0001145549-20-032017.txt : 20200529 0001145549-20-032017.hdr.sgml : 20200529 20200529122148 ACCESSION NUMBER: 0001145549-20-032017 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20200331 FILED AS OF DATE: 20200529 PERIOD START: 20201231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BOND FUND OF AMERICA CENTRAL INDEX KEY: 0000013075 IRS NUMBER: 952884967 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-02444 FILM NUMBER: 20925544 BUSINESS ADDRESS: STREET 1: 333 S HOPE ST - 55TH FL (MICG) CITY: LOS ANGELES STATE: CA ZIP: 90071 BUSINESS PHONE: 213-486-9200 MAIL ADDRESS: STREET 1: 333 S HOPE ST - 55TH FL (MICG) CITY: LOS ANGELES STATE: CA ZIP: 90071 FORMER COMPANY: FORMER CONFORMED NAME: BOND FUND OF AMERICA INC DATE OF NAME CHANGE: 19920703 0000013075 S000009231 BOND FUND OF AMERICA C000025097 Class A ABNDX C000025098 Class R-1 RBFAX C000025099 Class R-2 RBFBX C000025100 Class R-3 RBFCX C000025101 Class R-4 RBFEX C000025102 Class R-5 RBFFX C000025104 Class C BFACX C000025105 Class F-1 BFAFX C000025106 Class 529-A CFAAX C000025108 Class 529-C CFACX C000025109 Class 529-E CFAEX C000025110 Class 529-F-1 CFAFX C000068564 Class F-2 ABNFX C000077906 Class R-6 RBFGX C000148420 Class R-2E RBEBX C000164823 Class R-5E RBFHX C000179983 Class F-3 BFFAX C000189457 Class 529-T TFBFX C000189458 Class T TBFFX NPORT-P 1 primary_doc.xml NPORT-P false 0000013075 XXXXXXXX S000009231 C000025106 C000025108 C000025109 C000025110 C000189457 C000025097 C000025104 C000025105 C000068564 C000179983 C000025098 C000025099 C000148420 C000025100 C000025101 C000025102 C000164823 C000077906 C000189458 Bond Fund of America 811-02444 0000013075 F2Q0NH642XF1RP5YCC95 333 South Hope Street 55th Floor Los Angeles 90071 9499755000 Bond Fund of America S000009231 F2Q0NH642XF1RP5YCC95 2020-12-31 2020-03-31 N 65500762980.480000000000 12847448107.590000000000 52653314872.890000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 15762749.560000000000 EUR GBP JPY USD N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSEC 3.2% 03-01-29 097023CD5 38945000.000000000000 PA USD 36048037.230000000000 0.0684629967 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 BOSTON SCIENTIFIC CORP SR UNSEC 3.45% 03-01-24 101137AV9 1985000.000000000000 PA USD 2040641.540000000000 0.0038756184 Long DBT CORP US N 2 2024-03-01 Fixed 3.45000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 BOSTON SCIENTIFIC CORP SR UNSEC 3.75% 03-01-26 101137AW7 11325000.000000000000 PA USD 11903582.930000000000 0.0226074711 Long DBT CORP US N 2 2026-03-01 Fixed 3.75000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 BOSTON SCIENTIFIC CORP SR UNSEC 4.70% 03-01-49 101137AU1 1025000.000000000000 PA USD 1176884.500000000000 0.0022351575 Long DBT CORP US N 2 2049-03-01 Fixed 4.70000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSEC 3.458% 03-15-25 06051GHR3 35685000.000000000000 PA USD 36858501.230000000000 0.0700022426 Long DBT CORP US N 2 2025-03-15 Variable 3.4580000000000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 BROADCOM 144A SR UNSEC 4.25% 04-15-26 11135FAE1 150225000.000000000000 PA USD 152969310.300000000000 0.2905217092 Long DBT CORP US Y 2 2026-04-15 Fixed 4.25000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 BROADCOM 144A SR UNSEC 4.75% 04-15-29 11135FAB7 175189000.000000000000 PA USD 178318751.490000000000 0.3386657648 Long DBT CORP US Y 2 2029-04-15 Fixed 4.75000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 BROADCOM 144A SR UNSEC 3.625% 10-15-24 11135FAD3 6000000.000000000000 PA USD 5900574.000000000000 0.0112064625 Long DBT CORP US Y 2 2024-10-15 Fixed 3.62500000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL LLC 144A LIFE SR UNSEC 2.95% 04-14-22 05565EBF1 5000000.000000000000 PA USD 4919510.000000000000 0.0093432104 Long DBT CORP US Y 2 2022-04-14 Fixed 2.95000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL 144A LIFE SR UNSEC 3.15% 04-18-24 05565EBH7 17616000.000000000000 PA USD 17504191.250000000000 0.0332442341 Long DBT CORP US Y 2 2024-04-18 Fixed 3.15000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSEC 3.1% 05-01-26 097023CH6 26488000.000000000000 PA USD 24546191.210000000000 0.0466185107 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSEC 3.9% 05-01-49 097023CK9 4430000.000000000000 PA USD 4020083.240000000000 0.0076350050 Long DBT CORP US N 2 2049-05-01 Fixed 3.90000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSEC 3.6% 05-01-34 097023CJ2 6790000.000000000000 PA USD 6095899.040000000000 0.0115774269 Long DBT CORP US N 2 2034-05-01 Fixed 3.60000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB 144A SR UNSEC 2.9% 07-26-24 110122BZ0 21114000.000000000000 PA USD 22421019.940000000000 0.0425823521 Long DBT CORP US Y 2 2024-07-26 Fixed 2.90000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB 144A SR UNSEC 3.2% 06-15-26 110122CA4 12838000.000000000000 PA USD 13741910.740000000000 0.0260988520 Long DBT CORP US Y 2 2026-06-15 Fixed 3.20000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB 144A SR UNSEC 4.25% 10-26-49 110122CD8 6867000.000000000000 PA USD 8644715.230000000000 0.0164181785 Long DBT CORP US Y 2 2049-10-26 Fixed 4.25000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB 144A SR UNSEC 3.4% 07-26-29 110122CB2 42767000.000000000000 PA USD 47107679.430000000000 0.0894676423 Long DBT CORP US Y 2 2029-07-26 Fixed 3.40000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB 144A SR UNSEC 2.6% 05-16-22 110122BY3 6623000.000000000000 PA USD 6763506.950000000000 0.0128453583 Long DBT CORP US Y 2 2022-05-16 Fixed 2.60000000 N N N N N N BERRY GLOBAL ESCROW CORP N/A BERRY GLOBAL ESCROW CORP 1ST LIEN 144A LIFE 4.875% 07-15-26 085770AA3 9875000.000000000000 PA USD 10029267.250000000000 0.0190477414 Long DBT CORP US Y 2 2026-07-15 Fixed 4.87500000 N N N N N N BANK OF NOVA SCOTIA (THE) L3I9ZG2KFGXZ61BMYR72 BANK OF NOVA SCOTIA SR UNSEC 2.7% 08-03-26 064159QE9 19000000.000000000000 PA USD 19206283.000000000000 0.0364768734 Long DBT CORP CA N 2 2026-08-03 Fixed 2.70000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSEC 2.7% 02-01-27 097023CM5 30217000.000000000000 PA USD 27798129.150000000000 0.0527946421 Long DBT CORP US N 2 2027-02-01 Fixed 2.70000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSEC 2.95% 02-01-30 097023CN3 8562000.000000000000 PA USD 7945664.430000000000 0.0150905303 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 BMW FINANCE NV 144A LIFE SR UNSEC 2.25% 08-12-22 05600LAA4 7500000.000000000000 PA USD 7185780.000000000000 0.0136473459 Long DBT CORP NL Y 2 2022-08-12 Fixed 2.25000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT CAPITAL SR UNSEC 3.215% 09-06-26 05526DBJ3 17500000.000000000000 PA USD 16678602.500000000000 0.0316762630 Long DBT CORP US N 2 2026-09-06 Fixed 3.21500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT CAPITAL SR UNSEC 4.758% 09-06-49 05526DBK0 50711000.000000000000 PA USD 48035589.060000000000 0.0912299428 Long DBT CORP US N 2 2049-09-06 Fixed 4.75800000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSEC 2.46% 10-22-25 06051GHW2 3925000.000000000000 PA USD 3965007.530000000000 0.0075304044 Long DBT CORP US N 2 2025-10-22 Variable 2.4560000000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSEC 2.884% 10-22-30 06051GHX0 40175000.000000000000 PA USD 40201716.380000000000 0.0763517292 Long DBT CORP US N 2 2030-10-22 Variable 2.8800000000000000 N N N N N N BRASKEM SA 549300RPMQUFGBB7EY44 BRASKEM 144A LIFE SR UNSEC 4.5% 01-31-30 10554TAD7 29325000.000000000000 PA USD 22932150.000000000000 0.0435530983 Long DBT CORP BR Y 2 2030-01-31 Fixed 4.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS 144A LIFE 2.819% 11-19-25 09659W2J2 5050000.000000000000 PA USD 4997671.900000000000 0.0094916567 Long DBT CORP FR Y 2 2025-11-19 Variable 2.8190000000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-3 N/A EART 19-3A C 144A 2.79% 05-15-24/06-15-22 30167EAC9 9000000.000000000000 PA USD 8806662.000000000000 0.0167257504 Long ABS-O CORP US Y 2 2024-05-15 Fixed 2.79000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 CENTENE CORP SR UNSEC 144A 4.25% 12-15-27 15135BAQ4 58085000.000000000000 PA USD 58517733.250000000000 0.1111377952 Long DBT CORP US Y 2 2027-12-15 Fixed 4.25000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 CENTENE CORP SR UNSEC 144A 4.625% 12-15-29 15135BAS0 35335000.000000000000 PA USD 35707784.250000000000 0.0678167829 Long DBT CORP US Y 2 2029-12-15 Fixed 4.62500000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-3 N/A EART 19-3A D 144A 3.11% 08-15-25/23 30167EAD7 9000000.000000000000 PA USD 8837568.000000000000 0.0167844475 Long ABS-O CORP US Y 2 2025-08-15 Fixed 3.11000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-4A N/A EART 19-4A A 144A 2.18% 01-17-23/04-15-21 30167GAA8 20699076.120000000000 PA USD 20552278.270000000000 0.0390332087 Long ABS-O CORP US Y 2 2023-01-17 Fixed 2.18000000 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 BRASKEM IDESA 144A LIFE SECURED 7.45% 11-15-29 10554NAA6 5946000.000000000000 PA USD 4217141.040000000000 0.0080092603 Long DBT CORP MX Y 2 2029-11-15 Fixed 7.45000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSEC 2.015% 02-13-26 06051GHY8 41862000.000000000000 PA USD 41061389.250000000000 0.0779844334 Long DBT CORP US N 2 2026-02-13 Variable 2.0150000000000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 CENTENE CORP SR UNSEC 144A 4.75% 01-15-25 15135BAN1 24060000.000000000000 PA USD 24511245.300000000000 0.0465521408 Long DBT CORP US Y 2 2025-01-15 Fixed 4.75000000 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 CENTURYLINK 144A LIFE SEC 4.0% 02-15-27 156700BC9 66645000.000000000000 PA USD 64145812.500000000000 0.1218267314 Long DBT CORP US Y 2 2027-02-15 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSEC 2.496% 02-13-31 06051GHZ5 83385000.000000000000 PA USD 80313179.990000000000 0.1525320489 Long DBT CORP US N 2 2031-02-13 Variable 2.4960000000000000 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 BP CAPITAL MARKETS SR UNSEC 3.0% 02-24-50 10373QBG4 26840000.000000000000 PA USD 25170042.040000000000 0.0478033379 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSEC 2.666% 01-29-31 172967ML2 23710000.000000000000 PA USD 23094488.400000000000 0.0438614140 Long DBT CORP US N 2 2031-01-29 Variable 2.6660000000000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 CENTENE CORP 144A LIFE SR UNSEC 5.375% 08-15-26 15135BAM3 3175000.000000000000 PA USD 3274218.750000000000 0.0062184475 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSEC 4.083% 03-20-50 06051GJA8 37720000.000000000000 PA USD 42934865.440000000000 0.0815425687 Long DBT CORP US N 2 2051-03-20 Variable 4.0830000000000000 N N N N N N BERKSHIRE HATHAWAY ENERGY CO 549300JD0S5IZJE9LY15 BERKSHIRE HATHAWAY ENERGY 144A SR UNSEC 4.05% 04-15-25 084659AS0 5800000.000000000000 PA USD 6259824.000000000000 0.0118887558 Long DBT CORP US Y 2 2025-04-15 Fixed 4.05000000 N N N N N N CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP N/A CHARTER COMM CCO 144A SR UNSEC 4.5% 08-15-30 1248EPCE1 9925000.000000000000 PA USD 9782328.130000000000 0.0185787507 Long DBT CORP US Y 2 2030-08-15 Fixed 4.50000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 CENTENE CORP 144A SR UNSEC 3.375% 02-15-30 15135BAU5 23182000.000000000000 PA USD 21646192.500000000000 0.0411107877 Long DBT CORP US Y 2 2030-02-15 Fixed 3.37500000 N N N N N N BERKSHIRE HATHAWAY ENERGY CO 549300JD0S5IZJE9LY15 BERKSHIRE HATHAWAY ENERGY 144A SR UNSEC 4.25% 10-15-50 084659AW1 3975000.000000000000 PA USD 4554602.700000000000 0.0086501728 Long DBT CORP US Y 2 2050-10-15 Fixed 4.25000000 N N N N N N BERKSHIRE HATHAWAY ENERGY CO 549300JD0S5IZJE9LY15 BERKSHIRE HATHAWAY ENERGY 144A SR UNSEC 3.7% 07-15-30 084659AU5 7575000.000000000000 PA USD 8060322.680000000000 0.0153082910 Long DBT CORP US Y 2 2030-07-15 Fixed 3.70000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT CAPITAL SR UNSEC 4.7% 04-02-27 05526DBP9 911000.000000000000 PA USD 930362.390000000000 0.0017669588 Long DBT CORP US N 2 2027-04-02 Fixed 4.70000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT CAPITAL SR UNSEC 4.906% 04-02-30 05526DBN4 14470000.000000000000 PA USD 14871759.550000000000 0.0282446786 Long DBT CORP US N 2 2030-04-02 Fixed 4.90600000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 CIGNA CORPORATION SR UNSEC 2.4% 03-15-30 125523CL2 12241000.000000000000 PA USD 11655341.600000000000 0.0221360073 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP N/A CHARTER COMM CCO 144A SR UNSEC 4.5% 05-01-32 1248EPCJ0 6500000.000000000000 PA USD 6375362.500000000000 0.0121081883 Long DBT CORP US Y 2 2032-05-01 Fixed 4.50000000 N N N N N N BBVA BANCOMER SA (TEXAS BRANCH) 549300WIWQK5Q9MCUN92 BBVA BANCOMER SA LT2 144A LIFE 6.5% 03-10-21 05533UAB4 241000.000000000000 PA USD 242749.660000000000 0.0004610340 Long DBT CORP US Y 2 2021-03-10 Fixed 6.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SUB 4.2% 08-26-24 06051GFH7 3225000.000000000000 PA USD 3434115.450000000000 0.0065221258 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 CONSUMERS ENERGY CO SEC 3.5% 08-01-51 210518DH6 9700000.000000000000 PA USD 10464689.800000000000 0.0198747027 Long DBT CORP US N 2 2051-08-01 Fixed 3.50000000 N N N N N N CREDIT ACCEPTANCE CORP N/A CREDIT ACCEPTANCE CORP SR UNSEC 6.625% 03-15-26 225310AM3 1488000.000000000000 PA USD 1413600.000000000000 0.0026847313 Long DBT CORP US N 2 2026-03-15 Fixed 6.62500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSEC 4.412% 03-31-31 172967MP3 36875000.000000000000 PA USD 40655535.630000000000 0.0772136298 Long DBT CORP US N 2 2031-03-31 Variable 4.4120000000000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 COMCAST CORPORATION SR UNSEC 3.4% 04-01-30 20030NDG3 7632000.000000000000 PA USD 8278674.620000000000 0.0157229885 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 CSX CORP SR UNSEC 3.8% 04-15-50 126408HS5 2934000.000000000000 PA USD 3095771.960000000000 0.0058795386 Long DBT CORP US N 2 2050-04-15 Fixed 3.80000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSEC 3.75% 04-01-30 126650DJ6 11800000.000000000000 PA USD 12234228.200000000000 0.0232354377 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA LT2 SUB 144A LIFE 4.5% 03-15-25 05578QAD5 7795000.000000000000 PA USD 7750015.060000000000 0.0147189499 Long DBT CORP FR Y 2 2025-03-15 Fixed 4.50000000 N N N N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 BERKSHIRE HATHAWAY SR UNSEC 4.5% 02-11-43 084670BK3 1500000.000000000000 PA USD 1859700.000000000000 0.0035319714 Long DBT CORP US N 2 2043-02-11 Fixed 4.50000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1 N/A EART 20-1A A 144A 2.05% 06-15-23/08-16-21 30167HAA6 33486933.690000000000 PA USD 33158728.250000000000 0.0629755759 Long ABS-O CORP US Y 2 2023-06-15 Fixed 2.05000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1 N/A EART 20-1A B 144A 2.26% 04-15-24/22 30167HAC2 3500000.000000000000 PA USD 3419517.500000000000 0.0064944012 Long ABS-O CORP US Y 2 2024-04-15 Fixed 2.26000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1 N/A EART 20-1A C 144A 2.49% 01-15-25/02-15-23 30167HAE8 6890000.000000000000 PA USD 6312604.220000000000 0.0119889968 Long ABS-O CORP US Y 2 2025-01-15 Fixed 2.49000000 N N N N N N EART_17-3A N/A EART 17-3A C 144A 3.68% 07-17-23 30165YAE3 1750000.000000000000 PA USD 1705308.500000000000 0.0032387486 Long ABS-O CORP US Y 2 2023-07-17 Fixed 3.68000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDR_16-2 N/A FORDR 16-2 A 144A 2.03% 12-15-27/06-15-21 34531BAA0 33660000.000000000000 PA USD 33739538.580000000000 0.0640786599 Long ABS-O CORP US Y 2 2027-12-15 Fixed 2.03000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDR_18-1 N/A FORDR 18-1 A 144A 3.19% 07-15-31/01-15-25 34532RAA4 38760000.000000000000 PA USD 42865808.040000000000 0.0814114138 Long ABS-O CORP US Y 2 2031-07-15 Fixed 3.19000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 BALL CORP SR UNSEC 4.0% 11-15-23 058498AS5 6000000.000000000000 PA USD 6089820.000000000000 0.0115658815 Long DBT CORP US N 2 2023-11-15 Fixed 4.00000000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 CANADIAN NATURAL RESOURCES SR UNSEC 3.45% 11-15-21 136385AR2 1600000.000000000000 PA USD 1494476.800000000000 0.0028383337 Long DBT CORP CA N 2 2021-11-15 Fixed 3.45000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDR_19-1 N/A FORDR 19-1 A 144A 3.52% 07-15-30/01-16-24 34532PAA8 19510000.000000000000 PA USD 20257115.940000000000 0.0384726318 Long ABS-O CORP US Y 2 2030-07-15 Fixed 3.52000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K089 N/A FHMS K089 A2 (MF) 3.563% 01-25-29 3137FL6P4 5249000.000000000000 PA USD 6222542.530000000000 0.0118179502 Long ABS-CBDO USGA US N 2 2029-01-25 Fixed 3.56300000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSEC 3.625% 04-01-27 126650DH0 6114000.000000000000 PA USD 6274896.020000000000 0.0119173808 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSEC 4.25% 04-01-50 126650DL1 9929000.000000000000 PA USD 10366451.880000000000 0.0196881277 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 CONSOLIDATED EDISON CO OF NY 20A SR UNSEC 3.35% 04-01-30 209111FX6 6625000.000000000000 PA USD 6847520.500000000000 0.0130049181 Long DBT CORP US N 2 2030-04-01 Fixed 3.35000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 CONSOLIDATED EDISON CO OF NY 20A SR UNSEC 3.95% 04-01-50 209111FY4 8100000.000000000000 PA USD 8472138.300000000000 0.0160904177 Long DBT CORP US N 2 2050-04-01 Fixed 3.98800000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 CREDIT AGRICOLE SA 144A LIFE SUB LT2 4.375% 03-17-25 225313AF2 11130000.000000000000 PA USD 11140506.720000000000 0.0211582248 Long DBT CORP FR Y 2 2025-03-17 Fixed 4.37500000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 CONSTELLATION BRANDS SR UNSEC 4.25% 05-01-23 21036PAL2 8588000.000000000000 PA USD 8676842.860000000000 0.0164791958 Long DBT CORP US N 2 2023-05-01 Fixed 4.25000000 N N N N N N FINANCE OF AMERICA STRUCTURED FASST_19-JR1 N/A FASST 19-JR1 A 144A 2.0% 03-25-69 31739FAB5 22262664.820000000000 PA USD 23027498.670000000000 0.0437341860 Long ABS-CBDO CORP US Y 2 2069-03-25 Fixed 2.00000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K090 N/A FHMS K090 A2 (MF) 3.422% 02-25-29 3137FLMV3 5000000.000000000000 PA USD 5874510.000000000000 0.0111569614 Long ABS-CBDO USGA US N 2 2029-02-25 Fixed 3.42200000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG 144A SR UNSEC 4.194% 04-01-31 225401AP3 63825000.000000000000 PA USD 65514511.580000000000 0.1244261862 Long DBT CORP CH Y 2 2031-04-01 Variable 4.1940000000000000 N N N N N N CONTINENTAL AIRLINES PASS THROUGH CERTIFICATES 2001-1 A1 N/A CONTL AIR 01-1 A1 EETC SF 6.703% 12-15-22/06-15-21 210805DH7 1809673.140000000000 PA USD 1827778.920000000000 0.0034713463 Long DBT CORP US N 2 2022-12-15 Fixed 6.70300000 N N N N N N CENOVUS ENERGY INC 549300DK79J32SE1QE52 CENOVUS ENERGY SR UNSEC 3.8% 09-15-23 15135UAJ8 3940000.000000000000 PA USD 2079855.080000000000 0.0039500933 Long DBT CORP CA N 2 2023-09-15 Fixed 3.80000000 N N N N N N COMISION FEDERAL DE ELECTRICIDAD CFE 4469000001BFPONMPF32 CFE 144A SR UNSEC 4.875% 01-15-24 200447AD2 2500000.000000000000 PA USD 2396862.500000000000 0.0045521588 Long DBT CORP MX Y 2 2024-01-15 Fixed 4.87500000 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA 144A LIFE SR UNSEC 3.3% 05-19-25 233851BW3 200000.000000000000 PA USD 191434.200000000000 0.0003635748 Long DBT CORP US Y 2 2025-05-19 Fixed 3.30000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 DAVITA HEALTHCARE SR UNSEC 5.125% 07-15-24 23918KAQ1 5000000.000000000000 PA USD 5016275.000000000000 0.0095269880 Long DBT CORP US N 2 2024-07-15 Fixed 5.12500000 N N N N N N FIRST INVESTORS AUTO OWNER TRUST FIAOT_19-1A N/A FIAOT 19-1A A 144A 2.89% 03-15-24/02-15-22 32059TAA7 1117628.590000000000 PA USD 1110653.470000000000 0.0021093705 Long ABS-O CORP US Y 2 2024-03-15 Fixed 2.89000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K734 N/A FHMS K734 A2 (MF) 3.208% 02-25-26 3137FLN34 5065000.000000000000 PA USD 5582916.510000000000 0.0106031624 Long ABS-CBDO USGA US N 2 2026-02-25 Fixed 3.20800000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 DNB BANK SA 144A LIFE SR UNSEC 2.375% 06-02-21 23341CAA1 22700000.000000000000 PA USD 22262798.000000000000 0.0422818545 Long DBT CORP NO Y 2 2021-06-02 Fixed 2.37500000 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA 144A LIFE SR UNSEC 2.0% 07-06-21 233851CH5 11925000.000000000000 PA USD 11502926.550000000000 0.0218465382 Long DBT CORP US Y 2 2021-07-06 Fixed 2.00000000 N N N N N N BWAY HOLDING CO 549300DNGHXL0OMHW304 BWAY 144A LIFE SEC 5.5% 04-15-24 12429TAD6 5200000.000000000000 PA USD 4822844.000000000000 0.0091596208 Long DBT CORP US Y 2 2024-04-15 Fixed 5.50000000 N N N N N N FINANCE OF AMERICA STRUCTURED FASST_19-JR2 N/A FASST 19-JR2 A1 144A 2.0% 04-01-69 31739GAA5 21960572.280000000000 PA USD 22585482.320000000000 0.0428947016 Long ABS-CBDO CORP US Y 2 2069-06-25 Fixed 2.00000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_19-3 N/A FORDF 19-3-A1 2.23% 09-15-24/22 34528QHA5 112692000.000000000000 PA USD 108739328.100000000000 0.2065194345 Long ABS-O CORP US N 2 2024-09-15 Fixed 2.23000000 N N N N N N CROWN AMERICAS LLC RPPGGRL1J75WGF2DFO04 CROWN HOLDINGS SR UNSEC 4.5% 01-15-23 228189AB2 2500000.000000000000 PA USD 2578700.000000000000 0.0048975074 Long DBT CORP US N 2 2023-01-15 Fixed 4.50000000 N N N N N N CRH AMERICA INC 549300RN11MJ182CNF63 CRH AMERICA INC 144A LIFE SR UNSEC 3.875% 05-18-25 12626PAM5 2000000.000000000000 PA USD 2025282.000000000000 0.0038464473 Long DBT CORP US Y 2 2025-05-18 Fixed 3.87500000 N N N N N N DANSKE BANK AS MAES062Z21O4RZ2U7M96 DANSKE BANK 144A LIFE SR UNSEC 2.0% 09-08-21 23636AAH4 20260000.000000000000 PA USD 19870460.980000000000 0.0377382906 Long DBT CORP DK Y 2 2021-09-08 Fixed 2.00000000 N N N N N N VISTRA ENERGY CORP 549300KP43CPCUJOOG15 VISTRA ENERGY SR UNSEC 5.875% 06-01-23 26817RAB4 2475000.000000000000 PA USD 2487300.750000000000 0.0047239205 Long DBT CORP US N 2 2023-06-01 Fixed 5.87500000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG SR UNSEC 4.10% 01-13-26 25152R2Y8 3022000.000000000000 PA USD 2816507.020000000000 0.0053491542 Long DBT CORP DE N 2 2026-01-13 Fixed 4.10000000 N N N N N N DEUTSCHE BANK AG (LONDON BRANCH) 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG LONDON SR UNSEC 3.7% 05-30-24 25152RXA6 6250000.000000000000 PA USD 5651825.000000000000 0.0107340345 Long DBT CORP GB N 2 2024-05-30 Fixed 3.70000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_19-C N/A FORDO 19-C A4 1.93% 04-15-25/06-15-23 34531KAE2 1269000.000000000000 PA USD 1275452.870000000000 0.0024223601 Long ABS-O CORP US N 2 2025-04-15 Fixed 1.93000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDR_20-1 N/A FORDR 20-1 A 144A 2.04% 08-15-31/02-18-25 34531NAA4 94433000.000000000000 PA USD 88277479.330000000000 0.1676579709 Long ABS-O CORP US Y 2 2031-08-15 Fixed 2.04000000 N N N N N N CRH AMERICA INC 549300RN11MJ182CNF63 CRH AMERICA INC 144A LIFE SR UNSEC 5.125% 05-18-45 12626PAN3 2000000.000000000000 PA USD 1946784.000000000000 0.0036973627 Long DBT CORP US Y 2 2045-05-18 Fixed 5.12500000 N N N N N N CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 549300PXR5FKNXF0OH19 CRED SUIS GP FUN LTD SR UNSEC 3.75% 03-26-25 225433AC5 7600000.000000000000 PA USD 7693214.000000000000 0.0146110725 Long DBT CORP GG N 2 2025-03-26 Fixed 3.75000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_18-1 N/A GMCAR 18-1 B 2.57% 07-17-23 36255PAF7 765000.000000000000 PA USD 771984.450000000000 0.0014661650 Long ABS-O CORP US N 2 2023-07-17 Fixed 2.57000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_18-1 N/A GMCAR 18-1 C 2.77% 07-17-23 36255PAG5 530000.000000000000 PA USD 529445.090000000000 0.0010055304 Long ABS-O CORP US N 2 2023-07-17 Fixed 2.77000000 N N N N N N GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-2 N/A GMCAR 19-2 C 3.07% 11-18-24/02-16-23 36257FAG5 4285000.000000000000 PA USD 4328068.540000000000 0.0082199355 Long ABS-O CORP US N 2 2024-11-18 Fixed 3.07000000 N N N N N N GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-2 N/A GMCAR 19-2 B 2.87% 10-16-24/02-16-23 36257FAF7 1315000.000000000000 PA USD 1345397.540000000000 0.0025552001 Long ABS-O CORP US N 2 2024-10-16 Fixed 2.87000000 N N N N N N CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP N/A CHARTER COMM CCO 144A SR UNSEC 5.875% 04-01-24 1248EPBP7 8185000.000000000000 PA USD 8420359.680000000000 0.0159920789 Long DBT CORP US Y 2 2024-04-01 Fixed 5.87500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SUB 4.6% 03-09-26 172967KJ9 4175000.000000000000 PA USD 4497873.630000000000 0.0085424320 Long DBT CORP US N 2 2026-03-09 Fixed 4.60000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL 144A LIFE SR UNSEC 2.15% 04-06-20 05565EAP0 2000000.000000000000 PA USD 1999580.000000000000 0.0037976336 Long DBT CORP US Y 2 2020-04-06 Fixed 2.15000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSEC 3.705% 04-24-28 06051GGL7 3050000.000000000000 PA USD 3195237.950000000000 0.0060684459 Long DBT CORP US N 2 2028-04-24 Variable 3.7050000000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSEC 2.7% 03-30-21 172967KK6 13500000.000000000000 PA USD 13560804.000000000000 0.0257548913 Long DBT CORP US N 2 2021-03-30 Fixed 2.70000000 N N N N N N CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP N/A CHARTER COMM CCO 144A SR UNSEC 5.5% 05-01-26 1248EPBR3 3815000.000000000000 PA USD 3889651.920000000000 0.0073872878 Long DBT CORP US Y 2 2026-05-01 Fixed 5.50000000 N N N N N N GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-4 N/A GMCAR 19-4 B 2.04% 02-17-25 36258MAF1 1052000.000000000000 PA USD 1025491.700000000000 0.0019476299 Long ABS-O CORP US N 2 2025-02-17 Fixed 2.04000000 N N N N N N GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-4 N/A GMCAR 19-4 C 2.24% 03-18-25 36258MAG9 1521000.000000000000 PA USD 1485108.960000000000 0.0028205422 Long ABS-O CORP US N 2 2025-03-18 Fixed 2.44000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 CMS ENERGY CORP SR UNSEC 3.0% 05-15-26 125896BQ2 5707000.000000000000 PA USD 5604199.810000000000 0.0106435840 Long DBT CORP US N 2 2026-05-15 Fixed 3.00000000 N N N N N N CHEVRON CORP N/A CHEVRON CORP SR UNSEC 2.954% 05-16-26 166764BL3 11980000.000000000000 PA USD 12623134.320000000000 0.0239740543 Long DBT CORP US N 2 2026-05-16 Fixed 2.95400000 N N N N N N DOW CHEMICAL COMPANY (THE) ZQUIP1CSZO8LXRBSOU78 DOW CHEMICAL SR UNSEC 4.625% 10-01-44 260543CL5 1100000.000000000000 PA USD 1022089.200000000000 0.0019411678 Long DBT CORP US N 2 2044-10-01 Fixed 4.62500000 N N N N N N DANSKE BANK AS MAES062Z21O4RZ2U7M96 DANSKE BANK 144A LIFE SR UNSEC 2.7% 03-02-22 23636AAM3 13475000.000000000000 PA USD 12892650.930000000000 0.0244859245 Long DBT CORP DK Y 2 2022-03-02 Fixed 2.70000000 N N N N N N CHEVRON CORP N/A CHEVRON CORP SR UNSEC 2.1% 05-16-21 166764BG4 10000000.000000000000 PA USD 10050710.000000000000 0.0190884658 Long DBT CORP US N 2 2021-05-16 Fixed 2.10000000 N N N N N N COLUMBIA PIPELINE GROUP INC 549300SRP1TQM9JJBG80 COLUMBIA PIPELINE SR UNSEC 5.8% 06-01-45 198280AH2 2635000.000000000000 PA USD 2786747.020000000000 0.0052926336 Long DBT CORP US N 2 2045-06-01 Fixed 5.80000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-1 N/A GMCAR 20-1 A2 1.83% 01-17-23 36258NAB8 75000000.000000000000 PA USD 75309450.000000000000 0.1430288866 Long ABS-O CORP US N 2 2023-01-17 Fixed 1.83000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-1 N/A GMCAR 20-1 A3 1.84% 09-16-24/06-16-23 36258NAC6 2452000.000000000000 PA USD 2464439.000000000000 0.0046805011 Long ABS-O CORP US N 2 2024-09-16 Fixed 1.84000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 BECTON DICKINSON SR UNSEC 2.404% 06-05-20 075887BR9 19675000.000000000000 PA USD 19614401.000000000000 0.0372519775 Long DBT CORP US N 2 2020-06-05 Fixed 2.40400000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 BECTON DICKINSON SR UNSEC 3.363% 06-06-24 075887BV0 41795000.000000000000 PA USD 41963517.440000000000 0.0796977693 Long DBT CORP US N 2 2024-06-06 Fixed 3.36300000 N N N N N N DELTA AIR LINES 2002-1 CLASS G-1 PASS THROUGH TRUST N/A DELTA AIR 02-1 G-1 EETC MBIA SF 6.718% 07-02-24/01-02-23 247367AX3 791482.800000000000 PA USD 791359.330000000000 0.0015029620 Long DBT CORP US N 2 2024-07-02 Fixed 6.71800000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG SR UNSEC 2.7% 07-13-20 251525AT8 13000000.000000000000 PA USD 12745538.000000000000 0.0242065253 Long DBT CORP US N 2 2020-07-13 Fixed 2.70000000 N N N N N N HENDR_06-4A N/A HENDR 06-4A A1 FRN 144A (L+20) 12-15-41 88576NAG3 692245.360000000000 PA USD 674233.140000000000 0.0012805141 Long ABS-O CORP US Y 2 2041-12-15 Variable 0.9046300000000000 N N N N N N 321 HENDERSON RECEIVABLES LLC HENDR_06-3A N/A HENDR 06-3A A1 144A FRN (L+20) 09-15-41 88576NAE8 890873.810000000000 PA USD 831906.870000000000 0.0015799706 Long ABS-O CORP US Y 2 2041-09-15 Variable 0.9046300000000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG SR UNSEC 3.3% 11-16-22 251526BL2 4055000.000000000000 PA USD 3803366.980000000000 0.0072234141 Long DBT CORP US N 2 2022-11-16 Fixed 3.30000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG SR UNSEC 3.15% 01-22-21 251526BP3 32737000.000000000000 PA USD 31999893.710000000000 0.0607746992 Long DBT CORP US N 2 2021-01-22 Fixed 3.15000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG SR UNSEC 3.95% 02-27-23 251526BR9 11197000.000000000000 PA USD 11136659.370000000000 0.0211509178 Long DBT CORP US N 2 2023-02-27 Fixed 3.95000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG SR UNSEC 3.375% 05-12-21 251526BW8 2100000.000000000000 PA USD 1989978.900000000000 0.0037793991 Long DBT CORP US N 2 2021-05-12 Fixed 3.37500000 N N N N N N HERTZ VEHICLE FINANCING LLC HERTZ_16-4A N/A HERTZ 16-4A A 144A 2.65% 07-25-22/07-26-21 42806DBC2 4015000.000000000000 PA USD 3896637.800000000000 0.0074005555 Long ABS-O CORP US Y 2 2022-07-25 Fixed 2.65000000 N N N N N N HERTZ VEHICLE FINANCING LLC 5493004IHDYOZ9K9WF47 HERTZ 18-1A A 144A 3.29% 02-25-24/23 42806DBQ1 13235000.000000000000 PA USD 12564660.490000000000 0.0238629999 Long ABS-O CORP US Y 2 2024-02-25 Fixed 3.29000000 N N N N N N DANSKE BANK AS MAES062Z21O4RZ2U7M96 DANSKE BANK 144A LIFE SR UNSEC 3.875% 09-12-23 23636AAP6 31840000.000000000000 PA USD 31476164.320000000000 0.0597800241 Long DBT CORP DK Y 2 2023-09-12 Fixed 3.87500000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG SR UNSEC 3.7% 05-30-24 251526BY4 16300000.000000000000 PA USD 15311046.400000000000 0.0290789790 Long DBT CORP US N 2 2024-05-30 Fixed 3.70000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-2 N/A HAROT 19-2 A3 2.52% 06-21-23/07-21-22 43815MAC0 2115000.000000000000 PA USD 2144385.810000000000 0.0040726511 Long ABS-O CORP US N 2 2023-06-21 Fixed 2.52000000 N N N N N N HERTZ VEHICLE FINANCING LLC HERTZ_19-3A N/A HERTZ 19-3A A 144A 2.67% 12-26-25/24 42806DCN7 16799000.000000000000 PA USD 15014526.230000000000 0.0285158233 Long ABS-O CORP US Y 2 2025-12-26 Fixed 2.67000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG SR UNSEC 4.25% 10-14-21 251526BX6 850000.000000000000 PA USD 809203.400000000000 0.0015368518 Long DBT CORP US N 2 2021-10-14 Fixed 4.25000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG SR UNSEC 4.1% 01-13-26 251526BZ1 15650000.000000000000 PA USD 14309843.550000000000 0.0271774789 Long DBT CORP US N 2 2026-01-13 Fixed 4.10000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 CALPINE CORP 144A LIFE SR SEC 1ST LIEN 5.25% 06-01-26 131347CK0 10300000.000000000000 PA USD 9856770.400000000000 0.0187201327 Long DBT CORP US Y 2 2026-06-01 Fixed 5.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSEC 2.35% 08-02-21 172967KV2 16500000.000000000000 PA USD 16496865.000000000000 0.0313311043 Long DBT CORP US N 2 2021-08-02 Fixed 2.35000000 N N N N N N CONCHO RESOURCES INC SYHS7HRDXLL4I0IQ8776 CONCHO RESOURCES INC SR UNSEC 4.3% 08-15-28 20605PAK7 18500000.000000000000 PA USD 16948997.000000000000 0.0321898005 Long DBT CORP US N 2 2028-08-15 Fixed 4.30000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) 7LTWFZYICNSX8D621K86 DEUTSCHE BANK SR UNSEC 4.25% 02-04-21 25160PAC1 36725000.000000000000 PA USD 35277631.030000000000 0.0669998292 Long DBT CORP US N 2 2021-02-04 Fixed 4.25000000 N N N N N N COMISION FEDERAL DE ELECTRICIDAD CFE 4469000001BFPONMPF32 CFE 144A LIFE SR UNSEC 4.75% 02-23-27 200447AF7 370000.000000000000 PA USD 345410.910000000000 0.0006560098 Long DBT CORP MX Y 2 2027-02-23 Fixed 4.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSEC 3.2% 10-21-26 172967KY6 2600000.000000000000 PA USD 2699052.200000000000 0.0051260822 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N HERTZ VEHICLE FINANCING LLC HERTZ_19-2A N/A HERTZ 19-2A A 144A 3.42% 05-25-25/05-28-24 42806DCH0 12524000.000000000000 PA USD 11997766.570000000000 0.0227863461 Long ABS-O CORP US Y 2 2025-05-25 Fixed 3.42000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_20-A N/A HALST 20-A A2 144A 1.90% 05-16-22/08-16-21 44935SAB2 24625000.000000000000 PA USD 24672156.880000000000 0.0468577466 Long ABS-O CORP US Y 2 2022-05-16 Fixed 1.90000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 BECTON DICKINSON SR UNSEC 2.894% 06-06-22 075887BT5 22730000.000000000000 PA USD 22767095.360000000000 0.0432396240 Long DBT CORP US N 2 2022-06-06 Fixed 2.89400000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 BECTON DICKINSON SR UNSEC 3.7% 06-06-27 075887BW8 22356000.000000000000 PA USD 22767260.980000000000 0.0432399385 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 CMS ENERGY CORP SR UNSEC 3.875% 03-01-24 125896BM1 5000000.000000000000 PA USD 5104475.000000000000 0.0096944988 Long DBT CORP US N 2 2024-03-01 Fixed 3.87500000 N N N N N N CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 549300PXR5FKNXF0OH19 CRED SUIS GP FUN LTD SR UNSEC 4.55% 04-17-26 225433AR2 11000000.000000000000 PA USD 11640673.000000000000 0.0221081484 Long DBT CORP GG N 2 2026-04-17 Fixed 4.55000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSEC 3.593% 07-21-28 06051GGR4 1025000.000000000000 PA USD 1051083.180000000000 0.0019962336 Long DBT CORP US N 2 2028-07-21 Variable 3.5930000000000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 BOSTON GAS COMPANY 144A LIFE SR UNSEC 3.15% 08-01-27 100743AK9 1105000.000000000000 PA USD 1098545.700000000000 0.0020863752 Long DBT CORP US Y 2 2027-08-01 Fixed 3.15000000 N N N N N N JP MORGAN MORTGAGE TRUST JPMMT_19-INV3 N/A JPMMT 19-INV3 A13 144A FRN 05-25-50/06-02-42 46591LBF7 1975876.670000000000 PA USD 2020428.740000000000 0.0038372299 Long ABS-CBDO CORP US Y 2 2050-05-25 Variable 3.5000000000000000 N N N N N N LEGACY MORTGAGE ASSET TRUST LMAT_19-GS2 N/A LMAT 19-GS2 A1 144A FRN 01-25-59 52475BAA0 8736478.070000000000 PA USD 7522544.440000000000 0.0142869342 Long ABS-CBDO CORP US Y 2 2059-01-25 Variable 3.7500000000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSEC 3.093% 10-01-25 06051GGT0 21250000.000000000000 PA USD 21718626.250000000000 0.0412483550 Long DBT CORP US N 2 2025-10-01 Variable 3.0930000000000000 N N N N N N BEACON ROOFING SUPPLY INC 549300HDXQWWCBOYXP31 BEACON ROOFING SUPPLY 144A LIFE SR UNSEC 4.875% 11-01-25 073685AD1 11000000.000000000000 PA USD 9996305.000000000000 0.0189851390 Long DBT CORP US Y 2 2025-11-01 Fixed 4.87500000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 DOWDUPONT SR UNSEC 4.493% 11-15-25 26078JAC4 3210000.000000000000 PA USD 3458094.480000000000 0.0065676672 Long DBT CORP US N 2 2025-11-15 Fixed 4.49300000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 DOWDUPONT SR UNSEC 5.419% 11-15-48 26078JAF7 12159000.000000000000 PA USD 13444948.000000000000 0.0255348557 Long DBT CORP US N 2 2048-11-15 Fixed 5.41900000 N N N N N N CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 549300PXR5FKNXF0OH19 CRED SUIS GP FUN LTD SR UNSEC 3.8% 06-09-23 225433AT8 29264000.000000000000 PA USD 29969994.000000000000 0.0569194818 Long DBT CORP GG N 2 2023-06-09 Fixed 3.80000000 N N N N N N CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 549300PXR5FKNXF0OH19 CRED SUIS GP FUN LTD SR UNSEC 3.45% 04-16-21 225433AM3 11250000.000000000000 PA USD 11324610.000000000000 0.0215078766 Long DBT CORP GG N 2 2021-04-16 Fixed 3.45000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS 144A LIFE SR UNSEC 3.375% 01-09-25 09659W2D5 25675000.000000000000 PA USD 25554122.100000000000 0.0485327888 Long DBT CORP FR Y 2 2025-01-09 Fixed 3.37500000 N N N N N N BANK OF NOVA SCOTIA (THE) L3I9ZG2KFGXZ61BMYR72 BANK OF NOVA SCOTIA SR UNSEC 2.5% 01-08-21 064159KT2 17500000.000000000000 PA USD 17557662.500000000000 0.0333457875 Long DBT CORP CA N 2 2021-01-08 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BJ3790 01-01-48 3140H5F89 4980610.920000000000 PA USD 5295515.030000000000 0.0100573251 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN 924866 10-01-37 31412GQT1 29235.890000000000 PA USD 29647.410000000000 0.0000563068 Long ABS-MBS USGA US N 2 2037-10-01 Variable 3.2650000000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 144A LIFE SR UNSEC 2.75% 01-11-23 05578AAA6 8600000.000000000000 PA USD 8490848.800000000000 0.0161259530 Long DBT CORP FR Y 2 2023-01-11 Fixed 2.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSEC 2.738% 01-23-22 06051GGY9 21000000.000000000000 PA USD 20982129.000000000000 0.0398495879 Long DBT CORP US N 2 2022-01-23 Variable 2.7380000000000000 N N N N N N BAKER HUGHES A GE COMPANY LLC 549300XU3XH6F05YEQ93 BAKER HUGHES SR UNSEC 4.08% 12-15-47 05723KAF7 4040000.000000000000 PA USD 3334648.320000000000 0.0063332163 Long DBT CORP US N 2 2047-12-15 Fixed 4.08000000 N N N N N N BROADCOM CORPORATION/BROADCOM CAYMAN FINANCE LTD N/A BROADCOM CORP CAYMAN FINANCE SR UNSEC 3.0% 01-15-22 11134LAD1 40500000.000000000000 PA USD 40159435.500000000000 0.0762714287 Long DBT CORP US N 2 2022-01-15 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.0 Q53878 150K MAX 01-01-48 3132XWJY8 14065707.620000000000 PA USD 15229490.200000000000 0.0289240862 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 4.00000000 N N N N N N FANNIE MAE ACES FNMA_17-M15 N/A FNA 17-M15 A2 (MF) FRN 09-25-27 3136AY6X6 3700000.000000000000 PA USD 4037673.100000000000 0.0076684120 Long ABS-CBDO USGA US N 2 2027-09-25 Variable 2.9590000000000000 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 NATIONWIDE BLD SOCIETY 144A LIFE SR UNSEC 4.363% 08-01-24 63861VAC1 33400000.000000000000 PA USD 33606345.200000000000 0.0638256970 Long DBT CORP GB Y 2 2024-08-01 Variable 4.3630000000000000 N N N N N N NESTLE HOLDINGS INC. 549300EAEU8YV8MQXP30 NESTLE HOLDINGS 144A LIFE SR UNSEC 3.35% 09-24-23 641062AD6 26000000.000000000000 PA USD 27421888.000000000000 0.0520800790 Long DBT CORP US Y 2 2023-09-24 Fixed 3.35000000 N N N N N N LEGACY MORTGAGE ASSET TRUST LMAT_19-GS5 N/A LMAT 19-GS5 A1 144A FRN 05-25-59 52475FAF0 6848569.490000000000 PA USD 6859965.510000000000 0.0130285539 Long ABS-CBDO CORP US Y 2 2059-05-25 Variable 3.2000000000000000 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST MWST_19-2 N/A MWST 19-2 A 144A FRN (L+75) 11-25-52/10-25-21 585504AA1 62022000.000000000000 PA USD 60998574.980000000000 0.1158494487 Long ABS-CBDO CORP US Y 2 2052-11-25 Variable 2.3767500000000000 N N N N N N NUVEEN LLC N/A NUVEEN LLC 144A LIFE SR UNSEC 4.0% 11-01-28 67080LAA3 1515000.000000000000 PA USD 1587973.010000000000 0.0030159032 Long DBT CORP US Y 2 2028-11-01 Fixed 4.00000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 NUTRIEN LTD NOTES SR UNSEC 5.00% 04-01-49 67077MAU2 7500000.000000000000 PA USD 9091042.500000000000 0.0172658503 Long DBT CORP CA N 2 2049-04-01 Fixed 5.00000000 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 SANTANDER HOLDINGS USA SR UNSEC 3.244% 10-05-26 80282KAZ9 15000000.000000000000 PA USD 13423995.000000000000 0.0254950615 Long DBT CORP US N 2 2026-10-05 Fixed 3.24400000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 3M COMPANY SR UNSEC 2.25% 03-15-23 88579YAX9 10722000.000000000000 PA USD 11166952.280000000000 0.0212084506 Long DBT CORP US N 2 2023-03-15 Fixed 2.25000000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 3M COMPANY SR UNSEC 3.25% 02-14-24 88579YBB6 9872000.000000000000 PA USD 10468831.500000000000 0.0198825687 Long DBT CORP US N 2 2024-02-14 Fixed 3.25000000 N N N N N N MCAS_19-01 N/A MCAS 19-1 M10 144A (L+325) FRN 10-15-49 62547NAB5 2295000.000000000000 PA USD 1632642.350000000000 0.0031007399 Long ABS-CBDO USGA US Y 2 2049-10-15 Variable 4.1966300000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.375% 10-15-22 912828YK0 75000000.000000000000 PA USD 77117250.000000000000 0.1464622886 Long DBT UST US N 2 2022-10-15 Fixed 1.37500000 N N N N N N BROADCOM CORPORATION/BROADCOM CAYMAN FINANCE LTD N/A BROADCOM CORP CAYMAN FINANCE SR UNSEC 3.625% 01-15-24 11134LAF6 33750000.000000000000 PA USD 33461100.000000000000 0.0635498450 Long DBT CORP US N 2 2024-01-15 Fixed 3.62500000 N N N N N N BROADCOM CORPORATION/BROADCOM CAYMAN FINANCE LTD N/A BROADCOM CORP CAYMAN FINANCE SR UNSEC 3.875% 01-15-27 11134LAH2 32260000.000000000000 PA USD 30824720.340000000000 0.0585427915 Long DBT CORP US N 2 2027-01-15 Fixed 3.87500000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 NUTRIEN LTD NOTES SR UNSEC 4.20% 04-01-29 67077MAT5 500000.000000000000 PA USD 530739.500000000000 0.0010079888 Long DBT CORP CA N 2 2029-04-01 Fixed 4.20000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL SR UNSEC 3.15% 04-01-24 65339KBG4 3760000.000000000000 PA USD 3854936.240000000000 0.0073213553 Long DBT CORP US N 2 2024-04-01 Fixed 3.15000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 NEW YORK LIFE GLOBAL FNDNG GIC 144A LIFE 2.875% 04-10-24 64952WDG5 2500000.000000000000 PA USD 2571367.500000000000 0.0048835814 Long DBT CORP US Y 2 2024-04-10 Fixed 2.87500000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 NETFLIX 144A LIFE SR UNSEC 5.375% 11-15-29 64110LAU0 6440000.000000000000 PA USD 6765542.000000000000 0.0128492233 Long DBT CORP US Y 2 2029-11-15 Fixed 5.37500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 BK0163 02-01-48 3140HDFD1 6728508.440000000000 PA USD 7287822.430000000000 0.0138411465 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AX0817 09-01-44 3138Y14B8 625783.290000000000 PA USD 677207.030000000000 0.0012861622 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 4.00000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 NETFLIX SR UNSEC 5.875% 11-15-28 64110LAT3 26925000.000000000000 PA USD 28959183.750000000000 0.0549997352 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N NEIMAN MARCUS GROUP LTD LLC 549300VXED5TMJSBCI17 NEIMAN MARCUS/MARIPOSA 144A LIFE PIK 2ND LIEN 14.0% 04-25-24 64021VAE2 3265795.000000000000 PA USD 1061383.380000000000 0.0020157959 Long DBT CORP US Y 2 2024-04-25 Fixed 14.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY I/L 0.125% 10-15-24 912828YL8 44844408.000000000000 PA USD 45401462.000000000000 0.0862271675 Long DBT UST US N 2 2024-10-15 Fixed 0.12500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE DFRN 10-31-21 912828YN4 15887800.000000000000 PA USD 15925930.720000000000 0.0302467770 Long DBT UST US N 2 2021-10-31 Variable 0.3850182700000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSEC 144A 4.05% 11-21-39 00287YBR9 13700000.000000000000 PA USD 14435073.500000000000 0.0274153176 Long DBT CORP US Y 2 2039-11-21 Fixed 4.05000000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 AON SR UNSEC 2.2% 11-15-22 037389BD4 1195000.000000000000 PA USD 1190800.770000000000 0.0022615875 Long DBT CORP US N 2 2022-11-15 Fixed 2.20000000 N N N N N N NEXTERA ENERGY OPERATING PARTNERS LP 549300KJEC5IUVJWR786 NEXTERA ENERGY OPERATING 144A LIFE SR UNSEC 4.25% 07-15-24 65342QAK8 4715000.000000000000 PA USD 4626617.330000000000 0.0087869441 Long DBT CORP US Y 2 2024-07-15 Fixed 4.25000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 NEW YORK LIFE GLOBAL FNDNG GIC 144A LIFE SEC 2.25% 07-12-22 64952WDH3 10195000.000000000000 PA USD 10257434.180000000000 0.0194810796 Long DBT CORP US Y 2 2022-07-12 Fixed 2.25000000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 AVOLON HOLDINGS FUNDING 144A LIFE SR UNSEC 3.25% 02-15-27 05401AAJ0 16000000.000000000000 PA USD 12613040.000000000000 0.0239548831 Long DBT CORP IE Y 2 2027-02-15 Fixed 3.25000000 N N N N N N AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP RDKVCX5HITZ2GPIR7153 AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 2.85% 02-01-30 024836AF5 5814000.000000000000 PA USD 5465218.140000000000 0.0103796279 Long DBT CORP US N 2 2030-02-01 Fixed 2.85000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.0 G08805 03-01-48 3128MJ3P3 4723871.940000000000 PA USD 5092589.040000000000 0.0096719248 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNPPK0 7.0 924069 05-01-37 31412FT29 154371.000000000000 PA USD 169305.620000000000 0.0003215479 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 7.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 G67709 03-01-48 3132XCR64 55586632.720000000000 PA USD 59737675.690000000000 0.1134547290 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 G67710 03-01-48 3132XCR72 69378138.790000000000 PA USD 73807239.170000000000 0.1401758642 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 ADOBE SYSTEMS SR UNSEC 2.15% 02-01-27 00724PAC3 24367000.000000000000 PA USD 24699877.590000000000 0.0469103942 Long DBT CORP US N 2 2027-02-01 Fixed 2.15000000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 ADOBE SYSTEMS SR UNSEC 1.9% 02-01-25 00724PAB5 14746000.000000000000 PA USD 14907321.240000000000 0.0283122179 Long DBT CORP US N 2 2025-02-01 Fixed 1.90000000 N N N N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 GRUPO TELEVISA MXN SR UNSEC 7.25% 05-14-43 N/A 25290000.000000000000 PA 756991.080000000000 0.0014376893 Long DBT CORP MX N 2 2043-05-14 Fixed 7.25000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 GENERAL MOTORS CO SR UNSEC 6.25% 10-02-43 37045VAF7 8681000.000000000000 PA USD 6920328.260000000000 0.0131431958 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 ADOBE SYSTEMS SR UNSEC 1.7% 02-01-23 00724PAA7 20000000.000000000000 PA USD 20264120.000000000000 0.0384859340 Long DBT CORP US N 2 2023-02-01 Fixed 1.70000000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 ADOBE SYSTEMS SR UNSEC 2.3% 02-01-30 00724PAD1 24569000.000000000000 PA USD 24657374.690000000000 0.0468296721 Long DBT CORP US N 2 2030-02-01 Fixed 2.30000000 N N N N N N RUTAS 2 AND 7 FINANCE LTD N/A RUTAS 2 AND 7 FIN 144A LIFE SF 0.00% 09-30-36 78319MAA1 1795000.000000000000 PA USD 1059597.480000000000 0.0020124041 Long DBT CORP PY Y 2 2036-09-30 Fixed 0.00000000 N N N N N N MV24 CAPITAL BV N/A MV24 CAPITAL BV 144A LIFE 1ST LIEN 6.748% 06-01-34 55388RAA4 7005000.000000000000 PA USD 5554614.750000000000 0.0105494113 Long DBT CORP NL Y 2 2034-06-01 Fixed 6.74800000 N N N N N N BROADCOM CORPORATION/BROADCOM CAYMAN FINANCE LTD N/A BROADCOM CORP CAYMAN FINANCE SR UNSEC 3.5% 01-15-28 11134LAR0 22732000.000000000000 PA USD 21114640.930000000000 0.0401012566 Long DBT CORP US N 2 2028-01-15 Fixed 3.50000000 N N N N N N BROADCOM CORPORATION/BROADCOM CAYMAN FINANCE LTD N/A BROADCOM CORP CAYMAN FINANCE SR UNSEC 2.65% 01-15-23 11134LAM1 16500000.000000000000 PA USD 16134838.500000000000 0.0306435379 Long DBT CORP US N 2 2023-01-15 Fixed 2.65000000 N N N N N N ABU DHABI NATIONAL ENERGY CO PJSC 213800UNJSVQFNUYYW03 ABU DHABI NAT. ENERGY (TAQA) 144A LIFE SR UNSEC 5.875% 12-13-21 00386SAJ1 1055000.000000000000 PA USD 1081478.390000000000 0.0020539607 Long DBT CORP AE Y 2 2021-12-13 Fixed 5.87500000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 APACHE CORP SR UNSEC 4.75% 04-15-43 037411BA2 30260000.000000000000 PA USD 13449510.900000000000 0.0255435217 Long DBT CORP US N 2 2043-04-15 Fixed 4.75000000 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 HARRIS CORP SR UNSEC 3.832% 04-27-25 413875AR6 885000.000000000000 PA USD 922511.610000000000 0.0017520485 Long DBT CORP US N 2 2025-04-27 Fixed 3.83200000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA INC SR UNSEC ADD-ON 5.875% 02-15-26 404119BS7 4700000.000000000000 PA USD 4920665.000000000000 0.0093454040 Long DBT CORP US N 2 2026-02-15 Fixed 5.87500000 N N N N N N NV ENERGY INC 549300WSWTEW6DURBO45 NV ENERGY INC SR UNSEC 6.25% 11-15-20 67073YAA4 3100000.000000000000 PA USD 3189850.400000000000 0.0060582138 Long DBT CORP US N 2 2020-11-15 Fixed 6.25000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL SR UNSEC 2.403% 09-01-21 65339KAS9 10000000.000000000000 PA USD 9990390.000000000000 0.0189739051 Long DBT CORP US N 2 2021-09-01 Fixed 2.40300000 N N N N N N ABB FINANCE USA INC 5493002Y01YAFV45F528 ABB FINANCE SR UNSEC 2.875% 05-08-22 00037BAB8 1000000.000000000000 PA USD 1008660.000000000000 0.0019156629 Long DBT CORP US N 2 2022-05-08 Fixed 2.87500000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC SR UNSEC 2.85% 08-09-22 02209SAN3 200000.000000000000 PA USD 201193.000000000000 0.0003821089 Long DBT CORP US N 2 2022-08-09 Fixed 2.85000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.0 CA1574 04-01-48 3140Q8XC4 16099013.020000000000 PA USD 17436197.040000000000 0.0331150984 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 5.00000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K074 N/A FHMS K074 A2 (MF) 3.6% 01-25-28 3137F4D41 955000.000000000000 PA USD 1118259.160000000000 0.0021238153 Long ABS-CBDO USGA US N 2 2028-01-25 Fixed 3.60000000 N N N N N N ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC N/A ALBERTSONS 144A LIFE SR UNSEC 3.5% 02-15-23 013092AD3 3575000.000000000000 PA USD 3546400.000000000000 0.0067353784 Long DBT CORP US Y 2 2023-02-15 Fixed 3.50000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 AMGEN INC SR UNSEC 3.375% 02-21-50 031162CS7 9410000.000000000000 PA USD 9950962.080000000000 0.0188990230 Long DBT CORP US N 2 2050-02-21 Fixed 3.37500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS 144A LIFE SR UNSEC 3.5% 03-01-23 09659W2E3 47425000.000000000000 PA USD 47635187.600000000000 0.0904694941 Long DBT CORP FR Y 2 2023-03-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSEC 3.55% 03-05-24 06051GHF9 36500000.000000000000 PA USD 37888350.500000000000 0.0719581485 Long DBT CORP US N 2 2024-03-05 Variable 3.5500000000000000 N N N N N N NORTHERN STATES POWER COMPANY (MINNESOTA) 3S1GHB0TEH85KX44SB51 NORTHERN STATES POWER CO SEC 1ST LIEN 2.9% 03-01-50 665772CR8 12024000.000000000000 PA USD 11906934.340000000000 0.0226138361 Long DBT CORP US N 2 2050-03-01 Fixed 2.90000000 N N N N N N NEXTERA ENERGY OPERATING PARTNERS LP 549300KJEC5IUVJWR786 NEXTERA ENERGY OPERATING 144A LIFE SR UNSEC 3.875% 10-15-26 65342QAL6 3535000.000000000000 PA USD 3378123.770000000000 0.0064157856 Long DBT CORP US Y 2 2026-10-15 Fixed 3.87500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 1.75% 11-15-29 912828YS3 97558000.000000000000 PA USD 107375261.540000000000 0.2039287779 Long DBT UST US N 2 2029-11-15 Fixed 1.75000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 2.375% 11-15-49 912810SK5 403628900.000000000000 PA USD 504023516.300000000000 0.9572493537 Long DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNPPKL 7.0 954927 07-01-37 31413TLG5 106965.900000000000 PA USD 116272.250000000000 0.0002208261 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 7.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNPPKL 7.0 966170 07-01-37 31414G2B4 87006.960000000000 PA USD 91202.090000000000 0.0001732124 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 7.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNKO 7.0 893837 PP 175K MAX 09-01-36 31410QBE0 126401.640000000000 PA USD 135458.440000000000 0.0002572648 Long ABS-MBS USGA US N 2 2036-09-01 Fixed 7.00000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K076 N/A FHMS K076 A2 (MF) 3.9% 04-25-28 3137FEZU7 3965000.000000000000 PA USD 4734876.120000000000 0.0089925509 Long ABS-CBDO USGA US N 2 2028-04-25 Fixed 3.90000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 HOSPITALITY PROPERTIES TRUST SR UNSEC 4.25% 02-15-21 44106MAU6 20250000.000000000000 PA USD 19260402.750000000000 0.0365796585 Long DBT CORP US N 2 2021-02-15 Fixed 4.25000000 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 HANESBRANDS INC 144A LIFE SR UNSEC 4.625% 05-15-24 410345AJ1 5000000.000000000000 PA USD 4981275.000000000000 0.0094605155 Long DBT CORP US Y 2 2024-05-15 Fixed 4.62500000 N N N N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 NOBLE ENERGY INC SR UNSEC 4.2% 10-15-49 655044AR6 25829000.000000000000 PA USD 14069882.830000000000 0.0267217418 Long DBT CORP US N 2 2049-10-15 Fixed 4.20000000 N N N N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 NOBLE ENERGY INC SR UNSEC 3.25% 10-15-29 655044AQ8 24213000.000000000000 PA USD 15585399.630000000000 0.0296000350 Long DBT CORP US N 2 2029-10-15 Fixed 3.25000000 N N N N N N AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP RDKVCX5HITZ2GPIR7153 AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 4.125% 07-01-24 024836AB4 11740000.000000000000 PA USD 12210445.280000000000 0.0231902689 Long DBT CORP US N 2 2024-07-01 Fixed 4.12500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 AMGEN INC SR UNSEC 2.45% 02-21-30 031162CU2 30215000.000000000000 PA USD 30177080.180000000000 0.0573127832 Long DBT CORP US N 2 2030-02-21 Fixed 2.45000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 NETFLIX 144A LIFE SR UNSEC 4.875% 06-15-30 64110LAV8 45924000.000000000000 PA USD 46874626.800000000000 0.0890250251 Long DBT CORP US Y 2 2030-06-15 Fixed 4.87500000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 NORFOLK SOUTHERN CORP SR UNSEC 2.55% 11-01-29 655844CE6 4712000.000000000000 PA USD 4591853.420000000000 0.0087209199 Long DBT CORP US N 2 2029-11-01 Fixed 2.55000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.625% 12-15-22 912828YW4 6000000.000000000000 PA USD 6220020.000000000000 0.0118131594 Long DBT UST US N 2 2022-12-15 Fixed 1.62500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.5% 01-15-23 912828Z29 23168700.000000000000 PA USD 23962227.980000000000 0.0455094386 Long DBT UST US N 2 2023-01-15 Fixed 1.50000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL 144A LIFE SR UNSEC 3.45% 04-12-23 05565EAW5 19534000.000000000000 PA USD 19428907.080000000000 0.0368996845 Long DBT CORP US Y 2 2023-04-12 Fixed 3.45000000 N N N N N N BERKSHIRE HATHAWAY ENERGY CO 549300JD0S5IZJE9LY15 BERKSHIRE HATHAWAY ENERGY SR UNSEC 2.8% 01-15-23 084659AK7 8650000.000000000000 PA USD 8335927.150000000000 0.0158317234 Long DBT CORP US N 2 2023-01-15 Fixed 2.80000000 N N N N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 AMERICAN ELECTRIC POWER SR UNSEC 3.25% 03-01-50 025537AP6 22050000.000000000000 PA USD 19425895.650000000000 0.0368939652 Long DBT CORP US N 2 2050-03-01 Fixed 3.25000000 N N N N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 AMERICAN ELECTRIC POWER SR UNSEC 2.3% 03-01-30 025537AN1 17450000.000000000000 PA USD 16387312.450000000000 0.0311230404 Long DBT CORP US N 2 2030-03-01 Fixed 2.30000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNPPK0 954936 07-01-37 31413TLR1 40556.620000000000 PA USD 44458.530000000000 0.0000844363 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 7.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 BC1352 03-01-46 3140EVQE0 3897270.990000000000 PA USD 4216582.200000000000 0.0080081989 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSEC 3.419% 12-20-28 06051GHD4 6425000.000000000000 PA USD 6647439.930000000000 0.0126249220 Long DBT CORP US N 2 2028-12-20 Variable 3.4190000000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSEC 3.004% 12-20-23 06051GHC6 23025000.000000000000 PA USD 23488884.680000000000 0.0446104575 Long DBT CORP US N 2 2023-12-20 Variable 3.0040000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNIONP 7.5 257022 11-01-37 31371NPF6 106458.500000000000 PA USD 114065.710000000000 0.0002166354 Long ABS-MBS USGA US N 2 2037-11-01 Fixed 7.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCZ 257063 12-01-47 31371NQQ1 48253.940000000000 PA USD 54569.900000000000 0.0001036400 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 7.00000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II 144A LIFE SR UNSEC 4.875% 06-25-48 07274NAQ6 5776000.000000000000 PA USD 6689786.300000000000 0.0127053469 Long DBT CORP US Y 2 2048-06-25 Fixed 4.87500000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II 144A LIFE SR UNSEC 3.875% 12-15-23 07274NAE3 26275000.000000000000 PA USD 26935054.280000000000 0.0511554768 Long DBT CORP US Y 2 2023-12-15 Fixed 3.87500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY I/L 0.125% 01-15-30 912828Z37 272461535.120000000000 PA USD 281731537.020000000000 0.5350689462 Long DBT UST US N 2 2030-01-15 Fixed 0.12500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.375% 02-15-23 912828Z86 2279000.000000000000 PA USD 2351198.720000000000 0.0044654334 Long DBT UST US N 2 2023-02-15 Fixed 1.37500000 N N N N N N HOWARD HUGHES CORP/THE 549300BVHY25JZC1KI49 HOWARD HUGHES 144A LIFE SR UNSEC 5.375% 03-15-25 44267DAB3 16500000.000000000000 PA USD 16087005.000000000000 0.0305526918 Long DBT CORP US Y 2 2025-03-15 Fixed 5.37500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.1% 04-05-22 44891AAM9 13890000.000000000000 PA USD 13601657.490000000000 0.0258324809 Long DBT CORP US Y 2 2022-04-05 Fixed 3.10000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 5.5 G08248 02-01-38 3128MJH29 69904.360000000000 PA USD 79268.400000000000 0.0001505478 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 5.50000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K078 N/A FHMS K078 A2 (MF) 3.854% 06-25-28 3137FGR31 4000000.000000000000 PA USD 4783012.000000000000 0.0090839713 Long ABS-CBDO USGA US N 2 2028-06-25 Fixed 3.85400000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BD2440 01-01-47 3140F9WA9 5528845.960000000000 PA USD 5876555.080000000000 0.0111608454 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 BM2007 09-01-48 3140J6GR2 16916548.940000000000 PA USD 18060615.140000000000 0.0343010030 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 2.0% 02-15-50 912810SL3 44790000.000000000000 PA USD 52071958.200000000000 0.0988958783 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 1.5% 02-15-30 912828Z94 339381700.000000000000 PA USD 366213217.200000000000 0.6955178759 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.55% 04-03-20 44891AAL1 11500000.000000000000 PA USD 11500333.500000000000 0.0218416134 Long DBT CORP US Y 2 2020-04-03 Fixed 2.55000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.25% 09-20-22 44891AAR8 24685000.000000000000 PA USD 24201272.740000000000 0.0459634361 Long DBT CORP US Y 2 2022-09-20 Fixed 3.25000000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 APACHE CORP SR UNSEC 4.25% 01-15-44 037411BC8 5800000.000000000000 PA USD 2535945.600000000000 0.0048163076 Long DBT CORP US N 2 2044-01-15 Fixed 4.25000000 N N N N N N ABU DHABI NATIONAL ENERGY CO PJSC 213800UNJSVQFNUYYW03 ABU DHABI NAT. ENERGY (TAQA) 144A LIFE SR UNSEC 3.625% 01-12-23 00386SAL6 2110000.000000000000 PA USD 2100013.370000000000 0.0039883783 Long DBT CORP AE Y 2 2023-01-12 Fixed 3.62500000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 NORFOLK SOUTHERN CORP SR UNSEC 3.4% 11-01-49 655844CD8 1623000.000000000000 PA USD 1599249.020000000000 0.0030373188 Long DBT CORP US N 2 2049-11-01 Fixed 3.40000000 N N N N N N NORTHERN STATES POWER COMPANY (MINNESOTA) 3S1GHB0TEH85KX44SB51 NORTHERN STATES POWER CO SR SEC 1ST LIEN 3.4% 08-15-42 665772CJ6 50000.000000000000 PA USD 46548.000000000000 0.0000884047 Long DBT CORP US N 2 2042-08-15 Fixed 3.40000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II 144A LIFE SR UNSEC 4.375% 12-15-28 07274NAL7 31900000.000000000000 PA USD 34167834.800000000000 0.0648920868 Long DBT CORP US Y 2 2028-12-15 Fixed 4.37500000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II 144A LIFE SR UNSEC 4.25% 12-15-25 07274NAJ2 31819000.000000000000 PA USD 33128924.590000000000 0.0629189723 Long DBT CORP US Y 2 2025-12-15 Fixed 4.25000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.75% 09-18-20 44891AAQ0 11406000.000000000000 PA USD 11433956.110000000000 0.0217155485 Long DBT CORP US Y 2 2020-09-18 Fixed 2.75000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 HOSPITALITY PROPERTIES TRUST SR UNSEC 3.95% 01-15-28 44106MAX0 100000.000000000000 PA USD 74507.400000000000 0.0001415056 Long DBT CORP US N 2 2028-01-15 Fixed 3.95000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 HUMANA INC SR UNSEC 2.5% 12-15-20 444859BH4 15000000.000000000000 PA USD 14940135.000000000000 0.0283745383 Long DBT CORP US N 2 2020-12-15 Fixed 2.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.45% 03-12-21 44891AAS6 33735000.000000000000 PA USD 33720730.100000000000 0.0640429386 Long DBT CORP US Y 2 2021-03-12 Fixed 3.45000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY I/L 0.25% 02-15-50 912810SM1 97029747.000000000000 PA USD 100615286.300000000000 0.1910901271 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.125% 02-28-25 912828ZC7 490348000.000000000000 PA USD 508814505.680000000000 0.9663484757 Long DBT UST US N 2 2025-02-28 Fixed 1.12500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSEC 3.864% 07-23-24 06051GHL6 2500000.000000000000 PA USD 2626940.000000000000 0.0049891256 Long DBT CORP US N 2 2024-07-23 Variable 3.8640000000000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORP 549300RLHFT5RU20WM87 BERKSHIRE HATHAWAY FIN SR UNSEC 4.2% 08-15-48 084664CQ2 21490000.000000000000 PA USD 25376208.620000000000 0.0481948927 Long DBT CORP US N 2 2048-08-15 Fixed 4.20000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY I/L FRN 0.25% 01-15-25 912828H45 24723932.000000000000 PA USD 24954450.500000000000 0.0473938831 Long DBT UST US N 2 2025-01-15 Fixed 0.25000000 N N N N N N TURKEY (REPUBLIC OF) 5493000PCHOG3B6S3Q85 TURKEY REP OF 4.25% 04-14-26 900123CJ7 9300000.000000000000 PA USD 7777125.000000000000 0.0147704376 Long DBT NUSS TR N 2 2026-04-14 Fixed 4.25000000 N N N N N N NYU LANGONE HOSPITALS N/A NYU HOSPITAL CTR SEC 3.38% 07-01-55 62954RAA4 6417000.000000000000 PA USD 6019370.600000000000 0.0114320829 Long DBT CORP US N 2 2055-07-01 Fixed 3.38000000 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 NOVARTIS CAPITAL CORP SR UNSEC 1.75% 02-14-25 66989HAP3 10827000.000000000000 PA USD 10958104.140000000000 0.0208118030 Long DBT CORP US N 2 2025-02-14 Fixed 1.75000000 N N N N N N AEP TRANSMISSION COMPANY LLC 549300X123Z1I0LA3Y84 AEP TRANSMISSION CO LLC SR UNSEC 3.65% 04-01-50 00115AAM1 4275000.000000000000 PA USD 4421679.530000000000 0.0083977230 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 5.625% 04-01-30 034863AW0 14000000.000000000000 PA USD 14238812.000000000000 0.0270425747 Long DBT CORP GB Y 2 2030-04-01 Fixed 5.62500000 N N N N N N HIGH STREET FUNDING TRUST I N/A HIGH STREET FNDG TRUST I 144A LIFE SR UNSEC 4.111% 02-15-28 42981CAA6 3500000.000000000000 PA USD 3486059.500000000000 0.0066207788 Long DBT CORP US Y 2 2028-02-15 Fixed 4.11100000 N N N N N N HALYK SAVINGS BANK OF KAZAKHSTAN OJSC 213800NYDTVQM4SDUD67 HALYK BANK USD 144A LIFE 7.25% 01-28-21 46627JAB0 3710000.000000000000 PA USD 3805762.520000000000 0.0072279638 Long DBT CORP KZ Y 2 2021-01-28 Fixed 7.25000000 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 NOVARTIS CAPITAL CORP SR UNSEC 2.0% 02-14-27 66989HAQ1 5513000.000000000000 PA USD 5582535.470000000000 0.0106024388 Long DBT CORP US N 2 2027-02-14 Fixed 2.00000000 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 NOVARTIS CAPITAL CORP SR UNSEC 2.2% 08-14-30 66989HAR9 15824000.000000000000 PA USD 16142537.120000000000 0.0306581592 Long DBT CORP US N 2 2030-08-14 Fixed 2.20000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY I/L FRN 0.625% 01-15-26 912828N71 8468304.000000000000 PA USD 8762652.600000000000 0.0166421670 Long DBT UST US N 2 2026-01-15 Fixed 0.62500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.125% 07-31-21 912828S76 400.000000000000 PA USD 405.020000000000 0.0000007692 Long DBT UST US N 2 2021-07-31 Fixed 1.12500000 N N N N N N AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP RDKVCX5HITZ2GPIR7153 AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 3.75% 04-15-23 024836AA6 15160000.000000000000 PA USD 15304429.320000000000 0.0290664118 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N AES CORP (THE) 2NUNNB7D43COUIRE5295 AES CORP SR UNSEC 4.875% 05-15-23 00130HBT1 6550000.000000000000 PA USD 6345279.750000000000 0.0120510546 Long DBT CORP US N 2 2023-05-15 Fixed 4.87500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT CAPITAL SR UNSEC 3.557% 08-15-27 05526DBB0 107870000.000000000000 PA USD 101822592.060000000000 0.1933830611 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT CAPITAL SR UNSEC 4.54% 08-15-47 05526DBF1 38451000.000000000000 PA USD 35274139.930000000000 0.0669931988 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.75% 07-08-21 44891AAU1 21500000.000000000000 PA USD 21492733.000000000000 0.0408193350 Long DBT CORP US Y 2 2021-07-08 Fixed 3.75000000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 HSBC BANK PLC 144A LIFE SR UNSEC 4.125% 08-12-20 44328MAC8 9453000.000000000000 PA USD 9481056.500000000000 0.0180065709 Long DBT CORP GB Y 2 2020-08-12 Fixed 4.12500000 N N N N N N ALEXANDRIA REAL ESTATE EQ INC MGCJBT4MKTQBVLNUIS88 ALEXANDRIA REAL ESTATE EQUITIES SR UNSEC 4.5% 07-30-29 015271AG4 2110000.000000000000 PA USD 2213647.420000000000 0.0042041938 Long DBT CORP US N 2 2029-07-30 Fixed 4.50000000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 AMERICA MOVIL MXN SR UNSEC 8.46% 12-18-36 02364WAM7 27000000.000000000000 PA 979594.940000000000 0.0018604620 Long DBT CORP MX N 2 2036-12-18 Fixed 8.46000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 HOME DEPOT INC SR UNSEC 3.9% 12-06-28 437076BW1 825000.000000000000 PA USD 917936.250000000000 0.0017433589 Long DBT CORP US N 2 2028-12-06 Fixed 3.90000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 HOME DEPOT INC SR UNSEC 4.5% 12-06-48 437076BX9 863000.000000000000 PA USD 1064204.140000000000 0.0020211532 Long DBT CORP US N 2 2048-12-06 Fixed 4.50000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT CAPITAL SR UNSEC 3.222% 08-15-24 05526DAZ8 51000000.000000000000 PA USD 51324768.000000000000 0.0974768030 Long DBT CORP US N 2 2024-08-15 Fixed 3.22200000 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 BP CAPITAL MARKETS SR UNSEC 4.234% 11-06-28 10373QAE0 2500000.000000000000 PA USD 2719057.500000000000 0.0051640766 Long DBT CORP US N 2 2028-11-06 Fixed 4.23400000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 NORTHROP GRUMMAN SR UNSEC 5.25% 05-01-50 666807BU5 12904000.000000000000 PA USD 17641664.890000000000 0.0335053262 Long DBT CORP US N 2 2050-05-01 Fixed 5.25000000 N N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 NSTAR ELECTRIC CO SR UNSEC 3.95% 04-01-30 67021CAP2 1825000.000000000000 PA USD 2045237.350000000000 0.0038843468 Long DBT CORP US N 2 2030-04-01 Fixed 3.95000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.25% 07-31-23 912828S92 34400000.000000000000 PA USD 35477752.000000000000 0.0673799021 Long DBT UST US N 2 2023-07-31 Fixed 1.25000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.75% 02-15-24 912828B66 50000000.000000000000 PA USD 54654500.000000000000 0.1038006821 Long DBT UST US N 2 2024-02-15 Fixed 2.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA INC SR UNSEC 5.875% 02-01-29 404119BW8 7130000.000000000000 PA USD 7566712.500000000000 0.0143708189 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.95% 02-01-22 44891AAY3 15000000.000000000000 PA USD 15126930.000000000000 0.0287293023 Long DBT CORP US Y 2 2022-02-01 Fixed 3.95000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 BJ9252 06-01-48 3140HBH68 7765772.810000000000 PA USD 8294140.460000000000 0.0157523614 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 MA3467 09-01-48 31418CZ98 16985776.760000000000 PA USD 18140350.960000000000 0.0344524386 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 MA3443 08-01-48 31418CZH0 19240464.300000000000 PA USD 20573713.030000000000 0.0390739179 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.00000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_K079 N/A FHMS K079 A2 (MF) 3.926% 06-25-28/06-26-28 3137FGZT5 172000.000000000000 PA USD 207030.040000000000 0.0003931947 Long ABS-CBDO USGA US N 2 2028-06-25 Fixed 3.92600000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 NIKE INC SR UNSEC 2.4% 03-27-25 654106AH6 12707000.000000000000 PA USD 13181453.970000000000 0.0250344238 Long DBT CORP US N 2 2025-03-27 Fixed 2.40000000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 NIKE INC SR UNSEC 2.75% 03-27-27 654106AJ2 9915000.000000000000 PA USD 10370495.100000000000 0.0196958067 Long DBT CORP US N 2 2027-03-27 Fixed 2.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSEC 3.973% 05-22-30 404280CC1 37900000.000000000000 PA USD 38998569.400000000000 0.0740666936 Long DBT CORP GB N 2 2030-05-22 Variable 3.9730000000000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 HOME DEPOT INC SR UNSEC 2.95% 06-15-29 437076BY7 23565000.000000000000 PA USD 24436716.480000000000 0.0464105945 Long DBT CORP US N 2 2029-06-15 Fixed 2.95000000 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 BP CAPITAL MARKETS SR UNSEC 3.79% 02-06-24 10373QAD2 47280000.000000000000 PA USD 49078720.320000000000 0.0932110741 Long DBT CORP US N 2 2024-02-06 Fixed 3.79000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT CAPITAL SR UNSEC 4.39% 08-15-37 05526DBD6 50000000.000000000000 PA USD 46518000.000000000000 0.0883477139 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 NIKE INC SR UNSEC 2.85% 03-27-30 654106AK9 11193000.000000000000 PA USD 11846335.410000000000 0.0224987457 Long DBT CORP US N 2 2030-03-27 Fixed 2.85000000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 NIKE INC SR UNSEC 3.25% 03-27-40 654106AL7 11563000.000000000000 PA USD 12099708.210000000000 0.0229799553 Long DBT CORP US N 2 2040-03-27 Fixed 3.25000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.25% 10-31-21 912828T67 130000000.000000000000 PA USD 132124200.000000000000 0.2509323493 Long DBT UST US N 2 2021-10-31 Fixed 1.25000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 2.125% 11-30-23 912828U57 33427700.000000000000 PA USD 35626239.830000000000 0.0676619125 Long DBT UST US N 2 2023-11-30 Fixed 2.12500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT CAPITAL SR UNSEC 2.764% 08-15-22 05526DAV7 21380000.000000000000 PA USD 21083202.840000000000 0.0400415489 Long DBT CORP US N 2 2022-08-15 Fixed 2.76400000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORP 549300RLHFT5RU20WM87 BERKSHIRE HATHAWAY FIN SR UNSEC 4.25% 01-15-49 084664CR0 3000000.000000000000 PA USD 3710895.000000000000 0.0070477899 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA LT2 SUB 144A LIFE 5.7% 10-22-23 05578QAA1 30476000.000000000000 PA USD 31368337.280000000000 0.0595752373 Long DBT CORP FR Y 2 2023-10-22 Fixed 5.70000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA LT2 SUB 144A LIFE 5.15% 07-21-24 05578QAB9 25098000.000000000000 PA USD 26507829.950000000000 0.0503440857 Long DBT CORP FR Y 2 2024-07-21 Fixed 5.15000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC SR UNSEC 4.5% 05-02-43 02209SAQ6 100000.000000000000 PA USD 95232.000000000000 0.0001808661 Long DBT CORP US N 2 2043-05-02 Fixed 4.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T CORP SR UNSEC 4.3% 12-15-42 00206RBH4 1075000.000000000000 PA USD 1141309.230000000000 0.0021675924 Long DBT CORP US N 2 2042-12-15 Fixed 4.30000000 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 BP CAPITAL MARKETS SR UNSEC 3.41% 02-11-26 10373QBE9 17500000.000000000000 PA USD 17526197.500000000000 0.0332860287 Long DBT CORP US N 2 2026-02-11 Fixed 3.41000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSEC 2.8% 03-01-24 097023CC7 3485000.000000000000 PA USD 3286839.420000000000 0.0062424169 Long DBT CORP US N 2 2024-03-01 Fixed 2.80000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 BECTON DICKINSON SR UNSEC 3.734% 12-15-24 075887BF5 5000000.000000000000 PA USD 5135695.000000000000 0.0097537924 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N BERKSHIRE HATHAWAY ENERGY CO 549300JD0S5IZJE9LY15 BERKSHIRE HATHAWAY ENERGY SR UNSEC 4.5% 02-01-45 084659AF8 200000.000000000000 PA USD 225760.200000000000 0.0004287673 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 NIKE INC SR UNSEC 3.375% 03-27-50 654106AM5 9052000.000000000000 PA USD 9948745.430000000000 0.0188948131 Long DBT CORP US N 2 2050-03-27 Fixed 3.37500000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 NVIDIA CORP SR UNSEC 3.5% 04-01-50 67066GAH7 14000000.000000000000 PA USD 15327438.000000000000 0.0291101102 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.25% 01-31-24 912828V80 55825000.000000000000 PA USD 59922555.000000000000 0.1138058547 Long DBT UST US N 2 2024-01-31 Fixed 2.25000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.25% 02-15-27 912828V98 3000000.000000000000 PA USD 3349890.000000000000 0.0063621635 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T CORP SR UNSEC 4.35% 06-15-45 00206RBK7 1907000.000000000000 PA USD 2025710.750000000000 0.0038472616 Long DBT CORP US N 2 2045-06-15 Fixed 4.35000000 N N N N N N PETSMART INC N/A PETSMART (ARGOS) SR UNSEC 144A LIFE 7.125% 03-15-23 04021LAA8 4900000.000000000000 PA USD 4652550.000000000000 0.0088361958 Long DBT CORP US Y 2 2023-03-15 Fixed 7.12500000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 METLIFE GLOBAL FUNDING GIC SEC 144A LIFE 3.05% 06-17-29 59217GDC0 5000000.000000000000 PA USD 5087965.000000000000 0.0096631428 Long DBT CORP US Y 2 2029-06-17 Fixed 3.05000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP 353800V2V8PUY9TK3E06 MITSUBISHI UFJ SR UNSEC 2.801% 07-18-24 606822BJ2 4600000.000000000000 PA USD 4642867.400000000000 0.0088178065 Long DBT CORP JP N 2 2024-07-18 Fixed 2.80100000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS BANK PLC SR UNSEC 3.65% 03-16-25 06738EAE5 2000000.000000000000 PA USD 1976840.000000000000 0.0037544455 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 BOSTON SCIENTIFIC CORP SR UNSEC 3.375% 05-15-22 101137AQ0 5000000.000000000000 PA USD 5162600.000000000000 0.0098048908 Long DBT CORP US N 2 2022-05-15 Fixed 3.37500000 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 BAT INTL FINANCE PLC 144A LIFE SR UNSEC 3.5% 06-15-22 05530QAL4 216000.000000000000 PA USD 215285.470000000000 0.0004088735 Long DBT CORP GB Y 2 2022-06-15 Fixed 3.50000000 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 BAT INTL FINANCE PLC 144A LIFE SR UNSEC 3.95% 06-15-25 05530QAK6 20022000.000000000000 PA USD 19681826.220000000000 0.0373800325 Long DBT CORP GB Y 2 2025-06-15 Fixed 3.95000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA INC SEC 5.25% 06-15-49 404119BZ1 8300000.000000000000 PA USD 8920873.200000000000 0.0169426621 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N HCA HEALTHCARE INC 529900PH4ZGUH2MNEU89 HCA INC SEC 4.125% 06-15-29 404119BX6 2825000.000000000000 PA USD 2854721.830000000000 0.0054217324 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 3.0% 02-15-47 912810RV2 13950000.000000000000 PA USD 19306939.500000000000 0.0366680418 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 2.0% 11-15-26 912828U24 15600000.000000000000 PA USD 17104464.000000000000 0.0324850658 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 HOSPITALITY PROPERTIES TRUST SR UNSEC 5.0% 08-15-22 44106MAQ5 14650000.000000000000 PA USD 10493209.000000000000 0.0199288668 Long DBT CORP US N 2 2022-08-15 Fixed 5.00000000 N N N N N N HEXION INC 54930030FZF8HYAEHM46 HEXION 144A LIFE SR UNSEC 7.875% 07-15-27 42829LAF1 10000000.000000000000 PA USD 8575750.000000000000 0.0162871987 Long DBT CORP US Y 2 2027-07-15 Fixed 7.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSEC 2.72% 07-22-25 6174468J1 31600000.000000000000 PA USD 32043000.400000000000 0.0608565681 Long DBT CORP US N 2 2025-07-22 Variable 2.7200000000000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 MCDONALD'S CORP SR UNSEC 3.625% 09-01-49 58013MFK5 11165000.000000000000 PA USD 11464724.430000000000 0.0217739841 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 HONEYWELL INTL SR UNSEC 2.3% 08-15-24 438516BW5 22497000.000000000000 PA USD 22383142.680000000000 0.0425104150 Long DBT CORP US N 2 2024-08-15 Fixed 2.30000000 N N N N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 HONEYWELL INTL SR UNSEC 2.7% 08-15-29 438516BU9 9333000.000000000000 PA USD 9534023.490000000000 0.0181071667 Long DBT CORP US N 2 2029-08-15 Fixed 2.70000000 N N N N N N BHP BILLITON FINANCE (USA) LTD 5493003NUVITP3TMY274 BHP BILLITON FINANCE 144A LIFE SUB (H) 6.25% 10-19-75/20 055451AW8 6440000.000000000000 PA USD 6331131.800000000000 0.0120241846 Long DBT CORP AU Y 2 2075-10-19 Variable 6.2500000000000000 N N N N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 BERKSHIRE HATHAWAY SR UNSEC 3.125% 03-15-26 084670BS6 4100000.000000000000 PA USD 4402141.300000000000 0.0083606157 Long DBT CORP US N 2 2026-03-15 Fixed 3.12500000 N N N N N N HARTFORD FINANCIAL SERVICES GROUP INC (THE) IU7C3FTM7Y3BQM112U94 HARTFORD FINL SVCS GRP SR UNSEC 3.6% 08-19-49 416515BF0 3250000.000000000000 PA USD 3090012.250000000000 0.0058685996 Long DBT CORP US N 2 2049-08-19 Fixed 3.60000000 N N N N N N HARTFORD FINANCIAL SERVICES GROUP INC (THE) IU7C3FTM7Y3BQM112U94 HARTFORD FINL SVCS GRP SR UNSEC 2.8% 08-19-29 416515BE3 13850000.000000000000 PA USD 13565673.350000000000 0.0257641392 Long DBT CORP US N 2 2029-08-19 Fixed 2.80000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 144A SR UNSEC 3.5% 12-01-22 55336VAY6 8500000.000000000000 PA USD 8146927.000000000000 0.0154727713 Long DBT CORP US Y 2 2022-12-01 Fixed 3.50000000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 MURPHY OIL CORPORATION SR UNSEC 5.875% 12-01-27 626717AM4 2775000.000000000000 PA USD 1461176.250000000000 0.0027750888 Long DBT CORP US N 2 2027-12-01 Fixed 5.87500000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL 144A LIFE SR UNSEC 2.0% 04-11-21 05565EAF2 2000000.000000000000 PA USD 1960996.000000000000 0.0037243543 Long DBT CORP US Y 2 2021-04-11 Fixed 2.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSEC 3.5% 04-19-26 06051GFX2 6900000.000000000000 PA USD 7362582.900000000000 0.0139831327 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.85% 11-01-22 44891ABC0 7412000.000000000000 PA USD 7245719.190000000000 0.0137611833 Long DBT CORP US Y 2 2022-11-01 Fixed 2.85000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSEC 2.633% 11-07-25 404280CE7 18500000.000000000000 PA USD 17980520.000000000000 0.0341488851 Long DBT CORP GB N 2 2025-11-07 Variable 2.6330000000000000 N N N N N N BANCO NACIONAL DE COMERCIO EXTERIOR SNC (CAYMAN ISLANDS BRANCH) 4469000001BL6VG3DH44 BANCOMEXT 144A LIFE SUB (H) 3.8% 08-11-26 05970AAB8 1850000.000000000000 PA USD 1686835.550000000000 0.0032036645 Long DBT CORP KY Y 2 2026-08-11 Variable 3.8000000000000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL 144A LIFE SR UNSEC 1.85% 09-15-21 05565EAL9 1500000.000000000000 PA USD 1474875.000000000000 0.0028011057 Long DBT CORP US Y 2 2021-09-15 Fixed 1.85000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.125% 03-31-24 912828W71 105265000.000000000000 PA USD 112770394.500000000000 0.2141752989 Long DBT UST US N 2 2024-03-31 Fixed 2.12500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.875% 04-30-22 912828X47 54500000.000000000000 PA USD 56350820.000000000000 0.1070223596 Long DBT UST US N 2 2022-04-30 Fixed 1.87500000 N N N N N N BLUE CUBE SPINCO INC N/A OLIN/BLUE CUBE SPINCO SR UNSEC 9.75% 10-15-23 095370AB8 6300000.000000000000 PA USD 6591186.000000000000 0.0125180836 Long DBT CORP US N 2 2023-10-15 Fixed 9.75000000 N N N N N N BLUE CUBE SPINCO INC N/A OLIN/BLUE CUBE SPINCO SR UNSEC 10.0% 10-15-25 095370AD4 3000000.000000000000 PA USD 3184065.000000000000 0.0060472261 Long DBT CORP US N 2 2025-10-15 Fixed 10.00000000 N N N N N N NBCUNIVERSAL ENTERPRISE INC N/A NBC UNIVERSAL 144A LIFE PFD PRP JR SUB (H) 5.25% 12-31-49/03-19-21 63946CAE8 29045000.000000000000 PA USD 29048921.080000000000 0.0551701657 Long DBT CORP US Y 2 2049-12-31 Fixed 5.25000000 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 NIAGARA MOHAWK POWER 144A LIFE SR UNSEC 4.278% 10-01-34 65364UAH9 3000000.000000000000 PA USD 3202827.000000000000 0.0060828592 Long DBT CORP US Y 2 2034-10-01 Fixed 4.27800000 N N N N N N MELCO RESORTS FINANCE LTD N/A MELCO RESORTS 144A LIFE SR UNSEC 5.375% 12-04-29 58547DAD1 885000.000000000000 PA USD 769973.900000000000 0.0014623465 Long DBT CORP KY Y 2 2029-12-04 Fixed 5.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSEC 2.699% 01-22-31 6174468L6 24660000.000000000000 PA USD 24224331.780000000000 0.0460072302 Long DBT CORP US N 2 2031-01-22 Variable 2.6990000000000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 BP CAPITAL MARKETS SR UNSEC 3.062% 03-17-22 05565QCZ9 13481000.000000000000 PA USD 13608880.770000000000 0.0258461994 Long DBT CORP GB N 2 2022-03-17 Fixed 3.06200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSEC 4.0% 04-01-24 06051GFF1 4700000.000000000000 PA USD 5019788.000000000000 0.0095336600 Long DBT CORP US N 2 2024-04-01 Fixed 4.00000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP 353800V2V8PUY9TK3E06 MITSUBISHI UFJ SR UNSEC 2.193% 02-25-25 606822BN3 45000000.000000000000 PA USD 44648550.000000000000 0.0847972252 Long DBT CORP JP N 2 2025-02-25 Fixed 2.19300000 N N N N N N MSCI INC 549300HTIN2PD78UB763 MSCI INC 144A LIFE SR UNSEC 3.625% 09-01-30 55354GAK6 1175000.000000000000 PA USD 1121390.630000000000 0.0021297626 Long DBT CORP US Y 2 2030-09-01 Fixed 3.62500000 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 NIAGARA MOHAWK POWER 144A LIFE SR UNSEC 3.508% 10-01-24 65364UAK2 2050000.000000000000 PA USD 2148512.750000000000 0.0040804891 Long DBT CORP US Y 2 2024-10-01 Fixed 3.50800000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSEC 1.9% 09-15-21 68389XBK0 12250000.000000000000 PA USD 12302160.500000000000 0.0233644558 Long DBT CORP US N 2 2021-09-15 Fixed 1.90000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 MCDONALD'S CORP SR UNSEC 2.125% 03-01-30 58013MFM1 8975000.000000000000 PA USD 8417266.580000000000 0.0159862045 Long DBT CORP US N 2 2030-03-01 Fixed 2.12500000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 METLIFE INC SR UNSEC 4.55% 03-23-30 59156RBZ0 2000000.000000000000 PA USD 2254128.000000000000 0.0042810752 Long DBT CORP US N 2 2030-03-23 Fixed 4.55000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSEC 5.597% 03-24-51 6174468N2 15000000.000000000000 PA USD 21276945.000000000000 0.0404095071 Long DBT CORP US N 2 2051-03-24 Variable 5.5970000000000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 MASTERCARD SR UNSEC 3.85% 03-26-50 57636QAQ7 1609000.000000000000 PA USD 1973176.230000000000 0.0037474872 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N ALLERGAN FUNDING SCS 222100FLFVOSKCBCAR54 ALLERGAN SR UNSEC 4.75% 03-15-45 00507UAU5 5024000.000000000000 PA USD 5445684.420000000000 0.0103425291 Long DBT CORP LU N 2 2045-03-15 Fixed 4.75000000 N N N N N N ALLERGAN FUNDING SCS 222100FLFVOSKCBCAR54 ALLERGAN SR UNSEC 3.8% 03-15-25 00507UAS0 3803000.000000000000 PA USD 3901018.520000000000 0.0074088755 Long DBT CORP LU N 2 2025-03-15 Fixed 3.80000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.0% 04-30-24 912828X70 183000000.000000000000 PA USD 195292110.000000000000 0.3709018330 Long DBT UST US N 2 2024-04-30 Fixed 2.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 3.0% 05-15-47 912810RX8 86916200.000000000000 PA USD 120330263.930000000000 0.2285331213 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS BANK PLC SR UNSEC 4.95% 01-10-47 06738EAV7 9900000.000000000000 PA USD 10882149.300000000000 0.0206675483 Long DBT CORP GB N 2 2047-01-10 Fixed 4.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSEC 3.824% 01-20-28 06051GGF0 400000.000000000000 PA USD 415750.000000000000 0.0007895989 Long DBT CORP US N 2 2028-01-20 Variable 3.8240000000000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 MCDONALD'S CORP SR UNSEC 4.2% 04-01-50 58013MFR0 5396000.000000000000 PA USD 6004631.030000000000 0.0114040893 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSEC 3.622% 04-01-31 6174468P7 31610000.000000000000 PA USD 32966764.420000000000 0.0626109951 Long DBT CORP US N 2 2031-04-01 Variable 3.6220000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.0% 05-31-24 912828XT2 723650300.000000000000 PA USD 773365075.610000000000 1.4687870602 Long DBT UST US N 2 2024-05-31 Fixed 2.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.0% 06-30-24 912828XX3 155000000.000000000000 PA USD 165800400.000000000000 0.3148907156 Long DBT UST US N 2 2024-06-30 Fixed 2.00000000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 OMEGA HEALTHCARE SR UNSEC 4.375% 08-01-23 681936BJ8 2100000.000000000000 PA USD 2091287.100000000000 0.0039718052 Long DBT CORP US N 2 2023-08-01 Fixed 4.37500000 N N N N N N ODEBRECHT OFFSHORE DRILLING FINANCE LTD 549300L7LF2PIRAWID66 ODEBRECHT DRILLING 144A LIFE 1ST LIEN SF 6.72% 12-01-22 67576GAC1 1570704.280000000000 PA USD 1264416.950000000000 0.0024014005 Long DBT CORP KY Y 2 2022-12-01 Fixed 6.72000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS 144A LIFE SR UNSEC 3.8% 01-10-24 05581KAB7 39000000.000000000000 PA USD 40250964.000000000000 0.0764452610 Long DBT CORP FR Y 2 2024-01-10 Fixed 3.80000000 N N N N N N ARGENTINA REPUBLIC OF GOVERNMENT 549300KPBYGYF7HCHO27 ARGENTINA REP OF 6.875% 01-26-27 040114HL7 2200000.000000000000 PA USD 616022.000000000000 0.0011699586 Long DBT NUSS AR N 2 2027-01-26 Fixed 6.87500000 N N N N N N DBUBS MORTGAGE TRUST DBUBS_11-LC2A N/A DBUBS 2011-LC2A A4 144A 4.537% 07-10-44/05-10-21 23305XAD3 9991046.100000000000 PA USD 10169556.120000000000 0.0193141802 Long ABS-MBS CORP US Y 2 2044-07-10 Fixed 4.53700000 N N N N N N DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1 N/A DBJPM 16-C1 AM 3.539% 05-10-49/02-12-26 23312LAT5 500000.000000000000 PA USD 515371.000000000000 0.0009788007 Long ABS-CBDO CORP US N 2 2049-05-10 Fixed 3.53900000 N N N N N N ARGENTINA REPUBLIC OF GOVERNMENT 549300KPBYGYF7HCHO27 ARGENTINA REP OF 7.5% 04-22-26 040114GX2 6325000.000000000000 PA USD 1786875.750000000000 0.0033936624 Long DBT NUSS AR N 2 2026-04-22 Fixed 7.50000000 N N N N N N ARGENTINA REPUBLIC OF GOVERNMENT 549300KPBYGYF7HCHO27 ARGENTINA REP OF 6.875% 04-22-21 040114GW4 3075000.000000000000 PA USD 899437.500000000000 0.0017082258 Long DBT NUSS AR N 2 2021-04-22 Fixed 6.87500000 N N N N N N ODEBRECHT OFFSHORE DRILLING FINANCE LTD 549300L7LF2PIRAWID66 ODEBRECHT DRILLING PIK 144A LIFE 1ST LIEN 7.72% 12-01-26 67576GAD9 7751865.000000000000 PA USD 848054.030000000000 0.0016106375 Long DBT CORP KY Y 2 2026-12-01 Fixed 7.72000000 N N Y N N N ODEBRECHT OIL & GAS FINANCE LTD N/A ODEBRECHT DRILLING 144A LIFE UNSEC PRP PARTICIPATING TITLE 0.0% 12-31-49 67576JAB7 1072194.000000000000 PA USD 11794.130000000000 0.0000223996 Long DBT CORP KY Y 2 2049-12-31 Fixed 0.00000000 N N N N N N DBUBS MORTGAGE TRUST DBUBS_11-LC3A N/A DBUBS 2011-LC3A B 144A FRN 08-10-44/07-10-21 23305YAK5 6500000.000000000000 PA USD 6723951.000000000000 0.0127702330 Long ABS-MBS CORP US Y 2 2044-08-10 Variable 5.3348200000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNW 02-W3 A5 7.5% 11-25-41/01-25-28 31392CT20 717337.870000000000 PA USD 875632.820000000000 0.0016630156 Long ABS-CBDO USGA US N 2 2041-11-25 Fixed 7.50000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.25% 08-15-27 9128282R0 38000000.000000000000 PA USD 42694900.000000000000 0.0810868226 Long DBT UST US N 2 2027-08-15 Fixed 2.25000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 2.75% 08-15-47 912810RY6 37100000.000000000000 PA USD 49117803.000000000000 0.0932853005 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM CORP SR UNSEC 2.9% 08-15-24 674599CW3 28085000.000000000000 PA USD 15334578.510000000000 0.0291236716 Long DBT CORP US N 2 2024-08-15 Fixed 2.90000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM CORP SR UNSEC 3.2% 08-15-26 674599CR4 10741000.000000000000 PA USD 5252402.710000000000 0.0099754455 Long DBT CORP US N 2 2026-08-15 Fixed 3.20000000 N N N N N N MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 UTD MEX ST GVT GLOBAL 5.75% 10-12-2110 91086QAZ1 4700000.000000000000 PA USD 4893922.000000000000 0.0092946133 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N MOROCCO (KINGDOM OF) 529900F3MBW9XY5K1X07 MOROCCO KINGDOM OF REG S USD 4.25% 12-11-22 N/A 5400000.000000000000 PA USD 5375802.600000000000 0.0102098085 Long DBT NUSS MA Y 2 2022-12-11 Fixed 4.25000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM CORP SR UNSEC 3.5% 08-15-29 674599CS2 60085000.000000000000 PA USD 28300936.280000000000 0.0537495813 Long DBT CORP US N 2 2029-08-15 Fixed 3.50000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM CORP SR UNSEC 4.4% 08-15-49 674599CY9 19444000.000000000000 PA USD 8432707.250000000000 0.0160155296 Long DBT CORP US N 2 2049-08-15 Fixed 4.40000000 N N N N N N MOROCCO (KINGDOM OF) 529900F3MBW9XY5K1X07 MOROCCO KINGDOM OF REG S USD 5.5% 12-11-42 N/A 7200000.000000000000 PA USD 7679167.200000000000 0.0145843946 Long DBT NUSS MA Y 2 2042-12-11 Fixed 5.50000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 MERCK & CO INC SR UNSEC 2.8% 05-18-23 58933YAF2 5773000.000000000000 PA USD 5820257.780000000000 0.0110539247 Long DBT CORP US N 2 2023-05-18 Fixed 2.80000000 N N N N N N ALLERGAN FUNDING SCS 222100FLFVOSKCBCAR54 ALLERGAN SR UNSEC 3.45% 03-15-22 00507UAR2 43067000.000000000000 PA USD 44743942.850000000000 0.0849783968 Long DBT CORP LU N 2 2022-03-15 Fixed 3.45000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T INC SR UNSEC 4.75% 05-15-46 00206RCQ3 9084000.000000000000 PA USD 10134937.040000000000 0.0192484311 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 ALTICE/CABLEVISION (NEPTUNE FINCO) 144A LIFE SR UNSEC 6.625% 10-15-25 64072TAC9 4850000.000000000000 PA USD 5135083.000000000000 0.0097526300 Long DBT CORP US Y 2 2025-10-15 Fixed 6.62500000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 NEWELL RUBBERMAID SR UNSEC 4.2% 04-01-26 651229AW6 36569000.000000000000 PA USD 35850382.580000000000 0.0680876079 Long DBT CORP US N 2 2026-04-01 Fixed 4.20000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNW 02-W7 A5 7.5% 02-25-29 31392DD74 85088.320000000000 PA USD 104791.880000000000 0.0001990224 Long ABS-CBDO USGA US N 2 2029-02-25 Fixed 7.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC G60344 12-01-45 31335ALZ9 24522185.950000000000 PA USD 26794411.700000000000 0.0508883662 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 4.00000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 HOSPITALITY PROPERTIES TRUST SR UNSEC 4.5% 06-15-23 44106MAR3 9680000.000000000000 PA USD 7280018.240000000000 0.0138263246 Long DBT CORP US N 2 2023-06-15 Fixed 4.50000000 N N N N N N HOLCIM US FINANCE SARL & CIE SCS 529900CXLAPDSXWXLL07 HOLCIM US FINANCE 144A LIFE SR UNSEC 5.15% 09-12-23 43474TAC7 3515000.000000000000 PA USD 3929559.100000000000 0.0074630802 Long DBT CORP LU Y 2 2023-09-12 Fixed 5.15000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 NEWELL RUBBERMAID SR UNSEC 3.85% 04-01-23 651229AV8 16509000.000000000000 PA USD 16645215.760000000000 0.0316128544 Long DBT CORP US N 2 2023-04-01 Fixed 3.85000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 NEWELL RUBBERMAID SR UNSEC 5.5% 04-01-46 651229AY2 2015000.000000000000 PA USD 2051564.190000000000 0.0038963628 Long DBT CORP US N 2 2046-04-01 Fixed 5.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.0% 02-10-27 44891ABG1 22768000.000000000000 PA USD 21217681.340000000000 0.0402969526 Long DBT CORP US Y 2 2027-02-10 Fixed 3.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.65% 02-10-25 44891ABF3 28554000.000000000000 PA USD 27300764.940000000000 0.0518500402 Long DBT CORP US Y 2 2025-02-10 Fixed 2.65000000 N N N N N N GS MORTGAGE SECURITIES TRUST GSMS_20-GC45 N/A GSMS 20-GC45 A5 2.9106% 02-13-53/12-14-29 36258YBG2 174000.000000000000 PA USD 183441.070000000000 0.0003483942 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 2.91060000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 GNMA2 30YR TBA(REG C) 4.5 TBA 04-01-50 21H042646 73630035.000000000000 PA USD 78165792.420000000000 0.1484536968 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 4.50000000 N N N N N N PANAMA REPUBLIC OF (GOVERNMENT) 549300SHS4T08CL0LP14 PANAMA GLOBAL SF 4.5% 05-15-47 698299BG8 1090000.000000000000 PA USD 1204793.350000000000 0.0022881624 Long DBT NUSS PA N 2 2047-05-15 Fixed 4.50000000 N N N N N N PORTUGAL (REPUBLIC OF) 549300P6U1FJ3IMP7K42 PORTUGAL GOVT REG S 5.125% 10-15-24 N/A 1725000.000000000000 PA USD 1945522.280000000000 0.0036949664 Long DBT NUSS PT Y 2 2024-10-15 Fixed 5.12500000 N N N N N N URUGUAY (ORIENTAL REPUBLIC OF) 549300RDR012H2V82H43 URUGUAY REP OF UYU 144A LIFE 8.5% 03-15-28 760942BC5 224725000.000000000000 PA 4193352.840000000000 0.0079640814 Long DBT NUSS UY Y 2 2028-03-15 Fixed 8.50000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.125% 09-30-24 9128282Y5 298500300.000000000000 PA USD 322138538.760000000000 0.6118105565 Long DBT UST US N 2 2024-09-30 Fixed 2.12500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 02-10-23 44891ABE6 21815000.000000000000 PA USD 20607430.680000000000 0.0391379550 Long DBT CORP US Y 2 2023-02-10 Fixed 2.37500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA INC SR UNSEC 3.5% 09-01-30 404119CA5 5225000.000000000000 PA USD 4761913.480000000000 0.0090439006 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 NEW YORK LIFE GLOBAL FNDNG GIC 144A LIFE 2.0% 04-13-21 64952WCE1 700000.000000000000 PA USD 699442.800000000000 0.0013283927 Long DBT CORP US Y 2 2021-04-13 Fixed 2.00000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 NEW YORK LIFE GLOBAL FNDNG GIC 144A LIFE 1.70% 09-14-21 64952WCJ0 30500000.000000000000 PA USD 31073339.000000000000 0.0590149719 Long DBT CORP US Y 2 2021-09-14 Fixed 1.70000000 N N N N N N GUATEMALA REPUBLIC OF (GOVERNMENT) 529900QKDFFU9UWW5315 GUATEMALA GOVT REG S 4.375% 06-05-27 N/A 3975000.000000000000 PA USD 3849958.430000000000 0.0073119013 Long DBT NUSS GT Y 2 2027-06-05 Fixed 4.37500000 N N N N N N ARGENTINA REPUBLIC OF GOVERNMENT 549300KPBYGYF7HCHO27 ARGENTINA REP OF 4.625% 01-11-23 040114HP8 700000.000000000000 PA USD 203007.000000000000 0.0003855541 Long DBT NUSS AR N 2 2023-01-11 Fixed 4.62500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T INC SR UNSEC 4.5% 05-15-35 00206RCP5 3200000.000000000000 PA USD 3502044.800000000000 0.0066511383 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 ALLY FINANCIAL SR UNSEC 8.0% 11-01-31 36186CBY8 5630000.000000000000 PA USD 6502931.500000000000 0.0123504693 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AS6348 12-01-45 3138WGBS2 6819677.920000000000 PA USD 7436122.250000000000 0.0141227998 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AZ7366 11-01-45 3140E0FG5 41413032.540000000000 PA USD 45156439.380000000000 0.0857618167 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 4.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSEC 3.2% 11-06-22 00287YAP4 3040000.000000000000 PA USD 3109467.040000000000 0.0059055485 Long DBT CORP US N 2 2022-11-06 Fixed 3.20000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSEC 2.5% 05-14-20 00287YAT6 12435000.000000000000 PA USD 12436056.980000000000 0.0236187541 Long DBT CORP US N 2 2020-05-14 Fixed 2.50000000 N N N N N N ARGENTINA REPUBLIC OF GOVERNMENT 549300KPBYGYF7HCHO27 ARGENTINA REP OF 6.875% 01-11-48 040114HR4 13230000.000000000000 PA USD 3489544.800000000000 0.0066273981 Long DBT NUSS AR N 2 2048-01-11 Fixed 6.87500000 N N N N N N ROMANIA (REPUBLIC OF) 315700IASY927EDWBK92 ROMANIA GOVT BOND EUR 144A LIFE 3.375% 02-08-38 N/A 2200000.000000000000 PA 2330792.750000000000 0.0044266781 Long DBT NUSS RO Y 2 2038-02-08 Fixed 3.37500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 TBA 04-01-50 21H040640 51305934.000000000000 PA USD 54511477.450000000000 0.1035290515 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF MA6154 09-20-49 36179UZT2 24445627.880000000000 PA USD 25811796.240000000000 0.0490221676 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 AL8421 01-01-44 3138ETLB0 31124475.430000000000 PA USD 33478793.000000000000 0.0635834478 Long ABS-MBS USGA US N 2 2044-01-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AH0007 12-01-40 3138A1AH4 4437339.070000000000 PA USD 4811988.050000000000 0.0091390030 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF MA6219 10-20-49 36179U4C3 60139565.480000000000 PA USD 63510027.290000000000 0.1206192382 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 3.5 MA6542 03-20-50 36179VHT0 5434827.000000000000 PA USD 5762226.410000000000 0.0109437106 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AT2683 05-01-43 3138WP6V1 5681036.110000000000 PA USD 6160072.440000000000 0.0116993060 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AX3703 09-01-42 3138Y5DH6 8181523.910000000000 PA USD 8870449.130000000000 0.0168468959 Long ABS-MBS USGA US N 2 2042-09-01 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF MA6040 07-20-49 36179UV90 4638638.000000000000 PA USD 4930974.240000000000 0.0093649835 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA6091 08-20-49 36179UXU1 207595.570000000000 PA USD 220989.220000000000 0.0004197062 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 4.00000000 N N N N N N FXI HOLDINGS INC 549300VLKCUZW3MSVS50 FXI HOLDINGS 144A LIFE SEC 12.25% 11-15-26 35166FAA0 8300000.000000000000 PA USD 6520662.600000000000 0.0123841445 Long DBT CORP US Y 2 2026-11-15 Fixed 12.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA INC SR UNSEC 5.875% 05-01-23 404121AG0 3750000.000000000000 PA USD 3937968.750000000000 0.0074790519 Long DBT CORP US N 2 2023-05-01 Fixed 5.87500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSEC 4.95% 03-31-30 404280CF4 12975000.000000000000 PA USD 14326463.030000000000 0.0272090429 Long DBT CORP GB N 2 2030-03-31 Fixed 4.95000000 N N N N N N KENYA (REPUBLIC OF) 549300VVURQQYU45PR87 KENYA GOVT 144A LIFE 8.25% 02-28-48 491798AH7 330000.000000000000 PA USD 306268.050000000000 0.0005816691 Long DBT NUSS KE Y 2 2048-02-28 Fixed 8.25000000 N N N N N N SENEGAL (REPUBLIC OF) 549300NP14ZLQGWIUZ97 REPUBLIC OF SENEGAL EUR 144A LIFE 4.75% 03-13-28 N/A 4000000.000000000000 PA 4021618.960000000000 0.0076379217 Long DBT NUSS SN Y 2 2028-03-13 Fixed 4.75000000 N N N N N N PARAGUAY REPUBLIC OF (GOVERNMENT) 529900UXKJTJPCU0HK83 PARAGUAY REP OF 144A 5.6% 03-13-48 699149AF7 1980000.000000000000 PA USD 2039419.800000000000 0.0038732980 Long DBT NUSS PY Y 2 2048-03-13 Fixed 5.60000000 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 RUSSIAN FEDERATION REG S 4.375% 03-21-29 N/A 4000000.000000000000 PA USD 4289752.000000000000 0.0081471642 Long DBT NUSS RU Y 2 2029-03-21 Fixed 4.37500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 HOME DEPOT INC SR UNSEC 2.7% 04-15-30 437076CB6 25000000.000000000000 PA USD 25511175.000000000000 0.0484512230 Long DBT CORP US N 2 2030-04-15 Fixed 2.70000000 N N N N N N NORTHWEST HARDWOODS INC N/A NORTHWEST HARDWOODS 144A LIFE SEC 7.5% 08-01-21 412418AA3 5780000.000000000000 PA USD 2080800.000000000000 0.0039518879 Long DBT CORP US Y 2 2021-08-01 Fixed 7.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AE7567 11-01-40 31419JMR6 5168244.470000000000 PA USD 5601565.590000000000 0.0106385811 Long ABS-MBS USGA US N 2 2040-11-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AI5172 08-01-41 3138AJXA5 1001614.470000000000 PA USD 1085849.250000000000 0.0020622619 Long ABS-MBS USGA US N 2 2041-08-01 Fixed 4.00000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 4.063% 11-01-24 345397ZX4 9000000.000000000000 PA USD 8212500.000000000000 0.0155973086 Long DBT CORP US N 2 2024-11-01 Fixed 4.06300000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 3.087% 01-09-23 345397A29 14881000.000000000000 PA USD 13467305.000000000000 0.0255773165 Long DBT CORP US N 2 2023-01-09 Fixed 3.08700000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 4.271% 01-09-27 345397A45 40000000.000000000000 PA USD 34300000.000000000000 0.0651430970 Long DBT CORP US N 2 2027-01-09 Fixed 4.27100000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30 337932AL1 27071000.000000000000 PA USD 25680552.230000000000 0.0487729069 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 HOSPITALITY PROPERTIES TRUST SR UNSEC 4.5% 03-15-25 44106MAT9 6875000.000000000000 PA USD 5036033.750000000000 0.0095645141 Long DBT CORP US N 2 2025-03-15 Fixed 4.50000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 INTESA SANPAOLO SPA 144A LIFE LT2 SUB 5.71% 01-15-26 46115HAW7 24105000.000000000000 PA USD 23540750.160000000000 0.0447089613 Long DBT CORP IT Y 2 2026-01-15 Fixed 5.71000000 N N N N N N INTERSTATE POWER AND LIGHT CO EF9UQIIO4KY2BWOK3P26 INTERSTATE POWER & LIGHT SR UNSEC 3.25% 12-01-24 461070AL8 9628000.000000000000 PA USD 9754338.620000000000 0.0185255926 Long DBT CORP US N 2 2024-12-01 Fixed 3.25000000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A ICAHN ENTERPRISES SR UNSEC 6.25% 02-01-22 451102BJ5 5940000.000000000000 PA USD 5986569.600000000000 0.0113697867 Long DBT CORP US N 2 2022-02-01 Fixed 6.25000000 N N N N N N PANAMA REPUBLIC OF (GOVERNMENT) 549300SHS4T08CL0LP14 PANAMA GLOBAL SF 4.5% 04-16-50 698299BH6 200000.000000000000 PA USD 221813.000000000000 0.0004212707 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N ARGENTINA REPUBLIC OF GOVERNMENT 549300KPBYGYF7HCHO27 ARGENTINA DISC BOND X/GDP USD PIK SF 8.28% 12-31-33 040114GL8 4984245.090000000000 PA USD 1792708.350000000000 0.0034047398 Long DBT NUSS AR N 2 2033-12-31 Fixed 8.28000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF MA6543 03-20-50 36179VHU7 6983025.000000000000 PA USD 7453345.700000000000 0.0141555109 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA5398 08-20-48 36179T7K5 5851871.810000000000 PA USD 6286057.290000000000 0.0119385784 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.00000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FIRSTENERGY CORP SR UNSEC 3.4% 03-01-50 337932AM9 19888000.000000000000 PA USD 19062469.010000000000 0.0362037396 Long DBT CORP US N 2 2050-03-01 Fixed 3.40000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 FOX SR UNSEC 4.03% 01-25-24 35137LAG0 4090000.000000000000 PA USD 4257403.700000000000 0.0080857278 Long DBT CORP US N 2 2024-01-25 Fixed 4.03000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.0% 10-31-22 9128283C2 54800000.000000000000 PA USD 57246272.000000000000 0.1087230161 Long DBT UST US N 2 2022-10-31 Fixed 2.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.25% 11-15-27 9128283F5 220486000.000000000000 PA USD 248273850.580000000000 0.4715255842 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AK4949 03-01-42 3138E9QB9 566450.800000000000 PA USD 614146.520000000000 0.0011663967 Long ABS-MBS USGA US N 2 2042-03-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AH0539 12-01-40 3138A1S51 1008088.940000000000 PA USD 1092780.510000000000 0.0020754259 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 4.00000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 NUSTAR LOGISTICS LP SR UNSEC 6.75% 02-01-21 67059TAD7 3400000.000000000000 PA USD 2732580.000000000000 0.0051897587 Long DBT CORP US Y 2 2021-02-01 Fixed 6.75000000 N N N N N N NORTHERN STATES POWER COMPANY (MINNESOTA) 3S1GHB0TEH85KX44SB51 NORTHERN STATES POWER CO SR SEC 1ST LIEN 2.2% 08-15-20 665772CM9 1042000.000000000000 PA USD 1040253.610000000000 0.0019756659 Long DBT CORP US N 2 2020-08-15 Fixed 2.20000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 3.5 754353 04-20-42 36230NZS7 643811.220000000000 PA USD 674050.390000000000 0.0012801671 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 6.5 AB3587 150K MAX 12-20-38 36178N6Y0 185911.330000000000 PA USD 211494.590000000000 0.0004016738 Long ABS-MBS USGA US N 2 2038-12-20 Fixed 6.50000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 FOX SR UNSEC 5.576% 01-25-49 35137LAK1 8355000.000000000000 PA USD 10043545.500000000000 0.0190748589 Long DBT CORP US N 2 2049-01-25 Fixed 5.57600000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 FLORIDA POWER & LIGHT CO SEC 2.85% 04-01-25 341081FZ5 4900000.000000000000 PA USD 5156490.500000000000 0.0097932875 Long DBT CORP US N 2 2025-04-01 Fixed 2.85000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 5.5 783689 02-20-40 3622A2C26 3000695.050000000000 PA USD 3402896.210000000000 0.0064628338 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 5.0 783688 06-20-41 3622A2CZ3 2807083.120000000000 PA USD 3095555.820000000000 0.0058791281 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AS6839 03-01-46 3138WGS54 10817471.090000000000 PA USD 11741088.410000000000 0.0222988589 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGTW 4.0 K93532 04-01-36 3132LPY52 2549269.910000000000 PA USD 2789077.180000000000 0.0052970590 Long ABS-MBS USGA US N 2 2036-04-01 Fixed 4.00000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.125% 07-14-22 46115HAZ0 17025000.000000000000 PA USD 16260458.330000000000 0.0308821171 Long DBT CORP IT Y 2 2022-07-14 Fixed 3.12500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 07-14-27 46115HBB2 10275000.000000000000 PA USD 9539525.780000000000 0.0181176167 Long DBT CORP IT Y 2 2027-07-14 Fixed 3.87500000 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 RUSSIAN FEDERATION 144A LIFE 5.10% 03-28-35 N/A 800000.000000000000 PA USD 925600.000000000000 0.0017579140 Long DBT NUSS RU Y 2 2035-03-28 Fixed 5.10000000 N N N N N N ROMANIA (REPUBLIC OF) 315700IASY927EDWBK92 ROMANIA GOVT BOND EUR 144A LIFE 3.5% 04-03-34 N/A 6485000.000000000000 PA 7263882.460000000000 0.0137956793 Long DBT NUSS RO Y 2 2034-04-03 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.5 783687 12-20-41 3622A2CY6 7271612.880000000000 PA USD 7810163.070000000000 0.0148331840 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.5 AB3818 06-20-41 36178QG30 478098.460000000000 PA USD 515013.400000000000 0.0009781215 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.50000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 2.75% 11-15-47 912810RZ3 5300000.000000000000 PA USD 7018260.000000000000 0.0133291893 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.125% 11-30-24 9128283J7 18000000.000000000000 PA USD 19462320.000000000000 0.0369631429 Long DBT UST US N 2 2024-11-30 Fixed 2.12500000 N N N N N N ROMANIA (REPUBLIC OF) 315700IASY927EDWBK92 ROMANIA GOVT BOND EUR 144A LIFE 4.625% 04-03-49 N/A 2900000.000000000000 PA 3396832.950000000000 0.0064513183 Long DBT NUSS RO Y 2 2049-04-03 Fixed 4.62500000 N N N N N N ARGENTINA REPUBLIC OF GOVERNMENT 549300KPBYGYF7HCHO27 ARGENTINA GDP-LINKED USD (B) .0% 12-15-35 040114GM6 25700000.000000000000 PA USD 201745.000000000000 0.0003831573 Long DBT NUSS AR N 2 2035-12-15 Fixed 0.00000000 N N N N N N ADT INC 5493009JEEDYLVRA0J13 ADT CORP SR UNSEC 3.5% 07-15-22 00101JAF3 7100000.000000000000 PA USD 6975600.900000000000 0.0132481704 Long DBT CORP US N 2 2022-07-15 Fixed 3.50000000 N N N N N N AES CORP (THE) 2NUNNB7D43COUIRE5295 AES CORP SR UNSEC 5.5% 04-15-25 00130HBW4 6000000.000000000000 PA USD 5924820.000000000000 0.0112525109 Long DBT CORP US N 2 2025-04-15 Fixed 5.50000000 N N N N N N INDONESIA (REPUBLIC OF) 529900FWX0GRR7WG5W79 INDONESIA REP OF REG S 3.75% 04-25-22 N/A 4255000.000000000000 PA USD 4302707.060000000000 0.0081717686 Long DBT NUSS ID Y 2 2022-04-25 Fixed 3.75000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.875% 09-15-27 46284VAC5 1605000.000000000000 PA USD 1568033.640000000000 0.0029780340 Long DBT CORP US Y 2 2027-09-15 Fixed 4.87500000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 NAVIENT CORP SR UNSEC 5.5% 01-25-23 78442FEQ7 7000000.000000000000 PA USD 6632500.000000000000 0.0125965478 Long DBT CORP US N 2 2023-01-25 Fixed 5.50000000 N N N N N N NEW YORK STATE ELECTRIC & GAS CORPORATION 549300GEC6J0YHUXA160 NY STATE ELEC & GAS 144A LIFE SR UNSEC 3.25% 12-01-26 649840CQ6 2000000.000000000000 PA USD 2104564.000000000000 0.0039970209 Long DBT CORP US Y 2 2026-12-01 Fixed 3.25000000 N N N N N N UNIFORM MBS B1V7KEBTPIMZEU4LTD58 FNCL 3.5 UMBS TBA 04-01-50 01F032641 1322634000.000000000000 PA USD 1399254187.620000000000 2.6574854613 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3.50000000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 IMPERIAL TOBACCO FINANCE PLC 144A LIFE SR UNSEC 3.5% 02-11-23 453140AB1 3173000.000000000000 PA USD 3187348.310000000000 0.0060534618 Long DBT CORP GB Y 2 2023-02-11 Fixed 3.50000000 N N N N N N ROMANIA (REPUBLIC OF) 315700IASY927EDWBK92 ROMANIA GOVT BOND EUR 144A LIFE 2.0% 01-28-32 N/A 1400000.000000000000 PA 1390280.880000000000 0.0026404432 Long DBT NUSS RO Y 2 2032-01-28 Fixed 2.00000000 N N N N N N IRAQ (REPUBLIC OF) N/A IRAQ REP OF REG S SF 5.8% 01-15-28 N/A 5150000.000000000000 PA USD 3939750.000000000000 0.0074824349 Long DBT NUSS IQ Y 2 2028-01-15 Fixed 5.80000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 03-15-28 46284VAE1 12959000.000000000000 PA USD 12872822.650000000000 0.0244482663 Long DBT CORP US Y 2 2028-03-15 Fixed 5.25000000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 IPALCO ENTERPRISES INC SEC 3.7% 09-01-24 462613AM2 1325000.000000000000 PA USD 1377460.730000000000 0.0026160950 Long DBT CORP US N 2 2024-09-01 Fixed 3.70000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.25% 12-31-24 9128283P3 33000000.000000000000 PA USD 35913240.000000000000 0.0682069877 Long DBT UST US N 2 2024-12-31 Fixed 2.25000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.5% 01-31-25 9128283V0 14000000.000000000000 PA USD 15429680.000000000000 0.0293042898 Long DBT UST US N 2 2025-01-31 Fixed 2.50000000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 ACE INA HOLDINGS INC SR UNSEC 2.3% 11-03-20 00440EAT4 13345000.000000000000 PA USD 13360426.820000000000 0.0253743318 Long DBT CORP US N 2 2020-11-03 Fixed 2.30000000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 ACE INA HOLDINGS INC SR UNSEC 2.875% 11-03-22 00440EAU1 1585000.000000000000 PA USD 1610539.110000000000 0.0030587611 Long DBT CORP US N 2 2022-11-03 Fixed 2.87500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 5.0 AB3819 12-20-39 36178QG48 542698.840000000000 PA USD 580531.460000000000 0.0011025544 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 5.0 AB3820 12-20-35 36178QG55 364278.870000000000 PA USD 391122.220000000000 0.0007428254 Long ABS-MBS USGA US N 2 2035-12-20 Fixed 5.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG ENERGY INC SR UNSEC 7.25% 05-15-26 629377CA8 8773000.000000000000 PA USD 9238407.650000000000 0.0175457285 Long DBT CORP US N 2 2026-05-15 Fixed 7.25000000 N N N N N N NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH) F8SB4JFBSYQFRQEH3Z21 NATIONAL AUSTRALIA BANK LTD SR UNSEC 2.5% 05-22-22 63254AAW8 15500000.000000000000 PA USD 15656472.500000000000 0.0297350177 Long DBT CORP US N 2 2022-05-22 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 4.5 BC8647 06-01-46 3140F4TD8 1414596.360000000000 PA USD 1544582.200000000000 0.0029334947 Long ABS-MBS USGA US N 2 2046-06-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGTW 4.0 G30911 03-01-36 3132J4GV5 6446943.060000000000 PA USD 7052143.390000000000 0.0133935411 Long ABS-MBS USGA US N 2 2036-03-01 Fixed 4.00000000 N N N N N N NOVA CHEMICALS CORP 5493007M1XGU5E55ZJ25 NOVA CHEMICALS CORP 144A LIFE SR UNSEC 5.25% 06-01-27 66977WAR0 7500000.000000000000 PA USD 6360375.000000000000 0.0120797238 Long DBT CORP CA Y 2 2027-06-01 Fixed 5.25000000 N N N N N N NOVA CHEMICALS CORP 5493007M1XGU5E55ZJ25 NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.875% 06-01-24 66977WAQ2 1145000.000000000000 PA USD 1011899.480000000000 0.0019218153 Long DBT CORP CA Y 2 2024-06-01 Fixed 4.87500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 3.0% 02-15-48 912810SA7 179901100.000000000000 PA USD 249440071.190000000000 0.4737404887 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.75% 02-15-28 9128283W8 17398000.000000000000 PA USD 20314600.720000000000 0.0385818078 Long DBT UST US N 2 2028-02-15 Fixed 2.75000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGTW 4.0 C91883 06-01-36 3128P8CU3 924559.450000000000 PA USD 1011459.720000000000 0.0019209801 Long ABS-MBS USGA US N 2 2036-06-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AD8522 08-01-40 31418WPG9 245318.940000000000 PA USD 265925.240000000000 0.0005050494 Long ABS-MBS USGA US N 2 2040-08-01 Fixed 4.00000000 N N N N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 NOBLE ENERGY INC SR UNSEC 4.95% 08-15-47 655044AN5 22695000.000000000000 PA USD 13786940.160000000000 0.0261843726 Long DBT CORP US N 2 2047-08-15 Fixed 4.95000000 N N N N N N NISSAN MOTOR ACCEPTANCE CORP 7D6DIU2QXTUJRFNNJA49 NISSAN 144A LIFE SR UNSEC 2.6% 09-28-22 654740BD0 15570000.000000000000 PA USD 14851755.900000000000 0.0282066873 Long DBT CORP US Y 2 2022-09-28 Fixed 2.60000000 N N N N N N HONDURAS REPUBLIC OF 5493002DW1JNBNG17615 HONDURAS REP OF REG S 8.75% 12-16-20 N/A 15197000.000000000000 PA USD 15177395.870000000000 0.0288251479 Long DBT NUSS HN Y 2 2020-12-16 Fixed 8.75000000 N N N N N N KAZAKHSTAN (REPUBLIC OF) 5493007OEK8EF02UO833 KAZAKHSTAN REPUBLIC OF 144A LIFE 6.5% 07-21-45 486661AH4 2250000.000000000000 PA USD 2957580.000000000000 0.0056170822 Long DBT NUSS KZ Y 2 2045-07-21 Fixed 6.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.5 AC2886 08-20-41 36179CF31 1024424.820000000000 PA USD 1099702.630000000000 0.0020885725 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.5 AB3664 08-20-41 36178QB92 456184.160000000000 PA USD 491517.450000000000 0.0009334976 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.50000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 NEW YORK LIFE GLOBAL FNDNG GIC 144A LIFE 1.95% 09-28-20 64952WCV3 3625000.000000000000 PA USD 3617637.630000000000 0.0068706740 Long DBT CORP US Y 2 2020-09-28 Fixed 1.95000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 NORTHROP GRUMMAN SR UNSEC 2.55% 10-15-22 666807BQ4 8955000.000000000000 PA USD 8962038.630000000000 0.0170208441 Long DBT CORP US N 2 2022-10-15 Fixed 2.55000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AJ7471 12-01-41 3138E0JR1 1578763.950000000000 PA USD 1711656.410000000000 0.0032508047 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS AE1761 09-01-40 31419B5X9 4678682.080000000000 PA USD 5072552.250000000000 0.0096338707 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 4.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.625% 02-28-23 9128284A5 114000000.000000000000 PA USD 121762260.000000000000 0.2312527906 Long DBT UST US N 2 2023-02-28 Fixed 2.62500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.75% 02-28-25 9128283Z1 992493000.000000000000 PA USD 1106798418.810000000000 2.1020488862 Long DBT UST US N 2 2025-02-28 Fixed 2.75000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 NORTHROP GRUMMAN SR UNSEC 2.93% 01-15-25 666807BM3 25040000.000000000000 PA USD 25538170.800000000000 0.0485024938 Long DBT CORP US N 2 2025-01-15 Fixed 2.93000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 NORTHROP GRUMMAN SR UNSEC 3.25% 01-15-28 666807BN1 6985000.000000000000 PA USD 7345998.770000000000 0.0139516359 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHR 3136 OP PAC PO .0% 04-15-36 31396NH66 494440.100000000000 PA USD 481906.040000000000 0.0009152435 Long ABS-CBDO USGA US N 2 2036-04-15 Fixed 0.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHR 3156 PO PAC PO .0% 05-15-36 31396RAU1 1697160.370000000000 PA USD 1622685.580000000000 0.0030818299 Long ABS-CBDO USGA US N 2 2036-05-15 Fixed 0.00000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 3.664% 09-08-24 345397WW9 5301000.000000000000 PA USD 4744395.000000000000 0.0090106293 Long DBT CORP US N 2 2024-09-08 Fixed 3.66400000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 GENERAL MOTORS CO SR UNSEC 5.0% 04-01-35 37045VAH3 11505000.000000000000 PA USD 8679187.920000000000 0.0164836496 Long DBT CORP US N 2 2035-04-01 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 3.5 AD7620 03-20-43 36180KPD7 1796943.810000000000 PA USD 1933572.640000000000 0.0036722714 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2JO 2.5 MA0908 04-20-28 36179NAH1 1499538.770000000000 PA USD 1561682.660000000000 0.0029659722 Long ABS-MBS USGA US N 2 2028-04-20 Fixed 2.50000000 N N N N N N GS MORTGAGE SECURITIES TRUST GSMS_13-GC14 549300ITVQSU1IHX4H03 GSMS 13-GC14 D 144A FRN 08-10-46/23 36198FAV4 1600000.000000000000 PA USD 1435174.400000000000 0.0027257057 Long ABS-MBS CORP US Y 2 2046-08-10 Variable 4.7452500000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2RF 4.78 725876 09-20-61 3620ACMZ4 3507.170000000000 PA USD 3606.870000000000 0.0000068502 Long ABS-MBS USGA US N 2 2061-09-20 Fixed 4.82000000 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 NATIONWIDE BLD SOCIETY 144A LIFE SR UNSEC 4.125% 10-18-32 63859WAF6 3000000.000000000000 PA USD 2939856.000000000000 0.0055834205 Long DBT CORP GB Y 2 2032-10-18 Variable 4.1250000000000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 NISOURCE FINANCE CORP SR UNSEC 2.65% 11-17-22 65473QBH5 2875000.000000000000 PA USD 2904077.750000000000 0.0055154699 Long DBT CORP US N 2 2022-11-17 Fixed 2.65000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 GENERAL MOTORS CO SR UNSEC 5.2% 04-01-45 37045VAJ9 6887000.000000000000 PA USD 5482575.410000000000 0.0104125931 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP SR UNSEC 3.5% 01-23-25 38148LAC0 475000.000000000000 PA USD 487872.030000000000 0.0009265742 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2RF 4.8 725879 10-20-61 3620ACM43 4253.660000000000 PA USD 4422.160000000000 0.0000083986 Long ABS-MBS USGA US N 2 2061-10-20 Fixed 4.83000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2RF 4.514 AC1008 10-20-63 36179ADM5 6188.340000000000 PA USD 6329.240000000000 0.0000120206 Long ABS-MBS USGA US N 2 2063-10-20 Fixed 4.40700000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 GM FINANCIAL SR UNSEC 3.45% 04-10-22 37045XAW6 14955000.000000000000 PA USD 13822981.280000000000 0.0262528225 Long DBT CORP US N 2 2022-04-10 Fixed 3.45000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSEC 3.75% 05-22-25 38148LAE6 2550000.000000000000 PA USD 2644801.350000000000 0.0050230481 Long DBT CORP US N 2 2025-05-22 Fixed 3.75000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 G60138 110K MAX 08-01-45 31335AEK0 1136749.580000000000 PA USD 1226061.720000000000 0.0023285556 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 4.5 BD1550 07-01-46 3140F8WL7 726406.940000000000 PA USD 793646.800000000000 0.0015073064 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 4.50000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.5% 03-31-23 9128284D9 10300000.000000000000 PA USD 10978770.000000000000 0.0208510519 Long DBT UST US N 2 2023-03-31 Fixed 2.50000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.625% 03-31-25 9128284F4 146324400.000000000000 PA USD 162491782.960000000000 0.3086069383 Long DBT UST US N 2 2025-03-31 Fixed 2.62500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2RF 5.661 694836 09-20-59 36296L4V9 784.860000000000 PA USD 851.650000000000 0.0000016175 Long ABS-MBS USGA US N 2 2059-09-20 Fixed 5.64400000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2RF 6.64 AA7554 07-20-64 36178FMB9 3112.500000000000 PA USD 3204.580000000000 0.0000060862 Long ABS-MBS USGA US N 2 2064-07-20 Fixed 6.64000000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 ACE INA HOLDINGS INC SR UNSEC 3.35% 05-03-26 00440EAV9 1885000.000000000000 PA USD 2000542.960000000000 0.0037994625 Long DBT CORP US N 2 2026-05-03 Fixed 3.35000000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 ACE INA HOLDINGS INC SR UNSEC 4.35% 11-03-45 00440EAW7 1465000.000000000000 PA USD 1782970.930000000000 0.0033862463 Long DBT CORP US N 2 2045-11-03 Fixed 4.35000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 01-12-28 46115HBD8 4974000.000000000000 PA USD 4697828.600000000000 0.0089221896 Long DBT CORP IT Y 2 2028-01-12 Fixed 3.87500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.375% 01-12-23 46115HBC0 39966000.000000000000 PA USD 38204818.280000000000 0.0725591891 Long DBT CORP IT Y 2 2023-01-12 Fixed 3.37500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 GENERAL MOTORS CO SR UNSEC 6.6% 04-01-36 37045VAK6 11309000.000000000000 PA USD 9874215.860000000000 0.0187532654 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 GENERAL MOTORS CO SR UNSEC 6.75% 04-01-46 37045VAL4 5934000.000000000000 PA USD 4762569.060000000000 0.0090451457 Long DBT CORP US N 2 2046-04-01 Fixed 6.75000000 N N N N N N ALEXANDRIA REAL ESTATE EQ INC MGCJBT4MKTQBVLNUIS88 ALEXANDRIA REAL ESTATE EQUITIES SR UNSEC 4.3% 01-15-26 015271AH2 1440000.000000000000 PA USD 1488473.280000000000 0.0028269318 Long DBT CORP US N 2 2026-01-15 Fixed 4.30000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 ASTRAZENECA PLC SR UNSEC 3.375% 11-16-25 046353AL2 41116000.000000000000 PA USD 43356780.880000000000 0.0823438771 Long DBT CORP GB N 2 2025-11-16 Fixed 3.37500000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 GM FINANCIAL SR UNSEC 5.25% 03-01-26 37045XBG0 5375000.000000000000 PA USD 4753574.750000000000 0.0090280636 Long DBT CORP US N 2 2026-03-01 Fixed 5.25000000 N N N N N N GE CAPITAL INTERNATIONAL FUNDING CO 549300G6UZOB126GBY72 GENERAL ELEC CAP CORP SR UNSEC 3.373% 11-15-25 36164Q6M5 32950000.000000000000 PA USD 33188162.600000000000 0.0630314780 Long DBT CORP IE N 2 2025-11-15 Fixed 3.37300000 N N N N N N GABON REPUBLIC OF (GOVERNMENT) N/A GABON REPUBLIC REG S 6.95% 06-16-25 N/A 700000.000000000000 PA USD 471492.000000000000 0.0008954650 Long DBT NUSS GA Y 2 2025-06-16 Fixed 6.95000000 N N N N N N COSTA RICA (REPUBLIC OF) 549300DYYS8QPMR8OP36 COSTA RICA REP OF REG S 7.0% 04-04-44 N/A 2178000.000000000000 PA USD 1764844.290000000000 0.0033518199 Long DBT NUSS CR Y 2 2044-04-04 Fixed 7.00000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 IRON MOUNTAIN INC SR UNSEC 6.0% 08-15-23 46284PAQ7 5753000.000000000000 PA USD 5817750.020000000000 0.0110491619 Long DBT CORP US N 2 2023-08-15 Fixed 6.00000000 N N N N N N INDONESIA ASAHAN ALUMINIUM PERSERO PT 2549008P48EB9SN2OI80 INDONESIA ASAHAN ALUMINIUM 144A LIFE SR UNSEC 5.23% 11-15-21 74445PAA0 3719000.000000000000 PA USD 3746892.500000000000 0.0071161569 Long DBT CORP ID Y 2 2021-11-15 Fixed 5.23000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNR 06-51 PO PAC PO .0% 03-25-36 31395DS59 733791.820000000000 PA USD 699760.760000000000 0.0013289966 Long ABS-CBDO USGA US N 2 2036-03-25 Fixed 0.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.5 AL8522 05-01-46 3138ETPG5 65924.050000000000 PA USD 70839.480000000000 0.0001345394 Long ABS-MBS USGA US N 2 2046-05-01 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2RF 5.2 725893 09-20-64 3620ACNJ9 1971.080000000000 PA USD 2048.950000000000 0.0000038914 Long ABS-MBS USGA US N 2 2064-09-20 Fixed 5.20000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2RF 5.05 721648 04-20-61 3620A7WH4 2634.520000000000 PA USD 2661.820000000000 0.0000050554 Long ABS-MBS USGA US N 2 2061-04-20 Fixed 5.05000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSEC 2.3% 05-14-21 00287YAU3 14335000.000000000000 PA USD 14296209.490000000000 0.0271515849 Long DBT CORP US N 2 2021-05-14 Fixed 2.30000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSEC 4.45% 05-14-46 00287YAW9 18055000.000000000000 PA USD 19276348.530000000000 0.0366099429 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 4.0 BD1968 200K MAX 07-01-46 3140F9FJ9 110843.820000000000 PA USD 119896.880000000000 0.0002277100 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNR 06-32 OA PAC PO .0% 05-25-36 31395B5Y5 710396.900000000000 PA USD 674147.480000000000 0.0012803514 Long ABS-CBDO USGA US N 2 2036-05-25 Fixed 0.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.875% 05-15-28 9128284N7 61334800.000000000000 PA USD 72436398.800000000000 0.1375723427 Long DBT UST US N 2 2028-05-15 Fixed 2.87500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 3.125% 05-15-48 912810SC3 11150000.000000000000 PA USD 15811146.000000000000 0.0300287760 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N GE CAPITAL INTERNATIONAL FUNDING CO 549300G6UZOB126GBY72 GENERAL ELEC CAP CORP SR UNSEC 4.418% 11-15-35 36164QNA2 54567000.000000000000 PA USD 59188661.200000000000 0.1124120321 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 GM FINANCIAL SR UNSEC 3.2% 07-06-21 37045XBM7 13200000.000000000000 PA USD 12614685.600000000000 0.0239580084 Long DBT CORP US N 2 2021-07-06 Fixed 3.20000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 NEW YORK LIFE GLOBAL FNDNG GIC 144A LIFE 3.0% 01-10-28 64952WCX9 2500000.000000000000 PA USD 2567780.000000000000 0.0048767680 Long DBT CORP US Y 2 2028-01-10 Fixed 3.00000000 N N N N N N NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH) F8SB4JFBSYQFRQEH3Z21 NATIONAL AUSTRALIA BANK LTD SR UNSEC 2.875% 04-12-23 63254AAY4 13200000.000000000000 PA USD 13446747.600000000000 0.0255382736 Long DBT CORP US N 2 2023-04-12 Fixed 2.87500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2RF 4.967 710085 09-20-61 36297E2S3 13230.250000000000 PA USD 13660.460000000000 0.0000259442 Long ABS-MBS USGA US N 2 2061-09-20 Fixed 4.98200000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2RF 4.967 AE9612 01-20-65 36181DVD5 15315.290000000000 PA USD 15879.490000000000 0.0000301586 Long ABS-MBS USGA US N 2 2065-01-20 Fixed 4.96800000 N N N N N N INDONESIA ASAHAN ALUMINIUM PERSERO PT 2549008P48EB9SN2OI80 INDONESIA ASAHAN ALUMINIUM 144A LIFE SR UNSEC 6.757% 11-15-48 74445PAD4 655000.000000000000 PA USD 703660.610000000000 0.0013364032 Long DBT CORP ID Y 2 2048-11-15 Fixed 6.75700000 N N N N N N INDONESIA ASAHAN ALUMINIUM PERSERO PT 2549008P48EB9SN2OI80 INDONESIA ASAHAN ALUMINIUM 144A LIFE SR UNSEC 6.53% 11-15-28 74445PAC6 685000.000000000000 PA USD 733005.490000000000 0.0013921355 Long DBT CORP ID Y 2 2028-11-15 Fixed 6.53000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 4.0 MA2717 08-01-36 31418CAT1 2175541.470000000000 PA USD 2379900.960000000000 0.0045199452 Long ABS-MBS USGA US N 2 2036-08-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGTW 4.0 C91886 07-01-36 3128P8CX7 2302236.720000000000 PA USD 2518810.430000000000 0.0047837642 Long ABS-MBS USGA US N 2 2036-07-01 Fixed 4.00000000 N N N N N N INDONESIA ASAHAN ALUMINIUM PERSERO PT 2549008P48EB9SN2OI80 INDONESIA ASAHAN ALUMINIUM 144A LIFE SR UNSEC 5.71% 11-15-23 74445PAB8 2050000.000000000000 PA USD 2099312.750000000000 0.0039870476 Long DBT CORP ID Y 2 2023-11-15 Fixed 5.71000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 IHEARTCOMMUNICATIONS SR SEC 1ST LIEN 6.375% 05-01-26 45174HBC0 8475000.000000000000 PA USD 8067166.050000000000 0.0153212881 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 GM FINANCIAL SR UNSEC 4.0% 10-06-26 37045XBQ8 2000000.000000000000 PA USD 1703544.000000000000 0.0032353974 Long DBT CORP US N 2 2026-10-06 Fixed 4.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP SR UNSEC 3.5% 11-16-26 38145GAH3 2525000.000000000000 PA USD 2586152.980000000000 0.0049116622 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 2.875% 05-31-25 9128284R8 287175000.000000000000 PA USD 323353306.500000000000 0.6141176625 Long DBT UST US N 2 2025-05-31 Fixed 2.87500000 N N N N N N NEW YORK ST URBAN DEV CORP 54930039Y2EMGXN6LM88 NY ST UDC PIT REV 19A 5.0% 03-15-40 6500357Z5 10000000.000000000000 PA USD 12194700.000000000000 0.0231603652 Long DBT MUN US N 2 2040-03-15 Fixed 5.00000000 N N N N N N TURKEY (REPUBLIC OF) 5493000PCHOG3B6S3Q85 TURKEY REP OF 4.875% 10-09-26 900123CK4 2380000.000000000000 PA USD 2018597.000000000000 0.0038337510 Long DBT NUSS TR N 2 2026-10-09 Fixed 4.87500000 N N N N N N PARAGUAY REPUBLIC OF (GOVERNMENT) 529900UXKJTJPCU0HK83 PARAGUAY REP OF 144A 5.0% 04-15-26 699149AC4 1575000.000000000000 PA USD 1622265.750000000000 0.0030810325 Long DBT NUSS PY Y 2 2026-04-15 Fixed 5.00000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 IBM CORP SR UNSEC 3.0% 05-15-24 459200JY8 32750000.000000000000 PA USD 34311094.250000000000 0.0651641674 Long DBT CORP US N 2 2024-05-15 Fixed 3.00000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.875% 09-15-29 46284VAF8 4690000.000000000000 PA USD 4438372.120000000000 0.0084294258 Long DBT CORP US Y 2 2029-09-15 Fixed 4.87500000 N N N N N N OHIO ST TPK COMMN N/A OH TURNPIKE INFRASTR JR LIEN TAXABLE 20A SF 3.216% 02-15-48 67760HNB3 4315000.000000000000 PA USD 4344859.800000000000 0.0082518258 Long DBT MUN US N 2 2048-02-15 Fixed 3.21600000 N N N N N N PUERTO RICO COMMONWEALTH AQUEDUCT & SEWER AUTHORITY N/A PR CMWLTH AQUEDUCT & SWR TAXABLE 12B SF 5.35% 07-01-27 745160RX1 4805000.000000000000 PA USD 4372550.000000000000 0.0083044154 Long DBT MUN PR N 2 2027-07-01 Fixed 5.35000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2RF 4.777 AG8238 12-20-64 36182DEK7 14676.160000000000 PA USD 15059.270000000000 0.0000286008 Long ABS-MBS USGA US N 2 2064-12-20 Fixed 4.82300000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2RF 765136 03-20-61 36176FY93 2982.830000000000 PA USD 3071.900000000000 0.0000058342 Long ABS-MBS USGA US N 2 2061-03-20 Fixed 4.90600000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 GENERAL ELEC CAP CORP SR UNSEC 6.15% 08-07-37 36962G3A0 3050000.000000000000 PA USD 3527703.200000000000 0.0066998692 Long DBT CORP US N 2 2037-08-07 Fixed 6.15000000 N N N N N N GAZ CAPITAL SA 213800568PRHV2JR9650 GAZPROM OAO 144A LIFE LPN 6.51% 03-07-22 368266AF9 8350000.000000000000 PA USD 8666556.850000000000 0.0164596605 Long DBT CORP LU Y 2 2022-03-07 Fixed 6.51000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 T65375 07-01-46 31322Y6L0 581091.870000000000 PA USD 614089.170000000000 0.0011662878 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 4.0 MA2746 09-01-36 31418CBQ6 4393665.400000000000 PA USD 4806397.540000000000 0.0091283855 Long ABS-MBS USGA US N 2 2036-09-01 Fixed 4.00000000 N N N N N N PARAGUAY REPUBLIC OF (GOVERNMENT) 529900UXKJTJPCU0HK83 PARAGUAY REP OF REG S 5.0% 04-15-26 N/A 4485000.000000000000 PA USD 4619594.850000000000 0.0087736069 Long DBT NUSS PY Y 2 2026-04-15 Fixed 5.00000000 N N N N N N POLAND (REPUBLIC OF) 259400R9L8QEP0TPXS31 POLAND GOVT BOND USD 3.25% 04-06-26 731011AU6 6600000.000000000000 PA USD 7147648.200000000000 0.0135749254 Long DBT NUSS PL N 2 2026-04-06 Fixed 3.25000000 N N N N N N SA ENERGY ACQUISITION PUB FAC CORP TEX GAS SUPPLY 5493006HRL5XH4QOE746 SA ENERGY ACQ PUB FAC CORP TX GAS (GOS) 5.5% 08-01-23 785138AR9 6000000.000000000000 PA USD 6522300.000000000000 0.0123872543 Long DBT MUN US N 2 2023-08-01 Fixed 5.50000000 N N N N N N SOUTH CAROLINA ST HSG FIN & DEV AUTH N/A SC SFH PAC (100-400) SF 4.0% 07-01-36 83712DVG8 790000.000000000000 PA USD 836499.400000000000 0.0015886928 Long DBT MUN US N 2 2036-07-01 Fixed 4.00000000 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 NATIONWIDE BLD SOCIETY 144A LIFE SR UNSEC 3.766% 03-08-24 63861VAA5 5000000.000000000000 PA USD 4860055.000000000000 0.0092302925 Long DBT CORP GB Y 2 2024-03-08 Variable 3.7660000000000000 N N N N N N NEPTUNE ENERGY BONDCO PLC 549300CPMT8I2QBRYF88 NEPTUNE ENERGY 144A LIFE SR UNSEC 6.625% 05-15-25 64073KAA1 6445000.000000000000 PA USD 3657344.150000000000 0.0069460853 Long DBT CORP GB Y 2 2025-05-15 Fixed 6.62500000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 GM FINANCIAL SR UNSEC 3.95% 04-13-24 37045XBW5 15500000.000000000000 PA USD 14073550.500000000000 0.0267287075 Long DBT CORP US N 2 2024-04-13 Fixed 3.95000000 N N N N N N GULF POWER COMPANY BLVY3B5CY5IDPCFLQ577 GULF POWER SR UNSEC 3.3% 05-30-27 402479CF4 1831000.000000000000 PA USD 1799486.660000000000 0.0034176132 Long DBT CORP US N 2 2027-05-30 Fixed 3.30000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.25% 09-23-24 46115HBJ5 5600000.000000000000 PA USD 5232040.800000000000 0.0099367738 Long DBT CORP IT Y 2 2024-09-23 Fixed 3.25000000 N N N N N N ICAHN ENTERPRISES LP 549300T0G4GS0SINS786 ICAHN ENTERPRISES SR UNSEC 6.25% 05-15-26 451102BT3 5200000.000000000000 PA USD 4943234.400000000000 0.0093882682 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 CA3274 08-01-32 3140QAT83 932770.290000000000 PA USD 981132.560000000000 0.0018633823 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 6.0 976948 02-01-23 31414UZM3 42026.440000000000 PA USD 43772.220000000000 0.0000831329 Long ABS-MBS USGA US N 2 2023-02-01 Fixed 6.00000000 N N N N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 ILLINOIS ST GO TAXABLE BAB SF 6.63% 02-01-35 452152BM2 7745000.000000000000 PA USD 8347715.900000000000 0.0158541127 Long DBT MUN US N 2 2035-02-01 Fixed 6.63000000 N N N N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 ILLINOIS ST GO TAXABLE BAB 5.727% 04-01-20 452152FL0 1230000.000000000000 PA USD 1230000.000000000000 0.0023360353 Long DBT MUN US N 2 2020-04-01 Fixed 5.72700000 N N N N N N SOUTH CAROLINA ST HSG FIN & DEV AUTH N/A SC SFH AMT PAC (100-400) SF GNMA/FNMA/FHLMC 4.0% 07-01-41 83712DTF3 3405000.000000000000 PA USD 3553083.450000000000 0.0067480717 Long DBT MUN US N 2 2041-07-01 Fixed 4.00000000 N N N N N N TEXAS WATER DEV BRD N/A SABINE RIVER AUTH TX 19A SF 4.0% 10-15-49 882854Z70 15000000.000000000000 PA USD 17306550.000000000000 0.0328688707 Long DBT MUN US N 2 2049-10-15 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 CA3178 02-01-31 3140QAQ86 1269604.040000000000 PA USD 1332650.040000000000 0.0025309898 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 AJ5476 11-01-26 3138AXCN9 243941.770000000000 PA USD 256005.180000000000 0.0004862090 Long ABS-MBS USGA US N 2 2026-11-01 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP SR UNSEC 2.905% 07-24-23 38141GWM2 41000000.000000000000 PA USD 41250469.000000000000 0.0783435366 Long DBT CORP US N 2 2023-07-24 Variable 2.9050000000000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 GENERAL MOTORS CO SR UNSEC 5.4% 04-01-48 37045VAQ3 15692000.000000000000 PA USD 11488019.050000000000 0.0218182256 Long DBT CORP US N 2 2048-04-01 Fixed 5.40000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA2893 06-20-45 36179RGA1 222764.230000000000 PA USD 243221.780000000000 0.0004619306 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 4.00000000 N N N N N N HOME EQUITY ASSET TRUST HEAT_04-7 N/A HEAT 04-7 M1 FRN (L+62) 01-25-35 437084FS0 1947232.670000000000 PA USD 1903145.380000000000 0.0036144835 Long ABS-O CORP US N 2 2035-01-25 Variable 1.8766300000000000 N N N N N N TENNESSEE HSG DEV AGY N/A TN ST HDA SFM PAC (100-400) PSA 15A SF 3.5% 07-01-45 88045RB76 1090000.000000000000 PA USD 1138069.000000000000 0.0021614385 Long DBT MUN US N 2 2045-07-01 Fixed 3.50000000 N N N N N N TENNESSEE HSG DEV AGY N/A TN HDA SFH AMT PAC (100-400) PSA 15-1A SF 4.0% 07-01-45 880461EU8 2825000.000000000000 PA USD 2956419.000000000000 0.0056148773 Long DBT MUN US N 2 2045-07-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 Q42034 150K MAX 07-01-46 3132WFHL6 437149.390000000000 PA USD 473961.740000000000 0.0009001556 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCT UMBS 4.0 MA2588 04-01-36 31418B2W5 3458517.970000000000 PA USD 3783030.710000000000 0.0071847912 Long ABS-MBS USGA US N 2 2036-04-01 Fixed 4.00000000 N N N N N N HOMEWARD OPPORTUNITIES FUND I TRUST 2018-1 N/A HOF_2018-1_A1 144A FRN 06-25-48 43789AAA2 15540972.030000000000 PA USD 15131980.270000000000 0.0287388939 Long ABS-CBDO CORP US Y 2 2048-06-25 Variable 3.7660000000000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C19 N/A JPMBB 14-C19 A4 3.9965% 04-15-47/04/17/24 46641WAV9 2450154.000000000000 PA USD 2628351.250000000000 0.0049918058 Long ABS-CBDO CORP US N 2 2047-04-15 Fixed 3.99650000 N N N N N N SAUDI ARABIA (KINGDOM OF) 635400FMICXSM3SI3H65 KINGDOM OF SAUDI ARABIA 144A LIFE 3.25% 10-26-26 80413TAB5 4170000.000000000000 PA USD 4179966.300000000000 0.0079386574 Long DBT NUSS SA Y 2 2026-10-26 Fixed 3.25000000 N N N N N N SAUDI ARABIA (KINGDOM OF) 635400FMICXSM3SI3H65 KINGDOM OF SAUDI ARABIA 144A LIFE 2.375% 10-26-21 80413TAA7 750000.000000000000 PA USD 743739.000000000000 0.0014125208 Long DBT NUSS SA Y 2 2021-10-26 Fixed 2.37500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP SR UNSEC 3.272% 09-29-25 38141GWQ3 3565000.000000000000 PA USD 3641551.250000000000 0.0069160911 Long DBT CORP US N 2 2025-09-29 Variable 3.2720000000000000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 GM FINANCIAL SR UNSEC 3.5% 11-07-24 37045XCD6 4470000.000000000000 PA USD 3940903.980000000000 0.0074846265 Long DBT CORP US N 2 2024-11-07 Fixed 3.50000000 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 AMERICAN HONDA FINANCE CORP SR UNSEC 1.65% 07-12-21 02665WBF7 9565000.000000000000 PA USD 9461152.800000000000 0.0179687695 Long DBT CORP US N 2 2021-07-12 Fixed 1.65000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 ABBOTT LABORATORIES SR UNSEC 3.4% 11-30-23 002824BE9 6785000.000000000000 PA USD 7141260.000000000000 0.0135627928 Long DBT CORP US N 2 2023-11-30 Fixed 3.40000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C26 N/A JPMBB 14-C26 B 3.9508% 01-15-48 46643TBF8 3500000.000000000000 PA USD 3482745.000000000000 0.0066144838 Long ABS-CBDO CORP US N 2 2048-01-15 Fixed 3.95080000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_15-C31 N/A JPMBB 15-C31 C 4.61737% 08-15-48/25 46644YBB5 600000.000000000000 PA USD 529602.600000000000 0.0010058295 Long ABS-CBDO CORP US N 2 2048-08-17 Variable 4.6197100000000000 N N N N N N SAUDI ARABIA (KINGDOM OF) 635400FMICXSM3SI3H65 KINGDOM OF SAUDI ARABIA 144A LIFE 3.625% 03-04-28 80413TAE9 3110000.000000000000 PA USD 3172200.000000000000 0.0060246919 Long DBT NUSS SA Y 2 2028-03-04 Fixed 3.62500000 N N N N N N SAUDI ARABIA (KINGDOM OF) 635400FMICXSM3SI3H65 KINGDOM OF SAUDI ARABIA REG S 3.625% 03-04-28 N/A 1800000.000000000000 PA USD 1836000.000000000000 0.0034869599 Long DBT NUSS SA Y 2 2028-03-04 Fixed 3.62500000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 GM FINANCIAL SR UNSEC 3.25% 01-05-23 37045XCF1 47908000.000000000000 PA USD 44373635.210000000000 0.0842751027 Long DBT CORP US N 2 2023-01-05 Fixed 3.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSEC 3.814% 04-23-29 38141GWV2 10080000.000000000000 PA USD 10442365.920000000000 0.0198323049 Long DBT CORP US N 2 2029-04-23 Variable 3.8140000000000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C19 N/A JPMBB 14-C19 D 144A FRN 04-15-47/24 46641WAG2 2500000.000000000000 PA USD 2174632.500000000000 0.0041300961 Long ABS-CBDO CORP US Y 2 2047-04-15 Variable 4.6785200000000000 N N N N N N JP MORGAN MORTGAGE TRUST JPMMT_19-INV2 N/A JPMMT 19-INV3 A3 144A FRN 05-25-50/06-02-42 46591LAC5 1885371.230000000000 PA USD 1879445.510000000000 0.0035694723 Long ABS-CBDO CORP US Y 2 2050-05-25 Variable 3.5000000000000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 INTESA SANPAOLO SPA 144A LIFE LT2 SUB 5.017% 06-26-24 46115HAT4 116668000.000000000000 PA USD 119289296.620000000000 0.2265560999 Long DBT CORP IT Y 2 2024-06-26 Fixed 5.01700000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 ISRAEL ELECTRIC 144A LIFE 8.1% 12-15-96 465077AE5 6250000.000000000000 PA USD 9156250.000000000000 0.0173896934 Long DBT CORP IL Y 2 2096-12-15 Fixed 8.10000000 N N N N N N TENNESSEE HSG DEV AGY N/A TN HDA SFH AMT PAC (100-400) PSA SF 4.0% 01-01-46 880461GG7 3505000.000000000000 PA USD 3681021.100000000000 0.0069910529 Long DBT MUN US N 2 2046-01-01 Fixed 4.00000000 N N N N N N TENNESSEE HSG DEV AGY N/A TN HDA SFH AMT PAC (100-500) PSA 13-2A SF 4.0% 07-01-43 880461BP2 655000.000000000000 PA USD 678874.750000000000 0.0012893296 Long DBT MUN US N 2 2043-07-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS BN9743 04-01-34 3140JSZH5 361807.920000000000 PA USD 379369.350000000000 0.0007205042 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCI UMBS 3.0 ZT1931 03-01-33 3132AEEC6 201674.370000000000 PA USD 211462.840000000000 0.0004016135 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JP MORGAN CHASE SR UNSEC 3.125% 01-23-25 46625HKC3 1055000.000000000000 PA USD 1101176.300000000000 0.0020913713 Long DBT CORP US N 2 2025-01-23 Fixed 3.12500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE SR UNSEC 2.55% 03-01-21 46625HQJ2 26400000.000000000000 PA USD 26470778.400000000000 0.0502737168 Long DBT CORP US N 2 2021-03-01 Fixed 2.55000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGTW 4.0 G30933 01-01-36 3132J4HK8 26858889.000000000000 PA USD 29382039.890000000000 0.0558028302 Long ABS-MBS USGA US N 2 2036-01-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCT UMBS 4.0 AS6870 03-01-36 3138WGT46 963896.980000000000 PA USD 1054264.250000000000 0.0020022752 Long ABS-MBS USGA US N 2 2036-03-01 Fixed 4.00000000 N N N N N N QATAR (STATE OF) 52990074F6OJOAXK4P65 STATE OF QATAR 144A LIFE 3.875% 04-23-23 74727PAW1 10830000.000000000000 PA USD 11168589.120000000000 0.0212115593 Long DBT NUSS QA Y 2 2023-04-23 Fixed 3.87500000 N N N N N N QATAR (STATE OF) 52990074F6OJOAXK4P65 STATE OF QATAR 144A LIFE 4.5% 04-23-28 74727PAX9 5115000.000000000000 PA USD 5617016.790000000000 0.0106679262 Long DBT NUSS QA Y 2 2028-04-23 Fixed 4.50000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 ABBOTT LABORATORIES SR UNSEC 3.75% 11-30-26 002824BF6 1023000.000000000000 PA USD 1144658.230000000000 0.0021739528 Long DBT CORP US N 2 2026-11-30 Fixed 3.75000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 ABBOTT LABORATORIES SR UNSEC 4.75% 11-30-36 002824BG4 200000.000000000000 PA USD 253993.600000000000 0.0004823886 Long DBT CORP US N 2 2036-11-30 Fixed 4.75000000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO SR UNSEC 4.35% 04-09-25 37045XCK0 10410000.000000000000 PA USD 9342569.010000000000 0.0177435533 Long DBT CORP US N 2 2025-04-09 Fixed 4.35000000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO SR UNSEC 3.55% 04-09-21 37045XCJ3 1400000.000000000000 PA USD 1341823.000000000000 0.0025484113 Long DBT CORP US N 2 2021-04-09 Fixed 3.55000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K049 N/A FHMS K049 A2 (MF) 3.01% 07-25-25 3137BLMZ8 774000.000000000000 PA USD 845571.010000000000 0.0016059217 Long ABS-CBDO USGA US N 2 2025-07-25 Fixed 3.01000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 Q42633 175K MAX 08-01-46 3132WF4T3 884680.160000000000 PA USD 967047.420000000000 0.0018366316 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JP MORGAN CHASE SR UNSEC 2.4% 06-07-21 46625HRT9 17500000.000000000000 PA USD 17589442.500000000000 0.0334061446 Long DBT CORP US N 2 2021-06-07 Fixed 2.40000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JP MORGAN CHASE SR UNSEC 2.95% 10-01-26 46625HRV4 3525000.000000000000 PA USD 3651057.530000000000 0.0069341456 Long DBT CORP US N 2 2026-10-01 Fixed 2.95000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY I/L 0.375% 01-15-27 912828V49 21785976.000000000000 PA USD 22338224.400000000000 0.0424251055 Long DBT UST US N 2 2027-01-15 Fixed 0.37500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY I/L FRN 0.375% 07-15-27 9128282L3 28263012.000000000000 PA USD 29142132.400000000000 0.0553471941 Long DBT UST US N 2 2027-07-15 Fixed 0.37500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCT UMBS 4.0 MA2787 10-01-36 31418CCZ5 2309608.300000000000 PA USD 2526568.280000000000 0.0047984980 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 4.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY I/L FRN 1.0% 02-15-48 912810SB5 25316346.000000000000 PA USD 31172939.600000000000 0.0592041350 Long DBT UST US N 2 2048-02-15 Fixed 1.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY I/L FRN 0.625% 04-15-23 9128284H0 19421259.000000000000 PA USD 19565436.000000000000 0.0371589824 Long DBT UST US N 2 2023-04-15 Fixed 0.62500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.625% 12-31-25 9128285T3 63821800.000000000000 PA USD 71707621.610000000000 0.1361882377 Long DBT UST US N 2 2025-12-31 Fixed 2.62500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.5% 12-31-20 9128285S5 50000000.000000000000 PA USD 50892500.000000000000 0.0966558328 Long DBT UST US N 2 2020-12-31 Fixed 2.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCI UMBS 3.0 ZT1731 02-01-34 3132AD4Q8 101973.690000000000 PA USD 106865.470000000000 0.0002029606 Long ABS-MBS USGA US N 2 2034-02-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BN6313 03-01-34 3140JPAP0 341318.030000000000 PA USD 357664.090000000000 0.0006792812 Long ABS-MBS USGA US N 2 2034-03-01 Fixed 3.00000000 N N N N N N UTAH HOUSING CORP (UTAH ST HOUSING FIN AGY) - 2000 RES N/A UTAH SFH PAC (25-500) PSA D-2 CLASS III SF 4.0% 01-01-45 9174366Y8 835000.000000000000 PA USD 881400.950000000000 0.0016739705 Long DBT MUN US N 2 2045-01-01 Fixed 4.00000000 N N N N N N WYOMING COMMUNITY DEVELOPMENT AUTHORITY 549300UQ62NB8FGTHW65 WY SFM SER 6 PAC (75-500) PSA SF 4.0% 06-01-45 98322QKK2 620000.000000000000 PA USD 646474.000000000000 0.0012277935 Long DBT MUN US N 2 2045-06-01 Fixed 4.00000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 GENERAL DYNAMICS SR UNSEC 3.375% 05-15-23 369550BD9 6645000.000000000000 PA USD 6973076.940000000000 0.0132433769 Long DBT CORP US N 2 2023-05-15 Fixed 3.37500000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 GENERAL DYNAMICS SR UNSEC 3.5% 05-15-25 369550BG2 8025000.000000000000 PA USD 8567626.430000000000 0.0162717703 Long DBT CORP US N 2 2025-05-15 Fixed 3.50000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 JOHNSON & JOHNSON SR UNSEC 2.25% 03-03-22 478160CD4 12240000.000000000000 PA USD 12692353.680000000000 0.0241055168 Long DBT CORP US N 2 2022-03-03 Fixed 2.25000000 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 JBIC GLOBAL SR UNSEC 2.125% 07-21-20 471048BJ6 21400000.000000000000 PA USD 21441730.000000000000 0.0407224693 Long DBT USGA JP N 2 2020-07-21 Fixed 2.12500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCI UMBS 3.0 ZK3848 01-01-27 3131X7HZ4 127083.810000000000 PA USD 133364.160000000000 0.0002532873 Long ABS-MBS USGA US N 2 2027-01-01 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHLMC POOL #760015 ARH5 FRN 01-01-47 31342WAQ4 6719403.700000000000 PA USD 6867284.340000000000 0.0130424539 Long ABS-MBS USGA US N 2 2047-01-01 Variable 3.2300000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.625% 01-31-26 9128286A3 142585400.000000000000 PA USD 160378632.070000000000 0.3045936091 Long DBT UST US N 2 2026-01-31 Fixed 2.62500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 3.0% 02-15-49 912810SF6 69066000.000000000000 PA USD 96311155.680000000000 0.1829156548 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JP MORGAN CHASE SR UNSEC 3.559% 04-23-24 46647PAP1 20134000.000000000000 PA USD 20943648.540000000000 0.0397765052 Long DBT CORP US N 2 2024-04-23 Variable 3.5590000000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JP MORGAN CHASE SR UNSEC 3.797% 07-23-24 46647PAU0 1242000.000000000000 PA USD 1301702.940000000000 0.0024722146 Long DBT CORP US N 2 2024-07-23 Variable 3.7970000000000000 N N N N N N WISCONSIN HOUSING & ECONOMIC DEV AUTH 549300AT0SEG8YQT2K79 WI ST HSG & ECON SFM AMT PAC 15A SF 4.0% 09-01-45 97689QBZ8 1595000.000000000000 PA USD 1667205.650000000000 0.0031663831 Long DBT MUN US N 2 2045-09-01 Fixed 4.00000000 N N N N N N WISCONSIN HOUSING & ECONOMIC DEV AUTH 549300AT0SEG8YQT2K79 WI ST HSG & ECON SFM AMT PAC 16A SF 3.5% 03-01-46 97689QDD5 2230000.000000000000 PA USD 2316211.800000000000 0.0043989857 Long DBT MUN US N 2 2046-03-01 Fixed 3.50000000 N N N N N N JP MORGAN MORTGAGE TRUST JPMMT_20-INV1 N/A JPMMT 20-INV1 A3 144A FRN 08-25-50 46591VAC3 7730000.000000000000 PA USD 8086275.700000000000 0.0153575814 Long ABS-CBDO CORP US Y 2 2050-08-25 Variable 3.5000000000000000 N N N N N N LA ARENA FUNDING LLC LAAF_1 N/A LAAF 1 A 144A 7.656% 12-15-26/21 501673AA5 9296474.520000000000 PA USD 9768456.530000000000 0.0185524056 Long ABS-MBS CORP US Y 2 2026-12-15 Fixed 7.65600000 N N N N N N N/A N/A AUD FWD PUR FROM USD 4/17/2020 N/A 1.000000000000 NC N/A -1103882.920000000000 -0.0020965117 N/A DFE NUSS N/A N 2 MORGAN STANLEY CAPITAL SERVICES I7331LVCZKQKX5T7XV54 15806186.130000000000 USD 23900000.000000000000 AUD 2020-04-17 -1103882.920000000000 N N N N/A N/A AUD FWD PUR FROM USD 4/28/2020 N/A 1.000000000000 NC N/A 527639.830000000000 0.0010021018 N/A DFE NUSS N/A N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 10191708.080000000000 USD 17424106.000000000000 AUD 2020-04-28 527639.830000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNMA POOL BM4488 ARH12 FRN 09-01-48 3140J87A5 24460934.350000000000 PA USD 25419509.450000000000 0.0482771303 Long ABS-MBS USGA US N 2 2048-09-01 Variable 3.4280000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS CA3807 07-01-49 3140QBGR3 4542821.000000000000 PA USD 4807222.270000000000 0.0091299518 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3.00000000 N N N N N N N/A N/A BRL FWD SALE TO USD NDF 4/22/2020 N/A 1.000000000000 NC N/A 2044033.760000000000 0.0038820609 N/A DFE NUSS N/A N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 95270000.000000000000 BRL 20351184.500000000000 USD 2020-04-22 2044033.760000000000 N N N N/A N/A BRL FWD PUR FROM USD NDF 4/22/2020 N/A 1.000000000000 NC N/A -52577.720000000000 -0.0000998564 N/A DFE NUSS N/A N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 2781259.790000000000 USD 14200000.000000000000 BRL 2020-04-22 -52577.720000000000 N N N MORGAN STANELY CAPITAL I TRUST MSC_11-C2 N/A MSC 11-C2 A4 144A 4.661% 06-15-44/05-15-21 617459AD4 4764041.910000000000 PA USD 4905591.120000000000 0.0093167755 Long ABS-MBS CORP US Y 2 2044-06-15 Fixed 4.66100000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSCI_11-C1 N/A MSC 11-C1 A4 144A 5.033% 09-15-47/01-15-21 617458AG9 478630.770000000000 PA USD 484462.410000000000 0.0009200986 Long ABS-MBS CORP US Y 2 2047-09-15 Variable 5.0330000000000000 N N N N N N JBS INVESTMENTS II GMBH 529900V1Q46CPWIWT649 JBS INVESTMENTS 144A LIFE SR UNSEC 7.0% 01-15-26 46650CAA7 1932000.000000000000 PA USD 1935941.280000000000 0.0036767700 Long DBT CORP AT Y 2 2026-01-15 Fixed 7.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JP MORGAN CHASE SR UNSEC 4.023% 12-05-24 46647PAY2 5875000.000000000000 PA USD 6234038.880000000000 0.0118397842 Long DBT CORP US N 2 2024-12-05 Variable 4.0230000000000000 N N N N N N N/A N/A CAD FWD SALE TO USD 4/3/2020 N/A 1.000000000000 NC N/A 236302.330000000000 0.0004487891 N/A DFE NUSS N/A N 2 UBS BFM8T61CT2L1QCEMIK50 5431795.000000000000 CAD 4096147.730000000000 USD 2020-04-03 236302.330000000000 N N N N/A N/A COP FWD PUR FROM USD NDF 4/22/2020 N/A 1.000000000000 NC N/A -1239920.600000000000 -0.0023548766 N/A DFE NUSS N/A N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 20927510.480000000000 USD 80099000000.000000000000 COP 2020-04-22 -1239920.600000000000 N N N N/A N/A CAD FWD PUR FROM USD 4/27/2020 N/A 1.000000000000 NC N/A 118196.920000000000 0.0002244814 N/A DFE NUSS N/A N 2 JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 3742831.190000000000 USD 5431795.000000000000 CAD 2020-04-27 118196.920000000000 N N N N/A N/A CAD FWD PUR FROM USD 4/27/2020 N/A 1.000000000000 NC N/A 360651.910000000000 0.0006849558 N/A DFE NUSS N/A N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 14353320.510000000000 USD 20700000.000000000000 CAD 2020-04-27 360651.910000000000 N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 GENERAL DYNAMICS SR UNSEC 3.75% 05-15-28 369550BC1 4655000.000000000000 PA USD 4963700.980000000000 0.0094271386 Long DBT CORP US N 2 2028-05-15 Fixed 3.75000000 N N N N N N GLAXOSMITHKLINE CAPITAL PLC 5493007Q8VD7Q3ZYZS59 GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 3.375% 05-15-23 377372AL1 41545000.000000000000 PA USD 43417931.690000000000 0.0824600157 Long DBT CORP GB N 2 2023-05-15 Fixed 3.37500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.0 CA3806 07-01-49 3140QBGQ5 2337955.210000000000 PA USD 2477636.340000000000 0.0047055657 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNMDI3 3.0 BF0293 07-01-48 3140FXKF8 26052388.240000000000 PA USD 27833147.130000000000 0.0528611488 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 3.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY I/L FRN 1.0% 02-15-49 912810SG4 344204185.000000000000 PA USD 427937549.000000000000 0.8127456933 Long DBT UST US N 2 2049-02-15 Fixed 1.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.5% 02-28-26 9128286F2 24000000.000000000000 PA USD 26851920.000000000000 0.0509975869 Long DBT UST US N 2 2026-02-28 Fixed 2.50000000 N N N N N N JBS INVESTMENTS II GMBH 529900V1Q46CPWIWT649 JBS INVESTMENTS REG S SR UNSEC 7.0% 01-15-26 N/A 835000.000000000000 PA USD 836703.400000000000 0.0015890802 Long DBT CORP AT Y 2 2026-01-15 Fixed 7.00000000 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 JERSEY CENTRAL P&L 144A LIFE SR UNSEC 4.3% 01-15-26 476556DC6 4480000.000000000000 PA USD 4798841.600000000000 0.0091140351 Long DBT CORP US Y 2 2026-01-15 Fixed 4.30000000 N N N N N N JBS INVESTMENTS II GMBH 529900V1Q46CPWIWT649 JBS INVESTMENTS 144A LIFE SR UNSEC 5.75% 01-15-28 46650CAB5 3838000.000000000000 PA USD 3746079.900000000000 0.0071146136 Long DBT CORP AT Y 2 2028-01-15 Fixed 5.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JP MORGAN CHASE SR UNSEC 2.301% 10-15-25 46647PBF2 51319000.000000000000 PA USD 51412349.260000000000 0.0976431387 Long DBT CORP US N 2 2025-10-15 Variable 2.3010000000000000 N N N N N N N/A N/A CHF FWD PUR FROM USD 5/6/2020 N/A 1.000000000000 NC N/A 508437.070000000000 0.0009656316 N/A DFE NUSS N/A N 2 MORGAN STANLEY CAPITAL SERVICES I7331LVCZKQKX5T7XV54 28221580.310000000000 USD 27600000.000000000000 CHF 2020-05-06 508437.070000000000 N N N N/A N/A CAD FWD PUR FROM USD 4/27/2020 N/A 1.000000000000 NC N/A 257308.810000000000 0.0004886849 N/A DFE NUSS N/A N 2 HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 8556858.250000000000 USD 12400000.000000000000 CAD 2020-04-27 257308.810000000000 N N N GLAXOSMITHKLINE CAPITAL PLC 5493007Q8VD7Q3ZYZS59 GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 3.625% 05-15-25 377372AM9 17910000.000000000000 PA USD 19338519.510000000000 0.0367280190 Long DBT CORP GB N 2 2025-05-15 Fixed 3.62500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP FRN SR UNSEC (L+117) 05-15-26 38141GXD1 5975000.000000000000 PA USD 5497005.980000000000 0.0104399998 Long DBT CORP US N 2 2026-05-15 Variable 2.8617500000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JP MORGAN CHASE SR UNSEC 2.739% 10-15-30 46647PBE5 40356000.000000000000 PA USD 40609758.530000000000 0.0771266892 Long DBT CORP US N 2 2030-10-15 Variable 2.7390000000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JP MORGAN CHASE SR UNSEC 2.005% 03-13-26 46647PBH8 137868000.000000000000 PA USD 136256874.550000000000 0.2587811895 Long DBT CORP US N 2 2026-03-13 Variable 2.0050000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.375% 02-29-24 9128286G0 217233000.000000000000 PA USD 234520402.140000000000 0.4454048196 Long DBT UST US N 2 2024-02-29 Fixed 2.37500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.5% 02-28-21 9128286D7 575000000.000000000000 PA USD 587512000.000000000000 1.1158119891 Long DBT UST US N 2 2021-02-28 Fixed 2.50000000 N N N N N N N/A N/A EUR FWD SALE TO USD 4/7/2020 N/A 1.000000000000 NC N/A -193457.080000000000 -0.0003674167 N/A DFE NUSS N/A N 2 HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 13376000.000000000000 EUR 14561876.030000000000 USD 2020-04-07 -193457.080000000000 N N N N/A N/A EUR FWD SALE TO USD 4/8/2020 N/A 1.000000000000 NC N/A -730390.680000000000 -0.0013871694 N/A DFE NUSS N/A N 2 STANDARD CHARTERED BANK N/A 44976000.000000000000 EUR 48885763.680000000000 USD 2020-04-08 -730390.680000000000 N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 GM FINANCIAL SR UNSEC 4.15% 06-19-23 37045XCL8 14010000.000000000000 PA USD 12759257.250000000000 0.0242325811 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 GENERAL MOTORS CO SR UNSEC 5.95% 04-01-49 37045VAT7 22491000.000000000000 PA USD 16699027.720000000000 0.0317150549 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N N/A N/A EUR FWD PUR FROM USD 4/16/2020 N/A 1.000000000000 NC N/A -2322.220000000000 -0.0000044104 N/A DFE NUSS N/A N 2 STANDARD CHARTERED BANK N/A 228553.270000000000 USD 205000.000000000000 EUR 2020-04-16 -2322.220000000000 N N N N/A N/A EUR FWD PUR FROM USD 4/17/2020 N/A 1.000000000000 NC N/A -777816.630000000000 -0.0014772415 N/A DFE NUSS N/A N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 73975124.480000000000 USD 66325000.000000000000 EUR 2020-04-17 -777816.630000000000 N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 GM FINANCIAL SR UNSEC 5.1% 01-17-24 37045XCR5 11546000.000000000000 PA USD 10652847.620000000000 0.0202320550 Long DBT CORP US N 2 2024-01-17 Fixed 5.10000000 N N N N N N GLENCORE FUNDING LLC N/A GLENCORE FUNDING LLC 144A LIFE SR UNSEC 4.125% 03-12-24 378272AT5 25850000.000000000000 PA USD 23808625.500000000000 0.0452177143 Long DBT CORP US Y 2 2024-03-12 Fixed 4.12500000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 CANADIAN NATURAL RESOURCES SR UNSEC 3.8% 04-15-24 136385AT8 10500000.000000000000 PA USD 8996599.500000000000 0.0170864826 Long DBT CORP CA N 2 2024-04-15 Fixed 3.80000000 N N N N N N CONTINENTAL AIRLINES 2000-1 A1 PASS THROUGH TRUST N/A CONTL AIR 00-1 A1 EETC SF 8.048% 05-01-22/11-01-20 210805CY1 1768279.400000000000 PA USD 1770894.690000000000 0.0033633109 Long DBT CORP US N 2 2022-05-01 Fixed 8.04800000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.0 G61733 12-01-47 31335B4S2 13984504.580000000000 PA USD 14801395.430000000000 0.0281110419 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN BJ8402 07-01-49 3140HAKQ2 3954076.060000000000 PA USD 4121282.070000000000 0.0078272034 Long ABS-MBS USGA US N 2 2049-07-01 Variable 3.5550000000000000 N N N N N N GLAXOSMITHKLINE CAPITAL PLC 5493007Q8VD7Q3ZYZS59 GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 2.875% 06-01-22 377373AJ4 6417000.000000000000 PA USD 6571296.770000000000 0.0124803097 Long DBT CORP GB N 2 2022-06-01 Fixed 2.87500000 N N N N N N GLAXOSMITHKLINE CAPITAL PLC 5493007Q8VD7Q3ZYZS59 GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 3.0% 06-01-24 377373AG0 14515000.000000000000 PA USD 15164676.890000000000 0.0288009918 Long DBT CORP GB N 2 2024-06-01 Fixed 3.00000000 N N N N N N N/A N/A EUR FWD PUR FROM USD 4/17/2020 N/A 1.000000000000 NC N/A -258280.650000000000 -0.0004905307 N/A DFE NUSS N/A N 2 MORGAN STANLEY CAPITAL SERVICES I7331LVCZKQKX5T7XV54 17474684.760000000000 USD 15600000.000000000000 EUR 2020-04-17 -258280.650000000000 N N N N/A N/A EUR FWD SALE TO USD 4/22/2020 N/A 1.000000000000 NC N/A 19718.760000000000 0.0000374502 N/A DFE NUSS N/A N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 1600000.000000000000 EUR 1785900.320000000000 USD 2020-04-22 19718.760000000000 N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 CONSTELLATION BRANDS SR UNSEC 3.7% 12-06-26 21036PAQ1 3350000.000000000000 PA USD 3355390.150000000000 0.0063726095 Long DBT CORP US N 2 2026-12-06 Fixed 3.70000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A CHARTER COMM CCO SR SEC 1ST LIEN 3.579% 07-23-20 161175AX2 300000.000000000000 PA USD 299085.900000000000 0.0005680286 Long DBT CORP US N 2 2020-07-23 Fixed 3.57900000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHARM FRN 760012 04-01-45 31342WAM3 2014482.120000000000 PA USD 2076393.200000000000 0.0039435185 Long ABS-MBS USGA US N 2 2045-04-01 Variable 3.0400000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHARM FRN 760013 04-01-45 31342WAN1 1538108.130000000000 PA USD 1593912.230000000000 0.0030271831 Long ABS-MBS USGA US N 2 2045-04-01 Variable 3.1810000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY I/L FRN 0.5% 04-15-24 9128286N5 30685500.000000000000 PA USD 31135440.000000000000 0.0591329151 Long DBT UST US N 2 2024-04-15 Fixed 0.50000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY I/L FRN 0.25% 07-15-29 9128287D6 10085100.000000000000 PA USD 10512530.000000000000 0.0199655616 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JP MORGAN CHASE SUB 3.875% 09-10-24 46625HJY7 485000.000000000000 PA USD 513072.770000000000 0.0009744358 Long DBT CORP US N 2 2024-09-10 Fixed 3.87500000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 KINDER MORGAN SR UNSEC 5.05% 02-15-46 49456BAJ0 7500000.000000000000 PA USD 7633582.500000000000 0.0144978194 Long DBT CORP US N 2 2046-02-15 Fixed 5.05000000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 GM FINANCIAL SR UNSEC 3.55% 07-08-22 37045XCU8 1850000.000000000000 PA USD 1711335.100000000000 0.0032501944 Long DBT CORP US N 2 2022-07-08 Fixed 3.55000000 N N N N N N GUARDIAN LIFE GLOBAL FUNDING 635400NHILJ5JEKILC36 GUARDIAN LIFE GLOBAL FUNDING GIC 144A LIFE SEC 2.9% 05-06-24 40139LAF0 2420000.000000000000 PA USD 2495704.860000000000 0.0047398817 Long DBT CORP US Y 2 2024-05-06 Fixed 2.90000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A CHARTER COMM CCO SR SEC 1ST LIEN 6.484% 10-23-45 161175BA1 6850000.000000000000 PA USD 8408936.700000000000 0.0159703842 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSEC 2.9% 12-08-21 172967LC3 13500000.000000000000 PA USD 13633272.000000000000 0.0258925236 Long DBT CORP US N 2 2021-12-08 Fixed 2.90000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGCI 2.5 V61295 08-01-31 3132KFNL2 12479171.120000000000 PA USD 13022002.580000000000 0.0247315912 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 2.5 BM4151 06-01-32 3140J8TH6 40427519.140000000000 PA USD 42083753.740000000000 0.0799261240 Long ABS-MBS USGA US N 2 2032-06-01 Fixed 2.50000000 N N N N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.898% 08-03-18/08-03-20 LCH N/A 1.000000000000 NC USD 902162.000000000000 0.0017134002 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2020-08-03 0.000000000000 USD 0.000000000000 USD 155000000.000000000000 USD 902162.000000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.806% 08-29-18/08-29-20 LCH N/A 1.000000000000 NC USD -1388120.720000000000 -0.0026363406 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2020-08-29 0.000000000000 USD 0.000000000000 USD 194600000.000000000000 USD -1388120.720000000000 N N N N/A N/A EUR FWD SALE TO USD 4/17/2020 N/A 1.000000000000 NC N/A 130929.880000000000 0.0002486641 N/A DFE NUSS N/A N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 13300000.000000000000 EUR 14809018.000000000000 USD 2020-04-17 130929.880000000000 N N N N/A N/A EUR FWD PUR FROM USD 4/22/2020 N/A 1.000000000000 NC N/A -33751.970000000000 -0.0000641023 N/A DFE NUSS N/A N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 2903797.000000000000 USD 2600000.000000000000 EUR 2020-04-22 -33751.970000000000 N N N CREDIT AGRICOLE SA (LONDON BRANCH) 969500TJ5KRTCJQWXH05 CREDIT AGRICOLE LONDON 144A LIFE SR UNSEC 3.375% 01-10-22 22535WAA5 10250000.000000000000 PA USD 10234625.000000000000 0.0194377600 Long DBT CORP GB Y 2 2022-01-10 Fixed 3.37500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSEC 3.887% 01-10-28 172967LD1 8175000.000000000000 PA USD 8432569.730000000000 0.0160152685 Long DBT CORP US N 2 2028-01-10 Variable 3.8870000000000000 N N N N N N GLP CAPITAL LP 2549005PXW31DRW8EC44 GLP CAPITAL SR UNSEC 3.35% 09-01-24 361841AN9 912000.000000000000 PA USD 815095.440000000000 0.0015480420 Long DBT CORP US N 2 2024-09-01 Fixed 3.35000000 N N N N N N GLP CAPITAL LP 2549005PXW31DRW8EC44 GLP CAPITAL SR UNSEC 4.0% 01-15-30 361841AP4 9314000.000000000000 PA USD 7163946.930000000000 0.0136058802 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.835% 01-10-19/01-10-39 LCH N/A 1.000000000000 NC USD 7594832.000000000000 0.0144242238 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2039-01-10 0.000000000000 USD 0.000000000000 USD 21500000.000000000000 USD 7594832.000000000000 N N N RISKLESS ISSUER N/A IRS RECFIX MXN 8.54% 01-10-19/01-06-22 CME N/A 1.000000000000 NC 1780504.410000000000 0.0033815619 N/A DIR CORP US N 2 CME Group LCZ7XYGSLJUHFXXNXD88 Y 2022-01-06 0.000000000000 MXN 0.000000000000 MXN 884158416.000000000000 MXN 1780504.410000000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.5 ZT1863 04-01-49 3132AEB88 2953948.040000000000 PA USD 3126937.150000000000 0.0059387280 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.5 ZT1776 03-01-49 3132AD6M5 7340642.530000000000 PA USD 7762883.630000000000 0.0147433901 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 3.50000000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 AIG GROUP SR UNSEC 3.9% 04-01-26 026874DH7 2625000.000000000000 PA USD 2740662.750000000000 0.0052051096 Long DBT CORP US N 2 2026-04-01 Fixed 3.90000000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 AIG GROUP SR UNSEC 4.8% 07-10-45 026874DF1 1150000.000000000000 PA USD 1228662.300000000000 0.0023334947 Long DBT CORP US N 2 2045-07-10 Fixed 4.80000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 4.282% 01-09-28 225401AC2 4286000.000000000000 PA USD 4398138.900000000000 0.0083530143 Long DBT CORP CH Y 2 2028-01-09 Fixed 4.28200000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 COMCAST CORP SR UNSEC 3.3% 02-01-27 20030NBY6 5075000.000000000000 PA USD 5393430.880000000000 0.0102432884 Long DBT CORP US N 2 2027-02-01 Fixed 3.30000000 N N N N N N GLOBAL SC FINANCE SRL SEACO_19-1A N/A SEACO 19-1A B 144A 4.81% 09-17-39 37891TAB6 11529000.020000000000 PA USD 10762171.640000000000 0.0204396849 Long ABS-O CORP US Y 2 2039-09-17 Fixed 4.81000000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 GM FINANCIAL SR UNSEC 2.9% 02-26-25 37045XCV6 2410000.000000000000 PA USD 2089942.360000000000 0.0039692513 Long DBT CORP US N 2 2025-02-26 Fixed 2.90000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 CA2056 07-01-48 3140Q9JA2 2684544.180000000000 PA USD 2895860.760000000000 0.0054998641 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 4.50000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_18-3 N/A SCRT 18-3 MA 3.5% 08-25-57 35563PGG8 100468198.670000000000 PA USD 106226031.140000000000 0.2017461415 Long ABS-CBDO USGA US N 2 2057-08-25 Fixed 3.50000000 N N N N N N KIMCO REALTY CORP 549300EA7I6T15IBYS12 KIMCO REALTY CORP SR UNSEC 3.4% 11-01-22 49446RAN9 8655000.000000000000 PA USD 8573149.670000000000 0.0162822601 Long DBT CORP US N 2 2022-11-01 Fixed 3.40000000 N N N N N N HJ HEINZ CO 5493003STKEZ2S0RNU91 KRAFT FOODS GROUP INC SR UNSEC 4.375% 06-01-46 50077LAB2 7500000.000000000000 PA USD 6799680.000000000000 0.0129140587 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N CHEVRON CORP N/A CHEVRON CORP SR UNSEC 2.498% 03-03-22 166764BN9 9675000.000000000000 PA USD 9825330.150000000000 0.0186604209 Long DBT CORP US N 2 2022-03-03 Fixed 2.49800000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 CONSTELLATION BRANDS SR UNSEC 2.7% 05-09-22 21036PAR9 1995000.000000000000 PA USD 1955016.210000000000 0.0037129974 Long DBT CORP US N 2 2022-05-09 Fixed 2.70000000 N N N N N N HJ HEINZ CO 5493003STKEZ2S0RNU91 KRAFT FOODS GROUP INC SR UNSEC 3.0% 06-01-26 50077LAD8 6485000.000000000000 PA USD 6317622.150000000000 0.0119985269 Long DBT CORP US N 2 2026-06-01 Fixed 3.00000000 N N N N N N KINETIC CONCEPTS INC / KCI USA INC N/A KINETIC CONCEPTS INC 144A LIFE SR SEC 3RD LIEN 12.5% 11-01-21 49461BAH7 5955000.000000000000 PA USD 6006808.500000000000 0.0114082248 Long DBT CORP US Y 2 2021-11-01 Fixed 12.50000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 GEORGIA POWER CO SR UNSEC 3.7% 01-30-50 373334KN0 4800000.000000000000 PA USD 5043355.200000000000 0.0095784192 Long DBT CORP US N 2 2050-01-30 Fixed 3.70000000 N N N N N N GRAPHIC PACKAGING INTERNATIONAL CORP SO75N4VY5NXGQSK8YQ65 GRAPHIC PACKAGING SR UNSEC 144A LIFE 3.5% 03-15-28 38869AAB3 8000000.000000000000 PA USD 7257600.000000000000 0.0137837476 Long DBT CORP US Y 2 2028-03-15 Fixed 3.50000000 N N N N N N RISKLESS ISSUER N/A IRS RECFIX MXN 8.44% 01-11-19/01-07-22 CME N/A 1.000000000000 NC 1936187.220000000000 0.0036772371 N/A DIR CORP US N 2 CME Group LCZ7XYGSLJUHFXXNXD88 Y 2022-01-07 0.000000000000 MXN 0.000000000000 MXN 995841584.000000000000 MXN 1936187.220000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.724% 02-05-19/02-05-29 LCH N/A 1.000000000000 NC USD -53642675.960000000000 -0.1018790101 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2029-02-05 0.000000000000 USD 0.000000000000 USD 301173000.000000000000 USD -53642675.960000000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP SR UNSEC 3.8% 03-15-30 38141GXH2 88140000.000000000000 PA USD 92105683.020000000000 0.1749285553 Long DBT CORP US N 2 2030-03-15 Fixed 3.80000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 GENERAL DYNAMICS SR UNSEC 4.25% 04-01-50 369550BJ6 2091000.000000000000 PA USD 2603648.380000000000 0.0049448898 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N KIMCO REALTY CORP 549300EA7I6T15IBYS12 KIMCO REALTY CORP SR UNSEC 2.7% 03-01-24 49446RAR0 16980000.000000000000 PA USD 16864400.160000000000 0.0320291328 Long DBT CORP US N 2 2024-03-01 Fixed 2.70000000 N N N N N N HJ HEINZ CO 5493003STKEZ2S0RNU91 KRAFT FOODS GROUP INC SR UNSEC 3.95% 07-15-25 50077LAK2 7390000.000000000000 PA USD 7279305.190000000000 0.0138249704 Long DBT CORP US N 2 2025-07-15 Fixed 3.95000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 GENERAL DYNAMICS SR UNSEC 3.625% 04-01-30 369550BM9 13704000.000000000000 PA USD 15302324.930000000000 0.0290624151 Long DBT CORP US N 2 2030-04-01 Fixed 3.62500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP SR UNSEC 3.5% 04-01-25 38141GXJ8 35500000.000000000000 PA USD 36063172.000000000000 0.0684917409 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.7435% 02-06-19/02-06-29 LCH N/A 1.000000000000 NC USD -54172099.590000000000 -0.1028844997 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2029-02-06 0.000000000000 USD 0.000000000000 USD 301183000.000000000000 USD -54172099.590000000000 N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.874% 02-06-19/02-06-39 LCH N/A 1.000000000000 NC USD 5022885.930000000000 0.0095395436 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2039-02-06 0.000000000000 USD 0.000000000000 USD 13900000.000000000000 USD 5022885.930000000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.0 ZS4754 02-01-48 3132A5H73 11982073.170000000000 PA USD 12640643.860000000000 0.0240073087 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 4.5 ZA7009 05-01-49 31329QYE5 2549774.300000000000 PA USD 2745670.910000000000 0.0052146212 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 4.50000000 N N N N N N KIMCO REALTY CORP 549300EA7I6T15IBYS12 KIMCO REALTY CORP SR UNSEC 3.125% 06-01-23 49446RAK5 3175000.000000000000 PA USD 3049063.630000000000 0.0057908294 Long DBT CORP US N 2 2023-06-01 Fixed 3.12500000 N N N N N N KIMCO REALTY CORP 549300EA7I6T15IBYS12 KIMCO REALTY CORP SR UNSEC 3.3% 02-01-25 49446RAU3 5000000.000000000000 PA USD 5041720.000000000000 0.0095753136 Long DBT CORP US N 2 2025-02-01 Fixed 3.30000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX GBP 1.5877% 02-05-19/02-05-39 LCH N/A 1.000000000000 NC -1588498.280000000000 -0.0030169008 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2039-02-05 0.000000000000 GBP 0.000000000000 GBP 7300000.000000000000 GBP -1588498.280000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX GBP 1.5872% 02-05-19/02-05-39 LCH N/A 1.000000000000 NC -924327.090000000000 -0.0017554965 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2039-02-05 0.000000000000 GBP 0.000000000000 GBP 4250000.000000000000 GBP -924327.090000000000 N N N N/A N/A EUR FWD SALE TO USD 4/20/2020 N/A 1.000000000000 NC N/A -12731.110000000000 -0.0000241791 N/A DFE NUSS N/A N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 4656000.000000000000 EUR 5126395.680000000000 USD 2020-04-20 -12731.110000000000 N N N N/A N/A EUR FWD SALE TO USD 4/27/2020 N/A 1.000000000000 NC N/A -39270.500000000000 -0.0000745831 N/A DFE NUSS N/A N 2 BANK OF NEW YORK MELLON/THE HPFHU0OQ28E4N0NFVK49 1650000.000000000000 EUR 1782513.150000000000 USD 2020-04-27 -39270.500000000000 N N N N/A N/A EUR FWD SALE TO USD 4/28/2020 N/A 1.000000000000 NC N/A -92509.050000000000 -0.0001756946 N/A DFE NUSS N/A N 2 BANK OF NEW YORK MELLON/THE HPFHU0OQ28E4N0NFVK49 3960000.000000000000 EUR 4279968.000000000000 USD 2020-04-28 -92509.050000000000 N N N N/A N/A EUR FWD SALE TO USD 4/29/2020 N/A 1.000000000000 NC N/A -136149.280000000000 -0.0002585768 N/A DFE NUSS N/A N 2 BANK OF NEW YORK MELLON/THE HPFHU0OQ28E4N0NFVK49 6221000.000000000000 EUR 6733143.830000000000 USD 2020-04-29 -136149.280000000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.5 ZT1709 02-01-49 3132AD3S5 1163892.910000000000 PA USD 1231381.240000000000 0.0023386585 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 CA1189 02-01-48 3140Q8KB0 4718817.250000000000 PA USD 5020510.110000000000 0.0095350314 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 3.50000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 KINDER MORGAN INC SR UNSEC 3.15% 01-15-23 49456BAM3 1280000.000000000000 PA USD 1269264.640000000000 0.0024106073 Long DBT CORP US N 2 2023-01-15 Fixed 3.15000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 KINDER MORGAN SR UNSEC 5.2% 03-01-48 49456BAQ4 9024000.000000000000 PA USD 9574491.070000000000 0.0181840233 Long DBT CORP US N 2 2048-03-01 Fixed 5.20000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 GENERAL ELEC CORP SR UNSEC 2.7% 10-09-22 369604BD4 1000000.000000000000 PA USD 984893.000000000000 0.0018705242 Long DBT CORP US N 2 2022-10-09 Fixed 2.70000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 GENERAL ELEC CORP SR UNSEC 4.125% 10-09-42 369604BF9 40000.000000000000 PA USD 37996.600000000000 0.0000721637 Long DBT CORP US N 2 2042-10-09 Fixed 4.12500000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 COSTCO WHOLESALE CORP SR UNSEC 2.3% 05-18-22 22160KAK1 3500000.000000000000 PA USD 3568722.500000000000 0.0067777736 Long DBT CORP US N 2 2022-05-18 Fixed 2.30000000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 COSTCO WHOLESALE CORP SR UNSEC 2.75% 05-18-24 22160KAL9 14500000.000000000000 PA USD 15249679.000000000000 0.0289624291 Long DBT CORP US N 2 2024-05-18 Fixed 2.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 FM1437 09-01-48 3140X4S31 887218.680000000000 PA USD 947913.310000000000 0.0018002918 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCI UMBS 2.5 SB8015 11-01-34 3132D53Y6 13250332.870000000000 PA USD 13779060.900000000000 0.0261694082 Long ABS-MBS USGA US N 2 2034-11-01 Fixed 2.50000000 N N N N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V. N/A SIEMENS 144A LIFE SR UNSEC 2.7% 03-16-22 82620KAR4 29620000.000000000000 PA USD 29488368.720000000000 0.0560047716 Long DBT CORP NL Y 2 2022-03-16 Fixed 2.70000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SR SEC 1ST LIEN 4.0% 04-01-47 842400GG2 9450000.000000000000 PA USD 9885163.050000000000 0.0187740564 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 KINDER MORGAN SR UNSEC 4.3% 03-01-28 49456BAP6 10000000.000000000000 PA USD 9837480.000000000000 0.0186834960 Long DBT CORP US N 2 2028-03-01 Fixed 4.30000000 N N N N N N KB HOME 549300LGUCWQURMWLG09 KB HOME SR UNSEC 6.875% 06-15-27 48666KAX7 5000000.000000000000 PA USD 5042715.000000000000 0.0095772033 Long DBT CORP US N 2 2027-06-15 Fixed 6.87500000 N N N N N N N/A N/A EUR FWD SALE TO USD 4/27/2020 N/A 1.000000000000 NC N/A -284200.000000000000 -0.0005397571 N/A DFE NUSS N/A N 2 BANK OF NEW YORK MELLON/THE HPFHU0OQ28E4N0NFVK49 13200000.000000000000 EUR 14290069.200000000000 USD 2020-04-27 -284200.000000000000 N N N N/A N/A EUR FWD PUR FROM USD 5/6/2020 N/A 1.000000000000 NC N/A 27486.600000000000 0.0000522030 N/A DFE NUSS N/A N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 1375238.550000000000 USD 1270000.000000000000 EUR 2020-05-06 27486.600000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 2.5 MA3827 11-01-34 31418DHD7 62359719.720000000000 PA USD 64842634.320000000000 0.1231501463 Long ABS-MBS USGA US N 2 2034-11-01 Fixed 2.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 4.5 ZA6269 01-01-49 31329P6E8 2168483.690000000000 PA USD 2334951.680000000000 0.0044345768 Long ABS-MBS USGA US N 2 2049-01-01 Fixed 4.50000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 GMAC (ALLY) SR UNSEC 8.0% 11-01-31 370425RZ5 10769000.000000000000 PA USD 12270930.890000000000 0.0233051441 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T CORP SR UNSEC 4.5% 03-09-48 00206RDJ8 15070000.000000000000 PA USD 16434513.150000000000 0.0312126847 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N STATE GRID OVERSEAS INVESTMENT (2016) LTD 3003006V8BHG5158QO96 STATE GRID OF CHINA 144A LIFE SR UNSEC 3.5% 05-04-27 857006AG5 2000000.000000000000 PA USD 2143184.000000000000 0.0040703686 Long DBT CORP VG Y 2 2027-05-04 Fixed 3.50000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 SHERWIN-WILLIAMS SR UNSEC 2.75% 06-01-22 824348AU0 212000.000000000000 PA USD 211673.520000000000 0.0004020137 Long DBT CORP US N 2 2022-06-01 Fixed 2.75000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 SUZANO AUSTRIA GMBH SR UNSEC 6.0% 01-15-29 86964WAF9 3500000.000000000000 PA USD 3293650.500000000000 0.0062553526 Long DBT CORP AT N 2 2029-01-15 Fixed 6.00000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SEC SER E 5.55% 01-15-37 842400FF5 5300000.000000000000 PA USD 5679813.900000000000 0.0107871915 Long DBT CORP US N 2 2037-01-15 Fixed 5.55000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.367% 03-28-19/03-28-21 LCH N/A 1.000000000000 NC USD -23844639.200000000000 -0.0452861121 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-03-28 0.000000000000 USD 0.000000000000 USD 1386800000.000000000000 USD -23844639.200000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.4775% 04-04-19/04-04-29 LCH N/A 1.000000000000 NC USD -3811478.400000000000 -0.0072388195 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2029-04-04 0.000000000000 USD 0.000000000000 USD 24000000.000000000000 USD -3811478.400000000000 N N N N/A N/A EUR FWD SALE TO USD 5/6/2020 N/A 1.000000000000 NC N/A -1585349.320000000000 -0.0030109203 N/A DFE NUSS N/A N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 73250000.000000000000 EUR 79319861.250000000000 USD 2020-05-06 -1585349.320000000000 N N N N/A N/A EUR FWD PUR FROM USD 4/27/2020 N/A 1.000000000000 NC N/A 54077.410000000000 0.0001027047 N/A DFE NUSS N/A N 2 JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 3158886.480000000000 USD 2910000.000000000000 EUR 2020-04-27 54077.410000000000 N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 SILGAN HOLDINGS 144A SR UNSEC 4.125% 02-01-28 827048AV1 2500000.000000000000 PA USD 2325000.000000000000 0.0044156764 Long DBT CORP US Y 2 2028-02-01 Fixed 4.12500000 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 SHELL INTL FINANCE SR UNSEC 2.0% 11-07-24 822582CC4 6500000.000000000000 PA USD 6474247.000000000000 0.0122959913 Long DBT CORP NL N 2 2024-11-07 Fixed 2.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 BN6006 03-01-49 3140JNU81 9748.920000000000 PA USD 10499.970000000000 0.0000199417 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.0 SD7507 11-01-49 3132DVKU8 74785847.600000000000 PA USD 78908118.310000000000 0.1498635338 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 AMERICAN ELECTRIC POWER SR UNSEC 4.3% 12-01-28 025537AM3 10000000.000000000000 PA USD 10679680.000000000000 0.0202830155 Long DBT CORP US N 2 2028-12-01 Fixed 4.30000000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 CANADIAN NATURAL RESOURCES SR UNSEC 3.85% 06-01-27 136385AX9 33595000.000000000000 PA USD 26656523.870000000000 0.0506264875 Long DBT CORP CA N 2 2027-06-01 Fixed 3.85000000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 CANADIAN NATURAL RESOURCES SR UNSEC 2.95% 01-15-23 136385AW1 14820000.000000000000 PA USD 12854823.540000000000 0.0244140821 Long DBT CORP CA N 2 2023-01-15 Fixed 2.95000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 SHERWIN-WILLIAMS SR UNSEC 3.125% 06-01-24 824348AV8 6500000.000000000000 PA USD 6478121.000000000000 0.0123033488 Long DBT CORP US N 2 2024-06-01 Fixed 3.12500000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 SHERWIN-WILLIAMS SR UNSEC 3.45% 06-01-27 824348AW6 112000.000000000000 PA USD 115054.460000000000 0.0002185132 Long DBT CORP US N 2 2027-06-01 Fixed 3.45000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.493% 04-08-19/04-08-29 LCH N/A 1.000000000000 NC USD -4411737.000000000000 -0.0083788400 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2029-04-08 0.000000000000 USD 0.000000000000 USD 27500000.000000000000 USD -4411737.000000000000 N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.7055% 04-17-19/04-17-39 LCH N/A 1.000000000000 NC USD 14000394.770000000000 0.0265897690 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2039-04-17 0.000000000000 USD 0.000000000000 USD 41900000.000000000000 USD 14000394.770000000000 N N N ALEXANDRIA REAL ESTATE EQ INC MGCJBT4MKTQBVLNUIS88 ALEXANDRIA REAL ESTATE EQUITIES SR UNSEC 3.95% 01-15-28 015271AK5 1070000.000000000000 PA USD 1098337.880000000000 0.0020859805 Long DBT CORP US N 2 2028-01-15 Fixed 3.95000000 N N N N N N ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC 6354001JXMLKNZDZR978 ARDAGH PACKAGING FINANCE 144A LIFE SR SEC 1ST LIEN 4.25% 09-15-22 03969AAM2 2500000.000000000000 PA USD 2515572.500000000000 0.0047776147 Long DBT CORP IE Y 2 2022-09-15 Fixed 4.25000000 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 SHELL INTL FINANCE SR UNSEC 2.375% 11-07-29 822582CD2 23374000.000000000000 PA USD 23294014.170000000000 0.0442403564 Long DBT CORP NL N 2 2029-11-07 Fixed 2.37500000 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 SHELL INTL FINANCE SR UNSEC 3.125% 11-07-49 822582CE0 15310000.000000000000 PA USD 15347754.460000000000 0.0291486956 Long DBT CORP NL N 2 2049-11-07 Fixed 3.12500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.0 CA4534 11-01-49 3140QCBC9 3212499.640000000000 PA USD 3392540.970000000000 0.0064431669 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.0 QA4673 11-01-49 31346YFN8 12989134.880000000000 PA USD 13745141.500000000000 0.0261049879 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (NEW YORK BRANCH) JHE42UYNWWTJB8YTTU19 AUST & NZ BK SR UNSEC 2.625% 05-19-22 05253JAS0 15000000.000000000000 PA USD 15229995.000000000000 0.0289250450 Long DBT CORP US N 2 2022-05-19 Fixed 2.62500000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 ASTRAZENECA PLC SR UNSEC 2.375% 06-12-22 046353AQ1 14650000.000000000000 PA USD 14770628.100000000000 0.0280526082 Long DBT CORP GB N 2 2022-06-12 Fixed 2.37500000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 SHERWIN-WILLIAMS SR UNSEC 4.5% 06-01-47 824348AX4 2601000.000000000000 PA USD 2839659.960000000000 0.0053931267 Long DBT CORP US N 2 2047-06-01 Fixed 4.50000000 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 5.875% 06-30-26 785592AV8 33750000.000000000000 PA USD 32211000.000000000000 0.0611756355 Long DBT CORP US N 2 2026-06-30 Fixed 5.87500000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 SO CAL GAS SEC 2.55% 02-01-30 842434CU4 20175000.000000000000 PA USD 19765911.530000000000 0.0375397287 Long DBT CORP US N 2 2030-02-01 Fixed 2.55000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SEC 3.65% 02-01-50 842400GT4 58552000.000000000000 PA USD 57142536.260000000000 0.1085259995 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N N/A N/A GBP FWD PUR FROM USD 4/3/2020 N/A 1.000000000000 NC N/A -126458.980000000000 -0.0002401729 N/A DFE NUSS N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2685282.100000000000 USD 2060000.000000000000 GBP 2020-04-03 -126458.980000000000 N N N N/A N/A GBP FWD SALE TO USD 4/3/2020 N/A 1.000000000000 NC N/A 30080.050000000000 0.0000571285 N/A DFE NUSS N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 490000.000000000000 GBP 638732.150000000000 USD 2020-04-03 30080.050000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 MA3897 01-01-35 31418DKK7 26513508.720000000000 PA USD 27787482.810000000000 0.0527744224 Long ABS-MBS USGA US N 2 2035-01-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNMDI3 3.5 BF0318 08-01-48 3140FXK84 97072359.380000000000 PA USD 104747094.260000000000 0.1989373214 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 3.50000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 CENTENE CORP SR UNSEC 4.75% 05-15-22 15135BAD3 2500000.000000000000 PA USD 2525850.000000000000 0.0047971339 Long DBT CORP US N 2 2022-05-15 Fixed 4.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSEC 3.668% 07-24-28 172967LP4 3275000.000000000000 PA USD 3400078.800000000000 0.0064574829 Long DBT CORP US N 2 2028-07-24 Variable 3.6680000000000000 N N N N N N ENERGY TRANSFER OPERATING LP 5493008K8W3OKZE54J59 ENERGY TRANSFER OPERATING SR UNSEC 5.0% 05-15-50 29278NAR4 55000000.000000000000 PA USD 42889330.000000000000 0.0814560871 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.566% 04-24-19/04-24-29 LCH N/A 1.000000000000 NC USD -7544245.500000000000 -0.0143281492 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2029-04-24 0.000000000000 USD 0.000000000000 USD 45000000.000000000000 USD -7544245.500000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.5525% 04-25-19/04-25-29 LCH N/A 1.000000000000 NC USD -6059722.760000000000 -0.0115087203 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2029-04-25 0.000000000000 USD 0.000000000000 USD 36400000.000000000000 USD -6059722.760000000000 N N N AES CORP (THE) 2NUNNB7D43COUIRE5295 AES CORP SR UNSEC 5.125% 09-01-27 00130HBY0 2000000.000000000000 PA USD 2016060.000000000000 0.0038289327 Long DBT CORP US N 2 2027-09-01 Fixed 5.12500000 N N N N N N ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC N/A ALBERTSONS SR UNSEC 6.625% 06-15-24 013093AB5 1525000.000000000000 PA USD 1559266.750000000000 0.0029613838 Long DBT CORP US N 2 2024-06-15 Fixed 6.62500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT SR UNSEC 6.125% 02-01-25 26884LAH2 16562000.000000000000 PA USD 12878611.200000000000 0.0244592600 Long DBT CORP US N 2 2025-02-01 Fixed 6.12500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT SR UNSEC 7.0% 02-01-30 26884LAG4 15000000.000000000000 PA USD 11287800.000000000000 0.0214379665 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N AVANTOR INC 5493003VM0XB4U8YD238 AVANTOR INC 144A LIFE 1ST LIEN 6.0% 10-01-24 05352AAA8 5243000.000000000000 PA USD 5525886.070000000000 0.0104948493 Long DBT CORP US Y 2 2024-10-01 Fixed 6.00000000 N N N N N N AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP RDKVCX5HITZ2GPIR7153 AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 3.625% 11-15-27 024836AD0 20865000.000000000000 PA USD 20863309.940000000000 0.0396239249 Long DBT CORP US N 2 2027-11-15 Fixed 3.62500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 COMCAST CORP SR UNSEC 4.0% 08-15-47 20030NBZ3 2330000.000000000000 PA USD 2734625.470000000000 0.0051936435 Long DBT CORP US N 2 2047-08-15 Fixed 4.00000000 N N N N N N CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP N/A CHARTER COMM CCO 144A SR UNSEC 5.0% 02-01-28 1248EPBX0 9250000.000000000000 PA USD 9338430.000000000000 0.0177356925 Long DBT CORP US Y 2 2028-02-01 Fixed 5.00000000 N N N N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 ENGIE ENERGIA CHILE SA 144A LIFE SR UNSEC 3.4% 01-28-30 29287TAA7 1458000.000000000000 PA USD 1253151.000000000000 0.0023800040 Long DBT CORP CL Y 2 2030-01-28 Fixed 3.40000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 ENTERGY LA LLC SEC 2.9% 03-15-51 29364WBD9 10000000.000000000000 PA USD 8853530.000000000000 0.0168147628 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.321% 05-02-19/05-02-22 LCH N/A 1.000000000000 NC USD -18162218.690000000000 -0.0344939701 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-05-02 0.000000000000 USD 0.000000000000 USD 469700000.000000000000 USD -18162218.690000000000 N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.314% 05-09-19/05-09-24 LCH N/A 1.000000000000 NC USD 42938938.660000000000 0.0815503046 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2024-05-09 0.000000000000 USD 0.000000000000 USD 571400000.000000000000 USD 42938938.660000000000 N N N SPRINT CORP 549300ZTTY7CXOLJ6539 SPRINT 144A LIFE SR UNSEC 7.25% 02-01-28 85207UAL9 850000.000000000000 PA USD 857437.500000000000 0.0016284587 Long DBT CORP US Y 2 2028-02-01 Fixed 7.25000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 SHERWIN-WILLIAMS SR UNSEC 2.3% 05-15-30 824348BL9 5882000.000000000000 PA USD 5562942.670000000000 0.0105652278 Long DBT CORP US N 2 2030-05-15 Fixed 2.30000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.293% 05-10-19/05-10-24 LCH N/A 1.000000000000 NC USD -5459516.470000000000 -0.0103687992 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2024-05-10 0.000000000000 USD 0.000000000000 USD 73450000.000000000000 USD -5459516.470000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.312% 05-23-19/05-23-21 LCH N/A 1.000000000000 NC USD -6235216.800000000000 -0.0118420214 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-05-23 0.000000000000 USD 0.000000000000 USD 318000000.000000000000 USD -6235216.800000000000 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 AMERICAN EXPRESS SR UNSEC 3.0% 10-30-24 025816BR9 20000000.000000000000 PA USD 20672520.000000000000 0.0392615737 Long DBT CORP US N 2 2024-10-30 Fixed 3.00000000 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 AMERICAN HONDA FINANCE CORP SR UNSEC 2.6% 11-16-22 02665WCA7 3000000.000000000000 PA USD 2971131.000000000000 0.0056428185 Long DBT CORP US N 2 2022-11-16 Fixed 2.60000000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 AXA EQUITABLE HOLDINGS I SR UNSEC 3.9% 04-20-23 054561AC9 5575000.000000000000 PA USD 5562171.930000000000 0.0105637640 Long DBT CORP US N 2 2023-04-20 Fixed 3.90000000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 AXA EQUITABLE HOLDINGS I SR UNSEC 5.0% 04-20-48 054561AM7 13935000.000000000000 PA USD 13223841.210000000000 0.0251149263 Long DBT CORP US N 2 2048-04-20 Fixed 5.00000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 SIRIUS 144A LIFE SR UNSEC 3.875% 08-01-22 82967NAY4 2500000.000000000000 PA USD 2509322.500000000000 0.0047657446 Long DBT CORP US Y 2 2022-08-01 Fixed 3.87500000 N N N N N N SAN DIEGO GAS & ELECTRIC CO KNIRVXKVNJJ4P8OTMS63 SAN DIEGO GAS & ELECTRIC SEC 3.75% 06-01-47 797440BV5 5005000.000000000000 PA USD 5095625.540000000000 0.0096776918 Long DBT CORP US N 2 2047-06-01 Fixed 3.75000000 N N N N N N COBANK ACB P0J8I7M2E0A77CKF1705 COBANK ACB PFD CL E 144A NON-CUM FIXED TO FLOATING PERPETUAL 19075Q607 6250.000000000000 NS USD 3187500.000000000000 0.0060537499 Long EP CORP US N 2 N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 SHERWIN-WILLIAMS SR UNSEC 3.3% 05-15-50 824348BM7 1700000.000000000000 PA USD 1615523.600000000000 0.0030682277 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SEC 2.25% 06-01-30 842400GU1 10000000.000000000000 PA USD 9343240.000000000000 0.0177448277 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 EXXON MOBIL CORP SR UNSEC 4.327% 03-19-50 30231GBG6 1490000.000000000000 PA USD 1828200.200000000000 0.0034721464 Long DBT CORP US N 2 2050-03-19 Fixed 4.32700000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 EXELON CORP SR UNSEC 4.05% 04-15-30 30161NAX9 17725000.000000000000 PA USD 17590378.630000000000 0.0334079225 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.6785% 09-04-15/09-04-45 LCH N/A 1.000000000000 NC USD -19097014.500000000000 -0.0362693489 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2045-09-04 0.000000000000 USD 0.000000000000 USD 45000000.000000000000 USD -19097014.500000000000 N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.523% 12-08-15/12-08-35 LCH N/A 1.000000000000 NC USD 1285419.500000000000 0.0024412888 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2035-12-08 0.000000000000 USD 0.000000000000 USD 5000000.000000000000 USD 1285419.500000000000 N N N N/A N/A GBP FWD SALE TO USD 4/7/2020 N/A 1.000000000000 NC N/A 968765.980000000000 0.0018398955 N/A DFE NUSS N/A N 2 BANK OF NEW YORK MELLON/THE HPFHU0OQ28E4N0NFVK49 18830000.000000000000 GBP 24359580.140000000000 USD 2020-04-07 968765.980000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 FM1886 06-01-49 3140X5CY7 24366010.170000000000 PA USD 25752704.170000000000 0.0489099390 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.0 CA4858 12-01-49 3140QCMG8 283860303.960000000000 PA USD 299068971.330000000000 0.5679964729 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3.00000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.381% 05-31-19/05-31-49 LCH N/A 1.000000000000 NC USD -5758324.100000000000 -0.0109362993 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2049-05-31 0.000000000000 USD 0.000000000000 USD 14500000.000000000000 USD -5758324.100000000000 N N N RISKLESS ISSUER N/A IRS RECFIX MXN 7.79% 06-07-19/05-31-24 CME N/A 1.000000000000 NC 2968471.280000000000 0.0056377671 N/A DIR CORP US N 2 CME Group LCZ7XYGSLJUHFXXNXD88 Y 2024-05-31 0.000000000000 MXN 0.000000000000 MXN 1150000000.000000000000 MXN 2968471.280000000000 N N N SUNOCO LOGISTICS PARTNERS OPERATIONS LP 5493006LL0CKP8WQW329 SUNOCO LOGISTICS PARTNER SR UNSEC 5.4% 10-01-47 86765BAV1 37806000.000000000000 PA USD 30150549.640000000000 0.0572623959 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N SACI FALABELLA 5493004CKJQ7H391LM41 SACI FALABELLA 144A LIFE SR UNSEC 3.75% 10-30-27 78386FAD8 8295000.000000000000 PA USD 7133923.970000000000 0.0135488601 Long DBT CORP CL Y 2 2027-10-30 Fixed 3.75000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.57067% 11-09-15/11-09-45 LCH N/A 1.000000000000 NC USD -5288989.200000000000 -0.0100449311 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2045-11-09 0.000000000000 USD 0.000000000000 USD 13200000.000000000000 USD -5288989.200000000000 N N N VICI PROPERTIES LP/VICI NOTE CO INC N/A VICI PROPERTIES LP SR UNSEC 144A LIFE 3.5% 02-15-25 92564RAC9 2175000.000000000000 PA USD 2021390.630000000000 0.0038390567 Long DBT CORP US Y 2 2025-02-15 Fixed 3.50000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 EXELON CORP SR UNSEC 4.7% 04-15-50 30161NAY7 2850000.000000000000 PA USD 2989042.950000000000 0.0056768372 Long DBT CORP US N 2 2050-04-15 Fixed 4.70000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 ESSEX PORTFOLIO LP SR UNSEC 3.875% 05-01-24 29717PAN7 5500000.000000000000 PA USD 5522825.000000000000 0.0104890357 Long DBT CORP US N 2 2024-05-01 Fixed 3.87500000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 3.219% 01-09-22 345397XA6 1427000.000000000000 PA USD 1337812.500000000000 0.0025407944 Long DBT CORP US N 2 2022-01-09 Fixed 3.21900000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 4.134% 08-04-25 345397XL2 400000.000000000000 PA USD 356800.000000000000 0.0006776401 Long DBT CORP US N 2 2025-08-04 Fixed 4.13400000 N N N N N N RISKLESS ISSUER N/A IRS RECFIX USD 1.8475% 07-11-19/07-11-22 LCH N/A 1.000000000000 NC USD 6649403.740000000000 0.0126286517 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-07-11 0.000000000000 USD 0.000000000000 USD 210200000.000000000000 USD 6649403.740000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 1.995% 07-19-19/07-19-29 LCH N/A 1.000000000000 NC USD -3267860.750000000000 -0.0062063723 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2029-07-19 0.000000000000 USD 0.000000000000 USD 27500000.000000000000 USD -3267860.750000000000 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 3.157% 08-04-20 345397XK4 18661000.000000000000 PA USD 18290579.150000000000 0.0347377543 Long DBT CORP US N 2 2020-08-04 Fixed 3.15700000 N N N N N N ORANGE 969500MCOONR8990S771 FRANCE TELECOM (ORANGE) SR UNSEC 9.0% 03-01-31 35177PAL1 2300000.000000000000 PA USD 3497120.100000000000 0.0066417852 Long DBT CORP FR N 2 2031-03-01 Variable 9.0000000000000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS SR UNSEC 3.15% 03-22-30 92343VFE9 18575000.000000000000 PA USD 20017144.430000000000 0.0380168741 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS SR UNSEC 4.0% 03-22-50 92343VFD1 8400000.000000000000 PA USD 10014984.000000000000 0.0190206144 Long DBT CORP US N 2 2050-03-22 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCN UMBS 2.5 MA2776 10-01-26 31418CCN2 8829703.570000000000 PA USD 9178185.480000000000 0.0174313536 Long ABS-MBS USGA US N 2 2026-10-01 Fixed 2.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGCI 2.5 G15537 06-01-28 3128MELS8 6073726.360000000000 PA USD 6320720.520000000000 0.0120044114 Long ABS-MBS USGA US N 2 2028-06-01 Fixed 2.50000000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI BK SR UNSEC 3.102% 01-17-23 86562MAX8 28940000.000000000000 PA USD 29013739.120000000000 0.0551033476 Long DBT CORP JP N 2 2023-01-17 Fixed 3.10200000 N N N N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 SILGAN HOLDINGS SR UNSEC 4.75% 03-15-25 827048AU3 5000000.000000000000 PA USD 4868725.000000000000 0.0092467587 Long DBT CORP US N 2 2025-03-15 Fixed 4.75000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 STATE STREET CORP 144A SR UNSEC 2.825% 03-30-23 857477BH5 4150000.000000000000 PA USD 4190711.500000000000 0.0079590649 Long DBT CORP US Y 2 2023-03-30 Variable 2.8250000000000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 STATE STREET CORP 144A SR UNSEC 3.152% 03-30-31 857477BK8 2750000.000000000000 PA USD 2827423.500000000000 0.0053698870 Long DBT CORP US Y 2 2031-03-30 Variable 3.1520000000000000 N N N N N N WILLIAMS PARTNERS LP WUURD1P1N0874ONXXO03 WILLIAMS PARTNERS LP SR UNSEC 5.1% 09-15-45 96949LAC9 1626000.000000000000 PA USD 1551026.770000000000 0.0029457343 Long DBT CORP US N 2 2045-09-15 Fixed 5.10000000 N N N N N N WEA FINANCE LLC /WESTFIELD UK & EUROPE FINANCE PLC N/A WEA FINANCE LLC 144A LIFE SR UNSEC 3.25% 10-05-20 92890HAE2 11935000.000000000000 PA USD 11818263.770000000000 0.0224454316 Long DBT CORP US Y 2 2020-10-05 Fixed 3.25000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO CO SR UNSEC 2.5% 03-04-21 949746RS2 13500000.000000000000 PA USD 13514040.000000000000 0.0256660764 Long DBT CORP US N 2 2021-03-04 Fixed 2.50000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO CO SR UNSEC 3.0% 04-22-26 949746RW3 75000.000000000000 PA USD 77367.000000000000 0.0001469366 Long DBT CORP US N 2 2026-04-22 Fixed 3.00000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO CO SR UNSEC 2.1% 07-26-21 949746SA0 41300000.000000000000 PA USD 41274104.900000000000 0.0783884263 Long DBT CORP US N 2 2021-07-26 Fixed 2.10000000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 WEA FINANCE LLC 144A LIFE SR UNSEC 3.15% 04-05-22 92928QAC2 32440000.000000000000 PA USD 31586860.440000000000 0.0599902599 Long DBT CORP US Y 2 2022-04-05 Fixed 3.15000000 N N N N N N WESTLAKE CHEMICAL CORP GOXNEVUM0LL78B1OS344 WESTLAKE CHEMICAL CORP SR UNSEC 5.0% 08-15-46 960413AS1 7090000.000000000000 PA USD 6776877.240000000000 0.0128707514 Long DBT CORP US N 2 2046-08-15 Fixed 5.00000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO CO SR UNSEC 2.625% 07-22-22 95000U2B8 16000000.000000000000 PA USD 16208544.000000000000 0.0307835205 Long DBT CORP US N 2 2022-07-22 Fixed 2.62500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGCI 2.5 G15975 04-01-29 3128ME2G5 11200272.470000000000 PA USD 11655910.750000000000 0.0221370882 Long ABS-MBS USGA US N 2 2029-04-01 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.0 BM5632 12-01-47 3140JAHJ0 57312221.660000000000 PA USD 60489381.980000000000 0.1148823813 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 ANHEUSER-BUSCH INBEV SR UNSEC 5.55% 01-23-49 03523TBV9 41912000.000000000000 PA USD 49513998.560000000000 0.0940377613 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 ANHEUSER-BUSCH INBEV SR UNSEC 4.75% 01-23-29 035240AQ3 36001000.000000000000 PA USD 39663813.740000000000 0.0753301361 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 STARBUCKS CORP SR UNSEC 3.1% 03-01-23 855244AN9 15237000.000000000000 PA USD 15690224.570000000000 0.0297991202 Long DBT CORP US N 2 2023-03-01 Fixed 3.10000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SR SEC 1ST LIEN SER C 4.125% 03-01-48 842400GK3 20385000.000000000000 PA USD 21873043.850000000000 0.0415416273 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SR SEC 1ST LIEN SER A 2.9% 03-01-21 842400GH0 17301000.000000000000 PA USD 17257661.000000000000 0.0327760200 Long DBT CORP US N 2 2021-03-01 Fixed 2.90000000 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 SANTANDER HOLDINGS USA SR UNSEC 3.4% 01-18-23 80282KAS5 17000000.000000000000 PA USD 16816706.000000000000 0.0319385513 Long DBT CORP US N 2 2023-01-18 Fixed 3.40000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 3.2% 01-15-21 345397XQ1 9415000.000000000000 PA USD 9144318.750000000000 0.0173670333 Long DBT CORP US N 2 2021-01-15 Fixed 3.20000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 3.096% 05-04-23 345397XZ1 18127000.000000000000 PA USD 16133030.000000000000 0.0306401032 Long DBT CORP US N 2 2023-05-04 Fixed 3.09600000 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST MBALT_20-A N/A MBALT 20-A A2 1.82% 03-15-22/04-15-21 58770FAB8 12731000.000000000000 PA USD 12759160.970000000000 0.0242323983 Long ABS-O CORP US N 2 2022-03-15 Fixed 1.82000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-B N/A NAROT 19-B A3 2.5% 11-15-23/09-15-22 65479HAC1 2115000.000000000000 PA USD 2147835.380000000000 0.0040792026 Long ABS-O CORP US N 2 2023-11-15 Fixed 2.50000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 1.62105% 08-07-19/08-07-29 LCH N/A 1.000000000000 NC USD -14331419.700000000000 -0.0272184567 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2029-08-07 0.000000000000 USD 0.000000000000 USD 169000000.000000000000 USD -14331419.700000000000 N N N RISKLESS ISSUER N/A IRS RECFIX USD 1.63521% 08-08-19/08-08-29 LCH N/A 1.000000000000 NC USD 6639553.560000000000 0.0126099441 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2029-08-08 0.000000000000 USD 0.000000000000 USD 77090000.000000000000 USD 6639553.560000000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.5 ZA5447 05-01-48 31329PBQ5 26387538.600000000000 PA USD 27901550.010000000000 0.0529910606 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.5 ZT1544 12-01-48 3132ADWD6 64430578.500000000000 PA USD 68353176.550000000000 0.1298174231 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 3.50000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FIRSTENERGY CORP SR UNSEC 7.375% 11-15-31 337932AC1 8895000.000000000000 PA USD 11975987.840000000000 0.0227449836 Long DBT CORP US N 2 2031-11-15 Fixed 7.37500000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 3.336% 03-18-21 345397XW8 4500000.000000000000 PA USD 4320000.000000000000 0.0082046116 Long DBT CORP US N 2 2021-03-18 Fixed 3.33600000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 1.934% 12-12-19/12-12-49 LCH N/A 1.000000000000 NC USD -9270011.820000000000 -0.0176057516 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2049-12-12 0.000000000000 USD 0.000000000000 USD 32700000.000000000000 USD -9270011.820000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 1.935% 12-17-19/12-17-49 LCH N/A 1.000000000000 NC USD -11858915.460000000000 -0.0225226379 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2049-12-17 0.000000000000 USD 0.000000000000 USD 41790000.000000000000 USD -11858915.460000000000 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 STATE STREET CORP 144A SR UNSEC 2.901% 03-30-26 857477BJ1 4500000.000000000000 PA USD 4610344.500000000000 0.0087560385 Long DBT CORP US Y 2 2026-03-30 Variable 2.9010000000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SEC 5.95% 02-01-38 842400FH1 11255000.000000000000 PA USD 13119548.320000000000 0.0249168516 Long DBT CORP US N 2 2038-02-01 Fixed 5.95000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SEC SER B 3.65% 03-01-28 842400GJ6 5000000.000000000000 PA USD 5110475.000000000000 0.0097058941 Long DBT CORP US N 2 2028-03-01 Fixed 3.65000000 N N N N N N SPRINGLEAF FINANCE CORP 5493008I795YYBFWFU90 SPRINGLEAF FIN CORP SR UNSEC 7.125% 03-15-26 85172FAN9 7800000.000000000000 PA USD 7678125.000000000000 0.0145824152 Long DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.007% 12-19-19/12-19-49 LCH N/A 1.000000000000 NC USD -7937706.580000000000 -0.0150754166 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2049-12-19 0.000000000000 USD 0.000000000000 USD 26200000.000000000000 USD -7937706.580000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.068% 12-24-19/12-24-49 LCH N/A 1.000000000000 NC USD -17363855.210000000000 -0.0329777057 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2049-12-24 0.000000000000 USD 0.000000000000 USD 54390000.000000000000 USD -17363855.210000000000 N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SEC 6.05% 03-15-39 842400FL2 2411000.000000000000 PA USD 2970057.860000000000 0.0056407804 Long DBT CORP US N 2 2039-03-15 Fixed 6.05000000 N N N N N N TREEHOUSE FOODS INC 5493007M7EVHE470Q576 TREEHOUSE FOODS 144A LIFE SR UNSEC 6.0% 02-15-24 89469AAC8 2420000.000000000000 PA USD 2416962.900000000000 0.0045903338 Long DBT CORP US Y 2 2024-02-15 Fixed 6.00000000 N N N N N N CROWN AMERICAS LLC RPPGGRL1J75WGF2DFO04 CROWN HOLDINGS SR UNSEC 4.25% 09-30-26 22819KAB6 4000000.000000000000 PA USD 3974172.000000000000 0.0075478097 Long DBT CORP US N 2 2026-09-30 Fixed 4.25000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 2.997% 12-14-23 225401AD0 32850000.000000000000 PA USD 32023658.250000000000 0.0608198331 Long DBT CORP CH Y 2 2023-12-14 Variable 2.9970000000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SEC 3.4% 06-01-23 842400GL1 8139000.000000000000 PA USD 8350817.480000000000 0.0158600033 Long DBT CORP US N 2 2023-06-01 Fixed 3.40000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SEC 3.7% 08-01-25 842400GN7 2475000.000000000000 PA USD 2552482.350000000000 0.0048477144 Long DBT CORP US N 2 2025-08-01 Fixed 3.70000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.045% 12-27-19/12-27-49 LCH N/A 1.000000000000 NC USD -10324974.000000000000 -0.0196093523 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2049-12-27 0.000000000000 USD 0.000000000000 USD 33000000.000000000000 USD -10324974.000000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.0375% 01-06-20/01-06-50 LCH N/A 1.000000000000 NC USD -14906601.600000000000 -0.0283108512 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2050-01-06 0.000000000000 USD 0.000000000000 USD 48000000.000000000000 USD -14906601.600000000000 N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 FREEPORT-MCMORAN SR UNSEC 3.875% 03-15-23 35671DAZ8 6575000.000000000000 PA USD 6303814.130000000000 0.0119723025 Long DBT CORP US N 2 2023-03-15 Fixed 3.87500000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 3.81% 01-09-24 345397YG2 5242000.000000000000 PA USD 4744010.000000000000 0.0090098981 Long DBT CORP US N 2 2024-01-09 Fixed 3.81000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 STARBUCKS CORP SR UNSEC 3.8% 08-15-25 855244AQ2 14000000.000000000000 PA USD 14908726.000000000000 0.0283148858 Long DBT CORP US N 2 2025-08-15 Fixed 3.80000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 STARBUCKS CORP SR UNSEC 4.5% 11-15-48 855244AS8 6150000.000000000000 PA USD 6976160.250000000000 0.0132492328 Long DBT CORP US N 2 2048-11-15 Fixed 4.50000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 1.961% 01-09-20/01-09-50 LCH N/A 1.000000000000 NC USD -21044039.280000000000 -0.0399671689 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2050-01-09 0.000000000000 USD 0.000000000000 USD 72600000.000000000000 USD -21044039.280000000000 N N N RISKLESS ISSUER N/A IRS RECFIX GBP 0.681% 01-30-20/01-30-22 LCH N/A 1.000000000000 NC 741611.250000000000 0.0014084797 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-01-30 0.000000000000 GBP 0.000000000000 GBP 178100000.000000000000 GBP 741611.250000000000 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-MOBILE SR UNSEC 6.0% 04-15-24 87264AAQ8 3175000.000000000000 PA USD 3246342.250000000000 0.0061655040 Long DBT CORP US N 2 2024-04-15 Fixed 6.00000000 N N N N N N TRANSPORTADORA DE GAS DEL PERU SA 529900SKHHNI5HVI0Y66 TRANSPORTADORA DE GAS PERU 144A LIFE SR UNSEC SF 4.25% 04-30-28 89388AAA0 2535000.000000000000 PA USD 2414721.860000000000 0.0045860776 Long DBT CORP PE Y 2 2028-04-30 Fixed 4.25000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 ANHEUSER-BUSCH INBEV SR UNSEC 4.9% 01-23-31 035240AR1 3000000.000000000000 PA USD 3339594.000000000000 0.0063426092 Long DBT CORP US N 2 2031-01-23 Fixed 4.90000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC SR UNSEC 5.95% 02-14-49 02209SBF9 75837000.000000000000 PA USD 88624179.920000000000 0.1683164301 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 FIRST QUANTUM MINERALS 144A LIFE SR UNSEC 7.5% 04-01-25 335934AL9 3000000.000000000000 PA USD 2515335.000000000000 0.0047771636 Long DBT CORP CA Y 2 2025-04-01 Fixed 7.50000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 3.339% 03-28-22 345397YL1 24608000.000000000000 PA USD 23015862.400000000000 0.0437120862 Long DBT CORP US N 2 2022-03-28 Fixed 3.33900000 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 SHELL INTL FINANCE SR UNSEC 3.50% 11-13-23 822582BZ4 22808000.000000000000 PA USD 23805074.530000000000 0.0452109703 Long DBT CORP NL N 2 2023-11-13 Fixed 3.50000000 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 SHELL INTL FINANCE SR UNSEC 3.875% 11-13-28 822582CB6 8780000.000000000000 PA USD 9617146.660000000000 0.0182650355 Long DBT CORP NL N 2 2028-11-13 Fixed 3.87500000 N N N N N N NATIONSTAR HECM LOAN TRUST NHLT_19-1A N/A NHLT 19-1A A 144A FRN 06-25-29/10-25-21 63862VAA4 2847649.620000000000 PA USD 2825645.830000000000 0.0053665108 Long ABS-CBDO CORP US Y 2 2029-06-25 Variable 2.6513000000000000 N N N N N N ODART 2018-1 N/A ODART 18-1 A 3.43% 12-16-24/12-14-21 68268XAA9 8335000.000000000000 PA USD 8310170.040000000000 0.0157828051 Long ABS-O CORP US Y 2 2024-12-16 Fixed 3.43000000 N N N N N N WILLIAMS PARTNERS LP WUURD1P1N0874ONXXO03 WILLIAMS PARTNERS LP SR UNSEC 6.3% 04-15-40 96950FAF1 2438000.000000000000 PA USD 2470622.880000000000 0.0046922457 Long DBT CORP US N 2 2040-04-15 Fixed 6.30000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 WAL-MART STORES SR UNSEC 2.35% 12-15-22 931142DU4 4000000.000000000000 PA USD 4130136.000000000000 0.0078440190 Long DBT CORP US N 2 2022-12-15 Fixed 2.35000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 MICROSOFT CORP SR UNSEC 3.7% 08-08-46 594918BT0 3250000.000000000000 PA USD 3871991.500000000000 0.0073537469 Long DBT CORP US N 2 2046-08-08 Fixed 3.70000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 SANDS CHINA SR UNSEC 5.4% 08-08-28 80007RAE5 45000000.000000000000 PA USD 42549885.000000000000 0.0808114078 Long DBT CORP MO N 2 2028-08-08 Fixed 5.40000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 SANDS CHINA SR UNSEC 4.6% 08-08-23 80007RAB1 9091000.000000000000 PA USD 9350002.590000000000 0.0177576713 Long DBT CORP MO N 2 2023-08-08 Fixed 4.60000000 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 TEVA PHARMACEUTICAL SR UNSEC 2.2% 07-21-21 88167AAC5 3886000.000000000000 PA USD 3733047.040000000000 0.0070898614 Long DBT CORP NL N 2 2021-07-21 Fixed 2.20000000 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 TEVA PHARMACEUTICAL SR UNSEC 2.8% 07-21-23 88167AAD3 239298000.000000000000 PA USD 219853841.010000000000 0.4175498571 Long DBT CORP NL N 2 2023-07-21 Fixed 2.80000000 N N N N N N WARRIOR MET COAL INC 549300152B1S9YKBYV79 WARRIOR MET COAL 144A LIFE SEC 8.0% 11-01-24 93627CAA9 1865000.000000000000 PA USD 1551446.880000000000 0.0029465322 Long DBT CORP US Y 2 2024-11-01 Fixed 8.00000000 N N N N N N WESTLAKE CHEMICAL CORP GOXNEVUM0LL78B1OS344 WESTLAKE CHEMICAL CORP SR UNSEC 4.375% 11-15-47 960413AU6 1960000.000000000000 PA USD 1597539.160000000000 0.0030340714 Long DBT CORP US N 2 2047-11-15 Fixed 4.37500000 N N N N N N CREDIT AGRICOLE SA (LONDON BRANCH) 969500TJ5KRTCJQWXH05 CREDIT AGRICOLE LONDON 144A LIFE SR UNSEC 3.25% 10-04-24 22535WAD9 6200000.000000000000 PA USD 6222134.000000000000 0.0118171743 Long DBT CORP GB Y 2 2024-10-04 Fixed 3.25000000 N N N N N N CLEVELAND ELECTRIC ILLUMINATING CO N/A CLEVELAND ELECTRIC 144A LIFE SR UNSEC 3.5% 04-01-28 186108CK0 8321000.000000000000 PA USD 7883248.830000000000 0.0149719896 Long DBT CORP US Y 2 2028-04-01 Fixed 3.50000000 N N N N N N PALMER SQUARE LOAN FUNDING LTD PSTAT_19-1A N/A PSTAT 19-1A-A1 CLO 144A FRN (L+105) 04-20-27 69700VAA7 29398580.510000000000 PA USD 28706831.910000000000 0.0545204646 Long ABS-O CORP US Y 2 2027-04-20 Variable 2.8691300000000000 N N N N N N PALMER SQUARE LOAN FUNDING LTD PSTAT_19-2 N/A PSTAT 19-2 A1 CLO 144A FRN (L+97) 04-20-27 69689PAA5 16443170.000000000000 PA USD 15801228.640000000000 0.0300099408 Long ABS-O CORP US Y 2 2027-04-20 Variable 2.7891300000000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC SR UNSEC 3.8% 02-14-24 02209SBB8 7100000.000000000000 PA USD 7211335.100000000000 0.0136958805 Long DBT CORP US N 2 2024-02-14 Fixed 3.80000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC SR UNSEC 4.8% 02-14-29 02209SBD4 61140000.000000000000 PA USD 64107919.020000000000 0.1217547635 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N WOODSIDE FINANCE LTD 254900AIZKU6TGRRNZ98 WOODSIDE FINANCE 144A LIFE SR UNSEC 4.6% 05-10-21 980236AL7 9565000.000000000000 PA USD 9502358.820000000000 0.0180470286 Long DBT CORP AU Y 2 2021-05-10 Fixed 4.60000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 WAL-MART STORES SR UNSEC 3.4% 06-26-23 931142EK5 2975000.000000000000 PA USD 3169713.750000000000 0.0060199700 Long DBT CORP US N 2 2023-06-26 Fixed 3.40000000 N N N N N N DUN & BRADSTREET CORP (THE) RI37BMPWE56BCJ747E14 DUN & BRADSTREET SUB 144A LIFE 1ST LIEN 6.875% 08-15-26 26483EAJ9 10120000.000000000000 PA USD 10581725.000000000000 0.0200969778 Long DBT CORP US Y 2 2026-08-15 Fixed 6.87500000 N N N N N N DUN & BRADSTREET CORP (THE) RI37BMPWE56BCJ747E14 DUN & BRADSTREET SUB 144A LIFE SR UNSEC 10.25% 02-15-27 26483EAK6 3535000.000000000000 PA USD 3766719.250000000000 0.0071538122 Long DBT CORP US Y 2 2027-02-15 Fixed 10.25000000 N N N N N N RISKLESS ISSUER N/A IRS RECFIX GBP 0.676% 01-30-20/01-30-22 LCH N/A 1.000000000000 NC 732238.420000000000 0.0013906787 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-01-30 0.000000000000 GBP 0.000000000000 GBP 180800000.000000000000 GBP 732238.420000000000 N N N RISKLESS ISSUER N/A IRS RECFIX GBP 0.71% 02-18-20/02-18-22 LCH N/A 1.000000000000 NC 830106.760000000000 0.0015765518 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-02-18 0.000000000000 GBP 0.000000000000 GBP 180800000.000000000000 GBP 830106.760000000000 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 MICROSOFT CORP SR UNSEC 1.55% 08-08-21 594918BP8 3975000.000000000000 PA USD 4005066.900000000000 0.0076064858 Long DBT CORP US N 2 2021-08-08 Fixed 1.55000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP 353800V2V8PUY9TK3E06 MITSUBISHI UFJ SR UNSEC 2.19% 09-13-21 606822AG9 7451000.000000000000 PA USD 7355388.770000000000 0.0139694695 Long DBT CORP JP N 2 2021-09-13 Fixed 2.19000000 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 TEVA PHARMACEUTICAL SR UNSEC 3.15% 10-01-26 88167AAE1 95825000.000000000000 PA USD 81444063.130000000000 0.1546798399 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 TEVA PHARMACEUTICAL SR UNSEC 4.1% 10-01-46 88167AAF8 110965000.000000000000 PA USD 81869977.000000000000 0.1554887422 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N COLBUN SA 5493003VQJLE2QB8IF36 COLBUN SA 144A LIFE SR UNSEC 3.95% 10-11-27 192714AC7 5225000.000000000000 PA USD 5036246.880000000000 0.0095649189 Long DBT CORP CL Y 2 2027-10-11 Fixed 3.95000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 CONSTELLATION BRANDS SR UNSEC 2.65% 11-07-22 21036PAW8 14125000.000000000000 PA USD 13516848.130000000000 0.0256714096 Long DBT CORP US N 2 2022-11-07 Fixed 2.65000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FIRSTENERGY CORP SR UNSEC 4.85% 07-15-47 337932AJ6 8271000.000000000000 PA USD 9285405.070000000000 0.0176349867 Long DBT CORP US N 2 2047-07-15 Fixed 4.85000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FIRSTENERGY CORP SR UNSEC 3.9% 07-15-27 337932AH0 42060000.000000000000 PA USD 42603204.900000000000 0.0809126738 Long DBT CORP US N 2 2027-07-15 Fixed 3.90000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 ANTHEM SR UNSEC 2.95% 12-01-22 036752AF0 22000000.000000000000 PA USD 22492800.000000000000 0.0427186779 Long DBT CORP US N 2 2022-12-01 Fixed 2.95000000 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 AMERICAN HONDA FINANCE CORP SR UNSEC 3.5% 02-15-28 02665WCE9 584000.000000000000 PA USD 579960.470000000000 0.0011014700 Long DBT CORP US N 2 2028-02-15 Fixed 3.50000000 N N N N N N THIRD PAKISTAN INTERNATIONAL SUKUK COMPANY LTD 529900OMZDJ2H3CXKF72 PAKISTAN REP SUKUK 144A LIFE 5.50% 10-13-21 88429JAA4 2335000.000000000000 PA USD 2240068.240000000000 0.0042543727 Long DBT NUSS PK Y 2 2021-10-13 Fixed 5.50000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 TOYOTA MTR CREDIT SR UNSEC 2.6% 01-11-22 89236TDP7 9860000.000000000000 PA USD 9891147.740000000000 0.0187854227 Long DBT CORP US N 2 2022-01-11 Fixed 2.60000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 1.678% 02-21-20/02-21-50 LCH N/A 1.000000000000 NC USD -13860011.610000000000 -0.0263231511 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2050-02-21 0.000000000000 USD 0.000000000000 USD 64910000.000000000000 USD -13860011.610000000000 N N N RISKLESS ISSUER N/A IRS RECFIX USD 1.229% 02-26-20/02-26-27 LCH N/A 1.000000000000 NC USD 13541383.240000000000 0.0257180071 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2027-02-26 0.000000000000 USD 0.000000000000 USD 315700000.000000000000 USD 13541383.240000000000 N N N WALMART INC Y87794H0US1R65VBXU25 WAL-MART STORES SR UNSEC 3.7% 06-26-28 931142EE9 5694000.000000000000 PA USD 6414820.540000000000 0.0121831276 Long DBT CORP US N 2 2028-06-26 Fixed 3.70000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 WAL-MART STORES SR UNSEC 3.125% 06-23-21 931142EJ8 7500000.000000000000 PA USD 7657897.500000000000 0.0145439988 Long DBT CORP US N 2 2021-06-23 Fixed 3.12500000 N N N N N N FORTIVE CORP 549300MU9YQJYHDQEF63 FORTIVE SR UNSEC 2.35% 06-15-21 34959JAF5 3550000.000000000000 PA USD 3452183.300000000000 0.0065564406 Long DBT CORP US N 2 2021-06-15 Fixed 2.35000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 2.343% 11-02-20 345397YS6 25295000.000000000000 PA USD 24409675.000000000000 0.0463592369 Long DBT CORP US N 2 2020-11-02 Fixed 2.34300000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 1.262% 02-27-20/02-27-22 LCH N/A 1.000000000000 NC USD -3360800.760000000000 -0.0063828854 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-02-27 0.000000000000 USD 0.000000000000 USD 225880000.000000000000 USD -3360800.760000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 1.23% 02-27-20/02-27-22 LCH N/A 1.000000000000 NC USD -12133589.380000000000 -0.0230443029 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-02-27 0.000000000000 USD 0.000000000000 USD 850370000.000000000000 USD -12133589.380000000000 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 WELLS FARGO CO SR UNSEC 3.55% 08-14-23 94988J5R4 5000000.000000000000 PA USD 5249185.000000000000 0.0099693343 Long DBT CORP US N 2 2023-08-14 Fixed 3.55000000 N N N N N N WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP (DBA WABTEC CORP) 06BTX5UWZD0GQ5N5Y745 WABTEC SR UNSEC 4.40% 30-15-24 960386AN0 9676000.000000000000 PA USD 9631606.510000000000 0.0182924979 Long DBT CORP US N 2 2024-03-15 Variable 4.4000000000000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 FLORIDA POWER & LIGHT CO SEC 3.7% 12-01-47 341081FP7 6939000.000000000000 PA USD 7691062.700000000000 0.0146069867 Long DBT CORP US Y 2 2047-12-01 Fixed 3.70000000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 FIRST QUANTUM 144A LIFE SR UNSEC 6.5% 03-01-24 335934AP0 11000000.000000000000 PA USD 9198805.000000000000 0.0174705145 Long DBT CORP CA Y 2 2024-03-01 Fixed 6.50000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 ANHEUSER-BUSCH INBEV SR UNSEC 4.0% 04-13-28 035240AL4 2000000.000000000000 PA USD 2115984.000000000000 0.0040187099 Long DBT CORP US N 2 2028-04-13 Fixed 4.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 ANHEUSER-BUSCH INBEV SR UNSEC 4.6% 04-15-48 035240AN0 14275000.000000000000 PA USD 15194224.350000000000 0.0288571088 Long DBT CORP US N 2 2048-04-15 Fixed 4.60000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 TOYOTA MTR CREDIT SR UNSEC 3.2% 01-11-27 89236TDR3 1330000.000000000000 PA USD 1362493.230000000000 0.0025876685 Long DBT CORP US N 2 2027-01-11 Fixed 3.20000000 N N N N N N TEAM HEALTH HOLDINGS INC 549300PVTQ4UDTTMQT11 TEAM HEALTH 144A LIFE SR UNSEC 6.375% 02-01-25 88047PAA2 5240000.000000000000 PA USD 1879823.800000000000 0.0035701908 Long DBT CORP US Y 2 2025-02-01 Fixed 6.37500000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 FIRST QUANTUM 144A LIFE SR UNSEC 6.875% 03-01-26 335934AR6 3600000.000000000000 PA USD 2908980.000000000000 0.0055247804 Long DBT CORP CA Y 2 2026-03-01 Fixed 6.87500000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 3.47% 04-05-21 345397YZ0 15066000.000000000000 PA USD 14534170.200000000000 0.0276035236 Long DBT CORP US N 2 2021-04-05 Fixed 3.47000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC SR UNSEC 5.8% 02-14-39 02209SBE2 900000.000000000000 PA USD 989613.000000000000 0.0018794885 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC SR UNSEC 4.4% 02-14-26 02209SBC6 27923000.000000000000 PA USD 28973742.490000000000 0.0550273854 Long DBT CORP US N 2 2026-02-14 Fixed 4.40000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FIRSTENERGY CORP SR UNSEC 4.25% 03-15-23 337932AF4 11400000.000000000000 PA USD 11656762.200000000000 0.0221387053 Long DBT CORP US N 2 2023-03-15 Fixed 4.25000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 4.375% 08-06-23 345397WK5 14367000.000000000000 PA USD 13289475.000000000000 0.0252395790 Long DBT CORP US N 2 2023-08-06 Fixed 4.37500000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 MOLINA HEALTHCARE SR UNSEC 5.375% 11-15-22 60855RAG5 1000000.000000000000 PA USD 995340.000000000000 0.0018903653 Long DBT CORP US N 2 2022-11-15 Fixed 5.37500000 N N N N N N MEXICO CITY AIRPORT TRUST N/A MEXICO CITY ARPT TRUST REG S SEC 5.5% 10-31-46 N/A 3369000.000000000000 PA USD 2763641.240000000000 0.0052487507 Long DBT CORP MX Y 2 2046-10-31 Fixed 5.50000000 N N N N N N ABU DHABI NATIONAL ENERGY CO PJSC 213800UNJSVQFNUYYW03 ABU DHABI NAT. ENERGY (TAQA) 144A LIFE SR UNSEC 4.875% 04-23-30 00388WAG6 440000.000000000000 PA USD 460429.200000000000 0.0008744543 Long DBT CORP AE Y 2 2030-04-23 Fixed 4.87500000 N N N N N N ABU DHABI NATIONAL ENERGY CO PJSC 213800UNJSVQFNUYYW03 ABU DHABI NAT. ENERGY (TAQA) 144A LIFE SR UNSEC 4.375% 04-23-25 00388WAF8 20500000.000000000000 PA USD 20692146.500000000000 0.0392988486 Long DBT CORP AE Y 2 2025-04-23 Fixed 4.37500000 N N N N N N PRESTIGE AUTO RECEIVABLES TRUST PART_19-1 N/A PART 19-1A D 144A 3.01% 08-15-25/05-15-23 74113NAF5 2435000.000000000000 PA USD 2283501.610000000000 0.0043368620 Long ABS-O CORP US Y 2 2025-08-15 Fixed 3.01000000 N N N N N N PRESTIGE AUTO RECEIVABLES TRUST PART_19-1 N/A PART 19-1A C 144A 2.7% 10-15-24/01-17-23 74113NAE8 3940000.000000000000 PA USD 3805082.580000000000 0.0072266724 Long ABS-O CORP US Y 2 2024-10-15 Fixed 2.70000000 N N N N N N CYDSA SAB DE CV 4469000001BNTACN9916 CYDSA REG S SR UNSEC 6.25% 10-04-27 N/A 1500000.000000000000 PA USD 1122814.500000000000 0.0021324669 Long DBT CORP MX Y 2 2027-10-04 Fixed 6.25000000 N N N N N N CEMIG GERACAO E TRANSMISSAO SA 529900ZT0AVI5W1VFB58 CEMIG REG S SR UNSEC 9.25% 12-05-24 N/A 700000.000000000000 PA USD 678128.500000000000 0.0012879123 Long DBT CORP BR Y 2 2024-12-05 Fixed 9.25000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 4.14% 02-15-23 345397ZB2 22000000.000000000000 PA USD 20583200.000000000000 0.0390919357 Long DBT CORP US N 2 2023-02-15 Fixed 4.14000000 N N N N N N ALLERGAN SALES LLC 254900TUPGX2F5Y3AU71 ALLERGAN INC 144A LIFE SR UNSEC 5.0% 12-15-21 345838AA4 12457000.000000000000 PA USD 12913486.770000000000 0.0245254963 Long DBT CORP US Y 2 2021-12-15 Fixed 5.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T INC SR UNSEC 4.35% 03-01-29 00206RHJ4 5050000.000000000000 PA USD 5441723.450000000000 0.0103350064 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N ALEXANDRIA REAL ESTATE EQ INC MGCJBT4MKTQBVLNUIS88 ALEXANDRIA REAL ESTATE EQUITIES SR UNSEC 3.8% 04-15-26 015271AP4 4085000.000000000000 PA USD 4107287.760000000000 0.0078006252 Long DBT CORP US N 2 2026-04-15 Fixed 3.80000000 N N N N N N RESIDENTIAL FUNDING MORTGAGE SECURITIES RFMS2_06-HSA3 N/A RFMS2 06-HSA3 A FRN FSA (L+13) 05-25-36 76113JAA0 267416.700000000000 PA USD 255337.760000000000 0.0004849415 Long ABS-O USGA US N 2 2036-05-25 Variable 1.0766300000000000 N N N N N N RMF PROPRIETARY ISSUANCE TRUST RMF_19-1 N/A RPIT 19-1 A 144A FRN 10-25-63/10-15-24 74968RAA3 8189891.180000000000 PA USD 7738243.250000000000 0.0146965927 Long ABS-CBDO CORP US Y 2 2063-10-25 Variable 2.7500000000000000 N N N N N N TRAVELERS COMPANIES INC 549300Y650407RU8B149 TRAVELERS CO SR UNSEC 4.0% 05-30-47 89417EAM1 2250000.000000000000 PA USD 2546478.000000000000 0.0048363109 Long DBT CORP US N 2 2047-05-30 Fixed 4.00000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 TOYOTA MTR CREDIT SR UNSEC 2.15% 09-08-22 89236TEC5 2000000.000000000000 PA USD 1991464.000000000000 0.0037822196 Long DBT CORP US N 2 2022-09-08 Fixed 2.15000000 N N N N N N SCIENTIFIC GAMES CORP 529900JXALYBOHXKFM62 SCIENTIFIC GAMES 144A LIFE SR UNSEC 8.25% 03-15-26 80874YBA7 10165000.000000000000 PA USD 6563865.780000000000 0.0124661967 Long DBT CORP US Y 2 2026-03-15 Fixed 8.25000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SEC SER B 4.875% 03-01-49 842400GR8 15590000.000000000000 PA USD 18087923.340000000000 0.0343528672 Long DBT CORP US N 2 2049-03-01 Fixed 4.87500000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 CLIFFS NATURAL RESOURCES 144A LIFE SEC 4.875% 01-15-24 185899AB7 7500000.000000000000 PA USD 6928087.500000000000 0.0131579323 Long DBT CORP US Y 2 2024-01-15 Fixed 4.87500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 4.5 BN1576 11-01-48 3140JHXE8 3819846.550000000000 PA USD 4117534.830000000000 0.0078200866 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.50000000 N N N N N N WM WRIGLEY JR CO Z88M4EWU0NI3QVOOIZ80 WM WRIGLEY JR CO 144A LIFE SR UNSEC 3.375% 10-21-20 982526AQ8 41650000.000000000000 PA USD 41397934.200000000000 0.0786236048 Long DBT CORP US Y 2 2020-10-21 Fixed 3.37500000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 WAL-MART STORES SR UNSEC 2.85% 07-08-24 931142EL3 57435000.000000000000 PA USD 60686452.790000000000 0.1152566613 Long DBT CORP US N 2 2024-07-08 Fixed 2.85000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 TOYOTA MTR CREDIT SR UNSEC 3.05% 01-11-28 89236TEM3 2589000.000000000000 PA USD 2590804.530000000000 0.0049204965 Long DBT CORP US N 2 2028-01-11 Fixed 3.05000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 TOYOTA MTR CREDIT SR UNSEC 2.7% 01-11-23 89236TEL5 5300000.000000000000 PA USD 5339050.400000000000 0.0101400081 Long DBT CORP US N 2 2023-01-11 Fixed 2.70000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 4.5 CA2484 03-01-48 3140Q9XN8 295131.750000000000 PA USD 317965.800000000000 0.0006038856 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 4.5 CA2166 08-01-48 3140Q9MQ3 51196.190000000000 PA USD 55609.970000000000 0.0001056153 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.50000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 AMAZON.COM INC SR UNSEC 4.05% 08-22-47 023135BJ4 503000.000000000000 PA USD 644937.040000000000 0.0012248745 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 AMAZON.COM INC SR UNSEC 2.4% 02-22-23 023135AW6 10603000.000000000000 PA USD 11042144.450000000000 0.0209714136 Long DBT CORP US N 2 2023-02-22 Fixed 2.40000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 1.233% 02-28-20/02-28-22 LCH N/A 1.000000000000 NC USD -12604728.100000000000 -0.0239390970 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-02-28 0.000000000000 USD 0.000000000000 USD 876235000.000000000000 USD -12604728.100000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 1.1225% 03-02-20/03-02-22 LCH N/A 1.000000000000 NC USD -8940249.000000000000 -0.0169794609 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-03-02 0.000000000000 USD 0.000000000000 USD 724200000.000000000000 USD -8940249.000000000000 N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 TENCENT HOLDINGS REG S SR UNSEC 3.595% 01-19-28 88032XAG9 5000000.000000000000 PA USD 5320815.000000000000 0.0101053752 Long DBT CORP CN Y 2 2028-01-19 Fixed 3.59500000 N N N N N N TRONOX INC 549300EPZ4YXC7E5P181 TRONOX 144A LIFE SR UNSEC 6.5% 04-15-26 897051AA6 3900000.000000000000 PA USD 3539542.500000000000 0.0067223545 Long DBT CORP US Y 2 2026-04-15 Fixed 6.50000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 WAL-MART STORES SR UNSEC 3.05% 07-08-26 931142EM1 16440000.000000000000 PA USD 17781536.880000000000 0.0337709732 Long DBT CORP US N 2 2026-07-08 Fixed 3.05000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 WASTE MANAGEMENT INC SR UNSEC 2.95% 06-15-24 94106LBF5 10000000.000000000000 PA USD 10187700.000000000000 0.0193486393 Long DBT CORP US N 2 2024-06-15 Fixed 2.95000000 N N N N N N SOCIAL PROFESSIONAL LOAN PROGRAM LLC SOFI_15-C N/A SOFI 15-C A2 144A LIFE 2.510% 08-25-33 834016AB3 1205590.840000000000 PA USD 1217855.320000000000 0.0023129699 Long ABS-O CORP US Y 2 2033-08-25 Fixed 2.51000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_16-3 N/A SDART 16-3 C 2.46% 03-15-22 80284RAF6 434062.960000000000 PA USD 432738.630000000000 0.0008218640 Long ABS-O CORP US N 2 2022-03-15 Fixed 2.46000000 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 TRANS-CANADA PIPELINES SR UNSEC 4.875% 05-15-48 89352HAY5 12500000.000000000000 PA USD 13651525.000000000000 0.0259271900 Long DBT CORP CA N 2 2048-05-15 Fixed 4.87500000 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 TEVA PHARMACEUTICAL SR UNSEC 6.0% 04-15-24 88167AAL5 92316000.000000000000 PA USD 91276983.420000000000 0.1733546760 Long DBT CORP NL N 2 2024-04-15 Fixed 6.00000000 N N N N N N ALLIANT ENERGY FINANCE LLC 54930033ER6EOI5DL570 ALLIANT ENERGY FINANCE 144A LIFE SR UNSEC 4.25% 06-15-28 01882YAB2 3804000.000000000000 PA USD 3845022.340000000000 0.0073025266 Long DBT CORP US Y 2 2028-06-15 Fixed 4.25000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 ASTRAZENECA PLC SR UNSEC 4.0% 01-17-29 046353AT5 10809000.000000000000 PA USD 12315785.410000000000 0.0233903325 Long DBT CORP GB N 2 2029-01-17 Fixed 4.00000000 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 TEVA PHARMACEUTICAL SR UNSEC 6.75% 03-01-28 88167AAK7 86779000.000000000000 PA USD 84657253.450000000000 0.1607823812 Long DBT CORP NL N 2 2028-03-01 Fixed 6.75000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 TENET HEALTHCARE 1ST LIEN 4.625% 07-15-24 88033GCS7 10300000.000000000000 PA USD 9862250.000000000000 0.0187305396 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N N RISKLESS ISSUER N/A IRS RECFIX USD 0.5585% 03-19-20/03-19-22 LCH N/A 1.000000000000 NC USD 985986.000000000000 0.0018726000 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-03-19 0.000000000000 USD 0.000000000000 USD 380000000.000000000000 USD 985986.000000000000 N N N RISKLESS ISSUER N/A IRS RECFIX USD 0.648% 03-23-20/03-23-22 LCH N/A 1.000000000000 NC USD 751574.100000000000 0.0014274013 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-03-23 0.000000000000 USD 0.000000000000 USD 188440000.000000000000 USD 751574.100000000000 N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 ASTRAZENECA PLC SR UNSEC 3.5% 08-17-23 046353AR9 15207000.000000000000 PA USD 15971273.410000000000 0.0303328925 Long DBT CORP GB N 2 2023-08-17 Fixed 3.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSEC 3.75% 11-14-23 00287YBC2 5333000.000000000000 PA USD 5535136.700000000000 0.0105124183 Long DBT CORP US N 2 2023-11-14 Fixed 3.75000000 N N N N N N FS ENERGY AND POWER FUND 54930004XHN0QROEGZ58 FS ENERGY AND POWER FUND 144A LIFE 1ST LIEN 7.5% 08-15-23 30264DAA7 7755000.000000000000 PA USD 6960151.280000000000 0.0132188283 Long DBT CORP US Y 2 2023-08-15 Fixed 7.50000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 3.813% 10-12-21 345397ZH9 30785000.000000000000 PA USD 29553600.000000000000 0.0561286598 Long DBT CORP US N 2 2021-10-12 Fixed 3.81300000 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 MDC HOLDINGS SR UNSEC 6.0% 01-15-43 552676AQ1 6350000.000000000000 PA USD 6037738.750000000000 0.0114669680 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N MARATHON OIL CORP 1FRVQX2CRLGC1XLP5727 MARATHON OIL CORP SR UNSEC 3.85% 06-01-25 565849AL0 5000000.000000000000 PA USD 3609400.000000000000 0.0068550290 Long DBT CORP US N 2 2025-06-01 Fixed 3.85000000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 AVOLON HOLDINGS FUNDING 144A LIFE SR UNSEC 3.625% 05-01-22 05401AAE1 4500000.000000000000 PA USD 3993939.000000000000 0.0075853515 Long DBT CORP IE Y 2 2022-05-01 Fixed 3.62500000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 AVOLON HOLDINGS FUNDING 144A LIFE SR UNSEC 3.95% 07-01-24 05401AAF8 51833000.000000000000 PA USD 43462126.000000000000 0.0825439502 Long DBT CORP IE Y 2 2024-07-01 Fixed 3.95000000 N N N N N N REFINITIV US HOLDINGS INC 549300NF240HXJO7N016 FINANCIAL & RISK US HOLDINGS 144A LIFE SR SEC 1ST LIEN 6.25% 05-15-26 31740LAA1 10100000.000000000000 PA USD 10484305.000000000000 0.0199119562 Long DBT CORP US Y 2 2026-05-15 Fixed 6.25000000 N N N N N N REFINITIV US HOLDINGS INC 549300NF240HXJO7N016 FINANCIAL & RISK US HOLDINGS 144A LIFE SR UNSEC 8.25% 11-15-26 31740LAC7 10140000.000000000000 PA USD 10723050.000000000000 0.0203653845 Long DBT CORP US Y 2 2026-11-15 Fixed 8.25000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 5.596% 01-07-22 345397ZM8 19250000.000000000000 PA USD 18720625.000000000000 0.0355545041 Long DBT CORP US N 2 2022-01-07 Fixed 5.59600000 N N N N N N FRONTIER COMMUNICATIONS CORP 549300ZCZ76HYCS0H445 FRONTIER COMMUNICATIONS 144A LIFE 1ST LIEN 8.0% 04-01-27 35906ABC1 6660000.000000000000 PA USD 6605587.800000000000 0.0125454358 Long DBT CORP US Y 2 2027-04-01 Fixed 8.00000000 N N N N N N TOTAL CAPITAL SA 529900QI55ZLJVCMPA71 TOTAL CAPITAL SA SR UNSEC 3.883% 10-11-28 89152UAH5 5100000.000000000000 PA USD 5538192.000000000000 0.0105182210 Long DBT CORP FR N 2 2028-10-11 Fixed 3.88300000 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 TRANS-CANADA PIPELINES SR UNSEC 5.10% 03-15-49 89352HAZ2 13500000.000000000000 PA USD 15215769.000000000000 0.0288980267 Long DBT CORP CA N 2 2049-03-15 Fixed 5.10000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 4.5 BN5444 01-01-49 3140JNBN9 3369594.750000000000 PA USD 3630340.730000000000 0.0068948000 Long ABS-MBS USGA US N 2 2049-01-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.0 BN3421 01-01-34 31418C7F5 2201394.910000000000 PA USD 2370662.370000000000 0.0045023991 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 4.50000000 N N N N N N RISKLESS ISSUER N/A IRS RECFIX USD 0.5385% 03-27-20/03-27-22 LCH N/A 1.000000000000 NC USD 599108.000000000000 0.0011378353 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-03-27 0.000000000000 USD 0.000000000000 USD 380000000.000000000000 USD 599108.000000000000 N N N RISKLESS ISSUER N/A IRS RECFIX USD 0.54% 03-27-20/03-27-22 LCH N/A 1.000000000000 NC USD 1216441.800000000000 0.0023102853 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-03-27 0.000000000000 USD 0.000000000000 USD 757200000.000000000000 USD 1216441.800000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.0 BK7431 08-01-33 31418DAS1 2471661.720000000000 PA USD 2662105.730000000000 0.0050559129 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 4.5 MA3564 01-01-49 31418C6A7 17869.280000000000 PA USD 19239.000000000000 0.0000365390 Long ABS-MBS USGA US N 2 2049-01-01 Fixed 4.50000000 N N N N N N ANHEUSER-BUSCH COMPANIES / ANHEUSER-BUSCH INBEV WORLDWIDE N/A ANHEUSER-BUSCH COMPANIES/INBEV WORLDWIDE SR UNSEC 4.9% 02-01-46 03522AAJ9 32310000.000000000000 PA USD 35425007.100000000000 0.0672797281 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N AVANGRID INC 549300OX0Q38NLSKPB49 AVANGRID INC SR UNSEC 3.8% 06-01-29 05351WAB9 5000000.000000000000 PA USD 5129455.000000000000 0.0097419412 Long DBT CORP US N 2 2029-06-01 Fixed 3.80000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 MET LIFE GLOB FUNDING GIC 144A LIFE 3.45% 12-18-26 59217GBY4 2315000.000000000000 PA USD 2441213.800000000000 0.0046363915 Long DBT CORP US Y 2 2026-12-18 Fixed 3.45000000 N N N N N N MYLAN NV 549300A0CD4KNFGIIS89 MYLAN INC SR UNSEC 3.15% 06-15-21 62854AAM6 14800000.000000000000 PA USD 14668783.200000000000 0.0278591827 Long DBT CORP US N 2 2021-06-15 Fixed 3.15000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 MICROSOFT CORP SR UNSEC 3.3% 02-06-27 594918BY9 20030000.000000000000 PA USD 22280831.190000000000 0.0423161034 Long DBT CORP US N 2 2027-02-06 Fixed 3.30000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 MICROSOFT CORP SR UNSEC 4.25% 02-06-47 594918CA0 2125000.000000000000 PA USD 2772170.880000000000 0.0052649503 Long DBT CORP US N 2 2047-02-06 Fixed 4.25000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_17-1 N/A SDART 17-1 C 2.58% 05-16-22/06-15-20 80284TAK1 3549131.000000000000 PA USD 3546731.790000000000 0.0067360085 Long ABS-O CORP US N 2 2022-05-16 Fixed 2.58000000 N N N N N N SYMPHONY CLO LTD SYMP_13-12A N/A SYMP 13-12A AR CLO 144A FRN (L+103) 10-15-25 13080BAA9 22125098.320000000000 PA USD 21969337.630000000000 0.0417245100 Long ABS-O CORP KY Y 2 2025-10-15 Variable 2.8612500000000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSEC 4.875% 11-14-48 00287YBD0 13000000.000000000000 PA USD 15226263.000000000000 0.0289179571 Long DBT CORP US N 2 2048-11-14 Fixed 4.87500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.375% 06-30-23 912828S35 72000000.000000000000 PA USD 74486880.000000000000 0.1414666487 Long DBT UST US N 2 2023-06-30 Fixed 1.37500000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SEC SER A 4.20% 03-01-29 842400GQ0 35440000.000000000000 PA USD 37754940.800000000000 0.0717047747 Long DBT CORP US N 2 2029-03-01 Fixed 4.20000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 SYNCHRONY FINANCIAL SR UNSEC 4.375% 03-19-24 87165BAN3 5825000.000000000000 PA USD 5779116.480000000000 0.0109757885 Long DBT CORP US N 2 2024-03-19 Fixed 4.37500000 N N N N N N ALLSTATE CORP (THE) OBT0W1ED8G0NWVOLOJ77 ALLSTATE CORP SR UNSEC 3.85% 08-10-49 020002BG5 9000000.000000000000 PA USD 10043586.000000000000 0.0190749358 Long DBT CORP US N 2 2049-08-10 Fixed 3.85000000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 APACHE CORP SR UNSEC 4.25% 01-15-30 037411BF1 26440000.000000000000 PA USD 14054869.440000000000 0.0266932281 Long DBT CORP US N 2 2030-01-15 Fixed 4.25000000 N N N N N N GLOBAL SC FINANCE SRL SEACO_17-1A N/A SEACO 17-1A A 144A 3.85% 04-15-37/04-17-27 37956AAA1 5427845.680000000000 PA USD 5260613.750000000000 0.0099910400 Long ABS-O CORP US Y 2 2037-04-15 Fixed 3.85000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_17-3 N/A SDART 17-3 C 2.76% 12-15-22 80284YAF1 4415146.050000000000 PA USD 4368438.220000000000 0.0082966063 Long ABS-O CORP US N 2 2022-12-15 Fixed 2.76000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 FISERV SR UNSEC 4.4% 07-01-49 337738AV0 13825000.000000000000 PA USD 14915211.850000000000 0.0283272039 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 FISERV SR UNSEC 2.75% 07-01-24 337738AS7 19000000.000000000000 PA USD 18929263.000000000000 0.0359507527 Long DBT CORP US N 2 2024-07-01 Fixed 2.75000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TRANSDIGM 144A LIFE SEC 6.25% 03-15-26 893647BE6 656000.000000000000 PA USD 656408.030000000000 0.0012466604 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N TOTAL CAPITAL INTERNATIONAL SA 549300U37G2I8G4RUG09 TOTAL CAPITAL INTL SR UNSEC 3.455% 02-19-29 89153VAQ2 17815000.000000000000 PA USD 18847593.030000000000 0.0357956438 Long DBT CORP FR N 2 2029-02-19 Fixed 3.45500000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 APACHE CORP SR UNSEC 5.35% 07-01-49 037411BG9 35785000.000000000000 PA USD 18070566.160000000000 0.0343199022 Long DBT CORP US N 2 2049-07-01 Fixed 5.35000000 N N N N N N AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP RDKVCX5HITZ2GPIR7153 AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 3.3% 07-15-26 024836AE8 18950000.000000000000 PA USD 18734443.750000000000 0.0355807489 Long DBT CORP US N 2 2026-07-15 Fixed 3.30000000 N N N N N N TRAVELERS COMPANIES INC 549300Y650407RU8B149 TRAVELERS CO SR UNSEC 4.1% 03-04-49 89417EAP4 1500000.000000000000 PA USD 1772485.500000000000 0.0033663322 Long DBT CORP US N 2 2049-03-04 Fixed 4.10000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 TENCENT HOLDINGS 144A LIFE SR UNSEC 3.28% 04-11-24 88032WAL0 15000000.000000000000 PA USD 15578640.000000000000 0.0295871970 Long DBT CORP CN Y 2 2024-04-11 Fixed 3.28000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 SAUDI ARABIAN OIL 144A LIFE SR UNSEC 3.5% 04-16-29 80414L2D6 62360000.000000000000 PA USD 61783668.880000000000 0.1173405113 Long DBT CORP SA Y 2 2029-04-16 Fixed 3.50000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 SAUDI ARABIAN OIL 144A LIFE SR UNSEC 4.375% 04-16-49 80414L2F1 1325000.000000000000 PA USD 1323003.230000000000 0.0025126684 Long DBT CORP SA Y 2 2049-04-16 Fixed 4.37500000 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST SRT_19-A N/A SRT 19-A A2 144A 2.72% 01-20-22 80285JAC0 2148842.970000000000 PA USD 2150605.020000000000 0.0040844627 Long ABS-O CORP US Y 2 2022-01-20 Fixed 2.72000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_19-2 N/A SDART 19-2 D 3.22% 07-15-25/06-15-23 80286GAG6 4975000.000000000000 PA USD 4923130.650000000000 0.0093500868 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.22000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_19-2 N/A SDART 19-2 B 2.79% 01-16-24/10-15-21 80286GAE1 4880000.000000000000 PA USD 4837758.720000000000 0.0091879471 Long ABS-O CORP US N 2 2024-01-16 Fixed 2.79000000 N N N N N N TAL ADVANTAGE LLC TAL_13-2A 549300DUZ8I1AWFHN784 TAL 13-2A A 144A 3.55% 11-20-38/11-20-23 87407PAE0 2421833.330000000000 PA USD 2353309.980000000000 0.0044694432 Long ABS-O CORP US Y 2 2038-11-20 Fixed 3.55000000 N N N N N N ALEXANDRIA REAL ESTATE EQ INC MGCJBT4MKTQBVLNUIS88 ALEXANDRIA REAL ESTATE EQUITIES SR UNSEC 3.375% 08-15-31 015271AR0 2615000.000000000000 PA USD 2548380.260000000000 0.0048399237 Long DBT CORP US N 2 2031-08-15 Fixed 3.37500000 N N N N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 ARCELORMITTAL SR UNSEC 3.6% 07-16-24 03938LBB9 30625000.000000000000 PA USD 27972538.130000000000 0.0531258824 Long DBT CORP LU N 2 2024-07-16 Fixed 3.60000000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 WEA FINANCE LLC 144A LIFE SR UNSEC 3.5% 06-15-29 92928QAF5 7330000.000000000000 PA USD 6992292.240000000000 0.0132798709 Long DBT CORP US Y 2 2029-06-15 Fixed 3.50000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO CO SR UNSEC 3.196% 06-17-27 95000U2F9 24675000.000000000000 PA USD 25458011.780000000000 0.0483502546 Long DBT CORP US N 2 2027-06-17 Variable 3.1960000000000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP 353800V2V8PUY9TK3E06 MITSUBISHI UFJ SR UNSEC 2.998% 02-22-22 606822AL8 9825000.000000000000 PA USD 10024712.780000000000 0.0190390915 Long DBT CORP JP N 2 2022-02-22 Fixed 2.99800000 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP 549300U6G4UOCMLQK204 MGM GROWTH PROPERTIES SR UNSEC 5.625% 05-01-24 55303XAC9 3885000.000000000000 PA USD 3753900.680000000000 0.0071294669 Long DBT CORP US N 2 2024-05-01 Fixed 5.62500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 MA3657 05-01-34 31418DB35 722000.790000000000 PA USD 756287.160000000000 0.0014363524 Long ABS-MBS USGA US N 2 2034-05-01 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC V85471 04-01-49 3132LBCG3 36441414.140000000000 PA USD 38613103.770000000000 0.0733346112 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 3.50000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 MCDONALD'S CORP SR UNSEC 4.45% 03-01-47 58013MFC3 4000000.000000000000 PA USD 4349324.000000000000 0.0082603042 Long DBT CORP US N 2 2047-03-01 Fixed 4.45000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSEC 2.75% 05-19-22 61744YAH1 13054000.000000000000 PA USD 13203207.220000000000 0.0250757379 Long DBT CORP US N 2 2022-05-19 Fixed 2.75000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 WILLIS NORTH AMERICA INC SR UNSEC 3.875% 09-15-49 970648AK7 3100000.000000000000 PA USD 3234791.100000000000 0.0061435659 Long DBT CORP US N 2 2049-09-15 Fixed 3.87500000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO CO SR UNSEC 2.406% 10-30-25 95000U2H5 71875000.000000000000 PA USD 70945871.880000000000 0.1347415107 Long DBT CORP US N 2 2025-10-30 Variable 2.4060000000000000 N N N N N N TAL ADVANTAGE LLC TAL_14-1A N/A TAL 14-1A A 144A 3.51% 02-22-39/02-20-24 87407PAJ9 1601916.680000000000 PA USD 1553897.630000000000 0.0029511867 Long ABS-O CORP US Y 2 2039-02-22 Fixed 3.51000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_16-5 N/A TPMT 16-5 A1 2.5% 10-25-56 89173CAA5 5669576.170000000000 PA USD 5615148.240000000000 0.0106643775 Long ABS-CBDO CORP US Y 2 2056-10-25 Variable 2.5000000000000000 N N N N N N ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC 6354001JXMLKNZDZR978 ARDAGH PACKAGING FINANCE 144A LIFE SEC 4.125% 08-15-26 03969AAN0 2500000.000000000000 PA USD 2501555.000000000000 0.0047509924 Long DBT CORP IE Y 2 2026-08-15 Fixed 4.12500000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM CORP SR UNSEC 5.55% 03-15-26 674599DC6 400000.000000000000 PA USD 213698.000000000000 0.0004058586 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 FISERV SR UNSEC 3.5% 07-01-29 337738AU2 44285000.000000000000 PA USD 47133676.910000000000 0.0895170172 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 3.35% 11-01-22 345397ZU0 9000000.000000000000 PA USD 8325000.000000000000 0.0158109703 Long DBT CORP US N 2 2022-11-01 Fixed 3.35000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 SAUDI ARABIAN OIL 144A LIFE SR UNSEC 2.875% 04-16-24 80414L2C8 8448000.000000000000 PA USD 8222049.790000000000 0.0156154457 Long DBT CORP SA Y 2 2024-04-16 Fixed 2.87500000 N N N N N N SAN DIEGO GAS & ELECTRIC CO KNIRVXKVNJJ4P8OTMS63 SAN DIEGO GAS & ELECTRIC SEC 4.1% 06-15-49 797440BX1 8195000.000000000000 PA USD 8432868.070000000000 0.0160158351 Long DBT CORP US N 2 2049-06-15 Fixed 4.10000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 MA3283 02-01-33 31418CUH5 345401.520000000000 PA USD 363734.050000000000 0.0006908094 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BJ4685 01-01-33 3140H6F38 719861.500000000000 PA USD 757121.530000000000 0.0014379371 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 3.00000000 N N N N N N ALEXANDRIA REAL ESTATE EQ INC MGCJBT4MKTQBVLNUIS88 ALEXANDRIA REAL ESTATE EQUITIES SR UNSEC 2.75% 12-15-29 015271AT6 1213000.000000000000 PA USD 1066663.680000000000 0.0020258244 Long DBT CORP US N 2 2029-12-15 Fixed 2.75000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 ANTHEM SR UNSEC 2.375% 01-15-25 036752AJ2 1534000.000000000000 PA USD 1516725.630000000000 0.0028805891 Long DBT CORP US N 2 2025-01-15 Fixed 2.37500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BE3641 05-01-32 3140FPBK4 27944.530000000000 PA USD 29388.340000000000 0.0000558148 Long ABS-MBS USGA US N 2 2032-05-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BK6720 06-01-33 3140HLPE0 519552.670000000000 PA USD 546263.390000000000 0.0010374720 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 3.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.125% 08-31-21 9128282F6 500000.000000000000 PA USD 506495.000000000000 0.0009619432 Long DBT UST US N 2 2021-08-31 Fixed 1.12500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.375% 09-30-23 912828T26 13000000.000000000000 PA USD 13479960.000000000000 0.0256013511 Long DBT UST US N 2 2023-09-30 Fixed 1.37500000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CR SR UNSEC 4.542% 08-01-26 345397ZW6 19727000.000000000000 PA USD 17359760.000000000000 0.0329699280 Long DBT CORP US N 2 2026-08-01 Fixed 4.54200000 N N N N N N F-BRASILE SPA / F-BRASILE US LLC N/A F-BRASILE SPA SEC 144A LIFE 7.375% 08-15-26 30191BAB7 1790000.000000000000 PA USD 1790000.000000000000 0.0033995960 Long DBT CORP IT Y 2 2026-08-15 Fixed 7.37500000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 MOLINA HEALTHCARE 144A LIFE SR UNSEC 4.875% 06-15-25 60855RAH3 10115000.000000000000 PA USD 9950580.680000000000 0.0188982986 Long DBT CORP US Y 2 2025-06-15 Fixed 4.87500000 N N N N N N MELCO RESORTS FINANCE LTD N/A MELCO RESORTS 144A LIFE SR UNSEC 4.875% 06-06-25 58547DAA7 300000.000000000000 PA USD 278487.900000000000 0.0005289086 Long DBT CORP KY Y 2 2025-06-06 Fixed 4.87500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 2.875% 11-15-46 912810RU4 32853800.000000000000 PA USD 44408481.460000000000 0.0843412833 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.75% 11-30-21 912828U65 935000.000000000000 PA USD 958664.850000000000 0.0018207113 Long DBT UST US N 2 2021-11-30 Fixed 1.75000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 FLORIDA POWER & LIGHT CO SEC 3.15% 10-01-49 341081FX0 9799000.000000000000 PA USD 10214311.020000000000 0.0193991794 Long DBT CORP US N 2 2049-10-01 Fixed 3.15000000 N N N N N N RECKITT BENCKISER TREASURY SERVICES PLC 213800LAXWIUOOBZ3908 RECKITT BENCKISER 144A LIFE SR UNSEC 2.375% 06-24-22 75625QAC3 10935000.000000000000 PA USD 10741964.450000000000 0.0204013071 Long DBT CORP GB Y 2 2022-06-24 Fixed 2.37500000 N N N N N N AIR LIQUIDE FINANCE SA 549300YGXL5Z3R14K812 AIR LIQUIDE FINANCE 144A LIFE SR UNSEC 2.25% 09-10-29 00913RAF3 3643000.000000000000 PA USD 3379039.150000000000 0.0064175241 Long DBT CORP FR Y 2 2029-09-10 Fixed 2.25000000 N N N N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 AMEREN CORP SR UNSEC 2.5% 09-15-24 023608AH5 3297000.000000000000 PA USD 3212131.920000000000 0.0061005312 Long DBT CORP US N 2 2024-09-15 Fixed 2.50000000 N N N N N N TRITON CONTAINER FINANCE LLC TCF_17-1A N/A TCF 17-1A A 144A 3.52% 06-20-42/27 89679HAA3 5499752.940000000000 PA USD 5255844.400000000000 0.0099819820 Long ABS-O CORP US Y 2 2042-06-20 Fixed 3.52000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-4 N/A TPMT 17-4 A1 144A 2.75% 06-25-57 89173UAA5 7694925.490000000000 PA USD 7535732.870000000000 0.0143119819 Long ABS-CBDO CORP US Y 2 2057-06-25 Variable 2.7500000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BM5111 11-01-33 3140J9VD0 519050.630000000000 PA USD 547378.340000000000 0.0010395895 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BJ4856 02-01-33 3140H6ME6 517807.310000000000 PA USD 545244.880000000000 0.0010355376 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 3.00000000 N N N N N N TEEKAY CORP YHKQM2RIPKZYOZ6RVZ46 TEEKAY CORP 144A LIFE SEC 9.25% 11-15-22 87900YAF0 3745000.000000000000 PA USD 3776592.820000000000 0.0071725642 Long DBT CORP BM Y 2 2022-11-15 Fixed 9.25000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 TALEN ENERGY SUPPLY 144A LIFE SEC 7.25% 05-15-27 87422VAF5 11474000.000000000000 PA USD 10432734.500000000000 0.0198140127 Long DBT CORP US Y 2 2027-05-15 Fixed 7.25000000 N N N N N N MARATHON OIL CORP 1FRVQX2CRLGC1XLP5727 MARATHON OIL CORP SR UNSEC 4.4% 07-15-27 565849AP1 5755000.000000000000 PA USD 3849945.370000000000 0.0073118765 Long DBT CORP US N 2 2027-07-15 Fixed 4.40000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP 353800V2V8PUY9TK3E06 MITSUBISHI UFJ SR UNSEC 2.665% 07-25-22 606822AP9 16000000.000000000000 PA USD 16045040.000000000000 0.0304729912 Long DBT CORP JP N 2 2022-07-25 Fixed 2.66500000 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 SANTANDER HOLDINGS USA SR UNSEC 3.5% 06-07-24 80282KAW6 13325000.000000000000 PA USD 13032756.100000000000 0.0247520144 Long DBT CORP US N 2 2024-06-07 Fixed 3.50000000 N N N N N N STERICYCLE INC B8PTJH2P0AXSWSMP2136 STERICYCLE 144A LIFE SR UNSEC 5.375% 07-15-24 858912AF5 5000000.000000000000 PA USD 4987500.000000000000 0.0094723381 Long DBT CORP US Y 2 2024-07-15 Fixed 5.37500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 MA3247 01-01-33 31418CTD6 579937.090000000000 PA USD 609877.500000000000 0.0011582889 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BK5161 06-01-33 3140HJWX5 813455.820000000000 PA USD 855060.020000000000 0.0016239434 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 3.00000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 ROYAL BANK OF CANADA SR UNSEC 3.2% 04-30-21 78013XKG2 20000000.000000000000 PA USD 20242460.000000000000 0.0384447970 Long DBT CORP CA N 2 2021-04-30 Fixed 3.20000000 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC (THE) 2138005O9XJIJN4JPN90 ROYAL BK OF SCOTLAND SR UNSEC 4.519% 06-25-24 780097BJ9 14130000.000000000000 PA USD 14248169.190000000000 0.0270603460 Long DBT CORP GB N 2 2024-06-25 Variable 4.6500000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.625% 06-30-23 9128284U1 15000000.000000000000 PA USD 16126950.000000000000 0.0306285559 Long DBT UST US N 2 2023-06-30 Fixed 2.62500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.75% 06-30-25 912828XZ8 31813000.000000000000 PA USD 35669371.860000000000 0.0677438295 Long DBT UST US N 2 2025-06-30 Fixed 2.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BJ7631 01-01-34 3140H9PR8 784918.650000000000 PA USD 823317.660000000000 0.0015636578 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 AS3604 10-01-29 3138WDAE1 118000.810000000000 PA USD 123832.530000000000 0.0002351847 Long ABS-MBS USGA US N 2 2029-10-01 Fixed 3.00000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_18-B N/A TAOT 18-B A2A 2.64% 03-15-21 89238TAB9 1385271.390000000000 PA USD 1385775.630000000000 0.0026318868 Long ABS-O CORP US N 2 2021-03-15 Fixed 2.64000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_19-B N/A TAOT 19-B A2A 2.59% 02-15-22/12-15-20 89239JAB0 7711101.500000000000 PA USD 7731335.430000000000 0.0146834733 Long ABS-O CORP US N 2 2022-02-15 Fixed 2.59000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 SIRIUS 144A LIFE SR UNSEC 4.625% 07-15-24 82967NBE7 2500000.000000000000 PA USD 2552962.500000000000 0.0048486264 Long DBT CORP US Y 2 2024-07-15 Fixed 4.62500000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 SUNOCO LP FINANCE CORP SR UNSEC 6.0% 04-15-27 86765LAQ0 4210000.000000000000 PA USD 3649935.280000000000 0.0069320142 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 2.875% 08-15-28 9128284V9 3759700.000000000000 PA USD 4452687.900000000000 0.0084566146 Long DBT UST US N 2 2028-08-15 Fixed 2.87500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.750% 09-30-20 9128285B2 182000000.000000000000 PA USD 184395120.000000000000 0.3502060990 Long DBT UST US N 2 2020-09-30 Fixed 2.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BK4146 04-01-33 3140HHTC9 159787.860000000000 PA USD 167967.720000000000 0.0003190069 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BJ4890 02-01-33 3140H6NG0 825003.790000000000 PA USD 868660.520000000000 0.0016497737 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 3.00000000 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC (THE) 2138005O9XJIJN4JPN90 ROYAL BK OF SCOTLAND YCD SR UNSEC FRN 01-27-30 78009PEH0 5300000.000000000000 PA USD 5771064.000000000000 0.0109604951 Long DBT CORP GB N 2 2030-01-27 Variable 5.0760000000000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 ROYAL BANK OF CANADA SR UNSEC 2.8% 04-29-22 78013X6D5 23825000.000000000000 PA USD 24140705.080000000000 0.0458484051 Long DBT CORP CA N 2 2022-04-29 Fixed 2.80000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSEC 144A 2.6% 11-21-24 00287YBQ1 33935000.000000000000 PA USD 34545151.300000000000 0.0656086922 Long DBT CORP US Y 2 2024-11-21 Fixed 2.60000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSEC 144A 2.95% 11-21-26 00287YBU2 31642000.000000000000 PA USD 32314424.140000000000 0.0613720603 Long DBT CORP US Y 2 2026-11-21 Fixed 2.95000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSEC 3.591% 07-22-28 61744YAK4 4950000.000000000000 PA USD 5198004.900000000000 0.0098721323 Long DBT CORP US N 2 2028-07-22 Variable 3.5910000000000000 N N N N N N MEXICO CITY AIRPORT TRUST N/A MEXICO CITY ARPT TRUST 144A LIFE SEC 5.5% 07-31-47 59284MAD6 1513000.000000000000 PA USD 1292397.040000000000 0.0024545407 Long DBT CORP MX Y 2 2047-07-31 Fixed 5.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN AL9533 09-01-42 3138ERSX9 2771082.670000000000 PA USD 2832653.360000000000 0.0053798196 Long ABS-MBS USGA US N 2 2042-09-01 Variable 4.2200000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN AL9530 07-01-42 3138ERSU5 4342286.400000000000 PA USD 4445585.050000000000 0.0084431247 Long ABS-MBS USGA US N 2 2042-07-01 Variable 4.0870000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.875% 09-30-23 9128285D8 242728800.000000000000 PA USD 264472445.900000000000 0.5022902101 Long DBT UST US N 2 2023-09-30 Fixed 2.87500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.875% 10-31-23 9128285K2 164500000.000000000000 PA USD 179546815.000000000000 0.3409981222 Long DBT UST US N 2 2023-10-31 Fixed 2.87500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN AL0073 04-01-41 3138EGCK8 427800.100000000000 PA USD 438537.030000000000 0.0008328764 Long ABS-MBS USGA US N 2 2041-04-01 Variable 3.8510000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN AE0789 03-01-41 31419A2X4 507996.470000000000 PA USD 521292.770000000000 0.0009900474 Long ABS-MBS USGA US N 2 2041-03-01 Variable 3.7880000000000000 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_19-1 N/A TALNT 19-1 A 144A 2.56% 11-25-31 89231XAA9 6000000.000000000000 PA USD 6128100.000000000000 0.0116385835 Long ABS-O CORP US Y 2 2031-11-25 Fixed 2.56000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_18-2 N/A TPMT 18-2 A1 144A FRN 03-25-58 89175VAA1 13926270.500000000000 PA USD 14166693.630000000000 0.0269056064 Long ABS-CBDO CORP US Y 2 2058-03-25 Variable 3.2500000000000000 N N N N N N MEXICO CITY AIRPORT TRUST N/A MEXICO CITY ARPT TRUST REG S SEC 5.5% 07-31-47 N/A 7316000.000000000000 PA USD 6249290.620000000000 0.0118687506 Long DBT CORP MX Y 2 2047-07-31 Fixed 5.50000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 METLIFE GLOBAL FUNDING GIC 144A LIFE 3.0% 09-19-27 59217GCK3 2500000.000000000000 PA USD 2459457.500000000000 0.0046710402 Long DBT CORP US Y 2 2027-09-19 Fixed 3.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 3.375% 11-15-48 912810SE9 13647800.000000000000 PA USD 20261933.310000000000 0.0384817810 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.25% 03-31-26 9128286L9 64384600.000000000000 PA USD 71153353.000000000000 0.1351355621 Long DBT UST US N 2 2026-03-31 Fixed 2.25000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSEC 144A 3.2% 11-21-29 00287YBW8 39761000.000000000000 PA USD 40809696.380000000000 0.0775064143 Long DBT CORP US Y 2 2029-11-21 Fixed 3.20000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSEC 144A 4.25% 11-21-49 00287YBS7 13724000.000000000000 PA USD 14995459.980000000000 0.0284796124 Long DBT CORP US Y 2 2049-11-21 Fixed 4.25000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN AE0844 02-01-41 31419A5E3 486354.330000000000 PA USD 499363.340000000000 0.0009483987 Long ABS-MBS USGA US N 2 2041-02-01 Variable 3.8250000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN AL9531 12-01-41 3138ERSV3 4633702.140000000000 PA USD 4755832.630000000000 0.0090323518 Long ABS-MBS USGA US N 2 2041-12-01 Variable 4.0000000000000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.6485% 11-16-15/11-16-45 LCH N/A 1.000000000000 NC USD -5474699.460000000000 -0.0103976349 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2045-11-16 0.000000000000 USD 0.000000000000 USD 13050000.000000000000 USD -5474699.460000000000 N N N TOWD POINT MORTGAGE TRUST TPMT_17-3 N/A TPMT 17-3 A1 144A FRN 07-25-57 89169DAA9 6312269.920000000000 PA USD 6242329.970000000000 0.0118555308 Long ABS-CBDO CORP US Y 2 2057-07-25 Variable 2.7500000000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_18-5 N/A TPMT 18-5 A1A 144A FRN 07-25-58 89176VAK8 4224233.120000000000 PA USD 4302246.260000000000 0.0081708935 Long ABS-CBDO CORP US Y 2 2058-07-25 Variable 3.2500000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.25% 04-30-24 9128286R6 50633000.000000000000 PA USD 54562120.800000000000 0.1036252341 Long DBT UST US N 2 2024-04-30 Fixed 2.25000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.375% 05-15-29 9128286T2 11795000.000000000000 PA USD 13589019.500000000000 0.0258084786 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N MOSAIC COMPANY (THE) 2YD5STGSJNMUB7H76907 MOSAIC CO SR UNSEC 4.05% 11-15-27 61945CAG8 1000000.000000000000 PA USD 854627.000000000000 0.0016231210 Long DBT CORP US N 2 2027-11-15 Fixed 4.05000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 METLIFE GLOBAL FUNDING GIC 144A LIFE 2.4% 01-08-21 59217GCL1 19975000.000000000000 PA USD 19915334.680000000000 0.0378235154 Long DBT CORP US Y 2 2021-01-08 Fixed 2.40000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 SYNCHRONY FINANCIAL SR UNSEC 2.85% 07-25-22 87165BAQ6 8750000.000000000000 PA USD 8346493.750000000000 0.0158517916 Long DBT CORP US N 2 2022-07-25 Fixed 2.85000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SEC 2.85% 08-01-29 842400GS6 46884000.000000000000 PA USD 45504907.140000000000 0.0864236321 Long DBT CORP US N 2 2029-08-01 Fixed 2.85000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 SHERWIN-WILLIAMS SR UNSEC 2.95% 08-15-29 824348BJ4 5150000.000000000000 PA USD 5086752.850000000000 0.0096608407 Long DBT CORP US N 2 2029-08-15 Fixed 2.95000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 SHERWIN-WILLIAMS SR UNSEC 3.8% 08-15-49 824348BK1 5038000.000000000000 PA USD 5065860.140000000000 0.0096211609 Long DBT CORP US N 2 2049-08-15 Fixed 3.80000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSEC 3.125% 01-23-23 61744YAN8 14850000.000000000000 PA USD 15208389.900000000000 0.0288840122 Long DBT CORP US N 2 2023-01-23 Fixed 3.12500000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSEC 3.549% 03-05-23 60687YAP4 17000000.000000000000 PA USD 17453169.000000000000 0.0331473318 Long DBT CORP JP N 2 2023-03-05 Fixed 3.54900000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-1 N/A TPMT17-1 A2 144A FRN 10-25-56/07-25-24 89173FAB6 904000.000000000000 PA USD 866816.670000000000 0.0016462718 Long ABS-CBDO CORP US Y 2 2056-10-25 Variable 3.5000000000000000 N N N N N N VERIZON OWNER TRUST VZOT_17-1A N/A VZOT 17-1A B 144A 2.45% 09-20-21 92348NAB3 2500000.000000000000 PA USD 2492960.000000000000 0.0047346687 Long ABS-O CORP US Y 2 2021-09-20 Fixed 2.45000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.4095% 01-14-16/01-14-46 LCH N/A 1.000000000000 NC USD -5468769.000000000000 -0.0103863717 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2046-01-14 0.000000000000 USD 0.000000000000 USD 15000000.000000000000 USD -5468769.000000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.59125% 12-16-15/12-16-45 LCH N/A 1.000000000000 NC USD -18392247.000000000000 -0.0349308435 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2045-12-16 0.000000000000 USD 0.000000000000 USD 45000000.000000000000 USD -18392247.000000000000 N N N ROYAL BANK OF SCOTLAND GROUP PLC (THE) 2138005O9XJIJN4JPN90 ROYAL BK OF SCOTLAND SR UNSEC 4.445% 05-08-30 780097BL4 14200000.000000000000 PA USD 14912328.800000000000 0.0283217283 Long DBT CORP GB N 2 2030-05-08 Variable 4.4450000000000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 REPUBLIC SERVICES SR UNSEC 2.5% 08-15-24 760759AU4 7000000.000000000000 PA USD 7061978.000000000000 0.0134122192 Long DBT CORP US N 2 2024-08-15 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BH9235 01-01-33 3140GYHM4 1692494.070000000000 PA USD 1780217.730000000000 0.0033810174 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 MA3631 04-01-34 31418DA93 .020000000000 PA USD .020000000000 0.0000000000 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 3.00000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.525% 10-20-15/10-20-45 LCH N/A 1.000000000000 NC USD -10896440.800000000000 -0.0206946910 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2045-10-20 0.000000000000 USD 0.000000000000 USD 28000000.000000000000 USD -10896440.800000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.516% 10-20-15/10-20-45 LCH N/A 1.000000000000 NC USD -16254865.200000000000 -0.0308714945 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2045-10-20 0.000000000000 USD 0.000000000000 USD 42000000.000000000000 USD -16254865.200000000000 N N N VERIZON OWNER TRUST VZOT_17-1A N/A VZOT 17-1A C 144A 2.65% 09-20-21 92348NAC1 3000000.000000000000 PA USD 2990397.000000000000 0.0056794088 Long ABS-O CORP US Y 2 2021-09-20 Fixed 2.65000000 N N N N N N VERIZON OWNER TRUST VZOT_17-3A N/A VZOT 17-3A A1A 144A 2.06% 04-20-22 92348RAA6 4257625.330000000000 PA USD 4262921.820000000000 0.0080962079 Long ABS-O CORP US Y 2 2022-04-20 Fixed 2.06000000 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 MISSISSIPPI POWER SR UNSEC 3.95% 03-30-28 605417CB8 6400000.000000000000 PA USD 6606361.600000000000 0.0125469054 Long DBT CORP US N 2 2028-03-30 Fixed 3.95000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSEC 3.737% 04-24-24 61744YAQ1 57500000.000000000000 PA USD 59288480.000000000000 0.1126016095 Long DBT CORP US N 2 2024-04-24 Variable 3.7370000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.5 QA5125 12-01-49 31346YVS9 47350420.600000000000 PA USD 50863016.850000000000 0.0965998380 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 4.0 SI2002 03-01-48 3133USGK1 2512579.330000000000 PA USD 2697251.400000000000 0.0051226621 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 4.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 2.875% 05-15-49 912810SH2 268147900.000000000000 PA USD 366394609.080000000000 0.6958623782 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.125% 05-31-21 9128286V7 100000000.000000000000 PA USD 102312000.000000000000 0.1943125523 Long DBT UST US N 2 2021-05-31 Fixed 2.12500000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.5315% 10-26-15/10-26-45 LCH N/A 1.000000000000 NC USD -15636160.000000000000 -0.0296964399 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2045-10-26 0.000000000000 USD 0.000000000000 USD 40000000.000000000000 USD -15636160.000000000000 N N N ROTECH HEALTHCARE INC (NEW) N/A ROTECH HEALTHCARE INC PP (NEW) (NOT LISTED OR TRADING) (DRS) 778669200 342069.000000000000 NS USD 8209656.000000000000 0.0155919072 Long EC CORP US N 3 N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.75% 05-31-23 9128284S6 100000000.000000000000 PA USD 107732000.000000000000 0.2046063012 Long DBT UST US N 2 2023-05-31 Fixed 2.75000000 N N N N N N UK CONV GILT ECTRVYYCEF89VWYS6K36 UTD KINGDOM GILT I/L GBP REG S 0.125% 08-10-41 N/A 11071725.500000000000 PA 21919399.460000000000 0.0416296666 Long DBT NUSS GB N 2 2041-08-10 Fixed 0.12500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN AE7629 11-01-40 31419JPP7 95844.460000000000 PA USD 98083.770000000000 0.0001862822 Long ABS-MBS USGA US N 2 2040-11-01 Variable 3.7240000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN AL9326 11-01-41 3138ERLG3 7668738.350000000000 PA USD 7862090.250000000000 0.0149318049 Long ABS-MBS USGA US N 2 2041-11-01 Variable 4.0870000000000000 N N N N N N METLIFE CAPITAL TRUST IV N/A METLIFE CAPITAL TRUST IV PFD 144A LIFE JR SUB (H) 7.875% 12-15-67/37 591560AA5 100000.000000000000 PA USD 116136.500000000000 0.0002205683 Long DBT CORP US Y 2 2067-12-15 Variable 7.8750000000000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 MCDONALD'S CORP SR UNSEC 4.45% 09-01-48 58013MFH2 3500000.000000000000 PA USD 3910235.000000000000 0.0074263795 Long DBT CORP US N 2 2048-09-01 Fixed 4.45000000 N N N N N N UKRAINE REPUBLIC OF (GOVERNMENT) 6354001WLTJXOMEXPY07 UKRAINE GOVT EUR 144A 6.75% 06-20-26 N/A 3905000.000000000000 PA 3842652.170000000000 0.0072980252 Long DBT NUSS UA Y 2 2026-06-20 Fixed 6.75000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.5% 05-15-24 912828WJ5 84000000.000000000000 PA USD 91430640.000000000000 0.1736465030 Long DBT UST US N 2 2024-05-15 Fixed 2.50000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 AESOP 15-1A A 144A 2.5% 07-20-21/20 05377RBX1 3630000.020000000000 PA USD 3624827.270000000000 0.0068843287 Long ABS-O CORP US Y 2 2021-07-20 Fixed 2.50000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 AESOP 15-2A A 144A 2.63% 12-20-21/20 05377RCA0 9175000.000000000000 PA USD 9102967.080000000000 0.0172884976 Long ABS-O CORP US Y 2 2021-12-20 Fixed 2.63000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN AL9327 11-01-41 3138ERLH1 5307902.580000000000 PA USD 5444772.160000000000 0.0103407965 Long ABS-MBS USGA US N 2 2041-11-01 Variable 4.3550000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHARM FRN 840222 11-01-40 31347AG73 1368068.740000000000 PA USD 1404337.610000000000 0.0026671400 Long ABS-MBS USGA US N 2 2040-11-01 Variable 4.0480000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 890710 02-01-31 31410LR79 26079.670000000000 PA USD 27435.080000000000 0.0000521051 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 AB5095 05-01-27 31417BUV7 55305.380000000000 PA USD 58149.630000000000 0.0001104387 Long ABS-MBS USGA US N 2 2027-05-01 Fixed 3.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.125% 05-31-26 9128286X3 54000000.000000000000 PA USD 59375160.000000000000 0.1127662335 Long DBT UST US N 2 2026-05-31 Fixed 2.12500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.625% 06-30-21 9128287A2 57661000.000000000000 PA USD 58726575.280000000000 0.1115344313 Long DBT UST US N 2 2021-06-30 Fixed 1.62500000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_16-1 N/A AMCAR 16-1 C 2.89% 01-10-22 03065VAF4 1199081.940000000000 PA USD 1197238.950000000000 0.0022738150 Long ABS-O CORP US N 2 2022-01-10 Fixed 2.89000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_16-2 N/A AMCAR 16-2 C 2.87% 11-08-21 03066DAF3 321607.650000000000 PA USD 321407.290000000000 0.0006104218 Long ABS-O CORP US N 2 2021-11-08 Fixed 2.87000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN 964279 07-01-38 31414EXG4 115546.970000000000 PA USD 118154.630000000000 0.0002244011 Long ABS-MBS USGA US N 2 2038-07-01 Variable 4.4990000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN 964708 08-01-38 31414FGR6 15150.510000000000 PA USD 15272.380000000000 0.0000290055 Long ABS-MBS USGA US N 2 2038-08-01 Variable 4.6400000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.0% 08-31-21 912828D72 3000000.000000000000 PA USD 3075750.000000000000 0.0058415126 Long DBT UST US N 2 2021-08-31 Fixed 2.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.0% 10-31-21 912828F96 1000000.000000000000 PA USD 1028070.000000000000 0.0019525266 Long DBT UST US N 2 2021-10-31 Fixed 2.00000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_16-3 N/A AMCAR 16-3 C 2.24% 04-08-22/06-08-20 03065DAF4 4540201.350000000000 PA USD 4499616.490000000000 0.0085457421 Long ABS-O CORP US N 2 2022-04-08 Fixed 2.24000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_17-1 N/A AMCAR 17-1 C 2.71% 08-18-22 03065FAF9 6030000.000000000000 PA USD 5997015.900000000000 0.0113896265 Long ABS-O CORP US N 2 2022-08-18 Fixed 2.71000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.0 G08791 12-01-47 3128MJ2Z2 19407983.610000000000 PA USD 20491473.110000000000 0.0389177266 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.0 MA3147 10-01-47 31418CP99 14859449.190000000000 PA USD 15683881.150000000000 0.0297870726 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 3.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.75% 06-30-24 9128286Z8 40000000.000000000000 PA USD 42376400.000000000000 0.0804819224 Long DBT UST US N 2 2024-06-30 Fixed 1.75000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.875% 06-30-26 9128287B0 139370000.000000000000 PA USD 151228993.300000000000 0.2872164719 Long DBT UST US N 2 2026-06-30 Fixed 1.87500000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 ROYAL BANK OF CANADA SR UNSEC 1.95% 01-17-23 78015K7D0 9520000.000000000000 PA USD 9435157.760000000000 0.0179193993 Long DBT CORP CA N 2 2023-01-17 Fixed 1.95000000 N N N N N N REDE DOR FINANCE SARL 549300FDE772OLJUCP79 REDE DOR FINANCE SARL SR UNSEC 144A LIFE 4.5% 01-22-30 75735GAA6 7200000.000000000000 PA USD 6283800.000000000000 0.0119342913 Long DBT CORP LU Y 2 2030-01-22 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 2.5 MA3896 01-01-35 31418DKJ0 15299993.060000000000 PA USD 15910493.380000000000 0.0302174581 Long ABS-MBS USGA US N 2 2035-01-01 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 CA4802 12-01-49 3140QCKQ8 52779211.630000000000 PA USD 56694373.550000000000 0.1076748419 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3.50000000 N N N N N N WESCO AIRCRAFT HOLDINGS INC 529900P5VTXZS191P208 WESCO AIRCRAFT HOLDINGS SEC 144A LIFE 8.5% 11-15-24 97789LAC0 7000000.000000000000 PA USD 5626215.000000000000 0.0106853956 Long DBT CORP US Y 2 2024-11-15 Fixed 8.50000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 WYNN MACAU LTD 144A LIFE SR UNSEC 5.125% 12-15-29 98313RAE6 1200000.000000000000 PA USD 1017000.000000000000 0.0019315023 Long DBT CORP MO Y 2 2029-12-15 Fixed 5.12500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.25% 11-15-24 912828G38 172750000.000000000000 PA USD 187661780.000000000000 0.3564101908 Long DBT UST US N 2 2024-11-15 Fixed 2.25000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 3.0% 11-15-44 912810RJ9 5900000.000000000000 PA USD 7996683.000000000000 0.0151874256 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.75% 07-15-22 9128287C8 45000000.000000000000 PA USD 46552950.000000000000 0.0884140915 Long DBT UST US N 2 2022-07-15 Fixed 1.75000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.75% 07-31-24 912828Y87 13103000.000000000000 PA USD 13893766.050000000000 0.0263872580 Long DBT UST US N 2 2024-07-31 Fixed 1.75000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 REYNOLDS AMERICAN INC SR UNSEC 4.75% 11-01-42 761713AW6 2500000.000000000000 PA USD 2348780.000000000000 0.0044608398 Long DBT CORP US N 2 2042-11-01 Fixed 4.75000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 REYNOLDS AMERICAN INC SR UNSEC 3.25% 11-01-22 761713AX4 17491000.000000000000 PA USD 16977884.020000000000 0.0322446632 Long DBT CORP US N 2 2022-11-01 Fixed 3.25000000 N N N N N N VERIZON OWNER TRUST VZOT_17-3A N/A VZOT 17-3A B 144A 2.38% 04-20-22 92348RAC2 4950000.000000000000 PA USD 4838778.450000000000 0.0091898838 Long ABS-O CORP US Y 2 2022-04-20 Fixed 2.38000000 N N N N N N VOYA CLO LTD VOYA_14-3A N/A VOYA 14-3A A1R CLO 144A FRN (L+72) 07-25-26 92912QAG1 3453949.780000000000 PA USD 3408471.620000000000 0.0064734227 Long ABS-O CORP KY Y 2 2026-07-25 Variable 2.5141300000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.875% 07-31-26 912828Y95 402000000.000000000000 PA USD 436559940.000000000000 0.8291214733 Long DBT UST US N 2 2026-07-31 Fixed 1.87500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 1.625% 08-15-29 912828YB0 123597900.000000000000 PA USD 134381816.780000000000 0.2552200504 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N WPX ENERGY INC ZXZE9GCS2BB547GJW219 WPX ENERGY INC SR UNSEC 4.5% 01-15-30 98212BAL7 15995000.000000000000 PA USD 8745266.250000000000 0.0166091466 Long DBT CORP US N 2 2030-01-15 Fixed 4.50000000 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 WESTERN MIDSTREAM OP SR UNSEC 4.05% 02-01-30 958667AC1 6606000.000000000000 PA USD 2922031.980000000000 0.0055495689 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 2.25% 08-15-49 912810SJ8 331492000.000000000000 PA USD 403210294.200000000000 0.7657833038 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.5% 08-15-22 912828YA2 211000000.000000000000 PA USD 217283580.000000000000 0.4126683771 Long DBT UST US N 2 2022-08-15 Fixed 1.50000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 549300Y4SA5G3GIJTP18 AMXCA 17-7 A 2.35% 05-15-25/10-17-22 02582JHL7 1260000.000000000000 PA USD 1286364.240000000000 0.0024430831 Long ABS-O CORP US N 2 2025-05-15 Fixed 2.35000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_19-1A N/A AESOP 19-1A A 144A 3.45% 03-20-23/22 05377RDG6 5705000.000000000000 PA USD 5620999.580000000000 0.0106754904 Long ABS-O CORP US Y 2 2023-03-20 Fixed 3.45000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN 889101 01-01-38 31410GX65 180002.310000000000 PA USD 179206.520000000000 0.0003403518 Long ABS-MBS USGA US N 2 2038-01-01 Variable 3.3650000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN AL9335 12-01-40 3138ERLR9 6170594.310000000000 PA USD 6313011.630000000000 0.0119897705 Long ABS-MBS USGA US N 2 2040-12-01 Variable 4.0700000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.25% 08-31-24 912828YE4 75000000.000000000000 PA USD 77970750.000000000000 0.1480832692 Long DBT UST US N 2 2024-08-31 Fixed 1.25000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.5% 09-30-24 912828YH7 130777000.000000000000 PA USD 137449242.540000000000 0.2610457535 Long DBT UST US N 2 2024-09-30 Fixed 1.50000000 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 WESTERN MIDSTREAM OP SR UNSEC 3.1% 02-01-25 958667AB3 8964000.000000000000 PA USD 4703590.080000000000 0.0089331319 Long DBT CORP US N 2 2025-02-01 Fixed 3.10000000 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 WESTERN MIDSTREAM OP SR UNSEC 5.25% 02-01-50 958667AA5 9236000.000000000000 PA USD 3811087.620000000000 0.0072380773 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.0 CA0377 09-01-47 3140Q7M38 3089621.610000000000 PA USD 3260944.220000000000 0.0061932363 Long ABS-MBS USGA US N 2 2047-09-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 MA3639 04-01-49 31418DBH4 61745916.790000000000 PA USD 66505415.550000000000 0.1263081265 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.0 RA1914 01-01-50 3133KHDT0 72418490.990000000000 PA USD 76298673.740000000000 0.1449076358 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 CA4566 08-01-49 3140QCCC8 36672774.890000000000 PA USD 38789197.400000000000 0.0736690510 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 3.50000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.625% 09-30-26 912828YG9 87850000.000000000000 PA USD 94135667.500000000000 0.1787839336 Long DBT UST US N 2 2026-09-30 Fixed 1.62500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.5% 10-31-24 912828YM6 230200000.000000000000 PA USD 242181910.000000000000 0.4599556753 Long DBT UST US N 2 2024-10-31 Fixed 1.50000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_17-2A N/A AESOP 17-2A A 144A 2.97% 03-20-24/23 05377RCU6 2210000.000000000000 PA USD 2084290.780000000000 0.0039585177 Long ABS-O CORP US Y 2 2024-03-20 Fixed 2.97000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_18-2A N/A AESOP 18-2A A 144A 4.0% 03-20-25/24 05377RDC5 28000000.000000000000 PA USD 27842612.000000000000 0.0528791246 Long ABS-O CORP US Y 2 2025-03-20 Fixed 4.00000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 SEALED AIR CORP 144A LIFE SR UNSEC 5.25% 04-01-23 81211KAU4 111000.000000000000 PA USD 114924.410000000000 0.0002182662 Long DBT CORP US Y 2 2023-04-01 Fixed 5.25000000 N N N N N N SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2 N/A SCENTRE GROUP 144A LIFE SR UNSEC 3.5% 02-12-25 806213AB0 7550000.000000000000 PA USD 7721573.750000000000 0.0146649338 Long DBT CORP AU Y 2 2025-02-12 Fixed 3.50000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.625% 10-31-26 912828YQ7 157900000.000000000000 PA USD 169243536.000000000000 0.3214299734 Long DBT UST US N 2 2026-10-31 Fixed 1.62500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.5% 11-30-21 912828YT1 161000000.000000000000 PA USD 164443790.000000000000 0.3123142207 Long DBT UST US N 2 2021-11-30 Fixed 1.50000000 N N N N N N VOLKSWAGEN AUTO LEASE TRUST VWALT_19-A N/A VWALT 19-A A2A 2.0% 03-21-22 92867XAB2 51381000.000000000000 PA USD 51478315.610000000000 0.0977684230 Long ABS-O CORP US N 2 2022-03-21 Fixed 2.00000000 N N N N N N VERIZON OWNER TRUST VZOT_20-A 549300XY7L2MRX0BQH89 VZOT 20-A A1A 1.85% 07-22-24/02-21-23 92348TAA2 40756000.000000000000 PA USD 39808912.070000000000 0.0756057091 Long ABS-O CORP US N 2 2024-07-22 Fixed 1.85000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGTW 3.0 C92056 04-01-39 3128P8H95 18322476.580000000000 PA USD 19359107.340000000000 0.0367671198 Long ABS-MBS USGA US N 2 2039-04-01 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGTW 3.0 C92053 04-01-39 3128P8H61 6017564.960000000000 PA USD 6357713.840000000000 0.0120746697 Long ABS-MBS USGA US N 2 2039-04-01 Fixed 3.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 4.625% 02-15-40 912810QE1 9400000.000000000000 PA USD 15415342.000000000000 0.0292770589 Long DBT UST US N 2 2040-02-15 Fixed 4.62500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.0% 02-15-25 912828J27 97000000.000000000000 PA USD 104540780.000000000000 0.1985454862 Long DBT UST US N 2 2025-02-15 Fixed 2.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.5% 11-30-24 912828YV6 5120400.000000000000 PA USD 5393931.770000000000 0.0102442397 Long DBT UST US N 2 2024-11-30 Fixed 1.50000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.625% 11-30-26 912828YU8 1466100.000000000000 PA USD 1572025.730000000000 0.0029856159 Long DBT UST US N 2 2026-11-30 Fixed 1.62500000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 WESTPAC BANKING CORP SUB 2.894% 02-04-30 961214EM1 29668000.000000000000 PA USD 28522103.170000000000 0.0541696249 Long DBT CORP AU N 2 2030-02-04 Variable 2.8940000000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO CO SR UNSEC 2.164% 02-11-26 95000U2K8 6300000.000000000000 PA USD 6157254.600000000000 0.0116939543 Long DBT CORP US N 2 2026-02-11 Variable 2.1640000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.5 ZA7047 05-01-49 31329QZL8 5131480.880000000000 PA USD 5433740.500000000000 0.0103198450 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 FM1596 05-01-49 3140X4X27 61217.890000000000 PA USD 64798.030000000000 0.0001230654 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3.50000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY I/L 1.75% 01-15-28 912810PV4 5171838.000000000000 PA USD 5897056.200000000000 0.0111997815 Long DBT UST US N 2 2028-01-15 Fixed 1.75000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY I/L 2.125% 02-15-41 912810QP6 14512960.000000000000 PA USD 20261595.200000000000 0.0384811388 Long DBT UST US N 2 2041-02-15 Fixed 2.12500000 N N N N N N MASONITE INTERNATIONAL CORPORATION 549300H0H07ZFT4JYM32 MASONITE INTERNATIONAL CORP 144A LIFE SR UNSEC 5.75% 09-15-26 575385AB5 1500000.000000000000 PA USD 1482814.500000000000 0.0028161845 Long DBT CORP US Y 2 2026-09-15 Fixed 5.75000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 METLIFE GLOBAL FUNDING GIC 144A LIFE 3.45% 10-09-21 59217GCR8 1500000.000000000000 PA USD 1512123.000000000000 0.0028718477 Long DBT CORP US Y 2 2021-10-09 Fixed 3.45000000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 SPRINT SR UNSEC 7.25% 09-15-21 85207UAE5 1110000.000000000000 PA USD 1150137.600000000000 0.0021843593 Long DBT CORP US N 2 2021-09-15 Fixed 7.25000000 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 5.75% 05-15-24 785592AJ5 13100000.000000000000 PA USD 12316921.300000000000 0.0233924898 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO CO SR UNSEC 2.572% 02-11-31 95000U2J1 41684000.000000000000 PA USD 40256281.320000000000 0.0764553598 Long DBT CORP US N 2 2031-02-11 Variable 2.5720000000000000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 DISNEY WALT CO SR UNSEC 3.8% 03-22-30 254687FQ4 7000000.000000000000 PA USD 7903805.000000000000 0.0150110302 Long DBT CORP US N 2 2030-03-22 Fixed 3.80000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 CA4358 07-01-49 3140QBZY7 51376833.970000000000 PA USD 54329563.370000000000 0.1031835574 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 CA4026 05-01-49 3140QBPL6 11223991.400000000000 PA USD 11867440.380000000000 0.0225388286 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3.50000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.625% 12-31-21 912828YZ7 7089900.000000000000 PA USD 7263248.060000000000 0.0137944744 Long DBT UST US N 2 2021-12-31 Fixed 1.62500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.75% 12-31-26 912828YX2 200000000.000000000000 PA USD 216282000.000000000000 0.4107661607 Long DBT UST US N 2 2026-12-31 Fixed 1.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 FM2201 01-01-48 3140X5NT6 178276385.110000000000 PA USD 191489517.670000000000 0.3636798901 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 FM2202 12-01-48 3140X5NU3 18190485.090000000000 PA USD 19410448.160000000000 0.0368646271 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.00000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A N/A AESOP 2020-1A A 144A 2.33% 08-20-26/25 05377RDU5 30754000.000000000000 PA USD 27372536.190000000000 0.0519863493 Long ABS-O CORP US Y 2 2026-08-20 Fixed 2.33000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 549300Y4SA5G3GIJTP18 AMXCA 18-3 A FRN (L+32) 10-15-25/03-15-23 02582JHS2 423000.000000000000 PA USD 414134.770000000000 0.0007865312 Long ABS-O CORP US N 2 2025-10-15 Variable 1.0246300000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.0 RA2020 01-01-50 3133KHG59 181691114.460000000000 PA USD 191426124.370000000000 0.3635594926 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.0 SD0234 01-01-50 3132DMHK4 57639796.220000000000 PA USD 60732286.570000000000 0.1153437095 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BN4889 05-01-34 3140JMNF5 1955987.950000000000 PA USD 2049173.170000000000 0.0038918218 Long ABS-MBS USGA US N 2 2034-05-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 BM4413 12-01-47 3140J83X9 18645022.620000000000 PA USD 20207512.810000000000 0.0383784247 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNMDI4 3.5 BF0264 05-01-58 3140FXJJ2 26040509.110000000000 PA USD 28155675.500000000000 0.0534736997 Long ABS-MBS USGA US N 2 2058-05-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS BN6249 04-01-49 3140JN5K2 114826.560000000000 PA USD 121677.570000000000 0.0002310919 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 3.50000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_18-3A N/A WLAKE 18-3A A2A 144A 2.98% 01-18-22 96042GAC6 6697079.220000000000 PA USD 6689645.460000000000 0.0127050794 Long ABS-O CORP US Y 2 2022-01-18 Fixed 2.98000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_18-1 N/A WLAKE 18-1A C 144A 2.92% 05-15-23 96042NAJ6 4076440.340000000000 PA USD 4033287.140000000000 0.0076600821 Long ABS-O CORP US Y 2 2023-05-15 Fixed 2.92000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP SR UNSEC 5.5% 02-15-49 55336VAT7 2304000.000000000000 PA USD 1952845.060000000000 0.0037088739 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N METROPOLITAN EDISON COMPANY TBL0FUJQXXOVZMZFHZ71 METROPOLITAN EDISON 144A LIFE SR UNSEC 4.3% 01-15-29 591894CC2 3000000.000000000000 PA USD 3153909.000000000000 0.0059899534 Long DBT CORP US Y 2 2029-01-15 Fixed 4.30000000 N N N N N N FAHB_20-HB1 N/A FAHB 20-HB1 A 144A FRN 02-25-30 31735NAA4 11077000.000000000000 PA USD 11221543.770000000000 0.0213121316 Long ABS-CBDO CORP US Y 2 2030-02-25 Variable 2.0115000000000000 N N N N N N FAHB_20-HB1 N/A FAHB 20-HB1 M3 144A FRN 02-25-30 31735NAD8 380000.000000000000 PA USD 396705.940000000000 0.0007534301 Long ABS-CBDO CORP US Y 2 2030-02-25 Variable 2.7225000000000000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 DISNEY WALT CO SR UNSEC 4.7% 03-23-50 254687FS0 20000000.000000000000 PA USD 26132360.000000000000 0.0496309873 Long DBT CORP US N 2 2050-03-23 Fixed 4.70000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO CO SR UNSEC 4.478% 04-04-31 95000U2L6 11800000.000000000000 PA USD 13397059.200000000000 0.0254439046 Long DBT CORP US N 2 2031-04-04 Variable 4.4780000000000000 N N N N N N CPS AUTO TRUST CPS_15-A N/A CPS 15-A C 144A 4.0% 02-16-21/04-15-19 12633BAC9 245107.740000000000 PA USD 245042.540000000000 0.0004653886 Long ABS-O CORP US Y 2 2021-02-16 Fixed 4.00000000 N N N N N N COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_06-I N/A CWHEL 06-I 2A FRN FSA (L+14) 01-15-37 12668FAB0 2617128.500000000000 PA USD 2369477.480000000000 0.0045001487 Long ABS-O CORP US N 2 2037-01-15 Variable 0.8446300000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY I/L 0.75% 02-15-42 912810QV3 195509275.000000000000 PA USD 218865035.000000000000 0.4156719012 Long DBT UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.625% 11-15-22 912828TY6 252000000.000000000000 PA USD 260915760.000000000000 0.4955352966 Long DBT UST US N 2 2022-11-15 Fixed 1.62500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS FM0020 07-01-49 3140X3AW8 85972.300000000000 PA USD 90865.070000000000 0.0001725724 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.5 ZS4777 07-01-48 3132A5JW6 155058.490000000000 PA USD 164350.990000000000 0.0003121380 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 3.50000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SR SEC 1ST LIEN SER C 3.6% 02-01-45 842400GE7 20516000.000000000000 PA USD 18930872.290000000000 0.0359538091 Long DBT CORP US N 2 2045-02-01 Fixed 3.60000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SR SEC 1ST LIEN 1.845% 02-01-22 842400GF4 3621428.650000000000 PA USD 3572966.690000000000 0.0067858343 Long DBT CORP US N 2 2022-02-01 Fixed 1.84500000 N N N N N N FANNIE MAE ACES FNMA_19-M5 N/A FNMA 19-M5 A2 (MF) 3.273% 01-25-29 3136B4KB3 430000.000000000000 PA USD 486541.560000000000 0.0009240473 Long ABS-CBDO USGA US N 2 2029-01-25 Fixed 3.27300000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BM4299 03-01-30 3140J8X57 184589.190000000000 PA USD 193604.710000000000 0.0003676971 Long ABS-MBS USGA US N 2 2030-03-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BO1588 08-01-49 3140JVXS6 9713284.500000000000 PA USD 10392116.810000000000 0.0197368710 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 CA4021 08-01-49 3140QBPF9 89092866.610000000000 PA USD 94800244.740000000000 0.1800461091 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 3.50000000 N N N N N N COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_07-B N/A CWHEL 07-B A FRN FSA (L+15) 02-15-37 12669XAE4 4118489.520000000000 PA USD 3730210.680000000000 0.0070844745 Long ABS-O CORP US N 2 2037-02-15 Variable 0.8546300000000000 N N N N N N CPS AUTO RECEIVABLES TRUST CPS_17-B 5493000DWM31LZSZTM21 CPS 17-B C 144A 2.92% 02-15-22/03-16-20 12636XAC8 3143596.480000000000 PA USD 3137312.430000000000 0.0059584329 Long ABS-O CORP US Y 2 2022-02-15 Fixed 2.92000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.5 SD7508 10-01-49 3132DVKV6 143392856.500000000000 PA USD 154029595.200000000000 0.2925354188 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCI UMBS 2.5 SB8020 12-01-34 3132D54D1 7805867.280000000000 PA USD 8117485.310000000000 0.0154168552 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 2.50000000 N N N N N N SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2 N/A SCENTRE GROUP 144A LIFE SR UNSEC 3.25% 10-28-25 806213AD6 10655000.000000000000 PA USD 10744086.460000000000 0.0204053372 Long DBT CORP AU Y 2 2025-10-28 Fixed 3.25000000 N N N N N N SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2 N/A SCENTRE GROUP 144A LIFE SR UNSEC 2.375% 04-28-21 806213AC8 11410000.000000000000 PA USD 11450494.090000000000 0.0217469577 Long DBT CORP AU Y 2 2021-04-28 Fixed 2.37500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.375% 01-31-25 912828Z52 97369000.000000000000 PA USD 102038817.240000000000 0.1937937193 Long DBT UST US N 2 2025-01-31 Fixed 1.37500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.375% 01-31-22 912828Z60 700000000.000000000000 PA USD 714707000.000000000000 1.3573827246 Long DBT UST US N 2 2022-01-31 Fixed 1.37500000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO CO SR UNSEC 5.013% 04-04-51 95000U2M4 35200000.000000000000 PA USD 45013478.400000000000 0.0854903030 Long DBT CORP US N 2 2051-04-04 Variable 5.0130000000000000 N N N N N N WISCONSIN POWER AND LIGHT COMPANY JWBYHVQVMY66CVCOSO49 WISCONSIN POWER & LIGHT SR UNSEC 3.65% 04-01-50 976826BN6 4625000.000000000000 PA USD 4745638.500000000000 0.0090129909 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N CPS AUTO TRUST CPS_18-A N/A CPS 18-A C 144A 3.05% 12-15-23/02-16-21 12595MAC1 1240000.000000000000 PA USD 1221581.040000000000 0.0023200458 Long ABS-O CORP US Y 2 2023-12-15 Fixed 3.05000000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST R8AG6FXVDQAMDKCSJJ64 CCCIT 18-A2 A2 FRN (L+33) 01-20-25/23 17305EGL3 264000.000000000000 PA USD 259046.040000000000 0.0004919843 Long ABS-O CORP US N 2 2025-01-20 Variable 1.1028800000000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 METLIFE GLOBAL FUNDING GIC 144A LIFE 3.375% 01-11-22 59217GCS6 3000000.000000000000 PA USD 3048099.000000000000 0.0057889973 Long DBT CORP US Y 2 2022-01-11 Fixed 3.37500000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 METLIFE GLOBAL FUNDING GIC 144A LIFE 3.6% 01-11-24 59217GCT4 3000000.000000000000 PA USD 3119994.000000000000 0.0059255415 Long DBT CORP US Y 2 2024-01-11 Fixed 3.60000000 N N N N N N FAHB_20-HB1 N/A FAHB 20-HB1 M2 144A FRN 02-25-30 31735NAC0 900000.000000000000 PA USD 931700.700000000000 0.0017695006 Long ABS-CBDO CORP US Y 2 2030-02-25 Variable 2.3890000000000000 N N N N N N FAHB_20-HB1 N/A FAHB 20-HB1 M1 144A FRN 02-25-30 31735NAB2 2600000.000000000000 PA USD 2682911.400000000000 0.0050954273 Long ABS-CBDO CORP US Y 2 2030-02-25 Variable 2.1047000000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_18-2A N/A WLAKE 18-2A C 144A 3.5% 01-16-24 96042FAE4 400000.000000000000 PA USD 399597.200000000000 0.0007589213 Long ABS-O CORP US Y 2 2024-01-16 Fixed 3.50000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-2 N/A WLAKE 19-2A A2 144A 2.57% 02-15-23 96041LAB8 5758755.870000000000 PA USD 5740679.140000000000 0.0109027877 Long ABS-O CORP US Y 2 2023-02-15 Fixed 2.57000000 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 MARSH & MCLENNAN COMPANIES SR UNSEC 4.9% 03-15-49 571748BJ0 1200000.000000000000 PA USD 1541002.800000000000 0.0029266966 Long DBT CORP US N 2 2049-03-15 Fixed 4.90000000 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 MARSH & MCLENNAN COMPANIES SR UNSEC 4.375% 03-15-29 571748BG6 2460000.000000000000 PA USD 2738644.200000000000 0.0052012759 Long DBT CORP US N 2 2029-03-15 Fixed 4.37500000 N N N N N N UNIFORM MBS B1V7KEBTPIMZEU4LTD58 FNCI 3.0 UMBS TBA 04-01-35 01F030447 21049576.000000000000 PA USD 22014362.270000000000 0.0418100215 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 3.00000000 N N N N N N UNIFORM MBS B1V7KEBTPIMZEU4LTD58 FNCL 4.0 UMBS TBA 04-01-50 01F040644 40619457.000000000000 PA USD 43373090.610000000000 0.0823748528 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGCI 3.0 G18655 08-01-32 3128MMWR0 14843138.840000000000 PA USD 15618470.200000000000 0.0296628431 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGCI 3.0 G18652 07-01-32 3128MMWN9 23712824.600000000000 PA USD 24950942.310000000000 0.0473872203 Long ABS-MBS USGA US N 2 2032-07-01 Fixed 3.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.75% 05-15-23 912828VB3 3100000.000000000000 PA USD 3239903.000000000000 0.0061532745 Long DBT UST US N 2 2023-05-15 Fixed 1.75000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 2.875% 05-15-43 912810RB6 3750000.000000000000 PA USD 4947600.000000000000 0.0093965594 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 1.125% 02-28-27 912828ZB9 360450000.000000000000 PA USD 375026598.000000000000 0.7122563867 Long DBT UST US N 2 2027-02-28 Fixed 1.12500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 0.5% 03-31-25 912828ZF0 201246000.000000000000 PA USD 202558123.920000000000 0.3847015604 Long DBT UST US N 2 2025-03-31 Fixed 0.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHARM FRN 841039 07-01-43 31288QEL0 6683125.970000000000 PA USD 6785431.260000000000 0.0128869973 Long ABS-MBS USGA US N 2 2043-07-01 Variable 4.2800000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN BM6240 05-01-44 3140JA5A2 6158050.900000000000 PA USD 6302050.760000000000 0.0119689535 Long ABS-MBS USGA US N 2 2044-05-01 Variable 3.9840000000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-2 N/A WLAKE 19-2A B 144A 2.62% 07-15-24 96041LAD4 1040000.000000000000 PA USD 1007945.120000000000 0.0019143052 Long ABS-O CORP US Y 2 2024-07-15 Fixed 2.62000000 N N N N N N WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT_19-C N/A WFNMT 19-C A 2.21% 07-15-26/09-15-22 981464HF0 27000000.000000000000 PA USD 26064369.000000000000 0.0495018577 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.21000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BH7659 09-01-32 3140GWQM8 18925536.140000000000 PA USD 19912711.030000000000 0.0378185326 Long ABS-MBS USGA US N 2 2032-09-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BK1209 02-01-33 3140HEKX9 6689292.130000000000 PA USD 7034098.380000000000 0.0133592698 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 CA5166 11-01-49 3140QCW44 4371704.910000000000 PA USD 4627340.350000000000 0.0087883172 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS RA2062 10-01-49 3133KHJF4 24807333.750000000000 PA USD 26272454.880000000000 0.0498970577 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 3.50000000 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 MARSH & MCLENNAN COMPANIES SR UNSEC 4.75% 03-15-39 571748BH4 750000.000000000000 PA USD 886404.750000000000 0.0016834738 Long DBT CORP US N 2 2039-03-15 Fixed 4.75000000 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 MARSH & MCLENNAN COMPANIES SR UNSEC 3.875% 03-15-24 571748BF8 17120000.000000000000 PA USD 17962012.960000000000 0.0341137362 Long DBT CORP US N 2 2024-03-15 Fixed 3.87500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGCI 3.0 G15732 10-01-30 3128MESV4 12772655.820000000000 PA USD 13486749.460000000000 0.0256142457 Long ABS-MBS USGA US N 2 2030-10-01 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCI UMBS 3.0 SB8000 07-01-34 3132D53H3 538966.200000000000 PA USD 565010.660000000000 0.0010730771 Long ABS-MBS USGA US N 2 2034-07-01 Fixed 3.00000000 N N N N N N WILLIAMS PARTNERS LP WUURD1P1N0874ONXXO03 WILLIAMS PARTNERS LP SR UNSEC 3.9% 01-15-25 96950FAQ7 1391000.000000000000 PA USD 1249647.970000000000 0.0023733510 Long DBT CORP US N 2 2025-01-15 Fixed 3.90000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 ANTHEM SR UNSEC 3.5% 08-15-24 94973VBJ5 18698000.000000000000 PA USD 19220814.780000000000 0.0365044724 Long DBT CORP US N 2 2024-08-15 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCI UMBS 3.0 ZT2019 05-01-34 3132AEG42 2000001.340000000000 PA USD 2095343.400000000000 0.0039795090 Long ABS-MBS USGA US N 2 2034-05-01 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCI UMBS 3.0 ZT0716 10-01-33 3132ACYM6 927241.010000000000 PA USD 971727.250000000000 0.0018455196 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 3.00000000 N N N N N N WEA FINANCE LLC /WESTFIELD UK & EUROPE FINANCE PLC N/A WEA FINANCE LLC 144A LIFE SR UNSEC 3.75% 09-17-24 92890HAC6 2480000.000000000000 PA USD 2367477.440000000000 0.0044963502 Long DBT CORP US Y 2 2024-09-17 Fixed 3.75000000 N N N N N N MORGAN STANLEY BAML TRUST MSBAM_14-C15 N/A MSBAM 14-C15 A4 4.051% 04-15-47/02-16-24 61763KBA1 250000.000000000000 PA USD 264856.000000000000 0.0005030187 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 4.05100000 N N N N N N MORGAN STANLEY BAML TRUST MSBAM_14-C19 N/A MSBAM 14-C19 B FRN 12-15-47/12-17-24 61764PBX9 2000000.000000000000 PA USD 2009024.000000000000 0.0038155698 Long ABS-CBDO CORP US N 2 2047-12-15 Variable 4.0000000000000000 N N N N N N MORGAN STANLEY BAML TRUST MSBAM_13-C13 N/A MSBAM 13-C13 B FRN 11-15-46/11-17-23 61763BAX2 1000000.000000000000 PA USD 1025816.000000000000 0.0019482458 Long ABS-MBS CORP US N 2 2046-11-15 Variable 4.7564700000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.5 ZN4768 04-01-49 3131YBJM1 56196.410000000000 PA USD 59520.650000000000 0.0001130426 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 FM1762 09-01-49 3140X45Y8 300000.290000000000 PA USD 317097.610000000000 0.0006022367 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3.50000000 N N N N N N KRONOS INC 5493000E2HBSA8M27B95 KRONOS TL-B 2ND LIEN (L+825) (FLR 1.0) 10.01325% 11-01-24 50105JAL1 1475000.000000000000 PA USD 1390925.000000000000 0.0026416665 Long LON CORP US N 2 2024-11-01 Variable 10.0132500000000000 N N N N N N LIGADO NETWORKS LLC N/A LIGADO 1ST LIEN EXIT TL PIK (FUNDED) (L+1075) (FLR 1.00) 11.75% 12-07-20 64646YAB7 2438676.010000000000 PA USD 1222386.350000000000 0.0023215753 Long LON CORP US N 2 2020-12-07 Variable 11.7500000000000000 N N Y N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-3A N/A WLAKE 19-3A A2 144A 2.15% 02-15-23/06-15-21 96042HAC4 64874000.000000000000 PA USD 64274758.860000000000 0.1220716284 Long ABS-O CORP US Y 2 2023-02-15 Fixed 2.15000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 AMAZON.COM INC SR UNSEC 3.875% 08-22-37 023135BF2 550000.000000000000 PA USD 661723.150000000000 0.0012567550 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 MIDAMERICAN ENERGY SEC 3.65% 04-15-29 595620AT2 2754000.000000000000 PA USD 3014952.520000000000 0.0057260450 Long DBT CORP US N 2 2029-04-15 Fixed 3.65000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 MERCK & CO INC SR UNSEC 2.90% 03-07-24 58933YAU9 5655000.000000000000 PA USD 5924206.280000000000 0.0112513453 Long DBT CORP US N 2 2024-03-07 Fixed 2.90000000 N N N N N N SPRINT CAPITAL CORPORATION 549300L17W0GQBR1PO80 SPRINT SR UNSEC 6.875% 11-15-28 852060AD4 5200000.000000000000 PA USD 5968300.000000000000 0.0113350888 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 SIRIUS 144A LIFE SR UNSEC 4.625% 05-15-23 82967NAL2 5000000.000000000000 PA USD 4981225.000000000000 0.0094604205 Long DBT CORP US Y 2 2023-05-15 Fixed 4.62500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCI UMBS 2.5 SB8013 09-01-34 3132D53W0 7620087.840000000000 PA USD 7923717.860000000000 0.0150488490 Long ABS-MBS USGA US N 2 2034-09-01 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 SB8021 12-01-34 3132D54E9 966608.730000000000 PA USD 1014079.850000000000 0.0019259563 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 3.00000000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_18-A6 N/A CCCIT 18-A6 A6 3.21% 12-07-24/22 17305EGR0 514000.000000000000 PA USD 538037.720000000000 0.0010218497 Long ABS-O CORP US N 2 2024-12-07 Fixed 3.21000000 N N N N N N CPS AUTO TRUST CPS_18-D N/A CPS 18-D A 144A 3.06% 01-17-22/05-15-20 22411XAA2 182195.860000000000 PA USD 181989.070000000000 0.0003456365 Long ABS-O CORP US Y 2 2022-01-18 Fixed 3.06000000 N N N N N N MORGAN STANLEY BAML TRUST MSBAM_13-C9 549300PFVBG5704L7K74 MSBAM 13-C9 B 3.708% 05-15-46/04-15-23 61762DAZ4 1511000.000000000000 PA USD 1513243.840000000000 0.0028739764 Long ABS-MBS CORP US N 2 2046-05-15 Variable 3.7080000000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC_16-UBS9 N/A MSCI 16-UBS9 C FRN 03-15-49/02-18-26 61766CAL3 567000.000000000000 PA USD 493558.760000000000 0.0009373745 Long ABS-CBDO CORP US N 2 2049-03-15 Variable 4.6983000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.125% 05-15-25 912828XB1 61750000.000000000000 PA USD 67106812.500000000000 0.1274503090 Long DBT UST US N 2 2025-05-15 Fixed 2.12500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 3.0% 05-15-45 912810RM2 5560000.000000000000 PA USD 7572497.600000000000 0.0143818060 Long DBT UST US N 2 2045-05-15 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 AL9668 10-01-30 3138ERW63 20978.500000000000 PA USD 22005.060000000000 0.0000417924 Long ABS-MBS USGA US N 2 2030-10-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 6.0 945680 09-01-37 31413HCR7 33987.970000000000 PA USD 39112.300000000000 0.0000742827 Long ABS-MBS USGA US N 2 2037-09-01 Fixed 6.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.5 ZM7772 08-01-48 3131Y2T57 405000.030000000000 PA USD 428792.970000000000 0.0008143703 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BO4056 08-01-49 3140JYQJ8 100000.440000000000 PA USD 105847.170000000000 0.0002010266 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 3.50000000 N N N N N N MONEYGRAM INTERNATIONAL INC 5299002DLX0Q04KC4156 MONEYGRAM INTERNATIONAL TL-B (L+600) (FLR 1.00) 6.98938% 06-30-23 60935QAJ5 5970000.000000000000 PA USD 4358100.000000000000 0.0082769718 Long LON CORP US N 2 2023-06-30 Variable 6.9893800000000000 N N N N N N ROTECH HEALTHCARE INC 549300N0KGF3DQ2YCT10 ROTECH TL-2ND LIEN PIK (L+1100) (FLR 2.00) 12.31988% 09-06-23 N/A 7072614.384000000000 PA USD 6135316.160000000000 0.0116522885 Long LON CORP US N 3 2023-09-06 Variable 12.8780000000000000 N N Y N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.5% 08-15-23 912828VS6 205735200.000000000000 PA USD 220965776.860000000000 0.4196616631 Long DBT UST US N 2 2023-08-15 Fixed 2.50000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.125% 06-30-22 912828XG0 85340000.000000000000 PA USD 88974630.600000000000 0.1689820115 Long DBT UST US N 2 2022-06-30 Fixed 2.12500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BK7404 08-01-48 3140HMGN8 495000.450000000000 PA USD 524542.080000000000 0.0009962185 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.0 G67711 03-01-48 3132XCR80 42597959.530000000000 PA USD 46437058.030000000000 0.0881939877 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY BAML TRUST MSBAM_16-C30 N/A MSBAM 16-C30 A4 2.6% 09-15-49/08-17-26 61766NBA2 250000.000000000000 PA USD 243686.500000000000 0.0004628132 Long ABS-MBS CORP US N 2 2049-09-15 Fixed 2.60000000 N N N N N N MORGAN STANLEY BAML TRUST MSBAM_15-C27 N/A MSBAM 15-C27 A4 3.753% 12-15-47/10-20-25 61690AAE4 525000.000000000000 PA USD 559687.800000000000 0.0010629678 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.75300000 N N N N N N ENEL GENERACION CHILE SA 549300PVHXUFEIE6LY50 ENDESA CHILE SR UNSEC 4.25% 04-15-24 29246RAA1 1500000.000000000000 PA USD 1483843.500000000000 0.0028181388 Long DBT CORP CL N 2 2024-04-15 Fixed 4.25000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 EXELON CORP JR SUB 3.497% 06-01-22 30161NAW1 21000000.000000000000 PA USD 20344905.000000000000 0.0386393621 Long DBT CORP US N 2 2022-06-01 Variable 3.4970000000000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 AMAZON.COM INC SR UNSEC 3.15% 08-22-27 023135BC9 4460000.000000000000 PA USD 4895987.300000000000 0.0092985357 Long DBT CORP US N 2 2027-08-22 Fixed 3.15000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS SR UNSEC 4.329% 09-21-28 92343VER1 14799000.000000000000 PA USD 17091246.710000000000 0.0324599633 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V. N/A SIEMENS 144A LIFE SR UNSEC 2.9% 05-27-22 82620KAD5 10000000.000000000000 PA USD 10025150.000000000000 0.0190399218 Long DBT CORP NL Y 2 2022-05-27 Fixed 2.90000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 SEALED AIR CORP SR UNSEC 144A LIFE 4.875% 12-01-22 81211KAV2 3139000.000000000000 PA USD 3169404.350000000000 0.0060193824 Long DBT CORP US Y 2 2022-12-01 Fixed 4.87500000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_19-2 N/A CARMX 19-2 A2A 2.69% 07-15-22/03-15-21 14316LAB9 641454.770000000000 PA USD 644771.730000000000 0.0012245606 Long ABS-O CORP US N 2 2022-07-15 Fixed 2.69000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_19-2 N/A CARMX 19-2 A4 2.77% 12-16-24/04-17-23 14316LAD5 1245000.000000000000 PA USD 1252164.980000000000 0.0023781313 Long ABS-O CORP US N 2 2024-12-16 Fixed 2.77000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 SUNOCO LP FINANCE CORP SR UNSEC 4.875% 01-15-23 86765LAJ6 6000000.000000000000 PA USD 5846490.000000000000 0.0111037453 Long DBT CORP US N 2 2023-01-15 Fixed 4.87500000 N N N N N N GREECE REPUBLIC OF (GOVERNMENT) 2138003EKTMKZ5598902 GREECE GOVT BOND EUR 144A LIFE/REG S 3.375% 02-15-25 N/A 6145000.000000000000 PA 7394815.700000000000 0.0140443498 Long DBT NUSS GR Y 2 2025-02-15 Fixed 3.37500000 N N N N N N ENDO DAC/ENDO FINANCE LLC/ENDO FINCO INC N/A ENDO FINANCE 144A LIFE SR SEC 1ST LIEN 5.875% 10-15-24 29273DAA8 625000.000000000000 PA USD 589840.630000000000 0.0011202346 Long DBT CORP IE Y 2 2024-10-15 Fixed 5.87500000 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 ENEL FINANCE INTL 144A LIFE SR UNSEC 4.75% 05-25-47 29278GAC2 1966000.000000000000 PA USD 2016720.830000000000 0.0038301878 Long DBT CORP NL Y 2 2047-05-25 Fixed 4.75000000 N N N N N N INSTITUTIONAL MORTGAGE SECURITIES CANADA INC MSCI_15-UBS8 N/A MSCI 15-UBS8 AS 4.114% 12-15-48/12-17-25 61691ABN2 1730000.000000000000 PA USD 1818579.460000000000 0.0034538746 Long ABS-CBDO CORP US N 2 2048-12-15 Fixed 4.11400000 N N N N N N MORGAN STANLEY BAML TRUST MSBAM_13-C13 N/A MSBAM 13-C13 A4 4.039% 11-15-46/23 61763BAU8 1934000.000000000000 PA USD 2040675.570000000000 0.0038756830 Long ABS-MBS CORP US N 2 2046-11-15 Fixed 4.03900000 N N N N N N SPRINT COMMUNICATIONS INC 549300JKU50UT08ZWD77 SPRINT CORP TL-B (L+300) 4.0% 02-02-24 N/A 2375000.000000000000 PA USD 2356197.130000000000 0.0044749265 Long LON CORP US N 2 2024-02-02 Variable 4.4501300000000000 N N N N N N N/A N/A GBP FWD PUR FROM USD 4/20/2020 N/A 1.000000000000 NC N/A 376080.470000000000 0.0007142579 N/A DFE NUSS N/A N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 14753056.250000000000 USD 12175000.000000000000 GBP 2020-04-20 376080.470000000000 N N N GREECE REPUBLIC OF (GOVERNMENT) 2138003EKTMKZ5598902 GREECE GOVT BOND EUR 144A LIFE/REG S 3.45% 04-02-24 N/A 5180000.000000000000 PA 6187751.250000000000 0.0117518741 Long DBT NUSS GR Y 2 2024-04-02 Fixed 3.45000000 N N N N N N GABON REPUBLIC OF (GOVERNMENT) N/A GABON REPUBLIC 144A LIFE SF 6.625% 02-06-31 362420AD3 600000.000000000000 PA USD 371301.600000000000 0.0007051818 Long DBT NUSS GA Y 2 2031-02-06 Fixed 6.62500000 N N N N N N MORGAN STANLEY BAML TRUST MSBAM_13-C7 N/A MSBAM 13-C7 D 144A FRN 02-15-46/01-15-23 61690KAL6 2700000.000000000000 PA USD 2461932.900000000000 0.0046757415 Long ABS-MBS CORP US Y 2 2046-02-15 Variable 4.2343270000000000 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST MWST_19-01 N/A MSWT 19-1A 144A FRN 06-25-52/05-14-21 585503AA3 8945000.000000000000 PA USD 8762978.200000000000 0.0166427854 Long ABS-CBDO CORP US Y 2 2052-06-25 Variable 1.7466300000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.5 RA1580 10-01-49 3133KGXH6 21060822.640000000000 PA USD 22700449.800000000000 0.0431130497 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.5 QA0284 06-01-49 31334WJ51 14496997.330000000000 PA USD 15572370.090000000000 0.0295752891 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 3.50000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.25% 11-15-25 912828M56 35000000.000000000000 PA USD 38495800.000000000000 0.0731118261 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 3.0% 11-15-45 912810RP5 37100000.000000000000 PA USD 50793239.000000000000 0.0964673148 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.125% 05-01-27 603051AA1 1500000.000000000000 PA USD 1415757.000000000000 0.0026888279 Long DBT CORP AU Y 2 2027-05-01 Fixed 8.12500000 N N N N N N NEIMAN MARCUS GROUP LTD LLC 549300VXED5TMJSBCI17 NEIMAN MARCUS/MARIPOSA 144A LIFE 3RD LIEN 8.75% 10-15-24 64021VAC6 5201591.000000000000 PA USD 520159.100000000000 0.0009878943 Long DBT CORP US Y 2 2024-10-25 Fixed 8.75000000 N N N N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 ELI LILLY & CO SR UNSEC 2.35% 05-15-22 532457BQ0 3816000.000000000000 PA USD 3893510.590000000000 0.0073946163 Long DBT CORP US N 2 2022-05-15 Fixed 2.35000000 N N N N N N EDP FINANCE BV 5299007L43AQDFOW5739 EDP FINANCE BV 144A LIFE SR UNSEC 3.625% 07-15-24 26835PAF7 9275000.000000000000 PA USD 9367026.550000000000 0.0177900035 Long DBT CORP NL Y 2 2024-07-15 Fixed 3.62500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 CA4922 10-01-34 3140QCPG5 10185796.250000000000 PA USD 10685511.410000000000 0.0202940906 Long ABS-MBS USGA US N 2 2034-10-01 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCI UMBS 3.0 SB8027 01-01-35 3132D54L3 741736.260000000000 PA USD 778666.570000000000 0.0014788557 Long ABS-MBS USGA US N 2 2035-01-01 Fixed 3.00000000 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 6.25% 03-15-22 785592AH9 4700000.000000000000 PA USD 4562040.900000000000 0.0086642995 Long DBT CORP US N 2 2022-03-15 Fixed 6.25000000 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 5.625% 03-01-25 785592AM8 21015000.000000000000 PA USD 19324910.660000000000 0.0367021729 Long DBT CORP US N 2 2025-03-01 Fixed 5.62500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 932606 02-01-40 31412RDK0 293258.160000000000 PA USD 330961.190000000000 0.0006285667 Long ABS-MBS USGA US N 2 2040-02-01 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BE5009 01-01-45 3140FQR74 3629787.780000000000 PA USD 3886529.930000000000 0.0073813585 Long ABS-MBS USGA US N 2 2045-01-01 Fixed 3.50000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT SR UNSEC 3.0% 10-01-22 26884LAE9 23035000.000000000000 PA USD 19406987.500000000000 0.0368580545 Long DBT CORP US N 2 2022-10-01 Fixed 3.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT SR UNSEC 3.9% 10-01-27 26884LAF6 11000000.000000000000 PA USD 7669200.000000000000 0.0145654647 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.0% 11-30-22 912828M80 220460000.000000000000 PA USD 230550454.200000000000 0.4378650323 Long DBT UST US N 2 2022-11-30 Fixed 2.00000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 2.125% 12-31-22 912828N30 32000000.000000000000 PA USD 33621120.000000000000 0.0638537575 Long DBT UST US N 2 2022-12-31 Fixed 2.12500000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_19-2 N/A CARMX 19-2 C 3.16% 02-18-25/04-17-23 14316LAF0 650000.000000000000 PA USD 652994.550000000000 0.0012401775 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.16000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK SR UNSEC 4.45% 09-01-49 682680AZ6 3299000.000000000000 PA USD 2574133.820000000000 0.0048888353 Long DBT CORP US N 2 2049-09-01 Fixed 4.45000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 BH3122 06-01-47 3140GRPG3 322754.260000000000 PA USD 349893.050000000000 0.0006645224 Long ABS-MBS USGA US N 2 2047-06-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS AE1283 12-01-41 31419BM93 187572.860000000000 PA USD 207182.660000000000 0.0003934846 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 5.00000000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 SKANDINAVISKA ENSKILDA SR UNSEC 2.625% 03-15-21 830505AR4 15275000.000000000000 PA USD 15287220.000000000000 0.0290337276 Long DBT CORP SE N 2 2021-03-15 Fixed 2.62500000 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 SVENSKA HANDELSBANKEN AB SR UNSEC 1.875% 09-07-21 86960BAQ5 8920000.000000000000 PA USD 8731056.560000000000 0.0165821593 Long DBT CORP SE N 2 2021-09-07 Fixed 1.87500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCN UMBS 3.0 MA3131 09-01-27 31418CPR9 293560.410000000000 PA USD 308421.910000000000 0.0005857597 Long ABS-MBS USGA US N 2 2027-09-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCN UMBS 3.0 MA2973 04-01-27 31418CJT2 478315.480000000000 PA USD 501720.410000000000 0.0009528753 Long ABS-MBS USGA US N 2 2027-04-01 Fixed 3.00000000 N N N N N N OPEN TEXT CORP 549300UQROQS42RKHM85 OPEN TEXT 144A LIFE SR UNSEC 3.875% 02-15-28 683715AC0 6500000.000000000000 PA USD 6140472.000000000000 0.0116620806 Long DBT CORP CA Y 2 2028-02-15 Fixed 3.87500000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 OTIS WORLDWIDE CORP 144A SR UNSEC 2.565% 02-15-30 68902VAF4 5900000.000000000000 PA USD 5751479.300000000000 0.0109232995 Long DBT CORP US Y 2 2030-02-15 Fixed 2.56500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 BK9761 08-01-48 3140HPZ34 1404450.250000000000 PA USD 1540580.800000000000 0.0029258952 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.0 AE1274 10-01-41 31419BMY8 545869.640000000000 PA USD 617725.740000000000 0.0011731944 Long ABS-MBS USGA US N 2 2041-10-01 Fixed 5.00000000 N N N N N N GABON REPUBLIC OF (GOVERNMENT) N/A GABON REPUBLIC REG S 6.375% 12-12-24 N/A 772389.000000000000 PA USD 541637.790000000000 0.0010286870 Long DBT NUSS GA Y 2 2024-12-12 Fixed 6.37500000 N N N N N N HONDURAS REPUBLIC OF 5493002DW1JNBNG17615 HONDURAS REP OF 144A LIFE 6.25% 01-19-27 438180AH4 1400000.000000000000 PA USD 1229974.200000000000 0.0023359863 Long DBT NUSS HN Y 2 2027-01-19 Fixed 6.25000000 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 ENEL FINANCE INTL 144A LIFE SR UNSEC 3.5% 04-06-28 29278GAF5 8724000.000000000000 PA USD 8782110.560000000000 0.0166791219 Long DBT CORP NL Y 2 2028-04-06 Fixed 3.50000000 N N N N N N ENERGY TRANSFER OPERATING LP 5493008K8W3OKZE54J59 ENERGY TRANSFER PARTNERS JR SUB PFD PRP (H) 6.625% 12-31-49/02-15-28 29278NAB9 22000000.000000000000 PA USD 10928390.000000000000 0.0207553694 Long DBT CORP US N 2 2049-12-31 Variable 6.6250000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 FM1776 10-01-34 3140X46N1 388114.470000000000 PA USD 406372.150000000000 0.0007717883 Long ABS-MBS USGA US N 2 2034-10-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 2.5 FM2057 12-01-34 3140X5JB0 7766729.680000000000 PA USD 8076047.460000000000 0.0153381558 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 2.50000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 OTIS WORLDWIDE CORP 144A SR UNSEC 2.056% 04-05-25 68902VAD9 27382000.000000000000 PA USD 26861413.420000000000 0.0510156169 Long DBT CORP US Y 2 2025-04-05 Fixed 2.05600000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 OTIS WORLDWIDE CORP 144A SR UNSEC 2.293% 04-05-27 68902VAE7 4000000.000000000000 PA USD 3845636.000000000000 0.0073036921 Long DBT CORP US Y 2 2027-04-05 Fixed 2.29300000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 SKANDINAVISKA ENSKILDA SR UNSEC 1.875% 09-13-21 830505AT0 13500000.000000000000 PA USD 13381740.000000000000 0.0254148101 Long DBT CORP SE N 2 2021-09-13 Fixed 1.87500000 N N N N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V. N/A SIEMENS 144A LIFE SR UNSEC 1.7% 09-15-21 82620KAJ2 13500000.000000000000 PA USD 13419918.000000000000 0.0254873184 Long DBT CORP NL Y 2 2021-09-15 Fixed 1.70000000 N N N N N N ENA NORTE TRUST N/A ENA NORTE TRUST 144A LIFE SEC SF 4.95% 04-25-28/23 29248DAA0 1996062.840000000000 PA USD 1993577.740000000000 0.0037862341 Long DBT CORP PA Y 2 2028-04-25 Fixed 4.95000000 N N N N N N ENA NORTE TRUST N/A ENA NORTE TRUST REG S SEC SF 4.95% 04-25-28/23 N/A 525819.980000000000 PA USD 525165.330000000000 0.0009974022 Long DBT CORP PA Y 2 2028-04-25 Fixed 4.95000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 2.5% 02-15-46 912810RQ3 194261500.000000000000 PA USD 244518892.670000000000 0.4643941094 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.5% 02-28-23 912828P79 129860000.000000000000 PA USD 134466134.200000000000 0.2553801874 Long DBT UST US N 2 2023-02-28 Fixed 1.50000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28 281020AM9 35608000.000000000000 PA USD 34168617.820000000000 0.0648935739 Long DBT CORP US N 2 2028-03-15 Fixed 4.12500000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 ESSEX PORTFOLIO LP SR UNSEC 3.25% 05-01-23 29717PAE7 4935000.000000000000 PA USD 4846510.520000000000 0.0092045687 Long DBT CORP US N 2 2023-05-01 Fixed 3.25000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 METLIFE GLOBAL FUNDING GIC 144A LIFE SEC 2.4% 06-17-22 59217GDB2 5965000.000000000000 PA USD 6004023.030000000000 0.0114029345 Long DBT CORP US Y 2 2022-06-17 Fixed 2.40000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC Z40130 01-01-46 3132FCEB7 106675765.300000000000 PA USD 113199201.700000000000 0.2149896962 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.00000000 N N N N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V. N/A SIEMENS 144A LIFE SR UNSEC 2.35% 10-15-26 82620KAL7 6430000.000000000000 PA USD 6495586.000000000000 0.0123365186 Long DBT CORP NL Y 2 2026-10-15 Fixed 2.35000000 N N N N N N SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 549300XK5HGW68R8K327 SHIRE SR UNSEC 2.4% 09-23-21 82481LAB5 13442000.000000000000 PA USD 13402305.770000000000 0.0254538690 Long DBT CORP IE N 2 2021-09-23 Fixed 2.40000000 N N N N N N N/A N/A GBP FWD SALE TO USD 4/20/2020 N/A 1.000000000000 NC N/A -594490.250000000000 -0.0011290652 N/A DFE NUSS N/A N 2 HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 11105000.000000000000 GBP 13205022.130000000000 USD 2020-04-20 -594490.250000000000 N N N N/A N/A GBP FWD SALE TO USD 4/20/2020 N/A 1.000000000000 NC N/A -259296.180000000000 -0.0004924594 N/A DFE NUSS N/A N 2 MORGAN STANLEY CAPITAL SERVICES I7331LVCZKQKX5T7XV54 11700000.000000000000 GBP 14279586.750000000000 USD 2020-04-20 -259296.180000000000 N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 OTIS WORLDWIDE CORP 144A SR UNSEC 3.362% 02-15-50 68902VAB3 1500000.000000000000 PA USD 1479136.500000000000 0.0028091992 Long DBT CORP US Y 2 2050-02-15 Fixed 3.36200000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK SR UNSEC 2.2% 09-15-25 682680BA0 439000.000000000000 PA USD 340033.600000000000 0.0006457971 Long DBT CORP US N 2 2025-09-15 Fixed 2.20000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 2.5 CA4453 10-01-34 3140QB5P9 7881129.790000000000 PA USD 8195405.600000000000 0.0155648426 Long ABS-MBS USGA US N 2 2034-10-01 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 2.5 BJ9733 10-01-34 3140HBY77 7813128.000000000000 PA USD 8124090.490000000000 0.0154293999 Long ABS-MBS USGA US N 2 2034-10-01 Fixed 2.50000000 N N N N N N FREDDIE MAC REMICS FHR_4582 N/A FHR 4582 GA 3.75% 03-15-52 3137BPHR3 7577504.840000000000 PA USD 7963472.630000000000 0.0151243519 Long ABS-CBDO USGA US N 2 2052-03-15 Variable 3.7500000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 G08823 07-01-48 3128MJ4H0 29088330.550000000000 PA USD 30839680.760000000000 0.0585712046 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 3.50000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY NOTE 1.625% 04-30-23 912828R28 15000000.000000000000 PA USD 15612450.000000000000 0.0296514095 Long DBT UST US N 2 2023-04-30 Fixed 1.62500000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 US TREASURY BOND 2.5% 05-15-46 912810RS9 27000000.000000000000 PA USD 34007310.000000000000 0.0645872156 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK SR UNSEC 3.1% 03-15-30 682680BB8 5271000.000000000000 PA USD 3987095.090000000000 0.0075723534 Long DBT CORP US N 2 2030-03-15 Fixed 3.10000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSEC 3.6% 04-01-50 68389XBX2 11600000.000000000000 PA USD 11606043.600000000000 0.0220423797 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCI UMBS 2.5 QN1174 12-01-34 3133G7JT1 2955200.040000000000 PA USD 3073269.150000000000 0.0058368009 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 2.5 BO1359 08-01-34 3140JVQM7 3932724.040000000000 PA USD 4093301.100000000000 0.0077740615 Long ABS-MBS USGA US N 2 2034-08-01 Fixed 2.50000000 N N N N N N AIRBUS FINANCE BV 529900M7QSB704RUUT95 AIRBUS GROUP FINANCE BV 144A LIFE SR UNSEC 2.7% 04-17-23 26824KAA2 985000.000000000000 PA USD 965230.070000000000 0.0018331801 Long DBT CORP NL Y 2 2023-04-17 Fixed 2.70000000 N N N N N N ENERGY TRANSFER OPERATING LP 5493008K8W3OKZE54J59 ENERGY TRANSFER PARTNERS SR UNSEC 4.2% 09-15-23 29278NAC7 5725000.000000000000 PA USD 5009833.000000000000 0.0095147533 Long DBT CORP US N 2 2023-09-15 Fixed 4.20000000 N N N N N N FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K081 N/A FHLMC K081 A2 (MF) FRN 08-25-28 3137FJEH8 1700000.000000000000 PA USD 2060119.500000000000 0.0039126112 Long ABS-CBDO USGA US N 2 2028-08-25 Variable 3.9000000000000000 N N N N N N FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K083 N/A FHMS K083 A2 (MF) 4.05% 09-25-28 3137FJXV6 3000000.000000000000 PA USD 3656133.000000000000 0.0069437850 Long ABS-CBDO USGA US N 2 2028-09-25 Variable 4.0500000000000000 N N N N N N N/A N/A GBP FWD SALE TO USD 4/20/2020 N/A 1.000000000000 NC N/A -31382.090000000000 -0.0000596014 N/A DFE NUSS N/A N 2 MORGAN STANLEY CAPITAL SERVICES I7331LVCZKQKX5T7XV54 9340000.000000000000 GBP 11574871.460000000000 USD 2020-04-20 -31382.090000000000 N N N N/A N/A INR FWD SALE TO USD NDF 4/9/2020 N/A 1.000000000000 NC N/A 170845.280000000000 0.0003244720 N/A DFE NUSS N/A N 2 JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 245150000.000000000000 INR 3407227.240000000000 USD 2020-04-09 170845.280000000000 N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q54701 03-01-48 3132XXGK9 3460492.850000000000 PA USD 3707603.180000000000 0.0070415380 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q52069 11-01-47 3132XUJP1 5280069.940000000000 PA USD 5658492.550000000000 0.0107466976 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.50000000 N N N N N N MILL CITY MORTGAGE TRUST MCMLT_18-1 N/A MCMLT 18-1 A1 144A FRN 05-25-62 59980VAA9 2255807.960000000000 PA USD 2289471.380000000000 0.0043481999 Long ABS-CBDO USGA US Y 2 2062-05-25 Variable 3.2500000000000000 N N N N N N MORGAN STANELY CAPITAL I TRUST MSC_14-CPT N/A MSC 14-CPT A 144A 3.35% 07-13-29/21 61763QAA9 6885000.000000000000 PA USD 6828763.320000000000 0.0129692942 Long ABS-MBS CORP US Y 2 2029-07-13 Fixed 3.35000000 N N N N N N N/A N/A INR FWD SALE TO USD NDF 4/21/2020 N/A 1.000000000000 NC N/A 1046819.390000000000 0.0019881358 N/A DFE NUSS N/A N 2 JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 4797850000.000000000000 INR 64301413.920000000000 USD 2020-04-21 1046819.390000000000 N N N N/A N/A INR FWD SALE TO USD NDF 4/28/2020 N/A 1.000000000000 NC N/A 13027.100000000000 0.0000247413 N/A DFE NUSS N/A N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 277800000.000000000000 INR 3672659.970000000000 USD 2020-04-28 13027.100000000000 N N N ENERGY TRANSFER OPERATING LP 5493008K8W3OKZE54J59 ENERGY TRANSFER PARTNERS SR UNSEC 4.95% 06-15-28 29278NAF0 7500000.000000000000 PA USD 6223177.500000000000 0.0118191561 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N ENERGY TRANSFER OPERATING LP 5493008K8W3OKZE54J59 ENERGY TRANSFER PARTNERS SR UNSEC 6.0% 06-15-48 29278NAE3 17891000.000000000000 PA USD 15077604.470000000000 0.0286356225 Long DBT CORP US N 2 2048-06-15 Fixed 6.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BJ8411 08-01-49 3140HAKZ2 7393472.140000000000 PA USD 7941919.900000000000 0.0150834186 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.0 AE1277 11-01-41 31419BM36 297374.440000000000 PA USD 335650.100000000000 0.0006374719 Long ABS-MBS USGA US N 2 2041-11-01 Fixed 5.00000000 N N N N N N NATIONSTAR HECM LOAN TRUST NHLT_18-2 N/A NHLT 18-2-A 144A FRN 07-25-28/20 63862TAA9 1825790.590000000000 PA USD 1823548.520000000000 0.0034633119 Long ABS-CBDO CORP US Y 2 2028-07-25 Variable 3.1877000000000000 N N N N N N NATIONSTAR HECM LOAN TRUST NHLT_18-3 N/A NHLT 18-3A A 144A FRN 11-25-28 63863BAA7 6425664.440000000000 PA USD 6405230.830000000000 0.0121649147 Long ABS-CBDO CORP US Y 2 2028-11-25 Variable 3.5545000000000000 N N N N N N HONDURAS REPUBLIC OF 5493002DW1JNBNG17615 HONDURAS REP OF REG S 6.25% 01-19-27 N/A 968000.000000000000 PA USD 850439.300000000000 0.0016151676 Long DBT NUSS HN Y 2 2027-01-19 Fixed 6.25000000 N N N N N N HONDURAS REPUBLIC OF 5493002DW1JNBNG17615 HONDURAS REP OF REG S SF 7.5% 03-15-24 N/A 3330000.000000000000 PA USD 3259254.150000000000 0.0061900265 Long DBT NUSS HN Y 2 2024-03-15 Fixed 7.50000000 N N N N N N N/A N/A INR FWD SALE TO USD NDF 4/24/2020 N/A 1.000000000000 NC N/A -1459.670000000000 -0.0000027722 N/A DFE NUSS N/A N 2 JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 30700000.000000000000 INR 403151.670000000000 USD 2020-04-24 -1459.670000000000 N N N N/A N/A JPY FWD SALE TO USD 4/3/2020 N/A 1.000000000000 NC N/A -384674.210000000000 -0.0007305793 N/A DFE NUSS N/A N 2 JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 2137808900.000000000000 JPY 19499008.540000000000 USD 2020-04-03 -384674.210000000000 N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS & ELECTRIC SR UNSEC 3.5% 10-01-20 694308GT8 711000.000000000000 PA USD 699232.950000000000 0.0013279942 Long DBT CORP US N 2 2020-10-01 Fixed 3.50000000 Y N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS & ELECTRIC SR UNSEC 3.5% 06-15-25 694308HM2 3266000.000000000000 PA USD 3176087.020000000000 0.0060320742 Long DBT CORP US N 2 2025-06-15 Fixed 3.50000000 Y N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K082 N/A FHLMC K082 A2 (MF) FRN 09-25-28 3137FJKE8 1680000.000000000000 PA USD 2028163.200000000000 0.0038519193 Long ABS-CBDO USGA US N 2 2028-09-25 Variable 3.9200000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 MA3521 11-01-48 31418C4F8 237070.920000000000 PA USD 253273.530000000000 0.0004810211 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.00000000 N N N N N N NATIONSTAR HECM LOAN TRUST NHLT_19-2 N/A NHLT 19-2A A 144A FRN 11-25-29 63862UAA6 6914031.290000000000 PA USD 6874310.180000000000 0.0130557975 Long ABS-CBDO CORP US Y 2 2029-11-25 Variable 2.5750000000000000 N N N N N N ONSLOW BAY FINANCIAL LLC OBX_20-INV1 N/A OBX 20-INV1 A5 144A FRN 05-25-49 67113CAE6 14538277.220000000000 PA USD 14873399.050000000000 0.0282477923 Long ABS-CBDO CORP US Y 2 2049-05-25 Variable 3.5000000000000000 N N N N N N INDONESIA (REPUBLIC OF) 529900FWX0GRR7WG5W79 INDONESIA REP OF REG S 3.375% 04-15-23 N/A 9350000.000000000000 PA USD 9369700.450000000000 0.0177950818 Long DBT NUSS ID Y 2 2023-04-15 Fixed 3.37500000 N N N N N N INDIA (REPUBLIC OF) 335800IV7VCDQGIOI391 INDIA GOVT INR 7.61% 05-09-30 N/A 2386030000.000000000000 PA 33684572.830000000000 0.0639742681 Long DBT NUSS IN N 2 2030-05-09 Fixed 7.61000000 N N N N N N N/A N/A JPY FWD PUR FROM USD 4/13/2020 N/A 1.000000000000 NC N/A -8512618.420000000000 -0.0161672982 N/A DFE NUSS N/A N 2 UBS BFM8T61CT2L1QCEMIK50 390968345.830000000000 USD 41100000000.000000000000 JPY 2020-04-13 -8512618.420000000000 N N N N/A N/A JPY FWD PUR FROM USD 4/20/2020 N/A 1.000000000000 NC N/A -83995.400000000000 -0.0001595254 N/A DFE NUSS N/A N 2 HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 31568059.530000000000 USD 3381917785.000000000000 JPY 2020-04-20 -83995.400000000000 N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K101 N/A FHMS K101 A2 (MF) 2.524% 10-25-29 3137FQ3Z4 62000.000000000000 PA USD 69094.100000000000 0.0001312246 Long ABS-CBDO USGA US N 2 2029-10-25 Fixed 2.52400000 N N N N N N FINANCE OF AMERICA HECM BUYOUT FAHB_19-AB1 N/A FAHB 19-AB1 M1 144A 3.5% 12-27-49 31738HAB2 2862000.000000000000 PA USD 2656182.130000000000 0.0050446627 Long ABS-CBDO CORP US Y 2 2049-12-27 Fixed 3.50000000 N N N N N N SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 549300XK5HGW68R8K327 SHIRE SR UNSEC 3.20% 09-23-26 82481LAD1 43426000.000000000000 PA USD 44512909.350000000000 0.0845396144 Long DBT CORP IE N 2 2026-09-23 Fixed 3.20000000 N N N N N N SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 549300XK5HGW68R8K327 SHIRE SR UNSEC 2.875% 09-23-23 82481LAC3 8790000.000000000000 PA USD 8984786.400000000000 0.0170640470 Long DBT CORP IE N 2 2023-09-23 Fixed 2.87500000 N N N N N N UKRAINE REPUBLIC OF (GOVERNMENT) 6354001WLTJXOMEXPY07 UKRAINE GOVT REG S 7.75% 09-01-21 N/A 7900000.000000000000 PA USD 7629109.000000000000 0.0144893233 Long DBT NUSS UA Y 2 2021-09-01 Fixed 7.75000000 N N N N N N UKRAINE REPUBLIC OF (GOVERNMENT) 6354001WLTJXOMEXPY07 UKRAINE GOVT REG S 7.75% 09-01-26 N/A 3500000.000000000000 PA USD 3233125.000000000000 0.0061404016 Long DBT NUSS UA Y 2 2026-09-01 Fixed 7.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 BK0915 07-01-48 3140HEAR3 2435476.370000000000 PA USD 2600224.170000000000 0.0049383865 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 BK0920 07-01-48 3140HEAW2 25840231.450000000000 PA USD 27586281.730000000000 0.0523922982 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 4.00000000 N N N N N N PAKISTAN (ISLAMIC REPUBLIC OF) 529900LOP29R5WKHOD86 PAKISTAN REP 144A LIFE 6.875% 12-05-27 740840AC7 1100000.000000000000 PA USD 919325.000000000000 0.0017459964 Long DBT NUSS PK Y 2 2027-12-05 Fixed 6.87500000 N N N N N N PAKISTAN (ISLAMIC REPUBLIC OF) 529900LOP29R5WKHOD86 PAKISTAN REP REG S 6.875% 12-05-27 N/A 1200000.000000000000 PA USD 1002900.000000000000 0.0019047234 Long DBT NUSS PK Y 2 2027-12-05 Fixed 6.87500000 N N N N N N OSW STRUCTURED ASSET TRUST OSAT_20-RPL1 N/A OSAT 20-RPL1 A1 144A FRN 12-01-59 67113FAA7 9411590.120000000000 PA USD 9499315.550000000000 0.0180412488 Long ABS-O CORP US Y 2 2060-01-01 Variable 3.0720000000000000 N N N N N N REVERSE MORTGAGE INVESTMENT TRUST RBIT_18-1 N/A RBIT 18-1 A 144A FRN 11-25-28 76971BAA8 2019188.820000000000 PA USD 2018251.920000000000 0.0038330956 Long ABS-CBDO CORP US Y 2 2028-11-25 Variable 3.4362000000000000 N N N N N N FINANCE OF AMERICA HECM BUYOUT FAHB_19-AB1 N/A FAHB 19-AB1 A 144A 2.6562% 12-27-49 31738HAA4 4998685.170000000000 PA USD 4910153.460000000000 0.0093254403 Long ABS-CBDO CORP US Y 2 2049-12-27 Fixed 2.65620000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 CA0453 09-01-47 3140Q7QF7 22109243.140000000000 PA USD 23733078.610000000000 0.0450742345 Long ABS-MBS USGA US N 2 2047-09-01 Fixed 4.00000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 PUGET ENERGY INC SR SEC 1ST LIEN 3.65% 05-15-25 745310AH5 1911000.000000000000 PA USD 1872250.650000000000 0.0035558077 Long DBT CORP US N 2 2025-05-15 Fixed 3.65000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 PUGET ENERGY INC SR SEC 1ST LIEN 6.0% 09-01-21 745310AD4 4306000.000000000000 PA USD 4388472.820000000000 0.0083346563 Long DBT CORP US N 2 2021-09-01 Fixed 6.00000000 N N N N N N SPRINT SPECTRUM CO I/ II /III/ LLC N/A SPRINT SPECTRUM/SPEC 144A LIFE SR SEC FIRST LIEN SF 3.36% 03-20-23/09-20-21 85208NAA8 8606250.000000000000 PA USD 8595492.190000000000 0.0163246933 Long DBT CORP US Y 2 2023-03-20 Fixed 3.36000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SEC 3.5% 10-01-23 842400FY4 19645000.000000000000 PA USD 20306898.990000000000 0.0385671805 Long DBT CORP US N 2 2023-10-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 FM1913 09-01-49 3140X5DT7 6132632.130000000000 PA USD 6581013.400000000000 0.0124987637 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS ZA5889 11-01-48 31329PRJ4 8746447.330000000000 PA USD 9377704.670000000000 0.0178102835 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.00000000 N N N N N N N/A N/A JPY FWD SALE TO USD 4/28/2020 N/A 1.000000000000 NC N/A -1535265.830000000000 -0.0029158009 N/A DFE NUSS N/A N 2 JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 4863581000.000000000000 JPY 43764828.370000000000 USD 2020-04-28 -1535265.830000000000 N N N N/A N/A KRW FWD PUR FROM USD NDF 4/6/2020 N/A 1.000000000000 NC N/A -1946931.570000000000 -0.0036976429 N/A DFE NUSS N/A N 2 JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 73080283.610000000000 USD 86578942798.000000000000 KRW 2020-04-06 -1946931.570000000000 N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 PUGET ENERGY INC SR SEC 1ST LIEN 6.5% 12-15-20 745310AB8 8233000.000000000000 PA USD 8410495.250000000000 0.0159733443 Long DBT CORP US N 2 2020-12-15 Fixed 6.50000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS & ELECTRIC SR UNSEC 2.95% 03-01-26 694308HP5 3134000.000000000000 PA USD 2983937.810000000000 0.0056671414 Long DBT CORP US N 2 2026-03-01 Fixed 2.95000000 Y N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.57082% 11-06-15/11-06-45 LCH N/A 1.000000000000 NC USD -49274427.300000000000 -0.0935827638 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2045-11-06 0.000000000000 USD 0.000000000000 USD 123000000.000000000000 USD -49274427.300000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX JPY 0.228% 02-08-16/02-08-26 LCH N/A 1.000000000000 NC -1295754.940000000000 -0.0024609181 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2026-02-08 0.000000000000 JPY 0.000000000000 JPY 8500000000.000000000000 JPY -1295754.940000000000 N N N COTE D IVOIRE (REPUBLIC OF) 254900ICW11T82O6H590 IVORY COAST GOVT EUR 144A LIFE 5.25% 03-22-30 N/A 950000.000000000000 PA 903688.680000000000 0.0017162997 Long DBT NUSS CI Y 2 2030-03-22 Fixed 5.25000000 N N N N N N ISRAEL (STATE OF) 213800T8ZHTFZIBYPE21 ISRAEL STATE 2.5% 01-15-30 46513JXM8 1090000.000000000000 PA USD 1099908.100000000000 0.0020889627 Long DBT NUSS IL N 2 2030-01-15 Fixed 2.50000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SEC SER B 2.4% 02-01-22 842400GD9 3194000.000000000000 PA USD 3114022.240000000000 0.0059141998 Long DBT CORP US N 2 2022-02-01 Fixed 2.40000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SEC SER E 5.35% 07-15-35 842400FA6 30375000.000000000000 PA USD 36456135.750000000000 0.0692380638 Long DBT CORP US N 2 2035-07-15 Fixed 5.35000000 N N N N N N N/A N/A KRW FWD SALE TO USD NDF 4/22/2020 N/A 1.000000000000 NC N/A 597225.870000000000 0.0011342607 N/A DFE NUSS N/A N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 32275000000.000000000000 KRW 27128687.900000000000 USD 2020-04-22 597225.870000000000 N N N N/A N/A KRW FWD PUR FROM USD NDF 4/17/2020 N/A 1.000000000000 NC N/A 51689.780000000000 0.0000981700 N/A DFE NUSS N/A N 2 STANDARD CHARTERED BANK N/A 183232952.350000000000 USD 223000000000.000000000000 KRW 2020-04-17 51689.780000000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS QA4692 11-01-49 31346YF99 53852353.020000000000 PA USD 56870508.150000000000 0.1080093595 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 FM1963 11-01-49 3140X5FD0 80231136.080000000000 PA USD 87431399.160000000000 0.1660510822 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 4.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 PEMEX 4.5% 01-23-26 71654QBW1 9922000.000000000000 PA USD 7312444.550000000000 0.0138879092 Long DBT CORP MX N 2 2026-01-23 Fixed 4.50000000 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 PETROBRAS SR UNSEC 8.75% 05-23-26 71647NAQ2 2600000.000000000000 PA USD 2821130.000000000000 0.0053579343 Long DBT CORP NL N 2 2026-05-23 Fixed 8.75000000 N N N N N N ISRAEL (STATE OF) 213800T8ZHTFZIBYPE21 ISRAEL STATE 3.375% 01-15-50 46513JXN6 1630000.000000000000 PA USD 1589250.000000000000 0.0030183285 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.37500000 N N N N N N INDIA (REPUBLIC OF) 335800IV7VCDQGIOI391 INDIA GOVT INR 8.6% 06-02-28 N/A 1015200000.000000000000 PA 15000489.590000000000 0.0284891647 Long DBT NUSS IN N 2 2028-06-02 Fixed 8.60000000 N N N N N N N/A N/A MXN FWD SALE TO USD 4/3/2020 N/A 1.000000000000 NC N/A 13713239.120000000000 0.0260443984 N/A DFE NUSS N/A N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 1213015725.000000000000 MXN 64812389.800000000000 USD 2020-04-03 13713239.120000000000 N N N N/A N/A MXN FWD SALE TO USD 4/6/2020 N/A 1.000000000000 NC N/A 425320.150000000000 0.0008077747 N/A DFE NUSS N/A N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 41200000.000000000000 MXN 2159730.980000000000 USD 2020-04-06 425320.150000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 FM0021 03-01-49 3140X3AX6 15915782.860000000000 PA USD 16980214.500000000000 0.0322490892 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN AL9532 11-01-42 3138ERSW1 6209026.250000000000 PA USD 6329568.290000000000 0.0120212152 Long ABS-MBS USGA US N 2 2042-11-01 Variable 4.0800000000000000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 PFIZER INC SR UNSEC 2.75% 06-03-26 717081DV2 10172000.000000000000 PA USD 10717799.000000000000 0.0203554117 Long DBT CORP US N 2 2026-06-03 Fixed 2.75000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS & ELECTRIC SR UNSEC 3.75% 02-15-24 694308HG5 7957000.000000000000 PA USD 7867443.970000000000 0.0149419728 Long DBT CORP US N 2 2024-02-15 Fixed 3.75000000 Y N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-1 N/A SCRT 17-1 HA 2.75% 01-25-56 35563PAP4 48767613.650000000000 PA USD 50721049.180000000000 0.0963302107 Long ABS-CBDO USGA US N 2 2056-01-25 Variable 3.0000000000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-1 N/A SCRT 17-1 MA 3.0% 01-25-56 35563PAL3 5702081.480000000000 PA USD 5929908.150000000000 0.0112621744 Long ABS-CBDO USGA US N 2 2056-01-25 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN AP7819 09-01-42 3138MBVM5 490181.640000000000 PA USD 498220.130000000000 0.0009462275 Long ABS-MBS USGA US N 2 2042-09-01 Variable 3.9100000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN AL2184 08-01-42 3138EJNA2 1006546.950000000000 PA USD 1025213.360000000000 0.0019471013 Long ABS-MBS USGA US N 2 2042-08-01 Variable 4.4120000000000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX JPY 0.20125% 02-18-16/02-18-26 LCH N/A 1.000000000000 NC -1142342.560000000000 -0.0021695549 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2026-02-18 0.000000000000 JPY 0.000000000000 JPY 8240000000.000000000000 JPY -1142342.560000000000 N N N RISKLESS ISSUER N/A IRS RECFIX JPY 0.1223% 05-11-16/05-11-26 LCH N/A 1.000000000000 NC 196417.580000000000 0.0003730393 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2026-05-11 0.000000000000 JPY 0.000000000000 JPY 2000000000.000000000000 JPY 196417.580000000000 N N N N/A N/A MXN FWD PUR FROM USD 4/3/2020 N/A 1.000000000000 NC N/A -938886.620000000000 -0.0017831482 N/A DFE NUSS N/A N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 15270053.730000000000 USD 340200000.000000000000 MXN 2020-04-03 -938886.620000000000 N N N N/A N/A MXN FWD PUR FROM USD 4/3/2020 N/A 1.000000000000 NC N/A -365352.520000000000 -0.0006938832 N/A DFE NUSS N/A N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 8706243.430000000000 USD 198000000.000000000000 MXN 2020-04-03 -365352.520000000000 N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SEC 5.625% 02-01-36 842400FC2 5574000.000000000000 PA USD 6277572.580000000000 0.0119224641 Long DBT CORP US N 2 2036-02-01 Fixed 5.62500000 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 5.625% 02-01-21 785592AE6 925000.000000000000 PA USD 910315.630000000000 0.0017288857 Long DBT CORP US N 2 2021-02-01 Variable 5.6250000000000000 N N N N N N N/A N/A MXN FWD SALE TO USD 4/20/2020 N/A 1.000000000000 NC N/A 630078.650000000000 0.0011966552 N/A DFE NUSS N/A N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 504000000.000000000000 MXN 21806306.350000000000 USD 2020-04-20 630078.650000000000 N N N N/A N/A MXN FWD PUR FROM USD 4/20/2020 N/A 1.000000000000 NC N/A 104926.200000000000 0.0001992775 N/A DFE NUSS N/A N 2 MORGAN STANLEY CAPITAL SERVICES I7331LVCZKQKX5T7XV54 8304641.210000000000 USD 200150000.000000000000 MXN 2020-04-20 104926.200000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN AL2000 09-01-42 3138EJGJ1 664830.150000000000 PA USD 677404.750000000000 0.0012865377 Long ABS-MBS USGA US N 2 2042-09-01 Variable 4.3110000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNARM FRN AL1941 08-01-42 3138EJEP9 844847.420000000000 PA USD 860177.180000000000 0.0016336620 Long ABS-MBS USGA US N 2 2042-08-01 Variable 4.3940000000000000 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 PIEDMONT OPERATING SR UNSEC 4.45% 03-15-24 720198AD2 3000000.000000000000 PA USD 3046830.000000000000 0.0057865872 Long DBT CORP US N 2 2024-03-15 Fixed 4.45000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 PUGET ENERGY INC SR SEC 1ST LIEN 5.625% 07-15-22 745310AF9 20491000.000000000000 PA USD 20524338.860000000000 0.0389801457 Long DBT CORP US N 2 2022-07-15 Fixed 5.62500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 MA3384 06-01-48 31418CXN9 2210105.360000000000 PA USD 2362010.320000000000 0.0044859670 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 BK4764 08-01-48 3140HJJJ1 6620489.790000000000 PA USD 7091478.050000000000 0.0134682461 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.00000000 N N N N N N N/A N/A MXN FWD PUR FROM USD 4/20/2020 N/A 1.000000000000 NC N/A 133504.830000000000 0.0002535545 N/A DFE NUSS N/A N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 8513454.820000000000 USD 205800000.000000000000 MXN 2020-04-20 133504.830000000000 N N N N/A N/A MXN FWD SALE TO USD 4/27/2020 N/A 1.000000000000 NC N/A -596675.410000000000 -0.0011332153 N/A DFE NUSS N/A N 2 HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 691600000.000000000000 MXN 28435161.580000000000 USD 2020-04-27 -596675.410000000000 N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 5.625% 04-15-23 785592AD8 14000000.000000000000 PA USD 13041952.000000000000 0.0247694794 Long DBT CORP US N 2 2023-04-15 Variable 5.6250000000000000 N N N N N N SAN DIEGO GAS & ELECTRIC CO KNIRVXKVNJJ4P8OTMS63 SAN DIEGO GAS & ELECTRIC SEC 6.0% 06-01-39 797440BK9 10975000.000000000000 PA USD 14030001.000000000000 0.0266459976 Long DBT CORP US N 2 2039-06-01 Fixed 6.00000000 N N N N N N COTE D IVOIRE (REPUBLIC OF) 254900ICW11T82O6H590 IVORY COAST GOVT 144A SF 6.375% 03-03-28 221625AM8 7275000.000000000000 PA USD 6703032.230000000000 0.0127305038 Long DBT NUSS CI Y 2 2028-03-03 Fixed 6.37500000 N N N N N N INDIA (REPUBLIC OF) 335800IV7VCDQGIOI391 INDIA GOVT INR 7.88% 03-19-30 N/A 1667000000.000000000000 PA 23946891.160000000000 0.0454803106 Long DBT NUSS IN N 2 2030-03-19 Fixed 7.88000000 N N N N N N ENEL CHILE SA 549300YM5CWCAUVOPB53 ENEL CHILE SA SR UNSEC 4.875% 06-12-28 29278DAA3 4000000.000000000000 PA USD 3978172.000000000000 0.0075554065 Long DBT CORP CL N 2 2028-06-12 Fixed 4.87500000 N N N N N N ENEL SPA WOCMU6HCI0OJWNPRZS33 ENEL SPA 144A LIFE (H) 8.75% 09-24-73/23 29265WAA6 9500000.000000000000 PA USD 10096600.000000000000 0.0191756208 Long DBT CORP IT Y 2 2073-09-24 Variable 8.7500000000000000 N N N N N N N/A N/A MXN FWD SALE TO EUR 4/28/2020 N/A 1.000000000000 NC N/A -6853.040000000000 -0.0000130154 N/A DFE NUSS N/A N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 500000000.000000000000 MXN 19000209.000000000000 EUR 2020-04-28 -6853.040000000000 N N N N/A N/A SGD FWD SALE TO USD 4/3/2020 N/A 1.000000000000 NC N/A 399405.890000000000 0.0007585579 N/A DFE NUSS N/A N 2 BANK OF NEW YORK MELLON/THE HPFHU0OQ28E4N0NFVK49 26700000.000000000000 SGD 19185100.290000000000 USD 2020-04-03 399405.890000000000 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC SR UNSEC 4.0% 10-01-23 29250NAF2 30600000.000000000000 PA USD 29172540.600000000000 0.0554049459 Long DBT CORP CA N 2 2023-10-01 Fixed 4.00000000 N N N N N N EQM MIDSTREAM PARTNERS LP 549300NELT611CL6XM83 EQT MIDSTREAM PARTNERS LP SR UNSEC 5.5% 07-15-28 26885BAC4 8300000.000000000000 PA USD 4643435.000000000000 0.0088188845 Long DBT CORP US N 2 2028-07-15 Fixed 5.50000000 N N N N N N RISKLESS ISSUER N/A IRS RECFIX JPY 0.1173% 05-13-16/05-13-26 LCH N/A 1.000000000000 NC 95428.970000000000 0.0001812402 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2026-05-13 0.000000000000 JPY 0.000000000000 JPY 1000000000.000000000000 JPY 95428.970000000000 N N N RISKLESS ISSUER N/A IRS RECFIX JPY 0.10855% 05-16-16/05-16-26 LCH N/A 1.000000000000 NC 181369.910000000000 0.0003444606 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2026-05-16 0.000000000000 JPY 0.000000000000 JPY 2000000000.000000000000 JPY 181369.910000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 BK8819 08-01-48 3140HNYR7 1199043.150000000000 PA USD 1280429.400000000000 0.0024318116 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 BK7274 12-01-48 3140HMCL6 2788305.340000000000 PA USD 2985274.020000000000 0.0056696792 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.00000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 PS COLORADO SR SEC 1ST LIEN 4.3% 03-15-44 744448CK5 880000.000000000000 PA USD 993302.640000000000 0.0018864959 Long DBT CORP US N 2 2044-03-15 Fixed 4.30000000 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 PETROBRAS SR UNSEC 7.25% 03-17-44 71647NAK5 1375000.000000000000 PA USD 1404019.380000000000 0.0026665356 Long DBT CORP NL N 2 2044-03-17 Fixed 7.25000000 N N N N N N EDP FINANCE BV 5299007L43AQDFOW5739 EDP FINANCE BV 144A LIFE SR UNSEC 5.25% 01-14-21 26835PAD2 3500000.000000000000 PA USD 3602256.000000000000 0.0068414610 Long DBT CORP NL Y 2 2021-01-14 Fixed 5.25000000 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 ENEL FINANCE INTL 144A LIFE SR UNSEC 4.625% 09-14-25 29278GAJ7 29000000.000000000000 PA USD 30707172.000000000000 0.0583195418 Long DBT CORP NL Y 2 2025-09-14 Fixed 4.62500000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-2 N/A SCRT 17-2 HA 3.0% 08-25-56 35563PBF5 56342269.370000000000 PA USD 58597706.760000000000 0.1112896821 Long ABS-CBDO USGA US N 2 2056-08-25 Variable 3.0000000000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-2 N/A SCRT 17-2 MA 3.0% 08-25-56 35563PBC2 55665285.150000000000 PA USD 57872079.710000000000 0.1099115599 Long ABS-CBDO USGA US N 2 2056-08-25 Fixed 3.00000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 ELECTRICITE DE FRANCE GBP REG S SR UNSEC (B) 6.0% 01-23-2114 N/A 300000.000000000000 PA 560971.360000000000 0.0010654056 Long DBT CORP FR N 2 2114-01-23 Fixed 6.00000000 N N N N N N ENERGY TRANSFER OPERATING LP 5493008K8W3OKZE54J59 ENERGY TRANSFER PARTNERS SR UNSEC 6.25% 04-15-49 29279FAA7 20998000.000000000000 PA USD 17835407.230000000000 0.0338732847 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 BK7608 09-01-48 3140HMN26 102527798.920000000000 PA USD 109462676.710000000000 0.2078932295 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.00000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K084 N/A FHMS K084 A2 (MF) 3.78% 10-25-28 3137FJZ93 6045000.000000000000 PA USD 7215813.740000000000 0.0137043864 Long ABS-CBDO USGA US N 2 2028-10-25 Variable 3.7800000000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-3 N/A SCRT 17-3 HA 3.25% 07-25-56 35563PBY4 19819448.630000000000 PA USD 20786419.710000000000 0.0394778938 Long ABS-CBDO USGA US N 2 2056-07-25 Variable 3.2500000000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-4 N/A SCRT 17-4 M45T 4.5% 06-25-57 35563PCS6 10811286.010000000000 PA USD 11734991.480000000000 0.0222872796 Long ABS-CBDO USGA US N 2 2057-06-25 Fixed 4.50000000 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 PETROBRAS SR UNSEC 7.375% 01-17-27 71647NAS8 4380000.000000000000 PA USD 4502859.000000000000 0.0085519003 Long DBT CORP NL N 2 2027-01-17 Fixed 7.37500000 N N N N N N PARK AEROSPACE HOLDINGS LTD 635400CPI3EOIFF6OC33 PARK AEROSPACE 144A LIFE SR UNSEC 5.25% 08-15-22 70014LAA8 3242000.000000000000 PA USD 2933504.250000000000 0.0055713572 Long DBT CORP IE Y 2 2022-08-15 Fixed 5.25000000 N N N N N N RISKLESS ISSUER N/A IRS RECFIX JPY 0.0188% 06-16-16/06-16-26 LCH N/A 1.000000000000 NC 39521.040000000000 0.0000750590 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2026-06-16 0.000000000000 JPY 0.000000000000 JPY 1000000000.000000000000 JPY 39521.040000000000 N N N RISKLESS ISSUER N/A IRS RECFIX JPY -0.00395% 06-17-16/06-17-26 LCH N/A 1.000000000000 NC 57197.860000000000 0.0001086311 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2026-06-17 0.000000000000 JPY 0.000000000000 JPY 2000000000.000000000000 JPY 57197.860000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 CA1532 04-01-48 3140Q8V28 19189848.010000000000 PA USD 20455245.780000000000 0.0388489231 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BK7453 09-01-33 3140HMH72 501103.370000000000 PA USD 526838.030000000000 0.0010005790 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER OPERATING LP 5493008K8W3OKZE54J59 ENERGY TRANSFER PARTNERS SR UNSEC 4.5% 04-15-24 29278NAH6 2975000.000000000000 PA USD 2658543.300000000000 0.0050491471 Long DBT CORP US N 2 2024-04-15 Fixed 4.50000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 ESSEX PORTFOLIO LP SR UNSEC 4.0% 03-01-29 29717PAT4 1960000.000000000000 PA USD 2012690.680000000000 0.0038225337 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N N/A N/A SEK FWD SALE TO USD 4/3/2020 N/A 1.000000000000 NC N/A 172085.840000000000 0.0003268281 N/A DFE NUSS N/A N 2 STANDARD CHARTERED BANK N/A 112000000.000000000000 SEK 11494551.330000000000 USD 2020-04-03 172085.840000000000 N N N N/A N/A THB FWD SALE TO USD 4/3/2020 N/A 1.000000000000 NC N/A 842121.280000000000 0.0015993699 N/A DFE NUSS N/A N 2 HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 720000000.000000000000 THB 22781205.510000000000 USD 2020-04-03 842121.280000000000 N N N SEASONED CREDIT RISK TRANSFER SCRT_17-4 N/A SCRT 17-4 MT 3.5% 06-25-57 35563PCM9 18030009.930000000000 PA USD 19302099.250000000000 0.0366588491 Long ABS-CBDO USGA US N 2 2057-06-25 Fixed 3.50000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-4 N/A SCRT 17-4 HT 2.75% 06-25-57 35563PDD8 26332361.530000000000 PA USD 27678735.180000000000 0.0525678872 Long ABS-CBDO USGA US N 2 2057-06-25 Variable 3.2500000000000000 N N N N N N SAN DIEGO GAS & ELECTRIC CO KNIRVXKVNJJ4P8OTMS63 SAN DIEGO GAS & ELECTRIC SEC 5.35% 05-15-40 797440BL7 2000000.000000000000 PA USD 2379182.000000000000 0.0045185797 Long DBT CORP US N 2 2040-05-15 Fixed 5.35000000 N N N N N N SAN DIEGO GAS & ELECTRIC CO KNIRVXKVNJJ4P8OTMS63 SAN DIEGO GAS & ELECTRIC SEC 4.50% 08-15-40 797440BM5 3167000.000000000000 PA USD 3399755.500000000000 0.0064568689 Long DBT CORP US N 2 2040-08-15 Fixed 4.50000000 N N N N N N JAPAN (GOVERNMENT OF) 353800WZS8AXZXFUC241 JAPAN GVT I/L 21 JPY 0.1% 03-10-26 N/A 1529490000.000000000000 PA 14230783.540000000000 0.0270273269 Long DBT NUSS JP N 2 2026-03-10 Fixed 0.10000000 N N N N N N JAPAN (GOVERNMENT OF) 353800WZS8AXZXFUC241 JAPAN GVT I/L 22 JPY 0.1% 03-10-27 N/A 2249786000.000000000000 PA 20922148.340000000000 0.0397356717 Long DBT NUSS JP N 2 2027-03-10 Fixed 0.10000000 N N N N N N RISKLESS ISSUER N/A IRS RECFIX USD 1.615% 08-18-21/08-18-23 LCH N/A 1.000000000000 NC USD 6560622.000000000000 0.0124600360 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2023-08-18 0.000000000000 USD 0.000000000000 USD 270000000.000000000000 USD 6560622.000000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 1.87% 08-18-21/08-18-31 LCH N/A 1.000000000000 NC USD -6016310.100000000000 -0.0114262703 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2031-08-18 0.000000000000 USD 0.000000000000 USD 57000000.000000000000 USD -6016310.100000000000 N N N N/A N/A THB FWD PUR FROM USD 4/3/2020 N/A 1.000000000000 NC N/A -31158.300000000000 -0.0000591763 N/A DFE NUSS N/A N 2 JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 21970242.530000000000 USD 720000000.000000000000 THB 2020-04-03 -31158.300000000000 N N N CAPITAL GROUP CENTRAL CASH FUND 549300YD0SRETB6WWP29 CAPITAL GROUP CENTRAL CASH FUND 14020B102 75840188.560000000000 NS USD 7587052463.540000000000 14.4094488293 Long STIV RF US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BK9015 09-01-33 3140HPAR8 276646.080000000000 PA USD 290808.700000000000 0.0005523084 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 MA3409 07-01-33 31418CYF5 1600652.990000000000 PA USD 1678545.570000000000 0.0031879200 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 3.00000000 N N N N N N CDX HIGH GRADE ISSUER N/A CDX NA IG S34 5Y 1.0% 06-20-25 0.40 REC ICE N/A 1.000000000000 NC USD -13348577.660000000000 -0.0253518277 N/A DCR CORP US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 Y CDX 2025-06-20 23919678.250000000000 USD 0.000000000000 USD -1574885000.000000000000 USD -13348577.660000000000 N N N CDX HIGH YIELD ISSUER N/A CDX NA HY S34 5Y 5.0% 06-20-25 0.30 REG ICE N/A 1.000000000000 NC USD 3791986.440000000000 0.0072018000 N/A DCR CORP US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 Y CDX 2025-06-20 16214423.400000000000 USD 0.000000000000 USD -308259000.000000000000 USD 3791986.440000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BK1112 08-01-33 3140HEGW6 776302.380000000000 PA USD 813998.850000000000 0.0015459594 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BK5466 05-01-33 3140HKCC0 514863.270000000000 PA USD 541295.320000000000 0.0010280365 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 3.00000000 N N N N N N RISKLESS ISSUER N/A IRS RECFIX JPY 0.22855% 01-12-17/01-12-27 LCH N/A 1.000000000000 NC 1323275.700000000000 0.0025131859 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2027-01-12 0.000000000000 JPY 0.000000000000 JPY 7700000000.000000000000 JPY 1323275.700000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX MXN 8.07% 01-13-17/01-01-27 CME N/A 1.000000000000 NC -2985356.220000000000 -0.0056698353 N/A DIR CORP US N 2 CME Group LCZ7XYGSLJUHFXXNXD88 Y 2027-01-01 0.000000000000 MXN 0.000000000000 MXN 910000000.000000000000 MXN -2985356.220000000000 N N N JAPAN (GOVERNMENT OF) 353800WZS8AXZXFUC241 JAPAN GVT I/L 20 JPY 0.1% 03-10-25 N/A 8678500000.000000000000 PA 80671146.250000000000 0.1532119040 Long DBT NUSS JP N 2 2025-03-10 Fixed 0.10000000 N N N N N N JORDAN (HASHEMITE KINGDOM OF) 5493000JZ4MYPVMBVN50 KINGDOM OF JORDAN 144A 5.75% 01-31-27 418097AH4 615000.000000000000 PA USD 545348.180000000000 0.0010357338 Long DBT NUSS JO Y 2 2027-01-31 Fixed 5.75000000 N N N N N N RISKLESS ISSUER N/A FSWP: IRS PAYFIX USD 1.867% 07-11-22/07-11-25 LCH N/A 1.000000000000 NC USD -11406806.740000000000 -0.0216639860 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2025-07-11 0.000000000000 USD 0.000000000000 USD 297400000.000000000000 USD -11406806.740000000000 N N N RISKLESS ISSUER N/A FSWP: OIS RECFIX USD 1.5435% 03-18-20/04-29-20 LCH N/A 1.000000000000 NC USD 6795251.450000000000 0.0129056479 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2020-04-29 0.000000000000 USD 0.000000000000 USD 5736810000.000000000000 USD 6795251.450000000000 N N N SEQUOIA MORTGAGE TRUST SEMT_18-CH1 N/A SEMT 18-CH1 A1 144A 4.0% 02-25-48 81747DAA7 3970538.750000000000 PA USD 3979329.520000000000 0.0075576049 Long ABS-CBDO CORP US Y 2 2048-02-25 Variable 4.0000000000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_18-2 N/A SCRT 18-2 MT 3.5% 11-25-57 35563PFF1 23875335.460000000000 PA USD 25634159.800000000000 0.0486847976 Long ABS-CBDO USGA US N 2 2057-11-25 Fixed 3.50000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX MXN 8.135% 01-26-17/01-14-27 CME N/A 1.000000000000 NC -1767271.160000000000 -0.0033564291 N/A DIR CORP US N 2 CME Group LCZ7XYGSLJUHFXXNXD88 Y 2027-01-14 0.000000000000 MXN 0.000000000000 MXN 515000000.000000000000 MXN -1767271.160000000000 N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.524% 04-14-20/04-14-25 LCH N/A 1.000000000000 NC USD 12362274.900000000000 0.0234786260 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2025-04-14 0.000000000000 USD 0.000000000000 USD 123000000.000000000000 USD 12362274.900000000000 N N N KUWAIT STATE OF (GOVERNMENT) 2549005G75NMAK8TM233 STATE OF KUWAIT 144A LIFE 2.75% 03-20-22 501499AC1 2150000.000000000000 PA USD 2166200.250000000000 0.0041140814 Long DBT NUSS KW Y 2 2022-03-20 Fixed 2.75000000 N N N N N N KENYA (REPUBLIC OF) 549300VVURQQYU45PR87 KENYA GOVT 144A LIFE SF 8.0% 05-22-32 491798AK0 800000.000000000000 PA USD 741989.600000000000 0.0014091983 Long DBT NUSS KE Y 2 2032-05-22 Fixed 8.00000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SEC 4.5% 09-01-40 842400FQ1 20867000.000000000000 PA USD 21647634.470000000000 0.0411135263 Long DBT CORP US N 2 2040-09-01 Fixed 4.50000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SEC 6.0% 01-15-34 842400ES8 12500000.000000000000 PA USD 15099150.000000000000 0.0286765421 Long DBT CORP US N 2 2034-01-15 Fixed 6.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 PEMEX 6.875% 08-04-26 71654QCB6 103471000.000000000000 PA USD 79521912.750000000000 0.1510292618 Long DBT CORP MX N 2 2026-08-04 Fixed 6.87500000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS & ELECTRIC SR UNSEC 3.3% 03-15-27 694308HS9 1158000.000000000000 PA USD 1114661.850000000000 0.0021169832 Long DBT CORP US N 2 2027-03-15 Fixed 3.30000000 Y N N N N N RISKLESS ISSUER N/A FSWP: OIS RECFIX USD 1.535% 03-18-20/04-29-20 LCH N/A 1.000000000000 NC USD 4585477.840000000000 0.0087088113 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2020-04-29 0.000000000000 USD 0.000000000000 USD 3893918000.000000000000 USD 4585477.840000000000 N N N RISKLESS ISSUER N/A FSWP: OIS RECFIX USD 1.33075% 09-16-20/12-16-20 LCH N/A 1.000000000000 NC USD 6884714.460000000000 0.0130755575 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2020-12-16 0.000000000000 USD 0.000000000000 USD 2156325000.000000000000 USD 6884714.460000000000 N N N SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1 N/A SLST 18-1 A1 3.5% 06-25-28 35564CAA5 34846225.070000000000 PA USD 36021379.160000000000 0.0684123673 Long ABS-CBDO USGA US N 2 2028-06-25 Fixed 3.50000000 N N N N N N STAR_2018-IMC1 N/A STAR 18-IMC1 A1 144A FRN 03-25-48 85572KAA2 23707808.560000000000 PA USD 23253732.900000000000 0.0441638536 Long ABS-CBDO CORP US Y 2 2048-03-25 Variable 3.7930000000000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.679% 04-14-20/04-14-30 LCH N/A 1.000000000000 NC USD -12629186.000000000000 -0.0239855478 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2030-04-14 0.000000000000 USD 0.000000000000 USD 65500000.000000000000 USD -12629186.000000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX MXN 7.47% 04-17-17/04-05-27 CME N/A 1.000000000000 NC -522223.710000000000 -0.0009918154 N/A DIR CORP US N 2 CME Group LCZ7XYGSLJUHFXXNXD88 Y 2027-04-05 0.000000000000 MXN 0.000000000000 MXN 290000000.000000000000 MXN -522223.710000000000 N N N FREDDIE MAC - SLST SLST_18-2 N/A SLST 18-2 A1 3.5% 11-25-28 35564CAN7 55939932.300000000000 PA USD 57989012.020000000000 0.1101336396 Long ABS-CBDO USGA US N 2 2028-11-25 Fixed 3.50000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL STAR_19-IMC1 N/A STAR 19-IMC1-A1 144A FRN 04-25-49 85572TAA3 4205423.580000000000 PA USD 4189913.980000000000 0.0079575502 Long ABS-CBDO CORP US Y 2 2049-04-25 Variable 3.4680000000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SEC SER 04G 5.75% 04-01-35 842400EV1 6666000.000000000000 PA USD 8349944.920000000000 0.0158583461 Long DBT CORP US N 2 2035-04-01 Fixed 5.75000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 Q02705 MHA 08-01-41 3132GGAE5 5160553.090000000000 PA USD 5663490.270000000000 0.0107561894 Long ABS-MBS USGA US N 2 2041-08-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BK9093 01-01-34 3140HPC70 517332.410000000000 PA USD 542269.380000000000 0.0010298865 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 MA3461 09-01-33 31418CZ31 588136.310000000000 PA USD 616633.870000000000 0.0011711207 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 3.00000000 N N N N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 ELI LILLY & CO SR UNSEC 3.375% 03-15-29 532457BV9 10486000.000000000000 PA USD 11337746.320000000000 0.0215328253 Long DBT CORP US N 2 2029-03-15 Fixed 3.37500000 N N N N N N ENERGY TRANSFER OPERATING LP 5493008K8W3OKZE54J59 ENERGY TRANSFER OPERATING SR UNSEC 5.5% 06-01-27 29278NAN3 10000000.000000000000 PA USD 8780250.000000000000 0.0166755883 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N PETSMART INC N/A PETSMART 144A LIFE SR SEC 1ST LIEN 5.875% 06-01-25 716768AC0 3975000.000000000000 PA USD 3945187.500000000000 0.0074927619 Long DBT CORP US Y 2 2025-06-01 Fixed 5.87500000 N N N N N N PETSMART INC N/A PETSMART 144A LIFE SR UNSEC 8.875% 06-01-25 716768AD8 2650000.000000000000 PA USD 2418125.000000000000 0.0045925409 Long DBT CORP US Y 2 2025-06-01 Fixed 8.87500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC Q01992 07-01-41 3132GFF93 259382.510000000000 PA USD 280320.380000000000 0.0005323889 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 5.5 G06020 12-01-39 3128M8AV6 1659318.920000000000 PA USD 1883904.420000000000 0.0035779408 Long ABS-MBS USGA US N 2 2039-12-01 Fixed 5.50000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 PS COLORADO SEC 3.8% 06-15-47 744448CN9 2702000.000000000000 PA USD 2827297.140000000000 0.0053696470 Long DBT CORP US N 2 2047-06-15 Fixed 3.80000000 N N N N N N PRICOA GLOBAL FUNDING I 635400IBXEBMD9ADYA79 PRICOA GLOBAL FDG GIC 144A LIFE 2.45% 09-21-22 74153WCN7 3090000.000000000000 PA USD 3034268.760000000000 0.0057627307 Long DBT CORP US Y 2 2022-09-21 Fixed 2.45000000 N N N N N N KENYA (REPUBLIC OF) 549300VVURQQYU45PR87 KENYA GOVT 144A LIFE 6.875% 06-24-24 491798AE4 6425000.000000000000 PA USD 6149194.030000000000 0.0116786456 Long DBT NUSS KE Y 2 2024-06-24 Fixed 6.87500000 N N N N N N JORDAN (HASHEMITE KINGDOM OF) 5493000JZ4MYPVMBVN50 KINGDOM OF JORDAN 144A 6.125% 01-29-26 418097AG6 2890000.000000000000 PA USD 2646575.300000000000 0.0050264172 Long DBT NUSS JO Y 2 2026-01-29 Fixed 6.12500000 N N N N N N MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 BONOS MEXICAN MXN 8.0% 12-07-23 N/A 15400000.000000000000 PA 68136520.180000000000 0.1294059459 Long DBT NUSS MX N 2 2023-12-07 Fixed 8.00000000 N N N N N N MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 UTD MEX ST GVT GLOBAL 4.5% 01-31-50 91087BAG5 3825000.000000000000 PA USD 3804000.750000000000 0.0072246178 Long DBT NUSS MX N 2 2050-01-31 Fixed 4.50000000 N N N N N N ENERGY TRANSFER OPERATING LP 5493008K8W3OKZE54J59 ENERGY TRANSFER OPERATING SR UNSEC 5.875% 01-15-24 29278NAM5 2043000.000000000000 PA USD 1934181.650000000000 0.0036734281 Long DBT CORP US N 2 2024-01-15 Fixed 5.87500000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 EDISON INTERNATIONAL SR UNSEC 5.75% 06-15-27 281020AN7 11322000.000000000000 PA USD 11792564.960000000000 0.0223966240 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N RISKLESS ISSUER N/A FSWP: OIS RECFIX USD 1.309% 09-16-20/12-16-20 LCH N/A 1.000000000000 NC USD 10205616.060000000000 0.0193826658 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2020-12-16 0.000000000000 USD 0.000000000000 USD 3252475000.000000000000 USD 10205616.060000000000 N N N RISKLESS ISSUER N/A FSWP: OIS PAYFIX EUR -0.5145% 12-16-20/02-03-21 LCH N/A 1.000000000000 NC -138987.630000000000 -0.0002639675 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-02-03 0.010000000000 EUR 0.000000000000 EUR 5527200000.000000000000 EUR -138987.640000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 MA3516 11-01-33 31418C4A9 462300.000000000000 PA USD 484734.490000000000 0.0009206153 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BK7123 07-01-33 3140HL4H6 287386.090000000000 PA USD 301251.610000000000 0.0005721418 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 3.00000000 N N N N N N RISKLESS ISSUER N/A FSWP: OIS PAYFIX EUR -0.531% 12-16-20/02-03-21 LCH N/A 1.000000000000 NC -609.590000000000 -0.0000011577 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-02-03 0.000000000000 EUR 0.000000000000 EUR 2763600000.000000000000 EUR -609.590000000000 N N N RISKLESS ISSUER N/A FSWP: OIS PAYFIX EUR -0.5315% 12-16-20/02-03-21 LCH N/A 1.000000000000 NC 1219.190000000000 0.0000023155 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-02-03 0.000000000000 EUR 0.000000000000 EUR 2763600000.000000000000 EUR 1219.190000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS AB1297 08-01-40 31416WNP3 530301.140000000000 PA USD 592101.900000000000 0.0011245292 Long ABS-MBS USGA US N 2 2040-08-01 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.0 AI3510 06-01-41 3138AG3U0 1598991.040000000000 PA USD 1799894.670000000000 0.0034183881 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 5.00000000 N N N N N N MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 UTD MEX ST GVT GLOBAL 3.25% 04-16-30 91087BAH3 5845000.000000000000 PA USD 5492838.750000000000 0.0104320854 Long DBT NUSS MX N 2 2030-04-16 Fixed 3.25000000 N N N N N N PANAMA REPUBLIC OF (GOVERNMENT) 549300SHS4T08CL0LP14 PANAMA GLOBAL 3.16% 01-23-30 698299BK9 3585000.000000000000 PA USD 3601168.350000000000 0.0068393953 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_19-2 N/A SCRT 19-2 MA 3.5% 08-25-58 35563PKG3 41656254.690000000000 PA USD 44201910.070000000000 0.0839489597 Long ABS-CBDO USGA US N 2 2058-08-25 Fixed 3.50000000 N N N N N N FREDDIE MAC - SLST SLST_19-1 N/A SLST 19-1 A1 3.5% 05-25-29 35564CBB2 26146254.360000000000 PA USD 27112776.800000000000 0.0514930102 Long ABS-CBDO USGA US N 2 2029-05-25 Fixed 3.50000000 N N N N N N CPS AUTO TRUST CPS_19-B 549300RMJRP95RN5CL91 CPS 19-B A 144A 2.89% 05-16-22/09-15-20 22412AAA1 746860.730000000000 PA USD 744061.500000000000 0.0014131333 Long ABS-O CORP US Y 2 2022-05-16 Fixed 2.89000000 N N N N N N CPS AUTO TRUST CPS_19-B 549300RMJRP95RN5CL91 CPS 19-B B 144A 3.09% 04-17-23/06-15-21 22412AAB9 2000000.000000000000 PA USD 1988508.000000000000 0.0037766055 Long ABS-O CORP US Y 2 2023-04-17 Fixed 3.09000000 N N N N N N PANAMA REPUBLIC OF (GOVERNMENT) 549300SHS4T08CL0LP14 PANAMA GLOBAL SF 4.5% 04-01-56 698299BM5 6495000.000000000000 PA USD 7095787.500000000000 0.0134764307 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N PAKISTAN (ISLAMIC REPUBLIC OF) 529900LOP29R5WKHOD86 PAKISTAN REP REG S 8.25% 04-15-24 N/A 2220000.000000000000 PA USD 1975023.000000000000 0.0037509946 Long DBT NUSS PK Y 2 2024-04-15 Fixed 8.25000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX MXN 7.625% 06-01-17/05-20-27 CME N/A 1.000000000000 NC -893807.780000000000 -0.0016975337 N/A DIR CORP US N 2 CME Group LCZ7XYGSLJUHFXXNXD88 Y 2027-05-20 0.000000000000 MXN 0.000000000000 MXN 410000000.000000000000 MXN -893807.780000000000 N N N RISKLESS ISSUER N/A IRS RECFIX MXN 6.99% 06-23-17/06-17-22 CME N/A 1.000000000000 NC 706922.330000000000 0.0013425980 N/A DIR CORP US N 2 CME Group LCZ7XYGSLJUHFXXNXD88 Y 2022-06-17 0.000000000000 MXN 0.000000000000 MXN 655000000.000000000000 MXN 706922.330000000000 N N N CAMEROON (REPUBLIC OF) 54930021BO6NHYGBBV24 CAMEROON REP OF REG S SF 9.5% 11-19-25 N/A 1500000.000000000000 PA USD 1361583.000000000000 0.0025859398 Long DBT NUSS CM Y 2 2025-11-19 Fixed 9.50000000 N N N N N N PARAGUAY REPUBLIC OF (GOVERNMENT) 529900UXKJTJPCU0HK83 PARAGUAY REP OF REG S 4.625% 01-25-23 N/A 1500000.000000000000 PA USD 1522515.000000000000 0.0028915843 Long DBT NUSS PY Y 2 2023-01-25 Fixed 4.62500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.0 AI1862 05-01-41 3138AFB82 2583930.930000000000 PA USD 2908627.690000000000 0.0055241112 Long ABS-MBS USGA US N 2 2041-05-01 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.0 AJ0704 09-01-41 3138ARYA6 1345461.980000000000 PA USD 1514511.210000000000 0.0028763834 Long ABS-MBS USGA US N 2 2041-09-01 Fixed 5.00000000 N N N N N N PHILIP MORRIS INTERNATIONAL HL3H1H2BGXWVG3BSWR90 PHILIP MORRIS INTL INC SR UNSEC 2.5% 11-02-22 718172CD9 16500000.000000000000 PA USD 16585024.500000000000 0.0314985382 Long DBT CORP US N 2 2022-11-02 Fixed 2.50000000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 PUB SVC EL & GAS SR UNSEC 2.65% 11-15-22 744573AL0 6225000.000000000000 PA USD 6187892.780000000000 0.0117521429 Long DBT CORP US N 2 2022-11-15 Fixed 2.65000000 N N N N N N STATION PLACE SECURITIZATION TRUST SPST_19-WL1 N/A SPST 19-WL1 A 144A FRN (L+65) 08-25-52/07-30-20 85769FAA6 52439333.600000000000 PA USD 52541904.940000000000 0.0997884085 Long ABS-CBDO CORP US Y 2 2052-08-25 Variable 1.5966300000000000 N N N N N N FREDDIE MAC - SLST SLST_19-2 N/A SLST 19-2 A1C 2.75% 09-25-29 35564CCZ8 93927441.090000000000 PA USD 92723573.080000000000 0.1761020618 Long ABS-CBDO USGA US N 2 2029-09-25 Fixed 2.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 PEMEX SR UNSEC 6.5% 03-13-27 71654QCG5 65892000.000000000000 PA USD 49329584.560000000000 0.0936875194 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 PRUDENTIAL FINANCIAL INC SR UNSEC 4.418% 03-27-48 74432QCD5 1000000.000000000000 PA USD 1036171.000000000000 0.0019679122 Long DBT CORP US N 2 2048-03-27 Fixed 4.41800000 N N N N N N CPS AUTO TRUST CPS_19-B 549300RMJRP95RN5CL91 CPS 19-B C 144A 3.35% 01-15-24/02-15-22 22412AAC7 2570000.000000000000 PA USD 2550709.580000000000 0.0048443476 Long ABS-O CORP US Y 2 2024-01-15 Fixed 3.35000000 N N N N N N CPS AUTO TRUST CPS_19-B 549300RMJRP95RN5CL91 CPS 19-B D 144A 3.69% 03-17-25/12-15-22 22412AAD5 5325000.000000000000 PA USD 5276212.350000000000 0.0100206651 Long ABS-O CORP US Y 2 2025-03-17 Fixed 3.69000000 N N N N N N GUATEMALA REPUBLIC OF (GOVERNMENT) 529900QKDFFU9UWW5315 GUATEMALA GOVT REG S 4.5% 05-03-26 N/A 1700000.000000000000 PA USD 1663523.100000000000 0.0031593891 Long DBT NUSS GT Y 2 2026-05-03 Fixed 4.50000000 N N N N N N PARAGUAY REPUBLIC OF (GOVERNMENT) 529900UXKJTJPCU0HK83 PARAGUAY REP OF 144A 4.7% 03-27-27 699149AD2 850000.000000000000 PA USD 867008.500000000000 0.0016466361 Long DBT NUSS PY Y 2 2027-03-27 Fixed 4.70000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.0 AJ5391 11-01-41 3138AW7D9 862466.570000000000 PA USD 970859.640000000000 0.0018438718 Long ABS-MBS USGA US N 2 2041-11-01 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 5.5 G05860 02-01-40 3128M7ZZ2 26203.380000000000 PA USD 29721.080000000000 0.0000564467 Long ABS-MBS USGA US N 2 2040-02-01 Fixed 5.50000000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 ELANCO ANIMAL HEALTH SR UNSEC 5.022% 08-28-23 28414HAE3 3250000.000000000000 PA USD 3293358.250000000000 0.0062547976 Long DBT CORP US N 2 2023-08-28 Fixed 5.02200000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 EPR PROPERTIES SR UNSEC 3.75% 08-15-29 26884UAF6 11000000.000000000000 PA USD 8251529.000000000000 0.0156714331 Long DBT CORP US N 2 2029-08-15 Fixed 3.75000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_19-4 N/A SCRT 19-4 MA 3.0% 02-25-59 35563PML0 206569080.800000000000 PA USD 215160082.300000000000 0.4086353971 Long ABS-CBDO USGA US N 2 2059-02-25 Fixed 3.00000000 N N N N N N FREDDIE MAC - SLST SLST_19-3 N/A SLST 19-3 A1C 2.75% 11-25-2029 35564CEE3 77479911.530000000000 PA USD 76311746.900000000000 0.1449324645 Long ABS-CBDO USGA US N 2 2029-11-25 Fixed 2.75000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO AGM 18A 5.0% 12-01-30 167505UF1 215000.000000000000 PA USD 259915.650000000000 0.0004936359 Long DBT MUN US N 2 2030-12-01 Fixed 5.00000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO AGM 18A 5.0% 12-01-32 167505UH7 425000.000000000000 PA USD 511126.250000000000 0.0009707390 Long DBT MUN US N 2 2032-12-01 Fixed 5.00000000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 EXXON MOBIL CORP SR UNSEC 1.902% 08-16-22 30231GBB7 6460000.000000000000 PA USD 6549664.800000000000 0.0124392259 Long DBT CORP US N 2 2022-08-16 Fixed 1.90200000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 EXXON MOBIL CORP SR UNSEC 2.019% 08-16-24 30231GBC5 42930000.000000000000 PA USD 42964515.720000000000 0.0815988810 Long DBT CORP US N 2 2024-08-16 Fixed 2.01900000 N N N N N N PLY GEM MIDCO LLC N/A PISCES MIDCO 144A LIFE SR UNSEC 8.0% 04-15-26 72431PAA0 5651000.000000000000 PA USD 4902666.330000000000 0.0093112207 Long DBT CORP US Y 2 2026-04-15 Fixed 8.00000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 PRUDENTIAL FINANCIAL INC SR UNSEC 3.905% 12-07-47 744320AY8 850000.000000000000 PA USD 825386.550000000000 0.0015675871 Long DBT CORP US N 2 2047-12-07 Fixed 3.90500000 N N N N N N CLOUD PASS-THROUGH TRUST CPTT_19-1 N/A CLOUD 19-1A CLOU 144A FRN 12-05-22 18913AAA3 16404342.630000000000 PA USD 16494172.810000000000 0.0313259913 Long ABS-O CORP US Y 2 2022-12-05 Variable 3.5542300000000000 N N N N N N CPS AUTO TRUST CPS_19-C N/A CPS 19-C C 144A 2.84% 06-16-25/06-15-22 12596UAC2 2169000.000000000000 PA USD 2129751.950000000000 0.0040448582 Long ABS-O CORP US Y 2 2025-06-16 Fixed 2.84000000 N N N N N N STRUCTURED AGENCY CREDIT RISK STACR_15-DNA1 N/A STACR 15-DNA1 M3 FRN (L+330) 10-25-27 3137G0EW5 4648669.000000000000 PA USD 4514680.410000000000 0.0085743517 Long ABS-CBDO CORP US N 2 2027-10-25 Variable 4.2466300000000000 N N N N N N STRUCTURED AGENCY CREDIT RISK STACR_14-DN2 N/A STACR 14-DN2 M2 FRN (L+165) 04-25-24 3137G0AX7 305395.320000000000 PA USD 300351.410000000000 0.0005704321 Long ABS-CBDO CORP US N 2 2024-04-25 Variable 2.5966300000000000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 EXXON MOBIL CORP SR UNSEC 2.995% 08-16-39 30231GAY8 1230000.000000000000 PA USD 1237902.750000000000 0.0023510443 Long DBT CORP US N 2 2039-08-16 Fixed 2.99500000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 EXXON MOBIL CORP SR UNSEC 2.44% 08-16-29 30231GBE1 1704000.000000000000 PA USD 1747007.260000000000 0.0033179435 Long DBT CORP US N 2 2029-08-16 Fixed 2.44000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 5.5 G04585 02-01-38 3128M6NA2 267425.990000000000 PA USD 303839.520000000000 0.0005770568 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 5.5 G05196 10-01-38 3128M7C95 114236.220000000000 PA USD 129754.750000000000 0.0002464323 Long ABS-MBS USGA US N 2 2038-10-01 Fixed 5.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BK5472 06-01-33 3140HKCJ5 36368.160000000000 PA USD 38260.610000000000 0.0000726651 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 MA3339 04-01-33 31418CV92 317216.950000000000 PA USD 333515.870000000000 0.0006334186 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 3.00000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 EQUINIX INC SR UNSEC 2.625% 11-18-24 29444UBC9 48182000.000000000000 PA USD 45293248.190000000000 0.0860216461 Long DBT CORP US N 2 2024-11-18 Fixed 2.62500000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 EQUINIX INC SR UNSEC 2.9% 11-18-26 29444UBD7 24462000.000000000000 PA USD 22540216.360000000000 0.0428087318 Long DBT CORP US N 2 2026-11-18 Fixed 2.90000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BN3975 01-01-34 3140JLMZ4 368547.600000000000 PA USD 385856.440000000000 0.0007328246 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.0 BJ5705 03-01-33 3140H7KT3 324896.860000000000 PA USD 340147.840000000000 0.0006460141 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 3.00000000 N N N N N N STRUCTURED AGENCY CREDIT RISK STACR_14-HQ2 N/A STACR 14-HQ2 M2 FRN (L+220) 09-25-24 3137G0CG2 3236791.330000000000 PA USD 3225886.580000000000 0.0061266543 Long ABS-CBDO CORP US N 2 2024-09-25 Variable 3.1466300000000000 N N N N N N STRUCTURED AGENCY CREDIT RISK STACR_15-HQ2 N/A STACR 15-HQ2 M2 FRN (L+195) 05-25-25 3137G0FF1 2996116.030000000000 PA USD 2877979.170000000000 0.0054659031 Long ABS-CBDO CORP US N 2 2025-05-25 Variable 2.8966300000000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO AGM 18A 5.0% 12-01-31 167505UG9 425000.000000000000 PA USD 512341.750000000000 0.0009730475 Long DBT MUN US N 2 2031-12-01 Fixed 5.00000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO AGM 18C 5.0% 12-01-28 167505VU7 950000.000000000000 PA USD 1155665.500000000000 0.0021948580 Long DBT MUN US N 2 2028-12-01 Fixed 5.00000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 EQUINIX INC SR UNSEC 3.2% 11-18-29 29444UBE5 22854000.000000000000 PA USD 21289872.240000000000 0.0404340587 Long DBT CORP US N 2 2029-11-18 Fixed 3.20000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC SR UNSEC 2.5% 01-15-25 29250NAY1 17500000.000000000000 PA USD 16305817.500000000000 0.0309682639 Long DBT CORP CA N 2 2025-01-15 Fixed 2.50000000 N N N N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.5095% 07-24-17/07-24-47 LCH N/A 1.000000000000 NC USD 1223925.600000000000 0.0023244987 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2047-07-24 0.000000000000 USD 0.000000000000 USD 3000000.000000000000 USD 1223925.600000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 1.948% 07-28-17/07-28-22 LCH N/A 1.000000000000 NC USD -21807954.000000000000 -0.0414180077 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-07-28 0.000000000000 USD 0.000000000000 USD 630000000.000000000000 USD -21807954.000000000000 N N N TAL ADVANTAGE LLC TAL_17-1A N/A TAL 17-1A A 144A 4.5% 04-20-42 874074AA5 5378325.540000000000 PA USD 5225183.100000000000 0.0099237496 Long ABS-O CORP US Y 2 2042-04-20 Fixed 4.50000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-5 N/A TPMT 17-5 A1 144A 2.55969% 02-25-57 89169EAA7 1248447.790000000000 PA USD 1219249.090000000000 0.0023156170 Long ABS-CBDO CORP US Y 2 2057-02-25 Variable 1.5466300000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS & ELECTRIC SR UNSEC 3.3% 12-01-27 694308HW0 1429000.000000000000 PA USD 1375519.680000000000 0.0026124085 Long DBT CORP US N 2 2027-12-01 Fixed 3.30000000 Y N N N N N PNC BANK NATIONAL ASSOCIATION AD6GFRVSDT01YPT1CS68 PNC BANK NA SR UNSEC 3.5% 06-08-23 69353RFL7 17840000.000000000000 PA USD 18482668.160000000000 0.0351025728 Long DBT CORP US N 2 2023-06-08 Fixed 3.50000000 N N N N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.432% 09-21-17/09-21-37 LCH N/A 1.000000000000 NC USD 530608.800000000000 0.0010077405 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2037-09-21 0.000000000000 USD 0.000000000000 USD 2000000.000000000000 USD 530608.800000000000 N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.354% 09-25-20/09-25-25 LCH N/A 1.000000000000 NC USD 38836980.000000000000 0.0737598005 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2025-09-25 0.000000000000 USD 0.000000000000 USD 420000000.000000000000 USD 38836980.000000000000 N N N PARTY CITY HOLDINGS INC 5493005PYM1JS6EZN307 PARTY CITY HOLDINGS INC 144A LIFE SR UNSEC 6.625% 08-01-26 702150AD5 2640000.000000000000 PA USD 277200.000000000000 0.0005264626 Long DBT CORP US Y 2 2026-08-01 Fixed 6.62500000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS & ELECTRIC 144A SR UNSEC 4.65% 08-01-28 694308JA6 4375000.000000000000 PA USD 4587375.630000000000 0.0087124156 Long DBT CORP US Y 2 2028-08-01 Fixed 4.65000000 Y N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGTW 3.5 C92038 03-01-39 3128P8HP9 30691325.030000000000 PA USD 32542595.060000000000 0.0618054061 Long ABS-MBS USGA US N 2 2039-03-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS MA3518 11-01-33 31418C4C5 66465.010000000000 PA USD 70111.810000000000 0.0001331574 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 4.00000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-6 N/A TPMT 17-6 A1 144A FRN 10-25-57 89175JAA8 11855572.990000000000 PA USD 11871542.450000000000 0.0225466193 Long ABS-CBDO CORP US Y 2 2057-10-25 Variable 2.7500000000000000 N N N N N N RISKLESS ISSUER N/A FSWP: OIS RECFIX USD 1.538% 03-18-20/04-29-20 LCH N/A 1.000000000000 NC USD 17132809.400000000000 0.0325388999 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2020-04-29 0.000000000000 USD 0.000000000000 USD 14519330000.000000000000 USD 17132809.400000000000 N N N RISKLESS ISSUER N/A FSWP: OIS PAYFIX EUR -0.545% 12-16-20/02-03-21 LCH N/A 1.000000000000 NC 57606.720000000000 0.0001094076 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-02-03 0.000000000000 EUR 0.000000000000 EUR 2763600000.000000000000 EUR 57606.720000000000 N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 5.5 G06841 06-01-41 3128M85A8 32004.850000000000 PA USD 36330.020000000000 0.0000689985 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 5.5 G03695 11-01-37 3128M5NL0 4917.190000000000 PA USD 5587.350000000000 0.0000106116 Long ABS-MBS USGA US N 2 2037-11-01 Fixed 5.50000000 N N N N N N CPS AUTO TRUST CPS_19-C N/A CPS 19-C D 144A 3.17% 06-16-25/05-15-23 12596UAD0 2025000.000000000000 PA USD 1970956.800000000000 0.0037432720 Long ABS-O CORP US Y 2 2025-06-16 Fixed 3.17000000 N N N N N N CPS AUTO TRUST CPS_19-D N/A CPS 19-D A 144A 2.17% 09-01-25/04-15-21 12655KAA6 14841916.200000000000 PA USD 14705014.360000000000 0.0279279935 Long ABS-O CORP US Y 2 2022-12-15 Fixed 2.17000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO AGM 18C 5.0% 12-01-29 167505VV5 640000.000000000000 PA USD 776224.000000000000 0.0014742168 Long DBT MUN US N 2 2029-12-01 Fixed 5.00000000 N N N N N N DISTRICT OF COLUMBIA (WASHINGTON DC) 549300HWFOZXPKGOX654 DC PITS 20A SF 4.0% 03-01-45 25477GRY3 17980000.000000000000 PA USD 20792431.600000000000 0.0394893116 Long DBT MUN US N 2 2045-03-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGTW 3.5 K94485 03-01-39 3132LQ2S5 4769974.880000000000 PA USD 5082537.020000000000 0.0096528339 Long ABS-MBS USGA US N 2 2039-03-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGTW 3.5 C92043 04-01-39 3128P8HU8 74632435.450000000000 PA USD 79456228.280000000000 0.1509045128 Long ABS-MBS USGA US N 2 2039-04-01 Fixed 3.50000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_20-1 N/A CARMX 20-1 A2 1.87% 04-17-23 14315XAB4 50839000.000000000000 PA USD 50946931.200000000000 0.0967592094 Long ABS-O CORP US N 2 2023-04-17 Fixed 1.87000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_17-3A N/A CAALT 17-3A C 144A 3.48% 10-15-26/07-15-21 22534UAE2 2695000.000000000000 PA USD 2683791.500000000000 0.0050970988 Long ABS-O CORP US Y 2 2026-10-15 Fixed 3.48000000 N N N N N N RISKLESS ISSUER N/A FSWP: OIS PAYFIX EUR -0.558% 12-16-20/02-03-21 LCH N/A 1.000000000000 NC 111860.660000000000 0.0002124475 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-02-03 0.000000000000 EUR 0.000000000000 EUR 2763600000.000000000000 EUR 111860.660000000000 N N N RISKLESS ISSUER N/A FSWP: OIS RECFIX USD 1.135% 03-18-20/04-29-20 LCH N/A 1.000000000000 NC USD 8392757.100000000000 0.0159396557 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2020-04-29 0.000000000000 USD 0.000000000000 USD 9811500000.000000000000 USD 8392757.100000000000 N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 5.5 A15120 10-01-33 31296PVM1 3289.800000000000 PA USD 3618.310000000000 0.0000068720 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 G05937 08-01-40 3128M74W3 12132286.600000000000 PA USD 13294705.240000000000 0.0252495123 Long ABS-MBS USGA US N 2 2040-08-01 Fixed 4.50000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 EDISON INTERNATIONAL SR UNSEC 3.55% 11-15-24 281020AQ0 38775000.000000000000 PA USD 38588957.550000000000 0.0732887524 Long DBT CORP US N 2 2024-11-15 Fixed 3.55000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 EDISON INTERNATIONAL SR UNSEC 3.125% 11-15-22 281020AP2 13250000.000000000000 PA USD 13037986.750000000000 0.0247619486 Long DBT CORP US N 2 2022-11-15 Fixed 3.12500000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_18-3A 549300JDZNIORD1CFR68 CAALT 18-3A C 144A 4.04% 12-15-27/08-15-22 22534DAE0 1485000.000000000000 PA USD 1482476.990000000000 0.0028155435 Long ABS-O CORP US Y 2 2027-12-15 Fixed 4.04000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-1 N/A CAALT 20-1 B 144A 2.39% 04-16-29/11-15-23 22534GAC7 4118000.000000000000 PA USD 3666576.600000000000 0.0069636197 Long ABS-O CORP US Y 2 2029-04-16 Fixed 2.39000000 N N N N N N GRAND PARKWAY TRANSPORTATION CORP N/A GRAND PKWY TX TOLL SUB 20B SF 3.236% 10-01-52 38611TDL8 11415000.000000000000 PA USD 11128597.650000000000 0.0211356069 Long DBT MUN US N 2 2052-10-01 Fixed 3.23600000 N N N N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 ILLINOIS ST GO TAXABLE PENSION SF 4.95% 06-01-23 452151LE1 47620363.540000000000 PA USD 48054661.260000000000 0.0912661651 Long DBT MUN US N 2 2023-06-01 Fixed 4.95000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 AC2641 10-01-39 31417L5B7 6574759.590000000000 PA USD 7211472.460000000000 0.0136961414 Long ABS-MBS USGA US N 2 2039-10-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC G04804 05-01-37 3128M6U55 2560070.560000000000 PA USD 2808159.320000000000 0.0053333001 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 4.50000000 N N N N N N ENERGY TRANSFER OPERATING LP 5493008K8W3OKZE54J59 ENERGY TRANSFER OPERATING SR UNSEC 2.9% 05-15-25 29278NAP8 8003000.000000000000 PA USD 6781037.940000000000 0.0128786534 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N N ENERGY TRANSFER OPERATING LP 5493008K8W3OKZE54J59 ENERGY TRANSFER OPERATING SR UNSEC 3.75% 05-15-30 29278NAQ6 14013000.000000000000 PA USD 11041585.390000000000 0.0209703519 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-1 N/A CAALT 20-1 A 144A 2.01% 02-15-29/05-15-23 22534GAA1 15748000.000000000000 PA USD 14686065.120000000000 0.0278920048 Long ABS-O CORP US Y 2 2029-02-15 Fixed 2.01000000 N N N N N N CHASE ISSUANCE TRUST CHAIT_20-A1 N/A CHAIT 20-A1 A1 1.53% 01-15-25/01-17-23 161571HP2 680000.000000000000 PA USD 688351.760000000000 0.0013073284 Long ABS-O CORP US N 2 2025-01-15 Fixed 1.53000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 G61628 09-01-48 31335BYZ3 399066.200000000000 PA USD 426755.810000000000 0.0008105013 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 MA3496 10-01-48 31418C3E2 189947.830000000000 PA USD 204587.870000000000 0.0003885565 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 4.50000000 N N N N N N RISKLESS ISSUER N/A FSWP: OIS RECFIX USD 1.119% 03-18-20/04-29-20 LCH N/A 1.000000000000 NC USD 5899522.000000000000 0.0112044646 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2020-04-29 0.000000000000 USD 0.000000000000 USD 7002400000.000000000000 USD 5899522.000000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 3.005% 09-02-20/09-02-30 LCH N/A 1.000000000000 NC USD -35932639.610000000000 -0.0682438317 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2030-09-02 0.000000000000 USD 0.000000000000 USD 160300000.000000000000 USD -35932639.610000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.514% 09-25-20/09-25-30 LCH N/A 1.000000000000 NC USD -39144215.800000000000 -0.0743433075 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2030-09-25 0.000000000000 USD 0.000000000000 USD 223000000.000000000000 USD -39144215.800000000000 N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.009% 10-04-17/10-04-22 LCH N/A 1.000000000000 NC USD 10566275.200000000000 0.0200676353 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-10-04 0.000000000000 USD 0.000000000000 USD 272000000.000000000000 USD 10566275.200000000000 N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_18-1 N/A DRIVE 18-1 D 3.81% 05-15-24/10-15-21 26208GAG4 70000.000000000000 PA USD 69998.320000000000 0.0001329419 Long ABS-O CORP US N 2 2024-05-15 Fixed 3.81000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_18-2 N/A DRIVE 18-2 C 3.63% 08-15-24 26208JAF0 1113095.980000000000 PA USD 1117582.870000000000 0.0021225309 Long ABS-O CORP US N 2 2024-08-15 Fixed 3.63000000 N N N N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.8% 09-02-20/09-02-22 LCH N/A 1.000000000000 NC USD 38724128.500000000000 0.0735454712 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-09-02 0.000000000000 USD 0.000000000000 USD 785000000.000000000000 USD 38724128.500000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 CA2452 09-01-48 3140Q9WN9 12452789.460000000000 PA USD 13224750.330000000000 0.0251166529 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.5 988588 08-01-38 31415TF54 6179.730000000000 PA USD 7000.070000000000 0.0000132946 Long ABS-MBS USGA US N 2 2038-08-01 Fixed 5.50000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_18-3 N/A DRIVE 18-3 C 3.72% 09-16-24/04-15-21 26208KAF7 125574.270000000000 PA USD 125536.350000000000 0.0002384206 Long ABS-O CORP US N 2 2024-09-16 Fixed 3.72000000 N N N N N N DT AUTO OWNER TRUST DTAOT_18-1 N/A DTAOT 18-1A C 144A 3.47% 12-15-23/10-15-20 23342WAE8 5189718.250000000000 PA USD 5174496.810000000000 0.0098274854 Long ABS-O CORP US Y 2 2023-12-15 Fixed 3.47000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 4.5 BD7529 200K MAX 09-01-46 3140FFLK5 646663.080000000000 PA USD 705265.630000000000 0.0013394515 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCK 4.5 MA2809 10-01-46 31418CDP6 1311190.980000000000 PA USD 1395895.230000000000 0.0026511061 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHMS K021 A2 (MF) 2.396% 06-25-22 3137AUPE3 15000000.000000000000 PA USD 15399510.000000000000 0.0292469905 Long ABS-CBDO USGA US N 2 2022-06-25 Fixed 2.39600000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGTW 4.5 D98356 05-01-30 3128E5H93 413103.390000000000 PA USD 445962.460000000000 0.0008469789 Long ABS-MBS USGA US N 2 2030-05-01 Fixed 4.50000000 N N N N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 ILLINOIS ST GO 19A 5.7% 04-01-31 4521523W9 7530000.000000000000 PA USD 8850234.900000000000 0.0168085047 Long DBT MUN US N 2 2031-04-01 Fixed 5.70000000 N N N N N N ILLINOIS HSG DEV AUTH 54930053Z6M9JVHBQZ16 IL ST HDA MARSHALL FIELD SIFMA+100BP FRN FNMA (MPT) 05-15-50/25 45203LBT9 6275000.000000000000 PA USD 6435200.750000000000 0.0122218340 Long DBT MUN US N 2 2050-05-15 Variable 5.7100000000000000 N N N N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.1045% 10-31-17/10-31-22 LCH N/A 1.000000000000 NC USD 4695526.000000000000 0.0089178165 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-10-31 0.000000000000 USD 0.000000000000 USD 110000000.000000000000 USD 4695526.000000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX MXN 7.865% 12-20-17/12-08-27 CME N/A 1.000000000000 NC -523202.350000000000 -0.0009936741 N/A DIR CORP US N 2 CME Group LCZ7XYGSLJUHFXXNXD88 Y 2027-12-08 0.000000000000 MXN 0.000000000000 MXN 189000000.000000000000 MXN -523202.350000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 BD7600 09-01-46 3140FFNS6 379756.290000000000 PA USD 409290.700000000000 0.0007773313 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCK 4.5 MA2821 10-01-46 31418CD35 836160.580000000000 PA USD 888976.660000000000 0.0016883584 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 4.50000000 N N N N N N DT AUTO OWNER TRUST DTAOT_18-3 N/A DTAOT 18-3A A 144A 3.26% 02-15-22/05-15-20 23343CAA9 1936615.930000000000 PA USD 1939110.290000000000 0.0036827886 Long ABS-O CORP US Y 2 2022-02-15 Fixed 3.26000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2 N/A DRIVE 19-2 A2A 2.93% 03-15-22/05-15-20 26208RAB1 1058.520000000000 PA USD 1058.630000000000 0.0000020106 Long ABS-O CORP US N 2 2022-03-15 Fixed 2.93000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS & ELECTRIC 144A SR UNSEC 4.25% 08-01-23 694308HZ3 45575000.000000000000 PA USD 46201428.380000000000 0.0877464762 Long DBT CORP US Y 2 2023-08-01 Fixed 4.25000000 Y N N N N N PRICOA GLOBAL FUNDING I 635400IBXEBMD9ADYA79 PRICOA GLOBAL FDG GIC 144A LIFE SEC 3.45% 09-01-23 741531FA0 11525000.000000000000 PA USD 11784831.130000000000 0.0223819358 Long DBT CORP US Y 2 2023-09-01 Fixed 3.45000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 A93948 09-01-40 312942L52 13010.230000000000 PA USD 14264.990000000000 0.0000270923 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 G05535 07-01-39 3128M7PU4 653843.990000000000 PA USD 717255.090000000000 0.0013622221 Long ABS-MBS USGA US N 2 2039-07-01 Fixed 4.50000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.446% 01-08-18/01-08-28 LCH N/A 1.000000000000 NC USD -5831439.600000000000 -0.0110751614 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-01-08 0.000000000000 USD 0.000000000000 USD 42000000.000000000000 USD -5831439.600000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.8672% 01-30-23/01-29-33 LCH N/A 1.000000000000 NC USD -9711047.580000000000 -0.0184433736 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2033-01-29 0.000000000000 USD 0.000000000000 USD 50700000.000000000000 USD -9711047.580000000000 N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 PFIZER INC SR UNSEC 3.2% 09-15-23 717081EN9 37100000.000000000000 PA USD 39190176.900000000000 0.0744305976 Long DBT CORP US N 2 2023-09-15 Fixed 3.20000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 PRUDENTIAL FINANCIAL INC JR SUB (H) 5.7% 09-15-48/28 744320BF8 3500000.000000000000 PA USD 3252322.500000000000 0.0061768618 Long DBT CORP US N 2 2048-09-15 Variable 5.7000000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BD9236 10-01-46 3140FHHN0 870928.570000000000 PA USD 929702.310000000000 0.0017657052 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 BD9248 10-01-46 3140FHH26 756077.330000000000 PA USD 819664.190000000000 0.0015567191 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 4.50000000 N N N N N N IOWA ST FINANCE AUTHORITY 549300NQVL49BTHOW391 IA FIN AUTH SFM PAC (100-500) PSA GNMA/FNMA/FHLMC 16A SF 4.0% 07-01-46 462467PY1 935000.000000000000 PA USD 978402.700000000000 0.0018581977 Long DBT MUN US N 2 2046-07-01 Fixed 4.00000000 N N N N N N ILLINOIS HSG DEV AUTH 54930053Z6M9JVHBQZ16 IL HDA SFM PAC (100-400) PSA 16A SF 4.0% 04-01-46 45201YJ32 985000.000000000000 PA USD 1041558.700000000000 0.0019781446 Long DBT MUN US N 2 2046-04-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 Q43312 175K MAX 09-01-46 3132WGVE4 657274.810000000000 PA USD 717112.450000000000 0.0013619512 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 Q43461 175K MAX 10-01-46 3132WGZ34 862351.260000000000 PA USD 942635.300000000000 0.0017902677 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 4.50000000 N N N N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.768% 01-30-23/01-29-25 LCH N/A 1.000000000000 NC USD 9936713.000000000000 0.0188719609 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2025-01-29 0.000000000000 USD 0.000000000000 USD 230000000.000000000000 USD 9936713.000000000000 N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.91% 02-01-23/02-01-28 LCH N/A 1.000000000000 NC USD 9426448.560000000000 0.0179028587 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-02-01 0.000000000000 USD 0.000000000000 USD 88800000.000000000000 USD 9426448.560000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 CA2493 10-01-48 3140Q9XX6 545765.910000000000 PA USD 588180.110000000000 0.0011170809 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BJ4154 05-01-48 3140H5TL5 84331.510000000000 PA USD 89586.710000000000 0.0001701445 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 3.50000000 N N N N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 ILLINOIS ST GO TAXABLE 13B 3.65% 04-01-20 452152QM6 4745000.000000000000 PA USD 4745000.000000000000 0.0090117783 Long DBT MUN US N 2 2020-04-01 Fixed 3.65000000 N N N N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 ILLINOIS ST GO TAXABLE BAB 6.15% 03-01-25 452152DS7 6205000.000000000000 PA USD 7234285.400000000000 0.0137394681 Long DBT MUN US N 2 2025-03-01 Fixed 6.15000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2 N/A DRIVE 19-2 B 3.17% 11-15-23/08-16-21 26208RAE5 4660000.000000000000 PA USD 4647380.720000000000 0.0088263782 Long ABS-O CORP US N 2 2023-11-15 Fixed 3.17000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2 N/A DRIVE_19-2 C 3.42% 06-16-25/06-15-22 26208RAF2 8760000.000000000000 PA USD 8657070.000000000000 0.0164416429 Long ABS-O CORP US N 2 2025-06-16 Fixed 3.42000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNR 06-96 OP PAC PO .0% 10-25-36 31396LDA5 246361.520000000000 PA USD 235332.650000000000 0.0004469475 Long ABS-CBDO USGA US N 2 2036-10-25 Fixed 0.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHR 3149 AO PAC PO .0% 05-15-36 31396RDS3 265545.080000000000 PA USD 252764.400000000000 0.0004800541 Long ABS-CBDO USGA US N 2 2036-05-15 Fixed 0.00000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.9625% 02-01-28/02-01-38 LCH N/A 1.000000000000 NC USD -9588275.580000000000 -0.0182102031 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2038-02-01 0.000000000000 USD 0.000000000000 USD 53300000.000000000000 USD -9588275.580000000000 N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.908% 02-01-23/02-01-28 LCH N/A 1.000000000000 NC USD 9428316.170000000000 0.0179064057 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-02-01 0.000000000000 USD 0.000000000000 USD 88900000.000000000000 USD 9428316.170000000000 N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 ILLINOIS ST GO TAXABLE BAB 5.85% 03-01-22 452152DP3 3155000.000000000000 PA USD 3378437.100000000000 0.0064163806 Long DBT MUN US N 2 2022-03-01 Fixed 5.85000000 N N N N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 ILLINOIS ST GO TAXABLE BAB 5.95% 03-01-23 452152DQ1 6495000.000000000000 PA USD 7198863.150000000000 0.0136721936 Long DBT MUN US N 2 2023-03-01 Fixed 5.95000000 N N N N N N DT AUTO OWNER TRUST DTAOT_18-3 N/A DTAOT 18-3A B 144A 3.56% 09-15-22 23343CAC5 415000.000000000000 PA USD 415588.470000000000 0.0007892921 Long ABS-O CORP US Y 2 2022-09-15 Fixed 3.56000000 N N N N N N DT AUTO OWNER TRUST DTAOT_19-2 N/A DTAOT 19-2A A 144A 2.85% 09-15-22/05-17-21 26252TAA4 2216836.510000000000 PA USD 2211618.080000000000 0.0042003397 Long ABS-O CORP US Y 2 2022-09-15 Fixed 2.85000000 N N N N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 ILLINOIS ST GO TAXABLE 13B 4.31% 04-01-23 452152QQ7 7325000.000000000000 PA USD 7753659.000000000000 0.0147258706 Long DBT MUN US N 2 2023-04-01 Fixed 4.31000000 N N N N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 ILLINOIS ST GO TAXABLE 13B 4.11% 04-01-22 452152QP9 2280000.000000000000 PA USD 2378678.400000000000 0.0045176233 Long DBT MUN US N 2 2022-04-01 Fixed 4.11000000 N N N N N N DT AUTO OWNER TRUST DTAOT_19-2 N/A DTAOT 19-2A B 144A 2.99% 04-17-23/05-17-21 26252TAC0 3240000.000000000000 PA USD 3213513.000000000000 0.0061031542 Long ABS-O CORP US Y 2 2023-04-17 Fixed 2.99000000 N N N N N N DT AUTO OWNER TRUST DTAOT_19-2 N/A DTAOT 19-2A C 144A 3.18% 02-18-25/02-15-22 26252TAE6 5765000.000000000000 PA USD 5709632.940000000000 0.0108438243 Long ABS-O CORP US Y 2 2025-02-18 Fixed 3.18000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.5 CA2106 07-01-33 3140Q9KU6 363184.010000000000 PA USD 383131.170000000000 0.0007276487 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 5.5 G04587 08-01-38 3128M6NC8 699317.920000000000 PA USD 793507.650000000000 0.0015070422 Long ABS-MBS USGA US N 2 2038-08-01 Fixed 5.50000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.963% 02-01-28/02-01-38 LCH N/A 1.000000000000 NC USD -9554771.520000000000 -0.0181465717 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2038-02-01 0.000000000000 USD 0.000000000000 USD 53100000.000000000000 USD -9554771.520000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.986% 02-01-28/02-01-38 LCH N/A 1.000000000000 NC USD -7847617.830000000000 -0.0149043187 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2038-02-01 0.000000000000 USD 0.000000000000 USD 43100000.000000000000 USD -7847617.830000000000 N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 G06769 08-01-41 3128M82A1 684807.620000000000 PA USD 750447.800000000000 0.0014252622 Long ABS-MBS USGA US N 2 2041-08-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 G06868 04-01-41 3128M86D1 11600.530000000000 PA USD 12715.420000000000 0.0000241493 Long ABS-MBS USGA US N 2 2041-04-01 Fixed 4.50000000 N N N N N N DT AUTO OWNER TRUST DTAOT_19-2 N/A DTAOT 19-2A D 144A 3.48% 02-18-25/11-15-22 26252TAG1 6800000.000000000000 PA USD 5651391.600000000000 0.0107332114 Long ABS-O CORP US Y 2 2025-02-18 Fixed 3.48000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_19-3 N/A DRIVE 19-3 B 2.65% 02-15-24/11-15-21 26209WAE3 3970000.000000000000 PA USD 3928537.320000000000 0.0074611396 Long ABS-O CORP US N 2 2024-02-15 Fixed 2.65000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 4.0 ZS4785 08-01-48 3132A5J63 114140760.710000000000 PA USD 121898451.650000000000 0.2315114479 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 V85284 03-01-49 3132LA2R2 3842132.520000000000 PA USD 4071949.680000000000 0.0077335106 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 3.50000000 N N N N N N PRAXAIR INC ZU69GUVJQGZ6Z1UOOO79 PRAXAIR INC SR UNSEC 3.0% 09-01-21 74005PAZ7 2000000.000000000000 PA USD 2036476.000000000000 0.0038677071 Long DBT CORP US N 2 2021-09-01 Fixed 3.00000000 N N N N N N GS MORTGAGE SECURITIES TRUST GSMS_14-GC18 N/A GSMS 14-GC18 B FRN 01-10-47/24 36252RBC2 2500000.000000000000 PA USD 2555215.000000000000 0.0048529043 Long ABS-MBS CORP US N 2 2047-01-10 Variable 4.8850000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 G06956 08-01-41 3128M9BZ4 1259052.750000000000 PA USD 1380026.320000000000 0.0026209676 Long ABS-MBS USGA US N 2 2041-08-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 5.5 A56076 01-01-37 3128KJXD9 23536.240000000000 PA USD 26687.060000000000 0.0000506845 Long ABS-MBS USGA US N 2 2037-01-01 Fixed 5.50000000 N N N N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 ILLINOIS ST GO TAXABLE PENSION SF 5.1% 06-01-33 452151LF8 161050000.000000000000 PA USD 160101415.500000000000 0.3040671150 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 ILLINOIS ST GO TAXABLE 13B 4.91% 04-01-27 452152QU8 3250000.000000000000 PA USD 3615690.000000000000 0.0068669751 Long DBT MUN US N 2 2027-04-01 Fixed 4.91000000 N N N N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.925% 02-01-23/02-01-28 LCH N/A 1.000000000000 NC USD 7600014.090000000000 0.0144340658 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-02-01 0.000000000000 USD 0.000000000000 USD 71100000.000000000000 USD 7600014.090000000000 N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.92% 02-02-23/02-02-28 LCH N/A 1.000000000000 NC USD 7165643.520000000000 0.0136091024 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-02-02 0.000000000000 USD 0.000000000000 USD 67200000.000000000000 USD 7165643.520000000000 N N N GS MORTGAGE SECURITIES TRUST GSMS_13-GC12 N/A GSMS 13-GC12 A4 3.135% 06-10-46/23 36197XAK0 1250000.000000000000 PA USD 1291020.000000000000 0.0024519254 Long ABS-CBDO CORP US N 2 2046-06-10 Fixed 3.13500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA4383 04-20-47 36179S2Q9 87770033.110000000000 PA USD 94715714.680000000000 0.1798855683 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.00000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_19-3 N/A DRIVE 19-3 C 2.9% 08-15-25/10-17-22 26209WAF0 12690000.000000000000 PA USD 12400997.940000000000 0.0235521695 Long ABS-O CORP US N 2 2025-08-15 Fixed 2.90000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_19-3 N/A DRIVE 19-3 D 3.18% 10-15-26/03-15-23 26209WAG8 6030000.000000000000 PA USD 5828073.390000000000 0.0110687682 Long ABS-O CORP US N 2 2026-10-15 Fixed 3.18000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.967% 02-02-28/02-02-38 LCH N/A 1.000000000000 NC USD -7482699.000000000000 -0.0142112591 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2038-02-02 0.000000000000 USD 0.000000000000 USD 41500000.000000000000 USD -7482699.000000000000 N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.987% 02-07-18/02-07-38 LCH N/A 1.000000000000 NC USD 13475237.200000000000 0.0255923815 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2038-02-07 0.000000000000 USD 0.000000000000 USD 37000000.000000000000 USD 13475237.200000000000 N N N DT AUTO OWNER TRUST DTAOT_18-2A N/A DTAOT 18-2A C 144A 3.67% 03-15-24 23343DAE9 135000.000000000000 PA USD 134625.780000000000 0.0002556834 Long ABS-O CORP US Y 2 2024-03-15 Fixed 3.67000000 N N N N N N DT AUTO OWNER TRUST DTAOT_19-3 N/A DTAOT 19-3 D 144A 2.96% 04-15-25/02-15-23 26253KAD6 2870000.000000000000 PA USD 2778561.800000000000 0.0052770881 Long ABS-O CORP US Y 2 2025-04-15 Fixed 2.96000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 V84872 11-01-48 3132LAMV1 1650498.830000000000 PA USD 1752377.520000000000 0.0033281428 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 V84817 12-01-47 3132LAK68 329673.640000000000 PA USD 349574.060000000000 0.0006639165 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N DT AUTO OWNER TRUST DTAOT_19-3 N/A DTAOT 19-3 B 144A 2.6% 05-15-23/05-17-21 26253KAB0 1570000.000000000000 PA USD 1554821.240000000000 0.0029529408 Long ABS-O CORP US Y 2 2023-05-15 Fixed 2.60000000 N N N N N N DT AUTO OWNER TRUST DTAOT_19-3 N/A DTAOT 19-3 A 144A 2.55% 08-15-22/12-15-20 26253KAA2 6657752.360000000000 PA USD 6631474.210000000000 0.0125945996 Long ABS-O CORP US Y 2 2022-08-15 Fixed 2.55000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.733% 03-08-18/03-08-23 LCH N/A 1.000000000000 NC USD -52674657.500000000000 -0.1000405343 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2023-03-08 0.000000000000 USD 0.000000000000 USD 775000000.000000000000 USD -52674657.500000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.7454% 03-08-18/03-08-23 LCH N/A 1.000000000000 NC USD -28493943.600000000000 -0.0541161438 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2023-03-08 0.000000000000 USD 0.000000000000 USD 417000000.000000000000 USD -28493943.600000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 3.5 CA3309 04-01-49 3140QAVB3 38699344.470000000000 PA USD 41038410.250000000000 0.0779407913 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 3.50000000 N N N N N N DT AUTO OWNER TRUST DTAOT_19-3 N/A DTAOT 19-3 C 144A 2.74% 04-15-25/04-18-22 26253KAC8 1925000.000000000000 PA USD 1890480.900000000000 0.0035904309 Long ABS-O CORP US Y 2 2025-04-15 Fixed 2.74000000 N N N N N N DT AUTO OWNER TRUST DTAOT_19-4 N/A DTAOT 19-4A A 144A 2.17% 05-15-23/04-15-21 23343JAA4 21931664.130000000000 PA USD 21755706.390000000000 0.0413187782 Long ABS-O CORP US Y 2 2023-05-15 Fixed 2.17000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.891% 03-09-18/03-09-28 LCH N/A 1.000000000000 NC USD -7979193.000000000000 -0.0151542083 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-03-09 0.000000000000 USD 0.000000000000 USD 45000000.000000000000 USD -7979193.000000000000 N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.9075% 04-16-18/04-16-48 LCH N/A 1.000000000000 NC USD 3640252.700000000000 0.0069136249 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2048-04-16 0.000000000000 USD 0.000000000000 USD 7000000.000000000000 USD 3640252.700000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX USD 2.9415% 05-14-18/05-14-23 LCH N/A 1.000000000000 NC USD -1761011.520000000000 -0.0033445407 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2023-05-14 0.000000000000 USD 0.000000000000 USD 22700000.000000000000 USD -1761011.520000000000 N N N RISKLESS ISSUER N/A IRS RECFIX USD 3.193% 05-21-18/05-21-38 LCH N/A 1.000000000000 NC USD 18223911.000000000000 0.0346111371 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2038-05-21 0.000000000000 USD 0.000000000000 USD 45000000.000000000000 USD 18223911.000000000000 N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 ILLINOIS ST GO TAXABLE BAB SF 6.2% 07-01-21 452152GR6 4436000.000000000000 PA USD 4493180.040000000000 0.0085335179 Long DBT MUN US N 2 2021-07-01 Fixed 6.20000000 N N N N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 ILLINOIS ST GO TAXABLE BAB 10-3 5.827% 04-01-21 452152FM8 2065000.000000000000 PA USD 2145204.600000000000 0.0040742062 Long DBT MUN US N 2 2021-04-01 Fixed 5.82700000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA4511 06-20-47 36179TAL9 47937658.500000000000 PA USD 51667495.960000000000 0.0981277173 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 3.0 BC1530 08-20-47 3617B4VX2 31420048.700000000000 PA USD 33296485.430000000000 0.0632372065 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHMS KS01 A2 (MF) 2.522% 01-25-23 3137B1U75 3297110.920000000000 PA USD 3416354.230000000000 0.0064883934 Long ABS-CBDO USGA US N 2 2023-01-25 Fixed 2.52200000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHMS K029 A2 (MF) 3.32% 02-25-23 3137B36J2 20000000.000000000000 PA USD 21203420.000000000000 0.0402698672 Long ABS-CBDO USGA US N 2 2023-02-25 Fixed 3.32000000 N N N N N N RISKLESS ISSUER N/A IRS RECFIX USD 2.919% 07-16-18/07-16-28 LCH N/A 1.000000000000 NC USD 16622806.160000000000 0.0315702937 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-07-16 0.000000000000 USD 0.000000000000 USD 89800000.000000000000 USD 16622806.160000000000 N N N RISKLESS ISSUER N/A IRS RECFIX USD 3.062% 07-31-18/07-31-38 LCH N/A 1.000000000000 NC USD 9070558.200000000000 0.0172269462 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2038-07-31 0.000000000000 USD 0.000000000000 USD 23500000.000000000000 USD 9070558.200000000000 N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 ILLINOIS ST GO TAXABLE 12B 4.85% 01-01-22 452152KH3 2305000.000000000000 PA USD 2421817.400000000000 0.0045995535 Long DBT MUN US N 2 2022-01-01 Fixed 4.85000000 N N N N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 ILLINOIS ST GO TAXABLE BAB 6.05% 03-01-24 452152DR9 1905000.000000000000 PA USD 2177014.950000000000 0.0041346209 Long DBT MUN US N 2 2024-03-01 Fixed 6.05000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNW 98-W5 B3 144A 6.5% 07-25-28 31359UWG6 434267.120000000000 PA USD 420291.970000000000 0.0007982251 Long ABS-CBDO USGA US Y 2 2028-07-25 Fixed 6.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNR 01-4 GA WAC FRN 04-17-25 31359SGU8 2721.060000000000 PA USD 2883.320000000000 0.0000054760 Long ABS-CBDO USGA US N 2 2025-04-17 Variable 9.1355820000000000 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST 549300CKCX1QE4RUW216 DCENT 19-A3 A 1.89% 10-15-24/10-17-22 254683CM5 7974000.000000000000 PA USD 8049186.850000000000 0.0152871417 Long ABS-O CORP US N 2 2024-10-15 Fixed 1.89000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1 N/A DRIVE 20-1 A2 1.99% 12-15-22/03-15-21 26208QAB3 20365000.000000000000 PA USD 20438130.710000000000 0.0388164178 Long ABS-O CORP US N 2 2022-12-15 Fixed 1.99000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 3.0 BC1565 08-20-47 3617B4W29 14177438.260000000000 PA USD 15022200.920000000000 0.0285303992 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.00000000 N N N N N N GS MORTGAGE SECURITIES TRUST GSMS_17-GS7 N/A GSMS 17-GS7 A4 3.43% 08-10-50/07-12-27 36254CAV2 250000.000000000000 PA USD 264447.250000000000 0.0005022424 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.43000000 N N N N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 ILLINOIS ST GO AGM SF 5.1% 06-01-33 452152FP1 12860000.000000000000 PA USD 14180207.600000000000 0.0269312723 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N KENTUCKY HSG CORP 549300NTBUU903EKQ287 KY SFM SER D PAC (75-300) SF 3.5% 01-01-33 49130TQS8 1120000.000000000000 PA USD 1161059.200000000000 0.0022051018 Long DBT MUN US N 2 2033-01-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHR 3147 OD PAC PO .0% 04-15-36 31396NL20 505838.270000000000 PA USD 487681.210000000000 0.0009262118 Long ABS-CBDO USGA US N 2 2036-04-15 Fixed 0.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHR 3149 MO PAC PO .0% 05-15-36 31396RGP6 384784.310000000000 PA USD 373313.890000000000 0.0007090036 Long ABS-CBDO USGA US N 2 2036-05-15 Fixed 0.00000000 N N N N N N MISSOURI ST HSG DEV COMMN 5493007FBL7WCV3NKY25 MO ST HSG SFM 15A PAC 100-300% GN/FN SF 3.75% 05-01-38 60637BGC8 1015000.000000000000 PA USD 1053904.950000000000 0.0020015928 Long DBT MUN US N 2 2038-05-01 Fixed 3.75000000 N N N N N N MINNESOTA ST HSG FIN AGY 549300R89XDTQBK4GE22 MN SFH PAC (100-400) AMT 15A GN/FN/FHLMC SF 4.0% 01-01-41/A.L. 4.42 YR 60416SKD1 545000.000000000000 PA USD 567503.050000000000 0.0010778107 Long DBT MUN US N 2 2041-01-01 Fixed 4.00000000 N N N N N N DT AUTO OWNER TRUST DTAOT_20-1 N/A DTAOT 20-1 A 144A 1.94% 09-15-23/08-16-21 23344EAA4 13568243.360000000000 PA USD 13424786.320000000000 0.0254965644 Long ABS-O CORP US Y 2 2023-09-15 Fixed 1.94000000 N N N N N N DT AUTO OWNER TRUST DTAOT_20-1 N/A DTAOT 20-1 B 144A 2.16% 05-15-24/02-15-22 23344EAC0 2000000.000000000000 PA USD 1950048.000000000000 0.0037035617 Long ABS-O CORP US Y 2 2024-05-15 Fixed 2.16000000 N N N N N N MAINE STATE HOUSING AUTHORITY 549300SO05LH6D240016 ME ST HSG SFM 15E-1 PAC (75-400%) PSA AMT SF 3.5% 11-15-35 56052FCE3 3520000.000000000000 PA USD 3637955.200000000000 0.0069092615 Long DBT MUN US N 2 2035-11-15 Fixed 3.50000000 N N N N N N MICHIGAN STATE FINANCE AUTHORITY 54930022O46HOX5J1D14 MI ST FIN AUTH LGLP DETROIT REC INCOME TAXABLE 14F2 SF 4.6% 10-01-22 59447TEA7 3860000.000000000000 PA USD 3883275.800000000000 0.0073751782 Long DBT MUN US N 2 2022-10-01 Fixed 4.60000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNR 01-25 ZA 6.5% 06-25-31 31359SU65 816414.140000000000 PA USD 927146.840000000000 0.0017608518 Long ABS-CBDO USGA US N 2 2031-06-25 Fixed 6.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHR 3257 PA PACS 5.5% 12-15-36 31397EF42 4310609.410000000000 PA USD 5028394.850000000000 0.0095500062 Long ABS-CBDO USGA US N 2 2036-12-15 Fixed 5.50000000 N N N N N N ENTERPRISE FLEET FINANCING LLC EFF_17-1 N/A EFF 17-1 A2 144A 2.13% 07-20-22/11-20-19 29372EBV9 123495.490000000000 PA USD 123423.250000000000 0.0002344074 Long ABS-O CORP US Y 2 2022-07-20 Fixed 2.13000000 N N N N N N EART_17-3A N/A EART 17-3A B 144A 2.81% 09-15-22 30165YAC7 7771130.310000000000 PA USD 7715535.640000000000 0.0146534661 Long ABS-O CORP US Y 2 2022-09-15 Fixed 2.81000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNR 2001-4 NA WAC FRN 10-25-25 31359SGT1 3018.560000000000 PA USD 3329.700000000000 0.0000063238 Long ABS-CBDO USGA US N 2 2025-10-25 Variable 9.0141100000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNR 01-20 E WAC FRN 04-17-31 31358S7L9 381.140000000000 PA USD 387.000000000000 0.0000007350 Long ABS-CBDO USGA US N 2 2031-04-17 Variable 9.5000000000000000 N N N N N N MASSACHUSETTS ST HSG FIN AGY 549300NLJBK1VP6K2K81 MA ST HSG SFM PAC (100-500) PSA SER 178 SF 3.5% 06-01-42 57587AJD1 640000.000000000000 PA USD 663961.600000000000 0.0012610063 Long DBT MUN US N 2 2042-06-01 Fixed 3.50000000 N N N N N N MINNESOTA ST HSG FIN AGY 549300R89XDTQBK4GE22 MN SFH PAC (100-400) PSA AMT 15E SF 3.5% 01-01-46 60416SMZ0 2665000.000000000000 PA USD 2765204.000000000000 0.0052517187 Long DBT MUN US N 2 2046-01-01 Fixed 3.50000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_18-4 N/A EART 18-4A A 144A 3.05% 12-15-21/03-16-20 30166EAA4 .020000000000 PA USD .020000000000 0.0000000000 Long ABS-O CORP US Y 2 2021-12-15 Fixed 3.05000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-1 N/A EART 19-1A C 144A 3.82% 12-16-24/01-18-22 30167DAC1 4150000.000000000000 PA USD 4010477.000000000000 0.0076167607 Long ABS-O CORP US Y 2 2024-12-16 Fixed 3.82000000 N N N N N N TORONTO DOMINION BANK (THE) PT3QB789TSUIDF371261 TORONTO-DOMINION BANK SR UNSEC 2.65% 06-12-24 89114QCA4 41125000.000000000000 PA USD 42064048.250000000000 0.0798886990 Long DBT CORP CA N 2 2024-06-12 Fixed 2.65000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 TALEN ENERGY SUPPLY 144A LIFE SEC 6.625% 01-15-28 87422VAG3 8000000.000000000000 PA USD 6771664.000000000000 0.0128608503 Long DBT CORP US Y 2 2028-01-15 Fixed 6.62500000 N N N N N N TOTAL CAPITAL INTERNATIONAL SA 549300U37G2I8G4RUG09 TOTAL CAPITAL INTL SR UNSEC 3.461% 07-12-49 89153VAU3 2600000.000000000000 PA USD 2666469.000000000000 0.0050641997 Long DBT CORP FR N 2 2049-07-12 Fixed 3.46100000 N N N N N N TOTAL CAPITAL INTERNATIONAL SA 549300U37G2I8G4RUG09 TOTAL CAPITAL INTL SR UNSEC 2.434% 01-10-25 89153VAS8 27975000.000000000000 PA USD 28133786.100000000000 0.0534321271 Long DBT CORP FR N 2 2025-01-10 Fixed 2.43400000 N N N N N N MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY 549300NSWW1HVXE93T03 MI ST HSG SFM PAC (100-400) PSA 16B SF 3.5% 06-01-47 5946537N1 13270000.000000000000 PA USD 13851624.100000000000 0.0263072214 Long DBT MUN US N 2 2047-06-01 Fixed 3.50000000 N N N N N N MARYLAND ST CMNTY DEV ADMIN N/A MD CDA SFM PAC AMT 14B SF 3.25% 09-01-44 57419RJY2 2320000.000000000000 PA USD 2379345.600000000000 0.0045188904 Long DBT MUN US N 2 2044-09-01 Fixed 3.25000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA5078 03-20-48 36179TUB9 21635245.040000000000 PA USD 23302132.490000000000 0.0442557749 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA5192 05-20-48 36179TXV2 15187832.620000000000 PA USD 16210064.880000000000 0.0307864090 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.00000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2 N/A EART 19-2 A 144A 2.93% 07-15-22/10-15-20 30167LAA7 2462778.130000000000 PA USD 2446031.240000000000 0.0046455408 Long ABS-O CORP US Y 2 2022-07-15 Fixed 2.93000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2 N/A EART 19-2 B 144A 3.06% 05-15-23/06-15-21 30167LAC3 9875000.000000000000 PA USD 10000402.630000000000 0.0189929213 Long ABS-O CORP US Y 2 2023-05-15 Fixed 3.06000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHR 2122 QM 6.25% 02-15-29 3133TJD26 478477.180000000000 PA USD 533911.630000000000 0.0010140133 Long ABS-CBDO USGA US N 2 2029-02-15 Fixed 6.25000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 Q44689 12-01-46 3132WJF71 1612756.750000000000 PA USD 1759356.340000000000 0.0033413971 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 4.50000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION II GSMS_11-GC5 N/A GSMS 11-GC5 B 144A FRN 08-10-44/07-12-21 36191YAG3 1244000.000000000000 PA USD 1266109.610000000000 0.0024046152 Long ABS-MBS CORP US Y 2 2044-08-10 Variable 5.3893000000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA5466 09-20-48 36179UCB6 4903081.490000000000 PA USD 5229636.520000000000 0.0099322076 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N MINNESOTA ST HSG FIN AGY 549300R89XDTQBK4GE22 MN SFH PAC (100-400) AMT 14C SF 4.0% 01-01-45/A.L. 5 YR 60416SHX1 4250000.000000000000 PA USD 4461437.500000000000 0.0084732320 Long DBT MUN US N 2 2045-01-01 Fixed 4.00000000 N N N N N N MORONGO BAND OF MISSION INDIANS CALIF N/A MORONGO BAND OF MISSION INDIAN 144A LIFE UNSEC SF 7.00% 10-01-39 617734AG3 11225000.000000000000 PA USD 12911331.750000000000 0.0245214034 Long DBT CORP US Y 2 2039-10-01 Fixed 7.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNR 01-50 BA 7.0% 10-25-2041 31392AJW9 249635.920000000000 PA USD 288523.700000000000 0.0005479687 Long ABS-CBDO USGA US N 2 2041-10-25 Fixed 7.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNGT 01-T10 A1 7.0% 12-25-41 3139216A1 1416308.530000000000 PA USD 1676079.340000000000 0.0031832361 Long ABS-CBDO USGA US N 2 2041-12-25 Fixed 7.00000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2 N/A EART 19-2 C 144A 3.3% 03-15-24/04-15-22 30167LAE9 7850000.000000000000 PA USD 7307612.100000000000 0.0138787313 Long ABS-O CORP US Y 2 2024-03-15 Fixed 3.30000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2 N/A EART 19-2 D 144A 3.71% 03-17-25/06-15-23 30167LAG4 10000000.000000000000 PA USD 8536340.000000000000 0.0162123506 Long ABS-O CORP US Y 2 2025-03-17 Fixed 3.71000000 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 TAYLOR MORRISON COMM 144A LIFE SR UNSEC 5.75% 01-15-28 87724RAB8 3500000.000000000000 PA USD 3155103.000000000000 0.0059922210 Long DBT CORP US Y 2 2028-01-15 Fixed 5.75000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 TENET HEALTHCARE 144A 1ST LIEN 4.875% 01-01-26 88033GCY4 5535000.000000000000 PA USD 5292843.750000000000 0.0100522517 Long DBT CORP US Y 2 2026-01-01 Fixed 4.87500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.0 MA2833 12-01-46 31418CEF7 105055.910000000000 PA USD 111014.050000000000 0.0002108396 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.0 BC4764 10-01-46 3140F0JJ4 6466865.910000000000 PA USD 6829107.400000000000 0.0129699477 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AL2745 03-01-42 3138EKBP9 6152511.170000000000 PA USD 6725525.300000000000 0.0127732230 Long ABS-MBS USGA US N 2 2042-03-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AB4050 12-01-41 31417AQC6 1224069.420000000000 PA USD 1337964.180000000000 0.0025410825 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 4.00000000 N N N N N N NEW YORK N Y 549300ABYZD2SFD5JB29 NEW YORK CITY GO 19-B1 4.0% 10-01-40 64966QFP0 5000000.000000000000 PA USD 5715800.000000000000 0.0108555369 Long DBT MUN US N 2 2040-10-01 Fixed 4.00000000 N N N N N N NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY 549300Q2EHQ6RJPQKP05 NY CITY MUNI WTR AUTH 19CC-1 SF 4.0% 06-15-49 64972GVM3 10000000.000000000000 PA USD 11278700.000000000000 0.0214206836 Long DBT MUN US N 2 2049-06-15 Fixed 4.00000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-3 N/A EART 19-3A B 144A 2.58% 08-15-23/09-15-21 30167EAB1 8200000.000000000000 PA USD 8100435.600000000000 0.0153844741 Long ABS-O CORP US Y 2 2023-08-15 Fixed 2.58000000 N N N N N N WPP FINANCE 2010 549300OJB3S151W7KN44 WPP FINANCE SR UNSEC 3.75% 09-19-24 92936MAF4 1000000.000000000000 PA USD 1018366.000000000000 0.0019340967 Long DBT CORP GB N 2 2024-09-19 Fixed 3.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BC9077 12-01-46 3140F5CP6 35922734.210000000000 PA USD 38346692.550000000000 0.0728286389 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHMS K061 A2 (MF) 3.347% 11-25-26 3137BTUM1 2951000.000000000000 PA USD 3331321.930000000000 0.0063268988 Long ABS-CBDO USGA US N 2 2026-11-25 Fixed 3.34700000 N N N N N N DORMITORY AUTHORITY OF STATE OF NEW YORK 549300C8XO7EXTX2XU71 NY ST DORM AUTH PIT 20D SF 4.0% 02-15-47 64990FPV0 15000000.000000000000 PA USD 16888350.000000000000 0.0320746187 Long DBT MUN US N 2 2047-02-15 Fixed 4.00000000 N N N N N N NEW YORK N Y 549300ABYZD2SFD5JB29 NEW YORK CITY GO 20D-1 SF 4.0% 03-01-50 64966QKD1 59475000.000000000000 PA USD 66540630.000000000000 0.1263750063 Long DBT MUN US N 2 2050-03-01 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA5595 11-20-48 36179UGC0 3285680.630000000000 PA USD 3534892.930000000000 0.0067135240 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA5528 10-20-48 36179UD90 5632937.020000000000 PA USD 6033309.280000000000 0.0114585554 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 TENET HEALTHCARE 144A 1ST LIEN 5.125% 11-01-27 88033GDA5 4565000.000000000000 PA USD 4376693.750000000000 0.0083122853 Long DBT CORP US Y 2 2027-11-01 Fixed 5.12500000 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 TEGNA INC 144A LIFE SR UNSEC 5.0% 09-15-29 87901JAC9 5250000.000000000000 PA USD 4744687.500000000000 0.0090111848 Long DBT CORP US Y 2 2029-09-15 Fixed 5.00000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 XCEL ENERGY SR UNSEC 3.3% 06-01-25 98389BAR1 3646000.000000000000 PA USD 3704609.450000000000 0.0070358523 Long DBT CORP US N 2 2025-06-01 Fixed 3.30000000 N N N N N N XEROX HOLDINGS CORP 4KF48RN45X1OO8UBLY20 XEROX CORP SR UNSEC 3.5% 08-20-20 984121CM3 500000.000000000000 PA USD 492899.000000000000 0.0009361215 Long DBT CORP US N 2 2020-08-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 3.5 MA5594 11-20-48 36179UGB2 10084155.950000000000 PA USD 10666768.060000000000 0.0202584929 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2JM 5.0 MA5755 02-20-49 36179UMC3 1645850.380000000000 PA USD 1737185.200000000000 0.0032992893 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 5.00000000 N N N N N N NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY 549300Q2EHQ6RJPQKP05 NY CITY MUNI WTR AUTH 20EE 4.0% 06-15-42 64972GWU4 32240000.000000000000 PA USD 37041503.200000000000 0.0703498028 Long DBT MUN US N 2 2042-06-15 Fixed 4.00000000 N N N N N N NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY 5493006JS6QWDVU4R678 NJ EDA LEASE REVENUE TAXABLE NATL 97A SF 7.425% 02-15-29 645913AA2 4400000.000000000000 PA USD 5255140.000000000000 0.0099806442 Long DBT MUN US N 2 2029-02-15 Fixed 7.42500000 N N N N N N NEBRASKA INVESTMENT FINANCE AUTHORITY 549300OIIXIM3SRZWK33 NE IFA SFM PAC (100-500) 15C SF 3.5% 09-01-45 63968MLU1 945000.000000000000 PA USD 977139.450000000000 0.0018557985 Long DBT MUN US N 2 2045-09-01 Fixed 3.50000000 N N N N N N NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY 5493006JS6QWDVU4R678 NJ EDA SCH FACS TAXABLE 15YY 4.447% 06-15-20 64577BLA0 7500000.000000000000 PA USD 7550100.000000000000 0.0143392681 Long DBT MUN US N 2 2020-06-15 Fixed 4.44700000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 XCEL ENERGY SR UNSEC 3.35% 12-01-26 98389BAU4 1527000.000000000000 PA USD 1511763.590000000000 0.0028711651 Long DBT CORP US N 2 2026-12-01 Fixed 3.35000000 N N N N N N XPO LOGISTICS INC 54930096DB9LCLPN7H13 XPO LOGISTICS 144A LIFE SR UNSEC 6.75% 08-15-24 983793AG5 940000.000000000000 PA USD 925011.700000000000 0.0017567967 Long DBT CORP US Y 2 2024-08-15 Fixed 6.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 890407 02-01-42 31410LGQ9 2005097.380000000000 PA USD 2188377.320000000000 0.0041562005 Long ABS-MBS USGA US N 2 2042-02-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AE8073 12-01-40 31419J6K9 745328.480000000000 PA USD 813638.580000000000 0.0015452751 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 4.00000000 N N N N N N NEW YORK ST MORTGAGE AGENCY 549300ZQWNLLIG564027 NY ST HOMEOWNER MTG AMT PAC (100-500) 5YR PSA SER 52 SF 3.5% 10-01-30 64988RGY2 1770000.000000000000 PA USD 1835242.200000000000 0.0034855207 Long DBT MUN US N 2 2030-10-01 Fixed 3.50000000 N N N N N N NEBRASKA INVESTMENT FINANCE AUTHORITY 549300OIIXIM3SRZWK33 NE IFA SFM PAC (100-500) PSA 16A SF 3.5% 09-01-46 63968MMX4 3020000.000000000000 PA USD 3151672.000000000000 0.0059857048 Long DBT MUN US N 2 2046-09-01 Fixed 3.50000000 N N N N N N TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR N/A TARGA RESOURCES 144A SR UNSEC 5.5% 03-01-30 87612BBP6 8660000.000000000000 PA USD 6765625.000000000000 0.0128493809 Long DBT CORP US Y 2 2030-03-01 Fixed 5.50000000 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 TEVA PHARMACEUTICAL SR UNSEC 144A 7.125% 01-31-25 88167AAM3 66000000.000000000000 PA USD 65711910.000000000000 0.1248010883 Long DBT CORP NL Y 2 2025-01-31 Fixed 7.12500000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 XCEL ENERGY SR UNSEC 2.6% 12-01-29 98389BAW0 11203000.000000000000 PA USD 10648261.050000000000 0.0202233441 Long DBT CORP US N 2 2029-12-01 Fixed 2.60000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 XCEL ENERGY SR UNSEC 3.5% 12-01-49 98389BAX8 10145000.000000000000 PA USD 9058237.170000000000 0.0172035459 Long DBT CORP US N 2 2049-12-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AJ4189 12-01-41 3138AVUP8 810924.620000000000 PA USD 886737.960000000000 0.0016841066 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AJ4154 11-01-41 3138AVTL9 735744.750000000000 PA USD 803918.860000000000 0.0015268153 Long ABS-MBS USGA US N 2 2041-11-01 Fixed 4.00000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K060 N/A FHMS K060 A2 (MF) 3.3% 10-25-26 3137BTAC5 400000.000000000000 PA USD 450202.800000000000 0.0008550322 Long ABS-CBDO USGA US N 2 2026-10-25 Fixed 3.30000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGTW 3.0 C91917 02-01-37 3128P8DW8 1307289.690000000000 PA USD 1386206.850000000000 0.0026327058 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2JM 4.5 MA5754 02-20-49 36179UMB5 204708.550000000000 PA USD 213626.680000000000 0.0004057231 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.5 4636 02-20-40 36202FEH5 1956939.420000000000 PA USD 2159461.120000000000 0.0041012824 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 4.50000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 XCEL ENERGY SR UNSEC 3.4% 06-01-30 98389BAY6 6800000.000000000000 PA USD 6906760.000000000000 0.0131174267 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 YUM! BRANDS INC SR UNSEC 144A LIFE 7.75% 04-01-25 988498AM3 2424000.000000000000 PA USD 2551260.000000000000 0.0048453929 Long DBT CORP US Y 2 2025-04-01 Fixed 7.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCT UMBS 3.0 MA2897 02-01-37 31418CGF5 46801328.610000000000 PA USD 49617130.550000000000 0.0942336312 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCT UMBS 3.0 MA2866 01-01-37 31418CFG4 26786264.430000000000 PA USD 28401717.250000000000 0.0539409861 Long ABS-MBS USGA US N 2 2037-01-01 Fixed 3.00000000 N N N N N N TAKEDA PHARMACEUTICAL CO LTD 549300ZLMVP4X0OGR454 TAKEDA PHARMACEUTICAL SR UNSEC 4.4% 11-26-23 874060AT3 47390000.000000000000 PA USD 49967873.830000000000 0.0948997683 Long DBT CORP JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N TAKEDA PHARMACEUTICAL CO LTD 549300ZLMVP4X0OGR454 TAKEDA PHARMACEUTICAL SR UNSEC 5.0% 11-26-28 874060AW6 68368000.000000000000 PA USD 78175389.600000000000 0.1484719239 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCT UMBS 3.0 AS8554 12-01-36 3138WJQG6 2467629.680000000000 PA USD 2616565.940000000000 0.0049694230 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHR 3286 JN PAC 5.5% 02-15-37 31397G3H1 3326006.940000000000 PA USD 3722929.280000000000 0.0070706456 Long ABS-CBDO USGA US N 2 2037-02-15 Fixed 5.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AJ0257 09-01-41 3138ARJB1 312807.920000000000 PA USD 342917.560000000000 0.0006512744 Long ABS-MBS USGA US N 2 2041-09-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 4.5 AL0658 08-01-41 3138EGWU4 1458959.490000000000 PA USD 1601386.030000000000 0.0030413774 Long ABS-MBS USGA US N 2 2041-08-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCT UMBS 3.0 AS8355 11-01-36 3138WJH92 21657627.560000000000 PA USD 22964773.670000000000 0.0436150577 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHARM FRN 760014 08-01-45 31342WAP6 7265466.670000000000 PA USD 7519779.800000000000 0.0142816835 Long ABS-MBS USGA US N 2 2045-08-01 Variable 3.4990000000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.5 MA5764 02-20-49 36179UMM1 89705448.860000000000 PA USD 95471446.000000000000 0.1813208650 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 TBA 03-01-50 21H040632 34.420000000000 PA USD 36.460000000000 0.0000000692 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 4.00000000 N N N N N N TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR N/A TARGA RESOURCES SR UNSEC 6.875% 01-15-29 87612BBN1 6000000.000000000000 PA USD 4875000.000000000000 0.0092586763 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 TOYOTA MTR CREDIT SR UNSEC 1.8% 02-13-25 89236TGT6 1500000.000000000000 PA USD 1450483.500000000000 0.0027547810 Long DBT CORP US N 2 2025-02-13 Fixed 1.80000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AK6740 03-01-42 3138EBP25 7287517.470000000000 PA USD 8013223.030000000000 0.0152188386 Long ABS-MBS USGA US N 2 2042-03-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AV0786 11-01-43 3138XB2U7 6343706.940000000000 PA USD 6917698.230000000000 0.0131382008 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 3.5 MA5263 06-20-48 36179TZ40 8017061.750000000000 PA USD 8512900.990000000000 0.0161678348 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 3.5 MA5527 10-20-48 36179UD82 6999199.440000000000 PA USD 7403928.150000000000 0.0140616563 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHR 3318 JT PAC 5.5% 05-15-37 31397HDZ8 1922885.590000000000 PA USD 2184934.520000000000 0.0041496618 Long ABS-CBDO USGA US N 2 2037-05-15 Fixed 5.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNIONP 6.0 913966 02-01-37 31411SMP8 3532.400000000000 PA USD 3945.620000000000 0.0000074936 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 6.00000000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 THERMO FISHER SCIENTIFIC SR UNSEC 4.497% 03-25-30 883556CG5 12711000.000000000000 PA USD 14356616.900000000000 0.0272663116 Long DBT CORP US N 2 2030-03-25 Fixed 4.49700000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 TOYOTA MTR CREDIT SR UNSEC 3.375% 04-01-30 89236TGY5 19092000.000000000000 PA USD 19356424.200000000000 0.0367620239 Long DBT CORP US N 2 2030-04-01 Fixed 3.37500000 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 ZIMMER HOLDINGS SR UNSEC 3.15% 04-01-22 98956PAL6 14276000.000000000000 PA USD 14285407.880000000000 0.0271310703 Long DBT CORP US N 2 2022-04-01 Fixed 3.15000000 N N N N N N ZIGGO SECURED FINANCE BV 213800TQASLF9JXH5J59 ZIGGO 144A LIFE SR SEC 1ST LIEN 5.5% 01-15-27 98954NAA7 6200000.000000000000 PA USD 6234410.000000000000 0.0118404891 Long DBT CORP NL Y 2 2027-01-15 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.0 Q22946 150K MAX 11-01-43 3132JQHX1 10237201.650000000000 PA USD 11167067.150000000000 0.0212086688 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNW 02-W1 2A FRN 02-25-42 31392CMS0 1057188.480000000000 PA USD 1188983.940000000000 0.0022581369 Long ABS-CBDO USGA US N 2 2042-02-25 Variable 5.6144800000000000 N N N N N N TJX COMPANIES INC (THE) V167QI9I69W364E2DY52 TJX COS SR UNSEC 4.5% 04-15-50 872540AU3 10984000.000000000000 PA USD 11821793.620000000000 0.0224521355 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 TRANSOCEAN INC SR UNSEC 5.8% 10-15-22 893830BC2 5135000.000000000000 PA USD 3214181.360000000000 0.0061044236 Long DBT CORP US N 2 2022-10-15 Variable 5.8000000000000000 N N N N N N ABU DHABI NATIONAL ENERGY CO PJSC 213800UNJSVQFNUYYW03 ABU DHABI NAT. ENERGY (TAQA) 144A LIFE SR UNSEC 4.375% 06-22-26 00388WAC5 600000.000000000000 PA USD 605763.000000000000 0.0011504746 Long DBT CORP AE Y 2 2026-06-22 Fixed 4.37500000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 DP WORLD CRESCENT LTD 144A LIFE SR UNSEC 4.848% 09-26-28 26139PAB9 3180000.000000000000 PA USD 2902198.380000000000 0.0055119006 Long DBT CORP AE Y 2 2028-09-26 Fixed 4.84800000 N N N N N N GS MORTGAGE SECURITIES CORPORATION II GSMS_10-C2 N/A GSMS 10-C2 A2 144A 5.162% 12-10-43/20 36248EAB1 4000000.000000000000 PA USD 4053216.000000000000 0.0076979313 Long ABS-MBS CORP US Y 2 2043-12-10 Variable 5.1620000000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 3.5 MA5019 02-20-48 36179TSG1 991021.890000000000 PA USD 1052968.690000000000 0.0019998146 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.5 MA5877 04-20-49 36179UQ62 63953519.090000000000 PA USD 68017573.370000000000 0.1291800403 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.50000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 EQUINOR ASA SR UNSEC 3.625% 09-10-28 29446MAB8 15625000.000000000000 PA USD 16799281.250000000000 0.0319054580 Long DBT CORP NO N 2 2028-09-10 Fixed 3.62500000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 ELECTRICITE DE FRANCE 144 LIFE SR UNSEC 4.5% 09-21-28 268317AU8 762000.000000000000 PA USD 841523.840000000000 0.0015982353 Long DBT CORP FR Y 2 2028-09-21 Fixed 4.50000000 N N N N N N TEVA PHARMACEUTICAL FINANCE COMPANY BV 549300Q840R30TDKVK53 TEVA PHARMACEUTICAL SR UNSEC 2.95% 12-18-22 88165FAG7 6800000.000000000000 PA USD 6270688.000000000000 0.0119093888 Long DBT CORP CW N 2 2022-12-18 Fixed 2.95000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UNITED HEALTH GROUP SR UNSEC 3.35% 07-15-22 91324PCN0 200000.000000000000 PA USD 207247.600000000000 0.0003936079 Long DBT CORP US N 2 2022-07-15 Fixed 3.35000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNA 17-M3 A2 (MF) FRN 12-25-26 3136AVYL7 10000.000000000000 PA USD 10576.610000000000 0.0000200873 Long ABS-CBDO USGA US N 2 2026-12-25 Variable 2.4830000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNIONP 7.5 923171 03-01-37 31412ET48 46401.260000000000 PA USD 54155.240000000000 0.0001028525 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 7.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UNITED HEALTH GROUP SR UNSEC 3.75% 07-15-25 91324PCP5 5880000.000000000000 PA USD 6390707.400000000000 0.0121373316 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N N UNITED RENTALS (NORTH AMERICA) INC NGIZXNT70J2LYT3FBI09 UNITED RENTALS SR UNSEC 5.875% 09-15-26 911365BE3 2353000.000000000000 PA USD 2400942.380000000000 0.0045599074 Long DBT CORP US N 2 2026-09-15 Fixed 5.87500000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 ELECTRICITE DE FRANCE 144A LIFE SR UNSEC 4.875% 09-21-38 268317AV6 3725000.000000000000 PA USD 4298389.250000000000 0.0081635682 Long DBT CORP FR Y 2 2038-09-21 Fixed 4.87500000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 ELECTRICITE DE FRANCE 144 LIFE SR UNSEC 5.0% 09-21-48 268317AT1 305000.000000000000 PA USD 345863.290000000000 0.0006568690 Long DBT CORP FR Y 2 2048-09-21 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 BH0876 04-01-47 3140GN6N8 6014161.170000000000 PA USD 6558075.890000000000 0.0124552004 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHMS K064 A2 (MF) FRN 03-25-27 3137BXQY1 1000000.000000000000 PA USD 1124603.000000000000 0.0021358636 Long ABS-CBDO USGA US N 2 2027-03-25 Variable 3.2240000000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA5876 04-20-49 36179UQ54 201597999.560000000000 PA USD 215318557.810000000000 0.4089363762 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA5931 05-20-49 36179USU7 269000788.850000000000 PA USD 285953487.560000000000 0.5430873408 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.00000000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 UNUM GROUP SR UNSEC 5.625% 09-15-20 91529YAH9 345000.000000000000 PA USD 345798.680000000000 0.0006567463 Long DBT CORP US N 2 2020-09-15 Fixed 5.62500000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 UNICREDIT SPA 144A LIFE SR UNSEC 4.625% 04-12-27 904678AB5 27550000.000000000000 PA USD 25561496.100000000000 0.0485467936 Long DBT CORP IT Y 2 2027-04-12 Fixed 4.62500000 N N N N N N EMPRESAS PUBLICAS DE MEDELLIN ESP 549300SU25TO8EMXB434 EMPRESAS PUBLICAS DE MEDELLIN COP SR UNSEC 144A LIFE 4.25% 07-18-29 29246BAE8 2010000.000000000000 PA USD 1730696.430000000000 0.0032869658 Long DBT CORP CO Y 2 2029-07-18 Fixed 4.25000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 EQUINOR ASA SR UNSEC 3.25% 11-18-49 29446MAC6 5687000.000000000000 PA USD 5626666.620000000000 0.0106862533 Long DBT CORP NO N 2 2049-11-18 Fixed 3.25000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA5986 06-20-49 36179UUK6 181810939.390000000000 PA USD 193167577.910000000000 0.3668668884 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF MA5332 07-20-48 36179T4R3 188760.880000000000 PA USD 203227.890000000000 0.0003859736 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHMS K044 A2 (MF) 2.811% 01-25-25 3137BHCY1 2300000.000000000000 PA USD 2477859.000000000000 0.0047059886 Long ABS-CBDO USGA US N 2 2025-01-25 Fixed 2.81100000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FHMS K036 A2 (MF) 3.527% 10-25-23 3137B7MZ9 2000000.000000000000 PA USD 2166620.000000000000 0.0041148786 Long ABS-CBDO USGA US N 2 2023-10-25 Fixed 3.52700000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 Q47828 05-01-47 3132WMVW1 1838320.830000000000 PA USD 1991291.180000000000 0.0037818914 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q50029 LTV 08-01-47 3132XSA75 62697129.480000000000 PA USD 66642973.320000000000 0.1265693784 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 3.50000000 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 JBIC GLOBAL SR UNSEC FRN (L+48) 06-01-20 471048BF4 23448000.000000000000 PA USD 23449653.080000000000 0.0445359483 Long DBT USGA JP N 2 2020-06-01 Variable 2.0603800000000000 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 JBIC GLOBAL SR UNSEC 3.125% 07-21-21 471048BR8 76664000.000000000000 PA USD 79108508.300000000000 0.1502441176 Long DBT USGA JP N 2 2021-07-20 Fixed 3.12500000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 UNICREDIT SPA 144A LIFE SR UNSEC 3.75% 04-12-22 904678AA7 14975000.000000000000 PA USD 14858479.530000000000 0.0282194570 Long DBT CORP IT Y 2 2022-04-12 Fixed 3.75000000 N N N N N N UNISYS CORP 549300T21W22FIJJOW08 UNISYS CORP SEC 144A LIFE 10.75% 04-15-22 909214BT4 3325000.000000000000 PA USD 3510987.200000000000 0.0066681219 Long DBT CORP US Y 2 2022-04-15 Fixed 10.75000000 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 PETROBRAS SR UNSEC 6.9% 03-19-49 71647NBD0 19000000.000000000000 PA USD 18624275.000000000000 0.0353715147 Long DBT CORP NL N 2 2049-03-19 Fixed 6.90000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 PEMEX 144A SR UNSEC 6.84% 01-23-30 71654QCT7 1447000.000000000000 PA USD 1054530.190000000000 0.0020027802 Long DBT CORP MX Y 2 2030-01-23 Fixed 6.84000000 N N N N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 UNITED TECHNOLOGIES CORP SR UNSEC 4.5% 06-01-42 913017BT5 1000000.000000000000 PA USD 1166392.000000000000 0.0022152299 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 UNITED TECHNOLOGIES CORP SR UNSEC 3.125% 05-04-27 913017CR8 1000000.000000000000 PA USD 1023425.000000000000 0.0019437048 Long DBT CORP US N 2 2027-05-04 Fixed 3.12500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 PEMEX 144A SR UNSEC 7.69% 01-23-50 71654QCW0 5700000.000000000000 PA USD 4020238.500000000000 0.0076352999 Long DBT CORP MX Y 2 2050-01-23 Fixed 7.69000000 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 PETROBRAS SR UNSEC 144A 5.093% 01-15-30 71647NBF5 5233000.000000000000 PA USD 4794736.250000000000 0.0091062382 Long DBT CORP NL Y 2 2030-01-15 Fixed 5.09300000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF MA6041 07-20-49 36179UWA6 1850493.750000000000 PA USD 1967765.090000000000 0.0037372103 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 5.0 MA6042 07-20-49 36179UWB4 517239.820000000000 PA USD 551039.370000000000 0.0010465426 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.5 MA6092 08-20-49 36179UXV9 15909375.910000000000 PA USD 16917505.330000000000 0.0321299910 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.5 MA6156 09-20-49 36179UZV7 14820593.640000000000 PA USD 15757625.670000000000 0.0299271294 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA6155 09-20-49 36179UZU9 29398697.410000000000 PA USD 31274540.100000000000 0.0593970962 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA6220 10-20-49 36179U4D1 53052324.810000000000 PA USD 56485234.640000000000 0.1072776420 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 4.00000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 UNICREDIT SPA 144A LIFE SUB LT2 5.861% 06-19-32 904678AF6 53810000.000000000000 PA USD 49617393.850000000000 0.0942341313 Long DBT CORP IT Y 2 2032-06-19 Variable 5.8610000000000000 N N N N N N UNITED RENTALS (NORTH AMERICA) INC NGIZXNT70J2LYT3FBI09 UNITED RENTALS SR UNSEC 4.625% 10-15-25 911365BH6 3647000.000000000000 PA USD 3469190.520000000000 0.0065887410 Long DBT CORP US N 2 2025-10-15 Fixed 4.62500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 3.5 MA6339 12-20-49 36179VBG4 235739177.900000000000 PA USD 249086494.410000000000 0.4730689701 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF MA6284 11-20-49 36179U6V9 132252059.950000000000 PA USD 139717556.480000000000 0.2653537708 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 PEMEX 144A SR UNSEC 5.95% 01-28-31 71654QCZ3 2838000.000000000000 PA USD 1965598.800000000000 0.0037330960 Long DBT CORP MX Y 2 2031-01-28 Fixed 5.95000000 N N N N N N PANAMA REPUBLIC OF (GOVERNMENT) 549300SHS4T08CL0LP14 PANAMA GLOBAL 144A 3.75% 04-17-26 N/A 1585000.000000000000 PA USD 1596282.030000000000 0.0030316838 Long DBT NUSS PA Y 2 2026-04-17 Fixed 3.75000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K065 N/A FHMS K065 A2 (MF) 3.243% 04-25-27/04-26-27 3137F1G44 1170000.000000000000 PA USD 1334878.740000000000 0.0025352226 Long ABS-CBDO USGA US N 2 2027-04-25 Fixed 3.24300000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 BD3554 07-01-47 3140FA5Q1 3125206.070000000000 PA USD 3354811.830000000000 0.0063715112 Long ABS-MBS USGA US N 2 2047-07-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCK 4.5 MA3002 04-01-47 31418CKQ6 2599691.400000000000 PA USD 2758015.210000000000 0.0052380657 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGTW 4.0 C91948 07-01-37 3128P8EV9 7972906.440000000000 PA USD 8681267.290000000000 0.0164875988 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 4.00000000 N N N N N N EGYPT (ARAB REPUBLIC OF) 529900GFIVH4086NMH82 EGYPT ARAB REP OF 144A 8.5% 01-31-47 038461AM1 2245000.000000000000 PA USD 1851321.290000000000 0.0035160584 Long DBT NUSS EG Y 2 2047-01-31 Fixed 8.50000000 N N N N N N EGYPT (ARAB REPUBLIC OF) 529900GFIVH4086NMH82 EGYPT ARAB REP OF 144A 5.577% 02-21-23 03846JW30 1690000.000000000000 PA USD 1571184.550000000000 0.0029840183 Long DBT NUSS EG Y 2 2023-02-21 Fixed 5.57700000 N N N N N N US BANK NATIONAL ASSOCIATION 6BYL5QZYBDK8S7L73M02 US BANK SR UNSEC 2.85% 01-23-23 90331HNL3 21000000.000000000000 PA USD 21483483.000000000000 0.0408017673 Long DBT CORP US N 2 2023-01-23 Fixed 2.85000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP SR UNSEC 3.95% 09-10-28 907818EY0 9350000.000000000000 PA USD 10059132.050000000000 0.0191044611 Long DBT CORP US N 2 2028-09-10 Fixed 3.95000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.0 G08789 11-01-47 3128MJ2X7 1355450.800000000000 PA USD 1460875.050000000000 0.0027745168 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.0 G08793 12-01-47 3128MJ3B4 12685601.910000000000 PA USD 13656075.830000000000 0.0259358330 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA5817 03-20-49 36179UPA4 59421480.650000000000 PA USD 63434094.400000000000 0.1204750253 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA6340 12-20-49 36179VBH2 105814197.110000000000 PA USD 113467843.800000000000 0.2154999055 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA5264 06-20-48 36179TZ57 62942985.520000000000 PA USD 67417224.700000000000 0.1280398487 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2JM 3.5 MA6400 01-20-50 36179VDD9 11151963.090000000000 PA USD 11648125.080000000000 0.0221223015 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 MA3211 12-01-47 31418CR97 14324474.350000000000 PA USD 15398236.950000000000 0.0292445727 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 G08792 12-01-47 3128MJ3A6 6652183.640000000000 PA USD 7035688.680000000000 0.0133622901 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 V83476 LTV 11-01-47 3132L82H9 19343586.750000000000 PA USD 20467623.230000000000 0.0388724305 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q52157 LTV 11-01-47 3132XUMF9 34804679.520000000000 PA USD 37002838.660000000000 0.0702763705 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.50000000 N N N N N N EGYPT (ARAB REPUBLIC OF) 529900GFIVH4086NMH82 EGYPT ARAB REP OF 144A 6.588% 02-21-28 03846JW48 1610000.000000000000 PA USD 1378562.500000000000 0.0026181875 Long DBT NUSS EG Y 2 2028-02-21 Fixed 6.58800000 N N N N N N ABU DHABI (EMIRATE OF) 213800FER4348CINTA77 EMIRATE OF ABU DHABI REG S 2.5% 09-30-29 N/A 1800000.000000000000 PA USD 1755806.400000000000 0.0033346550 Long DBT NUSS AE Y 2 2029-09-30 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BJ1910 11-01-47 3140H3DQ6 297441.390000000000 PA USD 315816.720000000000 0.0005998041 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 CA0770 11-01-47 3140Q72C0 598041.500000000000 PA USD 636664.220000000000 0.0012091627 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.50000000 N N N N N N ANGOLA (REPUBLIC OF) 549300QHR2R3J8JSGK83 ANGOLA (REPUBLIC OF) 144A LIFE 8.0% 11-26-29 035198AD2 5000000.000000000000 PA USD 2087500.000000000000 0.0039646127 Long DBT NUSS AO Y 2 2029-11-26 Fixed 8.00000000 N N N N N N CENTRAL BANK OF TUNISIA 254900B5LFB16S9T2T11 CENTRAL BANK OF TUNISIA EUR REG S SR UNSEC 5.625% 02-17-24 N/A 3000000.000000000000 PA 2750866.410000000000 0.0052244886 Long DBT NUSS TN N 2 2024-02-17 Fixed 5.62500000 N N N N N N US BANK NATIONAL ASSOCIATION 6BYL5QZYBDK8S7L73M02 US BANK SR UNSEC 3.4% 07-24-23 90331HNV1 13125000.000000000000 PA USD 13831282.500000000000 0.0262685883 Long DBT CORP US N 2 2023-07-24 Fixed 3.40000000 N N N N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 UNITED TECHNOLOGIES CORP SR UNSEC 4.625% 11-16-48 913017CX5 500000.000000000000 PA USD 594170.500000000000 0.0011284579 Long DBT CORP US N 2 2048-11-16 Fixed 4.62500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA5020 02-20-48 36179TSH9 43055820.160000000000 PA USD 46480006.480000000000 0.0882755560 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF MA5651 12-20-48 36179UH47 57579161.470000000000 PA USD 61560760.490000000000 0.1169171602 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.00000000 N N N N N N ITALY (REPUBLIC OF) 815600DE60799F5A9309 ITALY GOVT BTPS EUR REG S I/L (B) 0.1% 05-15-23 N/A 71575000.000000000000 PA 77406661.240000000000 0.1470119430 Long DBT NUSS IT N 2 2023-05-15 Fixed 0.10000000 N N N N N N BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) 254900ZFY40OYEADAP90 BRAZIL NTNB BRL I/L 6.0% 05-15-45 N/A 55928.219270000000 PA 13075533.300000000000 0.0248332576 Long DBT NUSS BR N 2 2045-05-15 Fixed 6.00000000 N N N N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 UNITED TECHNOLOGIES CORP SR UNSEC 3.65% 08-16-23 913017DB2 1505000.000000000000 PA USD 1585342.920000000000 0.0030109081 Long DBT CORP US N 2 2023-08-16 Fixed 3.65000000 N N N N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 UNITED TECHNOLOGIES CORP SR UNSEC 4.125% 11-16-28 913017CY3 6320000.000000000000 PA USD 6991626.400000000000 0.0132786063 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 UNITED TECHNOLOGIES CORP SR UNSEC 3.95% 08-16-25 913017DD8 17415000.000000000000 PA USD 19090619.060000000000 0.0362572026 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 UBER TECHNOLOGIES 144A LIFE SR UNSEC 7.5% 11-01-23 90353TAA8 5200000.000000000000 PA USD 5089656.000000000000 0.0096663544 Long DBT CORP US Y 2 2023-11-01 Fixed 7.50000000 N N N N N N BENIN ( REPUBLIC OF) 635400Q11P6AE5A5Y230 REPUBLIC OF BENIN EUR 144A LIFE 5.75% 03-26-26 N/A 1200000.000000000000 PA 1115422.320000000000 0.0021184275 Long DBT NUSS BJ Y 2 2026-03-26 Fixed 5.75000000 N N N N N N DOMINICAN REPUBLIC (GOVERNMENT) 254900EHU7Q8FGVPI369 DOMINICAN REPUBLIC 144A LIFE 6.4% 06-05-49 25714PEB0 1648000.000000000000 PA USD 1467222.640000000000 0.0027865722 Long DBT NUSS DO Y 2 2049-06-05 Fixed 6.40000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 UBER TECHNOLOGIES 144A LIFE SR UNSEC 8.0% 11-01-26 90353TAC4 4200000.000000000000 PA USD 4170738.600000000000 0.0079211321 Long DBT CORP US Y 2 2026-11-01 Fixed 8.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UNITED HEALTH GROUP SR UNSEC 3.5% 02-15-24 91324PDM1 21200000.000000000000 PA USD 22599263.600000000000 0.0429208753 Long DBT CORP US N 2 2024-02-15 Fixed 3.50000000 N N N N N N DOMINICAN REPUBLIC (GOVERNMENT) 254900EHU7Q8FGVPI369 DOMINICAN REPUBLIC 144A 5.5% 01-27-25 25714PCV8 10380000.000000000000 PA USD 10055573.100000000000 0.0190977019 Long DBT NUSS DO Y 2 2025-01-27 Fixed 5.50000000 N N N N N N DOMINICAN REPUBLIC (GOVERNMENT) 254900EHU7Q8FGVPI369 DOMINICAN REPUBLIC REG S 5.5% 01-27-25 N/A 1640000.000000000000 PA USD 1588741.800000000000 0.0030173633 Long DBT NUSS DO Y 2 2025-01-27 Fixed 5.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UNITED HEALTH GROUP SR UNSEC 3.7% 12-15-25 91324PDN9 15430000.000000000000 PA USD 16724222.110000000000 0.0317629045 Long DBT CORP US N 2 2025-12-15 Fixed 3.70000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UNITED HEALTH GROUP SR UNSEC 4.45% 12-15-48 91324PDQ2 4920000.000000000000 PA USD 6203224.560000000000 0.0117812612 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 UNICREDIT SPA 144A LIFE SR UNSEC 6.572% 01-14-22 904678AJ8 22250000.000000000000 PA USD 22680137.000000000000 0.0430744713 Long DBT CORP IT Y 2 2022-01-14 Fixed 6.57200000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP SR UNSEC 3.15% 03-01-24 907818FA1 5705000.000000000000 PA USD 5944861.020000000000 0.0112905731 Long DBT CORP US N 2 2024-03-01 Fixed 3.15000000 N N N N N N DOMINICAN REPUBLIC (GOVERNMENT) 254900EHU7Q8FGVPI369 DOMINICAN REPUBLIC 144A LIFE 6.875% 01-29-26 25714PDJ4 4300000.000000000000 PA USD 4315234.900000000000 0.0081955617 Long DBT NUSS DO Y 2 2026-01-29 Fixed 6.87500000 N N N N N N EGYPT (ARAB REPUBLIC OF) 529900GFIVH4086NMH82 EGYPT ARAB REP OF 144A EUR 4.75% 04-16-26 N/A 3000000.000000000000 PA 2851794.990000000000 0.0054161737 Long DBT NUSS EG Y 2 2026-04-16 Fixed 4.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 BJ3525 11-01-47 3140H44K7 3675676.200000000000 PA USD 3971796.030000000000 0.0075432972 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.0 Q52613 150K MAX 12-01-47 3132XU3X1 14358241.410000000000 PA USD 15597027.400000000000 0.0296221186 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 4.00000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP SR UNSEC 3.7% 03-01-29 907818FB9 18955000.000000000000 PA USD 20501367.860000000000 0.0389365188 Long DBT CORP US N 2 2029-03-01 Fixed 3.70000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP SR UNSEC 4.30% 03-01-49 907818FC7 4550000.000000000000 PA USD 5192783.050000000000 0.0098622149 Long DBT CORP US N 2 2049-03-01 Fixed 4.30000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA5330 07-20-48 36179T4P7 38156021.820000000000 PA USD 40830339.230000000000 0.0775456195 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 4.0 MA6411 01-20-50 36179VDQ0 51537161.810000000000 PA USD 54854866.600000000000 0.1041812215 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 BJ3558 12-01-47 3140H45U4 3246890.010000000000 PA USD 3515842.900000000000 0.0066773439 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 Q52596 FICO 12-01-47 3132XU3E3 3390971.990000000000 PA USD 3676630.860000000000 0.0069827149 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 4.50000000 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 DCP MIDSTREAM OPERATING SR UNSEC 4.95% 04-01-22 23311VAB3 1495000.000000000000 PA USD 1238511.820000000000 0.0023522010 Long DBT CORP US N 2 2022-04-01 Fixed 4.95000000 N N N N N N EGYPT (ARAB REPUBLIC OF) 529900GFIVH4086NMH82 EGYPT ARAB REP OF 144A EUR 5.625% 04-16-30 N/A 1060000.000000000000 PA 897412.760000000000 0.0017043804 Long DBT NUSS EG Y 2 2030-04-16 Fixed 5.62500000 N N N N N N EGYPT (ARAB REPUBLIC OF) 529900GFIVH4086NMH82 EGYPT ARAB REP OF 144A LIFE 7.0529% 01-15-32 03846JX21 5100000.000000000000 PA USD 4146504.000000000000 0.0078751053 Long DBT NUSS EG Y 2 2032-01-15 Fixed 7.05290000 N N N N N N DOMINICAN REPUBLIC (GOVERNMENT) 254900EHU7Q8FGVPI369 DOMINICAN REPUBLIC REG S SF 7.5% 05-06-21 N/A 633333.340000000000 PA USD 635239.670000000000 0.0012064571 Long DBT NUSS DO Y 2 2021-05-06 Fixed 7.50000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG SR UNSEC 5.0% 02-14-22 251526CA5 4675000.000000000000 PA USD 4613944.500000000000 0.0087628756 Long DBT CORP US N 2 2022-02-14 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 3.5 TBA 04-01-50 21H032647 964842544.000000000000 PA USD 1016615994.910000000000 1.9307730147 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 549300M8ZYFG0OCMTT87 G2SF 3.5 MA4837 11-20-47 36179TLS2 10716321.460000000000 PA USD 11401812.390000000000 0.0216545006 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N EGYPT (ARAB REPUBLIC OF) 529900GFIVH4086NMH82 EGYPT ARAB REP OF 144A LIFE 4.55% 11-20-23 03846JW97 5100000.000000000000 PA USD 4541805.000000000000 0.0086258672 Long DBT NUSS EG Y 2 2023-11-20 Fixed 4.55000000 N N N N N N EUREX CLEARING AG N/A EURO-BUXL 30YR FUT UBM0 06-08-20 N/A 278.000000000000 NC -2152538.020000000000 -0.0040881339 N/A DIR CORP DE N 1 Eurex Clearing N/A Long EUREX CLEARING AG EURO-BUXL 30YR FUT UBM0 06-08-20 2020-06-10 64356641.150000000000 EUR -2152538.020000000000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I 549300M8ZYFG0OCMTT87 G2SF MA6476 02-20-50 36179VFR6 9385775.210000000000 PA USD 10017925.940000000000 0.0190262018 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 4.00000000 N N N N N N EUREX CLEARING AG N/A EURO-BUND 10YR FUT RXM0 06-08-20 N/A 184.000000000000 NC -349204.080000000000 -0.0006632139 N/A DIR CORP DE N 1 Eurex Clearing N/A Long EUREX CLEARING AG EURO-BUND 10YR FUT RXM0 06-08-20 2020-06-10 35008075.210000000000 EUR -349204.080000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 FED FUND 30DAY FUT FFJ0 04-30-20 N/A 5617.000000000000 NC USD -2466412.460000000000 -0.0046842492 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Short CME CHICAGO MERCANTILE EXCHANGE FED FUND 30DAY FUT FFJ0 04-30-20 2020-04-30 -2338906962.170000000000 USD -2466412.460000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 UST 10YR FUT ULTRA UXYM0 06-19-20 N/A 7328.000000000000 NC USD -8462756.040000000000 -0.0160725988 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Short CME CHICAGO MERCANTILE EXCHANGE UST 10YR FUT ULTRA UXYM0 06-19-20 2020-06-30 -1143397000.000000000000 USD -8462756.040000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 UST 30YR FUT ULTRA WNM0 06-19-20 N/A 3756.000000000000 NC USD 23256318.100000000000 0.0441687635 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE UST 30YR FUT ULTRA WNM0 06-19-20 2020-06-30 833362500.000000000000 USD 23256318.100000000000 N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q47615 04-01-47 3132WMN91 3277677.560000000000 PA USD 3519373.500000000000 0.0066840493 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 AT3954 04-01-43 3138WRMC1 438567.420000000000 PA USD 471830.570000000000 0.0008961080 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.0 Q56599 06-01-48 3132Y0KM1 6331010.630000000000 PA USD 6899643.010000000000 0.0131039100 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q18236 05-01-43 3132J9S25 3021265.240000000000 PA USD 3251289.270000000000 0.0061748995 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.50000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 KEURIG DR PEPPER SR UNSEC 3.551% 05-25-21 49271VAE0 8500000.000000000000 PA USD 8605808.000000000000 0.0163442853 Long DBT CORP US N 2 2021-05-25 Fixed 3.55100000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 KEURIG DR PEPPER SR UNSEC 4.417% 05-25-25 49271VAH3 9925000.000000000000 PA USD 10597220.250000000000 0.0201264066 Long DBT CORP US N 2 2025-05-25 Fixed 4.41700000 N N N N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 UST 10YR FUT TYM0 06-19-20 N/A 21488.000000000000 NC USD 29849602.120000000000 0.0566908317 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE UST 10YR FUT TYM0 06-19-20 2020-06-30 2980117000.000000000000 USD 29849602.120000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 UST 20YR FUT USM0 06-19-20 N/A 7161.000000000000 NC USD 68590895.830000000000 0.1302689033 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE UST 20YR FUT USM0 06-19-20 2020-06-30 1282266562.500000000000 USD 68590895.830000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 UST 2YR FUT TUM0 06-30-20 N/A 22985.000000000000 NC USD 3779856.880000000000 0.0071787634 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE UST 2YR FUT TUM0 06-30-20 2020-07-06 5065498887.850000000000 USD 3779856.880000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 UST 5YR FUT FVM0 06-30-20 N/A 60034.000000000000 NC USD 115514777.320000000000 0.2193874737 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE UST 5YR FUT FVM0 06-30-20 2020-07-06 7525825018.920000000000 USD 115514777.320000000000 N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 Q52600 FICO 11-01-47 3132XU3J2 2892075.420000000000 PA USD 3133595.530000000000 0.0059513737 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 4.50000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K070 N/A FHMS K070 A2 (MF) 3.303% 11-25-27 3137FCJK1 8715000.000000000000 PA USD 10040272.620000000000 0.0190686430 Long ABS-CBDO USGA US N 2 2027-11-25 Variable 3.3030000000000000 N N N N N N FANNIEMAE-ACES FNA_17-M12 N/A FNA 17-M12 A2 (MF) FRN 06-25-27 3136AX7E9 5000000.000000000000 PA USD 5506755.000000000000 0.0104585153 Long ABS-CBDO USGA US N 2 2027-06-25 Variable 3.0790000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGK3 6.5 K30200 10-01-47 31302PGH1 193385.520000000000 PA USD 206995.800000000000 0.0003931297 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 6.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNPPKL 7.5 914612 03-01-37 31411UDR9 58974.810000000000 PA USD 68289.880000000000 0.0001296972 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 7.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCZ 7.0 256893 40YR 08-01-47 31371NKE4 12363.070000000000 PA USD 13997.100000000000 0.0000265835 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 7.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BE8740 05-01-47 3140FUWA2 3444171.430000000000 PA USD 3683799.660000000000 0.0069963300 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q54782 03-01-48 3132XXJ42 3318432.310000000000 PA USD 3550410.640000000000 0.0067429955 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 KEURIG DR PEPPER SR UNSEC 4.597% 05-25-28 49271VAF7 22033000.000000000000 PA USD 24243989.520000000000 0.0460445645 Long DBT CORP US N 2 2028-05-25 Fixed 4.59700000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 KEURIG DR PEPPER SR UNSEC 4.057% 05-25-23 49271VAG5 36670000.000000000000 PA USD 38238779.270000000000 0.0726236883 Long DBT CORP US N 2 2023-05-25 Fixed 4.05700000 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA 144A LIFE SR UNSEC 3.65% 02-22-24 233851DS0 38644000.000000000000 PA USD 37658693.930000000000 0.0715219811 Long DBT CORP US Y 2 2024-02-22 Fixed 3.65000000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 DARLING INGREDIENTS 144A LIFE SR UNSEC 5.25% 04-15-27 237266AH4 6000000.000000000000 PA USD 5860008.000000000000 0.0111294189 Long DBT CORP US Y 2 2027-04-15 Fixed 5.25000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX JPY 0.5327% 03-04-15/03-04-25 LCH N/A 1.000000000000 NC -1650236.500000000000 -0.0031341550 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2025-03-04 0.000000000000 JPY 0.000000000000 JPY 6100000000.000000000000 JPY -1650236.500000000000 N N N RISKLESS ISSUER N/A IRS PAYFIX JPY 0.3822% 01-15-16/01-15-26 LCH N/A 1.000000000000 NC -1193981.030000000000 -0.0022676275 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2026-01-15 0.000000000000 JPY 0.000000000000 JPY 5100000000.000000000000 JPY -1193981.030000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BJ2524 12-01-47 3140H3YW0 1587065.900000000000 PA USD 1687630.330000000000 0.0032051739 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGIOH0 7.5 H09093 ALT A 09-01-37 3128UNC67 103623.090000000000 PA USD 117470.240000000000 0.0002231013 Long ABS-MBS USGA US N 2 2037-09-01 Fixed 7.50000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 DUKE ENERGY CORP SR UNSEC 3.4% 06-15-29 26441CBE4 29000000.000000000000 PA USD 29433985.000000000000 0.0559014852 Long DBT CORP US N 2 2029-06-15 Fixed 3.40000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 DTE ENERGY SR UNSEC 3.4% 06-15-29 233331BC0 16850000.000000000000 PA USD 16967292.850000000000 0.0322245482 Long DBT CORP US N 2 2029-06-15 Fixed 3.40000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 KEURIG DR PEPPER SR UNSEC 5.085% 05-25-48 49271VAD2 19000000.000000000000 PA USD 23980413.000000000000 0.0455439758 Long DBT CORP US N 2 2048-05-25 Fixed 5.08500000 N N N N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 KIMBERLY-CLARK CORP SR UNSEC 3.1% 03-26-30 494368CB7 2309000.000000000000 PA USD 2482609.090000000000 0.0047150101 Long DBT CORP US N 2 2030-03-26 Fixed 3.10000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 AW8240 10-01-44 3138XYEN0 91183.940000000000 PA USD 96626.070000000000 0.0001835137 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 Q57242 07-01-48 3132Y1BL1 2777905.570000000000 PA USD 3020669.520000000000 0.0057369028 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 4.50000000 N N N N N N LABORATORY CORP OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 LABORATORY CORP SR UNSEC 4.70% 02-01-45 50540RAS1 1310000.000000000000 PA USD 1496078.950000000000 0.0028413766 Long DBT CORP US N 2 2045-02-01 Fixed 4.70000000 N N N N N N LIMA METRO LINE 2 FINANCE LTD 5493009BVQNQT1UKQ352 LIMA METRO LINE 2 144A LIFE SR SEC SF 5.875% 07-05-34 532522AA7 3167000.000000000000 PA USD 3407859.850000000000 0.0064722608 Long DBT CORP KY Y 2 2034-07-05 Fixed 5.87500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 BJ3581 12-01-47 3140H46T6 2094748.030000000000 PA USD 2272407.800000000000 0.0043157925 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 Q52957 FICO 12-01-47 3132XVJB0 4173402.930000000000 PA USD 4511878.430000000000 0.0085690302 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 4.50000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 DOMINION RESOURCES INC JR SUB 3.071% 08-15-24 25746UDB2 17600000.000000000000 PA USD 17625784.000000000000 0.0334751649 Long DBT CORP US N 2 2024-08-15 Variable 3.0710000000000000 N N N N N N DIAMOND SPORTS GROUP LLC N/A DIAMOND SPORTS GROUP 144A LIFE 5.375% 08-15-26 25277LAA4 3500000.000000000000 PA USD 2863497.000000000000 0.0054383983 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX JPY 0.46995% 11-17-15/11-17-25 LCH N/A 1.000000000000 NC -1713950.240000000000 -0.0032551611 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2025-11-17 0.000000000000 JPY 0.000000000000 JPY 6250000000.000000000000 JPY -1713950.240000000000 N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 Q58411 09-01-48 3132Y2KZ8 8848676.490000000000 PA USD 9713262.970000000000 0.0184475811 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.0 Q55970 05-01-48 3132XYT49 1863371.200000000000 PA USD 2038205.730000000000 0.0038709922 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q17696 04-01-43 3132J87J3 1717546.560000000000 PA USD 1848311.970000000000 0.0035103430 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 AJ1873 10-01-41 3138ATCK4 737064.950000000000 PA USD 815667.770000000000 0.0015491290 Long ABS-MBS USGA US N 2 2041-10-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q52813 LTV 12-01-47 3132XVDT7 23767987.330000000000 PA USD 25272120.640000000000 0.0479972072 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.0 V81992 10-01-45 3132L7F95 1708916.680000000000 PA USD 1852949.300000000000 0.0035191503 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q55060 04-01-48 3132XXTS8 2279239.400000000000 PA USD 2432422.520000000000 0.0046196949 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.0 Q56576 06-01-48 3132Y0JW1 6266138.920000000000 PA USD 6721480.440000000000 0.0127655409 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.00000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 LOCKHEED MARTIN CORP SR UNSEC 2.5% 11-23-20 539830BF5 2805000.000000000000 PA USD 2811785.300000000000 0.0053401867 Long DBT CORP US N 2 2020-11-23 Fixed 2.50000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 LOCKHEED MARTIN CORP SR UNSEC 4.5% 05-15-36 539830BK4 815000.000000000000 PA USD 937345.360000000000 0.0017802210 Long DBT CORP US N 2 2036-05-15 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q54698 03-01-48 3132XXGG8 1350006.510000000000 PA USD 1455859.170000000000 0.0027649905 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 AL3829 06-01-43 3138ELHF3 6855426.670000000000 PA USD 7375499.900000000000 0.0140076649 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 Q58436 09-01-48 3132Y2LS3 3377933.910000000000 PA USD 3706819.690000000000 0.0070400500 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.50000000 N N N N N N FREDDIE MAC - SCRT SCRT_17-3 N/A SCRT 17-3 HT 3.25% 07-25-56 35563PBX6 1698852.080000000000 PA USD 1793433.970000000000 0.0034061179 Long ABS-CBDO USGA US N 2 2056-07-25 Variable 3.2500000000000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 LOCKHEED MARTIN CORP SR UNSEC 4.7% 05-15-46 539830BL2 5635000.000000000000 PA USD 6969328.560000000000 0.0132362579 Long DBT CORP US N 2 2046-05-15 Fixed 4.70000000 N N N N N N LEVEL 3 FINANCING INC OKXQCBALRQBU7RU5WQ22 LEVEL 3 SR UNSEC 5.125% 05-01-23 527298BF9 2500000.000000000000 PA USD 2471862.500000000000 0.0046946000 Long DBT CORP US N 2 2023-05-01 Fixed 5.12500000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 DUKE ENERGY CAROLINAS 2.45% 08-15-29 26442CAY0 32180000.000000000000 PA USD 31645232.760000000000 0.0601011215 Long DBT CORP US N 2 2029-08-15 Fixed 2.45000000 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA 144A LIFE SR UNSEC 2.7% 06-14-24 233851DX9 7500000.000000000000 PA USD 7257457.500000000000 0.0137834769 Long DBT CORP US Y 2 2024-06-14 Fixed 2.70000000 N N N N N N CENOVUS ENERGY INC 549300DK79J32SE1QE52 CENOVUS ENERGY INC SR UNSEC 5.25% 06-15-37 15135UAP4 2189000.000000000000 PA USD 984373.600000000000 0.0018695378 Long DBT CORP CA N 2 2037-06-15 Fixed 5.25000000 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA 144A LIFE SR UNSEC 2.55% 08-15-22 233851DU5 12750000.000000000000 PA USD 12240675.750000000000 0.0232476830 Long DBT CORP US Y 2 2022-08-15 Fixed 2.55000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 DUKE ENERGY INDIANA SEC 3.25% 10-01-49 26443TAB2 3875000.000000000000 PA USD 3934527.750000000000 0.0074725167 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 LAMB WESTON HLD 144A SR UNSEC 4.625% 11-01-24 513272AA2 2500000.000000000000 PA USD 2478137.500000000000 0.0047065175 Long DBT CORP US Y 2 2024-11-01 Fixed 4.62500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING PLC SUB 4.582% 12-10-25 539439AM1 5143000.000000000000 PA USD 5302947.300000000000 0.0100714405 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58200000 N N N N N N CENOVUS ENERGY INC 549300DK79J32SE1QE52 CENOVUS ENERGY SR UNSEC 5.4% 06-15-47 15135UAR0 62394000.000000000000 PA USD 28474749.780000000000 0.0540796906 Long DBT CORP CA N 2 2047-06-15 Fixed 5.40000000 N N N N N N CENOVUS ENERGY INC 549300DK79J32SE1QE52 CENOVUS ENERGY INC SR UNSEC 4.25% 04-15-27 15135UAM1 16800000.000000000000 PA USD 8252462.400000000000 0.0156732058 Long DBT CORP CA N 2 2027-04-15 Fixed 4.25000000 N N N N N N DOW CHEMICAL COMPANY (THE) ZQUIP1CSZO8LXRBSOU78 DOW CHEMICAL SR UNSEC 3.15% 05-15-24 260543CT8 1645000.000000000000 PA USD 1623304.100000000000 0.0030830046 Long DBT CORP US N 2 2024-05-15 Fixed 3.15000000 N N N N N N DOW CHEMICAL COMPANY (THE) ZQUIP1CSZO8LXRBSOU78 DOW CHEMICAL SR UNSEC 4.8% 11-30-28 260543CY7 4000000.000000000000 PA USD 4338084.000000000000 0.0082389571 Long DBT CORP US N 2 2028-11-30 Fixed 4.80000000 N N N N N N LEVEL 3 FINANCING INC OKXQCBALRQBU7RU5WQ22 LEVEL 3 SR UNSEC 5.375% 01-15-24 527298BK8 5185000.000000000000 PA USD 5230342.830000000000 0.0099335490 Long DBT CORP US N 2 2024-01-15 Fixed 5.37500000 N N N N N N LYONDELLBASELL INDUSTRIES NV BN6WCCZ8OVP3ITUUVN49 LYONDELLBASELL IND SR UNSEC 6.0% 11-15-21 552081AD3 900000.000000000000 PA USD 932723.100000000000 0.0017714423 Long DBT CORP US N 2 2021-11-15 Fixed 6.00000000 N N N N N N FREDDIE MAC - SCRT SCRT_17-3 N/A SCRT 17-3 MT 3.0% 07-25-56 35563PBS7 8802017.820000000000 PA USD 9161210.560000000000 0.0173991145 Long ABS-CBDO USGA US N 2 2056-07-25 Fixed 3.00000000 N N N N N N FREDDIE MAC FHLMC_18-1SC N/A SCRT 18-1 HT 3.0% 05-25-57 35563PDT3 8935758.350000000000 PA USD 9311766.130000000000 0.0176850520 Long ABS-CBDO USGA US N 2 2057-05-25 Fixed 3.00000000 N N N N N N L BRANDS INC GR3KVMWVCR54YWQNXU90 LIMITED BRANDS INC SR UNSEC 6.75% 07-01-36 501797AM6 3800000.000000000000 PA USD 2765640.000000000000 0.0052525468 Long DBT CORP US N 2 2036-07-01 Fixed 6.75000000 N N N N N N LEVEL 3 FINANCING INC OKXQCBALRQBU7RU5WQ22 LEVEL 3 SR UNSEC 5.25% 03-15-26 527298BM4 5015000.000000000000 PA USD 5039698.880000000000 0.0095714750 Long DBT CORP US N 2 2026-03-15 Fixed 5.25000000 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 CHENIERE CORPUS CHRISTI 1ST LIEN 5.125% 06-30-27 16412XAG0 3000000.000000000000 PA USD 2697213.000000000000 0.0051225892 Long DBT CORP US N 2 2027-06-30 Fixed 5.12500000 N N N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) DG3RU1DBUFHT4ZF9WN62 COOPERATIEVE RABOBANK UA SR UNSEC 2.75% 01-10-23 21688AAL6 17000000.000000000000 PA USD 17252382.000000000000 0.0327659940 Long DBT CORP US N 2 2023-01-10 Fixed 2.75000000 N N N N N N LOWES COMPANIES INC WAFCR4OKGSC504WU3E95 LOWE'S COMPANIES INC SR UNSEC 4.05% 05-03-47 548661DQ7 2425000.000000000000 PA USD 2415918.380000000000 0.0045883500 Long DBT CORP US N 2 2047-05-03 Fixed 4.05000000 N N N N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 LENNAR CORP SR UNSEC 4.5% 04-30-24 526057BZ6 2115000.000000000000 PA USD 2081783.930000000000 0.0039537566 Long DBT CORP US N 2 2024-04-30 Fixed 4.50000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 3.869% 01-12-29 225401AF5 13185000.000000000000 PA USD 13373215.880000000000 0.0253986210 Long DBT CORP CH Y 2 2029-01-12 Variable 3.8690000000000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 CONSTELLATION BRANDS SR UNSEC 3.2% 02-15-23 21036PAX6 10638000.000000000000 PA USD 10624723.780000000000 0.0201786418 Long DBT CORP US N 2 2023-02-15 Fixed 3.20000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS SD0175 12-01-49 3132DMFQ3 19810562.800000000000 PA USD 20981901.950000000000 0.0398491567 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 2.5 AL7800 11-01-30 3138EQU26 6981760.690000000000 PA USD 7284517.760000000000 0.0138348702 Long ABS-MBS USGA US N 2 2030-11-01 Fixed 2.50000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 CONSTELLATION BRANDS SR UNSEC 3.6% 02-15-28 21036PAY4 1650000.000000000000 PA USD 1618338.150000000000 0.0030735732 Long DBT CORP US N 2 2028-02-15 Fixed 3.60000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 CONSTELLATION BRANDS SR UNSEC 4.1% 02-15-48 21036PAZ1 1000000.000000000000 PA USD 917321.000000000000 0.0017421904 Long DBT CORP US N 2 2048-02-15 Fixed 4.10000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 2.5 AS8388 11-01-31 3138WJKA5 5588626.370000000000 PA USD 5831401.890000000000 0.0110750898 Long ABS-MBS USGA US N 2 2031-11-01 Fixed 2.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGCI 3.0 G16634 10-01-31 3128MFSX7 19318987.750000000000 PA USD 20399827.160000000000 0.0387436711 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 3.00000000 N N N N N N JEFFERIES FINANCIAL GROUP INC 549300HOF34RGOJ5YL07 JEFFERIES FINANCIAL GROUP 5.5% 10-18-23 527288BE3 4695000.000000000000 PA USD 4744579.200000000000 0.0090109791 Long DBT CORP US N 2 2023-10-18 Fixed 5.50000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING PLC SR UNSEC 2.907% 11-07-23 539439AP4 16500000.000000000000 PA USD 16501501.500000000000 0.0313399100 Long DBT CORP GB N 2 2023-11-07 Variable 2.9070000000000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING PLC SR UNSEC 4.375% 03-22-28 539439AR0 2560000.000000000000 PA USD 2759964.160000000000 0.0052417671 Long DBT CORP GB N 2 2028-03-22 Fixed 4.37500000 N N N N N N LSB INDUSTRIES INC 5493001H215A0HG0MI71 LSB INDUSTRIES 144A LIFE SEC 9.625% 05-01-23 502160AM6 4025000.000000000000 PA USD 3375948.630000000000 0.0064116545 Long DBT CORP US Y 2 2023-05-01 Fixed 9.62500000 N N N N N N DOW CHEMICAL COMPANY (THE) ZQUIP1CSZO8LXRBSOU78 DOW CHEMICAL SR UNSEC 5.55% 11-30-48 260543CR2 8600000.000000000000 PA USD 9704928.000000000000 0.0184317512 Long DBT CORP US N 2 2048-11-30 Fixed 5.55000000 N N N N N N DOW CHEMICAL COMPANY (THE) ZQUIP1CSZO8LXRBSOU78 DOW CHEMICAL SR UNSEC 4.8% 05-15-49 260543CV3 10227000.000000000000 PA USD 10697094.280000000000 0.0203160889 Long DBT CORP US N 2 2049-05-15 Fixed 4.80000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 CSX CORP SR UNSEC 3.8% 03-01-28 126408HJ5 9435000.000000000000 PA USD 10039141.920000000000 0.0190664955 Long DBT CORP US N 2 2028-03-01 Fixed 3.80000000 N N N N N N CHEVRON PHILLIPS CHEMICAL CO LLC / CHEVRON PHILLIPS CHEMICAL CO LP N/A CHEVRON PHILLIPS CHEM CO 144A LIFE SR UNSEC 3.3% 05-01-23 166754AQ4 9250000.000000000000 PA USD 9025872.500000000000 0.0171420784 Long DBT CORP US Y 2 2023-05-01 Fixed 3.30000000 N N N N N N CHEVRON PHILLIPS CHEMICAL CO LLC / CHEVRON PHILLIPS CHEMICAL CO LP N/A CHEVRON PHILLIPS CHEM CO 144A LIFE SR UNSEC 3.7% 06-01-28 166754AS0 3000000.000000000000 PA USD 3047028.000000000000 0.0057869633 Long DBT CORP US Y 2 2028-06-01 Fixed 3.70000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSEC 3.35% 03-09-21 126650DC1 2571000.000000000000 PA USD 2589578.050000000000 0.0049181672 Long DBT CORP US N 2 2021-03-09 Fixed 3.35000000 N N N N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 LENNAR CORP SR UNSEC 8.375% 01-15-21 526057CK8 5000000.000000000000 PA USD 5118500.000000000000 0.0097211353 Long DBT CORP US N 2 2021-01-15 Fixed 8.37500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING PLC SR UNSEC 4.05% 08-16-23 539439AS8 14200000.000000000000 PA USD 14796527.800000000000 0.0281017973 Long DBT CORP GB N 2 2023-08-16 Fixed 4.05000000 N N N N N N DOW CHEMICAL COMPANY (THE) ZQUIP1CSZO8LXRBSOU78 DOW CHEMICAL SR UNSEC 3.625% 05-15-26 260543CX9 14418000.000000000000 PA USD 14141260.910000000000 0.0268573041 Long DBT CORP US N 2 2026-05-15 Fixed 3.62500000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 DIAMONDBACK ENERGY INC SR UNSEC 3.25% 12-01-26 25278XAM1 15071000.000000000000 PA USD 10680953.340000000000 0.0202854338 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N LOWES COMPANIES INC WAFCR4OKGSC504WU3E95 LOWE'S COMPANIES INC SR UNSEC 3.65% 04-05-29 548661DR5 2880000.000000000000 PA USD 2972445.120000000000 0.0056453143 Long DBT CORP US N 2 2029-04-05 Fixed 3.65000000 N N N N N N LOWES COMPANIES INC WAFCR4OKGSC504WU3E95 LOWE'S COMPANIES INC SR UNSEC 4.55% 04-05-49 548661DS3 22439000.000000000000 PA USD 24934598.260000000000 0.0473561794 Long DBT CORP US N 2 2049-04-05 Fixed 4.55000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K105 N/A FHMS K105 A2 (MF) 1.872% 03-25-53/01-25-30 3137FRUJ8 23000.000000000000 PA USD 24316.770000000000 0.0000461828 Long ABS-CBDO USGA US N 2 2053-03-25 Fixed 1.87200000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.5 QA5131 12-01-49 31346YVY6 73053620.410000000000 PA USD 77532099.560000000000 0.1472501774 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSEC 4.3% 03-25-28 126650CX6 6090000.000000000000 PA USD 6480393.360000000000 0.0123076645 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSEC 5.05% 03-25-48 126650CZ1 12004000.000000000000 PA USD 13685100.180000000000 0.0259909565 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 2.5 QA8516 03-01-50 3133A3N95 2372095.000000000000 PA USD 2463249.870000000000 0.0046782427 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BO3252 11-01-49 3140JXTJ7 32347606.630000000000 PA USD 34608122.080000000000 0.0657282873 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 3.50000000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 CHARLES RIVER LABORATORIES 144A LIFE SR UNSEC 5.5% 04-01-26 159864AC1 6500000.000000000000 PA USD 6675292.000000000000 0.0126778191 Long DBT CORP US Y 2 2026-04-01 Fixed 5.50000000 N N N N N N CREDIT AGRICOLE SA (LONDON BRANCH) 969500TJ5KRTCJQWXH05 CREDIT AGRICOLE LONDON 144A LIFE SR UNSEC 3.75% 04-24-23 22535WAE7 21000000.000000000000 PA USD 21428274.000000000000 0.0406969135 Long DBT CORP GB Y 2 2023-04-24 Fixed 3.75000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 DUKE ENERGY FLORIDA SEC 2.5% 12-01-29 26444HAH4 13933000.000000000000 PA USD 13728254.570000000000 0.0260729160 Long DBT CORP US N 2 2029-12-01 Fixed 2.50000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG SR UNSEC 3.961% 11-26-25 251526CB3 45957000.000000000000 PA USD 42579160.500000000000 0.0808670083 Long DBT CORP US N 2 2025-11-26 Variable 3.9610000000000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL SR UNSEC 4.25% 04-30-25 14040HBZ7 17500000.000000000000 PA USD 17964450.000000000000 0.0341183647 Long DBT CORP US N 2 2025-04-30 Fixed 4.25000000 N N N N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 CONSOLIDATED ENERGY 144A LIFE SR UNSEC 6.50% 06-15-26 20914UAE6 7960000.000000000000 PA USD 6754402.280000000000 0.0128280666 Long DBT CORP LU Y 2 2026-05-15 Fixed 6.50000000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 DUKE ENERGY CAROLINAS SEC 2.45% 02-01-30 26442CBA1 33114000.000000000000 PA USD 33050818.490000000000 0.0627706320 Long DBT CORP US N 2 2030-02-01 Fixed 2.45000000 N N N N N N DEUTSCHE TELEKOM AG 549300V9QSIG4WX4GJ96 DEUTSCHE TELEKOM 144A LIFE SR UNSEC 3.625% 01-21-50 251566AA3 31735000.000000000000 PA USD 31727383.600000000000 0.0602571437 Long DBT CORP DE Y 2 2050-01-21 Fixed 3.62500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BN6708 06-01-49 3140JPN27 12315382.560000000000 PA USD 13142003.350000000000 0.0249594985 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 2.5 BK2239 04-01-50 3140HFPZ6 5071775.000000000000 PA USD 5278297.680000000000 0.0100246256 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 2.50000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 CENTENE CORP 144A LIFE SR UNSEC 5.375% 06-01-26 15137TAA8 10415000.000000000000 PA USD 10786398.900000000000 0.0204856977 Long DBT CORP US Y 2 2026-06-01 Fixed 5.37500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSEC 4.044% 06-01-24 172967LZ2 19300000.000000000000 PA USD 20414285.500000000000 0.0387711306 Long DBT CORP US N 2 2024-06-01 Variable 4.0440000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 2.5 AS8893 02-01-32 3138WJ3B2 11925577.710000000000 PA USD 12409696.540000000000 0.0235686900 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 2.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 5.0 A87873 08-01-39 312934XA5 4998358.400000000000 PA USD 5549207.490000000000 0.0105391417 Long ABS-MBS USGA US N 2 2039-08-01 Fixed 5.00000000 N N N N N N CONCHO RESOURCES INC SYHS7HRDXLL4I0IQ8776 CONCHO RESOURCES INC SR UNSEC 4.85% 08-15-48 20605PAL5 5402000.000000000000 PA USD 4404099.340000000000 0.0083643344 Long DBT CORP US N 2 2048-08-15 Fixed 4.85000000 N N N N N N CYDSA SAB DE CV 4469000001BNTACN9916 CYDSA SAB DE CV SR UNSEC 144A LIFE 6.25% 10-04-27 232553AA5 2530000.000000000000 PA USD 1893813.790000000000 0.0035967608 Long DBT CORP MX Y 2 2027-10-04 Fixed 6.25000000 N N N N N N ADVANZ PHARMA CORP LTD 549300WZSXRSISJ4VI31 CONCORDIA INTERNATIONAL CORP SR SEC 8.0% 09-06-24 20653PAB8 1308000.000000000000 PA USD 1157580.000000000000 0.0021984941 Long DBT CORP CA N 2 2024-09-06 Fixed 8.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 COMCAST CORP SR UNSEC 4.15% 10-15-28 20030NCT6 4000000.000000000000 PA USD 4563476.000000000000 0.0086670251 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 COMCAST CORP SR UNSEC 3.95% 10-15-25 20030NCS8 23300000.000000000000 PA USD 25703231.900000000000 0.0488159805 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CENTERPOINT ENERGY SR UNSEC 3.85% 02-01-24 15189TAU1 36462000.000000000000 PA USD 37058153.700000000000 0.0703814257 Long DBT CORP US N 2 2024-02-01 Fixed 3.85000000 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA 144A LIFE SR UNSEC 1.75% 03-10-23 233851DY7 18000000.000000000000 PA USD 16970004.000000000000 0.0322296973 Long DBT CORP US Y 2 2023-03-10 Fixed 1.75000000 N N N N N N DEERE & CO PWFTNG3EI0Y73OXWDH08 JOHN DEERE & CO SR UNSEC 3.75% 04-15-50 244199BK0 9807000.000000000000 PA USD 11173350.470000000000 0.0212206022 Long DBT CORP US N 2 2050-04-15 Fixed 3.75000000 N N N N N N LIMA METRO LINE 2 FINANCE LTD 5493009BVQNQT1UKQ352 LIMA METRO LINE 2 144A LIFE SR UNSEC 4.35% 04-05-36 532522AB5 465000.000000000000 PA USD 443054.330000000000 0.0008414557 Long DBT CORP KY Y 2 2036-04-05 Fixed 4.35000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 LAS VEGAS SANDS CORP SR UNSEC 3.9% 08-08-29 517834AF4 7855000.000000000000 PA USD 6833920.700000000000 0.0129790892 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 CONAGRA BRANDS INC SR UNSEC 5.4% 11-01-48 205887CE0 19250000.000000000000 PA USD 21766475.500000000000 0.0413392311 Long DBT CORP US N 2 2048-11-01 Fixed 5.40000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 CONAGRA BRANDS INC SR UNSEC 5.3% 11-01-38 205887CD2 19342000.000000000000 PA USD 21113785.230000000000 0.0400996315 Long DBT CORP US N 2 2038-11-01 Fixed 5.30000000 N N N N N N LYB INTERNATIONAL FINANCE III LLC N/A LYB INTERNATIONAL FINANCE III SR UNSEC 4.2% 10-15-49 50249AAA1 1740000.000000000000 PA USD 1728904.020000000000 0.0032835616 Long DBT CORP US N 2 2049-10-15 Fixed 4.20000000 N N N N N N LPL FINANCIAL HOLDINGS INC 549300XROQ4Y8G2L7682 LPL HOLDINGS INC 144A LIFE SR UNSEC 4.625% 11-15-27 50212YAC8 4395000.000000000000 PA USD 4052717.400000000000 0.0076969843 Long DBT CORP US Y 2 2027-11-15 Fixed 4.62500000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 CONAGRA BRANDS INC SR UNSEC 4.6% 11-01-25 205887CB6 14695000.000000000000 PA USD 15584885.120000000000 0.0295990578 Long DBT CORP US N 2 2025-11-01 Fixed 4.60000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 CONAGRA BRANDS INC SR UNSEC 4.3% 05-01-24 205887CA8 22146000.000000000000 PA USD 23035959.160000000000 0.0437502543 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N N DIGICEL LTD N/A DIGICEL GROUP LTD 144A LIFE SR UNSEC 6.0% 04-15-21 25380QAG4 765000.000000000000 PA USD 442705.500000000000 0.0008407932 Long DBT CORP BM Y 2 2021-04-15 Fixed 6.00000000 N N N N N N DIAMOND OFFSHORE DRILLING INC F14FQJ2EEHW5VPYUHL14 DIAMOND OFFSHORE DRILLING SR UNSEC 4.875% 11-01-43 25271CAN2 13470000.000000000000 PA USD 1957258.350000000000 0.0037172557 Long DBT CORP US N 2 2043-11-01 Fixed 4.87500000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 CSX CORP SR UNSEC 4.25% 03-15-29 126408HM8 7502000.000000000000 PA USD 8436059.020000000000 0.0160218954 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC HOLDINGS LLC 144A LIFE 5.375% 07-15-23 126307AT4 7600000.000000000000 PA USD 7723538.000000000000 0.0146686643 Long DBT CORP US Y 2 2023-07-15 Fixed 5.37500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.5 889982 11-01-38 31410KXK5 34476.070000000000 PA USD 39154.540000000000 0.0000743629 Long ABS-MBS USGA US N 2 2038-11-01 Fixed 5.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 932119 11-01-24 31412QSG5 1388674.720000000000 PA USD 1470809.270000000000 0.0027933840 Long ABS-MBS USGA US N 2 2024-11-01 Fixed 4.50000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 CSX CORP SR UNSEC 4.5% 03-15-49 126408HP1 172000.000000000000 PA USD 198938.470000000000 0.0003778271 Long DBT CORP US N 2 2049-03-15 Fixed 4.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSEC 3.352% 04-24-25 172967MF5 13900000.000000000000 PA USD 14334430.600000000000 0.0272241750 Long DBT CORP US N 2 2025-04-24 Variable 3.3520000000000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC SR UNSEC 3.5% 06-10-24 29250NAH8 4582000.000000000000 PA USD 4626839.450000000000 0.0087873659 Long DBT CORP CA N 2 2024-06-10 Fixed 3.50000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 ESSEX PORTFOLIO LP SR UNSEC 3.625% 08-15-22 29717PAD9 4370000.000000000000 PA USD 4335485.740000000000 0.0082340224 Long DBT CORP US N 2 2022-08-15 Fixed 3.62500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 4.5 AD6392 05-01-25 31418UC69 1463054.640000000000 PA USD 1562027.360000000000 0.0029666268 Long ABS-MBS USGA US N 2 2025-05-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 4.5 AD3149 04-01-25 31418QQB2 808386.630000000000 PA USD 863104.700000000000 0.0016392220 Long ABS-MBS USGA US N 2 2025-04-01 Fixed 4.50000000 N N N N N N CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP N/A CHARTER COMM CCO 144A SR UNSEC 5.375% 06-01-29 1248EPCB7 10700000.000000000000 PA USD 11054705.000000000000 0.0209952688 Long DBT CORP US Y 2 2029-06-01 Fixed 5.37500000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 CONSUMERS ENERGY CO SEC 3.75% 02-15-50 210518DE3 5000000.000000000000 PA USD 5446280.000000000000 0.0103436602 Long DBT CORP US N 2 2050-02-15 Fixed 3.75000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 ESSEX PORTFOLIO LP SR UNSEC 3.5% 04-01-25 29717PAP2 4800000.000000000000 PA USD 4825464.000000000000 0.0091645968 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N EMD FINANCE LLC 529900C8KS5G529A0B76 EMD FINANCE 144A LIFE SR UNSEC 3.25% 03-19-25 26867LAL4 36850000.000000000000 PA USD 38861162.450000000000 0.0738057282 Long DBT CORP US Y 2 2025-03-19 Fixed 3.25000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 AD5692 05-01-25 31418TKE6 798947.280000000000 PA USD 853210.980000000000 0.0016204317 Long ABS-MBS USGA US N 2 2025-05-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 5.5 G05267 12-01-38 3128M7FG6 3670.880000000000 PA USD 4170.540000000000 0.0000079208 Long ABS-MBS USGA US N 2 2038-12-01 Fixed 5.50000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 CLEAN HARBORS SR UNSEC 144A LIFE 5.125% 07-15-29 184496AP2 10000000.000000000000 PA USD 9385430.000000000000 0.0178249556 Long DBT CORP US Y 2 2029-07-15 Fixed 5.12500000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 CLEAN HARBORS SR UNSEC 144A LIFE 4.875% 07-15-27 184496AN7 1100000.000000000000 PA USD 1082895.000000000000 0.0020566511 Long DBT CORP US Y 2 2027-07-15 Fixed 4.87500000 N N N N N N EMD FINANCE LLC 529900C8KS5G529A0B76 EMD FINANCE 144A LIFE SR UNSEC 2.95% 03-19-22 26867LAG5 9600000.000000000000 PA USD 9744307.200000000000 0.0185065408 Long DBT CORP US Y 2 2022-03-19 Fixed 2.95000000 N N N N N N ENERGY TRANSFER OPERATING LP 5493008K8W3OKZE54J59 ENERGY TRANSFER PARTNERS SR UNSEC 6.125% 12-15-45 29273RBJ7 19678000.000000000000 PA USD 16406473.470000000000 0.0311594313 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCI UMBS 4.5 AB1068 05-01-25 31416WFJ6 5492.880000000000 PA USD 5822.490000000000 0.0000110582 Long ABS-MBS USGA US N 2 2025-05-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.5 976945 02-01-23 31414UZJ0 6684.490000000000 PA USD 6889.620000000000 0.0000130849 Long ABS-MBS USGA US N 2 2023-02-01 Fixed 5.50000000 N N N N N N CONTINENTAL AIRLINES 2002-2 CLASS A-1 PASS THROUGH TRUST N/A CONTL AIR 00-2 A1 EETC SF 7.707% 10-02-22/04-02-21 210805DD6 1659868.120000000000 PA USD 1678271.910000000000 0.0031874003 Long DBT CORP US N 2 2022-10-02 Fixed 7.70700000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A CHARTER COMM CCO SR SEC 1ST LIEN 5.125% 07-01-49 161175BS2 12943000.000000000000 PA USD 13831446.350000000000 0.0262688995 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 AE5471 10-01-40 31419GCH5 1347840.820000000000 PA USD 1479146.120000000000 0.0028092175 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.0 AH8144 04-01-41 3138AABN0 88313.140000000000 PA USD 98198.910000000000 0.0001865009 Long ABS-MBS USGA US N 2 2041-04-01 Fixed 5.00000000 N N N N N N OMNIMAX INTERNATIONAL INC 549300TV2USM8SJHZ613 EURAMAX INTL INC 144A LIFE SR SEC 1ST LIEN 12.0% 08-15-20 29843XAC1 2075000.000000000000 PA USD 1483444.480000000000 0.0028173810 Long DBT CORP US Y 2 2020-08-15 Fixed 12.00000000 N N N N N N ENBRIDGE ENERGY PARTNERS LP CZ6VG2MNE1J6YDI02G48 ENBRIDGE ENERGY PARTNERS SR UNSEC 5.875% 10-15-25 29250RAW6 5000000.000000000000 PA USD 4936385.000000000000 0.0093752597 Long DBT CORP US N 2 2025-10-15 Fixed 5.87500000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 COOPERATIEVE RABOBANK UA SR 144A LIFE 2.625% 07-22-24 74977RDF8 10900000.000000000000 PA USD 10610517.800000000000 0.0201516615 Long DBT CORP NL Y 2 2024-07-22 Fixed 2.62500000 N N N N N N CONSTELLATION OIL SERVICES HOLDING SA 54930059EGCX1QIQVD73 QGOG CONSTELLATION SA 144A LIFE 1ST LIEN ROLL UP PIK SF 10.0% 11-09-24 21038MAA1 3225360.000000000000 PA USD 1290176.250000000000 0.0024503229 Long DBT CORP LU Y 2 2024-11-09 Fixed 10.00000000 N N N N N N ENBRIDGE ENERGY PARTNERS LP CZ6VG2MNE1J6YDI02G48 ENBRIDGE ENERGY PARTNERS SR UNSEC 7.375% 10-15-45 29250RAX4 32973000.000000000000 PA USD 36399982.810000000000 0.0691314173 Long DBT CORP US N 2 2045-10-15 Fixed 7.37500000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 ELECTRICITE DE FRANCE 144A LIFE SR UNSEC 4.95% 10-13-45 268317AQ7 711000.000000000000 PA USD 793041.580000000000 0.0015061570 Long DBT CORP FR Y 2 2045-10-13 Fixed 4.95000000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 EXXON MOBIL CORP SR UNSEC 2.222% 03-01-21 30231GAV4 7330000.000000000000 PA USD 7416977.780000000000 0.0140864403 Long DBT CORP US N 2 2021-03-01 Fixed 2.22200000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 ESSEX PORTFOLIO LP SR UNSEC 3.375% 04-15-26 29717PAQ0 1070000.000000000000 PA USD 1082426.980000000000 0.0020557623 Long DBT CORP US N 2 2026-04-15 Fixed 3.37500000 N N N N N N EMERA INC NQZVQT2P5IUF2PGA1Q48 EMERA INC SUB (H) 6.75% 06-15-76 290876AD3 22401000.000000000000 PA USD 20760014.750000000000 0.0394277451 Long DBT CORP CA N 2 2076-06-15 Variable 6.7500000000000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 ENTERGY CORP SR UNSEC 2.95% 09-01-26 29364GAJ2 15775000.000000000000 PA USD 15672446.730000000000 0.0297653562 Long DBT CORP US N 2 2026-09-01 Fixed 2.95000000 N N N N N N EMBARQ CORP N/A EMBARQ CORP SR UNSEC 7.995% 06-01-36 29078EAA3 7150000.000000000000 PA USD 7116573.750000000000 0.0135159083 Long DBT CORP US N 2 2036-06-01 Fixed 7.99500000 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 EXPORT-IMPORT BANK OF INDIA REG S SR UNSEC 3.375% 08-05-26 30216KAA0 7000000.000000000000 PA USD 6696487.000000000000 0.0127180730 Long DBT CORP IN Y 2 2026-08-05 Fixed 3.37500000 N N N N N N LEVEL 3 FINANCING INC OKXQCBALRQBU7RU5WQ22 LEVEL 3 144A LIFE SR UNSEC 3.875% 11-15-29 527298BQ5 6900000.000000000000 PA USD 6514221.000000000000 0.0123719105 Long DBT CORP US Y 2 2029-11-15 Fixed 3.87500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING PLC SR UNSEC 2.438% 02-05-26 539439AV1 13875000.000000000000 PA USD 13130717.250000000000 0.0249380638 Long DBT CORP GB N 2 2026-02-05 Variable 2.4380000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.0 AH9479 04-01-41 3138ABQ93 91036.430000000000 PA USD 101227.690000000000 0.0001922532 Long ABS-MBS USGA US N 2 2041-04-01 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 5.0 Q01658 06-01-41 3132GEZX1 1282063.990000000000 PA USD 1404247.250000000000 0.0026669684 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 5.00000000 N N N N N N EMERA US FINANCE LP N/A EMERA US FINANCE SR UNSEC 2.7% 06-15-21 29103DAF3 3085000.000000000000 PA USD 3121295.030000000000 0.0059280124 Long DBT CORP CA N 2 2021-06-15 Fixed 2.70000000 N N N N N N ENERGY TRANSFER OPERATING LP 5493008K8W3OKZE54J59 ENERGY TRANSFER PARTNERS SR UNSEC 5.3% 04-15-47 29273RBL2 32111000.000000000000 PA USD 24548024.610000000000 0.0466219927 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CENTERPOINT ENERGY SR UNSEC 2.95% 03-01-30 15189TAX5 13000000.000000000000 PA USD 12377300.000000000000 0.0235071620 Long DBT CORP US N 2 2030-03-01 Fixed 2.95000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CENTERPOINT ENERGY SR UNSEC 3.7% 09-01-49 15189TAY3 2775000.000000000000 PA USD 2703799.050000000000 0.0051350975 Long DBT CORP US N 2 2049-09-01 Fixed 3.70000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.0 AH6099 03-01-41 3138A7X52 2509049.850000000000 PA USD 2758474.500000000000 0.0052389380 Long ABS-MBS USGA US N 2 2041-03-01 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 5.0 G06648 06-01-41 3128M8WH3 3799640.000000000000 PA USD 4216395.910000000000 0.0080078451 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 5.00000000 N N N N N N EMERA US FINANCE LP N/A EMERA US FINANCE SR UNSEC 3.55% 06-15-26 29103DAJ5 4945000.000000000000 PA USD 4726712.870000000000 0.0089770471 Long DBT CORP CA N 2 2026-06-15 Fixed 3.55000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 UNICREDIT SPA 144A LIFE SUB 7.296% 04-02-34 904678AQ2 35184000.000000000000 PA USD 39209858.830000000000 0.0744679778 Long DBT CORP IT Y 2 2034-04-02 Variable 7.2960000000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UNITED HEALTH GROUP SR UNSEC 2.375% 08-15-24 91324PDR0 11540000.000000000000 PA USD 11853276.380000000000 0.0225119281 Long DBT CORP US N 2 2024-08-15 Fixed 2.37500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UNITED HEALTH GROUP SR UNSEC 2.875% 08-15-29 91324PDS8 16410000.000000000000 PA USD 17336886.030000000000 0.0329264854 Long DBT CORP US N 2 2029-08-15 Fixed 2.87500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UNITED HEALTH GROUP SR UNSEC 3.7% 08-15-49 91324PDU3 13875000.000000000000 PA USD 15510904.130000000000 0.0294585520 Long DBT CORP US N 2 2049-08-15 Fixed 3.70000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 US BANCORP SR UNSEC 2.4% 07-30-24 91159HHX1 59000000.000000000000 PA USD 59104076.000000000000 0.1122513865 Long DBT CORP US N 2 2024-07-30 Fixed 2.40000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP SR UNSEC 3.95% 08-15-59 907818FE3 11880000.000000000000 PA USD 13033262.880000000000 0.0247529769 Long DBT CORP US N 2 2059-08-15 Fixed 3.95000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS AG 144A LIFE SR UNSEC 3.126% 08-13-30 902613AA6 19100000.000000000000 PA USD 18672408.300000000000 0.0354629302 Long DBT CORP CH Y 2 2030-08-13 Variable 3.1260000000000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 CIGNA CORPORATION SR UNSEC 4.8% 08-15-38 125523AJ9 2020000.000000000000 PA USD 2282842.400000000000 0.0043356100 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 CIGNA CORPORATION SR UNSEC 4.9% 12-15-48 125523AK6 14945000.000000000000 PA USD 18153332.820000000000 0.0344770939 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSEC 3.7% 10-23-24 61761JVL0 875000.000000000000 PA USD 926198.000000000000 0.0017590497 Long DBT CORP US N 2 2024-10-23 Fixed 3.70000000 N N N N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 MGM RESORTS INTL SR UNSEC 6.0% 03-15-23 552953CC3 1000000.000000000000 PA USD 971255.000000000000 0.0018446227 Long DBT CORP US N 2 2023-03-15 Fixed 6.00000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP SR UNSEC 2.15% 02-05-27 907818FJ2 7190000.000000000000 PA USD 7060644.710000000000 0.0134096870 Long DBT CORP US N 2 2027-02-05 Fixed 2.15000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP SR UNSEC 2.4% 02-05-30 907818FH6 14033000.000000000000 PA USD 13746053.220000000000 0.0261067195 Long DBT CORP US N 2 2030-02-05 Fixed 2.40000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 CIGNA CORPORATION SR UNSEC 4.375% 10-15-28 125523AH3 21465000.000000000000 PA USD 23145065.550000000000 0.0439574709 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 CIGNA CORPORATION SR UNSEC 3.75% 07-15-23 125523AF7 7753000.000000000000 PA USD 7994474.940000000000 0.0151832320 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 MERCK & CO INC SR UNSEC 2.75% 02-10-25 58933YAR6 33248000.000000000000 PA USD 34832599.680000000000 0.0661546187 Long DBT CORP US N 2 2025-02-10 Fixed 2.75000000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 MEDTRONIC INC SR UNSEC 3.5% 03-15-25 585055BS4 890000.000000000000 PA USD 960381.200000000000 0.0018239710 Long DBT CORP US N 2 2025-03-15 Fixed 3.50000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP SR UNSEC 3.25% 02-05-50 907818FK9 19523000.000000000000 PA USD 19240443.620000000000 0.0365417518 Long DBT CORP US N 2 2050-02-05 Fixed 3.25000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 CARRIER GLOBAL CORP 144A SR UNSEC 2.242% 02-15-25 14448CAF1 21661000.000000000000 PA USD 21226220.410000000000 0.0403131701 Long DBT CORP US Y 2 2025-02-15 Fixed 2.24200000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 MICROSOFT CORP SR UNSEC 3.125% 11-03-25 594918BJ2 5750000.000000000000 PA USD 6311200.000000000000 0.0119863299 Long DBT CORP US N 2 2025-11-03 Fixed 3.12500000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 METLIFE INC SR UNSEC 4.6% 05-13-46 59156RBR8 800000.000000000000 PA USD 885005.600000000000 0.0016808165 Long DBT CORP US N 2 2046-05-13 Fixed 4.60000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 CARRIER GLOBAL CORP 144A SR UNSEC 2.493% 02-15-27 14448CAH7 11399000.000000000000 PA USD 10933316.650000000000 0.0207647262 Long DBT CORP US Y 2 2027-02-15 Fixed 2.49300000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 CARRIER GLOBAL CORP 144A SR UNSEC 2.722% 02-15-30 14448CAA2 55710000.000000000000 PA USD 51586457.220000000000 0.0979738072 Long DBT CORP US Y 2 2030-02-15 Fixed 2.72200000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 CONSUMERS ENERGY CO 3.1% 08-15-50 210518DF0 23802000.000000000000 PA USD 23325055.520000000000 0.0442993106 Long DBT CORP US N 2 2050-08-15 Fixed 3.10000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 CSX CORP SR UNSEC 3.35% 09-15-49 126408HR7 3504000.000000000000 PA USD 3364078.270000000000 0.0063891101 Long DBT CORP US N 2 2049-09-15 Fixed 3.35000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 CSX CORP SR UNSEC 2.4% 02-15-30 126408HQ9 17855000.000000000000 PA USD 17698643.770000000000 0.0336135414 Long DBT CORP US N 2 2030-02-15 Fixed 2.40000000 N N N N N N COCA-COLA CO UWJKFUJFZ02DKWI3RY53 COCA-COLA CO SR UNSEC 1.75% 09-06-24 191216CL2 36000000.000000000000 PA USD 36719064.000000000000 0.0697374213 Long DBT CORP US N 2 2024-09-06 Fixed 1.75000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 CARRIER GLOBAL CORP 144A SR UNSEC 3.577% 04-05-50 14448CAC8 14624000.000000000000 PA USD 13210897.500000000000 0.0250903434 Long DBT CORP US Y 2 2050-04-05 Fixed 3.57700000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 CARRIER GLOBAL CORP 144A SR UNSEC 3.377% 04-05-40 14448CAB0 27500000.000000000000 PA USD 24393187.500000000000 0.0463279236 Long DBT CORP US Y 2 2040-04-05 Fixed 3.37700000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 2.593% 09-11-25 225401AM0 16475000.000000000000 PA USD 15680410.750000000000 0.0297804816 Long DBT CORP CH Y 2 2025-09-11 Variable 2.5930000000000000 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 COMMONWEALTH BK OF AUSTRALIA 144A LIFE SUB 3.61% 09-12-34/29 202712BK0 13875000.000000000000 PA USD 12603855.750000000000 0.0239374402 Long DBT CORP AU Y 2 2034-09-12 Variable 3.6100000000000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 METLIFE INC SR UNSEC 3.6% 11-13-25 59156RBQ0 100000.000000000000 PA USD 104761.400000000000 0.0001989645 Long DBT CORP US N 2 2025-11-13 Fixed 3.60000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 METLIFE GLOBAL FUNDING GIC 144A LIFE 2.5% 12-03-20 59217GBR9 7500000.000000000000 PA USD 7527615.000000000000 0.0142965643 Long DBT CORP US Y 2 2020-12-03 Fixed 2.50000000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 CHENIERE ENERGY PARTNERS 144A SR UNSEC 4.5% 10-01-29 16411QAE1 2050000.000000000000 PA USD 1835877.500000000000 0.0034867273 Long DBT CORP US Y 2 2029-10-01 Fixed 4.50000000 N N N N N N CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP N/A CHARTER COMM CCO 144A SR UNSEC 4.75% 03-01-30 1248EPCD3 6865000.000000000000 PA USD 6885938.250000000000 0.0130778817 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A CHARTER COMM CCO SEC 4.8% 03-01-50 161175BT0 6300000.000000000000 PA USD 6595690.500000000000 0.0125266387 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSEC 2.976% 11-05-30 17308CC53 11852000.000000000000 PA USD 11767447.830000000000 0.0223489212 Long DBT CORP US N 2 2030-11-05 Variable 2.9760000000000000 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 MISSISSIPPI POWER SR UNSEC 4.25% 03-15-42 605417BZ6 15576000.000000000000 PA USD 15000108.550000000000 0.0284884410 Long DBT CORP US N 2 2042-03-15 Fixed 4.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSEC 2.5% 04-21-21 61746BEA0 14300000.000000000000 PA USD 14294351.500000000000 0.0271480562 Long DBT CORP US N 2 2021-04-21 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS SR UNSEC 4.4% 11-01-34 92343VCQ5 10000000.000000000000 PA USD 11745420.000000000000 0.0223070856 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N VERISIGN INC LMPL4N8ZOJRMF0KOF759 VERISIGN INC SR UNSEC 4.625% 05-01-23 92343EAF9 5800000.000000000000 PA USD 5778221.000000000000 0.0109740878 Long DBT CORP US N 2 2023-05-01 Fixed 4.62500000 N N N N N N MOLSON COORS BEVERAGE CO 54930073LBBH6ZCBE225 MOLSON COORS BREWING CO SR UNSEC 2.1% 07-15-21 60871RAF7 6190000.000000000000 PA USD 6053708.580000000000 0.0114972981 Long DBT CORP US N 2 2021-07-15 Fixed 2.10000000 N N N N N N MOLSON COORS BEVERAGE CO 54930073LBBH6ZCBE225 MOLSON COORS BREWING CO SR UNSEC 4.2% 07-15-46 60871RAH3 22166000.000000000000 PA USD 19944523.480000000000 0.0378789513 Long DBT CORP US N 2 2046-07-15 Fixed 4.20000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 COMCAST CORP SR UNSEC 2.65% 02-01-30 20030NDA6 71390000.000000000000 PA USD 73685973.790000000000 0.1399455551 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 COMCAST CORP SR UNSEC 3.45% 02-01-50 20030NCZ2 8600000.000000000000 PA USD 9481543.000000000000 0.0180074949 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS SR UNSEC 4.125% 08-15-46 92343VDC5 1425000.000000000000 PA USD 1657032.750000000000 0.0031470625 Long DBT CORP US N 2 2046-08-15 Fixed 4.12500000 N N N N N N VNESHECONOMBANK VIA VEB FINANCE PLC 635400KYY8E2NCZXJ191 VEB FINANCE LTD USD LPN 144A LIFE SR UNSEC 6.902% 07-09-20 91821XAB9 4600000.000000000000 PA USD 4609545.000000000000 0.0087545200 Long DBT CORP IE Y 2 2020-07-09 Fixed 6.90200000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 COMCAST CORP SR UNSEC 3.25% 11-01-39 20030NCY5 2120000.000000000000 PA USD 2248533.480000000000 0.0042704500 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 CHENIERE CORPUS CHRISTI 144A SR SEC 3.7% 11-15-29 16412XAH8 61823000.000000000000 PA USD 46498500.230000000000 0.0883106797 Long DBT CORP US Y 2 2029-11-15 Fixed 3.70000000 N N N N N N VIDEOTRON LTD 549300BBCGA0CYX8IL74 VIDEOTRON 144A LIFE SR UNSEC 5.375% 06-15-24 92660FAG9 3100000.000000000000 PA USD 3137727.000000000000 0.0059592202 Long DBT CORP CA Y 2 2024-06-15 Fixed 5.37500000 N N N N N N VNESHECONOMBANK VIA VEB FINANCE PLC 635400KYY8E2NCZXJ191 VEB FINANCE LTD USD LPN 144A LIFE SR UNSEC 6.8% 11-22-25 91821XAD5 500000.000000000000 PA USD 531350.000000000000 0.0010091482 Long DBT CORP IE Y 2 2025-11-22 Fixed 6.80000000 N N N N N N ARROYO MORTGAGE TRUST ARRW_18-1 N/A ARRW 18-1 A1 144A 3.763% 04-25-48 042856AA2 18858613.780000000000 PA USD 18482346.720000000000 0.0351019623 Long ABS-CBDO CORP US Y 2 2048-04-25 Variable 3.7630000000000000 N N N N N N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST BACM_15-UBS7 N/A BACM 15-UBS7 A4 3.705% 09-15-48/09-17-25 06054AAX7 750000.000000000000 PA USD 797267.250000000000 0.0015141824 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.70500000 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 VIRGINIA ELEC & PWR SR UNSEC 4.0% 01-15-43 927804FL3 1437000.000000000000 PA USD 1543273.340000000000 0.0029310089 Long DBT CORP US N 2 2043-01-15 Fixed 4.00000000 N N N N N N BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 VALEANT 144A LIFE SR SEC 1ST LIEN 7.0% 03-15-24 91911KAK8 5608000.000000000000 PA USD 5783278.040000000000 0.0109836922 Long DBT CORP CA Y 2 2024-03-15 Fixed 7.00000000 N N N N N N BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 VALEANT 144A LIFE SR SEC 1ST LIEN 6.5% 03-15-22 91911KAJ1 4255000.000000000000 PA USD 4313506.250000000000 0.0081922786 Long DBT CORP CA Y 2 2022-03-15 Fixed 6.50000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS SR UNSEC 5.25% 03-16-37 92343VDU5 1075000.000000000000 PA USD 1379187.380000000000 0.0026193743 Long DBT CORP US N 2 2037-03-16 Fixed 5.25000000 N N N N N N PROGRESSIVE CORP (THE) 529900TACNVLY9DCR586 PROGRESSIVE SR UNSEC 4.0% 03-01-29 743315AV5 3000000.000000000000 PA USD 3311394.000000000000 0.0062890513 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 PNC FINL SVCS SR UNSEC 3.5% 01-23-24 693475AV7 11700000.000000000000 PA USD 12158546.400000000000 0.0230917017 Long DBT CORP US N 2 2024-01-23 Fixed 3.50000000 N N N N N N BANK OF AMERICA COMMERCIAL MORTGAGE TRUST BACM 17-BNK3 N/A BACM 17-BNK3 A4 3.574% 02-15-50/01-15-27 06427DAS2 115000.000000000000 PA USD 124612.740000000000 0.0002366665 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 3.57400000 N N N N N N BANK BANK 17-BNK9 N/A BANK 17-BNK9 A4 3.538% 11-15-54/12-17-27 06540RAE4 135000.000000000000 PA USD 148309.650000000000 0.0002816720 Long ABS-CBDO CORP US N 2 2054-11-15 Fixed 3.53800000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 PRUDENTIAL FINANCIAL INC SR UNSEC 4.35% 02-25-50 74432QCE3 5000000.000000000000 PA USD 5159225.000000000000 0.0097984809 Long DBT CORP US N 2 2050-02-25 Fixed 4.35000000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 PFIZER INC SR UNSEC 2.80% 03-11-22 717081ER0 3707000.000000000000 PA USD 3787942.350000000000 0.0071941194 Long DBT CORP US N 2 2022-03-11 Fixed 2.80000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_18-B2 N/A BMARK 18-B2 A4 3.6147% 02-15-51/11-18-27 08161CAD3 3475000.000000000000 PA USD 3817850.450000000000 0.0072509214 Long ABS-CBDO CORP US N 2 2051-02-15 Fixed 3.61470000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK 18-B3 N/A BMARK 18-B3 A5 4.025% 04-10-51/02-11-28 08161BAY9 190000.000000000000 PA USD 214745.220000000000 0.0004078475 Long ABS-CBDO CORP US N 2 2051-04-10 Fixed 4.02500000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 PFIZER INC SR UNSEC 2.95% 03-15-24 717081ES8 9971000.000000000000 PA USD 10358114.100000000000 0.0196722925 Long DBT CORP US N 2 2024-03-15 Fixed 2.95000000 N N N N N N PRIME SECURITY SERVICES BORROWER LLC /PRIME FINANCE INC N/A PRIME SECURITY SERVICES 144A LIFE FIRST LIEN 5.75% 04-15-26 74166MAC0 2000000.000000000000 PA USD 1971244.000000000000 0.0037438175 Long DBT CORP US Y 2 2026-04-15 Fixed 5.75000000 N N N N N N BANK_18-BN12 N/A BANK 18-BN12 A3 3.99% 05-17-61/04-17-28 06541KAZ1 500000.000000000000 PA USD 567814.500000000000 0.0010784022 Long ABS-CBDO CORP US N 2 2061-05-15 Fixed 3.99000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK 18-B4 N/A BMARK 18-B4 A5 FRN 07-15-51/06-16-28 08161HAF7 90000.000000000000 PA USD 102436.560000000000 0.0001945491 Long ABS-CBDO CORP US N 2 2051-07-15 Fixed 4.12100000 N N N N N N BANK_18-BN13 N/A BANK 18-BN13 A5 FRN 08-15-61/07-17-28 06539LBB5 250000.000000000000 PA USD 287581.250000000000 0.0005461788 Long ABS-CBDO CORP US N 2 2061-08-15 Variable 4.2170000000000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_18-B7 N/A BMARK 18-B7 A3 4.241% 05-15-53/10-17-28 08162TBA0 1000000.000000000000 PA USD 1147449.000000000000 0.0021792531 Long ABS-CBDO CORP US N 2 2053-05-15 Fixed 4.24100000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 VISA INC SR UNSEC 2.15% 09-15-22 92826CAG7 4535000.000000000000 PA USD 4644552.000000000000 0.0088210059 Long DBT CORP US N 2 2022-09-15 Fixed 2.15000000 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 VIRGINIA ELEC & PWR SR UNSEC 3.8% 09-15-47 927804FY5 1832000.000000000000 PA USD 1966712.460000000000 0.0037352111 Long DBT CORP US N 2 2047-09-15 Fixed 3.80000000 N N N N N N BNK_18-B15 N/A BANK 18-B15 A3 4.138% 11-15-61/09-15-28 06036FBB6 500000.000000000000 PA USD 574631.000000000000 0.0010913482 Long ABS-CBDO CORP US N 2 2061-11-15 Fixed 4.13800000 N N N N N N BANK_18-BN15 N/A BANK 18-B15 A4 FRN 11-15-61/10-17-28 06036FBC4 500000.000000000000 PA USD 585916.000000000000 0.0011127808 Long ABS-CBDO CORP US N 2 2061-11-15 Variable 4.4070000000000000 N N N N N N BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 VALEANT 144A LIFE SEC 5.5% 11-01-25 91911KAN2 10000000.000000000000 PA USD 10165550.000000000000 0.0193065717 Long DBT CORP CA Y 2 2025-11-01 Fixed 5.50000000 N N N N N N BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 VALEANT 144A LIFE SR UNSEC 9.25% 04-01-26 91911XAV6 9160000.000000000000 PA USD 9612962.000000000000 0.0182570879 Long DBT CORP CA Y 2 2026-04-01 Fixed 9.25000000 N N N N N N PRIME SECURITY SERVICES BORROWER LLC /PRIME FINANCE INC N/A PRIME SECURITY SERVICES 144A LIFE 1ST LIEN 5.25% 04-15-24 74166MAB2 2500000.000000000000 PA USD 2485112.500000000000 0.0047197646 Long DBT CORP US Y 2 2024-04-15 Fixed 5.25000000 N N N N N N PHILIP MORRIS INTERNATIONAL HL3H1H2BGXWVG3BSWR90 PHILIP MORRIS INTL INC SR UNSEC 2.875% 05-01-24 718172CH0 11985000.000000000000 PA USD 12314455.670000000000 0.0233878070 Long DBT CORP US N 2 2024-05-01 Fixed 2.87500000 N N N N N N PHILIP MORRIS INTERNATIONAL HL3H1H2BGXWVG3BSWR90 PHILIP MORRIS INTL INC SR UNSEC 3.375% 08-15-29 718172CJ6 13550000.000000000000 PA USD 14321631.850000000000 0.0271998674 Long DBT CORP US N 2 2029-08-15 Fixed 3.37500000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 PUB SVC EL & GAS SEC 3.2% 05-15-29 74456QBY1 5000000.000000000000 PA USD 5313220.000000000000 0.0100909506 Long DBT CORP US N 2 2029-05-15 Fixed 3.20000000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 PARKER-HANNIFIN CORP SR UNSEC 2.7% 06-14-24 701094AM6 3770000.000000000000 PA USD 3762071.690000000000 0.0071449855 Long DBT CORP US N 2 2024-06-14 Fixed 2.70000000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 PARKER-HANNIFIN CORP SR UNSEC 3.25% 06-14-29 701094AN4 7835000.000000000000 PA USD 7952023.560000000000 0.0151026077 Long DBT CORP US N 2 2029-06-14 Fixed 3.25000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 VODAFONE GROUP PLC SR UNSEC 5.25% 05-30-48 92857WBM1 13985000.000000000000 PA USD 16943750.510000000000 0.0321798363 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 4.75% 11-13-28 928668AU6 2000000.000000000000 PA USD 2049750.000000000000 0.0038929173 Long DBT CORP US Y 2 2028-11-13 Fixed 4.75000000 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-1 N/A BHLD 19-1 A1 144A 3.613% 10-26-48/03-25-22 12061AAA6 2185875.260000000000 PA USD 2152903.520000000000 0.0040888281 Long ABS-CBDO CORP US Y 2 2048-10-26 Variable 3.6130000000000000 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-1 N/A BHLD 19-1 A3 144A 3.919% 10-26-48/03-25-22 12061AAC2 3256355.270000000000 PA USD 3221222.450000000000 0.0061177961 Long ABS-CBDO CORP US Y 2 2048-10-26 Variable 3.9190000000000000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 PARKER-HANNIFIN CORP SR UNSEC 4.0% 06-14-49 701094AP9 600000.000000000000 PA USD 633033.000000000000 0.0012022662 Long DBT CORP US N 2 2049-06-14 Fixed 4.00000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 PS COLORADO SEC 3.2% 03-01-50 744448CS8 1475000.000000000000 PA USD 1499681.180000000000 0.0028482180 Long DBT CORP US N 2 2050-03-01 Fixed 3.20000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 PUB SVC EL & GAS 3.2% 08-01-49 74456QCA2 2475000.000000000000 PA USD 2484249.080000000000 0.0047181247 Long DBT CORP US N 2 2049-08-01 Fixed 3.20000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 PRUDENTIAL FINANCIAL INC SR UNSEC 3.7% 03-13-51 74432QCF0 21150000.000000000000 PA USD 19908452.700000000000 0.0378104451 Long DBT CORP US N 2 2051-03-13 Fixed 3.70000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 4.25% 11-13-23 928668AR3 3000000.000000000000 PA USD 2969493.000000000000 0.0056397076 Long DBT CORP US Y 2 2023-11-13 Fixed 4.25000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 4.625% 11-13-25 928668AT9 3477000.000000000000 PA USD 3593907.170000000000 0.0068256048 Long DBT CORP US Y 2 2025-11-13 Fixed 4.62500000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 PAYPAL HOLDINGS INC SR UNSEC 2.4% 10-01-24 70450YAC7 43150000.000000000000 PA USD 43442902.200000000000 0.0825074400 Long DBT CORP US N 2 2024-10-01 Fixed 2.40000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 PAYPAL HOLDINGS INC SR UNSEC 2.65% 10-01-26 70450YAD5 12234000.000000000000 PA USD 12016809.800000000000 0.0228225133 Long DBT CORP US N 2 2026-10-01 Fixed 2.65000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_19-B10 N/A BMARK 19-B10 A3 3.455% 03-15-62/02-15-29 08162VAD0 500000.000000000000 PA USD 560368.500000000000 0.0010642606 Long ABS-CBDO CORP US N 2 2062-03-15 Fixed 3.45500000 N N N N N N BELLEMEADE RE LTD BMIR_19-3 N/A BMIR 19-3A M1B 144A FRN (L+160) 07-25-29 07877GAB5 5715000.000000000000 PA USD 4896663.440000000000 0.0092998199 Long ABS-CBDO CORP US Y 2 2029-07-25 Variable 2.5466300000000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 4.0% 11-12-21 928668AP7 8028000.000000000000 PA USD 7946291.020000000000 0.0150917203 Long DBT CORP US Y 2 2021-11-12 Fixed 4.00000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS SR UNSEC 3.875% 02-08-29 92343VES9 2071000.000000000000 PA USD 2323303.720000000000 0.0044124548 Long DBT CORP US N 2 2029-02-08 Fixed 3.87500000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_19-B13 N/A BMARK 19-B13 A4 2.952% 08-15-57/10-17-29 08162DAE8 730000.000000000000 PA USD 775086.260000000000 0.0014720560 Long ABS-CBDO CORP US N 2 2057-08-15 Fixed 2.95200000 N N N N N N BANK_20-BN26 N/A BANK 20-BN26 A4 2.403% 03-15-63/02-15-30 06540JBG6 924000.000000000000 PA USD 933472.850000000000 0.0017728663 Long ABS-CBDO CORP US N 2 2063-03-15 Fixed 1.95000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_20-B17 N/A BMARK 20-B17 A5 2.289% 03-15-53/02-15-30 08162MAX6 944000.000000000000 PA USD 948321.630000000000 0.0018010673 Long ABS-CBDO CORP US N 2 2053-03-15 Fixed 2.28900000 N N N N N N COMM MORTGAGE TRUST COMM_15-CR22 N/A COMM 15-CR22 B FRN 03-10-48/03-12-25 12592XBG0 5250000.000000000000 PA USD 5213113.500000000000 0.0099008268 Long ABS-MBS CORP US N 2 2048-03-10 Variable 3.9260000000000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 PAYPAL HOLDINGS INC SR UNSEC 2.85% 10-01-29 70450YAE3 12580000.000000000000 PA USD 12563922.760000000000 0.0238615988 Long DBT CORP US N 2 2029-10-01 Fixed 2.85000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 PUB SVC EL & GAS SEC 2.45% 01-15-30 74456QCB0 4550000.000000000000 PA USD 4538133.600000000000 0.0086188944 Long DBT CORP US N 2 2030-01-15 Fixed 2.45000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 PUB SVC EL & GAS SEC 3.15% 01-01-50 74456QCC8 16200000.000000000000 PA USD 16955292.600000000000 0.0322017572 Long DBT CORP US N 2 2050-01-01 Fixed 3.15000000 N N N N N N PARTNERS HEALTHCARE SYSTEM INC N/A PARTNERS HEALTHCARE SYSTEM INC 3.192% 07-01-49 70213HAE8 10400000.000000000000 PA USD 10458260.800000000000 0.0198624927 Long DBT CORP US N 2 2049-07-01 Fixed 3.19200000 N N N N N N PROGRESSIVE CORP (THE) 529900TACNVLY9DCR586 PROGRESSIVE SR UNSEC 3.2% 03-26-30 743315AW3 3650000.000000000000 PA USD 3973634.550000000000 0.0075467890 Long DBT CORP US N 2 2030-03-26 Fixed 3.20000000 N N N N N N PROGRESSIVE CORP (THE) 529900TACNVLY9DCR586 PROGRESSIVE SR UNSEC 3.95% 03-26-50 743315AX1 1250000.000000000000 PA USD 1449171.250000000000 0.0027522887 Long DBT CORP US N 2 2050-03-26 Fixed 3.95000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C4 54930025J96YEH8FQE77 CSAIL 15-C4 C FRN 11-15-48/11-18-25 12635RBD9 556000.000000000000 PA USD 486489.440000000000 0.0009239484 Long ABS-MBS CORP US N 2 2048-11-18 Variable 4.5797400000000000 N N N N N N COMM MORTGAGE TRUST COMM_14-LC15 N/A COMM 14-LC15 AM 4.198% 04-10-47/03-12-24 12591TAG1 850000.000000000000 PA USD 886937.600000000000 0.0016844858 Long ABS-CBDO CORP US N 2 2047-04-10 Fixed 4.19800000 N N N N N N COMM MORTGAGE TRUST COMM_14-CR19 N/A COMM 14-CR19 C FRN 08-10-47/08-10-24 12592GBJ1 600000.000000000000 PA USD 546307.200000000000 0.0010375552 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.7305200000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC37 N/A CGCMT 16-GC37 A4 3.314% 04-10-49/01-12-26 17290XAT7 200000.000000000000 PA USD 209125.200000000000 0.0003971739 Long ABS-MBS CORP US N 2 2049-04-10 Fixed 3.31400000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 PEPSICO INC SR UNSEC 2.75% 03-19-30 713448ES3 5210000.000000000000 PA USD 5574486.390000000000 0.0105871518 Long DBT CORP US N 2 2030-03-19 Fixed 2.75000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 PEPSICO INC SR UNSEC 3.625% 03-19-50 713448EU8 9720000.000000000000 PA USD 11567810.880000000000 0.0219697675 Long DBT CORP US N 2 2050-03-19 Fixed 3.62500000 N N N N N N VINCI SA 213800WFQ334R8UXUG83 VINCI SA 144A SR UNSEC 3.75% 04-10-29 927320AA9 7514000.000000000000 PA USD 8131372.780000000000 0.0154432305 Long DBT CORP FR Y 2 2029-04-10 Fixed 3.75000000 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 VIRGIN MEDIA 144A LIFE SR SEC 1ST LIEN 5.5% 05-15-29 92769XAP0 2500000.000000000000 PA USD 2513875.000000000000 0.0047743908 Long DBT CORP GB Y 2 2029-05-15 Fixed 5.50000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-C1 N/A CGCMT 16-C1 AS 3.514% 05-10-49/05-12-26 17290YAT5 600000.000000000000 PA USD 642224.400000000000 0.0012197226 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.51400000 N N N N N N CS FIRST BOSTON MORTGAGE SECURITIES CORP. CSFB_02-30 N/A CSFB 02-30 1A1 PT 7.5% 11-25-32 22541NTQ2 227093.290000000000 PA USD 238194.060000000000 0.0004523819 Long ABS-CBDO CORP US N 2 2032-11-25 Fixed 7.50000000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 VISTRA OPERATIONS COMPANY 144A LIFE 1ST LIEN 3.55% 07-15-24 92840VAD4 8000000.000000000000 PA USD 7544400.000000000000 0.0143284426 Long DBT CORP US Y 2 2024-07-15 Fixed 3.55000000 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 VIRGINIA ELEC & PWR SR UNSEC 2.875% 07-15-29 927804GB4 4944000.000000000000 PA USD 4932322.270000000000 0.0093675437 Long DBT CORP US N 2 2029-07-15 Fixed 2.87500000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C1 549300UFJ8EKD81Y8R30 CSAIL 15-C1 B FRN 04-15-50/02-18-25 126281BE3 700000.000000000000 PA USD 702335.900000000000 0.0013338873 Long ABS-MBS CORP US N 2 2050-04-15 Variable 4.0437000000000000 N N N N N N CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_02-34 N/A CSFB 02-34 1A1 PT 7.5% 12-25-32 2254W0BZ7 80120.410000000000 PA USD 83789.840000000000 0.0001591350 Long ABS-CBDO CORP US N 2 2032-12-25 Fixed 7.50000000 N N N N N N PROCTER & GAMBLE CO 2572IBTT8CCZW6AU4141 PROCTER & GAMBLE CO SR UNSEC 3.0% 03-25-30 742718FH7 7142000.000000000000 PA USD 7938261.580000000000 0.0150764707 Long DBT CORP US N 2 2030-03-25 Fixed 3.00000000 N N N N N N PROCTER & GAMBLE CO 2572IBTT8CCZW6AU4141 PROCTER & GAMBLE CO SR UNSEC 3.6% 03-25-50 742718FK0 3314000.000000000000 PA USD 4099845.510000000000 0.0077864908 Long DBT CORP US N 2 2050-03-25 Fixed 3.60000000 N N N N N N PROCTER & GAMBLE CO 2572IBTT8CCZW6AU4141 PROCTER & GAMBLE CO SR UNSEC 3.55% 03-25-40 742718FJ3 20000000.000000000000 PA USD 23377060.000000000000 0.0443980784 Long DBT CORP US N 2 2040-03-25 Fixed 3.55000000 N N N N N N PROCTER & GAMBLE CO 2572IBTT8CCZW6AU4141 PROCTER & GAMBLE CO SR UNSEC 2.8% 03-25-27 742718FG9 647000.000000000000 PA USD 706198.560000000000 0.0013412234 Long DBT CORP US N 2 2027-03-25 Fixed 2.80000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS & ELECTRIC SR UNSEC 6.05% 03-01-34 694308GE1 18823000.000000000000 PA USD 19115697.650000000000 0.0363048323 Long DBT CORP US N 2 2034-03-01 Fixed 6.05000000 Y N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS & ELECTRIC SR UNSEC 2.45% 08-15-22 694308HB6 803000.000000000000 PA USD 793714.110000000000 0.0015074343 Long DBT CORP US N 2 2022-08-15 Fixed 2.45000000 Y N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 PIEDMONT OPERATING SR UNSEC 3.4% 06-01-23 720198AC4 2800000.000000000000 PA USD 2811986.800000000000 0.0053405694 Long DBT CORP US N 2 2023-06-01 Fixed 3.40000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 PS COLORADO SR SEC 1ST LIEN 2.5% 03-15-23 744448CH2 1430000.000000000000 PA USD 1459831.230000000000 0.0027725343 Long DBT CORP US N 2 2023-03-15 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS SR UNSEC 4.016% 12-03-29 92343VEU4 11077000.000000000000 PA USD 12563145.710000000000 0.0238601230 Long DBT CORP US N 2 2029-12-03 Fixed 4.01600000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 VODAFONE GROUP PLC SR UNSEC 4.25% 09-17-50 92857WBU3 20375000.000000000000 PA USD 21018198.000000000000 0.0399180907 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25000000 N N N N N N CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-21 N/A CSFB 03-21 5A1 PT 6.5% 07-25-33 22541QQA3 1120131.160000000000 PA USD 1162575.170000000000 0.0022079810 Long ABS-CBDO CORP US N 2 2033-07-25 Fixed 6.50000000 N N N N N N CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-29 N/A CSFB 03-29 5A1 PT 7.0% 12-25-33 22541Q4B5 477390.550000000000 PA USD 496349.640000000000 0.0009426750 Long ABS-CBDO CORP US N 2 2033-12-25 Fixed 7.00000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 2.7% 09-26-22 928668AZ5 11831000.000000000000 PA USD 11454679.550000000000 0.0217549067 Long DBT CORP US Y 2 2022-09-26 Fixed 2.70000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 2.85% 09-26-24 928668BA9 22214000.000000000000 PA USD 20980612.080000000000 0.0398467070 Long DBT CORP US Y 2 2024-09-26 Fixed 2.85000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 QUINTILES IMS HEALTH 144A LIFE SR UNSEC 5.0% 10-15-26 449934AD0 5750000.000000000000 PA USD 5905066.000000000000 0.0112149938 Long DBT CORP US Y 2 2026-10-15 Fixed 5.00000000 N N N N N N QEP RESOURCES INC Q6JQDZPXKEDQKVK58165 QEP RESOURCES SR UNSEC 5.625% 03-01-26 74733VAD2 1625000.000000000000 PA USD 605434.380000000000 0.0011498505 Long DBT CORP US N 2 2026-03-01 Fixed 5.62500000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-P6 N/A CGCMT 16-P6 A4 3.458% 12-10-49/11-13-26 17291EAV3 250000.000000000000 PA USD 266581.750000000000 0.0005062962 Long ABS-MBS CORP US N 2 2049-12-10 Fixed 3.45800000 N N N N N N COMM MORTGAGE TRUST COMM_16-COR1 N/A COMM 16-COR1 A4 3.091% 10-10-49/08-10-26 12594MBC1 4000000.000000000000 PA USD 4140488.000000000000 0.0078636796 Long ABS-CBDO CORP US N 2 2049-10-10 Fixed 3.09100000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_17-B1 N/A CGCMT 17-B1 A3 3.197% 08-15-50/07-16-27 17326CAY0 6250000.000000000000 PA USD 6506975.000000000000 0.0123581488 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.19700000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_17-C4 N/A CGCMT 17-C4 A4 3.471% 10-12-50/09-14-27 17326FAD9 2930000.000000000000 PA USD 3107666.410000000000 0.0059021287 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.47100000 N N N N N N QUEBECOR MEDIA INC 5493006O1E1TBNKPQW25 QUEBECOR MEDIA INC SR UNSEC 5.75% 01-15-23 74819RAP1 3600000.000000000000 PA USD 3676122.000000000000 0.0069817485 Long DBT CORP CA N 2 2023-01-15 Fixed 5.75000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 REYNOLDS AMERICAN INC SR UNSEC 5.85% 08-15-45 761713BB1 10195000.000000000000 PA USD 11014790.150000000000 0.0209194619 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N CD COMMERCIAL MORTGAGE TRUST CD_17-CD6 N/A CD 17-CD6 A5 3.456% 11-13-50/10-18-27 125039AF4 3531000.000000000000 PA USD 3831159.720000000000 0.0072761985 Long ABS-MBS CORP US N 2 2050-11-13 Fixed 3.45600000 N N N N N N COMM MORTGAGE TRUST COMM_12-CR3 N/A COMM 12-CR3 C 144A FRN 10-15-45/22 12624PAQ8 500000.000000000000 PA USD 474267.000000000000 0.0009007353 Long ABS-CBDO CORP US Y 2 2045-10-15 Variable 4.5840000000000000 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 VIRGINIA ELEC & PWR SR UNSEC 3.3% 12-01-49 927804GC2 3250000.000000000000 PA USD 3295932.250000000000 0.0062596861 Long DBT CORP US N 2 2049-12-01 Fixed 3.30000000 N N N N N N VICI PROPERTIES LP N/A VICI PROPERTIES LP 144A LIFE 4.625% 12-01-29 92564RAB1 715000.000000000000 PA USD 654618.250000000000 0.0012432612 Long DBT CORP US Y 2 2029-12-01 Fixed 4.62500000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 REYNOLDS AMERICAN INC SR UNSEC 4.45% 06-12-25 761713BG0 10635000.000000000000 PA USD 10849263.350000000000 0.0206050908 Long DBT CORP US N 2 2025-06-12 Fixed 4.45000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 REYNOLDS AMERICAN INC SR UNSEC 3.25% 06-12-20 761713BE5 3000000.000000000000 PA USD 2991108.000000000000 0.0056807591 Long DBT CORP US N 2 2020-06-12 Fixed 3.25000000 N N N N N N VICI PROPERTIES LP N/A VICI PROPERTIES LP 144A LIFE 4.25% 12-01-26 92564RAA3 3700000.000000000000 PA USD 3415118.500000000000 0.0064860465 Long DBT CORP US Y 2 2026-12-01 Fixed 4.25000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_16-2 N/A TPMT 16-2 A1A 144 FRN 08-25-55/12-26-24 89172PAJ8 922369.460000000000 PA USD 910544.680000000000 0.0017293207 Long ABS-CBDO CORP US Y 2 2055-08-25 Variable 2.7500000000000000 N N N N N N COMM MORTGAGE TRUST COMM_12-CR3 N/A COMM 12-CR3 B 144A 3.922% 10-15-45/10-17-22 12624PAL9 1015000.000000000000 PA USD 1009882.370000000000 0.0019179844 Long ABS-CBDO CORP US Y 2 2045-10-15 Fixed 3.92200000 N N N N N N COMM MORTGAGE TRUST COMM_13-LC13 N/A COMM 13-LC13 B 144A FRN 08-10-46/09-10-23 12626GAP8 830000.000000000000 PA USD 863576.820000000000 0.0016401186 Long ABS-CBDO CORP US Y 2 2046-08-10 Variable 5.0090000000000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 RABOBANK NEDERLAND LT2 4.375% 08-04-25 21684AAC0 5945000.000000000000 PA USD 6101591.300000000000 0.0115882377 Long DBT CORP NL N 2 2025-08-04 Fixed 4.37500000 N N N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) DG3RU1DBUFHT4ZF9WN62 RABOBANK NEDERLAND SR UNSEC 2.5% 01-19-21 21688AAF9 8500000.000000000000 PA USD 8508270.500000000000 0.0161590405 Long DBT CORP US N 2 2021-01-19 Fixed 2.50000000 N N N N N N TBW MORTGAGE BACKED PASS THROUGH CERTIFICATES TBW_07-2 N/A TBW 07-2 A4B AGCP FRN (L+42) 07-25-37 872227AH6 9280110.620000000000 PA USD 6526098.590000000000 0.0123944686 Long ABS-CBDO CORP US N 2 2037-07-25 Variable 1.3666300000000000 N N N N N N UNIFORM MBS B1V7KEBTPIMZEU4LTD58 FNCL 3.0 UMBS TBA 04-01-50 01F030645 1117862691.000000000000 PA USD 1172314900.540000000000 2.2264788141 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3.00000000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 ROPER TECHNOLOGIES INC SR UNSEC 2.8% 12-15-21 776743AC0 860000.000000000000 PA USD 861458.560000000000 0.0016360956 Long DBT CORP US N 2 2021-12-15 Fixed 2.80000000 N N N N N N ROCKWELL COLLINS INC XO75O7GICH1NPWLBRL05 ROCKWELL COLLINS SR UNSEC 2.8% 03-15-22 774341AH4 9010000.000000000000 PA USD 9109713.670000000000 0.0173013108 Long DBT CORP US N 2 2022-03-15 Fixed 2.80000000 N N N N N N ROCKWELL COLLINS INC XO75O7GICH1NPWLBRL05 ROCKWELL COLLINS SR UNSEC 3.2% 03-15-24 774341AJ0 10105000.000000000000 PA USD 10443840.860000000000 0.0198351061 Long DBT CORP US N 2 2024-03-15 Fixed 3.20000000 N N N N N N RECKITT BENCKISER TREASURY SERVICES PLC 213800LAXWIUOOBZ3908 RECKITT BENCKISER 144A LIFE SR UNSEC 2.75% 06-26-24 75625QAD1 4305000.000000000000 PA USD 4274628.230000000000 0.0081184409 Long DBT CORP GB Y 2 2024-06-26 Fixed 2.75000000 N N N N N N COMM MORTGAGE TRUST COMM_13-CR7 549300FVY7JUBJ0PIH53 COMM 13-CR7 C 144A FRN 03-10-46/10-10-23 12625FAY2 2743000.000000000000 PA USD 2534693.840000000000 0.0048139302 Long ABS-CBDO CORP US Y 2 2046-03-10 Variable 4.0796100000000000 N N N N N N COMM MORTGAGE TRUST COMM_13-CR6 N/A COMM 13-CR6 B 144A 3.397% 03-10-46/02-10-23 12624XAP3 1000000.000000000000 PA USD 992584.000000000000 0.0018851311 Long ABS-CBDO CORP US Y 2 2046-03-10 Fixed 3.39700000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 BJ5015 12-01-47 3140H6SD2 9098320.500000000000 PA USD 9919407.530000000000 0.0188390941 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BJ4901 03-01-48 3140H6NT2 2104931.940000000000 PA USD 2261532.560000000000 0.0042951380 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 BK9743 08-01-48 3140HPZH3 1720430.140000000000 PA USD 1874432.720000000000 0.0035599520 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.0 AE1290 02-01-42 31419BNG6 430731.420000000000 PA USD 486851.850000000000 0.0009246367 Long ABS-MBS USGA US N 2 2042-02-01 Fixed 5.00000000 N N N N N N COMM MORTGAGE TRUST COMM_12-CR5 N/A COMM 12-CR5 D 144A FRN% 12-10-45/22 12623SAS9 2000000.000000000000 PA USD 1813912.000000000000 0.0034450101 Long ABS-CBDO CORP US Y 2 2045-12-12 Variable 4.3181100000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_19-GC41 N/A CGCMT 19-GC41 A4 2.62% 08-10-56/07-12-29 17328FAV7 200000.000000000000 PA USD 207246.200000000000 0.0003936052 Long ABS-MBS CORP US N 2 2056-08-10 Fixed 2.62000000 N N N N N N UNIFORM MBS B1V7KEBTPIMZEU4LTD58 FNCL 4.5 UMBS TBA 04-01-50 01F042640 135436411.000000000000 PA USD 145784565.420000000000 0.2768763292 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 4.50000000 N N N N N N UNIFORM MBS B1V7KEBTPIMZEU4LTD58 FNCI 2.5 UMBS TBA 04-01-35 01F022444 27500000.000000000000 PA USD 28536612.500000000000 0.0541971813 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 2.50000000 N N N N N N UNIFORM MBS B1V7KEBTPIMZEU4LTD58 FNCI 2.0 UMBS TBA 04-01-35 01F020448 689277590.000000000000 PA USD 707936334.360000000000 1.3445237704 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 2.00000000 N N N N N N UNIFORM MBS B1V7KEBTPIMZEU4LTD58 UMBS 15YR TBA(REG B) 2.0 UMBS TBA 05-01-35 01F020455 403735372.000000000000 PA USD 414364916.870000000000 0.7869683378 Long ABS-MBS USGA US N 2 2035-05-01 Fixed 2.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 BK7665 10-01-48 3140HMQT4 26597419.540000000000 PA USD 29272082.650000000000 0.0555939977 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BH2848 05-01-47 3140GREW0 581560.470000000000 PA USD 621949.840000000000 0.0011812169 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 CA2850 12-01-48 3140QAEY2 10061986.950000000000 PA USD 11050979.650000000000 0.0209881936 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BE8742 05-01-47 3140FUWC8 1011319.840000000000 PA USD 1088225.660000000000 0.0020667752 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 FM1443 09-01-49 3140X4S98 25607897.480000000000 PA USD 27507465.710000000000 0.0522426096 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 FM1062 06-01-49 3140X4FC5 30764047.690000000000 PA USD 33093132.210000000000 0.0628509948 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 3.50000000 N N N N N N CASCADE FUNDING MORTGAGE TRUST CFMT_19-HB1 N/A CFMT 19-HB1 M1 144A FRN 12-25-29/08-25-22 12529BAB8 3590000.000000000000 PA USD 3544058.770000000000 0.0067309319 Long ABS-CBDO CORP US Y 2 2029-12-25 Variable 2.5721000000000000 N N N N N N CASCADE FUNDING MORTGAGE TRUST CFMT_19-HB1 N/A CFMT 19-HB1 M2 144A FRN 12-25-29/11-25-22 12529BAC6 874000.000000000000 PA USD 864042.520000000000 0.0016410031 Long ABS-CBDO CORP US Y 2 2029-12-25 Variable 2.8628000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.0 931768 08-01-39 31412QFH7 93492.140000000000 PA USD 105801.130000000000 0.0002009392 Long ABS-MBS USGA US N 2 2039-08-01 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS AT0300 03-01-43 3138WMKN0 256143.040000000000 PA USD 274035.660000000000 0.0005204528 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 3.50000000 N N N N N N CASCADE FUNDING MORTGAGE TRUST CFMT_19-HB1 N/A CFMT 19-HB1 A 144A FRN 12-25-29/02-25-22 12529BAA0 6849837.880000000000 PA USD 6813704.990000000000 0.0129406952 Long ABS-CBDO CORP US Y 2 2029-12-25 Variable 2.3861000000000000 N N N N N N CASCADE FUNDING MORTGAGE TRUST CFMT_19-HB1 N/A CFMT 19-HB1 M3 144A FRN 12-25-29/03-27-23 12529BAD4 448000.000000000000 PA USD 440266.180000000000 0.0008361604 Long ABS-CBDO CORP US Y 2 2029-12-25 Variable 3.2568000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.5 BK0951 08-01-48 3140HEBV3 19863647.480000000000 PA USD 21856050.780000000000 0.0415093538 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BH2847 05-01-47 3140GREV2 508387.890000000000 PA USD 546049.260000000000 0.0010370653 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 3.50000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_20-GC46 N/A CGCMT 20-GC46 A5 2.717% 02-15-53/30 17328RAZ2 2700000.000000000000 PA USD 2801231.100000000000 0.0053201420 Long ABS-MBS CORP US N 2 2053-02-18 Fixed 2.71700000 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-RPL1 N/A CSMC 19-RPL1 A1A 144A FRN 07-25-58 12596MAB2 1851865.730000000000 PA USD 1903855.010000000000 0.0036158312 Long ABS-CBDO CORP US Y 2 2058-07-25 Variable 3.6500000000000000 N N N N N N COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_05-C N/A CWHEL 05-C 2A FRN FSA (L+18) 07-15-35 126685AD8 1661727.730000000000 PA USD 1540468.130000000000 0.0029256812 Long ABS-O CORP US N 2 2035-07-15 Variable 0.8846300000000000 N N N N N N RISKLESS ISSUER N/A OIS PAYFIX USD 2.471% 03-27-18/03-27-28 LCH N/A 1.000000000000 NC USD -31760349.180000000000 -0.0603197524 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-03-27 0.000000000000 USD 0.000000000000 USD 190100000.000000000000 USD -31760349.180000000000 N N N WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C11 N/A WFRBS 13-C11 B FRN 03-15-45 92937EAG9 1000000.000000000000 PA USD 1000088.000000000000 0.0018993828 Long ABS-CBDO CORP US N 2 2045-03-15 Variable 3.7140000000000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C22 N/A WFRBS 14-C22 A4 3.488% 09-15-57/08-16-24 92890KAZ8 2038000.000000000000 PA USD 2126418.630000000000 0.0040385276 Long ABS-CBDO CORP US N 2 2057-09-15 Fixed 3.48800000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.0 AD3566 10-01-35 31418Q6C2 117284.480000000000 PA USD 127205.690000000000 0.0002415910 Long ABS-MBS USGA US N 2 2035-10-01 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BH2846 05-01-47 3140GREU4 445773.660000000000 PA USD 479670.290000000000 0.0009109973 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 3.50000000 N N N N N N RISKLESS ISSUER N/A OIS PAYFIX USD 2.4575% 03-29-18/03-29-28 LCH N/A 1.000000000000 NC USD -37285135.250000000000 -0.0708125126 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-03-29 0.000000000000 USD 0.000000000000 USD 224497000.000000000000 USD -37285135.250000000000 N N N RISKLESS ISSUER N/A OIS PAYFIX USD 2.424% 03-30-18/03-30-28 LCH N/A 1.000000000000 NC USD -31047480.310000000000 -0.0589658607 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-03-30 0.000000000000 USD 0.000000000000 USD 189960000.000000000000 USD -31047480.310000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 2.5815% 05-25-18/05-25-23 LCH N/A 1.000000000000 NC USD 35809435.800000000000 0.0680098411 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2023-05-25 0.000000000000 USD 0.000000000000 USD 459000000.000000000000 USD 35809435.800000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 2.5775% 07-16-21/07-16-22 LCH N/A 1.000000000000 NC USD 25026565.600000000000 0.0475308452 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-07-16 0.000000000000 USD 0.000000000000 USD 1001820000.000000000000 USD 25026565.600000000000 N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C34 N/A WFCM 16-C34 A4 3.096% 06-15-49/04-15-26 95000DBD2 6190000.000000000000 PA USD 6501022.740000000000 0.0123468442 Long ABS-CBDO CORP US N 2 2049-06-15 Fixed 3.09600000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCMT_16-BNK1 N/A WFCM 16 BNK1-B 2.967% 08-15-49/08-17-26 95000GBD5 865000.000000000000 PA USD 799238.380000000000 0.0015179260 Long ABS-CBDO CORP US N 2 2049-08-15 Fixed 2.96700000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q56591 06-01-48 3132Y0KD1 2715309.500000000000 PA USD 2894957.090000000000 0.0054981478 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.0 695412 06-01-33 31400RR94 9427.110000000000 PA USD 10665.780000000000 0.0000202566 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.00000000 N N N N N N RISKLESS ISSUER N/A OIS PAYFIX USD 2.4435% 12-20-18/12-20-23 LCH N/A 1.000000000000 NC USD -5334027.430000000000 -0.0101304684 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2023-12-20 0.000000000000 USD 0.000000000000 USD 62075545.000000000000 USD -5334027.430000000000 N N N RISKLESS ISSUER N/A OIS PAYFIX USD 2.45375% 12-20-18/12-20-23 LCH N/A 1.000000000000 NC USD -47995922.390000000000 -0.0911546073 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2023-12-20 0.000000000000 USD 0.000000000000 USD 556063137.000000000000 USD -47995922.390000000000 N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_14-LC18 N/A WFCM 14-LC18 A5 3.405% 12-15-47/12-17-24 94989AAU9 290058.000000000000 PA USD 302529.620000000000 0.0005745690 Long ABS-CBDO CORP US N 2 2047-12-15 Fixed 3.40500000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C13 N/A WFRBS 13-C13 B 3.553% 05-15-45/05-17-23 92937UAG3 500000.000000000000 PA USD 499355.000000000000 0.0009483828 Long ABS-CBDO CORP US N 2 2045-05-15 Fixed 3.55300000 N N N N N N RISKLESS ISSUER N/A OIS PAYFIX USD 2.4325% 12-21-18/12-21-23 LCH N/A 1.000000000000 NC USD -11808908.400000000000 -0.0224276637 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2023-12-21 0.000000000000 USD 0.000000000000 USD 138000000.000000000000 USD -11808908.400000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 2.326% 01-02-19/01-02-22 LCH N/A 1.000000000000 NC USD 58037120.000000000000 0.1102250070 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-01-02 0.000000000000 USD 0.000000000000 USD 1450000000.000000000000 USD 58037120.000000000000 N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q54700 03-01-48 3132XXGJ2 2537000.280000000000 PA USD 2726466.000000000000 0.0051781469 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q19133 06-01-43 3132JASX4 1835786.890000000000 PA USD 1975574.720000000000 0.0037520424 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 BK5232 05-01-48 3140HJY62 3993674.480000000000 PA USD 4351994.940000000000 0.0082653769 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.0 Q56175 05-01-48 3132XY2H9 4482467.330000000000 PA USD 4886149.370000000000 0.0092798514 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.00000000 N N N N N N RISKLESS ISSUER N/A OIS RECFIX USD 2.21875% 03-14-19/03-14-24 LCH N/A 1.000000000000 NC USD 28574549.500000000000 0.0542692318 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2024-03-14 0.000000000000 USD 0.000000000000 USD 349000000.000000000000 USD 28574549.500000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 2.1125% 03-28-19/03-28-21 LCH N/A 1.000000000000 NC USD 7865762.000000000000 0.0149387783 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-03-28 0.000000000000 USD 0.000000000000 USD 382000000.000000000000 USD 7865762.000000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 AT7161 06-01-43 3138WU5X7 3209496.150000000000 PA USD 3452968.530000000000 0.0065579319 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q55056 03-01-48 3132XXTN9 6571469.290000000000 PA USD 7012349.160000000000 0.0133179633 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.5 RA1463 10-01-49 3133KGTU2 20773770.380000000000 PA USD 22391091.500000000000 0.0425255116 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q54781 03-01-48 3132XXJ34 2976137.180000000000 PA USD 3198139.160000000000 0.0060739560 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C14 549300GADFYEKC4OLM57 WFRBS 13-C14 B FRN 06-15-46/05-15-23 92890PAH7 2500000.000000000000 PA USD 2499152.500000000000 0.0047464296 Long ABS-CBDO CORP US N 2 2046-06-15 Variable 3.8410000000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C34 N/A WFCM 16-C34 AS 3.484% 06-15-49/04-17-26 95000DBF7 380000.000000000000 PA USD 386786.420000000000 0.0007345908 Long ABS-CBDO CORP US N 2 2049-06-15 Fixed 3.48400000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q54699 03-01-48 3132XXGH6 1257763.220000000000 PA USD 1353624.900000000000 0.0025708256 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q54831 03-01-48 3132XXLM9 982937.120000000000 PA USD 1057856.590000000000 0.0020090978 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N RISKLESS ISSUER N/A OIS RECFIX USD 2.197% 04-18-19/04-18-22 LCH N/A 1.000000000000 NC USD 16159662.480000000000 0.0306906840 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-04-18 0.000000000000 USD 0.000000000000 USD 369200000.000000000000 USD 16159662.480000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 2.19875% 05-07-19/05-07-21 LCH N/A 1.000000000000 NC USD 8728184.120000000000 0.0165767039 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-05-07 0.000000000000 USD 0.000000000000 USD 367600000.000000000000 USD 8728184.120000000000 N N N RISKLESS ISSUER N/A OIS PAYFIX USD 1.485% 10-23-19/10-23-29 LCH N/A 1.000000000000 NC USD -7249872.140000000000 -0.0137690707 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2029-10-23 0.000000000000 USD 0.000000000000 USD 73400000.000000000000 USD -7249872.140000000000 N N N RISKLESS ISSUER N/A OIS PAYFIX USD 1.453% 10-24-19/10-24-29 LCH N/A 1.000000000000 NC USD -8147184.660000000000 -0.0154732607 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2029-10-24 0.000000000000 USD 0.000000000000 USD 85100000.000000000000 USD -8147184.660000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 4.0 BK6840 06-01-48 3140HLS64 6037910.110000000000 PA USD 6579764.240000000000 0.0124963913 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.0 AC0794 10-01-39 31417J3C2 570617.140000000000 PA USD 645750.300000000000 0.0012264191 Long ABS-MBS USGA US N 2 2039-10-01 Fixed 5.00000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_14-LC16 549300PX4QZK7CUM8D08 WFCM 14-LC16 A5 3.817% 08-15-50/05-17-24 94988XAU0 2302000.000000000000 PA USD 2426641.790000000000 0.0046087161 Long ABS-CBDO CORP US N 2 2050-08-15 Fixed 3.81700000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-LC22 N/A WFCM 15-LC22 C FRN 09-15-58 94989TBF0 1000000.000000000000 PA USD 877035.000000000000 0.0016656786 Long ABS-CBDO CORP US N 2 2058-09-15 Variable 4.5343500000000000 N N N N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.355% 10-24-19/10-24-21 LCH N/A 1.000000000000 NC USD 2606956.600000000000 0.0049511728 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-10-24 0.000000000000 USD 0.000000000000 USD 128500000.000000000000 USD 2606956.600000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.305% 10-25-19/10-25-21 LCH N/A 1.000000000000 NC USD 6703505.140000000000 0.0127314019 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-10-25 0.000000000000 USD 0.000000000000 USD 343900000.000000000000 USD 6703505.140000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.3065% 10-25-19/10-25-21 LCH N/A 1.000000000000 NC USD 6157455.750000000000 0.0116943364 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-10-25 0.000000000000 USD 0.000000000000 USD 315500000.000000000000 USD 6157455.750000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.39% 10-31-19/10-31-21 LCH N/A 1.000000000000 NC USD 14707269.120000000000 0.0279322758 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-10-31 0.000000000000 USD 0.000000000000 USD 700800000.000000000000 USD 14707269.120000000000 N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-NXS5 549300SGFUCMB43V8P22 WFCM 16-NXS5 AS 3.988% 01-15-59/01-16-26 95000CBD4 600000.000000000000 PA USD 626905.200000000000 0.0011906282 Long ABS-CBDO CORP US N 2 2059-01-15 Fixed 3.98800000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C33 549300JPCJUA5JJLRW54 WFCM 16-C33 A4 3.426% 03-15-59/02-18-26 95000LAZ6 1320000.000000000000 PA USD 1388108.040000000000 0.0026363165 Long ABS-CBDO CORP US N 2 2059-03-15 Fixed 3.42600000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 AX8521 12-01-44 3138YAPF6 607898.680000000000 PA USD 652605.980000000000 0.0012394395 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FNCL UMBS 3.5 QA2748 09-01-49 31339SBR5 2794348.120000000000 PA USD 3001627.270000000000 0.0057007375 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3.50000000 N N N N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.3615% 11-01-19/11-01-21 LCH N/A 1.000000000000 NC USD 58438117.820000000000 0.1109865883 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-11-01 0.000000000000 USD 0.000000000000 USD 2832100000.000000000000 USD 58438117.820000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.281% 11-04-19/11-04-21 LCH N/A 1.000000000000 NC USD 55116325.220000000000 0.1046777878 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-11-04 0.000000000000 USD 0.000000000000 USD 2835800000.000000000000 USD 55116325.220000000000 N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C46 N/A WFCM 18-C46 A3 3.888% 08-15-51 95001QAT8 6500000.000000000000 PA USD 7031654.500000000000 0.0133546283 Long ABS-CBDO CORP US N 2 2051-08-15 Fixed 3.88800000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C28 549300S7ENI2U7O0XH56 WFCM 15-C28 C FRN 05-15-48/05-16-25 94989JBF2 585000.000000000000 PA USD 506665.580000000000 0.0009622672 Long ABS-CBDO CORP US N 2 2048-05-15 Variable 4.1103900000000000 N N N N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.4025% 11-07-19/11-07-21 LCH N/A 1.000000000000 NC USD 7562224.800000000000 0.0143622957 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-11-07 0.000000000000 USD 0.000000000000 USD 351000000.000000000000 USD 7562224.800000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.419% 11-26-19/11-26-29 LCH N/A 1.000000000000 NC USD 28837347.000000000000 0.0547683409 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2029-11-26 0.000000000000 USD 0.000000000000 USD 310000000.000000000000 USD 28837347.000000000000 N N N RISKLESS ISSUER N/A OIS PAYFIX USD 1.335% 11-26-19/11-26-21 LCH N/A 1.000000000000 NC USD -30805952.100000000000 -0.0585071466 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-11-26 0.000000000000 USD 0.000000000000 USD 1463000000.000000000000 USD -30805952.100000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.454% 12-10-19/12-10-20 LCH N/A 1.000000000000 NC USD 8163890.280000000000 0.0155049882 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2020-12-10 0.000000000000 USD 0.000000000000 USD 834600000.000000000000 USD 8163890.280000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.4555% 12-10-19/12-10-20 LCH N/A 1.000000000000 NC USD 6907488.420000000000 0.0131188102 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2020-12-10 0.000000000000 USD 0.000000000000 USD 705400000.000000000000 USD 6907488.420000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.487% 12-16-19/12-16-20 LCH N/A 1.000000000000 NC USD 7789810.890000000000 0.0147945308 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2020-12-16 0.000000000000 USD 0.000000000000 USD 759900000.000000000000 USD 7789810.890000000000 N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO 15C SF 5.25% 12-01-39 167505QR0 1035000.000000000000 PA USD 1047730.500000000000 0.0019898662 Long DBT MUN US N 2 2039-12-01 Fixed 5.25000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO 11A SF 5.0% 12-01-41 167505PA8 575000.000000000000 PA USD 566927.000000000000 0.0010767166 Long DBT MUN US N 2 2041-12-01 Fixed 5.00000000 N N N N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.491% 12-16-19/12-16-20 LCH N/A 1.000000000000 NC USD 7916628.000000000000 0.0150353838 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2020-12-16 0.000000000000 USD 0.000000000000 USD 770100000.000000000000 USD 7916628.000000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.4995% 12-20-19/12-20-20 LCH N/A 1.000000000000 NC USD 16232524.000000000000 0.0308290637 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2020-12-20 0.000000000000 USD 0.000000000000 USD 1540000000.000000000000 USD 16232524.000000000000 N N N CONNECTICUT ST HSG FIN AUTH 5493003DXX0NRJKSH186 CT ST SFM PAC (75-500) HSG FIN AUTH 15C-1 SF 3.5% 11-15-45 20775CAU8 2805000.000000000000 PA USD 2900173.650000000000 0.0055080552 Long DBT MUN US N 2 2045-11-15 Fixed 3.50000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO 12A SF 5.0% 12-01-42 167505PL4 1630000.000000000000 PA USD 1625403.400000000000 0.0030869916 Long DBT MUN US N 2 2042-12-01 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q28558 09-01-44 3132M9E75 9947970.030000000000 PA USD 10699509.320000000000 0.0203206756 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.0 Q55971 05-01-48 3132XYT56 3763148.280000000000 PA USD 4102313.310000000000 0.0077911777 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.00000000 N N N N N N CALIFORNIA (STATE OF) N/A CA ST GO VETERANS SFM PAC (75-500) AMT 15CM SF 2.45% 12-01-31 13063CXS4 670000.000000000000 PA USD 676123.800000000000 0.0012841049 Long DBT MUN US N 2 2031-12-01 Fixed 2.45000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO 11A SF 5.5% 12-01-39 167505PC4 355000.000000000000 PA USD 357435.300000000000 0.0006788467 Long DBT MUN US N 2 2039-12-01 Fixed 5.50000000 N N N N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.402% 01-14-20/01-14-22 LCH N/A 1.000000000000 NC USD 11305898.830000000000 0.0214723401 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-01-14 0.000000000000 USD 0.000000000000 USD 472390000.000000000000 USD 11305898.830000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.403% 01-14-20/01-14-22 LCH N/A 1.000000000000 NC USD 10697024.080000000000 0.0203159556 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-01-14 0.000000000000 USD 0.000000000000 USD 446610000.000000000000 USD 10697024.080000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.426% 02-11-20/02-11-21 LCH N/A 1.000000000000 NC USD 9564640.000000000000 0.0181653140 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-02-11 0.000000000000 USD 0.000000000000 USD 800000000.000000000000 USD 9564640.000000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.424% 02-11-20/02-11-21 LCH N/A 1.000000000000 NC USD 9550560.000000000000 0.0181385731 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2021-02-11 0.000000000000 USD 0.000000000000 USD 800000000.000000000000 USD 9550560.000000000000 N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE CAB NATL 98B1 0.0% 12-01-31 167501UM5 425000.000000000000 PA USD 273891.250000000000 0.0005201786 Long DBT MUN US N 2 2031-12-01 Fixed 0.00000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO (144A/QIB) 17A SF 7.0% 12-01-46 167505RM0 7760000.000000000000 PA USD 8705866.400000000000 0.0165343178 Long DBT MUN US Y 2 2046-12-01 Fixed 7.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 AR1512 01-01-43 3138NXVE4 1522249.410000000000 PA USD 1638214.370000000000 0.0031113224 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q54709 03-01-48 3132XXGT0 3628647.130000000000 PA USD 3883624.910000000000 0.0073758412 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q56590 06-01-48 3132Y0KC3 1882636.670000000000 PA USD 2006098.100000000000 0.0038100129 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 5.0 AE1248 06-01-41 31419BL60 711667.810000000000 PA USD 803611.730000000000 0.0015262320 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 5.00000000 N N N N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.074% 02-26-20/02-26-22 LCH N/A 1.000000000000 NC USD 4366602.900000000000 0.0082931206 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-02-26 0.000000000000 USD 0.000000000000 USD 227700000.000000000000 USD 4366602.900000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.082% 02-26-20/02-26-22 LCH N/A 1.000000000000 NC USD 4415451.640000000000 0.0083858949 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-02-26 0.000000000000 USD 0.000000000000 USD 228400000.000000000000 USD 4415451.640000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.07625% 02-27-20/02-27-22 LCH N/A 1.000000000000 NC USD 4333092.060000000000 0.0082294763 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-02-27 0.000000000000 USD 0.000000000000 USD 225440000.000000000000 USD 4333092.060000000000 N N N RISKLESS ISSUER N/A OIS RECFIX USD 1.0405% 02-27-20/02-27-22 LCH N/A 1.000000000000 NC USD 8045757.930000000000 0.0152806294 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-02-27 0.000000000000 USD 0.000000000000 USD 434265000.000000000000 USD 8045757.930000000000 N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE TAXABLE BAB GO 09E SF 6.138% 12-01-39 167505KH8 56485000.000000000000 PA USD 55713979.750000000000 0.1058128627 Long DBT MUN US N 2 2039-12-01 Fixed 6.13800000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO TAXABLE BAB SF 6.519% 12-01-40 167505NH5 5770000.000000000000 PA USD 5699317.500000000000 0.0108242330 Long DBT MUN US N 2 2040-12-01 Fixed 6.51900000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO TAXABLE 6.319% 11-01-29 167505NG7 14400000.000000000000 PA USD 14513184.000000000000 0.0275636663 Long DBT MUN US N 2 2029-11-01 Fixed 6.31900000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO 17H SF 5.0% 12-01-46 167505TK2 2415000.000000000000 PA USD 2371336.800000000000 0.0045036800 Long DBT MUN US N 2 2046-12-01 Fixed 5.00000000 N N N N N N RISKLESS ISSUER N/A OIS PAYFIX USD 0.0965% 03-30-20/03-30-22 LCH N/A 1.000000000000 NC USD -42846.960000000000 -0.0000813756 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-03-30 0.000000000000 USD 0.000000000000 USD 215745000.000000000000 USD -42846.960000000000 N N N RISKLESS ISSUER N/A OIS PAYFIX USD 0.095% 03-31-20/03-31-22 LCH N/A 1.000000000000 NC USD -26734.540000000000 -0.0000507747 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-03-31 0.000000000000 USD 0.000000000000 USD 159800000.000000000000 USD -26734.540000000000 N N N RISKLESS ISSUER N/A OIS PAYFIX USD 0.092% 03-31-20/03-31-22 LCH N/A 1.000000000000 NC USD -17034.680000000000 -0.0000323525 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-03-31 0.000000000000 USD 0.000000000000 USD 159800000.000000000000 USD -17034.680000000000 N N N RISKLESS ISSUER N/A OIS PAYFIX USD 0.091% 03-31-20/03-31-22 LCH N/A 1.000000000000 NC USD -13790.740000000000 -0.0000261916 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2022-03-31 0.000000000000 USD 0.000000000000 USD 159800000.000000000000 USD -13790.740000000000 N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO 17C SF 5.0% 12-01-34 167505SM9 425000.000000000000 PA USD 431294.250000000000 0.0008191208 Long DBT MUN US N 2 2034-12-01 Fixed 5.00000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO 17C SF 5.0% 12-01-30 167505SL1 1915000.000000000000 PA USD 1958719.450000000000 0.0037200306 Long DBT MUN US N 2 2030-12-01 Fixed 5.00000000 N N N N N N RISKLESS ISSUER N/A IRS PAYFIX GBP 1.6567% 09-28-18/09-28-28 LCH N/A 1.000000000000 NC -6041767.900000000000 -0.0114746202 N/A DIR CORP US N 2 LCH.CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-09-28 0.000000000000 GBP 0.000000000000 GBP 53200000.000000000000 GBP -6041767.900000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 EURO$ 90DAY FUT EDH1 03-15-21 N/A 2697.000000000000 NC USD 8135884.260000000000 0.0154517988 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE EURO$ 90DAY FUT EDH1 03-15-21 2021-03-15 672328387.500000000000 USD 8135884.260000000000 N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q56589 06-01-48 3132Y0KB5 1694605.510000000000 PA USD 1819655.530000000000 0.0034559183 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 CA4151 09-01-49 3140QBTH1 30947025.860000000000 PA USD 33356344.660000000000 0.0633508920 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3.50000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO 17H SF 5.0% 12-01-36 167505TJ5 850000.000000000000 PA USD 858245.000000000000 0.0016299923 Long DBT MUN US N 2 2036-12-01 Fixed 5.00000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO 17G SF 5.0% 12-01-44 167505TH9 660000.000000000000 PA USD 652931.400000000000 0.0012400575 Long DBT MUN US N 2 2044-12-01 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.0 Q15874 02-01-43 3132J66L3 148673.960000000000 PA USD 159233.970000000000 0.0003024196 Long ABS-MBS USGA US N 2 2043-02-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 BE5017 02-01-45 3140FQSF5 3938407.230000000000 PA USD 4221480.250000000000 0.0080175014 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 3.50000000 N N N N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 EURO$ 90DAY FUT EDU0 09-14-20 N/A 915.000000000000 NC USD -69751.800000000000 -0.0001324737 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE EURO$ 90DAY FUT EDU0 09-14-20 2020-09-14 227937937.500000000000 USD -69751.800000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 EURO$ 90DAY FUT EDZ0 12-14-20 N/A 408.000000000000 NC USD 49113.490000000000 0.0000932771 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE EURO$ 90DAY FUT EDZ0 12-14-20 2020-12-14 101653200.000000000000 USD 49113.490000000000 N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO 17C 5.0% 12-01-26 167505SJ6 960000.000000000000 PA USD 987964.800000000000 0.0018763582 Long DBT MUN US N 2 2026-12-01 Fixed 5.00000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO 17D SF 5.0% 12-01-31 167505SX5 850000.000000000000 PA USD 867722.500000000000 0.0016479922 Long DBT MUN US N 2 2031-12-01 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 4.5 Q58378 09-01-48 3132Y2JY3 3331541.760000000000 PA USD 3614946.020000000000 0.0068655621 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 AY1829 12-01-44 3138YFA79 452315.990000000000 PA USD 486314.320000000000 0.0009236158 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 3.50000000 N N N N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 EURO$ 90DAY FUT EDM0 06-15-20 N/A 6938.000000000000 NC USD 1156143.290000000000 0.0021957654 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE EURO$ 90DAY FUT EDM0 06-15-20 2020-06-15 1725393875.000000000000 USD 1156143.290000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNCL UMBS 3.5 AT0412 03-01-43 3138WMN64 705516.410000000000 PA USD 759037.590000000000 0.0014415761 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A FGLMC 3.5 Q51622 10-01-47 3132XTYU6 3915523.440000000000 PA USD 4204716.170000000000 0.0079856628 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 3.50000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO 18A 5.0% 12-01-26 167505US3 640000.000000000000 PA USD 658643.200000000000 0.0012509055 Long DBT MUN US N 2 2026-12-01 Fixed 5.00000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO 18A 5.0% 12-01-30 167505UW4 215000.000000000000 PA USD 220433.050000000000 0.0004186499 Long DBT MUN US N 2 2030-12-01 Fixed 5.00000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO 18A 5.0% 12-01-29 167505UV6 215000.000000000000 PA USD 220944.750000000000 0.0004196217 Long DBT MUN US N 2 2029-12-01 Fixed 5.00000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO AGM 18A 5.0% 12-01-29 167505UE4 370000.000000000000 PA USD 448754.500000000000 0.0008522816 Long DBT MUN US N 2 2029-12-01 Fixed 5.00000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO AGM 18A 5.0% 12-01-28 167505UD6 745000.000000000000 PA USD 906285.050000000000 0.0017212308 Long DBT MUN US N 2 2028-12-01 Fixed 5.00000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO 18A 5.0% 12-01-34 167505VA1 240000.000000000000 PA USD 243931.200000000000 0.0004632780 Long DBT MUN US N 2 2034-12-01 Fixed 5.00000000 N N N N N N CHICAGO IL BRD ED 54930099NR6T9V7LVB43 CHICAGO IL BOE GO AGM 18A 5.0% 12-01-33 167505UJ3 215000.000000000000 PA USD 257866.700000000000 0.0004897445 Long DBT MUN US N 2 2033-12-01 Fixed 5.00000000 N N N N N N 2020-05-27 Bond Fund of America Scott Lewis Scott Lewis Analyst XXXX GRAPHIC 2 img8394e9051.jpg begin 644 img8394e9051.jpg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end NPORT-EX 3 edgar.htm
The Bond Fund of America®
Investment portfolio
March 31, 2020
unaudited
Bonds, notes & other debt instruments 93.11%
U.S. Treasury bonds & notes 30.42%
U.S. Treasury 27.99%
Principal amount
(000)
Value
(000)
U.S. Treasury 2.50% 2020 $50,000 $50,893
U.S. Treasury 2.75% 2020 182,000 184,395
U.S. Treasury (3-month U.S. Treasury Bill Yield + 0.30%) 0.385% 20211,2 15,888 15,926
U.S. Treasury 1.125% 2021 500 506
U.S. Treasury 1.125% 2021 3 3
U.S. Treasury 1.25% 2021 130,000 132,124
U.S. Treasury 1.50% 2021 161,000 164,444
U.S. Treasury 1.625% 2021 57,661 58,727
U.S. Treasury 1.625% 2021 7,090 7,263
U.S. Treasury 1.75% 2021 935 959
U.S. Treasury 2.00% 2021 3,000 3,076
U.S. Treasury 2.00% 2021 1,000 1,028
U.S. Treasury 2.125% 2021 100,000 102,312
U.S. Treasury 2.50% 2021 575,000 587,512
U.S. Treasury 1.375% 2022 700,000 714,707
U.S. Treasury 1.375% 2022 75,000 77,117
U.S. Treasury 1.50% 2022 211,000 217,284
U.S. Treasury 1.625% 2022 252,000 260,916
U.S. Treasury 1.625% 2022 6,000 6,220
U.S. Treasury 1.75% 2022 45,000 46,553
U.S. Treasury 1.875% 2022 54,500 56,351
U.S. Treasury 2.00% 2022 220,460 230,550
U.S. Treasury 2.00% 2022 54,800 57,246
U.S. Treasury 2.125% 2022 85,340 88,975
U.S. Treasury 2.125% 20221 32,000 33,621
U.S. Treasury 1.25% 2023 34,400 35,478
U.S. Treasury 1.375% 2023 72,000 74,487
U.S. Treasury 1.375% 2023 13,000 13,480
U.S. Treasury 1.375% 2023 2,279 2,351
U.S. Treasury 1.50% 20231 129,860 134,466
U.S. Treasury 1.50% 2023 23,169 23,962
U.S. Treasury 1.625% 2023 15,000 15,612
U.S. Treasury 1.75% 2023 3,100 3,240
U.S. Treasury 2.125% 2023 33,428 35,626
U.S. Treasury 2.50% 2023 205,735 220,966
U.S. Treasury 2.50% 2023 10,300 10,979
U.S. Treasury 2.625% 2023 114,000 121,762
U.S. Treasury 2.625% 2023 15,000 16,127
U.S. Treasury 2.75% 2023 100,000 107,732
U.S. Treasury 2.875% 2023 242,729 264,472
U.S. Treasury 2.875% 2023 164,500 179,547
U.S. Treasury 1.25% 2024 75,000 77,971
U.S. Treasury 1.50% 2024 230,200 242,182
U.S. Treasury 1.50% 2024 130,777 137,449
U.S. Treasury 1.50% 2024 5,120 5,394
U.S. Treasury 1.75% 2024 40,000 42,376
The Bond Fund of America — Page 1 of 59

unaudited
Bonds, notes & other debt instruments (continued)
U.S. Treasury bonds & notes (continued)
U.S. Treasury (continued)
Principal amount
(000)
Value
(000)
U.S. Treasury 1.75% 2024 $13,103 $13,894
U.S. Treasury 2.00% 2024 723,650 773,365
U.S. Treasury 2.00% 2024 183,000 195,292
U.S. Treasury 2.00% 2024 155,000 165,800
U.S. Treasury 2.125% 2024 108,000 116,553
U.S. Treasury 2.125% 2024 105,265 112,770
U.S. Treasury 2.125% 2024 18,000 19,462
U.S. Treasury 2.25% 2024 172,750 187,662
U.S. Treasury 2.25% 2024 55,825 59,923
U.S. Treasury 2.25% 2024 50,633 54,562
U.S. Treasury 2.25% 2024 33,000 35,913
U.S. Treasury 2.375% 2024 217,233 234,520
U.S. Treasury 2.50% 2024 84,000 91,431
U.S. Treasury 2.75% 2024 50,000 54,654
U.S. Treasury 0.50% 2025 141,054 141,974
U.S. Treasury 1.125% 2025 490,348 508,815
U.S. Treasury 1.375% 2025 97,369 102,039
U.S. Treasury 2.00% 2025 97,000 104,541
U.S. Treasury 2.125% 2025 61,750 67,107
U.S. Treasury 2.25% 2025 35,000 38,496
U.S. Treasury 2.50% 2025 14,000 15,430
U.S. Treasury 2.625% 2025 146,324 162,492
U.S. Treasury 2.625% 2025 63,822 71,708
U.S. Treasury 2.75% 20251 992,493 1,106,798
U.S. Treasury 2.75% 2025 31,813 35,669
U.S. Treasury 2.875% 2025 287,175 323,353
U.S. Treasury 1.625% 2026 157,900 169,244
U.S. Treasury 1.625% 2026 87,850 94,136
U.S. Treasury 1.625% 2026 1,466 1,572
U.S. Treasury 1.75% 2026 200,000 216,282
U.S. Treasury 1.875% 20261 402,000 436,560
U.S. Treasury 1.875% 2026 139,370 151,229
U.S. Treasury 2.00% 2026 15,600 17,104
U.S. Treasury 2.125% 2026 54,000 59,375
U.S. Treasury 2.25% 2026 64,385 71,153
U.S. Treasury 2.50% 2026 24,000 26,852
U.S. Treasury 2.625% 2026 142,585 160,379
U.S. Treasury 1.125% 2027 358,750 373,258
U.S. Treasury 2.25% 2027 220,486 248,274
U.S. Treasury 2.25% 2027 38,000 42,695
U.S. Treasury 2.25% 2027 3,000 3,350
U.S. Treasury 2.75% 2028 17,398 20,315
U.S. Treasury 2.875% 2028 61,335 72,436
U.S. Treasury 2.875% 2028 3,760 4,453
U.S. Treasury 1.625% 2029 123,598 134,382
U.S. Treasury 1.75% 2029 97,558 107,375
U.S. Treasury 2.375% 2029 11,795 13,589
U.S. Treasury 1.50% 2030 330,399 356,520
U.S. Treasury 4.625% 2040 9,400 15,415
U.S. Treasury 2.875% 2043 3,750 4,948
U.S. Treasury 3.00% 2044 5,900 7,997
U.S. Treasury 3.00% 20451 37,100 50,793
U.S. Treasury 3.00% 2045 5,560 7,572
U.S. Treasury 2.50% 20461 194,262 244,519
The Bond Fund of America — Page 2 of 59

unaudited
Bonds, notes & other debt instruments (continued)
U.S. Treasury bonds & notes (continued)
U.S. Treasury (continued)
Principal amount
(000)
Value
(000)
U.S. Treasury 2.50% 2046 $27,000 $34,007
U.S. Treasury 2.875% 20461 32,854 44,408
U.S. Treasury 2.75% 20471 37,100 49,118
U.S. Treasury 2.75% 2047 5,300 7,018
U.S. Treasury 3.00% 20471 86,916 120,330
U.S. Treasury 3.00% 2047 13,950 19,307
U.S. Treasury 3.00% 20481 179,901 249,440
U.S. Treasury 3.125% 2048 11,150 15,811
U.S. Treasury 3.375% 20481 13,648 20,262
U.S. Treasury 2.25% 20491 331,492 403,210
U.S. Treasury 2.375% 20491 403,629 504,024
U.S. Treasury 2.875% 20491 268,148 366,395
U.S. Treasury 3.00% 20491 69,066 96,311
U.S. Treasury 2.00% 2050 40,710 47,329
    14,747,334
U.S. Treasury inflation-protected securities 2.43%    
U.S. Treasury Inflation-Protected Security 0.625% 20234 19,419 19,565
U.S. Treasury Inflation-Protected Security 0.125% 20244 44,839 45,401
U.S. Treasury Inflation-Protected Security 0.50% 20244 30,682 31,135
U.S. Treasury Inflation-Protected Security 0.25% 20254 24,721 24,954
U.S. Treasury Inflation-Protected Security 0.625% 20264 8,467 8,763
U.S. Treasury Inflation-Protected Security 0.375% 20274 28,259 29,142
U.S. Treasury Inflation-Protected Security 0.375% 20274 21,783 22,338
U.S. Treasury Inflation-Protected Security 1.75% 20284 5,171 5,897
U.S. Treasury Inflation-Protected Security 0.25% 20294 10,084 10,513
U.S. Treasury Inflation-Protected Security 0.125% 20304 272,429 281,732
U.S. Treasury Inflation-Protected Security 2.125% 20411,4 14,511 20,262
U.S. Treasury Inflation-Protected Security 0.75% 20421,4 195,485 218,865
U.S. Treasury Inflation-Protected Security 1.00% 20484 25,313 31,173
U.S. Treasury Inflation-Protected Security 1.00% 20491,4 344,161 427,938
U.S. Treasury Inflation-Protected Security 0.25% 20504 97,017 100,615
    1,278,293
Total U.S. Treasury bonds & notes   16,025,627
Corporate bonds & notes 30.13%
Financials 7.41%
   
ACE INA Holdings Inc. 2.30% 2020 13,345 13,360
ACE INA Holdings Inc. 2.875% 2022 1,585 1,611
ACE INA Holdings Inc. 3.35% 2026 1,885 2,001
ACE INA Holdings Inc. 4.35% 2045 1,465 1,783
Allstate Corp. 3.85% 2049 9,000 10,044
Ally Financial Inc. 8.00% 2031 10,769 12,271
Ally Financial Inc. 8.00% 2031 5,630 6,503
American Express Co. 3.00% 2024 20,000 20,673
American International Group, Inc. 3.90% 2026 2,625 2,741
American International Group, Inc. 4.80% 2045 1,150 1,229
AON Corp. 2.20% 2022 1,195 1,191
Australia & New Zealand Banking Group Ltd. 2.625% 2022 15,000 15,230
AXA Equitable Holdings, Inc. 3.90% 2023 5,575 5,562
AXA Equitable Holdings, Inc. 5.00% 2048 13,935 13,224
Banco Nacional de Comercio Exterior SNC 3.80% 2026
(UST Yield Curve Rate T Note Constant Maturity 5-year + 3.00% on 8/11/2021)5,6
1,850 1,687
The Bond Fund of America — Page 3 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Financials (continued)
Principal amount
(000)
Value
(000)
Bank of America Corp. 2.738% 2022 (3-month USD-LIBOR + 0.37% on 1/23/2021)6 $21,000 $20,982
Bank of America Corp. 3.004% 2023 (3-month USD-LIBOR + 0.79% on 12/20/2022)6 23,025 23,489
Bank of America Corp. 3.55% 2024 (3-month USD-LIBOR + 0.78% on 3/5/2023)6 36,500 37,888
Bank of America Corp. 3.864% 2024 (3-month USD-LIBOR + 0.94% on 7/23/2023)6 2,500 2,627
Bank of America Corp. 4.00% 2024 4,700 5,020
Bank of America Corp. 4.20% 2024 3,225 3,434
Bank of America Corp. 2.456% 2025 (3-month USD-LIBOR + 0.87% on 10/22/2024)6 3,925 3,965
Bank of America Corp. 3.093% 2025 (3-month USD-LIBOR + 1.09% on 10/1/2024)6 21,250 21,719
Bank of America Corp. 3.458% 2025 (3-month USD-LIBOR + 0.97% on 3/15/2024)6 35,685 36,859
Bank of America Corp. 2.015% 2026 (3-month USD-LIBOR + 0.64% on 2/13/2025)6 41,862 41,061
Bank of America Corp. 3.50% 2026 6,900 7,363
Bank of America Corp. 3.419% 2028 (3-month USD-LIBOR + 1.04% on 12/20/2027)6 6,425 6,647
Bank of America Corp. 3.593% 2028 (3-month USD-LIBOR + 1.37% on 7/21/2027)6 1,025 1,051
Bank of America Corp. 3.705% 20286 3,050 3,195
Bank of America Corp. 3.824% 2028 (3-month USD-LIBOR + 1.575% on 1/20/2027)6 400 416
Bank of America Corp. 2.88% 2030 (3-month USD-LIBOR + 1.19% on 10/22/2029)6 40,175 40,202
Bank of America Corp. 2.496% 2031 (3-month USD-LIBOR + 0.99% on 2/13/2030)6 83,385 80,313
Bank of America Corp. 4.083% 2051 (3-month USD-LIBOR + 3.15% on 3/20/2050)6 37,720 42,935
Bank of Nova Scotia 2.50% 2021 17,500 17,558
Bank of Nova Scotia 2.70% 2026 19,000 19,206
Barclays Bank PLC 3.65% 2025 2,000 1,977
Barclays Bank PLC 4.95% 2047 9,900 10,882
BBVA Bancomer SA 6.50% 20215 241 243
Berkshire Hathaway Finance Corp. 4.20% 2048 21,490 25,376
Berkshire Hathaway Finance Corp. 4.25% 2049 3,000 3,711
Berkshire Hathaway Inc. 3.125% 2026 4,100 4,402
Berkshire Hathaway Inc. 4.50% 2043 1,500 1,860
BNP Paribas 3.50% 20235 47,425 47,635
BNP Paribas 3.80% 20245 39,000 40,251
BNP Paribas 2.819% 2025 (3-month USD-LIBOR + 1.111% on 11/19/2024)5,6 5,050 4,998
BNP Paribas 3.375% 20255 25,675 25,554
Capital One Financial Corp. 4.25% 2025 17,500 17,964
Citigroup Inc. 2.35% 2021 16,500 16,497
Citigroup Inc. 2.70% 2021 13,500 13,561
Citigroup Inc. 2.90% 2021 13,500 13,633
Citigroup Inc. 4.044% 2024 (3-month USD-LIBOR + 1.023% on 6/1/2023)6 19,300 20,414
Citigroup Inc. 3.352% 2025 (3-month USD-LIBOR + 0.897% on 4/24/2024)6 13,900 14,334
Citigroup Inc. 3.20% 2026 2,600 2,699
Citigroup Inc. 4.60% 2026 4,175 4,498
Citigroup Inc. 3.668% 20286 3,275 3,400
Citigroup Inc. 3.887% 20282 8,175 8,433
Citigroup Inc. 2.976% 2030 (USD-SOFR + 1.422% on 11/5/2029)6 11,852 11,767
Citigroup Inc. 2.666% 2031 (USD-SOFR + 1.146% on 1/29/2030)6 23,710 23,094
Citigroup Inc. 4.412% 2031 (USD-SOFR + 3.914% on 3/31/2030)6 36,875 40,656
Commonwealth Bank of Australia 3.61% 2034 (UST Yield Curve Rate T Note Constant Maturity 5-year + 2.05% on 9/12/2029)5,6 13,875 12,604
Cooperatieve Rabobank UA 2.75% 2023 17,000 17,252
Cooperatieve Rabobank UA 2.625% 20245 10,900 10,611
Credit Acceptance Corp. 6.625% 2026 1,488 1,414
Crédit Agricole SA 3.375% 20225 10,250 10,235
Crédit Agricole SA 3.75% 20235 21,000 21,428
Crédit Agricole SA 3.25% 20245 6,200 6,222
Crédit Agricole SA 4.375% 20255 11,130 11,141
Credit Suisse Group AG 3.45% 2021 11,250 11,325
The Bond Fund of America — Page 4 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Financials (continued)
Principal amount
(000)
Value
(000)
Credit Suisse Group AG 2.997% 2023 (3-month USD-LIBOR + 1.20% on 12/14/2022)5,6 $32,850 $32,024
Credit Suisse Group AG 3.80% 2023 29,264 29,970
Credit Suisse Group AG 2.593% 2025 (USD-SOFR + 1.56% on 9/11/2024)5,6 16,475 15,680
Credit Suisse Group AG 3.75% 2025 7,600 7,693
Credit Suisse Group AG 4.55% 2026 11,000 11,641
Credit Suisse Group AG 4.282% 20285 4,286 4,398
Credit Suisse Group AG 3.869% 2029 (3-month USD-LIBOR + 1.41% on 1/12/2028)5,6 13,185 13,373
Credit Suisse Group AG 4.194% 20315,6 63,825 65,515
Danske Bank AS 2.00% 20215 20,260 19,870
Danske Bank AS 2.70% 20225 13,475 12,893
Danske Bank AS 3.875% 20235 31,840 31,476
Deutsche Bank AG 2.70% 2020 13,000 12,746
Deutsche Bank AG 3.15% 2021 32,737 32,000
Deutsche Bank AG 3.375% 2021 2,100 1,990
Deutsche Bank AG 4.25% 2021 36,725 35,278
Deutsche Bank AG 4.25% 2021 850 809
Deutsche Bank AG 3.30% 2022 4,055 3,803
Deutsche Bank AG 5.00% 2022 4,675 4,614
Deutsche Bank AG 3.95% 2023 11,197 11,137
Deutsche Bank AG 3.70% 2024 16,300 15,311
Deutsche Bank AG 3.70% 2024 6,250 5,652
Deutsche Bank AG 3.961% 2025 (USD-SOFR + 2.581% on 11/26/2024)6 45,957 42,579
Deutsche Bank AG 4.10% 2026 15,650 14,310
Deutsche Bank AG 4.10% 2026 3,022 2,817
DNB Bank ASA 2.375% 20215 22,700 22,263
FS Energy and Power Fund 7.50% 20235 7,755 6,960
Goldman Sachs Group, Inc. 2.905% 2023 (3-month USD-LIBOR + 0.99% on 7/24/2022)6 41,000 41,250
Goldman Sachs Group, Inc. 3.272% 2025 (3-month USD-LIBOR + 1.201% on 9/29/2024)6 3,565 3,642
Goldman Sachs Group, Inc. 3.50% 2025 38,512 39,123
Goldman Sachs Group, Inc. (3-month USD-LIBOR + 1.17%) 2.862% 20262 5,975 5,497
Goldman Sachs Group, Inc. 3.50% 2026 2,525 2,586
Goldman Sachs Group, Inc. 3.814% 2029 (3-month USD-LIBOR + 1.158% on 4/23/2028)6 10,080 10,442
Goldman Sachs Group, Inc. 3.80% 2030 88,140 92,106
Groupe BPCE SA 2.75% 20235 8,600 8,491
Groupe BPCE SA 5.70% 20235 30,476 31,368
Groupe BPCE SA 5.15% 20245 25,098 26,508
Groupe BPCE SA 4.50% 20255 7,795 7,750
Guardian Life Global Funding 2.90% 20245 2,420 2,496
Hartford Financial Services Group, Inc. 2.80% 2029 13,850 13,566
Hartford Financial Services Group, Inc. 3.60% 2049 3,250 3,090
HSBC Holdings PLC 4.125% 20205 9,453 9,481
HSBC Holdings PLC 2.633% 2025 (3-month USD-LIBOR + 1.14% on 11/7/2024)6 18,500 17,981
HSBC Holdings PLC 3.973% 2030 (3-month USD-LIBOR + 1.61% on 5/22/2029)6 37,900 38,999
HSBC Holdings PLC 4.95% 2030 12,975 14,326
HSBK (Europe) BV 7.25% 20215 3,710 3,806
Icahn Enterprises Finance Corp. 6.25% 2022 5,940 5,987
Intesa Sanpaolo SpA 3.125% 20225 17,025 16,260
Intesa Sanpaolo SpA 3.375% 20235 39,966 38,205
Intesa Sanpaolo SpA 3.25% 20245 5,600 5,232
Intesa Sanpaolo SpA 5.017% 20245 116,668 119,289
Intesa Sanpaolo SpA 5.71% 20265 24,105 23,541
Intesa Sanpaolo SpA 3.875% 20275 10,275 9,540
Intesa Sanpaolo SpA 3.875% 20285 4,974 4,698
Jefferies Financial Group Inc. 5.50% 2023 4,695 4,745
The Bond Fund of America — Page 5 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Financials (continued)
Principal amount
(000)
Value
(000)
JPMorgan Chase & Co. 2.40% 2021 $17,500 $17,589
JPMorgan Chase & Co. 2.55% 2021 26,400 26,471
JPMorgan Chase & Co. 3.559% 2024 (3-month USD-LIBOR + 0.73% on 4/23/2023)6 20,134 20,944
JPMorgan Chase & Co. 3.797% 2024 (3-month USD-LIBOR + 0.89% on 7/23/2023)6 1,242 1,302
JPMorgan Chase & Co. 3.875% 2024 485 513
JPMorgan Chase & Co. 4.023% 2024 (3-month USD-LIBOR + 1.00% on 12/5/2023)6 5,875 6,234
JPMorgan Chase & Co. 2.301% 2025 (USD-SOFR + 1.16% on 10/15/2024)6 51,319 51,412
JPMorgan Chase & Co. 3.125% 2025 1,055 1,101
JPMorgan Chase & Co. 2.005% 2026 (USD-SOFR + 1.585% on 3/13/2025)6 137,868 136,257
JPMorgan Chase & Co. 2.95% 2026 3,525 3,651
JPMorgan Chase & Co. 2.739% 2030 (USD-SOFR + 1.51% on 10/15/2029)6 40,356 40,610
Lloyds Banking Group PLC 2.907% 2023 (3-month USD-LIBOR + 0.81% on 11/7/2022)6 16,500 16,502
Lloyds Banking Group PLC 4.05% 2023 14,200 14,797
Lloyds Banking Group PLC 4.582% 2025 5,143 5,303
Lloyds Banking Group PLC 2.438% 2026
(UST Yield Curve Rate T Note Constant Maturity 1-year + 1.00% on 2/5/2025)6
13,875 13,131
Lloyds Banking Group PLC 4.375% 2028 2,560 2,760
LPL Financial Holdings Inc. 4.625% 20275 4,395 4,053
Marsh & McLennan Cos., Inc. 3.875% 2024 17,120 17,962
Marsh & McLennan Cos., Inc. 4.375% 2029 2,460 2,739
Marsh & McLennan Cos., Inc. 4.75% 2039 750 886
Marsh & McLennan Cos., Inc. 4.90% 2049 1,200 1,541
MetLife Capital Trust IV, junior subordinated, 7.875% 2067 (3-month USD-LIBOR + 3.96% on 12/1/2037)5,6 100 116
MetLife, Inc. 3.60% 2025 100 105
MetLife, Inc. 4.55% 2030 2,000 2,254
MetLife, Inc. 4.60% 2046 800 885
Metropolitan Life Global Funding I 2.50% 20205 7,500 7,528
Metropolitan Life Global Funding I 2.40% 20215 19,975 19,915
Metropolitan Life Global Funding I 3.45% 20215 1,500 1,512
Metropolitan Life Global Funding I 2.40% 20225 5,965 6,004
Metropolitan Life Global Funding I 3.375% 20225 3,000 3,048
Metropolitan Life Global Funding I 3.60% 20245 3,000 3,120
Metropolitan Life Global Funding I 3.45% 20265 2,315 2,441
Metropolitan Life Global Funding I 3.00% 20275 2,500 2,459
Metropolitan Life Global Funding I 3.05% 20295 5,000 5,088
Mitsubishi UFJ Financial Group, Inc. 2.19% 2021 7,451 7,355
Mitsubishi UFJ Financial Group, Inc. 2.665% 2022 16,000 16,045
Mitsubishi UFJ Financial Group, Inc. 2.998% 2022 9,825 10,025
Mitsubishi UFJ Financial Group, Inc. 2.801% 2024 4,600 4,643
Mitsubishi UFJ Financial Group, Inc. 2.193% 2025 45,000 44,649
Mizuho Financial Group, Ltd. 3.549% 2023 17,000 17,453
Morgan Stanley 2.50% 2021 14,300 14,294
Morgan Stanley 2.75% 2022 13,054 13,203
Morgan Stanley 3.125% 2023 14,850 15,208
Morgan Stanley 3.70% 2024 875 926
Morgan Stanley 3.737% 2024 (3-month USD-LIBOR + 0.847% on 4/24/2023)6 57,500 59,288
Morgan Stanley 2.72% 2025 (USD-SOFR + 1.152% on 7/22/2024)6 31,600 32,043
Morgan Stanley 3.591% 20282 4,950 5,198
Morgan Stanley 2.699% 2031 (USD-SOFR + 1.143% on 1/22/2030)6 24,660 24,224
Morgan Stanley 3.622% 2031 (USD-SOFR + 3.12% on 4/1/2030)6 31,610 32,967
Morgan Stanley 5.597% 2051 (USD-SOFR + 4.84% on 3/24/2051)6 15,000 21,277
MSCI Inc. 3.625% 20305 1,175 1,121
National Australia Bank Ltd. 2.50% 2022 15,500 15,656
National Australia Bank Ltd. 2.875% 2023 13,200 13,447
The Bond Fund of America — Page 6 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Financials (continued)
Principal amount
(000)
Value
(000)
Nationwide Building Society 3.766% 2024 (3-month USD-LIBOR + 1.064% on 3/8/2023)5,6 $5,000 $4,860
Nationwide Building Society 4.363% 2024 (3-month USD-LIBOR + 1.392% on 8/1/2023)5,6 33,400 33,606
Nationwide Building Society 4.125% 2032 (5-year USD-ICE Swap + 1.849% on 10/18/2027)5,6 3,000 2,940
Navient Corp. 5.50% 2023 7,000 6,633
Navient Corp. 5.00% 2027 3,250 2,818
New York Life Global Funding 1.95% 20205 3,625 3,618
New York Life Global Funding 1.70% 20215 30,500 31,073
New York Life Global Funding 2.00% 20215 700 699
New York Life Global Funding 2.25% 20225 10,195 10,257
New York Life Global Funding 2.875% 20245 2,500 2,571
New York Life Global Funding 3.00% 20285 2,500 2,568
Nuveen, LLC 4.00% 20285 1,515 1,588
OneMain Holdings, Inc. 7.125% 2026 7,800 7,678
PNC Bank 3.50% 2023 17,840 18,483
PNC Financial Services Group, Inc. 3.50% 2024 11,700 12,159
PRICOA Global Funding I 2.45% 20225 3,090 3,034
PRICOA Global Funding I 3.45% 20235 11,525 11,785
Principal Financial Group, Inc. 4.111% 20285 3,500 3,486
Progressive Corp. 4.00% 2029 3,000 3,311
Progressive Corp. 3.20% 2030 3,650 3,974
Progressive Corp. 3.95% 2050 1,250 1,449
Prudential Financial, Inc. 3.905% 2047 850 825
Prudential Financial, Inc. 4.418% 2048 1,000 1,036
Prudential Financial, Inc. 4.35% 2050 5,000 5,159
Prudential Financial, Inc. 3.70% 2051 21,150 19,908
Prudential Financial, Inc., junior subordinated, 5.70% 2048 (3-month USD-LIBOR + 2.665% on 9/15/2028)6 3,500 3,252
Rabobank Nederland 2.50% 2021 8,500 8,508
Rabobank Nederland 4.375% 2025 5,945 6,102
Rede D’Or Finance SARL 4.50% 20305 7,200 6,284
Royal Bank of Canada 3.20% 2021 20,000 20,242
Royal Bank of Canada 2.80% 2022 23,825 24,141
Royal Bank of Canada 1.95% 2023 9,520 9,435
Royal Bank of Scotland PLC 4.65% 2024 (3-month USD-LIBOR + 1.55% on 6/25/2023)6 14,130 14,248
Royal Bank of Scotland PLC 4.445% 2030 (3-month USD-LIBOR + 1.871% on 5/5/2029)6 14,200 14,912
Royal Bank of Scotland PLC 5.076% 2030 (3-month USD-LIBOR + 1.905% on 1/27/2029)6 5,300 5,771
Santander Holdings USA, Inc. 3.40% 2023 17,000 16,817
Santander Holdings USA, Inc. 3.50% 2024 13,325 13,033
Santander Holdings USA, Inc. 3.244% 2026 15,000 13,424
Skandinaviska Enskilda Banken AB 1.875% 2021 13,500 13,382
Skandinaviska Enskilda Banken AB 2.625% 2021 15,275 15,287
State Street Corp. 2.825% 2023 (USD-SOFR + 2.69% on 3/30/2022)5,6 4,150 4,191
State Street Corp. 2.901% 2026 (USD-SOFR + 2.70% on 3/30/2025)5,6 4,500 4,610
State Street Corp. 3.152% 2031 (USD-SOFR + 2.65% on 3/30/2025)5,6 2,750 2,827
Sumitomo Mitsui Banking Corp. 3.102% 2023 28,940 29,014
Svenska Handelsbanken AB 1.875% 2021 8,920 8,731
Synchrony Financial 2.85% 2022 8,750 8,346
Synchrony Financial 4.375% 2024 5,825 5,779
Toronto-Dominion Bank 2.65% 2024 41,125 42,064
Travelers Cos., Inc. 4.00% 2047 2,250 2,546
Travelers Cos., Inc. 4.10% 2049 1,500 1,772
U.S. Bancorp 2.85% 2023 21,000 21,483
U.S. Bancorp 3.40% 2023 13,125 13,831
U.S. Bancorp 2.40% 2024 59,000 59,104
UBS Group AG 3.126% 2030 (3-month USD-LIBOR + 1.468% on 8/13/2029)5,6 19,100 18,672
The Bond Fund of America — Page 7 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Financials (continued)
Principal amount
(000)
Value
(000)
UniCredit SpA 3.75% 20225 $14,975 $14,858
UniCredit SpA 6.572% 20225 22,250 22,680
UniCredit SpA 4.625% 20275 27,550 25,562
UniCredit SpA 5.861% 2032 (5-year USD-ICE Swap + 3.703% on 6/19/2027)5,6 53,810 49,617
UniCredit SpA 7.296% 2034 (5-year USD-ICE Swap + 4.914% on 4/2/2029)5,6 35,184 39,210
Unum Group 5.625% 2020 345 346
VEB Finance Ltd. 6.902% 20205 4,600 4,610
VEB Finance Ltd. 6.80% 20255 500 531
Wells Fargo & Co. 2.10% 2021 41,300 41,274
Wells Fargo & Co. 2.50% 2021 13,500 13,514
Wells Fargo & Co. 2.625% 2022 16,000 16,209
Wells Fargo & Co. 3.55% 2023 5,000 5,249
Wells Fargo & Co. 2.406% 2025 (3-month USD-LIBOR + 0.82% on 10/30/2024)6 71,875 70,946
Wells Fargo & Co. 2.164% 2026 (3-month USD-LIBOR + 0.75% on 2/11/2025)6 6,300 6,157
Wells Fargo & Co. 3.00% 2026 75 77
Wells Fargo & Co. 3.196% 2027 (3-month USD-LIBOR + 1.17% on 4/17/2027)6 24,675 25,458
Wells Fargo & Co. 2.572% 2031 (3-month USD-LIBOR + 1.00% on 2/11/2030)6 49,312 47,623
Wells Fargo & Co. 4.478% 2031 (3-month USD-LIBOR + 3.77% on 4/4/2030)6 4,925 5,592
Wells Fargo & Co. 5.013% 2051 (3-month USD-LIBOR + 4.24% on 4/4/2050)6 35,200 45,013
Westpac Banking Corp. 2.894% 2030
(UST Yield Curve Rate T Note Constant Maturity 5-year + 1.35% on 2/4/2025)6
29,668 28,522
Willis North America Inc. 3.875% 2049 3,100 3,235
    3,900,782
Health care 4.75%    
Abbott Laboratories 3.40% 2023 6,785 7,141
Abbott Laboratories 3.75% 2026 1,023 1,145
Abbott Laboratories 4.75% 2036 200 254
AbbVie Inc. 2.50% 2020 12,435 12,436
AbbVie Inc. 2.30% 2021 14,335 14,296
AbbVie Inc. 3.20% 2022 3,040 3,109
AbbVie Inc. 3.75% 2023 5,333 5,535
AbbVie Inc. 2.60% 20245 33,935 34,545
AbbVie Inc. 2.95% 20265 31,642 32,314
AbbVie Inc. 3.20% 20295 39,761 40,810
AbbVie Inc. 4.05% 20395 13,700 14,435
AbbVie Inc. 4.45% 2046 18,055 19,276
AbbVie Inc. 4.875% 2048 13,000 15,226
AbbVie Inc. 4.25% 20495 13,724 14,995
Allergan PLC 3.45% 2022 43,067 44,744
Allergan PLC 3.80% 2025 3,803 3,901
Allergan PLC 4.75% 2045 5,024 5,446
Allergan, Inc. 5.00% 20215 12,457 12,913
Amgen Inc. 2.45% 2030 30,215 30,177
Amgen Inc. 3.375% 2050 9,410 9,951
Anthem, Inc. 2.95% 2022 22,000 22,493
Anthem, Inc. 2.375% 2025 1,534 1,517
AstraZeneca PLC 2.375% 2022 14,650 14,771
AstraZeneca PLC 3.50% 2023 15,207 15,971
AstraZeneca PLC 3.375% 2025 41,116 43,357
AstraZeneca PLC 4.00% 2029 10,809 12,316
Avantor, Inc. 6.00% 20245 5,243 5,526
Bayer US Finance II LLC 3.875% 20235 26,275 26,935
Bayer US Finance II LLC 4.25% 20255 31,819 33,129
The Bond Fund of America — Page 8 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Health care (continued)
Principal amount
(000)
Value
(000)
Bayer US Finance II LLC 4.375% 20285 $31,900 $34,168
Bayer US Finance II LLC 4.875% 20485 5,776 6,690
Becton, Dickinson and Co. 2.404% 2020 19,675 19,614
Becton, Dickinson and Co. 2.894% 2022 22,730 22,767
Becton, Dickinson and Co. 3.363% 2024 41,795 41,964
Becton, Dickinson and Co. 3.734% 2024 5,000 5,136
Becton, Dickinson and Co. 3.70% 2027 22,356 22,767
Boston Scientific Corp. 3.375% 2022 5,000 5,163
Boston Scientific Corp. 3.45% 2024 1,985 2,041
Boston Scientific Corp. 3.75% 2026 11,325 11,904
Boston Scientific Corp. 4.70% 2049 1,025 1,177
Bristol-Myers Squibb Co. 2.60% 20225 6,623 6,764
Bristol-Myers Squibb Co. 2.90% 20245 21,114 22,421
Bristol-Myers Squibb Co. 3.20% 20265 12,838 13,742
Bristol-Myers Squibb Co. 3.40% 20295 42,767 47,108
Bristol-Myers Squibb Co. 4.25% 20495 6,867 8,645
Centene Corp. 4.75% 2022 2,500 2,526
Centene Corp. 4.75% 20255 24,060 24,511
Centene Corp. 5.375% 20265 10,415 10,786
Centene Corp. 5.375% 20265 3,175 3,274
Centene Corp. 4.25% 20275 58,085 58,518
Centene Corp. 4.625% 20295 35,335 35,708
Centene Corp. 3.375% 20305 23,182 21,646
Charles River Laboratories International, Inc. 5.50% 20265 6,500 6,675
Cigna Corp. 3.75% 2023 7,753 7,994
Cigna Corp. 4.375% 2028 21,465 23,145
Cigna Corp. 2.40% 2030 12,241 11,655
Cigna Corp. 4.80% 2038 2,020 2,283
Cigna Corp. 4.90% 2048 14,945 18,153
Concordia International Corp. 8.00% 2024 1,308 1,158
CVS Health Corp. 3.35% 2021 2,571 2,590
CVS Health Corp. 3.625% 2027 6,114 6,275
CVS Health Corp. 4.30% 2028 6,090 6,480
CVS Health Corp. 3.75% 2030 11,800 12,234
CVS Health Corp. 5.05% 2048 12,004 13,685
CVS Health Corp. 4.25% 2050 9,929 10,366
DaVita HealthCare Partners Inc. 5.125% 2024 5,000 5,016
Elanco Animal Health Incorporated 5.022% 2023 3,250 3,293
Eli Lilly and Co. 2.35% 2022 3,816 3,894
Eli Lilly and Co. 3.375% 2029 10,486 11,338
EMD Finance LLC 2.95% 20225 9,600 9,744
EMD Finance LLC 3.25% 20255 36,850 38,861
Endo International PLC 5.875% 20245 625 590
GlaxoSmithKline PLC 2.875% 2022 6,417 6,571
GlaxoSmithKline PLC 3.375% 2023 41,545 43,418
GlaxoSmithKline PLC 3.00% 2024 14,515 15,165
GlaxoSmithKline PLC 3.625% 2025 17,910 19,339
HCA Inc. 5.875% 2023 3,750 3,938
HCA Inc. 5.875% 2026 4,700 4,921
HCA Inc. 4.125% 2029 2,825 2,855
HCA Inc. 5.875% 2029 7,130 7,567
HCA Inc. 3.50% 2030 5,225 4,762
HCA Inc. 5.25% 2049 8,300 8,921
Humana Inc. 2.50% 2020 15,000 14,940
The Bond Fund of America — Page 9 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Health care (continued)
Principal amount
(000)
Value
(000)
IMS Health Holdings, Inc. 5.00% 20265 $5,750 $5,905
Johnson & Johnson 2.25% 2022 12,240 12,692
Kinetic Concepts, Inc. 12.50% 20215 5,955 6,007
Laboratory Corp. of America Holdings 4.70% 2045 1,310 1,496
Medtronic, Inc. 3.50% 2025 890 960
Merck & Co., Inc. 2.80% 2023 5,773 5,820
Merck & Co., Inc. 2.90% 2024 5,655 5,924
Merck & Co., Inc. 2.75% 2025 33,248 34,833
Molina Healthcare, Inc. 5.375% 2022 1,000 995
Molina Healthcare, Inc. 4.875% 20255 10,115 9,951
Mylan Laboratories Inc. 3.15% 2021 14,800 14,669
New York University Hospital Center 3.38% 2055 6,417 6,019
Novartis Capital Corp. 1.75% 2025 10,827 10,958
Novartis Capital Corp. 2.00% 2027 5,513 5,583
Novartis Capital Corp. 2.20% 2030 15,824 16,143
Partners HealthCare System, Inc. 3.192% 2049 10,400 10,458
Pfizer Inc. 2.80% 2022 3,707 3,788
Pfizer Inc. 3.20% 2023 37,100 39,190
Pfizer Inc. 2.95% 2024 9,971 10,358
Pfizer Inc. 2.75% 2026 10,172 10,718
Rotech Healthcare Inc., Term Loan, (3-month USD-LIBOR + 11.00%) 13.01% 2023 (100% PIK)2,7,8,9,10 7,073 6,135
Shire PLC 2.40% 2021 13,442 13,402
Shire PLC 2.875% 2023 8,790 8,985
Shire PLC 3.20% 2026 43,426 44,513
Takeda Pharmaceutical Co., Ltd. 4.40% 2023 47,390 49,968
Takeda Pharmaceutical Co., Ltd. 5.00% 2028 68,368 78,175
Team Health Holdings, Inc. 6.375% 20255 5,240 1,880
Tenet Healthcare Corp. 4.625% 2024 10,300 9,862
Tenet Healthcare Corp. 4.875% 20265 5,535 5,293
Tenet Healthcare Corp. 5.125% 20275 4,565 4,377
Teva Pharmaceutical Finance Co. BV 2.20% 2021 3,886 3,733
Teva Pharmaceutical Finance Co. BV 2.95% 2022 6,800 6,271
Teva Pharmaceutical Finance Co. BV 2.80% 2023 239,298 219,854
Teva Pharmaceutical Finance Co. BV 6.00% 2024 92,316 91,277
Teva Pharmaceutical Finance Co. BV 7.125% 20255 66,000 65,712
Teva Pharmaceutical Finance Co. BV 3.15% 2026 95,825 81,444
Teva Pharmaceutical Finance Co. BV 6.75% 2028 86,779 84,657
Teva Pharmaceutical Finance Co. BV 4.10% 2046 110,965 81,870
Thermo Fisher Scientific Inc. 4.497% 2030 12,711 14,357
UnitedHealth Group Inc. 3.35% 2022 200 207
UnitedHealth Group Inc. 2.375% 2024 11,540 11,853
UnitedHealth Group Inc. 3.50% 2024 21,200 22,599
UnitedHealth Group Inc. 3.70% 2025 15,430 16,724
UnitedHealth Group Inc. 3.75% 2025 5,880 6,391
UnitedHealth Group Inc. 2.875% 2029 16,410 17,337
UnitedHealth Group Inc. 4.45% 2048 4,920 6,203
UnitedHealth Group Inc. 3.70% 2049 13,875 15,511
Valeant Pharmaceuticals International, Inc. 6.50% 20225 4,255 4,313
Valeant Pharmaceuticals International, Inc. 7.00% 20245 5,608 5,783
Valeant Pharmaceuticals International, Inc. 5.50% 20255 10,000 10,166
Valeant Pharmaceuticals International, Inc. 9.25% 20265 9,160 9,613
The Bond Fund of America — Page 10 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Health care (continued)
Principal amount
(000)
Value
(000)
WellPoint, Inc. 3.50% 2024 $18,698 $19,221
Zimmer Holdings, Inc. 3.15% 2022 14,276 14,285
    2,499,968
Utilities 3.18%    
Abu Dhabi National Energy Co. PJSC (TAQA) 5.875% 20215 1,055 1,081
Abu Dhabi National Energy Co. PJSC (TAQA) 3.625% 20235 2,110 2,100
Abu Dhabi National Energy Co. PJSC (TAQA) 4.375% 20255 20,500 20,692
Abu Dhabi National Energy Co. PJSC (TAQA) 4.375% 20265 600 606
Abu Dhabi National Energy Co. PJSC (TAQA) 4.875% 20305 440 460
AEP Transmission Co. LLC 3.65% 2050 4,275 4,422
AES Corp. 4.875% 2023 6,550 6,345
AES Corp. 5.50% 2025 6,000 5,925
AES Corp. 5.125% 2027 2,000 2,016
Alliant Energy Finance LLC 4.25% 20285 3,804 3,845
Ameren Corp. 2.50% 2024 3,297 3,212
Ameren Corp. 3.50% 2031 12,750 12,720
American Electric Power Co., Inc. 4.30% 2028 10,000 10,680
American Electric Power Co., Inc. 2.30% 2030 17,450 16,387
American Electric Power Co., Inc. 3.25% 2050 22,050 19,426
Avangrid, Inc. 3.80% 2029 5,000 5,129
Berkshire Hathaway Energy Co. 2.80% 2023 8,650 8,336
Berkshire Hathaway Energy Co. 4.05% 20255 5,800 6,260
Berkshire Hathaway Energy Co. 3.70% 20305 7,575 8,060
Berkshire Hathaway Energy Co. 4.50% 2045 200 226
Berkshire Hathaway Energy Co. 4.25% 20505 3,975 4,555
Calpine Corp. 5.25% 20265 10,300 9,857
Cemig Geração e Transmissão SA 9.25% 2024 700 678
CenterPoint Energy, Inc. 3.85% 2024 36,462 37,058
CenterPoint Energy, Inc. 2.95% 2030 13,000 12,377
CenterPoint Energy, Inc. 3.70% 2049 2,775 2,704
CMS Energy Corp. 3.875% 2024 5,000 5,104
CMS Energy Corp. 3.00% 2026 5,707 5,604
Colbun SA 3.95% 20275 5,225 5,036
Comision Federal de Electricidad 4.875% 20245 2,500 2,397
Comision Federal de Electricidad 4.75% 20275 370 345
Consolidated Edison Co. of New York, Inc. 3.35% 2030 6,625 6,848
Consolidated Edison Co. of New York, Inc. 3.988% 2050 8,100 8,472
Consumers Energy Co. 3.10% 2050 23,802 23,325
Consumers Energy Co. 3.75% 2050 5,000 5,446
Consumers Energy Co. 3.50% 2051 9,700 10,465
Dominion Resources, Inc. 3.375% 2030 19,275 19,081
Dominion Resources, Inc., junior subordinated, 3.071% 20246 17,600 17,626
DTE Energy Co. 3.40% 2029 16,850 16,967
Duke Energy Carolinas, LLC 2.45% 2029 32,180 31,645
Duke Energy Carolinas, LLC 2.45% 2030 33,114 33,051
Duke Energy Corp. 3.40% 2029 29,000 29,434
Duke Energy Florida, LLC 2.50% 2029 13,933 13,728
Duke Energy Indiana, Inc. 3.25% 2049 3,875 3,935
Edison International 3.125% 2022 13,250 13,038
Edison International 3.55% 2024 38,775 38,589
Edison International 4.95% 2025 3,350 3,402
Edison International 5.75% 2027 11,322 11,793
Edison International 4.125% 2028 35,608 34,169
The Bond Fund of America — Page 11 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Utilities (continued)
Principal amount
(000)
Value
(000)
EDP Finance BV 5.25% 20215 $3,500 $3,602
EDP Finance BV 3.625% 20245 9,275 9,367
Electricité de France SA 4.50% 20285 762 842
Electricité de France SA 4.875% 20385 3,725 4,298
Electricité de France SA 4.95% 20455 711 793
Electricité de France SA 5.00% 20485 305 346
Electricité de France SA 6.00% 2114 £300 561
Emera Inc. 6.75% 2076 (3-month USD-LIBOR + 5.44% on 6/15/2026)6 $22,401 20,760
Emera US Finance LP 2.70% 2021 3,085 3,121
Emera US Finance LP 3.55% 2026 4,945 4,727
Empresa Nacional de Electricidad SA 4.25% 2024 1,500 1,484
Empresas Publicas de Medellin E.S.P. 4.25% 20295 2,010 1,731
Enel Chile SA 4.875% 2028 4,000 3,978
Enel Finance International SA 4.625% 20255 29,000 30,707
Enel Finance International SA 3.50% 20285 8,724 8,782
Enel Finance International SA 4.75% 20475 1,966 2,017
Enel Società per Azioni 8.75% 20735,6 9,500 10,097
Engie Energia Chile SA 3.40% 20305 1,458 1,253
Entergy Corp. 2.95% 2026 15,775 15,672
Entergy Louisiana, LLC 2.90% 2051 10,000 8,854
Exelon Corp. 4.05% 2030 17,725 17,590
Exelon Corp. 4.70% 2050 2,850 2,989
Exelon Corp., junior subordinated, 3.497% 20226 21,000 20,345
FirstEnergy Corp. 3.90% 2027 42,060 42,603
FirstEnergy Corp. 3.50% 20285 8,321 7,883
FirstEnergy Corp. 2.65% 2030 27,071 25,681
FirstEnergy Corp. 7.375% 2031 8,895 11,976
FirstEnergy Corp. 4.85% 2047 8,271 9,285
FirstEnergy Corp. 3.40% 2050 19,888 19,062
FirstEnergy Corp., Series B, 4.25% 2023 11,400 11,657
Florida Power & Light Co. 2.85% 2025 4,900 5,157
Florida Power & Light Co. 3.70% 20475 6,939 7,691
Florida Power & Light Co. 3.15% 2049 7,939 8,275
Georgia Power Co. 3.70% 2050 4,800 5,043
Gulf Power Co. 3.30% 2027 1,831 1,800
Interstate Power and Light Co. 3.25% 2024 9,628 9,754
IPALCO Enterprises, Inc. 3.70% 2024 1,325 1,377
Israel Electric Corp. Ltd. 8.10% 20965 6,250 9,156
Jersey Central Power & Light Co. 4.30% 20265 4,480 4,799
Metropolitan Edison Co. 4.30% 20295 3,000 3,154
MidAmerican Energy Holdings Co. 3.65% 2029 2,754 3,015
Mississippi Power Co. 3.95% 2028 6,400 6,606
Mississippi Power Co. 4.25% 2042 15,576 15,000
National Grid PLC 3.15% 20275 1,105 1,099
New York State Electric & Gas Corp. 3.25% 20265 2,000 2,105
NextEra Energy Capital Holdings, Inc. 2.403% 2021 10,000 9,990
NextEra Energy Capital Holdings, Inc. 3.15% 2024 3,760 3,855
NextEra Energy Partners, LP 4.25% 20245 4,715 4,627
NextEra Energy Partners, LP 3.875% 20265 3,535 3,378
Niagara Mohawk Power Corp. 3.508% 20245 2,050 2,149
Niagara Mohawk Power Corp. 4.278% 20345 3,000 3,203
NiSource Finance Corp. 2.65% 2022 2,875 2,904
Northern States Power Co. 2.20% 2020 1,042 1,040
Northern States Power Co. 3.40% 2042 50 47
The Bond Fund of America — Page 12 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Utilities (continued)
Principal amount
(000)
Value
(000)
Northern States Power Co. 2.90% 2050 $12,024 $11,907
NRG Energy, Inc. 7.25% 2026 8,773 9,238
NSTAR Electric Co. 3.95% 2030 1,825 2,045
NV Energy, Inc. 6.25% 2020 3,100 3,190
Pacific Gas and Electric Co. 3.50% 202011 711 699
Pacific Gas and Electric Co. 2.45% 202211 803 794
Pacific Gas and Electric Co. 4.25% 20235,11 45,575 46,201
Pacific Gas and Electric Co. 3.75% 202411 7,957 7,867
Pacific Gas and Electric Co. 3.50% 202511 3,266 3,176
Pacific Gas and Electric Co. 2.95% 202611 3,134 2,984
Pacific Gas and Electric Co. 3.30% 202711 1,429 1,376
Pacific Gas and Electric Co. 3.30% 202711 1,158 1,115
Pacific Gas and Electric Co. 4.65% 20285,11 4,375 4,587
Pacific Gas and Electric Co. 6.05% 203411 18,823 19,116
Public Service Co. of Colorado 2.50% 2023 1,430 1,460
Public Service Co. of Colorado 4.30% 2044 880 993
Public Service Co. of Colorado 3.80% 2047 2,702 2,827
Public Service Co. of Colorado 3.20% 2050 1,475 1,500
Public Service Electric and Gas Co. 3.20% 2029 5,000 5,313
Public Service Electric and Gas Co. 2.45% 2030 4,550 4,538
Public Service Electric and Gas Co. 3.15% 2050 16,200 16,955
Public Service Enterprise Group Inc. 2.65% 2022 6,225 6,188
Public Service Enterprise Group Inc. 3.20% 2049 2,475 2,484
Puget Energy, Inc. 6.50% 2020 8,233 8,411
Puget Energy, Inc. 6.00% 2021 4,306 4,388
Puget Energy, Inc. 5.625% 2022 20,491 20,524
Puget Energy, Inc. 3.65% 2025 1,911 1,872
San Diego Gas & Electric Co. 6.00% 2039 10,975 14,030
San Diego Gas & Electric Co. 4.50% 2040 3,167 3,400
San Diego Gas & Electric Co. 5.35% 2040 2,000 2,379
San Diego Gas & Electric Co. 3.75% 2047 5,005 5,096
San Diego Gas & Electric Co. 4.10% 2049 8,195 8,433
San Diego Gas & Electric Co. 3.32% 2050 3,900 3,895
Southern California Edison Co. 2.90% 2021 17,301 17,258
Southern California Edison Co. 1.845% 2022 3,621 3,573
Southern California Edison Co. 2.40% 2022 3,194 3,114
Southern California Edison Co. 3.40% 2023 8,139 8,351
Southern California Edison Co. 3.50% 2023 19,645 20,307
Southern California Edison Co. 3.70% 2025 2,475 2,552
Southern California Edison Co. 3.65% 2028 5,000 5,110
Southern California Edison Co. 2.85% 2029 46,884 45,505
Southern California Edison Co. 4.20% 2029 35,440 37,755
Southern California Edison Co. 2.25% 2030 10,000 9,343
Southern California Edison Co. 6.00% 2034 12,500 15,099
Southern California Edison Co. 5.35% 2035 30,375 36,456
Southern California Edison Co. 5.75% 2035 6,666 8,350
Southern California Edison Co. 5.625% 2036 5,574 6,278
Southern California Edison Co. 5.55% 2037 5,300 5,680
Southern California Edison Co. 5.95% 2038 11,255 13,120
Southern California Edison Co. 6.05% 2039 2,411 2,970
Southern California Edison Co. 4.50% 2040 20,867 21,648
Southern California Edison Co. 4.00% 2047 9,450 9,885
Southern California Edison Co. 4.125% 2048 20,385 21,873
Southern California Edison Co. 4.875% 2049 15,590 18,088
The Bond Fund of America — Page 13 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Utilities (continued)
Principal amount
(000)
Value
(000)
Southern California Edison Co. 3.65% 2050 $58,552 $57,143
Southern California Edison Co., Series C, 3.60% 2045 20,516 18,931
Southern California Gas Co. 2.55% 2030 20,175 19,766
State Grid Overseas Investment Ltd. 3.50% 20275 2,000 2,143
Talen Energy Corp. 7.25% 20275 11,474 10,433
Talen Energy Corp. 6.625% 20285 8,000 6,772
Virginia Electric and Power Co. 2.875% 2029 4,944 4,932
Virginia Electric and Power Co. 4.00% 2043 1,437 1,543
Virginia Electric and Power Co. 3.30% 2049 3,250 3,296
Virginia Electric and Power Co., Series B, 3.80% 2047 1,832 1,967
Vistra Energy Corp. 5.875% 2023 2,475 2,487
Vistra Operations Co. LLC 3.55% 20245 8,000 7,544
Wisconsin Power and Light Co. 3.65% 2050 4,625 4,746
Xcel Energy Inc. 3.30% 2025 3,646 3,705
Xcel Energy Inc. 3.35% 2026 1,527 1,512
Xcel Energy Inc. 2.60% 2029 11,203 10,648
Xcel Energy Inc. 3.40% 2030 6,800 6,907
Xcel Energy Inc. 3.50% 2049 10,145 9,058
    1,676,773
Energy 2.92%    
Apache Corp. 4.25% 2030 26,440 14,055
Apache Corp. 4.75% 2043 30,260 13,449
Apache Corp. 4.25% 2044 5,800 2,536
Apache Corp. 5.35% 2049 35,785 18,071
Baker Hughes, a GE Co. 4.08% 2047 4,040 3,335
BP Capital Markets PLC 3.062% 2022 13,481 13,609
BP Capital Markets PLC 3.79% 2024 47,280 49,079
BP Capital Markets PLC 3.41% 2026 17,500 17,526
BP Capital Markets PLC 4.234% 2028 2,500 2,719
BP Capital Markets PLC 3.00% 2050 26,840 25,170
Canadian Natural Resources Ltd. 3.45% 2021 1,600 1,494
Canadian Natural Resources Ltd. 2.95% 2023 14,820 12,855
Canadian Natural Resources Ltd. 3.80% 2024 10,500 8,997
Canadian Natural Resources Ltd. 3.85% 2027 33,595 26,657
Cenovus Energy Inc. 3.80% 2023 3,940 2,080
Cenovus Energy Inc. 4.25% 2027 16,800 8,252
Cenovus Energy Inc. 5.25% 2037 2,189 984
Cenovus Energy Inc. 5.40% 2047 62,394 28,475
Cheniere Energy Partners, LP 4.50% 20295 2,050 1,836
Cheniere Energy, Inc. 5.125% 2027 3,000 2,697
Cheniere Energy, Inc. 3.70% 20295 61,823 46,498
Chevron Corp. 2.10% 2021 10,000 10,051
Chevron Corp. 2.498% 2022 9,675 9,825
Chevron Corp. 2.954% 2026 11,980 12,623
Columbia Pipeline Partners LP 5.80% 2045 2,635 2,787
Concho Resources Inc. 4.30% 2028 18,500 16,949
Concho Resources Inc. 4.85% 2048 5,402 4,404
Constellation Oil Services Holding SA 10.00% 20245,10 3,225 1,290
DCP Midstream Operating LP 4.95% 2022 1,495 1,238
Diamond Offshore Drilling, Inc. 4.875% 2043 13,470 1,957
Diamondback Energy, Inc. 3.25% 2026 15,071 10,681
Enbridge Energy Partners, LP 5.875% 2025 5,000 4,936
Enbridge Energy Partners, LP 7.375% 2045 32,973 36,400
The Bond Fund of America — Page 14 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Energy (continued)
Principal amount
(000)
Value
(000)
Enbridge Inc. 4.00% 2023 $30,600 $29,173
Enbridge Inc. 3.50% 2024 4,582 4,627
Enbridge Inc. 2.50% 2025 17,500 16,306
Energy Transfer Operating, LP 5.875% 2024 2,043 1,934
Energy Transfer Operating, LP 2.90% 2025 8,003 6,781
Energy Transfer Operating, LP 5.50% 2027 10,000 8,780
Energy Transfer Operating, LP 3.75% 2030 14,013 11,042
Energy Transfer Operating, LP 5.00% 2050 55,000 42,889
Energy Transfer Partners, LP 4.20% 2023 5,725 5,010
Energy Transfer Partners, LP 4.50% 2024 2,975 2,659
Energy Transfer Partners, LP 4.95% 2028 7,500 6,223
Energy Transfer Partners, LP 6.125% 2045 19,678 16,406
Energy Transfer Partners, LP 5.30% 2047 32,111 24,548
Energy Transfer Partners, LP 6.00% 2048 17,891 15,078
Energy Transfer Partners, LP 6.25% 2049 20,998 17,835
Energy Transfer Partners, LP, junior subordinated, 6.625% (3-month USD-LIBOR + 4.155% on 2/15/2028)6 22,000 10,928
EQM Midstream Partners, LP 5.50% 2028 8,300 4,643
EQT Corp. 3.00% 2022 23,035 19,407
EQT Corp. 6.125% 2025 16,562 12,879
EQT Corp. 3.90% 2027 11,000 7,669
EQT Corp. 7.00% 2030 15,000 11,288
Equinor ASA 3.625% 2028 15,625 16,799
Equinor ASA 3.25% 2049 5,687 5,627
Exxon Mobil Corp. 2.222% 2021 7,330 7,417
Exxon Mobil Corp. 1.902% 2022 6,460 6,550
Exxon Mobil Corp. 2.019% 2024 42,930 42,964
Exxon Mobil Corp. 2.44% 2029 1,704 1,747
Exxon Mobil Corp. 2.995% 2039 1,230 1,238
Exxon Mobil Corp. 4.327% 2050 1,490 1,828
Gazprom OJSC 6.51% 20225 8,350 8,667
Kinder Morgan, Inc. 3.15% 2023 1,280 1,269
Kinder Morgan, Inc. 4.30% 2028 10,000 9,837
Kinder Morgan, Inc. 5.05% 2046 7,500 7,634
Kinder Morgan, Inc. 5.20% 2048 9,024 9,574
Marathon Oil Corp. 3.85% 2025 5,000 3,609
Marathon Oil Corp. 4.40% 2027 5,755 3,850
MPLX LP 3.50% 20225 8,500 8,147
MPLX LP 5.50% 2049 2,304 1,953
Murphy Oil Corp. 5.875% 2027 2,775 1,461
MV24 Capital BV 6.748% 20345 7,005 5,555
Neptune Energy Group Holdings Ltd. 6.625% 20255 6,445 3,657
Noble Energy, Inc. 3.25% 2029 24,213 15,585
Noble Energy, Inc. 4.95% 2047 22,695 13,787
Noble Energy, Inc. 4.20% 2049 25,829 14,070
NuStar Logistics, LP 6.75% 20215 3,400 2,733
Occidental Petroleum Corp. 2.90% 2024 28,085 15,335
Occidental Petroleum Corp. 3.20% 2026 10,741 5,252
Occidental Petroleum Corp. 5.55% 2026 400 214
Occidental Petroleum Corp. 3.50% 2029 60,085 28,301
Occidental Petroleum Corp. 4.40% 2049 19,444 8,433
Odebrecht Drilling Norbe 6.72% 20225 1,571 1,264
Odebrecht Drilling Norbe 7.72% 2026 (87.05% PIK)5,10 7,752 848
Odebrecht Drilling Norbe 0%5 1,072 12
ONEOK, Inc. 2.20% 2025 439 340
The Bond Fund of America — Page 15 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Energy (continued)
Principal amount
(000)
Value
(000)
ONEOK, Inc. 3.10% 2030 $5,271 $3,987
ONEOK, Inc. 4.45% 2049 3,299 2,574
Petrobras Global Finance Co. 8.75% 2026 2,600 2,821
Petrobras Global Finance Co. 7.375% 2027 4,380 4,503
Petrobras Global Finance Co. 5.093% 20305 5,233 4,795
Petrobras Global Finance Co. 7.25% 2044 1,375 1,404
Petrobras Global Finance Co. 6.90% 2049 19,000 18,624
Petróleos Mexicanos 4.50% 2026 9,922 7,312
Petróleos Mexicanos 6.875% 2026 103,471 79,522
Petróleos Mexicanos 6.50% 2027 65,892 49,330
Petróleos Mexicanos 6.84% 20305 1,447 1,055
Petróleos Mexicanos 5.95% 20315 2,838 1,966
Petróleos Mexicanos 7.69% 20505 5,700 4,020
QEP Resources, Inc. 5.625% 2026 1,625 605
Sabine Pass Liquefaction, LLC 5.625% 20216 925 910
Sabine Pass Liquefaction, LLC 6.25% 2022 4,700 4,562
Sabine Pass Liquefaction, LLC 5.625% 20236 14,000 13,042
Sabine Pass Liquefaction, LLC 5.75% 2024 13,100 12,317
Sabine Pass Liquefaction, LLC 5.625% 2025 21,015 19,325
Sabine Pass Liquefaction, LLC 5.875% 2026 33,750 32,211
Saudi Arabian Oil Co. 2.875% 20245 8,448 8,222
Saudi Arabian Oil Co. 3.50% 20295 62,360 61,784
Saudi Arabian Oil Co. 4.375% 20495 1,325 1,323
Shell International Finance BV 3.50% 2023 22,808 23,805
Shell International Finance BV 2.00% 2024 6,500 6,474
Shell International Finance BV 3.875% 2028 8,780 9,617
Shell International Finance BV 2.375% 2029 23,374 23,294
Shell International Finance BV 3.125% 2049 15,310 15,348
Sunoco Logistics Operating Partners, LP 5.40% 2047 37,806 30,151
Sunoco LP 4.875% 2023 6,000 5,846
Sunoco LP 6.00% 2027 4,210 3,650
Targa Resources Partners LP 6.875% 2029 6,000 4,875
Targa Resources Partners LP 5.50% 20305 8,660 6,766
Teekay Corp. 9.25% 20225 3,745 3,777
Total Capital International 2.434% 2025 27,975 28,134
Total Capital International 3.455% 2029 17,815 18,848
Total Capital International 3.461% 2049 2,600 2,666
Total Capital SA 3.883% 2028 5,100 5,538
TransCanada PipeLines Ltd. 4.875% 2048 12,500 13,652
TransCanada PipeLines Ltd. 5.10% 2049 13,500 15,216
Transocean Inc. 5.80% 20226 5,135 3,214
Transportadora de Gas Peru SA 4.25% 20285 2,535 2,415
Western Midstream Operating, LP 3.10% 2025 8,964 4,704
Western Midstream Operating, LP 4.05% 2030 6,606 2,922
Western Midstream Operating, LP 5.25% 2050 9,236 3,811
Williams Partners LP 3.90% 2025 1,391 1,250
Williams Partners LP 6.30% 2040 2,438 2,471
Williams Partners LP 5.10% 2045 1,626 1,551
Woodside Finance Ltd. 4.60% 20215 9,565 9,502
WPX Energy, Inc. 4.50% 2030 15,995 8,745
    1,539,633
The Bond Fund of America — Page 16 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Consumer discretionary 2.63%
Principal amount
(000)
Value
(000)
Amazon.com, Inc. 2.40% 2023 $10,603 $11,042
Amazon.com, Inc. 3.15% 2027 4,460 4,896
Amazon.com, Inc. 3.875% 2037 550 662
Amazon.com, Inc. 4.05% 2047 503 645
American Honda Finance Corp. 1.65% 2021 9,565 9,461
American Honda Finance Corp. 2.60% 2022 106 105
American Honda Finance Corp. 3.50% 2028 584 580
Bayerische Motoren Werke AG 2.15% 20205 2,000 2,000
Bayerische Motoren Werke AG 1.85% 20215 1,500 1,475
Bayerische Motoren Werke AG 2.00% 20215 2,000 1,961
Bayerische Motoren Werke AG 2.95% 20225 5,000 4,920
Bayerische Motoren Werke AG 3.45% 20235 19,534 19,429
Bayerische Motoren Werke AG 3.15% 20245 17,616 17,504
BMW Finance NV 2.25% 20225 7,500 7,186
DaimlerChrysler North America Holding Corp. 2.00% 20215 11,925 11,503
DaimlerChrysler North America Holding Corp. 2.55% 20225 12,750 12,241
DaimlerChrysler North America Holding Corp. 1.75% 20235 18,000 16,970
DaimlerChrysler North America Holding Corp. 2.70% 20245 7,500 7,257
DaimlerChrysler North America Holding Corp. 3.65% 20245 38,644 37,659
DaimlerChrysler North America Holding Corp. 3.30% 20255 200 191
Ford Motor Credit Co. 2.343% 2020 25,295 24,410
Ford Motor Credit Co. 3.157% 2020 18,661 18,291
Ford Motor Credit Co. 3.20% 2021 9,415 9,144
Ford Motor Credit Co. 3.336% 2021 4,500 4,320
Ford Motor Credit Co. 3.47% 2021 15,066 14,534
Ford Motor Credit Co. 3.813% 2021 30,785 29,554
Ford Motor Credit Co. 3.219% 2022 1,427 1,338
Ford Motor Credit Co. 3.339% 2022 24,608 23,016
Ford Motor Credit Co. 3.35% 2022 9,000 8,325
Ford Motor Credit Co. 5.596% 2022 19,250 18,721
Ford Motor Credit Co. 3.087% 2023 14,881 13,467
Ford Motor Credit Co. 3.096% 2023 18,127 16,133
Ford Motor Credit Co. 4.14% 2023 22,000 20,583
Ford Motor Credit Co. 4.375% 2023 14,367 13,289
Ford Motor Credit Co. 3.664% 2024 5,301 4,744
Ford Motor Credit Co. 3.81% 2024 5,242 4,744
Ford Motor Credit Co. 4.063% 2024 9,000 8,212
Ford Motor Credit Co. 4.134% 2025 400 357
Ford Motor Credit Co. 4.542% 2026 19,727 17,360
Ford Motor Credit Co. 4.271% 2027 40,000 34,300
General Motors Co. 4.35% 2025 10,410 9,343
General Motors Co. 5.00% 2035 11,505 8,679
General Motors Co. 6.60% 2036 11,309 9,874
General Motors Co. 6.25% 2043 8,681 6,920
General Motors Co. 5.20% 2045 6,887 5,483
General Motors Co. 6.75% 2046 5,934 4,763
General Motors Co. 5.40% 2048 15,692 11,488
General Motors Co. 5.95% 2049 22,491 16,699
General Motors Financial Co. 3.20% 2021 13,200 12,615
General Motors Financial Co. 3.55% 2021 1,400 1,342
General Motors Financial Co. 3.45% 2022 14,955 13,823
General Motors Financial Co. 3.55% 2022 1,850 1,711
General Motors Financial Co. 3.25% 2023 47,908 44,374
General Motors Financial Co. 4.15% 2023 14,010 12,759
The Bond Fund of America — Page 17 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Consumer discretionary (continued)
Principal amount
(000)
Value
(000)
General Motors Financial Co. 3.50% 2024 $4,470 $3,941
General Motors Financial Co. 3.95% 2024 15,500 14,074
General Motors Financial Co. 5.10% 2024 11,546 10,653
General Motors Financial Co. 2.90% 2025 2,410 2,090
General Motors Financial Co. 4.00% 2026 2,000 1,704
General Motors Financial Co. 5.25% 2026 5,375 4,754
Hanesbrands Inc. 4.625% 20245 5,000 4,981
Home Depot, Inc. 3.90% 2028 825 918
Home Depot, Inc. 2.95% 2029 23,565 24,437
Home Depot, Inc. 2.70% 2030 25,000 25,511
Home Depot, Inc. 4.50% 2048 863 1,064
Hyundai Capital America 2.55% 20205 11,500 11,500
Hyundai Capital America 2.75% 20205 11,406 11,434
Hyundai Capital America 3.45% 20215 33,735 33,721
Hyundai Capital America 3.75% 20215 21,500 21,493
Hyundai Capital America 2.85% 20225 7,412 7,246
Hyundai Capital America 3.10% 20225 13,890 13,602
Hyundai Capital America 3.25% 20225 24,685 24,201
Hyundai Capital America 3.95% 20225 15,000 15,127
Hyundai Capital America 2.375% 20235 21,815 20,607
Hyundai Capital America 2.65% 20255 28,554 27,301
Hyundai Capital America 3.00% 20275 22,768 21,218
KB Home 6.875% 2027 5,000 5,043
Las Vegas Sands Corp. 3.90% 2029 7,855 6,834
Lennar Corp. 8.375% 2021 5,000 5,118
Lennar Corp. 4.50% 2024 2,115 2,082
Limited Brands, Inc. 6.75% 2036 3,800 2,766
Lowe’s Cos., Inc. 3.65% 2029 2,880 2,972
Lowe’s Cos., Inc. 4.05% 2047 2,425 2,416
Lowe’s Cos., Inc. 4.55% 2049 22,439 24,935
M.D.C. Holdings, Inc. 6.00% 2043 6,350 6,038
McDonald’s Corp. 2.125% 2030 8,975 8,417
McDonald’s Corp. 4.45% 2047 4,000 4,349
McDonald’s Corp. 4.45% 2048 3,500 3,910
McDonald’s Corp. 3.625% 2049 11,165 11,465
McDonald’s Corp. 4.20% 2050 5,396 6,005
Melco International Development Ltd. 4.875% 20255 300 278
Melco International Development Ltd. 5.375% 20295 885 770
MGM Growth Properties LLC 5.625% 2024 3,885 3,754
MGM Resorts International 6.00% 2023 1,000 971
Morongo Band of Mission Indians 7.00% 20395 11,225 12,911
Neiman Marcus Group Ltd. LLC 8.75% 20245 5,202 520
Neiman Marcus Group Ltd. LLC 14.00% 2024 (42.86% PIK)5,10 3,266 1,061
Newell Rubbermaid Inc. 3.85% 2023 16,509 16,645
Newell Rubbermaid Inc. 4.20% 2026 36,569 35,850
Newell Rubbermaid Inc. 5.50% 2046 2,015 2,052
NIKE, Inc. 2.40% 2025 12,707 13,181
NIKE, Inc. 2.75% 2027 9,915 10,370
NIKE, Inc. 2.85% 2030 11,193 11,846
NIKE, Inc. 3.25% 2040 11,563 12,100
NIKE, Inc. 3.375% 2050 9,052 9,949
Nissan Motor Co., Ltd. 2.60% 20225 15,570 14,852
Party City Holdings Inc. 6.625% 20265 2,640 277
PetSmart, Inc. 7.125% 20235 4,900 4,653
The Bond Fund of America — Page 18 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Consumer discretionary (continued)
Principal amount
(000)
Value
(000)
PetSmart, Inc. 5.875% 20255 $3,975 $3,945
PetSmart, Inc. 8.875% 20255 2,650 2,418
S.A.C.I. Falabella 3.75% 20275 8,295 7,134
Sands China Ltd. 4.60% 2023 9,091 9,350
Sands China Ltd. 5.40% 2028 45,000 42,550
Scientific Games Corp. 8.25% 20265 10,165 6,564
ServiceMaster Global Holdings, Inc. 5.125% 20245 4,250 4,223
Starbucks Corp. 3.10% 2023 15,237 15,690
Starbucks Corp. 3.80% 2025 14,000 14,909
Starbucks Corp. 4.50% 2048 6,150 6,976
Taylor Morrison Home Corp. 5.75% 20285 3,500 3,155
TJX Cos., Inc. 4.50% 2050 10,984 11,822
Toyota Motor Credit Corp. 2.15% 2022 2,000 1,991
Toyota Motor Credit Corp. 2.60% 2022 9,860 9,891
Toyota Motor Credit Corp. 2.70% 2023 5,300 5,339
Toyota Motor Credit Corp. 1.80% 2025 1,500 1,450
Toyota Motor Credit Corp. 3.20% 2027 1,330 1,362
Toyota Motor Credit Corp. 3.05% 2028 2,589 2,591
Toyota Motor Credit Corp. 3.375% 2030 19,092 19,356
Vici Properties LP 4.25% 20265 3,700 3,415
Vici Properties LP 4.625% 20295 715 655
VICI Properties LP / VICI Note Co. Inc. 3.50% 20255 2,175 2,021
Volkswagen Group of America Finance, LLC 4.00% 20215 8,028 7,946
Volkswagen Group of America Finance, LLC 2.70% 20225 11,831 11,455
Volkswagen Group of America Finance, LLC 4.25% 20235 3,000 2,969
Volkswagen Group of America Finance, LLC 2.85% 20245 22,214 20,981
Volkswagen Group of America Finance, LLC 4.625% 20255 3,477 3,594
Wynn Macau, Ltd. 5.125% 20295 1,200 1,017
YUM! Brands, Inc. 7.75% 20255 2,424 2,551
    1,385,689
Consumer staples 2.61%    
Albertsons Cos. LLC 3.50% 20235 3,575 3,546
Albertsons Cos. LLC 6.625% 2024 1,525 1,559
Altria Group, Inc. 2.85% 2022 200 201
Altria Group, Inc. 3.80% 2024 7,100 7,211
Altria Group, Inc. 4.40% 2026 27,923 28,974
Altria Group, Inc. 4.80% 2029 61,140 64,108
Altria Group, Inc. 5.80% 2039 900 990
Altria Group, Inc. 4.50% 2043 100 95
Altria Group, Inc. 5.95% 2049 75,837 88,624
Anheuser-Busch Co./InBev Worldwide 4.90% 2046 32,310 35,425
Anheuser-Busch InBev NV 4.00% 2028 2,000 2,116
Anheuser-Busch InBev NV 4.75% 2029 36,001 39,664
Anheuser-Busch InBev NV 4.90% 2031 3,000 3,340
Anheuser-Busch InBev NV 4.60% 2048 14,275 15,194
Anheuser-Busch InBev NV 5.55% 2049 41,912 49,514
British American Tobacco International Finance PLC 3.50% 20225 216 215
British American Tobacco International Finance PLC 3.95% 20255 20,022 19,682
British American Tobacco PLC 2.764% 2022 21,380 21,083
British American Tobacco PLC 3.222% 2024 51,000 51,325
British American Tobacco PLC 3.215% 2026 17,500 16,679
British American Tobacco PLC 3.557% 2027 107,870 101,823
British American Tobacco PLC 4.70% 2027 911 930
The Bond Fund of America — Page 19 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Consumer staples (continued)
Principal amount
(000)
Value
(000)
British American Tobacco PLC 4.906% 2030 $14,470 $14,872
British American Tobacco PLC 4.39% 2037 50,000 46,518
British American Tobacco PLC 4.54% 2047 38,451 35,274
British American Tobacco PLC 4.758% 2049 50,711 48,036
Coca-Cola Co. 1.75% 2024 36,000 36,719
Conagra Brands, Inc. 4.30% 2024 22,146 23,036
Conagra Brands, Inc. 4.60% 2025 14,695 15,585
Conagra Brands, Inc. 5.30% 2038 19,342 21,114
Conagra Brands, Inc. 5.40% 2048 19,250 21,766
Constellation Brands, Inc. 2.65% 2022 14,125 13,517
Constellation Brands, Inc. 2.70% 2022 1,995 1,955
Constellation Brands, Inc. 3.20% 2023 10,638 10,625
Constellation Brands, Inc. 4.25% 2023 8,588 8,677
Constellation Brands, Inc. 3.70% 2026 3,350 3,355
Constellation Brands, Inc. 3.60% 2028 1,650 1,618
Constellation Brands, Inc. 4.10% 2048 1,000 917
Costco Wholesale Corp. 2.30% 2022 3,500 3,569
Costco Wholesale Corp. 2.75% 2024 14,500 15,250
Darling Ingredients Inc. 5.25% 20275 6,000 5,860
Imperial Tobacco Finance PLC 3.50% 20235 3,173 3,187
JBS Investments GmbH II 7.00% 20265 1,932 1,936
JBS Investments GmbH II 7.00% 2026 835 837
JBS Investments GmbH II 5.75% 20285 3,838 3,746
Keurig Dr Pepper Inc. 3.551% 2021 8,500 8,606
Keurig Dr Pepper Inc. 4.057% 2023 36,670 38,239
Keurig Dr Pepper Inc. 4.417% 2025 9,925 10,597
Keurig Dr Pepper Inc. 4.597% 2028 22,033 24,244
Keurig Dr Pepper Inc. 5.085% 2048 19,000 23,980
Kimberly-Clark Corp. 3.10% 2030 2,309 2,483
Kraft Heinz Co. 3.95% 2025 7,390 7,279
Kraft Heinz Co. 3.00% 2026 6,485 6,318
Kraft Heinz Co. 4.375% 2046 7,500 6,800
Lamb Weston Holdings, Inc. 4.625% 20245 2,500 2,478
Molson Coors Brewing Co. 2.10% 2021 6,190 6,054
Molson Coors Brewing Co. 4.20% 2046 22,166 19,944
Nestlé Holdings, Inc. 3.35% 20235 26,000 27,422
PepsiCo, Inc. 2.75% 2030 5,210 5,574
PepsiCo, Inc. 3.625% 2050 9,720 11,568
Philip Morris International Inc. 2.50% 2022 16,500 16,585
Philip Morris International Inc. 2.875% 2024 11,985 12,314
Philip Morris International Inc. 3.375% 2029 13,550 14,322
Procter & Gamble Co. 2.80% 2027 647 706
Procter & Gamble Co. 3.00% 2030 7,142 7,938
Procter & Gamble Co. 3.55% 2040 20,000 23,377
Procter & Gamble Co. 3.60% 2050 3,314 4,100
Reckitt Benckiser Group PLC 2.375% 20225 10,935 10,742
Reckitt Benckiser Treasury Services PLC 2.75% 20245 4,305 4,275
Reynolds American Inc. 3.25% 2020 3,000 2,991
Reynolds American Inc. 3.25% 2022 17,491 16,978
Reynolds American Inc. 4.45% 2025 10,635 10,849
Reynolds American Inc. 4.75% 2042 2,500 2,349
Reynolds American Inc. 5.85% 2045 10,195 11,015
TreeHouse Foods, Inc. 6.00% 20245 2,420 2,417
Wal-Mart Stores, Inc. 3.125% 2021 7,500 7,658
The Bond Fund of America — Page 20 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Consumer staples (continued)
Principal amount
(000)
Value
(000)
Wal-Mart Stores, Inc. 2.35% 2022 $4,000 $4,130
Wal-Mart Stores, Inc. 3.40% 2023 2,975 3,170
Wal-Mart Stores, Inc. 2.85% 2024 57,435 60,686
Wal-Mart Stores, Inc. 3.05% 2026 16,440 17,781
Wal-Mart Stores, Inc. 3.70% 2028 5,694 6,415
WM. Wrigley Jr. Co. 3.375% 20205 41,650 41,398
    1,374,049
Information technology 1.71%    
Adobe Inc. 1.70% 2023 20,000 20,264
Adobe Inc. 1.90% 2025 14,746 14,907
Adobe Inc. 2.15% 2027 24,367 24,700
Adobe Inc. 2.30% 2030 24,569 24,657
Broadcom Inc. 3.625% 20245 6,000 5,901
Broadcom Inc. 4.25% 20265 150,225 152,969
Broadcom Inc. 4.75% 20295 175,189 178,319
Broadcom Ltd. 3.00% 2022 40,500 40,159
Broadcom Ltd. 2.65% 2023 16,500 16,135
Broadcom Ltd. 3.625% 2024 33,750 33,461
Broadcom Ltd. 3.875% 2027 32,260 30,825
Broadcom Ltd. 3.50% 2028 22,732 21,115
Financial & Risk US Holdings, Inc. 6.25% 20265 10,100 10,484
Financial & Risk US Holdings, Inc. 8.25% 20265 10,140 10,723
Fiserv, Inc. 2.75% 2024 19,000 18,929
Fiserv, Inc. 3.50% 2029 44,285 47,134
Fiserv, Inc. 4.40% 2049 13,825 14,915
International Business Machines Corp. 3.00% 2024 32,750 34,311
Kronos Inc., Term Loan B, (3-month USD-LIBOR + 8.25%) 10.013% 20242,9 1,475 1,391
Mastercard Inc. 3.85% 2050 1,609 1,973
Microsoft Corp. 1.55% 2021 3,975 4,005
Microsoft Corp. 3.125% 2025 5,750 6,311
Microsoft Corp. 3.30% 2027 20,030 22,281
Microsoft Corp. 3.70% 2046 3,250 3,872
Microsoft Corp. 4.25% 2047 2,125 2,772
MoneyGram International Inc., Term Loan B, (3-month USD-LIBOR + 6.00%) 7.603% 20232,9 5,955 4,347
NVIDIA Corp. 3.50% 2050 14,000 15,327
Open Text Corp. 3.875% 20285 6,500 6,141
Oracle Corp. 1.90% 2021 12,250 12,302
Oracle Corp. 3.60% 2050 11,600 11,606
PayPal Holdings, Inc. 2.40% 2024 43,150 43,443
PayPal Holdings, Inc. 2.65% 2026 12,234 12,017
PayPal Holdings, Inc. 2.85% 2029 12,580 12,564
Unisys Corp. 10.75% 20225 3,325 3,511
VeriSign, Inc. 4.625% 2023 5,800 5,778
Visa Inc. 2.15% 2022 4,535 4,645
Visa Inc. 1.90% 2027 10,958 10,927
Visa Inc. 2.05% 2030 11,822 11,805
Visa Inc. 2.70% 2020 4,936 4,900
Xerox Corp. 3.50% 2020 500 493
    902,319
The Bond Fund of America — Page 21 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Industrials 1.71%
Principal amount
(000)
Value
(000)
3M Co. 2.25% 2023 $10,722 $11,167
3M Co. 3.25% 2024 9,872 10,469
ABB Finance (USA) Inc. 2.875% 2022 1,000 1,009
ADT Corp. 3.50% 2022 7,100 6,976
Airbus Group SE 2.70% 20235 985 965
Avolon Holdings Funding Ltd. 3.625% 20225 4,500 3,994
Avolon Holdings Funding Ltd. 3.95% 20245 51,833 43,462
Avolon Holdings Funding Ltd. 3.25% 20275 16,000 12,613
Beacon Roofing Supply, Inc. 4.875% 20255 11,000 9,996
Boeing Co. 2.80% 2024 3,485 3,287
Boeing Co. 3.10% 2026 26,488 24,546
Boeing Co. 2.70% 2027 30,217 27,798
Boeing Co. 3.20% 2029 38,945 36,048
Boeing Co. 2.95% 2030 8,562 7,946
Boeing Co. 3.60% 2034 6,790 6,096
Boeing Co. 3.90% 2049 4,430 4,020
Bohai Financial Investment Holding Co., Ltd. 5.25% 20225 3,242 2,934
Clean Harbors, Inc. 4.875% 20275 1,100 1,083
Clean Harbors, Inc. 5.125% 20295 10,000 9,385
Continental Airlines, Inc., Series 2001-1, Class A1, 6.703% 2022 1,810 1,828
Continental Airlines, Inc., Series 2000-2, Class A1, 7.707% 2022 1,660 1,678
Continental Airlines, Inc., Series 2000-1, Class A1, 8.048% 2022 1,768 1,771
CSX Corp. 3.80% 2028 9,435 10,039
CSX Corp. 4.25% 2029 4,277 4,810
CSX Corp. 2.40% 2030 17,855 17,193
CSX Corp. 3.35% 2049 3,504 3,364
CSX Corp. 4.50% 2049 172 199
CSX Corp. 3.80% 2050 2,934 3,096
Deere & Co. 3.75% 2050 9,807 11,173
Delta Air Lines, Inc., Series 2002-1, Class G-1, MBIA insured, 6.718% 2024 791 791
DP World Crescent 4.848% 20285 3,180 2,902
Dun & Bradstreet Corp. 6.875% 20265 10,120 10,582
Dun & Bradstreet Corp. 10.25% 20275 3,535 3,767
ENA Norte Trust 4.95% 20285 1,996 1,994
ENA Norte Trust 4.95% 2028 526 525
Euramax International, Inc. 12.00% 20205 2,075 1,483
F-Brasile SpA 7.375% 20265 1,790 1,790
Fortive Corp. 2.35% 2021 3,550 3,452
GE Capital International Funding Co. 4.418% 2035 54,567 59,189
General Dynamics Corp. 3.375% 2023 6,645 6,973
General Dynamics Corp. 3.50% 2025 8,025 8,568
General Dynamics Corp. 3.75% 2028 4,655 4,964
General Dynamics Corp. 3.625% 2030 13,704 15,302
General Dynamics Corp. 4.25% 2050 2,091 2,604
General Electric Capital Corp. 3.373% 2025 32,950 33,188
General Electric Capital Corp. 6.15% 2037 3,050 3,528
General Electric Co. 2.70% 2022 1,000 985
General Electric Co. 4.125% 2042 40 38
Hardwoods Acquisition Inc. 7.50% 20215 5,780 2,081
Harris Corp. 3.832% 2025 885 923
Honeywell International Inc. 2.30% 2024 22,497 22,383
Honeywell International Inc. 2.70% 2029 9,333 9,534
Icahn Enterprises Finance Corp. 6.25% 2026 5,200 4,943
Lima Metro Line 2 Finance Ltd. 5.875% 20345 3,167 3,408
The Bond Fund of America — Page 22 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Industrials (continued)
Principal amount
(000)
Value
(000)
Lima Metro Line 2 Finance Ltd. 4.35% 20365 $465 $443
Lockheed Martin Corp. 2.50% 2020 2,805 2,812
Lockheed Martin Corp. 4.50% 2036 815 937
Lockheed Martin Corp. 4.70% 2046 5,635 6,969
Masonite International Corp. 5.75% 20265 1,500 1,483
Mexico City Airport Trust 5.50% 2046 3,369 2,764
Mexico City Airport Trust 5.50% 2047 7,316 6,249
Mexico City Airport Trust 5.50% 20475 1,513 1,292
Norfolk Southern Corp. 2.55% 2029 4,712 4,592
Norfolk Southern Corp. 3.40% 2049 1,623 1,599
Northrop Grumman Corp. 2.55% 2022 8,955 8,962
Northrop Grumman Corp. 2.93% 2025 25,040 25,538
Northrop Grumman Corp. 3.25% 2028 6,985 7,346
Northrop Grumman Corp. 5.25% 2050 12,904 17,642
Otis Worldwide Corp. 2.056% 20255 27,382 26,861
Otis Worldwide Corp. 2.293% 20275 4,000 3,846
Otis Worldwide Corp. 2.565% 20305 5,900 5,751
Otis Worldwide Corp. 3.362% 20505 1,500 1,479
Parker-Hannifin Corp. 2.70% 2024 3,770 3,762
Parker-Hannifin Corp. 3.25% 2029 7,835 7,952
Parker-Hannifin Corp. 4.00% 2049 600 633
Pisces Parent LLC 8.00% 20265 5,651 4,903
Prime Security Services Borrower, LLC 5.25% 20245 2,500 2,485
Prime Security Services Borrower, LLC 5.75% 20265 2,000 1,971
Republic Services, Inc. 2.50% 2024 7,000 7,062
Rockwell Collins, Inc. 2.80% 2022 9,010 9,110
Rockwell Collins, Inc. 3.20% 2024 10,105 10,444
Roper Technologies, Inc. 2.80% 2021 860 861
Rutas 2 and 7 Finance Ltd. 0% 20365 1,795 1,060
Siemens AG 1.70% 20215 13,500 13,420
Siemens AG 2.70% 20225 29,620 29,488
Siemens AG 2.90% 20225 10,000 10,025
Siemens AG 2.35% 20265 6,430 6,496
Stericycle, Inc. 5.375% 20245 5,000 4,988
TransDigm Inc. 6.25% 20265 656 656
Uber Technologies, Inc. 7.50% 20235 5,200 5,090
Uber Technologies, Inc. 8.00% 20265 4,200 4,171
Union Pacific Corp. 3.15% 2024 5,705 5,945
Union Pacific Corp. 2.15% 2027 7,190 7,061
Union Pacific Corp. 3.95% 2028 9,350 10,059
Union Pacific Corp. 3.70% 2029 18,955 20,501
Union Pacific Corp. 2.40% 2030 14,033 13,746
Union Pacific Corp. 4.30% 2049 4,550 5,193
Union Pacific Corp. 3.25% 2050 19,523 19,240
Union Pacific Corp. 3.95% 2059 11,880 13,033
United Rentals, Inc. 4.625% 2025 3,647 3,469
United Rentals, Inc. 5.875% 2026 2,353 2,401
United Technologies Corp. 3.65% 2023 1,505 1,585
United Technologies Corp. 3.95% 2025 17,415 19,091
United Technologies Corp. 3.125% 2027 1,000 1,023
United Technologies Corp. 4.125% 2028 6,320 6,992
United Technologies Corp. 4.50% 2042 1,000 1,166
United Technologies Corp. 4.625% 2048 500 594
Vinci SA 3.75% 20295 7,514 8,131
The Bond Fund of America — Page 23 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Industrials (continued)
Principal amount
(000)
Value
(000)
Waste Management, Inc. 2.95% 2024 $10,000 $10,188
Wesco Aircraft Holdings, Inc. 8.50% 20245 7,000 5,626
Westinghouse Air Brake Technologies Corp. 4.40% 20246 9,676 9,632
XPO Logistics, Inc. 6.75% 20245 940 925
    901,585
Communication services 1.48%    
América Móvil, SAB de CV 8.46% 2036 MXN27,000 980
AT&T Inc. 4.35% 2029 $5,050 5,442
AT&T Inc. 4.50% 2035 3,200 3,502
AT&T Inc. 4.30% 2042 1,075 1,141
AT&T Inc. 4.35% 2045 1,907 2,026
AT&T Inc. 4.75% 2046 9,084 10,135
AT&T Inc. 4.50% 2048 15,070 16,435
CCO Holdings LLC and CCO Holdings Capital Corp. 3.579% 2020 300 299
CCO Holdings LLC and CCO Holdings Capital Corp. 5.875% 20245 8,185 8,420
CCO Holdings LLC and CCO Holdings Capital Corp. 5.50% 20265 3,815 3,890
CCO Holdings LLC and CCO Holdings Capital Corp. 5.00% 20285 9,250 9,338
CCO Holdings LLC and CCO Holdings Capital Corp. 5.375% 20295 10,700 11,055
CCO Holdings LLC and CCO Holdings Capital Corp. 4.50% 20305 14,925 14,710
CCO Holdings LLC and CCO Holdings Capital Corp. 4.75% 20305 6,865 6,886
CCO Holdings LLC and CCO Holdings Capital Corp. 4.50% 20325 6,500 6,375
CCO Holdings LLC and CCO Holdings Capital Corp. 6.484% 2045 6,850 8,409
CCO Holdings LLC and CCO Holdings Capital Corp. 5.125% 2049 12,943 13,831
CCO Holdings LLC and CCO Holdings Capital Corp. 4.80% 2050 6,300 6,596
CenturyLink, Inc. 4.00% 20275 66,645 64,146
Comcast Corp. 3.95% 2025 23,300 25,703
Comcast Corp. 3.30% 2027 5,075 5,393
Comcast Corp. 4.15% 2028 4,000 4,563
Comcast Corp. 2.65% 2030 71,390 73,686
Comcast Corp. 3.40% 2030 7,632 8,279
Comcast Corp. 3.25% 2039 2,120 2,249
Comcast Corp. 4.00% 2047 2,330 2,735
Comcast Corp. 3.45% 2050 8,600 9,482
CSC Holdings, LLC 5.375% 20235 7,600 7,724
Deutsche Telekom AG 3.625% 20505 31,735 31,727
Diamond Sports Group LLC 5.375% 20265 3,500 2,864
Digicel Group Ltd. 6.00% 20215 765 443
Embarq Corp. 7.995% 2036 7,150 7,117
Fox Corp. 4.03% 2024 4,090 4,257
Fox Corp. 3.05% 2025 3,193 3,213
Fox Corp. 3.50% 2030 8,848 8,981
Fox Corp. 5.576% 2049 8,355 10,044
France Télécom 9.00% 20316 2,300 3,497
Frontier Communications Corp. 8.00% 20275 6,660 6,606
Grupo Televisa, SAB 7.25% 2043 MXN25,290 757
iHeartCommunications, Inc. 6.375% 2026 $8,475 8,067
Level 3 Communications, Inc. 5.125% 2023 2,500 2,472
Level 3 Communications, Inc. 5.375% 2024 5,185 5,230
Level 3 Communications, Inc. 5.25% 2026 5,015 5,040
Level 3 Communications, Inc. 3.875% 20295 6,900 6,514
Ligado Networks, Term Loan, (3-month USD-LIBOR + 10.75%) 11.03% 2020 (100% PIK)2,9,10 2,439 1,222
NBCUniversal Enterprise, Inc., junior subordinated, 5.25%5 29,045 29,049
Neptune Finco Corp. (Altice NV) 6.625% 20255 4,850 5,135
The Bond Fund of America — Page 24 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Communication services (continued)
Principal amount
(000)
Value
(000)
Netflix, Inc. 5.875% 2028 $26,925 $28,959
Netflix, Inc. 5.375% 20295 6,440 6,766
Netflix, Inc. 4.875% 20305 45,924 46,875
Quebecor Media Inc. 5.75% 2023 3,600 3,676
Sirius XM Radio Inc. 3.875% 20225 2,500 2,509
Sirius XM Radio Inc. 4.625% 20235 5,000 4,981
Sirius XM Radio Inc. 4.625% 20245 2,500 2,553
SoftBank Group Corp. 3.36% 20235 8,606 8,596
Sprint Communications, Inc., Term Loan, (3-month USD-LIBOR + 3.00%) 4.45% 20242,9 2,369 2,350
Sprint Corp. 7.25% 2021 1,110 1,150
Sprint Corp. 6.875% 2028 5,200 5,968
Sprint Corp. 7.25% 20285 850 857
TEGNA Inc. 5.00% 20295 5,250 4,745
Tencent Holdings Ltd. 3.28% 20245 15,000 15,579
Tencent Holdings Ltd. 3.595% 2028 5,000 5,321
T-Mobile US, Inc. 6.00% 2024 3,175 3,246
Verizon Communications Inc. 4.329% 2028 14,799 17,091
Verizon Communications Inc. 3.875% 2029 2,071 2,323
Verizon Communications Inc. 4.016% 2029 11,077 12,563
Verizon Communications Inc. 3.15% 2030 18,575 20,017
Verizon Communications Inc. 4.40% 2034 10,000 11,745
Verizon Communications Inc. 5.25% 2037 1,075 1,379
Verizon Communications Inc. 4.125% 2046 1,425 1,657
Verizon Communications Inc. 4.00% 2050 8,400 10,015
Videotron Ltd. 5.375% 20245 3,100 3,138
Virgin Media Secured Finance PLC 5.50% 20295 2,500 2,514
Vodafone Group PLC 5.25% 2048 13,985 16,944
Vodafone Group PLC 4.25% 2050 20,375 21,018
Walt Disney Co. 3.80% 2030 7,000 7,904
Walt Disney Co. 4.70% 2050 20,000 26,132
WPP Finance 2010 3.75% 2024 1,000 1,018
Ziggo Bond Finance BV 5.50% 20275 6,200 6,234
    781,488
Materials 0.92%    
Air Liquide SA 2.25% 20295 3,643 3,379
Anglo American Capital PLC 5.625% 20305 14,000 14,239
ArcelorMittal 3.60% 2024 30,625 27,972
Ardagh Packaging Finance 4.25% 20225 2,500 2,516
Ardagh Packaging Finance 4.125% 20265 2,500 2,502
Ball Corp. 4.00% 2023 6,000 6,090
Berry Global Escrow Corp. 4.875% 20265 9,875 10,029
BHP Billiton Finance Ltd. 6.25% 2075
(USD Semi Annual 30/360 (vs. 3-month USD-LIBOR) 5-year + 4.971% on 10/19/2020)5,6
6,440 6,331
Blue Cube Spinco Inc. 9.75% 2023 6,300 6,591
Blue Cube Spinco Inc. 10.00% 2025 3,000 3,184
Braskem Idesa Sapi 7.45% 20295 5,946 4,217
Braskem SA 4.50% 20305 29,325 22,932
BWAY Parent Co., Inc. 5.50% 20245 5,200 4,823
Carrier Global Corp. 2.242% 20255 21,661 21,226
Carrier Global Corp. 2.493% 20275 11,399 10,933
Carrier Global Corp. 2.722% 20305 55,710 51,586
Carrier Global Corp. 3.377% 20405 27,500 24,393
Carrier Global Corp. 3.577% 20505 14,624 13,211
The Bond Fund of America — Page 25 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Materials (continued)
Principal amount
(000)
Value
(000)
Chevron Phillips Chemical Co. LLC 3.30% 20235 $9,250 $9,026
Chevron Phillips Chemical Co. LLC 3.70% 20285 3,000 3,047
Cleveland-Cliffs Inc. 4.875% 20245 7,500 6,928
Consolidated Energy Finance SA 6.50% 20265 7,960 6,754
CRH America, Inc. 3.875% 20255 2,000 2,025
CRH America, Inc. 5.125% 20455 2,000 1,947
Crown Holdings, Inc. 4.50% 2023 2,500 2,579
Crown Holdings, Inc. 4.25% 2026 4,000 3,974
Cydsa SAB de CV 6.25% 20275 2,530 1,894
Cydsa SAB de CV 6.25% 2027 1,500 1,123
Dow Chemical Co. 3.15% 2024 1,645 1,623
Dow Chemical Co. 3.625% 2026 14,418 14,141
Dow Chemical Co. 4.80% 2028 4,000 4,338
Dow Chemical Co. 4.625% 2044 1,100 1,022
Dow Chemical Co. 5.55% 2048 8,600 9,705
Dow Chemical Co. 4.80% 2049 10,227 10,697
DowDuPont Inc. 4.493% 2025 3,210 3,458
DowDuPont Inc. 5.419% 2048 12,159 13,445
First Quantum Minerals Ltd. 6.50% 20245 11,000 9,199
First Quantum Minerals Ltd. 7.50% 20255 3,000 2,515
First Quantum Minerals Ltd. 6.875% 20265 3,600 2,909
Freeport-McMoRan Inc. 3.875% 2023 6,575 6,304
FXI Holdings, Inc. 12.25% 20265 8,300 6,521
Glencore Funding LLC 4.125% 20245 25,850 23,809
Graphic Packaging International, Inc. 3.50% 20285 8,000 7,258
Hexion Inc. 7.875% 20275 10,000 8,576
Holcim Ltd. 5.15% 20235 3,515 3,930
LSB Industries, Inc. 9.625% 20235 4,025 3,376
LYB International Finance III, LLC 4.20% 2049 1,740 1,729
LyondellBasell Industries NV 6.00% 2021 900 933
Mineral Resources Ltd. 8.125% 20275 1,500 1,416
Mosaic Co. 4.05% 2027 1,000 855
Nova Chemicals Corp. 4.875% 20245 1,145 1,012
Nova Chemicals Corp. 5.25% 20275 7,500 6,360
Nutrien Ltd. 4.20% 2029 500 531
Nutrien Ltd. 5.00% 2049 7,500 9,091
Praxair, Inc. 3.00% 2021 2,000 2,036
S.P.C.M. SA 4.875% 20255 265 252
Sealed Air Corp. 4.875% 20225 3,139 3,169
Sealed Air Corp. 5.25% 20235 111 115
Sherwin-Williams Co. 2.75% 2022 212 212
Sherwin-Williams Co. 3.125% 2024 6,500 6,478
Sherwin-Williams Co. 3.45% 2027 112 115
Sherwin-Williams Co. 2.95% 2029 5,150 5,087
Sherwin-Williams Co. 2.30% 2030 5,882 5,563
Sherwin-Williams Co. 4.50% 2047 2,601 2,840
Sherwin-Williams Co. 3.80% 2049 5,038 5,066
Sherwin-Williams Co. 3.30% 2050 1,700 1,615
Silgan Holdings Inc. 4.75% 2025 5,000 4,869
Silgan Holdings Inc. 4.125% 20285 2,500 2,325
Suzano Austria GmbH 6.00% 2029 3,500 3,294
Tronox Ltd. 6.50% 20265 3,900 3,540
Warrior Met Coal, Inc. 8.00% 20245 1,865 1,551
The Bond Fund of America — Page 26 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Materials (continued)
Principal amount
(000)
Value
(000)
Westlake Chemical Corp. 5.00% 2046 $7,090 $6,777
Westlake Chemical Corp. 4.375% 2047 1,960 1,597
    486,705
Real estate 0.81%    
Alexandria Real Estate Equities, Inc. 3.80% 2026 4,085 4,107
Alexandria Real Estate Equities, Inc. 4.30% 2026 1,440 1,489
Alexandria Real Estate Equities, Inc. 3.95% 2028 1,070 1,098
Alexandria Real Estate Equities, Inc. 2.75% 2029 1,213 1,067
Alexandria Real Estate Equities, Inc. 4.50% 2029 2,110 2,214
Alexandria Real Estate Equities, Inc. 3.375% 2031 2,615 2,548
American Campus Communities, Inc. 3.75% 2023 15,160 15,304
American Campus Communities, Inc. 4.125% 2024 11,740 12,210
American Campus Communities, Inc. 3.30% 2026 18,950 18,734
American Campus Communities, Inc. 3.625% 2027 20,865 20,863
American Campus Communities, Inc. 2.85% 2030 5,814 5,465
Crown Castle International Corp. 4.15% 2050 6,687 6,613
EPR Properties 3.75% 2029 11,000 8,252
Equinix, Inc. 2.625% 2024 48,182 45,293
Equinix, Inc. 2.90% 2026 24,462 22,540
Equinix, Inc. 3.20% 2029 22,854 21,290
Essex Portfolio LP 3.625% 2022 4,370 4,336
Essex Portfolio LP 3.25% 2023 4,935 4,847
Essex Portfolio LP 3.875% 2024 5,500 5,523
Essex Portfolio LP 3.50% 2025 4,800 4,826
Essex Portfolio LP 3.375% 2026 1,070 1,082
Essex Portfolio LP 4.00% 2029 1,960 2,013
Gaming and Leisure Properties, Inc. 3.35% 2024 912 815
Gaming and Leisure Properties, Inc. 4.00% 2030 9,314 7,164
Hospitality Properties Trust 4.25% 2021 20,250 19,260
Hospitality Properties Trust 5.00% 2022 14,650 10,493
Hospitality Properties Trust 4.50% 2023 9,680 7,280
Hospitality Properties Trust 4.50% 2025 6,875 5,036
Hospitality Properties Trust 3.95% 2028 100 75
Howard Hughes Corp. 5.375% 20255 16,500 16,087
Iron Mountain Inc. 6.00% 2023 5,753 5,818
Iron Mountain Inc. 4.875% 20275 1,605 1,568
Iron Mountain Inc. 5.25% 20285 12,959 12,873
Iron Mountain Inc. 4.875% 20295 4,690 4,438
Kimco Realty Corp. 3.40% 2022 8,655 8,573
Kimco Realty Corp. 3.125% 2023 3,175 3,049
Kimco Realty Corp. 2.70% 2024 16,980 16,864
Kimco Realty Corp. 3.30% 2025 5,000 5,042
Omega Healthcare Investors, Inc. 4.375% 2023 2,100 2,091
Piedmont Operating Partnership LP 3.40% 2023 2,800 2,812
Piedmont Operating Partnership LP 4.45% 2024 3,000 3,047
Scentre Group 2.375% 20215 11,410 11,451
Scentre Group 3.25% 20255 10,655 10,744
Scentre Group 3.50% 20255 7,550 7,722
WEA Finance LLC 3.25% 20205 11,935 11,818
WEA Finance LLC 3.75% 20245 2,480 2,368
The Bond Fund of America — Page 27 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds & notes (continued)
Real estate (continued)
Principal amount
(000)
Value
(000)
Westfield Corp. Ltd. 3.15% 20225 $32,440 $31,587
Westfield Corp. Ltd. 3.50% 20295 7,330 6,992
    426,781
Total corporate bonds & notes   15,875,772
Mortgage-backed obligations 27.19%
Federal agency mortgage-backed obligations 26.13%
   
Fannie Mae 7.00% 203612 126 135
Fannie Mae 6.00% 203712 4 4
Fannie Mae 7.00% 203712 154 169
Fannie Mae 7.00% 203712 107 116
Fannie Mae 7.00% 203712 87 91
Fannie Mae 7.50% 203712 106 114
Fannie Mae 7.50% 203712 59 68
Fannie Mae 7.50% 203712 46 54
Fannie Mae 4.50% 204612 1,311 1,396
Fannie Mae 4.50% 204612 836 889
Fannie Mae 4.50% 204712 2,600 2,758
Fannie Mae 7.00% 204712 12 14
Fannie Mae Pool #976945 5.50% 202312 7 7
Fannie Mae Pool #976948 6.00% 202312 42 44
Fannie Mae Pool #932119 4.50% 202412 1,389 1,471
Fannie Mae Pool #AD6392 4.50% 202512 1,463 1,562
Fannie Mae Pool #AD3149 4.50% 202512 808 863
Fannie Mae Pool #AD5692 4.50% 202512 799 853
Fannie Mae Pool #AB1068 4.50% 202512 5 6
Fannie Mae Pool #MA2776 2.50% 202612 8,830 9,178
Fannie Mae Pool #AJ5476 3.00% 202612 244 256
Fannie Mae Pool #MA2973 3.00% 202712 478 502
Fannie Mae Pool #MA3131 3.00% 202712 294 308
Fannie Mae Pool #AB5095 3.00% 202712 55 58
Fannie Mae Pool #AS3604 3.00% 202912 118 124
Fannie Mae Pool #AL7800 2.50% 203012 6,982 7,285
Fannie Mae Pool #BM4299 3.00% 203012 185 194
Fannie Mae Pool #AL9668 3.00% 203012 21 22
Fannie Mae Pool #AZ4646 3.50% 203012 467 492
Fannie Mae Pool #AZ0554 3.50% 203012 335 353
Fannie Mae Pool #AY1948 3.50% 203012 283 298
Fannie Mae Pool #AS8388 2.50% 203112 5,589 5,831
Fannie Mae Pool #CA3178 3.00% 203112 1,270 1,333
Fannie Mae Pool #890710 3.00% 203112 26 27
Fannie Mae Pool #BM4151 2.50% 203212 40,428 42,084
Fannie Mae Pool #AS8893 2.50% 203212 11,926 12,410
Fannie Mae Pool #BH7659 3.00% 203212 18,926 19,913
Fannie Mae Pool #CA3274 3.00% 203212 933 981
Fannie Mae Pool #BE3641 3.00% 203212 28 29
Fannie Mae Pool #BK1209 3.00% 203312 6,689 7,034
Fannie Mae Pool #BH9235 3.00% 203312 1,692 1,780
Fannie Mae Pool #MA3409 3.00% 203312 1,601 1,679
Fannie Mae Pool #BJ4890 3.00% 203312 825 869
Fannie Mae Pool #BK5161 3.00% 203312 813 855
Fannie Mae Pool #BK1112 3.00% 203312 776 814
Fannie Mae Pool #BJ4685 3.00% 203312 720 757
The Bond Fund of America — Page 28 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
Principal amount
(000)
Value
(000)
Fannie Mae Pool #MA3461 3.00% 203312 $588 $617
Fannie Mae Pool #MA3247 3.00% 203312 580 610
Fannie Mae Pool #BM5111 3.00% 203312 519 547
Fannie Mae Pool #BK6720 3.00% 203312 520 546
Fannie Mae Pool #BJ4856 3.00% 203312 518 545
Fannie Mae Pool #BK5466 3.00% 203312 515 541
Fannie Mae Pool #BK7453 3.00% 203312 501 527
Fannie Mae Pool #MA3516 3.00% 203312 462 485
Fannie Mae Pool #MA3283 3.00% 203312 345 364
Fannie Mae Pool #BJ5705 3.00% 203312 325 340
Fannie Mae Pool #MA3339 3.00% 203312 317 334
Fannie Mae Pool #BK7123 3.00% 203312 287 301
Fannie Mae Pool #BK9015 3.00% 203312 277 291
Fannie Mae Pool #BK4146 3.00% 203312 160 168
Fannie Mae Pool #BK5472 3.00% 203312 36 38
Fannie Mae Pool #CA2106 3.50% 203312 363 383
Fannie Mae Pool #MA3518 4.00% 203312 66 70
Fannie Mae Pool #695412 5.00% 203312 9 11
Fannie Mae Pool #MA3827 2.50% 203412 62,360 64,843
Fannie Mae Pool #CA4453 2.50% 203412 7,881 8,195
Fannie Mae Pool #BJ9733 2.50% 203412 7,813 8,124
Fannie Mae Pool #FM2057 2.50% 203412 7,767 8,076
Fannie Mae Pool #BO1359 2.50% 203412 3,933 4,093
Fannie Mae Pool #CA4922 3.00% 203412 10,186 10,686
Fannie Mae Pool #BN4889 3.00% 203412 1,956 2,049
Fannie Mae Pool #SB8021 3.00% 203412 967 1,014
Fannie Mae Pool #BJ7631 3.00% 203412 785 823
Fannie Mae Pool #MA3657 3.00% 203412 722 756
Fannie Mae Pool #BK9093 3.00% 203412 517 542
Fannie Mae Pool #FM1776 3.00% 203412 388 406
Fannie Mae Pool #BN3975 3.00% 203412 369 386
Fannie Mae Pool #BN9743 3.00% 203412 362 379
Fannie Mae Pool #BN6313 3.00% 203412 341 358
Fannie Mae Pool #FM1490 3.50% 203412 12,130 12,790
Fannie Mae Pool #MA3896 2.50% 203512 15,300 15,910
Fannie Mae Pool #MA3897 3.00% 203512 26,514 27,787
Fannie Mae Pool #AD3566 5.00% 203512 117 127
Fannie Mae Pool #AS8355 3.00% 203612 21,658 22,965
Fannie Mae Pool #AS8554 3.00% 203612 2,468 2,617
Fannie Mae Pool #MA2746 4.00% 203612 4,394 4,806
Fannie Mae Pool #MA2588 4.00% 203612 3,459 3,783
Fannie Mae Pool #MA2787 4.00% 203612 2,310 2,527
Fannie Mae Pool #MA2717 4.00% 203612 2,176 2,380
Fannie Mae Pool #AS6870 4.00% 203612 964 1,054
Fannie Mae Pool #MA2897 3.00% 203712 46,801 49,617
Fannie Mae Pool #MA2866 3.00% 203712 26,786 28,402
Fannie Mae Pool #924866 3.265% 20372,12 29 30
Fannie Mae Pool #945680 6.00% 203712 34 39
Fannie Mae Pool #954936 7.00% 203712 41 44
Fannie Mae Pool #889101 3.365% 20382,12 180 179
Fannie Mae Pool #964279 4.499% 20382,12 116 118
Fannie Mae Pool #964708 4.64% 20382,12 15 15
Fannie Mae Pool #889982 5.50% 203812 34 39
Fannie Mae Pool #988588 5.50% 203812 6 7
The Bond Fund of America — Page 29 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
Principal amount
(000)
Value
(000)
Fannie Mae Pool #AC2641 4.50% 203912 $6,575 $7,211
Fannie Mae Pool #AC0794 5.00% 203912 571 646
Fannie Mae Pool #931768 5.00% 203912 93 106
Fannie Mae Pool #AE7629 3.724% 20402,12 96 98
Fannie Mae Pool #AE7567 4.00% 204012 5,168 5,602
Fannie Mae Pool #AE1761 4.00% 204012 4,679 5,073
Fannie Mae Pool #AH0007 4.00% 204012 4,437 4,812
Fannie Mae Pool #AH0539 4.00% 204012 1,008 1,093
Fannie Mae Pool #AE8073 4.00% 204012 745 814
Fannie Mae Pool #AD8522 4.00% 204012 245 266
Fannie Mae Pool #AL9335 4.07% 20402,12 6,171 6,313
Fannie Mae Pool #AE5471 4.50% 204012 1,348 1,479
Fannie Mae Pool #AB1297 5.00% 204012 530 592
Fannie Mae Pool #932606 5.00% 204012 293 331
Fannie Mae Pool #AE0789 3.788% 20412,12 508 521
Fannie Mae Pool #AE0844 3.825% 20412,12 486 499
Fannie Mae Pool #AL0073 3.851% 20412,12 428 439
Fannie Mae Pool #AL9531 4.00% 20412,12 4,634 4,756
Fannie Mae Pool #AJ7471 4.00% 204112 1,579 1,712
Fannie Mae Pool #AB4050 4.00% 204112 1,224 1,338
Fannie Mae Pool #AI5172 4.00% 204112 1,002 1,086
Fannie Mae Pool #AJ4189 4.00% 204112 811 887
Fannie Mae Pool #AJ1873 4.00% 204112 737 816
Fannie Mae Pool #AJ4154 4.00% 204112 736 804
Fannie Mae Pool #AJ0257 4.00% 204112 313 343
Fannie Mae Pool #AL9326 4.087% 20412,12 7,669 7,862
Fannie Mae Pool #AL9327 4.355% 20412,12 5,308 5,445
Fannie Mae Pool #AL0658 4.50% 204112 1,459 1,601
Fannie Mae Pool #AI1862 5.00% 204112 2,584 2,909
Fannie Mae Pool #AH6099 5.00% 204112 2,509 2,758
Fannie Mae Pool #AI3510 5.00% 204112 1,599 1,800
Fannie Mae Pool #AJ0704 5.00% 204112 1,345 1,515
Fannie Mae Pool #AJ5391 5.00% 204112 862 971
Fannie Mae Pool #AE1248 5.00% 204112 712 804
Fannie Mae Pool #AE1274 5.00% 204112 546 618
Fannie Mae Pool #AE1277 5.00% 204112 297 336
Fannie Mae Pool #AE1283 5.00% 204112 188 207
Fannie Mae Pool #AH9479 5.00% 204112 91 101
Fannie Mae Pool #AH8144 5.00% 204112 88 98
Fannie Mae Pool #AP7819 3.91% 20422,12 490 498
Fannie Mae Pool #AX3703 4.00% 204212 8,182 8,870
Fannie Mae Pool #AK6740 4.00% 204212 7,288 8,013
Fannie Mae Pool #AL2745 4.00% 204212 6,153 6,726
Fannie Mae Pool #890407 4.00% 204212 2,005 2,188
Fannie Mae Pool #AK4949 4.00% 204212 566 614
Fannie Mae Pool #AL9532 4.08% 20422,12 6,209 6,330
Fannie Mae Pool #AL9530 4.087% 20422,12 4,342 4,446
Fannie Mae Pool #AL9533 4.22% 20422,12 2,771 2,833
Fannie Mae Pool #AL2000 4.311% 20422,12 665 677
Fannie Mae Pool #AL1941 4.394% 20422,12 845 860
Fannie Mae Pool #AL2184 4.412% 20422,12 1,007 1,025
Fannie Mae Pool #AE1290 5.00% 204212 431 487
Fannie Mae Pool #AL3829 3.50% 204312 6,855 7,375
Fannie Mae Pool #AT7161 3.50% 204312 3,209 3,453
The Bond Fund of America — Page 30 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
Principal amount
(000)
Value
(000)
Fannie Mae Pool #AR1512 3.50% 204312 $1,522 $1,638
Fannie Mae Pool #AT0412 3.50% 204312 706 759
Fannie Mae Pool #AT3954 3.50% 204312 439 472
Fannie Mae Pool #AT0300 3.50% 204312 256 274
Fannie Mae Pool #AV0786 4.00% 204312 6,344 6,918
Fannie Mae Pool #AT2683 4.00% 204312 5,681 6,160
Fannie Mae Pool #AL8421 3.50% 204412 31,124 33,479
Fannie Mae Pool #AX8521 3.50% 204412 608 653
Fannie Mae Pool #AY1829 3.50% 204412 452 486
Fannie Mae Pool #AW8240 3.50% 204412 91 97
Fannie Mae Pool #BM6240 3.984% 20442,12 6,158 6,302
Fannie Mae Pool #AX0817 4.00% 204412 626 677
Fannie Mae Pool #BE5017 3.50% 204512 3,938 4,221
Fannie Mae Pool #BE5009 3.50% 204512 3,630 3,887
Fannie Mae Pool #AZ7366 4.00% 204512 41,413 45,156
Fannie Mae Pool #AS6348 4.00% 204512 6,820 7,436
Fannie Mae Pool #BC4764 3.00% 204612 6,467 6,829
Fannie Mae Pool #MA2833 3.00% 204612 105 111
Fannie Mae Pool #BC9077 3.50% 204612 35,923 38,347
Fannie Mae Pool #BD9236 3.50% 204612 871 930
Fannie Mae Pool #AL8522 3.50% 204612 66 71
Fannie Mae Pool #AS6839 4.00% 204612 10,817 11,741
Fannie Mae Pool #BC1352 4.00% 204612 3,897 4,217
Fannie Mae Pool #BD1968 4.00% 204612 111 120
Fannie Mae Pool #BC8647 4.50% 204612 1,415 1,545
Fannie Mae Pool #BD9248 4.50% 204612 756 820
Fannie Mae Pool #BD1550 4.50% 204612 726 794
Fannie Mae Pool #BD7529 4.50% 204612 647 705
Fannie Mae Pool #BD7600 4.50% 204612 380 409
Fannie Mae Pool #BM5632 3.00% 204712 57,312 60,489
Fannie Mae Pool #MA3147 3.00% 204712 14,859 15,684
Fannie Mae Pool #CA0377 3.00% 204712 3,090 3,261
Fannie Mae Pool #BD2440 3.50% 204712 5,529 5,877
Fannie Mae Pool #BE8740 3.50% 204712 3,444 3,684
Fannie Mae Pool #BJ2524 3.50% 204712 1,587 1,688
Fannie Mae Pool #BE8742 3.50% 204712 1,011 1,088
Fannie Mae Pool #CA0770 3.50% 204712 598 637
Fannie Mae Pool #BH2848 3.50% 204712 582 622
Fannie Mae Pool #BH2847 3.50% 204712 508 546
Fannie Mae Pool #BH2846 3.50% 204712 446 480
Fannie Mae Pool #BJ1910 3.50% 204712 297 316
Fannie Mae Pool #CA0453 4.00% 204712 22,109 23,733
Fannie Mae Pool #MA3211 4.00% 204712 14,324 15,398
Fannie Mae Pool #BJ5015 4.00% 204712 9,098 9,919
Fannie Mae Pool #BD3554 4.00% 204712 3,125 3,355
Fannie Mae Pool #BH3122 4.00% 204712 323 350
Fannie Mae Pool #BM4413 4.50% 204712 18,645 20,208
Fannie Mae Pool #BH0876 4.50% 204712 6,014 6,558
Fannie Mae Pool #BJ3525 4.50% 204712 3,676 3,972
Fannie Mae Pool #BJ3558 4.50% 204712 3,247 3,516
Fannie Mae Pool #BJ3581 4.50% 204712 2,095 2,272
Fannie Mae Pool #257063 7.00% 204712 48 55
Fannie Mae Pool #BF0293 3.00% 204812 26,052 27,833
Fannie Mae Pool #BM4488 3.428% 20482,12 24,461 25,420
The Bond Fund of America — Page 31 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
Principal amount
(000)
Value
(000)
Fannie Mae Pool #BF0318 3.50% 204812 $97,072 $104,747
Fannie Mae Pool #CA1532 3.50% 204812 19,190 20,455
Fannie Mae Pool #CA2452 3.50% 204812 12,453 13,225
Fannie Mae Pool #BJ3790 3.50% 204812 4,981 5,296
Fannie Mae Pool #CA1189 3.50% 204812 4,719 5,021
Fannie Mae Pool #BJ4901 3.50% 204812 2,105 2,262
Fannie Mae Pool #BK7404 3.50% 204812 495 525
Fannie Mae Pool #BJ4154 3.50% 204812 84 90
Fannie Mae Pool #FM2201 4.00% 204812 178,276 191,490
Fannie Mae Pool #BK7608 4.00% 204812 102,528 109,463
Fannie Mae Pool #BK0920 4.00% 204812 25,840 27,586
Fannie Mae Pool #MA3443 4.00% 204812 19,240 20,574
Fannie Mae Pool #FM2202 4.00% 204812 18,190 19,410
Fannie Mae Pool #MA3467 4.00% 204812 16,986 18,140
Fannie Mae Pool #BM2007 4.00% 204812 16,917 18,061
Fannie Mae Pool #CA2850 4.00% 204812 10,062 11,051
Fannie Mae Pool #BJ9252 4.00% 204812 7,766 8,294
Fannie Mae Pool #BK4764 4.00% 204812 6,620 7,091
Fannie Mae Pool #BK6840 4.00% 204812 6,038 6,580
Fannie Mae Pool #BK5232 4.00% 204812 3,994 4,352
Fannie Mae Pool #BK7274 4.00% 204812 2,788 2,985
Fannie Mae Pool #BK0915 4.00% 204812 2,435 2,600
Fannie Mae Pool #MA3384 4.00% 204812 2,210 2,362
Fannie Mae Pool #BK9743 4.00% 204812 1,720 1,874
Fannie Mae Pool #BK8819 4.00% 204812 1,199 1,280
Fannie Mae Pool #FM1437 4.00% 204812 887 948
Fannie Mae Pool #MA3521 4.00% 204812 237 253
Fannie Mae Pool #BK7665 4.50% 204812 26,597 29,272
Fannie Mae Pool #BK0951 4.50% 204812 19,864 21,856
Fannie Mae Pool #BK0163 4.50% 204812 6,729 7,288
Fannie Mae Pool #BN1576 4.50% 204812 3,820 4,118
Fannie Mae Pool #CA2056 4.50% 204812 2,685 2,896
Fannie Mae Pool #BK9761 4.50% 204812 1,404 1,541
Fannie Mae Pool #CA2493 4.50% 204812 546 588
Fannie Mae Pool #CA2484 4.50% 204812 295 318
Fannie Mae Pool #MA3496 4.50% 204812 190 205
Fannie Mae Pool #CA2166 4.50% 204812 51 56
Fannie Mae Pool #CA1574 5.00% 204812 16,099 17,436
Fannie Mae Pool #CA4858 3.00% 204912 283,860 299,069
Fannie Mae Pool #CA3807 3.00% 204912 4,543 4,807
Fannie Mae Pool #CA4534 3.00% 204912 3,212 3,393
Fannie Mae Pool #CA3806 3.00% 204912 2,338 2,478
Fannie Mae Pool #CA4021 3.50% 204912 89,093 94,800
Fannie Mae Pool #CA4802 3.50% 204912 52,779 56,694
Fannie Mae Pool #CA4358 3.50% 204912 51,377 54,330
Fannie Mae Pool #CA3309 3.50% 204912 38,699 41,038
Fannie Mae Pool #CA4566 3.50% 204912 36,673 38,789
Fannie Mae Pool #BO3252 3.50% 204912 32,348 34,608
Fannie Mae Pool #CA4151 3.50% 204912 30,947 33,356
Fannie Mae Pool #FM1062 3.50% 204912 30,764 33,093
Fannie Mae Pool #FM1443 3.50% 204912 25,608 27,507
Fannie Mae Pool #FM1886 3.50% 204912 24,366 25,753
Fannie Mae Pool #BN6708 3.50% 204912 12,315 13,142
Fannie Mae Pool #CA4026 3.50% 204912 11,224 11,867
The Bond Fund of America — Page 32 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
Principal amount
(000)
Value
(000)
Fannie Mae Pool #BO1588 3.50% 204912 $9,713 $10,392
Fannie Mae Pool #BJ8411 3.50% 204912 7,393 7,942
Fannie Mae Pool #CA5166 3.50% 204912 4,372 4,627
Fannie Mae Pool #FM1762 3.50% 204912 300 317
Fannie Mae Pool #BN6249 3.50% 204912 115 122
Fannie Mae Pool #BO4056 3.50% 204912 100 106
Fannie Mae Pool #FM0020 3.50% 204912 86 91
Fannie Mae Pool #FM1596 3.50% 204912 61 65
Fannie Mae Pool #BJ8402 3.555% 20492,12 3,954 4,121
Fannie Mae Pool #FM1963 4.00% 204912 80,231 87,431
Fannie Mae Pool #FM0021 4.00% 204912 15,916 16,980
Fannie Mae Pool #FM1913 4.00% 204912 6,133 6,581
Fannie Mae Pool #MA3639 4.50% 204912 61,746 66,505
Fannie Mae Pool #BN5444 4.50% 204912 3,370 3,630
Fannie Mae Pool #MA3616 4.50% 204912 2,472 2,662
Fannie Mae Pool #MA3593 4.50% 204912 2,201 2,371
Fannie Mae Pool #MA3564 4.50% 204912 18 19
Fannie Mae Pool #BN6006 4.50% 204912 10 10
Fannie Mae Pool #BK2239 2.50% 205012 5,072 5,278
Fannie Mae Pool #BF0264 3.50% 205812 26,041 28,156
Fannie Mae, Series 2001-4, Class NA, 9.014% 20252,12 3 3
Fannie Mae, Series 2001-4, Class GA, 9.136% 20252,12 3 3
Fannie Mae, Series 1998-W5, Class B3, 6.50% 20285,12 434 420
Fannie Mae, Series 2002-W7, Class A5, 7.50% 202912 85 105
Fannie Mae, Series 2001-25, Class ZA, 6.50% 203112 816 927
Fannie Mae, Series 2001-20, Class E, 9.50% 20312,12 3 3
Fannie Mae, Series 2001-T10, Class A1, 7.00% 204112 1,416 1,676
Fannie Mae, Series 2001-50, Class BA, 7.00% 204112 250 289
Fannie Mae, Series 2002-W3, Class A5, 7.50% 204112 717 876
Fannie Mae, Series 2002-W1, Class 2A, 5.614% 20422,12 1,057 1,189
Fannie Mae, Series 2017-M3, Class A2, Multi Family, 2.483% 20262,12 10 11
Fannie Mae, Series 2017-M15, Class A2, Multi Family, 2.959% 20272,12 3,700 4,038
Fannie Mae, Series 2017-M12, Class A2, Multi Family, 3.079% 20272,12 5,000 5,507
Fannie Mae, Series 2019-M5, Class A2, Multi Family, 3.273% 202912 430 487
Fannie Mae, Series 2006-51, Class PO, principal only, 0% 203612 734 700
Fannie Mae, Series 2006-32, Class OA, principal only, 0% 203612 710 674
Fannie Mae, Series 2006-96, Class OP, principal only, 0% 203612 246 235
Freddie Mac 4.50% 203012 413 446
Freddie Mac 5.50% 203312 3 4
Freddie Mac 4.00% 203612 26,859 29,382
Freddie Mac 4.00% 203612 6,447 7,052
Freddie Mac 4.00% 203612 2,549 2,789
Freddie Mac 4.00% 203612 2,302 2,519
Freddie Mac 3.00% 203712 1,307 1,386
Freddie Mac 4.00% 203712 7,973 8,681
Freddie Mac 4.50% 203712 2,560 2,808
Freddie Mac 5.50% 203712 24 27
Freddie Mac 5.50% 203712 5 6
Freddie Mac 7.50% 203712 104 117
Freddie Mac 5.50% 203812 699 793
Freddie Mac 5.50% 203812 267 304
Freddie Mac 5.50% 203812 114 130
Freddie Mac 5.50% 203812 70 79
Freddie Mac 5.50% 203812 4 4
The Bond Fund of America — Page 33 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
Principal amount
(000)
Value
(000)
Freddie Mac 3.50% 203912 $74,632 $79,456
Freddie Mac 3.50% 203912 30,691 32,543
Freddie Mac 3.50% 203912 4,770 5,083
Freddie Mac 4.50% 203912 654 717
Freddie Mac 5.00% 203912 4,998 5,549
Freddie Mac 5.50% 203912 1,659 1,884
Freddie Mac 4.50% 204012 12,132 13,295
Freddie Mac 4.50% 204012 13 14
Freddie Mac 5.50% 204012 26 30
Freddie Mac 4.50% 204112 5,161 5,663
Freddie Mac 4.50% 204112 1,259 1,380
Freddie Mac 4.50% 204112 685 750
Freddie Mac 4.50% 204112 259 280
Freddie Mac 4.50% 204112 12 13
Freddie Mac 5.00% 204112 3,800 4,216
Freddie Mac 5.00% 204112 1,282 1,404
Freddie Mac 5.50% 204112 32 36
Freddie Mac 4.00% 204312 10,237 11,167
Freddie Mac 3.50% 204512 1,137 1,226
Freddie Mac 4.00% 204512 1,709 1,853
Freddie Mac 3.00% 204612 106,676 113,199
Freddie Mac 3.50% 204612 581 614
Freddie Mac 4.50% 204612 1,613 1,759
Freddie Mac 4.50% 204612 885 967
Freddie Mac 4.50% 204612 862 943
Freddie Mac 4.50% 204612 657 717
Freddie Mac 4.50% 204612 437 474
Freddie Mac 3.50% 204712 62,697 66,643
Freddie Mac 3.50% 204712 23,768 25,272
Freddie Mac 3.50% 204712 19,344 20,468
Freddie Mac 3.50% 204712 6,652 7,036
Freddie Mac 4.00% 204712 14,358 15,597
Freddie Mac 4.00% 204712 12,686 13,656
Freddie Mac 4.00% 204712 1,355 1,461
Freddie Mac 4.50% 204712 4,173 4,512
Freddie Mac 4.50% 204712 3,391 3,677
Freddie Mac 4.50% 204712 2,892 3,134
Freddie Mac 4.50% 204712 1,838 1,991
Freddie Mac 6.50% 204712 193 207
Freddie Mac 3.50% 204812 69,378 73,807
Freddie Mac 3.50% 204812 55,587 59,738
Freddie Mac 3.50% 204812 29,088 30,840
Freddie Mac 3.50% 204812 399 427
Freddie Mac 4.00% 204812 14,066 15,229
Freddie Mac 4.00% 204812 4,724 5,093
Freddie Mac Pool #ZK3848 3.00% 202712 127 133
Freddie Mac Pool #G15537 2.50% 202812 6,074 6,321
Freddie Mac Pool #G15975 2.50% 202912 11,200 11,656
Freddie Mac Pool #G15732 3.00% 203012 12,773 13,487
Freddie Mac Pool #V61295 2.50% 203112 12,479 13,022
Freddie Mac Pool #G16634 3.00% 203112 19,319 20,400
Freddie Mac Pool #G18652 3.00% 203212 23,713 24,951
Freddie Mac Pool #G18655 3.00% 203212 14,843 15,618
Freddie Mac Pool #ZT0716 3.00% 203312 927 972
The Bond Fund of America — Page 34 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
Principal amount
(000)
Value
(000)
Freddie Mac Pool #ZT1931 3.00% 203312 $202 $211
Freddie Mac Pool #SB8015 2.50% 203412 13,250 13,779
Freddie Mac Pool #SB8020 2.50% 203412 7,806 8,117
Freddie Mac Pool #SB8013 2.50% 203412 7,620 7,924
Freddie Mac Pool #QN1174 2.50% 203412 2,955 3,073
Freddie Mac Pool #ZT2019 3.00% 203412 2,000 2,095
Freddie Mac Pool #SB8000 3.00% 203412 539 565
Freddie Mac Pool #ZT1731 3.00% 203412 102 107
Freddie Mac Pool #SB8027 3.00% 203512 742 779
Freddie Mac Pool #C91883 4.00% 203612 925 1,011
Freddie Mac Pool #C92056 3.00% 203912 18,322 19,359
Freddie Mac Pool #C92053 3.00% 203912 6,018 6,358
Freddie Mac Pool #840222 4.048% 20402,12 1,368 1,404
Freddie Mac Pool #Q18236 3.50% 204312 3,021 3,251
Freddie Mac Pool #Q19133 3.50% 204312 1,836 1,976
Freddie Mac Pool #Q17696 3.50% 204312 1,718 1,848
Freddie Mac Pool #Q15874 4.00% 204312 149 159
Freddie Mac Pool #841039 4.28% 20432,12 6,683 6,785
Freddie Mac Pool #Q28558 3.50% 204412 9,948 10,700
Freddie Mac Pool #760012 3.04% 20452,12 2,014 2,076
Freddie Mac Pool #760013 3.181% 20452,12 1,538 1,594
Freddie Mac Pool #760014 3.499% 20452,12 7,265 7,520
Freddie Mac Pool #G60344 4.00% 204512 24,522 26,794
Freddie Mac Pool #G08791 3.00% 204712 19,408 20,491
Freddie Mac Pool #G61733 3.00% 204712 13,985 14,801
Freddie Mac Pool #760015 3.23% 20472,12 6,719 6,867
Freddie Mac Pool #Q52157 3.50% 204712 34,805 37,003
Freddie Mac Pool #Q52069 3.50% 204712 5,280 5,658
Freddie Mac Pool #Q51622 3.50% 204712 3,916 4,205
Freddie Mac Pool #Q47615 3.50% 204712 3,278 3,519
Freddie Mac Pool #V84817 3.50% 204712 330 350
Freddie Mac Pool #ZS4754 3.00% 204812 11,982 12,641
Freddie Mac Pool #ZT1544 3.50% 204812 64,431 68,353
Freddie Mac Pool #ZA5447 3.50% 204812 26,388 27,902
Freddie Mac Pool #Q55056 3.50% 204812 6,571 7,012
Freddie Mac Pool #Q54709 3.50% 204812 3,629 3,884
Freddie Mac Pool #Q54701 3.50% 204812 3,460 3,708
Freddie Mac Pool #Q54782 3.50% 204812 3,318 3,550
Freddie Mac Pool #Q54781 3.50% 204812 2,976 3,198
Freddie Mac Pool #Q56591 3.50% 204812 2,715 2,895
Freddie Mac Pool #Q54700 3.50% 204812 2,537 2,726
Freddie Mac Pool #Q55060 3.50% 204812 2,279 2,432
Freddie Mac Pool #Q56590 3.50% 204812 1,883 2,006
Freddie Mac Pool #Q56589 3.50% 204812 1,695 1,820
Freddie Mac Pool #V84872 3.50% 204812 1,650 1,752
Freddie Mac Pool #Q54698 3.50% 204812 1,350 1,456
Freddie Mac Pool #Q54699 3.50% 204812 1,258 1,354
Freddie Mac Pool #Q54831 3.50% 204812 983 1,058
Freddie Mac Pool #ZM7772 3.50% 204812 405 429
Freddie Mac Pool #ZS4777 3.50% 204812 155 164
Freddie Mac Pool #ZS4785 4.00% 204812 114,141 121,898
Freddie Mac Pool #G67711 4.00% 204812 42,598 46,437
Freddie Mac Pool #ZA5889 4.00% 204812 8,746 9,378
Freddie Mac Pool #Q56599 4.00% 204812 6,331 6,900
The Bond Fund of America — Page 35 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
Principal amount
(000)
Value
(000)
Freddie Mac Pool #Q56576 4.00% 204812 $6,266 $6,721
Freddie Mac Pool #Q56175 4.00% 204812 4,482 4,886
Freddie Mac Pool #Q55971 4.00% 204812 3,763 4,102
Freddie Mac Pool #SI2002 4.00% 204812 2,513 2,697
Freddie Mac Pool #Q55970 4.00% 204812 1,863 2,038
Freddie Mac Pool #Q58411 4.50% 204812 8,849 9,713
Freddie Mac Pool #Q58436 4.50% 204812 3,378 3,707
Freddie Mac Pool #Q58378 4.50% 204812 3,332 3,615
Freddie Mac Pool #Q57242 4.50% 204812 2,778 3,021
Freddie Mac Pool #SD7507 3.00% 204912 74,786 78,908
Freddie Mac Pool #QA4692 3.00% 204912 53,852 56,870
Freddie Mac Pool #SD0175 3.00% 204912 19,811 20,982
Freddie Mac Pool #QA4673 3.00% 204912 12,989 13,745
Freddie Mac Pool #SD7508 3.50% 204912 143,393 154,030
Freddie Mac Pool #QA5131 3.50% 204912 73,054 77,532
Freddie Mac Pool #QA5125 3.50% 204912 47,350 50,863
Freddie Mac Pool #V85471 3.50% 204912 36,441 38,613
Freddie Mac Pool #RA2062 3.50% 204912 24,807 26,272
Freddie Mac Pool #RA1580 3.50% 204912 21,061 22,700
Freddie Mac Pool #RA1463 3.50% 204912 20,774 22,391
Freddie Mac Pool #QA0284 3.50% 204912 14,497 15,572
Freddie Mac Pool #ZT1776 3.50% 204912 7,341 7,763
Freddie Mac Pool #ZA7047 3.50% 204912 5,131 5,434
Freddie Mac Pool #V85284 3.50% 204912 3,842 4,072
Freddie Mac Pool #ZT1863 3.50% 204912 2,954 3,127
Freddie Mac Pool #QA2748 3.50% 204912 2,794 3,002
Freddie Mac Pool #ZT1709 3.50% 204912 1,164 1,231
Freddie Mac Pool #ZN4768 3.50% 204912 56 60
Freddie Mac Pool #ZA7009 4.50% 204912 2,550 2,746
Freddie Mac Pool #ZA6269 4.50% 204912 2,168 2,335
Freddie Mac Pool #QA8516 2.50% 205012 2,372 2,463
Freddie Mac Pool #RA2020 3.00% 205012 181,691 191,426
Freddie Mac Pool #RA1914 3.00% 205012 72,418 76,299
Freddie Mac Pool #SD0234 3.00% 205012 57,640 60,732
Freddie Mac Pool #SD0187 3.00% 205012 22,451 23,728
Freddie Mac, Series 2122, Class QM, 6.25% 202912 478 534
Freddie Mac, Series 3257, Class PA, 5.50% 203612 4,311 5,028
Freddie Mac, Series 3286, Class JN, 5.50% 203712 3,326 3,723
Freddie Mac, Series 3318, Class JT, 5.50% 203712 1,923 2,185
Freddie Mac, Series 4582, Class GA, 3.75% 20522,12 7,578 7,963
Freddie Mac, Series K021, Class A2, Multi Family, 2.396% 202212 15,000 15,400
Freddie Mac, Series KS01, Class A2, Multi Family, 2.522% 202312 3,297 3,416
Freddie Mac, Series K029, Class A2, Multi Family, 3.32% 202312 20,000 21,203
Freddie Mac, Series K036, Class A2, Multi Family, 3.527% 202312 2,000 2,167
Freddie Mac, Series K044, Class A2, Multi Family, 2.811% 202512 2,300 2,478
Freddie Mac, Series K049, Class A2, multifamily 3.01% 202512 774 846
Freddie Mac, Series K734, Class A2, Multi Family, 3.208% 202612 5,065 5,583
Freddie Mac, Series K060, Class A2, multifamily 3.30% 202612 400 450
Freddie Mac, Series K061, Class A2, Multi Family 3.347% 202612 2,951 3,331
Freddie Mac, Series K064, Class A2, Multi Family, 3.224% 20272,12 1,000 1,125
Freddie Mac, Series K065, Class A2, Multi Family, 3.243% 202712 1,170 1,335
Freddie Mac, Series K070, Class A2, Multi Family, 3.303% 20272,12 8,715 10,040
Freddie Mac, Series K074, Class A2, Multi Family, 3.60% 202812 955 1,118
Freddie Mac, Series K084, Class A2, Multi Family, 3.78% 20282,12 6,045 7,216
The Bond Fund of America — Page 36 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
Principal amount
(000)
Value
(000)
Freddie Mac, Series K078, Class A2, Multi Family, 3.854% 202812 $4,000 $4,783
Freddie Mac, Series K076, Class A2, Multi Family, 3.90% 202812 3,965 4,735
Freddie Mac, Series K081, Class A2, Multi Family, 3.90% 20282,12 1,700 2,060
Freddie Mac, Series K082, Class A2, Multi Family, 3.92% 20282,12 1,680 2,028
Freddie Mac, Series K079, Class A2, Multi Family, 3.926% 202812 172 207
Freddie Mac, Series K083, Class A2, Multi Family, 4.05% 20282,12 3,000 3,656
Freddie Mac, Series K101, Class A2, Multi Family, 2.524% 202912 62 69
Freddie Mac, Series K090, Class A2, Multi Family, 3.422% 202912 5,000 5,875
Freddie Mac, Series K089, Class A2, Multi Family, 3.563% 202912 5,249 6,223
Freddie Mac, Series K105, Class A2, Multi Family, 1.872% 205312 23 24
Freddie Mac, Series 3156, Class PO, principal only, 0% 203612 1,697 1,623
Freddie Mac, Series 3147, Class OD, principal only, 0% 203612 506 488
Freddie Mac, Series 3136, Class OP, principal only, 0% 203612 494 482
Freddie Mac, Series 3149, Class MO, principal only, 0% 203612 385 373
Freddie Mac, Series 3149, Class AO, principal only, 0% 203612 266 253
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HA, 3.00% 20562,12 56,342 58,598
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class MA, 3.00% 205612 55,665 57,872
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class HA, 3.00% 20562,12 48,768 50,721
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class MT, 3.00% 205612 8,802 9,161
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class MA, 3.00% 205612 5,702 5,930
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class HA, 3.25% 20562,12 19,819 20,786
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class AR, 3.25% 20562,12 1,699 1,793
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-1, Class HT, 3.00% 205712 8,936 9,312
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class HT, 3.25% 20572,12 26,332 27,679
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-3, Class MA, 3.50% 205712 104,667 110,665
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-2, Class MT, 3.50% 205712 23,875 25,634
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT, 3.50% 205712 18,030 19,302
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M45T, 4.50% 205712 10,811 11,735
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MA, 3.50% 205812 41,656 44,202
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MA, 3.00% 205912 206,569 215,160
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-2, Class A1, 3.50% 202812 55,940 57,989
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-1, Class A1, 3.50% 202812 34,846 36,021
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-2, Class A1C, 2.75% 202912 93,927 92,724
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-3, Class A1C, 2.75% 202912 77,480 76,312
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-1, Class A1, 3.50% 202912 26,146 27,113
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2014-DN2, Class M2,
(1-month USD-LIBOR + 1.65%) 2.597% 20242,12
305 300
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2014-HQ2, Class M2,
(1-month USD-LIBOR + 2.20%) 3.147% 20242,12
3,237 3,226
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-HQ2, Class M2,
(1-month USD-LIBOR + 1.95%) 2.897% 20252,12
2,996 2,878
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-DNA1, Class M3, 4.247% 20272,12 4,649 4,515
Government National Mortgage Assn. 2.50% 202812 1,500 1,562
Government National Mortgage Assn. 5.00% 203512 364 391
Government National Mortgage Assn. 6.50% 203812 186 211
Government National Mortgage Assn. 5.00% 203912 543 581
Government National Mortgage Assn. 4.50% 204012 1,957 2,159
Government National Mortgage Assn. 5.50% 204012 3,001 3,403
Government National Mortgage Assn. 4.50% 204112 7,272 7,810
Government National Mortgage Assn. 4.50% 204112 1,024 1,100
Government National Mortgage Assn. 4.50% 204112 478 515
Government National Mortgage Assn. 4.50% 204112 456 492
Government National Mortgage Assn. 5.00% 204112 2,807 3,096
Government National Mortgage Assn. 3.50% 204212 644 674
The Bond Fund of America — Page 37 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
Principal amount
(000)
Value
(000)
Government National Mortgage Assn. 3.50% 204312 $1,797 $1,934
Government National Mortgage Assn. 4.00% 204512 223 243
Government National Mortgage Assn. 3.00% 204712 31,420 33,296
Government National Mortgage Assn. 3.00% 204712 14,177 15,022
Government National Mortgage Assn. 4.00% 204712 47,938 51,667
Government National Mortgage Assn. 3.50% 204812 10,084 10,667
Government National Mortgage Assn. 4.00% 204812 21,635 23,302
Government National Mortgage Assn. 4.00% 204812 15,188 16,210
Government National Mortgage Assn. 4.00% 204812 5,633 6,033
Government National Mortgage Assn. 4.00% 204812 4,903 5,230
Government National Mortgage Assn. 4.00% 204812 3,286 3,535
Government National Mortgage Assn. 4.50% 204912 89,705 95,471
Government National Mortgage Assn. 4.50% 204912 205 214
Government National Mortgage Assn. 5.00% 204912 1,646 1,737
Government National Mortgage Assn. 3.50% 205012,13 964,843 1,016,616
Government National Mortgage Assn. 4.00% 205012,13 51,306 54,511
Government National Mortgage Assn. 4.00% 205012 9,386 10,018
Government National Mortgage Assn. 4.50% 205012,13 73,630 78,166
Government National Mortgage Assn. Pool #MA4837 3.50% 204712 10,716 11,402
Government National Mortgage Assn. Pool #MA4383 4.00% 204712 87,770 94,716
Government National Mortgage Assn. Pool #MA5263 3.50% 204812 8,017 8,513
Government National Mortgage Assn. Pool #MA5527 3.50% 204812 6,999 7,404
Government National Mortgage Assn. Pool #MA5019 3.50% 204812 991 1,053
Government National Mortgage Assn. Pool #MA5264 4.00% 204812 62,943 67,417
Government National Mortgage Assn. Pool #MA5651 4.00% 204812 57,579 61,561
Government National Mortgage Assn. Pool #MA5020 4.00% 204812 43,056 46,480
Government National Mortgage Assn. Pool #MA5330 4.00% 204812 38,156 40,830
Government National Mortgage Assn. Pool #MA5398 4.00% 204812 5,852 6,286
Government National Mortgage Assn. Pool #MA5332 5.00% 204812 189 203
Government National Mortgage Assn. Pool #MA6339 3.50% 204912 235,739 249,086
Government National Mortgage Assn. Pool #MA6284 3.50% 204912 132,252 139,718
Government National Mortgage Assn. Pool #MA6219 3.50% 204912 60,140 63,510
Government National Mortgage Assn. Pool #MA6154 3.50% 204912 24,446 25,812
Government National Mortgage Assn. Pool #MA5876 4.00% 204912 201,598 215,319
Government National Mortgage Assn. Pool #MA5986 4.00% 204912 181,811 193,168
Government National Mortgage Assn. Pool #MA5931 4.00% 204912 162,099 172,315
Government National Mortgage Assn. Pool #MA6340 4.00% 204912 105,814 113,468
Government National Mortgage Assn. Pool #MA5817 4.00% 204912 59,421 63,434
Government National Mortgage Assn. Pool #MA6220 4.00% 204912 53,052 56,485
Government National Mortgage Assn. Pool #MA6155 4.00% 204912 29,399 31,275
Government National Mortgage Assn. Pool #MA6040 4.00% 204912 4,639 4,931
Government National Mortgage Assn. Pool #MA6091 4.00% 204912 208 221
Government National Mortgage Assn. Pool #MA5877 4.50% 204912 63,954 68,018
Government National Mortgage Assn. Pool #MA6092 4.50% 204912 15,909 16,917
Government National Mortgage Assn. Pool #MA6156 4.50% 204912 14,821 15,758
Government National Mortgage Assn. Pool #MA6041 4.50% 204912 1,850 1,968
Government National Mortgage Assn. Pool #MA6042 5.00% 204912 517 551
Government National Mortgage Assn. Pool #MA6400 3.50% 205012 11,152 11,648
Government National Mortgage Assn. Pool #MA6542 3.50% 205012 5,435 5,762
Government National Mortgage Assn. Pool #MA6411 4.00% 205012 51,537 54,855
Government National Mortgage Assn. Pool #MA6543 4.00% 205012 6,983 7,453
Government National Mortgage Assn. Pool #694836 5.644% 205912 1 1
Government National Mortgage Assn. Pool #725876 4.82% 206112 4 4
Government National Mortgage Assn. Pool #725879 4.83% 206112 4 4
The Bond Fund of America — Page 38 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
Principal amount
(000)
Value
(000)
Government National Mortgage Assn. Pool #765136 4.906% 206112 $3 $3
Government National Mortgage Assn. Pool #710085 4.982% 206112 13 14
Government National Mortgage Assn. Pool #721648 5.05% 206112 3 3
Government National Mortgage Assn. Pool #AC1008 4.407% 206312 6 6
Government National Mortgage Assn. Pool #AG8238 4.823% 206412 15 15
Government National Mortgage Assn. Pool #725893 5.20% 206412 2 2
Government National Mortgage Assn. Pool #AA7554 6.64% 206412 3 3
Government National Mortgage Assn. Pool #AE9612 4.968% 206512 15 16
Uniform Mortgage-Backed Security 2.00% 203512,13 795,278 816,806
Uniform Mortgage-Backed Security 2.00% 203512,13 484,735 497,497
Uniform Mortgage-Backed Security 2.50% 203512,13 27,500 28,537
Uniform Mortgage-Backed Security 3.00% 203512,13 21,050 22,014
Uniform Mortgage-Backed Security 3.00% 205012,13 1,145,180 1,200,963
Uniform Mortgage-Backed Security 3.00% 205012,13 25,000 26,207
Uniform Mortgage-Backed Security 3.50% 205012,13 1,441,563 1,525,073
Uniform Mortgage-Backed Security 4.00% 205012,13 40,619 43,373
Uniform Mortgage-Backed Security 4.50% 205012,13 135,436 145,785
    13,762,107
Collateralized mortgage-backed obligations (privately originated) 0.78%    
Arroyo Mortgage Trust, Series 2018-1, Class A1, 3.763% 20482,5,12 18,859 18,482
Bellemeade Re Ltd., Series 2019-3A, Class M1B, (1-month USD-LIBOR + 1.60%) 2.547% 20292,5,12 5,715 4,897
Bunker Hill Loan Depositary Trust, Series 2019-1, Class A1, 3.613% 20482,5,12 2,186 2,153
Bunker Hill Loan Depositary Trust, Series 2019-1, Class A3, 3.919% 20482,5,12 3,256 3,221
Cascade Funding Mortgage Trust, Series 2019-HB1, Class A, 2.386% 20292,5,12 6,850 6,814
Cascade Funding Mortgage Trust, Series 2019-HB1, Class M1, 2.572% 20292,5,12 3,590 3,544
Cascade Funding Mortgage Trust, Series 2019-HB1, Class M2, 2.863% 20292,5,12 874 864
Cascade Funding Mortgage Trust, Series 2019-HB1, Class M3, 3.257% 20292,5,12 448 440
Credit Suisse Mortgage Trust, Series 2019-RPL1, Class A1A, 3.65% 20582,5,12 1,852 1,904
CS First Boston Mortgage Securities Corp., Series 2002-30, Class IA1, 7.50% 203212 227 238
CS First Boston Mortgage Securities Corp., Series 2002-34, Class IA1, 7.50% 203212 80 84
CS First Boston Mortgage Securities Corp., Series 2003-21, Class VA1, 6.50% 203312 1,120 1,163
CS First Boston Mortgage Securities Corp., Series 2003-29, Class VA1, 7.00% 203312 477 496
Finance of America HECM Buyout, Series 2020-HB1, Class A, 2.012% 20302,5,12 11,077 11,222
Finance of America HECM Buyout, Series 2019-HB1, Class M1, 2.105% 20302,5,12 2,600 2,683
Finance of America HECM Buyout, Series 2020-HB1, Class M2, 2.389% 20302,5,12 900 932
Finance of America HECM Buyout, Series 2020-HB1, Class M3, 2.723% 20302,5,12 380 397
Finance of America HECM Buyout, Series 2019-AB1, Class A, 2.656% 20495,12 4,999 4,910
Finance of America HECM Buyout, Series 2019-AB1, Class M1, 3.50% 20495,7,12 2,862 2,656
Finance of America Structured Securities Trust, Series 2019-JR1, Class A, 2.00% 20695,12 22,263 23,028
Finance of America Structured Securities Trust, Series 2019-JR2, Class A1, 2.00% 20695,12 21,961 22,585
Homeward Opportunities Fund Trust, Series 2018-1, 2.688% 20482,5,12 15,541 15,132
JPMorgan Mortgage Trust, Series 2020-INV1, Class A3, 3.50% 20502,5,12 7,730 8,086
JPMorgan Mortgage Trust, Series 2019-INV3, Class A13, 3.50% 20502,5,12 1,976 2,020
JPMorgan Mortgage Trust, Series 2019-INV3, Class A3, 3.50% 20502,5,12 1,885 1,879
Legacy Mortgage Asset Trust, Series 2019-GS5, Class A1, 3.20% 20592,5,12 6,849 6,860
Legacy Mortgage Asset Trust, Series 2019-GS2, Class A1, 3.75% 20592,5,12 8,736 7,523
Mello Warehouse Securitization Trust, Series 2019-1, Class A, 1.747% 20522,5,12 8,945 8,763
Mello Warehouse Securitization Trust, Series 2019-2, Class A,
(1-month USD-LIBOR + 0.75%) 2.377% 20522,5,12
62,022 60,999
Mill City Mortgage Trust, Series 2018-1, Class A1, 3.25% 20622,5,12 2,256 2,289
Nationstar HECM Loan Trust, Series 2018-2, Class A, 3.188% 20282,5,12 1,826 1,824
Nationstar HECM Loan Trust, Series 2018-3A, Class A, 3.555% 20282,5,12 6,426 6,405
Nationstar HECM Loan Trust, Series 2019-2A, Class A, 2.575% 20292,5,12 6,914 6,874
The Bond Fund of America — Page 39 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Collateralized mortgage-backed obligations (privately originated) (continued)
Principal amount
(000)
Value
(000)
Nationstar HECM Loan Trust, Series 2019-1A, Class A, 2.651% 20292,5,12 $2,848 $2,826
Onslow Bay Financial LLC, Series 2020-INV1, Class A5, 3.50% 20492,5,12 14,538 14,873
Reverse Mortgage Investment Trust, Series 2018-1, Class A, 3.436% 20282,5,12 2,019 2,018
RMF Proprietary Issuance Trust, Series 2019-1, Class A, 2.75% 20632,5,12 8,190 7,738
Sequoia Mortgage Trust, Series 2018-CH1, Class A1, 4.00% 20482,5,12 3,971 3,979
Starwood Mortgage Residential Trust, Series 2018-IMC1, Class A1, 3.793% 20482,5,12 23,708 23,254
Starwood Mortgage Residential Trust, Series 2019-IMC1, Class A1, 3.468% 20492,5,12 4,205 4,190
Station Place Securitization Trust, Series 2019-WL1, Class A, (1-month USD-LIBOR + 0.65%) 1.597% 20522,5,12 52,439 52,542
TBW Mortgage-backed Trust, Series 2007-2, Class A4B, (1-month USD-LIBOR + 0.42%) 1.367% 20372,12 9,280 6,526
Towd Point Mortgage Trust, Series 2016-2, Class A1A, 2.75% 20552,5,12 922 911
Towd Point Mortgage Trust, Series 2016-5, Class A1, 2.50% 20562,5,12 5,670 5,615
Towd Point Mortgage Trust, Series 2017-1, Class A2, 3.50% 20562,5,12 904 867
Towd Point Mortgage Trust, Series 2017-5, Class A1, 1.547% 20572,5,12 1,248 1,219
Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75% 20572,5,12 11,856 11,872
Towd Point Mortgage Trust, Series 2017-4, Class A1, 2.75% 20572,5,12 7,695 7,536
Towd Point Mortgage Trust, Series 2017-3, Class A1, 2.75% 20572,5,12 6,312 6,242
Towd Point Mortgage Trust, Series 2018-2, Class A1, 3.25% 20582,5,12 13,926 14,167
Towd Point Mortgage Trust, Series 2018-5, Class A1A, 3.25% 20582,5,12 4,224 4,302
    412,044
Commercial mortgage-backed securities 0.28%    
Banc of America Commercial Mortgage Inc., Series 2015-UBS7, Class A4, 3.705% 204812 750 797
Banc of America Commercial Mortgage Inc., Series 2017-BNK3, Class A4, 3.574% 205012 115 125
Bank Commercial Mortgage Trust, Series 2017-BNK9, Class A4, 3.538% 205412 135 148
Bank Commercial Mortgage Trust, Series 2019-BN12, Class A3, 3.99% 206112 500 568
Bank Commercial Mortgage Trust, Series 2018-BN15, Class A3, 4.138% 206112 500 575
Bank Commercial Mortgage Trust, Series 2018-BN13, Class A5, 4.217% 20612,12 250 288
Bank Commercial Mortgage Trust, Series 2018-B15, Class A4, 4.407% 20612,12 500 586
Bank Commercial Mortgage Trust, Series 2020-BN26, Class A4, 1.95% 206312 924 933
Benchmark Mortgage Trust, Series 2018-B2, Class A4, 3.615% 205112 3,475 3,818
Benchmark Mortgage Trust, Series 2018-B3, Class A5, 4.025% 205112 190 215
Benchmark Mortgage Trust, Series 2018-B4, Class A5, 4.121% 205112 90 102
Benchmark Mortgage Trust, Series 2020-B17, Class A5, 2.289% 205312 944 948
Benchmark Mortgage Trust, Series 2018-B7, Class A3, 4.241% 205312 1,000 1,147
Benchmark Mortgage Trust, Series 2019-B13, Class A4, 2.952% 205712 730 775
Benchmark Mortgage Trust, Series 2019-B10, Class A3, 3.455% 206212 500 560
CD Commercial Mortgage Trust, Series 2017-CD6, Class A5, 3.456% 205012 3,531 3,831
Citigroup Commercial Mortgage Trust, Series 2016-GC37, Class A4, 3.314% 204912 200 209
Citigroup Commercial Mortgage Trust, Series 2016-P6, Class A4, 3.458% 204912 250 267
Citigroup Commercial Mortgage Trust, Series 2016-C1, Class AS, 3.514% 204912 600 642
Citigroup Commercial Mortgage Trust, Series 2017-B1, Class A3, 3.197% 205012 6,250 6,507
Citigroup Commercial Mortgage Trust, Series 2017-C4, Class A4, 3.471% 205012 2,930 3,108
Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class A5, 2.717% 205312 2,700 2,801
Citigroup Commercial Mortgage Trust, Series 2019-GC41, Class AA, 2.62% 205612 200 207
Commercial Mortgage Trust, Series 2012-CR3, Class B, 3.922% 20455,12 1,015 1,010
Commercial Mortgage Trust, Series 2012-CR5, Class D, 4.318% 20452,5,12 2,000 1,814
Commercial Mortgage Trust, Series 2012-CR3, Class C, 4.584% 20452,5,12 500 474
Commercial Mortgage Trust, Series 2013-CR6, Class B, 3.397% 20465,12 1,000 993
Commercial Mortgage Trust, Series 2013-CR7, Class C, 4.08% 20462,5,12 2,743 2,535
Commercial Mortgage Trust, Series 2013-LC13, Class B, 5.009% 20462,5,12 830 864
Commercial Mortgage Trust, Series 2014-LC15, Class AM, 4.198% 204712 850 887
Commercial Mortgage Trust, Series 2014-CR19, Class C, 4.731% 20472,12 600 546
Commercial Mortgage Trust, Series 2015-CR22, Class B, 3.926% 20482,12 5,250 5,213
Commercial Mortgage Trust, Series 2016-COR1, Class A4, 3.091% 204912 4,000 4,140
The Bond Fund of America — Page 40 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Commercial mortgage-backed securities (continued)
Principal amount
(000)
Value
(000)
CSAIL Commercial Mortgage Trust, Series 2015-C4, Class C, 4.58% 20482,12 $556 $486
CSAIL Commercial Mortgage Trust, Series 2015-C1, Class B, 4.044% 20502,12 700 702
DBUBS Mortgage Trust, Series 2011-LC2A, Class A1, 4.537% 20445,12 9,991 10,170
DBUBS Mortgage Trust, Series 2011-LC3A, Class B, 5.335% 20442,5,12 6,500 6,724
Deutsche Bank Commercial Mortgage Trust, Series 2016-C1, Class AM, 3.539% 204912 500 515
GS Mortgage Securities Corp., Series 2013-GC12, Class A-4, 3.135% 204612 1,250 1,291
GS Mortgage Securities Corp., Series 2013-GC14, Class D, 4.745% 20462,5,12 1,600 1,435
GS Mortgage Securities Corp. II, Series 2010-C2, Class A2, 5.162% 20432,5,12 4,000 4,053
GS Mortgage Securities Corp. II, Series 2011-GC5, Class B, 5.389% 20442,5,12 1,244 1,266
GS Mortgage Securities Corp. II, Series 2014-GC18, Class B, 4.885% 20472,12 2,500 2,555
GS Mortgage Securities Corp. II, Series 2017-GS7, Class A4, 3.43% 205012 250 264
GS Mortgage Securities Corp. II, Series 2020-GC45, Class A5, 2.9106% 205312 174 183
JPMBB Commercial Mortgage Securities Trust, Series 2014-C19, Class A4, 3.9965% 204712 2,450 2,628
JPMBB Commercial Mortgage Securities Trust, Series 2014-C19, Class D, 4.679% 20472,5,12 2,500 2,175
JPMBB Commercial Mortgage Securities Trust, Series 2014-C26, Class B, 3.9508% 204812 3,500 3,483
JPMBB Commercial Mortgage Securities Trust, Series 2015-C-31, Class C, 4.62% 20482,12 600 530
L.A. Arena Funding, LLC, Series 1, Class A, 7.656% 20265,12 9,296 9,768
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class B, 3.708% 20462,12 1,511 1,513
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C-13, Class A-4, 4.039% 204612 1,934 2,041
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C7, Class D, 4.234% 20462,5,12 2,700 2,462
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C13, Class B, 4.756% 20462,12 1,000 1,026
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class A4, 3.753% 204712 525 560
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class B, 4.00% 20472,12 2,000 2,009
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class A4, 4.051% 204712 250 265
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C30, Class A4, 2.60% 204912 250 244
Morgan Stanley Capital I Trust, Series 2014-CPT, Class A, 3.35% 20295,12 6,885 6,829
Morgan Stanley Capital I Trust, Series 2011-C2, Class A4, 4.661% 20445,12 4,764 4,906
Morgan Stanley Capital I Trust, Series 2011-C1, Class A4, 5.033% 20472,5,12 479 484
Morgan Stanley Capital I Trust, Series 2015-UBS8, Class AS, 4.114% 204812 1,730 1,819
Morgan Stanley Capital I Trust, Series 2016-UBS9, Class C, 4.698% 20492,12 567 494
Multi Family Connecticut Avenue Securities, Series 2019-1, Class M10,
(1-month USD-LIBOR + 3.25%) 4.197% 20492,5,12
2,295 1,633
Wells Fargo Commercial Mortgage Trust, Series 2014-LC18, Class A5, 3.405% 204712 290 303
Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class C, 4.11% 20482,12 585 507
Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class B, 2.967% 204912 865 799
Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class A4, 3.096% 204912 6,190 6,501
Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class AS, 3.484% 204912 380 387
Wells Fargo Commercial Mortgage Trust, Series 2014-LC16, Class A5, 3.817% 205012 2,302 2,427
Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class A3, 3.888% 205112 6,500 7,032
Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class C, 4.534% 20582,12 1,000 877
Wells Fargo Commercial Mortgage Trust, Series 2016-C33, Class A4, 3.426% 205912 1,320 1,388
Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class AS, 3.988% 205912 600 627
WF-RBS Commercial Mortgage Trust, Series 2013-C13, Class B, 3.553% 204512 500 499
WF-RBS Commercial Mortgage Trust, Series 2013-C11, Class B, 3.714% 20452,12 1,000 1,000
WF-RBS Commercial Mortgage Trust, Series 2013-C14, Class B, 3.841% 20462,12 2,500 2,499
WF-RBS Commercial Mortgage Trust, Series 2014-C22, Class A4, 3.488% 205712 2,038 2,126
    149,118
Total mortgage-backed obligations   14,323,269
Asset-backed obligations 2.55%    
Aesop Funding LLC, Series 2015-1A, Class A, 2.50% 20215,12 3,630 3,625
Aesop Funding LLC, Series 2015-2A, Class A, 2.63% 20215,12 9,175 9,103
Aesop Funding LLC, Series 2019-1A, Class A, 3.45% 20235,12 5,705 5,621
The Bond Fund of America — Page 41 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Principal amount
(000)
Value
(000)
Aesop Funding LLC, Series 2017-2A, Class A, 2.97% 20245,12 $2,210 $2,084
Aesop Funding LLC, Series 2018-2A, Class A, 4.00% 20255,12 28,000 27,843
Aesop Funding LLC, Series 2020-1A, Class A, 2.33% 20265,12 30,754 27,373
American Express Credit Account Master Trust, Series 2018-3, Class A, 1.025% 20252,12 423 414
American Express Credit Account Master Trust, Series 2017-7, Class A, 2.35% 202512 1,260 1,286
AmeriCredit Automobile Receivables Trust, Series 2016-2, Class C, 2.87% 202112 322 321
AmeriCredit Automobile Receivables Trust, Series 2016-3, Class C, 2.24% 202212 4,540 4,500
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71% 202212 6,030 5,997
AmeriCredit Automobile Receivables Trust, Series 2016-1, Class C, 2.89% 202212 1,199 1,197
CarMaxAuto Owner Trust, Series 2019-2, Class A2A, 2.69% 202212 641 645
CarMaxAuto Owner Trust, Series 2020-1, Class A2, 1.87% 202312 50,839 50,947
CarMaxAuto Owner Trust, Series 2019-2, Class A4, 2.77% 202412 1,245 1,252
CarMaxAuto Owner Trust, Series 2019-2, Class C, 3.16% 202512 650 653
Chase Issuance Trust, Series 2020-A1, Class A1, 1.53% 202512 680 688
Citibank Credit Card Issuance Trust, Series 2018-A6, Class A6, 3.21% 202412 514 538
Citibank Credit Card Issuance Trust, Series 2018-A2, Class A2, 1.103% 20252,12 264 259
Cloud Pass-Through Trust, Series 2019-1A, Class CLOU, 3.554% 20222,5,12 16,404 16,494
CPS Auto Receivables Trust, Series 2015-A, Class C, 4.00% 20215,12 245 245
CPS Auto Receivables Trust, Series 2019-D, Class A, 2.17% 20225,12 14,842 14,705
CPS Auto Receivables Trust, Series 2019-B, Class A, 2.89% 20225,12 747 744
CPS Auto Receivables Trust, Series 2017-B, Class C, 2.92% 20225,12 3,144 3,137
CPS Auto Receivables Trust, Series 2018-D, Class A, 3.06% 20225,12 182 182
CPS Auto Receivables Trust, Series 2018-A, Class C, 3.05% 20235,12 1,240 1,222
CPS Auto Receivables Trust, Series 2019-B, Class B, 3.09% 20235,12 2,000 1,989
CPS Auto Receivables Trust, Series 2019-B, Class C, 3.35% 20245,12 2,570 2,551
CPS Auto Receivables Trust, Series 2019-C, Class C, 2.84% 20255,12 2,169 2,130
CPS Auto Receivables Trust, Series 2019-C, Class D, 3.17% 20255,12 2,025 1,971
CPS Auto Receivables Trust, Series 2019-B, Class D, 3.69% 20255,12 5,325 5,276
Credit Acceptance Auto Loan Trust, Series 17-3A, Class C, 3.48% 20265,12 2,695 2,684
Credit Acceptance Auto Loan Trust, Series 18-3A, Class C, 4.04% 20275,12 1,485 1,482
Credit Acceptance Auto Loan Trust, Series 2020-1A, Class A, 2.01% 20295,12 15,748 14,686
Credit Acceptance Auto Loan Trust, Series 20-1A, Class B, 2.39% 20295,12 4,118 3,667
CWHEQ Revolving Home Equity Loan Trust, Series 2005-C, Class 2A, FSA insured,
(1-month USD-LIBOR + 0.18%) 0.885% 20352,12
1,662 1,540
CWHEQ Revolving Home Equity Loan Trust, Series 2006-I, Class 2A, FSA insured,
(1-month USD-LIBOR + 0.14%) 0.845% 20372,12
2,617 2,369
CWHEQ Revolving Home Equity Loan Trust, Series 2007-B, Class A, FSA insured,
(1-month USD-LIBOR + 0.15%) 0.855% 20372,12
4,118 3,730
Discover Card Execution Note Trust, Series 2019-A3, Class A, 1.89% 202412 7,974 8,049
Drive Auto Receivables Trust, Series 2020-1, Class A2, 1.99% 202212 20,365 20,438
Drive Auto Receivables Trust, Series 2019-2, Class A2A, 2.93% 202212 1 1
Drive Auto Receivables Trust, Series 2019-2, Class B, 3.17% 202312 4,660 4,647
Drive Auto Receivables Trust, Series 2019-3, Class B, 2.65% 202412 3,970 3,929
Drive Auto Receivables Trust, Series 2018-2, Class C, 3.63% 202412 1,113 1,118
Drive Auto Receivables Trust, Series 2018-3, Class C, 3.72% 202412 126 126
Drive Auto Receivables Trust, Series 2018-1, Class D, 3.81% 202412 70 70
Drive Auto Receivables Trust, Series 2019-3, Class C, 2.90% 202512 12,690 12,401
Drive Auto Receivables Trust, Series 2019-2, Class C, 3.42% 202512 8,760 8,657
Drive Auto Receivables Trust, Series 2019-3, Class D, 3.18% 202612 6,030 5,828
Drivetime Auto Owner Trust, Series 2019-3, Class A, 2.55% 20225,12 6,658 6,631
Drivetime Auto Owner Trust, Series 2019-2A, Class A, 2.85% 20225,12 2,217 2,212
Drivetime Auto Owner Trust, Series 2018-3A, Class A, 3.26% 20225,12 1,937 1,939
Drivetime Auto Owner Trust, Series 2018-3A, Class B, 3.56% 20225,12 415 416
Drivetime Auto Owner Trust, Series 2020-1, Class A, 1.94% 20235,12 13,568 13,425
Drivetime Auto Owner Trust, Series 2019-4A, Class A, 2.17% 20235,12 21,932 21,756
The Bond Fund of America — Page 42 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Principal amount
(000)
Value
(000)
Drivetime Auto Owner Trust, Series 2019-3, Class B, 2.60% 20235,12 $1,570 $1,555
Drivetime Auto Owner Trust, Series 2019-2A, Class B, 2.99% 20235,12 3,240 3,214
Drivetime Auto Owner Trust, Series 2018-1A, Class C, 3.47% 20235,12 5,190 5,175
Drivetime Auto Owner Trust, Series 2020-1, Class B, 2.16% 20245,12 2,000 1,950
Drivetime Auto Owner Trust, Series 2018-2A, Class C, 3.67% 20245,12 135 135
Drivetime Auto Owner Trust, Series 2019-3, Class C, 2.74% 20255,12 1,925 1,890
Drivetime Auto Owner Trust, Series 2019-3, Class D, 2.96% 20255,12 2,870 2,779
Drivetime Auto Owner Trust, Series 2019-2A, Class C, 3.18% 20255,12 5,765 5,710
Drivetime Auto Owner Trust, Series 2019-2A, Class D, 3.48% 20255,12 6,800 5,651
Enterprise Fleet Financing LLC, Series 2017-1, Class A2, 2.13% 20225,12 123 123
Exeter Automobile Receivables Trust, Series 2017-3A, Class B, 2.81% 20225,12 7,771 7,716
Exeter Automobile Receivables Trust, Series 2019-2A, Class A, 2.93% 20225,12 2,463 2,446
Exeter Automobile Receivables Trust, Series 2020-1A, Class A, 2.05% 20235,12 33,487 33,159
Exeter Automobile Receivables Trust, Series 2019-4A, Class A, 2.18% 20235,12 20,699 20,552
Exeter Automobile Receivables Trust, Series 2019-3A, Class B, 2.58% 20235,12 8,200 8,100
Exeter Automobile Receivables Trust, Series 2019-2A, Class B, 3.06% 20235,12 9,875 10,000
Exeter Automobile Receivables Trust, Series 2017-3A, Class C, 3.68% 20235,12 1,750 1,705
Exeter Automobile Receivables Trust, Series 2020-1A, Class B, 2.26% 20245,12 3,500 3,420
Exeter Automobile Receivables Trust, Series 2019-3A, Class C, 2.79% 20245,12 9,000 8,807
Exeter Automobile Receivables Trust, Series 2019-2A, Class C, 3.30% 20245,12 7,850 7,308
Exeter Automobile Receivables Trust, Series 2019-1A, Class C, 3.82% 20245,12 4,150 4,010
Exeter Automobile Receivables Trust, Series 2020-1A, Class C, 2.49% 20255,12 6,890 6,313
Exeter Automobile Receivables Trust, Series 2019-3A, Class D, 3.11% 20255,12 9,000 8,838
Exeter Automobile Receivables Trust, Series 2019-2A, Class D, 3.71% 20255,12 10,000 8,536
First Investors Auto Owner Trust, Series 2019-1A, Class A, 2.89% 20245,12 1,118 1,111
Ford Credit Auto Owner Trust, Series 2019-C, Class A4, 1.93% 202512 1,269 1,275
Ford Credit Auto Owner Trust, Series 2016-2, Class A, 2.03% 20275,12 33,660 33,740
Ford Credit Auto Owner Trust, Series 2018-1, Class A, 3.52% 20305,12 19,510 20,257
Ford Credit Auto Owner Trust, Series 2020-1, Class A, 2.04% 20315,12 94,433 88,277
Ford Credit Auto Owner Trust, Series 2018-1, Class A, 3.19% 20315,12 38,760 42,866
Ford Credit Floorplan Master Owner Trust, Series 2019-3, Class A1, 2.23% 202412 112,692 108,739
Global SC Finance II SRL, Series 2017-1A, Class A, 3.85% 20375,12 5,428 5,261
Global SC Finance V SRL, Series 2019-1A, Class B, 4.81% 20395,12 11,529 10,762
GM Financial Automobile Leasing Trust 2020-1, Class A2, 1.83% 202312 75,000 75,309
GM Financial Automobile Leasing Trust, Series 2019-4, Class B, 2.04% 202512 1,052 1,026
GM Financial Automobile Leasing Trust, Series 2019-4, Class C, 2.44% 202512 1,521 1,485
GM Financial Consumer Automobile Receivables Trust, Series 2018-1, Class B, 2.57% 202312 765 772
GM Financial Consumer Automobile Receivables Trust, Series 2018-1, Class C, 2.77% 202312 530 529
GM Financial Consumer Automobile Receivables Trust, Series 2020-1, Class A3, 1.84% 202412 2,452 2,464
GM Financial Consumer Automobile Receivables Trust, Series 2019-2, Class B, 2.87% 202412 1,315 1,345
GM Financial Consumer Automobile Receivables Trust, Series 2019-2, Class C, 3.07% 202412 4,285 4,328
Henderson Receivables LLC, Series 2006-3A, Class A1, (1-month USD-LIBOR + 0.20%) 0.905% 20412,5,12 891 832
Henderson Receivables LLC, Series 2006-4A, Class A1, (1-month USD-LIBOR + 0.20%) 0.905% 20412,5,12 692 674
Hertz Vehicle Financing LLC, Rental Car Asset-Backed Notes, Series 2016-4A, Class A, 2.65% 20225,12 4,015 3,897
Hertz Vehicle Financing LLC, Rental Car Asset-Backed Notes, Series 2018-1A, Class A, 3.29% 20245,12 13,235 12,565
Hertz Vehicle Financing LLC, Rental Car Asset-Backed Notes, Series 2019-3A, Class A, 2.67% 20255,12 16,799 15,015
Hertz Vehicle Financing LLC, Rental Car Asset-Backed Notes, Series 2019-2A, Class A, 3.42% 20255,12 12,524 11,998
Home Equity Asset Trust, Series 2004-7, Class M1, (1-month USD-LIBOR + 0.62%) 1.877% 20352,12 1,947 1,903
Honda Auto Receivables Owner Trust, Series 2019-2, Class A3, 2.52% 202312 2,115 2,144
Hyundai Auto Lease Securitization Trust, Series 2020-A, Class A2, 1.90% 20225,12 24,625 24,672
Mercedes-Benz Auto Lease Trust, Series 2020-A, Class A2, 1.82% 202212 12,731 12,759
Nissan Auto Receivables Owner Trust, Series 2019-B, Class A-3, 2.50% 202312 2,115 2,148
OneMain Direct Auto Receivables Trust, Series 2018-1, Class A, 3.43% 20245,12 8,335 8,310
OSW Structured Asset Trust, Series 2020-RPL1, Class A1, 3.072% 20602,5,12 9,412 9,499
The Bond Fund of America — Page 43 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
Principal amount
(000)
Value
(000)
Palmer Square Loan Funding, CLO, Series 2019-2, Class A1,
(3-month USD-LIBOR + 0.97%) 2.789% 20272,5,12
$16,443 $15,801
Palmer Square Loan Funding, CLO, Series 2019-1A, Class A1,
(3-month USD-LIBOR + 1.05%) 2.869% 20272,5,12
29,399 28,707
Prestige Auto Receivables Trust, Series 2019-1A, Class C, 2.70% 20245,12 3,940 3,805
Prestige Auto Receivables Trust, Series 2019-1A, Class D, 3.01% 20255,12 2,435 2,284
Residential Funding Mortgage Securities II, Inc., Series 2006-HSA3, Class A, FSA insured,
(1-month USD-LIBOR + 0.13%) 1.077% 20362,12
267 255
Santander Drive Auto Receivables Trust, Series 2016-3, Class C, 2.46% 202212 434 433
Santander Drive Auto Receivables Trust, Series 2017-1, Class C, 2.58% 202212 3,549 3,547
Santander Drive Auto Receivables Trust, Series 2017-3, Class C, 2.76% 202212 4,415 4,368
Santander Drive Auto Receivables Trust, Series 2019-2, Class B, 2.79% 202412 4,880 4,838
Santander Drive Auto Receivables Trust, Series 2019-2, Class D, 3.22% 202512 4,975 4,923
Santander Retail Auto Lease Trust, Series 2019-A, Class A2A, 2.72% 20225,12 2,149 2,151
Social Professional Loan Program LLC, Series 2015-C, Class A2, 2.51% 20335,12 1,206 1,218
Symphony Ltd., CLO, Series 2013-12A, Class AR, (3-month USD-LIBOR + 1.03%) 2.861% 20252,5,12 22,125 21,969
TAL Advantage V LLC, Series 2013-2A, Class A, 3.55% 20385,12 2,422 2,353
TAL Advantage V LLC, Series 2014-1A, Class A, 3.51% 20395,12 1,602 1,554
TAL Advantage V LLC, Series 2017-1A, Class A, 4.50% 20425,12 5,378 5,225
Toyota Auto Loan Extended Note Trust, Series 2019-1, Class A, 2.56% 20315,12 6,000 6,128
Toyota Auto Receivables Owner Trust, Series 2018-B, Class A2A, 2.64% 202112 1,385 1,386
Toyota Auto Receivables Owner Trust, Series 2019-B, Class A2A, 2.59% 202212 7,711 7,731
Triton Container Finance LLC, Series 2017-1A, Class A, 3.52% 20425,12 5,500 5,256
Verizon Owner Trust, Series 2017-1A, Class B, 2.45% 20215,12 2,500 2,493
Verizon Owner Trust, Series 2017-1A, Class C, 2.65% 20215,12 3,000 2,990
Verizon Owner Trust, Series 2017-3A, Class A1A, 2.06% 20225,12 4,258 4,263
Verizon Owner Trust, Series 2017-3A, Class B, 2.38% 20225,12 4,950 4,839
Verizon Owner Trust, Series 2020-A, Class A1A, 1.85% 202412 40,756 39,809
Volkswagen Auto Lease Trust, Series 2019-A, Class A2A, 2.00% 202212 51,381 51,478
Voya Ltd., CLO, Series 2014-3A, Class A1R, (3-month USD-LIBOR + 0.72%) 2.514% 20262,5,12 3,454 3,408
Westlake Automobile Receivables Trust, Series 2018-3A, Class A2A, 2.98% 20225,12 6,697 6,690
Westlake Automobile Receivables Trust, Series 2019-3A, Class A2, 2.15% 20235,12 64,874 64,275
Westlake Automobile Receivables Trust, Series 2019-2A, Class A2, 2.57% 20235,12 5,759 5,741
Westlake Automobile Receivables Trust, Series 2018-1A, Class C, 2.92% 20235,12 4,076 4,033
Westlake Automobile Receivables Trust, Series 2019-2A, Class B, 2.62% 20245,12 1,040 1,008
Westlake Automobile Receivables Trust, Series 2018-2A, Class C, 3.50% 20245,12 400 400
World Financial Network Credit Card Master Note Trust, Series 2019-C, Class A, 2.21% 202612 27,000 26,064
    1,343,270
Bonds & notes of governments & government agencies outside the U.S. 1.51%    
Abu Dhabi (Emirate of) 2.50% 2029 1,800 1,756
Angola (Repulic of) 8.00% 20295 5,000 2,087
Argentine Republic 6.875% 2021 3,075 899
Argentine Republic 4.625% 2023 700 203
Argentine Republic 7.50% 2026 6,325 1,787
Argentine Republic 6.875% 2027 2,200 616
Argentine Republic 8.28% 203310 4,984 1,793
Argentine Republic 0% 2035 25,700 202
Argentine Republic 6.875% 2048 13,230 3,490
Benin (Republic of) 5.75% 2026 1,200 1,115
Brazil (Federative Republic of) 6.00% 20454 BRL56,755 13,076
Cameroon (Republic of) 9.50% 2025 $1,500 1,362
Costa Rica (Republic of) 7.00% 2044 2,178 1,765
Cote d’Ivoire (Republic of) 6.375% 20285 7,275 6,703
Cote d’Ivoire (Republic of) 5.25% 2030 950 904
The Bond Fund of America — Page 44 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Bonds & notes of governments & government agencies outside the U.S. (continued)
Principal amount
(000)
Value
(000)
Dominican Republic 7.50% 2021 $633 $635
Dominican Republic 5.50% 20255 10,380 10,056
Dominican Republic 5.50% 2025 1,640 1,589
Dominican Republic 6.875% 20265 4,300 4,315
Dominican Republic 6.40% 20495 1,648 1,467
Egypt (Arab Republic of) 4.55% 20235 5,100 4,542
Egypt (Arab Republic of) 5.577% 20235 1,690 1,571
Egypt (Arab Republic of) 4.75% 2026 3,000 2,852
Egypt (Arab Republic of) 6.588% 20285 $1,610 1,379
Egypt (Arab Republic of) 5.625% 2030 1,060 897
Egypt (Arab Republic of) 7.50% 20325 $5,100 4,146
Egypt (Arab Republic of) 8.50% 20475 2,245 1,851
Export-Import Bank of India 3.375% 2026 7,000 6,696
Gabonese Republic 6.375% 2024 772 542
Gabonese Republic 6.95% 2025 700 471
Gabonese Republic 6.625% 20315 600 371
Greece (Hellenic Republic of) 3.45% 2024 5,180 6,188
Greece (Hellenic Republic of) 3.375% 2025 6,145 7,395
Guatemala (Republic of) 4.50% 2026 $1,700 1,663
Guatemala (Republic of) 4.375% 2027 3,975 3,850
Honduras (Republic of) 8.75% 2020 15,197 15,177
Honduras (Republic of) 7.50% 2024 3,330 3,259
Honduras (Republic of) 6.25% 20275 1,400 1,230
Honduras (Republic of) 6.25% 2027 968 850
India (Republic of) 8.60% 2028 INR1,015,200 15,000
India (Republic of) 7.61% 2030 2,386,030 33,685
India (Republic of) 7.88% 2030 1,667,000 23,947
Indonesia (Republic of) 3.75% 2022 $4,255 4,303
Indonesia (Republic of) 3.375% 2023 9,350 9,370
Iraq (Republic of) 5.80% 2028 5,150 3,940
Israel (State of) 2.50% 2030 1,090 1,100
Israel (State of) 3.375% 2050 1,630 1,589
Italy (Republic of) 0.10% 20234 71,579 77,407
Japan, Series 20, 0.10% 20254 ¥8,678,500 80,671
Japan, Series 21, 0.10% 20264 1,529,400 14,231
Japan, Series 22, 0.10% 20274 2,249,654 20,922
Japan Bank for International Cooperation (3-month USD-LIBOR + 0.48%) 2.06% 20202 $23,448 23,450
Japan Bank for International Cooperation 2.125% 2020 21,400 21,442
Japan Bank for International Cooperation 3.125% 2021 76,664 79,108
Jordan (Hashemite Kingdom of) 6.125% 20265 2,890 2,647
Jordan (Hashemite Kingdom of) 5.75% 20275 615 545
Kazakhstan (Republic of) 6.50% 20455 2,250 2,958
Kenya (Republic of) 6.875% 20245 6,425 6,149
Kenya (Republic of) 8.00% 20325 800 742
Kenya (Republic of) 8.25% 20485 330 306
Kuwait (State of) 2.75% 20225 2,150 2,166
Morocco (Kingdom of) 4.25% 2022 5,400 5,376
Morocco (Kingdom of) 5.50% 2042 7,200 7,679
Pakistan (Islamic Republic of) 5.50% 20215 2,335 2,240
Pakistan (Islamic Republic of) 8.25% 2024 2,220 1,975
Pakistan (Islamic Republic of) 6.875% 2027 1,200 1,003
Pakistan (Islamic Republic of) 6.875% 20275 1,100 919
Panama (Republic of) 3.75% 20265 1,585 1,596
Panama (Republic of) 3.16% 2030 3,585 3,601
Panama (Republic of) 4.50% 2047 1,090 1,205
The Bond Fund of America — Page 45 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Bonds & notes of governments & government agencies outside the U.S. (continued)
Principal amount
(000)
Value
(000)
Panama (Republic of) 4.50% 2050 $200 $222
Panama (Republic of) 4.50% 2056 6,495 7,096
Paraguay (Republic of) 4.625% 2023 1,500 1,522
Paraguay (Republic of) 5.00% 2026 4,485 4,620
Paraguay (Republic of) 5.00% 20265 1,575 1,622
Paraguay (Republic of) 4.70% 20275 850 867
Paraguay (Republic of) 5.60% 20485 1,980 2,039
Poland (Republic of) 3.25% 2026 6,600 7,148
Portuguese Republic 5.125% 2024 1,725 1,945
PT Indonesia Asahan Aluminium Tbk 5.23% 20215 3,719 3,747
PT Indonesia Asahan Aluminium Tbk 5.71% 20235 2,050 2,099
PT Indonesia Asahan Aluminium Tbk 6.53% 20285 685 733
PT Indonesia Asahan Aluminium Tbk 6.757% 20485 655 704
Qatar (State of) 3.875% 20235 10,830 11,169
Qatar (State of) 4.50% 20285 5,115 5,617
Romania 2.00% 2032 1,400 1,390
Romania 3.50% 2034 6,485 7,264
Romania 3.375% 2038 2,200 2,331
Romania 4.625% 2049 2,900 3,397
Russian Federation 4.375% 2029 $4,000 4,290
Russian Federation 5.10% 20355 800 926
Saudi Arabia (Kingdom of) 2.375% 20215 750 744
Saudi Arabia (Kingdom of) 3.25% 20265 4,170 4,180
Saudi Arabia (Kingdom of) 3.625% 20285 3,110 3,172
Saudi Arabia (Kingdom of) 3.625% 2028 1,800 1,836
Senegal (Republic of) 4.75% 2028 4,000 4,022
Tunisia (Republic of) 5.625% 2024 3,000 2,751
Turkey (Republic of) 4.25% 2026 $9,300 7,777
Turkey (Republic of) 4.875% 2026 2,380 2,019
Ukraine 7.75% 2021 7,900 7,629
Ukraine 6.75% 2026 3,905 3,843
Ukraine 7.75% 2026 $3,500 3,233
United Kingdom 0.125% 20414 £11,072 21,919
United Mexican States 3.25% 2030 $5,845 5,493
United Mexican States 4.50% 2050 5,325 5,296
United Mexican States 5.75% 2110 4,700 4,894
United Mexican States, Series M, 8.00% 2023 MXN1,540,000 68,136
Uruguay (Oriental Republic of) 8.50% 2028 UYU224,725 4,193
    793,907
Municipals 1.31%
Illinois 0.76%
   
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2009-E, 6.138% 2039 $56,485 55,714
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2010-C, 6.319% 2029 14,400 14,513
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2010-D, 6.519% 2040 5,770 5,699
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2011-A, 5.50% 2039 355 357
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2015-C, 5.25% 2039 1,035 1,048
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2017-A, 7.00% 20465 7,760 8,706
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2018-A,
Assured Guaranty Municipal insured, 5.00% 2033
215 258
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-C, 5.00% 2026 960 988
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-C, 5.00% 2030 1,915 1,959
The Bond Fund of America — Page 46 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Municipals (continued)
Illinois (continued)
Principal amount
(000)
Value
(000)
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-C, 5.00% 2034 $425 $431
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-D, 5.00% 2031 850 868
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-G, 5.00% 2044 660 653
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-H, 5.00% 2036 850 858
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-H, 5.00% 2046 2,415 2,371
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2026 640 659
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2028 745 906
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2029 215 221
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2029 370 449
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2030 215 260
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2030 215 220
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2031 425 512
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2032 425 511
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2034 240 244
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-C, Assured Guaranty Municipal insured, 5.00% 2028 950 1,156
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-C, Assured Guaranty Municipal insured, 5.00% 2029 640 776
City of Chicago, School Reform Board of Trustees of the Board of Education, Unlimited Tax G.O. Bonds (Dedicated Tax Rev.), Capital Appreciation Bonds, Series 1998-B-1, National insured, 0% 2031 425 274
City of Chicago, School Reform Board of Trustees of the Board of Education, Unlimited Tax G.O. Bonds (Dedicated Tax Rev.), Series 2012-A, 5.00% 2042 1,630 1,625
City of Chicago, School Reform Board of Trustees of the Board of Education, Unlimited Tax G.O. Bonds (Dedicated Tax Rev.), Series 2011-A, 5.00% 2041 575 567
G.O. Bonds, Pension Funding, Series 2003, 4.95% 2023 47,620 48,055
G.O. Bonds, Pension Funding, Series 2003, 5.10% 2033 161,050 160,101
G.O. Bonds, Pension Funding, Series 2003, Assured Guaranty Municipal insured, 5.10% 2033 12,860 14,180
G.O. Bonds, Series 2013-B, 3.65% 2020 4,745 4,745
G.O. Bonds, Series 2013-B, 4.11% 2022 2,280 2,379
G.O. Bonds, Series 2013-B, 4.31% 2023 7,325 7,754
G.O. Bonds, Series 2013-B, 4.91% 2027 3,250 3,616
G.O. Bonds, Series 2019-A, 5.70% 2031 7,530 8,850
G.O. Bonds, Taxable Build America Bonds, Series 2010-1, 6.63% 2035 7,745 8,348
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.85% 2022 3,155 3,379
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.95% 2023 6,495 7,199
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 6.05% 2024 1,905 2,177
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 6.15% 2025 6,205 7,234
G.O. Bonds, Taxable Build America Bonds, Series 2010-3, 5.727% 2020 1,230 1,230
G.O. Bonds, Taxable Build America Bonds, Series 2010-3, 5.827% 2021 2,065 2,145
G.O. Bonds, Taxable Build America Bonds, Series 2010-5, 6.20% 2021 4,436 4,493
The Bond Fund of America — Page 47 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Municipals (continued)
Illinois (continued)
Principal amount
(000)
Value
(000)
Housing Dev. Auth., Multi Family Housing Rev. Notes (Marshall Field Garden Apartment Homes), Series 2015, (SIFMA Municipal Swap Index + 1.00%) 5.71% 2050 (put 2025)2 $6,275 $6,435
Housing Dev. Auth., Rev. Bonds, Series 2016-A, 4.00% 2046 985 1,042
Taxable G.O. Bonds, Series 2012-B, 4.85% 2022 2,305 2,422
    398,587
New York 0.29%    
Dormitory Auth., State Personal Income Tax Rev. Bonds (General Purpose), Series 2019-D, 4.00% 2047 15,000 16,888
Mortgage Agcy., Homeowner Mortgage Rev. Bonds, Series 52, AMT, 3.50% 2030 1,770 1,835
New York City G.O. Bonds, Fiscal 2020, Series 2019-B-1, 4.00% 2040 5,000 5,716
New York City G.O. Bonds, Fiscal 2020, Series 2020-D-1, 4.00% 2050 59,475 66,541
New York City Municipal Water Fin. Auth., Water and Sewer System Second General Resolution Rev. Bonds, Fiscal 2020, Series 2019-CC-1, 4.00% 2049 10,000 11,279
New York City Municipal Water Fin. Auth., Water and Sewer System Second General Resolution Rev. Bonds, Fiscal 2020, Series 2020-EE, 4.00% 2042 32,240 37,041
Urban Dev. Corp., State Personal Income Tax Rev. Bonds (General Purpose), Series 2019-A, 5.00% 2040 10,000 12,195
    151,495
Texas 0.07%    
Grand Parkway Transportation Corp., Grand Parkway System Toll Rev. Ref. Bonds, Series 2020-B, 3.236% 2052 11,415 11,129
SA Energy Acquisition Public Fac. Corp., Gas Supply Rev. Bonds, Series 2007, 5.50% 2023 6,000 6,522
Water Dev. Board, State Water Implementation Rev. Fund, Rev. Bonds (Master Trust), Series 2019-A,
4.00% 2049
15,000 17,307
    34,958
District of Columbia 0.04%    
Income Tax Secured Rev. Bonds, Series 2020-A, 4.00% 2045 17,980 20,792
Michigan 0.03%    
Fin. Auth., Local Government Loan Program Rev. Bonds (Detroit Fin. Recovery Income Tax Local Project Bonds), Series 2014-F-2, 4.60% 2022 3,860 3,883
Housing Dev. Auth., Single Family Mortgage Rev. Bonds, Series 2016-B, 3.50% 2047 13,270 13,852
    17,735
New Jersey 0.02%    
Econ. Dev. Auth., School Facs. Construction Rev. Ref. Bonds, Series 2015-YY, 4.447% 2020 7,500 7,550
Econ. Dev. Auth., State Pension Funding Bonds, Series 1997-A, National insured, 7.425% 2029 4,400 5,255
    12,805
Tennessee 0.02%    
Housing Dev. Agcy., Homeownership Program Bonds, Series 2015-A, 3.50% 2045 1,090 1,138
State of Tennessee, Housing Dev. Agcy., Residential Fin. Program Bonds, Series 2013-2-A, AMT, 4.00% 2043 655 679
Housing Dev. Agcy., Residential Fin. Program Bonds, Series 2015-1-A, AMT, 4.00% 2045 2,825 2,956
Housing Dev. Agcy., Residential Fin. Program Bonds, Series 2015-2-A, AMT, 4.00% 2046 3,505 3,681
    8,454
Minnesota 0.01%    
Housing Fin. Agcy., Residential Housing Fin. Bonds, Series 2014-C, AMT, 4.00% 2045 4,250 4,461
Housing Fin. Agcy., Residential Housing Fin. Bonds, Series 2015-A, AMT, 4.00% 2041 545 568
Housing Fin. Agcy., Residential Housing Fin. Bonds, Series 2015-E, AMT, 3.50% 2046 2,665 2,765
    7,794
The Bond Fund of America — Page 48 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Municipals (continued)
South Carolina 0.01%
Principal amount
(000)
Value
(000)
Housing Fin. and Dev. Auth., Mortgage Rev. Ref. Bonds, Series 2016-A, 4.00% 2036 $790 $837
State of South Carolina, Housing Fin. Auth., Mortgage Rev. Ref. Bonds, Series 2014, AMT, 4.00% 2041 3,405 3,553
    4,390
Puerto Rico 0.01%    
Aqueduct and Sewer Auth., Rev. Bonds, Series 2012-B, 5.35% 2027 4,805 4,373
Ohio 0.01%    
Turnpike and Infrastructure Commission, Turnpike Rev. Ref. Bonds (Infrastructure Projects), Series 2020-A, 3.216% 2048 4,315 4,345
Nebraska 0.01%    
Investment Fin. Auth., Single Family Housing Rev. Bonds, Series 2015-C, 3.50% 2045 945 977
Investment Fin. Auth., Single Family Housing Rev. Bonds, Series 2016-A, 3.50% 2046 3,020 3,152
    4,129
Wisconsin 0.01%    
Housing and Econ. Dev. Auth., Home Ownership Rev. Bonds, Series 2015-A, AMT, 4.00% 2045 1,595 1,667
Housing and Econ. Dev. Auth., Home Ownership Rev. Bonds, Series 2016-A, AMT, 3.50% 2046 2,230 2,316
    3,983
Maine 0.01%    
Housing Auth., Mortgage Purchase Rev. Ref. Bonds, Series 2015-E-1, AMT, 3.50% 2035 3,520 3,638
Connecticut 0.01%    
Housing Fin. Auth., Housing Mortgage Fin. Program Rev. Ref. Bonds, Series 2015-C-1, 3.50% 2045 2,805 2,900
Maryland 0.00%    
Community Dev. Administration, Dept. of Housing and Community Dev., Residential Rev. Bonds,
Series 2014-B, AMT, 3.25% 2044
2,320 2,379
Kentucky 0.00%    
Housing Corp., Housing Rev. Bonds, Series 2013-D, 3.50% 2033 1,120 1,161
Missouri 0.00%    
Housing Dev. Commission, Single Family Mortgage Rev. Bonds (Special Homeownership Loan Program), Series 2015-A, 3.75% 2038 1,015 1,054
Iowa 0.00%    
Fin. Auth., Single Family Mortgage Bonds, Series 2016-A, 4.00% 2046 935 978
Utah 0.00%    
Housing Corp., Single Family Mortgage Bonds, Class III, Series 2015-D-2, 4.00% 2045 835 881
The Bond Fund of America — Page 49 of 59

unaudited
Bonds, notes & other debt instruments (continued)
Municipals (continued)
California 0.00%
Principal amount
(000)
Value
(000)
Dept. of Veterans Affairs, Veterans G.O. Rev. Ref. Bonds, Series 2015-CM, AMT, 2.45% 2031 $670 $676
Massachusetts 0.00%    
Housing Fin. Agcy., Single Family Housing Rev. Bonds, Series 178, 3.50% 2042 640 664
Wyoming 0.00%    
Community Dev. Auth., Housing Rev. Bonds, Series 2015-6, 4.00% 2045 620 647
Total municipals   688,818
Total bonds, notes & other debt instruments (cost: $47,693,840,000)   49,050,663
Preferred securities 0.01%
Financials 0.01%
Shares  
CoBank, ACB, Class E, noncumulative, preferred shares5 6,250 3,187
Total preferred securities (cost: $5,820,000)   3,187
Common stocks 0.01%
Health care 0.01%
   
Rotech Healthcare Inc.7,8,14,15 342,069 8,210
Total common stocks (cost: $12,646,000)   8,210
Short-term securities 13.65%
Money market investments 13.65%
   
Capital Group Central Cash Fund 1.00%16,17 71,882,387 7,191,114
Total short-term securities (cost: $7,190,612,000)   7,191,114
Total investment securities 106.78% (cost: $54,902,918,000)   56,253,174
Other assets less liabilities (6.78)%   (3,573,780)
Net assets 100.00%   $52,679,394
Futures contracts

Contracts Type Number of
contracts
Expiration Notional
amount18
(000)
Value at
3/31/202019
(000)
Unrealized
(depreciation)
appreciation
at 3/31/2020
(000)
30 Day Federal Funds Futures Short 5,617 April 2020 $(2,340,604) $(2,338,907) $(2,467)
90 Day Euro Dollar Futures Long 6,938 June 2020 1,734,500 1,725,394 1,156
90 Day Euro Dollar Futures Long 915 September 2020 228,750 227,938 (70)
90 Day Euro Dollar Futures Long 408 December 2020 102,000 101,653 49
90 Day Euro Dollar Futures Long 2,697 March 2021 674,250 672,328 8,136
2 Year U.S. Treasury Note Futures Long 20,993 July 2020 4,198,600 4,626,496 3,474
5 Year U.S. Treasury Note Futures Long 57,380 July 2020 5,738,000 7,193,121 105,042
10 Year Euro-Bund Futures Long 184 June 2020 18,400 35,008 (349)
10 Year U.S. Treasury Note Futures Long 21,159 June 2020 $2,115,900 2,934,489 26,178
The Bond Fund of America — Page 50 of 59

unaudited
Futures contracts  (continued)

Contracts Type Number of
contracts
Expiration Notional
amount18
(000)
Value at
3/31/202019
(000)
Unrealized
(depreciation)
appreciation
at 3/31/2020
(000)
10 Year Ultra U.S. Treasury Note Futures Short 7,342 June 2020 $(734,200) $(1,145,581) $(8,460)
20 Year U.S. Treasury Bond Futures Long 7,161 June 2020 716,100 1,282,267 68,591
30 Year Euro-Buxl Futures Long 278 June 2020 27,800 64,357 (2,153)
30 Year Ultra U.S. Treasury Bond Futures Long 3,991 June 2020 $399,100 885,503 17,001
            $216,128
Forward currency contracts

Contract amount Counterparty Settlement
date
Unrealized
appreciation
(depreciation)
at 3/31/2020
(000)
Purchases
(000)
Sales
(000)
USD64,812 MXN1,213,016 Citibank 4/3/2020 $13,713
USD22,781 THB720,000 HSBC Bank 4/3/2020 842
USD19,185 SGD26,700 Bank of New York Mellon 4/3/2020 399
USD4,096 CAD5,432 UBS AG 4/3/2020 236
USD11,495 SEK112,000 Standard Chartered Bank 4/3/2020 172
USD639 GBP490 Barclays Bank PLC 4/3/2020 30
THB720,000 USD21,970 JPMorgan Chase 4/3/2020 (31)
GBP2,060 USD2,685 Barclays Bank PLC 4/3/2020 (126)
MXN198,000 USD8,706 Citibank 4/3/2020 (365)
USD19,499 JPY2,137,809 JPMorgan Chase 4/3/2020 (385)
MXN340,200 USD15,270 Goldman Sachs 4/3/2020 (939)
USD2,160 MXN41,200 Bank of America 4/6/2020 425
KRW86,578,943 USD73,080 JPMorgan Chase 4/6/2020 (1,947)
USD24,360 GBP18,830 Bank of New York Mellon 4/7/2020 969
USD14,562 EUR13,376 HSBC Bank 4/7/2020 (193)
USD48,886 EUR44,976 Standard Chartered Bank 4/8/2020 (730)
USD3,407 INR245,150 JPMorgan Chase 4/9/2020 171
JPY41,100,000 USD390,968 UBS AG 4/13/2020 (8,513)
EUR205 USD229 Standard Chartered Bank 4/16/2020 (2)
USD14,809 EUR13,300 Citibank 4/17/2020 131
KRW223,000,000 USD183,233 Standard Chartered Bank 4/17/2020 52
EUR15,600 USD17,475 Morgan Stanley 4/17/2020 (258)
EUR66,325 USD73,975 Goldman Sachs 4/17/2020 (778)
AUD23,900 USD15,806 Morgan Stanley 4/17/2020 (1,104)
USD21,806 MXN504,000 Goldman Sachs 4/20/2020 630
GBP12,175 USD14,753 Bank of America 4/20/2020 376
MXN205,800 USD8,513 Goldman Sachs 4/20/2020 133
MXN200,150 USD8,305 Morgan Stanley 4/20/2020 105
USD5,126 EUR4,656 Bank of America 4/20/2020 (13)
USD11,575 GBP9,340 Morgan Stanley 4/20/2020 (31)
USD14,381 GBP11,600 Morgan Stanley 4/20/2020 (33)
JPY3,381,918 USD31,568 HSBC Bank 4/20/2020 (84)
USD14,280 GBP11,700 Morgan Stanley 4/20/2020 (259)
USD13,205 GBP11,105 HSBC Bank 4/20/2020 (594)
USD64,301 INR4,797,850 JPMorgan Chase 4/21/2020 1,047
USD20,351 BRL95,270 Goldman Sachs 4/22/2020 2,044
USD27,129 KRW32,275,000 Citibank 4/22/2020 597
The Bond Fund of America — Page 51 of 59

unaudited
Forward currency contracts  (continued)

Contract amount Counterparty Settlement
date
Unrealized
appreciation
(depreciation)
at 3/31/2020
(000)
Purchases
(000)
Sales
(000)
USD1,786 EUR1,600 Citibank 4/22/2020 $20
EUR2,600 USD2,904 Goldman Sachs 4/22/2020 (34)
BRL14,200 USD2,781 Goldman Sachs 4/22/2020 (53)
COP80,099,000 USD20,928 Goldman Sachs 4/22/2020 (1,240)
USD403 INR30,700 JPMorgan Chase 4/24/2020 (1)
CAD20,700 USD14,353 Citibank 4/27/2020 361
CAD12,400 USD8,557 HSBC Bank 4/27/2020 257
CAD5,432 USD3,743 JPMorgan Chase 4/27/2020 118
EUR2,910 USD3,159 JPMorgan Chase 4/27/2020 54
USD1,782 EUR1,650 Bank of New York Mellon 4/27/2020 (39)
USD14,290 EUR13,200 Bank of New York Mellon 4/27/2020 (284)
USD28,435 MXN691,600 HSBC Bank 4/27/2020 (597)
AUD17,424 USD10,192 Goldman Sachs 4/28/2020 528
USD3,673 INR277,800 Citibank 4/28/2020 13
EUR19,000 MXN500,000 Citibank 4/28/2020 (7)
USD4,280 EUR3,960 Bank of New York Mellon 4/28/2020 (93)
USD43,765 JPY4,863,581 JPMorgan Chase 4/28/2020 (1,535)
USD6,733 EUR6,221 Bank of New York Mellon 4/29/2020 (136)
CHF27,600 USD28,222 Morgan Stanley 5/6/2020 508
EUR1,270 USD1,375 Bank of America 5/6/2020 27
USD79,320 EUR73,250 Bank of America 5/6/2020 (1,585)
        $1,969
Swap contracts

Interest rate swaps
Receive Pay Expiration
date
Notional
(000)
Value at
3/31/2020
(000)
Upfront
payments/
receipts
(000)
Unrealized
appreciation
(depreciation)
at 3/31/2020
(000)
1.538% U.S. EFFR 4/29/2020 $14,519,330 $16,384 $$16,384
1.135% U.S. EFFR 4/29/2020 9,811,500 7,997 7,997
1.5435% U.S. EFFR 4/29/2020 5,736,810 6,498 6,498
1.119% U.S. EFFR 4/29/2020 7,002,400 5,620 5,620
1.535% U.S. EFFR 4/29/2020 3,893,918 4,385 4,385
2.898% 3-month USD-LIBOR 8/3/2020 155,000 860 860
3-month USD-LIBOR 2.806% 8/29/2020 194,600 (1,354) (1,354)
1.454% U.S. EFFR 12/10/2020 834,600 5,907 5,907
1.4555% U.S. EFFR 12/10/2020 705,400 5,000 5,000
1.309% U.S. EFFR 12/16/2020 3,252,475 10,181 10,181
1.33075% U.S. EFFR 12/16/2020 2,156,325 6,868 6,868
1.491% U.S. EFFR 12/16/2020 770,100 5,917 5,917
1.487% U.S. EFFR 12/16/2020 759,900 5,817 5,817
1.4995% U.S. EFFR 12/20/2020 1,540,000 12,348 12,348
EONIA (0.558)% 2/3/2021 2,763,600 12 12
EONIA (0.545)% 2/3/2021 2,763,600 (42) (42)
EONIA (0.5315)% 2/3/2021 2,763,600 (98) (98)
EONIA (0.531)% 2/3/2021 2,763,600 (100) (100)
EONIA (0.5145)% 2/3/2021 5,527,200 (338) (338)
1.426% U.S. EFFR 2/11/2021 $800,000 8,643 8,643
The Bond Fund of America — Page 52 of 59

unaudited
Swap contracts  (continued)

Interest rate swaps  (continued)
Receive Pay Expiration
date
Notional
(000)
Value at
3/31/2020
(000)
Upfront
payments/
receipts
(000)
Unrealized
appreciation
(depreciation)
at 3/31/2020
(000)
1.424% U.S. EFFR 2/11/2021 $800,000 $8,629 $$8,629
2.1125% U.S. EFFR 3/28/2021 382,000 7,833 7,833
3-month USD-LIBOR 2.367% 3/28/2021 1,386,800 (24,205) (24,205)
2.19875% U.S. EFFR 5/7/2021 367,600 8,118 8,118
3-month USD-LIBOR 2.312% 5/23/2021 318,000 (6,195) (6,195)
1.355% U.S. EFFR 10/24/2021 128,500 2,181 2,181
1.305% U.S. EFFR 10/25/2021 343,900 5,569 5,569
1.3065% U.S. EFFR 10/25/2021 315,500 5,117 5,117
1.39% U.S. EFFR 10/31/2021 700,800 12,456 12,456
1.3615% U.S. EFFR 11/1/2021 2,832,100 49,339 49,339
1.281% U.S. EFFR 11/4/2021 1,675,800 27,251 27,251
1.4025% U.S. EFFR 11/7/2021 351,000 6,454 6,454
8.54% 28-day MXN-TIIE 1/6/2022 MXN884,158 1,794 1,794
8.44% 28-day MXN-TIIE 1/7/2022 995,842 1,952 1,952
1.402% U.S. EFFR 1/14/2022 $472,390 10,397 10,397
1.403% U.S. EFFR 1/14/2022 446,610 9,838 9,838
0.681% 6-month GBP-LIBOR 1/30/2022 £178,100 700 700
0.676% 6-month GBP-LIBOR 1/30/2022 180,800 690 690
0.71% 6-month GBP-LIBOR 2/18/2022 180,800 806 806
1.082% U.S. EFFR 2/26/2022 $228,400 4,277 4,277
1.074% U.S. EFFR 2/26/2022 227,700 4,229 4,229
1.0405% U.S. EFFR 2/27/2022 434,265 7,799 7,799
1.07625% U.S. EFFR 2/27/2022 225,440 4,205 4,205
3-month USD-LIBOR 1.23% 2/27/2022 225,880 (3,205) (3,205)
3-month USD-LIBOR 1.262% 2/27/2022 225,880 (3,343) (3,343)
3-month USD-LIBOR 1.233% 2/28/2022 232,750 (3,332) (3,332)
3-month USD-LIBOR 1.1225% 3/2/2022 724,200 (8,919) (8,919)
0.5585% 3-month USD-LIBOR 3/19/2022 380,000 1,036 1,036
0.648% 3-month USD-LIBOR 3/23/2022 188,440 795 795
0.54% 3-month USD-LIBOR 3/27/2022 757,200 1,499 1,499
0.5385% 3-month USD-LIBOR 3/27/2022 380,000 741 741
U.S. EFFR 0.0965% 3/30/2022 215,745 (43) (43)
U.S. EFFR 0.091% 3/31/2022 159,800 (14) (14)
U.S. EFFR 0.092% 3/31/2022 159,800 (17) (17)
U.S. EFFR 0.095% 3/31/2022 159,800 (27) (27)
2.197% U.S. EFFR 4/18/2022 369,200 15,808 15,808
3-month USD-LIBOR 2.321% 5/2/2022 469,700 (18,141) (18,141)
6.99% 28-day MXN-TIIE 6/17/2022 MXN655,000 718 718
1.8475% 3-month USD-LIBOR 7/11/2022 $210,200 6,667 6,667
2.5775% U.S. EFFR 7/16/2022 1,001,820 25,016 25,016
3-month USD-LIBOR 1.948% 7/28/2022 630,000 (21,803) (21,803)
2.80% 3-month USD-LIBOR 9/2/2022 785,000 38,825 38,825
2.009% 3-month USD-LIBOR 10/4/2022 272,000 10,658 10,658
2.1045% 3-month USD-LIBOR 10/31/2022 110,000 4,690 4,690
3-month USD-LIBOR 2.7454% 3/8/2023 417,000 (28,538) (28,538)
3-month USD-LIBOR 2.733% 3/8/2023 775,000 (52,757) (52,757)
3-month USD-LIBOR 2.9415% 5/14/2023 22,700 (1,762) (1,762)
2.5815% U.S. EFFR 5/25/2023 459,000 34,787 34,787
1.615% 3-month USD-LIBOR 8/18/2023 270,000 6,604 6,604
U.S. EFFR 2.4435% 12/20/2023 62,076 (5,178) (5,178)
The Bond Fund of America — Page 53 of 59

unaudited
Swap contracts  (continued)

Interest rate swaps  (continued)
Receive Pay Expiration
date
Notional
(000)
Value at
3/31/2020
(000)
Upfront
payments/
receipts
(000)
Unrealized
appreciation
(depreciation)
at 3/31/2020
(000)
U.S. EFFR 2.45375% 12/20/2023 $556,063 $(46,598) $$(46,598)
U.S. EFFR 2.4325% 12/21/2023 138,000 (11,471) (11,471)
2.21875% U.S. EFFR 3/14/2024 349,000 28,523 28,523
2.314% 3-month USD-LIBOR 5/9/2024 571,400 42,660 42,660
3-month USD-LIBOR 2.293% 5/10/2024 73,450 (5,424) (5,424)
7.79% 28-day MXN-TIIE 5/31/2024 MXN1,150,000 2,998 2,998
2.768% 3-month USD-LIBOR 1/29/2025 $230,000 9,754 9,754
6-month JPY-LIBOR 0.5327% 3/4/2025 ¥6,100,000 (1,651) (1,651)
2.524% 3-month USD-LIBOR 4/14/2025 $123,000 12,274 12,274
3-month USD-LIBOR 1.867% 7/11/2025 297,400 (11,199) (11,199)
2.354% 3-month USD-LIBOR 9/25/2025 420,000 38,582 38,582
6-month JPY-LIBOR 0.46995% 11/17/2025 ¥6,250,000 (1,702) (1,702)
6-month JPY-LIBOR 0.3822% 1/15/2026 5,100,000 (1,181) (1,181)
6-month JPY-LIBOR 0.228% 2/8/2026 8,500,000 (1,274) (1,274)
6-month JPY-LIBOR 0.20125% 2/18/2026 8,240,000 (1,121) (1,121)
0.1223% 6-month JPY-LIBOR 5/11/2026 2,000,000 190 190
0.1173% 6-month JPY-LIBOR 5/13/2026 1,000,000 92 92
0.10855% 6-month JPY-LIBOR 5/16/2026 2,000,000 175 175
0.0188% 6-month JPY-LIBOR 6/16/2026 1,000,000 36 36
(0.00395)% 6-month JPY-LIBOR 6/17/2026 2,000,000 45 45
28-day MXN-TIIE 8.07% 1/1/2027 MXN910,000 (3,038) (3,038)
0.22855% 6-month JPY-LIBOR 1/12/2027 ¥7,700,000 1,293 1,293
28-day MXN-TIIE 8.135% 1/14/2027 MXN515,000 (1,797) (1,797)
1.229% 3-month USD-LIBOR 2/26/2027 $315,700 13,379 13,379
28-day MXN-TIIE 7.47% 4/5/2027 MXN290,000 (539) (539)
28-day MXN-TIIE 7.625% 5/20/2027 410,000 (918) (918)
28-day MXN-TIIE 7.865% 12/8/2027 189,000 (535) (535)
3-month USD-LIBOR 2.446% 1/8/2028 $42,000 (5,825) (5,825)
2.908% 3-month USD-LIBOR 2/1/2028 88,900 9,386 9,386
2.91% 3-month USD-LIBOR 2/1/2028 88,800 9,384 9,384
2.925% 3-month USD-LIBOR 2/1/2028 71,100 7,566 7,566
2.92% 3-month USD-LIBOR 2/2/2028 67,200 7,134 7,134
3-month USD-LIBOR 2.891% 3/9/2028 45,000 (7,963) (7,963)
U.S. EFFR 2.471% 3/27/2028 190,100 (31,612) (31,612)
U.S. EFFR 2.4575% 3/29/2028 224,497 (37,110) (37,110)
U.S. EFFR 2.424% 3/30/2028 189,960 (30,900) (30,900)
2.919% 3-month USD-LIBOR 7/16/2028 89,800 16,598 16,598
6-month GBP-LIBOR 1.6567% 9/28/2028 £53,200 (5,943) (5,943)
3-month USD-LIBOR 2.724% 2/5/2029 $301,173 (53,560) (53,560)
3-month USD-LIBOR 2.7435% 2/6/2029 301,183 (54,087) (54,087)
3-month USD-LIBOR 2.4775% 4/4/2029 24,000 (3,813) (3,813)
3-month USD-LIBOR 2.493% 4/8/2029 27,500 (4,412) (4,412)
3-month USD-LIBOR 2.566% 4/24/2029 45,000 (7,533) (7,533)
3-month USD-LIBOR 2.5525% 4/25/2029 36,400 (6,050) (6,050)
3-month USD-LIBOR 1.995% 7/19/2029 27,500 (3,259) (3,259)
3-month USD-LIBOR 1.62105% 8/7/2029 169,000 (14,267) (14,267)
1.63521% 3-month USD-LIBOR 8/8/2029 77,090 6,609 6,609
U.S. EFFR 1.485% 10/23/2029 73,400 (6,953) (6,953)
U.S. EFFR 1.453% 10/24/2029 85,100 (7,804) (7,804)
1.419% U.S. EFFR 11/26/2029 310,000 27,714 27,714
The Bond Fund of America — Page 54 of 59

unaudited
Swap contracts  (continued)

Interest rate swaps  (continued)
Receive Pay Expiration
date
Notional
(000)
Value at
3/31/2020
(000)
Upfront
payments/
receipts
(000)
Unrealized
appreciation
(depreciation)
at 3/31/2020
(000)
3-month USD-LIBOR 2.679% 4/14/2030 $65,500 $(12,586) $$(12,586)
3-month USD-LIBOR 3.005% 9/2/2030 160,300 (35,818) (35,818)
3-month USD-LIBOR 2.514% 9/25/2030 223,000 (38,969) (38,969)
3-month USD-LIBOR 1.87% 8/18/2031 57,000 (5,971) (5,971)
3-month USD-LIBOR 2.8672% 1/29/2033 50,700 (9,677) (9,677)
2.523% 3-month USD-LIBOR 12/8/2035 5,000 1,286 1,286
2.432% 3-month USD-LIBOR 9/21/2037 2,000 532 532
3-month USD-LIBOR 2.986% 2/1/2038 43,100 (7,885) (7,885)
3-month USD-LIBOR 2.963% 2/1/2038 53,100 (9,601) (9,601)
3-month USD-LIBOR 2.9625% 2/1/2038 53,300 (9,635) (9,635)
3-month USD-LIBOR 2.967% 2/2/2038 41,500 (7,519) (7,519)
2.987% 3-month USD-LIBOR 2/7/2038 37,000 13,491 13,491
3.193% 3-month USD-LIBOR 5/21/2038 45,000 18,242 18,242
3.062% 3-month USD-LIBOR 7/31/2038 23,500 9,081 9,081
2.835% 3-month USD-LIBOR 1/10/2039 21,500 7,610 7,610
6-month GBP-LIBOR 1.5872% 2/5/2039 £4,250 (903) (903)
6-month GBP-LIBOR 1.5877% 2/5/2039 7,300 (1,551) (1,551)
2.874% 3-month USD-LIBOR 2/6/2039 $13,900 5,031 5,031
2.7055% 3-month USD-LIBOR 4/17/2039 41,900 14,029 14,029
3-month USD-LIBOR 2.6785% 9/4/2045 45,000 (19,113) (19,113)
3-month USD-LIBOR 2.525% 10/20/2045 28,000 (10,906) (10,906)
3-month USD-LIBOR 2.516% 10/20/2045 42,000 (16,269) (16,269)
3-month USD-LIBOR 2.5315% 10/26/2045 40,000 (15,648) (15,648)
3-month USD-LIBOR 2.57082% 11/6/2045 123,000 (49,304) (49,304)
3-month USD-LIBOR 2.57067% 11/9/2045 13,200 (5,292) (5,292)
3-month USD-LIBOR 2.6485% 11/16/2045 13,050 (5,477) (5,477)
3-month USD-LIBOR 2.59125% 12/16/2045 45,000 (18,407) (18,407)
3-month USD-LIBOR 2.4095% 1/14/2046 15,000 (5,473) (5,473)
2.5095% 3-month USD-LIBOR 7/24/2047 3,000 1,222 1,222
2.9075% 3-month USD-LIBOR 4/16/2048 7,000 3,635 3,635
3-month USD-LIBOR 2.381% 5/31/2049 14,500 (5,738) (5,738)
3-month USD-LIBOR 1.934% 12/12/2049 32,700 (9,219) (9,219)
3-month USD-LIBOR 1.935% 12/17/2049 41,790 (11,795) (11,795)
3-month USD-LIBOR 2.007% 12/19/2049 26,200 (7,899) (7,899)
3-month USD-LIBOR 2.068% 12/24/2049 54,390 (17,290) (17,290)
3-month USD-LIBOR 2.045% 12/27/2049 33,000 (10,284) (10,284)
3-month USD-LIBOR 2.0375% 1/6/2050 48,000 (14,843) (14,843)
3-month USD-LIBOR 1.961% 1/9/2050 72,600 (20,940) (20,940)
3-month USD-LIBOR 1.678% 2/21/2050 64,910 (13,743) (13,743)
          $— $(208,239)
Credit default swaps
Centrally cleared credit default swaps on credit indices — buy protection
Receive Pay/
Payment frequency
Expiration
date
Notional
(000)
Value at
3/31/2020
(000)
Upfront
payments
(000)
Unrealized
appreciation
(depreciation)
at 3/31/2020
(000)
CDX.NA.HY.25 5.00%/Quarterly 6/20/2025 $308,259 $19,790 $16,214 $3,576
CDX.NA.IG.34 1.00%/Quarterly 6/20/2025 1,574,885 10,482 23,919 (13,437)
          $40,133 $(9,861)
The Bond Fund of America — Page 55 of 59

unaudited
Investments in affiliates

A company is an affiliate of the fund under the Investment Company Act of 1940 if the fund’s holdings represent 5% or more of the outstanding voting shares of that company. Further details on this holding and related transactions during the three months ended March 31, 2020, appear below.
  Beginning
shares
Additions Reductions Ending
shares
Net
realized
gain
(000)
Net
unrealized
depreciation
(000)
Dividend
income
(000)
Value of
affiliates at
3/31/2020
(000)
Short-term securities 13.65%
Money market investments 13.65%                
Capital Group Central Cash Fund 1.00%16 28,748,660 98,393,359 55,259,632 71,882,387 $3,672 $(2,100) $15,612 $7,191,114
1 All or a portion of this security was pledged as collateral. The total value of pledged collateral was $444,946,000, which represented .84% of the net assets of the fund.
2 Coupon rate may change periodically. Reference rate and spread are as of the most recent information available. Some coupon rates are determined by the issuer or agent based on current market conditions; therefore, the reference rate and spread are not available.
3 Amount less than one thousand.
4 Index-linked bond whose principal amount moves with a government price index.
5 Acquired in a transaction exempt from registration under Rule 144A of the Securities Act of 1933. May be resold in the U.S. in transactions exempt from registration, normally to qualified institutional buyers. The total value of all such securities was $5,615,889,000, which represented 10.66% of the net assets of the fund.
6 Step bond; coupon rate may change at a later date.
7 Valued under fair value procedures adopted by authority of the board of trustees. The total value of all such securities was $17,001,000, which represented .03% of the net assets of the fund.
8 Value determined using significant unobservable inputs.
9 Loan participations and assignments; may be subject to legal or contractual restrictions on resale. The total value of all such loans was $15,445,000, which represented .03% of the net assets of the fund.
10 Payment in kind; the issuer has the option of paying additional securities in lieu of cash. Most recent payment was 100% cash unless otherwise noted.
11 Scheduled interest and/or principal payment was not received.
12 Principal payments may be made periodically. Therefore, the effective maturity date may be earlier than the stated maturity date.
13 Purchased on a TBA basis.
14 Security did not produce income during the last 12 months.
15 Acquired through a private placement transaction exempt from registration under the Securities Act of 1933. May be subject to legal or contractual restrictions on resale. Further details on this holding appear below.
16 Rate represents the seven-day yield at 3/31/2020.
17 Represents an affiliated company as defined under the Investment Company Act of 1940.
18 Notional amount is calculated based on the number of contracts and notional contract size.
19 Value is calculated based on the notional amount and current market price.
Private placement security Acquisition
date
Cost
(000)
Value
(000)
Percent
of net
assets
Rotech Healthcare Inc. 9/26/2013 $12,646 $8,210 .02%
Valuation disclosures

Capital Research and Management Company (“CRMC”), the fund’s investment adviser, values the fund’s investments at fair value as defined by accounting principles generally accepted in the United States of America. The net asset value of each share class of the fund is generally determined as of approximately 4:00 p.m. New York time each day the New York Stock Exchange is open. Security transactions are recorded by the fund as of the date the trades are executed with brokers. Assets and liabilities, including investment securities, denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates supplied by one or more pricing vendors on the valuation date.
Methods and inputs — The fund’s investment adviser uses the following methods and inputs to establish the fair value of the fund’s assets and liabilities. Use of particular methods and inputs may vary over time based on availability and relevance as market and economic conditions evolve.
Equity securities are generally valued at the official closing price of, or the last reported sale price on, the exchange or market on which such securities are traded, as of the close of business on the day the securities are being valued or, lacking any sales, at the last available bid price. Prices for each security are taken from the principal exchange or market on which the security trades.
The Bond Fund of America — Page 56 of 59

unaudited
Fixed-income securities, including short-term securities, are generally valued at prices obtained from one or more pricing vendors. Vendors value such securities based on one or more of the inputs described in the following table. The table provides examples of inputs that are commonly relevant for valuing particular classes of fixed-income securities in which the fund is authorized to invest. However, these classifications are not exclusive, and any of the inputs may be used to value any other class of fixed-income security.
Fixed-income class Examples of standard inputs
All Benchmark yields, transactions, bids, offers, quotations from dealers and trading systems, new issues, spreads and other relationships observed in the markets among comparable securities; and proprietary pricing models such as yield measures calculated using factors such as cash flows, financial or collateral performance and other reference data (collectively referred to as “standard inputs”)
Corporate bonds & notes; convertible securities Standard inputs and underlying equity of the issuer
Bonds & notes of governments & government agencies Standard inputs and interest rate volatilities
Mortgage-backed; asset-backed obligations Standard inputs and cash flows, prepayment information, default rates, delinquency and loss assumptions, collateral characteristics, credit enhancements and specific deal information
Municipal securities Standard inputs and, for certain distressed securities, cash flows or liquidation values using a net present value calculation based on inputs that include, but are not limited to, financial statements and debt contracts
When the fund’s investment adviser deems it appropriate to do so (such as when vendor prices are unavailable or deemed to be not representative), fixed-income securities will be valued in good faith at the mean quoted bid and ask prices that are reasonably and timely available (or bid prices, if ask prices are not available) or at prices for securities of comparable maturity, quality and type. The Capital Group Central Cash Fund (“CCF”), a fund within the Capital Group Central Fund Series (“Central Funds“), is valued based upon a floating net asset value, which fluctuates with changes in the value of CCF’s portfolio securities. The underlying securities are valued based on the policies and procedures in CCF’s statement of additional information.
Exchange-traded futures are generally valued at the official settlement price of the exchange or market on which such instruments are traded, as of the close of business on the day the futures are being valued. The average month-end notional amount of futures contracts while held was $26,798,927,000. Forward currency contracts are valued at the mean of representative quoted bid and ask prices, generally based on prices supplied by one or more pricing vendors. The average month-end notional amount of open forward currency contracts while held was $1,330,888,000. Interest rate swaps and credit default swaps are generally valued by pricing vendors based on market inputs that include the index and term of index, reset frequency, payer/receiver, currency and pay frequency. The average month-end notional amounts of interest rate swaps and credit default swaps while held were $145,445,038,000 and $2,028,529,000, respectively.
Securities and other assets for which representative market quotations are not readily available or are considered unreliable by the fund’s investment adviser are fair valued as determined in good faith under fair valuation guidelines adopted by authority of the fund’s board of trustees as further described. The investment adviser follows fair valuation guidelines, consistent with U.S. Securities and Exchange Commission rules and guidance, to consider relevant principles and factors when making fair value determinations. The investment adviser considers relevant indications of value that are reasonably and timely available to it in determining the fair value to be assigned to a particular security, such as the type and cost of the security; contractual or legal restrictions on resale of the security; relevant financial or business developments of the issuer; actively traded similar or related securities; conversion or exchange rights on the security; related corporate actions; significant events occurring after the close of trading in the security; and changes in overall market conditions. In addition, the closing prices of equity securities that trade in markets outside U.S. time zones may be adjusted to reflect significant events that occur after the close of local trading but before the net asset value of each share class of the fund is determined. Fair valuations and valuations of investments that are not actively trading involve judgment and may differ materially from valuations that would have been used had greater market activity occurred.
Processes and structure — The fund’s board of trustees has delegated authority to the fund’s investment adviser to make fair value determinations, subject to board oversight. The investment adviser has established a Joint Fair Valuation Committee (the “Fair Valuation Committee”) to administer, implement and oversee the fair valuation process, and to make fair value decisions. The Fair Valuation Committee regularly reviews its own fair value decisions, as well as decisions made under its standing instructions to the investment adviser’s valuation teams. The Fair Valuation Committee reviews changes in fair value measurements from period to period and may, as deemed appropriate, update the fair valuation guidelines to better reflect the results of back testing and address new or evolving issues. The Fair Valuation Committee reports any changes to the fair valuation guidelines to the board of trustees. The fund’s board and audit committee also regularly review reports that describe fair value determinations and methods.
The Bond Fund of America — Page 57 of 59

unaudited
The fund’s investment adviser has also established a Fixed-Income Pricing Review Group to administer and oversee the fixed-income valuation process, including the use of fixed-income pricing vendors. This group regularly reviews pricing vendor information and market data. Pricing decisions, processes and controls over security valuation are also subject to additional internal reviews, including an annual control self-evaluation program facilitated by the investment adviser’s compliance group.
Classifications — The fund’s investment adviser classifies the fund’s assets and liabilities into three levels based on the inputs used to value the assets or liabilities. Level 1 values are based on quoted prices in active markets for identical securities. Level 2 values are based on significant observable market inputs, such as quoted prices for similar securities and quoted prices in inactive markets. Certain securities trading outside the U.S. may transfer between Level 1 and Level 2 due to valuation adjustments resulting from significant market movements following the close of local trading. Level 3 values are based on significant unobservable inputs that reflect the investment adviser’s determination of assumptions that market participants might reasonably use in valuing the securities. The valuation levels are not necessarily an indication of the risk or liquidity associated with the underlying investment. For example, U.S. government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market. The following tables present the fund’s valuation levels as of March 31, 2020 (dollars in thousands):
  Investment securities
  Level 1 Level 2 Level 3 Total
Assets:        
Bonds, notes & other debt instruments:        
U.S. Treasury bonds & notes $$16,025,627 $$16,025,627
Corporate bonds & notes 15,869,637 6,135 15,875,772
Mortgage-backed obligations 14,323,269 14,323,269
Asset-backed obligations 1,343,270 1,343,270
Bonds & notes of governments & government agencies outside the U.S. 793,907 793,907
Municipals 688,818 688,818
Preferred securities 3,187 3,187
Common stocks 8,210 8,210
Short-term securities 7,191,114 7,191,114
Total $7,191,114 $49,047,715 $14,345 $56,253,174
  Other investments*
  Level 1 Level 2 Level 3 Total
Assets:        
Unrealized appreciation on futures contracts $229,627 $$$229,627
Unrealized appreciation on open forward currency contracts 23,958 23,958
Unrealized appreciation on interest rate swaps 738,466 738,466
Unrealized appreciation on credit default swaps 3,576 3,576
Liabilities:        
Unrealized depreciation on futures contracts (13,499) (13,499)
Unrealized depreciation on open forward currency contracts (21,989) (21,989)
Unrealized depreciation on interest rate swaps (946,705) (946,705)
Unrealized depreciation on credit default swaps (13,437) (13,437)
Total $216,128 $(216,131) $— $(3)
* Futures contracts, forward currency contracts, interest rate swaps and credit default swaps are not included in the investment portfolio.
   
The Bond Fund of America — Page 58 of 59

unaudited
Key to abbreviations and symbols  
Agcy. = Agency GBP/£ = British pounds
AMT = Alternative Minimum Tax ICE = Intercontinental Exchange, Inc.
AUD = Australian dollars INR = Indian rupees
Auth. = Authority JPY/¥ = Japanese yen
BRL = Brazilian reais KRW = South Korean won
CAD = Canadian dollars LIBOR = London Interbank Offered Rate
CHF = Swiss francs MXN = Mexican pesos
CLO = Collateralized Loan Obligations Ref. = Refunding
COP = Colombian pesos Rev. = Revenue
Dept. = Department SEK = Swedish kronor
Dev. = Development SGD = Singapore dollars
Econ. = Economic SIFMA = Securities Industry and Financial Markets Association
EFFR = Effective Federal Funds Rate SOFR = Secured Overnight Financing Rate
EONIA = Euro Overnight Index Average TBA = To-be-announced
EUR/€ = Euros THB = Thai baht
Fac. = Facility TIIE = Equilibrium Interbank Interest Rate
Facs. = Facilities USD/$ = U.S. dollars
Fin. = Finance UYU = Uruguayan pesos
G.O. = General Obligation  
Investments are not FDIC-insured, nor are they deposits of or guaranteed by a bank or any other entity, so they may lose value.
Investors should carefully consider investment objectives, risks, charges and expenses. This and other important information is contained in the fund prospectus and summary prospectus, which can be obtained from your financial professional and should be read carefully before investing. You may also call American Funds Service Company (AFS) at (800) 421-4225 or visit the Capital Group website at capitalgroup.com.
All Capital Group trademarks mentioned are owned by The Capital Group Companies, Inc., an affiliated company or fund. All other company and product names mentioned are the property of their respective companies.
American Funds Distributors, Inc., member FINRA.
© 2020 Capital Group. All rights reserved.
MFGEFPX-008-0520O-S73157 The Bond Fund of America — Page 59 of 59