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AT&T, Inc. Y Payout of notional amount upon default event with regard to the reference instrument 2029-06-20 1707.29000000 USD 0.00000000 USD 182000.00000000 USD 1269.80000000 N N N XHR LP 549300M88BPT83ZL2164 98372MAE5 27000.00000000 PA USD 27259.34000000 0.003168128603 Long DBT CORP US N 2 2030-05-15 Fixed 6.62500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 678000.00000000 PA USD 645834.80000000 0.075060060250 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076BZ1 5000.00000000 PA USD 5059.96000000 0.000588077481 Long DBT CORP US N 2 2034-04-15 Fixed 5.40000000 N N N N N N NextEra Energy Capital Holdings, Inc. 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N/A 78488CAL4 127195.39410000 PA USD 125287.46000000 0.014561129713 Long LON CORP US N 2 2031-12-04 Variable 5.66774000 N N N N N N Deephaven Residential Mortgage Trust N/A 24380UAA1 615185.00000000 PA USD 615181.62000000 0.071497493573 Long ABS-MBS CORP US N 2 2071-02-25 Variable 5.48300160 N N N N N N BNP Paribas Issuance BV 7245009UXRIGIRYOBR48 N/A 2114.00000000 NS USD 345531.99000000 0.040158337686 Long SN CORP NL N 2 2026-05-12 Fixed 14.64000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACA1 186000.00000000 PA USD 178406.09000000 0.020734670637 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N Dealer Tire Financial LLC N/A 24228HAR9 195181.91300000 PA USD 194206.00000000 0.022570964062 Long LON CORP US N 2 2031-07-02 Variable 6.66774000 N N N N N N OAK-Eagle Acquireco, Inc. 6488ICS9P20290MA1H31 67124CAB9 159000.00000000 PA USD 166455.78000000 0.019345784519 Long DBT CORP US N 2 2034-07-01 Fixed 8.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DVA3 2029960.69000000 PA USD 333555.02000000 0.038766353095 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Public Service Electric & Gas Co. 549300RUHPVD434XUK18 74456QCU8 200000.00000000 PA USD 201118.66000000 0.023374365607 Long DBT CORP US N 2 2035-03-01 Fixed 5.05000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDC3 231000.00000000 PA USD 231785.40000000 0.026938508252 Long DBT NUSS MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413106 258.00000000 NS USD 98014.20000000 0.011391383303 Long EC CORP US N 1 N N N RR 38 Ltd. 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LP 549300ZX07JYMI8GHQ39 709599BU7 275000.00000000 PA USD 275203.11000000 0.031984591133 Long DBT CORP US N 2 2026-05-24 Fixed 5.75000000 N N N N N N GLP Capital LP 2549005PXW31DRW8EC44 361841AK5 165000.00000000 PA USD 167512.62000000 0.019468612329 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N Vonovia SE 5299005A2ZEP6AP7KM81 N/A 6220.00000000 NS 155577.35000000 0.018081474186 Long EC CORP DE N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0VB8 306147.06000000 PA USD 248186.82000000 0.028844710230 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.00000000 N N N N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 036752AT0 229000.00000000 PA USD 219748.56000000 0.025539565464 Long DBT CORP US N 2 2032-05-15 Fixed 4.10000000 N N N N N N Banque Cantonale Vaudoise K1MOBB3OPSBBQO554R76 N/A 100.00000000 NS 16264.52000000 0.001890291218 Long EC CORP CH N 2 N N N J.P. Morgan Mortgage Trust N/A 46656AAA5 609016.69000000 PA USD 599254.40000000 0.069646403955 Long ABS-MBS CORP US N 2 2063-01-25 Variable 4.74999840 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBE9 340000.00000000 PA USD 349190.46000000 0.040583531526 Long DBT CORP US N 2 2035-04-01 Fixed 5.70000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECP8 251000.00000000 PA USD 253363.46000000 0.029446348467 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 98125.71000000 0.011404343192 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 2.68700000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 852234AU7 81000.00000000 PA USD 79662.17000000 0.009258477988 Long DBT CORP US N 2 2033-08-15 Fixed 6.00000000 N N N N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222AT2 300000.00000000 PA USD 294141.75000000 0.034185673298 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 173144.82000000 0.020123196553 Long DBT CORP JE N 2 2032-03-01 Fixed 3.25000000 N N N N N N LCM Investments Holdings II LLC 549300P5V78NNQTG4428 50190EAA2 112000.00000000 PA USD 108987.91000000 0.012666767246 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N FCG Acquisitions, Inc. N/A 30260UAM7 36000.00000000 PA USD 35955.00000000 0.004178753554 Long LON CORP US N 2 2033-03-04 Variable 6.91774000 N N N N N N DK Trust N/A 23292LAA0 65000.00000000 PA USD 65000.00000000 0.007554414714 Long ABS-MBS CORP US N 2 2037-08-15 Floating 5.27112000 N N N N N N Ellucian Holdings, Inc. 549300RP8NIJ7FY7OS79 289178AA3 67000.00000000 PA USD 65443.17000000 0.007605920714 Long DBT CORP US N 2 2029-12-01 Fixed 6.50000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DT3 1196000.00000000 PA USD 1189609.62000000 0.138258529506 Long DBT CORP US N 2 2030-04-30 Fixed 4.37500000 N N N N N N iShares, Inc. 5493007C24Z3ZDJ0VD06 46434G103 68363.00000000 NS USD 4768319.25000000 0.554182478554 Long RF US N 1 N N N N/A N/A N/A 110000.00000000 PA USD 884.53000000 0.000102801637 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 1382.39000000 USD 0.00000000 USD 110000.00000000 USD 884.53000000 N N N Morgan Stanley Europe SE 54930056FHWP7GIWYY08 61780B475 3285.00000000 NS USD 111305.23000000 0.012936090266 Long SN CORP DE N 2 2026-04-24 Fixed 22.56000000 N N N N N N Cipher Compute LLC N/A 17253NAA5 83000.00000000 PA USD 85990.41000000 0.009993957209 Long DBT CORP US N 2 2030-11-15 Fixed 7.12500000 N N N N N N HP, Inc. WHKXQACZ14C5XRO8LW03 40434L105 9451.00000000 NS USD 181553.71000000 0.021100492589 Long EC CORP US N 1 N N N Ares Strategic Income Fund 549300IANZJVZPTICV54 04020EAG2 1542000.00000000 PA USD 1539608.33000000 0.178935997274 Long DBT CORP US N 2 2028-03-15 Fixed 5.70000000 N N N N N N Arizona Public Service Co. YG6VT0TPHRH4TFVAQV64 040555DH4 245000.00000000 PA USD 253560.55000000 0.029469254614 Long DBT CORP US N 2 2034-08-15 Fixed 5.70000000 N N N N N N NJ Trust N/A 65486XAA1 833000.00000000 PA USD 863253.48000000 0.100328842949 Long ABS-MBS CORP US N 2 2029-01-06 Variable 6.48075960 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661107 2572.00000000 NS USD 607712.16000000 0.070629379749 Long EC CORP US N 1 N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. N/A 01F022444 108000.00000000 PA USD 102004.39000000 0.011855130227 Long ABS-MBS USGSE US N 2 2041-04-25 Fixed 2.50000000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAS3 127000.00000000 PA USD 135719.36000000 0.015773543542 Long DBT CORP US N 2 2029-10-30 Variable 7.41300000 N N N N N N N/A N/A N/A 453.00000000 NC USD -1863627.96000000 -0.21659413051 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury Ultra Bond 2026-06-18 52689562.50000000 USD -1863627.96000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CU1 170000.00000000 PA USD 178494.54000000 0.020744950453 Long DBT CORP DE N 2 2029-11-20 Variable 6.81900000 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BBE4 103000.00000000 PA USD 104464.04000000 0.012140995091 Long DBT CORP US N 2 2030-10-15 Fixed 6.50000000 N N N N N N Go Daddy Operating Co. LLC N/A 38017BAX4 139169.00600000 PA USD 136965.96000000 0.015918425594 Long LON CORP US N 2 2029-11-09 Variable 5.41774000 N N N N N N N/A N/A N/A 30000.00000000 PA USD -547.20000000 -0.00006359654 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 3550.53000000 USD 0.00000000 USD 30000.00000000 USD -547.20000000 N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAU8 33000.00000000 PA USD 32500.02000000 0.003777209681 Long DBT CORP US N 2 2034-04-15 Fixed 5.50000000 N N N N N N Graham Packaging Co., Inc. N/A 38469EAH6 177000.00000000 PA USD 174983.97000000 0.020336945812 Long LON CORP US N 2 2033-01-26 Variable 5.91774000 N N N N N N Nabors Industries, Inc. 549300VFQWRKICUFNU92 62957HAR6 37000.00000000 PA USD 37874.96000000 0.004401894694 Long DBT CORP US N 2 2032-11-15 Fixed 7.62500000 N N N N N N Kaiser Aluminum Corp. N/A 483007AM2 110000.00000000 PA USD 108005.48000000 0.012552587497 Long DBT CORP US N 2 2034-03-01 Fixed 5.87500000 N N N N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. N/A 01F052649 1110000.00000000 PA USD 1115112.56000000 0.129600349718 Long ABS-MBS USGSE US N 2 2056-04-25 Fixed 5.50000000 N N N N N N Rakuten Group, Inc. 529900IMXUCQKUL1H943 75102WAK4 200000.00000000 PA USD 213119.61000000 0.024769137196 Long DBT CORP JP N 2 2029-04-15 Fixed 9.75000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 1117.00000000 NS USD 295834.52000000 0.034382410014 Long SN CORP CA N 2 2026-05-19 Fixed 14.03000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06370D795 3368.00000000 NS USD 114968.90000000 0.013361888459 Long SN CORP CA N 2 2026-05-05 Fixed 23.27000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DD1 80000.00000000 PA USD 79272.57000000 0.009213197988 Long DBT CORP US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Won N/A N/A 25822735.00000000 OU Currencies 16859.41999999 0.001959431546 Long STIV KR N 1 N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJW1 149000.00000000 PA USD 147429.77000000 0.017134548059 Long DBT CORP US N 2 2032-01-26 Variable 4.48100000 N N N N N N CFSP Mortgage Trust N/A 15723BAA7 294276.32950000 PA USD 281656.32000000 0.032734594588 Long ABS-MBS CORP US N 2 2037-04-15 Fixed 6.50000000 N N N N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 4112.00000000 NS USD 1405440.48000000 0.163342772962 Long EC CORP US N 1 N N N Unibail-Rodamco-Westfield 969500SHQITWXSIS7N89 N/A 856.00000000 NS 94438.69000000 0.010975831220 Long EC CORP FR N 2 N N N N/A N/A N/A 769000.00000000 PA USD 3450.58000000 0.000401032497 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 9415.65000000 USD 0.00000000 USD 769000.00000000 USD 3450.58000000 N N N CBOE Global Markets, Inc. 529900RLNSGA90UPEH54 12503M108 174.00000000 NS USD 48906.18000000 0.005683962551 Long EC CORP US N 1 N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CBP8 132000.00000000 PA USD 134404.09000000 0.015620680541 Long DBT CORP US N 2 2030-03-15 Fixed 4.85000000 N N N N N N Outfront Media Capital LLC 5493005WC7J0FDMW0610 69007TAC8 55000.00000000 PA USD 53065.43000000 0.006167357926 Long DBT CORP US N 2 2030-03-15 Fixed 4.62500000 N N N N N N Allianz SE 529900K9B0N5BT694847 N/A 3443.00000000 NS 1454043.01000000 0.168991444775 Long EC CORP DE N 2 N N N N/A N/A N/A 81000.00000000 PA USD 1091.71000000 0.000126880462 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Ford Motor Co. Ford Motor Co. 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