CLMT 9.75 02/15/31 144A

NPORT-P false 0001655589 XXXXXXXX S000080465 C000242870 Franklin Templeton ETF Trust 811-23124 0001655589 549300UHXVPT5S43XV04 One Franklin Parkway San Mateo 94403-1906 650-312-2000 Franklin Income Focus ETF S000080465 2549002KQZQYC025U655 2027-03-31 2026-06-30 N 1630072624.66 16474737.61 1613597887.05 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2500000.00000000 0.00000000 0.00000000 62151.92000000 USD N 50% S&P 500 Index + 50% Bloomberg US Aggregate Index HB9876 CALUMET SPECIALTY PRODUCTS PARTNERS LP/CALUMET FINANCE CORP N/A CLMT 9.75 02/15/31 144A 131477BA8 2500000.00000000 PA USD 2644957.50000000 0.163916767692 Long DBT CORP US N 2 2031-02-15 Fixed 9.75000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 CLF 6.75 04/15/30 144A 185899AN1 1000000.00000000 PA USD 1001605.00000000 0.062072775877 Long DBT CORP US N 2 2030-04-15 Fixed 6.75000000 N N N N N N BNP PARIBAS ISSUANCE BV 7245009UXRIGIRYOBR48 BNP 0 10/14/26 Emu5 000000000 110000.00000000 PA USD 9053111.24000000 0.561051257730 Long DBT CORP NL N 2 2026-10-14 Fixed 7.50000000 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 MONDELEZ INTERNATIONAL INC CL A 609207105 146883.00000000 NS USD 8495712.72000000 0.526507427171 Long EC CORP US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 CONOCOPHILLIPS COM 20825C104 48876.00000000 NS USD 5081148.96000000 0.314895613137 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FR RQ0056 3142J6B28 4182429.72000000 PA USD 4200569.21000000 0.260323172440 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.50000000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 VEGLPL 6.5 06/15/34 144A 922966AF3 4000000.00000000 PA USD 4169100.00000000 0.258372921373 Long DBT CORP US N 2 2034-06-15 Fixed 6.50000000 N N N N N N QXO BUILDING PRODUCTS INC 549300HDXQWWCBOYXP31 BECN 6.5 07/15/31 144A 77583AAA8 2000000.00000000 PA USD 2039452.22000000 0.126391602044 Long DBT CORP US N 2 2031-07-15 Fixed 6.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 C V6.27 11/17/33 172967PA3 500000.00000000 PA USD 533203.56000000 0.033044388833 Long DBT CORP US N 2 2033-11-17 Fixed 6.27000000 N N N N N N LOWE'S COMPANIES INC WAFCR4OKGSC504WU3E95 LOWE'S COMPANIES INC COM 548661107 256.00000000 NS USD 56445.44000000 0.003498110678 Long EC CORP US N 1 N N N EMRLD BORROWER LP 5493000GJYE7GAQCUC61 EMECLI 6.625 12/15/30 144A 29103CAA6 500000.00000000 PA USD 511792.00000000 0.031717443615 Long DBT CORP US N 2 2030-12-15 Fixed 6.62500000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 AMAZON.COM INC COM 023135106 11785.00000000 NS USD 2808836.90000000 0.174072916340 Long EC CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 ALPHABET INC SERIES A DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 6.25% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK 02079K404 119603.00000000 NS USD 6086596.67000000 0.377206534468 Long EP CORP US N 1 N N N DAVITA INC M2XHYMU3TZNEZURC6H66 DVA 6.75 07/15/33 144A 23918KAY4 1000000.00000000 PA USD 1032444.00000000 0.063983970745 Long DBT CORP US N 2 2033-07-15 Fixed 6.75000000 N N N N N N ACCENTURE PLC 5493000EWHDSR3MZWH98 ACCENTURE PLC SHS CLASS A 000000000 16182.00000000 NS USD 2013688.08000000 0.124794913042 Long EC CORP IE N 1 N N N SCIH SALT HOLDINGS INC N/A MORTON 4.875 05/01/28 144A 78433BAA6 1155000.00000000 PA USD 1139994.24000000 0.070649214971 Long DBT CORP US N 2 2028-05-01 Fixed 4.87500000 N N N N N N HOLOGI 01/14/33 9845009E9B4548A5N478 HOLOGI 01/14/33 43644ABP3 4500000.00000000 PA USD 4463460.00000000 0.276615384528 Long LON CORP US N 2 2034-01-05 Floating 8.67854000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 VST V8 PERP 144A 92840MAB8 2000000.00000000 PA USD 2021340.00000000 0.125269127842 Long DBT CORP US N 2 N/A Fixed 8.00000000 N N N N N N EXXONMOBIL HOLDINGS CORP J3WHBG0MTS7O8ZVMDC91 EXXON MOBIL CORP COM 30231G102 149845.00000000 NS USD 20486808.40000000 1.269635301608 Long EC CORP US N 1 N N N FMG RESOURCES (AUGUST 2006) PTY LTD 549300EFD6S2NFE9D745 FMGAU 4.375 04/01/31 144A 30251GBC0 1000000.00000000 PA USD 952330.89000000 0.059019096247 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 CRM 5.55 03/15/36 79466LAU8 4250000.00000000 PA USD 4248528.91000000 0.263295393734 Long DBT CORP US N 2 2036-03-15 Fixed 5.55000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG 6 02/01/33 144A 629377CW0 6000000.00000000 PA USD 6034350.00000000 0.373968635459 Long DBT CORP US N 2 2033-02-01 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BAC V5.425 08/15/35 MTN 06051GMB2 1500000.00000000 PA USD 1505061.92000000 0.093273667007 Long DBT CORP US N 2 2035-08-15 Fixed 5.42500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 G2 MB0424 3618N5PJ2 1090412.95000000 PA USD 1097307.67000000 0.068003786990 Long ABS-MBS USGA US N 2 2055-06-20 Fixed 5.50000000 N N N N N N J.P. MORGAN STRUCTURED PRODUCTS BV XZYUUT6IYN31D9K77X08 JPM 0 10/20/26 E0UH 000000000 11500.00000000 PA USD 4114282.02000000 0.254975669776 Long DBT CORP NL N 2 2026-10-20 Fixed 8.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MS V5.25 04/21/34 MTN 61747YFE0 3900000.00000000 PA USD 3925664.34000000 0.243286408063 Long DBT CORP US N 2 2034-04-21 Fixed 5.25000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 BBDBCN 7.25 07/01/31 144A 097751CB5 600000.00000000 PA USD 628543.80000000 0.038952938959 Long DBT CORP CA N 2 2031-07-01 Fixed 7.25000000 N N N N N N FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE COMPANY INC N/A FRTITA 4.625 01/15/29 144A 31556TAA7 1315000.00000000 PA USD 1279350.88000000 0.079285607044 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 VST 3.7 01/30/27 144A 92840VAG7 535000.00000000 PA USD 532185.90000000 0.032981321075 Long DBT CORP US N 2 2027-01-30 Fixed 3.70000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 G2 MA9905 36180AAE3 2517278.77000000 PA USD 2485942.02000000 0.154062052259 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 5.00000000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A AER 4.95 09/10/34 00774MBM6 750000.00000000 PA USD 731398.13000000 0.045327162105 Long DBT CORP IE N 2 2034-09-10 Fixed 4.95000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 NEE 5.25 03/15/34 65339KCU2 500000.00000000 PA USD 506220.67000000 0.031372169861 Long DBT CORP US N 2 2034-03-15 Fixed 5.25000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 UBS AG 90304M485 100000.00000000 PA USD 5536995.66000000 0.343145941404 Long DBT CORP CH N 2 2027-03-03 Floating 419.44000050 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A CHTR 5.125 05/01/27 144A 1248EPBT9 616000.00000000 PA USD 615069.47000000 0.038117890146 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 HPE 5 10/15/34 42824CBV0 750000.00000000 PA USD 735072.74000000 0.045554889845 Long DBT CORP US N 2 2034-10-15 Fixed 5.00000000 N N N N N N MERRILL LYNCH BV 549300RQ1D1WIE085245 Merrill Lynch BV 59028A119 7500.00000000 PA USD 2854664.20000000 0.176912985751 Long DBT CORP US N 2 2026-09-25 Floating 2746.17000100 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 DUKE ENERGY CORP COM NEW 26441C204 152650.00000000 NS USD 19322437.00000000 1.197475353374 Long EC CORP US N 1 N N N TRONOX INC 549300EPZ4YXC7E5P181 TROX 9.125 09/30/30 144A 897051AD0 5000000.00000000 PA USD 5026841.30000000 0.311529987758 Long DBT CORP US N 2 2030-09-30 Fixed 9.12500000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 DTE ENERGY COMPANY COM 233331107 128792.00000000 NS USD 19624037.04000000 1.216166505762 Long EC CORP US N 1 N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 JPM V5.04 01/23/28 46647PEA0 980000.00000000 PA USD 983152.19000000 0.060929194187 Long DBT CORP US N 2 2028-01-23 Fixed 5.04000000 N N N N N N GENMAB A/S / GENMAB FINANCE LLC N/A GMABDC 6.25 12/15/32 144A 37230JAA0 1500000.00000000 PA USD 1529494.50000000 0.094787834830 Long DBT CORP DK N 2 2032-12-15 Fixed 6.25000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 VENLNG 8.375 06/01/31 144A 92332YAB7 6000000.00000000 PA USD 6247819.44000000 0.387198042966 Long DBT CORP US N 2 2031-06-01 Fixed 8.37500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 CNC 4.625 12/15/29 15135BAT8 1600000.00000000 PA USD 1552937.98000000 0.096240704853 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS V7 03/10/55 126650EH9 5000000.00000000 PA USD 5193210.00000000 0.321840406564 Long DBT CORP US N 2 2055-03-10 Fixed 7.00000000 N N N N N N Mizuho Markets Cayman LP 549300KHUXLS6Q30KT26 Mizuho Markets Cayman LP NOTES ISSUED LINKED TO THE COMMON STOCK OF SYNOPSYS, INC. DUE ON MAY 5, 2027 000000000 10000.00000000 NS USD 4520745.27000000 0.280165542250 Long EP CORP KY N 2 N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GM 5.8 01/07/29 37045XEN2 850000.00000000 PA USD 870725.66000000 0.053961750135 Long DBT CORP US N 2 2029-01-07 Fixed 5.80000000 N N N N N N COREWEAVE INC 984500511DP2B6186053 CRWV 9 02/01/31 144A 21873SAC2 2000000.00000000 PA USD 1978928.70000000 0.122640759254 Long DBT CORP US N 2 2031-02-01 Fixed 9.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FR SD8475 3132DWMY6 1542607.53000000 PA USD 1551491.07000000 0.096151035053 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 CE 7.55 11/15/30 15089QAX2 2500000.00000000 PA USD 2651500.00000000 0.164322228064 Long DBT CORP US N 2 2030-11-15 Fixed 7.55000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 FCX 5.4 11/14/34 35671DBJ3 775000.00000000 PA USD 788655.16000000 0.048875569702 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 DVA 4.625 06/01/30 144A 23918KAS7 2520000.00000000 PA USD 2442817.69000000 0.151389494842 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 EQMSRM 7.125 07/01/34 144A 29450YAD1 2500000.00000000 PA USD 2459471.15000000 0.152421564860 Long DBT CORP US N 2 2034-07-01 Fixed 7.12500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.625 04/30/29 91282CKP5 2500000.00000000 PA USD 2530273.45000000 0.156809417656 Long DBT UST US N 2 2029-04-30 Fixed 4.62500000 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 CYH 6.875 04/15/29 144A 12543DBJ8 2000000.00000000 PA USD 1968772.40000000 0.122011339739 Long DBT CORP US N 2 2029-04-15 Fixed 6.87500000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 HRI 7 06/15/30 144A 42704LAF1 3000000.00000000 PA USD 3108757.77000000 0.192660005008 Long DBT CORP US N 2 2030-06-15 Fixed 7.00000000 N N N N N N COCA-COLA COMPANY (THE) UWJKFUJFZ02DKWI3RY53 COCA-COLA COMPANY (THE) COM 191216100 179963.00000000 NS USD 14625593.01000000 0.906396390784 Long EC CORP US N 1 N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 QNTELE 6.25 08/15/33 144A 74743LAB6 750000.00000000 PA USD 764014.50000000 0.047348506473 Long DBT CORP US N 2 2033-08-15 Fixed 6.25000000 N N N N N N BEIGNET INVESTOR LLC N/A RPLDCI 6.581 05/30/49 144A 076912AA2 5000000.00000000 PA USD 5103242.25000000 0.316264807419 Long DBT CORP US N 2 2049-05-30 Fixed 6.58100000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FN MA5009 31418ER77 840984.26000000 PA USD 831597.07000000 0.051536821947 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FN FS7252 3140XPBW8 1270962.10000000 PA USD 1257653.82000000 0.077940968446 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.00000000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 CCL 6.125 02/15/33 144A 143658BX9 2000000.00000000 PA USD 2025189.96000000 0.125507722602 Long DBT CORP BM N 2 2033-02-15 Fixed 6.12500000 N N N N N N TRONOX INC 549300EPZ4YXC7E5P181 TROX 4.625 03/15/29 144A 897051AC2 3000000.00000000 PA USD 2102666.52000000 0.130309201373 Long DBT CORP US N 2 2029-03-15 Fixed 4.62500000 N N N N N N CLOUD SOFTWARE GROUP HOLDINGS INC N/A TIBX 6.5 03/31/29 144A 88632QAE3 2900000.00000000 PA USD 2815961.71000000 0.174514464390 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 G2 MB0623 3618N5VR7 4480760.51000000 PA USD 4509092.54000000 0.279443384017 Long ABS-MBS USGA US N 2 2055-09-20 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 G2 MB0686 3618N5XQ7 4042537.36000000 PA USD 4067151.04000000 0.252054807002 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 G2 MB0813 3618N53X5 2953151.63000000 PA USD 2914651.86000000 0.180630619523 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP COM 060505104 202415.00000000 NS USD 11533606.70000000 0.714775768644 Long EC CORP US N 1 N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 BA 5.15 05/01/30 097023CY9 3060000.00000000 PA USD 3097867.87000000 0.191985121873 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 TIBX 9 09/30/29 144A 18912UAA0 6000000.00000000 PA USD 5828351.10000000 0.361202202034 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Toronto-Dominion Bank/The 89112B244 55000.00000000 PA USD 5430389.76000000 0.336539221052 Long DBT CORP CA N 2 2027-01-27 Floating 821.96999980 N N N N N N FRESENIUS MEDICAL CARE US FINANCE III INC 5299006ZHLMXOOUVTU44 FMEGR 2.375 02/16/31 144A 35805BAB4 645000.00000000 PA USD 572141.26000000 0.035457486935 Long DBT CORP US N 2 2031-02-16 Fixed 2.37500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BACR V7.625 PERP 06738EDC6 1000000.00000000 PA USD 1045734.00000000 0.064807596018 Long DBT CORP GB N 2 N/A Fixed 7.62500000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 PHILIP MORRIS INTERNATIONAL INC COM 718172109 63560.00000000 NS USD 11498639.60000000 0.712608741761 Long EC CORP US N 1 N N N UBS AG, London Branch N/A UBS 10 02/24/27 90304M477 30000.00000000 PA USD 7171922.16000000 0.444467746119 Long DBT CORP CH N 2 2027-02-24 Fixed 2254.49999871 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BACR 0 06/15/27 MTMj 337601944 10000.00000000 PA USD 3953890.34000000 0.245035666675 Long DBT CORP GB N 2 2027-06-15 Fixed 9.00000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 VENLNG 9.875 02/01/32 144A 92332YAD3 5000000.00000000 PA USD 5339810.00000000 0.330925693622 Long DBT CORP US N 2 2032-02-01 Fixed 9.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MS V6.342 10/18/33 61747YEY7 1148000.00000000 PA USD 1224228.14000000 0.075869468460 Long DBT CORP US N 2 2033-10-18 Fixed 6.34200000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY COM NEW 617446448 44803.00000000 NS USD 9365619.12000000 0.580418405053 Long EC CORP US N 1 N N N Mizuho Markets Cayman LP 549300KHUXLS6Q30KT26 Mizuho Markets Cayman LP NOTES ISSUED LINKED TO COMMON STOCK OF PALO ALTO NETWORKS, INC DUE ON APRIL 28, 2027 60701E550 27000.00000000 NS USD 5321061.64000000 0.329763795720 Long EP CORP KY N 2 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC 06748N756 200000.00000000 PA USD 4965547.69000000 0.307731419943 Long DBT CORP GB N 2 2026-07-29 Floating 208.79999870 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC 06748U511 33000.00000000 PA USD 6626070.02000000 0.410639482933 Long DBT CORP GB N 2 2027-03-15 Floating 1561.92000100 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 VENLNG 9.5 02/01/29 144A 92332YAC5 3000000.00000000 PA USD 3230433.09000000 0.200200627177 Long DBT CORP US N 2 2029-02-01 Fixed 9.50000000 N N N N N N SKYMILES IP LTD / DELTA AIR LINE INC N/A DAL 4.75 10/20/28 144A 830867AB3 1583333.34000000 PA USD 1582230.79000000 0.098056077210 Long DBT CORP KY N 2 2028-10-20 Fixed 4.75000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 ALPHABET INC SERIES A DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 6.25% SERIES B MANDATORY CONVERTIBLE PREFERRED STOCK 02079K602 119603.00000000 NS USD 6016030.90000000 0.372833340219 Long EP CORP US N 1 N N N SOUTHERN COMPANY (THE) 549300FC3G3YU2FBZD92 SO V6.375 03/15/55 2025 842587EB9 1000000.00000000 PA USD 1029635.00000000 0.063809887721 Long DBT CORP US N 2 2055-03-15 Fixed 6.37500000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 VEGLPL 7.75 05/01/35 144A 922966AB2 2000000.00000000 PA USD 2243894.00000000 0.139061535591 Long DBT CORP US N 2 2035-05-01 Fixed 7.75000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.25 01/31/30 91282CMG3 7000000.00000000 PA USD 7016132.83000000 0.434812965876 Long DBT UST US N 2 2030-01-31 Fixed 4.25000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 000000000 20000.00000000 PA USD 4284329.78000000 0.265514092103 Long DBT CORP CA N 2 2026-08-20 Floating 1584.14999800 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 Bank of America NA 59027W401 50000.00000000 PA USD 3827778.91000000 0.237220124091 Long DBT CORP US N 2 2026-09-03 Floating 719.07000170 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 USB V5.836 06/12/34 91159HJN1 2500000.00000000 PA USD 2609616.48000000 0.161726567749 Long DBT CORP US N 2 2034-06-12 Fixed 5.83600000 N N N N N N WILLIAMS COMPANIES INC (THE) D71FAKCBLFS2O0RBPG08 WMB 3.5 11/15/30 969457BX7 1600000.00000000 PA USD 1519356.90000000 0.094159574215 Long DBT CORP US N 2 2030-11-15 Fixed 3.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 THC 6.125 10/01/28 88033GDK3 2363000.00000000 PA USD 2373749.29000000 0.147109097567 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N NESTLE' SA/AG KY37LUS27QQX7BB93L28 NESTLE' SA/AG SPONSORED ADR 641069406 161881.00000000 NS USD 16623559.89000000 1.030217009046 Long EC CORP CH N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 ORCL 6.25 11/09/32 68389XCJ2 3220000.00000000 PA USD 3310841.16000000 0.205183781323 Long DBT CORP US N 2 2032-11-09 Fixed 6.25000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank, National Association MANDATORY EXCHANGEABLE NOTES LINKED TO SHARES OF SLB LTD DUE ON JANUARY 11, 2027 466303575 75000.00000000 NS USD 3167115.45000000 0.196276623526 Long EP CORP US N 2 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA 5.625 09/01/28 404121AJ4 2935000.00000000 PA USD 2981357.36000000 0.184764580068 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG 6.25 11/01/34 144A 629377CX8 1500000.00000000 PA USD 1519445.13000000 0.094165042120 Long DBT CORP US N 2 2034-11-01 Fixed 6.25000000 N N N N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 MTNA 6.8 11/29/32 03938LBF0 485000.00000000 PA USD 532403.06000000 0.032994779199 Long DBT CORP LU N 2 2032-11-29 Fixed 6.80000000 N N N N N N RAIN CARBON INC 25490038N6JQH7QXUK52 RCOLIN 12.25 09/01/29 144A 75079LAB7 500000.00000000 PA USD 533917.00000000 0.033088603070 Long DBT CORP US N 2 2029-09-01 Fixed 12.25000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 CISCO SYSTEMS INC COM 17275R102 66819.00000000 NS USD 7848559.74000000 0.486401215754 Long EC CORP US N 1 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 THC 6 11/15/33 144A 88033GDV9 2500000.00000000 PA USD 2523657.50000000 0.156399405344 Long DBT CORP US N 2 2033-11-15 Fixed 6.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 3.375 11/30/27 91282CPL9 6000000.00000000 PA USD 5936015.64000000 0.367874529809 Long DBT UST US N 2 2027-11-30 Fixed 3.37500000 N N N N N N SCIH SALT HOLDINGS INC N/A MORTON 6.625 05/01/29 144A 78433BAB4 1250000.00000000 PA USD 1240138.01000000 0.076855455745 Long DBT CORP US N 2 2029-05-01 Fixed 6.62500000 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A CHTR 5 02/01/28 144A 1248EPBX0 1350000.00000000 PA USD 1333782.32000000 0.082658903479 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 G2 MB0557 3618N5TP4 1767012.28900000 PA USD 1806141.87000000 0.111932587697 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 6.00000000 N N N N N N TORONTO DOMINION BANK (THE) PT3QB789TSUIDF371261 TD 7.5 08/19/26 MTN 000000000 20000.00000000 PA USD 4418649.41000000 0.273838324000 Long DBT CORP CA N 2 2026-08-19 Fixed 7.50000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 TLN 6.125 05/01/31 144A 87422VAQ1 4000000.00000000 PA USD 4001736.00000000 0.248000820533 Long DBT CORP US N 2 2031-05-01 Fixed 6.12500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG 6.125 05/15/36 144A 629377DG4 2306000.00000000 PA USD 2308059.26000000 0.143038069058 Long DBT CORP US N 2 2036-05-15 Fixed 6.12500000 N N N N N N HOME DEPOT INC (THE) QEKMOTMBBKA8I816DO57 HOME DEPOT INC (THE) COM 437076102 26053.00000000 NS USD 9188372.04000000 0.569433817045 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FN MA5945 31418FTB3 3114350.81000000 PA USD 3127128.62000000 0.193798507366 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 JPM V6.1 PERP PP 48128BAR2 4000000.00000000 PA USD 4051860.52000000 0.251107202886 Long DBT CORP US N 2 N/A Fixed 6.10000000 N N N N N N 1261229 B.C. LTD N/A BHCCN 10 04/15/32 144A 68288AAA5 4000000.00000000 PA USD 4054024.00000000 0.251241280900 Long DBT CORP CA N 2 2032-04-15 Fixed 10.00000000 N N N N N N HILCORP ENERGY I LP / HILCORP FINANCE CO N/A HILCRP 7.25 02/15/35 144A 431318BG8 2500000.00000000 PA USD 2463043.50000000 0.152642955210 Long DBT CORP US N 2 2035-02-15 Fixed 7.25000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.5 11/15/54 912810UE6 2000000.00000000 PA USD 1862148.44000000 0.115403500149 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 BLCOCN 8.375 10/01/28 144A 071705AA5 675000.00000000 PA USD 694406.25000000 0.043034652906 Long DBT CORP CA N 2 2028-10-01 Fixed 8.37500000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 GM 5.6 10/15/32 37045VAZ3 2700000.00000000 PA USD 2764573.63000000 0.171329775044 Long DBT CORP US N 2 2032-10-15 Fixed 5.60000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 CNC 2.5 03/01/31 15135BAX9 2030000.00000000 PA USD 1774424.24000000 0.109966941221 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 TMUS 5.05 07/15/33 87264ACY9 900000.00000000 PA USD 898795.24000000 0.055701314882 Long DBT CORP US N 2 2033-07-15 Fixed 5.05000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MS V5.948 01/19/38 61747YFB6 4000000.00000000 PA USD 4117129.88000000 0.255152161083 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N QTS FAYETTEVILLE I DC1-2 LLC / QTS TRS FAYETTEVILLE I DCI-2 LLC N/A QTSQST 5.7 04/15/36 144A 74751AAA1 4000000.00000000 PA USD 3804626.40000000 0.235785286441 Long DBT CORP US N 2 2036-04-15 Fixed 5.70000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 NWL 8.5 06/01/28 144A 651229BG0 2000000.00000000 PA USD 2090596.00000000 0.129561151311 Long DBT CORP US N 2 2028-06-01 Fixed 8.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BAC V4.571 04/27/33 06051GKQ1 1500000.00000000 PA USD 1470816.87000000 0.091151387951 Long DBT CORP US N 2 2033-04-27 Fixed 4.57100000 N N N N N N JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP N/A JBLU 9.875 09/20/31 144A 476920AA1 5250000.00000000 PA USD 4762106.48000000 0.295123495030 Long DBT CORP US N 2 2031-09-20 Fixed 9.87500000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 HPQ 5.5 01/15/33 40434LAN5 750000.00000000 PA USD 766072.08000000 0.047476021513 Long DBT CORP US N 2 2033-01-15 Fixed 5.50000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 LOCKHEED MARTIN CORP COM 539830109 17079.00000000 NS USD 8701067.34000000 0.539233932433 Long EC CORP US N 1 N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 CHCOCH 3.7 11/15/29 16412XAJ4 800000.00000000 PA USD 773779.79000000 0.047953693805 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 NFLX 5.875 11/15/28 64110LAT3 945000.00000000 PA USD 975087.35000000 0.060429389368 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 CARR 2.722 02/15/30 14448CAQ7 850000.00000000 PA USD 794963.36000000 0.049266509728 Long DBT CORP US N 2 2030-02-15 Fixed 2.72200000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BACR 10 09/08/26 000000000 25000.00000000 PA USD 3762985.21000000 0.233204644118 Long DBT CORP GB N 2 2026-09-08 Fixed 10.00000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 GS V6.85 PERP Z 38141GC28 1000000.00000000 PA USD 1028653.73000000 0.063749075172 Long DBT CORP US N 2 N/A Fixed 6.85000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS V6.75 12/10/54 126650EG1 2500000.00000000 PA USD 2605637.50000000 0.161479977193 Long DBT CORP US N 2 2054-12-10 Fixed 6.75000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 CCI 5.1 05/01/33 22822VBC4 300000.00000000 PA USD 297623.10000000 0.018444688257 Long DBT CORP US N 2 2033-05-01 Fixed 5.10000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WFC V6.125 PERP GG 95002YAE3 5000000.00000000 PA USD 5061515.00000000 0.313678831673 Long DBT CORP US N 2 N/A Fixed 6.12500000 N N N N N N MCAFEE CORP 2549009UKR8UEZYVCR93 MCFE 7.375 02/15/30 144A 579063AB4 3400000.00000000 PA USD 2891927.80000000 0.179222334338 Long DBT CORP US N 2 2030-02-15 Fixed 7.37500000 N N N N N N DELL TECHNOLOGIES INC 549300TJB5YBRUPOG437 DELL TECHNOLOGIES INC CL C 24703L202 16289.00000000 NS USD 7028051.94000000 0.435551632560 Long EC CORP US N 1 N N N R.R. DONNELLEY & SONS COMPANY SU4X0P4WWRGOQDTSV032 RRD 9.5 08/01/29 144A 257867BJ9 2000000.00000000 PA USD 2075592.00000000 0.128631303787 Long DBT CORP US N 2 2029-08-01 Fixed 9.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FN MA5531 31418FED5 1549409.36000000 PA USD 1557775.10000000 0.096540477184 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 AHTLN 4.25 11/01/29 144A 045054AL7 550000.00000000 PA USD 538887.99000000 0.033396671768 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A CHTR 5.375 06/01/29 144A 1248EPCB7 1250000.00000000 PA USD 1223488.74000000 0.075823645396 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 COF V5.817 02/01/34 14040HCY9 1000000.00000000 PA USD 1027773.95000000 0.063694552295 Long DBT CORP US N 2 2034-02-01 Fixed 5.81700000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS 5.25 02/21/33 126650DU1 1000000.00000000 PA USD 1016951.90000000 0.063023874049 Long DBT CORP US N 2 2033-02-21 Fixed 5.25000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4 11/15/35 91282CPJ4 22500000.00000000 PA USD 21768750.00000000 1.349081464143 Long DBT UST US N 2 2035-11-15 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FR SD8342 3132DWHT3 384207.45000000 PA USD 388352.19000000 0.024067470161 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A AER 5.75 06/06/28 00774MBC8 500000.00000000 PA USD 509830.28000000 0.031595869335 Long DBT CORP IE N 2 2028-06-06 Fixed 5.75000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 CE 6.379 07/15/32 15089QAP9 2500000.00000000 PA USD 2630752.50000000 0.163036436841 Long DBT CORP US N 2 2032-07-15 Fixed 7.37900000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG 7 03/15/33 144A 629377CT7 750000.00000000 PA USD 814014.00000000 0.050447140922 Long DBT CORP US N 2 2033-03-15 Fixed 7.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG 6 01/15/36 144A 629377DD1 3500000.00000000 PA USD 3490826.96000000 0.216338096871 Long DBT CORP US N 2 2036-01-15 Fixed 6.00000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 GS V6.561 10/24/34 38141GA53 825000.00000000 PA USD 892823.89000000 0.055331250565 Long DBT CORP US N 2 2034-10-24 Fixed 6.56100000 N N N N N N MORGAN STANLEY FIN LLC 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61772E198 14000.00000000 PA USD 3715151.64000000 0.230240239517 Long DBT CORP US N 2 2027-04-08 Floating 2256.00000100 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 POST 6.25 02/15/32 144A 737446AU8 700000.00000000 PA USD 711417.70000000 0.044088908749 Long DBT CORP US N 2 2032-02-15 Fixed 6.25000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 THC 4.25 06/01/29 88033GDM9 6000000.00000000 PA USD 5834665.08000000 0.361593500265 Long DBT CORP US N 2 2029-06-01 Fixed 4.25000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 TFC V4.916 07/28/33 MTN 89788NAA8 2540000.00000000 PA USD 2490755.34000000 0.154360349625 Long DBT CORP US N 2 2033-07-28 Fixed 4.91600000 N N N N N N ARES STRATEGIC INCOME FUND 549300IANZJVZPTICV54 ARESSI 5.55 04/15/31 04020EAW7 4000000.00000000 PA USD 3883710.60000000 0.240686395983 Long DBT CORP US N 2 2031-04-15 Fixed 5.55000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 CLF 7.625 01/15/34 144A 18589GAA3 3500000.00000000 PA USD 3497919.04000000 0.216777616534 Long DBT CORP US N 2 2034-01-15 Fixed 7.62500000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 VEGLPL 6.125 12/15/30 144A 922966AE6 3000000.00000000 PA USD 3070914.00000000 0.190314701366 Long DBT CORP US N 2 2030-12-15 Fixed 6.12500000 N N N N N N MAUSER PACKAGING SOLUTIONS HOLDING COMPANY 549300DNGHXL0OMHW304 BWY 7.875 04/15/30 144A 57763RAE7 6500000.00000000 PA USD 6648557.50000000 0.412033106473 Long DBT CORP US N 2 2030-04-15 Fixed 7.87500000 N N N N N N WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP N/A WYNFIN 6.25 03/15/33 144A 983133AD1 3800000.00000000 PA USD 3816324.80000000 0.236510274996 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG 3.625 02/15/31 144A 629377CR1 1320000.00000000 PA USD 1226370.47000000 0.076002235739 Long DBT CORP US N 2 2031-02-15 Fixed 3.62500000 N N N N N N BEACH ACQUISITION BIDCO LLC 254900F2FNX3GBTB6202 SKX 10 07/15/33 144a 07337JAC1 5689170.14000000 PA USD 6462811.94000000 0.400521839540 Long DBT CORP US N 2 2033-07-15 Fixed 10.75000000 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 F 6.1 08/19/32 345370DB3 9300000.00000000 PA USD 9474073.40000000 0.587139675630 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 KMI 5.2 06/01/33 49456BAX9 515000.00000000 PA USD 522213.98000000 0.032363328199 Long DBT CORP US N 2 2033-06-01 Fixed 5.20000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 VICI 5.125 05/15/32 925650AD5 3300000.00000000 PA USD 3273760.58000000 0.202885775091 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 DVA 6.875 09/01/32 144A 23918KAW8 500000.00000000 PA USD 515946.50000000 0.031974911726 Long DBT CORP US N 2 2032-09-01 Fixed 6.87500000 N N N N N N MORGAN STANLEY FIN LLC 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61772E222 40000.00000000 PA USD 12316542.18000000 0.763296870852 Long DBT CORP US N 2 2027-03-30 Floating 2253.59999900 N N N N N N MATADOR RESOURCES COMPANY 549300CI3Q2UUK5R4G79 MTDR 6.5 04/15/32 144A 576485AG1 450000.00000000 PA USD 452695.50000000 0.028055037976 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A CHTR 6.375 09/01/29 144A 1248EPCS0 2700000.00000000 PA USD 2698801.74000000 0.167253673400 Long DBT CORP US N 2 2029-09-01 Fixed 6.37500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TDG 6.375 05/31/33 144A 893647BY2 4000000.00000000 PA USD 4040732.00000000 0.250417531680 Long DBT CORP US N 2 2033-05-31 Fixed 6.37500000 N N N N N N RD MICHIGAN PROPERTY OWNER I LLC N/A RDMICH 7.5 03/30/45 144A 74941YAA0 2500000.00000000 PA USD 2494854.90000000 0.154614412922 Long DBT CORP US N 2 2045-03-30 Fixed 7.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBV 4.55 03/15/35 00287YCY3 520000.00000000 PA USD 504509.42000000 0.031266118036 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N AADVANTAGE LOYALTY IP LTD / AMERICAN AIRLINES INC N/A AAL 5.75 04/20/29 144A 00253XAB7 5000000.00000000 PA USD 5012660.00000000 0.310651125675 Long DBT CORP KY N 2 2029-04-20 Fixed 5.75000000 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 TEVA 6.75 03/01/28 88167AAK7 600000.00000000 PA USD 614325.23000000 0.038071767131 Long DBT CORP NL N 2 2028-03-01 Fixed 6.75000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 AHTLN 5.55 05/30/33 144A 045054AQ6 2000000.00000000 PA USD 2021379.10000000 0.125271550999 Long DBT CORP US N 2 2033-05-30 Fixed 5.55000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 THC 6.125 06/15/30 88033GDQ0 3500000.00000000 PA USD 3530023.00000000 0.218767205158 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 BCRED 6 01/29/32 09261HBX4 2500000.00000000 PA USD 2464874.75000000 0.152756443831 Long DBT CORP US N 2 2032-01-29 Fixed 6.00000000 N N N N N N Venture Glo 04/01/33 549300GKHS6RS20NLH85 Venture Glo 04/01/33 12867PAB7 6000000.00000000 PA USD 6024600.00000000 0.373364395699 Long LON CORP US N 2 2033-04-01 Floating 6.92000000 N N N N N N MILLROSE PROPERTIES INC N/A MRP 6.375 08/01/30 144A 601137AA0 1500000.00000000 PA USD 1521300.00000000 0.094279994551 Long DBT CORP US N 2 2030-08-01 Fixed 6.37500000 N N N N N N OPAL BIDCO SAS 969500R96XT7XY2UJ564 OPALBD 6.5 03/31/32 144A 68348BAA1 2000000.00000000 PA USD 2041402.00000000 0.126512436362 Long DBT CORP FR N 2 2032-03-31 Fixed 6.50000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 FIFTH THIRD BANCORP COM 316773100 100746.00000000 NS USD 5679052.02000000 0.351949644058 Long EC CORP US N 1 N N N PROCTER & GAMBLE COMPANY (THE) 2572IBTT8CCZW6AU4141 PROCTER & GAMBLE COMPANY (THE) COM 742718109 209288.00000000 NS USD 30689992.32000000 1.901960368584 Long EC CORP US N 1 N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 F 3.25 02/12/32 345370DA5 1750000.00000000 PA USD 1543063.69000000 0.095628762431 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A NXPI 5.55 12/01/28 62947QBC1 500000.00000000 PA USD 509122.63000000 0.031552013924 Long DBT CORP NL N 2 2028-12-01 Fixed 5.55000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 MCDONALD'S CORP COM 580135101 14733.00000000 NS USD 3982477.23000000 0.246807290835 Long EC CORP US N 1 N N N TORONTO DOMINION BANK (THE) PT3QB789TSUIDF371261 TD 10 10/13/26 MTN 000000000 11000.00000000 PA USD 2482276.67000000 0.153834898392 Long DBT CORP CA N 2 2026-10-13 Fixed 10.00000000 N N N N N N INSTITUTIONAL FIDUCIARY TRUST 549300DHQLI8W1JIXY85 INSTITUTIONAL FIDUCIARY TRUST US GOVT MNY MRKT 457756500 55108214.76000000 NS USD 55108214.76000000 3.415238406189 Long STIV RF US N 1 N N N SEMPRA PBBKGKLRK5S5C0Y4T545 SEMPRA COM 816851109 48109.00000000 NS USD 4460185.39000000 0.276412446111 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FN MA5910 31418FR82 4669794.66000000 PA USD 4688954.13000000 0.290590001860 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Wells Fargo Bank NA 95004P449 50000.00000000 PA USD 4340993.96000000 0.269025758823 Long DBT CORP US N 2 2026-10-22 Floating 792.01999970 N N N N N N BNP Paribas Issuance BV 7245009UXRIGIRYOBR48 BNP Paribas Issuance BV 0% SNR NTS 14/07/2027 USD 341472105 80000.00000000 PA USD 6658721.69000000 0.412663014958 Long DBT CORP NL N 2 2027-07-14 None 0.00000000 N N N N N N CALUMET SPECIALTY PRODUCTS PARTNERS LP 529900QWK0FGLES9BA18 CLMT 9.25 07/15/29 144A 131477AX9 300000.00000000 PA USD 304500.00000000 0.018870872504 Long DBT CORP US N 2 2029-07-15 Fixed 9.25000000 N N N N N N JPMORGAN CHASE LONDON 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA/London 48131K130 6000.00000000 PA USD 5786300.67000000 0.358596197753 Long DBT CORP US N 2 2027-04-01 Floating 7668.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TDG 6.75 08/15/28 144A 893647BR7 600000.00000000 PA USD 606725.40000000 0.037600780520 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N GENMAB A/S / GENMAB FINANCE LLC N/A GMABDC 7.25 12/15/33 144A 37230JAB8 500000.00000000 PA USD 521629.05000000 0.032327078151 Long DBT CORP DK N 2 2033-12-15 Fixed 7.25000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BACR 0 12/16/26 F0UZ 318926484 60000.00000000 PA USD 14297649.50000000 0.886072646397 Long DBT CORP GB N 2 2026-12-16 Fixed 8.50000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.25 11/15/34 91282CLW9 4000000.00000000 PA USD 3961328.12000000 0.245496610511 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BACR V7.437 11/02/33 06738ECE3 1465000.00000000 PA USD 1633397.00000000 0.101227016539 Long DBT CORP GB N 2 2033-11-02 Fixed 7.43700000 N N N N N N BNP PARIBAS ISSUANCE BV 7245009UXRIGIRYOBR48 BNP 10 03/29/27 000000000 42000.00000000 PA USD 6901523.03000000 0.427710217358 Long DBT CORP NL N 2 2027-03-29 None 0.00000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78017W437 20000.00000000 PA USD 3018116.39000000 0.187042658782 Long DBT CORP CA N 2 2027-05-12 Floating 2158.68999800 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 G2 MB0485 3618N5RF8 286707.78000000 PA USD 288520.64000000 0.017880578694 Long ABS-MBS USGA US N 2 2055-07-20 Fixed 5.50000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 CLF 7 03/15/32 144A 185899AP6 3000000.00000000 PA USD 2980036.20000000 0.184682703411 Long DBT CORP US N 2 2032-03-15 Fixed 7.00000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 PCG 5.25 07/01/30 69331CAJ7 1000000.00000000 PA USD 985206.67000000 0.061056517110 Long DBT CORP US N 2 2030-07-01 Fixed 5.25000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FN MA5793 31418FNK9 1843386.92000000 PA USD 1887006.16000000 0.116944015305 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.00000000 N N N N N N MACQUARIE AIRFINANCE HOLDINGS LTD 549300MCGUSL5B852H65 MCAIRH 6.4 03/26/29 144A 55609NAC2 500000.00000000 PA USD 514795.95000000 0.031903608335 Long DBT CORP GB N 2 2029-03-26 Fixed 6.40000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UNH 5.35 02/15/33 91324PER9 500000.00000000 PA USD 513248.13000000 0.031807684809 Long DBT CORP US N 2 2033-02-15 Fixed 5.35000000 N N N N N N RIVIAN HOLDINGS LLC / RIVIAN LLC / RIVIAN AUTOMOTIVE LLC N/A RIVHOL 10 01/15/31 144A 76954LAD1 3000000.00000000 PA USD 2990493.00000000 0.185330745906 Long DBT CORP US N 2 2031-01-15 Fixed 10.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FR SD8474 3132DWMX8 4028649.86000000 PA USD 3976653.49000000 0.246446374398 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N SOUTHERN COMPANY (THE) 549300FC3G3YU2FBZD92 SO V6 04/01/58 842587EJ2 3500000.00000000 PA USD 3509404.50000000 0.217489408492 Long DBT CORP US N 2 2058-04-01 Fixed 6.00000000 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 AEP 5.625 03/01/33 025537AX9 300000.00000000 PA USD 311000.01000000 0.019273699630 Long DBT CORP US N 2 2033-03-01 Fixed 5.62500000 N N N N N N LOWE'S COMPANIES INC WAFCR4OKGSC504WU3E95 LOW 5 04/15/33 548661EL7 1000000.00000000 PA USD 1004324.00000000 0.062241281304 Long DBT CORP US N 2 2033-04-15 Fixed 5.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 UBS AG 90304M535 150000.00000000 PA USD 14031152.50000000 0.869556945544 Long DBT CORP CH N 2 2027-04-12 Floating 835.59999930 N N N N N N PR RNO PROPERTY OWNER 1 LLC N/A TRACTD 6.5 05/01/31 144A 69393LAA1 5500000.00000000 PA USD 5495858.17000000 0.340596515036 Long DBT CORP US N 2 2031-05-01 Fixed 6.50000000 N N N N N N ALCOA NEDERLAND HOLDING BV 5493000UL1QLQLT1VQ42 AA 4.125 03/31/29 144A 013822AG6 825000.00000000 PA USD 804067.85000000 0.049830745097 Long DBT CORP NL N 2 2029-03-31 Fixed 4.12500000 N N N N N N JBS USA HOLDING LUX SARL RB8RC03FUD8DSX57C193 JBS 5.75 04/01/33 46590XAY2 2530000.00000000 PA USD 2599050.10000000 0.161071734219 Long DBT CORP LU N 2 2033-04-01 Fixed 5.75000000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 VST 6.875 04/15/32 144A 92840VAR3 2900000.00000000 PA USD 3004788.60000000 0.186216691538 Long DBT CORP US N 2 2032-04-15 Fixed 6.87500000 N N N N N N BNP PARIBAS ISSUANCE BV 7245009UXRIGIRYOBR48 BNP 10 08/28/26 000000000 97000.00000000 PA USD 4720045.46000000 0.292516834453 Long DBT CORP NL N 2 2026-08-28 Fixed 10.00000000 N N N N N N SHELL PLC 21380068P1DRHMJ8KU70 SHELL PLC SPON ADS 780259305 179812.00000000 NS USD 13942622.48000000 0.864070447284 Long EC CORP GB N 1 N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 VST 4.375 05/01/29 144A 92840VAH5 1500000.00000000 PA USD 1474328.07000000 0.091368988632 Long DBT CORP US N 2 2029-05-01 Fixed 4.37500000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 QUIKHO 6.375 03/01/32 144A 74843PAA8 1000000.00000000 PA USD 1021657.00000000 0.063315464664 Long DBT CORP US N 2 2032-03-01 Fixed 6.37500000 N N N N N N COMMUNITY HEALTH SYSTEMS INC 549300BQWM4WENQ3YW73 CYH 10.875 01/15/32 144A 12543DBN9 8000000.00000000 PA USD 8625528.00000000 0.534552509595 Long DBT CORP US N 2 2032-01-15 Fixed 10.87500000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 Citigroup Global Markets Holdings Inc/United States 17333Q310 20000.00000000 PA USD 2499993.55000000 0.154932872065 Long DBT CORP US N 2 2027-02-24 Floating 1540.00000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 KMI 5.4 02/01/34 494553AE0 775000.00000000 PA USD 790226.17000000 0.048972930390 Long DBT CORP US N 2 2034-02-01 Fixed 5.40000000 N N N N N N MERRILL LYNCH BV 549300RQ1D1WIE085245 Merrill Lynch BV 59028A267 50000.00000000 PA USD 4666330.94000000 0.289187967922 Long DBT CORP US N 2 2027-03-03 Floating 763.92000170 N N N N N N CALUMET SPECIALTY PRODUCTS PARTNERS LP/CALUMET FINANCE CORP N/A CLMT 9.75 07/15/28 144A 131477AW1 1500000.00000000 PA USD 1538812.50000000 0.095365302120 Long DBT CORP US N 2 2028-07-15 Fixed 9.75000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FR RQ0050 3142J6BU6 2088702.86000000 PA USD 2138126.90000000 0.132506798450 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 6.00000000 N N N N N N NEXTERA ENERGY INC 254900RHL9MEUS5NKX63 NEE 7.299 06/01/27 65339F663 139637.00000000 PA USD 7420310.18000000 0.459861173564 Long DBT CORP US N 1 2027-06-01 Fixed 7.29900000 N N N Y N NextEra Energy Inc NextEra Energy Inc USD XXXX N N N BNP PARIBAS ISSUANCE BV 7245009UXRIGIRYOBR48 BNP 11 10/07/26 000000000 25000.00000000 PA USD 2690850.36000000 0.166760900072 Long DBT CORP NL N 2 2026-10-07 Fixed 11.00000000 N N N N N N CHARLES SCHWAB CORP (THE) 549300VSGCJ7E698NM85 SCHW V6.196 11/17/29 808513CJ2 500000.00000000 PA USD 517242.26000000 0.032055214260 Long DBT CORP US N 2 2029-11-17 Fixed 6.19600000 N N N N N N WEATHERFORD INTERNATIONAL LTD (BM) 549300A2JKMG5PGOGF82 WFRD 8.625 04/30/30 144A 947075AU1 748000.00000000 PA USD 760316.57000000 0.047119333515 Long DBT CORP BM N 2 2030-04-30 Fixed 8.62500000 N N N N N N MEDLINE BORROWER LP / MEDLINE CO-ISSUER INC N/A MEDIND 6.25 04/01/29 144A 58506DAA6 300000.00000000 PA USD 306553.89000000 0.018998158863 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 UBS AG 90304M378 87000.00000000 PA USD 10905672.37000000 0.675860600557 Long DBT CORP CH N 2 2026-12-04 Floating 864.00000110 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 RRX 6.3 02/15/30 * 758750AN3 1000000.00000000 PA USD 1043945.05000000 0.064696728867 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N Mizuho Markets Cayman LP 549300KHUXLS6Q30KT26 Mizuho Markets Cayman LP NOTES ISSUED LINKED TO THE COMMON STOCK OF META PLATFORMS, INC. DUE ON DECEMBER 7, 2026 000000000 7250.00000000 NS USD 4111223.57000000 0.254786127510 Long EP CORP KY N 2 N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 COF V7.624 10/30/31 . 14040HDC6 2500000.00000000 PA USD 2742568.10000000 0.169966019539 Long DBT CORP US N 2 2031-10-30 Fixed 7.62400000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC 06748U594 25000.00000000 PA USD 4273625.77000000 0.264850729187 Long DBT CORP GB N 2 2027-04-27 Floating 1640.50000000 N N N N N N LYONDELLBASELL INDUSTRIES NV BN6WCCZ8OVP3ITUUVN49 LYONDELLBASELL INDUSTRIES NV SHS - A - 000000000 168954.00000000 NS USD 8895428.10000000 0.551279111815 Long EC CORP NL N 1 N N N FISERV INC GI7UBEJLXYLGR2C7GV83 FISV 5.6 03/02/33 337738BE7 400000.00000000 PA USD 404403.84000000 0.025062244022 Long DBT CORP US N 2 2033-03-02 Fixed 5.60000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4 02/15/34 91282CJZ5 4000000.00000000 PA USD 3908593.76000000 0.242228487739 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N ARC FALCON I INC N/A NEWARC 9.75 03/01/33 144A 03881HAA8 3000000.00000000 PA USD 2889105.00000000 0.179047396082 Long DBT CORP US N 2 2033-03-01 Fixed 9.75000000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 NOVHOL 6.75 04/15/32 144A 18972EAD7 3000000.00000000 PA USD 2914050.60000000 0.180593357452 Long DBT CORP US N 2 2032-04-15 Fixed 6.75000000 N N N N N N FIVE CORNERS FUNDING TRUST III N/A PRU 5.791 02/15/33 33830GAA9 490000.00000000 PA USD 508968.86000000 0.031542484288 Long DBT CORP US N 2 2033-02-15 Fixed 5.79100000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC 06748U420 125000.00000000 PA USD 5472381.67000000 0.339141598654 Long DBT CORP GB N 2 2027-02-12 Floating 627.90000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 32294.00000000 NS USD 9081395.74000000 0.562804141780 Long EC CORP US N 1 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.75 05/15/55 912810UK2 17000000.00000000 PA USD 16493320.27000000 1.022145628868 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N N CITIGROUP GLOBAL MARKETS HOLDINGS INC 82VOJDD5PTRDMVVMGV31 C 8 10/28/26 0004 000000000 165000.00000000 PA USD 13217475.84000000 0.819130710697 Long DBT CORP US N 2 2026-10-28 Fixed 8.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 AVGO 3.469 04/15/34 11135FCT6 1315000.00000000 PA USD 1181250.31000000 0.073205990134 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N QXO BUILDING PRODUCTS INC 549300HDXQWWCBOYXP31 BECN 6.875 07/15/34 144A 77583AAB6 2000000.00000000 PA USD 2054351.06000000 0.127314932455 Long DBT CORP US N 2 2034-07-15 Fixed 6.87500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 G2 MB0814 3618N53Y3 3430066.37000000 PA USD 3450950.91000000 0.213866846114 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 5.50000000 N N N N N N SWORD PURCHASER LLC 254900S0VY2QTAITBR94 SEE 8.25 04/15/33 144A 87110CAB3 3750000.00000000 PA USD 3882525.00000000 0.240612920428 Long DBT CORP US N 2 2033-04-15 Fixed 8.25000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP DEPOSITARY SHARES EACH REPRESENTING A 1/2,000TH INTEREST IN A SHARE OF 6.50% SERIES D MANDATORY CONVERTIBLE PREFERRED STOCK 68389X204 268067.00000000 NS USD 12049611.65000000 0.746754302711 Long EP CORP US N 1 N N N BNP PARIBAS ISSUANCE BV 7245009UXRIGIRYOBR48 BNP 0 07/01/26 000d 000000000 25000.00000000 PA USD 5750076.92000000 0.356351292112 Long DBT CORP NL N 2 2026-07-01 Fixed 9.00000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 UAL 4.625 04/15/29 144A 90932LAH0 2500000.00000000 PA USD 2466940.25000000 0.152884449700 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N CITIGROUP GLOBAL MARKETS HOLDINGS INC 82VOJDD5PTRDMVVMGV31 C 8.5 08/21/26 0000 000000000 30000.00000000 PA USD 7912681.07000000 0.490375026733 Long DBT CORP US N 2 2026-08-21 Fixed 8.50000000 N N N N N N ENDO FINANCE HOLDINGS INC N/A ENDP 8.5 04/15/31 144A 29281RAA7 500000.00000000 PA USD 525854.94000000 0.032588970537 Long DBT CORP US N 2 2031-04-15 Fixed 8.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 G2 MB0872 3618N56J3 3446087.45000000 PA USD 3467069.54000000 0.214865770947 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 5.50000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 US BANCORP COM NEW 902973304 148121.00000000 NS USD 8946508.40000000 0.554444727016 Long EC CORP US N 1 N N N Mizuho Markets Cayman LP 549300KHUXLS6Q30KT26 Mizuho Markets Cayman LP NOTES ISSUED LINKED TO THE COMMON STOCK OF SCHLUMBERGER N.V DUE ON JULY 27, 2026 000000000 110000.00000000 NS USD 4577645.82000000 0.283691857602 Long EP CORP KY N 2 N N N ASURION LLC / ASURION CO-ISSUER INC N/A ASUCOR 8.375 02/01/34 144A 045941AB7 3000000.00000000 PA USD 2779242.00000000 0.172238822466 Long DBT CORP US N 2 2034-02-01 Fixed 8.37500000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 000000000 23500.00000000 PA USD 6090310.02000000 0.377436663054 Long DBT CORP US N 2 2026-11-16 Floating 2305.99999800 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A CHTR 4.75 03/01/30 144A 1248EPCD3 1200000.00000000 PA USD 1138405.44000000 0.070550751778 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 BOEING COMPANY (THE) 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD 097023204 134515.00000000 NS USD 9052859.50000000 0.561035656569 Long EP CORP US N 1 N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 CYH 6.125 04/01/30 144A 12543DBL3 9500000.00000000 PA USD 8538147.80000000 0.529137269484 Long DBT CORP US N 2 2030-04-01 Fixed 6.12500000 N N N N N N ORGANON & COMPANY 549300AMCKY57OK2CO56 OGN 5.125 04/30/31 144A 68622TAB7 3000000.00000000 PA USD 2969357.10000000 0.184020884250 Long DBT CORP US N 2 2031-04-30 Fixed 5.12500000 N N N N N N SOUTHERN COMPANY (THE) 549300FC3G3YU2FBZD92 SOUTHERN COMPANY (THE) COM 842587107 139331.00000000 NS USD 13335370.01000000 0.826437002491 Long EC CORP US N 1 N N N ORGANON & COMPANY 549300AMCKY57OK2CO56 OGN 4.125 04/30/28 144a 68622TAA9 2000000.00000000 PA USD 1976071.88000000 0.122463712667 Long DBT CORP US N 2 2028-04-30 Fixed 4.12500000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 UVN 9.375 08/01/32 144A 914906BA9 2500000.00000000 PA USD 2542135.00000000 0.157544517156 Long DBT CORP US N 2 2032-08-01 Fixed 9.37500000 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A CHTR 7.375 03/01/31 144A 1248EPCT8 2800000.00000000 PA USD 2808618.40000000 0.174059375172 Long DBT CORP US N 2 2031-03-01 Fixed 7.37500000 N N N N N N MERRILL LYNCH BV 549300RQ1D1WIE085245 BAC 10 07/01/26 000000000 11000.00000000 PA USD 4299968.08000000 0.266483249297 Long DBT CORP NL N 2 2026-07-01 Fixed 10.00000000 N N N N N N ARDAGH METAL PACKAGING FINANCE PLC/ARDAGH METAL PACKAGING FINANCE USA LLC 635400YUJMWFYRBL5293 AMPBEV 4 09/01/29 144A 03969YAB4 675000.00000000 PA USD 641984.27000000 0.039785889356 Long DBT CORP IE N 2 2029-09-01 Fixed 4.00000000 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 CYH 9.75 01/15/34 144A 12543DBQ2 18000000.00000000 PA USD 18815958.00000000 1.166087173948 Long DBT CORP US N 2 2034-01-15 Fixed 9.75000000 N N N N N N ALBEMARLE CORP HDBLS2Q6GV1LSKQPBS54 ALBEMARLE CORP DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 7.25% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK 012653200 247197.00000000 NS USD 13682353.95000000 0.847940745324 Long EP CORP US N 1 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 THC 6.75 05/15/31 88033GDU1 2500000.00000000 PA USD 2562265.00000000 0.158792039860 Long DBT CORP US N 2 2031-05-15 Fixed 6.75000000 N N N N N N ASURION LLC / ASURION CO-ISSUER INC N/A ASUCOR 8 12/31/32 144A 045941AA9 4000000.00000000 PA USD 4033486.00000000 0.249968473085 Long DBT CORP US N 2 2032-12-31 Fixed 8.00000000 N N N N N N SOUTHERN COMPANY (THE) 549300FC3G3YU2FBZD92 SO 7.125 12/15/28 A 842587842 128734.00000000 PA USD 6403229.16000000 0.396829297521 Long DBT CORP US N 1 2028-12-15 Fixed 7.12500000 N N N Y N Southern Co/The Southern Co/The USD XXXX N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 GS V5.065 01/21/37 38145GAS9 6000000.00000000 PA USD 5860293.84000000 0.363181799321 Long DBT CORP US N 2 2037-01-21 Fixed 5.06500000 N N N N N N DEXKO GLOBAL INC 549300SMZ4OV1KBH1M19 DEXAXL 7.5 04/15/32 144A 252142AB0 2575000.00000000 PA USD 2126943.20000000 0.131813707558 Long DBT CORP US N 2 2032-04-15 Fixed 7.50000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 JPM V6.5 PERP OO 48128AAJ2 2000000.00000000 PA USD 2048922.00000000 0.126978475644 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N Mizuho Markets Cayman LP 549300KHUXLS6Q30KT26 Mizuho Markets Cayman LP NOTES ISSUED LINKED TO COMMON STOCK OF MICROSOFT CORPORATION DUE JANUARY 7, 2027 60701E493 10900.00000000 NS USD 4200544.04000000 0.260321612572 Long EP CORP KY N 2 N N N Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 Wells Fargo Bank, National Association MANDATORILY EXCHANGEABLE SECURITIES DUE MARCH 8, 2027 95005A672 28000.00000000 NS USD 10514190.96000000 0.651599202278 Long EP CORP US N 2 N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC COM 92343V104 563945.00000000 NS USD 23877431.30000000 1.479763421334 Long EC CORP US N 1 N N N ARDAGH GROUP SA 6354006L1NWUUOPYX274 ARGID 9.5 12/01/30 144A 039959AA9 4702000.00000000 PA USD 5029522.51000000 0.311696151213 Long DBT CORP LU N 2 2030-12-01 Fixed 9.50000000 N N N N N N CHEVRON CORP N/A CHEVRON CORP COM 166764100 109517.00000000 NS USD 18153537.92000000 1.125034809830 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FR SD8372 3132DWJR5 385745.30000000 PA USD 389471.81000000 0.024136856717 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 MEDIND 3.875 04/01/29 144A 62482BAA0 1135000.00000000 PA USD 1102815.94000000 0.068345152708 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N MPH ACQUISITION 12/31/30 5493002WXOPRPTXWTU06 MPH ACQUISITION 12/31/30 55328HAP6 164041.01000000 PA USD 164588.09000000 0.010200068512 Long LON CORP US N 2 2030-12-31 Floating 13.26930509 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FR SD8323 3132DWG80 848736.14000000 PA USD 839766.78000000 0.052043125907 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N NEXTERA ENERGY INC 254900RHL9MEUS5NKX63 NEE 7.234 11/01/27 65339F119 146869.00000000 PA USD 7299389.30000000 0.452367306537 Long DBT CORP US N 1 2027-11-01 Fixed 7.23400000 N N N Y N NextEra Energy Inc NextEra Energy Inc USD XXXX N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 ET 5.75 02/15/33 29273VAQ3 2500000.00000000 PA USD 2589476.05000000 0.160478398663 Long DBT CORP US N 2 2033-02-15 Fixed 5.75000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank, National Association MANDATORY EXCHANGEABLE NOTES LINKED TO SHARES OF MARVELL TECHNOLOGY,INC. DUE ON JANUARY 7, 2027 466303567 110000.00000000 NS USD 12449548.71000000 0.771539725597 Long EP CORP US N 2 N N N BNP PARIBAS ISSUANCE BV 7245009UXRIGIRYOBR48 BNP 12.5 05/10/27 331240630 50000.00000000 PA USD 7563232.99000000 0.468718572991 Long DBT CORP NL N 2 2027-05-10 Floating 2158.75000156 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 ORCL 2.875 03/25/31 68389XCE3 650000.00000000 PA USD 580901.39000000 0.036000381176 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 QNTELE 5.75 08/15/32 144A 74743LAA8 750000.00000000 PA USD 754932.04000000 0.046785636375 Long DBT CORP US N 2 2032-08-15 Fixed 5.75000000 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A CHTR 7 02/01/33 144A 1248EPCU5 6000000.00000000 PA USD 5889095.16000000 0.364966712417 Long DBT CORP US N 2 2033-02-01 Fixed 7.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 G2 MB0873 3618N56K0 1959726.09000000 PA USD 2003687.18000000 0.124175124179 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 6.00000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 TRUIST FINANCIAL CORP COM 89832Q109 213565.00000000 NS USD 10639808.30000000 0.659384124470 Long EC CORP US N 1 N N N WEATHERFORD INTERNATIONAL LTD (BM) 549300A2JKMG5PGOGF82 WFRD 6.75 10/15/33 144A 947075AW7 3000000.00000000 PA USD 3062551.83000000 0.189796470023 Long DBT CORP BM N 2 2033-10-15 Fixed 6.75000000 N N N N N N ARES MANAGEMENT CORP 529900JUV61FH7B8VW38 ARES MANAGEMENT CORP 6.75% SERIES B MANDATORY CONVERTIBLE PREFERRED STOCK 03990B309 211019.00000000 NS USD 7733846.35000000 0.479292047421 Long EP CORP US N 1 N N N MAUSER PACKAGING SOLUTIONS HOLDING COMPANY 549300DNGHXL0OMHW304 BWY 9.25 04/15/30 144A 57763RAF4 3000000.00000000 PA USD 2953836.00000000 0.183058990328 Long DBT CORP US N 2 2030-04-15 Fixed 9.25000000 N N N N N N B.A.T CAPITAL CORP 2138005GYEXN7XRHFA84 BATSLN 6.421 08/02/33 054989AB4 500000.00000000 PA USD 540698.28000000 0.033508861429 Long DBT CORP US N 2 2033-08-02 Fixed 6.42100000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WFC V5.389 04/24/34 95000U3D3 1101000.00000000 PA USD 1118133.35000000 0.069294423286 Long DBT CORP US N 2 2034-04-24 Fixed 5.38900000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 VST 6.95 10/15/33 144A 92840VAQ5 800000.00000000 PA USD 870905.60000000 0.053972901612 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A WYNNLV 5.25 05/15/27 144A 983130AX3 775000.00000000 PA USD 775089.53000000 0.048034862726 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 MB0997 3618N6DB0 7426141.16000000 PA USD 7471356.48000000 0.463024681673 Long ABS-MBS USGA US N 2 2056-03-20 Fixed 5.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TDG 6.75 01/31/34 144a 893647CA3 3000000.00000000 PA USD 3079272.00000000 0.190832674281 Long DBT CORP US N 2 2034-01-31 Fixed 6.75000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 ORCL 5.7 02/04/36 68389XDZ5 4000000.00000000 PA USD 3875225.52000000 0.240160547500 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 C V6.02 01/24/36 172967PU9 1000000.00000000 PA USD 1030385.95000000 0.063856426577 Long DBT CORP US N 2 2036-01-24 Fixed 6.02000000 N N N N N N AMERICAN AIRLINE 06/01/33 N/A AMERICAN AIRLINE 05/20/33 02376CBX2 3000000.00000000 PA USD 2968125.00000000 0.183944526937 Long LON CORP US N 2 2033-05-20 Floating 6.66578160 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 TEXAS INSTRUMENTS INC COM 882508104 25726.00000000 NS USD 7668148.82000000 0.475220554113 Long EC CORP US N 1 N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 PFIZER INC COM 717081103 316943.00000000 NS USD 7631987.44000000 0.472979513746 Long EC CORP US N 1 N N N Mizuho Markets Cayman LP 549300KHUXLS6Q30KT26 Mizuho Markets Cayman LP NOTES ISSUED LINKED TO THE COMMON STOCK OF THE HOME DEPOT, INC DUE ON JULY 27, 2026 000000000 14500.00000000 NS USD 5139130.11000000 0.318488896846 Long EP CORP KY N 2 N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 CZR 4.625 10/15/29 144A 12769GAA8 5855000.00000000 PA USD 5630771.65000000 0.348957549783 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 G2 MB0366 3618N5MQ9 1403401.69000000 PA USD 1413519.42000000 0.087600475393 Long ABS-MBS USGA US N 2 2055-05-20 Fixed 5.50000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 DOMINION ENERGY INC COM 25746U109 141746.00000000 NS USD 9679834.34000000 0.599891361886 Long EC CORP US N 1 N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 MEDIND 5.25 06/15/33 144A 58506DAC2 4000000.00000000 PA USD 3978673.20000000 0.246571542509 Long DBT CORP US N 2 2033-06-15 Fixed 5.25000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 GS V5.387 02/02/41 38145GAU4 7500000.00000000 PA USD 7308584.70000000 0.452937175900 Long DBT CORP US N 2 2041-02-02 Fixed 5.38700000 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 CYH 4.75 02/15/31 144A 12543DBK5 3147000.00000000 PA USD 2897309.78000000 0.179555873446 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 VST 7.75 10/15/31 144A 92840VAP7 1500000.00000000 PA USD 1569997.50000000 0.097297939753 Long DBT CORP US N 2 2031-10-15 Fixed 7.75000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FR SD8494 3132DWNK5 1567682.09000000 PA USD 1575744.02000000 0.097654070611 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 ABBOTT LABORATORIES COM 002824100 216.00000000 NS USD 19599.84000000 0.001214666935 Long EC CORP US N 1 N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 COF V4.927 05/10/28 14040HCS2 765000.00000000 PA USD 766906.01000000 0.047527702915 Long DBT CORP US N 2 2028-05-10 Fixed 4.92700000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FR RQ0103 3142J6DH3 7174883.21000000 PA USD 7204590.02000000 0.446492281492 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 C V6.174 05/25/34 17327CAR4 5000000.00000000 PA USD 5219283.80000000 0.323456286221 Long DBT CORP US N 2 2034-05-25 Fixed 6.17400000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 3.75 11/30/32 91282CPM7 6000000.00000000 PA USD 5820703.14000000 0.360728232647 Long DBT UST US N 2 2032-11-30 Fixed 3.75000000 N N N N N N B.A.T CAPITAL CORP 2138005GYEXN7XRHFA84 BATSLN 7.75 10/19/32 05526DBX2 850000.00000000 PA USD 969096.54000000 0.060058119050 Long DBT CORP US N 2 2032-10-19 Fixed 7.75000000 N N N N N N PPL CORP 9N3UAJSNOUXFKQLF3V18 PPL 7 02/15/29 69351T866 100000.00000000 PA USD 4907000.00000000 0.304103025876 Long DBT CORP US N 1 2029-02-15 Fixed 7.00000000 N N N Y N PPL Corp PPL Corp EUR XXXX N N N KEYBANK NA HUX2X73FUCYHUVH1BK78 KEY 4.9 08/08/32 BKNT 49327V2C7 615000.00000000 PA USD 602780.98000000 0.037356331762 Long DBT CORP US N 2 2032-08-08 Fixed 4.90000000 N N N N N N UBS AG LONDON BRANCH N/A UBS 8 07/13/26 90304M253 7500.00000000 PA USD 938314.71000000 0.058150467196 Long DBT CORP GB N 2 2026-07-13 Fixed 8.00000000 N N N N N N Toronto Dominion Bank New York Branch N/A Toronto Dominion Bank New York Branch NOTES ISSUED DUE ON NOVEMBER,25,2026 89112B194 24000.00000000 NS USD 4055777.06000000 0.251349923828 Long EP CORP CA N 2 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada MANDATORILY EXCHANGEABLE NOTES LINKED TO THE COMMON SHARES OF QUALCOMM INC DUE FEBRUARY 12, 2027 78017W148 30000.00000000 NS USD 4616888.12000000 0.286123832774 Long EP CORP CA N 2 N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 D 3.375 04/01/30 C 25746UDG1 300000.00000000 PA USD 286487.82000000 0.017754598112 Long DBT CORP US N 2 2030-04-01 Fixed 3.37500000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 OXY 6.625 09/01/30 674599ED3 2000000.00000000 PA USD 2116926.00000000 0.131192908530 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 RRX 6.4 04/15/33 758750AP8 500000.00000000 PA USD 530966.48000000 0.032905749583 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FR SD8506 3132DWNX7 965877.25000000 PA USD 970811.97000000 0.060164429923 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 MICROSOFT CORP COM 594918104 6830.00000000 NS USD 2547726.60000000 0.157891047109 Long EC CORP US N 1 N N N PNC FINANCIAL SERVICES GROUP INC (THE) CFGNEKW0P8842LEUIA51 PNC V5.068 01/24/34 693475BM6 510000.00000000 PA USD 510702.70000000 0.031649936089 Long DBT CORP US N 2 2034-01-24 Fixed 5.06800000 N N N N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 NCLH 6.75 02/01/32 144A 62886HBR1 300000.00000000 PA USD 299536.98000000 0.018563297733 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 PPC 6.25 07/01/33 72147KAK4 3000000.00000000 PA USD 3135912.00000000 0.194342842486 Long DBT CORP US N 2 2033-07-01 Fixed 6.25000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.625 11/15/55 912810UP1 6000000.00000000 PA USD 5708906.28000000 0.353799811329 Long DBT UST US N 2 2055-11-15 Fixed 4.62500000 N N N N N N Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 Wells Fargo Bank, National Association MANDATORILY EXCHANGEABLE SECURITIES LINKED TO SHARES OF COMMON STOCK, OR THE CASH VALUE OF SUCH SHARES, OF STAR 95003X211 20000.00000000 NS USD 2039297.19000000 0.126381994322 Long EP CORP US N 2 N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 VENLNG 7 01/15/30 144A 92332YAE1 4000000.00000000 PA USD 4081536.00000000 0.252946290569 Long DBT CORP US N 2 2030-01-15 Fixed 7.00000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 XCEL ENERGY INC COM 98389B100 65032.00000000 NS USD 5222069.60000000 0.323628931464 Long EC CORP US N 1 N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 CZR 6.5 02/15/32 144A 12769GAC4 3500000.00000000 PA USD 3416808.15000000 0.211750906308 Long DBT CORP US N 2 2032-02-15 Fixed 6.50000000 N N N N N N SOUTHERN COMPANY (THE) 549300FC3G3YU2FBZD92 SO 5.7 10/15/32 842587DL8 480000.00000000 PA USD 499401.82000000 0.030949583164 Long DBT CORP US N 2 2032-10-15 Fixed 5.70000000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 TARGET CORP COM 87612E106 36688.00000000 NS USD 4791819.68000000 0.296964920347 Long EC CORP US N 1 N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 RCL 6.25 03/15/32 144A 780153BU5 600000.00000000 PA USD 613391.38000000 0.038013893357 Long DBT CORP LR N 2 2032-03-15 Fixed 6.25000000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 CCL 5.75 08/01/32 144A 143658CA8 2500000.00000000 PA USD 2527543.48000000 0.156640232382 Long DBT CORP BM N 2 2032-08-01 Fixed 5.75000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 AMT 5.55 07/15/33 03027XCD0 1250000.00000000 PA USD 1282894.21000000 0.079505198928 Long DBT CORP US N 2 2033-07-15 Fixed 5.55000000 N N N N N N Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 Wells Fargo Bank, National Association MANDATORILY EXCHANGEABLE SECURITIES LINKED TO THE COMMON STOCK OF AMAZON.COM DUE ON FEBRUARY 26, 2027 95005A755 25000.00000000 NS USD 5414944.32000000 0.335582016031 Long EP CORP US N 2 N N N GE HEALTHCARE TECHNOLOGIES INC 549300OI9J7XOWZMUN85 GEHC 5.905 11/22/32 36267VAK9 475000.00000000 PA USD 499837.60000000 0.030976589893 Long DBT CORP US N 2 2032-11-22 Fixed 5.90500000 N N N N N N CHARLES SCHWAB CORP (THE) 549300VSGCJ7E698NM85 SCHW V5.853 05/19/34 808513CE3 490000.00000000 PA USD 512196.65000000 0.031742521114 Long DBT CORP US N 2 2034-05-19 Fixed 5.85300000 N N N N N N MEDTRONIC PLC 549300GX3ZBSQWUXY261 MEDTRONIC PLC SHS 000000000 118468.00000000 NS USD 9267751.64000000 0.574353233502 Long EC CORP IE N 1 N N N UNITED RENTALS (NORTH AMERICA) INC NGIZXNT70J2LYT3FBI09 URI 6 12/15/29 144A 911365BQ6 485000.00000000 PA USD 493219.78000000 0.030566461691 Long DBT CORP US N 2 2029-12-15 Fixed 6.00000000 N N N N N N ROCHE HOLDING AG 549300U41AUUVOAAOB37 ROCHE HOLDING AG SPONSORED ADR 771195104 291292.00000000 NS USD 14957844.20000000 0.926987096354 Long EC CORP CH N 1 N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GM 6.4 01/09/33 37045XED4 2000000.00000000 PA USD 2125520.86000000 0.131725560442 Long DBT CORP US N 2 2033-01-09 Fixed 6.40000000 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 CZR 6 10/15/32 144A 12769GAD2 5000000.00000000 PA USD 4534647.50000000 0.281027109442 Long DBT CORP US N 2 2032-10-15 Fixed 6.00000000 N N N N N N SIEMENS AG W38RGI023J3WT1HWRP32 SIEMENS AG NPV(REGD) 000000000 39416.00000000 NS 12662073.11000000 0.784710565849 Long EC CORP DE N 1 N N N MORGAN STANLEY FIN LLC 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61772E214 24000.00000000 PA USD 5543913.12000000 0.343574639288 Long DBT CORP US N 2 2027-01-08 Floating 2050.19999900 N N N N N N CITIGROUP GLOBAL MARKETS HOLDINGS INC 82VOJDD5PTRDMVVMGV31 C 9 07/29/26 0001 000000000 20000.00000000 PA USD 4155741.31000000 0.257545039154 Long DBT CORP US N 2 2026-07-29 Fixed 9.00000000 N N N N N N Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 Wells Fargo Bank, National Association MANDATORILY EXCHANGEABLE SECURITIES LINKED TO THE SHARES OF COMMON STOCK, OR THE CASH VALUE OF SUCH SHARES, OF 95004P134 23000.00000000 NS USD 7994432.12000000 0.495441409793 Long EP CORP US N 2 N N N FMG RESOURCES (AUGUST 2006) PTY LTD 549300EFD6S2NFE9D745 FMGAU 6.125 04/15/32 144A 30251GBE6 770000.00000000 PA USD 792147.97000000 0.049092030694 Long DBT CORP AU N 2 2032-04-15 Fixed 6.12500000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP COM 907818108 17621.00000000 NS USD 4792912.00000000 0.297032615031 Long EC CORP US N 1 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 F 7.35 03/06/30 345397C68 3000000.00000000 PA USD 3173857.11000000 0.196694426503 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 3.5 02/28/31 91282CQD6 15000000.00000000 PA USD 14561132.85000000 0.902401581389 Long DBT UST US N 2 2031-02-28 Fixed 3.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TDG 6 01/15/33 144A 893647BW6 2500000.00000000 PA USD 2526060.00000000 0.156548296218 Long DBT CORP US N 2 2033-01-15 Fixed 6.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 5 05/15/56 912810UU0 11500000.00000000 PA USD 11623085.88000000 0.720321089490 Long DBT UST US N 2 2056-05-15 Fixed 5.00000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 PEPSICO INC COM 713448108 141535.00000000 NS USD 19163839.00000000 1.187646510558 Long EC CORP US N 1 N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 BRO 2.375 03/15/31 115236AC5 615000.00000000 PA USD 546204.87000000 0.033850123031 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VZ V6.2 05/14/56 92343VHN7 2000000.00000000 PA USD 2022696.00000000 0.125353163649 Long DBT CORP US N 2 2056-05-14 Fixed 6.20000000 N N N N N N AIR PRODUCTS AND CHEMICALS INC 7QEON6Y1RL5XR3R1W237 AIR PRODUCTS AND CHEMICALS INC COM 009158106 47042.00000000 NS USD 13791773.56000000 0.854721840595 Long EC CORP US N 1 N N N HOLOGI 01/14/33 549300DYP6F5ZJL0LB74 HOLOGI 01/14/33 43644ABL2 1500000.00000000 PA USD 1469692.50000000 0.091081707022 Long LON CORP US N 2 2033-01-14 Floating 5.92000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 PM 5.375 02/15/33 718172DB2 500000.00000000 PA USD 513418.90000000 0.031818267991 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N N WYNN RESORTS FINANCE LLC N/A WYNFIN 7.125 02/15/31 144A 983133AC3 700000.00000000 PA USD 740148.82000000 0.045869471318 Long DBT CORP US N 2 2031-02-15 Fixed 7.12500000 N N N N N N CONNECT HOLDING II LLC 254900LCX7S2QHYUOI31 BSPEED 10.5 04/03/31 144A 20753PAD3 2000000.00000000 PA USD 2004954.00000000 0.124253633206 Long DBT CORP US N 2 2031-04-03 Fixed 10.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 C V6.875 PERP GG 17327CBC6 2750000.00000000 PA USD 2817850.75000000 0.174631534449 Long DBT CORP US N 2 N/A Fixed 6.87500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.25 05/15/35 91282CNC1 10000000.00000000 PA USD 9883203.10000000 0.612494796833 Long DBT UST US N 2 2035-05-15 Fixed 4.25000000 N N N N N N FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE COMPANY INC N/A FRTITA 6.75 01/15/30 144A 31556TAC3 8000000.00000000 PA USD 7851169.60000000 0.486562957413 Long DBT CORP US N 2 2030-01-15 Fixed 6.75000000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 DOC 5.25 12/15/32 42250PAE3 500000.00000000 PA USD 504771.86000000 0.031282382311 Long DBT CORP US N 2 2032-12-15 Fixed 5.25000000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 BA 6.528 05/01/34 097023DS1 1500000.00000000 PA USD 1632411.29000000 0.101165928829 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 5 05/15/45 912810UL0 7000000.00000000 PA USD 7061523.42000000 0.437625970923 Long DBT UST US N 2 2045-05-15 Fixed 5.00000000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A DELL 5.75 02/01/33 24703DBL4 300000.00000000 PA USD 311858.33000000 0.019326892561 Long DBT CORP US N 2 2033-02-01 Fixed 5.75000000 N N N N N N KKR & CO. INC 54930013V5I303TF9571 KKR & CO. INC 6.25% SERIES D MANDATORY CONVERTIBLE PREFERRED STOCK 48251W500 200087.00000000 NS USD 7973466.95000000 0.494142128840 Long EP CORP US N 1 N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 EXPE 3.8 02/15/28 30212PAP0 525000.00000000 PA USD 518477.66000000 0.032131776086 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N 2026-08-25 Franklin Templeton ETF Trust Monica Krogh Monica Krogh Assistant Treasurer Controller, US Fund Administration and Oversight XXXX