Fund Holdings as of,"27/Mar/2024"   Ticker,Name,Sector,Asset Class,Market Value,Weight (%),Notional Value,Shares,Par Value,Price,Location,Exchange,Duration,Maturity,Coupon (%),Market Currency,Effective Date "NWL","NEWELL BRANDS INC","Consumer Non-Cyclical","Fixed Income","20’104’105.24","1.99","20’104’105.24","20’000’000.00","20’000’000.00","97.98","United States","-","1.77","01/Apr/2026","5.20","USD","30/Mar/2016" "VOD","VODAFONE GROUP PLC","Communications","Fixed Income","19’893’582.72","1.97","19’893’582.72","18’715’000.00","18’715’000.00","102.93","United Kingdom","-","3.94","04/Apr/2079","7.00","USD","04/Apr/2019" "WDC","WESTERN DIGITAL CORPORATION","Technology","Fixed Income","17’789’526.40","1.76","17’789’526.40","18’115’000.00","18’115’000.00","97.65","United States","-","1.73","15/Feb/2026","4.75","USD","13/Feb/2018" "UCGIM","UNICREDIT SPA 144A","Banking","Fixed Income","14’079’162.77","1.39","14’079’162.77","13’242’000.00","13’242’000.00","102.78","Italy","-","4.05","02/Apr/2034","7.30","USD","02/Apr/2019" "NGGLN","NGG FINANCE PLC RegS","Electric","Fixed Income","13’346’450.37","1.32","13’346’450.37","10’225’000.00","10’225’000.00","125.03","United Kingdom","-","1.15","18/Jun/2073","5.63","GBP","18/Mar/2013" "CMZB","DRESDNER FUNDING TRUST I 144A","Banking","Fixed Income","11’802’582.10","1.17","11’802’582.10","10’563’000.00","10’563’000.00","109.77","Germany","-","4.55","30/Jun/2031","8.15","USD","25/May/1999" "FE","FIRSTENERGY CORPORATION","Electric","Fixed Income","11’052’778.07","1.09","11’052’778.07","11’425’000.00","11’425’000.00","95.91","United States","-","2.96","15/Jul/2027","4.15","USD","21/Jun/2017" "RENAUL","RENAULT SA MTN RegS","Consumer Cyclical","Fixed Income","10’744’987.95","1.06","10’744’987.95","10’200’000.00","10’200’000.00","104.32","France","-","1.21","24/Jun/2025","1.25","EUR","24/Jun/2019" "CMZB","COMMERZBANK AG MTN RegS","Banking","Fixed Income","10’707’563.98","1.06","10’707’563.98","9’900’000.00","9’900’000.00","108.11","Germany","-","1.92","23/Mar/2026","4.00","EUR","23/Mar/2016" "ATLIM","MUNDYS SPA MTN RegS","Transportation","Fixed Income","10’376’981.36","1.03","10’376’981.36","10’141’000.00","10’141’000.00","100.90","Italy","-","3.12","13/Jul/2027","1.88","EUR","13/Jul/2017" "UCGIM","UNICREDIT SPA MTN 144A","Banking","Fixed Income","10’138’077.95","1.00","10’138’077.95","10’214’000.00","10’214’000.00","97.66","Italy","-","2.86","19/Jun/2032","5.86","USD","19/Jun/2017" "ROLLS","ROLLS-ROYCE PLC 144A","Capital Goods","Fixed Income","9’641’251.85","0.95","9’641’251.85","9’775’000.00","9’775’000.00","96.99","United Kingdom","-","1.44","14/Oct/2025","3.63","USD","14/Oct/2015" "RWLVCA","RESORTS WORLD LAS VEGAS LLC RegS","Consumer Cyclical","Fixed Income","9’496’049.94","0.94","9’496’049.94","10’200’000.00","10’200’000.00","91.03","Malaysia","-","4.32","16/Apr/2029","4.63","USD","16/Apr/2019" "-","BLK ICS USD LEAF AGENCY DIST","Cash and/or Derivatives","Money Market","9’326’120.46","0.92","9’326’120.46","93’215.00","93’215.00","100.05","Ireland","-","0.13","-","5.34","USD","24/Jul/2019" "EQM","EQM MIDSTREAM PARTNERS LP","Energy","Fixed Income","8’992’977.59","0.89","8’992’977.59","9’025’000.00","9’025’000.00","98.55","United States","-","3.69","15/Jul/2028","5.50","USD","25/Jun/2018" "ETLFP","EUTELSAT SA RegS","Communications","Fixed Income","8’867’154.87","0.88","8’867’154.87","8’300’000.00","8’300’000.00","105.79","France","-","1.42","02/Oct/2025","2.00","EUR","02/Oct/2018" "ZFFNGR","ZF EUROPE FINANCE BV RegS","Consumer Cyclical","Fixed Income","8’399’412.65","0.83","8’399’412.65","8’100’000.00","8’100’000.00","103.50","Germany","-","1.85","23/Feb/2026","2.00","EUR","23/Oct/2019" "USD","USD CASH","Cash and/or Derivatives","Cash","8’384’890.69","0.83","8’384’890.69","8’384’891.00","8’384’891.00","100.00","United States","-","0.00","-","0.00","USD","01/Jan/1989" "JWN","NORDSTROM INC","Consumer Cyclical","Fixed Income","8’201’651.90","0.81","8’201’651.90","10’575’000.00","10’575’000.00","76.56","United States","-","11.20","15/Jan/2044","5.00","USD","06/Jun/2014" "WBA","WALGREENS BOOTS ALLIANCE INC","Consumer Cyclical","Fixed Income","8’182’984.19","0.81","8’182’984.19","8’475’000.00","8’475’000.00","95.44","United States","-","2.02","01/Jun/2026","3.45","USD","01/Jun/2016" "ZFFNGR","ZF NORTH AMERICA CAPITAL INC 144A","Consumer Cyclical","Fixed Income","8’006’931.12","0.79","8’006’931.12","7’950’000.00","7’950’000.00","98.76","Germany","-","1.03","29/Apr/2025","4.75","USD","29/Apr/2015" "URI","UNITED RENTALS (NORTH AMERICA) INC","Capital Goods","Fixed Income","7’858’248.88","0.78","7’858’248.88","8’186’000.00","8’186’000.00","94.58","United States","-","3.22","15/Nov/2027","3.88","USD","04/Nov/2019" "ACSSM","ACS ACTIVIDADES DE CONSTRUCCION Y MTN RegS","Industrial Other","Fixed Income","7’847’902.58","0.78","7’847’902.58","7’400’000.00","7’400’000.00","104.90","Spain","-","1.19","17/Jun/2025","1.38","EUR","17/Jun/2020" "NGGLN","NGG FINANCE PLC RegS","Electric","Fixed Income","7’620’511.65","0.75","7’620’511.65","7’575’000.00","7’575’000.00","99.32","United Kingdom","-","3.04","05/Sept/2082","2.13","EUR","05/Sept/2019" "RENAUL","RENAULT SA MTN RegS","Consumer Cyclical","Fixed Income","7’477’187.44","0.74","7’477’187.44","7’200’000.00","7’200’000.00","102.78","France","-","2.39","28/Sept/2026","2.00","EUR","28/Sept/2018" "PRGO","PERRIGO FINANCE UNLIMITED CO","Consumer Non-Cyclical","Fixed Income","7’431’876.38","0.74","7’431’876.38","7’978’000.00","7’978’000.00","91.84","United States","-","5.21","15/Jun/2030","4.65","USD","19/Jun/2020" "CMZB","COMMERZBANK AG MTN RegS","Banking","Fixed Income","7’270’720.00","0.72","7’270’720.00","6’441’000.00","6’441’000.00","108.59","Germany","-","2.75","30/Mar/2027","4.00","EUR","16/Jan/2017" "RCICN","ROGERS COMMUNICATIONS INC 144A","Communications","Fixed Income","7’062’401.92","0.70","7’062’401.92","7’375’000.00","7’375’000.00","95.59","Canada","-","2.61","15/Mar/2082","5.25","USD","11/Feb/2022" "BAYNGR","BAYER AG NC8 RegS","Consumer Non-Cyclical","Fixed Income","7’057’504.23","0.70","7’057’504.23","7’300’000.00","7’300’000.00","95.42","Germany","-","3.17","12/Nov/2079","3.13","EUR","12/Nov/2019" "MXCN","METHANEX CORPORATION","Basic Industry","Fixed Income","7’030’721.89","0.70","7’030’721.89","7’242’000.00","7’242’000.00","95.60","Canada","-","4.77","15/Dec/2029","5.25","USD","12/Sept/2019" "SHAEFF","SCHAEFFLER AG RegS","Consumer Cyclical","Fixed Income","6’815’695.98","0.67","6’815’695.98","6’476’000.00","6’476’000.00","105.24","Germany","-","2.80","26/Mar/2027","2.88","EUR","26/Mar/2019" "BRKHEC","TOPAZ SOLAR FARMS LLC 144A","Electric","Fixed Income","6’718’337.97","0.67","6’718’337.97","6’550’553.00","6’550’553.00","99.73","United States","-","5.74","30/Sept/2039","5.75","USD","24/Feb/2012" "RENAUL","RENAULT SA MTN RegS","Consumer Cyclical","Fixed Income","6’688’319.35","0.66","6’688’319.35","6’450’000.00","6’450’000.00","103.34","France","-","1.63","28/Nov/2025","1.00","EUR","28/Nov/2017" "ZFFNGR","ZF EUROPE FINANCE BV RegS","Consumer Cyclical","Fixed Income","6’492’624.69","0.64","6’492’624.69","6’400’000.00","6’400’000.00","100.06","Germany","-","5.03","23/Oct/2029","3.00","EUR","23/Oct/2019" "BERTEL","BERTELSMANN SE & CO KGAA MTN RegS","Communications","Fixed Income","6’472’940.17","0.64","6’472’940.17","6’000’000.00","6’000’000.00","104.37","Germany","-","2.83","23/Apr/2075","3.50","EUR","23/Apr/2015" "TITIM","TELECOM ITALIA FINANCE SA MTN RegS","Communications","Fixed Income","6’432’276.04","0.64","6’432’276.04","5’104’000.00","5’104’000.00","124.58","Italy","-","6.73","24/Jan/2033","7.75","EUR","24/Jan/2003" "PRGO","PERRIGO FINANCE UNLIMITED CO","Consumer Non-Cyclical","Fixed Income","6’373’023.93","0.63","6’373’023.93","6’550’000.00","6’550’000.00","97.15","United States","-","1.81","15/Mar/2026","4.38","USD","10/Mar/2016" "FRFP","VALEO SE MTN RegS","Consumer Cyclical","Fixed Income","6’275’363.40","0.62","6’275’363.40","5’900’000.00","5’900’000.00","105.11","France","-","1.19","18/Jun/2025","1.50","EUR","18/Jun/2018" "LVLT","LEVEL 3 FINANCING INC 144A","Communications","Fixed Income","6’257’215.36","0.62","6’257’215.36","6’050’000.00","6’050’000.00","103.28","United States","-","3.98","15/Apr/2029","10.50","USD","22/Mar/2024" "FRFP","VALEO SE MTN RegS","Consumer Cyclical","Fixed Income","6’257’153.34","0.62","6’257’153.34","6’000’000.00","6’000’000.00","104.24","France","-","1.90","18/Mar/2026","1.63","EUR","18/Mar/2016" "VOD","VODAFONE GROUP PLC GBP 60NC7 RegS","Communications","Fixed Income","6’196’301.44","0.61","6’196’301.44","4’875’000.00","4’875’000.00","124.14","United Kingdom","-","1.44","03/Oct/2078","4.88","GBP","03/Oct/2018" "NWL","NEWELL BRANDS INC","Consumer Non-Cyclical","Fixed Income","6’180’521.28","0.61","6’180’521.28","7’400’000.00","7’400’000.00","80.34","United States","-","10.10","01/Apr/2046","6.50","USD","30/Mar/2016" "LVLT","LEVEL 3 FINANCING INC 144A","Communications","Fixed Income","5’876’776.45","0.58","5’876’776.45","5’650’000.00","5’650’000.00","103.86","United States","-","4.90","15/Dec/2030","10.75","USD","22/Mar/2024" "ETLFP","EUTELSAT SA RegS","Communications","Fixed Income","5’857’686.54","0.58","5’857’686.54","6’400’000.00","6’400’000.00","89.81","France","-","3.11","13/Jul/2027","2.25","EUR","13/Jun/2019" "BPL","BUCKEYE PARTNERS LP","Energy","Fixed Income","5’839’070.23","0.58","5’839’070.23","6’025’000.00","6’025’000.00","95.64","United States","-","2.43","01/Dec/2026","3.95","USD","07/Nov/2016" "ELIASO","ELIA GROUP SA RegS","Electric","Fixed Income","5’812’843.55","0.58","5’812’843.55","5’000’000.00","5’000’000.00","111.31","Belgium","-","3.47","31/Dec/2079","5.85","EUR","15/Mar/2023" "UA","UNDER ARMOUR INC","Consumer Cyclical","Fixed Income","5’757’951.52","0.57","5’757’951.52","6’034’000.00","6’034’000.00","94.50","United States","-","2.08","15/Jun/2026","3.25","USD","13/Jun/2016" "EQM","EQM MIDSTREAM PARTNERS LP","Energy","Fixed Income","5’674’939.46","0.56","5’674’939.46","5’580’000.00","5’580’000.00","100.40","United States","-","11.97","15/Jul/2048","6.50","USD","25/Jun/2018" "ZFFNGR","ZF EUROPE FINANCE BV RegS","Consumer Cyclical","Fixed Income","5’534’238.85","0.55","5’534’238.85","5’400’000.00","5’400’000.00","101.33","Germany","-","3.36","23/Oct/2027","2.50","EUR","23/Oct/2019" "CNALN","CENTRICA PLC RegS","Natural Gas","Fixed Income","5’533’714.94","0.55","5’533’714.94","4’325’000.00","4’325’000.00","124.89","United Kingdom","-","0.98","10/Apr/2075","5.25","GBP","10/Apr/2015" "BBDBCN","BOMBARDIER INC 144A","Capital Goods","Fixed Income","5’530’204.35","0.55","5’530’204.35","4’850’000.00","4’850’000.00","111.00","Canada","-","7.10","01/May/2034","7.45","USD","21/Apr/2004" "WAL","WESTERN ALLIANCE BANCORP","Banking","Fixed Income","5’501’262.11","0.54","5’501’262.11","6’325’000.00","6’325’000.00","86.13","United States","-","2.04","15/Jun/2031","3.00","USD","07/Jun/2021" "ROLLS","ROLLS-ROYCE PLC MTN RegS","Capital Goods","Fixed Income","5’485’154.82","0.54","5’485’154.82","5’454’000.00","5’454’000.00","99.02","United Kingdom","-","3.88","09/May/2028","1.63","EUR","09/May/2018" "USM","UNITED STATES CELLULAR CORPORATION","Communications","Fixed Income","5’446’052.51","0.54","5’446’052.51","5’480’000.00","5’480’000.00","97.48","United States","-","6.99","15/Dec/2033","6.70","USD","08/Dec/2003" "FLR","FLUOR CORPORATION","Industrial Other","Fixed Income","5’354’435.20","0.53","5’354’435.20","5’700’000.00","5’700’000.00","93.80","United States","-","3.97","15/Sept/2028","4.25","USD","29/Aug/2018" "QVCN","QVC INC","Consumer Cyclical","Fixed Income","5’256’090.11","0.52","5’256’090.11","5’880’000.00","5’880’000.00","88.84","United States","-","2.65","15/Feb/2027","4.75","USD","04/Feb/2020" "ROCKIE","ROCKIES EXPRESS PIPELINE LLC 144A","Energy","Fixed Income","5’212’785.95","0.52","5’212’785.95","5’525’000.00","5’525’000.00","93.36","United States","-","4.52","15/Jul/2029","4.95","USD","12/Apr/2019" "ROCKIE","ROCKIES EXPRESS PIPELINE LLC 144A","Energy","Fixed Income","5’198’972.03","0.51","5’198’972.03","5’130’000.00","5’130’000.00","98.25","United States","-","9.39","15/Apr/2040","6.88","USD","22/Mar/2010" "TITIM","TELECOM ITALIA CAPITAL SA","Communications","Fixed Income","5’188’331.08","0.51","5’188’331.08","5’065’000.00","5’065’000.00","100.01","Italy","-","8.48","04/Jun/2038","7.72","USD","04/Jun/2008" "RWNYNY","GENTING NEW YORK LLC 144A","Consumer Cyclical","Fixed Income","5’167’757.48","0.51","5’167’757.48","5’525’000.00","5’525’000.00","93.15","United States","-","1.80","15/Feb/2026","3.30","USD","10/Feb/2021" "ROLLS","ROLLS-ROYCE PLC MTN RegS","Capital Goods","Fixed Income","5’117’907.27","0.51","5’117’907.27","4’125’000.00","4’125’000.00","120.77","United Kingdom","-","2.08","18/Jun/2026","3.38","GBP","18/Jun/2013" "CCL","CARNIVAL PLC","Consumer Cyclical","Fixed Income","5’109’571.00","0.51","5’109’571.00","5’989’000.00","5’989’000.00","84.87","United States","-","5.36","28/Oct/2029","1.00","EUR","28/Oct/2019" "NAVI","NAVIENT CORP MTN","Finance Companies","Fixed Income","5’087’411.41","0.50","5’087’411.41","6’070’000.00","6’070’000.00","82.94","United States","-","6.97","01/Aug/2033","5.63","USD","21/Jul/2003" "VIEFP","VEOLIA ENVIRONNEMENT SA RegS","Utility Other","Fixed Income","5’071’441.67","0.50","5’071’441.67","5’000’000.00","5’000’000.00","100.48","France","-","2.11","31/Dec/2079","1.63","EUR","12/Sept/2019" "IAGLN","INTERNATIONAL CONSOLIDATED AIRLINE RegS","Transportation","Fixed Income","5’060’599.73","0.50","5’060’599.73","5’000’000.00","5’000’000.00","100.03","United Kingdom","-","3.12","04/Jul/2027","1.50","EUR","04/Jul/2019" "TITIM","TELECOM ITALIA CAPITAL SA","Communications","Fixed Income","5’046’714.33","0.50","5’046’714.33","5’095’000.00","5’095’000.00","97.67","Italy","-","8.05","18/Jul/2036","7.20","USD","18/Jul/2006" "AAP","ADVANCE AUTO PARTS INC","Consumer Cyclical","Fixed Income","5’042’869.74","0.50","5’042’869.74","5’450’000.00","5’450’000.00","90.77","United States","-","5.16","15/Apr/2030","3.90","USD","23/Jul/2020" "WIZZLN","WIZZ AIR FINANCE COMPANY BV MTN RegS","Transportation","Fixed Income","5’035’517.39","0.50","5’035’517.39","4’950’000.00","4’950’000.00","101.53","Switzerland","-","1.78","19/Jan/2026","1.00","EUR","19/Jan/2022" "ETLFP","EUTELSAT SA RegS","Communications","Fixed Income","5’024’845.79","0.50","5’024’845.79","6’200’000.00","6’200’000.00","80.31","France","-","4.32","13/Oct/2028","1.50","EUR","13/Oct/2020" "STX","SEAGATE HDD CAYMAN","Technology","Fixed Income","5’017’700.34","0.50","5’017’700.34","5’060’000.00","5’060’000.00","97.59","United States","-","2.79","01/Jun/2027","4.88","USD","14/May/2015" "ESSLNG","ESSELUNGA SPA RegS","Consumer Non-Cyclical","Fixed Income","5’010’837.02","0.50","5’010’837.02","4’850’000.00","4’850’000.00","102.46","Italy","-","3.38","25/Oct/2027","1.88","EUR","25/Oct/2017" "EQM","EQM MIDSTREAM PARTNERS LP","Energy","Fixed Income","5’010’200.16","0.50","5’010’200.16","5’145’000.00","5’145’000.00","96.05","United States","-","2.42","01/Dec/2026","4.13","USD","04/Nov/2016" "STX","SEAGATE HDD CAYMAN","Technology","Fixed Income","4’980’900.68","0.49","4’980’900.68","5’041’000.00","5’041’000.00","96.96","United States","-","7.68","01/Dec/2034","5.75","USD","02/Dec/2014" "STX","SEAGATE HDD CAYMAN","Technology","Fixed Income","4’948’389.57","0.49","4’948’389.57","5’282’000.00","5’282’000.00","92.37","United States","-","4.50","01/Jun/2029","4.09","USD","18/Jun/2020" "KWELN","KENNEDY WILSON EUROPE REAL ESTATE MTN RegS","Financial Other","Fixed Income","4’946’179.54","0.49","4’946’179.54","4’800’000.00","4’800’000.00","101.74","United Kingdom","-","1.57","12/Nov/2025","3.25","EUR","12/Nov/2015" "TITIM","TELECOM ITALIA CAPITAL SA","Communications","Fixed Income","4’887’497.79","0.48","4’887’497.79","5’052’000.00","5’052’000.00","94.41","Italy","-","6.96","15/Nov/2033","6.38","USD","30/Sept/2004" "TITIM","TELECOM ITALIA CAPITAL SA","Communications","Fixed Income","4’887’517.07","0.48","4’887’517.07","5’183’000.00","5’183’000.00","91.35","Italy","-","7.42","30/Sept/2034","6.00","USD","30/Sept/2005" "TNL","TRAVEL + LEISURE CO","Consumer Cyclical","Fixed Income","4’777’833.30","0.47","4’777’833.30","4’650’000.00","4’650’000.00","99.82","United States","-","2.55","01/Apr/2027","6.00","USD","21/Mar/2017" "SEE","SEALED AIR CORPORATION 144A","Capital Goods","Fixed Income","4’775’673.45","0.47","4’775’673.45","4’535’000.00","4’535’000.00","103.93","United States","-","6.85","15/Jul/2033","6.88","USD","01/Jul/2003" "VOD","VODAFONE GROUP PLC RegS","Communications","Fixed Income","4’766’908.05","0.47","4’766’908.05","4’400’000.00","4’400’000.00","106.15","United Kingdom","-","3.87","03/Oct/2078","4.20","EUR","03/Oct/2018" "OHNAT","OHIO NATIONAL FINANCIAL SERVICES I 144A","Insurance","Fixed Income","4’743’811.47","0.47","4’743’811.47","4’775’000.00","4’775’000.00","98.16","United States","-","4.68","24/Jan/2030","6.80","USD","24/Jan/2020" "ENLK","ENLINK MIDSTREAM PARTNERS LP","Energy","Fixed Income","4’727’756.20","0.47","4’727’756.20","4’775’000.00","4’775’000.00","98.04","United States","-","2.05","15/Jul/2026","4.85","USD","14/Jul/2016" "HPP","HUDSON PACIFIC PROPERTIES LP","Reits","Fixed Income","4’677’918.10","0.46","4’677’918.10","5’335’000.00","5’335’000.00","85.41","United States","-","4.27","01/Apr/2029","4.65","USD","27/Feb/2019" "RENAUL","RENAULT SA MTN RegS","Consumer Cyclical","Fixed Income","4’636’772.27","0.46","4’636’772.27","4’700’000.00","4’700’000.00","98.07","France","-","3.40","04/Oct/2027","1.13","EUR","04/Oct/2019" "SCS","STEELCASE INC.","Industrial Other","Fixed Income","4’602’904.09","0.46","4’602’904.09","4’805’000.00","4’805’000.00","94.81","United States","-","4.13","18/Jan/2029","5.13","USD","18/Jan/2019" "LIBMUT","LIBERTY MUTUAL GROUP INC 144A","Insurance","Fixed Income","4’537’816.51","0.45","4’537’816.51","4’350’000.00","4’350’000.00","104.06","United States","-","8.30","15/Mar/2037","7.80","USD","07/Mar/2007" "JWN","NORDSTROM INC","Consumer Cyclical","Fixed Income","4’533’384.39","0.45","4’533’384.39","4’905’000.00","4’905’000.00","90.28","United States","-","5.05","01/Apr/2030","4.38","USD","06/Nov/2019" "BPL","BUCKEYE PARTNERS LP","Energy","Fixed Income","4’481’511.70","0.44","4’481’511.70","4’692’000.00","4’692’000.00","94.18","United States","-","3.29","01/Dec/2027","4.13","USD","20/Nov/2017" "RCL","ROYAL CARIBBEAN CRUISES LTD","Consumer Cyclical","Fixed Income","4’479’564.34","0.44","4’479’564.34","4’812’000.00","4’812’000.00","92.97","United States","-","3.60","15/Mar/2028","3.70","USD","28/Nov/2017" "WBA","WALGREENS BOOTS ALLIANCE INC","Consumer Cyclical","Fixed Income","4’461’108.55","0.44","4’461’108.55","5’200’000.00","5’200’000.00","84.07","United States","-","11.94","18/Nov/2044","4.80","USD","18/Nov/2014" "BAYNGR","BAYER AG RegS","Consumer Non-Cyclical","Fixed Income","4’451’513.79","0.44","4’451’513.79","4’200’000.00","4’200’000.00","103.74","Germany","-","0.85","12/Nov/2079","2.38","EUR","12/Nov/2019" "FE","FIRSTENERGY CORPORATION","Electric","Fixed Income","4’450’609.42","0.44","4’450’609.42","5’057’000.00","5’057’000.00","86.99","United States","-","12.58","15/Jul/2047","5.10","USD","21/Jun/2017" "WBA","WALGREENS BOOTS ALLIANCE INC","Consumer Cyclical","Fixed Income","4’448’005.97","0.44","4’448’005.97","4’300’000.00","4’300’000.00","102.64","United States","-","2.52","20/Nov/2026","2.13","EUR","20/Nov/2014" "BDN","BRANDYWINE OPERATING PARTNERSHIP L","Reits","Fixed Income","4’357’131.14","0.43","4’357’131.14","4’800’000.00","4’800’000.00","89.33","United States","-","3.28","15/Nov/2027","3.95","USD","17/Nov/2017" "COOPWH","CO-OPERATIVE GROUP HOLDINGS (2011) RegS","Consumer Non-Cyclical","Fixed Income","4’343’686.70","0.43","4’343’686.70","3’275’000.00","3’275’000.00","125.82","United Kingdom","-","2.03","08/Jul/2026","7.50","GBP","25/May/2011" "SVC","SERVICE PROPERTIES TRUST","Reits","Fixed Income","4’310’044.36","0.43","4’310’044.36","4’525’000.00","4’525’000.00","92.93","United States","-","2.28","01/Oct/2026","4.75","USD","18/Sept/2019" "KSS","KOHLS CORP","Consumer Cyclical","Fixed Income","4’217’791.20","0.42","4’217’791.20","4’925’000.00","4’925’000.00","83.76","United States","-","5.76","01/May/2031","4.63","USD","31/Mar/2021" "YUM","YUM! BRANDS INC.","Consumer Cyclical","Fixed Income","4’129’877.66","0.41","4’129’877.66","3’660’000.00","3’660’000.00","110.32","United States","-","8.91","15/Nov/2037","6.88","USD","19/Oct/2007" "DAL","DELTA AIR LINES INC","Transportation","Fixed Income","4’102’518.96","0.41","4’102’518.96","4’401’000.00","4’401’000.00","91.67","United States","-","4.85","28/Oct/2029","3.75","USD","28/Oct/2019" "CITCON","CITYCON TREASURY BV MTN RegS","Financial Other","Fixed Income","4’079’326.72","0.40","4’079’326.72","4’400’000.00","4’400’000.00","92.64","Finland","-","3.81","12/Mar/2028","1.63","EUR","12/Mar/2021" "JWN","NORDSTROM INC","Consumer Cyclical","Fixed Income","4’018’949.58","0.40","4’018’949.58","4’550’000.00","4’550’000.00","87.67","United States","-","6.11","01/Aug/2031","4.25","USD","23/Jul/2021" "SVC","SERVICE PROPERTIES TRUST","Reits","Fixed Income","4’006’902.07","0.40","4’006’902.07","4’750’000.00","4’750’000.00","81.94","United States","-","4.58","01/Oct/2029","4.95","USD","18/Sept/2019" "WBA","WALGREENS BOOTS ALLIANCE INC","Consumer Cyclical","Fixed Income","3’980’467.53","0.39","3’980’467.53","5’300’000.00","5’300’000.00","73.26","United States","-","13.68","15/Apr/2050","4.10","USD","15/Apr/2020" "CWHARF","CANARY WHARF GROUP INVESTMENT HOLD RegS","Financial Other","Fixed Income","3’957’305.65","0.39","3’957’305.65","3’340’000.00","3’340’000.00","117.07","United Kingdom","-","1.03","23/Apr/2025","2.63","GBP","07/Apr/2021" "DAL","DELTA AIR LINES INC","Transportation","Fixed Income","3’947’506.74","0.39","3’947’506.74","4’007’000.00","4’007’000.00","96.60","United States","-","3.54","19/Apr/2028","4.38","USD","19/Apr/2018" "ENLK","ENLINK MIDSTREAM PARTNERS LP","Energy","Fixed Income","3’919’342.82","0.39","3’919’342.82","3’948’000.00","3’948’000.00","97.94","United States","-","1.11","01/Jun/2025","4.15","USD","12/May/2015" "FE","FIRSTENERGY CORPORATION","Electric","Fixed Income","3’850’484.07","0.38","3’850’484.07","5’596’000.00","5’596’000.00","68.56","United States","-","14.92","01/Mar/2050","3.40","USD","20/Feb/2020" "NWL","NEWELL BRANDS INC","Consumer Non-Cyclical","Fixed Income","3’848’908.01","0.38","3’848’908.01","4’205’000.00","4’205’000.00","88.42","United States","-","7.84","01/Apr/2036","6.38","USD","30/Mar/2016" "KSS","KOHLS CORP","Consumer Cyclical","Fixed Income","3’848’341.92","0.38","3’848’341.92","3’900’000.00","3’900’000.00","97.85","United States","-","1.22","17/Jul/2025","4.25","USD","17/Jul/2015" "THC","TENET HEALTHCARE CORPORATION","Consumer Non-Cyclical","Fixed Income","3’801’992.43","0.38","3’801’992.43","3’550’000.00","3’550’000.00","104.58","United States","-","5.86","15/Nov/2031","6.88","USD","14/Jan/2002" "ROCKIE","ROCKIES EXPRESS PIPELINE LLC 144A","Energy","Fixed Income","3’696’126.56","0.37","3’696’126.56","3’741’000.00","3’741’000.00","97.48","United States","-","1.08","15/May/2025","3.60","USD","31/Jan/2020" "TOLHOS","TOLEDO HOSPITAL","Consumer Non-Cyclical","Fixed Income","3’684’593.66","0.36","3’684’593.66","4’305’000.00","4’305’000.00","83.38","United States","-","11.43","15/Nov/2048","6.01","USD","25/Oct/2018" "VNO","VORNADO REALTY LP","Reits","Fixed Income","3’659’147.71","0.36","3’659’147.71","4’000’000.00","4’000’000.00","90.79","United States","-","2.08","01/Jun/2026","2.15","USD","24/May/2021" "CCK","CROWN CORK & SEAL CO INC","Capital Goods","Fixed Income","3’634’867.64","0.36","3’634’867.64","3’425’000.00","3’425’000.00","104.04","United States","-","2.42","15/Dec/2026","7.38","USD","17/Dec/1996" "HPP","HUDSON PACIFIC PROPERTIES LP","Reits","Fixed Income","3’588’360.22","0.36","3’588’360.22","3’973’000.00","3’973’000.00","88.72","United States","-","3.24","01/Nov/2027","3.95","USD","02/Oct/2017" "SVC","SERVICE PROPERTIES TRUST","Reits","Fixed Income","3’584’109.18","0.35","3’584’109.18","3’850’000.00","3’850’000.00","92.52","United States","-","2.63","15/Feb/2027","4.95","USD","13/Jan/2017" "ROCKIE","ROCKIES EXPRESS PIPELINE LLC 144A","Energy","Fixed Income","3’552’205.46","0.35","3’552’205.46","3’775’000.00","3’775’000.00","92.34","United States","-","5.10","15/May/2030","4.80","USD","31/Jan/2020" "SVC","SERVICE PROPERTIES TRUST","Reits","Fixed Income","3’544’538.70","0.35","3’544’538.70","4’125’000.00","4’125’000.00","85.14","United States","-","3.45","15/Jan/2028","3.95","USD","26/Oct/2017" "BPL","BUCKEYE PARTNERS LP","Energy","Fixed Income","3’543’741.20","0.35","3’543’741.20","4’083’000.00","4’083’000.00","84.65","United States","-","10.60","15/Nov/2043","5.85","USD","14/Nov/2013" "CXT","CRANE NXT CO","Technology","Fixed Income","3’527’338.08","0.35","3’527’338.08","4’870’000.00","4’870’000.00","72.29","United States","-","13.21","15/Mar/2048","4.20","USD","05/Feb/2018" "HPP","HUDSON PACIFIC PROPERTIES LP","Reits","Fixed Income","3’477’382.20","0.34","3’477’382.20","3’747’000.00","3’747’000.00","92.11","United States","-","3.41","15/Feb/2028","5.95","USD","15/Sept/2022" "HI","HILLENBRAND INC","Industrial Other","Fixed Income","3’443’952.00","0.34","3’443’952.00","3’500’000.00","3’500’000.00","98.23","United States","-","2.24","15/Sept/2026","5.00","USD","25/Sept/2019" "BDN","BRANDYWINE OPERATING PARTNERSHIP L","Reits","Fixed Income","3’430’281.76","0.34","3’430’281.76","3’375’000.00","3’375’000.00","101.38","United States","-","3.38","15/Mar/2028","8.05","USD","13/Dec/2022" "CNW","XPO CNW INC","Transportation","Fixed Income","3’427’087.24","0.34","3’427’087.24","3’206’000.00","3’206’000.00","104.18","United States","-","7.23","01/May/2034","6.70","USD","05/Aug/2004" "PACW","BANC OF CALIFORNIA MTN","Banking","Fixed Income","3’419’386.04","0.34","3’419’386.04","3’719’000.00","3’719’000.00","90.63","United States","-","1.96","01/May/2031","3.25","USD","30/Apr/2021" "KSS","KOHLS CORP","Consumer Cyclical","Fixed Income","3’418’766.54","0.34","3’418’766.54","4’600’000.00","4’600’000.00","73.24","United States","-","10.74","17/Jul/2045","5.55","USD","17/Jul/2015" "FE","FIRSTENERGY CORPORATION","Electric","Fixed Income","3’390’244.97","0.34","3’390’244.97","2’825’000.00","2’825’000.00","117.30","United States","-","5.87","15/Nov/2031","7.38","USD","15/Nov/2001" "FYBR","FRONTIER FLORIDA LLC","Communications","Fixed Income","3’362’886.23","0.33","3’362’886.23","3’450’000.00","3’450’000.00","96.41","United States","-","3.34","01/Feb/2028","6.86","USD","03/Feb/1998" "RCL","ROYAL CARIBBEAN CRUISES LTD","Consumer Cyclical","Fixed Income","3’343’173.76","0.33","3’343’173.76","3’075’000.00","3’075’000.00","105.35","United States","-","3.03","15/Oct/2027","7.50","USD","14/Oct/1997" "AZZAER","AZZURRA AEROPORTI SPA RegS","Transportation","Fixed Income","3’313’468.59","0.33","3’313’468.59","3’207’000.00","3’207’000.00","102.40","Italy","-","2.96","30/May/2027","2.63","EUR","30/Jul/2020" "CITCON","CITYCON TREASURY BV RegS","Financial Other","Fixed Income","3’311’626.12","0.33","3’311’626.12","3’328’000.00","3’328’000.00","98.77","Finland","-","2.38","08/Sept/2026","1.25","EUR","08/Sept/2016" "TITIM","TELECOM ITALIA SPA MTN RegS","Communications","Fixed Income","3’308’050.20","0.33","3’308’050.20","3’400’000.00","3’400’000.00","97.14","Italy","-","14.94","17/Mar/2055","5.25","EUR","17/Mar/2005" "BDN","BRANDYWINE OPERATING PARTNERSHIP L","Reits","Fixed Income","3’300’061.85","0.33","3’300’061.85","3’725’000.00","3’725’000.00","86.37","United States","-","4.66","01/Oct/2029","4.55","USD","16/Sept/2014" "HPP","HUDSON PACIFIC PROPERTIES LP","Reits","Fixed Income","3’293’696.19","0.33","3’293’696.19","4’248’000.00","4’248’000.00","76.89","United States","-","5.11","15/Jan/2030","3.25","USD","03/Oct/2019" "M","MACYS RETAIL HOLDINGS LLC","Consumer Cyclical","Fixed Income","3’284’836.74","0.33","3’284’836.74","3’680’000.00","3’680’000.00","87.99","United States","-","8.11","15/Dec/2034","4.50","USD","18/Nov/2014" "JWN","NORDSTROM INC","Consumer Cyclical","Fixed Income","3’269’209.54","0.32","3’269’209.54","3’425’000.00","3’425’000.00","95.32","United States","-","2.71","15/Mar/2027","4.00","USD","09/Mar/2017" "XRXCRP","XEROX CORPORATION","Technology","Fixed Income","3’253’215.53","0.32","3’253’215.53","3’721’000.00","3’721’000.00","85.52","United States","-","9.01","15/Dec/2039","6.75","USD","04/Dec/2009" "TNL","TRAVEL + LEISURE CO","Consumer Cyclical","Fixed Income","3’227’853.00","0.32","3’227’853.00","3’106’000.00","3’106’000.00","100.70","United States","-","1.21","01/Oct/2025","6.60","USD","15/Sept/2015" "MUR","MURPHY OIL CORPORATION","Energy","Fixed Income","3’175’137.47","0.31","3’175’137.47","3’486’000.00","3’486’000.00","89.19","United States","-","10.58","01/Dec/2042","6.13","USD","30/Nov/2012" "AAP","ADVANCE AUTO PARTS INC","Consumer Cyclical","Fixed Income","3’158’840.16","0.31","3’158’840.16","3’150’000.00","3’150’000.00","99.99","United States","-","1.82","09/Mar/2026","5.90","USD","09/Mar/2023" "MARSPE","MARKS AND SPENCER PLC MTN RegS","Consumer Cyclical","Fixed Income","3’147’366.64","0.31","3’147’366.64","2’500’000.00","2’500’000.00","121.84","United Kingdom","-","2.91","10/Jul/2027","4.50","GBP","10/Jul/2019" "BBWI","BATH & BODY WORKS INC","Consumer Cyclical","Fixed Income","3’125’889.08","0.31","3’125’889.08","3’125’000.00","3’125’000.00","99.53","United States","-","6.64","01/Mar/2033","6.95","USD","03/Jun/2003" "RWLVCA","RESORTS WORLD LAS VEGAS LLC 144A","Consumer Cyclical","Fixed Income","3’124’701.12","0.31","3’124’701.12","3’500’000.00","3’500’000.00","87.08","Malaysia","-","5.71","06/Apr/2031","4.63","USD","06/Apr/2021" "FE","FIRSTENERGY CORPORATION","Electric","Fixed Income","3’122’933.20","0.31","3’122’933.20","3’620’000.00","3’620’000.00","86.08","United States","-","5.34","01/Mar/2030","2.65","USD","20/Feb/2020" "AAP","ADVANCE AUTO PARTS INC","Consumer Cyclical","Fixed Income","3’084’829.58","0.31","3’084’829.58","3’075’000.00","3’075’000.00","100.02","United States","-","3.46","09/Mar/2028","5.95","USD","09/Mar/2023" "SVC","SERVICE PROPERTIES TRUST","Reits","Fixed Income","3’080’512.86","0.30","3’080’512.86","4’014’000.00","4’014’000.00","76.23","United States","-","5.01","15/Feb/2030","4.38","USD","02/Feb/2018" "SVC","HOSPITALITY PROPERTIES TRUST","Reits","Fixed Income","3’071’690.96","0.30","3’071’690.96","3’155’000.00","3’155’000.00","96.75","United States","-","1.72","15/Feb/2026","5.25","USD","03/Feb/2016" "AAP","ADVANCE AUTO PARTS INC","Consumer Cyclical","Fixed Income","3’069’990.06","0.30","3’069’990.06","3’475’000.00","3’475’000.00","87.49","United States","-","3.31","01/Oct/2027","1.75","USD","29/Sept/2020" "LVLT","LEVEL 3 FINANCING INC 144A","Communications","Fixed Income","3’068’457.36","0.30","3’068’457.36","2’923’180.00","2’923’180.00","104.82","United States","-","4.30","15/Nov/2029","11.00","USD","22/Mar/2024" "MARSPE","MARKS AND SPENCER PLC 144A","Consumer Cyclical","Fixed Income","3’057’024.30","0.30","3’057’024.30","2’822’000.00","2’822’000.00","106.03","United Kingdom","-","8.74","01/Dec/2037","7.13","USD","06/Dec/2007" "TOLHOS","TOLEDO HOSPITAL","Consumer Non-Cyclical","Fixed Income","3’025’616.30","0.30","3’025’616.30","3’150’000.00","3’150’000.00","94.10","United States","-","3.99","15/Nov/2028","5.33","USD","25/Oct/2018" "TACN","TRANSALTA CORP","Electric","Fixed Income","3’003’059.03","0.30","3’003’059.03","3’020’000.00","3’020’000.00","99.22","Canada","-","9.89","15/Mar/2040","6.50","USD","12/Mar/2010" "MARSPE","MARKS & SPENCER GROUP PLC MTN RegS","Consumer Cyclical","Fixed Income","3’002’887.25","0.30","3’002’887.25","2’265’000.00","2’265’000.00","126.59","United Kingdom","-","1.13","12/Jun/2025","6.00","GBP","12/Dec/2012" "CWHARF","CANARY WHARF GROUP INVESTMENT HOLD RegS","Financial Other","Fixed Income","2’997’311.01","0.30","2’997’311.01","3’225’000.00","3’225’000.00","92.05","United Kingdom","-","1.95","07/Apr/2026","1.75","EUR","07/Apr/2021" "GNW","GENWORTH FINANCIAL INC","Insurance","Fixed Income","2’987’563.66","0.30","2’987’563.66","3’057’000.00","3’057’000.00","95.89","United States","-","7.28","15/Jun/2034","6.50","USD","15/Jun/2004" "SWY","SAFEWAY INC","Consumer Non-Cyclical","Fixed Income","2’961’236.69","0.29","2’961’236.69","2’740’000.00","2’740’000.00","106.95","United States","-","5.41","01/Feb/2031","7.25","USD","31/Jan/2001" "JWN","NORDSTROM INC","Consumer Cyclical","Fixed Income","2’959’263.37","0.29","2’959’263.37","2’950’000.00","2’950’000.00","100.08","United States","-","3.46","15/Mar/2028","6.95","USD","16/Mar/1998" "ROCKIE","ROCKIES EXPRESS PIPELINE LLC 144A","Energy","Fixed Income","2’894’762.51","0.29","2’894’762.51","2’781’000.00","2’781’000.00","102.59","United States","-","8.77","15/Jul/2038","7.50","USD","27/Jun/2008" "RWE","RWE AG RegS","Electric","Fixed Income","2’887’809.00","0.29","2’887’809.00","2’621’000.00","2’621’000.00","106.65","Germany","-","1.02","21/Apr/2075","3.50","EUR","21/Apr/2015" "CWHARF","CANARY WHARF GROUP INVESTMENT HOLD RegS","Financial Other","Fixed Income","2’860’906.16","0.28","2’860’906.16","3’025’000.00","3’025’000.00","92.76","United Kingdom","-","3.65","23/Apr/2028","3.38","GBP","07/Apr/2021" "AAP","ADVANCE AUTO PARTS INC","Consumer Cyclical","Fixed Income","2’850’151.72","0.28","2’850’151.72","3’325’000.00","3’325’000.00","85.60","United States","-","6.75","15/Mar/2032","3.50","USD","04/Mar/2022" "X","UNITED STATES STEEL CORP","Basic Industry","Fixed Income","2’842’102.38","0.28","2’842’102.38","2’760’000.00","2’760’000.00","100.83","United States","-","8.64","01/Jun/2037","6.65","USD","21/May/2007" "VNO","VORNADO REALTY LP","Reits","Fixed Income","2’815’346.91","0.28","2’815’346.91","3’525’000.00","3’525’000.00","78.77","United States","-","6.10","01/Jun/2031","3.40","USD","24/May/2021" "SPR","SPIRIT AEROSYSTEMS INC","Capital Goods","Fixed Income","2’815’111.79","0.28","2’815’111.79","2’900’000.00","2’900’000.00","95.98","United States","-","2.04","15/Jun/2026","3.85","USD","01/Jun/2016" "BSIG","BRIGHTSPHERE INVESTMENT GROUP INC","Brokerage/Asset Managers/Exchanges","Fixed Income","2’760’564.01","0.27","2’760’564.01","2’825’000.00","2’825’000.00","96.92","United States","-","2.17","27/Jul/2026","4.80","USD","15/Jul/2019" "MXCN","METHANEX CORPORATION","Basic Industry","Fixed Income","2’737’482.40","0.27","2’737’482.40","3’120’000.00","3’120’000.00","85.92","Canada","-","11.15","01/Dec/2044","5.65","USD","18/Nov/2014" "BPL","BUCKEYE PARTNERS LP","Energy","Fixed Income","2’735’814.29","0.27","2’735’814.29","3’325’000.00","3’325’000.00","79.76","United States","-","10.73","15/Oct/2044","5.60","USD","12/Sept/2014" "WBA","WALGREENS BOOTS ALLIANCE INC","Consumer Cyclical","Fixed Income","2’726’140.57","0.27","2’726’140.57","3’075’000.00","3’075’000.00","87.21","United States","-","5.28","15/Apr/2030","3.20","USD","15/Apr/2020" "FUL","HB FULLER CO","Basic Industry","Fixed Income","2’709’917.50","0.27","2’709’917.50","2’816’000.00","2’816’000.00","95.77","United States","-","2.64","15/Feb/2027","4.00","USD","14/Feb/2017" "YUM","YUM! BRANDS INC.","Consumer Cyclical","Fixed Income","2’681’789.03","0.27","2’681’789.03","2’740’000.00","2’740’000.00","95.71","United States","-","11.54","01/Nov/2043","5.35","USD","31/Oct/2013" "QVCN","QVC INC","Consumer Cyclical","Fixed Income","2’671’814.25","0.26","2’671’814.25","3’962’000.00","3’962’000.00","66.80","United States","-","7.24","15/Aug/2034","5.45","USD","04/Dec/2014" "MBI","MBIA INC","Insurance","Fixed Income","2’648’957.76","0.26","2’648’957.76","2’905’000.00","2’905’000.00","89.35","United States","-","7.67","01/Dec/2034","5.70","USD","24/Nov/2004" "PRGO","PERRIGO FINANCE UNLIMITED CO","Consumer Non-Cyclical","Fixed Income","2’613’160.33","0.26","2’613’160.33","3’200’000.00","3’200’000.00","80.27","United States","-","11.70","15/Dec/2044","4.90","USD","02/Dec/2014" "STX","SEAGATE HDD CAYMAN","Technology","Fixed Income","2’599’654.19","0.26","2’599’654.19","2’930’000.00","2’930’000.00","87.90","United States","-","5.74","15/Jan/2031","4.13","USD","10/Jun/2020" "PONEIV","PORT OF NEWCASTLE INVESTMENTS FINA 144A","Transportation","Fixed Income","2’433’613.47","0.24","2’433’613.47","2’637’000.00","2’637’000.00","90.27","Australia","-","5.90","24/Nov/2031","5.90","USD","24/Nov/2021" "UNM","PROVIDENT FINANCING TRUST I","Insurance","Fixed Income","2’426’755.95","0.24","2’426’755.95","2’194’016.00","2’194’016.00","110.36","United States","-","8.99","15/Mar/2038","7.41","USD","16/Mar/1998" "SVC","HOSPITALITY PROPERTIES TRUST","Reits","Fixed Income","2’425’759.95","0.24","2’425’759.95","2’475’000.00","2’475’000.00","97.86","United States","-","0.93","15/Mar/2025","4.50","USD","12/Sept/2014" "THAMES","THAMES WATER UTILITIES FINANCE PLC MTN RegS","Utility Other","Fixed Income","2’425’231.52","0.24","2’425’231.52","2’375’000.00","2’375’000.00","98.85","United Kingdom","-","2.85","03/May/2027","2.88","GBP","03/May/2017" "TGNA","BELO CORPORATION","Communications","Fixed Income","2’405’231.67","0.24","2’405’231.67","2’355’000.00","2’355’000.00","101.89","United States","-","3.06","15/Sept/2027","7.25","USD","26/Sept/1997" "VLY","VALLEY NATIONAL BANCORP","Banking","Fixed Income","2’384’507.82","0.24","2’384’507.82","3’225’000.00","3’225’000.00","73.09","United States","-","1.80","15/Jun/2031","3.00","USD","28/May/2021" "LVS","LAS VEGAS SANDS CORP","Consumer Cyclical","Fixed Income","2’373’994.37","0.24","2’373’994.37","2’500’000.00","2’500’000.00","94.58","United States","-","2.24","18/Aug/2026","3.50","USD","31/Jul/2019" "PTV","PACTIV CORPORATION","Capital Goods","Fixed Income","2’349’119.84","0.23","2’349’119.84","2’175’000.00","2’175’000.00","104.24","United States","-","2.61","15/Apr/2027","8.38","USD","04/Nov/1999" "OHNAT","OHIO NATIONAL FINANCIAL SERVICES I 144A","Insurance","Fixed Income","2’345’801.17","0.23","2’345’801.17","2’350’000.00","2’350’000.00","97.13","United States","-","5.49","01/May/2031","6.63","USD","25/Apr/2011" "ELOFR","ELO SA MTN RegS","Consumer Non-Cyclical","Fixed Income","2’328’538.44","0.23","2’328’538.44","2’200’000.00","2’200’000.00","103.44","France","-","3.04","23/Jul/2027","3.25","EUR","23/Jul/2020" "FE","FIRSTENERGY CORPORATION","Electric","Fixed Income","2’327’862.93","0.23","2’327’862.93","2’787’000.00","2’787’000.00","83.36","United States","-","5.83","01/Sept/2030","2.25","USD","08/Jun/2020" "CTL","QWEST CORP","Communications","Fixed Income","2’295’375.68","0.23","2’295’375.68","2’325’000.00","2’325’000.00","98.48","United States","-","1.38","15/Sept/2025","7.25","USD","15/Sept/1995" "LVS","LAS VEGAS SANDS CORP","Consumer Cyclical","Fixed Income","2’286’940.28","0.23","2’286’940.28","2’500’000.00","2’500’000.00","90.95","United States","-","4.71","08/Aug/2029","3.90","USD","31/Jul/2019" "TGNA","BELO CORPORATION","Communications","Fixed Income","2’250’506.08","0.22","2’250’506.08","2’130’000.00","2’130’000.00","103.16","United States","-","2.76","01/Jun/2027","7.75","USD","13/Jun/1997" "M","MACYS RETAIL HOLDINGS LLC","Consumer Cyclical","Fixed Income","2’232’689.14","0.22","2’232’689.14","2’675’000.00","2’675’000.00","82.96","United States","-","12.04","15/Feb/2043","4.30","USD","20/Nov/2012" "M","MACYS RETAIL HOLDINGS LLC","Consumer Cyclical","Fixed Income","2’232’320.38","0.22","2’232’320.38","2’525’000.00","2’525’000.00","87.38","United States","-","10.97","15/Jan/2042","5.13","USD","13/Jan/2012" "CLF","CLEVELAND-CLIFFS INC","Basic Industry","Fixed Income","2’217’896.44","0.22","2’217’896.44","2’400’000.00","2’400’000.00","89.36","United States","-","9.59","01/Oct/2040","6.25","USD","20/Sept/2010" "CCL","P & O PRINCESS CRUISES PLC","Consumer Cyclical","Fixed Income","2’196’362.39","0.22","2’196’362.39","2’025’000.00","2’025’000.00","105.92","United States","-","2.76","01/Jun/2027","7.88","USD","31/Jan/2001" "WAL","WESTERN ALLIANCE BANK","Banking","Fixed Income","2’182’564.08","0.22","2’182’564.08","2’285’000.00","2’285’000.00","93.83","United States","-","1.12","01/Jun/2030","5.25","USD","22/May/2020" "TOLHOS","TOLEDO HOSPITAL THE","Consumer Non-Cyclical","Fixed Income","2’145’696.76","0.21","2’145’696.76","2’900’000.00","2’900’000.00","72.16","United States","-","11.27","15/Nov/2045","4.98","USD","30/Sept/2015" "QVCN","QVC INC","Consumer Cyclical","Fixed Income","2’104’573.94","0.21","2’104’573.94","3’270’000.00","3’270’000.00","64.16","United States","-","9.42","15/Mar/2043","5.95","USD","23/Aug/2013" "WBA","WALGREENS BOOTS ALLIANCE INC","Consumer Cyclical","Fixed Income","2’096’431.68","0.21","2’096’431.68","1’700’000.00","1’700’000.00","121.73","United States","-","1.54","20/Nov/2025","3.60","GBP","20/Nov/2014" "BBWI","BATH & BODY WORKS INC","Consumer Cyclical","Fixed Income","2’020’792.62","0.20","2’020’792.62","2’000’000.00","2’000’000.00","99.52","United States","-","8.29","15/Jul/2037","7.60","USD","17/Jul/2007" "MUR","MURPHY OIL CORPORATION","Energy","Fixed Income","2’018’807.76","0.20","2’018’807.76","1’885’000.00","1’885’000.00","104.24","United States","-","4.18","01/May/2029","7.05","USD","04/May/1999" "XRXCRP","XEROX CORPORATION","Technology","Fixed Income","1’956’300.27","0.19","1’956’300.27","2’650’000.00","2’650’000.00","73.48","United States","-","7.98","01/Mar/2035","4.80","USD","03/Mar/2015" "LVS","LAS VEGAS SANDS CORP","Consumer Cyclical","Fixed Income","1’937’701.28","0.19","1’937’701.28","2’000’000.00","2’000’000.00","96.14","United States","-","1.19","25/Jun/2025","2.90","USD","25/Nov/2019" "FYBR","FRONTIER NORTH INC","Communications","Fixed Income","1’898’971.76","0.19","1’898’971.76","1’980’000.00","1’980’000.00","95.12","United States","-","3.38","15/Feb/2028","6.73","USD","24/Feb/1998" "M","MACYS INC","Consumer Cyclical","Fixed Income","1’895’594.30","0.19","1’895’594.30","2’015’000.00","2’015’000.00","93.86","United States","-","8.68","15/Mar/2037","6.38","USD","12/Mar/2007" "CCL","CARNIVAL CORPORATION","Consumer Cyclical","Fixed Income","1’815’897.44","0.18","1’815’897.44","1’795’000.00","1’795’000.00","99.83","United States","-","3.32","15/Jan/2028","6.65","USD","15/Jan/1998" "CITCON","CITYCON TREASURY BV MTN RegS","Financial Other","Fixed Income","1’689’552.50","0.17","1’689’552.50","1’700’000.00","1’700’000.00","98.88","Finland","-","2.69","15/Jan/2027","2.38","EUR","03/Sept/2018" "ELOFR","ELO SA MTN RegS","Consumer Non-Cyclical","Fixed Income","1’644’324.16","0.16","1’644’324.16","1’500’000.00","1’500’000.00","109.53","France","-","4.29","22/Mar/2029","6.00","EUR","22/Sept/2023" "M","MACYS RETAIL HOLDINGS LLC 144A","Consumer Cyclical","Fixed Income","1’641’112.38","0.16","1’641’112.38","1’900’000.00","1’900’000.00","85.03","United States","-","7.10","15/Jul/2034","6.70","USD","28/Jul/2020" "AA","ALCOA NEDERLAND HOLDING BV 144A","Basic Industry","Fixed Income","1’623’807.93","0.16","1’623’807.93","1’581’000.00","1’581’000.00","100.39","United States","-","1.94","15/May/2028","6.13","USD","17/May/2018" "WBA","WALGREENS BOOTS ALLIANCE INC","Consumer Cyclical","Fixed Income","1’586’757.38","0.16","1’586’757.38","1’750’000.00","1’750’000.00","89.06","United States","-","8.05","18/Nov/2034","4.50","USD","18/Nov/2014" "PTV","PACTIV CORPORATION","Capital Goods","Fixed Income","1’546’355.72","0.15","1’546’355.72","1’475’000.00","1’475’000.00","102.59","United States","-","1.57","15/Dec/2025","7.95","USD","04/Nov/1999" "HWM","HOWMET AEROSPACE INC","Capital Goods","Fixed Income","1’433’244.05","0.14","1’433’244.05","1’400’000.00","1’400’000.00","101.46","United States","-","2.59","01/Feb/2027","5.90","USD","25/Jan/2007" "UAL","UNITED AIRLINES INC","Transportation","Fixed Income","1’414’565.94","0.14","1’414’565.94","1’573’113.00","1’573’113.00","88.46","United States","-","3.42","07/Apr/2030","3.10","USD","27/Sept/2016" "FE","FIRSTENERGY CORPORATION","Electric","Fixed Income","1’403’496.02","0.14","1’403’496.02","1’500’000.00","1’500’000.00","93.25","United States","-","1.74","15/Jan/2026","1.60","USD","08/Jun/2020" "GT","GOODYEAR TIRE & RUBBER COMPANY (TH","Consumer Cyclical","Fixed Income","1’368’057.07","0.14","1’368’057.07","1’345’000.00","1’345’000.00","101.48","United States","-","3.46","15/Mar/2028","7.00","USD","16/Mar/1998" "AAL","AMERICAN AIRLINES 2013-1 CLASS A P","Transportation","Fixed Income","1’353’496.85","0.13","1’353’496.85","1’385’325.00","1’385’325.00","96.90","United States","-","1.16","15/Jan/2027","4.00","USD","25/Jul/2014" "FE","FIRSTENERGY CORPORATION","Electric","Fixed Income","1’327’531.72","0.13","1’327’531.72","1’375’000.00","1’375’000.00","96.40","United States","-","0.90","01/Mar/2025","2.05","USD","20/Feb/2020" "WBA","WALGREENS BOOTS ALLIANCE INC","Consumer Cyclical","Fixed Income","1’296’408.35","0.13","1’296’408.35","1’500’000.00","1’500’000.00","84.93","United States","-","12.64","01/Jun/2046","4.65","USD","01/Jun/2016" "AOXGR","ALSTRIA OFFICE REIT-AG RegS","Reits","Fixed Income","1’283’107.04","0.13","1’283’107.04","1’500’000.00","1’500’000.00","84.95","Germany","-","3.49","15/Nov/2027","1.50","EUR","15/Nov/2017" "WBA","WALGREEN CO","Consumer Cyclical","Fixed Income","1’244’692.55","0.12","1’244’692.55","1’500’000.00","1’500’000.00","82.83","United States","-","11.86","15/Sept/2042","4.40","USD","13/Sept/2012" "BPL","BUCKEYE PARTNERS L.P.","Energy","Fixed Income","1’162’752.72","0.12","1’162’752.72","1’165’000.00","1’165’000.00","99.02","United States","-","6.91","15/Aug/2033","6.75","USD","15/Dec/2003" "QVCN","QVC INC","Consumer Cyclical","Fixed Income","1’145’726.08","0.11","1’145’726.08","1’175’000.00","1’175’000.00","96.99","United States","-","0.86","15/Feb/2025","4.45","USD","04/Dec/2014" "HA","HAWAIIAN HOLDINGS INC PT 13-1A","Transportation","Fixed Income","1’020’614.50","0.10","1’020’614.50","1’095’791.00","1’095’791.00","92.36","United States","-","1.53","15/Jul/2027","3.90","USD","29/May/2013" "ATI","ALLEGHENY LUDLUM LLC","Basic Industry","Fixed Income","956’447.58","0.09","956’447.58","925’000.00","925’000.00","101.43","United States","-","1.58","15/Dec/2025","6.95","USD","20/Dec/1995" "ELOFR","ELO SA MTN RegS","Consumer Non-Cyclical","Fixed Income","945’365.89","0.09","945’365.89","900’000.00","900’000.00","104.55","France","-","1.76","29/Jan/2026","2.88","EUR","29/Apr/2020" "BBDBCN","BOMBARDIER INC 144A","Capital Goods","Fixed Income","885’812.08","0.09","885’812.08","850’000.00","850’000.00","103.05","Canada","-","2.95","01/Feb/2029","7.50","USD","20/Jan/2023" "SAVE","SPIRIT AIRLINES CLASS A PASS THROU","Transportation","Fixed Income","788’441.09","0.08","788’441.09","844’851.00","844’851.00","91.32","United States","-","2.87","01/Oct/2029","4.10","USD","11/Aug/2015" "NOK","NOK CASH","Cash and/or Derivatives","Cash","766’932.77","0.08","766’932.77","8’274’629.00","8’274’629.00","9.27","Norway","-","0.00","-","0.00","NOK","01/Jan/1990" "AA","ALCOA NEDERLAND HOLDING BV 144A","Basic Industry","Fixed Income","762’585.62","0.08","762’585.62","745’000.00","745’000.00","102.24","United States","-","4.24","15/Mar/2031","7.13","USD","21/Mar/2024" "DAL","DELTA AIR LINES INC","Transportation","Fixed Income","646’548.76","0.06","646’548.76","650’000.00","650’000.00","98.27","United States","-","0.57","28/Oct/2024","2.90","USD","28/Oct/2019" "GBP","GBP CASH","Cash and/or Derivatives","Cash","645’986.50","0.06","645’986.50","511’490.00","511’490.00","126.29","United Kingdom","-","0.00","-","0.00","GBP","01/Jan/1989" "LVLT","LEVEL 3 FINANCING INC 144A","Communications","Fixed Income","642’456.07","0.06","642’456.07","600’000.00","600’000.00","103.23","United States","-","3.38","15/May/2030","10.50","USD","31/Mar/2023" "ZFFNGR","ZF NORTH AMERICA CAPITAL INC 144A","Consumer Cyclical","Fixed Income","640’442.58","0.06","640’442.58","600’000.00","600’000.00","103.63","Germany","-","3.40","14/Apr/2028","6.88","USD","14/Apr/2023" "FLR","FLUOR CORPORATION","Industrial Other","Fixed Income","594’911.22","0.06","594’911.22","600’000.00","600’000.00","98.16","United States","-","0.69","15/Dec/2024","3.50","USD","25/Nov/2014" "AA","ALCOA NEDERLAND HOLDING BV 144A","Basic Industry","Fixed Income","572’172.66","0.06","572’172.66","612’000.00","612’000.00","91.45","United States","-","4.00","31/Mar/2029","4.13","USD","24/Mar/2021" "BRKHEC","TOPAZ SOLAR FARMS LLC 144A","Electric","Fixed Income","560’785.46","0.06","560’785.46","617’223.00","617’223.00","88.46","United States","-","5.52","30/Sept/2039","4.88","USD","15/Apr/2013" "ELOFR","ELO SA MTN RegS","Consumer Non-Cyclical","Fixed Income","535’036.74","0.05","535’036.74","500’000.00","500’000.00","105.42","France","-","4.12","08/Dec/2028","4.88","EUR","08/Dec/2022" "TWX","WARNER MEDIA LLC","Communications","Fixed Income","375’018.60","0.04","375’018.60","340’000.00","340’000.00","106.87","United States","-","5.36","15/Apr/2031","7.63","USD","19/Apr/2001" "CXT","CRANE CO","Technology","Fixed Income","349’132.32","0.03","349’132.32","332’000.00","332’000.00","102.76","United States","-","8.48","15/Nov/2036","6.55","USD","20/Nov/2006" "NAVI","NAVIENT CORP","Finance Companies","Fixed Income","289’743.71","0.03","289’743.71","250’000.00","250’000.00","111.30","United States","-","3.25","15/Mar/2031","11.50","USD","03/Nov/2023" "AOXGR","ALSTRIA OFFICE REIT-AG RegS","Reits","Fixed Income","283’084.87","0.03","283’084.87","300’000.00","300’000.00","93.13","Germany","-","2.16","23/Jun/2026","1.50","EUR","23/Jun/2020" "BAYNGR","BAYER AG NC5.25 RegS","Consumer Non-Cyclical","Fixed Income","218’784.89","0.02","218’784.89","200’000.00","200’000.00","107.57","Germany","-","3.93","25/Sept/2083","6.63","EUR","25/Sept/2023" "CEETRU","NEW IMMO HOLDING SA RegS","Financial Other","Fixed Income","203’104.39","0.02","203’104.39","200’000.00","200’000.00","100.56","France","-","2.54","26/Nov/2026","2.75","EUR","26/Nov/2019" "AAL","US AIRWAYS 2012-2 CLASS A PASS THR","Transportation","Fixed Income","134’907.83","0.01","134’907.83","135’212.00","135’212.00","98.31","United States","-","1.05","03/Jun/2025","4.63","USD","13/Dec/2012" "MIDCOG","MIDLAND COGENERATION VENTURE LP 144A","Electric","Fixed Income","115’290.25","0.01","115’290.25","117’627.00","117’627.00","97.81","United States","-","0.69","15/Mar/2025","6.00","USD","24/Aug/2011" "QVCN","QVC INC","Consumer Cyclical","Fixed Income","102’371.11","0.01","102’371.11","100’000.00","100’000.00","100.00","United States","-","0.01","01/Apr/2024","4.85","USD","10/Jun/2014" "BPL","BUCKEYE PARTNERS LP","Energy","Fixed Income","20’152.31","0.00","20’152.31","20’000.00","20’000.00","98.80","United States","-","0.53","15/Oct/2024","4.35","USD","12/Sept/2014" "CHF","CHF CASH","Cash and/or Derivatives","Cash","12’049.88","0.00","12’049.88","10’913.00","10’913.00","110.42","Switzerland","-","0.00","-","0.00","CHF","01/Jan/1990" "EUR","EUR/USD","Cash and/or Derivatives","FX","3’628.80","0.00","3’628.80","-1’200’000.00","-1’200’000.00","1.00","United States","-","0.00","28/Mar/2024","0.00","USD","26/Mar/2024" "EUR","EUR/USD","Cash and/or Derivatives","Forwards","1’635.20","0.00","1’635.20","-1’120’000.00","-1’120’000.00","1.00","United States","-","0.00","02/Apr/2024","0.00","USD","27/Mar/2024" "CAD","CAD CASH","Cash and/or Derivatives","Cash","20.84","0.00","20.84","28.00","28.00","73.59","Canada","-","0.00","-","0.00","CAD","01/Jan/1989" "EUR","EUR/USD","Cash and/or Derivatives","FX","-1’646.62","0.00","-1’646.62","1’120’000.00","1’120’000.00","1.00","United States","-","0.00","28/Mar/2024","0.00","USD","27/Mar/2024" "EUR","EUR CASH","Cash and/or Derivatives","Cash","-648’288.79","-0.06","-648’288.79","-599’130.00","-599’130.00","108.21","European Union","-","0.00","-","0.00","EUR","01/Jan/1989"