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(The) 784F5XWPLTWKTBV3E584 38141GYJ7 20000.00000000 PA USD 17849.97000000 0.002146310565 Long DBT CORP US N 2 2032-07-21 Variable 2.38300000 N N N N N N Calpine Corp., N/A 13134MBW2 127785.00000000 PA USD 127634.21000000 0.015346953157 Long LON CORP US N 2 2031-01-31 Variable 5.91340000 N N N N N N J.P. Morgan Structured Products BV XZYUUT6IYN31D9K77X08 N/A 682.00000000 NS USD 458791.17000000 0.055165825801 Long SN CORP NL N 2 2025-11-24 Fixed 9.89000000 N Y N N N N Jabil, Inc. 5493000CGCQY2OQU7669 466313103 1231.00000000 NS USD 267336.27000000 0.032144964998 Long EC CORP US N 1 N N N Solstice Advanced Materials Inc. 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(The) 5493008IUOJ5VWTRC333 460690BP4 303000.00000000 PA USD 305159.44000000 0.036692886893 Long DBT CORP US N 2 2028-10-01 Fixed 4.65000000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 C8000CAM5 652645.66880000 PA USD 652032.18000000 0.078401451489 Long LON CORP US N 2 2030-05-06 Variable 6.81599000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACQ6 24000.00000000 PA USD 21513.93000000 0.002586871309 Long DBT CORP US N 2 2032-03-15 Fixed 2.70000000 N N N N N N N/A N/A N/A 61000.00000000 PA USD 438.43000000 0.000052717564 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. 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N/A 04009DAH7 74770.51830000 PA USD 74758.56000000 0.008989095622 Long LON CORP US N 2 2030-08-09 Variable 7.66340000 N N N N N N Keppel DC REIT 254900L7YDIFLO15BD60 N/A 76200.00000000 NS 141296.19000000 0.016989692726 Long EC CORP SG N 2 N N N N/A N/A N/A 35000.00000000 PA USD 533.11000000 0.000064102047 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Ford Motor Co. Ford Motor Co. 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(The) CFGNEKW0P8842LEUIA51 693475BR5 281000.00000000 PA USD 291181.17000000 0.035012116080 Long DBT CORP US N 2 2029-06-12 Variable 5.58200000 N N N N N N PENN Commercial Mortgage Trust N/A 69382VAA2 241000.00000000 PA USD 245278.09000000 0.029492652148 Long ABS-MBS CORP US N 2 2042-08-10 Variable 5.52213360 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAG0 536000.00000000 PA USD 541849.00000000 0.065152839677 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 302405.43000000 0.036361740076 Long DBT CORP US N 2 2028-07-14 Variable 4.96800000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 N/A 5366.00000000 NS 140673.74000000 0.016914848286 Long EC CORP NL N 2 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3W1 1318000.00000000 PA USD 1359254.67000000 0.163439079145 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 1001857.60000000 0.120465051320 Long ABS-CBDO CORP US N 2 2042-10-21 Floating 5.41545120 N N N N N N Wienerberger AG 529900VXIFBHO0SW2I31 N/A 526.00000000 NS 17028.90000000 0.002047583720 Long EC CORP AT N 2 N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 68902VAK3 73000.00000000 PA USD 67966.72000000 0.008172433300 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 252232.31540000 PA USD 252012.87000000 0.030302453480 Long LON CORP US N 2 2032-11-08 Variable 6.55790000 N N N N N N Mitchell International, Inc. N/A 60662WAW2 416819.77440000 PA USD 416198.71000000 0.050044436414 Long LON CORP US N 2 2031-06-17 Variable 7.41340000 N N N N N N Tokyu Fudosan Holdings Corp. 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N/A 02474RAJ2 300083.94800000 PA USD 300603.09000000 0.036145023667 Long LON CORP US N 2 2031-01-31 Variable 5.91340000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AS7 700000.00000000 PA USD 702326.60000000 0.084448937566 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 7284.70000000 0.000875924641 Long LON CORP US N 2 2028-07-27 Variable 11.56791000 N N Y N N N GS Mortgage Securities Corp. 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N/A 18449EAH3 131262.73120000 PA USD 131262.73000000 0.015783252535 Long LON CORP US N 2 2028-10-10 Variable 5.91340000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748AK8 21000.00000000 PA USD 22708.05000000 0.002730454316 Long DBT CORP US N 2 2033-08-01 Fixed 5.87500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAR3 110000.00000000 PA USD 113817.44000000 0.013685601377 Long DBT CORP US N 2 2030-01-24 Variable 5.43500000 N N N N N N US Foods, Inc. 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AR5L2ODV9HN37376R084 57636Q104 920.00000000 NS USD 523305.20000000 0.062923101820 Long EC CORP US N 1 N N N Zelis Cost Management Buyer, Inc. N/A 98932TAG8 207673.24420000 PA USD 207066.84000000 0.024898066858 Long LON CORP US N 2 2029-09-28 Variable 7.06599000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076CB3 482000.00000000 PA USD 496746.80000000 0.059729674911 Long DBT CORP US N 2 2032-08-15 Fixed 5.20000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXG4 684000.00000000 PA USD 640688.10000000 0.077037420135 Long DBT CORP US N 2 2030-02-07 Fixed 2.60000000 N N N N N N Mill City Mortgage Loan Trust N/A 59980DAA9 107937.23000000 PA USD 108026.69000000 0.012989311809 Long ABS-MBS CORP US N 2 2067-10-25 Variable 6.05000160 N N N N N N Expand Energy Corp. 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N/A 03835VAG1 198000.00000000 PA USD 198335.22000000 0.023848162109 Long DBT CORP JE N 2 2029-03-15 Fixed 4.35000000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAY0 508000.00000000 PA USD 520246.08000000 0.062555268060 Long DBT CORP US N 2 2031-07-08 Variable 5.17900000 N N N N N N Rexel SA 969500N6AVPA51648T62 N/A 1187.00000000 NS 39079.89000000 0.004699032032 Long EC CORP FR N 2 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967QF1 205000.00000000 PA USD 205110.82000000 0.024662871707 Long DBT CORP US N 2 2031-09-11 Variable 4.50300000 N N N N N N Akzo Nobel NV 724500XYIJUGXAA5QD70 N/A 499.00000000 NS 35612.49000000 0.004282105995 Long EC CORP NL N 2 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBX8 80000.00000000 PA USD 82406.87000000 0.009908741345 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077MAW8 20000.00000000 PA USD 18846.47000000 0.002266131410 Long DBT CORP CA N 2 2030-05-13 Fixed 2.95000000 N N N N N N N/A N/A N/A 15000.00000000 PA USD -178.28000000 -0.00002143668 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 6.27000000 USD 0.00000000 USD 15000.00000000 USD -178.28000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1454.00000000 NS 132986.91000000 0.015990570853 Long EC CORP FR N 2 N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CN4 657000.00000000 PA USD 657335.07000000 0.079039079947 Long DBT CORP US N 2 2028-03-15 Fixed 5.12500000 N N N N N N Rio Tinto Finance USA plc 2138006TSNBEUA761G16 76720AAS5 90000.00000000 PA USD 92228.07000000 0.011089659035 Long DBT CORP GB N 2 2030-03-14 Fixed 4.87500000 N N N N N N N/A N/A N/A 32797.00000000 PA USD 449.74000000 0.000054077497 N/A DCR DE N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 Ford Motor Co. Ford Motor Co. Y Payout of notional amount upon default event with regard to the reference instrument 2029-06-20 3738.25000000 USD 0.00000000 USD 32797.00000000 USD 449.74000000 N N N Nomura Bank International plc WGII3666BEDR02O24131 N/A 12585.00000000 NS USD 355340.72000000 0.042726768825 Long SN CORP GB N 2 2025-10-22 Fixed 16.24000000 N Y N N N N Ellington Financial Mortgage Trust N/A 281917AC8 930373.58000000 PA USD 938253.47000000 0.112817183215 Long ABS-MBS CORP US N 2 2070-06-25 Variable 5.59599840 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 617945AA8 724448.37000000 PA USD 730487.23000000 0.087835019318 Long ABS-MBS CORP US N 2 2070-06-25 Variable 5.58799920 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFZ3 845000.00000000 PA USD 872540.65000000 0.104915762660 Long DBT CORP US N 2 2031-04-17 Variable 5.19200000 N N N N N N DIRECTV Financing LLC N/A 25460HAB8 18755.82040000 PA USD 18758.45000000 0.002255547736 Long LON CORP US N 2 2027-08-02 Variable 9.56952000 N N N N N N N/A N/A N/A 49000.00000000 PA USD 385.81000000 0.000046390446 N/A DCR DE N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 AT&T, Inc. 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N/A 12554XAY8 2400000.00000000 PA USD 2408112.00000000 0.289555457447 Long ABS-CBDO CORP KY N 2 2038-10-15 Floating 5.35929840 N N N N N N BE Semiconductor Industries NV 7245007A1YFLI2GNYX06 N/A 380.00000000 NS 56897.62000000 0.006841466006 Long EC CORP NL N 2 N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBC8 335000.00000000 PA USD 338220.36000000 0.040668187799 Long DBT CORP CA N 2 2080-07-15 Variable 5.75000000 N N N N N N Kia Corp. 988400V8MJK9N7OI5X76 N/A 6957.00000000 NS 499351.87000000 0.060042912931 Long EC CORP KR N 2 N N N Citadel Securities Global Holdings LLC 549300NV5RXBUS3X7L47 17288YAN2 243164.63920000 PA USD 243561.00000000 0.029286186344 Long LON CORP US N 2 2031-10-31 Variable 6.16340000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBR0 12000.00000000 PA USD 11709.19000000 0.001407932798 Long DBT CORP US N 2 2026-09-15 Fixed 1.45000000 N N N N N N Yamaha Motor Co. 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LLC 549300X123Z1I0LA3Y84 00115AAS8 55000.00000000 PA USD 56904.45000000 0.006842287256 Long DBT CORP US N 2 2035-06-15 Fixed 5.37500000 N N N N N N Cie de Saint-Gobain SA NFONVGN05Z0FMN5PEC35 N/A 692.00000000 NS 74979.28000000 0.009015635368 Long EC CORP FR N 2 N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KAT7 300000.00000000 PA USD 297476.23000000 0.035769044735 Long DBT CORP US N 2 2027-05-01 Fixed 3.55000000 N N N N N N Hess Corp. 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WEQ82666OJYSI5GUAB47 04010LBG7 183000.00000000 PA USD 189067.93000000 0.022733847495 Long DBT CORP US N 2 2029-07-15 Fixed 5.95000000 N N N N N N Raven Acquisition Holdings LLC N/A 75419XAD6 6913.58000000 PA USD 6909.29000000 0.000830784708 Long LON CORP US N 2 2031-11-19 Variable 0.00000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDA6 29000.00000000 PA USD 27192.78000000 0.003269705832 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N StubHub HoldCo Sub LLC 549300NL9JUFIOARLW93 74530DAH8 403644.46860000 PA USD 399438.49000000 0.048029159230 Long LON CORP US N 2 2030-03-15 Variable 9.06599000 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XAZ2 270000.00000000 PA USD 275638.25000000 0.033143209106 Long DBT CORP US N 2 2034-04-18 Fixed 5.40000000 N N N N N N N/A N/A N/A 38000.00000000 PA USD 300.85000000 0.000036174712 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. 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H3Y3WLYCX0BTO1TRW162 75281A109 1001.00000000 NS USD 37677.64000000 0.004530423122 Long EC CORP US N 1 N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A 621.00000000 NS USD 120506.52000000 0.014489907663 Long SN CORP GB N 2 2025-10-29 Fixed 14.89000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAX5 120000.00000000 PA USD 124953.72000000 0.015024646509 Long DBT CORP US N 2 2034-07-01 Fixed 5.62500000 N N N N N N Vistra Corp. 549300KP43CPCUJOOG15 92840MAB8 320000.00000000 PA USD 327314.56000000 0.039356855972 Long DBT CORP US N 2 2026-10-15 Variable 8.00000000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAJ4 82000.00000000 PA USD 79691.11000000 0.009582193772 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N Federal Realty Investment Trust 549300FHEI1SLVZ0RB48 313745101 1313.00000000 NS USD 133020.03000000 0.015994553258 Long EC CORP US N 1 N N N Ipsen SA 549300M6SGDPB4Z94P11 N/A 217.00000000 NS 29137.95000000 0.003503596361 Long EC CORP FR N 2 N N N Stonepeak Nile Parent LLC N/A 86184XAD6 93000.00000000 PA USD 92883.75000000 0.011168499106 Long LON CORP US N 2 2032-04-09 Variable 6.00904000 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22822VAZ4 35000.00000000 PA USD 34325.34000000 0.004127336903 Long DBT CORP US N 2 2027-03-15 Fixed 2.90000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06055HAK9 263000.00000000 PA USD 266360.23000000 0.032027604298 Long DBT CORP US N 2 2030-07-26 Variable 6.25000000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XBF4 110000.00000000 PA USD 111172.27000000 0.013367541665 Long DBT CORP US N 2 2035-03-01 Fixed 5.05000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GJ6 193000.00000000 PA USD 189659.37000000 0.022804963240 Long DBT CORP US N 2 2028-03-01 Fixed 3.65000000 N N N N N N N/A N/A N/A 30000.00000000 PA USD 91.04000000 0.000010946803 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 2030-12-20 3776.77000000 USD 0.00000000 USD 30000.00000000 USD 91.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 2003.00000000 NS USD 141465.30000000 0.017010026798 Long SN CORP FR N 2 2025-10-23 Fixed 19.16000000 N N N N N N Mill City Mortgage Loan Trust N/A 59981CAA0 161753.21000000 PA USD 162052.58000000 0.019485476145 Long ABS-MBS CORP US N 2 2067-12-25 Variable 6.23999880 N N N N N N Flutter Financing BV 635400VFWPBIKJK6GN11 N3313EAG5 573205.20710000 PA USD 570769.08000000 0.068630238982 Long LON CORP NL N 2 2030-12-02 Variable 5.75150000 N N N N N N Becton Dickinson & Co. ICE2EP6D98PQUILVRZ91 075887109 219.00000000 NS USD 40990.23000000 0.004928734543 Long EC CORP US N 1 N N N Filtration Group Corp. 549300ZA0D9WN5ECE978 31732FAX4 552276.76740000 PA USD 554347.81000000 0.066655717719 Long LON CORP US N 2 2028-10-23 Variable 6.91340000 N N N N N N Sabre GLBL, Inc. F2TJC7HPPHLHU1AQMP98 78571YBG4 32768.78540000 PA USD 30966.50000000 0.003723464304 Long LON CORP US N 2 2027-12-17 Variable 7.77788000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BU1 440000.00000000 PA USD 457931.32000000 0.055062435983 Long DBT CORP US N 2 2034-04-04 Fixed 5.63400000 N N N N N N Honda Motor Co. Ltd. 549300P7ZYCQJ36CCS16 N/A 93100.00000000 NS 960729.46000000 0.115519734245 Long EC CORP JP N 2 N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 96949LAD7 100000.00000000 PA USD 99321.00000000 0.011942524927 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N N Mitsubishi Estate Co. 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International plc 4PQUHN3JPFGFNF3BB653 CCO Holdings LLC CCO Holdings LLC Y Payout of notional amount upon default event with regard to the reference instrument 2030-12-20 1315.90000000 USD 0.00000000 USD 10000.00000000 USD -26.63000000 N N N Velocity Commercial Capital Loan Trust N/A 92262RAA8 473887.74700000 PA USD 477996.64000000 0.057475123978 Long ABS-MBS CORP US N 2 2055-06-25 Variable 5.87000160 N N N N N N Baltimore Gas & Electric Co. 88V8C2WYSOD1SPSSLH72 059165EN6 14000.00000000 PA USD 12533.30000000 0.001507025177 Long DBT CORP US N 2 2031-06-15 Fixed 2.25000000 N N N N N N Orion OYJ 74370029VAHCXDR7B745 N/A 1011.00000000 NS 77617.95000000 0.009332913509 Long EC CORP FI N 2 N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076BY4 355000.00000000 PA USD 363495.29000000 0.043707288106 Long DBT CORP US N 2 2029-04-15 Fixed 5.00000000 N N N N N N Synopsys, Inc. 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CKDHZ2X64EEBQCSP7013 302491AZ8 260000.00000000 PA USD 274399.84000000 0.032994300595 Long DBT CORP US N 2 2055-11-01 Variable 8.45000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RCH3 854000.00000000 PA USD 868392.80000000 0.104417018165 Long DBT CORP FR N 2 2029-05-22 Variable 5.24900000 N N N N N N Bleriot US Bidco, Inc. 254900ALCQ2A2VYD5Z08 09353TAJ9 193738.10790000 PA USD 193685.80000000 0.023289107989 Long LON CORP US N 2 2030-10-31 Variable 6.77161000 N N N N N N Ferrovial SE 72450022R2ZFL41Y6I04 N/A 2574.00000000 NS 147851.20000000 0.017777878209 Long EC CORP NL N 2 N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762E102 331.00000000 NS USD 137173.02000000 0.016493915796 Long EC CORP US N 1 N N N Securitas AB 635400TTYKE8EIWDS617 N/A 2312.00000000 NS 34848.98000000 0.004190300262 Long EC CORP SE N 2 N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BQ0 200000.00000000 PA USD 208181.52000000 0.025032097865 Long DBT CORP CH N 2 2036-05-09 Variable 5.58000000 N N N N N N Penske Truck Leasing Co. LP 549300ZX07JYMI8GHQ39 709599BU7 275000.00000000 PA USD 277179.52000000 0.033328534016 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 1390.84000000 0.000167236952 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 1315.63000000 USD 0.00000000 USD 183000.00000000 USD 1390.84000000 N N N GLP Capital LP 2549005PXW31DRW8EC44 361841AK5 165000.00000000 PA USD 169575.45000000 0.020390038750 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N Vonovia SE 5299005A2ZEP6AP7KM81 N/A 5655.00000000 NS 176728.88000000 0.021250179265 Long EC CORP DE N 2 N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 036752AT0 229000.00000000 PA USD 222451.53000000 0.026747947989 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 658287.35000000 PA USD 650377.17000000 0.078202450289 Long ABS-MBS CORP US N 2 2063-01-25 Variable 4.74999840 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBE9 790000.00000000 PA USD 815737.79000000 0.098085690757 Long DBT CORP US N 2 2035-04-01 Fixed 5.70000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 5444.00000000 NS USD 148143.09000000 0.017812975556 Long SN CORP CA N 2 2025-10-22 Fixed 15.00000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECP8 251000.00000000 PA USD 255881.56000000 0.030767631305 Long DBT CORP GB N 2 2028-03-12 Variable 5.67400000 N N N N N N BANK N/A 06540JBP6 109000.00000000 PA USD 97466.96000000 0.011719592024 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 2.68700000 N N N N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222AT2 300000.00000000 PA USD 297034.19000000 0.035715893099 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N Aptiv Swiss Holdings Ltd. N/A 00217GAB9 185000.00000000 PA USD 170160.20000000 0.020460350079 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 127200.95000000 0.015294857242 Long LON CORP US N 2 2027-01-29 Variable 5.98353000 N N N N N N DK Trust N/A 23292LAA0 65000.00000000 PA USD 65000.00000000 0.007815709873 Long ABS-MBS CORP US N 2 2037-08-15 Floating 5.74315920 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DT3 1196000.00000000 PA USD 1201321.14000000 0.144448884534 Long DBT CORP US N 2 2030-04-30 Fixed 4.37500000 N N N N N N N/A N/A N/A 110000.00000000 PA USD 496.12000000 0.000059654307 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 1596.33000000 USD 0.00000000 USD 110000.00000000 USD 496.12000000 N N N Holcim AG 529900EHPFPYHV6IQO98 N/A 3877.00000000 NS 330803.33000000 0.039776351574 Long EC CORP CH N 2 N N N Nibe Industrier AB 549300ZQH0FIF1P0MX67 N/A 7778.00000000 NS 30742.29000000 0.003696504915 Long EC CORP SE N 2 N N N HP, Inc. WHKXQACZ14C5XRO8LW03 40434L105 3728.00000000 NS USD 101513.44000000 0.012206147619 Long EC CORP US N 1 N N N TruGreen LP N/A 89787RAH5 61541.96180000 PA USD 60336.97000000 0.007255019263 Long LON CORP US N 2 2027-11-02 Variable 8.26340000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAZ3 69000.00000000 PA USD 67102.50000000 0.008068518027 Long LON CORP US N 2 2028-01-31 Variable 9.52788000 N N N N N N Ares Strategic Income Fund 549300IANZJVZPTICV54 04020EAG2 1742000.00000000 PA USD 1766428.85000000 0.212398390817 Long DBT CORP US N 2 2028-03-15 Fixed 5.70000000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 90932RAP9 212769.89960000 PA USD 213125.23000000 0.025626537912 Long LON CORP US N 2 2031-02-24 Variable 6.19584000 N N N N N N Arizona Public Service Co. YG6VT0TPHRH4TFVAQV64 040555DH4 245000.00000000 PA USD 256698.67000000 0.030865881992 Long DBT CORP US N 2 2034-08-15 Fixed 5.70000000 N N N N N N KION Group AG 5299005KY91C4C6U9H17 N/A 1135.00000000 NS 77004.71000000 0.009259176495 Long EC CORP DE N 2 N N N NJ Trust N/A 65486XAA1 833000.00000000 PA USD 874290.98000000 0.105126225298 Long ABS-MBS CORP US N 2 2029-01-06 Variable 6.69678480 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAS3 127000.00000000 PA USD 137962.07000000 0.016588792501 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 181841.97000000 0.021864985850 Long DBT CORP DE N 2 2029-11-20 Variable 6.81900000 N N N N N N Go Daddy Operating Co. LLC N/A 38017BAX4 139875.44760000 PA USD 139669.83000000 0.016794136450 Long LON CORP US N 2 2029-11-09 Variable 5.91340000 N N N N N N N/A N/A N/A 30000.00000000 PA USD -57.54000000 -0.00000691870 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 2030-12-20 3925.35000000 USD 0.00000000 USD 30000.00000000 USD -57.54000000 N N N Sabre GLBL, Inc. F2TJC7HPPHLHU1AQMP98 78571YBJ8 4741.41370000 PA USD 4433.22000000 0.000533057866 Long LON CORP US N 2 2028-06-30 Variable 9.26340000 N N N N N N Vossloh AG 5299003HAEOUVX3HWX43 N/A 303.00000000 NS 32297.04000000 0.003883450683 Long EC CORP DE N 2 N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A 761.00000000 NS USD 204527.29000000 0.024592707073 Long SN CORP GB N 2 2025-10-30 Fixed 24.30000000 N N N N N N Schlumberger NV 213800ZUA17OK3QLGM62 806857108 446.00000000 NS USD 15329.02000000 0.001843187276 Long EC CORP CW N 1 N N N Colgate-Palmolive Co. YMEGZFW4SBUSS5BQXF88 194162103 14099.00000000 NS USD 1127074.06000000 0.135521290131 Long EC CORP US N 1 N N N CFSP Mortgage Trust N/A 15723BAA7 301045.93950000 PA USD 291317.28000000 0.035028482177 Long ABS-MBS CORP US N 2 2037-04-15 Fixed 6.50000000 N N N N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 5530.00000000 NS USD 1132212.20000000 0.136139108769 Long EC CORP US N 1 N N N N/A N/A N/A 769000.00000000 PA USD 3364.41000000 0.000404542345 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 10872.83000000 USD 0.00000000 USD 769000.00000000 USD 3364.41000000 N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 02557TAF6 140000.00000000 PA USD 140196.88000000 0.016857509833 Long DBT CORP US N 2 2056-03-15 Variable 6.05000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CBP8 132000.00000000 PA USD 135580.32000000 0.016302406855 Long DBT CORP US N 2 2030-03-15 Fixed 4.85000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 N/A 435.00000000 NS USD 341425.67000000 0.041053599691 Long SN CORP CA N 2 2025-10-30 Fixed 12.05000000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 03852JAV3 439702.13090000 PA USD 440159.42000000 0.052925512687 Long LON CORP US N 2 2030-06-24 Variable 6.19890000 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 N/A 1184.00000000 NS 394252.55000000 0.047405593039 Long EC CORP CH N 2 N N N Allianz SE 529900K9B0N5BT694847 N/A 708.00000000 NS 297874.47000000 0.035816929786 Long EC CORP DE N 2 N N N N/A N/A N/A 81000.00000000 PA USD 1026.62000000 0.000123442524 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 9316.60000000 USD 0.00000000 USD 81000.00000000 USD 1026.62000000 N N N Radiate Holdco LLC 5493000GQJ5RDX9DNJ71 75025KAM0 267193.19600000 PA USD 215173.35000000 0.025872807323 Long LON CORP US N 2 2029-09-25 Variable 7.93047000 N N Y N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A 1104.00000000 NS USD 277592.91000000 0.033378240729 Long SN CORP GB N 2 2025-10-02 Fixed 13.28000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83371T848 870.00000000 NS USD 180388.21000000 0.021690183290 Long SN CORP FR N 2 2025-10-30 Fixed 19.79000000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609W102 10837.00000000 NS USD 1936897.01000000 0.232895770528 Long EC CORP KY N 1 N N N J.P. Morgan Structured Products BV XZYUUT6IYN31D9K77X08 N/A 11589.00000000 NS USD 167846.45000000 0.020182140868 Long SN CORP NL N 2 2025-10-29 Fixed 33.75000000 N N N N N N Jones DesLauriers Insurance Management, Inc. N/A C4900AAM9 165434.68000000 PA USD 164556.22000000 0.019786518051 Long LON CORP CA N 2 2030-03-15 Variable 7.05791000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAV8 1534000.00000000 PA USD 1536966.85000000 0.184807492065 Long DBT CORP US N 2 2029-07-23 Variable 4.20300000 N N N N N N J.P. 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(The) RVHJWBXLJ1RFUBSY1F30 097023CD5 644000.00000000 PA USD 621407.11000000 0.074719041305 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAG6 498000.00000000 PA USD 496404.83000000 0.059688555860 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N New Mountain CLO 2 Ltd. N/A 64754LAL1 1000000.00000000 PA USD 1003404.80000000 0.120651089263 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.67754920 N N N N N N N/A N/A N/A 5837612.00000000 PA USD -8224.05000000 -0.00098887367 N/A DCR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Markit CDX North American Investment Grade Index Series 45-V1 2I65BYEI2 Y Receipt of notional amount upon default event with regard to the reference instrument 2030-12-20 0.00000000 USD 81661.71000000 USD 5837612.00000000 USD -8224.05000000 N N N Interstate Power and Light Co. 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