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Y Payout of notional amount upon default event with regard to the reference instrument 2029-06-20 495.14000000 USD 0.00000000 USD 61000.00000000 USD 530.79000000 N N N Essex Property Trust, Inc. 549300TR2H2VEFX0NC60 297178105 873.00000000 NS USD 247408.20000000 0.030976845957 Long EC CORP US N 1 N N N Brown Group Holding LLC 25490094PF4HHK9QS109 11565HAD8 406950.98000000 PA USD 407366.06000000 0.051004435944 Long LON CORP US N 2 2031-07-01 Variable 6.92520186 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A 2965.00000000 NS USD 300405.04000000 0.037612337218 Long SN CORP GB N 2 2025-07-30 Fixed 13.86000000 N N N N N N Indutrade AB 549300FISLQ6CEFP1867 N/A 798.00000000 NS 21789.49000000 0.002728162103 Long EC CORP SE N 2 N N N Sparta US HoldCo LLC N/A 84673EAE9 251033.05160000 PA USD 248156.21000000 0.031070500858 Long LON CORP US N 2 2030-08-02 Variable 7.32413000 N N N N N N Pacific Gas & Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KB2 685000.00000000 PA USD 668485.43000000 0.083697994610 Long DBT CORP US N 2 2029-03-01 Fixed 4.20000000 N N N N N N Mizuho Markets Cayman LP 549300KHUXLS6Q30KT26 N/A 5846.00000000 NS USD 156490.38000000 0.019593442719 Long SN CORP KY N 2 2025-07-25 Fixed 21.27000000 N Y N N N N GSAT Trust N/A 36271XAA1 871000.00000000 PA USD 871272.19000000 0.109087994726 Long ABS-MBS CORP US N 2 2030-07-15 Floating 5.82000000 N N N N N N Magna International, Inc. 95RWVLFZX6VGDZNNTN43 559222401 1415.00000000 NS 54698.44000000 0.006848540792 Long EC CORP CA N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CC6 200000.00000000 PA USD 193662.75000000 0.024247624672 Long DBT CORP JP N 2 2028-01-19 Variable 2.34100000 N N N N N N Nouryon Finance BV N/A N8232NAL1 207994.15370000 PA USD 208774.14000000 0.026139652504 Long LON CORP NL N 2 2028-04-03 Variable 7.50972000 N N N N N N Pembina Pipeline Corp. 5493002W3L9YICM6FU21 706327103 3016.00000000 NS 113242.58000000 0.014178584042 Long EC CORP CA N 1 N N N Aretec Group, Inc. N/A 04009DAH7 74958.85710000 PA USD 75060.05000000 0.009397924589 Long LON CORP US N 2 2030-08-09 Variable 7.82681000 N N N N N N Keppel DC REIT 254900L7YDIFLO15BD60 N/A 76200.00000000 NS 139679.88000000 0.017488677118 Long EC CORP SG N 2 N N N N/A N/A N/A 35000.00000000 PA USD 148.97000000 0.000018651850 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 4202.84000000 USD 0.00000000 USD 35000.00000000 USD 148.97000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 1435.00000000 NS USD 133934.58000000 0.016769334456 Long SN CORP CA N 2 2025-08-06 Fixed 20.33000000 N N N N N N Learning Care Group US No. 2, Inc. 5493000VMN44LK8QID23 52200MAL4 15721.00000000 PA USD 15685.63000000 0.001963925788 Long LON CORP US N 2 2028-08-11 Variable 8.28665608 N N N N N N AssuredPartners, Inc. 549300HNDSDQWQ3L2P80 04621HAW3 781024.80040000 PA USD 782836.78000000 0.098015402658 Long LON CORP US N 2 2031-02-14 Variable 7.82681000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BR5 281000.00000000 PA USD 291009.62000000 0.036435979773 Long DBT CORP US N 2 2029-06-12 Variable 5.58200000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAG0 455000.00000000 PA USD 459265.22000000 0.057502491726 Long DBT CORP US N 2 2027-06-30 Fixed 5.12500000 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61690U8E3 298000.00000000 PA USD 301569.64000000 0.037758151442 Long DBT CORP US N 2 2028-07-14 Variable 4.96800000 N N N N N N Cushman & Wakefield US Borrower LLC N/A 23340DAU6 39795.00000000 PA USD 39944.23000000 0.005001233829 Long LON CORP US N 2 2030-01-31 Variable 7.57681000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 N/A 3646.00000000 NS 79911.89000000 0.010005401222 Long EC CORP NL N 2 N N N Cloud Software Group, Inc. N/A 88632NBE9 495689.13980000 PA USD 496422.76000000 0.062154816883 Long LON CORP US N 2 2031-03-21 Variable 8.04561000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A 1425.00000000 NS USD 288124.49000000 0.036074745878 Long SN CORP GB N 2 2025-07-23 Fixed 19.39000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3W1 716000.00000000 PA USD 733300.72000000 0.091813219788 Long DBT CORP US N 2 2031-04-23 Variable 5.15000000 N N N N N N BDS LLC N/A 072921AA7 1000000.00000000 PA USD 995571.70000000 0.124650966260 Long ABS-CBDO CORP US N 2 2042-10-21 Floating 5.59944000 N N N N N N Wienerberger AG 529900VXIFBHO0SW2I31 N/A 361.00000000 NS 13491.30000000 0.001689183793 Long EC CORP AT N 2 N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 68902VAK3 53000.00000000 PA USD 48890.32000000 0.006121332726 Long DBT CORP US N 2 2030-02-15 Fixed 2.56500000 N N N N N N CNT Holdings I Corp. N/A 12656AAF6 252864.47660000 PA USD 253365.15000000 0.031722688345 Long LON CORP US N 2 2032-11-08 Variable 6.77965000 N N N N N N Mitchell International, Inc. N/A 60662WAW2 418924.92480000 PA USD 418254.64000000 0.052367745104 Long LON CORP US N 2 2031-06-17 Variable 7.57681000 N N N N N N Tokyu Fudosan Holdings Corp. N/A N/A 9100.00000000 NS 65030.66000000 0.008142190668 Long EC CORP JP N 2 N N N N/A N/A N/A 92000.00000000 PA USD 206.54000000 0.000025859926 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 11232.50000000 USD 0.00000000 USD 92000.00000000 USD 206.54000000 N N N Northrop Grumman Corp. 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N/A 02474RAJ2 300845.58240000 PA USD 301772.19000000 0.037783511799 Long LON CORP US N 2 2031-01-31 Variable 6.07681000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AS7 700000.00000000 PA USD 701390.07000000 0.087817833663 Long DBT CORP CH N 2 2027-08-05 Variable 4.70300000 N N N N N N Magenta Security Holdings LLC N/A 55909UAF6 16823.79520000 PA USD 7747.36000000 0.000970011411 Long LON CORP US N 2 2028-07-27 Variable 11.53965000 N N Y N N N GS Mortgage Securities Corp. 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Y Receipt of notional amount upon default event with regard to the reference instrument 2030-06-20 0.00000000 USD 4836.41000000 USD 27000.00000000 USD -143.52000000 N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBP9 458000.00000000 PA USD 460182.64000000 0.057617357677 Long DBT CORP US N 2 2027-04-02 Fixed 4.70000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 1247.00000000 NS USD 218584.15000000 0.027367918861 Long SN CORP CA N 2 2025-07-28 Fixed 16.81000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFD2 5000.00000000 PA USD 5098.00000000 0.000638297197 Long DBT CORP US N 2 2029-04-20 Variable 5.16400000 N N N N N N New Fortress Energy, Inc. N/A 64439HAC3 48200.00000000 PA USD 25921.00000000 0.003245449520 Long LON CORP US N 2 2028-10-30 Variable 9.80749000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BT1 103000.00000000 PA USD 105883.34000000 0.013257167356 Long DBT CORP US N 2 2027-10-20 Variable 6.61500000 N N N N N N BlackRock Funds V HL39Z4R4T63SVF6N1P81 09260B689 6293830.01300000 NS USD 49847133.70000000 6.241130981342 Long RF US N 1 N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAN5 270000.00000000 PA USD 276406.31000000 0.034607566307 Long DBT CORP US N 2 2028-03-30 Fixed 5.25000000 N N N N N N WhiteWater Matterhorn Holdings, LLC N/A N/A 46000.00000000 PA USD 45932.84000000 0.005751040220 Long LON CORP US N 2 2032-06-16 Variable 6.56847000 N N N N N N Sanofi SA 549300E9PC51EN656011 N/A 12233.00000000 NS 1184322.16000000 0.148283545632 Long EC CORP FR N 2 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEU6 131000.00000000 PA USD 132759.14000000 0.016622163005 Long DBT CORP US N 2 2029-01-24 Variable 4.91500000 N N N N N N Goldman Sachs Group, Inc. 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QG7T915N9S0NY5UKNE63 871607AC1 475000.00000000 PA USD 481588.20000000 0.060297449665 Long DBT CORP US N 2 2030-04-01 Fixed 4.85000000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 09261XAG7 108000.00000000 PA USD 100504.00000000 0.012583644867 Long DBT CORP US N 2 2028-09-30 Fixed 2.85000000 N N N N N N Dynasty Acquisition Co., Inc. N/A 26812CAP1 203238.25110000 PA USD 203266.70000000 0.025450091202 Long LON CORP US N 2 2031-10-31 Variable 6.32681000 N N N N N N LKQ Corp. DS830JTTZQN6GK0I2E41 501889208 4234.00000000 NS USD 156700.34000000 0.019619730848 Long EC CORP US N 1 N N N Prologis LP GL16H1DHB0QSHP25F723 74340XCJ8 73000.00000000 PA USD 73185.45000000 0.009163214521 Long DBT CORP US N 2 2034-03-15 Fixed 5.00000000 N N N N N N N/A N/A N/A 59000.00000000 PA USD -481.37000000 -0.00006027012 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 PulteGroup, Inc. PulteGroup, Inc. Y Receipt of notional amount upon default event with regard to the reference instrument 2030-06-20 0.00000000 USD 10671.17000000 USD 59000.00000000 USD -481.37000000 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEX0 225000.00000000 PA USD 233177.24000000 0.029195052727 Long DBT CORP US N 2 2036-04-22 Variable 5.57200000 N N N N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 40428HR95 1068000.00000000 PA USD 1076424.04000000 0.134774116913 Long DBT CORP US N 2 2028-06-03 Fixed 4.65000000 N N N N N N Dayforce, Inc. N/A 23958CAD9 430735.31300000 PA USD 430735.31000000 0.053930392551 Long LON CORP US N 3 2031-03-01 Variable 6.27965000 N N N N N N Amynta Agency Borrower, Inc. N/A 57810JAL2 386515.51550000 PA USD 386376.37000000 0.048376413130 Long LON CORP US N 2 2031-12-29 Variable 7.32681000 N N N N N N Genuine Parts Co. 549300D46DQVEU651W04 372460105 201.00000000 NS USD 24383.31000000 0.003052922408 Long EC CORP US N 1 N N N Delta 2 (Lux) SARL N/A L2465BAW6 370855.33000000 PA USD 370948.04000000 0.046444702695 Long LON CORP LU N 2 2031-09-30 Variable 6.29561000 N N N N N N Simon Property Group, Inc. 529900GQL5X8H7AO3T64 828806109 1820.00000000 NS USD 292583.20000000 0.036633000507 Long EC CORP US N 1 N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DCE3 303000.00000000 PA USD 299324.04000000 0.037476990166 Long DBT CORP US N 2 2028-03-01 Fixed 4.12500000 N N N N N N Chobani LLC N/A 17026YAK5 551071.66740000 PA USD 552333.62000000 0.069155159222 Long LON CORP US N 2 2027-10-25 Variable 6.82681000 N N N N N N AppLovin Corp. 549300LLVXMUAOL3SQ07 03831WAD0 720000.00000000 PA USD 731012.80000000 0.091526759819 Long DBT CORP US N 2 2034-12-01 Fixed 5.50000000 N N N N N N CIFC Funding Ltd. 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International 4PQUHN3JPFGFNF3BB653 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 173.64000000 USD 20000.00000000 USD 246.26000000 N N N AIMCO CLO N/A 00900LBC7 1000000.00000000 PA USD 1000000.00000000 0.125205413392 Long ABS-CBDO CORP KY N 2 2034-10-17 Floating 6.07979160 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAS6 410000.00000000 PA USD 416416.26000000 0.052137569976 Long DBT CORP US N 2 2034-02-01 Fixed 5.40000000 N N N N N N Penn Entertainment, Inc. N/A 70757DAZ2 217090.46400000 PA USD 217214.21000000 0.027196394957 Long LON CORP US N 2 2029-05-03 Variable 6.82681000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A 860.00000000 NS USD 105371.24000000 0.013193049663 Long SN CORP GB N 2 2025-07-23 Fixed 15.87000000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A 675.00000000 NS USD 688532.35000000 0.086207977515 Long SN CORP GB N 2 2025-07-25 Fixed 13.57000000 N Y N N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189TBH9 182000.00000000 PA USD 190484.89000000 0.023849739397 Long DBT CORP US N 2 2055-02-15 Variable 7.00000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271109 3873.00000000 NS USD 281295.99000000 0.035219780713 Long EC CORP US N 1 N N N Ohio Power Co. 06ZODLC132CY1O2Y7D77 677415CV1 177000.00000000 PA USD 176187.11000000 0.022059579941 Long DBT CORP US N 2 2033-06-01 Fixed 5.00000000 N N N N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 17275R102 1879.00000000 NS USD 130365.02000000 0.016322406221 Long EC CORP US N 1 N N N Entegris, Inc. N/A 29362LAM6 179341.19460000 PA USD 180187.69000000 0.022560474214 Long LON CORP US N 2 2029-07-06 Variable 6.04920000 N N N N N N Naked Juice LLC N/A 62984CAM5 149421.05720000 PA USD 118540.21000000 0.014841875996 Long LON CORP US N 2 2029-01-24 Variable 7.64561000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397B36 225000.00000000 PA USD 205413.57000000 0.025718890948 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N J.P. 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(The) 784F5XWPLTWKTBV3E584 38141GZU1 390000.00000000 PA USD 390518.10000000 0.048894980147 Long DBT CORP US N 2 2028-08-23 Variable 4.48200000 N N N N N N Nexans SA 96950015FU78G84UIV14 N/A 146.00000000 NS 19105.43000000 0.002392103261 Long EC CORP FR N 2 N N N Sekisui Chemical Co. Ltd. 529900KQIVT7NWFNMI70 N/A 1900.00000000 NS 34410.30000000 0.004308355836 Long EC CORP JP N 2 N N N Kaseya, Inc. 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LP 549300ZX07JYMI8GHQ39 709599BU7 275000.00000000 PA USD 277319.38000000 0.034721887614 Long DBT CORP US N 2 2026-05-24 Fixed 5.75000000 N N N N N N N/A N/A N/A 183000.00000000 PA USD 1673.03000000 0.000209472412 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 1404.76000000 USD 0.00000000 USD 183000.00000000 USD 1673.03000000 N N N GLP Capital LP 2549005PXW31DRW8EC44 361841AK5 165000.00000000 PA USD 169074.84000000 0.021169085236 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N Vonovia SE 5299005A2ZEP6AP7KM81 N/A 5053.00000000 NS 179145.96000000 0.022430043979 Long EC CORP DE N 2 N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 036752AT0 229000.00000000 PA USD 219863.96000000 0.027528158001 Long DBT CORP US N 2 2032-05-15 Fixed 4.10000000 N N N N N N J.P. 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N/A 00217GAB9 185000.00000000 PA USD 165578.50000000 0.020731324541 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 126299.92000000 0.015813433695 Long LON CORP US N 2 2027-01-29 Variable 5.98353000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2V4 142000.00000000 PA USD 140029.64000000 0.017532468963 Long DBT CORP US N 2 2028-03-24 Variable 3.52600000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DT3 643000.00000000 PA USD 641444.44000000 0.080312316278 Long DBT CORP US N 2 2030-04-30 Fixed 4.37500000 N N N N N N Citigroup Global Markets Holdings, Inc. 82VOJDD5PTRDMVVMGV31 N/A 3315.00000000 NS USD 561432.62000000 0.070294403279 Long SN CORP US N 2 2025-07-25 Fixed 10.64000000 N Y N N N N Waystar Technologies, Inc. N/A 63939WAM5 86203.59860000 PA USD 86365.66000000 0.010813448163 Long LON CORP US N 2 2029-10-22 Variable 6.57681000 N N N N N N N/A N/A N/A 110000.00000000 PA USD 473.92000000 0.000059337349 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Kinder Morgan, Inc. Kinder Morgan, Inc. 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N/A C4900AAM9 165850.34500000 PA USD 164813.78000000 0.020635577457 Long LON CORP CA N 2 2030-03-15 Variable 7.02965000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAV8 1534000.00000000 PA USD 1527519.92000000 0.191253763048 Long DBT CORP US N 2 2029-07-23 Variable 4.20300000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83371F640 493.00000000 NS USD 139433.21000000 0.017457792698 Long SN CORP FR N 2 2025-07-31 Fixed 22.41000000 N N N N N N CoreLogic, Inc. 54930086CD8K2UIL0516 21870FBA6 343468.50930000 PA USD 339498.01000000 0.042506988688 Long LON CORP US N 2 2028-06-02 Variable 7.94129000 N N N N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 084659BD2 146000.00000000 PA USD 124353.68000000 0.015569753911 Long DBT CORP US N 2 2031-05-15 Fixed 1.65000000 N N N N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 98919XAB7 827886.28000000 PA USD 785829.66000000 0.098390127436 Long LON CORP US N 2 2027-03-09 Variable 7.43610000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAM2 402000.00000000 PA USD 402558.13000000 0.050402457081 Long DBT CORP US N 2 2026-08-10 Variable 5.79800000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PR6 217000.00000000 PA USD 218597.99000000 0.027369651704 Long DBT CORP US N 2 2030-02-15 Variable 6.75000000 N N N N N N Vale Overseas Ltd. 254900BA3U6G5DNV5V04 91911TAQ6 390000.00000000 PA USD 368097.60000000 0.046087812176 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884L109 303.00000000 NS USD 17670.96000000 0.002212499851 Long EC CORP US N 1 N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CD5 644000.00000000 PA USD 613020.91000000 0.076753536454 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAG6 313000.00000000 PA USD 309649.64000000 0.038769811183 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAG7 197000.00000000 PA USD 190558.36000000 0.023858938239 Long DBT CORP US N 2 2027-01-15 Fixed 2.15000000 N N N N N N New Mountain CLO 2 Ltd. N/A 64754LAL1 1000000.00000000 PA USD 1002992.60000000 0.125580103112 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.61610080 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HM8 414000.00000000 PA USD 356320.51000000 0.044613256754 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N N N/A N/A N/A 17000.00000000 PA USD -55.30000000 -0.00000692385 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Lennar Corp. Lennar Corp. 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N/A 83012QAS3 750000.00000000 PA USD 750000.00000000 0.093904060044 Long ABS-CBDO CORP KY N 2 2038-07-17 Floating 0.00000000 N N N N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 26078JAD2 794000.00000000 PA USD 806053.41000000 0.100922250415 Long DBT CORP US N 2 2028-11-15 Fixed 4.72500000 N N N N N N Morgan Stanley Finance LLC 5493003FCPSE9RKT4B56 61779N571 2032.00000000 NS USD 182213.20000000 0.022814079031 Long SN CORP US N 2 2025-07-29 Fixed 15.35000000 N N N N N N N/A N/A N/A 20000.00000000 PA USD 230.13000000 0.000028813521 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 182.51000000 USD 20000.00000000 USD 230.13000000 N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YBC6 335000.00000000 PA USD 339401.86000000 0.042494950187 Long DBT CORP GB N 2 2028-11-26 Variable 5.08700000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMT3 876000.00000000 PA USD 881559.21000000 0.110375985318 Long DBT CORP US N 2 2029-05-09 Variable 4.62300000 N N N N N N Halliburton Co. 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Ford Motor Co. Y Payout of notional amount upon default event with regard to the reference instrument 2029-06-20 7004.84000000 USD 0.00000000 USD 58028.00000000 USD 210.21000000 N N N N/A N/A N/A 138000.00000000 PA USD 1650.03000000 0.000206592688 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Boeing Co. (The) Boeing Co. (The) Y Payout of notional amount upon default event with regard to the reference instrument 2030-06-20 0.00000000 USD 0.00000000 USD 138000.00000000 USD 1650.03000000 N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284V101 2776.00000000 NS USD 284734.32000000 0.035650278242 Long EC CORP US N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAT3 43000.00000000 PA USD 45327.64000000 0.005675265904 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N Bridgestone Corp. 549300DHPOF90OYYD780 N/A 3000.00000000 NS 122676.59000000 0.015359773164 Long EC CORP JP N 2 N N N Wellness Pet LLC N/A N/A 11844.59000000 PA USD 6514.52000000 0.000815653169 Long LON CORP US N 2 2029-12-31 Variable 8.33269000 N N N N N N Fender Musical Instruments Corp. N/A 31446UAN0 9737.09920000 PA USD 8714.70000000 0.001091127616 Long LON CORP US N 2 2028-12-01 Variable 8.42681000 N N N N N N Canyon CLO Ltd. N/A 13877PAC1 450000.00000000 PA USD 450770.72000000 0.056438934342 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.21771120 N N N N N N LBA Trust N/A 50177BAA5 1220000.00000000 PA USD 1220760.55000000 0.152845829316 Long ABS-MBS CORP US N 2 2039-06-15 Floating 5.90285880 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466L302 4069.00000000 NS USD 1109575.61000000 0.138924872940 Long EC CORP US N 1 N N N N/A N/A N/A 48000.00000000 PA USD -392.18000000 -0.00004910305 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 PulteGroup, Inc. PulteGroup, Inc. Y Receipt of notional amount upon default event with regard to the reference instrument 2030-06-20 0.00000000 USD 8681.07000000 USD 48000.00000000 USD -392.18000000 N N N N/A N/A N/A 43000.00000000 PA USD -236.34000000 -0.00002959104 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Toll Brothers Finance Corp. Toll Brothers Finance Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2030-06-20 18.94000000 USD 0.00000000 USD 43000.00000000 USD -236.34000000 N N N Aimbridge Acquisition Co., Inc. N/A N/A 36089.40000000 PA USD 35773.62000000 0.004479050880 Long LON CORP US N 2 2030-03-11 Variable 9.92888000 N N N N N N DR Horton, Inc. 529900ZIUEYVSB8QDD25 23331ABU2 186000.00000000 PA USD 189395.42000000 0.023713331855 Long DBT CORP US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Garmin Ltd. 2549001E0HIPIJQ0W046 N/A 232.00000000 NS USD 48423.04000000 0.006062826740 Long EC CORP CH N 1 N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CX6 22000.00000000 PA USD 25300.03000000 0.003167700714 Long DBT CORP US N 2 2030-04-22 Fixed 9.62500000 N N N N N N CIM Trust N/A 12570HAA5 262903.93000000 PA USD 264669.25000000 0.033138022858 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 262705.57470000 PA USD 262542.70000000 0.032871767286 Long LON CORP US N 2 2028-07-27 Variable 6.27042000 N N N N N N Gulfside Supply, Inc. N/A 40273UAE9 50320.00000000 PA USD 50382.90000000 0.006308211822 Long LON CORP US N 2 2031-06-17 Variable 7.29561000 N N N N N N Embraer Netherlands Finance BV 724500PBR8LR26XBSP67 29082HAE2 18000.00000000 PA USD 18486.90000000 0.002314659956 Long DBT CORP NL N 2 2035-02-11 Fixed 5.98000000 N N N N N N Hearthside Bank Corp. 2549001XVX1R2ITF6935 N/A 737.00000000 NS USD 14076.70000000 0.001762479042 Long EC CORP US N 2 N N N Morgan Stanley Finance LLC 5493003FCPSE9RKT4B56 61779N480 1778.00000000 NS USD 476671.73000000 0.059681881007 Long SN CORP US N 2 2025-07-16 Fixed 11.72000000 N N N N N N Met Tower Global Funding 635400OFJCY9IOGBGY57 58989V2H6 758000.00000000 PA USD 780207.35000000 0.097686183788 Long DBT CORP US N 2 2029-04-12 Fixed 5.25000000 N N N N N N Glencore Canada Corp. 549300ED6C93BGYAS129 655422AV5 73000.00000000 PA USD 75600.68000000 0.009465614392 Long DBT CORP CA N 2 2035-06-15 Fixed 6.20000000 N N N N N N RealTruck Group, Inc. 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Ltd. 549300MQ0F0TIIEK5592 N/A 13957.00000000 NS 49459.58000000 0.006192607160 Long EC CORP AU N 2 N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAQ4 50000.00000000 PA USD 51410.30000000 0.006436847864 Long DBT CORP US N 2 2033-01-15 Fixed 6.25000000 N N N N N N AlixPartners LLP 5493005G2MHUFTGARL57 01642PBB1 276456.07620000 PA USD 277390.50000000 0.034730792223 Long LON CORP US N 2 2028-02-04 Variable 6.94129000 N N N N N N 2025-06-30 BlackRock Funds II Chuck Pulsfort Chuck Pulsfort Assistant Treasurer