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LGJNMI9GH8XIDG5RCM61 98389B100 265.00000000 NS USD 18759.35000000 0.002404727664 Long EC CORP US N 1 N N N Playa Resorts Holding BV N/A 72812NAJ5 37145.00000000 PA USD 37064.77000000 0.004751266851 Long LON CORP NL N 2 2029-01-05 Variable 7.07492000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCU3 60000.00000000 PA USD 58883.03000000 0.007548110740 Long DBT CORP US N 2 2030-10-15 Fixed 4.25000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AS5 100000.00000000 PA USD 100453.77000000 0.012876989860 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 882.00000000 NS USD 209783.03000000 0.026891712976 Long SN CORP CA N 2 2025-04-25 Fixed 12.15000000 N N N N N N Charter Communications Operating LLC N/A 161175CD4 545000.00000000 PA USD 490839.86000000 0.062919887431 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N Energizer Holdings, Inc. 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NGIZXNT70J2LYT3FBI09 911365BQ6 266000.00000000 PA USD 270307.58000000 0.034650247242 Long DBT CORP US N 2 2029-12-15 Fixed 6.00000000 N N N N N N AGL Core CLO 36 Ltd. 2549000U240BORO02Z85 00121WAE3 2000000.00000000 PA USD 1984994.80000000 0.254452947990 Long ABS-CBDO CORP KY N 2 2038-01-23 Floating 5.85209880 N N N N N N Scientific Games Holdings LP N/A 80875CAE7 151620.00000000 PA USD 150629.92000000 0.019308981161 Long LON CORP US N 2 2029-04-04 Variable 7.29610000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAE8 133000.00000000 PA USD 128486.20000000 0.016470417134 Long DBT CORP US N 2 2028-01-15 Fixed 3.30000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 1349.00000000 NS USD 162791.16000000 0.020867908857 Long SN CORP CA N 2 2025-04-01 Fixed 13.28000000 N N N N N N N/A N/A N/A 1280000.00000000 PA USD 209.27000000 0.000026825948 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American Emerging Markets Investment Grade Index Series 43-V1 1D765YAD3 Y Receipt of notional amount upon default event with regard to the reference instrument 2030-06-20 0.00000000 USD 8064.00000000 USD 1280000.00000000 USD 209.27000000 N N N SG Residential Mortgage Trust N/A 78434KAA5 873569.50300000 PA USD 871021.48000000 0.111654692168 Long ABS-MBS CORP US N 2 2062-08-25 Variable 5.35299840 N N N N N N Cloud Software Group, Inc. 04EEB871XLHVNY4RZJ65 18912UAA0 57000.00000000 PA USD 56851.22000000 0.007287656635 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607AE7 200000.00000000 PA USD 201053.16000000 0.025772646489 Long DBT CORP US N 2 2035-04-01 Fixed 5.15000000 N N N N N N Arthur J Gallagher & Co. 54930049QLLMPART6V29 04316JAN9 250000.00000000 PA USD 247739.27000000 0.031757255779 Long DBT CORP US N 2 2035-02-15 Fixed 5.15000000 N N N N N N Electron Bidco, Inc. 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Y Payout of notional amount upon default event with regard to the reference instrument 2029-06-20 1492.92000000 USD 0.00000000 USD 183000.00000000 USD 885.59000000 N N N GLP Capital LP 2549005PXW31DRW8EC44 361841AK5 97000.00000000 PA USD 98702.25000000 0.012652465631 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N Vonovia SE 5299005A2ZEP6AP7KM81 N/A 5944.00000000 NS 159954.96000000 0.020504341430 Long EC CORP DE N 2 N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 036752AT0 229000.00000000 PA USD 217075.03000000 0.027826461469 Long DBT CORP US N 2 2032-05-15 Fixed 4.10000000 N N N N N N J.P. Morgan Mortgage Trust N/A 46656AAA5 699463.86000000 PA USD 681651.45000000 0.087379685304 Long ABS-MBS CORP US N 2 2063-01-25 Variable 4.74999840 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A 2655.00000000 NS USD 214504.65000000 0.027496969035 Long SN CORP GB N 2 2025-05-01 Fixed 18.07000000 N N N N N N N/A N/A N/A 110000.00000000 PA USD -10.31000000 -0.00000132162 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Teva Pharmaceutical Finance Netherlands III BV Teva Pharmaceutical Finance Netherlands III BV Y Payout of notional amount upon default event with regard to the reference instrument 2030-06-20 0.00000000 USD 1000.11000000 USD 110000.00000000 USD -10.31000000 N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECP8 251000.00000000 PA USD 255424.21000000 0.032742374550 Long DBT CORP GB N 2 2028-03-12 Variable 5.67400000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 N/A 4000.00000000 NS USD 167594.01000000 0.021483577644 Long SN CORP CA N 2 2025-04-21 Fixed 15.40000000 N N N N N N Aptiv Swiss Holdings Ltd. N/A 00217GAB9 185000.00000000 PA USD 161197.00000000 0.020663556326 Long DBT CORP JE N 2 2032-03-01 Fixed 3.25000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 02376CAX3 127625.94900000 PA USD 126310.13000000 0.016191470597 Long LON CORP US N 2 2027-01-29 Variable 6.17492000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2V4 142000.00000000 PA USD 139140.49000000 0.017836171593 Long DBT CORP US N 2 2028-03-24 Variable 3.52600000 N N N N N N Waystar Technologies, Inc. N/A 63939WAM5 86420.79430000 PA USD 85952.39000000 0.011018083786 Long LON CORP US N 2 2029-10-22 Variable 6.57492000 N N N N N N N/A N/A N/A 110000.00000000 PA USD 5.90000000 0.000000756310 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Kinder Morgan, Inc. Kinder Morgan, Inc. Y Payout of notional amount upon default event with regard to the reference instrument 2029-06-20 1811.44000000 USD 0.00000000 USD 110000.00000000 USD 5.90000000 N N N Holcim AG 529900EHPFPYHV6IQO98 N/A 613.00000000 NS 65966.90000000 0.008456179419 Long EC CORP CH N 2 N N N Nibe Industrier AB 549300ZQH0FIF1P0MX67 N/A 3725.00000000 NS 14168.06000000 0.001816178377 Long EC CORP SE N 2 N N N Jersey Central Power & Light Co. 549300W9UGH9ZPLNPF79 476556DE2 100000.00000000 PA USD 98863.09000000 0.012673083424 Long DBT CORP US N 2 2035-01-15 Fixed 5.10000000 N N N N N N TruGreen LP N/A 89787RAH5 101969.72880000 PA USD 95766.91000000 0.012276189625 Long LON CORP US N 2 2027-11-02 Variable 8.42492000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAZ3 69000.00000000 PA USD 65156.01000000 0.008352232874 Long LON CORP US N 2 2028-01-31 Variable 9.68940000 N N N N N N United Airlines, Inc. N/A 90932RAP9 213849.94980000 PA USD 213009.52000000 0.027305310983 Long LON CORP US N 2 2031-02-24 Variable 6.29664000 N N N N N N KION Group AG 5299005KY91C4C6U9H17 N/A 700.00000000 NS 29355.38000000 0.003763013878 Long EC CORP DE N 2 N N N NJ Trust N/A 65486XAA1 833000.00000000 PA USD 873077.30000000 0.111918224072 Long ABS-MBS CORP US N 2 2029-01-06 Variable 6.48075960 N N N N N N Vertiv Group Corp. 549300ZT8RQ5VK10E643 92537EAF5 442893.85610000 PA USD 441534.17000000 0.056599478847 Long LON CORP US N 2 2027-03-02 Variable 6.07268000 N N N N N N Mizuho Markets Cayman LP 549300KHUXLS6Q30KT26 606942738 17070.00000000 NS USD 393468.57000000 0.050438035191 Long SN CORP KY N 2 2025-04-25 Fixed 39.07000000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAS3 178000.00000000 PA USD 191758.12000000 0.024581131867 Long DBT CORP US N 2 2029-10-30 Variable 7.41300000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CU1 170000.00000000 PA USD 180271.71000000 0.023108709427 Long DBT CORP DE N 2 2029-11-20 Variable 6.81900000 N N N N N N N/A N/A N/A 30000.00000000 PA USD -140.86000000 -0.00001805659 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 CCO Holdings LLC CCO Holdings LLC Y Payout of notional amount upon default event with regard to the reference instrument 2030-06-20 4124.08000000 USD 0.00000000 USD 30000.00000000 USD -140.86000000 N N N Go Daddy Operating Co. LLC N/A 38017BAX4 140581.88920000 PA USD 139766.51000000 0.017916419982 Long LON CORP US N 2 2029-11-09 Variable 6.07492000 N N N N N N Arcline FM Holdings LLC N/A 03960DAG8 297209.63420000 PA USD 295277.77000000 0.037851131424 Long LON CORP US N 2 2028-06-23 Variable 8.80310000 N N N N N N Dai-ichi Life Insurance Co. Ltd. (The) 3538001235ACEIORUV72 23381LAA2 240000.00000000 PA USD 240755.04000000 0.030861959775 Long DBT CORP JP N 2 2035-01-16 Variable 6.20000000 N N N N N N Sabre GLBL, Inc. F2TJC7HPPHLHU1AQMP98 78571YBJ8 8316.29000000 PA USD 7987.13000000 0.001023855969 Long LON CORP US N 2 2028-06-30 Variable 9.42492000 N N N N N N Focus Financial Partners LLC N/A 34416DBB3 242873.93000000 PA USD 240294.61000000 0.030802938073 Long LON CORP US N 2 2031-09-15 Variable 7.57384000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 8857.00000000 NS USD 1381565.57000000 0.177100429748 Long SN CORP GB N 2 2025-04-28 Fixed 10.21000000 N N N N N N Schlumberger NV 213800ZUA17OK3QLGM62 806857108 2179.00000000 NS USD 91082.20000000 0.011675664993 Long EC CORP CW N 1 N N N NXP BV 724500RKKW4NOJ9YQF60 62954HAX6 58000.00000000 PA USD 56333.66000000 0.007221311541 Long DBT CORP US N 2 2027-05-01 Fixed 3.15000000 N N N N N N Colgate-Palmolive Co. YMEGZFW4SBUSS5BQXF88 194162103 6030.00000000 NS USD 565011.00000000 0.072427753764 Long EC CORP US N 1 N N N CFSP Mortgage Trust N/A 15723BAA7 301045.93950000 PA USD 290019.83000000 0.037177125461 Long ABS-MBS CORP US N 2 2037-04-15 Fixed 6.50000000 N N N N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 5413.00000000 NS USD 785534.56000000 0.100696276151 Long EC CORP US N 1 N N N N/A N/A N/A 769000.00000000 PA USD 221.57000000 0.000028402663 N/A DCR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Verizon Communications, Inc. Verizon Communications, Inc. Y Payout of notional amount upon default event with regard to the reference instrument 2029-06-20 12338.02000000 USD 0.00000000 USD 769000.00000000 USD 221.57000000 N N N EG Finco Ltd. N/A N2820EAM0 55720.00000000 PA USD 55680.44000000 0.007137576432 Long LON CORP GB N 2 2028-02-07 Variable 8.56324000 N N N N N N Aramark Services, Inc. N/A 03852JAV3 451390.78260000 PA USD 450731.75000000 0.057778500246 Long LON CORP US N 2 2030-06-24 Variable 6.32492000 N N N N N N Magenta Security Holdings LLC N/A 55909UAC3 1006.45000000 PA USD 1019.03000000 0.000130627640 Long LON CORP US N 2 2028-07-27 Variable 10.54075000 N N N N N N N/A N/A N/A 81000.00000000 PA USD -363.85000000 -0.00004664128 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Ford Motor Co. Ford Motor Co. Y Payout of notional amount upon default event with regard to the reference instrument 2029-06-20 10572.08000000 USD 0.00000000 USD 81000.00000000 USD -363.85000000 N N N Finco I LLC N/A 31774BAG9 23926.03500000 PA USD 23943.02000000 0.003069213089 Long LON CORP US N 2 2029-06-27 Variable 6.57492000 N N N N N N J.P. Morgan Structured Products BV XZYUUT6IYN31D9K77X08 N/A 3343.00000000 NS USD 328413.06000000 0.042098685233 Long SN CORP NL N 2 2025-04-30 Fixed 17.48000000 N N N N N N Tempur Sealy International, Inc. N/A 88025BAN1 94762.50000000 PA USD 94624.15000000 0.012129701255 Long LON CORP US N 2 2031-10-24 Variable 6.83194025 N N N N N N Jones DesLauriers Insurance Management, Inc. N/A C4900AAM9 166266.01000000 PA USD 163910.02000000 0.021011333528 Long LON CORP CA N 2 2030-03-15 Variable 7.06543000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAV8 1534000.00000000 PA USD 1513550.75000000 0.194019374897 Long DBT CORP US N 2 2029-07-23 Variable 4.20300000 N N N N N N HB Fuller Co. N/A 40409VAV6 204584.75320000 PA USD 204073.29000000 0.026159791575 Long LON CORP US N 2 2030-02-15 Variable 6.32384000 N N N N N N CoreLogic, Inc. 54930086CD8K2UIL0516 21870FBA6 334360.63530000 PA USD 327325.69000000 0.041959297210 Long LON CORP US N 2 2028-06-02 Variable 7.93940000 N N N N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 084659BD2 146000.00000000 PA USD 121997.01000000 0.015638579426 Long DBT CORP US N 2 2031-05-15 Fixed 1.65000000 N N N N N N Rexford Industrial Realty, Inc. 549300MSLO0DF0EMX355 76169C100 4030.00000000 NS USD 157774.50000000 0.020224832147 Long EC CORP US N 1 N N N Concentra Health Services, Inc. N/A 20602RAC4 60847.50000000 PA USD 60695.38000000 0.007780432659 Long LON CORP US N 3 2031-07-26 Variable 6.57384000 N N N N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 98919XAB7 827886.28000000 PA USD 768899.38000000 0.098563842056 Long LON CORP US N 2 2027-03-09 Variable 7.43940000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAM2 402000.00000000 PA USD 403630.17000000 0.051740632597 Long DBT CORP US N 2 2026-08-10 Variable 5.79800000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBN2 30000.00000000 PA USD 29537.18000000 0.003786318496 Long DBT CORP US N 2 2077-08-16 Variable 5.25000000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112CB7 25000.00000000 PA USD 26003.29000000 0.003333315431 Long DBT CORP US N 2 2033-09-15 Fixed 5.87500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PR6 217000.00000000 PA USD 214575.24000000 0.027506017841 Long DBT CORP US N 2 2030-02-15 Variable 6.75000000 N N N N N N Vale Overseas Ltd. 254900BA3U6G5DNV5V04 91911TAQ6 306000.00000000 PA USD 283710.96000000 0.036368402652 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884L109 278.00000000 NS USD 14853.54000000 0.001904048837 Long EC CORP US N 1 N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CD5 438000.00000000 PA USD 411235.59000000 0.052715557841 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N BNP Paribas Issuance BV 7245009UXRIGIRYOBR48 N/A 362.00000000 NS USD 97423.05000000 0.012488487261 Long SN CORP NL N 2 2025-04-14 Fixed 12.44000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAG7 197000.00000000 PA USD 188665.76000000 0.024184727746 Long DBT CORP US N 2 2027-01-15 Fixed 2.15000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HM8 414000.00000000 PA USD 352496.21000000 0.045185861338 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N N Interstate Power and Light Co. 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International plc 4PQUHN3JPFGFNF3BB653 61779M565 2207.00000000 NS USD 269586.66000000 0.034557833791 Long SN CORP GB N 2 2025-04-14 Fixed 9.68000000 N Y N N N N Mizuho Markets Cayman LP 549300KHUXLS6Q30KT26 606942746 1952.00000000 NS USD 227524.97000000 0.029166020665 Long SN CORP KY N 2 2025-04-25 Fixed 14.00000000 N N N N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 26078JAD2 657000.00000000 PA USD 659588.81000000 0.084551514777 Long DBT CORP US N 2 2028-11-15 Fixed 4.72500000 N N N N N N Mizuho Markets Cayman LP 549300KHUXLS6Q30KT26 60700V702 2989.00000000 NS USD 112517.32000000 0.014423394849 Long SN CORP KY N 2 2025-04-23 Fixed 28.02000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YBC6 335000.00000000 PA USD 338321.57000000 0.043368839482 Long DBT CORP GB N 2 2028-11-26 Variable 5.08700000 N N N N N N J.P. Morgan Structured Products BV XZYUUT6IYN31D9K77X08 N/A 715.00000000 NS USD 168659.85000000 0.021620205775 Long SN CORP NL N 2 2025-04-24 Fixed 16.91000000 N N N N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 406216101 185.00000000 NS USD 4693.45000000 0.000601644996 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCJ3 76000.00000000 PA USD 70366.40000000 0.009020143488 Long DBT CORP US N 2 2029-06-01 Variable 2.06900000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680CE1 340000.00000000 PA USD 328225.69000000 0.042074666607 Long DBT CORP US N 2 2034-11-01 Fixed 5.05000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FBB9 123000.00000000 PA USD 119713.44000000 0.015345852655 Long DBT CORP US N 2 2028-09-01 Fixed 3.62500000 N N N N N N Banner Health PLD0E0WJKFN8IZJ2WD85 06654DAD9 128000.00000000 PA USD 110275.39000000 0.014136005835 Long DBT CORP US N 2 2031-01-01 Fixed 1.89700000 N N N N N N Mavis Tire Express Services Topco Corp. N/A 57777YAG1 343821.34000000 PA USD 341287.38000000 0.043749021384 Long LON CORP US N 2 2028-05-04 Variable 7.31324000 N N N N N N N/A N/A N/A 78000.00000000 PA USD 496.35000000 0.000063626222 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Williams Cos., Inc. (The) Williams Cos., Inc. (The) Y Payout of notional amount upon default event with regard to the reference instrument 2029-06-20 1082.98000000 USD 0.00000000 USD 78000.00000000 USD 496.35000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDE9 131000.00000000 PA USD 110950.45000000 0.014222540574 Long DBT NUSS MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Aptiv Swiss Holdings Ltd. N/A 03837AAB6 200000.00000000 PA USD 189075.39000000 0.024237237486 Long DBT CORP JE N 2 2034-09-13 Fixed 5.15000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537101 217.00000000 NS USD 23711.59000000 0.003039546490 Long EC CORP US N 1 N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBY5 400000.00000000 PA USD 409456.22000000 0.052487463570 Long DBT CORP US N 2 2028-03-15 Fixed 5.50000000 N N N N N N Barclays Bank Plc N/A N/A 1915.00000000 NS USD 219584.29000000 0.028148119039 Long SN CORP US N 2 2025-04-22 Fixed 15.44000000 N N N N N N Boyce Park CLO Ltd. 54930028S3PFXX4SMQ72 103228AJ1 1000000.00000000 PA USD 996685.60000000 0.127763351893 Long ABS-CBDO CORP JE N 2 2035-04-21 Floating 6.39317160 N N N N N N Aimbridge Topco LLC N/A N/A 2799.55000000 NS USD 186170.08000000 0.023864810972 Long EC CORP US N 3 N N N RR 17 Ltd. 549300H1BYT42IUZDL59 74980QAE1 500000.00000000 PA USD 500889.65000000 0.064208152112 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.21358920 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 N/A 2990.00000000 NS 45133.30000000 0.005785557341 Long EC CORP DE N 2 N N N Veritas, Inc. N/A N/A 118.18000000 NS USD 2718.14000000 0.000348433525 Long EC CORP US N 2 N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327V2C7 250000.00000000 PA USD 238940.39000000 0.030629343023 Long DBT CORP US N 2 2032-08-08 Fixed 4.90000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAX8 55396.62950000 PA USD 55284.17000000 0.007086779287 Long LON CORP US N 2 2026-12-23 Variable 7.68940000 N N N N N N Viper Energy, Inc. 5299009LINL232255G03 92763MAB1 275000.00000000 PA USD 287423.68000000 0.036844329616 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513105 10968.00000000 NS USD 858575.04000000 0.110059205192 Long EC CORP US N 1 N N N Southern Copper Corp. 2549007U6NAP46Q9TU15 84265V105 142.00000000 NS USD 13271.32000000 0.001701226873 Long EC CORP US N 1 N N N N/A N/A N/A 58000.00000000 PA USD 208.36000000 0.000026709297 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. Y Payout of notional amount upon default event with regard to the reference instrument 2029-06-20 545.48000000 USD 0.00000000 USD 58000.00000000 USD 208.36000000 N N N Tenneco, Inc. 549300U0EXXFAQFAD785 88037HAP9 200000.00000000 PA USD 194350.00000000 0.024913380348 Long LON CORP US N 2 2028-11-17 Variable 9.42185594 N N N N N N Canadian National Railway Co. 3SU7BEP7TH9YEQOZCS77 136375DC3 61000.00000000 PA USD 56969.99000000 0.007302881550 Long DBT CORP CA N 2 2032-08-05 Fixed 3.85000000 N N N N N N FedEx Corp. 549300E707U7WNPZN687 31428XCD6 105000.00000000 PA USD 90841.82000000 0.011644851109 Long DBT CORP US N 2 2031-05-15 Fixed 2.40000000 N N N N N N Hub International Ltd. N/A 44332EAZ9 906091.32400000 PA USD 901597.11000000 0.115574127720 Long LON CORP US N 2 2030-06-20 Variable 6.78689000 N N N N N N Ford Motor Credit Co. 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Morgan 7H6GLXDRUGQFU57RNE97 Markit CDX North American Investment Grade Index Series 43-V1 2I65BYEG6 Y Payout of notional amount upon default event with regard to the reference instrument 2029-12-20 0.00000000 USD 2358.34000000 USD 62000.00000000 USD -977.40000000 N N N Bain Capital Specialty Finance, Inc. 549300V2JL72R0EYBK64 05684BAD9 245000.00000000 PA USD 240790.37000000 0.030866488665 Long DBT CORP US N 2 2030-03-15 Fixed 5.95000000 N N N N N N VICI Properties, Inc. 254900RKH6RY9KCJQH63 925652109 13011.00000000 NS USD 424418.82000000 0.054405492614 Long EC CORP US N 1 N N N Birch Grove CLO 9 Ltd. 254900VS6E4BD1HWHW18 09077WAE8 1000000.00000000 PA USD 996357.90000000 0.127721344614 Long ABS-CBDO CORP KY N 2 2037-10-22 Floating 6.53533920 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAL5 683000.00000000 PA USD 655971.29000000 0.084087791332 Long DBT CORP US N 2 2026-09-20 Fixed 1.95000000 N N N N N N PRKCM Trust N/A 69377TAA4 744960.24940000 PA USD 742136.25000000 0.095133124088 Long ABS-MBS CORP US N 2 2057-08-25 Variable 5.33499840 N N N N N N PNC Financial Services Group, Inc. 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N/A 74839XAK5 163984.36710000 PA USD 162252.69000000 0.020798883347 Long LON CORP US N 2 2029-03-19 Variable 6.57492000 N N N N N N N/A N/A N/A 20000.00000000 PA USD -55.83000000 -0.00000715674 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Teva Pharmaceutical Finance Netherlands III BV Teva Pharmaceutical Finance Netherlands III BV Y Payout of notional amount upon default event with regard to the reference instrument 2030-06-20 0.00000000 USD 127.88000000 USD 20000.00000000 USD -55.83000000 N N N Pinnacle West Capital Corp. 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N/A 30225T102 1398.00000000 NS USD 207589.02000000 0.026610466742 Long EC CORP US N 1 N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CX6 22000.00000000 PA USD 25132.69000000 0.003221714767 Long DBT CORP US N 2 2030-04-22 Fixed 9.62500000 N N N N N N Apollo Debt Solutions BDC 549300UMUGX092P8DW87 03770DAE3 225000.00000000 PA USD 227978.80000000 0.029224196325 Long DBT CORP US N 2 2032-03-15 Fixed 6.55000000 N N N N N N CIM Trust N/A 12570HAA5 281096.18000000 PA USD 283548.27000000 0.036347547711 Long ABS-MBS CORP US N 2 2067-12-25 Variable 6.63900120 N N N N N N Core & Main LP N/A 40416VAG0 263475.61430000 PA USD 262816.93000000 0.033690034160 Long LON CORP US N 2 2028-07-27 Variable 6.27042000 N N N N N N Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 61779M540 2891.00000000 NS USD 120694.71000000 0.015471639908 Long SN CORP GB N 2 2025-04-14 Fixed 38.91000000 N Y N N N N Gulfside Supply, Inc. 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AT&T, Inc. Y Payout of notional amount upon default event with regard to the reference instrument 2029-06-20 529.35000000 USD 0.00000000 USD 39000.00000000 USD 107.49000000 N N N Humana, Inc. 529900YLDW34GJAO4J06 444859BV3 149000.00000000 PA USD 152335.96000000 0.019527675390 Long DBT CORP US N 2 2033-03-01 Fixed 5.87500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 43.00000000 NS USD 199955.92000000 0.025631993248 Long SN CORP FR N 2 2025-05-01 Fixed 12.90000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109AU8 136000.00000000 PA USD 133069.17000000 0.017057899896 Long DBT CORP US N 2 2028-01-15 Fixed 3.65000000 N N N N N N N/A N/A N/A 20000.00000000 PA USD -315.29000000 -0.00004041646 N/A DCR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Markit CDX North American Investment Grade Index Series 43-V1 2I65BYEG6 Y Payout of notional amount upon default event with regard to the reference instrument 2029-12-20 0.00000000 USD 760.75000000 USD 20000.00000000 USD -315.29000000 N N N Mizuho Markets Cayman LP 549300KHUXLS6Q30KT26 60700V827 752.00000000 NS USD 109872.37000000 0.014084343419 Long SN CORP KY N 2 2025-05-07 Fixed 17.72000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 N/A 1013.00000000 NS USD 306610.97000000 0.039303914147 Long SN CORP CA N 2 2025-05-02 Fixed 13.30000000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 632525CF6 499000.00000000 PA USD 506354.48000000 0.064908678936 Long DBT CORP AU N 2 2036-01-14 Variable 5.90200000 N N N N N N Jazz Financing Lux SARL N/A G5080AAJ1 356432.49450000 PA USD 356165.17000000 0.045656178786 Long LON CORP LU N 2 2028-05-05 Variable 6.57384000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAR0 601000.00000000 PA USD 612723.18000000 0.078543893139 Long DBT CORP US N 2 2034-02-01 Fixed 5.75000000 N N N N N N Sixth Street Specialty Lending, Inc. 549300TX61566GJWCN05 83012AAD1 612000.00000000 PA USD 606781.37000000 0.077782223098 Long DBT CORP US N 2 2030-08-15 Fixed 5.62500000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBM1 144000.00000000 PA USD 134012.71000000 0.017178850608 Long DBT CORP US N 2 2026-05-15 Variable 4.70000000 N N N N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334KY6 795000.00000000 PA USD 794060.14000000 0.101789155067 Long DBT CORP US N 2 2030-03-15 Fixed 4.55000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DZ5 47000.00000000 PA USD 49842.94000000 0.006389277704 Long DBT CORP US N 2 2027-07-15 Fixed 8.50000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAN1 154000.00000000 PA USD 135526.32000000 0.017372877578 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N Silver Point CLO 1 Ltd. 549300UJUGKIKZF7CD63 828085AS9 2000000.00000000 PA USD 1994674.40000000 0.255693758674 Long ABS-CBDO CORP JE N 2 2038-01-20 Floating 5.99316840 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072UAK8 371416.67770000 PA USD 348466.84000000 0.044669343574 Long LON CORP US N 2 2027-04-15 Variable 9.00000000 N N N N N N Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 61779M599 672.00000000 NS USD 369788.55000000 0.047402535604 Long SN CORP GB N 2 2025-04-15 Fixed 17.17000000 N Y N N N N UKG, Inc. 529900FKHWSTQ1GXK240 89841EAB1 796170.60840000 PA USD 794060.76000000 0.101789234544 Long LON CORP US N 2 2031-02-10 Variable 7.29984000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076BU2 447000.00000000 PA USD 395985.03000000 0.050760615717 Long DBT CORP US N 2 2031-05-24 Fixed 2.75000000 N N N N N N Taylor Wimpey plc 21380089BTRXTD8S3R66 N/A 512370.00000000 NS 719876.24000000 0.092279653053 Long EC CORP GB N 2 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MQ1 199000.00000000 PA USD 198933.96000000 0.025500990016 Long DBT CORP US N 2 2026-04-08 Variable 3.10600000 N N N N N N Truist Insurance Holdings LLC N/A 89788VAG7 499024.19000000 PA USD 495281.51000000 0.063489254634 Long LON CORP US N 2 2031-05-06 Variable 7.04917000 N N N N N N Monolithic Power Systems, Inc. 529900TB7O85LSZ1XU31 609839105 182.00000000 NS USD 105556.36000000 0.013531081784 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJZ3 312000.00000000 PA USD 288500.46000000 0.036982360126 Long DBT CORP US N 2 2029-06-14 Variable 2.08700000 N N N N N N Morgan Stanley & Co. International plc 4PQUHN3JPFGFNF3BB653 61779M607 2241.00000000 NS USD 253098.87000000 0.032444293357 Long SN CORP GB N 2 2025-04-17 Fixed 21.77000000 N N N N N N Charter Communications Operating LLC N/A 161175CQ5 688000.00000000 PA USD 710394.46000000 0.091064200562 Long DBT CORP US N 2 2029-06-01 Fixed 6.10000000 N N N N N N Celestica, Inc. N/A C2348CAJ6 275595.61650000 PA USD 275251.12000000 0.035283950830 Long LON CORP CA N 2 2031-06-20 Variable 6.07163000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GBA4 255000.00000000 PA USD 246619.56000000 0.031613722148 Long DBT CORP US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 2685.00000000 NS 64002.80000000 0.008204404938 Long EC CORP DE N 2 N N N HIH Trust N/A 40444VAA9 770000.00000000 PA USD 773370.83000000 0.099137029267 Long ABS-MBS CORP US N 2 2041-10-15 Floating 6.16118040 N N N N N N Pacific Gas & Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JF5 228000.00000000 PA USD 213867.70000000 0.027415319548 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444U700 637.00000000 NS USD 519377.95000000 0.066578134360 Long EC CORP US N 1 N N N Charter Communications Operating LLC N/A 16117LCE7 147918.43710000 PA USD 147326.76000000 0.018885554964 Long LON CORP US N 2 2031-12-15 Variable 6.56044000 N N N N N N DK Crown Holdings, Inc. N/A 23326SAB3 167000.00000000 PA USD 165852.71000000 0.021260363499 Long LON CORP US N 2 2032-03-04 Variable 6.07471000 N N N N N N TransUnion LLC N/A 89334GBF0 218960.18250000 PA USD 218193.82000000 0.027969877166 Long LON CORP US N 2 2031-06-24 Variable 6.07492000 N N N N N N Reworld Holding Corp. N/A 22282GAL1 27323.52000000 PA USD 27246.74000000 0.003492711072 Long LON CORP US N 2 2028-11-30 Variable 6.81406000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 1093.00000000 NS USD 274876.06000000 0.035235872557 Long SN CORP CA N 2 2025-04-30 Fixed 9.25000000 N N N N N N BOCA Commercial Mortgage Trust N/A 096817AA9 520000.00000000 PA USD 522260.86000000 0.066947689458 Long ABS-MBS CORP US N 2 2041-08-15 Floating 6.23985840 N N N N N N Speedster Bidco GmbH N/A D8000HAB7 416000.00000000 PA USD 414960.00000000 0.053192983325 Long LON CORP DE N 2 2031-11-13 Variable 7.90450000 N N N N N N Cintas Corp. N/A 172908105 120.00000000 NS USD 24663.60000000 0.003161582956 Long EC CORP US N 1 N N N Cobham Ultra SeniorCo SARL N/A L1802PAC3 256019.06620000 PA USD 254846.50000000 0.032668318934 Long LON CORP US N 2 2029-08-03 Variable 8.42657000 N N N N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 26875PAU5 15000.00000000 PA USD 14838.79000000 0.001902158061 Long DBT CORP US N 2 2030-04-15 Fixed 4.37500000 N N N N N N GFL Environmental Services, Inc. N/A 36257SAB8 513000.00000000 PA USD 507357.00000000 0.065037190190 Long LON CORP CA N 2 2032-03-03 Variable 6.81851000 N N N N N N Symphony CLO XXVIII Ltd. 54930054F3QGDZOYIH14 87168BAC4 1000000.00000000 PA USD 1000035.20000000 0.128192731152 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 5.69194920 N N N N N N Hensoldt AG 894500686FYLLZD3M624 N/A 489.00000000 NS 32821.24000000 0.004207296298 Long EC CORP DE N 2 N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587EA1 349000.00000000 PA USD 337772.55000000 0.043298461586 Long DBT CORP US N 2 2035-03-15 Fixed 4.85000000 N N N N N N Linde plc 5299003QR1WT0EF88V51 N/A 64.00000000 NS USD 29800.96000000 0.003820131984 Long EC CORP IE N 1 N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAQ4 50000.00000000 PA USD 49518.10000000 0.006347637043 Long DBT CORP US N 2 2033-01-15 Fixed 6.25000000 N N N N N N N/A N/A N/A 270.00000000 NC USD 366607.35000000 0.046994743241 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 5-Year Note 2025-06-30 29233828.26000000 USD 366607.35000000 N N N AlixPartners LLP 5493005G2MHUFTGARL57 01642PBB1 277178.02480000 PA USD 276870.36000000 0.035491518322 Long LON CORP US N 2 2028-02-04 Variable 6.93940000 N N N N N N 2025-03-31 BlackRock Funds II Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX