NPORT-P false 0000809707 XXXXXXXX S000006855 C000120960 C000215060 C000018523 C000064444 C000128881 Franklin Investors Securities Trust 811-04986 0000809707 549300XUGIR9DEQFV548 One Franklin Parkway San Mateo 94403-1906 650-312-2000 Franklin Low Duration Total Return Fund S000006855 H1JJYRV86MLGMEZLFG42 2025-10-31 2025-04-30 N 2053876739.72 97879059.15 1955997680.57 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 16231312.06000000 0.00000000 0.00000000 76889085.68999999 BRL USD ZAR N N/A N/A J.P. Morgan Mortgage Trust N/A 466247BT9 14560.60000000 PA USD 14569.87000000 0.000744881762 Long ABS-MBS CORP US N 2 2034-02-25 Variable 6.82882560 N N N N N N BX Mortgage Trust N/A 05609PAA6 7517000.00000000 PA USD 7459512.99000000 0.381366147010 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.12557920 N N N N N N Upstart Network, Inc. N/A N/A 3011.61000000 PA USD 2957.73000000 0.000151213369 Long LON CORP US N 3 2027-02-14 Fixed 30.94000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 13283.02000000 PA USD 2846.53000000 0.000145528291 Long LON CORP US N 3 2027-08-14 Fixed 21.74000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379MDU0 18566.85000000 PA USD 18858.69000000 0.000964146848 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 7.30800000 N N N N N N Block, Inc. N/A N/A 953.96999999 PA USD 143.25999999 0.000007324139 Long LON CORP US N 3 2035-01-19 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 19523.70000000 PA USD 19953.87000000 0.001020137712 Long LON CORP US N 3 2027-05-31 Fixed 13.59000000 N N N N N N Upstart Network, Inc. N/A N/A 2777.01000000 PA USD 1836.55000000 0.000093893260 Long LON CORP US N 3 2027-04-22 Fixed 14.36000000 N N N N N N Block, Inc. N/A N/A 969.60000000 PA USD 0.02999999 0.000000001533 Long LON CORP US N 3 2032-12-04 None 0.00000000 N N N N N N Prosper Pass-Thru Trust III N/A 74360NAB4 6051.25350000 PA USD 2533.04000000 0.000129501176 Long ABS-O CORP US N 2 2026-04-15 Variable 9.44422000 N N N N N N Block, Inc. N/A N/A 14463.77000000 PA USD 179.22000000 0.000009162587 Long LON CORP US N 3 2035-02-14 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 19282.87000000 PA USD 19625.07000000 0.001003327876 Long LON CORP US N 3 2027-04-14 Fixed 13.59000000 N N N N N N Block, Inc. N/A N/A 1608.31999999 PA USD 1499.94000000 0.000076684140 Long LON CORP US N 3 2025-08-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 15697.50000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-12-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1674.46000000 PA USD 1438.12000000 0.000073523604 Long LON CORP US N 3 2026-03-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6941.97000000 PA USD 976.21000000 0.000049908545 Long LON CORP US N 3 2025-06-12 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4061.36000000 PA USD 4102.62999999 0.000209746158 Long LON CORP US N 3 2026-03-15 Fixed 10.24000000 N N N N N N Block, Inc. N/A N/A 7601.58000000 PA USD 7229.57000000 0.000369610356 Long LON CORP US N 3 2026-03-12 None 0.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BFY1 3000000.00000000 PA USD 2990424.69000000 0.152884879144 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N Upstart Network, Inc. N/A N/A 7389.54000000 PA USD 7241.48000000 0.000370219252 Long LON CORP US N 3 2027-01-13 Fixed 17.43000000 N N N N N N Block, Inc. N/A N/A 7531.27000000 PA USD 7308.38999999 0.000373640013 Long LON CORP US N 3 2025-12-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1662.43000000 PA USD 1631.76000000 0.000083423411 Long LON CORP US N 3 2025-11-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 523.73000000 PA USD 309.98000000 0.000015847667 Long LON CORP US N 3 2025-08-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1091.57000000 PA USD 1037.02000000 0.000053017445 Long LON CORP US N 3 2026-03-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 412.04000000 PA USD 1.71999999 0.000000087934 Long LON CORP US N 3 2034-11-08 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 9388.13000000 PA USD 9203.30000000 0.000470516917 Long LON CORP US N 3 2026-10-20 Fixed 13.96000000 N N N N N N Block, Inc. N/A N/A 9038.61000000 PA USD 66.13000000 0.000003380883 Long LON CORP US N 3 2034-10-30 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BTRF2 7484754.80000000 PA USD 7445427.65000000 0.380646036749 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 5.30368920 N N N N N N Toll Brothers Finance Corp. N/A 88947EAT7 4200000.00000000 PA USD 4162718.83000000 0.212818188454 Long DBT CORP US N 2 2028-02-15 Fixed 4.35000000 N N N N N N Prosper Funding LLC N/A N/A 5644.90000000 PA USD 5607.14000000 0.000286663939 Long LON CORP US N 3 2026-11-10 Fixed 10.80000000 N N N N N N Upstart Network, Inc. N/A N/A 4033.33000000 PA USD 3934.29000000 0.000201139809 Long LON CORP US N 3 2027-07-11 Fixed 16.36000000 N N N N N N Upstart Network, Inc. N/A N/A 3998.54000000 PA USD 3860.68000000 0.000197376512 Long LON CORP US N 3 2027-01-14 Fixed 5.40000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9863.53000000 PA USD 10398.11000000 0.000531601346 Long LON CORP US N 3 2026-07-25 Fixed 20.99000000 N N N N N N Upstart Network, Inc. N/A N/A 15354.24000000 PA USD 15034.08000000 0.000768614408 Long LON CORP US N 3 2027-02-11 Fixed 23.54000000 N N N N N N Block, Inc. N/A N/A 229.18999999 PA USD 225.21000000 0.000011513817 Long LON CORP US N 3 2025-12-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 532.69000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 24.19000000 PA USD 21.00000000 0.000001073620 Long LON CORP US N 3 2025-07-04 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 852.90000000 PA USD 833.33000000 0.000042603833 Long LON CORP US N 3 2027-01-14 Fixed 12.63000000 N N N N N N Upstart Network, Inc. N/A N/A 3451.30000000 PA USD 3381.27000000 0.000172866769 Long LON CORP US N 3 2027-01-13 Fixed 18.63000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDK9 13200000.00000000 PA USD 12718095.06000000 0.650210129916 Long DBT CORP US N 2 2026-06-10 Fixed 1.50000000 N N N N N N Block, Inc. N/A N/A 2623.78000000 PA USD 949.65999999 0.000048551182 Long LON CORP US N 3 2025-09-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1708.51000000 PA USD 1626.74000000 0.000083166765 Long LON CORP US N 3 2025-11-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4942.95000000 PA USD 4862.71000000 0.000248605100 Long LON CORP US N 3 2026-02-23 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4530.16000000 PA USD 4479.88000000 0.000229032991 Long LON CORP US N 3 2026-12-21 Fixed 17.68000000 N N N N N N Upstart Network, Inc. N/A N/A 734.16000000 PA USD 52.42999999 0.000002680473 Long LON CORP US N 3 2027-01-14 Fixed 30.97000000 N N N N N N Prosper Funding LLC N/A N/A 4162.76000000 PA USD 4101.12000000 0.000209668960 Long LON CORP US N 3 2027-04-11 Fixed 10.29000000 N N N N N N Block, Inc. N/A N/A 445.85000000 PA USD 438.50000000 0.000022418226 Long LON CORP US N 3 2026-02-12 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 23628.18000000 PA USD 23129.40000000 0.001182486064 Long LON CORP US N 3 2027-04-14 Fixed 11.91000000 N N N N N N Block, Inc. N/A N/A 215.71000000 PA USD 2.48999999 0.000000127300 Long LON CORP US N 3 2035-01-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 13536.04000000 PA USD 33.41999999 0.000001708590 Long LON CORP US N 3 2034-09-12 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5877.27000000 PA USD 6095.29000000 0.000311620512 Long LON CORP US N 3 2027-09-15 Fixed 18.24000000 N N N N N N Block, Inc. N/A N/A 356.10999999 PA USD 315.85000000 0.000016147769 Long LON CORP US N 3 2025-11-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 54656.00000000 PA USD 43966.00000000 0.002247753176 Long LON CORP US N 3 2026-01-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1183.64000000 PA USD 1157.83000000 0.000059193832 Long LON CORP US N 3 2026-12-22 Fixed 10.80000000 N N N N N N Block, Inc. N/A N/A 5639.61000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3454.37000000 PA USD 143.60000000 0.000007341521 Long LON CORP US N 3 2026-01-09 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MAW7 6978.72000000 PA USD 7138.65000000 0.000364962089 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.70100040 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1537.92000000 PA USD 1540.67000000 0.000078766453 Long LON CORP US N 3 2027-09-15 Fixed 26.99000000 N N N N N N Block, Inc. N/A N/A 1306.15000000 PA USD 10.18999999 0.000000520961 Long LON CORP US N 3 2034-11-25 None 0.00000000 N N N N N N CITGO Petroleum Corp. YX52P86PXMLYDOTUQ225 17302XAM8 3400000.00000000 PA USD 3385049.52000000 0.173059996626 Long DBT CORP US N 2 2026-06-15 Fixed 6.37500000 N N N N N N Block, Inc. N/A N/A 2121.90000000 PA USD 2021.13000000 0.000103329877 Long LON CORP US N 3 2025-09-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1020.23000000 PA USD 1002.73000000 0.000051264375 Long LON CORP US N 3 2026-12-21 Fixed 22.51000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8890.22000000 PA USD 9028.47000000 0.000461578768 Long LON CORP US N 3 2027-02-22 Fixed 13.24000000 N N N N N N Block, Inc. N/A N/A 3234.30000000 PA USD 2.94000000 0.000000150306 Long LON CORP US N 3 2034-07-22 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2141.71000000 PA USD 2084.73000000 0.000106581414 Long LON CORP US N 3 2027-01-18 Fixed 8.11000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GE25 13788.07000000 PA USD 14030.43000000 0.000717302997 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.46899840 N N N N N N Mill City Mortgage Loan Trust N/A 59980YAB1 2992787.15000000 PA USD 2936155.24000000 0.150110364095 Long ABS-MBS CORP US N 2 2066-04-25 Variable 3.49999920 N N N N N N Block, Inc. N/A N/A 67055.56000000 PA USD 15723.76000000 0.000803874163 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 4235.77000000 PA USD 4178.05000000 0.000213601991 Long LON CORP US N 3 2027-04-05 Fixed 16.18000000 N N N N N N Block, Inc. N/A N/A 892.25000000 PA USD 880.67000000 0.000045024082 Long LON CORP US N 3 2025-11-27 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2858.49000000 PA USD 2800.62000000 0.000143181151 Long LON CORP US N 3 2027-02-10 Fixed 26.47000000 N N N N N N Upstart Network, Inc. N/A N/A 4681.46000000 PA USD 4648.05000000 0.000237630649 Long LON CORP US N 3 2026-11-22 Fixed 31.75000000 N N N N N N Block, Inc. N/A N/A 11554.40000000 PA USD 28.75999999 0.000001470349 Long LON CORP US N 3 2034-09-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2311.29000000 PA USD 2278.47000000 0.000116486334 Long LON CORP US N 3 2027-02-11 Fixed 16.40000000 N N N N N N Block, Inc. N/A N/A 1880.12000000 PA USD 3.55999999 0.000000182004 Long LON CORP US N 3 2034-08-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 595.02999999 PA USD 588.41000000 0.000030082346 Long LON CORP US N 3 2026-01-30 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1629.29000000 PA USD 1067.57000000 0.000054579308 Long LON CORP US N 3 2027-05-21 Fixed 31.11000000 N N N N N N Bain Capital Credit CLO Ltd. N/A 05682GAA6 2500000.00000000 PA USD 2495678.80000000 0.127591091993 Long ABS-CBDO CORP KY N 2 2035-04-22 Floating 5.59238040 N N N N N N Block, Inc. N/A N/A 6559.44000000 PA USD 6456.16000000 0.000330069921 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1243.70000000 PA USD 1213.66000000 0.000062048130 Long LON CORP US N 3 2027-02-11 Fixed 10.14000000 N N N N N N Upstart Network, Inc. N/A N/A 2097.78000000 PA USD 990.86000000 0.000050657524 Long LON CORP US N 3 2027-06-13 Fixed 26.60000000 N N N N N N Block, Inc. N/A N/A 869.87000000 PA USD 307.60000000 0.000015725990 Long LON CORP US N 3 2026-02-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 276.65000000 PA USD 274.28000000 0.000014022511 Long LON CORP US N 3 2026-03-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 916.78000000 PA USD 512.08999999 0.000026180501 Long LON CORP US N 3 2035-03-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 339.15000000 PA USD 313.56000000 0.000016030693 Long LON CORP US N 3 2026-01-20 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 3232.86000000 PA USD 196.09000000 0.000010025063 Long LON CORP US N 3 2026-10-28 Fixed 10.90000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754TAB8 973040.57920000 PA USD 969260.02000000 0.049553229516 Long ABS-MBS CORP US N 2 2045-02-25 Floating 5.35268880 N N N N N N Block, Inc. N/A N/A 1302.82999999 PA USD 5.43000000 0.000000277607 Long LON CORP US N 3 2034-09-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2276.22000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-06-05 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 14400.73000000 PA USD 14690.91000000 0.000751069909 Long LON CORP US N 3 2027-09-22 Fixed 15.24000000 N N N N N N Upstart Network, Inc. N/A N/A 1140.20000000 PA USD 1121.02000000 0.000057311928 Long LON CORP US N 3 2026-12-21 Fixed 21.52000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 12173.17000000 PA USD 12397.98000000 0.000633844309 Long LON CORP US N 3 2027-05-21 Fixed 11.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385Y2D6 12866.82000000 PA USD 12986.00000000 0.000663906717 Long ABS-MBS USGSE US N 2 2040-06-01 Variable 5.97399840 N N N N N N Prosper Funding LLC N/A N/A 2125.22000000 PA USD 2105.63000000 0.000107649923 Long LON CORP US N 3 2027-02-15 Fixed 9.99000000 N N N N N N Block, Inc. N/A N/A 81.07000000 PA USD 66.74000000 0.000003412069 Long LON CORP US N 3 2025-07-16 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8306.21000000 PA USD 1765.21000000 0.000090246017 Long LON CORP US N 3 2027-04-22 Fixed 19.99000000 N N N N N N AS Mileage Plan IP Ltd. N/A G0541TAB1 295235.34530000 PA USD 294774.78000000 0.015070303146 Long LON CORP US N 2 2031-10-01 Variable 6.26947000 N N N N N N Block, Inc. N/A N/A 680.36000000 PA USD 3.25000000 0.000000166155 Long LON CORP US N 3 2034-08-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 554.07000000 PA USD 420.58000000 0.000021502070 Long LON CORP US N 3 2025-06-27 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 4759.91000000 PA USD 4682.99000000 0.000239416950 Long LON CORP US N 3 2027-04-06 Fixed 12.50000000 N N N N N N Upstart Network, Inc. N/A N/A 645.00000000 PA USD 637.65000000 0.000032599731 Long LON CORP US N 3 2026-10-20 Fixed 17.02000000 N N N N N N Block, Inc. N/A N/A 532.97000000 PA USD 172.54000000 0.000008821073 Long LON CORP US N 3 2034-12-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9181.74000000 PA USD 8888.70000000 0.000454433054 Long LON CORP US N 3 2026-03-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1568.32000000 PA USD 1074.52000000 0.000054934625 Long LON CORP US N 3 2026-11-15 Fixed 31.12000000 N N N N N N Upstart Network, Inc. N/A N/A 4728.03000000 PA USD 4604.53000000 0.000235405698 Long LON CORP US N 3 2027-01-28 Fixed 10.44000000 N N N N N N Block, Inc. N/A N/A 1084.44000000 PA USD 6.86000000 0.000000350716 Long LON CORP US N 3 2034-12-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 701.92000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-08-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 186.37000000 PA USD 185.51999999 0.000009484673 Long LON CORP US N 3 2025-11-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4114.00000000 PA USD 3911.86000000 0.000199993079 Long LON CORP US N 3 2026-03-19 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 4016.08000000 PA USD 4005.43000000 0.000204776827 Long LON CORP US N 3 2026-11-09 Fixed 15.29000000 N N N N N N Block, Inc. N/A N/A 969.35000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 451.36000000 PA USD 0.07999999 0.000000004089 Long LON CORP US N 3 2033-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1869.83000000 PA USD 940.67000000 0.000048091570 Long LON CORP US N 3 2035-04-28 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 3661.05000000 PA USD 3824.75000000 0.000195539597 Long LON CORP US N 3 2026-07-10 Fixed 21.99000000 N N N N N N Block, Inc. N/A N/A 2712.92000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 509.25000000 PA USD 289.02000000 0.000014776091 Long LON CORP US N 3 2025-11-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 594.02999999 PA USD 587.52999999 0.000030037356 Long LON CORP US N 3 2025-11-24 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4929.95000000 PA USD 5088.62000000 0.000260154705 Long LON CORP US N 3 2026-08-21 Fixed 19.24000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 425.09999999 PA USD 426.56999999 0.000021808308 Long LON CORP US N 3 2035-05-16 Fixed 24.99000000 N N N N N N Upstart Network, Inc. N/A N/A 1913.13000000 PA USD 1883.67000000 0.000096302261 Long LON CORP US N 3 2027-01-18 Fixed 31.74000000 N N N N N N Block, Inc. N/A N/A 156.38000000 PA USD 155.51999999 0.000007950929 Long LON CORP US N 3 2026-03-12 None 0.00000000 N N N N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 05523RAH0 3300000.00000000 PA USD 3344354.87000000 0.170979490580 Long DBT CORP GB N 2 2027-03-26 Fixed 5.00000000 N N N N N N Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. N/A 03969AAR1 3200000.00000000 PA USD 1475520.00000000 0.075435672273 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8720.24000000 PA USD 8984.80000000 0.000459346147 Long LON CORP US N 3 2027-08-05 Fixed 13.99000000 N N N N N N Block, Inc. N/A N/A 1792.55000000 PA USD 541.89000000 0.000027704020 Long LON CORP US N 3 2026-01-13 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HFW7 9858.14000000 PA USD 9849.78000000 0.000503568081 Long ABS-MBS USGSE US N 2 2030-02-01 Variable 6.03299880 N N N N N N Verus Securitization Trust 213800WNY873LW1L3M73 92540GAA6 1792511.58700000 PA USD 1809143.41000000 0.092492104053 Long ABS-MBS CORP US N 2 2069-06-25 Fixed 6.21799920 N N N N N N Connecticut Avenue Securities Trust N/A 207941AA3 1797127.68000000 PA USD 1795144.91000000 0.091776433470 Long ABS-MBS CORP US N 2 2044-03-25 Floating 5.50269000 N N N N N N Block, Inc. N/A N/A 2468.01000000 PA USD 0.04000000 0.000000002044 Long LON CORP US N 3 2034-04-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7646.12000000 PA USD 0.41000000 0.000000020961 Long LON CORP US N 3 2034-02-19 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6654.51000000 PA USD 6700.31000000 0.000342552042 Long LON CORP US N 3 2025-08-19 Fixed 14.49000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5137.27000000 PA USD 5388.01000000 0.000275460960 Long LON CORP US N 3 2026-12-18 Fixed 25.49000000 N N N N N N Block, Inc. N/A N/A 2046.73000000 PA USD 1794.12000000 0.000091724035 Long LON CORP US N 3 2025-11-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4958.85000000 PA USD 16.42999999 0.000000839980 Long LON CORP US N 3 2034-11-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1359.95000000 PA USD 1287.73000000 0.000065834945 Long LON CORP US N 3 2025-12-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3797.56000000 PA USD 590.19999999 0.000030173859 Long LON CORP US N 3 2027-01-18 Fixed 24.73000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 18423.46000000 PA USD 18798.92000000 0.000961091119 Long LON CORP US N 3 2027-07-19 Fixed 13.99000000 N N N N N N Block, Inc. N/A N/A 540.94999999 PA USD 421.17000000 0.000021532234 Long LON CORP US N 3 2026-01-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1832.97000000 PA USD 1567.84000000 0.000080155514 Long LON CORP US N 3 2026-02-05 None 0.00000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 28504DAB9 1000000.00000000 PA USD 1032171.62000000 0.052769572799 Long DBT NUSS FR N 2 2028-05-23 Fixed 5.70000000 N N N N N N Upstart Network, Inc. N/A N/A 5695.22000000 PA USD 5616.94000000 0.000287164962 Long LON CORP US N 3 2027-04-14 Fixed 28.19000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410ECX4 1569.49000000 PA USD 1619.06000000 0.000082774126 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 7.59200040 N N N N N N Block, Inc. N/A N/A 961.40000000 PA USD 690.08000000 0.000035280205 Long LON CORP US N 3 2035-05-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 8444.66000000 PA USD 7125.55000000 0.000364292354 Long LON CORP US N 3 2026-03-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1246.24000000 PA USD 300.09000000 0.000015342042 Long LON CORP US N 3 2035-03-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3828.30000000 PA USD 3476.25000000 0.000177722603 Long LON CORP US N 3 2025-11-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1908.31000000 PA USD 557.03000000 0.000028478050 Long LON CORP US N 3 2025-11-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5163.15000000 PA USD 118.21000000 0.000006043463 Long LON CORP US N 3 2025-06-07 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 676.60000000 PA USD 662.87000000 0.000033889099 Long LON CORP US N 3 2027-02-14 Fixed 20.55000000 N N N N N N Hess Midstream Operations LP N/A 428102AH0 300000.00000000 PA USD 300881.10000000 0.015382487565 Long DBT CORP US N 2 2028-03-01 Fixed 5.87500000 N N N N N N Block, Inc. N/A N/A 28.80999999 PA USD 5.23000000 0.000000267382 Long LON CORP US N 3 2034-09-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 680.59000000 PA USD 129.84000000 0.000006638044 Long LON CORP US N 3 2025-10-25 None 0.00000000 N N N N N N Great Canadian Gaming Corp. N/A C4111RAJ4 618802.89060000 PA USD 598072.99000000 0.030576364989 Long LON CORP CA N 2 2029-11-01 Variable 9.05284000 N N N N N N Block, Inc. N/A N/A 7562.03999999 PA USD 10.29000000 0.000000526074 Long LON CORP US N 3 2034-09-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6057.91000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-07-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 943.58999999 PA USD 922.24000000 0.000047149340 Long LON CORP US N 3 2026-01-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 13703.36000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-25 None 0.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300VOKB4Z9J8DIM89 94989YBE2 1308000.00000000 PA USD 1291316.07000000 0.066018282272 Long ABS-MBS CORP US N 2 2059-01-15 Variable 4.85584560 N N N N N N Block, Inc. N/A N/A 1286.42000000 PA USD 1273.89000000 0.000065127377 Long LON CORP US N 3 2026-01-31 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3126.34000000 PA USD 2945.40000000 0.000150583000 Long LON CORP US N 3 2026-02-10 None 0.00000000 N N N N N N JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL N/A 46590XAZ9 4300000.00000000 PA USD 4348323.40000000 0.222307185902 Long DBT CORP LU N 2 2028-02-01 Fixed 5.12500000 N N N N N N Upstart Network, Inc. N/A N/A 4034.83000000 PA USD 3894.64000000 0.000199112710 Long LON CORP US N 3 2027-02-11 Fixed 6.48000000 N N N N N N 24 Hour Fitness Worldwide, Inc. N/A N/A 1328002.02000000 PA USD 500211.88000000 0.025573234823 Long LON CORP US N 2 2025-12-29 Variable 9.56078000 N N Y N N N Block, Inc. N/A N/A 1054.43000000 PA USD 1042.90000000 0.000053318059 Long LON CORP US N 3 2025-12-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7081.67000000 PA USD 22.20000000 0.000001134970 Long LON CORP US N 3 2034-09-30 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4112.86000000 PA USD 4043.06000000 0.000206700654 Long LON CORP US N 3 2026-10-20 Fixed 17.53000000 N N N N N N Upstart Network, Inc. N/A N/A 11191.21000000 PA USD 10890.28000000 0.000556763441 Long LON CORP US N 3 2027-02-10 Fixed 7.89000000 N N N N N N Block, Inc. N/A N/A 1755.70000000 PA USD 7.42000000 0.000000379346 Long LON CORP US N 3 2034-10-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1984.83000000 PA USD 1952.53000000 0.000099822715 Long LON CORP US N 3 2027-01-18 Fixed 28.46000000 N N N N N N Block, Inc. N/A N/A 5438.78000000 PA USD 5289.01000000 0.000270399604 Long LON CORP US N 3 2026-01-24 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 19924.94000000 PA USD 6653.76000000 0.000340172182 Long LON CORP US N 3 2026-08-20 Fixed 14.74000000 N N N N N N Block, Inc. N/A N/A 3874.80999999 PA USD 3612.89000000 0.000184708296 Long LON CORP US N 3 2025-09-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1097.23000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-11-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1828.31000000 PA USD 42.90999999 0.000002193765 Long LON CORP US N 3 2025-07-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1708.57000000 PA USD 200.71999999 0.000010261770 Long LON CORP US N 3 2025-06-29 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5720.29000000 PA USD 5573.44000000 0.000284941033 Long LON CORP US N 3 2027-04-15 Fixed 11.58000000 N N N N N N Block, Inc. N/A N/A 10615.61000000 PA USD 5793.08000000 0.000296170085 Long LON CORP US N 3 2026-03-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5141.69000000 PA USD 5026.27000000 0.000256967073 Long LON CORP US N 3 2027-01-25 Fixed 13.25000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638DF6 800000.00000000 PA USD 710061.59000000 0.036301760326 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N Nouryon Finance BV N/A N8232NAM9 272881.64610000 PA USD 271517.24000000 0.013881265949 Long LON CORP NL N 2 2028-04-03 Variable 7.55394000 N N N N N N Hunter Douglas, Inc. N/A N8137FAE0 469631.43700000 PA USD 459163.35000000 0.023474636731 Long LON CORP US N 2 2032-01-16 Variable 7.54917000 N N N N N N Garda World Security Corp. N/A C4000KAG9 750000.00000000 PA USD 744750.00000000 0.038075198523 Long LON CORP CA N 2 2029-02-01 Variable 7.29181000 N N N N N N Block, Inc. N/A N/A 702.77000000 PA USD 0.00999999 0.000000000511 Long LON CORP US N 3 2033-02-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 600.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-08-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2290.49000000 PA USD 2245.31000000 0.000114791035 Long LON CORP US N 3 2027-02-11 Fixed 24.59000000 N N N N N N Block, Inc. N/A N/A 763.10000000 PA USD 728.06000000 0.000037221925 Long LON CORP US N 3 2026-01-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1208.47000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-01-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 10504.35000000 PA USD 186.04999999 0.000009511769 Long LON CORP US N 3 2025-07-08 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 783.71000000 PA USD 769.43000000 0.000039336958 Long LON CORP US N 3 2026-11-15 Fixed 25.94000000 N N N N N N Prosper Funding LLC N/A N/A 375.36000000 PA USD 376.00000000 0.000019222926 Long LON CORP US N 3 2035-04-30 Fixed 20.46000000 N N N N N N Block, Inc. N/A N/A 11389.71000000 PA USD 10825.27000000 0.000553439817 Long LON CORP US N 3 2026-03-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5956.82000000 PA USD 5822.67000000 0.000297682868 Long LON CORP US N 3 2027-04-14 Fixed 12.30000000 N N N N N N Upstart Network, Inc. N/A N/A 504.30000000 PA USD 8.64000000 0.000000441718 Long LON CORP US N 3 2027-04-14 Fixed 30.37000000 N N N N N N Block, Inc. N/A N/A 866.48000000 PA USD 855.57999999 0.000043741360 Long LON CORP US N 3 2025-07-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1022.89000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-11-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1866.23000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-03-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 860.09999999 PA USD 844.91999999 0.000043196370 Long LON CORP US N 3 2027-12-16 Fixed 31.00000000 N N N N N N Block, Inc. N/A N/A 746.00000000 PA USD 724.50000000 0.000037039921 Long LON CORP US N 3 2026-01-16 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8047.57000000 PA USD 8192.22999999 0.000418826161 Long LON CORP US N 3 2027-02-20 Fixed 13.49000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754GAA8 2311066.05000000 PA USD 2305045.03000000 0.117844977675 Long ABS-MBS CORP US N 2 2044-02-25 Floating 5.45369040 N N N N N N Block, Inc. N/A N/A 1329.54000000 PA USD 508.49000000 0.000025996452 Long LON CORP US N 3 2034-12-19 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 15397.91000000 PA USD 15721.67000000 0.000803767313 Long LON CORP US N 3 2027-06-06 Fixed 14.74000000 N N N N N N Block, Inc. N/A N/A 1483.59000000 PA USD 1032.85000000 0.000052804254 Long LON CORP US N 3 2025-12-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 632.64000000 PA USD 532.01000000 0.000027198907 Long LON CORP US N 3 2025-09-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2355.03000000 PA USD 2330.54000000 0.000119148403 Long LON CORP US N 3 2027-04-14 Fixed 17.23000000 N N N N N N PSMC Trust N/A 69376DAC6 6495673.19500000 PA USD 5817307.96000000 0.297408735081 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.49999840 N N N N N N Block, Inc. N/A N/A 2330.63000000 PA USD 2299.86000000 0.000117579894 Long LON CORP US N 3 2026-03-12 None 0.00000000 N N N N N N LendingClub Corp. - LCX N/A N/A 6092.99000000 PA USD 6087.86000000 0.000311240655 Long LON CORP US N 3 2034-07-25 Fixed 15.24000000 N N N N N N Upstart Network, Inc. N/A N/A 4737.53000000 PA USD 4611.20000000 0.000235746700 Long LON CORP US N 3 2027-01-13 Fixed 7.81000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XKU0 12589.11000000 PA USD 12668.30000000 0.000647664367 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.12299880 N N N N N N Upstart Network, Inc. N/A N/A 4447.08000000 PA USD 4341.53000000 0.000221959874 Long LON CORP US N 3 2027-02-10 Fixed 13.38000000 N N N N N N Block, Inc. N/A N/A 9715.02000000 PA USD 6450.92000000 0.000329802027 Long LON CORP US N 3 2025-08-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2160.28000000 PA USD 2120.51000000 0.000108410660 Long LON CORP US N 3 2026-11-15 Fixed 20.73000000 N N N N N N Prosper Funding LLC N/A N/A 9911.09000000 PA USD 310.22999999 0.000015860448 Long LON CORP US N 3 2027-03-24 Fixed 16.18000000 N N N N N N Prosper Funding LLC N/A N/A 3471.61999999 PA USD 3474.94999999 0.000177656141 Long LON CORP US N 3 2034-12-30 Fixed 12.33000000 N N N N N N Block, Inc. N/A N/A 1685.46000000 PA USD 1330.37000000 0.000068014906 Long LON CORP US N 3 2025-10-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5164.77000000 PA USD 5060.10000000 0.000258696625 Long LON CORP US N 3 2027-02-12 Fixed 25.31000000 N N N N N N Upstart Network, Inc. N/A N/A 391.86000000 PA USD 347.26000000 0.000017753599 Long LON CORP US N 3 2026-10-20 Fixed 30.85000000 N N N N N N Block, Inc. N/A N/A 1070.29000000 PA USD 1.44999999 0.000000074130 Long LON CORP US N 3 2034-07-10 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2190.85000000 PA USD 2148.09000000 0.000109820682 Long LON CORP US N 3 2026-11-15 Fixed 21.84000000 N N N N N N Block, Inc. N/A N/A 21882.96000000 PA USD 664.42999999 0.000033968854 Long LON CORP US N 3 2025-08-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4666.91000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 13.85000000 PA USD 11.07000000 0.000000565951 Long LON CORP US N 3 2025-06-09 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 17413.55000000 PA USD 17688.05000000 0.000904298107 Long LON CORP US N 3 2027-05-01 Fixed 13.59000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10353.94000000 PA USD 10912.99000000 0.000557924485 Long LON CORP US N 3 2027-04-30 Fixed 20.49000000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LFA2 2000000.00000000 PA USD 2012002.80000000 0.102863250809 Long DBT CORP US N 2 2027-08-19 Fixed 4.60000000 N N N N N N Block, Inc. N/A N/A 1265.56000000 PA USD 0.02999999 0.000000001533 Long LON CORP US N 3 2034-03-29 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386MLW8 6510.06000000 PA USD 6529.47000000 0.000333817880 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 5.97399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PP52 41210.94000000 PA USD 42139.49000000 0.002154373209 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.63999840 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8876.43000000 PA USD 9293.93000000 0.000475150358 Long LON CORP US N 3 2027-08-15 Fixed 23.49000000 N N N N N N Block, Inc. N/A N/A 360.37000000 PA USD 351.56000000 0.000017973436 Long LON CORP US N 3 2026-02-05 None 0.00000000 N N N N N N GOAT Holdco LLC N/A 38021CAC2 740000.00000000 PA USD 730195.00000000 0.037331076987 Long LON CORP US N 2 2032-01-27 Variable 7.32006000 N N N N N N Block, Inc. N/A N/A 803.22000000 PA USD 796.75000000 0.000040733688 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCA7 23400000.00000000 PA USD 28292136.60000000 1.446429966714 Long DBT UST US N 2 2026-04-15 Fixed 0.12500000 N N N N N N Block, Inc. N/A N/A 378.40000000 PA USD 349.09000000 0.000017847158 Long LON CORP US N 3 2025-09-30 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1579.57000000 PA USD 1528.97000000 0.000078168293 Long LON CORP US N 3 2026-12-21 Fixed 6.16000000 N N N N N N Block, Inc. N/A N/A 8775.39000000 PA USD 399.02000000 0.000020399819 Long LON CORP US N 3 2035-05-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1131.04000000 PA USD 29.29999999 0.000001497956 Long LON CORP US N 3 2034-06-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 716.44000000 PA USD 0.00999999 0.000000000511 Long LON CORP US N 3 2034-02-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 274.48000000 PA USD 132.42000000 0.000006769946 Long LON CORP US N 3 2035-03-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1824.73000000 PA USD 1660.16000000 0.000084875356 Long LON CORP US N 3 2026-02-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9358.40000000 PA USD 226.31999999 0.000011570565 Long LON CORP US N 3 2025-07-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1885.83000000 PA USD 1552.02000000 0.000079346719 Long LON CORP US N 3 2026-01-27 None 0.00000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YAQ2 810000.00000000 PA USD 809684.75000000 0.041394974955 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N Block, Inc. N/A N/A 3542.88000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-09-01 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 603.12000000 PA USD 159.33000000 0.000008145715 Long LON CORP US N 3 2026-12-22 Fixed 30.95000000 N N N N N N Block, Inc. N/A N/A 1856.88000000 PA USD 1731.83000000 0.000088539471 Long LON CORP US N 3 2025-11-05 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11159.46000000 PA USD 11626.02000000 0.000594378005 Long LON CORP US N 3 2027-03-19 Fixed 17.99000000 N N N N N N Block, Inc. N/A N/A 1863.96000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-05-29 None 0.00000000 N N N N N N American Airlines, Inc. N/A 02376CBM6 736150.54000000 PA USD 716981.18000000 0.036655523016 Long LON CORP US N 2 2029-06-04 Variable 6.50675000 N N N N N N Block, Inc. N/A N/A 1562.42000000 PA USD 1252.26000000 0.000064021548 Long LON CORP US N 3 2025-08-15 None 0.00000000 N N N N N N Connecticut Avenue Securities Trust N/A 20755RAB1 1112010.68000000 PA USD 1110772.23000000 0.056788013658 Long ABS-MBS CORP US N 2 2044-09-25 Floating 5.40369000 N N N N N N Block, Inc. N/A N/A 385.59999999 PA USD 0.02999999 0.000000001533 Long LON CORP US N 3 2032-09-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 878.94000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-01-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3207.23000000 PA USD 2942.33000000 0.000150426047 Long LON CORP US N 3 2026-01-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7885.40000000 PA USD 246.25000000 0.000012589483 Long LON CORP US N 3 2035-04-02 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGBF0 257904.53000000 PA USD 267186.01000000 0.013659832660 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.84000000 N N N N N N Block, Inc. N/A N/A 2427.89000000 PA USD 2356.02000000 0.000120451063 Long LON CORP US N 3 2026-03-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4165.55000000 PA USD 4093.76000000 0.000209292681 Long LON CORP US N 3 2026-11-22 Fixed 19.26000000 N N N N N N Block, Inc. N/A N/A 759.31999999 PA USD 746.27000000 0.000038152908 Long LON CORP US N 3 2026-01-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4824.45000000 PA USD 4723.81000000 0.000241503865 Long LON CORP US N 3 2027-02-11 Fixed 20.03000000 N N N N N N Block, Inc. N/A N/A 1418.20000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-12-15 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 10667.71000000 PA USD 10484.80000000 0.000536033355 Long LON CORP US N 3 2027-04-14 Fixed 17.84000000 N N N N N N Block, Inc. N/A N/A 1361.61000000 PA USD 123.47000000 0.000006312379 Long LON CORP US N 3 2026-01-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 769.28000000 PA USD 140.14000000 0.000007164630 Long LON CORP US N 3 2034-09-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4036.70000000 PA USD 3967.35000000 0.000202829995 Long LON CORP US N 3 2026-02-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7750.62000000 PA USD 0.24999999 0.000000012781 Long LON CORP US N 3 2033-12-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2208.75000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-09-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 27006.46000000 PA USD 946.90000000 0.000048410077 Long LON CORP US N 3 2035-04-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3944.70000000 PA USD 723.62999999 0.000036995442 Long LON CORP US N 3 2035-03-21 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9559.99000000 PA USD 9801.96000000 0.000501123293 Long LON CORP US N 3 2027-06-26 Fixed 17.49000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6CT5 9371057.33100000 PA USD 8902888.40000000 0.455158433388 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 3.00000000 N N N N N N Block, Inc. N/A N/A 5761.00000000 PA USD 129.92000000 0.000006642134 Long LON CORP US N 3 2035-04-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2152.55000000 PA USD 2109.62999999 0.000107854422 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1077.50000000 PA USD 1055.78000000 0.000053976546 Long LON CORP US N 3 2026-11-22 Fixed 11.93000000 N N N N N N Block, Inc. N/A N/A 16680.62000000 PA USD 200.91999999 0.000010271995 Long LON CORP US N 3 2025-10-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2429.78000000 PA USD 1088.79000000 0.000055664176 Long LON CORP US N 3 2035-03-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3038.58000000 PA USD 2449.18000000 0.000125213849 Long LON CORP US N 3 2025-10-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1056.31000000 PA USD 1048.70000000 0.000053614583 Long LON CORP US N 3 2026-03-18 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 4274.84000000 PA USD 4341.43000000 0.000221954762 Long LON CORP US N 3 2026-11-12 Fixed 16.00000000 N N N N N N Block, Inc. N/A N/A 650.28000000 PA USD 640.11000000 0.000032725498 Long LON CORP US N 3 2026-02-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 522.17000000 PA USD 95.89000000 0.000004902357 Long LON CORP US N 3 2035-03-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4555.50999999 PA USD 4479.35999999 0.000229006406 Long LON CORP US N 3 2026-12-22 Fixed 21.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WVC0 843.49000000 PA USD 847.80000000 0.000043343609 Long ABS-MBS USGSE US N 2 2027-09-01 Variable 6.02100000 N N N N N N Block, Inc. N/A N/A 6334.58999999 PA USD 0.32999999 0.000000016871 Long LON CORP US N 3 2034-03-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 567.96000000 PA USD 0.66999999 0.000000034253 Long LON CORP US N 3 2034-08-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1588.27000000 PA USD 1393.04000000 0.000071218898 Long LON CORP US N 3 2025-10-03 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GL66 7706.45000000 PA USD 7874.52000000 0.000402583299 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.45500160 N N N N N N Calpine Corp. N/A 13134MBW2 299248.12030000 PA USD 298389.28000000 0.015255093754 Long LON CORP US N 2 2031-01-31 Variable 6.07162000 N N N N N N Block, Inc. N/A N/A 4391.61000000 PA USD 63.07000000 0.000003224441 Long LON CORP US N 3 2025-11-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2695.84000000 PA USD 0.05999999 0.000000003067 Long LON CORP US N 3 2034-01-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 876.66000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-03-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 72.92999999 PA USD 72.41000000 0.000003701947 Long LON CORP US N 3 2025-09-08 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414FS36 40675.20000000 PA USD 42156.73000000 0.002155254600 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 7.69799880 N N N N N N Block, Inc. N/A N/A 959.39999999 PA USD 928.12999999 0.000047450465 Long LON CORP US N 3 2025-11-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2482.03000000 PA USD 2398.25000000 0.000122610063 Long LON CORP US N 3 2026-03-19 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 734.54000000 PA USD 481.22000000 0.000024602278 Long LON CORP US N 3 2027-04-14 Fixed 30.95000000 N N N N N N SMBC Aviation Capital Finance DAC 549300OD7VKRVNWB2J98 78448TAN2 6500000.00000000 PA USD 6511808.36000000 0.332914932603 Long DBT CORP IE N 2 2030-04-01 Fixed 5.10000000 N N N N N N Block, Inc. N/A N/A 489.13000000 PA USD 482.63000000 0.000024674364 Long LON CORP US N 3 2026-03-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5131.48000000 PA USD 0.11999999 0.000000006134 Long LON CORP US N 3 2033-06-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 331.56000000 PA USD 217.07000000 0.000011097661 Long LON CORP US N 3 2035-04-03 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4351.39000000 PA USD 4284.16000000 0.000219026844 Long LON CORP US N 3 2027-01-18 Fixed 31.57000000 N N N N N N Upstart Network, Inc. N/A N/A 2854.06000000 PA USD 2805.39000000 0.000143425016 Long LON CORP US N 3 2026-09-15 Fixed 25.72000000 N N N N N N Block, Inc. N/A N/A 1557.29000000 PA USD 0.45000000 0.000000023006 Long LON CORP US N 3 2034-04-27 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6879.26000000 PA USD 6770.55000000 0.000346143048 Long LON CORP US N 3 2027-04-14 Fixed 24.97000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10101.90000000 PA USD 10557.94000000 0.000539772623 Long LON CORP US N 3 2026-07-12 Fixed 21.49000000 N N N N N N Block, Inc. N/A N/A 2833.51000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 756.30000000 PA USD 743.57999999 0.000038015382 Long LON CORP US N 3 2025-12-20 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406A3K6 33183.04000000 PA USD 33995.94000000 0.001738035803 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.44500080 N N N N N N Block, Inc. N/A N/A 5680.57000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-01-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1760.47000000 PA USD 1731.29000000 0.000088511863 Long LON CORP US N 3 2026-12-22 Fixed 18.76000000 N N N N N N Block, Inc. N/A N/A 6559.29999999 PA USD 4545.84000000 0.000232405183 Long LON CORP US N 3 2035-04-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2180.93000000 PA USD 2158.75000000 0.000110365672 Long LON CORP US N 3 2027-04-14 Fixed 17.33000000 N N N N N N Block, Inc. N/A N/A 30012.09000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-10-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 7708.61999999 PA USD 7441.28999999 0.000380434500 Long LON CORP US N 3 2027-11-14 Fixed 6.93000000 N N N N N N Block, Inc. N/A N/A 393.89999999 PA USD 390.57000000 0.000019967815 Long LON CORP US N 3 2025-12-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 615.89000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-07-19 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3276.04000000 PA USD 3202.49000000 0.000163726676 Long LON CORP US N 3 2027-09-14 Fixed 9.91000000 N N N N N N Block, Inc. N/A N/A 9402.99000000 PA USD 0.14000000 0.000000007157 Long LON CORP US N 3 2034-03-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 588.07000000 PA USD 491.94000000 0.000025150336 Long LON CORP US N 3 2026-02-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1110.83000000 PA USD 1102.11000000 0.000056345158 Long LON CORP US N 3 2026-01-07 None 0.00000000 N N N N N N SLM Corp. N/A 78442PGF7 1000000.00000000 PA USD 1033200.00000000 0.052822148526 Long DBT CORP US N 2 2030-01-31 Fixed 6.50000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 12334.08000000 PA USD 12935.63000000 0.000661331561 Long LON CORP US N 3 2027-09-20 Fixed 20.74000000 N N N N N N Block, Inc. N/A N/A 755.03000000 PA USD 12.41000000 0.000000634458 Long LON CORP US N 3 2026-02-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4422.64999999 PA USD 640.14000000 0.000032727032 Long LON CORP US N 3 2025-08-05 None 0.00000000 N N N N N N LaserShip, Inc. 254900NGHREGOQUFUT53 51809EAM7 185003.51300000 PA USD 91946.75000000 0.004700759664 Long LON CORP US N 2 2029-08-10 Variable 6.06078000 N N Y N N N Block, Inc. N/A N/A 895.11000000 PA USD 0.32000000 0.000000016359 Long LON CORP US N 3 2034-05-23 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5839.34000000 PA USD 5727.71000000 0.000292828056 Long LON CORP US N 3 2027-02-11 Fixed 28.43000000 N N N N N N Block, Inc. N/A N/A 5402.91000000 PA USD 3618.85000000 0.000185013000 Long LON CORP US N 3 2026-01-03 None 0.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644UBA5 1500000.00000000 PA USD 1489228.20000000 0.076136501325 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 3.82180000 N N N N N N Block, Inc. N/A N/A 368.40000000 PA USD 285.36000000 0.000014588974 Long LON CORP US N 3 2035-05-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3830.31000000 PA USD 7.33999999 0.000000375256 Long LON CORP US N 3 2034-08-07 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2147.62000000 PA USD 153.96000000 0.000007871174 Long LON CORP US N 3 2027-04-22 Fixed 25.66000000 N N N N N N Var Energi ASA 549300LIVN3FFOJN2K47 92212WAD2 4000000.00000000 PA USD 4219750.00000000 0.215733895899 Long DBT CORP NO N 2 2028-01-15 Fixed 7.50000000 N N N N N N Upstart Network, Inc. N/A N/A 897.93000000 PA USD 883.93000000 0.000045190748 Long LON CORP US N 3 2027-01-18 Fixed 31.11000000 N N N N N N Block, Inc. N/A N/A 942.09999999 PA USD 915.38999999 0.000046799135 Long LON CORP US N 3 2025-12-19 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406N6M1 2909.34000000 PA USD 2936.55000000 0.000150130546 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.93899920 N N N N N N Block, Inc. N/A N/A 6781.82000000 PA USD 5299.66000000 0.000270944084 Long LON CORP US N 3 2025-12-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1193.98000000 PA USD 1169.91000000 0.000059811420 Long LON CORP US N 3 2027-04-14 Fixed 15.76000000 N N N N N N Block, Inc. N/A N/A 3546.16000000 PA USD 1020.08000000 0.000052151391 Long LON CORP US N 3 2025-12-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3276.44000000 PA USD 3186.01000000 0.000162884139 Long LON CORP US N 3 2026-03-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3392.24000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-03-27 None 0.00000000 N N N N N N Station Place Securitization Trust N/A 85770KAA2 5000000.00000000 PA USD 5004201.50000000 0.255838825869 Long ABS-MBS CORP US N 2 2025-06-22 Floating 5.22339840 N N N N N N BBCMS Mortgage Trust N/A 07337BAG9 60025000.00000000 PA USD 3069012.22000000 0.156902651290 Long ABS-MBS CORP US N 2 2058-05-15 Variable 1.39467000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HF7C3 6271887.49900000 PA USD 6255354.80000000 0.319803794357 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 5.25368880 N N N N N N Upstart Network, Inc. N/A N/A 4379.28000000 PA USD 2915.67000000 0.000149063060 Long LON CORP US N 3 2026-11-15 Fixed 16.67000000 N N N N N N Block, Inc. N/A N/A 874.20000000 PA USD 0.16000000 0.000000008179 Long LON CORP US N 3 2033-11-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2780.47000000 PA USD 836.95000000 0.000042788905 Long LON CORP US N 3 2025-12-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1845.38000000 PA USD 1456.28000000 0.000074452031 Long LON CORP US N 3 2025-12-23 None 0.00000000 N N N N N N AssuredPartners, Inc. 549300HNDSDQWQ3L2P80 04621HAW3 430236.09080000 PA USD 430752.37000000 0.022022130919 Long LON CORP US N 2 2031-02-14 Variable 7.82162000 N N N N N N Block, Inc. N/A N/A 2022.63000000 PA USD 2003.59999999 0.000102433659 Long LON CORP US N 3 2025-12-13 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 17.93000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-11-08 Fixed 13.05000000 N N N N N N Block, Inc. N/A N/A 5094.38000000 PA USD 3655.91000000 0.000186907685 Long LON CORP US N 3 2025-11-29 None 0.00000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A 36268GAD7 11000000.00000000 PA USD 11068765.40000000 0.565888472668 Long ABS-O CORP US N 2 2028-12-18 Fixed 4.85000000 N N N N N N JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL N/A 46590XAS5 2800000.00000000 PA USD 2702902.61000000 0.138185368870 Long DBT CORP LU N 2 2027-01-15 Fixed 2.50000000 N N N N N N Block, Inc. N/A N/A 5025.17000000 PA USD 2589.85999999 0.000132406087 Long LON CORP US N 3 2025-10-28 None 0.00000000 N N N N N N Cushman & Wakefield US Borrower LLC N/A 23340DAU6 505700.00000000 PA USD 506544.52000000 0.025896989808 Long LON CORP US N 2 2030-01-31 Variable 7.57162000 N N N N N N Block, Inc. N/A N/A 3314.49000000 PA USD 1911.64000000 0.000097732222 Long LON CORP US N 3 2035-02-28 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2929.86000000 PA USD 2865.80000000 0.000146513466 Long LON CORP US N 3 2027-02-11 Fixed 20.86000000 N N N N N N Block, Inc. N/A N/A 259.07999999 PA USD 0.03999999 0.000000002044 Long LON CORP US N 3 2032-11-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 447.55999999 PA USD 419.66000000 0.000021455035 Long LON CORP US N 3 2025-08-12 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828U24 27000000.00000000 PA USD 26315507.88000000 1.345375208846 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 565.03999999 PA USD 566.29000000 0.000028951465 Long LON CORP US N 3 2026-08-20 Fixed 18.74000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967KJ9 2600000.00000000 PA USD 2599335.83000000 0.132890537438 Long DBT CORP US N 2 2026-03-09 Fixed 4.60000000 N N N N N N Block, Inc. N/A N/A 452.08000000 PA USD 430.48999999 0.000022008717 Long LON CORP US N 3 2026-02-20 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WTA1 9548.89000000 PA USD 9722.42000000 0.000497056826 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 7.26000120 N N N N N N LHOME Mortgage Trust N/A 50206RAA5 579000.00000000 PA USD 583972.45000000 0.029855477631 Long ABS-MBS CORP US N 2 2040-04-25 Variable 5.61200000 N N N N N N Prosper Funding LLC N/A N/A 14241.78000000 PA USD 14511.25000000 0.000741884826 Long LON CORP US N 3 2026-10-29 Fixed 16.18000000 N N N N N N CNT Holdings I Corp. N/A 12656AAF6 546369.52000000 PA USD 544170.38000000 0.027820604564 Long LON CORP US N 2 2032-11-08 Variable 6.80188000 N N N N N N Block, Inc. N/A N/A 614.05000000 PA USD 14.26000000 0.000000729039 Long LON CORP US N 3 2035-03-17 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1703.33000000 PA USD 246.03000000 0.000012578235 Long LON CORP US N 3 2027-01-18 Fixed 5.66000000 N N N N N N RR 14 Ltd. 54930006FTQV76P0VH16 74980PAA1 23418000.00000000 PA USD 23424852.00000000 1.197590990658 Long ABS-CBDO CORP KY N 2 2036-04-15 Floating 5.63771160 N N N N N N Upstart Network, Inc. N/A N/A 1627.51000000 PA USD 1571.11000000 0.000080322692 Long LON CORP US N 3 2027-02-11 Fixed 6.93000000 N N N N N N Block, Inc. N/A N/A 2395.71000000 PA USD 9.26999999 0.000000473926 Long LON CORP US N 3 2034-08-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4549.48000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9295.42000000 PA USD 0.32000000 0.000000016359 Long LON CORP US N 3 2034-01-01 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1948.02000000 PA USD 1919.38000000 0.000098127928 Long LON CORP US N 3 2027-02-10 Fixed 15.44000000 N N N N N N Block, Inc. N/A N/A 2656.11000000 PA USD 1827.99000000 0.000093455632 Long LON CORP US N 3 2025-07-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1677.12000000 PA USD 1268.45000000 0.000064849258 Long LON CORP US N 3 2025-09-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1659.53000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1104.24000000 PA USD 1087.83000000 0.000055615096 Long LON CORP US N 3 2027-04-14 Fixed 25.23000000 N N N N N N Block, Inc. N/A N/A 1283.50000000 PA USD 0.02999999 0.000000001533 Long LON CORP US N 3 2033-10-12 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 354.09000000 PA USD 347.08000000 0.000017744397 Long LON CORP US N 3 2026-11-22 Fixed 12.64000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DT3 6700000.00000000 PA USD 6771687.59000000 0.346201207561 Long DBT CORP US N 2 2027-04-23 Fixed 5.64500000 N N N N N N Block, Inc. N/A N/A 204.37000000 PA USD 0.01000000 0.000000000511 Long LON CORP US N 3 2032-09-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2942.64000000 PA USD 31.09000000 0.000001589470 Long LON CORP US N 3 2034-11-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1124.31000000 PA USD 81.08999999 0.000004145710 Long LON CORP US N 3 2035-05-27 Fixed 13.32000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JJZ4 10380000.00000000 PA USD 10449139.10000000 0.534210198907 Long ABS-O CORP US N 2 2028-05-15 Fixed 4.87000000 N N N N N N Block, Inc. N/A N/A 11822.07000000 PA USD 1.06000000 0.000000054192 Long LON CORP US N 3 2033-10-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 8070.41000000 PA USD 7897.44000000 0.000403755080 Long LON CORP US N 3 2027-02-10 Fixed 23.17000000 N N N N N N Block, Inc. N/A N/A 487.05000000 PA USD 2.45000000 0.000000125255 Long LON CORP US N 3 2034-09-16 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388RDD6 22741.09000000 PA USD 22943.81000000 0.001172997812 Long ABS-MBS USGSE US N 2 2031-11-01 Variable 5.64500160 N N N N N N Block, Inc. N/A N/A 6901.74000000 PA USD 5344.96000000 0.000273260037 Long LON CORP US N 3 2025-12-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3098.68000000 PA USD 2171.27000000 0.000111005755 Long LON CORP US N 3 2025-12-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1285.35000000 PA USD 1272.62000000 0.000065062449 Long LON CORP US N 3 2026-03-04 None 0.00000000 N N N N N N RGA Global Funding 549300Y22K5FOEBMSK42 76209PAE3 2100000.00000000 PA USD 2166062.03000000 0.110739498902 Long DBT CORP US N 2 2029-05-24 Fixed 5.44800000 N N N N N N Block, Inc. N/A N/A 1540.21000000 PA USD 957.47000000 0.000048950467 Long LON CORP US N 3 2025-07-25 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 16590.69000000 PA USD 16904.69000000 0.000864248979 Long LON CORP US N 3 2027-06-16 Fixed 16.49000000 N N N N N N Block, Inc. N/A N/A 3179.67000000 PA USD 2691.01000000 0.000137577361 Long LON CORP US N 3 2026-03-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2424.20000000 PA USD 2326.55000000 0.000118944415 Long LON CORP US N 3 2025-12-16 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11308.34000000 PA USD 11349.31000000 0.000580231260 Long LON CORP US N 3 2027-08-03 Fixed 13.99000000 N N N N N N Block, Inc. N/A N/A 30366.06000000 PA USD 21099.39000000 0.001078702199 Long LON CORP US N 3 2025-11-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 744.00000000 PA USD 25.26000000 0.000001291412 Long LON CORP US N 3 2035-05-20 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413GK90 3196.45200000 PA USD 3242.33000000 0.000165763488 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.44500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407PJH2 2975.74000000 PA USD 3054.11000000 0.000156140778 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.63000120 N N N N N N Block, Inc. N/A N/A 123.86000000 PA USD 117.59000000 0.000006011765 Long LON CORP US N 3 2026-02-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6752.32000000 PA USD 53.61000000 0.000002740800 Long LON CORP US N 3 2034-12-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1109.05000000 PA USD 25.07999999 0.000001282210 Long LON CORP US N 3 2035-05-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1070.22000000 PA USD 815.33000000 0.000041683587 Long LON CORP US N 3 2025-08-08 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31364SPW7 1933.22000000 PA USD 1891.29000000 0.000096691832 Long ABS-MBS USGSE US N 2 2030-09-01 Variable 4.18700160 N N N N N N Freedom Financial Asset Management LLC N/A N/A 2611.07000000 PA USD 2614.58000000 0.000133669892 Long LON CORP US N 3 2026-08-20 Fixed 15.49000000 N N N N N N Block, Inc. N/A N/A 792.66000000 PA USD 506.66000000 0.000025902893 Long LON CORP US N 3 2025-06-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1307.85000000 PA USD 1281.49000000 0.000065515926 Long LON CORP US N 3 2026-03-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3148.18000000 PA USD 0.07000000 0.000000003578 Long LON CORP US N 3 2033-12-03 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10766.39000000 PA USD 11166.93000000 0.000570907118 Long LON CORP US N 3 2027-06-20 Fixed 17.99000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 7964.64000000 PA USD 7876.72000000 0.000402695774 Long LON CORP US N 3 2027-04-21 Fixed 16.19000000 N N N N N N Block, Inc. N/A N/A 2558.40000000 PA USD 2513.70000000 0.000128512422 Long LON CORP US N 3 2026-03-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 26662.45000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-09-23 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 9970.60000000 PA USD 9724.45000000 0.000497160609 Long LON CORP US N 3 2027-01-14 Fixed 10.15000000 N N N N N N Block, Inc. N/A N/A 1018.36000000 PA USD 954.80000000 0.000048813963 Long LON CORP US N 3 2025-09-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1434.78000000 PA USD 30.15000000 0.000001541412 Long LON CORP US N 3 2035-02-28 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1470.86000000 PA USD 1435.42000000 0.000073385567 Long LON CORP US N 3 2027-02-10 Fixed 13.41000000 N N N N N N Block, Inc. N/A N/A 1785.14000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4496.48000000 PA USD 594.30000000 0.000030383471 Long LON CORP US N 3 2027-06-14 Fixed 9.38000000 N N N N N N Block, Inc. N/A N/A 525.76000000 PA USD 261.45000000 0.000013366580 Long LON CORP US N 3 2035-03-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1203.51000000 PA USD 1179.47000000 0.000060300173 Long LON CORP US N 3 2027-02-11 Fixed 25.28000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8089.51000000 PA USD 8361.54000000 0.000427482102 Long LON CORP US N 3 2026-06-18 Fixed 17.49000000 N N N N N N Block, Inc. N/A N/A 3221.99000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-01 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 5072.86000000 PA USD 5026.49000000 0.000256978321 Long LON CORP US N 3 2027-01-12 Fixed 12.60000000 N N N N N N Block, Inc. N/A N/A 1884.57000000 PA USD 1771.47000000 0.000090566058 Long LON CORP US N 3 2026-03-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 7964.71000000 PA USD 102.48999999 0.000005239781 Long LON CORP US N 3 2027-07-11 Fixed 25.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411YBZ5 13157.17000000 PA USD 13410.76000000 0.000685622489 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.85500120 N N N N N N Korea Electric Power Corp. 988400QG33WS7JEIV602 500631AX4 2800000.00000000 PA USD 2825811.52000000 0.144469062927 Long DBT NUSS KR N 2 2026-04-06 Fixed 5.37500000 N N N N N N CF Industries, Inc. 5FVKT86LAD2F40NPC183 12527GAH6 2070000.00000000 PA USD 2067347.01000000 0.105692712754 Long DBT CORP US N 2 2026-12-01 Fixed 4.50000000 N N N N N N Upstart Network, Inc. N/A N/A 7531.74000000 PA USD 7411.20000000 0.000378896154 Long LON CORP US N 3 2026-12-22 Fixed 21.61000000 N N N N N N Adeia, Inc. N/A 98422BAD1 435548.27210000 PA USD 432281.66000000 0.022100315572 Long LON CORP US N 2 2028-06-08 Variable 6.82162000 N N N N N N Block, Inc. N/A N/A 17253.50000000 PA USD 404.64999999 0.000020687652 Long LON CORP US N 3 2035-03-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 401.24000000 PA USD 391.49000000 0.000020014849 Long LON CORP US N 3 2026-02-03 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1565.88000000 PA USD 1534.55000000 0.000078453569 Long LON CORP US N 3 2027-02-10 Fixed 26.66000000 N N N N N N CIM Trust N/A 12555DAA3 55765.65000000 PA USD 53478.42000000 0.002734073794 Long ABS-MBS CORP US N 2 2049-02-25 Variable 3.99999960 N N N N N N Block, Inc. N/A N/A 14.06999999 PA USD 0.05000000 0.000000002556 Long LON CORP US N 3 2033-12-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1741.73000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-11-25 None 0.00000000 N N N N N N Crosby US Acquisition Corp. N/A 22739PAP1 214682.06000000 PA USD 214801.21000000 0.010981669975 Long LON CORP US N 2 2029-08-16 Variable 7.82492000 N N N N N N Upstart Network, Inc. N/A N/A 7906.82000000 PA USD 1067.42000000 0.000054571639 Long LON CORP US N 3 2027-06-13 Fixed 8.04000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 3864.10000000 PA USD 3914.75000000 0.000200140830 Long LON CORP US N 3 2027-04-25 Fixed 23.99000000 N N N N N N Block, Inc. N/A N/A 3609.03000000 PA USD 0.20999999 0.000000010736 Long LON CORP US N 3 2032-10-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6556.43000000 PA USD 6250.91000000 0.000319576554 Long LON CORP US N 3 2026-01-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1563.32000000 PA USD 10.58999999 0.000000541411 Long LON CORP US N 3 2034-12-23 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BZK8 6337.28000000 PA USD 6495.80000000 0.000332096508 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.60800160 N N N N N N Block, Inc. N/A N/A 4248.40000000 PA USD 87.44000000 0.000004470352 Long LON CORP US N 3 2035-05-16 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 218.53000000 PA USD 60.94000000 0.000003115545 Long LON CORP US N 3 2025-06-18 Fixed 11.74000000 N N N N N N Block, Inc. N/A N/A 1574.73000000 PA USD 0.41999999 0.000000021472 Long LON CORP US N 3 2033-05-30 None 0.00000000 N N N N N N Voya CLO Ltd. N/A 92918FAF1 1956093.90600000 PA USD 1956582.93000000 0.100029920762 Long ABS-CBDO CORP KY N 2 2032-10-17 Floating 5.62140000 N N N N N N Upstart Network, Inc. N/A N/A 1293.10000000 PA USD 1270.99000000 0.000064979115 Long LON CORP US N 3 2027-02-11 Fixed 33.97000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5258.00000000 PA USD 5297.57000000 0.000270837233 Long LON CORP US N 3 2027-07-12 Fixed 17.49000000 N N N N N N Upstart Network, Inc. N/A N/A 1247.15000000 PA USD 1226.10000000 0.000062684123 Long LON CORP US N 3 2026-11-15 Fixed 31.13000000 N N N N N N Block, Inc. N/A N/A 565.03000000 PA USD 556.72000000 0.000028462201 Long LON CORP US N 3 2026-01-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2414.46000000 PA USD 2379.50000000 0.000121651473 Long LON CORP US N 3 2026-01-08 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1315.09000000 PA USD 1289.24000000 0.000065912143 Long LON CORP US N 3 2027-02-10 Fixed 28.22000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136056A0 3.23000000 PA USD 3.21000000 0.000000164110 Long ABS-MBS USGSE US N 2 2025-12-01 Variable 4.25000160 N N N N N N Block, Inc. N/A N/A 2486.18000000 PA USD 1584.10000000 0.000080986803 Long LON CORP US N 3 2026-02-09 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 7690.20000000 PA USD 7993.16000000 0.000408648746 Long LON CORP US N 3 2027-01-14 Fixed 28.23000000 N N N N N N Block, Inc. N/A N/A 6909.49000000 PA USD 99.64000000 0.000005094075 Long LON CORP US N 3 2025-11-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3737.14000000 PA USD 3.86000000 0.000000197341 Long LON CORP US N 3 2034-07-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3232.26000000 PA USD 3112.52000000 0.000159126978 Long LON CORP US N 3 2026-03-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 45744.66000000 PA USD 2.17999999 0.000000111452 Long LON CORP US N 3 2034-05-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 664.52000000 PA USD 637.23000000 0.000032578259 Long LON CORP US N 3 2025-12-18 None 0.00000000 N N N N N N BlueMountain CLO XXXI Ltd. N/A 09631BAA1 3130000.00000000 PA USD 3124403.44000000 0.159734516611 Long ABS-CBDO CORP KY N 2 2034-04-19 Floating 5.68108080 N N N N N N Upstart Network, Inc. N/A N/A 3718.13000000 PA USD 3667.03000000 0.000187476193 Long LON CORP US N 3 2027-02-14 Fixed 16.81000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 758.16999999 PA USD 759.16000000 0.000038811906 Long LON CORP US N 3 2025-06-18 Fixed 7.84000000 N N N N N N Block, Inc. N/A N/A 1792.38000000 PA USD 10.26999999 0.000000525051 Long LON CORP US N 3 2034-11-10 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 2165.43000000 PA USD 2160.58000000 0.000110459231 Long LON CORP US N 3 2026-11-01 Fixed 12.21000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 408.50000000 PA USD 408.98000000 0.000020909022 Long LON CORP US N 3 2025-06-28 Fixed 10.09000000 N N N N N N Block, Inc. N/A N/A 1218.64000000 PA USD 0.08999999 0.000000004601 Long LON CORP US N 3 2033-09-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1282.69000000 PA USD 1134.10000000 0.000057980641 Long LON CORP US N 3 2025-11-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 11710.27000000 PA USD 11412.00000000 0.000583436274 Long LON CORP US N 3 2026-12-22 Fixed 10.09000000 N N N N N N Charlotte Buyer, Inc. N/A 12568YAH7 468999.86800000 PA USD 467449.82000000 0.023898280894 Long LON CORP US N 2 2028-02-11 Variable 8.57092000 N N N N N N Block, Inc. N/A N/A 555.88000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-04-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1621.62000000 PA USD 1580.42000000 0.000080798664 Long LON CORP US N 3 2026-12-22 Fixed 9.33000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAR3 7400000.00000000 PA USD 7562726.15000000 0.386642899688 Long DBT CORP US N 2 2030-01-24 Fixed 5.43500000 N N N N N N Block, Inc. N/A N/A 10480.36000000 PA USD 0.00999999 0.000000000511 Long LON CORP US N 3 2032-06-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3691.54000000 PA USD 3341.24999999 0.000170820754 Long LON CORP US N 3 2025-10-02 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8543.58999999 PA USD 8840.07999999 0.000451947366 Long LON CORP US N 3 2026-12-23 Fixed 21.74000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 13882.36000000 PA USD 14146.57000000 0.000723240632 Long LON CORP US N 3 2027-06-04 Fixed 17.49000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 14799.44000000 PA USD 15152.76000000 0.000774681900 Long LON CORP US N 3 2027-07-19 Fixed 17.49000000 N N N N N N Block, Inc. N/A N/A 4663.03000000 PA USD 4449.52000000 0.000227480842 Long LON CORP US N 3 2026-02-21 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3986.98000000 PA USD 3935.62000000 0.000201207805 Long LON CORP US N 3 2026-11-15 Fixed 14.85000000 N N N N N N Block, Inc. N/A N/A 614.55000000 PA USD 586.55000000 0.000029987254 Long LON CORP US N 3 2025-10-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2465.96000000 PA USD 1093.54000000 0.000055907019 Long LON CORP US N 3 2026-01-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 820.28000000 PA USD 808.83000000 0.000041351276 Long LON CORP US N 3 2026-12-22 Fixed 29.67000000 N N N N N N Block, Inc. N/A N/A 2700.54000000 PA USD 1868.72000000 0.000095537945 Long LON CORP US N 3 2025-06-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6384.82000000 PA USD 6016.04000000 0.000307568871 Long LON CORP US N 3 2026-03-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3025.66000000 PA USD 1745.72000000 0.000089249594 Long LON CORP US N 3 2035-04-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3204.39000000 PA USD 3155.44000000 0.000161321254 Long LON CORP US N 3 2026-10-20 Fixed 25.42000000 N N N N N N Block, Inc. N/A N/A 5403.32000000 PA USD 30.70000000 0.000001569531 Long LON CORP US N 3 2034-11-22 None 0.00000000 N N N N N N Home Partners of America Trust N/A 43730XAB0 1355920.14000000 PA USD 1251776.39000000 0.063996823842 Long ABS-O CORP US N 2 2041-01-17 Fixed 2.64900000 N N N N N N Block, Inc. N/A N/A 2792.69000000 PA USD 2748.38000000 0.000140510391 Long LON CORP US N 3 2026-03-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3355.46000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-03-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5389.92000000 PA USD 0.59000000 0.000000030163 Long LON CORP US N 3 2034-05-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 638.20000000 PA USD 305.63000000 0.000015625274 Long LON CORP US N 3 2035-05-08 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6363.85000000 PA USD 956.57000000 0.000048904454 Long LON CORP US N 3 2026-12-23 Fixed 22.49000000 N N N N N N Block, Inc. N/A N/A 1537.99000000 PA USD 1418.65000000 0.000072528204 Long LON CORP US N 3 2025-12-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5106.95000000 PA USD 4949.19000000 0.000253026373 Long LON CORP US N 3 2027-04-14 Fixed 7.81000000 N N N N N N Block, Inc. N/A N/A 1229.25000000 PA USD 44.85999999 0.000002293458 Long LON CORP US N 3 2025-06-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GMZ3 13484.53000000 PA USD 13878.06000000 0.000709513111 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 7.10600040 N N N N N N Block, Inc. N/A N/A 3042.54000000 PA USD 2319.47000000 0.000118582451 Long LON CORP US N 3 2025-10-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4361.64000000 PA USD 4256.90000000 0.000217633182 Long LON CORP US N 3 2025-11-17 None 0.00000000 N N N N N N UGCard N/A N/A 0.06000000 PA USD 0.05999999 0.000000003067 Long LON CORP US N 3 2030-02-17 Fixed 28.98000000 N N N N N N Block, Inc. N/A N/A 4757.63999999 PA USD 0.08000000 0.000000004089 Long LON CORP US N 3 2034-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9760.25000000 PA USD 5096.49999999 0.000260557568 Long LON CORP US N 3 2035-03-12 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5584.86000000 PA USD 5444.07000000 0.000278327017 Long LON CORP US N 3 2027-05-26 Fixed 12.42000000 N N N N N N Block, Inc. N/A N/A 643.36000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-04 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11083.81000000 PA USD 11584.94000000 0.000592277798 Long LON CORP US N 3 2027-06-10 Fixed 20.99000000 N N N N N N Upstart Network, Inc. N/A N/A 3144.89000000 PA USD 1443.03000000 0.000073774627 Long LON CORP US N 3 2027-02-10 Fixed 13.40000000 N N N N N N Block, Inc. N/A N/A 2213.35000000 PA USD 0.05000000 0.000000002556 Long LON CORP US N 3 2032-11-27 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 572.94999999 PA USD 573.75999999 0.000029333368 Long LON CORP US N 3 2025-06-20 Fixed 10.09000000 N N N N N N Block, Inc. N/A N/A 3056.15000000 PA USD 3011.50000000 0.000153962350 Long LON CORP US N 3 2026-02-25 None 0.00000000 N N N N N N Galaxy XXVII CLO Ltd. 549300GJYHKO4BDEN716 36320UAC4 350109.52000000 PA USD 350753.25000000 0.017932191509 Long ABS-CBDO CORP KY N 2 2031-05-16 Floating 5.60459160 N N N N N N N/A N/A N/A -44.00000000 NC USD 31215.71000000 0.001595897086 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bonds 2025-06-18 -5131500.00000000 USD 31215.71000000 N N N Block, Inc. N/A N/A 1626.11000000 PA USD 0.00999999 0.000000000511 Long LON CORP US N 3 2034-04-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7935.49000000 PA USD 0.15000000 0.000000007668 Long LON CORP US N 3 2032-05-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 10072.51000000 PA USD 5725.38000000 0.000292708936 Long LON CORP US N 3 2026-03-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1621.57000000 PA USD 88.24000000 0.000004511252 Long LON CORP US N 3 2025-09-08 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HJD5 438.64000000 PA USD 435.39000000 0.000022259228 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 5.61999960 N N N N N N Block, Inc. N/A N/A 3406.49000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-05-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2994.83000000 PA USD 2401.56000000 0.000122779286 Long LON CORP US N 3 2026-01-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 12186.43000000 PA USD 14.77000000 0.000000755113 Long LON CORP US N 3 2034-07-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3207.15000000 PA USD 874.80999999 0.000044724490 Long LON CORP US N 3 2034-11-08 None 0.00000000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913R2C0 1100000.00000000 PA USD 1098678.20000000 0.056169708732 Long DBT CORP US N 2 2025-05-15 Fixed 1.45000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NAU5 7000000.00000000 PA USD 6924435.00000000 0.354010389111 Long DBT CORP US N 2 2026-04-15 Fixed 3.40000000 N N N N N N Upstart Network, Inc. N/A N/A 1098.63000000 PA USD 1076.70000000 0.000055046077 Long LON CORP US N 3 2026-10-20 Fixed 12.58000000 N N N N N N Upstart Network, Inc. N/A N/A 5005.22000000 PA USD 4914.60000000 0.000251257966 Long LON CORP US N 3 2027-01-14 Fixed 26.20000000 N N N N N N UGCard N/A N/A 9.23999999 PA USD 8.79999999 0.000000449898 Long LON CORP US N 3 2030-02-12 Fixed 28.98000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KS5 6800000.00000000 PA USD 6795629.50000000 0.347425233041 Long DBT CORP US N 2 2025-09-04 Floating 5.30983080 N N N N N N Block, Inc. N/A N/A 742.56000000 PA USD 315.69000000 0.000016139589 Long LON CORP US N 3 2025-09-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9361.59999999 PA USD 612.62000000 0.000031320078 Long LON CORP US N 3 2025-06-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1511.07000000 PA USD 1414.52000000 0.000072317059 Long LON CORP US N 3 2026-03-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 681.60999999 PA USD 671.25999999 0.000034318036 Long LON CORP US N 3 2027-01-14 Fixed 20.16000000 N N N N N N Consumer Loan Underlying Bond Certificate Issuer Trust I N/A 21056JAA5 13843.69250000 PA USD 6428.08000000 0.000328634336 Long ABS-O CORP US N 2 2045-01-15 Variable 16.26800000 N N N N N N Upstart Network, Inc. N/A N/A 9957.90000000 PA USD 9694.05000000 0.000495606415 Long LON CORP US N 3 2027-01-14 Fixed 8.40000000 N N N N N N Prosper Funding LLC N/A N/A 1927.38000000 PA USD 1914.00000000 0.000097852876 Long LON CORP US N 3 2027-02-15 Fixed 11.70000000 N N N N N N Upstart Network, Inc. N/A N/A 5035.58000000 PA USD 4949.97000000 0.000253066251 Long LON CORP US N 3 2026-11-15 Fixed 31.09000000 N N N N N N Block, Inc. N/A N/A 1210.82000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-05-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9704.33000000 PA USD 6022.55000000 0.000307901694 Long LON CORP US N 3 2035-05-09 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405KZ20 3066.36000000 PA USD 3088.28000000 0.000157887712 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 5.93799840 N N N N N N Block, Inc. N/A N/A 1720.75000000 PA USD 1691.50000000 0.000086477607 Long LON CORP US N 3 2026-02-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 14344.23000000 PA USD 0.36000000 0.000000018404 Long LON CORP US N 3 2032-10-16 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1718.19000000 PA USD 123.12000000 0.000006294485 Long LON CORP US N 3 2027-04-14 Fixed 25.41000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362J5B7 34.78000000 PA USD 34.51000000 0.000001764317 Long ABS-MBS USGSE US N 2 2027-07-01 Variable 4.19799960 N N N N N N Block, Inc. N/A N/A 1958.38000000 PA USD 631.18999999 0.000032269465 Long LON CORP US N 3 2025-12-17 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 7044.11000000 PA USD 6909.58000000 0.000353250930 Long LON CORP US N 3 2027-01-18 Fixed 20.74000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43815QAC1 8070000.00000000 PA USD 8129969.78000000 0.415643119660 Long ABS-O CORP US N 2 2028-02-18 Fixed 5.41000000 N N N N N N Block, Inc. N/A N/A 3494.33999999 PA USD 3412.05000000 0.000174440390 Long LON CORP US N 3 2026-02-25 None 0.00000000 N N N N N N Cencosud SA 549300NLTGCFV7482429 15132HAH4 2900000.00000000 PA USD 2869025.97000000 0.146678393256 Long DBT CORP CL N 2 2027-07-17 Fixed 4.37500000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6301.61000000 PA USD 6527.69000000 0.000333726878 Long LON CORP US N 3 2027-06-18 Fixed 15.99000000 N N N N N N Block, Inc. N/A N/A 1914.50000000 PA USD 1750.25000000 0.000089481189 Long LON CORP US N 3 2026-01-01 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8313.09000000 PA USD 8666.79000000 0.000443087948 Long LON CORP US N 3 2026-09-22 Fixed 19.49000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7148.95000000 PA USD 1810.48000000 0.000092560436 Long LON CORP US N 3 2027-09-26 Fixed 18.99000000 N N N N N N Block, Inc. N/A N/A 3389.36000000 PA USD 1.26999999 0.000000064928 Long LON CORP US N 3 2034-06-12 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31382UUW4 3580.65000000 PA USD 3591.33000000 0.000183606045 Long ABS-MBS USGSE US N 2 2028-12-01 Variable 6.18999840 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BM8 2200000.00000000 PA USD 2223058.13000000 0.113653413400 Long DBT CORP US N 2 2027-07-01 Fixed 4.95000000 N N N N N N Prosper Pass-Thru Trust III N/A 74360NAC2 513.12690000 PA USD 357.81000000 0.000018292966 Long ABS-O CORP US N 2 2026-05-15 Variable 7.18294000 N N N N N N N/A N/A N/A 2080000.00000000 PA USD 152691.10000000 0.007806302712 N/A DCR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Carnival Corp. Carnival Corp. Y Payout of notional amount upon default event with regard to the reference instrument 2027-06-20 0.00000000 USD 161053.30000000 USD 2080000.00000000 USD 152691.10000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JFP8 1591.71000000 PA USD 1605.91000000 0.000082101835 Long ABS-MBS USGSE US N 2 2031-10-01 Variable 6.59599920 N N N N N N Upstart Network, Inc. N/A N/A 1712.95000000 PA USD 1686.53000000 0.000086223517 Long LON CORP US N 3 2026-09-15 Fixed 31.43000000 N N N N N N Block, Inc. N/A N/A 32022.50000000 PA USD 30179.86000000 0.001542939457 Long LON CORP US N 3 2026-01-04 None 0.00000000 N N N N N N Hanesbrands, Inc. N/A 410346AY6 563849.42870000 PA USD 560325.37000000 0.028646525277 Long LON CORP US N 2 2032-03-08 Variable 7.07162000 N N N N N N Block, Inc. N/A N/A 1730.19000000 PA USD 1709.57000000 0.000087401432 Long LON CORP US N 3 2026-03-21 None 0.00000000 N N N N N N PG Polaris BidCo SARL 254900XMCCB3IEZ2A005 91728NAB5 175514.26220000 PA USD 175250.99000000 0.008959672689 Long LON CORP US N 2 2031-03-26 Variable 7.29917000 N N N N N N Prosper Funding LLC N/A N/A 3009.86000000 PA USD 3049.41000000 0.000155900491 Long LON CORP US N 3 2026-11-14 Fixed 19.53000000 N N N N N N Upstart Network, Inc. N/A N/A 19163.47000000 PA USD 18735.89000000 0.000957868722 Long LON CORP US N 3 2027-01-18 Fixed 13.19000000 N N N N N N Block, Inc. N/A N/A 151.46000000 PA USD 147.83000000 0.000007557779 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 288.93999999 PA USD 45.39000000 0.000002320554 Long LON CORP US N 3 2034-12-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1513.00000000 PA USD 963.21000000 0.000049243923 Long LON CORP US N 3 2026-01-21 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414BLA6 80189.43000000 PA USD 82587.10000000 0.004222249383 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 6.39500040 N N N N N N Block, Inc. N/A N/A 12817.08000000 PA USD 801.45000000 0.000040973974 Long LON CORP US N 3 2025-06-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1070.22000000 PA USD 1041.04000000 0.000053222966 Long LON CORP US N 3 2026-01-06 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385Y6D2 10848.52000000 PA USD 10960.75000000 0.000560366206 Long ABS-MBS USGSE US N 2 2030-11-01 Variable 6.48000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 15204.55000000 PA USD 15788.44000000 0.000807180916 Long LON CORP US N 3 2027-08-27 Fixed 18.49000000 N N N N N N Upstart Network, Inc. N/A N/A 15608.08000000 PA USD 15246.50000000 0.000779474339 Long LON CORP US N 3 2027-02-15 Fixed 13.27000000 N N N N N N Party City Holdco, Inc. 549300BUAG9YASF5Q703 N/A 23.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Block, Inc. N/A N/A 2082.13000000 PA USD 2065.99000000 0.000105623335 Long LON CORP US N 3 2026-03-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2246.51000000 PA USD 756.18999999 0.000038660066 Long LON CORP US N 3 2034-12-15 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4622.87000000 PA USD 4761.91000000 0.000243451720 Long LON CORP US N 3 2027-07-04 Fixed 21.24000000 N N N N N N Block, Inc. N/A N/A 1646.93000000 PA USD 1489.43000000 0.000076146818 Long LON CORP US N 3 2026-01-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2580.01999999 PA USD 0.26000000 0.000000013292 Long LON CORP US N 3 2033-09-11 None 0.00000000 N N N N N N Petronas Capital Ltd. 549300G7YFX3540OYR85 716743AV1 4490000.00000000 PA USD 4557920.27000000 0.233022785010 Long DBT CORP MY N 2 2031-01-03 Fixed 4.95000000 N N N N N N Upstart Network, Inc. N/A N/A 8492.31000000 PA USD 8221.68000000 0.000420331786 Long LON CORP US N 3 2027-02-11 Fixed 5.18000000 N N N N N N Block, Inc. N/A N/A 1682.31000000 PA USD 1337.85000000 0.000068397320 Long LON CORP US N 3 2035-05-14 None 0.00000000 N N N N N N Medical Solutions Holdings, Inc. N/A 58462QAH4 353731.96960000 PA USD 216169.14000000 0.011051605129 Long LON CORP US N 2 2028-11-01 Variable 7.87965000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8670.55000000 PA USD 3115.00000000 0.000159253767 Long LON CORP US N 3 2027-10-22 Fixed 26.74000000 N N N N N N Block, Inc. N/A N/A 661.37999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-01-15 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1332.59000000 PA USD 1306.01000000 0.000066769506 Long LON CORP US N 3 2027-02-11 Fixed 25.19000000 N N N N N N EAB Global, Inc. 254900WJRUVZKYEF1M36 26835CAC3 514800.00000000 PA USD 505950.59000000 0.025866625253 Long LON CORP US N 2 2030-08-16 Variable 7.32162000 N N N N N N Block, Inc. N/A N/A 6701.07000000 PA USD 0.21999999 0.000000011247 Long LON CORP US N 3 2033-06-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3113.11000000 PA USD 3048.63000000 0.000155860614 Long LON CORP US N 3 2026-03-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1569.40000000 PA USD 1519.42000000 0.000077680051 Long LON CORP US N 3 2026-01-03 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2284.98000000 PA USD 2225.98000000 0.000113802793 Long LON CORP US N 3 2026-12-22 Fixed 8.43000000 N N N N N N RAAC Trust N/A 7609855V9 55934.47200000 PA USD 55324.56000000 0.002828457341 Long ABS-O CORP US N 2 2034-03-25 Floating 5.14109160 N N N N N N Block, Inc. N/A N/A 78.28000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 391.03999999 PA USD 7.40000000 0.000000378323 Long LON CORP US N 3 2035-02-25 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6434.06000000 PA USD 6674.13000000 0.000341213594 Long LON CORP US N 3 2027-05-15 Fixed 16.99000000 N N N N N N Upstart Network, Inc. N/A N/A 1864.71000000 PA USD 1816.42000000 0.000092864118 Long LON CORP US N 3 2026-12-22 Fixed 7.03000000 N N N N N N Block, Inc. N/A N/A 12846.50000000 PA USD 7690.01000000 0.000393150261 Long LON CORP US N 3 2025-07-21 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1098.30000000 PA USD 1085.17000000 0.000055479104 Long LON CORP US N 3 2027-01-14 Fixed 21.77000000 N N N N N N Block, Inc. N/A N/A 3725.07000000 PA USD 0.90999999 0.000000046523 Long LON CORP US N 3 2034-06-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 28118.72000000 PA USD 22620.30000000 0.001156458426 Long LON CORP US N 3 2026-01-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2386.67000000 PA USD 2342.14000000 0.000119741450 Long LON CORP US N 3 2026-11-15 Fixed 24.44000000 N N N N N N Block, Inc. N/A N/A 186.69000000 PA USD 72.17999999 0.000003690188 Long LON CORP US N 3 2035-01-10 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2307.84000000 PA USD 2248.57000000 0.000114957702 Long LON CORP US N 3 2026-12-22 Fixed 9.09000000 N N N N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 88032WAT3 3000000.00000000 PA USD 2946293.94000000 0.150628703155 Long DBT CORP KY N 2 2026-01-26 Fixed 1.81000000 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103HAM9 5000000.00000000 PA USD 5097537.85000000 0.260610628562 Long DBT CORP US N 2 2026-11-20 Fixed 5.75000000 N N N N N N Block, Inc. N/A N/A 1489.72000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-06-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7930.00999999 PA USD 0.27000000 0.000000013803 Long LON CORP US N 3 2032-12-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 253.83000000 PA USD 245.97000000 0.000012575168 Long LON CORP US N 3 2025-11-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1778.29000000 PA USD 0.18000000 0.000000009202 Long LON CORP US N 3 2033-11-23 None 0.00000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAF8 700000.00000000 PA USD 674980.41000000 0.034508241840 Long DBT CORP US N 2 2029-09-15 Fixed 4.87500000 N N N N N N Block, Inc. N/A N/A 2710.15000000 PA USD 2585.30000000 0.000132172958 Long LON CORP US N 3 2026-03-01 None 0.00000000 N N N N N N GE HealthCare Technologies, Inc. 549300OI9J7XOWZMUN85 36267VAF0 5000000.00000000 PA USD 5144240.60000000 0.262998297549 Long DBT CORP US N 2 2027-11-15 Fixed 5.65000000 N N N N N N Upstart Network, Inc. N/A N/A 615.98000000 PA USD 594.75000000 0.000030406477 Long LON CORP US N 3 2027-02-11 Fixed 7.55000000 N N N N N N Upstart Network, Inc. N/A N/A 6121.38000000 PA USD 5994.67000000 0.000306476334 Long LON CORP US N 3 2027-04-14 Fixed 13.53000000 N N N N N N Block, Inc. N/A N/A 433.30000000 PA USD 430.53999999 0.000022011273 Long LON CORP US N 3 2025-11-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 490.86999999 PA USD 0.21000000 0.000000010736 Long LON CORP US N 3 2034-03-13 None 0.00000000 N N N N N N EPIC Crude Services LP 549300FRS682IQ7J9S42 29428XAG5 323177.56120000 PA USD 323235.73000000 0.016525363665 Long LON CORP US N 2 2031-10-15 Variable 7.25610000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EU61 7335.55000000 PA USD 7375.00000000 0.000377045436 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 5.55000120 N N N N N N Block, Inc. N/A N/A 881.82999999 PA USD 875.64999999 0.000044767435 Long LON CORP US N 3 2026-02-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2866.88000000 PA USD 1442.81000000 0.000073763379 Long LON CORP US N 3 2035-04-21 None 0.00000000 N N N N N N UGCard N/A N/A 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2027-10-12 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 377.46000000 PA USD 370.09000000 0.000018920779 Long LON CORP US N 3 2026-11-15 Fixed 12.14000000 N N N N N N Block, Inc. N/A N/A 876.70000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-05-17 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 18997.35000000 PA USD 18026.83000000 0.000921618168 Long LON CORP US N 3 2029-07-10 Fixed 25.66000000 N N N N N N Block, Inc. N/A N/A 2033.84000000 PA USD 1962.75000000 0.000100345211 Long LON CORP US N 3 2026-03-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 32845.81000000 PA USD 13920.38000000 0.000711676713 Long LON CORP US N 3 2025-10-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3207.95000000 PA USD 23.31999999 0.000001192230 Long LON CORP US N 3 2034-10-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 309.15000000 PA USD 0.04000000 0.000000002044 Long LON CORP US N 3 2033-09-11 None 0.00000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368L8K5 2700000.00000000 PA USD 2703021.79000000 0.138191461925 Long DBT CORP CA N 2 2027-09-10 Fixed 4.56700000 N N N N N N Upstart Network, Inc. N/A N/A 7851.29000000 PA USD 7641.84000000 0.000390687579 Long LON CORP US N 3 2027-01-20 Fixed 7.41000000 N N N N N N Block, Inc. N/A N/A 881.42000000 PA USD 855.88000000 0.000043756698 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 590.83000000 PA USD 115.22000000 0.000005890600 Long LON CORP US N 3 2026-01-08 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XBM5 262673.86000000 PA USD 270949.93000000 0.013852262336 Long ABS-MBS CORP US N 2 2028-08-25 Floating 11.21816880 N N N N N N Block, Inc. N/A N/A 2038.10000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-09-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 320.88000000 PA USD 143.14000000 0.000007318004 Long LON CORP US N 3 2035-01-18 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10254.69000000 PA USD 10424.37000000 0.000532943883 Long LON CORP US N 3 2027-05-03 Fixed 11.59000000 N N N N N N Block, Inc. N/A N/A 4026.76000000 PA USD 1.75999999 0.000000089979 Long LON CORP US N 3 2034-07-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2810.63000000 PA USD 1594.34000000 0.000081510321 Long LON CORP US N 3 2035-05-07 None 0.00000000 N N N N N N Bio-Rad Laboratories, Inc. 549300ZC1GPV35XYDK53 090572AR9 900000.00000000 PA USD 877872.92000000 0.044881081849 Long DBT CORP US N 2 2027-03-15 Fixed 3.30000000 N N N N N N CSAIL Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FAT1 1108486.20000000 PA USD 1104207.55000000 0.056452395673 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.71820000 N N N N N N Upstart Network, Inc. N/A N/A 5267.08000000 PA USD 5095.06000000 0.000260483948 Long LON CORP US N 3 2027-01-14 Fixed 6.68000000 N N N N N N Block, Inc. N/A N/A 118.19000000 PA USD 70.58000000 0.000003608388 Long LON CORP US N 3 2035-03-16 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 535.98000000 PA USD 527.21000000 0.000026953508 Long LON CORP US N 3 2027-01-13 Fixed 32.57000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DW7 4700000.00000000 PA USD 4752870.63000000 0.242989584149 Long DBT CORP US N 2 2029-01-30 Fixed 5.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5707.92000000 PA USD 5917.87000000 0.000302549949 Long LON CORP US N 3 2027-02-05 Fixed 19.49000000 N N N N N N AAdvantage Loyalty IP Ltd. N/A 02376CBS3 161635.50000000 PA USD 158568.47000000 0.008106782107 Long LON CORP US N 2 2028-04-20 Variable 6.52238000 N N N N N N Block, Inc. N/A N/A 1841.63000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3314.33000000 PA USD 216.21999999 0.000011054205 Long LON CORP US N 3 2025-07-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3829.77000000 PA USD 3743.80000000 0.000191401044 Long LON CORP US N 3 2027-01-14 Fixed 13.13000000 N N N N N N Block, Inc. N/A N/A 179.67999999 PA USD 178.52999999 0.000009127311 Long LON CORP US N 3 2025-11-30 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 10111.14000000 PA USD 9901.81000000 0.000506228105 Long LON CORP US N 3 2027-02-11 Fixed 23.94000000 N N N N N N Prosper Funding LLC N/A N/A 10528.59000000 PA USD 10214.25000000 0.000522201539 Long LON CORP US N 3 2028-03-15 Fixed 11.20000000 N N N N N N Upstart Network, Inc. N/A N/A 905.41000000 PA USD 891.29000000 0.000045567027 Long LON CORP US N 3 2027-04-28 Fixed 25.21000000 N N N N N N Block, Inc. N/A N/A 10108.18000000 PA USD 8167.39999999 0.000417556732 Long LON CORP US N 3 2025-12-28 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2317.08000000 PA USD 2278.75000000 0.000116500649 Long LON CORP US N 3 2027-04-14 Fixed 20.97000000 N N N N N N Block, Inc. N/A N/A 2844.12000000 PA USD 13.91999999 0.000000711657 Long LON CORP US N 3 2034-09-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1149.26000000 PA USD 36.63000000 0.000001872701 Long LON CORP US N 3 2035-05-14 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 18025.41000000 PA USD 18400.02000000 0.000940697434 Long LON CORP US N 3 2027-05-28 Fixed 11.59000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833QB9 42300000.00000000 PA USD 38579569.91000000 1.972372988640 Long DBT UST US N 2 2027-11-15 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2198.89000000 PA USD 2149.93000000 0.000109914752 Long LON CORP US N 3 2027-01-14 Fixed 15.13000000 N N N N N N Block, Inc. N/A N/A 462.45000000 PA USD 0.00999999 0.000000000511 Long LON CORP US N 3 2033-04-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 634.83999999 PA USD 6.35000000 0.000000324642 Long LON CORP US N 3 2034-11-02 None 0.00000000 N N N N N N DexKo Global, Inc. N/A 25213YAU9 537820.32080000 PA USD 497954.39000000 0.025457821087 Long LON CORP US N 2 2028-10-04 Variable 8.18610000 N N N N N N Block, Inc. N/A N/A 179.74000000 PA USD 168.21000000 0.000008599703 Long LON CORP US N 3 2025-10-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 110.48000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-09-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 577.97999999 PA USD 276.64000000 0.000014143166 Long LON CORP US N 3 2035-04-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1280.76000000 PA USD 1262.67000000 0.000064553757 Long LON CORP US N 3 2026-12-21 Fixed 31.18000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAJ1 6800000.00000000 PA USD 6839789.45000000 0.349682901873 Long DBT CORP US N 2 2026-10-28 Fixed 5.90000000 N N N N N N Block, Inc. N/A N/A 10005.48000000 PA USD 166.89999999 0.000008532729 Long LON CORP US N 3 2025-11-17 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 3208.73000000 PA USD 1745.67000000 0.000089247038 Long LON CORP US N 3 2027-04-05 Fixed 16.18000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 15227.75000000 PA USD 15478.59000000 0.000791339895 Long LON CORP US N 3 2027-05-20 Fixed 9.34000000 N N N N N N Cloudera, Inc. N/A 74339VAB4 636709.51580000 PA USD 628355.89000000 0.032124572346 Long LON CORP US N 2 2028-10-09 Variable 8.17162000 N N N N N N Block, Inc. N/A N/A 3092.49000000 PA USD 3053.81000000 0.000156125440 Long LON CORP US N 3 2026-03-02 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 2773.50000000 PA USD 2778.27000000 0.000142038511 Long LON CORP US N 3 2025-08-07 Fixed 8.74000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10060.10000000 PA USD 10440.20000000 0.000533753189 Long LON CORP US N 3 2026-07-15 Fixed 17.49000000 N N N N N N Block, Inc. N/A N/A 857.12999999 PA USD 738.42000000 0.000037751578 Long LON CORP US N 3 2025-10-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1281.94000000 PA USD 0.11000000 0.000000005623 Long LON CORP US N 3 2034-02-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2146.60000000 PA USD 2122.70000000 0.000108522623 Long LON CORP US N 3 2026-02-09 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10586.45000000 PA USD 10832.08000000 0.000553787977 Long LON CORP US N 3 2027-06-17 Fixed 16.99000000 N N N N N N Block, Inc. N/A N/A 4176.45000000 PA USD 27.38000000 0.000001399797 Long LON CORP US N 3 2034-11-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1383.04000000 PA USD 1361.31000000 0.000069596708 Long LON CORP US N 3 2027-04-14 Fixed 25.47000000 N N N N N N Block, Inc. N/A N/A 10677.99000000 PA USD 6009.56000000 0.000307237583 Long LON CORP US N 3 2026-03-05 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 6595.88000000 PA USD 6488.44000000 0.000331720229 Long LON CORP US N 3 2027-04-05 Fixed 11.70000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8929.39999999 PA USD 9073.75000000 0.000463893699 Long LON CORP US N 3 2027-07-15 Fixed 11.99000000 N N N N N N Block, Inc. N/A N/A 1214.96000000 PA USD 576.47000000 0.000029471916 Long LON CORP US N 3 2025-08-02 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 5265.48000000 PA USD 4764.74000000 0.000243596403 Long LON CORP US N 3 2026-12-20 Fixed 11.60000000 N N N N N N Upstart Network, Inc. N/A N/A 2065.14000000 PA USD 2034.18000000 0.000103997055 Long LON CORP US N 3 2026-12-22 Fixed 25.47000000 N N N N N N Block, Inc. N/A N/A 4239.75000000 PA USD 4169.14000000 0.000213146469 Long LON CORP US N 3 2026-01-25 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 14179.32000000 PA USD 14465.29000000 0.000739535130 Long LON CORP US N 3 2026-07-23 Fixed 15.74000000 N N N N N N Block, Inc. N/A N/A 1410.50000000 PA USD 1387.05000000 0.000070912660 Long LON CORP US N 3 2026-01-30 None 0.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CQ0 6600000.00000000 PA USD 6598621.19000000 0.337353221608 Long DBT CORP DE N 2 2025-05-13 Fixed 4.16200000 N N N N N N Upstart Network, Inc. N/A N/A 6897.27000000 PA USD 6794.66000000 0.000347375667 Long LON CORP US N 3 2026-11-22 Fixed 25.75000000 N N N N N N Upstart Network, Inc. N/A N/A 8151.70000000 PA USD 8016.32000000 0.000409832796 Long LON CORP US N 3 2027-04-28 Fixed 19.72000000 N N N N N N Block, Inc. N/A N/A 4108.27999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-01-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 13478.00000000 PA USD 12637.99999999 0.000646115285 Long LON CORP US N 3 2025-09-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1390.59000000 PA USD 789.18000000 0.000040346673 Long LON CORP US N 3 2025-11-29 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 23439.43000000 PA USD 23782.15000000 0.001215857781 Long LON CORP US N 3 2027-04-16 Fixed 12.09000000 N N N N N N Upstart Network, Inc. N/A N/A 3166.26000000 PA USD 3081.94000000 0.000157563581 Long LON CORP US N 3 2027-01-13 Fixed 7.98000000 N N N N N N Block, Inc. N/A N/A 869.35000000 PA USD 772.75999999 0.000039507204 Long LON CORP US N 3 2026-02-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4048.43000000 PA USD 566.01999999 0.000028937662 Long LON CORP US N 3 2034-09-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 25018.45000000 PA USD 124.28999999 0.000006354302 Long LON CORP US N 3 2034-11-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 42796.05000000 PA USD 34981.46000000 0.001788420321 Long LON CORP US N 3 2026-03-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 11806.15000000 PA USD 11583.99000000 0.000592229229 Long LON CORP US N 3 2026-02-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6116.43000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-09-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3445.39000000 PA USD 0.09999999 0.000000005112 Long LON CORP US N 3 2033-07-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 626.56000000 PA USD 530.87000000 0.000027140625 Long LON CORP US N 3 2025-07-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2001.97000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-09-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 28458.81000000 PA USD 26315.71000000 0.001345385542 Long LON CORP US N 3 2026-03-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5661.55000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3001.85000000 PA USD 2950.98000000 0.000150868277 Long LON CORP US N 3 2025-12-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3416.87000000 PA USD 3327.95000000 0.000170140794 Long LON CORP US N 3 2027-01-13 Fixed 9.69000000 N N N N N N Block, Inc. N/A N/A 4954.72000000 PA USD 4843.32000000 0.000247613790 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2745.09000000 PA USD 2687.51000000 0.000137398424 Long LON CORP US N 3 2027-01-13 Fixed 20.10000000 N N N N N N Upstart Network, Inc. N/A N/A 2249.95000000 PA USD 1325.72000000 0.000067777176 Long LON CORP US N 3 2027-09-14 Fixed 14.68000000 N N N N N N Block, Inc. N/A N/A 2309.39000000 PA USD 2259.70000000 0.000115526721 Long LON CORP US N 3 2025-11-23 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 212.74999999 PA USD 213.05000000 0.000010892139 Long LON CORP US N 3 2035-05-20 Fixed 9.84000000 N N N N N N Upstart Network, Inc. N/A N/A 1782.63000000 PA USD 1740.39000000 0.000088977099 Long LON CORP US N 3 2027-02-10 Fixed 13.54000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 19729.47000000 PA USD 20567.51000000 0.001051509938 Long LON CORP US N 3 2027-08-14 Fixed 21.99000000 N N N N N N Block, Inc. N/A N/A 2326.44000000 PA USD 1668.48000000 0.000085300714 Long LON CORP US N 3 2025-12-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 10067.17000000 PA USD 0.79000000 0.000000040388 Long LON CORP US N 3 2032-09-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 726.58000000 PA USD 683.58000000 0.000034947894 Long LON CORP US N 3 2026-02-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2969.16000000 PA USD 26.03000000 0.000001330778 Long LON CORP US N 3 2034-12-07 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2220.11000000 PA USD 2198.21000000 0.000112383057 Long LON CORP US N 3 2027-04-14 Fixed 18.73000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 19657.59000000 PA USD 19949.22000000 0.001019899982 Long LON CORP US N 3 2026-12-23 Fixed 11.74000000 N N N N N N Block, Inc. N/A N/A 1845.48000000 PA USD 1758.61000000 0.000089908593 Long LON CORP US N 3 2026-03-22 None 0.00000000 N N N N N N N/A N/A N/A 12100000.00000000 PA USD 25035.23000000 0.001279921251 N/A DCR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Markit CDX North American Investment Grade Index Series 41-V1 2I65BYED3 Y Payout of notional amount upon default event with regard to the reference instrument 2028-12-20 0.00000000 USD 294531.43000000 USD 12100000.00000000 USD 25035.23000000 N N N Block, Inc. N/A N/A 5515.44000000 PA USD 5389.15000000 0.000275519242 Long LON CORP US N 3 2026-03-03 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2224.41000000 PA USD 555.28000000 0.000028388581 Long LON CORP US N 3 2026-12-22 Fixed 13.19000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JJT8 11100000.00000000 PA USD 11094582.09000000 0.567208345910 Long ABS-O CORP US N 2 2027-05-15 Fixed 3.39000000 N N N N N N Korea East-West Power Co. Ltd. 988400N0YW2A27V3D553 5006EPAK7 8500000.00000000 PA USD 8497397.98000000 0.434427814736 Long DBT CORP KR N 2 2025-05-06 Fixed 1.75000000 N N N N N N Octagon Investment Partners 35 Ltd. 549300EBYXJ9QVMC7X31 67591TAC4 2000000.00000000 PA USD 1997486.32000000 0.102121098600 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 5.63108040 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBS9 2000000.00000000 PA USD 1871562.50000000 0.095683267858 Long DBT UST US N 2 2028-03-31 Fixed 1.25000000 N N N N N N Block, Inc. N/A N/A 5694.79000000 PA USD 0.61999999 0.000000031697 Long LON CORP US N 3 2032-06-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 609.09000000 PA USD 273.52000000 0.000013983656 Long LON CORP US N 3 2035-04-29 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 811.72999999 PA USD 799.31999999 0.000040865079 Long LON CORP US N 3 2026-12-22 Fixed 25.33000000 N N N N N N Block, Inc. N/A N/A 786.37999999 PA USD 16.49999999 0.000000843559 Long LON CORP US N 3 2035-03-27 None 0.00000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBW4 7000000.00000000 PA USD 6867349.65000000 0.351091911724 Long DBT CORP US N 2 2028-01-31 Fixed 3.80000000 N N N N N N Prosper Funding LLC N/A N/A 4777.28000000 PA USD 4872.53000000 0.000249107146 Long LON CORP US N 3 2027-02-18 Fixed 19.00000000 N N N N N N Block, Inc. N/A N/A 574.93000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-10-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4005.23000000 PA USD 57.40000000 0.000002934563 Long LON CORP US N 3 2025-09-27 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4450.01000000 PA USD 4391.71000000 0.000224525317 Long LON CORP US N 3 2027-01-21 Fixed 16.14000000 N N N N N N Block, Inc. N/A N/A 1148.88000000 PA USD 1126.80000000 0.000057607430 Long LON CORP US N 3 2025-12-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9076.93000000 PA USD 8670.52000000 0.000443278644 Long LON CORP US N 3 2026-03-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4781.59000000 PA USD 4694.41000000 0.000240000795 Long LON CORP US N 3 2026-11-15 Fixed 21.93000000 N N N N N N Block, Inc. N/A N/A 614.20000000 PA USD 599.97000000 0.000030673349 Long LON CORP US N 3 2025-12-05 None 0.00000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397F81 3200000.00000000 PA USD 3171109.50000000 0.162122354821 Long DBT CORP US N 2 2026-11-05 Fixed 5.12500000 N N N N N N Block, Inc. N/A N/A 855.62000000 PA USD 818.79999999 0.000041860990 Long LON CORP US N 3 2025-11-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 593.92000000 PA USD 587.46000000 0.000030033777 Long LON CORP US N 3 2026-12-22 Fixed 16.54000000 N N N N N N Block, Inc. N/A N/A 968.55000000 PA USD 0.01999999 0.000000001022 Long LON CORP US N 3 2032-06-21 None 0.00000000 N N N N N N Campbell's Co. (The) 5493007JDSMX8Z5Z1902 134429BM0 3300000.00000000 PA USD 3355184.75000000 0.171533166083 Long DBT CORP US N 2 2027-03-19 Fixed 5.20000000 N N N N N N Upstart Network, Inc. N/A N/A 5325.86000000 PA USD 5224.61000000 0.000267107167 Long LON CORP US N 3 2027-02-11 Fixed 28.75000000 N N N N N N Upstart Network, Inc. N/A N/A 5860.78000000 PA USD 5747.68000000 0.000293849019 Long LON CORP US N 3 2026-11-15 Fixed 23.66000000 N N N N N N Block, Inc. N/A N/A 863.29999999 PA USD 797.96000000 0.000040795549 Long LON CORP US N 3 2025-12-20 None 0.00000000 N N N N N N Credit Suisse First Boston Mortgage Securities Corp. N/A 2254W0HE8 100822.24240000 PA USD 57525.81000000 0.002940995818 Long ABS-MBS CORP US N 2 2038-01-25 Fixed 5.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3600.52000000 PA USD 3541.64000000 0.000181065654 Long LON CORP US N 3 2026-11-22 Fixed 18.39000000 N N N N N N Block, Inc. N/A N/A 609.66000000 PA USD 523.15000000 0.000026745941 Long LON CORP US N 3 2025-11-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4402.80000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-01-06 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5725.18000000 PA USD 5628.39000000 0.000287750341 Long LON CORP US N 3 2026-10-20 Fixed 20.85000000 N N N N N N Block, Inc. N/A N/A 7507.71000000 PA USD 142.64999999 0.000007292953 Long LON CORP US N 3 2035-02-28 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BUCU2 9029898.37000000 PA USD 9038520.12000000 0.462092578625 Long ABS-MBS USGSE US N 2 2053-12-25 Floating 5.50369080 N N N N N N Freedom Financial Asset Management LLC N/A N/A 3954.34000000 PA USD 4016.47000000 0.000205341245 Long LON CORP US N 3 2027-09-09 Fixed 9.74000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7999.91000000 PA USD 901.44000000 0.000046085944 Long LON CORP US N 3 2027-07-11 Fixed 20.99000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 14816.18000000 PA USD 15378.94000000 0.000786245308 Long LON CORP US N 3 2027-06-30 Fixed 19.49000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1910.76000000 PA USD 1933.55000000 0.000098852366 Long LON CORP US N 3 2025-09-12 Fixed 23.49000000 N N N N N N Bally's Corp. 549300NS4D5IK406VT62 05875CAB0 748154.41490000 PA USD 650269.63000000 0.033244908031 Long LON CORP US N 2 2028-10-02 Variable 7.78399000 N N N N N N Prosper Funding LLC N/A N/A 4106.26000000 PA USD 4058.77000000 0.000207503824 Long LON CORP US N 3 2026-01-24 Fixed 18.11000000 N N N N N N Prosper Funding LLC N/A N/A 9.48000000 PA USD 8.54000000 0.000000436605 Long LON CORP US N 3 2035-04-20 Fixed 18.09000000 N N N N N N Block, Inc. N/A N/A 6869.85000000 PA USD 325.23000000 0.000016627320 Long LON CORP US N 3 2035-04-25 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5987.84000000 PA USD 6090.52000000 0.000311376647 Long LON CORP US N 3 2027-07-14 Fixed 14.49000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PF2 4100000.00000000 PA USD 4161324.56000000 0.212746906672 Long DBT CORP US N 2 2030-02-13 Fixed 5.17400000 N N N N N N Block, Inc. N/A N/A 127.49000000 PA USD 126.72000000 0.000006478535 Long LON CORP US N 3 2026-02-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1456.94000000 PA USD 14.63000000 0.000000747955 Long LON CORP US N 3 2034-12-22 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 31488.83000000 PA USD 3520.10000000 0.000179964426 Long LON CORP US N 3 2027-08-14 Fixed 15.24000000 N N N N N N Upstart Network, Inc. N/A N/A 1592.61000000 PA USD 1558.83000000 0.000079694879 Long LON CORP US N 3 2027-02-11 Fixed 22.57000000 N N N N N N Block, Inc. N/A N/A 4717.31000000 PA USD 4584.71000000 0.000234392404 Long LON CORP US N 3 2026-03-16 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 7329.68000000 PA USD 7609.97000000 0.000389058232 Long LON CORP US N 3 2026-12-16 Fixed 27.18000000 N N N N N N Block, Inc. N/A N/A 1237.73000000 PA USD 1196.44000000 0.000061167761 Long LON CORP US N 3 2025-09-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6047.08000000 PA USD 3.41999999 0.000000174846 Long LON CORP US N 3 2034-06-29 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5156.33000000 PA USD 5331.94000000 0.000272594392 Long LON CORP US N 3 2027-05-02 Fixed 22.49000000 N N N N N N Upstart Network, Inc. N/A N/A 845.10000000 PA USD 836.01000000 0.000042740848 Long LON CORP US N 3 2027-04-14 Fixed 16.06000000 N N N N N N Block, Inc. N/A N/A 4303.61000000 PA USD 31.65000000 0.000001618100 Long LON CORP US N 3 2025-09-16 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DLF4 20123.47000000 PA USD 20639.66000000 0.001055198592 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 7.05099960 N N N N N N Block, Inc. N/A N/A 1236.69000000 PA USD 0.02000000 0.000000001022 Long LON CORP US N 3 2033-08-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 11624.85000000 PA USD 11362.79000000 0.000580920423 Long LON CORP US N 3 2027-04-14 Fixed 10.53000000 N N N N N N Block, Inc. N/A N/A 3315.34000000 PA USD 1473.31000000 0.000075322686 Long LON CORP US N 3 2026-02-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1139.99999999 PA USD 189.31000000 0.000009678436 Long LON CORP US N 3 2034-08-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1078.89000000 PA USD 0.03999999 0.000000002044 Long LON CORP US N 3 2033-02-19 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1635.98000000 PA USD 417.02000000 0.000021320066 Long LON CORP US N 3 2025-11-27 Fixed 9.27000000 N N N N N N Block, Inc. N/A N/A 3012.44000000 PA USD 66.82000000 0.000003416159 Long LON CORP US N 3 2035-03-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1364.22000000 PA USD 1209.25000000 0.000061822670 Long LON CORP US N 3 2026-02-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2245.55000000 PA USD 52.88999999 0.000002703990 Long LON CORP US N 3 2025-07-05 None 0.00000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 19860.84000000 PA USD 19440.09000000 0.000993870810 Long LON CORP US N 3 2028-07-20 Fixed 22.99000000 N N N N N N CPI Holdco B LLC N/A 1261MAAC4 750000.00000000 PA USD 747577.50000000 0.038219753910 Long LON CORP US N 2 2031-05-19 Variable 6.57162000 N N N N N N Block, Inc. N/A N/A 11932.74000000 PA USD 1.74999999 0.000000089468 Long LON CORP US N 3 2034-03-21 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1335.06000000 PA USD 1318.49000000 0.000067407544 Long LON CORP US N 3 2027-01-18 Fixed 16.49000000 N N N N N N Block, Inc. N/A N/A 2476.09000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-03-23 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 2882.49000000 PA USD 3028.87000000 0.000154850388 Long LON CORP US N 3 2026-06-24 Fixed 23.49000000 N N N N N N Jefferson Capital Holdings LLC N/A 472481AB6 1600000.00000000 PA USD 1678699.20000000 0.085823169254 Long DBT CORP US N 2 2029-02-15 Fixed 9.50000000 N N N N N N First Student Bidco, Inc. N/A 33718FAK6 396432.01480000 PA USD 395286.33000000 0.020208936540 Long LON CORP US N 2 2028-07-21 Variable 6.79917000 N N N N N N GS Mortgage Securities Trust N/A 36252TAR6 890000.00000000 PA USD 874692.18000000 0.044718467137 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.05000000 N N N N N N Upstart Network, Inc. N/A N/A 2009.09000000 PA USD 1956.12000000 0.000100006253 Long LON CORP US N 3 2027-01-14 Fixed 9.01000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HD7J3 4493159.79600000 PA USD 4503172.35000000 0.230223808276 Long ABS-MBS USGSE US N 2 2054-06-25 Floating 5.30368920 N N N N N N Block, Inc. N/A N/A 43917.57000000 PA USD 102.30999999 0.000005230578 Long LON CORP US N 3 2034-10-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 13451.20000000 PA USD 9002.65000000 0.000460258725 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6803.56000000 PA USD 0.26999999 0.000000013803 Long LON CORP US N 3 2032-10-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 750.00000000 PA USD 738.82000000 0.000037772028 Long LON CORP US N 3 2026-01-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1158.78000000 PA USD 582.61000000 0.000029785822 Long LON CORP US N 3 2026-01-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3100.77000000 PA USD 2998.36000000 0.000153290570 Long LON CORP US N 3 2027-01-18 Fixed 6.73000000 N N N N N N Block, Inc. N/A N/A 525.63000000 PA USD 242.29999999 0.000012387540 Long LON CORP US N 3 2035-04-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 262.71000000 PA USD 260.97000000 0.000013342040 Long LON CORP US N 3 2026-01-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1719.01000000 PA USD 509.45000000 0.000026045531 Long LON CORP US N 3 2034-11-19 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3162.68000000 PA USD 3110.79000000 0.000159038532 Long LON CORP US N 3 2027-04-16 Fixed 20.99000000 N N N N N N Block, Inc. N/A N/A 3230.63000000 PA USD 2275.58000000 0.000116338583 Long LON CORP US N 3 2035-05-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1533.50000000 PA USD 880.37999999 0.000045009255 Long LON CORP US N 3 2025-10-08 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 16382.66000000 PA USD 16123.96000000 0.000824334310 Long LON CORP US N 3 2027-04-07 Fixed 11.20000000 N N N N N N Primo Brands Corp. N/A 89678QAD8 529569.83670000 PA USD 526193.83000000 0.026901556951 Long LON CORP US N 2 2028-03-31 Variable 6.54917000 N N N N N N Upstart Network, Inc. N/A N/A 2076.49000000 PA USD 2037.80000000 0.000104182127 Long LON CORP US N 3 2027-02-10 Fixed 31.29000000 N N N N N N Block, Inc. N/A N/A 43.42000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-21 None 0.00000000 N N N N N N BRAVO Residential Funding Trust N/A 10569LAA3 4667594.81500000 PA USD 4706088.47000000 0.240597855342 Long ABS-MBS CORP US N 2 2064-03-25 Fixed 6.19099920 N N N N N N Block, Inc. N/A N/A 3189.82000000 PA USD 3066.28000000 0.000156762967 Long LON CORP US N 3 2026-02-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3973.17000000 PA USD 772.30000000 0.000039483686 Long LON CORP US N 3 2025-08-12 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1784.38000000 PA USD 1748.73000000 0.000089403480 Long LON CORP US N 3 2027-02-10 Fixed 27.81000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 3532.46000000 PA USD 335.80000000 0.000017167709 Long LON CORP US N 3 2027-04-08 Fixed 17.19000000 N N N N N N Block, Inc. N/A N/A 2577.80000000 PA USD 30.34999999 0.000001551637 Long LON CORP US N 3 2026-01-23 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1340.07000000 PA USD 1317.85000000 0.000067374824 Long LON CORP US N 3 2026-12-22 Fixed 21.31000000 N N N N N N Prosper Pass-Thru Trust III N/A 74360NAA6 9100.99340000 PA USD 5230.53000000 0.000267409826 Long ABS-O CORP US N 2 2026-03-15 Variable 8.79567000 N N N N N N Block, Inc. N/A N/A 530.71000000 PA USD 90.68000000 0.000004635997 Long LON CORP US N 3 2025-12-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 617.62000000 PA USD 0.19000000 0.000000009713 Long LON CORP US N 3 2034-06-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6391.53000000 PA USD 6269.78000000 0.000320541279 Long LON CORP US N 3 2027-02-18 Fixed 27.98000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405QDY1 1119.85000000 PA USD 1129.16000000 0.000057728084 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.35000040 N N N N N N Block, Inc. N/A N/A 3987.33000000 PA USD 15.17000000 0.000000775563 Long LON CORP US N 3 2034-08-15 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6674.55000000 PA USD 7028.72000000 0.000359341939 Long LON CORP US N 3 2027-09-21 Fixed 26.99000000 N N N N N N Block, Inc. N/A N/A 1342.37000000 PA USD 1316.65000000 0.000067313474 Long LON CORP US N 3 2025-12-12 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 9619.50000000 PA USD 9417.90000000 0.000481488301 Long LON CORP US N 3 2027-02-14 Fixed 19.36000000 N N N N N N Block, Inc. N/A N/A 261.04000000 PA USD 212.33000000 0.000010855329 Long LON CORP US N 3 2025-07-06 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1488.99000000 PA USD 1461.98000000 0.000074743442 Long LON CORP US N 3 2027-02-21 Fixed 30.71000000 N N N N N N N/A N/A N/A -11.00000000 NC USD -11931.13000000 -0.00060997669 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Notes 2025-06-18 -1262078.13000000 USD -11931.13000000 N N N Block, Inc. N/A N/A 832.75000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5503.16000000 PA USD 116.34999999 0.000005948371 Long LON CORP US N 3 2025-09-07 None 0.00000000 N N N N N N UGCard N/A N/A 16.36000000 PA USD 1.03999999 0.000000053169 Long LON CORP US N 3 2030-04-13 Fixed 19.80000000 N N N N N N Block, Inc. N/A N/A 1535.88000000 PA USD 1003.74000000 0.000051316011 Long LON CORP US N 3 2026-02-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3276.11000000 PA USD 3234.55999999 0.000165366249 Long LON CORP US N 3 2025-12-23 None 0.00000000 N N N N N N BMO Mortgage Trust N/A 05615BAD3 41291000.00000000 PA USD 2374480.25000000 0.121394839758 Long ABS-MBS CORP US N 2 2058-05-15 Variable 1.57986100 N N N N N N Upstart Network, Inc. N/A N/A 8359.03000000 PA USD 8136.43000000 0.000415973397 Long LON CORP US N 3 2027-01-14 Fixed 7.74000000 N N N N N N Block, Inc. N/A N/A 459.69000000 PA USD 0.75000000 0.000000038343 Long LON CORP US N 3 2034-08-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4413.93000000 PA USD 4325.34000000 0.000221132164 Long LON CORP US N 3 2026-11-15 Fixed 21.48000000 N N N N N N Block, Inc. N/A N/A 9003.40000000 PA USD 1.62000000 0.000000082822 Long LON CORP US N 3 2034-05-22 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 17100.65000000 PA USD 17920.17000000 0.000916165196 Long LON CORP US N 3 2027-08-30 Fixed 25.49000000 N N N N N N Block, Inc. N/A N/A 693.22000000 PA USD 436.53999999 0.000022318022 Long LON CORP US N 3 2025-09-18 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 16748.38000000 PA USD 17095.52000000 0.000874005126 Long LON CORP US N 3 2027-12-08 Fixed 17.49000000 N N N N N N BA Credit Card Trust 5493006DQ60M1CRKHH19 05522RDE5 3870000.00000000 PA USD 3865014.67000000 0.197598121326 Long ABS-O CORP US N 2 2027-11-15 Fixed 3.53000000 N N N N N N Block, Inc. N/A N/A 1970.07000000 PA USD 51.43999999 0.000002629859 Long LON CORP US N 3 2035-03-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 17667.87000000 PA USD 16677.85000000 0.000852651829 Long LON CORP US N 3 2026-02-10 None 0.00000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46590TAD7 2113089.37700000 PA USD 2063212.23000000 0.105481322932 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.41400000 N N N N N N Block, Inc. N/A N/A 4291.99000000 PA USD 199.07000000 0.000010177414 Long LON CORP US N 3 2025-06-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 187.47000000 PA USD 0.06999999 0.000000003578 Long LON CORP US N 3 2034-01-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1534.92000000 PA USD 1504.76000000 0.000076930561 Long LON CORP US N 3 2026-11-15 Fixed 22.57000000 N N N N N N Block, Inc. N/A N/A 1819.60000000 PA USD 1713.69000000 0.000087612067 Long LON CORP US N 3 2026-03-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1167.25000000 PA USD 420.93999999 0.000021520475 Long LON CORP US N 3 2025-07-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1191.01000000 PA USD 1166.70000000 0.000059647309 Long LON CORP US N 3 2026-01-01 None 0.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AY4 500000.00000000 PA USD 501438.84000000 0.025635962914 Long DBT CORP CH N 2 2026-07-15 Fixed 6.37300000 N N N N N N Block, Inc. N/A N/A 3312.47000000 PA USD 1.07999999 0.000000055214 Long LON CORP US N 3 2034-06-30 None 0.00000000 N N N N N N Clydesdale Acquisition Holdings, Inc. N/A 18972FAF9 304.70760000 PA USD 302.61000000 0.000015470877 Long LON CORP US N 2 2032-04-01 Variable 7.47965000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378A3P9 1669.30000000 PA USD 1673.13000000 0.000085538444 Long ABS-MBS USGSE US N 2 2026-11-01 Variable 6.50000160 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1426.11000000 PA USD 1447.87000000 0.000074022071 Long LON CORP US N 3 2025-07-04 Fixed 25.49000000 N N N N N N Block, Inc. N/A N/A 5774.70000000 PA USD 5489.59000000 0.000280654218 Long LON CORP US N 3 2025-12-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 11179.23000000 PA USD 10564.37000000 0.000540101356 Long LON CORP US N 3 2026-03-22 None 0.00000000 N N N N N N Provident Funding Associates LLP N/A N/A 1331072.20000000 PA USD 1183274.87000000 0.060494696990 Long ABS-MBS CORP US N 2 2049-02-20 Variable 2.49999840 N N N N N N Upstart Network, Inc. N/A N/A 501.57000000 PA USD 491.39000000 0.000025122217 Long LON CORP US N 3 2027-02-11 Fixed 23.21000000 N N N N N N Block, Inc. N/A N/A 4884.80000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-03-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 10562.26000000 PA USD 0.28000000 0.000000014314 Long LON CORP US N 3 2034-02-18 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4946.87000000 PA USD 4835.55000000 0.000247216550 Long LON CORP US N 3 2027-02-11 Fixed 14.65000000 N N N N N N Block, Inc. N/A N/A 2065.29000000 PA USD 2042.96999999 0.000104446442 Long LON CORP US N 3 2025-11-21 None 0.00000000 N N N N N N Rio Tinto Finance USA plc 2138006TSNBEUA761G16 76720AAS5 3420000.00000000 PA USD 3473193.07000000 0.177566318431 Long DBT CORP GB N 2 2030-03-14 Fixed 4.87500000 N N N N N N Upstart Network, Inc. N/A N/A 573.15000000 PA USD 563.95000000 0.000028831833 Long LON CORP US N 3 2027-01-18 Fixed 30.51000000 N N N N N N Upstart Network, Inc. N/A N/A 5120.36000000 PA USD 4975.96000000 0.000254394984 Long LON CORP US N 3 2027-04-14 Fixed 7.49000000 N N N N N N Block, Inc. N/A N/A 624.63000000 PA USD 613.57000000 0.000031368646 Long LON CORP US N 3 2026-02-27 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5479.06000000 PA USD 5396.15000000 0.000275877116 Long LON CORP US N 3 2027-02-15 Fixed 26.49000000 N N N N N N Upstart Network, Inc. N/A N/A 3583.01000000 PA USD 3527.66000000 0.000180350929 Long LON CORP US N 3 2027-04-14 Fixed 23.72000000 N N N N N N LendingClub Corp. N/A N/A 3498.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-05-15 Fixed 15.57000000 N N N N N N Block, Inc. N/A N/A 974.77000000 PA USD 10.86000000 0.000000555215 Long LON CORP US N 3 2035-01-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 697.50000000 PA USD 0.05999999 0.000000003067 Long LON CORP US N 3 2032-05-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 335.96000000 PA USD 323.83000000 0.000016555745 Long LON CORP US N 3 2025-11-14 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7420.72000000 PA USD 7502.69000000 0.000383573563 Long LON CORP US N 3 2026-06-26 Fixed 10.34000000 N N N N N N Block, Inc. N/A N/A 2620.46000000 PA USD 39.11999999 0.000002000002 Long LON CORP US N 3 2035-05-04 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XE91 19926.44000000 PA USD 20373.66000000 0.001041599394 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 7.11799920 N N N N N N Block, Inc. N/A N/A 11670.75000000 PA USD 11254.98000000 0.000575408657 Long LON CORP US N 3 2026-03-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1008.32000000 PA USD 0.13999999 0.000000007157 Long LON CORP US N 3 2033-12-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4275.48000000 PA USD 4189.35000000 0.000214179701 Long LON CORP US N 3 2026-11-15 Fixed 19.94000000 N N N N N N Madison Park Funding XLV Ltd. N/A 55820BAS6 7000000.00000000 PA USD 6962816.02000000 0.355972611274 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.33610000 N N N N N N Block, Inc. N/A N/A 42086.61000000 PA USD 52.39999999 0.000002678939 Long LON CORP US N 3 2034-07-27 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2032.12000000 PA USD 1988.08000000 0.000101640202 Long LON CORP US N 3 2026-12-21 Fixed 12.86000000 N N N N N N Block, Inc. N/A N/A 126.88000000 PA USD 110.41000000 0.000005644689 Long LON CORP US N 3 2026-01-28 None 0.00000000 N N N N N N CCI Buyer, Inc. 254900TMV7DAFRQALU04 12510EAC1 514324.07760000 PA USD 515172.71000000 0.026338104340 Long LON CORP US N 2 2027-12-17 Variable 8.29917000 N N N N N N Block, Inc. N/A N/A 12852.50000000 PA USD 34.59000000 0.000001768407 Long LON CORP US N 3 2034-10-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 939.18999999 PA USD 619.44000000 0.000031668749 Long LON CORP US N 3 2025-05-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5477.89000000 PA USD 207.29999999 0.000010598172 Long LON CORP US N 3 2025-10-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3295.94000000 PA USD 27.83000000 0.000001422803 Long LON CORP US N 3 2034-10-25 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 24495.77000000 PA USD 14056.09000000 0.000718614860 Long LON CORP US N 3 2027-09-12 Fixed 19.49000000 N N N N N N Upstart Network, Inc. N/A N/A 4015.48000000 PA USD 3930.60000000 0.000200951158 Long LON CORP US N 3 2026-12-22 Fixed 12.04000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1456.00000000 PA USD 1463.12000000 0.000074801724 Long LON CORP US N 3 2026-12-22 Fixed 14.49000000 N N N N N N Upstart Network, Inc. N/A N/A 1349.19000000 PA USD 1326.45000000 0.000067814497 Long LON CORP US N 3 2026-10-20 Fixed 22.24000000 N N N N N N Block, Inc. N/A N/A 514.35000000 PA USD 440.51999999 0.000022521499 Long LON CORP US N 3 2026-02-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 7856.05000000 PA USD 7671.69000000 0.000392213655 Long LON CORP US N 3 2027-02-10 Fixed 13.67000000 N N N N N N Upstart Network, Inc. N/A N/A 2230.83000000 PA USD 2199.59000000 0.000112453609 Long LON CORP US N 3 2027-04-14 Fixed 29.27000000 N N N N N N Block, Inc. N/A N/A 1478.35000000 PA USD 476.41999999 0.000024356879 Long LON CORP US N 3 2025-09-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 522.60000000 PA USD 507.70000000 0.000025956063 Long LON CORP US N 3 2026-02-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1977.36000000 PA USD 1936.41000000 0.000098998583 Long LON CORP US N 3 2027-02-14 Fixed 19.58000000 N N N N N N Block, Inc. N/A N/A 223.91000000 PA USD 165.08000000 0.000008439682 Long LON CORP US N 3 2025-09-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 18115.44000000 PA USD 394.93999999 0.000020191230 Long LON CORP US N 3 2035-03-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 16176.54000000 PA USD 0.08999999 0.000000004601 Long LON CORP US N 3 2033-12-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2448.38000000 PA USD 2406.24000000 0.000123018550 Long LON CORP US N 3 2026-10-20 Fixed 19.83000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403GCQ3 5190.08000000 PA USD 5353.55000000 0.000273699199 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 7.59499920 N N N N N N Block, Inc. N/A N/A 2713.54000000 PA USD 572.02000000 0.000029244410 Long LON CORP US N 3 2035-02-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1070.30000000 PA USD 652.74000000 0.000033371205 Long LON CORP US N 3 2035-03-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 10277.49000000 PA USD 10020.18000000 0.000512279748 Long LON CORP US N 3 2026-10-20 Fixed 7.94000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 3763.27000000 PA USD 3806.40000000 0.000194601457 Long LON CORP US N 3 2026-07-06 Fixed 14.49000000 N N N N N N Upstart Network, Inc. N/A N/A 759.97000000 PA USD 750.00000000 0.000038343603 Long LON CORP US N 3 2026-12-22 Fixed 30.46000000 N N N N N N Block, Inc. N/A N/A 4745.95000000 PA USD 4653.44000000 0.000237906212 Long LON CORP US N 3 2026-03-14 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F3Y9 6895.98000000 PA USD 7133.66000000 0.000364706976 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 7.02000000 N N N N N N Block, Inc. N/A N/A 6681.34999999 PA USD 6506.46000000 0.000332641498 Long LON CORP US N 3 2026-03-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 19004.16000000 PA USD 656.41000000 0.000033558833 Long LON CORP US N 3 2035-05-08 None 0.00000000 N N N N N N Citadel Securities LP N/A 17288YAN2 521307.77420000 PA USD 521216.55000000 0.026647094481 Long LON CORP US N 2 2031-10-31 Variable 6.32492000 N N N N N N Upstart Network, Inc. N/A N/A 6869.72000000 PA USD 6711.33000000 0.000343115437 Long LON CORP US N 3 2027-02-11 Fixed 14.98000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RKG6 7000000.00000000 PA USD 6534729.04000000 0.334086747899 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N Upstart Network, Inc. N/A N/A 996.58000000 PA USD 70.47000000 0.000003602765 Long LON CORP US N 3 2027-06-14 Fixed 30.55000000 N N N N N N Block, Inc. N/A N/A 1832.21000000 PA USD 582.91000000 0.000029801160 Long LON CORP US N 3 2025-10-30 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2822.17000000 PA USD 2786.28000000 0.000142448021 Long LON CORP US N 3 2026-12-22 Fixed 31.65000000 N N N N N N Upstart Network, Inc. N/A N/A 5511.22000000 PA USD 5324.71000000 0.000272224760 Long LON CORP US N 3 2026-12-21 Fixed 5.90000000 N N N N N N Block, Inc. N/A N/A 827.90999999 PA USD 809.63000000 0.000041392175 Long LON CORP US N 3 2026-03-10 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 13990.86000000 PA USD 14228.07000000 0.000727407304 Long LON CORP US N 3 2027-08-03 Fixed 12.99000000 N N N N N N Block, Inc. N/A N/A 3421.93000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-07-08 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7759.28000000 PA USD 7880.69000000 0.000402898739 Long LON CORP US N 3 2027-04-18 Fixed 11.59000000 N N N N N N Phoenix Guarantor, Inc. N/A 71913BAK8 248126.56650000 PA USD 246799.09000000 0.012617555350 Long LON CORP US N 2 2031-02-21 Variable 6.82492000 N N N N N N Block, Inc. N/A N/A 2502.43000000 PA USD 2458.91000000 0.000125711294 Long LON CORP US N 3 2026-03-10 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404QHG7 40643.78000000 PA USD 41059.64000000 0.002099166088 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.81800040 N N N N N N OBX Trust 254900OHTVKDKZL33I54 67118HAA8 1566110.84100000 PA USD 1572344.28000000 0.080385794708 Long ABS-MBS CORP US N 2 2063-12-25 Fixed 5.87800080 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11639.60000000 PA USD 12103.43000000 0.000618785498 Long LON CORP US N 3 2027-08-10 Fixed 21.49000000 N N N N N N Block, Inc. N/A N/A 3152.35000000 PA USD 97.26000000 0.000004972398 Long LON CORP US N 3 2025-06-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 752.59000000 PA USD 0.11000000 0.000000005623 Long LON CORP US N 3 2032-12-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1678.24000000 PA USD 118.27999999 0.000006047041 Long LON CORP US N 3 2025-08-21 None 0.00000000 N N N N N N LendingClub Corp. N/A N/A 192.95999999 PA USD 9.59999999 0.000000490798 Long LON CORP US N 3 2035-05-20 Fixed 15.24000000 N N N N N N Upstart Network, Inc. N/A N/A 12679.85000000 PA USD 12408.63000000 0.000634388789 Long LON CORP US N 3 2027-07-14 Fixed 19.10000000 N N N N N N Block, Inc. N/A N/A 167.27000000 PA USD 117.46000000 0.000006005119 Long LON CORP US N 3 2025-10-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6977.29000000 PA USD 6606.27000000 0.000337744265 Long LON CORP US N 3 2025-12-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7443.77000000 PA USD 0.69999999 0.000000035787 Long LON CORP US N 3 2033-07-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 389.07000000 PA USD 1.11000000 0.000000056748 Long LON CORP US N 3 2034-09-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2654.09000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-10-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6241.70999999 PA USD 6052.08000000 0.000309411409 Long LON CORP US N 3 2026-03-19 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 5260.79000000 PA USD 5224.51000000 0.000267102054 Long LON CORP US N 3 2026-11-09 Fixed 10.70000000 N N N N N N Block, Inc. N/A N/A 8279.31000000 PA USD 141.07000000 0.000007212176 Long LON CORP US N 3 2035-03-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 752.27999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1184.11000000 PA USD 1170.08999999 0.000059820623 Long LON CORP US N 3 2025-11-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2213.60000000 PA USD 1420.45000000 0.000072620229 Long LON CORP US N 3 2026-02-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 865.80000000 PA USD 167.66000000 0.000008571584 Long LON CORP US N 3 2026-01-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4192.09000000 PA USD 701.02999999 0.000035840022 Long LON CORP US N 3 2026-01-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1654.68000000 PA USD 1630.26000000 0.000083346724 Long LON CORP US N 3 2026-03-01 None 0.00000000 N N N N N N BRAVO Residential Funding Trust N/A 10567MAA3 2641055.20400000 PA USD 2663280.21000000 0.136159681397 Long ABS-MBS CORP US N 2 2063-10-25 Fixed 6.39399960 N N N N N N Upstart Network, Inc. N/A N/A 879.44999999 PA USD 868.29999999 0.000044391668 Long LON CORP US N 3 2027-04-14 Fixed 31.20000000 N N N N N N Block, Inc. N/A N/A 18464.14000000 PA USD 17968.30000000 0.000918625833 Long LON CORP US N 3 2026-03-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2509.67000000 PA USD 63.35999999 0.000003239267 Long LON CORP US N 3 2035-02-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3151.15000000 PA USD 0.20000000 0.000000010224 Long LON CORP US N 3 2033-05-12 None 0.00000000 N N N N N N THL Credit Wind River CLO Ltd. 549300QKM4OHZM4I5C40 97314JAJ4 1585819.83000000 PA USD 1582375.47000000 0.080898637340 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.31609840 N N N N N N Upstart Network, Inc. N/A N/A 317.87000000 PA USD 313.05000000 0.000016004620 Long LON CORP US N 3 2025-07-10 Fixed 9.76000000 N N N N N N Knife River Corp. N/A 49889LAD8 57300.00000000 PA USD 57371.63000000 0.002933113396 Long LON CORP US N 2 2032-03-08 Variable 6.28586000 N N N N N N Upstart Network, Inc. N/A N/A 9180.90000000 PA USD 8995.50000000 0.000459893183 Long LON CORP US N 3 2026-12-22 Fixed 15.81000000 N N N N N N Block, Inc. N/A N/A 291.09000000 PA USD 0.02999999 0.000000001533 Long LON CORP US N 3 2033-06-10 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10126.93000000 PA USD 10326.61000000 0.000527945922 Long LON CORP US N 3 2027-06-20 Fixed 13.59000000 N N N N N N Block, Inc. N/A N/A 75.89000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 90.73999999 PA USD 24.36999999 0.000001245911 Long LON CORP US N 3 2034-11-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4110.06000000 PA USD 0.02000000 0.000000001022 Long LON CORP US N 3 2034-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1220.40000000 PA USD 2.65000000 0.000000135480 Long LON CORP US N 3 2034-08-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6599.41000000 PA USD 6504.04000000 0.000332517776 Long LON CORP US N 3 2026-12-22 Fixed 26.68000000 N N N N N N Block, Inc. N/A N/A 1743.20000000 PA USD 1715.84000000 0.000087721985 Long LON CORP US N 3 2026-02-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 459.78000000 PA USD 452.70000000 0.000023144199 Long LON CORP US N 3 2026-12-22 Fixed 23.96000000 N N N N N N Block, Inc. N/A N/A 3531.99000000 PA USD 30.56999999 0.000001562885 Long LON CORP US N 3 2034-11-07 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8727.43000000 PA USD 8855.68000000 0.000452744913 Long LON CORP US N 3 2027-06-16 Fixed 11.34000000 N N N N N N Upstart Network, Inc. N/A N/A 5173.81000000 PA USD 5104.59000000 0.000260971168 Long LON CORP US N 3 2027-01-13 Fixed 15.37000000 N N N N N N Block, Inc. N/A N/A 537.49000000 PA USD 92.86000000 0.000004747449 Long LON CORP US N 3 2026-01-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 578.57000000 PA USD 570.17000000 0.000029149830 Long LON CORP US N 3 2026-11-15 Fixed 16.13000000 N N N N N N Block, Inc. N/A N/A 2723.22000000 PA USD 95.06000000 0.000004859923 Long LON CORP US N 3 2035-02-18 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 948.22000000 PA USD 930.83000000 0.000047588502 Long LON CORP US N 3 2027-01-18 Fixed 23.16000000 N N N N N N Chromalloy Corp. N/A 17110EAB6 258050.00000000 PA USD 254566.33000000 0.013014653980 Long LON CORP US N 2 2031-03-27 Variable 8.03790000 N N N N N N Upstart Network, Inc. N/A N/A 1905.47000000 PA USD 1243.41000000 0.000063569093 Long LON CORP US N 3 2027-04-14 Fixed 25.52000000 N N N N N N Block, Inc. N/A N/A 827.90000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-03-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 936.29000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3034.85999999 PA USD 1.61999999 0.000000082822 Long LON CORP US N 3 2034-06-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 11359.99000000 PA USD 306.16000000 0.000015652370 Long LON CORP US N 3 2035-02-28 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6147.70000000 PA USD 919.60999999 0.000047014881 Long LON CORP US N 3 2027-02-11 Fixed 15.28000000 N N N N N N Upstart Network, Inc. N/A N/A 2959.00000000 PA USD 2875.80000000 0.000147024714 Long LON CORP US N 3 2029-02-10 Fixed 17.27000000 N N N N N N Upstart Network, Inc. N/A N/A 582.68000000 PA USD 570.78000000 0.000029181016 Long LON CORP US N 3 2026-11-22 Fixed 12.99000000 N N N N N N Block, Inc. N/A N/A 1613.85000000 PA USD 1589.16000000 0.000081245495 Long LON CORP US N 3 2026-01-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 584.62000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-06-15 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5966.40000000 PA USD 6048.64000000 0.000309235540 Long LON CORP US N 3 2026-09-07 Fixed 9.99000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 12350.84000000 PA USD 12552.45000000 0.000641741558 Long LON CORP US N 3 2027-05-21 Fixed 11.34000000 N N N N N N Block, Inc. N/A N/A 724.49000000 PA USD 597.03000000 0.000030523042 Long LON CORP US N 3 2025-12-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2899.11000000 PA USD 5.84999999 0.000000299080 Long LON CORP US N 3 2034-05-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3973.64000000 PA USD 54.75999999 0.000002799594 Long LON CORP US N 3 2026-03-06 None 0.00000000 N N N N N N Schlumberger Holdings Corp. 529900IKZG65COT1D505 806851AL5 1660000.00000000 PA USD 1682913.28000000 0.086038613272 Long DBT CORP US N 2 2027-05-29 Fixed 5.00000000 N N N N N N Block, Inc. N/A N/A 816.73000000 PA USD 283.62000000 0.000014500017 Long LON CORP US N 3 2025-10-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 646.05999999 PA USD 0.10999999 0.000000005623 Long LON CORP US N 3 2033-08-12 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 7264.95000000 PA USD 7098.40000000 0.000362904315 Long LON CORP US N 3 2027-01-14 Fixed 11.30000000 N N N N N N Block, Inc. N/A N/A 23011.28000000 PA USD 9.99000000 0.000000510736 Long LON CORP US N 3 2034-06-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2859.98000000 PA USD 2801.90000000 0.000143246591 Long LON CORP US N 3 2027-04-15 Fixed 19.96000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5603.28000000 PA USD 5827.97000000 0.000297953829 Long LON CORP US N 3 2027-05-28 Fixed 19.49000000 N N N N N N UGCard N/A N/A 181.93000000 PA USD 186.93000000 0.000009556759 Long LON CORP US N 3 2025-10-17 Fixed 29.49000000 N N N N N N Upstart Network, Inc. N/A N/A 1957.12000000 PA USD 1923.65000000 0.000098346231 Long LON CORP US N 3 2027-01-18 Fixed 26.40000000 N N N N N N Block, Inc. N/A N/A 3053.41000000 PA USD 1891.09000000 0.000096681607 Long LON CORP US N 3 2035-04-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 25898.85000000 PA USD 662.08000000 0.000033848710 Long LON CORP US N 3 2035-05-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 32762.00000000 PA USD 14733.54000000 0.000753249359 Long LON CORP US N 3 2034-12-21 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2832.25000000 PA USD 1766.88000000 0.000090331395 Long LON CORP US N 3 2027-06-18 Fixed 11.60000000 N N N N N N Block, Inc. N/A N/A 2336.50000000 PA USD 1478.80000000 0.000075603361 Long LON CORP US N 3 2026-03-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 570.91000000 PA USD 557.64000000 0.000028509236 Long LON CORP US N 3 2025-11-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2247.13000000 PA USD 1562.79000000 0.000079897334 Long LON CORP US N 3 2025-08-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 193.27000000 PA USD 188.67000000 0.000009645716 Long LON CORP US N 3 2026-01-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1930.06000000 PA USD 1897.95000000 0.000097032323 Long LON CORP US N 3 2026-10-20 Fixed 16.60000000 N N N N N N Block, Inc. N/A N/A 1866.67000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-05-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 770.49999999 PA USD 176.56000000 0.000009026595 Long LON CORP US N 3 2035-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1160.16000000 PA USD 248.39000000 0.000012698890 Long LON CORP US N 3 2026-03-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 21573.65000000 PA USD 1018.22999999 0.000052056810 Long LON CORP US N 3 2025-06-20 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9871.49000000 PA USD 10160.49000000 0.000519453069 Long LON CORP US N 3 2026-05-22 Fixed 15.74000000 N N N N N N Block, Inc. N/A N/A 594.77000000 PA USD 285.87000000 0.000014615048 Long LON CORP US N 3 2035-03-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3239.22000000 PA USD 3170.74000000 0.000162103464 Long LON CORP US N 3 2027-04-14 Fixed 10.81000000 N N N N N N Block, Inc. N/A N/A 163.69000000 PA USD 105.24000000 0.000005380374 Long LON CORP US N 3 2026-01-30 None 0.00000000 N N N N N N Flutter Financing BV N/A N3313EAG5 748106.06060000 PA USD 738522.82000000 0.037756835160 Long LON CORP NL N 2 2030-12-02 Variable 6.04917000 N N N N N N Block, Inc. N/A N/A 2942.80000000 PA USD 0.08999999 0.000000004601 Long LON CORP US N 3 2034-04-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1212.85000000 PA USD 1196.02000000 0.000061146289 Long LON CORP US N 3 2026-02-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4084.04000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-06-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7721.76000000 PA USD 124.46999999 0.000006363504 Long LON CORP US N 3 2025-06-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2705.74000000 PA USD 1998.89000000 0.000102192861 Long LON CORP US N 3 2026-01-20 None 0.00000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UCK3 1300000.00000000 PA USD 1272733.25000000 0.065068239223 Long DBT CORP US N 2 2026-08-15 Fixed 2.85000000 N N N N N N Block, Inc. N/A N/A 3370.91000000 PA USD 3283.77000000 0.000167882100 Long LON CORP US N 3 2026-01-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 423.40000000 PA USD 191.36000000 0.000009783242 Long LON CORP US N 3 2035-02-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 24258.69000000 PA USD 23950.75999999 0.001224477934 Long LON CORP US N 3 2026-03-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1586.38000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-14 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 761.82999999 PA USD 765.11999999 0.000039116610 Long LON CORP US N 3 2025-06-19 Fixed 18.49000000 N N N N N N Upstart Network, Inc. N/A N/A 1657.35000000 PA USD 1634.53000000 0.000083565027 Long LON CORP US N 3 2028-02-14 Fixed 24.53000000 N N N N N N Rain Carbon, Inc. 25490038N6JQH7QXUK52 75079LAB7 3200000.00000000 PA USD 3257369.60000000 0.166532385613 Long DBT CORP US N 2 2029-09-01 Fixed 12.25000000 N N N N N N Prosper Funding LLC N/A N/A 1646.79000000 PA USD 1620.71000000 0.000082858482 Long LON CORP US N 3 2027-04-07 Fixed 11.60000000 N N N N N N Upstart Network, Inc. N/A N/A 7368.24999999 PA USD 7200.46999999 0.000368122624 Long LON CORP US N 3 2027-04-14 Fixed 9.33000000 N N N N N N Upstart Network, Inc. N/A N/A 2582.24000000 PA USD 2543.80000000 0.000130051278 Long LON CORP US N 3 2027-02-10 Fixed 15.85000000 N N N N N N Block, Inc. N/A N/A 384.56000000 PA USD 282.49000000 0.000014442246 Long LON CORP US N 3 2025-09-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1135.61000000 PA USD 1124.61000000 0.000057495466 Long LON CORP US N 3 2026-02-06 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1073.96000000 PA USD 1083.18000000 0.000055377366 Long LON CORP US N 3 2025-12-14 Fixed 23.49000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11972.26000000 PA USD 12267.45000000 0.000627170989 Long LON CORP US N 3 2027-07-21 Fixed 17.49000000 N N N N N N Block, Inc. N/A N/A 796.26999999 PA USD 653.45999999 0.000033408015 Long LON CORP US N 3 2026-01-29 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 702.52000000 PA USD 691.37000000 0.000035346156 Long LON CORP US N 3 2026-10-20 Fixed 25.08000000 N N N N N N UGCard N/A N/A 38.74000000 PA USD 33.05000000 0.000001689674 Long LON CORP US N 3 2025-12-15 Fixed 29.49000000 N N N N N N UGCard N/A N/A 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2024-02-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1558.01000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-25 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4634.85000000 PA USD 4676.98000000 0.000239109690 Long LON CORP US N 3 2026-02-20 Fixed 7.99000000 N N N N N N Block, Inc. N/A N/A 1687.10000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3850.07000000 PA USD 3595.92000000 0.000183840708 Long LON CORP US N 3 2026-03-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 21.29999999 PA USD 0.13000000 0.000000006646 Long LON CORP US N 3 2034-09-19 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1696.16000000 PA USD 1668.02000000 0.000085277197 Long LON CORP US N 3 2027-01-14 Fixed 31.06000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6468.12000000 PA USD 6621.34999999 0.000338515227 Long LON CORP US N 3 2025-10-23 Fixed 25.49000000 N N N N N N Upstart Network, Inc. N/A N/A 22942.86000000 PA USD 13915.41000000 0.000711422622 Long LON CORP US N 3 2027-07-21 Fixed 27.91000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4468.53000000 PA USD 4522.91000000 0.000231232891 Long LON CORP US N 3 2026-09-13 Fixed 15.24000000 N N N N N N Towd Point Mortgage Trust N/A 89177BAA3 4881326.56080000 PA USD 4752554.24000000 0.242973408772 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.75000120 N N N N N N Block, Inc. N/A N/A 17355.05000000 PA USD 10004.87000000 0.000511497027 Long LON CORP US N 3 2025-12-27 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4453.78000000 PA USD 4476.47999999 0.000228859167 Long LON CORP US N 3 2025-09-23 Fixed 11.49000000 N N N N N N Block, Inc. N/A N/A 1364.07000000 PA USD 32.36000000 0.000001654398 Long LON CORP US N 3 2035-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 486.01999999 PA USD 481.41000000 0.000024611992 Long LON CORP US N 3 2026-02-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4452.88000000 PA USD 2000.86000000 0.000102293577 Long LON CORP US N 3 2035-04-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 8291.20000000 PA USD 4730.22000000 0.000241831575 Long LON CORP US N 3 2025-06-05 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KD27 49232.81000000 PA USD 50164.47000000 0.002564648746 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 7.19100000 N N N N N N Block, Inc. N/A N/A 658.84000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-09-22 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4183.14000000 PA USD 4115.26000000 0.000210391865 Long LON CORP US N 3 2026-10-20 Fixed 21.62000000 N N N N N N UGI Energy Services LLC N/A 90276DAE9 362488.86000000 PA USD 362851.35000000 0.018550704512 Long LON CORP US N 2 2030-02-22 Variable 7.96330000 N N N N N N Block, Inc. N/A N/A 269.85000000 PA USD 74.29000000 0.000003798061 Long LON CORP US N 3 2034-10-27 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 853.22000000 PA USD 839.11000000 0.000042899335 Long LON CORP US N 3 2026-10-20 Fixed 23.15000000 N N N N N N Upstart Network, Inc. N/A N/A 1343.44000000 PA USD 1318.58000000 0.000067412145 Long LON CORP US N 3 2027-02-11 Fixed 30.90000000 N N N N N N UGCard N/A N/A 16.95999999 PA USD 1.08999999 0.000000055726 Long LON CORP US N 3 2030-02-12 Fixed 28.98000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DHM4 73186.56000000 PA USD 75820.74000000 0.003876320547 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.71000040 N N N N N N Upstart Network, Inc. N/A N/A 471.00000000 PA USD 462.77000000 0.000023659026 Long LON CORP US N 3 2027-01-13 Fixed 30.30000000 N N N N N N Block, Inc. N/A N/A 1221.66000000 PA USD 190.02000000 0.000009714735 Long LON CORP US N 3 2035-01-23 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LS55 118751.66000000 PA USD 121097.10000000 0.006191065623 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.71699880 N Y N N N N Block, Inc. N/A N/A 3530.52000000 PA USD 357.54999999 0.000018279674 Long LON CORP US N 3 2034-07-19 None 0.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 94989WAS6 1050000.00000000 PA USD 1043405.69000000 0.053343912437 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.69500000 N N N N N N Block, Inc. N/A N/A 10194.99000000 PA USD 0.88000000 0.000000044989 Long LON CORP US N 3 2033-08-17 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4019.50000000 PA USD 3932.39000000 0.000201042671 Long LON CORP US N 3 2027-02-10 Fixed 22.85000000 N N N N N N Block, Inc. N/A N/A 2320.93000000 PA USD 0.05999999 0.000000003067 Long LON CORP US N 3 2034-04-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1905.82000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-12-09 None 0.00000000 N N N N N N Shinhan Bank Co. Ltd. 5493003P813VL21KG928 82460CAQ7 6500000.00000000 PA USD 6233750.77000000 0.318699292536 Long DBT CORP KR N 2 2026-10-21 Fixed 1.37500000 N N N N N N Prosper Funding LLC N/A N/A 4889.08000000 PA USD 5079.94000000 0.000259710941 Long LON CORP US N 3 2027-01-12 Fixed 24.03000000 N N N N N N Block, Inc. N/A N/A 4630.83000000 PA USD 4571.74000000 0.000233729316 Long LON CORP US N 3 2026-01-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 467.09000000 PA USD 122.92000000 0.000006284261 Long LON CORP US N 3 2025-11-21 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3085.17000000 PA USD 3035.92000000 0.000155210817 Long LON CORP US N 3 2026-12-21 Fixed 25.45000000 N N N N N N White Cap Supply Holdings LLC 254900L2N0T6GULCL366 96350TAH3 348392.80510000 PA USD 340461.64000000 0.017406034955 Long LON CORP US N 2 2029-10-19 Variable 7.57492000 N N N N N N Block, Inc. N/A N/A 331.34000000 PA USD 193.68999999 0.000009902363 Long LON CORP US N 3 2035-03-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 12999.74000000 PA USD 12623.85000000 0.000645391869 Long LON CORP US N 3 2026-01-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4222.86000000 PA USD 98.64000000 0.000005042950 Long LON CORP US N 3 2035-04-03 None 0.00000000 N N N N N N Imperial Fund Mortgage Trust N/A 45290BAA7 1888830.32200000 PA USD 1891395.92000000 0.096697247588 Long ABS-MBS CORP US N 2 2068-02-25 Fixed 5.94100080 N N N N N N Block, Inc. N/A N/A 9083.43000000 PA USD 5722.58000000 0.000292565786 Long LON CORP US N 3 2025-10-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5506.40000000 PA USD 4122.26000000 0.000210749738 Long LON CORP US N 3 2025-09-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6724.92000000 PA USD 1432.61000000 0.000073241906 Long LON CORP US N 3 2027-07-10 Fixed 17.44000000 N N N N N N Block, Inc. N/A N/A 3221.98000000 PA USD 0.33999999 0.000000017382 Long LON CORP US N 3 2032-11-17 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 941.88999999 PA USD 929.23999999 0.000047507213 Long LON CORP US N 3 2026-10-20 Fixed 31.21000000 N N N N N N Block, Inc. N/A N/A 5064.40000000 PA USD 3307.88000000 0.000169114719 Long LON CORP US N 3 2025-12-10 None 0.00000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YCZ0 4500000.00000000 PA USD 4661239.19000000 0.238304944648 Long DBT CORP JP N 2 2029-07-06 Fixed 5.77800000 N N N N N N Block, Inc. N/A N/A 3073.50000000 PA USD 0.04999999 0.000000002556 Long LON CORP US N 3 2033-03-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2571.35000000 PA USD 58.68000000 0.000003000003 Long LON CORP US N 3 2035-05-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 230.32000000 PA USD 220.25000000 0.000011260238 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 905.88000000 PA USD 444.03000000 0.000022700947 Long LON CORP US N 3 2035-05-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 174.79000000 PA USD 0.04000000 0.000000002044 Long LON CORP US N 3 2034-04-17 None 0.00000000 N N N N N N EDP Finance BV 5299007L43AQDFOW5739 26835PAH3 6500000.00000000 PA USD 6040171.28000000 0.308802578857 Long DBT CORP NL N 2 2028-01-24 Fixed 1.71000000 N N N N N N Block, Inc. N/A N/A 3267.27000000 PA USD 2583.71000000 0.000132091669 Long LON CORP US N 3 2025-12-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 59364.60000000 PA USD 50437.09000000 0.002578586391 Long LON CORP US N 3 2026-03-18 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1335.62000000 PA USD 1308.03000000 0.000066872778 Long LON CORP US N 3 2027-02-10 Fixed 25.30000000 N N N N N N Block, Inc. N/A N/A 709.57000000 PA USD 697.85000000 0.000035677445 Long LON CORP US N 3 2025-11-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1600.37000000 PA USD 431.88999999 0.000022080292 Long LON CORP US N 3 2025-11-07 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 900.59000000 PA USD 883.63000000 0.000045175411 Long LON CORP US N 3 2027-09-14 Fixed 25.05000000 N N N N N N Block, Inc. N/A N/A 2732.20000000 PA USD 88.27999999 0.000004513297 Long LON CORP US N 3 2035-02-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 530.22000000 PA USD 334.58000000 0.000017105337 Long LON CORP US N 3 2025-11-23 None 0.00000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 86765BAT6 3900000.00000000 PA USD 3863958.85000000 0.197544142735 Long DBT CORP US N 2 2026-07-15 Fixed 3.90000000 N N N N N N Upstart Network, Inc. N/A N/A 1492.36000000 PA USD 1475.30000000 0.000075424424 Long LON CORP US N 3 2026-12-22 Fixed 15.46000000 N N N N N N Block, Inc. N/A N/A 1686.14999999 PA USD 1676.92000000 0.000085732208 Long LON CORP US N 3 2026-01-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 858.33000000 PA USD 824.67000000 0.000042161092 Long LON CORP US N 3 2026-03-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2133.74000000 PA USD 65.25000000 0.000003335893 Long LON CORP US N 3 2035-03-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4667.27000000 PA USD 4560.18000000 0.000233138313 Long LON CORP US N 3 2026-03-04 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1269.20000000 PA USD 1272.33000000 0.000065047623 Long LON CORP US N 3 2026-06-03 Fixed 16.49000000 N N N N N N Upstart Network, Inc. N/A N/A 5328.08000000 PA USD 5262.26000000 0.000269032016 Long LON CORP US N 3 2027-04-18 Fixed 30.95000000 N N N N N N Block, Inc. N/A N/A 1603.22000000 PA USD 5.14999999 0.000000263292 Long LON CORP US N 3 2034-10-24 None 0.00000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 3335.59000000 PA USD 3428.35000000 0.000175273725 Long LON CORP US N 3 2027-04-14 Fixed 25.99000000 N N N N N N Block, Inc. N/A N/A 13693.42000000 PA USD 13169.70000000 0.000673298344 Long LON CORP US N 3 2026-02-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 298.94000000 PA USD 297.20000000 0.000015194292 Long LON CORP US N 3 2026-01-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2129.01000000 PA USD 0.15000000 0.000000007668 Long LON CORP US N 3 2033-04-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2194.84000000 PA USD 0.15999999 0.000000008179 Long LON CORP US N 3 2034-02-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4042.68000000 PA USD 67.92000000 0.000003472396 Long LON CORP US N 3 2027-06-13 Fixed 18.15000000 N N N N N N Upstart Network, Inc. N/A N/A 12377.21000000 PA USD 12152.55000000 0.000621296749 Long LON CORP US N 3 2026-11-15 Fixed 22.49000000 N N N N N N Upstart Network, Inc. N/A N/A 345.41000000 PA USD 339.48000000 0.000017355848 Long LON CORP US N 3 2025-09-14 Fixed 13.94000000 N N N N N N Block, Inc. N/A N/A 2279.58000000 PA USD 2230.58000000 0.000114037967 Long LON CORP US N 3 2026-02-09 None 0.00000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DG2 6000000.00000000 PA USD 5982295.44000000 0.305843687823 Long DBT CORP US N 2 2030-07-28 Fixed 4.77200000 N N N N N N Upstart Network, Inc. N/A N/A 559.90000000 PA USD 552.64000000 0.000028253612 Long LON CORP US N 3 2026-12-22 Fixed 30.93000000 N N N N N N Block, Inc. N/A N/A 1895.95000000 PA USD 19.58999999 0.000001001534 Long LON CORP US N 3 2034-12-21 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 17362.47000000 PA USD 16902.36000000 0.000864129859 Long LON CORP US N 3 2027-02-05 Fixed 10.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BTK28 8888459.96000000 PA USD 8853808.30000000 0.452649222846 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.40369000 N N N N N N Block, Inc. N/A N/A 401.57000000 PA USD 393.28999999 0.000020106874 Long LON CORP US N 3 2026-01-16 None 0.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZT4 2700000.00000000 PA USD 2696129.60000000 0.137839100055 Long DBT CORP US N 2 2027-06-15 Fixed 4.38700000 N N N N N N INEOS US Finance LLC 5493008MHJ4R367SNK31 G4768PAN1 440767.44410000 PA USD 413660.25000000 0.021148299617 Long LON CORP US N 2 2030-02-18 Variable 7.57162000 N N N N N N J.P. Morgan Mortgage Trust N/A 46658JAA4 1786338.91000000 PA USD 1787670.09000000 0.091394284755 Long ABS-O CORP US N 2 2055-02-25 Floating 5.55040080 N N N N N N Upstart Network, Inc. N/A N/A 2289.56000000 PA USD 2268.19000000 0.000115960771 Long LON CORP US N 3 2027-04-22 Fixed 20.22000000 N N N N N N Prosper Funding LLC N/A N/A 2883.22000000 PA USD 2869.83000000 0.000146719499 Long LON CORP US N 3 2026-12-15 Fixed 13.80000000 N N N N N N Upstart Network, Inc. N/A N/A 2877.31000000 PA USD 2805.64000000 0.000143437797 Long LON CORP US N 3 2026-12-21 Fixed 9.30000000 N N N N N N American Home Mortgage Investment Trust N/A 02660TDH3 51069.82500000 PA USD 50823.78000000 0.002598355841 Long ABS-MBS CORP US N 2 2045-06-25 Floating 6.63292080 N N N N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 452327AQ2 1600000.00000000 PA USD 1600743.07000000 0.081837677309 Long DBT CORP US N 2 2026-09-09 Fixed 4.65000000 N N N N N N Upstart Network, Inc. N/A N/A 20568.16000000 PA USD 19994.92000000 0.001022236385 Long LON CORP US N 3 2027-06-14 Fixed 8.40000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 2310.90000000 PA USD 2344.41000000 0.000119857504 Long LON CORP US N 3 2026-09-25 Fixed 10.74000000 N N N N N N Block, Inc. N/A N/A 33244.53000000 PA USD 27133.24000000 0.001387181604 Long LON CORP US N 3 2025-12-03 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3399.35000000 PA USD 3341.89000000 0.000170853474 Long LON CORP US N 3 2026-12-21 Fixed 21.03000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 3820.53000000 PA USD 3068.26000000 0.000156864194 Long LON CORP US N 3 2027-12-12 Fixed 5.00000000 N N N N N N Upstart Network, Inc. N/A N/A 9251.30000000 PA USD 9101.71000000 0.000465323148 Long LON CORP US N 3 2026-12-21 Fixed 25.44000000 N N N N N N Block, Inc. N/A N/A 831.70999999 PA USD 0.30000000 0.000000015337 Long LON CORP US N 3 2034-06-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 647.80000000 PA USD 560.63000000 0.000028662099 Long LON CORP US N 3 2026-01-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 714.30000000 PA USD 699.39000000 0.000035756177 Long LON CORP US N 3 2027-02-10 Fixed 24.69000000 N N N N N N Block, Inc. N/A N/A 438.36000000 PA USD 435.16000000 0.000022247470 Long LON CORP US N 3 2025-12-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1849.37000000 PA USD 1822.45000000 0.000093172400 Long LON CORP US N 3 2026-11-22 Fixed 26.76000000 N N N N N N Block, Inc. N/A N/A 5779.80000000 PA USD 5209.71000000 0.000266345407 Long LON CORP US N 3 2025-12-25 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 13893.75000000 PA USD 14157.81000000 0.000723815275 Long LON CORP US N 3 2027-09-07 Fixed 13.99000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1732.82000000 PA USD 1742.27000000 0.000089073214 Long LON CORP US N 3 2025-07-16 Fixed 18.49000000 N N N N N N Block, Inc. N/A N/A 1005.96000000 PA USD 986.82999999 0.000050451491 Long LON CORP US N 3 2026-02-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4284.76000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-11-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3807.20000000 PA USD 3769.91000000 0.000192735913 Long LON CORP US N 3 2026-02-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2604.06000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-06-26 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8903.07000000 PA USD 1825.00000000 0.000093302769 Long LON CORP US N 3 2027-08-19 Fixed 20.74000000 N N N N N N Prosper Funding LLC N/A N/A 3077.79000000 PA USD 3129.53000000 0.000159996610 Long LON CORP US N 3 2027-03-09 Fixed 16.70000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CE0 6700000.00000000 PA USD 6730887.54000000 0.344115312960 Long DBT CORP US N 2 2026-03-20 Fixed 5.40000000 N N N N N N Block, Inc. N/A N/A 6988.67000000 PA USD 3894.57000000 0.000199109131 Long LON CORP US N 3 2025-12-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1405.60000000 PA USD 241.84000000 0.000012364022 Long LON CORP US N 3 2034-12-28 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1384.77000000 PA USD 1361.16000000 0.000069589039 Long LON CORP US N 3 2026-11-15 Fixed 31.12000000 N N N N N N Block, Inc. N/A N/A 532.67999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2601.05000000 PA USD 2552.21000000 0.000130481238 Long LON CORP US N 3 2027-04-14 Fixed 20.56000000 N N N N N N Block, Inc. N/A N/A 3070.09000000 PA USD 1386.68000000 0.000070893744 Long LON CORP US N 3 2026-03-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4322.51000000 PA USD 0.02000000 0.000000001022 Long LON CORP US N 3 2033-06-28 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2540.41000000 PA USD 2499.48000000 0.000127785427 Long LON CORP US N 3 2027-01-14 Fixed 32.35000000 N N N N N N Upstart Network, Inc. N/A N/A 17203.74000000 PA USD 16622.89000000 0.000849842009 Long LON CORP US N 3 2026-12-22 Fixed 5.81000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5528.88999999 PA USD 5677.35000000 0.000290253411 Long LON CORP US N 3 2026-08-11 Fixed 15.49000000 N N N N N N Berlin Packaging LLC N/A 08511LBC1 517403.25000000 PA USD 514456.64000000 0.026301495401 Long LON CORP US N 2 2031-06-09 Variable 7.82109966 N N N N N N UGCard N/A N/A 91.53000000 PA USD 6.34000000 0.000000324131 Long LON CORP US N 3 2025-11-13 Fixed 29.49000000 N N N N N N Block, Inc. N/A N/A 1198.26000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-01-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 237.93000000 PA USD 235.47000000 0.000012038357 Long LON CORP US N 3 2025-08-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3651.85000000 PA USD 79.67999999 0.000004073624 Long LON CORP US N 3 2035-03-25 None 0.00000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RBG3 5200000.00000000 PA USD 5198082.60000000 0.265750959299 Long DBT CORP US N 2 2026-01-15 Fixed 4.75000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 24621.96000000 PA USD 25029.57000000 0.001279631885 Long LON CORP US N 3 2027-05-28 Fixed 12.09000000 N N N N N N Block, Inc. N/A N/A 446.79999999 PA USD 391.30000000 0.000020005136 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5899.51000000 PA USD 5696.23000000 0.000291218647 Long LON CORP US N 3 2027-01-13 Fixed 4.87000000 N N N N N N Block, Inc. N/A N/A 4040.86000000 PA USD 0.17000000 0.000000008691 Long LON CORP US N 3 2033-02-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 803.09000000 PA USD 790.22000000 0.000040399843 Long LON CORP US N 3 2026-11-22 Fixed 22.89000000 N N N N N N Upstart Network, Inc. N/A N/A 4185.82000000 PA USD 4095.97000000 0.000209405667 Long LON CORP US N 3 2027-12-28 Fixed 19.82000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CL1 7600000.00000000 PA USD 7149288.61000000 0.365505986076 Long DBT CORP GB N 2 2028-09-22 Fixed 2.01300000 N N N N N N Block, Inc. N/A N/A 290.51000000 PA USD 195.50999999 0.000009995410 Long LON CORP US N 3 2025-06-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1080.70000000 PA USD 446.41000000 0.000022822624 Long LON CORP US N 3 2025-09-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1401.09000000 PA USD 854.99000000 0.000043711197 Long LON CORP US N 3 2035-03-29 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1101.00000000 PA USD 1080.81000000 0.000055256200 Long LON CORP US N 3 2026-11-15 Fixed 25.57000000 N N N N N N Upstart Network, Inc. N/A N/A 1568.58000000 PA USD 1528.73000000 0.000078156023 Long LON CORP US N 3 2026-12-22 Fixed 10.41000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6172.16000000 PA USD 6273.58000000 0.000320735554 Long LON CORP US N 3 2027-07-12 Fixed 11.99000000 N N N N N N Upstart Network, Inc. N/A N/A 4251.78000000 PA USD 4107.08000000 0.000209973664 Long LON CORP US N 3 2027-01-14 Fixed 6.25000000 N N N N N N Upstart Network, Inc. N/A N/A 13195.27000000 PA USD 8855.05000000 0.000452712704 Long LON CORP US N 3 2026-12-21 Fixed 23.88000000 N N N N N N Upstart Network, Inc. N/A N/A 5515.51000000 PA USD 5364.82000000 0.000274275376 Long LON CORP US N 3 2027-07-10 Fixed 13.80000000 N N N N N N Block, Inc. N/A N/A 1352.37000000 PA USD 21.16999999 0.000001082312 Long LON CORP US N 3 2035-01-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9867.03999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-05-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1233.53000000 PA USD 1219.02000000 0.000062322159 Long LON CORP US N 3 2026-03-05 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GV40 180.99000000 PA USD 186.66000000 0.000009542956 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.27199920 N N N N N N Block, Inc. N/A N/A 1733.42000000 PA USD 43.52000000 0.000002224951 Long LON CORP US N 3 2025-07-15 None 0.00000000 N N N N N N UGCard N/A N/A 38.85000000 PA USD 39.63000000 0.000002026076 Long LON CORP US N 3 2025-06-15 Fixed 29.49000000 N N N N N N Upstart Network, Inc. N/A N/A 566.68000000 PA USD 556.77000000 0.000028464757 Long LON CORP US N 3 2027-01-18 Fixed 25.02000000 N N N N N N FHLMC 529900P3PHNE8PW64Z68 35564NEZ2 929325.07000000 PA USD 927959.80000000 0.047441763823 Long ABS-MBS CORP US N 2 2044-10-25 Floating 5.35368960 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8215.85000000 PA USD 8464.43000000 0.000432742333 Long LON CORP US N 3 2027-05-21 Fixed 19.49000000 N N N N N N Block, Inc. N/A N/A 1888.55000000 PA USD 0.04000000 0.000000002044 Long LON CORP US N 3 2034-02-03 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 11937.10000000 PA USD 1704.41999999 0.000087138140 Long LON CORP US N 3 2026-10-20 Fixed 8.28000000 N N N N N N Prosper Funding LLC N/A N/A 8497.83000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2026-11-05 Fixed 24.33000000 N N N N N N Block, Inc. N/A N/A 2380.52000000 PA USD 1007.84000000 0.000051525623 Long LON CORP US N 3 2025-12-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 473.29000000 PA USD 463.64000000 0.000023703504 Long LON CORP US N 3 2027-01-13 Fixed 21.34000000 N N N N N N Upstart Network, Inc. N/A N/A 4621.22000000 PA USD 4536.37000000 0.000231921031 Long LON CORP US N 3 2027-01-14 Fixed 25.51000000 N N N N N N Block, Inc. N/A N/A 7823.17000000 PA USD 7648.03000000 0.000391004042 Long LON CORP US N 3 2026-02-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2813.20000000 PA USD 2762.89000000 0.000141252212 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 15184.24000000 PA USD 15032.59000000 0.000768538232 Long LON CORP US N 3 2027-01-28 Fixed 10.26000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FUZ1 4641.41000000 PA USD 4786.33000000 0.000244700187 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 7.38299880 N N N N N N Block, Inc. N/A N/A 3085.67000000 PA USD 38.31000000 0.000001958591 Long LON CORP US N 3 2026-01-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 539.39999999 PA USD 111.86000000 0.000005718820 Long LON CORP US N 3 2035-01-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 12239.89000000 PA USD 878.87000000 0.000044932057 Long LON CORP US N 3 2027-02-10 Fixed 21.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404CF54 364.66000000 PA USD 366.94000000 0.000018759735 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.00800040 N N N N N N Block, Inc. N/A N/A 107.17000000 PA USD 105.46000000 0.000005391621 Long LON CORP US N 3 2026-01-23 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3532.38000000 PA USD 3478.41000000 0.000177833032 Long LON CORP US N 3 2026-09-15 Fixed 31.98000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CL33 9522.71000000 PA USD 9595.78000000 0.000490582381 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.03799920 N N N N N N Block, Inc. N/A N/A 2609.97000000 PA USD 8.58000000 0.000000438650 Long LON CORP US N 3 2034-09-21 None 0.00000000 N N N N N N Whatabrands LLC N/A 96244UAJ6 122300.11950000 PA USD 121769.95000000 0.006225464948 Long LON CORP US N 2 2028-08-03 Variable 6.82162000 N N N N N N Block, Inc. N/A N/A 811.36000000 PA USD 734.44999999 0.000037548613 Long LON CORP US N 3 2025-08-20 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8692.26000000 PA USD 9168.96000000 0.000468761292 Long LON CORP US N 3 2027-05-28 Fixed 20.99000000 N N N N N N Block, Inc. N/A N/A 590.75000000 PA USD 20.31000000 0.000001038344 Long LON CORP US N 3 2025-08-16 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362GM40 2433.65000000 PA USD 2409.49000000 0.000123184706 Long ABS-MBS USGSE US N 2 2028-01-01 Variable 4.38500160 N N N N N N Freedom Financial Asset Management LLC N/A N/A 950.41000000 PA USD 963.84000000 0.000049276132 Long LON CORP US N 3 2025-08-22 Fixed 20.49000000 N N N N N N First Brands Group LLC N/A 31935HAF4 565911.00000000 PA USD 482439.13000000 0.024664606445 Long LON CORP US N 2 2028-03-30 Variable 13.05236000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 3126.79000000 PA USD 3151.61000000 0.000161125446 Long LON CORP US N 3 2027-02-01 Fixed 11.74000000 N N N N N N Block, Inc. N/A N/A 1658.58000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-04-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2719.90000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-14 None 0.00000000 N N N N N N Cross Mortgage Trust N/A 22757EAB4 1244000.00000000 PA USD 1253279.87000000 0.064073688964 Long ABS-MBS CORP US N 2 2070-05-25 Variable 5.88300120 N N N N N N Upstart Network, Inc. N/A N/A 2002.36000000 PA USD 1949.37000000 0.000099661161 Long LON CORP US N 3 2027-01-18 Fixed 8.80000000 N N N N N N Hilcorp Energy I LP N/A 431319AH5 342857.08000000 PA USD 338571.37000000 0.017309395269 Long LON CORP US N 2 2030-02-06 Variable 6.32092000 N N N N N N OBX Trust 2549001QDCO9VU0HH514 67118KAA1 1721343.33700000 PA USD 1733877.30000000 0.088644138856 Long ABS-MBS CORP US N 2 2063-12-25 Fixed 6.12900000 N N N N N N Upstart Network, Inc. N/A N/A 6336.23000000 PA USD 6244.14000000 0.000319230439 Long LON CORP US N 3 2027-09-14 Fixed 20.97000000 N N N N N N Block, Inc. N/A N/A 916.37000000 PA USD 786.25999999 0.000040197389 Long LON CORP US N 3 2026-01-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1790.65000000 PA USD 1467.85000000 0.000075043545 Long LON CORP US N 3 2026-03-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2051.59000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 930.47999999 PA USD 0.04999999 0.000000002556 Long LON CORP US N 3 2034-01-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1009.57000000 PA USD 4.85999999 0.000000248466 Long LON CORP US N 3 2034-11-05 None 0.00000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431AS8 850000.00000000 PA USD 863992.29000000 0.044171437347 Long DBT CORP US N 2 2029-06-01 Fixed 5.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WTD1 10498.55000000 PA USD 10617.19000000 0.000542801768 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.81099840 N N N N N N Block, Inc. N/A N/A 257.77000000 PA USD 254.65000000 0.000013018931 Long LON CORP US N 3 2025-10-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1717.35000000 PA USD 1687.14000000 0.000086254703 Long LON CORP US N 3 2026-03-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1245.04000000 PA USD 1217.90000000 0.000062264900 Long LON CORP US N 3 2026-03-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 829.99000000 PA USD 465.46000000 0.000023796551 Long LON CORP US N 3 2025-12-07 None 0.00000000 N N N N N N Texas State University System N/A 88278PZC1 4825000.00000000 PA USD 4760911.46000000 0.243400670015 Long DBT MUN US N 2 2026-03-15 Fixed 2.35100000 N N N N N N Upstart Network, Inc. N/A N/A 4084.27000000 PA USD 3993.65000000 0.000204174577 Long LON CORP US N 3 2027-02-11 Fixed 13.10000000 N N N N N N Block, Inc. N/A N/A 3991.40999999 PA USD 3908.80000000 0.000199836637 Long LON CORP US N 3 2026-03-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1788.33000000 PA USD 1751.46000000 0.000089543050 Long LON CORP US N 3 2027-02-16 Fixed 26.19000000 N N N N N N Block, Inc. N/A N/A 9462.21999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-12-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3055.81000000 PA USD 3010.99000000 0.000153936276 Long LON CORP US N 3 2027-04-14 Fixed 25.49000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61775UAA6 2338652.11700000 PA USD 2357599.88000000 0.120531834133 Long ABS-MBS CORP US N 2 2068-12-25 Fixed 6.15200040 N N N N N N Block, Inc. N/A N/A 17352.05000000 PA USD 16764.45000000 0.000857079237 Long LON CORP US N 3 2026-03-16 None 0.00000000 N N N N N N Teva Pharmaceutical Finance Netherlands III BV 5493004T21MOAFINJP35 88167AAP6 2800000.00000000 PA USD 2750365.52000000 0.140611900889 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N N/A N/A N/A 4100000.00000000 PA USD 33188.83000000 0.001696772461 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 42-V1 2I65BRAB2 Y Payout of notional amount upon default event with regard to the reference instrument 2029-06-20 169961.80000000 USD 0.00000000 USD 4100000.00000000 USD 33188.83000000 N N N Thornburg Mortgage Securities Trust N/A 885220FS7 199466.45100000 PA USD 183052.88000000 0.009358542794 Long ABS-MBS CORP US N 2 2034-09-25 Floating 5.18109120 N N N N N N LendingClub Corp. - LCX PM N/A N/A 7901.75000000 PA USD 7712.79000000 0.000394314884 Long LON CORP US N 3 2027-04-18 Fixed 20.99000000 N N N N N N Block, Inc. N/A N/A 546.33999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-11-18 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4679.45000000 PA USD 4631.96000000 0.000236808051 Long LON CORP US N 3 2027-04-14 Fixed 18.88000000 N N N N N N Upstart Network, Inc. N/A N/A 11098.54000000 PA USD 10809.33000000 0.000552624888 Long LON CORP US N 3 2027-01-13 Fixed 10.64000000 N N N N N N Block, Inc. N/A N/A 2093.96000000 PA USD 1048.31000000 0.000053594644 Long LON CORP US N 3 2025-09-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 16210.16000000 PA USD 15331.06000000 0.000783797452 Long LON CORP US N 3 2026-01-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 607.96000000 PA USD 7.41999999 0.000000379346 Long LON CORP US N 3 2035-04-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3471.93000000 PA USD 77.95000000 0.000003985178 Long LON CORP US N 3 2035-02-19 None 0.00000000 N N N N N N K2016470219 South Africa Ltd. N/A N/A 60686.00000000 NS 860.12000000 0.000043973467 Long EC CORP ZA N 3 N N N Dave & Buster's, Inc. 549300JAVWTAY1FT5Z45 23833EAX2 701718.66590000 PA USD 653594.80000000 0.033414906699 Long LON CORP US N 2 2029-06-29 Variable 7.56250000 N N N N N N Block, Inc. N/A N/A 854.20999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-01-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 11327.53000000 PA USD 6979.26000000 0.000356813306 Long LON CORP US N 3 2028-02-14 Fixed 30.63000000 N N N N N N Upstart Network, Inc. N/A N/A 10137.02000000 PA USD 9871.33000000 0.000504669821 Long LON CORP US N 3 2027-01-14 Fixed 9.68000000 N N N N N N Block, Inc. N/A N/A 1691.19000000 PA USD 1659.55000000 0.000084844170 Long LON CORP US N 3 2026-02-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 11072.21000000 PA USD 10655.24000000 0.000544747067 Long LON CORP US N 3 2026-03-11 None 0.00000000 N N N N N N OBX Trust N/A 67448XAD8 684671.75700000 PA USD 613466.31000000 0.031363345472 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.49999840 N N N N N N Block, Inc. N/A N/A 537.59999999 PA USD 399.80999999 0.000020440208 Long LON CORP US N 3 2035-05-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 22407.28000000 PA USD 21880.72000000 0.001118647543 Long LON CORP US N 3 2027-02-10 Fixed 14.79000000 N N N N N N Upstart Network, Inc. N/A N/A 532.41000000 PA USD 521.81000000 0.000026677434 Long LON CORP US N 3 2026-11-15 Fixed 21.59000000 N N N N N N Block, Inc. N/A N/A 3875.48000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-22 None 0.00000000 N N N N N N LendingClub Corp. - LCX N/A N/A 1961.00999999 PA USD 1973.74000000 0.000100907072 Long LON CORP US N 3 2035-05-21 Fixed 20.55000000 N N N N N N Block, Inc. N/A N/A 4532.80000000 PA USD 2832.25000000 0.000144798228 Long LON CORP US N 3 2025-08-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4098.32000000 PA USD 4013.65000000 0.000205197073 Long LON CORP US N 3 2027-02-11 Fixed 20.93000000 N N N N N N Upstart Network, Inc. N/A N/A 3938.40000000 PA USD 3863.01000000 0.000197495632 Long LON CORP US N 3 2027-02-14 Fixed 26.17000000 N N N N N N Block, Inc. N/A N/A 30288.96000000 PA USD 0.75000000 0.000000038343 Long LON CORP US N 3 2033-04-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 641.02999999 PA USD 576.77000000 0.000029487253 Long LON CORP US N 3 2025-06-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 12709.67000000 PA USD 3816.38000000 0.000195111683 Long LON CORP US N 3 2026-03-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5951.05999999 PA USD 6.42000000 0.000000328221 Long LON CORP US N 3 2034-08-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4617.75000000 PA USD 4550.52000000 0.000232644447 Long LON CORP US N 3 2027-04-14 Fixed 26.02000000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AH3 2000000.00000000 PA USD 2008330.00000000 0.102675479626 Long DBT CORP US N 2 2029-05-15 Fixed 6.62500000 N N N N N N Block, Inc. N/A N/A 10173.68000000 PA USD 233.76999999 0.000011951445 Long LON CORP US N 3 2035-05-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4641.11000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-12-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4807.50000000 PA USD 76.75999999 0.000003924340 Long LON CORP US N 3 2025-06-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2655.10000000 PA USD 2476.66000000 0.000126618759 Long LON CORP US N 3 2026-03-21 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8002.94000000 PA USD 8127.17000000 0.000415499981 Long LON CORP US N 3 2027-02-19 Fixed 11.24000000 N N N N N N Upstart Network, Inc. N/A N/A 181.93000000 PA USD 179.21000000 0.000009162076 Long LON CORP US N 3 2026-12-21 Fixed 25.23000000 N N N N N N Block, Inc. N/A N/A 485.78999999 PA USD 0.23999999 0.000000012269 Long LON CORP US N 3 2032-05-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 21889.98000000 PA USD 2972.15999999 0.000151951100 Long LON CORP US N 3 2035-02-28 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4713.79000000 PA USD 4657.89000000 0.000238133717 Long LON CORP US N 3 2027-01-14 Fixed 21.05000000 N N N N N N Upstart Network, Inc. N/A N/A 672.71000000 PA USD 660.98000000 0.000033792473 Long LON CORP US N 3 2026-11-15 Fixed 30.80000000 N N N N N N Upstart Network, Inc. N/A N/A 2979.73000000 PA USD 2929.78000000 0.000149784431 Long LON CORP US N 3 2026-09-15 Fixed 26.69000000 N N N N N N Block, Inc. N/A N/A 671.89000000 PA USD 651.71000000 0.000033318546 Long LON CORP US N 3 2026-03-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 13508.93000000 PA USD 12788.69000000 0.000653819282 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3405.34999999 PA USD 0.17999999 0.000000009202 Long LON CORP US N 3 2033-03-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 277.76000000 PA USD 272.94000000 0.000013954004 Long LON CORP US N 3 2025-10-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1154.55000000 PA USD 82.77000000 0.000004231600 Long LON CORP US N 3 2035-01-13 Fixed 26.88000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 18417.62000000 PA USD 19160.51000000 0.000979577337 Long LON CORP US N 3 2027-05-20 Fixed 18.74000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GM42 5055.66000000 PA USD 5225.71000000 0.000267163404 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.66500040 N N N N N N Block, Inc. N/A N/A 4791.68000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-07-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5067.99999999 PA USD 4922.10000000 0.000251641402 Long LON CORP US N 3 2026-03-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6855.63000000 PA USD 46.85999999 0.000002395708 Long LON CORP US N 3 2034-10-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 8735.63000000 PA USD 6391.89000000 0.000326784129 Long LON CORP US N 3 2025-07-03 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8873.79000000 PA USD 9201.77000000 0.000470438696 Long LON CORP US N 3 2027-02-19 Fixed 18.99000000 N N N N N N Block, Inc. N/A N/A 222.31999999 PA USD 220.42999999 0.000011269440 Long LON CORP US N 3 2025-12-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4842.39000000 PA USD 490.75999999 0.000025090009 Long LON CORP US N 3 2034-09-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 731.82000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-08-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2045.39000000 PA USD 1688.07000000 0.000086302249 Long LON CORP US N 3 2026-02-06 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4484.44000000 PA USD 4426.20000000 0.000226288611 Long LON CORP US N 3 2027-01-13 Fixed 17.09000000 N N N N N N Upstart Network, Inc. N/A N/A 3087.89000000 PA USD 2989.18000000 0.000152821244 Long LON CORP US N 3 2027-04-14 Fixed 6.80000000 N N N N N N Block, Inc. N/A N/A 518.02000000 PA USD 476.46000000 0.000024358924 Long LON CORP US N 3 2026-02-26 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DT86 6905.96000000 PA USD 7063.49000000 0.000361119548 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.54500160 N N N N N N Upstart Network, Inc. N/A N/A 12917.45000000 PA USD 12668.91000000 0.000647695553 Long LON CORP US N 3 2027-07-11 Fixed 23.94000000 N N N N N N Block, Inc. N/A N/A 701.85000000 PA USD 101.44000000 0.000005186100 Long LON CORP US N 3 2025-06-10 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3000.78000000 PA USD 2960.41000000 0.000151350383 Long LON CORP US N 3 2027-04-14 Fixed 32.24000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403GC42 4025.34000000 PA USD 4109.75000000 0.000210110167 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 7.32999960 N N N N N N Upstart Network, Inc. N/A N/A 3240.08000000 PA USD 417.61000000 0.000021350229 Long LON CORP US N 3 2027-06-14 Fixed 8.83000000 N N N N N N Upstart Network, Inc. N/A N/A 8008.29000000 PA USD 7856.37000000 0.000401655384 Long LON CORP US N 3 2027-02-11 Fixed 28.85000000 N N N N N N Connecticut Avenue Securities Trust N/A 20755CAA6 6843076.63500000 PA USD 6856729.26000000 0.350548946356 Long ABS-MBS CORP US N 2 2043-10-25 Floating 5.85369000 N N N N N N Upstart Network, Inc. N/A N/A 4238.17000000 PA USD 4173.58000000 0.000213373463 Long LON CORP US N 3 2027-07-14 Fixed 22.60000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61690AAG9 1082000.00000000 PA USD 1071358.53000000 0.054772995931 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 4.06800000 N N N N N N Block, Inc. N/A N/A 546.98000000 PA USD 540.36000000 0.000027625799 Long LON CORP US N 3 2026-01-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 82.39000000 PA USD 72.37000000 0.000003699902 Long LON CORP US N 3 2025-06-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1238.20000000 PA USD 1197.23000000 0.000061208150 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N New York Mortgage Trust N/A 649603AH0 29358.68600000 PA USD 28655.31000000 0.001464997135 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.11608960 N N N N N N Block, Inc. N/A N/A 1647.63000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 458.37000000 PA USD 9.47000000 0.000000484151 Long LON CORP US N 3 2035-03-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 548.82000000 PA USD 1.63000000 0.000000083333 Long LON CORP US N 3 2034-10-16 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405BD99 19820.24000000 PA USD 20510.78000000 0.001048609627 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.97100040 N N N N N N Block, Inc. N/A N/A 1296.24000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-12-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2794.90000000 PA USD 2735.09000000 0.000139830942 Long LON CORP US N 3 2027-02-14 Fixed 19.80000000 N N N N N N Block, Inc. N/A N/A 902.66000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-11 None 0.00000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175AY0 1844000.00000000 PA USD 1841653.53000000 0.094154177599 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N Upstart Network, Inc. N/A N/A 782.32000000 PA USD 768.34000000 0.000039281232 Long LON CORP US N 3 2027-01-18 Fixed 24.15000000 N N N N N N Edwards Lifesciences Corp. YA13X31F3V31L8TMPR58 28176EAD0 300000.00000000 PA USD 297874.64000000 0.015228782884 Long DBT CORP US N 2 2028-06-15 Fixed 4.30000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 5900000.00000000 PA USD 5277024.02000000 0.269786824003 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N Upstart Network, Inc. N/A N/A 11383.86000000 PA USD 10953.75000000 0.000560008332 Long LON CORP US N 3 2027-11-13 Fixed 5.91000000 N N N N N N Tecta America Corp. N/A 87876GAM4 214285.62000000 PA USD 212723.48000000 0.010875446433 Long LON CORP US N 2 2032-02-18 Variable 7.32162000 N N N N N N Upstart Network, Inc. N/A N/A 1787.87000000 PA USD 1764.99000000 0.000090234769 Long LON CORP US N 3 2027-01-14 Fixed 16.81000000 N N N N N N Upstart Network, Inc. N/A N/A 3868.73000000 PA USD 3812.53000000 0.000194914852 Long LON CORP US N 3 2027-02-11 Fixed 15.41000000 N N N N N N Block, Inc. N/A N/A 204.42000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-04-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 873.48000000 PA USD 165.75000000 0.000008473936 Long LON CORP US N 3 2026-01-17 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10239.92000000 PA USD 10440.73000000 0.000533780285 Long LON CORP US N 3 2027-07-29 Fixed 11.74000000 N N N N N N Block, Inc. N/A N/A 4381.86000000 PA USD 73.67999999 0.000003766875 Long LON CORP US N 3 2025-06-06 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6700.71000000 PA USD 6818.27000000 0.000348582724 Long LON CORP US N 3 2027-07-08 Fixed 13.74000000 N N N N N N Block, Inc. N/A N/A 5537.62999999 PA USD 5390.74000000 0.000275600531 Long LON CORP US N 3 2026-03-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 365.29000000 PA USD 308.29000000 0.000015761266 Long LON CORP US N 3 2025-09-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 40081.85000000 PA USD 0.21000000 0.000000010736 Long LON CORP US N 3 2033-05-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 609.26000000 PA USD 600.21000000 0.000030685619 Long LON CORP US N 3 2027-04-14 Fixed 25.09000000 N N N N N N Prosper Funding LLC N/A N/A 1404.07000000 PA USD 1393.10000000 0.000071221965 Long LON CORP US N 3 2026-11-10 Fixed 10.90000000 N N N N N N Upstart Network, Inc. N/A N/A 23695.10000000 PA USD 23312.33000000 0.001191838325 Long LON CORP US N 3 2026-12-21 Fixed 24.70000000 N N N N N N Block, Inc. N/A N/A 2154.66000000 PA USD 0.13000000 0.000000006646 Long LON CORP US N 3 2032-06-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 412.48000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 269.37000000 PA USD 254.98999999 0.000013036314 Long LON CORP US N 3 2026-01-31 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4493.02000000 PA USD 4433.28000000 0.000226650575 Long LON CORP US N 3 2027-01-14 Fixed 16.52000000 N N N N N N Block, Inc. N/A N/A 639.86000000 PA USD 0.01999999 0.000000001022 Long LON CORP US N 3 2033-07-24 None 0.00000000 N N N N N N LendingClub Corp. N/A N/A 8102.55000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-09 Fixed 20.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1506.50000000 PA USD 1473.76000000 0.000075345692 Long LON CORP US N 3 2027-02-10 Fixed 22.90000000 N N N N N N EMRLD Borrower LP 5493000GJYE7GAQCUC61 26872NAD1 103032.54850000 PA USD 101981.10000000 0.005213763851 Long LON CORP US N 2 2031-08-04 Variable 6.79917000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 717.99000000 PA USD 715.95999999 0.000036603315 Long LON CORP US N 3 2027-02-05 Fixed 17.99000000 N N N N N N Block, Inc. N/A N/A 3207.80000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-03-20 None 0.00000000 N N N N N N Verus Securitization Trust 2138005NRONUFED1TZ38 92540MAA3 2739903.99800000 PA USD 2767596.48000000 0.141492830359 Long ABS-MBS CORP US N 2 2069-04-25 Fixed 6.33800160 N N N N N N Block, Inc. N/A N/A 3419.70000000 PA USD 3339.01000000 0.000170706235 Long LON CORP US N 3 2026-03-10 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1361.21000000 PA USD 1388.07000000 0.000070964808 Long LON CORP US N 3 2025-07-24 Fixed 23.49000000 N N N N N N Upstart Network, Inc. N/A N/A 7106.46000000 PA USD 453.14000000 0.000023166694 Long LON CORP US N 3 2027-01-18 Fixed 9.42000000 N N N N N N Block, Inc. N/A N/A 951.08999999 PA USD 912.45000000 0.000046648828 Long LON CORP US N 3 2025-11-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 13.86999999 PA USD 13.87000000 0.000000709101 Long LON CORP US N 3 2025-12-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1304.80000000 PA USD 1281.79000000 0.000065531263 Long LON CORP US N 3 2026-03-16 None 0.00000000 N N N N N N Haleon US Capital LLC 549300N8C3A3L0UVQB07 36264FAK7 7700000.00000000 PA USD 7584265.61000000 0.387744100381 Long DBT CORP US N 2 2027-03-24 Fixed 3.37500000 N N N N N N Block, Inc. N/A N/A 4449.07000000 PA USD 3371.46000000 0.000172365235 Long LON CORP US N 3 2025-08-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2177.95000000 PA USD 2131.93000000 0.000108994505 Long LON CORP US N 3 2026-12-21 Fixed 13.70000000 N N N N N N Block, Inc. N/A N/A 708.81000000 PA USD 2.72000000 0.000000139059 Long LON CORP US N 3 2034-08-23 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 19159.24000000 PA USD 18961.63000000 0.000969409636 Long LON CORP US N 3 2026-11-22 Fixed 18.61000000 N N N N N N Block, Inc. N/A N/A 8192.82000000 PA USD 7239.49000000 0.000370117514 Long LON CORP US N 3 2025-10-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 160.58000000 PA USD 149.97000000 0.000007667187 Long LON CORP US N 3 2025-11-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 508.16000000 PA USD 500.81000000 0.000025603813 Long LON CORP US N 3 2026-02-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 9363.04000000 PA USD 6242.32000000 0.000319137392 Long LON CORP US N 3 2026-11-22 Fixed 17.31000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409D4M2 5506.33000000 PA USD 5721.77000000 0.000292524375 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 7.05300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419CAG8 13034.28000000 PA USD 12969.56000000 0.000663066225 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 3.50000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1539.83000000 PA USD 1556.50000000 0.000079575758 Long LON CORP US N 3 2025-06-30 Fixed 18.74000000 N N N N N N Block, Inc. N/A N/A 2944.08000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-03-08 None 0.00000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61777BBQ0 2616311.42000000 PA USD 2587528.33000000 0.132286881303 Long ABS-MBS CORP US N 2 2054-09-25 Floating 5.70368880 N N N N N N Block, Inc. N/A N/A 754.83000000 PA USD 0.02999999 0.000000001533 Long LON CORP US N 3 2034-02-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 763.92000000 PA USD 52.51999999 0.000002685074 Long LON CORP US N 3 2025-11-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4325.65000000 PA USD 3479.54000000 0.000177890803 Long LON CORP US N 3 2025-12-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3326.31000000 PA USD 0.11000000 0.000000005623 Long LON CORP US N 3 2033-04-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3398.69000000 PA USD 3318.93000000 0.000169679649 Long LON CORP US N 3 2026-02-19 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 5344.62000000 PA USD 5443.67000000 0.000278306567 Long LON CORP US N 3 2027-02-16 Fixed 21.18000000 N N N N N N Block, Inc. N/A N/A 1100.58000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2072.91000000 PA USD 7.02999999 0.000000359407 Long LON CORP US N 3 2034-10-21 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YPX3 7295.01000000 PA USD 7385.98000000 0.000377606787 Long ABS-MBS USGSE US N 2 2044-09-01 Variable 5.77400040 N N N N N N Block, Inc. N/A N/A 3388.95000000 PA USD 0.30999999 0.000000015848 Long LON CORP US N 3 2034-02-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4813.59000000 PA USD 4727.96000000 0.000241716033 Long LON CORP US N 3 2026-03-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4440.35000000 PA USD 0.08000000 0.000000004089 Long LON CORP US N 3 2034-05-12 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4803.59000000 PA USD 4705.46000000 0.000240565724 Long LON CORP US N 3 2027-02-14 Fixed 21.82000000 N N N N N N Block, Inc. N/A N/A 5782.95000000 PA USD 4438.43000000 0.000226913868 Long LON CORP US N 3 2025-06-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2336.18000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-12-01 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 801.57000000 PA USD 786.71000000 0.000040220395 Long LON CORP US N 3 2027-01-13 Fixed 26.25000000 N N N N N N Block, Inc. N/A N/A 182.08000000 PA USD 19.10999999 0.000000976995 Long LON CORP US N 3 2034-11-04 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7035.27000000 PA USD 7371.53000000 0.000376868033 Long LON CORP US N 3 2027-06-19 Fixed 20.49000000 N N N N N N Prosper Funding LLC N/A N/A 8240.73000000 PA USD 8156.22000000 0.000416985157 Long LON CORP US N 3 2027-01-20 Fixed 15.18000000 N N N N N N Block, Inc. N/A N/A 8731.37000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-05-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5157.34000000 PA USD 5042.53999999 0.000257798874 Long LON CORP US N 3 2026-02-17 None 0.00000000 N N N N N N CSAIL 549300D5DIOOMKWXVZ20 12634NAX6 1221000.00000000 PA USD 1214295.12000000 0.062080601222 Long ABS-MBS CORP US N 2 2057-06-15 Variable 3.84900120 N N N N N N Upstart Network, Inc. N/A N/A 4358.42000000 PA USD 4203.85000000 0.000214921011 Long LON CORP US N 3 2027-02-14 Fixed 5.10000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10963.28000000 PA USD 11160.73000000 0.000570590144 Long LON CORP US N 3 2026-12-15 Fixed 16.49000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 14766.21000000 PA USD 15033.16000000 0.000768567373 Long LON CORP US N 3 2027-05-17 Fixed 13.59000000 N N N N N N Block, Inc. N/A N/A 3319.24000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-08-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5274.22000000 PA USD 4311.54000000 0.000220426641 Long LON CORP US N 3 2026-01-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4256.60000000 PA USD 0.26999999 0.000000013803 Long LON CORP US N 3 2034-05-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1380.55000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-12-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1623.74000000 PA USD 1490.10000000 0.000076181071 Long LON CORP US N 3 2026-03-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9112.81000000 PA USD 0.44999999 0.000000023006 Long LON CORP US N 3 2033-08-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1224.00000000 PA USD 1191.50000000 0.000060915205 Long LON CORP US N 3 2026-03-17 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11402.61000000 PA USD 11790.79000000 0.000602801839 Long LON CORP US N 3 2026-06-19 Fixed 17.24000000 N N N N N N Block, Inc. N/A N/A 413.93999999 PA USD 387.39999999 0.000019805749 Long LON CORP US N 3 2025-09-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 488.14000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2124.47000000 PA USD 2071.24000000 0.000105891741 Long LON CORP US N 3 2027-01-13 Fixed 8.01000000 N N N N N N OBX Trust 254900LSNFNEGAD7J679 67118TAA2 1110230.23100000 PA USD 1117569.30000000 0.057135512536 Long ABS-MBS CORP US N 2 2064-01-25 Fixed 6.06700080 N N N N N N Block, Inc. N/A N/A 304.09000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-03-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 29480.83000000 PA USD 21925.03000000 0.001120912883 Long LON CORP US N 3 2025-11-29 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3823.10000000 PA USD 3759.67000000 0.000192212395 Long LON CORP US N 3 2027-04-14 Fixed 21.44000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411FVW1 8819.43000000 PA USD 8942.36000000 0.000457176411 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 7.37499960 N N N N N N Block, Inc. N/A N/A 979.78000000 PA USD 814.65000000 0.000041648822 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 38780.37000000 PA USD 26886.66000000 0.001374575249 Long LON CORP US N 3 2026-01-02 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 16459.40000000 PA USD 16881.80000000 0.000863078733 Long LON CORP US N 3 2027-08-27 Fixed 16.74000000 N N N N N N Kedrion SpA 81560047FA58E1BEDF67 49272YAB9 700000.00000000 PA USD 671565.85000000 0.034333673126 Long DBT CORP IT N 2 2029-09-01 Fixed 6.50000000 N N N N N N Block, Inc. N/A N/A 1255.97000000 PA USD 0.01999999 0.000000001022 Long LON CORP US N 3 2032-08-01 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1449.22000000 PA USD 1427.85000000 0.000072998552 Long LON CORP US N 3 2027-04-14 Fixed 25.41000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DMB2 27495.90000000 PA USD 28337.76000000 0.001448762454 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.92200080 N N N N N N Freedom Financial Asset Management LLC N/A N/A 19137.08000000 PA USD 19437.11000000 0.000993718458 Long LON CORP US N 3 2027-06-03 Fixed 9.34000000 N N N N N N N/A N/A N/A -245.00000000 NC USD -425269.77000000 -0.02174183406 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Notes 2025-06-18 -27493593.75000000 USD -425269.77000000 N N N BNP Paribas Securities Corp. 2J5703FH5U5M97R1I237 N/A 47862410.66759879 PA USD 47862410.66759879 2.446956412220 Long RA CORP US N 2 Repurchase Y 4.35388199 2025-05-01 47691452.68213750 USD 48881118.59079690 USD UST N N N Wand NewCo 3, Inc. 549300Y3VZEWMSQW8494 93369PAM6 741034.94430000 PA USD 731979.50000000 0.037422309201 Long LON CORP US N 2 2031-01-30 Variable 6.82162000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3J0 2550000.00000000 PA USD 2601873.07000000 0.133020253339 Long DBT CORP US N 2 2030-01-23 Fixed 5.19800000 N N N N N N Block, Inc. N/A N/A 3341.35000000 PA USD 3.95000000 0.000000201942 Long LON CORP US N 3 2034-06-13 None 0.00000000 N N N N N N Voya CLO Ltd. N/A 92917JAC1 2500000.00000000 PA USD 2494537.74000000 0.127532755523 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.76771120 N N N N N N Freedom Financial Asset Management LLC N/A N/A 17119.27000000 PA USD 17808.74000000 0.000910468359 Long LON CORP US N 3 2027-08-28 Fixed 20.99000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 3264.54000000 PA USD 3263.04000000 0.000166822283 Long LON CORP US N 3 2035-04-13 Fixed 5.00000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397E74 3400000.00000000 PA USD 3385763.08000000 0.173096477241 Long DBT CORP US N 2 2027-05-17 Fixed 5.85000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 16017.59000000 PA USD 16230.22000000 0.000829766832 Long LON CORP US N 3 2027-01-06 Fixed 8.99000000 N N N N N N Upstart Network, Inc. N/A N/A 1109.82000000 PA USD 1090.66000000 0.000055759779 Long LON CORP US N 3 2027-01-13 Fixed 30.57000000 N N N N N N Upstart Network, Inc. N/A N/A 854.22000000 PA USD 34.25000000 0.000001751024 Long LON CORP US N 3 2035-05-21 Fixed 16.18000000 N N N N N N Upstart Network, Inc. N/A N/A 1439.74000000 PA USD 1402.60000000 0.000071707651 Long LON CORP US N 3 2026-11-15 Fixed 8.56000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7396.22000000 PA USD 7653.46000000 0.000391281650 Long LON CORP US N 3 2026-12-16 Fixed 18.99000000 N N N N N N Upstart Network, Inc. N/A N/A 2545.29000000 PA USD 2507.70000000 0.000128205673 Long LON CORP US N 3 2027-04-14 Fixed 25.47000000 N N N N N N Golden State Tobacco Securitization Corp. N/A 38122ND82 4705000.00000000 PA USD 4294917.85000000 0.219576837573 Long DBT MUN US N 2 2050-06-01 Fixed 3.85000000 N N N N N N Block, Inc. N/A N/A 611.18999999 PA USD 590.15000000 0.000030171303 Long LON CORP US N 3 2026-02-18 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401HGE6 2010.70000000 PA USD 2052.55000000 0.000104936218 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 7.71500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402VRV4 14175.30000000 PA USD 14433.34000000 0.000737901693 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 7.10899920 N N N N N N Upstart Network, Inc. N/A N/A 16578.56000000 PA USD 16170.79000000 0.000826728485 Long LON CORP US N 3 2026-09-15 Fixed 9.30000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5516.16999999 PA USD 5800.04000000 0.000296525913 Long LON CORP US N 3 2027-06-25 Fixed 20.99000000 N N N N N N Upstart Network, Inc. N/A N/A 431.66999999 PA USD 31.13999999 0.000001592026 Long LON CORP US N 3 2026-12-21 Fixed 16.91000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8865.84000000 PA USD 9011.70000000 0.000460721405 Long LON CORP US N 3 2027-03-20 Fixed 10.99000000 N N N N N N Organon & Co. N/A 68621XAG8 663484.34050000 PA USD 636944.97000000 0.032563687387 Long LON CORP US N 2 2031-05-19 Variable 6.56994000 N N N N N N Upstart Network, Inc. N/A N/A 2392.56000000 PA USD 2342.36000000 0.000119752698 Long LON CORP US N 3 2026-11-15 Fixed 15.55000000 N N N N N N Honda Auto Receivables Owner Trust N/A 437918AB1 2478190.18000000 PA USD 2480569.99000000 0.126818657028 Long ABS-O CORP US N 2 2026-09-15 Fixed 5.36000000 N N N N N N Upstart Network, Inc. N/A N/A 221.99000000 PA USD 218.78000000 0.000011185084 Long LON CORP US N 3 2027-01-13 Fixed 8.96000000 N N N N N N Upstart Network, Inc. N/A N/A 2160.13000000 PA USD 567.45999999 0.000029011281 Long LON CORP US N 3 2026-10-20 Fixed 17.06000000 N N N N N N Block, Inc. N/A N/A 344.25000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-11-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1041.70000000 PA USD 0.63999999 0.000000032719 Long LON CORP US N 3 2034-06-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 100.65000000 PA USD 52.83000000 0.000002700923 Long LON CORP US N 3 2025-06-25 None 0.00000000 N N N N N N Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. N/A 599191AA1 2655000.00000000 PA USD 2665484.60000000 0.136272380406 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N Block, Inc. N/A N/A 6477.80000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-10-19 None 0.00000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BY3 3335000.00000000 PA USD 3369419.77000000 0.172260928705 Long DBT CORP US N 2 2028-04-01 Fixed 4.90700000 N N N N N N Block, Inc. N/A N/A 2834.73000000 PA USD 2170.97000000 0.000110990417 Long LON CORP US N 3 2026-02-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 387.26000000 PA USD 382.53000000 0.000019556771 Long LON CORP US N 3 2026-01-31 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 223.26000000 PA USD 219.40000000 0.000011216782 Long LON CORP US N 3 2026-11-15 Fixed 11.81000000 N N N N N N Upstart Network, Inc. N/A N/A 1360.53000000 PA USD 856.83000000 0.000043805266 Long LON CORP US N 3 2026-12-22 Fixed 6.71000000 N N N N N N Block, Inc. N/A N/A 2142.84000000 PA USD 0.13000000 0.000000006646 Long LON CORP US N 3 2034-03-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2832.19000000 PA USD 2150.67000000 0.000109952584 Long LON CORP US N 3 2025-11-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1338.03000000 PA USD 0.10000000 0.000000005112 Long LON CORP US N 3 2033-05-23 None 0.00000000 N N N N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 86880NBB8 31922.55000000 PA USD 31872.75000000 0.001629488128 Long LON CORP US N 2 2030-12-19 Variable 7.07006000 N N N N N N Block, Inc. N/A N/A 251.65000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-04-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7531.78000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-11-27 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 8603.68000000 PA USD 8299.71000000 0.000424321055 Long LON CORP US N 3 2027-02-10 Fixed 4.81000000 N N N N N N Upstart Network, Inc. N/A N/A 6304.00000000 PA USD 6201.90000000 0.000317070928 Long LON CORP US N 3 2026-11-22 Fixed 19.54000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 12239.56000000 PA USD 12413.95000000 0.000634660773 Long LON CORP US N 3 2026-08-14 Fixed 9.24000000 N N N N N N Upstart Network, Inc. N/A N/A 540.04000000 PA USD 530.09000000 0.000027100747 Long LON CORP US N 3 2027-02-11 Fixed 30.98000000 N N N N N N Upstart Network, Inc. N/A N/A 5105.37000000 PA USD 4992.32000000 0.000255231386 Long LON CORP US N 3 2027-12-11 Fixed 18.28000000 N N N N N N Upstart Network, Inc. N/A N/A 4649.13000000 PA USD 4551.25000000 0.000232681768 Long LON CORP US N 3 2027-04-14 Fixed 11.19000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAC5 2000000.00000000 PA USD 1973478.00000000 0.100893677922 Long DBT CORP US N 2 2027-09-15 Fixed 4.87500000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6162.65000000 PA USD 6296.01000000 0.000321882283 Long LON CORP US N 3 2027-09-17 Fixed 17.74000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1667.27000000 PA USD 1672.54000000 0.000085508281 Long LON CORP US N 3 2025-08-17 Fixed 8.99000000 N N N N N N Clarios Global LP N/A C8000CAP8 769940.86000000 PA USD 756147.37000000 0.038657886842 Long LON CORP US N 2 2032-01-28 Variable 7.07162000 N N N N N N Upstart Network, Inc. N/A N/A 3209.34000000 PA USD 3156.37000000 0.000161368800 Long LON CORP US N 3 2026-11-15 Fixed 31.92000000 N N N N N N Block, Inc. N/A N/A 2986.70000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-11-09 None 0.00000000 N N N N N N Calpine Construction Finance Co. LP N/A 13134NAH4 250000.00000000 PA USD 249582.50000000 0.012759856643 Long LON CORP US N 2 2030-07-19 Variable 6.32162000 N N N N N N Block, Inc. N/A N/A 2272.05000000 PA USD 716.55999999 0.000036633990 Long LON CORP US N 3 2034-11-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 136.36000000 PA USD 129.22999999 0.000006606858 Long LON CORP US N 3 2025-09-22 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 3640.96000000 PA USD 3692.28000000 0.000188767095 Long LON CORP US N 3 2026-05-22 Fixed 12.34000000 N N N N N N Block, Inc. N/A N/A 507.88000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-10-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 31.84999999 PA USD 0.42000000 0.000000021472 Long LON CORP US N 3 2035-03-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4472.54000000 PA USD 0.18999999 0.000000009713 Long LON CORP US N 3 2034-02-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 451.39999999 PA USD 446.64000000 0.000022834382 Long LON CORP US N 3 2026-02-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2058.89000000 PA USD 1545.92000000 0.000079034858 Long LON CORP US N 3 2025-10-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 649.40000000 PA USD 616.41000000 0.000031513841 Long LON CORP US N 3 2026-02-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 12132.14000000 PA USD 11922.46000000 0.000609533442 Long LON CORP US N 3 2027-02-11 Fixed 34.14000000 N N N N N N Upstart Network, Inc. N/A N/A 6311.93000000 PA USD 6201.23000000 0.000317036674 Long LON CORP US N 3 2027-01-18 Fixed 25.47000000 N N N N N N BRAVO Residential Funding Trust N/A 10569KAA5 1014484.21700000 PA USD 1023142.03000000 0.052307936771 Long ABS-MBS CORP US N 2 2064-02-25 Fixed 6.28499880 N N N N N N Block, Inc. N/A N/A 1213.80000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-05-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2517.48000000 PA USD 2301.22000000 0.000117649423 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 722.97000000 PA USD 675.79999999 0.000034550143 Long LON CORP US N 3 2025-12-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2858.41000000 PA USD 1753.46000000 0.000089645300 Long LON CORP US N 3 2026-03-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3626.89000000 PA USD 15.36000000 0.000000785277 Long LON CORP US N 3 2034-11-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1278.59000000 PA USD 28.05000000 0.000001434050 Long LON CORP US N 3 2025-07-04 None 0.00000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAA8 3400000.00000000 PA USD 3142172.56000000 0.160642959407 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N Block, Inc. N/A N/A 2899.68000000 PA USD 2833.48000000 0.000144861112 Long LON CORP US N 3 2025-12-11 None 0.00000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABH3 5300000.00000000 PA USD 5469384.93000000 0.279621238017 Long DBT CORP DK N 2 2030-03-01 Fixed 5.70500000 N N N N N N Block, Inc. N/A N/A 6099.30000000 PA USD 741.55000000 0.000037911599 Long LON CORP US N 3 2034-09-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 909.85000000 PA USD 764.53000000 0.000039086447 Long LON CORP US N 3 2025-08-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2731.90000000 PA USD 2381.15000000 0.000121735829 Long LON CORP US N 3 2025-11-17 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 4932.01000000 PA USD 4859.99000000 0.000248466041 Long LON CORP US N 3 2027-04-07 Fixed 14.68000000 N N N N N N Block, Inc. N/A N/A 392.74000000 PA USD 102.19000000 0.000005224443 Long LON CORP US N 3 2035-03-23 None 0.00000000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 58503UAF0 0.00120000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2028-10-23 Variable 6.57162000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 21673.92000000 PA USD 21957.50000000 0.001122572905 Long LON CORP US N 3 2027-02-03 Fixed 11.74000000 N N N N N N Block, Inc. N/A N/A 19253.85000000 PA USD 125.92000000 0.000006437635 Long LON CORP US N 3 2034-12-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9456.61999999 PA USD 9331.56999999 0.000477074696 Long LON CORP US N 3 2026-03-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3081.98000000 PA USD 16.42000000 0.000000839469 Long LON CORP US N 3 2034-08-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1793.90000000 PA USD 37.44000000 0.000001914112 Long LON CORP US N 3 2035-02-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1340.68000000 PA USD 1162.29000000 0.000059421849 Long LON CORP US N 3 2026-02-23 None 0.00000000 N N N N N N Star Holding LLC 254900BDGPE9N1WAKD59 85512FAC2 748120.30000000 PA USD 709405.07000000 0.036268195869 Long LON CORP US N 2 2031-07-18 Variable 8.82162000 N N N N N N American Airlines Pass-Through Trust N/A 023765AA8 31475.00000000 PA USD 29944.09000000 0.001530885762 Long ABS-O CORP US N 2 2028-06-15 Fixed 3.20000000 N N N N N N Block, Inc. N/A N/A 2364.49000000 PA USD 1105.89000000 0.000056538410 Long LON CORP US N 3 2035-03-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 11111.78000000 PA USD 11002.96000000 0.000562524184 Long LON CORP US N 3 2026-03-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 16670.59000000 PA USD 10479.29000000 0.000535751657 Long LON CORP US N 3 2026-02-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 455.29000000 PA USD 78.44999999 0.000004010740 Long LON CORP US N 3 2035-02-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 859.79000000 PA USD 802.40999999 0.000041023054 Long LON CORP US N 3 2026-01-18 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 20183.46000000 PA USD 4033.98999999 0.000206236952 Long LON CORP US N 3 2027-07-02 Fixed 18.99000000 N N N N N N Block, Inc. N/A N/A 665.14000000 PA USD 0.02000000 0.000000001022 Long LON CORP US N 3 2033-12-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4507.17000000 PA USD 0.13000000 0.000000006646 Long LON CORP US N 3 2034-03-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1021.68000000 PA USD 343.21000000 0.000017546544 Long LON CORP US N 3 2034-11-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 130.36000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-12-29 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CXP2 12.89000000 PA USD 12.94000000 0.000000661554 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 6.67500120 N N N N N N Block, Inc. N/A N/A 142.80000000 PA USD 116.72000000 0.000005967287 Long LON CORP US N 3 2025-10-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2953.48000000 PA USD 227.03000000 0.000011606864 Long LON CORP US N 3 2025-08-09 None 0.00000000 N N N N N N UGCard N/A N/A 0.07999999 PA USD 0.08000000 0.000000004089 Long LON CORP US N 3 2030-02-12 Fixed 29.49000000 N N N N N N Block, Inc. N/A N/A 3769.17000000 PA USD 0.21999999 0.000000011247 Long LON CORP US N 3 2032-12-20 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 5692.73000000 PA USD 5823.37000000 0.000297718655 Long LON CORP US N 3 2026-10-28 Fixed 18.78000000 N N N N N N Block, Inc. N/A N/A 5922.14000000 PA USD 5820.95999999 0.000297595444 Long LON CORP US N 3 2026-02-27 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 2567.44000000 PA USD 2585.93000000 0.000132205166 Long LON CORP US N 3 2025-07-21 Fixed 16.74000000 N N N N N N Block, Inc. N/A N/A 2585.36000000 PA USD 618.54000000 0.000031622736 Long LON CORP US N 3 2026-01-01 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1042.29000000 PA USD 1026.37000000 0.000052472966 Long LON CORP US N 3 2026-09-15 Fixed 32.01000000 N N N N N N Block, Inc. N/A N/A 2484.70000000 PA USD 2445.72000000 0.000125036958 Long LON CORP US N 3 2026-03-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5302.51000000 PA USD 5267.46000000 0.000269297865 Long LON CORP US N 3 2025-10-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6472.23000000 PA USD 470.35000000 0.000024046552 Long LON CORP US N 3 2027-06-13 Fixed 22.41000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402LPB2 8616.74000000 PA USD 8711.00000000 0.000445348176 Long ABS-MBS USGSE US N 2 2043-06-01 Variable 5.77299960 N N N N N N Block, Inc. N/A N/A 26250.62000000 PA USD 133.32000000 0.000006815959 Long LON CORP US N 3 2034-10-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 10186.36000000 PA USD 10060.28000000 0.000514329853 Long LON CORP US N 3 2026-03-15 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 949.43000000 PA USD 931.42000000 0.000047618665 Long LON CORP US N 3 2027-02-11 Fixed 29.25000000 N N N N N N Block, Inc. N/A N/A 5175.24000000 PA USD 47.39999999 0.000002423315 Long LON CORP US N 3 2034-11-26 None 0.00000000 N N N N N N GNC Holdings, Inc. N/A 36260UAB8 1663148.11190000 PA USD 1130940.72000000 0.057819123776 Long LON CORP US N 2 2026-10-07 Variable 10.42490000 N N Y N N N Upstart Network, Inc. N/A N/A 2191.47000000 PA USD 2156.79000000 0.000110265468 Long LON CORP US N 3 2026-10-20 Fixed 25.25000000 N N N N N N Block, Inc. N/A N/A 57.59000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2470.49000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-05-08 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 662.86000000 PA USD 654.29000000 0.000033450448 Long LON CORP US N 3 2026-12-22 Fixed 31.04000000 N N N N N N Alliant Holdings Intermediate LLC N/A 01881UAM7 748120.30000000 PA USD 743796.16000000 0.038026433639 Long LON CORP US N 2 2031-09-19 Variable 7.07340000 N N N N N N Block, Inc. N/A N/A 1081.43000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3584.15000000 PA USD 3499.57000000 0.000178914833 Long LON CORP US N 3 2027-02-10 Fixed 13.95000000 N N N N N N Prosper Funding LLC N/A N/A 19769.26000000 PA USD 10999.22000000 0.000562332977 Long LON CORP US N 3 2027-11-03 Fixed 13.80000000 N N N N N N Block, Inc. N/A N/A 3557.86000000 PA USD 3484.30000000 0.000178134158 Long LON CORP US N 3 2026-03-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4927.68000000 PA USD 4841.65000000 0.000247528412 Long LON CORP US N 3 2027-02-14 Fixed 31.49000000 N N N N N N Block, Inc. N/A N/A 697.58999999 PA USD 555.57000000 0.000028403407 Long LON CORP US N 3 2025-08-28 None 0.00000000 N N N N N N American Trailer World Corp. N/A 03028BAB3 413521.00000000 PA USD 326681.59000000 0.016701532585 Long LON CORP US N 2 2028-03-03 Variable 8.17162000 N N N N N N Block, Inc. N/A N/A 12026.36000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 13177.20000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-05-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4929.12000000 PA USD 4822.94000000 0.000246571867 Long LON CORP US N 3 2027-02-11 Fixed 21.70000000 N N N N N N Block, Inc. N/A N/A 6161.63000000 PA USD 6047.94000000 0.000309199753 Long LON CORP US N 3 2026-03-23 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5231.78000000 PA USD 5424.83000000 0.000277343375 Long LON CORP US N 3 2027-04-15 Fixed 18.49000000 N N N N N N Block, Inc. N/A N/A 2528.52000000 PA USD 0.09000000 0.000000004601 Long LON CORP US N 3 2033-06-10 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2773.73000000 PA USD 2701.00000000 0.000138088098 Long LON CORP US N 3 2026-12-21 Fixed 7.39000000 N N N N N N Block, Inc. N/A N/A 2036.07000000 PA USD 699.23000000 0.000035747997 Long LON CORP US N 3 2025-10-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 19141.48000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-11-04 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 14398.84000000 PA USD 14111.86000000 0.000721466090 Long LON CORP US N 3 2027-01-13 Fixed 22.53000000 N N N N N N Block, Inc. N/A N/A 1208.67000000 PA USD 1152.60000000 0.000058926450 Long LON CORP US N 3 2026-02-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2672.08000000 PA USD 1709.91000000 0.000087418815 Long LON CORP US N 3 2035-04-12 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5276.92000000 PA USD 5304.24000000 0.000271178235 Long LON CORP US N 3 2027-05-15 Fixed 11.74000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4255.71999999 PA USD 521.00999999 0.000026636534 Long LON CORP US N 3 2025-06-01 Fixed 14.49000000 N N N N N N Block, Inc. N/A N/A 18446.97000000 PA USD 43.09000000 0.000002202967 Long LON CORP US N 3 2034-10-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 8720.81000000 PA USD 8537.32000000 0.000436468820 Long LON CORP US N 3 2027-04-14 Fixed 12.19000000 N N N N N N Block, Inc. N/A N/A 14697.96000000 PA USD 1016.47999999 0.000051967341 Long LON CORP US N 3 2034-09-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 526.26000000 PA USD 231.29000000 0.000011824656 Long LON CORP US N 3 2034-12-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1012.16000000 PA USD 665.28000000 0.000034012310 Long LON CORP US N 3 2025-07-03 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1004.09000000 PA USD 986.01000000 0.000050409568 Long LON CORP US N 3 2027-01-14 Fixed 26.46000000 N N N N N N Block, Inc. N/A N/A 316.46000000 PA USD 0.02000000 0.000000001022 Long LON CORP US N 3 2032-08-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2990.47999999 PA USD 2957.54000000 0.000151203655 Long LON CORP US N 3 2025-12-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 8517.23000000 PA USD 8242.52000000 0.000421397227 Long LON CORP US N 3 2027-04-14 Fixed 6.84000000 N N N N N N Block, Inc. N/A N/A 3117.75000000 PA USD 3095.28000000 0.000158245586 Long LON CORP US N 3 2026-03-11 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZE3 105000000.00000000 PA USD 99257812.50000000 5.074536308809 Long DBT UST US N 2 2027-03-31 Fixed 0.62500000 N N N N N N Upstart Network, Inc. N/A N/A 1545.00000000 PA USD 1516.67000000 0.000077539457 Long LON CORP US N 3 2027-02-11 Fixed 30.92000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11002.09000000 PA USD 11255.27000000 0.000575423483 Long LON CORP US N 3 2027-06-19 Fixed 14.99000000 N N N N N N Prosper Funding LLC N/A N/A 5541.27000000 PA USD 4570.38000000 0.000233659786 Long LON CORP US N 3 2027-04-15 Fixed 14.38000000 N N N N N N Block, Inc. N/A N/A 1219.93000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-16 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1504.71000000 PA USD 1484.46000000 0.000075892728 Long LON CORP US N 3 2027-07-10 Fixed 31.08000000 N N N N N N Block, Inc. N/A N/A 35281.89000000 PA USD 99.90999999 0.000005107879 Long LON CORP US N 3 2034-08-24 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8952.67000000 PA USD 9170.82000000 0.000468856384 Long LON CORP US N 3 2027-08-15 Fixed 18.74000000 N N N N N N Block, Inc. N/A N/A 1646.90999999 PA USD 1371.16000000 0.000070100287 Long LON CORP US N 3 2025-10-01 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 7031.06000000 PA USD 6894.45000000 0.000352477411 Long LON CORP US N 3 2026-11-15 Fixed 22.10000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6405.19000000 PA USD 6566.75000000 0.000335723813 Long LON CORP US N 3 2027-05-27 Fixed 16.99000000 N N N N N N Upstart Network, Inc. N/A N/A 1006.53000000 PA USD 972.19000000 0.000049703024 Long LON CORP US N 3 2027-01-14 Fixed 6.49000000 N N N N N N Upstart Network, Inc. N/A N/A 457.12000000 PA USD 450.25000000 0.000023018943 Long LON CORP US N 3 2026-11-22 Fixed 25.27000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7099.53000000 PA USD 7198.83000000 0.000368038779 Long LON CORP US N 3 2027-07-21 Fixed 11.99000000 N N N N N N Upstart Network, Inc. N/A N/A 1858.39000000 PA USD 299.71000000 0.000015322615 Long LON CORP US N 3 2026-10-20 Fixed 30.94000000 N N N N N N N/A N/A N/A 8700000.00000000 PA USD -211801.32000000 -0.01082830118 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 43-V1 2I65BRAD3 Y Payout of notional amount upon default event with regard to the reference instrument 2029-12-20 597898.52000000 USD 0.00000000 USD 8700000.00000000 USD -211801.32000000 N N N Block, Inc. N/A N/A 1590.18000000 PA USD 439.19000000 0.000022453503 Long LON CORP US N 3 2025-12-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2208.09000000 PA USD 12.98999999 0.000000664111 Long LON CORP US N 3 2034-12-05 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GFX6 8618.19000000 PA USD 8837.07000000 0.000451793480 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 7.46200080 N N N N N N Block, Inc. N/A N/A 2194.67000000 PA USD 2169.76000000 0.000110928556 Long LON CORP US N 3 2025-12-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1206.42000000 PA USD 1174.64000000 0.000060053240 Long LON CORP US N 3 2027-01-14 Fixed 9.08000000 N N N N N N Upstart Network, Inc. N/A N/A 4236.08000000 PA USD 4141.92000000 0.000211754852 Long LON CORP US N 3 2027-01-14 Fixed 13.81000000 N N N N N N Block, Inc. N/A N/A 2330.35000000 PA USD 340.38000000 0.000017401861 Long LON CORP US N 3 2026-02-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 10071.97000000 PA USD 6554.74000000 0.000335109804 Long LON CORP US N 3 2026-01-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9217.90000000 PA USD 8583.67000000 0.000438838454 Long LON CORP US N 3 2025-12-15 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 11705.17000000 PA USD 11471.10000000 0.000586457750 Long LON CORP US N 3 2026-10-20 Fixed 12.47000000 N N N N N N Block, Inc. N/A N/A 1631.65000000 PA USD 1019.13000000 0.000052102822 Long LON CORP US N 3 2026-03-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 632.10000000 PA USD 2.61999999 0.000000133946 Long LON CORP US N 3 2034-10-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2746.72000000 PA USD 61.41000000 0.000003139574 Long LON CORP US N 3 2035-02-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 355.34000000 PA USD 0.07000000 0.000000003578 Long LON CORP US N 3 2032-03-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3020.04000000 PA USD 2034.65000000 0.000104021084 Long LON CORP US N 3 2027-02-11 Fixed 28.98000000 N N N N N N Upstart Network, Inc. N/A N/A 1451.78000000 PA USD 322.23000000 0.000016473945 Long LON CORP US N 3 2025-09-14 Fixed 15.61000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11902.81000000 PA USD 12014.62000000 0.000614245104 Long LON CORP US N 3 2026-02-10 Fixed 8.99000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10091.14000000 PA USD 10692.50000000 0.000546651977 Long LON CORP US N 3 2027-07-19 Fixed 23.99000000 N N N N N N Block, Inc. N/A N/A 1929.25000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-07-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3044.90000000 PA USD 98.34000000 0.000005027613 Long LON CORP US N 3 2035-04-27 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJR3 56800000.00000000 PA USD 57015218.61000000 2.914891933480 Long DBT UST US N 2 2028-12-31 Fixed 3.75000000 N N N N N N Block, Inc. N/A N/A 761.84000000 PA USD 141.99000000 0.000007259211 Long LON CORP US N 3 2026-02-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6881.76000000 PA USD 5966.83000000 0.000305053020 Long LON CORP US N 3 2026-02-19 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403UYK1 1098.20000000 PA USD 1113.77000000 0.000056941274 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.17500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402LGC0 5678.57000000 PA USD 5721.24000000 0.000292497279 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.16399920 N N N N N N Block, Inc. N/A N/A 504.33000000 PA USD 501.97999999 0.000025663629 Long LON CORP US N 3 2025-11-12 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XZZ5 20792.20000000 PA USD 21376.43000000 0.001092865815 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.97100040 N N N N N N Block, Inc. N/A N/A 9877.21000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-03-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 16204.96000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1223.43000000 PA USD 271.02000000 0.000013855844 Long LON CORP US N 3 2035-02-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 341.14999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-12-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1763.32000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-03-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2418.85000000 PA USD 15.14999999 0.000000774540 Long LON CORP US N 3 2034-09-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 353.86000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-03-01 None 0.00000000 N N N N N N FirstKey Homes Trust N/A 33767JAA0 3789428.31000000 PA USD 3720400.84000000 0.190204767467 Long ABS-O CORP US N 2 2037-10-19 Fixed 1.26600000 N N N N N N Block, Inc. N/A N/A 1074.05000000 PA USD 644.75999999 0.000032963229 Long LON CORP US N 3 2025-12-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 494.38000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-10-12 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 2376.73000000 PA USD 2338.35000000 0.000119547687 Long LON CORP US N 3 2027-04-06 Fixed 12.40000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 16950.64000000 PA USD 17487.02000000 0.000894020487 Long LON CORP US N 3 2026-07-10 Fixed 20.74000000 N N N N N N Banijay Entertainment SAS N/A F6456UAE3 138480.73520000 PA USD 137903.27000000 0.007050277787 Long LON CORP FR N 2 2028-03-01 Variable 7.06937000 N N N N N N Block, Inc. N/A N/A 2207.84000000 PA USD 2012.35000000 0.000102881001 Long LON CORP US N 3 2025-10-18 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6316.96000000 PA USD 6566.22000000 0.000335696717 Long LON CORP US N 3 2027-08-26 Fixed 22.49000000 N N N N N N Block, Inc. N/A N/A 1401.72000000 PA USD 1205.17000000 0.000061614081 Long LON CORP US N 3 2025-10-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 884.40000000 PA USD 0.07999999 0.000000004089 Long LON CORP US N 3 2033-11-19 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2590.93000000 PA USD 2506.67000000 0.000128153014 Long LON CORP US N 3 2027-04-14 Fixed 5.25000000 N N N N N N Upstart Network, Inc. N/A N/A 1147.46000000 PA USD 1117.66000000 0.000057140149 Long LON CORP US N 3 2026-12-21 Fixed 8.72000000 N N N N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448CAP9 5000000.00000000 PA USD 4856503.80000000 0.248287809757 Long DBT CORP US N 2 2027-02-15 Fixed 2.49300000 N N N N N N Block, Inc. N/A N/A 1735.00000000 PA USD 1442.33000000 0.000073738839 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409VAS2 160812.13000000 PA USD 165933.55000000 0.008483320386 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.79500000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676AY1 7805000.00000000 PA USD 7903154.20000000 0.404047217361 Long DBT CORP US N 2 2030-03-01 Fixed 4.80000000 N N N N N N Block, Inc. N/A N/A 1000.79000000 PA USD 834.24000000 0.000042650357 Long LON CORP US N 3 2025-09-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 18145.79000000 PA USD 71.86000000 0.000003673828 Long LON CORP US N 3 2034-10-28 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1078.50000000 PA USD 1055.89000000 0.000053982170 Long LON CORP US N 3 2027-02-10 Fixed 21.25000000 N N N N N N Block, Inc. N/A N/A 1317.52000000 PA USD 16.83000000 0.000000860430 Long LON CORP US N 3 2034-11-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 997.87000000 PA USD 975.78999999 0.000049887073 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SXP7 2107.17000000 PA USD 2166.92000000 0.000110783362 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.27900120 N N N N N N Acrisure LLC / Acrisure Finance, Inc. N/A 00489LAM5 900000.00000000 PA USD 930670.20000000 0.047580332494 Long DBT CORP US N 2 2029-06-15 Fixed 8.50000000 N N N N N N Block, Inc. N/A N/A 13550.89000000 PA USD 294.60000000 0.000015061367 Long LON CORP US N 3 2035-04-04 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4745.73000000 PA USD 4647.31000000 0.000237592817 Long LON CORP US N 3 2027-04-28 Fixed 11.97000000 N N N N N N Upstart Network, Inc. N/A N/A 2678.15000000 PA USD 2643.14000000 0.000135130017 Long LON CORP US N 3 2027-01-13 Fixed 16.71000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 6681.21000000 PA USD 5294.44000000 0.000270677212 Long LON CORP US N 3 2027-06-21 Fixed 20.99000000 N N N N N N Block, Inc. N/A N/A 3037.68000000 PA USD 2991.70000000 0.000152950079 Long LON CORP US N 3 2026-03-15 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4957.98000000 PA USD 5249.96000000 0.000268403181 Long LON CORP US N 3 2026-08-20 Fixed 26.49000000 N N N N N N LaserShip, Inc. N/A 51809EAP0 133968.06740000 PA USD 20137.41000000 0.001029521159 Long LON CORP US N 2 2029-08-10 Variable 6.06078000 N N Y N N N Prosper Funding LLC N/A N/A 14177.11000000 PA USD 14070.66000000 0.000719359748 Long LON CORP US N 3 2026-12-21 Fixed 12.62000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HZX2 90.25000000 PA USD 91.61000000 0.000004683543 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.85500120 N N N N N N Block, Inc. N/A N/A 2784.20999999 PA USD 2766.10999999 0.000141416834 Long LON CORP US N 3 2025-12-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3270.77000000 PA USD 3212.01000000 0.000164213384 Long LON CORP US N 3 2026-03-05 None 0.00000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBH5 4200000.00000000 PA USD 4198374.05000000 0.214641054624 Long DBT CORP US N 2 2025-05-06 Fixed 2.35000000 N N N N N N Block, Inc. N/A N/A 1211.55000000 PA USD 32.22999999 0.000001647752 Long LON CORP US N 3 2034-07-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 278.10000000 PA USD 251.36000000 0.000012850730 Long LON CORP US N 3 2025-08-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 19955.35000000 PA USD 21.49000000 0.000001098672 Long LON CORP US N 3 2034-08-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3059.78000000 PA USD 11.53999999 0.000000589980 Long LON CORP US N 3 2034-11-03 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6147.41000000 PA USD 6442.38000000 0.000329365421 Long LON CORP US N 3 2027-05-20 Fixed 18.49000000 N N N N N N Block, Inc. N/A N/A 22861.22000000 PA USD 0.76000000 0.000000038854 Long LON CORP US N 3 2033-12-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2192.24000000 PA USD 1500.31000000 0.000076703056 Long LON CORP US N 3 2025-11-09 None 0.00000000 N N N N N N COLT Mortgage Loan Trust 213800D3JCL6LSBI3544 12672RAA0 1171717.98400000 PA USD 1178302.10000000 0.060240465093 Long ABS-MBS CORP US N 2 2068-12-25 Fixed 5.90299920 N N N N N N Block, Inc. N/A N/A 348.78000000 PA USD 328.53000000 0.000016796032 Long LON CORP US N 3 2026-03-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 220.08000000 PA USD 0.04000000 0.000000002044 Long LON CORP US N 3 2033-11-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 22102.03000000 PA USD 21536.49000000 0.001101048851 Long LON CORP US N 3 2027-10-22 Fixed 15.45000000 N N N N N N Block, Inc. N/A N/A 7876.88000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-01-20 None 0.00000000 N N N N N N Discover Card Execution Note Trust 549300CKCX1QE4RUW216 254683CW3 18930000.00000000 PA USD 18887615.73000000 0.965625671115 Long ABS-O CORP US N 2 2027-07-15 Fixed 3.56000000 N N N N N N UGCard N/A N/A 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2027-12-11 Fixed 28.98000000 N N N N N N Block, Inc. N/A N/A 8215.69000000 PA USD 6418.51000000 0.000328145072 Long LON CORP US N 3 2025-12-17 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5396.37000000 PA USD 5270.14000000 0.000269434879 Long LON CORP US N 3 2027-02-11 Fixed 14.24000000 N N N N N N Upstart Network, Inc. N/A N/A 584.83000000 PA USD 577.07000000 0.000029502591 Long LON CORP US N 3 2026-11-22 Fixed 30.80000000 N N N N N N Block, Inc. N/A N/A 1426.44000000 PA USD 1246.06000000 0.000063704574 Long LON CORP US N 3 2026-03-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1186.50000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-07 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412BTV4 1091.12000000 PA USD 1122.54000000 0.000057389638 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 7.99999920 N N N N N N Block, Inc. N/A N/A 17102.22000000 PA USD 448.39999999 0.000022924362 Long LON CORP US N 3 2025-06-12 None 0.00000000 N N N N N N Clue Opco LLC N/A 18948EAC0 520000.00000000 PA USD 471367.00000000 0.024098545958 Long LON CORP US N 2 2030-12-19 Variable 8.77965000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384V7K2 2091.74000000 PA USD 2094.62000000 0.000107087039 Long ABS-MBS USGSE US N 2 2040-10-01 Variable 5.97399840 N N N N N N Upstart Network, Inc. N/A N/A 4336.73000000 PA USD 946.84999999 0.000048407521 Long LON CORP US N 3 2027-07-14 Fixed 19.56000000 N N N N N N Block, Inc. N/A N/A 1283.90000000 PA USD 1041.91000000 0.000053267445 Long LON CORP US N 3 2026-01-23 None 0.00000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 13769.91000000 PA USD 13280.67000000 0.000678971664 Long LON CORP US N 3 2027-04-21 Fixed 15.19000000 N N N N N N Block, Inc. N/A N/A 772.04999999 PA USD 762.76999999 0.000038996467 Long LON CORP US N 3 2025-11-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1226.89000000 PA USD 917.16999999 0.000046890137 Long LON CORP US N 3 2025-08-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3007.99000000 PA USD 2950.92000000 0.000150865209 Long LON CORP US N 3 2026-01-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 29364.58000000 PA USD 27948.51000000 0.001428862123 Long LON CORP US N 3 2026-02-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1734.18000000 PA USD 1110.34999999 0.000056766427 Long LON CORP US N 3 2035-03-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5775.80000000 PA USD 5508.35000000 0.000281613319 Long LON CORP US N 3 2025-12-03 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4825.94000000 PA USD 4974.90000000 0.000254340792 Long LON CORP US N 3 2026-08-13 Fixed 20.24000000 N N N N N N Upstart Network, Inc. N/A N/A 2112.98000000 PA USD 2080.27000000 0.000106353398 Long LON CORP US N 3 2026-12-22 Fixed 23.90000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 19107.47000000 PA USD 19370.67000000 0.000990321726 Long LON CORP US N 3 2026-09-18 Fixed 9.99000000 N N N N N N Block, Inc. N/A N/A 649.22000000 PA USD 0.14000000 0.000000007157 Long LON CORP US N 3 2034-05-02 None 0.00000000 N N N N N N EMRLD Borrower LP 5493000GJYE7GAQCUC61 26872NAC3 668209.33210000 PA USD 661570.67000000 0.033822671497 Long LON CORP US N 2 2030-05-31 Variable 6.93287000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11536.22000000 PA USD 11692.79000000 0.000597791608 Long LON CORP US N 3 2026-08-14 Fixed 10.74000000 N N N N N N Block, Inc. N/A N/A 11058.80000000 PA USD 7683.36000000 0.000392810281 Long LON CORP US N 3 2025-11-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3769.01000000 PA USD 12.60999999 0.000000644683 Long LON CORP US N 3 2034-09-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1519.27000000 PA USD 280.59999999 0.000014345620 Long LON CORP US N 3 2034-09-21 None 0.00000000 N N N N N N Clydesdale Acquisition Holdings, Inc. N/A 18972FAE2 580975.95000000 PA USD 576984.65000000 0.029498227719 Long LON CORP US N 2 2032-04-01 Variable 7.54761000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6358.32000000 PA USD 6454.49000000 0.000329984542 Long LON CORP US N 3 2026-09-18 Fixed 12.49000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AY5 8400000.00000000 PA USD 8532932.44000000 0.436244507074 Long DBT CORP GB N 2 2027-08-07 Fixed 5.98500000 N N N N N N Block, Inc. N/A N/A 33294.37000000 PA USD 6875.72999999 0.000351520355 Long LON CORP US N 3 2025-10-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3894.97000000 PA USD 3817.71000000 0.000195179679 Long LON CORP US N 3 2026-11-15 Fixed 20.87000000 N N N N N N Block, Inc. N/A N/A 2691.51999999 PA USD 2616.87000000 0.000133786968 Long LON CORP US N 3 2026-03-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 8872.99000000 PA USD 8703.78000000 0.000444979055 Long LON CORP US N 3 2027-01-13 Fixed 24.81000000 N N N N N N Bayer US Finance LLC 54930093Q75GSEM74I71 07274EAJ2 3200000.00000000 PA USD 3336981.98000000 0.170602553016 Long DBT CORP US N 2 2029-01-21 Fixed 6.25000000 N N N N N N Block, Inc. N/A N/A 682.58000000 PA USD 487.05000000 0.000024900336 Long LON CORP US N 3 2025-06-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1016.23000000 PA USD 1009.54000000 0.000051612535 Long LON CORP US N 3 2025-12-11 None 0.00000000 N N N N N N Jane Street Group LLC N/A 47077DAM2 517729.12720000 PA USD 511332.59000000 0.026141778954 Long LON CORP US N 2 2031-12-15 Variable 6.31324000 N N N N N N Upstart Network, Inc. N/A N/A 2217.16000000 PA USD 522.42000000 0.000026708620 Long LON CORP US N 3 2027-02-11 Fixed 13.46000000 N N N N N N Block, Inc. N/A N/A 3416.93000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-05-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 28368.91000000 PA USD 26966.99000000 0.001378682105 Long LON CORP US N 3 2026-02-27 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 707.90000000 PA USD 697.06000000 0.000035637056 Long LON CORP US N 3 2026-12-22 Fixed 24.33000000 N N N N N N Block, Inc. N/A N/A 1806.22000000 PA USD 1755.42000000 0.000089745505 Long LON CORP US N 3 2026-01-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5424.80999999 PA USD 0.43000000 0.000000021983 Long LON CORP US N 3 2033-04-03 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6492.13999999 PA USD 6371.16999999 0.000325724823 Long LON CORP US N 3 2027-02-14 Fixed 28.08000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388GPT2 14054.48000000 PA USD 14286.07000000 0.000730372542 Long ABS-MBS USGSE US N 2 2031-09-01 Variable 7.12500120 N N N N N N UGCard N/A N/A 8.52000000 PA USD 0.59000000 0.000000030163 Long LON CORP US N 3 2030-02-17 Fixed 28.98000000 N N N N N N Upstart Network, Inc. N/A N/A 1049.04000000 PA USD 1031.16000000 0.000052717853 Long LON CORP US N 3 2027-01-13 Fixed 30.51000000 N N N N N N Block, Inc. N/A N/A 120.21000000 PA USD 0.02999999 0.000000001533 Long LON CORP US N 3 2032-05-20 None 0.00000000 N N N N N N Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer N/A 01883LAD5 1200000.00000000 PA USD 1159543.68000000 0.059281444529 Long DBT CORP US N 2 2029-11-01 Fixed 5.87500000 N N N N N N Block, Inc. N/A N/A 3758.55999999 PA USD 1.08000000 0.000000055214 Long LON CORP US N 3 2033-04-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 993.74000000 PA USD 978.08000000 0.000050004149 Long LON CORP US N 3 2027-04-14 Fixed 25.24000000 N N N N N N Upstart Network, Inc. N/A N/A 4576.27000000 PA USD 4492.07000000 0.000229656202 Long LON CORP US N 3 2026-11-15 Fixed 25.37000000 N N N N N N Block, Inc. N/A N/A 118.09000000 PA USD 116.69000000 0.000005965753 Long LON CORP US N 3 2025-12-12 None 0.00000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAP2 4455000.00000000 PA USD 4520367.77000000 0.231102920770 Long DBT CORP FR N 2 2029-01-09 Fixed 5.23000000 N N N N N N Block, Inc. N/A N/A 10835.94000000 PA USD 10630.90000000 0.000543502689 Long LON CORP US N 3 2026-03-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4916.96000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-09-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1090.36000000 PA USD 1075.48000000 0.000054983705 Long LON CORP US N 3 2026-01-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 11144.30000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-09-07 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5460.46000000 PA USD 5314.67000000 0.000271711467 Long LON CORP US N 3 2027-01-18 Fixed 7.47000000 N N N N N N Upstart Network, Inc. N/A N/A 738.26000000 PA USD 723.28000000 0.000036977548 Long LON CORP US N 3 2027-04-14 Fixed 15.20000000 N N N N N N Block, Inc. N/A N/A 1723.71000000 PA USD 649.86999999 0.000033224477 Long LON CORP US N 3 2025-11-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7283.94000000 PA USD 0.06999999 0.000000003578 Long LON CORP US N 3 2034-01-06 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 18781.25000000 PA USD 19414.83000000 0.000992579397 Long LON CORP US N 3 2027-08-05 Fixed 21.24000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384WAP5 2.14000000 PA USD 2.12000000 0.000000108384 Long ABS-MBS USGSE US N 2 2029-01-01 Variable 4.84499880 N N N N N N Block, Inc. N/A N/A 2626.92000000 PA USD 1832.18000000 0.000093669845 Long LON CORP US N 3 2026-01-12 None 0.00000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 38151LAF7 6800000.00000000 PA USD 6846632.63000000 0.350032758116 Long DBT CORP US N 2 2027-03-18 Fixed 5.28300000 N N N N N N Block, Inc. N/A N/A 1928.26000000 PA USD 1855.95000000 0.000094885081 Long LON CORP US N 3 2025-12-21 None 0.00000000 N N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389BAY6 7000000.00000000 PA USD 6584444.79000000 0.336628455923 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N Block, Inc. N/A N/A 10721.61000000 PA USD 10426.31000000 0.000533043065 Long LON CORP US N 3 2026-03-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2570.18000000 PA USD 1923.64000000 0.000098345719 Long LON CORP US N 3 2025-11-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1906.42000000 PA USD 1865.26000000 0.000095361053 Long LON CORP US N 3 2027-02-11 Fixed 18.39000000 N N N N N N Block, Inc. N/A N/A 1819.08000000 PA USD 1008.49999999 0.000051559365 Long LON CORP US N 3 2035-02-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3779.08000000 PA USD 0.15999999 0.000000008179 Long LON CORP US N 3 2032-10-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4710.53000000 PA USD 1462.01000000 0.000074744976 Long LON CORP US N 3 2026-03-07 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6285.71000000 PA USD 6192.78000000 0.000316604669 Long LON CORP US N 3 2026-12-21 Fixed 30.94000000 N N N N N N Block, Inc. N/A N/A 704.24000000 PA USD 25.31999999 0.000001294480 Long LON CORP US N 3 2035-05-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 701.74999999 PA USD 652.93000000 0.000033380918 Long LON CORP US N 3 2025-12-22 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6976.32999999 PA USD 6877.02999999 0.000351586817 Long LON CORP US N 3 2027-06-14 Fixed 17.30000000 N N N N N N Block, Inc. N/A N/A 72.44000000 PA USD 0.01000000 0.000000000511 Long LON CORP US N 3 2034-04-19 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4734.15000000 PA USD 4634.28000000 0.000236926661 Long LON CORP US N 3 2027-02-25 Fixed 19.37000000 N N N N N N Block, Inc. N/A N/A 6945.26000000 PA USD 6792.02999999 0.000347241209 Long LON CORP US N 3 2026-02-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 8322.45000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-12-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 593.79000000 PA USD 354.34999999 0.000018116074 Long LON CORP US N 3 2035-04-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 555.53000000 PA USD 547.57000000 0.000027994409 Long LON CORP US N 3 2026-12-21 Fixed 30.26000000 N N N N N N Upstart Network, Inc. N/A N/A 548.94000000 PA USD 530.40000000 0.000027116596 Long LON CORP US N 3 2026-12-22 Fixed 5.78000000 N N N N N N Upstart Network, Inc. N/A N/A 5722.96000000 PA USD 5632.71000000 0.000287971200 Long LON CORP US N 3 2026-12-06 Fixed 24.50000000 N N N N N N Block, Inc. N/A N/A 1187.10000000 PA USD 1165.59000000 0.000059590561 Long LON CORP US N 3 2026-03-22 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 18743.14000000 PA USD 19064.52000000 0.000974669867 Long LON CORP US N 3 2027-04-23 Fixed 13.59000000 N N N N N N Lonza Group AG N/A L4780EAC8 748125.00000000 PA USD 686404.69000000 0.035092305927 Long LON CORP LU N 2 2028-07-03 Variable 8.32417000 N N N N N N Klockner Pentaplast of America, Inc. N/A 49865NAT7 766709.79960000 PA USD 693680.69000000 0.035464290008 Long LON CORP US N 2 2026-02-09 Variable 9.22655000 N N N N N N Block, Inc. N/A N/A 1264.53000000 PA USD 1124.30000000 0.000057479618 Long LON CORP US N 3 2025-08-20 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 18436.44000000 PA USD 19024.01000000 0.000972598801 Long LON CORP US N 3 2027-07-07 Fixed 17.24000000 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LBZ1 1000000.00000000 PA USD 984711.59000000 0.050343188020 Long DBT CORP US N 2 2029-01-15 Fixed 3.87500000 N N N N N N Block, Inc. N/A N/A 3027.81000000 PA USD 0.38999999 0.000000019938 Long LON CORP US N 3 2034-05-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 606.66000000 PA USD 597.09000000 0.000030526109 Long LON CORP US N 3 2027-04-14 Fixed 25.15000000 N N N N N N Upstart Network, Inc. N/A N/A 8260.64000000 PA USD 8136.45000000 0.000415974419 Long LON CORP US N 3 2027-04-20 Fixed 24.74000000 N N N N N N Block, Inc. N/A N/A 26963.39000000 PA USD 550.61999999 0.000028150340 Long LON CORP US N 3 2035-03-07 None 0.00000000 N N N N N N US Anesthesia Partners, Inc. 549300J001GMNRO7SQ51 90350HAL3 538696.06720000 PA USD 533880.12000000 0.027294517028 Long LON CORP US N 2 2028-10-02 Variable 8.68813000 N N N N N N Block, Inc. N/A N/A 5424.96000000 PA USD 5183.92000000 0.000265026899 Long LON CORP US N 3 2026-02-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 831.47000000 PA USD 0.02999999 0.000000001533 Long LON CORP US N 3 2033-04-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 23197.78000000 PA USD 22817.91000000 0.001166561199 Long LON CORP US N 3 2026-12-22 Fixed 22.74000000 N N N N N N Upstart Network, Inc. N/A N/A 3885.51000000 PA USD 3817.02000000 0.000195144403 Long LON CORP US N 3 2027-07-15 Fixed 27.72000000 N N N N N N Block, Inc. N/A N/A 2252.42000000 PA USD 15.29000000 0.000000781698 Long LON CORP US N 3 2034-09-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 484.57000000 PA USD 304.17000000 0.000015550631 Long LON CORP US N 3 2025-10-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3395.53000000 PA USD 3194.83000000 0.000163335060 Long LON CORP US N 3 2025-07-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1063.08000000 PA USD 894.43999999 0.000045728070 Long LON CORP US N 3 2025-07-04 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2206.71000000 PA USD 2148.34000000 0.000109833463 Long LON CORP US N 3 2027-01-18 Fixed 8.91000000 N N N N N N Block, Inc. N/A N/A 520.77000000 PA USD 0.03999999 0.000000002044 Long LON CORP US N 3 2033-10-12 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5411.58000000 PA USD 5583.15000000 0.000285437455 Long LON CORP US N 3 2027-06-07 Fixed 20.49000000 N N N N N N AZZ, Inc. 549300HD1X2NFLWPYC83 00247NAG7 331694.27000000 PA USD 331984.50000000 0.016972642825 Long LON CORP US N 2 2029-05-14 Variable 6.82162000 N N N N N N Block, Inc. N/A N/A 355.72000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-01-16 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 902.25000000 PA USD 909.57000000 0.000046501588 Long LON CORP US N 3 2026-01-18 Fixed 19.99000000 N N N N N N Block, Inc. N/A N/A 4958.55000000 PA USD 4006.36000000 0.000204824373 Long LON CORP US N 3 2035-05-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2072.02000000 PA USD 2035.38000000 0.000104058405 Long LON CORP US N 3 2027-01-22 Fixed 28.44000000 N N N N N N Block, Inc. N/A N/A 838.55000000 PA USD 697.21000000 0.000035644725 Long LON CORP US N 3 2026-01-31 None 0.00000000 N N N N N N Block, Inc. N/A N/A 116.59000000 PA USD 0.44000000 0.000000022494 Long LON CORP US N 3 2034-10-21 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 918.03000000 PA USD 905.12000000 0.000046274083 Long LON CORP US N 3 2026-12-21 Fixed 31.11000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 14391.62000000 PA USD 7728.94000000 0.000395140550 Long LON CORP US N 3 2027-08-15 Fixed 11.59000000 N N N N N N Upstart Network, Inc. N/A N/A 2196.45000000 PA USD 2163.17000000 0.000110591644 Long LON CORP US N 3 2027-06-13 Fixed 17.73000000 N N N N N N Block, Inc. N/A N/A 6336.72000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2544.87000000 PA USD 0.11999999 0.000000006134 Long LON CORP US N 3 2033-04-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1318.62000000 PA USD 0.08000000 0.000000004089 Long LON CORP US N 3 2034-02-27 None 0.00000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JM0 5000000.00000000 PA USD 4852851.35000000 0.248101078963 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N Block, Inc. N/A N/A 9265.61000000 PA USD 2232.14000000 0.000114117722 Long LON CORP US N 3 2025-10-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 14245.29000000 PA USD 6545.47999999 0.000334636388 Long LON CORP US N 3 2035-02-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3936.61000000 PA USD 3868.11000000 0.000197756369 Long LON CORP US N 3 2026-11-15 Fixed 29.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411SNF9 6934.15000000 PA USD 7113.41000000 0.000363671699 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.13400040 N N N N N N Hyundai Auto Receivables Trust N/A 44933XAD9 3536498.38000000 PA USD 3561180.31000000 0.182064648919 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.48000000 N N N N N N Block, Inc. N/A N/A 850.82000000 PA USD 816.37999999 0.000041737268 Long LON CORP US N 3 2025-07-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5825.07000000 PA USD 5773.30000000 0.000295158836 Long LON CORP US N 3 2027-04-16 Fixed 22.21000000 N N N N N N Block, Inc. N/A N/A 2663.89000000 PA USD 2118.26000000 0.000108295629 Long LON CORP US N 3 2025-12-09 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405VHD2 2733.00000000 PA USD 2732.91000000 0.000139719490 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.45500080 N N N N N N K2016470219 South Africa Ltd. 378900DECAC8CFA88345 N/A 12326925.00000000 NS 0.00000000 0.000000 Long EC CORP ZA Y 3 N N N Upstart Network, Inc. N/A N/A 2074.38000000 PA USD 2035.56000000 0.000104067608 Long LON CORP US N 3 2027-02-15 Fixed 22.21000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4370.88000000 PA USD 2077.37000000 0.000106205136 Long LON CORP US N 3 2025-09-17 Fixed 17.99000000 N N N N N N Block, Inc. N/A N/A 702.75000000 PA USD 670.78000000 0.000034293496 Long LON CORP US N 3 2025-11-30 None 0.00000000 N N N N N N UGCard N/A N/A 11.70999999 PA USD 11.73999999 0.000000600205 Long LON CORP US N 3 2030-05-12 Fixed 17.99000000 N N N N N N Block, Inc. N/A N/A 1843.80000000 PA USD 1803.86000000 0.000092221990 Long LON CORP US N 3 2026-01-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 8118.12000000 PA USD 4876.47000000 0.000249308577 Long LON CORP US N 3 2035-04-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1011.82000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 301.00999999 PA USD 278.47000000 0.000014236724 Long LON CORP US N 3 2025-06-06 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1798.78000000 PA USD 1770.36000000 0.000090509309 Long LON CORP US N 3 2026-10-20 Fixed 25.32000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4360.25000000 PA USD 4418.03000000 0.000225870922 Long LON CORP US N 3 2026-07-18 Fixed 10.99000000 N N N N N N Block, Inc. N/A N/A 1566.26000000 PA USD 1535.23000000 0.000078488334 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N UTEX Industries, Inc. N/A N/A 9228.00000000 NS USD 412470.92000000 0.021087495353 Long EC CORP US N 3 N N N Bank of New York Mellon (The) HPFHU0OQ28E4N0NFVK49 06405LAH4 3150000.00000000 PA USD 3195173.33000000 0.163352613438 Long DBT CORP US N 2 2029-04-20 Fixed 4.72900000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7420.77000000 PA USD 7561.72000000 0.000386591460 Long LON CORP US N 3 2026-07-19 Fixed 17.49000000 N N N N N N Upstart Network, Inc. N/A N/A 5536.14000000 PA USD 5393.67000000 0.000275750326 Long LON CORP US N 3 2026-11-15 Fixed 9.53000000 N N N N N N Block, Inc. N/A N/A 4517.24000000 PA USD 4.54000000 0.000000232106 Long LON CORP US N 3 2034-07-05 None 0.00000000 N N N N N N Prologis Targeted US Logistics Fund LP 5493004DTBWUQ9F2VJ87 74350LAA2 1800000.00000000 PA USD 1850941.94000000 0.094629045749 Long DBT CORP US N 2 2029-04-01 Fixed 5.25000000 N N N N N N Block, Inc. N/A N/A 153.84000000 PA USD 68.90999999 0.000003523010 Long LON CORP US N 3 2034-12-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4204.00000000 PA USD 3984.94000000 0.000203729280 Long LON CORP US N 3 2025-10-26 None 0.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6CU2 9738717.44400000 PA USD 9391111.06000000 0.480118721677 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 3.50000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10469.86000000 PA USD 10617.10000000 0.000542797167 Long LON CORP US N 3 2027-03-07 Fixed 8.99000000 N N N N N N Block, Inc. N/A N/A 5430.73000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-09-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6530.04999999 PA USD 6410.78999999 0.000327750388 Long LON CORP US N 3 2026-02-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5092.07000000 PA USD 0.10999999 0.000000005623 Long LON CORP US N 3 2033-11-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2423.37999999 PA USD 12.64999999 0.000000646728 Long LON CORP US N 3 2034-09-30 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10097.15000000 PA USD 10282.27000000 0.000525679048 Long LON CORP US N 3 2027-09-20 Fixed 11.24000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417JBG4 5307.85000000 PA USD 5430.31000000 0.000277623539 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 6.73400160 N N N N N N Octagon Investment Partners 18-R Ltd. N/A 67576FAA7 293363.12000000 PA USD 293896.42000000 0.015025397162 Long ABS-CBDO CORP KY N 2 2031-04-16 Floating 5.48214840 N N N N N N Block, Inc. N/A N/A 6431.48000000 PA USD 2.31000000 0.000000118098 Long LON CORP US N 3 2034-06-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 130.00000000 PA USD 83.17000000 0.000004252050 Long LON CORP US N 3 2025-06-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1190.61000000 PA USD 1180.42000000 0.000060348742 Long LON CORP US N 3 2025-12-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4946.25000000 PA USD 82.06999999 0.000004195812 Long LON CORP US N 3 2025-07-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 12151.36000000 PA USD 7121.24000000 0.000364072006 Long LON CORP US N 3 2025-11-12 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 19138.00000000 PA USD 19472.45000000 0.000995525209 Long LON CORP US N 3 2027-06-19 Fixed 9.34000000 N N N N N N Upstart Network, Inc. N/A N/A 4538.70000000 PA USD 4421.15000000 0.000226030431 Long LON CORP US N 3 2027-01-18 Fixed 9.71000000 N N N N N N Upstart Network, Inc. N/A N/A 13214.75000000 PA USD 2668.54999999 0.000136429098 Long LON CORP US N 3 2027-09-14 Fixed 16.41000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GLR8 4223.17000000 PA USD 4257.58000000 0.000217667947 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.21500040 N N N N N N Gogo Intermediate Holdings LLC N/A 38046JAB0 500000.00000000 PA USD 475155.00000000 0.024292206719 Long LON CORP US N 2 2028-05-01 Variable 8.18610000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 3083.62000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2027-04-08 Fixed 22.49000000 N N N N N N Coronado Finance Pty. Ltd. 549300NS5FS0W548RE27 21979LAB2 1100000.00000000 PA USD 751976.50000000 0.038444651927 Long DBT CORP AU N 2 2029-10-01 Fixed 9.25000000 N N N N N N Upstart Network, Inc. N/A N/A 6871.64000000 PA USD 4557.88000000 0.000233020726 Long LON CORP US N 3 2026-12-21 Fixed 18.60000000 N N N N N N Block, Inc. N/A N/A 3330.86000000 PA USD 1962.49000000 0.000100331918 Long LON CORP US N 3 2035-03-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 8851.59000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2027-09-15 Fixed 25.48000000 N N N N N N Upstart Network, Inc. N/A N/A 1746.46000000 PA USD 1711.20000000 0.000087484766 Long LON CORP US N 3 2027-02-11 Fixed 25.36000000 N N N N N N Block, Inc. N/A N/A 389.44000000 PA USD 0.02000000 0.000000001022 Long LON CORP US N 3 2034-02-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4779.90000000 PA USD 2264.91000000 0.000115793082 Long LON CORP US N 3 2025-07-04 None 0.00000000 N N N N N N Verus Securitization Trust 213800D3C9UXVQ7TZF09 92540BAA7 754885.36300000 PA USD 761410.74000000 0.038926975607 Long ABS-MBS CORP US N 2 2068-08-25 Fixed 6.44299920 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10858.80000000 PA USD 11219.50000000 0.000573594749 Long LON CORP US N 3 2026-08-26 Fixed 19.24000000 N N N N N N Upstart Network, Inc. N/A N/A 2574.61000000 PA USD 2508.28000000 0.000128235325 Long LON CORP US N 3 2026-11-15 Fixed 9.32000000 N N N N N N Upstart Network, Inc. N/A N/A 156.03000000 PA USD 154.03000000 0.000007874753 Long LON CORP US N 3 2027-02-11 Fixed 14.63000000 N N N N N N Block, Inc. N/A N/A 3487.12000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-10-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 370.96999999 PA USD 370.74000000 0.000018954010 Long LON CORP US N 3 2026-02-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 28131.29000000 PA USD 1004.03000000 0.000051330837 Long LON CORP US N 3 2035-03-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4308.77000000 PA USD 4222.65000000 0.000215882157 Long LON CORP US N 3 2026-03-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2160.49000000 PA USD 2136.39000000 0.000109222522 Long LON CORP US N 3 2026-12-21 Fixed 17.33000000 N N N N N N Block, Inc. N/A N/A 4561.08000000 PA USD 134.24000000 0.000006862993 Long LON CORP US N 3 2025-06-19 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4063.15000000 PA USD 4012.65000000 0.000205145948 Long LON CORP US N 3 2027-07-10 Fixed 31.57000000 N N N N N N Block, Inc. N/A N/A 11611.19000000 PA USD 9092.59000000 0.000464856890 Long LON CORP US N 3 2026-03-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2191.20000000 PA USD 2148.48000000 0.000109840621 Long LON CORP US N 3 2026-11-15 Fixed 21.89000000 N N N N N N Block, Inc. N/A N/A 1826.38000000 PA USD 32.17999999 0.000001645196 Long LON CORP US N 3 2035-02-21 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CZ95 18668.45000000 PA USD 19186.20000000 0.000980890733 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 7.38100080 N N N N N N Block, Inc. N/A N/A 1822.06000000 PA USD 1461.01000000 0.000074693851 Long LON CORP US N 3 2025-12-27 None 0.00000000 N N N N N N Froneri International Ltd. N/A G3679YAK8 506082.73000000 PA USD 503152.51000000 0.025723573959 Long LON CORP US N 2 2031-09-30 Variable 6.23682000 N N N N N N Block, Inc. N/A N/A 997.00000000 PA USD 6.63000000 0.000000338957 Long LON CORP US N 3 2026-01-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3275.44000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5409.98000000 PA USD 4852.14000000 0.000248064711 Long LON CORP US N 3 2026-01-31 None 0.00000000 N N N N N N Block, Inc. N/A N/A 607.02000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-12-29 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 17276.69000000 PA USD 18008.79000000 0.000920695877 Long LON CORP US N 3 2026-08-03 Fixed 21.74000000 N N N N N N Block, Inc. N/A N/A 3297.80000000 PA USD 10.16000000 0.000000519428 Long LON CORP US N 3 2034-11-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3390.16000000 PA USD 3309.56000000 0.000169200609 Long LON CORP US N 3 2027-01-14 Fixed 9.69000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409A5J4 240.38000000 PA USD 245.17000000 0.000012534268 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.59599920 N N N N N N Block, Inc. N/A N/A 189.24000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 12362.79000000 PA USD 4081.99000000 0.000208690942 Long LON CORP US N 3 2034-12-16 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1351.27000000 PA USD 833.01000000 0.000042587473 Long LON CORP US N 3 2027-10-21 Fixed 8.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GHC0 471.16000000 PA USD 483.17000000 0.000024701972 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.91800120 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JJV3 18235000.00000000 PA USD 18191916.17000000 0.930058166771 Long ABS-O CORP US N 2 2027-08-15 Fixed 3.75000000 N N N N N N Upstart Network, Inc. N/A N/A 1533.84000000 PA USD 1504.77000000 0.000076931072 Long LON CORP US N 3 2027-01-13 Fixed 25.13000000 N N N N N N Block, Inc. N/A N/A 1562.43000000 PA USD 1409.83000000 0.000072077283 Long LON CORP US N 3 2025-12-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6824.77000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-10-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 593.68000000 PA USD 0.46000000 0.000000023517 Long LON CORP US N 3 2034-04-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 462.17000000 PA USD 0.00999999 0.000000000511 Long LON CORP US N 3 2034-05-19 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 9421.60000000 PA USD 9294.20000000 0.000475164162 Long LON CORP US N 3 2027-02-14 Fixed 18.36000000 N N N N N N Upstart Network, Inc. N/A N/A 1480.01000000 PA USD 1460.94000000 0.000074690272 Long LON CORP US N 3 2026-12-22 Fixed 31.15000000 N N N N N N Upstart Network, Inc. N/A N/A 2344.79000000 PA USD 2295.51000000 0.000117357501 Long LON CORP US N 3 2027-02-11 Fixed 19.21000000 N N N N N N Block, Inc. N/A N/A 663.59000000 PA USD 582.93999999 0.000029802693 Long LON CORP US N 3 2026-03-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1340.36000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-07-29 None 0.00000000 N N N N N N Clover Holdings 2 LLC N/A 18914DAB4 102929.53000000 PA USD 102929.53000000 0.005262252150 Long LON CORP US N 2 2031-12-09 Variable 8.29481000 N N N N N N Block, Inc. N/A N/A 3856.33000000 PA USD 7.86000000 0.000000401840 Long LON CORP US N 3 2034-10-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4920.63000000 PA USD 4815.36000000 0.000246184341 Long LON CORP US N 3 2027-02-10 Fixed 23.70000000 N N N N N N Block, Inc. N/A N/A 1007.75000000 PA USD 995.07000000 0.000050872759 Long LON CORP US N 3 2026-01-01 None 0.00000000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBH2 3200000.00000000 PA USD 2984682.75000000 0.152591323581 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Honda Auto Receivables Owner Trust N/A 438123AC5 7010000.00000000 PA USD 7107918.48000000 0.363390946247 Long ABS-O CORP US N 2 2028-06-21 Fixed 5.67000000 N N N N N N Upstart Network, Inc. N/A N/A 4292.58000000 PA USD 4200.93000000 0.000214771727 Long LON CORP US N 3 2027-01-15 Fixed 17.57000000 N N N N N N Block, Inc. N/A N/A 29835.33000000 PA USD 28892.07000000 0.001477101444 Long LON CORP US N 3 2026-02-05 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F3M5 156.19000000 PA USD 157.95000000 0.000008075162 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.05099880 N N N N N N Block, Inc. N/A N/A 2446.34000000 PA USD 3.63999999 0.000000186094 Long LON CORP US N 3 2034-07-24 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31377CP64 1581.10000000 PA USD 1577.40000000 0.000080644267 Long ABS-MBS USGSE US N 2 2026-02-01 Variable 5.35799880 N N N N N N Upstart Network, Inc. N/A N/A 874.03000000 PA USD 857.10000000 0.000043819070 Long LON CORP US N 3 2027-02-14 Fixed 25.47000000 N N N N N N Upstart Network, Inc. N/A N/A 1678.68000000 PA USD 1649.34000000 0.000084322185 Long LON CORP US N 3 2027-01-13 Fixed 29.41000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4344.19000000 PA USD 4401.59000000 0.000225030430 Long LON CORP US N 3 2027-06-06 Fixed 20.49000000 N N N N N N Upstart Network, Inc. N/A N/A 6461.07000000 PA USD 6337.88000000 0.000324022879 Long LON CORP US N 3 2027-07-14 Fixed 24.27000000 N N N N N N Upstart Network, Inc. N/A N/A 3152.61000000 PA USD 229.16000000 0.000011715760 Long LON CORP US N 3 2027-02-11 Fixed 6.78000000 N N N N N N Block, Inc. N/A N/A 234.30000000 PA USD 160.11000000 0.000008185592 Long LON CORP US N 3 2025-07-08 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4792.72000000 PA USD 4727.60000000 0.000241697628 Long LON CORP US N 3 2027-02-11 Fixed 19.34000000 N N N N N N Block, Inc. N/A N/A 912.99000000 PA USD 869.56000000 0.000044456085 Long LON CORP US N 3 2026-03-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3009.09000000 PA USD 2693.45000000 0.000137702106 Long LON CORP US N 3 2025-11-21 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 804.06000000 PA USD 787.35000000 0.000040253115 Long LON CORP US N 3 2027-02-10 Fixed 25.00000000 N N N N N N First Student Bidco, Inc. N/A 33718FAM2 121232.42000000 PA USD 120882.06000000 0.006180071745 Long LON CORP US N 2 2028-07-21 Variable 6.79917000 N N N N N N Block, Inc. N/A N/A 3356.79000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 101.12000000 PA USD 0.04999999 0.000000002556 Long LON CORP US N 3 2033-11-30 None 0.00000000 N N N N N N Verus Securitization Trust 9845000FE754F4AE7E70 92540FAA8 654096.72500000 PA USD 659768.20000000 0.033730520570 Long ABS-MBS CORP US N 2 2069-03-25 Fixed 6.11600040 N N N N N N Upstart Network, Inc. N/A N/A 504.45000000 PA USD 499.23000000 0.000025523036 Long LON CORP US N 3 2026-11-22 Fixed 21.32000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754VAA5 1816000.00000000 PA USD 1823945.00000000 0.093248832456 Long ABS-MBS CORP US N 2 2045-03-25 Floating 5.80368960 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7510.65999999 PA USD 7659.26000000 0.000391578173 Long LON CORP US N 3 2026-08-20 Fixed 16.74000000 N N N N N N Block, Inc. N/A N/A 533.60000000 PA USD 349.14000000 0.000017849714 Long LON CORP US N 3 2035-05-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1581.31000000 PA USD 1561.20000000 0.000079816045 Long LON CORP US N 3 2027-04-14 Fixed 31.06000000 N N N N N N Amcor Flexibles North America, Inc. PTVU09TE3QPJPL7K4E13 02344AAD0 1570000.00000000 PA USD 1583380.23000000 0.080950005499 Long DBT CORP US N 2 2030-03-17 Fixed 5.10000000 N N N N N N Directv Financing LLC / Directv Financing Co-Obligor, Inc. N/A 25461LAA0 1000000.00000000 PA USD 967388.71000000 0.049457559158 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N Block, Inc. N/A N/A 1199.61999999 PA USD 1191.64000000 0.000060922362 Long LON CORP US N 3 2026-02-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4537.00000000 PA USD 4466.88000000 0.000228368368 Long LON CORP US N 3 2025-12-18 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4043.98000000 PA USD 3979.31000000 0.000203441447 Long LON CORP US N 3 2026-11-22 Fixed 20.44000000 N N N N N N Block, Inc. N/A N/A 2501.71000000 PA USD 1917.49000000 0.000098031302 Long LON CORP US N 3 2025-08-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 218.57999999 PA USD 217.67000000 0.000011128336 Long LON CORP US N 3 2026-02-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3929.36000000 PA USD 560.70999999 0.000028666189 Long LON CORP US N 3 2034-08-27 None 0.00000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 9737.86999999 PA USD 9470.75000000 0.000484190246 Long LON CORP US N 3 2027-04-25 Fixed 20.49000000 N N N N N N Prosper Funding LLC N/A N/A 6096.66000000 PA USD 6331.08000000 0.000323675230 Long LON CORP US N 3 2026-10-29 Fixed 16.10000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6462.13999999 PA USD 6810.97000000 0.000348209513 Long LON CORP US N 3 2027-05-27 Fixed 20.49000000 N N N N N N Block, Inc. N/A N/A 165.96000000 PA USD 163.81000000 0.000008374754 Long LON CORP US N 3 2025-12-05 None 0.00000000 N N N N N N BRAVO Residential Funding Trust N/A 10569YAA5 5172477.24600000 PA USD 5203427.80000000 0.266024231607 Long ABS-MBS CORP US N 2 2063-05-25 Fixed 6.43500000 N N N N N N Block, Inc. N/A N/A 2605.70999999 PA USD 2513.06000000 0.000128479702 Long LON CORP US N 3 2025-09-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3006.07000000 PA USD 2873.48000000 0.000146906104 Long LON CORP US N 3 2025-12-07 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411UL74 1151.23000000 PA USD 1172.31000000 0.000059934120 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.59499840 N N N N N N Upstart Network, Inc. N/A N/A 2562.65000000 PA USD 2529.53000000 0.000129321727 Long LON CORP US N 3 2026-11-15 Fixed 15.15000000 N N N N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 N/A 8804144.03049089 PA USD 8804144.03049089 0.450110146752 Long RA CORP US N 2 Repurchase Y 4.35388199 2025-05-01 8980324.30645574 USD 8980324.30645574 USD UST N N N Block, Inc. N/A N/A 312.96999999 PA USD 2.12999999 0.000000108895 Long LON CORP US N 3 2034-09-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 357.36000000 PA USD 120.30000000 0.000006150314 Long LON CORP US N 3 2034-12-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5700.99000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-24 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SSW1 3096.31000000 PA USD 3163.62000000 0.000161739455 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.20600040 N N N N N N Freedom Financial Asset Management LLC N/A N/A 19078.64000000 PA USD 19367.09000000 0.000990138699 Long LON CORP US N 3 2027-06-06 Fixed 11.34000000 N N N N N N Upstart Network, Inc. N/A N/A 7278.28999999 PA USD 7037.41999999 0.000359786725 Long LON CORP US N 3 2027-01-13 Fixed 5.96000000 N N N N N N Block, Inc. N/A N/A 28069.11000000 PA USD 27296.96000000 0.001395551757 Long LON CORP US N 3 2026-01-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1023.20000000 PA USD 276.46000000 0.000014133963 Long LON CORP US N 3 2026-12-22 Fixed 24.64000000 N N N N N N Block, Inc. N/A N/A 883.73999999 PA USD 876.12000000 0.000044791464 Long LON CORP US N 3 2025-12-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 847.31000000 PA USD 680.33000000 0.000034781738 Long LON CORP US N 3 2035-05-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1673.83000000 PA USD 1346.04000000 0.000068816032 Long LON CORP US N 3 2025-12-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2917.39000000 PA USD 28.48999999 0.000001456545 Long LON CORP US N 3 2025-12-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 475.72000000 PA USD 211.23000000 0.000010799092 Long LON CORP US N 3 2025-11-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2469.19000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-07-21 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400FEQ6 10762.38000000 PA USD 11031.95000000 0.000564006292 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 7.33500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138XP2F9 48731.33000000 PA USD 49850.45000000 0.002548594535 Long ABS-MBS USGSE US N 2 2044-02-01 Variable 6.42499920 N N N N N N Block, Inc. N/A N/A 9340.92000000 PA USD 9034.60000000 0.000461892163 Long LON CORP US N 3 2026-01-29 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1536.24000000 PA USD 397.78000000 0.000020336424 Long LON CORP US N 3 2026-12-21 Fixed 24.69000000 N N N N N N Block, Inc. N/A N/A 27500.87000000 PA USD 13223.97000000 0.000676072887 Long LON CORP US N 3 2026-01-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 370.18000000 PA USD 1.93000000 0.000000098670 Long LON CORP US N 3 2034-10-04 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1617.87000000 PA USD 1576.76000000 0.000080611547 Long LON CORP US N 3 2027-01-18 Fixed 9.23000000 N N N N N N Block, Inc. N/A N/A 259.95999999 PA USD 258.53000000 0.000013217295 Long LON CORP US N 3 2026-02-14 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 3341.00000000 PA USD 3364.46000000 0.000172007361 Long LON CORP US N 3 2027-09-23 Fixed 20.99000000 N N N N N N Block, Inc. N/A N/A 222.54000000 PA USD 153.61000000 0.000007853281 Long LON CORP US N 3 2025-12-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4369.06000000 PA USD 0.07999999 0.000000004089 Long LON CORP US N 3 2032-03-18 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2237.32000000 PA USD 2209.77000000 0.000112974060 Long LON CORP US N 3 2027-06-26 Fixed 31.19000000 N N N N N N Block, Inc. N/A N/A 157.55000000 PA USD 136.09000000 0.000006957574 Long LON CORP US N 3 2025-12-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6908.46000000 PA USD 34.82000000 0.000001780165 Long LON CORP US N 3 2034-11-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 11734.34000000 PA USD 10545.26000000 0.000539124361 Long LON CORP US N 3 2026-03-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 8568.25000000 PA USD 0.24000000 0.000000012269 Long LON CORP US N 3 2033-12-17 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 7377.66000000 PA USD 7296.96000000 0.000373055657 Long LON CORP US N 3 2026-12-22 Fixed 15.52000000 N N N N N N Block, Inc. N/A N/A 3155.28000000 PA USD 3091.35000000 0.000158044665 Long LON CORP US N 3 2026-03-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2918.27000000 PA USD 2378.08000000 0.000121578876 Long LON CORP US N 3 2026-01-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 976.03000000 PA USD 874.69999999 0.000044718866 Long LON CORP US N 3 2025-11-16 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2979.64000000 PA USD 2930.16000000 0.000149803858 Long LON CORP US N 3 2027-11-14 Fixed 28.74000000 N N N N N N First Eagle Holdings, Inc. N/A 05554JAJ6 346500.00000000 PA USD 346042.62000000 0.017691361469 Long LON CORP US N 2 2029-03-05 Variable 7.29920000 N N N N N N Block, Inc. N/A N/A 17194.39000000 PA USD 11675.45000000 0.000596905104 Long LON CORP US N 3 2025-08-16 None 0.00000000 N N N N N N Cia Securitizadora de Creditos Financeiros Vert-Fintech N/A N/A 7676000.00000000 PA 0.00000000 0.000000 Long DBT CORP BR N 3 2024-02-14 Floating 14.90000000 Y N N N N N Block, Inc. N/A N/A 3515.57000000 PA USD 0.32999999 0.000000016871 Long LON CORP US N 3 2034-05-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4536.61000000 PA USD 4482.20000000 0.000229151600 Long LON CORP US N 3 2025-10-26 None 0.00000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 4470.95000000 PA USD 4306.37000000 0.000220162326 Long LON CORP US N 3 2027-11-12 Fixed 21.49000000 N N N N N N Prosper Funding LLC N/A N/A 8803.12000000 PA USD 8725.29000000 0.000446078749 Long LON CORP US N 3 2027-01-13 Fixed 11.99000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6792.16000000 PA USD 6994.76000000 0.000357605741 Long LON CORP US N 3 2027-01-08 Fixed 15.49000000 N N N N N N Upstart Network, Inc. N/A N/A 1113.13000000 PA USD 1096.92000000 0.000056079821 Long LON CORP US N 3 2027-04-14 Fixed 26.02000000 N N N N N N Block, Inc. N/A N/A 542.80999999 PA USD 352.75999999 0.000018034786 Long LON CORP US N 3 2035-04-19 None 0.00000000 N N N N N N American Airlines, Inc. / AAdvantage Loyalty IP Ltd. N/A 00253XAA9 433333.34710000 PA USD 430807.01000000 0.022024924378 Long DBT CORP US N 2 2026-04-20 Fixed 5.50000000 N N N N N N Block, Inc. N/A N/A 5140.44000000 PA USD 16.99999999 0.000000869121 Long LON CORP US N 3 2034-08-27 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5045.13000000 PA USD 5211.04000000 0.000266413403 Long LON CORP US N 3 2027-03-16 Fixed 16.99000000 N N N N N N Upstart Network, Inc. N/A N/A 3695.01000000 PA USD 3632.52000000 0.000185711876 Long LON CORP US N 3 2026-12-21 Fixed 22.55000000 N N N N N N Block, Inc. N/A N/A 15393.44000000 PA USD 141.10999999 0.000007214221 Long LON CORP US N 3 2035-02-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1973.80000000 PA USD 1755.22000000 0.000089735280 Long LON CORP US N 3 2025-12-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3490.42000000 PA USD 2144.90000000 0.000109657594 Long LON CORP US N 3 2035-04-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1148.39000000 PA USD 10.13000000 0.000000517894 Long LON CORP US N 3 2034-12-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2311.05000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7090.70000000 PA USD 154.94999999 0.000007921788 Long LON CORP US N 3 2025-08-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 760.27000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-06 None 0.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHQ5 6000000.00000000 PA USD 5874522.12000000 0.300333797854 Long DBT CORP US N 2 2030-02-07 Fixed 3.97400000 N N N N N N Block, Inc. N/A N/A 14722.50000000 PA USD 0.32000000 0.000000016359 Long LON CORP US N 3 2033-10-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 996.04000000 PA USD 983.05000000 0.000050258239 Long LON CORP US N 3 2025-07-14 Fixed 9.84000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7708.13000000 PA USD 7851.36000000 0.000401399248 Long LON CORP US N 3 2027-07-21 Fixed 11.99000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QX48 5502.87000000 PA USD 5594.44000000 0.000286014654 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.46700040 N N N N N N Prosper Funding LLC N/A N/A 5294.29000000 PA USD 5209.30000000 0.000266324446 Long LON CORP US N 3 2027-12-21 Fixed 12.90000000 N N N N N N Block, Inc. N/A N/A 947.69000000 PA USD 931.33999999 0.000047614575 Long LON CORP US N 3 2026-03-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1252.80000000 PA USD 15.91999999 0.000000813906 Long LON CORP US N 3 2035-01-09 None 0.00000000 N N N N N N SK Hynix, Inc. 988400XAIK6XISWQV045 78392BAB3 9900000.00000000 PA USD 9674948.75000000 0.494629868230 Long DBT CORP KR N 2 2026-01-19 Fixed 1.50000000 N N N N N N Banijay Entertainment SAS 969500CE0IE2EZ5VBG13 060335AB2 2569773.00000000 PA USD 2636252.15000000 0.134777877100 Long DBT CORP FR N 2 2029-05-01 Fixed 8.12500000 N N N N N N Acuren Holdings, Inc. N/A 00036YAD5 0.00290000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-07-30 Variable 7.07492000 N N N N N N Block, Inc. N/A N/A 11019.12000000 PA USD 10843.19000000 0.000554355974 Long LON CORP US N 3 2026-01-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 13082.59000000 PA USD 188.11000000 0.000009617087 Long LON CORP US N 3 2034-12-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1312.25000000 PA USD 1269.99000000 0.000064927991 Long LON CORP US N 3 2025-12-04 None 0.00000000 N N N N N N Radiology Partners, Inc. N/A 75041EAJ1 526749.01800000 PA USD 510880.70000000 0.026118676165 Long LON CORP US N 2 2029-01-31 Variable 7.93940000 N N Y N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABR5 2900000.00000000 PA USD 2844831.85000000 0.145441473589 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N Block, Inc. N/A N/A 5283.23000000 PA USD 3769.00000000 0.000192689390 Long LON CORP US N 3 2026-01-17 None 0.00000000 N N N N N N Fifth Third Bank NA QFROUN1UWUYU0DVIWD51 31677QBU2 2430000.00000000 PA USD 2445386.23000000 0.125019894158 Long DBT CORP US N 2 2028-01-28 Fixed 4.96700000 N N N N N N Prosper Funding LLC N/A N/A 116.43000000 PA USD 116.95000000 0.000005979045 Long LON CORP US N 3 2035-01-14 Fixed 14.89000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 4243.66000000 PA USD 4330.86000000 0.000221414372 Long LON CORP US N 3 2027-04-11 Fixed 23.49000000 N N N N N N Octagon 56 Ltd. N/A 67577EAA9 15000000.00000000 PA USD 15029538.78000000 0.768382239370 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.67771120 N N N N N N Block, Inc. N/A N/A 375.63000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-06-15 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4578.96000000 PA USD 4493.61000000 0.000229734934 Long LON CORP US N 3 2027-01-14 Fixed 24.62000000 N N N N N N Upstart Network, Inc. N/A N/A 2186.37000000 PA USD 2138.41000000 0.000109325794 Long LON CORP US N 3 2027-01-14 Fixed 15.16000000 N N N N N N Block, Inc. N/A N/A 3694.53999999 PA USD 3566.26000000 0.000182324347 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 637.24000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-03-28 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1652.64000000 PA USD 1074.66000000 0.000054941782 Long LON CORP US N 3 2027-10-21 Fixed 31.23000000 N N N N N N OBX Trust N/A 67112FAD2 520768.52800000 PA USD 509152.32000000 0.026030313075 Long ABS-MBS CORP US N 2 2057-06-25 Floating 5.09109120 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669FA86 470215.32380000 PA USD 442350.97000000 0.022615107082 Long ABS-MBS CORP US N 2 2034-07-25 Variable 5.44505040 N N N N N N Block, Inc. N/A N/A 675.80000000 PA USD 4.49000000 0.000000229550 Long LON CORP US N 3 2034-05-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 73.97000000 PA USD 47.41000000 0.000002423827 Long LON CORP US N 3 2035-03-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5142.35000000 PA USD 119.94000000 0.000006131909 Long LON CORP US N 3 2025-10-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1222.48000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-11-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1017.12000000 PA USD 0.08000000 0.000000004089 Long LON CORP US N 3 2033-12-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3808.07000000 PA USD 3760.89000000 0.000192274767 Long LON CORP US N 3 2026-01-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 908.25000000 PA USD 607.34000000 0.000031050139 Long LON CORP US N 3 2025-06-01 None 0.00000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAJ1 5400000.00000000 PA USD 5301143.66000000 0.271019935895 Long DBT NUSS NO N 2 2026-01-22 Fixed 1.75000000 N N N N N N Empire State Development Corp. 54930039Y2EMGXN6LM88 64985TDQ1 1920000.00000000 PA USD 1890364.22000000 0.096644502126 Long DBT MUN US N 2 2026-03-15 Fixed 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F4H5 14760.02000000 PA USD 15133.27000000 0.000773685477 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.77400120 N N N N N N Upstart Network, Inc. N/A N/A 2466.91000000 PA USD 2413.92000000 0.000123411189 Long LON CORP US N 3 2026-12-21 Fixed 13.69000000 N N N N N N Block, Inc. N/A N/A 623.66000000 PA USD 0.03999999 0.000000002044 Long LON CORP US N 3 2033-06-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 361.77000000 PA USD 90.50999999 0.000004627306 Long LON CORP US N 3 2034-09-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5217.78000000 PA USD 5088.95000000 0.000260171576 Long LON CORP US N 3 2026-11-15 Fixed 7.92000000 N N N N N N Block, Inc. N/A N/A 1124.69000000 PA USD 689.20000000 0.000035235215 Long LON CORP US N 3 2025-08-02 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8204.01999999 PA USD 8374.94000000 0.000428167174 Long LON CORP US N 3 2027-09-22 Fixed 11.99000000 N N N N N N Block, Inc. N/A N/A 3067.00000000 PA USD 501.44000000 0.000025636022 Long LON CORP US N 3 2026-01-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3497.62000000 PA USD 24.35000000 0.000001244889 Long LON CORP US N 3 2034-10-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2895.72000000 PA USD 2840.01000000 0.000145194957 Long LON CORP US N 3 2027-02-14 Fixed 25.65000000 N N N N N N Upstart Network, Inc. N/A N/A 5504.97000000 PA USD 5443.06000000 0.000278275381 Long LON CORP US N 3 2027-06-06 Fixed 30.75000000 N N N N N N Block, Inc. N/A N/A 10362.91000000 PA USD 4.11000000 0.000000210122 Long LON CORP US N 3 2034-06-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2902.48000000 PA USD 1539.82000000 0.000078722997 Long LON CORP US N 3 2035-05-03 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2857.64000000 PA USD 2805.04000000 0.000143407123 Long LON CORP US N 3 2027-01-18 Fixed 22.96000000 N N N N N N Block, Inc. N/A N/A 381.59000000 PA USD 5.82000000 0.000000297546 Long LON CORP US N 3 2035-01-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1536.20000000 PA USD 0.43999999 0.000000022494 Long LON CORP US N 3 2034-06-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2110.74000000 PA USD 23.76000000 0.000001214725 Long LON CORP US N 3 2035-03-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1583.51000000 PA USD 1555.59000000 0.000079529235 Long LON CORP US N 3 2026-02-08 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409VJ20 26315.74000000 PA USD 27034.73000000 0.001382145299 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.73099920 N N N N N N Block, Inc. N/A N/A 7.94999999 PA USD 7.94999999 0.000000406442 Long LON CORP US N 3 2026-02-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3431.93000000 PA USD 0.21999999 0.000000011247 Long LON CORP US N 3 2033-02-10 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WAC9 11569.69000000 PA USD 11599.38000000 0.000593016040 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 4.46299920 N N N N N N Block, Inc. N/A N/A 626.88999999 PA USD 581.22999999 0.000029715270 Long LON CORP US N 3 2025-07-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6181.84000000 PA USD 5193.96000000 0.000265540192 Long LON CORP US N 3 2025-11-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2909.14000000 PA USD 2847.62000000 0.000145584017 Long LON CORP US N 3 2027-02-10 Fixed 20.26000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XBB9 1754747.62900000 PA USD 1766015.39000000 0.090287192441 Long ABS-MBS CORP US N 2 2025-07-25 Floating 9.46816920 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9810.07000000 PA USD 9940.51000000 0.000508206635 Long LON CORP US N 3 2026-09-16 Fixed 8.24000000 N N N N N N Block, Inc. N/A N/A 336.46000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-19 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 2249.06000000 PA USD 2287.70000000 0.000116958216 Long LON CORP US N 3 2027-09-21 Fixed 26.99000000 N N N N N N Upstart Network, Inc. N/A N/A 13351.44000000 PA USD 1762.78000000 0.000090121783 Long LON CORP US N 3 2027-09-15 Fixed 14.96000000 N N N N N N Block, Inc. N/A N/A 640.89000000 PA USD 636.36999999 0.000032534292 Long LON CORP US N 3 2026-01-29 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 14600.48000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2027-02-22 Fixed 13.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404SLM5 7619.11000000 PA USD 7820.38000000 0.000399815402 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 7.29500040 N N N N N N Block, Inc. N/A N/A 4918.63000000 PA USD 4819.17000000 0.000246379126 Long LON CORP US N 3 2026-03-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2998.30000000 PA USD 25.01000000 0.000001278631 Long LON CORP US N 3 2025-09-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 629.35000000 PA USD 576.63000000 0.000029480096 Long LON CORP US N 3 2026-03-22 None 0.00000000 N N N N N N Peer Holding III BV N/A N6872NAN6 490523.17000000 PA USD 489144.80000000 0.025007432516 Long LON CORP NL N 2 2031-07-01 Variable 6.79917000 N N N N N N Block, Inc. N/A N/A 2380.76000000 PA USD 0.16000000 0.000000008179 Long LON CORP US N 3 2034-04-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 184.91000000 PA USD 6.19000000 0.000000316462 Long LON CORP US N 3 2035-04-05 None 0.00000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06418BAE8 7000000.00000000 PA USD 6839178.01000000 0.349651642122 Long DBT CORP CA N 2 2027-03-11 Fixed 2.95100000 N N N N N N Block, Inc. N/A N/A 209.38000000 PA USD 208.34999999 0.000010651853 Long LON CORP US N 3 2026-03-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 419.04999999 PA USD 399.55999999 0.000020427427 Long LON CORP US N 3 2025-11-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4955.37000000 PA USD 4837.30000000 0.000247306019 Long LON CORP US N 3 2027-02-11 Fixed 13.97000000 N N N N N N Block, Inc. N/A N/A 7465.65000000 PA USD 4569.45000000 0.000233612240 Long LON CORP US N 3 2025-05-30 None 0.00000000 N N N N N N UGCard N/A N/A 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2025-02-16 Fixed 16.99000000 N N N N N N Ontario Gaming GTA LP 894500EC9KLZLOC3V025 C6907UAB7 110140.81000000 PA USD 106864.12000000 0.005463407296 Long LON CORP CA N 2 2030-08-01 Variable 8.54917000 N N N N N N Upstart Network, Inc. N/A N/A 14497.36000000 PA USD 14217.34000000 0.000726858735 Long LON CORP US N 3 2027-04-14 Fixed 17.19000000 N N N N N N Prosper Funding LLC N/A N/A 1515.28000000 PA USD 1575.41000000 0.000080542529 Long LON CORP US N 3 2027-01-14 Fixed 26.88000000 N N N N N N Block, Inc. N/A N/A 688.23000000 PA USD 191.30000000 0.000009780175 Long LON CORP US N 3 2026-01-01 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 20935.21000000 PA USD 9435.80000000 0.000482403435 Long LON CORP US N 3 2027-02-01 Fixed 9.91000000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAB5 2000000.00000000 PA USD 2058236.00000000 0.105226914144 Long DBT CORP US N 2 2029-05-01 Fixed 7.00000000 N N N N N N Block, Inc. N/A N/A 2809.26000000 PA USD 2404.51000000 0.000122930104 Long LON CORP US N 3 2026-03-04 None 0.00000000 N N N N N N Marble Point CLO XV Ltd. 549300CO8XB55W8SS394 56606YAW5 2027773.94000000 PA USD 2020900.08000000 0.103318122514 Long ABS-CBDO CORP KY N 2 2032-07-23 Floating 5.31933840 N N N N N N Block, Inc. N/A N/A 1328.70000000 PA USD 1295.45000000 0.000066229628 Long LON CORP US N 3 2025-11-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6175.80000000 PA USD 0.11999999 0.000000006134 Long LON CORP US N 3 2033-10-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9490.27000000 PA USD 67.76000000 0.000003464216 Long LON CORP US N 3 2034-12-18 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3041.74000000 PA USD 467.17999999 0.000023884486 Long LON CORP US N 3 2027-01-14 Fixed 29.79000000 N N N N N N Scientific Games Holdings LP N/A 80875CAE7 502488.50010000 PA USD 498719.83000000 0.025496954058 Long LON CORP US N 2 2029-04-04 Variable 7.28470000 N N N N N N Block, Inc. N/A N/A 2245.41000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 8001.09000000 PA USD 168.71999999 0.000008625777 Long LON CORP US N 3 2026-01-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3735.50999999 PA USD 0.95999999 0.000000049079 Long LON CORP US N 3 2033-03-21 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8099.48000000 PA USD 8542.53000000 0.000436735180 Long LON CORP US N 3 2027-06-12 Fixed 24.74000000 N N N N N N Block, Inc. N/A N/A 125.29000000 PA USD 0.01000000 0.000000000511 Long LON CORP US N 3 2034-04-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1783.38000000 PA USD 1378.11000000 0.000070455605 Long LON CORP US N 3 2025-12-19 None 0.00000000 N N N N N N United Airlines Pass-Through Trust N/A N/A 149568.75000000 PA USD 149063.96000000 0.007620865887 Long DBT CORP US N 2 2027-07-15 Fixed 4.87500000 N N N N N N Upstart Network, Inc. N/A N/A 2073.62000000 PA USD 2030.26000000 0.000103796646 Long LON CORP US N 3 2026-12-22 Fixed 14.31000000 N N N N N N Block, Inc. N/A N/A 4298.26000000 PA USD 0.17000000 0.000000008691 Long LON CORP US N 3 2033-09-26 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 3696.05000000 PA USD 3880.57000000 0.000198393384 Long LON CORP US N 3 2026-09-09 Fixed 26.49000000 N N N N N N Block, Inc. N/A N/A 1555.39000000 PA USD 1520.54000000 0.000077737310 Long LON CORP US N 3 2025-12-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 408.46000000 PA USD 53.98000000 0.000002759716 Long LON CORP US N 3 2034-08-20 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 13965.30000000 PA USD 14372.01000000 0.000734766208 Long LON CORP US N 3 2027-05-01 Fixed 17.99000000 N N N N N N Block, Inc. N/A N/A 33491.03000000 PA USD 66.89000000 0.000003419738 Long LON CORP US N 3 2034-05-21 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WZU6 3940.00000000 PA USD 4043.72000000 0.000206734396 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 6.72199920 N N N N N N Upstart Network, Inc. N/A N/A 2575.83000000 PA USD 2535.31000000 0.000129617229 Long LON CORP US N 3 2026-12-22 Fixed 22.17000000 N N N N N N Connect Finco SARL / Connect US Finco LLC N/A 20752TAB0 1000000.00000000 PA USD 936718.50000000 0.047889550652 Long DBT CORP US N 2 2029-09-15 Fixed 9.00000000 N N N N N N Block, Inc. N/A N/A 1448.73000000 PA USD 4.46000000 0.000000228016 Long LON CORP US N 3 2034-10-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 155.50000000 PA USD 0.12000000 0.000000006134 Long LON CORP US N 3 2033-08-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4444.69000000 PA USD 3006.55000000 0.000153709282 Long LON CORP US N 3 2025-12-13 None 0.00000000 N N N N N N Nissan Auto Receivables Owner Trust N/A 65480WAD3 12007557.99000000 PA USD 12030988.34000000 0.615081932842 Long ABS-O CORP US N 2 2027-11-15 Fixed 4.91000000 N N N N N N Block, Inc. N/A N/A 4608.26000000 PA USD 4516.48000000 0.000230904159 Long LON CORP US N 3 2026-03-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 281.57000000 PA USD 193.06999999 0.000009870666 Long LON CORP US N 3 2025-06-03 None 0.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEB8 3600000.00000000 PA USD 3661204.54000000 0.187178368173 Long DBT CORP US N 2 2030-01-23 Fixed 5.01200000 N N N N N N Block, Inc. N/A N/A 930.55000000 PA USD 718.88000000 0.000036752599 Long LON CORP US N 3 2025-06-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 506.67000000 PA USD 504.64999999 0.000025800132 Long LON CORP US N 3 2026-01-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1840.63000000 PA USD 0.03999999 0.000000002044 Long LON CORP US N 3 2032-06-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 8085.34000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-09-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1543.92000000 PA USD 1418.13999999 0.000072502130 Long LON CORP US N 3 2025-10-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 940.21000000 PA USD 928.29000000 0.000047458645 Long LON CORP US N 3 2025-06-06 Fixed 21.13000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5823.56000000 PA USD 5957.67000000 0.000304584717 Long LON CORP US N 3 2027-08-15 Fixed 20.24000000 N N N N N N Block, Inc. N/A N/A 1068.28000000 PA USD 966.03000000 0.000049388095 Long LON CORP US N 3 2026-02-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 12932.67000000 PA USD 0.27000000 0.000000013803 Long LON CORP US N 3 2033-03-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 582.72999999 PA USD 14.35999999 0.000000734152 Long LON CORP US N 3 2025-07-28 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1199.09000000 PA USD 1179.97000000 0.000060325736 Long LON CORP US N 3 2027-04-14 Fixed 25.85000000 N N N N N N Block, Inc. N/A N/A 10497.17000000 PA USD 0.41999999 0.000000021472 Long LON CORP US N 3 2033-06-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 16562.60000000 PA USD 2959.96000000 0.000151327377 Long LON CORP US N 3 2034-10-28 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3874.24000000 PA USD 3807.83000000 0.000194674566 Long LON CORP US N 3 2026-09-15 Fixed 19.72000000 N N N N N N UGCard N/A N/A 285.65000000 PA USD 20.29000000 0.000001037322 Long LON CORP US N 3 2030-02-13 Fixed 19.99000000 N N N N N N Upstart Network, Inc. N/A N/A 7870.66000000 PA USD 7718.67000000 0.000394615498 Long LON CORP US N 3 2027-02-11 Fixed 27.78000000 N N N N N N Upstart Network, Inc. N/A N/A 3543.59000000 PA USD 3470.32000000 0.000177419433 Long LON CORP US N 3 2027-02-14 Fixed 18.14000000 N N N N N N CSMC Trust N/A 12648TAA7 252150.40300000 PA USD 236329.86000000 0.012082318008 Long ABS-MBS CORP US N 2 2044-07-25 Variable 3.49999920 N N N N N N Block, Inc. N/A N/A 161.00000000 PA USD 155.75000000 0.000007962688 Long LON CORP US N 3 2025-08-17 None 0.00000000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAA3 5430000.00000000 PA USD 5381781.60000000 0.275142534853 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.13633960 N N N N N N Upstart Network, Inc. N/A N/A 1266.21000000 PA USD 1242.52000000 0.000063523592 Long LON CORP US N 3 2026-11-15 Fixed 24.37000000 N N N N N N Upstart Network, Inc. N/A N/A 2376.04000000 PA USD 354.25000000 0.000018110962 Long LON CORP US N 3 2027-04-14 Fixed 31.82000000 N N N N N N Upstart Network, Inc. N/A N/A 3209.59000000 PA USD 3133.14000000 0.000160181171 Long LON CORP US N 3 2027-09-14 Fixed 10.95000000 N N N N N N Upstart Network, Inc. N/A N/A 2388.08000000 PA USD 2331.32000000 0.000119188280 Long LON CORP US N 3 2027-02-14 Fixed 13.82000000 N N N N N N Upstart Network, Inc. N/A N/A 2271.36000000 PA USD 2231.85000000 0.000114102896 Long LON CORP US N 3 2026-12-21 Fixed 21.22000000 N N N N N N Upstart Network, Inc. N/A N/A 935.87000000 PA USD 918.42000000 0.000046954043 Long LON CORP US N 3 2027-01-14 Fixed 24.74000000 N N N N N N Block, Inc. N/A N/A 699.20000000 PA USD 428.61999999 0.000021913113 Long LON CORP US N 3 2035-04-12 None 0.00000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 5444.81000000 PA USD 5511.83000000 0.000281791233 Long LON CORP US N 3 2027-04-22 Fixed 23.19000000 N N N N N N Block, Inc. N/A N/A 3000.98000000 PA USD 2637.42000000 0.000134837583 Long LON CORP US N 3 2025-07-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 780.14000000 PA USD 2.40000000 0.000000122699 Long LON CORP US N 3 2034-10-29 None 0.00000000 N N N N N N Consumer Loan Underlying Bond Club Certificate Issuer Trust I N/A 21056VAA8 7275.60820000 PA USD 5815.12000000 0.000297296876 Long ABS-O CORP US N 2 2045-04-17 Variable 16.11900000 N N N N N N Block, Inc. N/A N/A 2755.26000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-10-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 456.88000000 PA USD 0.24000000 0.000000012269 Long LON CORP US N 3 2032-12-21 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 7431.62000000 PA USD 7312.30000000 0.000373839911 Long LON CORP US N 3 2027-05-21 Fixed 25.41000000 N N N N N N Block, Inc. N/A N/A 2915.97000000 PA USD 0.19999999 0.000000010224 Long LON CORP US N 3 2032-12-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1083.75000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-01-07 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 613.49000000 PA USD 604.98000000 0.000030929484 Long LON CORP US N 3 2026-10-20 Fixed 31.35000000 N N N N N N Upstart Network, Inc. N/A N/A 2660.19000000 PA USD 2617.08000000 0.000133797704 Long LON CORP US N 3 2026-12-22 Fixed 22.00000000 N N N N N N Block, Inc. N/A N/A 4096.07000000 PA USD 149.35999999 0.000007636000 Long LON CORP US N 3 2035-05-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6747.01000000 PA USD 3210.77000000 0.000164149990 Long LON CORP US N 3 2026-02-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 681.18000000 PA USD 14.87000000 0.000000760225 Long LON CORP US N 3 2025-07-27 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2093.61000000 PA USD 2064.14000000 0.000105528754 Long LON CORP US N 3 2026-10-20 Fixed 31.35000000 N N N N N N UGCard N/A N/A 32.88000000 PA USD 0.23000000 0.000000011758 Long LON CORP US N 3 2030-02-13 Fixed 21.46000000 N N N N N N Block, Inc. N/A N/A 491.90000000 PA USD 463.14999999 0.000023678453 Long LON CORP US N 3 2025-09-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 903.82000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-08-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4100.83000000 PA USD 3056.38000000 0.000156256831 Long LON CORP US N 3 2026-12-22 Fixed 12.48000000 N N N N N N Spin Holdco, Inc. 549300QAS44U2GUXGK45 84850XAK8 571135.34360000 PA USD 469715.98000000 0.024014137882 Long LON CORP US N 2 2028-03-06 Variable 8.56180000 N N N N N N Upstart Network, Inc. N/A N/A 2991.87000000 PA USD 2937.79000000 0.000150193940 Long LON CORP US N 3 2027-01-14 Fixed 25.96000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11066.57000000 PA USD 11240.46000000 0.000574666325 Long LON CORP US N 3 2027-09-09 Fixed 9.49000000 N N N N N N Block, Inc. N/A N/A 998.88000000 PA USD 645.21000000 0.000032986235 Long LON CORP US N 3 2035-03-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1095.33000000 PA USD 23.18000000 0.000001185072 Long LON CORP US N 3 2025-12-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 553.51000000 PA USD 531.81000000 0.000027188682 Long LON CORP US N 3 2026-03-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 844.14999999 PA USD 18.88000000 0.000000965236 Long LON CORP US N 3 2035-04-15 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 18935.34000000 PA USD 18279.97000000 0.000934559901 Long LON CORP US N 3 2027-01-14 Fixed 5.02000000 N N N N N N Block, Inc. N/A N/A 1061.11000000 PA USD 0.33999999 0.000000017382 Long LON CORP US N 3 2034-06-07 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 7659.90000000 PA USD 7503.21000000 0.000383600148 Long LON CORP US N 3 2029-03-20 Fixed 19.50000000 N N N N N N Block, Inc. N/A N/A 7154.73000000 PA USD 5717.49000000 0.000292305561 Long LON CORP US N 3 2026-02-24 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1257.09000000 PA USD 1267.09000000 0.000064779729 Long LON CORP US N 3 2025-07-26 Fixed 17.49000000 N N N N N N Block, Inc. N/A N/A 6588.70000000 PA USD 6494.31000000 0.000332020332 Long LON CORP US N 3 2026-01-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 645.14000000 PA USD 309.23000000 0.000015809323 Long LON CORP US N 3 2035-02-17 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 19143.51000000 PA USD 18798.44000000 0.000961066579 Long LON CORP US N 3 2027-01-13 Fixed 29.43000000 N N N N N N Block, Inc. N/A N/A 6188.03000000 PA USD 19.58000000 0.000001001023 Long LON CORP US N 3 2034-09-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 18504.89000000 PA USD 13173.09000000 0.000673471657 Long LON CORP US N 3 2026-02-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 16714.55000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-07-18 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6234.96999999 PA USD 6164.10999999 0.000315138921 Long LON CORP US N 3 2027-01-14 Fixed 25.36000000 N N N N N N Radar Bidco SARL N/A L7781HAD1 208851.56250000 PA USD 205718.79000000 0.010517333023 Long LON CORP LU N 2 2031-04-04 Variable 8.03469000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6923.59999999 PA USD 7288.51000000 0.000372623652 Long LON CORP US N 3 2027-09-23 Fixed 26.99000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406YCY4 1568.44000000 PA USD 1598.80000000 0.000081738338 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.71000040 N N N N N N Block, Inc. N/A N/A 5043.32999999 PA USD 4967.79000000 0.000253977295 Long LON CORP US N 3 2026-03-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 14195.81000000 PA USD 9.88999999 0.000000505624 Long LON CORP US N 3 2034-07-21 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2282.45000000 PA USD 2251.27000000 0.000115095739 Long LON CORP US N 3 2027-04-28 Fixed 27.54000000 N N N N N N Block, Inc. N/A N/A 14650.99000000 PA USD 0.35000000 0.000000017893 Long LON CORP US N 3 2033-06-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 293.30000000 PA USD 291.61999999 0.000014909015 Long LON CORP US N 3 2026-01-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3994.02000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-07-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 744.69000000 PA USD 736.17000000 0.000037636547 Long LON CORP US N 3 2026-02-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3947.49000000 PA USD 32.25000000 0.000001648774 Long LON CORP US N 3 2034-11-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 728.74000000 PA USD 4.93999999 0.000000252556 Long LON CORP US N 3 2034-09-30 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1833.89000000 PA USD 1797.44000000 0.000091893769 Long LON CORP US N 3 2027-02-11 Fixed 26.48000000 N N N N N N Block, Inc. N/A N/A 4068.70000000 PA USD 3961.60000000 0.000202536027 Long LON CORP US N 3 2025-12-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 408.19000000 PA USD 326.68000000 0.000016701451 Long LON CORP US N 3 2025-11-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1558.43000000 PA USD 111.18000000 0.000005684055 Long LON CORP US N 3 2025-09-28 Fixed 20.36000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 925524AH3 4600000.00000000 PA USD 5043339.81000000 0.257839764336 Long DBT CORP US N 2 2030-07-30 Fixed 7.87500000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4012.00000000 PA USD 4037.32000000 0.000206407197 Long LON CORP US N 3 2027-09-19 Fixed 13.49000000 N N N N N N Block, Inc. N/A N/A 4094.83000000 PA USD 3952.73000000 0.000202082550 Long LON CORP US N 3 2026-03-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 11759.59000000 PA USD 57.12000000 0.000002920248 Long LON CORP US N 3 2034-12-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 755.18000000 PA USD 10.86999999 0.000000555726 Long LON CORP US N 3 2035-03-03 None 0.00000000 N N N N N N Evergreen Acqco 1 LP N/A 30015FAG1 230688.45350000 PA USD 229726.48000000 0.011744721493 Long LON CORP US N 2 2028-04-26 Variable 8.05267000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DJH0 13432.73000000 PA USD 13586.55000000 0.000694609719 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.17799960 N N N N N N Upstart Network, Inc. N/A N/A 6906.43000000 PA USD 6762.61000000 0.000345737117 Long LON CORP US N 3 2027-01-14 Fixed 19.15000000 N N N N N N Block, Inc. N/A N/A 1741.48000000 PA USD 424.51000000 0.000021702990 Long LON CORP US N 3 2026-01-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1243.61000000 PA USD 0.17999999 0.000000009202 Long LON CORP US N 3 2033-08-13 None 0.00000000 N N N N N N COLT Mortgage Loan Trust 2138001HZNOLT1K3WY73 19688TAA3 2907550.65300000 PA USD 2916357.04000000 0.149098184980 Long ABS-MBS CORP US N 2 2069-02-25 Fixed 5.83499880 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AE7 2200000.00000000 PA USD 2161355.90000000 0.110498898923 Long DBT CORP US N 2 2027-10-01 Fixed 4.75000000 N N N N N N Block, Inc. N/A N/A 2372.62000000 PA USD 1575.47000000 0.000080545596 Long LON CORP US N 3 2025-11-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 8515.29000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-03-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2554.63000000 PA USD 2502.35000000 0.000127932155 Long LON CORP US N 3 2027-02-10 Fixed 25.41000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 387.05999999 PA USD 386.96000000 0.000019783254 Long LON CORP US N 3 2025-06-09 Fixed 17.49000000 N N N N N N Block, Inc. N/A N/A 2106.85000000 PA USD 405.08000000 0.000020709636 Long LON CORP US N 3 2035-03-06 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6163.76000000 PA USD 6254.51000000 0.000319760604 Long LON CORP US N 3 2026-09-25 Fixed 16.99000000 N N N N N N Block, Inc. N/A N/A 18719.23000000 PA USD 18310.66000000 0.000936128921 Long LON CORP US N 3 2026-01-31 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 4810.25000000 PA USD 4790.50000000 0.000244913378 Long LON CORP US N 3 2027-01-14 Fixed 15.10000000 N N N N N N Upstart Network, Inc. N/A N/A 28879.39000000 PA USD 28472.09000000 0.001455630049 Long LON CORP US N 3 2027-04-22 Fixed 29.15000000 N N N N N N Block, Inc. N/A N/A 545.28000000 PA USD 14.15000000 0.000000723415 Long LON CORP US N 3 2035-04-18 None 0.00000000 N N N N N N Entain plc N/A 36270BAC6 198500.00000000 PA USD 198664.76000000 0.010156697115 Long LON CORP IM N 2 2029-10-31 Variable 7.05267000 N N N N N N Block, Inc. N/A N/A 441.34000000 PA USD 439.34000000 0.000022461171 Long LON CORP US N 3 2025-11-07 None 0.00000000 N N N N N N Providence St Joseph Health Obligated Group N/A 743756AB4 15000.00000000 PA USD 14691.15000000 0.000751082178 Long DBT CORP US N 2 2026-10-01 Fixed 2.74600000 N N N N N N KKR CLO 43 Ltd. N/A 48255UAJ3 3250000.00000000 PA USD 3257656.45000000 0.166547050763 Long ABS-CBDO CORP JE N 2 2036-01-15 Floating 6.00609960 N N N N N N Freedom Financial Asset Management LLC N/A N/A 17556.43000000 PA USD 17888.91000000 0.000914567035 Long LON CORP US N 3 2027-03-22 Fixed 11.24000000 N N N N N N Block, Inc. N/A N/A 4822.79000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-03-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1345.68000000 PA USD 0.01999999 0.000000001022 Long LON CORP US N 3 2034-02-16 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413ESG1 11112.43000000 PA USD 11414.98000000 0.000583588626 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 7.46600040 N N N N N N Upstart Network, Inc. N/A N/A 3768.90000000 PA USD 3716.94000000 0.000190027832 Long LON CORP US N 3 2026-12-22 Fixed 28.54000000 N N N N N N Block, Inc. N/A N/A 1426.47000000 PA USD 1398.96000000 0.000071521557 Long LON CORP US N 3 2026-03-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 805.02000000 PA USD 795.09000000 0.000040648821 Long LON CORP US N 3 2026-01-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2984.03000000 PA USD 2930.29000000 0.000149810504 Long LON CORP US N 3 2026-03-21 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 12706.87000000 PA USD 12528.90000000 0.000640537569 Long LON CORP US N 3 2027-06-13 Fixed 31.20000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 14735.27000000 PA USD 15197.02000000 0.000776944684 Long LON CORP US N 3 2027-09-12 Fixed 20.49000000 N N N N N N Block, Inc. N/A N/A 3088.14000000 PA USD 3026.71000000 0.000154739958 Long LON CORP US N 3 2026-03-26 None 0.00000000 N N N N N N Delta Air Lines, Inc. / SkyMiles IP Ltd. N/A 830867AA5 767499.99000000 PA USD 760606.60000000 0.038885864106 Long DBT CORP US N 2 2025-10-20 Fixed 4.50000000 N N N N N N Upstart Network, Inc. N/A N/A 5252.83000000 PA USD 5127.24000000 0.000262129145 Long LON CORP US N 3 2027-02-11 Fixed 12.14000000 N N N N N N Upstart Network, Inc. N/A N/A 10957.83000000 PA USD 10792.66000000 0.000551772637 Long LON CORP US N 3 2027-09-15 Fixed 21.22000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4641.78000000 PA USD 4707.34000000 0.000240661839 Long LON CORP US N 3 2026-10-08 Fixed 14.49000000 N N N N N N Upstart Network, Inc. N/A N/A 429.76000000 PA USD 30.83000000 0.000001576177 Long LON CORP US N 3 2025-09-14 Fixed 13.49000000 N N N N N N Block, Inc. N/A N/A 8147.09000000 PA USD 4885.69000000 0.000249779948 Long LON CORP US N 3 2025-11-16 None 0.00000000 N N N N N N SunSource Borrower LLC N/A 12508KAJ6 640676.68900000 PA USD 619322.93000000 0.031662764028 Long LON CORP US N 2 2031-03-25 Variable 8.42162000 N N N N N N Block, Inc. N/A N/A 1371.87000000 PA USD 1354.03000000 0.000069224519 Long LON CORP US N 3 2026-02-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 22163.93000000 PA USD 0.62999999 0.000000032208 Long LON CORP US N 3 2034-01-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1952.30000000 PA USD 0.09999999 0.000000005112 Long LON CORP US N 3 2032-10-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6037.93999999 PA USD 4136.98999999 0.000211502807 Long LON CORP US N 3 2025-07-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1720.87000000 PA USD 1444.51000000 0.000073850292 Long LON CORP US N 3 2025-08-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1267.07000000 PA USD 1208.31000000 0.000061774613 Long LON CORP US N 3 2026-01-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 522.92000000 PA USD 513.95000000 0.000026275593 Long LON CORP US N 3 2027-01-13 Fixed 30.19000000 N N N N N N Broadstreet Partners, Inc. N/A 11132VAY5 513739.88960000 PA USD 511964.92000000 0.026174106701 Long LON CORP US N 2 2031-06-16 Variable 7.32162000 N N N N N N Block, Inc. N/A N/A 3680.02000000 PA USD 3389.16000000 0.000173270144 Long LON CORP US N 3 2026-01-08 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3960.08000000 PA USD 3889.67000000 0.000198858620 Long LON CORP US N 3 2027-02-14 Fixed 29.88000000 N N N N N N Upstart Network, Inc. N/A N/A 1961.47000000 PA USD 142.79000000 0.000007300110 Long LON CORP US N 3 2027-06-13 Fixed 9.21000000 N N N N N N Block, Inc. N/A N/A 473.54000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-08-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3935.37000000 PA USD 553.85000000 0.000028315473 Long LON CORP US N 3 2027-02-10 Fixed 18.35000000 N N N N N N Block, Inc. N/A N/A 293.54000000 PA USD 291.84000000 0.000014920263 Long LON CORP US N 3 2026-01-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 7386.64000000 PA USD 7256.80000000 0.000371002484 Long LON CORP US N 3 2026-10-20 Fixed 20.20000000 N N N N N N Block, Inc. N/A N/A 2180.79000000 PA USD 1656.68000000 0.000084697441 Long LON CORP US N 3 2025-09-06 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9239.81000000 PA USD 9355.87000000 0.000478317029 Long LON CORP US N 3 2026-06-19 Fixed 9.84000000 N N N N N N Block, Inc. N/A N/A 5804.81000000 PA USD 5593.55000000 0.000285969153 Long LON CORP US N 3 2026-03-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 496.11000000 PA USD 455.83000000 0.000023304219 Long LON CORP US N 3 2025-09-24 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202KZN8 314.22000000 PA USD 313.26000000 0.000016015356 Long ABS-MBS USGA US N 2 2026-04-20 Variable 4.87500120 N N N N N N Freedom Financial Asset Management LLC N/A N/A 14478.79000000 PA USD 14996.47000000 0.000766691604 Long LON CORP US N 3 2027-08-20 Fixed 19.74000000 N N N N N N Upstart Network, Inc. N/A N/A 6185.13000000 PA USD 6098.81000000 0.000311800471 Long LON CORP US N 3 2026-10-20 Fixed 29.51000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CZ0 7700000.00000000 PA USD 7840656.21000000 0.400852019809 Long DBT CORP US N 2 2028-02-15 Fixed 4.87500000 N N N N N N Block, Inc. N/A N/A 2252.76000000 PA USD 0.06000000 0.000000003067 Long LON CORP US N 3 2033-02-04 None 0.00000000 N N N N N N LendingClub Corp. - LCX N/A N/A 9360.19000000 PA USD 900.92000000 0.000046059359 Long LON CORP US N 3 2035-05-09 Fixed 14.30000000 N N N N N N Block, Inc. N/A N/A 2666.16000000 PA USD 41.67000000 0.000002130370 Long LON CORP US N 3 2035-02-24 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5282.83000000 PA USD 5561.91000000 0.000284351564 Long LON CORP US N 3 2027-01-26 Fixed 25.49000000 N N N N N N Block, Inc. N/A N/A 3093.59999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-03-03 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 480.00000000 PA USD 476.20000000 0.000024345632 Long LON CORP US N 3 2027-06-07 Fixed 26.49000000 N N N N N N Upstart Network, Inc. N/A N/A 15629.71000000 PA USD 15264.00000000 0.000780369023 Long LON CORP US N 3 2027-02-14 Fixed 13.75000000 N N N N N N Discover Card Execution Note Trust 549300CKCX1QE4RUW216 254683CZ6 10380000.00000000 PA USD 10458998.03000000 0.534714234781 Long ABS-O CORP US N 2 2028-06-15 Fixed 4.93000000 N N N N N N HOMES Trust 2549001JI3VOZZFMYK81 40390TAA8 1063040.88400000 PA USD 1069178.56000000 0.054661545390 Long ABS-MBS CORP US N 2 2069-07-25 Fixed 5.91500160 N N N N N N Block, Inc. N/A N/A 1861.94000000 PA USD 1411.69000000 0.000072172375 Long LON CORP US N 3 2025-06-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 449.69000000 PA USD 154.28000000 0.000007887534 Long LON CORP US N 3 2025-12-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2218.98000000 PA USD 2188.12000000 0.000111867208 Long LON CORP US N 3 2027-02-11 Fixed 17.75000000 N N N N N N Block, Inc. N/A N/A 1637.02000000 PA USD 1619.84000000 0.000082814004 Long LON CORP US N 3 2026-02-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2684.43000000 PA USD 0.04000000 0.000000002044 Long LON CORP US N 3 2033-10-07 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10728.48000000 PA USD 11105.77000000 0.000567780325 Long LON CORP US N 3 2026-08-19 Fixed 17.49000000 N N N N N N Upstart Network, Inc. N/A N/A 10166.60000000 PA USD 10059.44000000 0.000514286908 Long LON CORP US N 3 2027-04-14 Fixed 17.04000000 N N N N N N Block, Inc. N/A N/A 56215.31000000 PA USD 593.84999999 0.000030360465 Long LON CORP US N 3 2035-05-28 None 0.00000000 N N N N N N RHP Hotel Properties LP / RHP Finance Corp. N/A 749571AG0 1200000.00000000 PA USD 1149482.28000000 0.058767057416 Long DBT CORP US N 2 2029-02-15 Fixed 4.50000000 N N N N N N Block, Inc. N/A N/A 3248.26000000 PA USD 0.07000000 0.000000003578 Long LON CORP US N 3 2033-12-24 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419DYC9 22258.40000000 PA USD 22609.06000000 0.001155883783 Long ABS-MBS USGSE US N 2 2040-08-01 Variable 7.39500120 N N N N N N Block, Inc. N/A N/A 619.84000000 PA USD 0.64000000 0.000000032719 Long LON CORP US N 3 2032-12-22 None 0.00000000 N N N N N N Kaseya, Inc. N/A 48578AAB4 729955.16000000 PA USD 725783.47000000 0.037105538376 Long LON CORP US N 2 2032-03-05 Variable 7.57162000 N N N N N N Block, Inc. N/A N/A 564.84000000 PA USD 14.50000000 0.000000741309 Long LON CORP US N 3 2035-03-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2173.58000000 PA USD 2136.20000000 0.000109212808 Long LON CORP US N 3 2025-12-04 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1885.38000000 PA USD 136.22000000 0.000006964220 Long LON CORP US N 3 2026-11-15 Fixed 23.87000000 N N N N N N UGCard N/A N/A 19.61000000 PA USD 1.37000000 0.000000070040 Long LON CORP US N 3 2030-02-14 Fixed 21.46000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413JZE7 5220.10000000 PA USD 5393.79000000 0.000275756461 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 7.54700040 N N N N N N UGCard N/A N/A 27.24000000 PA USD 24.38999999 0.000001246933 Long LON CORP US N 3 2026-02-15 Fixed 28.98000000 N N N N N N Block, Inc. N/A N/A 494.50999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-03-20 None 0.00000000 N N N N N N UGCard N/A N/A 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2024-02-14 Fixed 29.49000000 N N N N N N Block, Inc. N/A N/A 3512.67000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-07-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1905.28000000 PA USD 1850.74000000 0.000094618721 Long LON CORP US N 3 2026-01-29 None 0.00000000 N N N N N N Talen Energy Supply LLC N/A 87422LAY6 134192.82710000 PA USD 133989.52000000 0.006850188082 Long LON CORP US N 2 2031-12-11 Variable 6.81802000 N N N N N N Starwood Property Mortgage LLC N/A 85570DAL6 249375.00000000 PA USD 249376.25000000 0.012749312152 Long LON CORP US N 2 2030-01-02 Variable 6.57162000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 13570.35000000 PA USD 13779.79000000 0.000704489076 Long LON CORP US N 3 2027-08-03 Fixed 16.24000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4629.55000000 PA USD 4856.62000000 0.000248293750 Long LON CORP US N 3 2027-04-15 Fixed 26.49000000 N N N N N N Upstart Network, Inc. N/A N/A 437.87000000 PA USD 429.79000000 0.000021972929 Long LON CORP US N 3 2026-11-15 Fixed 25.38000000 N N N N N N Upstart Network, Inc. N/A N/A 12690.10000000 PA USD 5344.32000000 0.000273227317 Long LON CORP US N 3 2027-12-11 Fixed 17.12000000 N N N N N N BX Trust N/A 05609WAA1 6095857.87000000 PA USD 6100210.31000000 0.311872062559 Long ABS-MBS CORP US N 2 2037-04-15 Floating 5.81285880 N N N N N N Block, Inc. N/A N/A 5369.48000000 PA USD 348.44999999 0.000017814438 Long LON CORP US N 3 2025-08-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 166.46000000 PA USD 83.64999999 0.000004276589 Long LON CORP US N 3 2035-02-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4263.28000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-03-27 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411HGN4 40909.17000000 PA USD 41980.68000000 0.002146254078 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.53799960 N N N N N N Block, Inc. N/A N/A 1382.99000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-03-22 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 12460.68000000 PA USD 12658.22000000 0.000647149029 Long LON CORP US N 3 2027-06-20 Fixed 13.59000000 N N N N N N Block, Inc. N/A N/A 1320.01000000 PA USD 0.02999999 0.000000001533 Long LON CORP US N 3 2033-12-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 396.14000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-06-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1032.09000000 PA USD 1014.41000000 0.000051861513 Long LON CORP US N 3 2027-01-14 Fixed 28.92000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 2885.60000000 PA USD 2910.90000000 0.000148819194 Long LON CORP US N 3 2025-11-30 Fixed 25.49000000 N N N N N N Block, Inc. N/A N/A 1252.47000000 PA USD 240.27999999 0.000012284268 Long LON CORP US N 3 2034-09-04 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 687.19000000 PA USD 536.36000000 0.000027421300 Long LON CORP US N 3 2026-12-21 Fixed 19.65000000 N N N N N N Upstart Network, Inc. N/A N/A 3548.11000000 PA USD 3483.64000000 0.000178100415 Long LON CORP US N 3 2027-01-13 Fixed 27.28000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407B2L2 11823.07000000 PA USD 12071.01000000 0.000617128032 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 7.42799880 N N N N N N Block, Inc. N/A N/A 3149.52000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-05-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 181.17000000 PA USD 0.51000000 0.000000026073 Long LON CORP US N 3 2034-09-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3684.61000000 PA USD 3507.29000000 0.000179309517 Long LON CORP US N 3 2025-11-07 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6423.89000000 PA USD 6540.74000000 0.000334394057 Long LON CORP US N 3 2027-06-20 Fixed 11.59000000 N N N N N N Block, Inc. N/A N/A 10598.35000000 PA USD 17.62999999 0.000000901330 Long LON CORP US N 3 2034-09-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 144.98000000 PA USD 19.97999999 0.000001021473 Long LON CORP US N 3 2035-01-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 809.64000000 PA USD 408.35000000 0.000020876814 Long LON CORP US N 3 2027-02-11 Fixed 30.39000000 N N N N N N Block, Inc. N/A N/A 115.71000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-05-30 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10574.85000000 PA USD 10795.63000000 0.000551924478 Long LON CORP US N 3 2027-09-21 Fixed 13.49000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 11435.23000000 PA USD 11546.85000000 0.000590330454 Long LON CORP US N 3 2027-04-29 Fixed 23.99000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AC2 10000000.00000000 PA USD 9671781.30000000 0.494467932967 Long DBT CORP GB N 2 2027-06-14 Fixed 1.64200000 N N N N N N Block, Inc. N/A N/A 14671.12000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 311.71000000 PA USD 298.60000000 0.000015265866 Long LON CORP US N 3 2026-01-17 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 12628.81000000 PA USD 3064.68000000 0.000156681167 Long LON CORP US N 3 2027-02-14 Fixed 28.35000000 N N N N N N Block, Inc. N/A N/A 3348.30000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 758.45000000 PA USD 0.08000000 0.000000004089 Long LON CORP US N 3 2032-07-21 None 0.00000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BV6 2000000.00000000 PA USD 2029661.68000000 0.103766057606 Long DBT CORP US N 2 2028-01-21 Fixed 5.30000000 N N N N N N Block, Inc. N/A N/A 4006.41000000 PA USD 3697.08000000 0.000189012494 Long LON CORP US N 3 2026-03-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 258.40000000 PA USD 256.62000000 0.000013119647 Long LON CORP US N 3 2025-09-07 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4639.25000000 PA USD 4562.88000000 0.000233276350 Long LON CORP US N 3 2026-12-26 Fixed 23.73000000 N N N N N N Block, Inc. N/A N/A 343.01000000 PA USD 332.80000000 0.000017014335 Long LON CORP US N 3 2026-03-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2723.43000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-07-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2611.46000000 PA USD 2216.35000000 0.000113310461 Long LON CORP US N 3 2025-09-11 None 0.00000000 N N N N N N UGCard N/A N/A 3.28999999 PA USD 3.30999999 0.000000169223 Long LON CORP US N 3 2026-05-12 Fixed 28.98000000 N N N N N N Block, Inc. N/A N/A 8060.08000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-05-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3637.79000000 PA USD 3262.58000000 0.000166798766 Long LON CORP US N 3 2026-03-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 25637.62000000 PA USD 25234.02000000 0.001290084351 Long LON CORP US N 3 2026-12-22 Fixed 31.33000000 N N N N N N Upstart Network, Inc. N/A N/A 518.45000000 PA USD 509.49000000 0.000026047576 Long LON CORP US N 3 2027-01-14 Fixed 28.43000000 N N N N N N Block, Inc. N/A N/A 6881.99000000 PA USD 3588.91000000 0.000183482323 Long LON CORP US N 3 2025-08-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 433.36000000 PA USD 422.49000000 0.000021599718 Long LON CORP US N 3 2025-12-06 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2084.63000000 PA USD 2014.29000000 0.000102980183 Long LON CORP US N 3 2027-01-13 Fixed 7.55000000 N N N N N N Upstart Network, Inc. N/A N/A 2025.02000000 PA USD 1991.65000000 0.000101822717 Long LON CORP US N 3 2026-10-20 Fixed 23.52000000 N N N N N N Block, Inc. N/A N/A 810.79000000 PA USD 39.91000000 0.000002040390 Long LON CORP US N 3 2035-04-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 714.92000000 PA USD 1.12000000 0.000000057259 Long LON CORP US N 3 2034-07-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 338.55999999 PA USD 195.47000000 0.000009993365 Long LON CORP US N 3 2035-03-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 364.81000000 PA USD 67.58000000 0.000003455014 Long LON CORP US N 3 2034-10-04 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3627.12000000 PA USD 3583.99000000 0.000183230789 Long LON CORP US N 3 2027-03-20 Fixed 30.02000000 N N N N N N Block, Inc. N/A N/A 667.20000000 PA USD 664.38999999 0.000033966809 Long LON CORP US N 3 2026-02-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7455.88999999 PA USD 4721.49000000 0.000241385255 Long LON CORP US N 3 2035-03-27 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402KUP7 794.16000000 PA USD 814.69000000 0.000041650867 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 7.38500040 N N N N N N Block, Inc. N/A N/A 8489.02000000 PA USD 179.65000000 0.000009184571 Long LON CORP US N 3 2025-07-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1299.71000000 PA USD 1209.42000000 0.000061831361 Long LON CORP US N 3 2026-03-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6690.61000000 PA USD 5817.51000000 0.000297419064 Long LON CORP US N 3 2025-10-01 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1348.67000000 PA USD 1368.87000000 0.000069983211 Long LON CORP US N 3 2026-02-06 Fixed 19.49000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMS7 14200000.00000000 PA USD 14318148.40000000 0.732012544914 Long DBT UST US N 2 2028-03-15 Fixed 3.87500000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4816.83000000 PA USD 4868.62000000 0.000248907248 Long LON CORP US N 3 2027-01-05 Fixed 16.49000000 N N N N N N Block, Inc. N/A N/A 1205.80000000 PA USD 1113.93000000 0.000056949454 Long LON CORP US N 3 2025-09-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5017.51000000 PA USD 4928.28999999 0.000251957865 Long LON CORP US N 3 2025-11-13 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1216.29000000 PA USD 1218.21000000 0.000062280748 Long LON CORP US N 3 2026-06-15 Fixed 16.49000000 N N N N N N Block, Inc. N/A N/A 661.61000000 PA USD 638.52999999 0.000032644721 Long LON CORP US N 3 2025-12-21 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1787.48000000 PA USD 1748.24000000 0.000089378429 Long LON CORP US N 3 2027-01-14 Fixed 6.18000000 N N N N N N CWABS Asset-Backed Certificates Trust N/A 126671Z25 22642.84000000 PA USD 23113.34000000 0.001181665000 Long ABS-O CORP US N 2 2034-03-25 Floating 5.19108840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LZ68 799.19000000 PA USD 823.13000000 0.000042082360 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.67800000 N N N N N N Block, Inc. N/A N/A 4726.07999999 PA USD 12.86999999 0.000000657976 Long LON CORP US N 3 2034-08-21 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391USA4 605.64000000 PA USD 615.99000000 0.000031492368 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.51200040 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2N4 7200000.00000000 PA USD 7167301.49000000 0.366426891053 Long DBT CORP US N 2 2027-09-23 Fixed 4.40000000 N N N N N N Upstart Network, Inc. N/A N/A 12454.73000000 PA USD 12174.64000000 0.000622426095 Long LON CORP US N 3 2027-01-13 Fixed 11.84000000 N N N N N N Block, Inc. N/A N/A 6428.75000000 PA USD 6276.07999999 0.000320863366 Long LON CORP US N 3 2026-03-03 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11867.07000000 PA USD 12127.81000000 0.000620031921 Long LON CORP US N 3 2027-08-26 Fixed 15.24000000 N N N N N N Block, Inc. N/A N/A 6281.63000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-03-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 971.01999999 PA USD 900.35999999 0.000046030729 Long LON CORP US N 3 2025-12-12 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 642.00000000 PA USD 645.11999999 0.000032981634 Long LON CORP US N 3 2025-07-25 Fixed 19.49000000 N N N N N N Block, Inc. N/A N/A 3073.87000000 PA USD 2.15999999 0.000000110429 Long LON CORP US N 3 2034-07-19 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 13319.11000000 PA USD 13218.36000000 0.000675786077 Long LON CORP US N 3 2027-09-14 Fixed 28.88000000 N N N N N N Block, Inc. N/A N/A 3152.90000000 PA USD 3076.77000000 0.000157299266 Long LON CORP US N 3 2026-01-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 910.31000000 PA USD 890.09000000 0.000045505677 Long LON CORP US N 3 2027-02-11 Fixed 19.30000000 N N N N N N Upstart Network, Inc. N/A N/A 2184.65000000 PA USD 2122.76000000 0.000108525691 Long LON CORP US N 3 2027-01-18 Fixed 5.11000000 N N N N N N Block, Inc. N/A N/A 250.19000000 PA USD 0.05000000 0.000000002556 Long LON CORP US N 3 2033-09-21 None 0.00000000 N N N N N N Fortress Intermediate 3, Inc. 254900NLAZ3JQJW5JP75 34966LAB0 744700.68720000 PA USD 730737.55000000 0.037358814750 Long LON CORP US N 2 2031-06-27 Variable 8.07162000 N N N N N N Block, Inc. N/A N/A 2434.14000000 PA USD 1168.58000000 0.000059743424 Long LON CORP US N 3 2025-09-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 212.82000000 PA USD 121.24000000 0.000006198371 Long LON CORP US N 3 2035-02-28 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XQE0 2060.62000000 PA USD 2052.85000000 0.000104951555 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.65999920 N N N N N N Flynn Restaurant Group LP N/A 34410JAG6 643856.90000000 PA USD 630377.76000000 0.032227940056 Long LON CORP US N 2 2032-01-28 Variable 8.30500000 N N N N N N Upstart Network, Inc. N/A N/A 6192.16000000 PA USD 6127.16000000 0.000313249860 Long LON CORP US N 3 2026-11-22 Fixed 17.34000000 N N N N N N Block, Inc. N/A N/A 6709.11000000 PA USD 309.22999999 0.000015809323 Long LON CORP US N 3 2035-04-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2379.16000000 PA USD 2339.71000000 0.000119617217 Long LON CORP US N 3 2025-12-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1369.15000000 PA USD 554.67999999 0.000028357906 Long LON CORP US N 3 2035-01-10 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11446.95000000 PA USD 11592.79000000 0.000592679128 Long LON CORP US N 3 2027-02-01 Fixed 10.99000000 N N N N N N F&G Annuities & Life, Inc. N/A 30190AAF1 850000.00000000 PA USD 866765.03000000 0.044313193139 Long DBT CORP US N 2 2029-06-04 Fixed 6.50000000 N N N N N N Block, Inc. N/A N/A 18580.79000000 PA USD 109.24000000 0.000005584873 Long LON CORP US N 3 2034-11-17 None 0.00000000 N N N N N N 24 Hour Fitness Worldwide, Inc. N/A N/A 59023.00000000 NS USD 2508.48000000 0.000128245550 Long EP CORP US N 2 N N N Prosper Funding LLC N/A N/A 4942.30000000 PA USD 4885.64000000 0.000249777392 Long LON CORP US N 3 2027-04-11 Fixed 15.50000000 N N N N N N Elevation CLO Ltd. 5493005Q4N14IP6ASK07 28623CAL5 2390086.96000000 PA USD 2384927.70000000 0.121928963602 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.18946840 N N N N N N Block, Inc. N/A N/A 13129.73000000 PA USD 12456.38000000 0.000636829998 Long LON CORP US N 3 2026-01-30 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BK49 230915.17000000 PA USD 238246.48000000 0.012180304831 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.59900160 N N N N N N Block, Inc. N/A N/A 867.36999999 PA USD 590.02000000 0.000030164657 Long LON CORP US N 3 2035-05-17 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8953.27000000 PA USD 9426.65000000 0.000481935643 Long LON CORP US N 3 2027-06-22 Fixed 21.49000000 N N N N N N Block, Inc. N/A N/A 3330.33000000 PA USD 3292.79000000 0.000168343246 Long LON CORP US N 3 2026-03-05 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385BBB0 15268.29000000 PA USD 15178.04000000 0.000775974335 Long ABS-MBS USGSE US N 2 2030-04-01 Variable 4.89499920 N N N N N N Block, Inc. N/A N/A 2810.96000000 PA USD 2760.91000000 0.000141150985 Long LON CORP US N 3 2026-01-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5166.77000000 PA USD 5078.50000000 0.000259637322 Long LON CORP US N 3 2027-01-14 Fixed 29.06000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAY2 3100000.00000000 PA USD 3093860.85000000 0.158173032654 Long DBT CORP US N 2 2025-06-15 Fixed 3.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411FWL4 5406.09000000 PA USD 5530.13000000 0.000282726817 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 6.64200000 N N N N N N Upstart Network, Inc. N/A N/A 1445.41000000 PA USD 1411.57000000 0.000072166240 Long LON CORP US N 3 2027-01-14 Fixed 10.82000000 N N N N N N Upstart Network, Inc. N/A N/A 950.60000000 PA USD 934.02000000 0.000047751590 Long LON CORP US N 3 2027-02-11 Fixed 33.60000000 N N N N N N Upstart Network, Inc. N/A N/A 3792.74000000 PA USD 3706.81000000 0.000189509938 Long LON CORP US N 3 2027-09-14 Fixed 13.20000000 N N N N N N Block, Inc. N/A N/A 18770.00000000 PA USD 15707.60000000 0.000803047987 Long LON CORP US N 3 2026-02-06 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4725.18000000 PA USD 4597.74000000 0.000235058560 Long LON CORP US N 3 2027-02-10 Fixed 7.51000000 N N N N N N Block, Inc. N/A N/A 926.81999999 PA USD 6.02000000 0.000000307771 Long LON CORP US N 3 2034-11-16 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5765.44000000 PA USD 5686.03000000 0.000290697174 Long LON CORP US N 3 2027-09-14 Fixed 17.43000000 N N N N N N Block, Inc. N/A N/A 4829.87000000 PA USD 56.05000000 0.000002865545 Long LON CORP US N 3 2035-02-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 18694.03000000 PA USD 16356.22000000 0.000836208558 Long LON CORP US N 3 2025-12-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7842.13999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 452.89000000 PA USD 1.64000000 0.000000083844 Long LON CORP US N 3 2034-10-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7513.79000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-09-17 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1355.23000000 PA USD 1312.32000000 0.000067092104 Long LON CORP US N 3 2026-10-20 Fixed 7.36000000 N N N N N N Upstart Network, Inc. N/A N/A 745.45000000 PA USD 734.90000000 0.000037571619 Long LON CORP US N 3 2026-12-21 Fixed 31.05000000 N N N N N N Block, Inc. N/A N/A 1348.28000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-12-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1379.24000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-11-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5830.48000000 PA USD 1.32999999 0.000000067995 Long LON CORP US N 3 2034-06-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 994.81000000 PA USD 0.04999999 0.000000002556 Long LON CORP US N 3 2034-01-27 None 0.00000000 N N N N N N Waystar Technologies, Inc. N/A 63939WAM5 103741.20400000 PA USD 103481.85000000 0.005290489402 Long LON CORP US N 2 2029-10-22 Variable 6.57162000 N N N N N N Block, Inc. N/A N/A 1621.33000000 PA USD 0.17999999 0.000000009202 Long LON CORP US N 3 2034-01-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 11150.87000000 PA USD 10053.91000000 0.000514004188 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2000.00000000 PA USD 949.79999999 0.000048558339 Long LON CORP US N 3 2035-05-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2790.70000000 PA USD 2152.81000000 0.000110061991 Long LON CORP US N 3 2025-07-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5917.61000000 PA USD 323.70000000 0.000016549099 Long LON CORP US N 3 2025-09-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4528.28000000 PA USD 22.40999999 0.000001145706 Long LON CORP US N 3 2035-01-19 None 0.00000000 N N N N N N United Airlines, Inc. N/A 90932RAP9 225493.46240000 PA USD 225247.67000000 0.011515743205 Long LON CORP US N 2 2031-02-24 Variable 6.27518000 N N N N N N Block, Inc. N/A N/A 3557.54000000 PA USD 2831.24000000 0.000144746592 Long LON CORP US N 3 2026-02-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3725.19000000 PA USD 33.41999999 0.000001708590 Long LON CORP US N 3 2034-11-27 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6763.83999999 PA USD 7120.74000000 0.000364046443 Long LON CORP US N 3 2026-06-20 Fixed 21.49000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404B5Y4 105805.95000000 PA USD 106459.71000000 0.005442731914 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.14800080 N N N N N N Upstart Network, Inc. N/A N/A 1701.65000000 PA USD 53.63000000 0.000002741823 Long LON CORP US N 3 2027-03-20 Fixed 14.90000000 N N N N N N Block, Inc. N/A N/A 1113.07000000 PA USD 6.46999999 0.000000330777 Long LON CORP US N 3 2034-10-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 16717.05000000 PA USD 0.06000000 0.000000003067 Long LON CORP US N 3 2032-09-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5984.51000000 PA USD 0.05999999 0.000000003067 Long LON CORP US N 3 2033-06-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1023.06000000 PA USD 918.81000000 0.000046973982 Long LON CORP US N 3 2026-03-17 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 3199.77000000 PA USD 3316.04000000 0.000169531898 Long LON CORP US N 3 2027-04-20 Fixed 21.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2310.90000000 PA USD 565.21999999 0.000028896762 Long LON CORP US N 3 2027-02-11 Fixed 20.34000000 N N N N N N Mesquite Energy, Inc. 549300SB0HTIM17TVR61 799ESCAH1 1900000.00000000 PA USD 38000.00000000 0.001942742590 Long DBT CORP US N 2 2021-06-15 Fixed 7.75000000 N N N N N N Block, Inc. N/A N/A 914.04000000 PA USD 442.45000000 0.000022620169 Long LON CORP US N 3 2025-08-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 10357.44000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-03-30 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405TZV7 1239.30000000 PA USD 1250.48000000 0.000063930546 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.30000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754XAB9 1483912.94000000 PA USD 1482829.68000000 0.075809378238 Long ABS-MBS CORP US N 2 2044-07-25 Floating 5.35368960 N N N N N N Block, Inc. N/A N/A 336.33000000 PA USD 317.10000000 0.000016211675 Long LON CORP US N 3 2025-11-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 493.81999999 PA USD 490.39999999 0.000025071604 Long LON CORP US N 3 2026-03-12 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 14387.52000000 PA USD 14616.65000000 0.000747273381 Long LON CORP US N 3 2027-09-13 Fixed 12.99000000 N N N N N N Block, Inc. N/A N/A 23294.55000000 PA USD 243.69000000 0.000012458603 Long LON CORP US N 3 2035-01-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 13483.58000000 PA USD 0.78999999 0.000000040388 Long LON CORP US N 3 2034-01-25 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 1802.94000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2027-04-11 Fixed 25.90000000 N N N N N N Block, Inc. N/A N/A 7300.19000000 PA USD 7140.19999999 0.000365041332 Long LON CORP US N 3 2025-12-06 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2541.07000000 PA USD 2487.74000000 0.000127185222 Long LON CORP US N 3 2027-02-10 Fixed 24.39000000 N N N N N N Block, Inc. N/A N/A 325.52000000 PA USD 0.46000000 0.000000023517 Long LON CORP US N 3 2034-08-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1864.75000000 PA USD 1811.26000000 0.000092600314 Long LON CORP US N 3 2026-03-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2206.80000000 PA USD 2143.17000000 0.000109569148 Long LON CORP US N 3 2026-02-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2064.41000000 PA USD 2034.82000000 0.000104029775 Long LON CORP US N 3 2027-02-11 Fixed 15.78000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 9244.42000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2027-04-30 Fixed 22.99000000 N N N N N N Upstart Network, Inc. N/A N/A 12297.65000000 PA USD 12118.46000000 0.000619553904 Long LON CORP US N 3 2027-02-11 Fixed 14.73000000 N N N N N N Block, Inc. N/A N/A 1304.13000000 PA USD 819.32000000 0.000041887575 Long LON CORP US N 3 2025-08-25 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 16776.93000000 PA USD 17128.73000000 0.000875702981 Long LON CORP US N 3 2027-08-21 Fixed 12.49000000 N N N N N N Block, Inc. N/A N/A 15381.46000000 PA USD 113.41000000 0.000005798064 Long LON CORP US N 3 2025-09-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1888.37000000 PA USD 1851.22000000 0.000094643261 Long LON CORP US N 3 2027-02-11 Fixed 27.01000000 N N N N N N Upstart Network, Inc. N/A N/A 5276.31000000 PA USD 1421.96000000 0.000072697427 Long LON CORP US N 3 2026-12-22 Fixed 26.17000000 N N N N N N UGCard N/A N/A 87.26000000 PA USD 7.67999999 0.000000392638 Long LON CORP US N 3 2025-09-13 Fixed 16.99000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7171.00999999 PA USD 7531.45000000 0.000385043912 Long LON CORP US N 3 2026-06-25 Fixed 20.49000000 N N N N N N Block, Inc. N/A N/A 3523.89000000 PA USD 3206.85000000 0.000163949580 Long LON CORP US N 3 2026-02-26 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11242.49000000 PA USD 11378.69000000 0.000581733307 Long LON CORP US N 3 2026-08-06 Fixed 11.24000000 N N N N N N Block, Inc. N/A N/A 3988.72000000 PA USD 64.67000000 0.000003306241 Long LON CORP US N 3 2025-09-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6925.52000000 PA USD 5715.86000000 0.000292222227 Long LON CORP US N 3 2026-02-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1554.10000000 PA USD 1534.44000000 0.000078447945 Long LON CORP US N 3 2027-05-27 Fixed 25.38000000 N N N N N N Block, Inc. N/A N/A 3090.75000000 PA USD 2954.90000000 0.000151068686 Long LON CORP US N 3 2026-03-25 None 0.00000000 N N N N N N Aramark Services, Inc. N/A 03852JAV3 69217.28190000 PA USD 69325.26000000 0.003544240399 Long LON CORP US N 2 2030-06-24 Variable 6.32162000 N N N N N N Block, Inc. N/A N/A 3145.13000000 PA USD 0.60999999 0.000000031186 Long LON CORP US N 3 2034-03-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4440.13000000 PA USD 2278.50000000 0.000116487868 Long LON CORP US N 3 2035-05-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 516.63999999 PA USD 0.20999999 0.000000010736 Long LON CORP US N 3 2034-05-30 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1374.89000000 PA USD 1359.78000000 0.000069518487 Long LON CORP US N 3 2027-04-14 Fixed 15.00000000 N N N N N N Block, Inc. N/A N/A 154.17000000 PA USD 0.03000000 0.000000001533 Long LON CORP US N 3 2034-06-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4190.35000000 PA USD 0.16000000 0.000000008179 Long LON CORP US N 3 2033-07-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3146.69000000 PA USD 3083.04000000 0.000157619818 Long LON CORP US N 3 2027-04-14 Fixed 14.31000000 N N N N N N Block, Inc. N/A N/A 3255.70000000 PA USD 2085.31000000 0.000106611067 Long LON CORP US N 3 2025-12-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 946.44999999 PA USD 384.35999999 0.000019650330 Long LON CORP US N 3 2035-01-17 None 0.00000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GFC8 7000000.00000000 PA USD 6989498.25000000 0.357336735080 Long DBT CORP US N 2 2025-08-25 Fixed 4.05000000 N N N N N N Block, Inc. N/A N/A 2303.71000000 PA USD 1727.18000000 0.000088301740 Long LON CORP US N 3 2026-01-07 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2271.48000000 PA USD 38.35999999 0.000001961147 Long LON CORP US N 3 2027-01-13 Fixed 25.25000000 N N N N N N Block, Inc. N/A N/A 954.60000000 PA USD 0.36000000 0.000000018404 Long LON CORP US N 3 2034-05-23 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3763.00000000 PA USD 3673.39000000 0.000187801347 Long LON CORP US N 3 2027-02-10 Fixed 13.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B4E5 1452.10000000 PA USD 1486.89000000 0.000076016961 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 6.81500160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133Q3LF6 4230263.38000000 PA USD 4221106.55000000 0.215803249253 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 5.40369000 N N N N N N Block, Inc. N/A N/A 3803.10000000 PA USD 3744.67000000 0.000191445523 Long LON CORP US N 3 2026-01-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 77743.96000000 PA USD 0.05000000 0.000000002556 Long LON CORP US N 3 2033-11-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 870.54000000 PA USD 480.60000000 0.000024570581 Long LON CORP US N 3 2025-08-08 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5576.47000000 PA USD 5429.40000000 0.000277577016 Long LON CORP US N 3 2027-01-14 Fixed 8.93000000 N N N N N N Block, Inc. N/A N/A 1258.64000000 PA USD 1242.06000000 0.000063500075 Long LON CORP US N 3 2026-03-17 None 0.00000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 2856.69000000 PA USD 2881.82000000 0.000147332485 Long LON CORP US N 3 2027-04-08 Fixed 6.00000000 N N N N N N Block, Inc. N/A N/A 2182.52000000 PA USD 669.05000000 0.000034205050 Long LON CORP US N 3 2025-11-10 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5557.75000000 PA USD 5742.37000000 0.000293577546 Long LON CORP US N 3 2027-03-07 Fixed 16.49000000 N N N N N N Block, Inc. N/A N/A 1857.35000000 PA USD 42.19000000 0.000002156955 Long LON CORP US N 3 2025-10-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2823.84000000 PA USD 928.92000000 0.000047490853 Long LON CORP US N 3 2034-12-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1477.91000000 PA USD 14.74999999 0.000000754090 Long LON CORP US N 3 2034-12-23 None 0.00000000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389376AZ7 425216.26270000 PA USD 393999.01000000 0.020143122556 Long LON CORP US N 2 2028-12-01 Variable 7.43813000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411AK61 13076.21500000 PA USD 13346.35000000 0.000682329541 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.63500160 N N N N N N Block, Inc. N/A N/A 2139.83000000 PA USD 0.06000000 0.000000003067 Long LON CORP US N 3 2033-02-09 None 0.00000000 N N N N N N CoreLogic, Inc. 54930086CD8K2UIL0516 21870FBA6 748062.01550000 PA USD 739803.41000000 0.037822305074 Long LON CORP US N 2 2028-06-02 Variable 7.93610000 N N N N N N Upstart Network, Inc. N/A N/A 503.63000000 PA USD 492.90000000 0.000025199416 Long LON CORP US N 3 2027-02-10 Fixed 23.53000000 N N N N N N Upstart Network, Inc. N/A N/A 5269.06000000 PA USD 5199.60000000 0.000265828536 Long LON CORP US N 3 2026-11-22 Fixed 31.22000000 N N N N N N Prosper Funding LLC N/A N/A 5621.59000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2027-04-05 Fixed 18.13000000 N N N N N N Block, Inc. N/A N/A 3147.35000000 PA USD 2966.56000000 0.000151664801 Long LON CORP US N 3 2025-11-01 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11535.86000000 PA USD 11908.05000000 0.000608796734 Long LON CORP US N 3 2027-08-14 Fixed 20.49000000 N N N N N N Block, Inc. N/A N/A 6580.63000000 PA USD 13.56999999 0.000000693763 Long LON CORP US N 3 2034-09-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1562.83000000 PA USD 126.87999999 0.000006486715 Long LON CORP US N 3 2034-11-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 734.13999999 PA USD 706.29000000 0.000036108938 Long LON CORP US N 3 2025-11-02 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376SEX3 3062.73000000 PA USD 3069.08000000 0.000156906116 Long ABS-MBS USGSE US N 2 2027-04-01 Variable 6.37499880 N N N N N N Block, Inc. N/A N/A 67.07000000 PA USD 63.38000000 0.000003240290 Long LON CORP US N 3 2025-10-26 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7702.87000000 PA USD 8111.77000000 0.000414712659 Long LON CORP US N 3 2027-05-26 Fixed 17.99000000 N N N N N N Block, Inc. N/A N/A 1167.84000000 PA USD 339.09000000 0.000017335910 Long LON CORP US N 3 2035-04-19 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8982.48000000 PA USD 9350.34000000 0.000478034309 Long LON CORP US N 3 2027-05-02 Fixed 18.99000000 N N N N N N Block, Inc. N/A N/A 4902.06000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 552.76000000 PA USD 288.61000000 0.000014755129 Long LON CORP US N 3 2035-02-23 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSS3 4893.45000000 PA USD 5035.14000000 0.000257420550 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.24099960 N N N N N N Block, Inc. N/A N/A 169.62000000 PA USD 0.04000000 0.000000002044 Long LON CORP US N 3 2034-04-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 7051.24000000 PA USD 6906.09000000 0.000353072504 Long LON CORP US N 3 2027-01-13 Fixed 20.84000000 N N N N N N Block, Inc. N/A N/A 7239.00000000 PA USD 6069.39000000 0.000310296380 Long LON CORP US N 3 2026-02-15 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 9791.53000000 PA USD 9599.65000000 0.000490780234 Long LON CORP US N 3 2027-07-15 Fixed 24.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EFD5 3284.01000000 PA USD 3363.20000000 0.000171942944 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 7.64499960 N N N N N N Block, Inc. N/A N/A 19913.20000000 PA USD 53.04000000 0.000002711659 Long LON CORP US N 3 2034-08-12 None 0.00000000 N N N N N N HSBC Securities (USA) Inc. CYYGQCGNHMHPSMRL3R97 N/A 15315654.69191030 PA USD 15315654.69191030 0.783009859574 Long RA CORP US N 2 Repurchase Y 4.35388199 2025-05-01 15551032.71567300 USD 15622192.94037720 USD ADAS N N N Upstart Network, Inc. N/A N/A 555.42000000 PA USD 547.67000000 0.000027999521 Long LON CORP US N 3 2026-12-22 Fixed 31.17000000 N N N N N N Block, Inc. N/A N/A 1417.32000000 PA USD 0.03999999 0.000000002044 Long LON CORP US N 3 2033-05-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 872.64000000 PA USD 3.84999999 0.000000196830 Long LON CORP US N 3 2034-11-21 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 13896.06000000 PA USD 13680.94000000 0.000699435389 Long LON CORP US N 3 2027-04-08 Fixed 10.40000000 N N N N N N Petco Health & Wellness Co., Inc. 2549007TYGV6RVSE9M61 71601HAB2 750000.00000000 PA USD 656647.50000000 0.033570975391 Long LON CORP US N 2 2028-03-03 Variable 7.81078000 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAN5 3400000.00000000 PA USD 3207417.88000000 0.163978613669 Long DBT CORP KY N 2 2027-03-08 Fixed 2.30000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 21165.30000000 PA USD 21970.75000000 0.001123250309 Long LON CORP US N 3 2027-07-23 Fixed 18.24000000 N N N N N N Prosper Funding LLC N/A N/A 4714.23000000 PA USD 4678.99000000 0.000239212451 Long LON CORP US N 3 2026-12-20 Fixed 10.50000000 N N N N N N Block, Inc. N/A N/A 6004.28000000 PA USD 0.10000000 0.000000005112 Long LON CORP US N 3 2033-05-29 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2222.73000000 PA USD 2184.54000000 0.000111684181 Long LON CORP US N 3 2026-12-21 Fixed 22.38000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 18757.34000000 PA USD 19048.92000000 0.000973872320 Long LON CORP US N 3 2027-05-15 Fixed 11.34000000 N N N N N N Upstart Network, Inc. N/A N/A 8508.01000000 PA USD 5350.63000000 0.000273549915 Long LON CORP US N 3 2026-12-21 Fixed 6.23000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4839.80000000 PA USD 4875.30000000 0.000249248761 Long LON CORP US N 3 2025-12-25 Fixed 8.99000000 N N N N N N Block, Inc. N/A N/A 573.94000000 PA USD 534.01000000 0.000027301157 Long LON CORP US N 3 2026-02-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 116.33000000 PA USD 41.94999999 0.000002144685 Long LON CORP US N 3 2034-12-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 288.21000000 PA USD 231.11999999 0.000011815964 Long LON CORP US N 3 2025-06-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1629.44000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-11-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 145.31000000 PA USD 142.89000000 0.000007305223 Long LON CORP US N 3 2025-09-01 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1666.90000000 PA USD 462.77999999 0.000023659537 Long LON CORP US N 3 2026-11-22 Fixed 27.38000000 N N N N N N Block, Inc. N/A N/A 862.84999999 PA USD 801.89000000 0.000040996469 Long LON CORP US N 3 2025-12-27 None 0.00000000 N N N N N N OBX Trust 254900O44XNRXAW7W466 67449CAA9 4275938.98200000 PA USD 4315981.87000000 0.220653731488 Long ABS-MBS CORP US N 2 2063-10-25 Fixed 6.46499880 N N N N N N Upstart Network, Inc. N/A N/A 1705.30000000 PA USD 1673.26000000 0.000085545091 Long LON CORP US N 3 2027-02-14 Fixed 27.61000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BSSC0 7431460.89900000 PA USD 7447020.89000000 0.380727490833 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 5.32369080 N N N N N N Great Outdoors Group LLC N/A 07014QAP6 244042.63950000 PA USD 239222.80000000 0.012230219001 Long LON CORP US N 2 2032-01-23 Variable 7.57162000 N N N N N N Block, Inc. N/A N/A 19586.70000000 PA USD 0.43000000 0.000000021983 Long LON CORP US N 3 2033-05-08 None 0.00000000 N N N N N N WWEX UNI TopCo Holdings LLC N/A 00435UAF5 757374.57920000 PA USD 735755.32000000 0.037615347262 Long LON CORP US N 2 2028-07-26 Variable 8.29917000 N N N N N N Block, Inc. N/A N/A 74.32999999 PA USD 0.45999999 0.000000023517 Long LON CORP US N 3 2034-10-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2643.73000000 PA USD 2596.88000000 0.000132764983 Long LON CORP US N 3 2027-02-14 Fixed 31.23000000 N N N N N N Block, Inc. N/A N/A 308.97000000 PA USD 307.74000000 0.000015733147 Long LON CORP US N 3 2025-12-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1146.76000000 PA USD 5.06999999 0.000000259202 Long LON CORP US N 3 2034-11-28 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HHSG7 8636974.41000000 PA USD 8621145.43000000 0.440754378987 Long ABS-MBS USGSE US N 2 2054-02-25 Floating 5.45369040 N N N N N N Upstart Network, Inc. N/A N/A 1324.04000000 PA USD 1299.07000000 0.000066414700 Long LON CORP US N 3 2027-02-10 Fixed 12.19000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387YB36 52444.60000000 PA USD 53275.02000000 0.002723675008 Long ABS-MBS USGSE US N 2 2031-09-01 Variable 7.26000120 N N N N N N Freedom Financial Asset Management LLC N/A N/A 24877.26000000 PA USD 25332.65000000 0.001295126791 Long LON CORP US N 3 2027-06-20 Fixed 12.09000000 N N N N N N K2016470219 South Africa Ltd. 378900DECAC8CFA88345 N/A 1226701.00000000 NS 0.00000000 0.000000 Long EC CORP ZA Y 3 N N N Upstart Network, Inc. N/A N/A 2470.58000000 PA USD 2401.87000000 0.000122795135 Long LON CORP US N 3 2027-07-11 Fixed 13.89000000 N N N N N N Block, Inc. N/A N/A 6454.00000000 PA USD 6284.28000000 0.000321282589 Long LON CORP US N 3 2026-03-23 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2614.91000000 PA USD 2578.44000000 0.000131822242 Long LON CORP US N 3 2027-04-14 Fixed 27.56000000 N N N N N N Prosper Funding LLC N/A N/A 6493.52000000 PA USD 6388.63000000 0.000326617462 Long LON CORP US N 3 2027-04-05 Fixed 10.50000000 N N N N N N Block, Inc. N/A N/A 6454.34999999 PA USD 6115.24000000 0.000312640452 Long LON CORP US N 3 2026-02-01 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5519.08000000 PA USD 5437.04000000 0.000277967609 Long LON CORP US N 3 2027-04-14 Fixed 25.22000000 N N N N N N Block, Inc. N/A N/A 2268.53000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-30 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 2363.42000000 PA USD 2361.95000000 0.000120754233 Long LON CORP US N 3 2026-01-20 Fixed 22.60000000 N N N N N N Upstart Network, Inc. N/A N/A 2282.91000000 PA USD 2235.11000000 0.000114269562 Long LON CORP US N 3 2027-02-11 Fixed 13.67000000 N N N N N N Block, Inc. N/A N/A 5514.15000000 PA USD 3666.88000000 0.000187468524 Long LON CORP US N 3 2025-08-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3614.00000000 PA USD 3540.01000000 0.000180982320 Long LON CORP US N 3 2027-02-10 Fixed 25.83000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 19873.69000000 PA USD 13209.67000000 0.000675341802 Long LON CORP US N 3 2028-01-28 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9210.75999999 PA USD 9644.14000000 0.000493054776 Long LON CORP US N 3 2027-10-27 Fixed 23.49000000 N N N N N N Block, Inc. N/A N/A 11690.25000000 PA USD 196.79000000 0.000010060850 Long LON CORP US N 3 2025-10-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3480.53000000 PA USD 35.19000000 0.000001799081 Long LON CORP US N 3 2034-11-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4379.05999999 PA USD 4291.96000000 0.000219425618 Long LON CORP US N 3 2026-01-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 26122.57000000 PA USD 374.03000000 0.000019122210 Long LON CORP US N 3 2025-09-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6760.45000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-10-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 11292.40000000 PA USD 10594.60000000 0.000541646859 Long LON CORP US N 3 2026-03-07 None 0.00000000 N N N N N N Studio City Finance Ltd. 254900D6R731QAUIG324 86389QAE2 1392000.00000000 PA USD 1390666.32000000 0.071097544430 Long DBT CORP VG N 2 2025-07-15 Fixed 6.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1751.37000000 PA USD 1705.15000000 0.000087175461 Long LON CORP US N 3 2027-07-10 Fixed 15.09000000 N N N N N N Block, Inc. N/A N/A 2282.58999999 PA USD 2241.17000000 0.000114579379 Long LON CORP US N 3 2026-02-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3255.38000000 PA USD 3189.31000000 0.000163052851 Long LON CORP US N 3 2027-01-14 Fixed 20.49000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4548.31000000 PA USD 4792.98999999 0.000245040679 Long LON CORP US N 3 2027-03-21 Fixed 25.49000000 N N N N N N Block, Inc. N/A N/A 542.69999999 PA USD 123.77999999 0.000006328228 Long LON CORP US N 3 2035-02-07 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 988.52000000 PA USD 962.19000000 0.000049191776 Long LON CORP US N 3 2027-01-13 Fixed 7.93000000 N N N N N N Block, Inc. N/A N/A 595.75000000 PA USD 2.90000000 0.000000148261 Long LON CORP US N 3 2034-10-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5392.85000000 PA USD 5255.71999999 0.000268697660 Long LON CORP US N 3 2026-03-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1876.34000000 PA USD 41.04999999 0.000002098673 Long LON CORP US N 3 2035-02-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1696.15999999 PA USD 59.30999999 0.000003032212 Long LON CORP US N 3 2025-06-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6995.18000000 PA USD 6919.18000000 0.000353741728 Long LON CORP US N 3 2026-02-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1900.46000000 PA USD 4.78999999 0.000000244887 Long LON CORP US N 3 2034-08-27 None 0.00000000 N N N N N N UGCard N/A N/A 121.92000000 PA USD 124.80000000 0.000006380375 Long LON CORP US N 3 2026-04-15 Fixed 28.98000000 N N N N N N Upstart Network, Inc. N/A N/A 11053.69000000 PA USD 10826.54000000 0.000553504746 Long LON CORP US N 3 2027-04-14 Fixed 11.59000000 N N N N N N Block, Inc. N/A N/A 180.28000000 PA USD 174.01000000 0.000008896227 Long LON CORP US N 3 2026-02-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3089.11000000 PA USD 601.97000000 0.000030775598 Long LON CORP US N 3 2035-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 328.93000000 PA USD 298.10000000 0.000015240304 Long LON CORP US N 3 2025-12-20 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414DDT0 23622.01000000 PA USD 24307.48000000 0.001242715175 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 6.80699880 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10579.93000000 PA USD 11009.40000000 0.000562853428 Long LON CORP US N 3 2027-06-18 Fixed 20.49000000 N N N N N N Block, Inc. N/A N/A 2829.03000000 PA USD 0.05999999 0.000000003067 Long LON CORP US N 3 2032-12-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1330.72000000 PA USD 1036.86000000 0.000053009265 Long LON CORP US N 3 2025-10-05 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7481.67000000 PA USD 7590.03000000 0.000388038803 Long LON CORP US N 3 2026-08-26 Fixed 15.24000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 23039.13000000 PA USD 23466.87000000 0.001199739152 Long LON CORP US N 3 2027-08-15 Fixed 12.99000000 N N N N N N Block, Inc. N/A N/A 8183.50000000 PA USD 2.60999999 0.000000133435 Long LON CORP US N 3 2034-06-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9702.50000000 PA USD 6272.67000000 0.000320689030 Long LON CORP US N 3 2035-03-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1432.64000000 PA USD 1402.90000000 0.000071722988 Long LON CORP US N 3 2027-02-10 Fixed 25.02000000 N N N N N N Block, Inc. N/A N/A 2512.10000000 PA USD 2442.40000000 0.000124867223 Long LON CORP US N 3 2026-02-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7902.12000000 PA USD 1446.86000000 0.000073970435 Long LON CORP US N 3 2026-02-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 201.88000000 PA USD 166.27000000 0.000008500521 Long LON CORP US N 3 2025-11-18 Fixed 5.87000000 N N N N N N Block, Inc. N/A N/A 2565.34999999 PA USD 0.67999999 0.000000034764 Long LON CORP US N 3 2033-04-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 884.63000000 PA USD 871.02000000 0.000044530727 Long LON CORP US N 3 2027-04-14 Fixed 25.04000000 N N N N N N Block, Inc. N/A N/A 2130.85000000 PA USD 330.19000000 0.000016880899 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1481.24000000 PA USD 1303.83000000 0.000066658054 Long LON CORP US N 3 2025-09-30 None 0.00000000 N N N N N N Simply Good Foods USA, Inc. N/A 04761PAJ4 0.00460000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2027-03-17 Variable 6.32162000 N N N N N N Upstart Network, Inc. N/A N/A 1432.33000000 PA USD 1410.00000000 0.000072085975 Long LON CORP US N 3 2026-11-28 Fixed 23.24000000 N N N N N N Block, Inc. N/A N/A 1293.13000000 PA USD 1270.40000000 0.000064948952 Long LON CORP US N 3 2026-03-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2302.76999999 PA USD 2264.17000000 0.000115755249 Long LON CORP US N 3 2025-11-10 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 931.30000000 PA USD 215.77000000 0.000011031199 Long LON CORP US N 3 2027-07-11 Fixed 26.68000000 N N N N N N Block, Inc. N/A N/A 266.82999999 PA USD 1.77999999 0.000000091002 Long LON CORP US N 3 2034-08-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9716.39000000 PA USD 3345.14000000 0.000171019630 Long LON CORP US N 3 2035-02-04 None 0.00000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YBC6 2730000.00000000 PA USD 2763873.32000000 0.141302484530 Long DBT CORP GB N 2 2028-11-26 Fixed 5.08700000 N N N N N N Block, Inc. N/A N/A 884.04999999 PA USD 7.07000000 0.000000361452 Long LON CORP US N 3 2034-05-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 8253.20000000 PA USD 1499.07999999 0.000076640172 Long LON CORP US N 3 2034-09-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 10923.34000000 PA USD 1308.34000000 0.000066888627 Long LON CORP US N 3 2025-11-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 153.82999999 PA USD 42.57000000 0.000002176382 Long LON CORP US N 3 2034-11-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 683.45000000 PA USD 455.64000000 0.000023294506 Long LON CORP US N 3 2025-10-08 None 0.00000000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 90932LAG2 526364.00000000 PA USD 519296.85000000 0.026548950193 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N Upstart Network, Inc. N/A N/A 2437.79000000 PA USD 2384.40000000 0.000121901985 Long LON CORP US N 3 2027-02-11 Fixed 20.76000000 N N N N N N Block, Inc. N/A N/A 3439.18000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-02-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2382.48000000 PA USD 0.09000000 0.000000004601 Long LON CORP US N 3 2033-10-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1090.35000000 PA USD 0.01000000 0.000000000511 Long LON CORP US N 3 2034-06-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 978.00000000 PA USD 946.88999999 0.000048409566 Long LON CORP US N 3 2025-08-27 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2711.84000000 PA USD 2652.26000000 0.000135596275 Long LON CORP US N 3 2027-02-10 Fixed 21.73000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9254.93000000 PA USD 9681.39000000 0.000494959175 Long LON CORP US N 3 2027-08-13 Fixed 20.24000000 N N N N N N Block, Inc. N/A N/A 2216.42000000 PA USD 2188.17000000 0.000111869764 Long LON CORP US N 3 2025-12-24 None 0.00000000 N N N N N N UGCard N/A N/A 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2024-02-12 Fixed 29.49000000 N N N N N N Block, Inc. N/A N/A 174.36000000 PA USD 173.52000000 0.000008871176 Long LON CORP US N 3 2025-10-26 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 6046.06000000 PA USD 6320.39000000 0.000323128706 Long LON CORP US N 3 2026-10-27 Fixed 24.03000000 N N N N N N Block, Inc. N/A N/A 4745.65000000 PA USD 981.60000000 0.000050184108 Long LON CORP US N 3 2035-02-02 None 0.00000000 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327M3E2 5400000.00000000 PA USD 5389853.29000000 0.275555198430 Long DBT CORP US N 2 2025-08-08 Fixed 4.15000000 N N N N N N Block, Inc. N/A N/A 1598.44000000 PA USD 1078.25000000 0.000055125320 Long LON CORP US N 3 2035-05-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2347.11000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4168.70000000 PA USD 14.29000000 0.000000730573 Long LON CORP US N 3 2034-09-04 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3198.72000000 PA USD 503.65000000 0.000025749008 Long LON CORP US N 3 2026-12-21 Fixed 28.38000000 N N N N N N Upstart Network, Inc. N/A N/A 1429.43000000 PA USD 1397.75000000 0.000071459696 Long LON CORP US N 3 2027-01-13 Fixed 8.45000000 N N N N N N Block, Inc. N/A N/A 11499.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-05-15 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6251.43000000 PA USD 6579.48000000 0.000336374632 Long LON CORP US N 3 2027-07-01 Fixed 26.99000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404UQ60 26430.58000000 PA USD 26857.60000000 0.001373089562 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 7.30100160 N N N N N N Block, Inc. N/A N/A 16329.76000000 PA USD 42.11999999 0.000002153376 Long LON CORP US N 3 2034-09-04 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 3278.00000000 PA USD 3379.29000000 0.000172765542 Long LON CORP US N 3 2027-02-21 Fixed 22.49000000 N N N N N N Block, Inc. N/A N/A 1269.31000000 PA USD 6.18000000 0.000000315951 Long LON CORP US N 3 2034-09-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 10527.27000000 PA USD 71.66999999 0.000003664114 Long LON CORP US N 3 2034-11-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 375.67000000 PA USD 11.58999999 0.000000592536 Long LON CORP US N 3 2035-04-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 465.00000000 PA USD 461.20000000 0.000023578760 Long LON CORP US N 3 2026-01-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 384.69000000 PA USD 374.95000000 0.000019169245 Long LON CORP US N 3 2026-02-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 597.22000000 PA USD 415.16000000 0.000021224974 Long LON CORP US N 3 2025-08-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2606.11000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-22 None 0.00000000 N N N N N N New Economy Assets Phase 1 Sponsor LLC N/A 643821AA9 13870000.00000000 PA USD 13036071.80000000 0.666466628743 Long ABS-O CORP US N 2 2061-10-20 Fixed 1.91000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WHV0 15960.42000000 PA USD 16458.50000000 0.000841437603 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 7.44000120 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HS6 6794000.00000000 PA USD 6778182.89000000 0.346533278506 Long ABS-O CORP US N 2 2027-09-15 Fixed 3.97000000 N N N N N N Block, Inc. N/A N/A 2467.92000000 PA USD 2116.35000000 0.000108197981 Long LON CORP US N 3 2025-10-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 565.04000000 PA USD 556.92000000 0.000028472426 Long LON CORP US N 3 2026-12-21 Fixed 30.89000000 N N N N N N Block, Inc. N/A N/A 1686.81000000 PA USD 33.04999999 0.000001689674 Long LON CORP US N 3 2025-06-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1563.99000000 PA USD 353.36999999 0.000018065972 Long LON CORP US N 3 2027-02-10 Fixed 14.78000000 N N N N N N Upstart Network, Inc. N/A N/A 1939.89000000 PA USD 1907.89000000 0.000097540504 Long LON CORP US N 3 2027-04-16 Fixed 20.52000000 N N N N N N Block, Inc. N/A N/A 491.34000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 25338.53000000 PA USD 1827.27000000 0.000093418822 Long LON CORP US N 3 2027-04-22 Fixed 21.90000000 N N N N N N Block, Inc. N/A N/A 77.83999999 PA USD 1.92000000 0.000000098159 Long LON CORP US N 3 2035-03-18 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2435.48000000 PA USD 2399.80000000 0.000122689307 Long LON CORP US N 3 2026-11-22 Fixed 27.16000000 N N N N N N Block, Inc. N/A N/A 207.42000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-11-16 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2033.04000000 PA USD 1999.01000000 0.000102198996 Long LON CORP US N 3 2027-01-18 Fixed 27.49000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 10195.28000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2027-04-21 Fixed 21.99000000 N N N N N N Block, Inc. N/A N/A 1168.14000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-11-14 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4431.03000000 PA USD 4470.53999999 0.000228555485 Long LON CORP US N 3 2025-07-17 Fixed 20.74000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADP9 2750000.00000000 PA USD 2754471.03000000 0.140821794287 Long DBT CORP US N 2 2027-03-25 Fixed 4.85000000 N N N N N N Block, Inc. N/A N/A 12425.69000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-07-04 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DBS4 48451.00000000 PA USD 50110.80000000 0.002561904878 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.56300160 N N N N N N Upstart Network, Inc. N/A N/A 4191.30000000 PA USD 4096.08000000 0.000209411291 Long LON CORP US N 3 2027-02-10 Fixed 19.78000000 N N N N N N Block, Inc. N/A N/A 1505.38000000 PA USD 341.74000000 0.000017471390 Long LON CORP US N 3 2025-09-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 335.43000000 PA USD 332.59000000 0.000017003598 Long LON CORP US N 3 2025-12-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6892.23000000 PA USD 79.02999999 0.000004040393 Long LON CORP US N 3 2035-02-04 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4170.56000000 PA USD 4096.82000000 0.000209449123 Long LON CORP US N 3 2027-04-20 Fixed 25.96000000 N N N N N N Upstart Network, Inc. N/A N/A 1234.92000000 PA USD 1211.20000000 0.000061922363 Long LON CORP US N 3 2027-02-10 Fixed 29.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XBU7 838034.05000000 PA USD 863343.18000000 0.044138251725 Long ABS-MBS CORP US N 2 2028-08-25 Floating 11.41817040 N N N N N N Block, Inc. N/A N/A 9015.82000000 PA USD 263.64000000 0.000013478543 Long LON CORP US N 3 2034-07-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 10185.21000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2700.68000000 PA USD 2650.44000000 0.000135503228 Long LON CORP US N 3 2027-01-13 Fixed 26.08000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31370Q6L8 11304.65000000 PA USD 11197.18000000 0.000572453644 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 4.26300120 N N N N N N Freedom Financial Asset Management LLC N/A N/A 15999.80000000 PA USD 16281.47000000 0.000832386978 Long LON CORP US N 3 2027-06-01 Fixed 17.24000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10377.74000000 PA USD 10760.27000000 0.000550116705 Long LON CORP US N 3 2027-09-25 Fixed 20.99000000 N N N N N N Upstart Network, Inc. N/A N/A 5372.94000000 PA USD 5265.42000000 0.000269193570 Long LON CORP US N 3 2027-04-28 Fixed 16.97000000 N N N N N N Upstart Network, Inc. N/A N/A 18396.32000000 PA USD 17770.03000000 0.000908489318 Long LON CORP US N 3 2027-01-13 Fixed 4.86000000 N N N N N N Block, Inc. N/A N/A 1698.79000000 PA USD 1657.26000000 0.000084727094 Long LON CORP US N 3 2026-03-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 10461.52000000 PA USD 47.80999999 0.000002444276 Long LON CORP US N 3 2034-10-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 176.19000000 PA USD 98.00000000 0.000005010230 Long LON CORP US N 3 2035-03-17 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2532.09000000 PA USD 184.16000000 0.000009415144 Long LON CORP US N 3 2027-01-18 Fixed 9.15000000 N N N N N N Upstart Network, Inc. N/A N/A 1637.72000000 PA USD 1603.68000000 0.000081987827 Long LON CORP US N 3 2026-12-22 Fixed 13.43000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8429.08000000 PA USD 8789.06000000 0.000449338978 Long LON CORP US N 3 2027-08-21 Fixed 22.24000000 N N N N N N Connecticut Avenue Securities N/A 20755JAA1 1638787.12000000 PA USD 1630897.51000000 0.083379317174 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.30268840 N N N N N N FHLMC 5493000ISOMSKCX2AW62 35564KMA4 555311.66300000 PA USD 553718.64000000 0.028308757494 Long ABS-MBS CORP US N 2 2041-11-25 Floating 5.20368840 N N N N N N Upstart Network, Inc. N/A N/A 4769.95000000 PA USD 4704.75000000 0.000240529426 Long LON CORP US N 3 2027-02-11 Fixed 18.94000000 N N N N N N Block, Inc. N/A N/A 1712.78999999 PA USD 1633.60000000 0.000083517481 Long LON CORP US N 3 2025-08-28 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3494.73000000 PA USD 3456.72000000 0.000176724135 Long LON CORP US N 3 2026-12-21 Fixed 19.41000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHS2 3433.61000000 PA USD 3453.23000000 0.000176545710 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.63699960 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11160.25000000 PA USD 11725.64000000 0.000599471058 Long LON CORP US N 3 2027-05-21 Fixed 20.49000000 N N N N N N Block, Inc. N/A N/A 1670.30000000 PA USD 1621.07000000 0.000082876887 Long LON CORP US N 3 2025-12-09 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406REX9 32719.39000000 PA USD 32857.75000000 0.001679846061 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.04699920 N N N N N N K2016470260 South Africa Ltd. 3789003E1C22310B3356 N/A 470580.62160000 PA USD 0.00000000 0.000000 Long DBT CORP ZA N 3 2022-12-31 Fixed 25.00000000 Y N Y N N N Upstart Network, Inc. N/A N/A 3516.95000000 PA USD 3436.19000000 0.000175674543 Long LON CORP US N 3 2027-01-28 Fixed 10.86000000 N N N N N N Upstart Network, Inc. N/A N/A 2576.65000000 PA USD 2541.68000000 0.000129942894 Long LON CORP US N 3 2027-04-14 Fixed 30.94000000 N N N N N N Block, Inc. N/A N/A 8919.75000000 PA USD 0.24999999 0.000000012781 Long LON CORP US N 3 2034-03-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1788.06000000 PA USD 1760.31000000 0.000089995505 Long LON CORP US N 3 2027-04-14 Fixed 23.54000000 N N N N N N Block, Inc. N/A N/A 375.18000000 PA USD 350.48000000 0.000017918221 Long LON CORP US N 3 2025-09-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3603.00000000 PA USD 552.31000000 0.000028236741 Long LON CORP US N 3 2025-09-22 None 0.00000000 N N N N N N Oryx Midstream Services Permian Basin LLC N/A 68764JAJ0 493762.50000000 PA USD 489982.75000000 0.025050272547 Long LON CORP US N 2 2028-10-05 Variable 6.57340000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89237NAD9 7770000.00000000 PA USD 7886461.42000000 0.403193802239 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.33000000 N N N N N N Block, Inc. N/A N/A 886.78000000 PA USD 345.08000000 0.000017642147 Long LON CORP US N 3 2025-09-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 866.74000000 PA USD 154.09999999 0.000007878332 Long LON CORP US N 3 2034-11-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1484.53000000 PA USD 1438.64000000 0.000073550189 Long LON CORP US N 3 2026-03-12 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2544.22000000 PA USD 2483.85000000 0.000126986346 Long LON CORP US N 3 2027-02-14 Fixed 11.55000000 N N N N N N Block, Inc. N/A N/A 515.35000000 PA USD 1.42000000 0.000000072597 Long LON CORP US N 3 2034-09-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 14858.97000000 PA USD 0.70000000 0.000000035787 Long LON CORP US N 3 2033-03-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2712.60000000 PA USD 2571.21000000 0.000131452609 Long LON CORP US N 3 2026-01-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2465.21000000 PA USD 2432.17000000 0.000124344216 Long LON CORP US N 3 2026-11-22 Fixed 31.48000000 N N N N N N Block, Inc. N/A N/A 263.31000000 PA USD 0.01000000 0.000000000511 Long LON CORP US N 3 2032-06-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 20120.07000000 PA USD 12757.59000000 0.000652229301 Long LON CORP US N 3 2025-10-03 None 0.00000000 N N N N N N Restoration Hardware, Inc. 5493008MTS3OGGMHGK69 76133MAC5 766146.65440000 PA USD 720177.86000000 0.036818952657 Long LON CORP US N 2 2028-10-20 Variable 7.67162000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 28612.13000000 PA USD 29626.53000000 0.001514650569 Long LON CORP US N 3 2027-08-19 Fixed 21.24000000 N N N N N N Block, Inc. N/A N/A 2157.86000000 PA USD 30.75000000 0.000001572087 Long LON CORP US N 3 2035-05-20 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9092.69000000 PA USD 9231.09000000 0.000471937676 Long LON CORP US N 3 2027-08-06 Fixed 12.49000000 N N N N N N Verus Securitization Trust 213800KSJFZ5H8FZ7C61 92539UAA8 642378.69400000 PA USD 646599.89000000 0.033057293289 Long ABS-MBS CORP US N 2 2069-02-25 Fixed 6.09500160 N N N N N N Block, Inc. N/A N/A 449.93000000 PA USD 261.88000000 0.000013388563 Long LON CORP US N 3 2035-05-08 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 890.16000000 PA USD 865.73000000 0.000044260277 Long LON CORP US N 3 2027-05-22 Fixed 7.68000000 N N N N N N Block, Inc. N/A N/A 1662.66000000 PA USD 3.29999999 0.000000168711 Long LON CORP US N 3 2034-06-17 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 11765.07000000 PA USD 11482.20000000 0.000587025235 Long LON CORP US N 3 2027-02-10 Fixed 12.12000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 589929Y36 92468.80000000 PA USD 87338.55000000 0.004465166337 Long ABS-MBS CORP US N 2 2028-10-25 Floating 5.06108880 N N N N N N Block, Inc. N/A N/A 6526.22000000 PA USD 6.88000000 0.000000351738 Long LON CORP US N 3 2034-09-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 974.09000000 PA USD 619.11000000 0.000031651878 Long LON CORP US N 3 2025-09-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 377.68000000 PA USD 0.11999999 0.000000006134 Long LON CORP US N 3 2034-02-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 790.17999999 PA USD 783.50999999 0.000040056795 Long LON CORP US N 3 2025-12-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2552.73000000 PA USD 5.34000000 0.000000273006 Long LON CORP US N 3 2034-09-09 None 0.00000000 N N N N N N N/A N/A N/A 1600000.00000000 PA USD 94583.67000000 0.004835571684 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 41-V2 2I65BRAB1 Y Payout of notional amount upon default event with regard to the reference instrument 2028-12-20 0.00000000 USD 13473.99000000 USD 1600000.00000000 USD 94583.67000000 N N N Block, Inc. N/A N/A 29317.60000000 PA USD 23910.26000000 0.001222407380 Long LON CORP US N 3 2025-11-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 17311.24000000 PA USD 13163.49000000 0.000672980859 Long LON CORP US N 3 2025-08-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3539.30000000 PA USD 0.01999999 0.000000001022 Long LON CORP US N 3 2033-04-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 158.35999999 PA USD 0.38000000 0.000000019427 Long LON CORP US N 3 2034-07-30 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 8533.39999999 PA USD 5570.58999999 0.000284795327 Long LON CORP US N 3 2027-01-14 Fixed 16.65000000 N N N N N N Block, Inc. N/A N/A 3989.95000000 PA USD 1567.68000000 0.000080147334 Long LON CORP US N 3 2025-09-27 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 840.67000000 PA USD 827.52000000 0.000042306798 Long LON CORP US N 3 2026-12-22 Fixed 23.47000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 12861.87000000 PA USD 13436.19000000 0.000686922593 Long LON CORP US N 3 2026-10-17 Fixed 19.49000000 N N N N N N Block, Inc. N/A N/A 738.14000000 PA USD 501.22999999 0.000025625286 Long LON CORP US N 3 2025-06-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2583.24000000 PA USD 2518.13000000 0.000128738905 Long LON CORP US N 3 2026-02-10 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FYD6 19851.74000000 PA USD 20435.32000000 0.001044751750 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 7.57400040 N N N N N N Block, Inc. N/A N/A 2011.15000000 PA USD 283.00000000 0.000014468319 Long LON CORP US N 3 2026-03-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1608.94000000 PA USD 42.15000000 0.000002154910 Long LON CORP US N 3 2025-07-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 12463.34000000 PA USD 11891.88000000 0.000607970046 Long LON CORP US N 3 2026-03-10 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4291.14000000 PA USD 4448.11000000 0.000227408756 Long LON CORP US N 3 2027-05-31 Fixed 26.49000000 N N N N N N AmWINS Group, Inc. 549300SJE7MUB8NMRG61 03234TBA5 735291.37450000 PA USD 732478.88000000 0.037447839906 Long LON CORP US N 2 2032-01-30 Variable 6.57162000 N N N N N N Block, Inc. N/A N/A 2686.98000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-12-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1653.94000000 PA USD 1.27999999 0.000000065439 Long LON CORP US N 3 2034-06-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6696.66000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-03-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 775.74999999 PA USD 725.14999999 0.000037073152 Long LON CORP US N 3 2025-09-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 446.61000000 PA USD 295.33999999 0.000015099199 Long LON CORP US N 3 2025-10-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4577.58000000 PA USD 4473.61000000 0.000228712438 Long LON CORP US N 3 2027-02-01 Fixed 15.11000000 N N N N N N Block, Inc. N/A N/A 1318.59000000 PA USD 1118.07000000 0.000057161110 Long LON CORP US N 3 2025-10-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3171.40000000 PA USD 0.11999999 0.000000006134 Long LON CORP US N 3 2034-05-17 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6284.71000000 PA USD 6117.18000000 0.000312739634 Long LON CORP US N 3 2027-02-11 Fixed 9.37000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5L51 282812.79000000 PA USD 292840.82000000 0.014971429818 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 7.18300080 N Y N N N N Block, Inc. N/A N/A 834.83000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2724.47000000 PA USD 5.53000000 0.000000282720 Long LON CORP US N 3 2034-09-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4763.29000000 PA USD 0.15999999 0.000000008179 Long LON CORP US N 3 2032-12-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1357.18000000 PA USD 0.41999999 0.000000021472 Long LON CORP US N 3 2034-06-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1366.11000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2676.11000000 PA USD 43.93000000 0.000002245912 Long LON CORP US N 3 2034-12-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 838.62999999 PA USD 0.09000000 0.000000004601 Long LON CORP US N 3 2033-12-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1168.81000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-18 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 584.24000000 PA USD 573.35000000 0.000029312406 Long LON CORP US N 3 2026-09-15 Fixed 19.90000000 N N N N N N RealTruck Group, Inc. 54930007KT5CX7XNSD31 89778PAG2 340876.50320000 PA USD 318878.04000000 0.016302577613 Long LON CORP US N 2 2028-01-31 Variable 7.93610000 N N N N N N Block, Inc. N/A N/A 31126.66000000 PA USD 30542.87000000 0.001561498272 Long LON CORP US N 3 2026-02-16 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 949.13999999 PA USD 950.90999999 0.000048615088 Long LON CORP US N 3 2025-07-15 Fixed 12.74000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4298.65000000 PA USD 4481.54000000 0.000229117858 Long LON CORP US N 3 2027-05-21 Fixed 22.49000000 N N N N N N Upstart Network, Inc. N/A N/A 3499.79000000 PA USD 3495.73000000 0.000178718514 Long LON CORP US N 3 2028-09-15 Fixed 26.02000000 N N N N N N Upstart Network, Inc. N/A N/A 5918.26000000 PA USD 5814.58000000 0.000297269268 Long LON CORP US N 3 2027-04-22 Fixed 21.32000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391S6L9 1275.98000000 PA USD 1283.65000000 0.000065626355 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.24499920 N N N N N N Upstart Network, Inc. N/A N/A 4414.57000000 PA USD 4328.62000000 0.000221299853 Long LON CORP US N 3 2027-02-14 Fixed 25.50000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4940.84000000 PA USD 5006.93000000 0.000255978319 Long LON CORP US N 3 2026-08-14 Fixed 9.49000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 6870.69000000 PA USD 7084.58000000 0.000362197771 Long LON CORP US N 3 2027-04-21 Fixed 28.99000000 N N N N N N Upstart Network, Inc. N/A N/A 1786.89000000 PA USD 1755.65000000 0.000089757263 Long LON CORP US N 3 2026-09-15 Fixed 26.25000000 N N N N N N Block, Inc. N/A N/A 5886.55000000 PA USD 43.02000000 0.000002199389 Long LON CORP US N 3 2034-12-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1577.38000000 PA USD 1554.58000000 0.000079477599 Long LON CORP US N 3 2027-02-11 Fixed 17.53000000 N N N N N N Upstart Network, Inc. N/A N/A 1354.23000000 PA USD 1326.54000000 0.000067819098 Long LON CORP US N 3 2026-09-15 Fixed 10.63000000 N N N N N N Block, Inc. N/A N/A 669.54000000 PA USD 588.56999999 0.000030090526 Long LON CORP US N 3 2025-08-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 10250.63000000 PA USD 0.56999999 0.000000029141 Long LON CORP US N 3 2034-04-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 610.51000000 PA USD 0.06000000 0.000000003067 Long LON CORP US N 3 2033-07-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3827.00000000 PA USD 3348.14000000 0.000171173004 Long LON CORP US N 3 2025-11-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 439.82000000 PA USD 31.68000000 0.000001619633 Long LON CORP US N 3 2035-01-13 Fixed 20.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 512.14999999 PA USD 517.40999999 0.000026452485 Long LON CORP US N 3 2025-06-28 Fixed 20.49000000 N N N N N N N/A N/A N/A 23050000.00000000 PA USD -28885.16000000 -0.00147674817 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American Investment Grade Index Series 43-V1 2I65BYEG6 Y Payout of notional amount upon default event with regard to the reference instrument 2029-12-20 423110.12000000 USD 0.00000000 USD 23050000.00000000 USD -28885.16000000 N N N Freedom Financial Asset Management LLC N/A N/A 7051.31000000 PA USD 7165.88000000 0.000366354217 Long LON CORP US N 3 2027-07-17 Fixed 11.99000000 N N N N N N Upstart Network, Inc. N/A N/A 1496.95000000 PA USD 545.91999999 0.000027910053 Long LON CORP US N 3 2027-01-13 Fixed 13.31000000 N N N N N N Charter Next Generation, Inc. N/A 16125TAM4 220016.71520000 PA USD 219631.69000000 0.011228627323 Long LON CORP US N 2 2030-11-29 Variable 7.07114000 N N N N N N Block, Inc. N/A N/A 6016.44000000 PA USD 0.20999999 0.000000010736 Long LON CORP US N 3 2033-02-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1582.97000000 PA USD 1535.66000000 0.000078510318 Long LON CORP US N 3 2026-02-04 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1868.23000000 PA USD 1876.40000000 0.000095930584 Long LON CORP US N 3 2025-09-13 Fixed 15.24000000 N N N N N N Upstart Network, Inc. N/A N/A 15093.38000000 PA USD 14785.88000000 0.000755925231 Long LON CORP US N 3 2027-02-14 Fixed 23.16000000 N N N N N N Block, Inc. N/A N/A 12971.71000000 PA USD 191.02000000 0.000009765860 Long LON CORP US N 3 2035-04-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 229.70000000 PA USD 148.71000000 0.000007602769 Long LON CORP US N 3 2035-05-15 None 0.00000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 4600000.00000000 PA USD 4579801.35000000 0.234141450958 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N Upstart Network, Inc. N/A N/A 1952.55000000 PA USD 1924.27000000 0.000098377928 Long LON CORP US N 3 2027-04-14 Fixed 26.21000000 N N N N N N Block, Inc. N/A N/A 471.60000000 PA USD 458.62000000 0.000023446858 Long LON CORP US N 3 2025-12-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6192.78000000 PA USD 6085.16000000 0.000311102618 Long LON CORP US N 3 2027-07-10 Fixed 23.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDH2 990000.00000000 PA USD 987129.00000000 0.050466777635 Long DBT NUSS MX N 2 2025-10-16 Fixed 6.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362MS82 106.61000000 PA USD 105.32000000 0.000005384464 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 4.32299880 N N N N N N Block, Inc. N/A N/A 10799.60000000 PA USD 10640.68000000 0.000544002690 Long LON CORP US N 3 2026-02-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 385.23000000 PA USD 379.07000000 0.000019379879 Long LON CORP US N 3 2025-12-18 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407ANB3 7339.97000000 PA USD 7446.32000000 0.000380691657 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.86000160 N N N N N N Upstart Network, Inc. N/A N/A 2098.25000000 PA USD 2067.06000000 0.000105678039 Long LON CORP US N 3 2027-04-14 Fixed 25.20000000 N N N N N N Upstart Network, Inc. N/A N/A 2098.60000000 PA USD 2070.41000000 0.000105849307 Long LON CORP US N 3 2027-01-13 Fixed 15.14000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 27833.44000000 PA USD 28316.27000000 0.001447663782 Long LON CORP US N 3 2027-08-05 Fixed 13.99000000 N N N N N N Block, Inc. N/A N/A 7569.85000000 PA USD 7336.93000000 0.000375099115 Long LON CORP US N 3 2026-03-24 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 14862.55000000 PA USD 14678.86000000 0.000750453855 Long LON CORP US N 3 2027-04-13 Fixed 15.29000000 N N N N N N Block, Inc. N/A N/A 284.66999999 PA USD 282.88000000 0.000014462184 Long LON CORP US N 3 2025-10-29 None 0.00000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBD6 2200000.00000000 PA USD 2247805.10000000 0.114918597415 Long DBT CORP IE N 2 2027-01-15 Fixed 6.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DAF3 1303.36000000 PA USD 1319.75000000 0.000067471961 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 5.77400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A2CK3 21989.99000000 PA USD 21885.39000000 0.001118886296 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 4.00000000 N N N N N N Block, Inc. N/A N/A 678.90000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-09-12 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4279.54000000 PA USD 4229.44000000 0.000216229295 Long LON CORP US N 3 2027-01-14 Fixed 21.77000000 N N N N N N Block, Inc. N/A N/A 6493.16000000 PA USD 4927.59000000 0.000251922077 Long LON CORP US N 3 2025-09-11 None 0.00000000 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CBS7 6600000.00000000 PA USD 6596937.34000000 0.337267135106 Long DBT CORP US N 2 2027-09-25 Fixed 4.40000000 N N N N N N Upstart Network, Inc. N/A N/A 6201.70000000 PA USD 834.53000000 0.000042665183 Long LON CORP US N 3 2027-01-14 Fixed 7.62000000 N N N N N N Upstart Network, Inc. N/A N/A 2790.55000000 PA USD 2716.55000000 0.000138883089 Long LON CORP US N 3 2027-01-13 Fixed 8.49000000 N N N N N N Block, Inc. N/A N/A 1666.02000000 PA USD 629.80000000 0.000032198402 Long LON CORP US N 3 2025-09-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3932.86000000 PA USD 268.06000000 0.000013704515 Long LON CORP US N 3 2025-07-29 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 29351.86000000 PA USD 30028.84000000 0.001535218589 Long LON CORP US N 3 2027-09-14 Fixed 18.24000000 N N N N N N Upstart Network, Inc. N/A N/A 8830.44000000 PA USD 1280.42000000 0.000065461222 Long LON CORP US N 3 2027-06-13 Fixed 27.43000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1455.02999999 PA USD 1456.26000000 0.000074451008 Long LON CORP US N 3 2025-07-06 Fixed 8.24000000 N N N N N N Block, Inc. N/A N/A 896.53000000 PA USD 880.67000000 0.000045024082 Long LON CORP US N 3 2026-01-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 965.69999999 PA USD 948.97000000 0.000048515906 Long LON CORP US N 3 2025-11-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1918.85000000 PA USD 1815.92000000 0.000092838555 Long LON CORP US N 3 2025-11-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 11561.56000000 PA USD 2724.94999999 0.000139312537 Long LON CORP US N 3 2035-05-22 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9732.41000000 PA USD 10299.18000000 0.000526543569 Long LON CORP US N 3 2027-06-25 Fixed 21.99000000 N N N N N N Block, Inc. N/A N/A 3754.73000000 PA USD 3357.71000000 0.000171662268 Long LON CORP US N 3 2026-01-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4271.45000000 PA USD 4223.50000000 0.000215925613 Long LON CORP US N 3 2026-10-20 Fixed 16.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8542.71000000 PA USD 8700.51000000 0.000444811877 Long LON CORP US N 3 2027-07-22 Fixed 9.99000000 N N N N N N WestJet Loyalty LP N/A C9763HAB3 514800.00000000 PA USD 491875.96000000 0.025147062539 Long LON CORP CA N 2 2031-02-14 Variable 7.54917000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4439.20000000 PA USD 4665.24000000 0.000238509485 Long LON CORP US N 3 2027-07-25 Fixed 23.49000000 N N N N N N Block, Inc. N/A N/A 2386.30000000 PA USD 1254.07000000 0.000064114084 Long LON CORP US N 3 2026-03-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 947.27000000 PA USD 784.69000000 0.000040117123 Long LON CORP US N 3 2025-10-27 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388HAW9 5229.23000000 PA USD 5299.06000000 0.000270913409 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 6.99800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412ECK0 435142.70000000 PA USD 450907.15000000 0.023052540116 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.91200000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 16594.41000000 PA USD 13218.63000000 0.000675799881 Long LON CORP US N 3 2027-04-21 Fixed 20.99000000 N N N N N N Towd Point Mortgage Trust N/A 89175TAA6 6965595.26600000 PA USD 6583296.23000000 0.336569736017 Long ABS-MBS CORP US N 2 2058-06-25 Variable 2.99999880 N N N N N N Block, Inc. N/A N/A 3440.67000000 PA USD 676.16000000 0.000034568548 Long LON CORP US N 3 2034-10-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1222.41000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-12-28 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 3828.00000000 PA USD 3859.89000000 0.000197336123 Long LON CORP US N 3 2027-05-10 Fixed 21.99000000 N N N N N N Upstart Network, Inc. N/A N/A 6129.05000000 PA USD 2745.35000000 0.000140355483 Long LON CORP US N 3 2027-01-13 Fixed 6.38000000 N N N N N N Upstart Network, Inc. N/A N/A 1776.56000000 PA USD 127.51000000 0.000006518923 Long LON CORP US N 3 2027-02-15 Fixed 26.43000000 N N N N N N Upstart Network, Inc. N/A N/A 2084.94000000 PA USD 2037.66000000 0.000104174970 Long LON CORP US N 3 2027-01-18 Fixed 11.63000000 N N N N N N Block, Inc. N/A N/A 1418.89000000 PA USD 719.28000000 0.000036773049 Long LON CORP US N 3 2035-01-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 321.59000000 PA USD 2.60000000 0.000000132924 Long LON CORP US N 3 2034-12-08 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 17071.54000000 PA USD 16827.78000000 0.000860316971 Long LON CORP US N 3 2027-04-14 Fixed 24.59000000 N N N N N N Block, Inc. N/A N/A 16988.92000000 PA USD 3.81000000 0.000000194785 Long LON CORP US N 3 2034-07-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 214.36999999 PA USD 133.84000000 0.000006842543 Long LON CORP US N 3 2035-02-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 41907.89000000 PA USD 2.64000000 0.000000134969 Long LON CORP US N 3 2033-06-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5078.69000000 PA USD 4985.20000000 0.000254867377 Long LON CORP US N 3 2026-02-08 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 630.36000000 PA USD 618.72000000 0.000031631939 Long LON CORP US N 3 2027-04-14 Fixed 15.31000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HJE3 671.60000000 PA USD 666.28000000 0.000034063435 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 4.89600000 N N N N N N Mutual of Omaha Cos. Global Funding 635400AL5J3F1ZPTAN95 62829D2D1 6700000.00000000 PA USD 6818469.94000000 0.348592946082 Long DBT CORP US N 2 2027-04-09 Fixed 5.35000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5273.39000000 PA USD 2127.20000000 0.000108752685 Long LON CORP US N 3 2027-07-19 Fixed 18.99000000 N N N N N N Block, Inc. N/A N/A 116.54000000 PA USD 94.82000000 0.000004847654 Long LON CORP US N 3 2025-10-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1728.08000000 PA USD 1326.37000000 0.000067810407 Long LON CORP US N 3 2025-09-06 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6237.12000000 PA USD 6070.15000000 0.000310335235 Long LON CORP US N 3 2027-01-13 Fixed 7.35000000 N N N N N N Upstart Network, Inc. N/A N/A 1407.04000000 PA USD 1387.04000000 0.000070912149 Long LON CORP US N 3 2027-04-14 Fixed 27.49000000 N N N N N N Block, Inc. N/A N/A 777.52000000 PA USD 647.37000000 0.000033096665 Long LON CORP US N 3 2026-01-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1405.37000000 PA USD 1381.27000000 0.000070617159 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 644.74000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-10-15 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 9426.33000000 PA USD 9499.91000000 0.000485681046 Long LON CORP US N 3 2026-10-29 Fixed 10.90000000 N N N N N N Block, Inc. N/A N/A 2528.70000000 PA USD 2505.72000000 0.000128104446 Long LON CORP US N 3 2026-03-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 997.49999999 PA USD 14.65000000 0.000000748978 Long LON CORP US N 3 2034-11-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1247.31000000 PA USD 1227.77000000 0.000062769501 Long LON CORP US N 3 2026-09-15 Fixed 30.56000000 N N N N N N J.P. Morgan Mortgage Trust N/A 46658CAA9 1172412.81400000 PA USD 1177146.55000000 0.060181387825 Long ABS-MBS CORP US N 2 2054-06-25 Fixed 6.19100000 N N N N N N Block, Inc. N/A N/A 323.34000000 PA USD 275.78000000 0.000014099198 Long LON CORP US N 3 2025-11-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5549.57000000 PA USD 5437.87000000 0.000278010043 Long LON CORP US N 3 2026-01-04 None 0.00000000 N N N N N N Allied Universal Holdco LLC 98450038B4549046D794 01957TAH0 348708.05880000 PA USD 348774.31000000 0.017831018587 Long LON CORP US N 2 2028-05-12 Variable 8.17162000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6231.23000000 PA USD 6329.85000000 0.000323612346 Long LON CORP US N 3 2027-04-20 Fixed 9.59000000 N N N N N N Block, Inc. N/A N/A 4084.55999999 PA USD 4036.07000000 0.000206343291 Long LON CORP US N 3 2025-12-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 45.65999999 PA USD 45.39999999 0.000002321066 Long LON CORP US N 3 2026-01-15 None 0.00000000 N N N N N N Cimpress USA, Inc. N/A N/A 463930.51000000 PA USD 450012.60000000 0.023006806422 Long LON CORP US N 2 2028-05-17 Variable 6.82492000 N N N N N N Block, Inc. N/A N/A 3653.69000000 PA USD 1.60000000 0.000000081799 Long LON CORP US N 3 2034-06-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3504.76000000 PA USD 3382.72000000 0.000172940900 Long LON CORP US N 3 2026-03-16 None 0.00000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 3291994.24000000 PA USD 3251938.57000000 0.166254725263 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.69000000 N N N N N N Block, Inc. N/A N/A 12521.52000000 PA USD 280.87999999 0.000014359935 Long LON CORP US N 3 2025-06-11 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 4023.12000000 PA USD 3989.29000000 0.000203951673 Long LON CORP US N 3 2026-12-25 Fixed 11.60000000 N N N N N N Block, Inc. N/A N/A 190.38000000 PA USD 4.40999999 0.000000225460 Long LON CORP US N 3 2035-04-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1702.80000000 PA USD 1415.15000000 0.000072349267 Long LON CORP US N 3 2025-11-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4222.52000000 PA USD 2907.20000000 0.000148630033 Long LON CORP US N 3 2025-11-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 10267.73000000 PA USD 10167.00000000 0.000519785892 Long LON CORP US N 3 2027-04-14 Fixed 20.51000000 N N N N N N Crown Equipment Corp. N/A 22834HAK4 750000.00000000 PA USD 747187.50000000 0.038199815236 Long LON CORP US N 2 2031-10-10 Variable 6.54181000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8020.65000000 PA USD 8383.13000000 0.000428585886 Long LON CORP US N 3 2027-08-21 Fixed 21.74000000 N N N N N N Upstart Network, Inc. N/A N/A 1946.30000000 PA USD 490.15999999 0.000025059334 Long LON CORP US N 3 2027-02-10 Fixed 25.81000000 N N N N N N Upstart Network, Inc. N/A N/A 11666.55000000 PA USD 5718.74000000 0.000292369467 Long LON CORP US N 3 2027-06-13 Fixed 28.61000000 N N N N N N Block, Inc. N/A N/A 542.35999999 PA USD 0.01000000 0.000000000511 Long LON CORP US N 3 2033-09-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3140.33999999 PA USD 3106.33000000 0.000158810515 Long LON CORP US N 3 2025-12-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 282.51000000 PA USD 151.64000000 0.000007752565 Long LON CORP US N 3 2035-03-11 None 0.00000000 N N N N N N Hexion Holdings Corp. N/A 00217XAE6 246880.20780000 PA USD 240972.36000000 0.012319664915 Long LON CORP US N 2 2029-03-15 Variable 8.32880000 N N N N N N Upstart Network, Inc. N/A N/A 2554.52000000 PA USD 92.58000000 0.000004733134 Long LON CORP US N 3 2026-09-15 Fixed 16.18000000 N N N N N N Upstart Network, Inc. N/A N/A 2575.43000000 PA USD 2519.42000000 0.000128804856 Long LON CORP US N 3 2026-11-15 Fixed 13.55000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 3424.41000000 PA USD 3481.22000000 0.000177976693 Long LON CORP US N 3 2027-04-20 Fixed 22.49000000 N N N N N N Block, Inc. N/A N/A 9021.42000000 PA USD 5252.07999999 0.000268511565 Long LON CORP US N 3 2026-01-03 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4410.17000000 PA USD 4334.05000000 0.000221577461 Long LON CORP US N 3 2026-12-21 Fixed 18.98000000 N N N N N N Block, Inc. N/A N/A 3169.35000000 PA USD 31.93000000 0.000001632415 Long LON CORP US N 3 2035-02-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 276.80000000 PA USD 275.40000000 0.000014079771 Long LON CORP US N 3 2025-11-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 13179.41000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-03-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5279.32000000 PA USD 21.26999999 0.000001087424 Long LON CORP US N 3 2034-11-01 None 0.00000000 N N N N N N Albaugh LLC N/A 01260HAH8 258005.11680000 PA USD 251554.99000000 0.012860699810 Long LON CORP US N 2 2029-04-06 Variable 8.06324000 N N N N N N Upstart Network, Inc. N/A N/A 7123.78000000 PA USD 6902.08000000 0.000352867494 Long LON CORP US N 3 2027-04-14 Fixed 6.79000000 N N N N N N Block, Inc. N/A N/A 453.64999999 PA USD 317.64000000 0.000016239283 Long LON CORP US N 3 2035-04-18 None 0.00000000 N N N N N N Northwestern Mutual Global Funding 635400LZXFVELZDVP257 66815L2M0 5000000.00000000 PA USD 5099489.50000000 0.260710406288 Long DBT CORP US N 2 2028-06-12 Fixed 4.90000000 N N N N N N Block, Inc. N/A N/A 1693.36000000 PA USD 27.21000000 0.000001391105 Long LON CORP US N 3 2035-01-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4564.90000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-01 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3917.78000000 PA USD 3783.87000000 0.000193449615 Long LON CORP US N 3 2027-01-18 Fixed 7.30000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAV3 2700000.00000000 PA USD 2461519.21000000 0.125844689615 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N Upstart Network, Inc. N/A N/A 10773.79000000 PA USD 10525.69000000 0.000538123848 Long LON CORP US N 3 2027-02-11 Fixed 14.21000000 N N N N N N Block, Inc. N/A N/A 8117.35999999 PA USD 7601.47999999 0.000388624182 Long LON CORP US N 3 2025-12-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4825.97000000 PA USD 4726.20000000 0.000241626053 Long LON CORP US N 3 2027-04-14 Fixed 13.63000000 N N N N N N Upstart Network, Inc. N/A N/A 1923.82000000 PA USD 1874.45000000 0.000095830890 Long LON CORP US N 3 2027-01-18 Fixed 9.38000000 N N N N N N Block, Inc. N/A N/A 833.74000000 PA USD 0.12999999 0.000000006646 Long LON CORP US N 3 2033-01-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3091.99000000 PA USD 3058.54000000 0.000156367261 Long LON CORP US N 3 2026-12-21 Fixed 19.06000000 N N N N N N Verus Securitization Trust 9845008F97BFO762AF95 92540CAA5 1555194.20100000 PA USD 1577675.62000000 0.080658358426 Long ABS-MBS CORP US N 2 2068-11-25 Variable 6.87600000 N N N N N N Block, Inc. N/A N/A 6235.27000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-07-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1390.54000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-22 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400HFH1 74.75000000 PA USD 76.00000000 0.000003885485 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 6.52700160 N N N N N N Upstart Network, Inc. N/A N/A 4970.34000000 PA USD 4873.09000000 0.000249135775 Long LON CORP US N 3 2027-02-14 Fixed 24.50000000 N N N N N N Block, Inc. N/A N/A 7301.12000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-11-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6932.92000000 PA USD 499.94000000 0.000025559335 Long LON CORP US N 3 2027-01-18 Fixed 9.72000000 N N N N N N Upstart Network, Inc. N/A N/A 10752.24000000 PA USD 146.78000000 0.000007504098 Long LON CORP US N 3 2027-02-15 Fixed 26.41000000 N N N N N N Upstart Network, Inc. N/A N/A 4206.44000000 PA USD 2617.68000000 0.000133828379 Long LON CORP US N 3 2027-03-20 Fixed 13.02000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 5669.28000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2027-04-14 Fixed 25.99000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 13881.42000000 PA USD 14090.06000000 0.000720351569 Long LON CORP US N 3 2026-08-17 Fixed 10.59000000 N N N N N N Rand Parent LLC N/A 75223LAD8 687561.46280000 PA USD 639002.43000000 0.032668874628 Long LON CORP US N 2 2030-03-18 Variable 7.29917000 N N N N N N Upstart Network, Inc. N/A N/A 698.00000000 PA USD 685.04000000 0.000035022536 Long LON CORP US N 3 2027-01-18 Fixed 20.01000000 N N N N N N Block, Inc. N/A N/A 641.68000000 PA USD 388.67999999 0.000019871189 Long LON CORP US N 3 2035-05-03 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 857.31000000 PA USD 854.59000000 0.000043690747 Long LON CORP US N 3 2025-08-15 Fixed 11.40000000 N N N N N N Block, Inc. N/A N/A 2027.73000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-06-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5473.80000000 PA USD 5342.18000000 0.000273117910 Long LON CORP US N 3 2027-02-11 Fixed 11.20000000 N N N N N N Block, Inc. N/A N/A 2001.46000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-03-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5253.72000000 PA USD 3906.04000000 0.000199695533 Long LON CORP US N 3 2025-06-28 None 0.00000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 46266TAF5 3300000.00000000 PA USD 3432135.30000000 0.175467247946 Long DBT CORP US N 2 2029-02-01 Fixed 6.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M7DJ2 36467.93000000 PA USD 36925.06000000 0.001887786492 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.00000000 N N N N N N Fiesta Purchaser, Inc. N/A 31659LAE2 0.02110000 PA USD 0.02000000 0.000000001022 Long LON CORP US N 2 2031-02-12 Variable 7.57162000 N N N N N N Block, Inc. N/A N/A 1057.67000000 PA USD 1050.26000000 0.000053694337 Long LON CORP US N 3 2025-12-14 None 0.00000000 N N N N N N McAfee Corp. N/A 57906HAF4 748789.38280000 PA USD 705891.24000000 0.036088551996 Long LON CORP US N 2 2029-03-01 Variable 7.31896000 N N N N N N Block, Inc. N/A N/A 478.25000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-05-23 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 7061.17000000 PA USD 6947.81000000 0.000355205431 Long LON CORP US N 3 2027-04-06 Fixed 11.60000000 N N N N N N Block, Inc. N/A N/A 291.25000000 PA USD 0.06999999 0.000000003578 Long LON CORP US N 3 2034-04-21 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401GY24 742.05000000 PA USD 759.40000000 0.000038824176 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.18500160 N N N N N N Block, Inc. N/A N/A 7806.46999999 PA USD 7665.14999999 0.000391879299 Long LON CORP US N 3 2026-03-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 44853.58000000 PA USD 651.50999999 0.000033308321 Long LON CORP US N 3 2034-06-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3097.28999999 PA USD 1469.60000000 0.000075133013 Long LON CORP US N 3 2035-02-10 None 0.00000000 N N N N N N Consumer Loan Underlying Bond Certificate Issuer Trust I N/A 21055HAA0 8866.54960000 PA USD 8525.34000000 0.000435856345 Long ABS-O CORP US N 2 2045-01-15 Variable 0.65166480 N N N N N N Block, Inc. N/A N/A 813.17999999 PA USD 795.49000000 0.000040669271 Long LON CORP US N 3 2026-01-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4429.77000000 PA USD 4331.14000000 0.000221428687 Long LON CORP US N 3 2027-01-13 Fixed 15.91000000 N N N N N N Block, Inc. N/A N/A 2287.31000000 PA USD 0.19999999 0.000000010224 Long LON CORP US N 3 2033-11-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2579.46000000 PA USD 1616.70000000 0.000082653472 Long LON CORP US N 3 2027-06-18 Fixed 19.10000000 N N N N N N Upstart Network, Inc. N/A N/A 3646.70000000 PA USD 3594.04000000 0.000183744594 Long LON CORP US N 3 2027-02-11 Fixed 15.29000000 N N N N N N Block, Inc. N/A N/A 4365.94000000 PA USD 0.02999999 0.000000001533 Long LON CORP US N 3 2032-06-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9169.01000000 PA USD 136.40000000 0.000006973423 Long LON CORP US N 3 2035-02-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4331.85000000 PA USD 36.24999999 0.000001853274 Long LON CORP US N 3 2035-05-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1838.37000000 PA USD 1831.52000000 0.000093636102 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401BYD1 12016.64000000 PA USD 12225.55000000 0.000625028859 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 6.70299840 N N N N N N Block, Inc. N/A N/A 1126.33000000 PA USD 729.38000000 0.000037289410 Long LON CORP US N 3 2026-03-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3540.03000000 PA USD 3496.40000000 0.000178752768 Long LON CORP US N 3 2026-01-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 8046.00000000 PA USD 4474.89000000 0.000228777878 Long LON CORP US N 3 2025-09-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3020.45000000 PA USD 2962.27000000 0.000151445476 Long LON CORP US N 3 2027-09-15 Fixed 21.75000000 N N N N N N Block, Inc. N/A N/A 7023.38000000 PA USD 17.14000000 0.000000876279 Long LON CORP US N 3 2034-10-29 None 0.00000000 N N N N N N UGCard N/A N/A 24.39000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2030-02-10 Fixed 28.98000000 N N N N N N Block, Inc. N/A N/A 460.99000000 PA USD 7.06999999 0.000000361452 Long LON CORP US N 3 2035-04-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3469.15000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-02-05 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 3063.84000000 PA USD 1289.91000000 0.000065946397 Long LON CORP US N 3 2025-06-26 Fixed 16.24000000 N N N N N N Block, Inc. N/A N/A 9495.77000000 PA USD 8782.81000000 0.000449019448 Long LON CORP US N 3 2025-11-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7625.25000000 PA USD 0.85999999 0.000000043967 Long LON CORP US N 3 2033-07-19 None 0.00000000 N N N N N N Chevron Corp. N/A 166764BW9 4500000.00000000 PA USD 4495590.86000000 0.229836206078 Long DBT CORP US N 2 2025-05-11 Fixed 1.55400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406BQQ6 26908.90000000 PA USD 27852.63000000 0.001423960277 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.52399920 N N N N N N Upstart Network, Inc. N/A N/A 4378.07000000 PA USD 4269.11000000 0.000218257416 Long LON CORP US N 3 2026-10-20 Fixed 8.11000000 N N N N N N Block, Inc. N/A N/A 218.84000000 PA USD 185.42000000 0.000009479561 Long LON CORP US N 3 2025-11-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 576.87000000 PA USD 574.66000000 0.000029379380 Long LON CORP US N 3 2026-02-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3640.00000000 PA USD 123.97000000 0.000006337942 Long LON CORP US N 3 2035-05-14 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 15880.96000000 PA USD 15752.69000000 0.000805353204 Long LON CORP US N 3 2027-02-05 Fixed 13.60000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DG7 10400000.00000000 PA USD 10191637.46000000 0.521045477775 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N Upstart Network, Inc. N/A N/A 2330.19000000 PA USD 2279.82000000 0.000116555352 Long LON CORP US N 3 2027-02-10 Fixed 23.22000000 N N N N N N Upstart Network, Inc. N/A N/A 3351.10000000 PA USD 3271.85000000 0.000167272693 Long LON CORP US N 3 2027-02-10 Fixed 13.74000000 N N N N N N Block, Inc. N/A N/A 3007.44000000 PA USD 10.81000000 0.000000552659 Long LON CORP US N 3 2034-09-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6213.43000000 PA USD 2511.16000000 0.000128382565 Long LON CORP US N 3 2025-09-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2573.98000000 PA USD 0.00999999 0.000000000511 Long LON CORP US N 3 2034-05-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4761.24000000 PA USD 32.85999999 0.000001679961 Long LON CORP US N 3 2034-12-19 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 8905.64000000 PA USD 8778.15000000 0.000448781207 Long LON CORP US N 3 2027-07-11 Fixed 18.92000000 N N N N N N Upstart Network, Inc. N/A N/A 1110.16000000 PA USD 1081.48000000 0.000055290454 Long LON CORP US N 3 2027-01-13 Fixed 10.52000000 N N N N N N Block, Inc. N/A N/A 837.75000000 PA USD 622.39000000 0.000031819567 Long LON CORP US N 3 2025-12-06 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3203.59000000 PA USD 731.19000000 0.000037381946 Long LON CORP US N 3 2027-04-15 Fixed 14.07000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7380.91000000 PA USD 7540.27000000 0.000385494833 Long LON CORP US N 3 2027-05-29 Fixed 13.84000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7748.25999999 PA USD 8164.27999999 0.000417397222 Long LON CORP US N 3 2027-06-17 Fixed 23.49000000 N N N N N N Block, Inc. N/A N/A 556.73000000 PA USD 274.56000000 0.000014036826 Long LON CORP US N 3 2035-02-07 None 0.00000000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAQ7 3000000.00000000 PA USD 3043386.00000000 0.155592515790 Long DBT CORP US N 2 2029-03-15 Fixed 6.37500000 N N N N N N Block, Inc. N/A N/A 633.69000000 PA USD 348.62999999 0.000017823640 Long LON CORP US N 3 2035-02-28 None 0.00000000 N N N N N N GS Mortgage Securities Trust N/A 36253PAC6 2000000.00000000 PA USD 1949531.20000000 0.099669402441 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.43300000 N N N N N N Ford Credit Auto Owner Trust N/A 34535EAD4 6670000.00000000 PA USD 6752873.42000000 0.345239336788 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.09000000 N N N N N N Block, Inc. N/A N/A 1347.88000000 PA USD 1335.31000000 0.000068267463 Long LON CORP US N 3 2026-02-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 7715.96000000 PA USD 7566.81000000 0.000386851685 Long LON CORP US N 3 2027-01-14 Fixed 22.94000000 N N N N N N Block, Inc. N/A N/A 2424.26000000 PA USD 1662.16000000 0.000084977605 Long LON CORP US N 3 2035-05-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2247.93000000 PA USD 2140.25000000 0.000109419863 Long LON CORP US N 3 2026-02-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2232.50000000 PA USD 2191.15000000 0.000112022116 Long LON CORP US N 3 2026-03-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7908.84000000 PA USD 112.21999999 0.000005737225 Long LON CORP US N 3 2025-07-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 605.91000000 PA USD 588.96000000 0.000030110465 Long LON CORP US N 3 2026-01-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 988.70999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-17 None 0.00000000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AG1 700000.00000000 PA USD 679608.93000000 0.034744874022 Long DBT CORP US N 2 2026-11-15 Fixed 3.25000000 N N N N N N Block, Inc. N/A N/A 1548.88000000 PA USD 53.53000000 0.000002736710 Long LON CORP US N 3 2025-06-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4175.00000000 PA USD 6.19000000 0.000000316462 Long LON CORP US N 3 2034-07-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 11697.23000000 PA USD 5983.92000000 0.000305926743 Long LON CORP US N 3 2025-07-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 460.62000000 PA USD 0.39000000 0.000000019938 Long LON CORP US N 3 2033-09-30 None 0.00000000 N N N N N N K2016470219 South Africa Ltd. 378900DECAC8CFA88345 N/A 1068278.25550000 PA USD 0.00000000 0.000000 Long DBT CORP ZA N 3 2022-12-31 Fixed 3.00000000 Y N Y N N N Freedom Financial Asset Management LLC N/A N/A 2077.86000000 PA USD 2094.23000000 0.000107067100 Long LON CORP US N 3 2026-07-20 Fixed 16.99000000 N N N N N N Block, Inc. N/A N/A 6059.23000000 PA USD 5927.25999999 0.000303030011 Long LON CORP US N 3 2026-02-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 175.88000000 PA USD 175.11000000 0.000008952464 Long LON CORP US N 3 2025-10-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3844.68999999 PA USD 3336.24000000 0.000170564619 Long LON CORP US N 3 2026-03-22 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 9794.84000000 PA USD 9538.46000000 0.000487651907 Long LON CORP US N 3 2027-07-14 Fixed 12.97000000 N N N N N N Upstart Network, Inc. N/A N/A 2396.28000000 PA USD 572.84999999 0.000029286844 Long LON CORP US N 3 2027-01-13 Fixed 16.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388JK38 11257.76000000 PA USD 11422.97000000 0.000583997113 Long ABS-MBS USGSE US N 2 2031-09-01 Variable 6.93500040 N N N N N N Freedom Financial Asset Management LLC N/A N/A 14781.63000000 PA USD 15451.85000000 0.000789972818 Long LON CORP US N 3 2027-11-24 Fixed 24.99000000 N N N N N N Block, Inc. N/A N/A 203.12999999 PA USD 107.87000000 0.000005514832 Long LON CORP US N 3 2035-04-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 375.30000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-11-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2709.49000000 PA USD 2640.58000000 0.000134999137 Long LON CORP US N 3 2027-01-13 Fixed 9.97000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7543.08000000 PA USD 7648.31000000 0.000391018357 Long LON CORP US N 3 2026-09-20 Fixed 9.49000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8117.21000000 PA USD 8557.10000000 0.000437480068 Long LON CORP US N 3 2027-06-27 Fixed 20.99000000 N N N N N N Block, Inc. N/A N/A 1928.68000000 PA USD 416.99000000 0.000021318532 Long LON CORP US N 3 2035-03-18 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1074.07000000 PA USD 1054.48000000 0.000053910084 Long LON CORP US N 3 2026-11-15 Fixed 10.56000000 N N N N N N Block, Inc. N/A N/A 714.11000000 PA USD 11.63000000 0.000000594581 Long LON CORP US N 3 2035-01-31 None 0.00000000 N N N N N N Block, Inc. N/A N/A 411.92000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-05-04 None 0.00000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBN5 8000000.00000000 PA USD 8031042.80000000 0.410585497098 Long DBT CORP US N 2 2029-03-20 Fixed 5.47300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAX2 1629121.16900000 PA USD 1629271.37000000 0.083296181083 Long ABS-MBS CORP US N 2 2025-05-25 Floating 8.46816840 N N N N N N Block, Inc. N/A N/A 3411.01000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-05-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6563.04999999 PA USD 36.64000000 0.000001873212 Long LON CORP US N 3 2034-10-15 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 15519.69000000 PA USD 2229.73000000 0.000113994511 Long LON CORP US N 3 2027-07-15 Fixed 26.69000000 N N N N N N Upstart Network, Inc. N/A N/A 1007.15000000 PA USD 73.42999999 0.000003754094 Long LON CORP US N 3 2025-11-28 Fixed 8.05000000 N N N N N N Block, Inc. N/A N/A 8490.44000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-11-10 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 7226.56000000 PA USD 7077.50000000 0.000361835807 Long LON CORP US N 3 2027-02-10 Fixed 25.45000000 N N N N N N Pacific Dental Services, Inc. N/A 69417WAC5 285558.85720000 PA USD 283440.01000000 0.014490815240 Long LON CORP US N 2 2031-03-17 Variable 7.06990000 N N N N N N Block, Inc. N/A N/A 954.89000000 PA USD 729.62000000 0.000037301680 Long LON CORP US N 3 2026-01-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 12618.50000000 PA USD 1935.21000000 0.000098937233 Long LON CORP US N 3 2025-10-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1044.45000000 PA USD 1025.02000000 0.000052403947 Long LON CORP US N 3 2026-11-15 Fixed 24.70000000 N N N N N N Block, Inc. N/A N/A 5461.75000000 PA USD 114.66000000 0.000005861970 Long LON CORP US N 3 2035-04-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 18147.41000000 PA USD 124.07000000 0.000006343054 Long LON CORP US N 3 2034-12-05 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9659.63000000 PA USD 9815.64000000 0.000501822680 Long LON CORP US N 3 2027-09-15 Fixed 14.24000000 N N N N N N N/A N/A N/A -65000000.00000000 PA USD -56536.69000000 -0.00289042725 N/A DCR US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Put Written N/A Markit CDX North American Investment Grade Index Series 44-V1 1.00000000 1.05000000 USD 2025-07-16 XXXX 58838.31000000 N N N Upstart Network, Inc. N/A N/A 1362.32000000 PA USD 1339.05000000 0.000068458670 Long LON CORP US N 3 2027-01-13 Fixed 30.41000000 N N N N N N Upstart Network, Inc. N/A N/A 2246.05000000 PA USD 2197.27000000 0.000112335000 Long LON CORP US N 3 2027-02-10 Fixed 22.06000000 N N N N N N Block, Inc. N/A N/A 1802.38000000 PA USD 82.23000000 0.000004203992 Long LON CORP US N 3 2025-11-17 None 0.00000000 N N N N N N Edelman Financial Engines Center LLC N/A 27943UAM8 592018.23140000 PA USD 590570.75000000 0.030192814432 Long LON CORP US N 2 2028-04-07 Variable 7.32162000 N N N N N N Upstart Network, Inc. N/A N/A 6854.03999999 PA USD 6715.25999999 0.000343316358 Long LON CORP US N 3 2027-04-14 Fixed 15.35000000 N N N N N N Block, Inc. N/A N/A 876.27000000 PA USD 1.65000000 0.000000084355 Long LON CORP US N 3 2034-08-10 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 13380.39000000 PA USD 13828.18000000 0.000706963006 Long LON CORP US N 3 2026-07-17 Fixed 17.74000000 N N N N N N Block, Inc. N/A N/A 4701.77000000 PA USD 806.47000000 0.000041230621 Long LON CORP US N 3 2035-03-05 None 0.00000000 N N N N N N Sound Point CLO XXII Ltd. N/A 83611KAW2 3045146.58000000 PA USD 3039056.29000000 0.155371160210 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 5.29947000 N N N N N N Block, Inc. N/A N/A 200.63000000 PA USD 0.17000000 0.000000008691 Long LON CORP US N 3 2033-03-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6441.64000000 PA USD 6266.42000000 0.000320369500 Long LON CORP US N 3 2026-02-06 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3026.83000000 PA USD 2973.17000000 0.000152002736 Long LON CORP US N 3 2027-01-14 Fixed 27.27000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 3723.99000000 PA USD 3763.94000000 0.000192430698 Long LON CORP US N 3 2027-04-21 Fixed 19.44000000 N N N N N N Block, Inc. N/A N/A 4947.71000000 PA USD 6.95000000 0.000000355317 Long LON CORP US N 3 2034-10-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7104.91999999 PA USD 7072.88000000 0.000361599610 Long LON CORP US N 3 2025-12-12 None 0.00000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AN1 3500000.00000000 PA USD 3570669.80000000 0.182549797245 Long DBT CORP US N 2 2027-06-15 Fixed 5.50000000 N N N N N N Block, Inc. N/A N/A 5978.51000000 PA USD 0.00999999 0.000000000511 Long LON CORP US N 3 2034-02-11 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 22498.67000000 PA USD 23634.37000000 0.001208302557 Long LON CORP US N 3 2027-11-20 Fixed 23.49000000 N N N N N N Block, Inc. N/A N/A 557.58000000 PA USD 550.07000000 0.000028122221 Long LON CORP US N 3 2026-01-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1292.60000000 PA USD 833.30999999 0.000042602811 Long LON CORP US N 3 2035-05-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4062.60000000 PA USD 61.63000000 0.000003150821 Long LON CORP US N 3 2025-12-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1941.50000000 PA USD 1915.60999999 0.000097935187 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 382.70000000 PA USD 0.00999999 0.000000000511 Long LON CORP US N 3 2033-09-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 561.31000000 PA USD 536.92999999 0.000027450441 Long LON CORP US N 3 2026-01-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2443.70000000 PA USD 46.31999999 0.000002368100 Long LON CORP US N 3 2025-11-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6372.17000000 PA USD 0.21999999 0.000000011247 Long LON CORP US N 3 2033-03-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4838.72000000 PA USD 0.02000000 0.000000001022 Long LON CORP US N 3 2033-11-05 None 0.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644YAU4 1600436.27100000 PA USD 1589310.52000000 0.081253190419 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.80140000 N N N N N N Block, Inc. N/A N/A 6248.01000000 PA USD 2681.90000000 0.000137111614 Long LON CORP US N 3 2035-05-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 477.72000000 PA USD 0.12999999 0.000000006646 Long LON CORP US N 3 2033-09-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 16278.65000000 PA USD 15995.64000000 0.000817773975 Long LON CORP US N 3 2026-02-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 778.51000000 PA USD 0.35999999 0.000000018404 Long LON CORP US N 3 2034-02-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 905.83000000 PA USD 859.81999999 0.000043958129 Long LON CORP US N 3 2026-02-03 None 0.00000000 N N N N N N Ellington CLO III Ltd. 254900V20GCNJI0I7591 28852LAA1 27361.02000000 PA USD 27361.02000000 0.001398826812 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.18108120 N N N N N N Upstart Network, Inc. N/A N/A 1876.73000000 PA USD 1844.37000000 0.000094293056 Long LON CORP US N 3 2026-09-15 Fixed 19.95000000 N N N N N N Upstart Network, Inc. N/A N/A 8887.33000000 PA USD 5501.60000000 0.000281268227 Long LON CORP US N 3 2027-04-14 Fixed 15.29000000 N N N N N N Block, Inc. N/A N/A 3934.90000000 PA USD 3838.07000000 0.000196220580 Long LON CORP US N 3 2026-01-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1396.41000000 PA USD 0.01000000 0.000000000511 Long LON CORP US N 3 2034-01-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7623.38000000 PA USD 15.75000000 0.000000805215 Long LON CORP US N 3 2034-08-27 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 7197.20000000 PA USD 7105.02000000 0.000363242762 Long LON CORP US N 3 2027-04-06 Fixed 13.13000000 N N N N N N Block, Inc. N/A N/A 5011.36000000 PA USD 0.32999999 0.000000016871 Long LON CORP US N 3 2033-08-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2330.44000000 PA USD 446.34999999 0.000022819556 Long LON CORP US N 3 2035-01-21 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9331.14000000 PA USD 9774.53000000 0.000499720940 Long LON CORP US N 3 2027-08-21 Fixed 22.24000000 N N N N N N Block, Inc. N/A N/A 4173.29000000 PA USD 3091.17000000 0.000158035463 Long LON CORP US N 3 2025-06-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1949.60000000 PA USD 1899.39000000 0.000097105943 Long LON CORP US N 3 2026-02-13 None 0.00000000 N N N N N N Empire State Development Corp. 54930039Y2EMGXN6LM88 64985TDP3 6830000.00000000 PA USD 6724576.90000000 0.343792682721 Long DBT MUN US N 2 2026-03-15 Fixed 2.25000000 N N N N N N Block, Inc. N/A N/A 478.41999999 PA USD 349.09000000 0.000017847158 Long LON CORP US N 3 2035-05-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1858.34000000 PA USD 1847.81000000 0.000094468925 Long LON CORP US N 3 2026-02-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 214.60000000 PA USD 130.19000000 0.000006655938 Long LON CORP US N 3 2035-04-30 None 0.00000000 N N N N N N AEGON Funding Co. LLC KEIOKM01PSK5VZ5CCI74 00775VAA2 7000000.00000000 PA USD 7099048.04000000 0.362937446732 Long DBT CORP US N 2 2027-04-16 Fixed 5.50000000 N N N N N N Block, Inc. N/A N/A 1660.02000000 PA USD 345.94000000 0.000017686115 Long LON CORP US N 3 2026-01-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2183.70000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-06-30 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 7212.28000000 PA USD 7042.93000000 0.000360068422 Long LON CORP US N 3 2027-04-14 Fixed 7.86000000 N N N N N N Prosper Funding LLC N/A N/A 5070.15000000 PA USD 5267.94000000 0.000269322405 Long LON CORP US N 3 2027-01-31 Fixed 21.63000000 N N N N N N Prosper Funding LLC N/A N/A 6684.09000000 PA USD 6637.04000000 0.000339317375 Long LON CORP US N 3 2027-01-13 Fixed 16.18000000 N N N N N N Upstart Network, Inc. N/A N/A 13860.91000000 PA USD 13501.07000000 0.000690239571 Long LON CORP US N 3 2027-07-10 Fixed 16.42000000 N N N N N N Block, Inc. N/A N/A 6220.17000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-12-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3027.57000000 PA USD 56.38999999 0.000002882927 Long LON CORP US N 3 2035-03-12 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5821.53000000 PA USD 5681.74000000 0.000290477849 Long LON CORP US N 3 2027-02-10 Fixed 13.75000000 N N N N N N Block, Inc. N/A N/A 1857.28000000 PA USD 1805.87000000 0.000092324751 Long LON CORP US N 3 2026-02-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 829.44000000 PA USD 701.66000000 0.000035872230 Long LON CORP US N 3 2025-09-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 12466.50000000 PA USD 265.70000000 0.000013583860 Long LON CORP US N 3 2026-03-10 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AX83 7557.97000000 PA USD 7662.03000000 0.000391719789 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 7.26500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QTK7 8760.26000000 PA USD 8818.22000000 0.000450829777 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.03799920 N N N N N N Block, Inc. N/A N/A 18355.97000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-03-23 None 0.00000000 N N N N N N Prime Security Services Borrower LLC N/A 03765VAQ3 750000.00000000 PA USD 741093.75000000 0.037888273455 Long LON CORP US N 2 2032-03-08 Variable 6.07114000 N N N N N N Block, Inc. N/A N/A 1316.90000000 PA USD 1289.09000000 0.000065904474 Long LON CORP US N 3 2026-03-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5297.63999999 PA USD 5143.77000000 0.000262974238 Long LON CORP US N 3 2026-03-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 346.35000000 PA USD 0.03999999 0.000000002044 Long LON CORP US N 3 2032-11-11 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 6660.76000000 PA USD 6785.19000000 0.000346891515 Long LON CORP US N 3 2027-02-17 Fixed 16.00000000 N N N N N N Block, Inc. N/A N/A 3336.21000000 PA USD 2950.74000000 0.000150856007 Long LON CORP US N 3 2025-11-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4436.67000000 PA USD 4353.70999999 0.000222582574 Long LON CORP US N 3 2025-10-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 840.62000000 PA USD 676.41000000 0.000034581329 Long LON CORP US N 3 2026-01-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 855.76000000 PA USD 444.63000000 0.000022731622 Long LON CORP US N 3 2035-04-17 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1572.57000000 PA USD 1571.79000000 0.000080357457 Long LON CORP US N 3 2025-06-04 Fixed 10.09000000 N N N N N N Block, Inc. N/A N/A 1028.91000000 PA USD 18.23000000 0.000000932005 Long LON CORP US N 3 2035-02-19 None 0.00000000 N N N N N N GBT US III LLC N/A 36154HAC4 9999.99920000 PA USD 9919.45000000 0.000507129946 Long LON CORP US N 2 2031-07-25 Variable 6.78262000 N N N N N N Upstart Network, Inc. N/A N/A 5716.80000000 PA USD 5639.13000000 0.000288299421 Long LON CORP US N 3 2027-04-14 Fixed 28.64000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558RAC3 3800000.00000000 PA USD 3803452.79000000 0.194450782216 Long DBT CORP FI N 2 2025-09-22 Fixed 4.75000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4499.18000000 PA USD 4672.14000000 0.000238862246 Long LON CORP US N 3 2027-08-15 Fixed 22.24000000 N N N N N N Block, Inc. N/A N/A 14655.01000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-09-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1319.40000000 PA USD 1175.98000000 0.000060121748 Long LON CORP US N 3 2025-08-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2931.55000000 PA USD 2830.74000000 0.000144721030 Long LON CORP US N 3 2027-02-14 Fixed 5.84000000 N N N N N N A-AP Buyer, Inc. N/A 00036FAB0 210394.19620000 PA USD 210394.20000000 0.010756362448 Long LON CORP US N 2 2031-09-09 Variable 7.07162000 N N N N N N Block, Inc. N/A N/A 511.73000000 PA USD 6.90999999 0.000000353272 Long LON CORP US N 3 2035-01-13 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 12235.30000000 PA USD 12122.64000000 0.000619767606 Long LON CORP US N 3 2026-11-02 Fixed 12.50000000 N N N N N N N/A N/A N/A 5500000.00000000 PA USD 100374.86000000 0.005131645144 N/A DCR US N 2 JP MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 Markit CDX North American High Yield Index Series 39-V3 2I65BRAA9 Y Payout of notional amount upon default event with regard to the reference instrument 2027-12-20 204698.39000000 USD 0.00000000 USD 5500000.00000000 USD 100374.86000000 N N N Upstart Network, Inc. N/A N/A 2110.48000000 PA USD 481.99000000 0.000024641644 Long LON CORP US N 3 2027-01-14 Fixed 6.51000000 N N N N N N Block, Inc. N/A N/A 1547.29999999 PA USD 1537.17000000 0.000078587516 Long LON CORP US N 3 2026-01-03 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6603.97000000 PA USD 6535.09000000 0.000334105201 Long LON CORP US N 3 2026-12-22 Fixed 17.76000000 N N N N N N Upstart Network, Inc. N/A N/A 780.47000000 PA USD 767.35000000 0.000039230619 Long LON CORP US N 3 2026-11-15 Fixed 30.81000000 N N N N N N Block, Inc. N/A N/A 4253.55000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-20 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1088.47000000 PA USD 1094.96000000 0.000055979616 Long LON CORP US N 3 2025-07-17 Fixed 17.49000000 N N N N N N Block, Inc. N/A N/A 1279.85000000 PA USD 1241.73000000 0.000063483204 Long LON CORP US N 3 2025-12-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1536.48000000 PA USD 1514.52000000 0.000077429539 Long LON CORP US N 3 2027-04-15 Fixed 18.41000000 N N N N N N Block, Inc. N/A N/A 3339.79000000 PA USD 2683.49000000 0.000137192902 Long LON CORP US N 3 2025-06-18 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1255.51000000 PA USD 1234.40000000 0.000063108459 Long LON CORP US N 3 2026-09-15 Fixed 24.51000000 N N N N N N Block, Inc. N/A N/A 1075.57000000 PA USD 1063.47000000 0.000054369696 Long LON CORP US N 3 2025-10-19 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3383.01000000 PA USD 3318.55000000 0.000169660221 Long LON CORP US N 3 2027-02-10 Fixed 30.52000000 N N N N N N Block, Inc. N/A N/A 3590.86000000 PA USD 0.32000000 0.000000016359 Long LON CORP US N 3 2033-08-27 None 0.00000000 N N N N N N ESAB Corp. 549300ZNV0SWBXEIWT04 29605JAA4 500000.00000000 PA USD 507940.35000000 0.025968351345 Long DBT CORP US N 2 2029-04-15 Fixed 6.25000000 N N N N N N Block, Inc. N/A N/A 198.94000000 PA USD 17.98000000 0.000000919223 Long LON CORP US N 3 2025-09-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 201.85000000 PA USD 34.50999999 0.000001764317 Long LON CORP US N 3 2034-12-13 None 0.00000000 N N N N N N Aspire Bakeries Holdings LLC N/A N/A 190215.78420000 PA USD 190691.32000000 0.009749056550 Long LON CORP US N 2 2030-12-22 Variable 8.57162000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385RXJ4 1664.23000000 PA USD 1667.14000000 0.000085232207 Long ABS-MBS USGSE US N 2 2026-11-01 Variable 6.99500160 N N N N N N Block, Inc. N/A N/A 3023.06000000 PA USD 2328.11999999 0.000119024681 Long LON CORP US N 3 2025-10-05 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 4586.57000000 PA USD 4667.01000000 0.000238599976 Long LON CORP US N 3 2027-01-14 Fixed 18.78000000 N N N N N N Upstart Network, Inc. N/A N/A 17026.96000000 PA USD 16619.76000000 0.000849681989 Long LON CORP US N 3 2027-02-11 Fixed 13.86000000 N N N N N N Upstart Network, Inc. N/A N/A 1392.54000000 PA USD 1370.50000000 0.000070066545 Long LON CORP US N 3 2026-12-22 Fixed 22.98000000 N N N N N N Block, Inc. N/A N/A 1338.91000000 PA USD 1290.16000000 0.000065959178 Long LON CORP US N 3 2026-03-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 13210.11000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-03 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3640.22000000 PA USD 3558.90000000 0.000181948068 Long LON CORP US N 3 2027-04-14 Fixed 9.21000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 20228.75000000 PA USD 985.16999999 0.000050366624 Long LON CORP US N 3 2027-11-30 Fixed 22.49000000 N N N N N N Block, Inc. N/A N/A 2326.63000000 PA USD 0.12999999 0.000000006646 Long LON CORP US N 3 2033-03-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 12502.82000000 PA USD 12079.56000000 0.000617565149 Long LON CORP US N 3 2027-01-14 Fixed 7.21000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 515.85000000 PA USD 513.78000000 0.000026266902 Long LON CORP US N 3 2026-06-03 Fixed 17.24000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 2771.58000000 PA USD 2781.78000000 0.000142217960 Long LON CORP US N 3 2027-02-03 Fixed 18.49000000 N N N N N N Block, Inc. N/A N/A 17811.88000000 PA USD 191.43000000 0.000009786821 Long LON CORP US N 3 2025-11-18 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 10515.44000000 PA USD 10235.28000000 0.000523276694 Long LON CORP US N 3 2027-02-11 Fixed 9.75000000 N N N N N N Upstart Network, Inc. N/A N/A 1615.36000000 PA USD 1586.26000000 0.000081097233 Long LON CORP US N 3 2027-12-20 Fixed 30.71000000 N N N N N N Block, Inc. N/A N/A 40733.55000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 245.64000000 PA USD 138.78000000 0.000007095100 Long LON CORP US N 3 2035-03-09 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 12584.05000000 PA USD 12778.77000000 0.000653312124 Long LON CORP US N 3 2027-07-07 Fixed 11.74000000 N N N N N N Block, Inc. N/A N/A 2052.11000000 PA USD 0.10000000 0.000000005112 Long LON CORP US N 3 2034-02-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1271.49000000 PA USD 1148.64000000 0.000058723996 Long LON CORP US N 3 2025-10-29 None 0.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBC5 3900000.00000000 PA USD 3773579.24000000 0.192923502797 Long DBT CORP FR N 2 2027-06-09 Fixed 1.79200000 N N N N N N Block, Inc. N/A N/A 1908.02000000 PA USD 1173.67000000 0.000060003649 Long LON CORP US N 3 2025-12-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 767.88000000 PA USD 504.15000000 0.000025774570 Long LON CORP US N 3 2035-03-04 None 0.00000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 96949LAB1 2300000.00000000 PA USD 2292447.01000000 0.117200906359 Long DBT CORP US N 2 2025-09-15 Fixed 4.00000000 N N N N N N Roper Industrial Products Investment Co. LLC N/A 77669LAK9 739083.26100000 PA USD 733540.14000000 0.037502096617 Long LON CORP US N 2 2029-11-22 Variable 7.04917000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 16489.89000000 PA USD 17351.25000000 0.000887079272 Long LON CORP US N 3 2027-09-20 Fixed 26.99000000 N N N N N N Block, Inc. N/A N/A 12361.17000000 PA USD 0.45999999 0.000000023517 Long LON CORP US N 3 2033-03-04 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 14411.43000000 PA USD 14611.32000000 0.000747000885 Long LON CORP US N 3 2026-07-17 Fixed 12.99000000 N N N N N N Block, Inc. N/A N/A 222.28000000 PA USD 137.98000000 0.000007054200 Long LON CORP US N 3 2025-07-19 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 15214.16000000 PA USD 15442.14000000 0.000789476396 Long LON CORP US N 3 2026-12-23 Fixed 8.99000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACZ6 4200000.00000000 PA USD 4268850.94000000 0.218244171882 Long DBT CORP US N 2 2028-03-15 Fixed 4.95000000 N N N N N N Block, Inc. N/A N/A 5925.32000000 PA USD 8.07000000 0.000000412577 Long LON CORP US N 3 2034-08-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2593.63000000 PA USD 2527.05000000 0.000129194938 Long LON CORP US N 3 2027-01-14 Fixed 7.94000000 N N N N N N JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL N/A 46590XAN6 900000.00000000 PA USD 846675.27000000 0.043286108077 Long DBT CORP LU N 2 2029-02-02 Fixed 3.00000000 N N N N N N Block, Inc. N/A N/A 5721.80999999 PA USD 0.21000000 0.000000010736 Long LON CORP US N 3 2032-08-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2387.72000000 PA USD 2338.96000000 0.000119578873 Long LON CORP US N 3 2026-01-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1663.86000000 PA USD 1633.85000000 0.000083530262 Long LON CORP US N 3 2027-01-14 Fixed 26.50000000 N N N N N N Block, Inc. N/A N/A 1714.71000000 PA USD 1669.91000000 0.000085373823 Long LON CORP US N 3 2026-03-16 None 0.00000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 11516.06000000 PA USD 11613.06000000 0.000593715427 Long LON CORP US N 3 2027-04-22 Fixed 20.49000000 N N N N N N Upstart Network, Inc. N/A N/A 1285.20000000 PA USD 1260.28000000 0.000064431569 Long LON CORP US N 3 2027-02-14 Fixed 25.42000000 N N N N N N N/A N/A N/A 19725000.00000000 PA USD 146243.35000000 0.007476662751 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American Investment Grade Index Series 44-V1 2I65BYEH4 Y Payout of notional amount upon default event with regard to the reference instrument 2030-06-20 167586.87000000 USD 0.00000000 USD 19725000.00000000 USD 146243.35000000 N N N Block, Inc. N/A N/A 97.53000000 PA USD 95.01999999 0.000004857878 Long LON CORP US N 3 2025-11-14 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JS55 132.95000000 PA USD 135.36000000 0.000006920253 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.31800000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1417.94000000 PA USD 1424.35000000 0.000072819616 Long LON CORP US N 3 2025-07-25 Fixed 8.74000000 N N N N N N Block, Inc. N/A N/A 7067.48999999 PA USD 6862.76000000 0.000350857266 Long LON CORP US N 3 2026-02-08 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCW9 16000000.00000000 PA USD 15380000.00000000 0.786299500903 Long DBT UST US N 2 2026-08-31 Fixed 0.75000000 N N N N N N Block, Inc. N/A N/A 1461.70000000 PA USD 1061.61000000 0.000054274604 Long LON CORP US N 3 2026-02-14 None 0.00000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12768EAG1 216358.83910000 PA USD 213870.71000000 0.010934098344 Long LON CORP US N 2 2030-02-06 Variable 6.56324000 N N N N N N Block, Inc. N/A N/A 3983.48000000 PA USD 119.01000000 0.000006084363 Long LON CORP US N 3 2035-04-30 None 0.00000000 N N N N N N COMM Mortgage Trust N/A 12593GAH5 959000.00000000 PA USD 947467.93000000 0.048439113165 Long ABS-MBS CORP US N 2 2050-07-10 Variable 4.29000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411SM94 4981.76000000 PA USD 5067.31000000 0.000259065235 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.23300040 N N N N N N Upstart Network, Inc. N/A N/A 13064.57000000 PA USD 1721.98999999 0.000088036402 Long LON CORP US N 3 2027-06-13 Fixed 6.24000000 N N N N N N Block, Inc. N/A N/A 3856.34000000 PA USD 1.55999999 0.000000079754 Long LON CORP US N 3 2034-07-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 993.67000000 PA USD 15.70999999 0.000000803170 Long LON CORP US N 3 2025-12-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4335.82000000 PA USD 4274.27000000 0.000218521220 Long LON CORP US N 3 2026-11-22 Fixed 27.83000000 N N N N N N Upstart Network, Inc. N/A N/A 12013.73000000 PA USD 7747.33999999 0.000396081246 Long LON CORP US N 3 2027-02-20 Fixed 15.55000000 N N N N N N Block, Inc. N/A N/A 2589.80000000 PA USD 0.02999999 0.000000001533 Long LON CORP US N 3 2034-01-03 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 13782.25000000 PA USD 13574.49000000 0.000693993154 Long LON CORP US N 3 2026-11-22 Fixed 25.16000000 N N N N N N Upstart Network, Inc. N/A N/A 6076.55000000 PA USD 5919.38000000 0.000302627148 Long LON CORP US N 3 2026-11-15 Fixed 8.02000000 N N N N N N Block, Inc. N/A N/A 3475.56000000 PA USD 2038.02000000 0.000104193375 Long LON CORP US N 3 2026-02-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 13426.20000000 PA USD 13197.04000000 0.000674696096 Long LON CORP US N 3 2026-12-21 Fixed 20.07000000 N N N N N N Upstart Network, Inc. N/A N/A 4709.56000000 PA USD 4583.79000000 0.000234345369 Long LON CORP US N 3 2027-01-14 Fixed 7.41000000 N N N N N N Block, Inc. N/A N/A 590.39999999 PA USD 298.42000000 0.000015256664 Long LON CORP US N 3 2035-03-28 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411UXU0 1737.90000000 PA USD 1774.95000000 0.000090743972 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.59599920 N N N N N N Block, Inc. N/A N/A 3290.04000000 PA USD 3213.42000000 0.000164285470 Long LON CORP US N 3 2026-02-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3197.45000000 PA USD 2.39000000 0.000000122188 Long LON CORP US N 3 2034-07-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 781.69000000 PA USD 14.15000000 0.000000723415 Long LON CORP US N 3 2025-06-18 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4172.60000000 PA USD 2714.45000000 0.000138775726 Long LON CORP US N 3 2027-05-21 Fixed 28.63000000 N N N N N N Block, Inc. N/A N/A 25892.61000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-12-18 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7989.45000000 PA USD 8263.77000000 0.000422483629 Long LON CORP US N 3 2026-06-24 Fixed 17.24000000 N N N N N N Upstart Network, Inc. N/A N/A 1098.09000000 PA USD 1077.61000000 0.000055092601 Long LON CORP US N 3 2027-01-13 Fixed 25.96000000 N N N N N N Block, Inc. N/A N/A 104.83000000 PA USD 89.12999999 0.000004556753 Long LON CORP US N 3 2025-06-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1428.70000000 PA USD 826.82000000 0.000042271011 Long LON CORP US N 3 2026-01-08 None 0.00000000 N N N N N N UGCard N/A N/A 7.12000000 PA USD 0.05999999 0.000000003067 Long LON CORP US N 3 2030-02-12 Fixed 19.80000000 N N N N N N Upstart Network, Inc. N/A N/A 1096.62000000 PA USD 284.71000000 0.000014555743 Long LON CORP US N 3 2027-01-18 Fixed 25.47000000 N N N N N N Upstart Network, Inc. N/A N/A 1992.38000000 PA USD 1937.19000000 0.000099038460 Long LON CORP US N 3 2027-06-14 Fixed 7.42000000 N N N N N N Block, Inc. N/A N/A 1543.38000000 PA USD 0.13000000 0.000000006646 Long LON CORP US N 3 2033-06-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 8605.35000000 PA USD 8484.07000000 0.000433746424 Long LON CORP US N 3 2027-10-22 Fixed 24.08000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385Y2E4 11199.79000000 PA USD 11310.86000000 0.000578265511 Long ABS-MBS USGSE US N 2 2040-06-01 Variable 5.97399840 N N N N N N Block, Inc. N/A N/A 5427.05000000 PA USD 1727.96000000 0.000088341618 Long LON CORP US N 3 2025-11-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 570.25000000 PA USD 510.12000000 0.000026079785 Long LON CORP US N 3 2025-12-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1075.59000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-05-04 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10165.73000000 PA USD 10431.93000000 0.000533330387 Long LON CORP US N 3 2027-01-25 Fixed 16.74000000 N N N N N N Upstart Network, Inc. N/A N/A 6105.11000000 PA USD 6000.60000000 0.000306779504 Long LON CORP US N 3 2027-04-14 Fixed 17.98000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31363EH73 766.03000000 PA USD 769.57000000 0.000039344116 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 5.60000160 N N N N N N Block, Inc. N/A N/A 5451.46999999 PA USD 3375.32000000 0.000172562576 Long LON CORP US N 3 2035-05-20 None 0.00000000 N N N N N N Albion Financing 3 SARL N/A 00847NAE6 61150.05170000 PA USD 61207.53000000 0.003129223035 Long LON CORP LU N 2 2029-08-16 Variable 7.29326000 N N N N N N Block, Inc. N/A N/A 1671.82000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-03-06 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDB6 16243.58000000 PA USD 16425.45000000 0.000839747928 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 7.32600000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 16111.34000000 PA USD 16316.84000000 0.000834195263 Long LON CORP US N 3 2026-06-17 Fixed 11.34000000 N N N N N N Block, Inc. N/A N/A 38986.32000000 PA USD 32442.50000000 0.001658616486 Long LON CORP US N 3 2026-01-22 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4198.86000000 PA USD 4148.01000000 0.000212066202 Long LON CORP US N 3 2026-11-15 Fixed 19.71000000 N N N N N N Block, Inc. N/A N/A 1606.25000000 PA USD 102.12000000 0.000005220865 Long LON CORP US N 3 2035-05-15 None 0.00000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754BAA9 671600.02600000 PA USD 671276.92000000 0.034318901636 Long ABS-MBS CORP US N 2 2042-01-25 Floating 5.55369120 N N N N N N Block, Inc. N/A N/A 3043.29999999 PA USD 2991.77999999 0.000152954169 Long LON CORP US N 3 2026-03-13 None 0.00000000 N N N N N N Specialty Building Products Holdings LLC N/A 84748EAF7 748488.59000000 PA USD 702187.08000000 0.035899177538 Long LON CORP US N 2 2028-10-16 Variable 8.17162000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6639.21000000 PA USD 6762.55000000 0.000345734050 Long LON CORP US N 3 2027-06-04 Fixed 16.99000000 N N N N N N Block, Inc. N/A N/A 502.87000000 PA USD 404.35000000 0.000020672314 Long LON CORP US N 3 2026-01-29 None 0.00000000 N N N N N N Brand Industrial Services, Inc. 549300B658W2BPDQMW42 10524MAS6 748110.83120000 PA USD 695672.00000000 0.035566095344 Long LON CORP US N 2 2030-08-01 Variable 8.79070000 N N N N N N Block, Inc. N/A N/A 877.50000000 PA USD 588.03000000 0.000030062919 Long LON CORP US N 3 2035-04-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 43.15000000 PA USD 43.11999999 0.000002204501 Long LON CORP US N 3 2025-11-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 580.04000000 PA USD 0.15999999 0.000000008179 Long LON CORP US N 3 2034-06-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 640.64000000 PA USD 622.21000000 0.000031810364 Long LON CORP US N 3 2025-10-04 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4863.81000000 PA USD 4927.46000000 0.000251915431 Long LON CORP US N 3 2027-06-19 Fixed 17.99000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 2132.86999999 PA USD 2135.29999999 0.000109166796 Long LON CORP US N 3 2025-06-12 Fixed 19.24000000 N N N N N N Block, Inc. N/A N/A 967.76000000 PA USD 0.01999999 0.000000001022 Long LON CORP US N 3 2033-01-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 431.67000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-01-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 12121.10000000 PA USD 225.37999999 0.000011522508 Long LON CORP US N 3 2025-07-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9549.28000000 PA USD 117.28000000 0.000005995917 Long LON CORP US N 3 2025-07-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4058.55000000 PA USD 3952.60000000 0.000202075904 Long LON CORP US N 3 2025-09-08 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1630.36000000 PA USD 1612.93000000 0.000082460731 Long LON CORP US N 3 2026-11-22 Fixed 16.38000000 N N N N N N Block, Inc. N/A N/A 4485.75000000 PA USD 5.59000000 0.000000285787 Long LON CORP US N 3 2034-07-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4706.05000000 PA USD 4028.58000000 0.000205960366 Long LON CORP US N 3 2026-03-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3975.68000000 PA USD 3847.46999999 0.000196701153 Long LON CORP US N 3 2026-02-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1333.04000000 PA USD 1285.00000000 0.000065695374 Long LON CORP US N 3 2025-12-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4534.93000000 PA USD 4436.08000000 0.000226793724 Long LON CORP US N 3 2026-02-01 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5796.05000000 PA USD 5740.74000000 0.000293494213 Long LON CORP US N 3 2027-04-14 Fixed 21.26000000 N N N N N N Block, Inc. N/A N/A 8915.36000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-02-03 None 0.00000000 N N N N N N GoodRx, Inc. N/A 38245HAG2 748125.00000000 PA USD 749340.70000000 0.038309897166 Long LON CORP US N 2 2029-07-10 Variable 8.07162000 N N N N N N Block, Inc. N/A N/A 3612.35000000 PA USD 3582.40000000 0.000183149501 Long LON CORP US N 3 2025-12-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4147.14000000 PA USD 2865.53000000 0.000146499662 Long LON CORP US N 3 2026-03-05 None 0.00000000 N N N N N N VICI Properties LP / VICI Note Co., Inc. N/A 92564RAD7 4200000.00000000 PA USD 4126264.80000000 0.210954483279 Long DBT CORP US N 2 2027-02-15 Fixed 3.75000000 N N N N N N Block, Inc. N/A N/A 3264.48000000 PA USD 2163.15000000 0.000110590621 Long LON CORP US N 3 2025-06-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 11100.17000000 PA USD 7006.11000000 0.000358186007 Long LON CORP US N 3 2025-11-08 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 3724.95000000 PA USD 2729.50000000 0.000139545155 Long LON CORP US N 3 2025-11-12 Fixed 25.49000000 N N N N N N Block, Inc. N/A N/A 2242.21000000 PA USD 8.25000000 0.000000421779 Long LON CORP US N 3 2034-09-18 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RH77 6234.55000000 PA USD 6296.29000000 0.000321896598 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 5.77400040 N N N N N N Block, Inc. N/A N/A 4067.18000000 PA USD 3988.88000000 0.000203930712 Long LON CORP US N 3 2026-02-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 18588.43000000 PA USD 17964.52000000 0.000918432581 Long LON CORP US N 3 2026-12-22 Fixed 6.85000000 N N N N N N Upstart Network, Inc. N/A N/A 3037.05000000 PA USD 2964.00000000 0.000151533922 Long LON CORP US N 3 2027-02-11 Fixed 11.54000000 N N N N N N Block, Inc. N/A N/A 1831.75000000 PA USD 0.06000000 0.000000003067 Long LON CORP US N 3 2034-03-10 None 0.00000000 N N N N N N First Brands Group LLC N/A 31935HAD9 512048.82130000 PA USD 477395.92000000 0.024406773317 Long LON CORP US N 2 2027-03-30 Variable 9.55236000 N N N N N N Block, Inc. N/A N/A 13955.40000000 PA USD 10415.76000000 0.000532503698 Long LON CORP US N 3 2025-11-07 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 9482.75000000 PA USD 1467.81000000 0.000075041500 Long LON CORP US N 3 2027-04-22 Fixed 31.08000000 N N N N N N Block, Inc. N/A N/A 1686.98000000 PA USD 1074.22000000 0.000054919288 Long LON CORP US N 3 2026-02-01 None 0.00000000 N N N N N N Skopima Consilio Parent LLC N/A 36171NAG1 748125.00000000 PA USD 737662.47000000 0.037712849934 Long LON CORP US N 2 2028-05-12 Variable 8.07162000 N N N N N N Block, Inc. N/A N/A 977.68999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-22 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8349.90000000 PA USD 8709.19000000 0.000445255640 Long LON CORP US N 3 2027-07-27 Fixed 19.99000000 N N N N N N Upstart Network, Inc. N/A N/A 11346.46000000 PA USD 11079.80000000 0.000566452614 Long LON CORP US N 3 2027-02-28 Fixed 14.43000000 N N N N N N Block, Inc. N/A N/A 3778.93000000 PA USD 352.33000000 0.000018012802 Long LON CORP US N 3 2035-01-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2190.87000000 PA USD 2137.07000000 0.000109257287 Long LON CORP US N 3 2026-02-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 185.10000000 PA USD 101.16000000 0.000005171785 Long LON CORP US N 3 2035-02-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1166.25000000 PA USD 0.01999999 0.000000001022 Long LON CORP US N 3 2033-04-22 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7345.30000000 PA USD 7446.18000000 0.000380684500 Long LON CORP US N 3 2026-06-19 Fixed 12.59000000 N N N N N N Block, Inc. N/A N/A 5813.30000000 PA USD 32.30999999 0.000001651842 Long LON CORP US N 3 2034-08-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7388.46000000 PA USD 9.03999999 0.000000462168 Long LON CORP US N 3 2034-08-21 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6509.40000000 PA USD 2077.03000000 0.000106187753 Long LON CORP US N 3 2027-11-15 Fixed 20.99000000 N N N N N N Upstart Network, Inc. N/A N/A 4409.70999999 PA USD 4340.69999999 0.000221917441 Long LON CORP US N 3 2026-12-22 Fixed 23.57000000 N N N N N N Engie SA LAXUQCHT4FH58LRZDY46 29286DAA3 4000000.00000000 PA USD 4095888.60000000 0.209401505977 Long DBT CORP FR N 2 2029-04-10 Fixed 5.25000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBB5 131042.95960000 PA USD 126856.14000000 0.006485495420 Long LON CORP US N 2 2028-08-21 Variable 8.42162000 N N N N N N Creative Artists Agency LLC N/A 22526WAS7 748125.00000000 PA USD 745652.45000000 0.038121336104 Long LON CORP US N 2 2031-10-01 Variable 7.07162000 N N N N N N Block, Inc. N/A N/A 1912.84000000 PA USD 1724.94000000 0.000088187221 Long LON CORP US N 3 2025-10-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2058.97000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-10 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 7943.58000000 PA USD 8291.05000000 0.000423878314 Long LON CORP US N 3 2026-12-30 Fixed 21.09000000 N N N N N N Block, Inc. N/A N/A 3595.77000000 PA USD 0.39000000 0.000000019938 Long LON CORP US N 3 2033-12-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2073.82000000 PA USD 1229.87000000 0.000062876863 Long LON CORP US N 3 2035-02-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 14259.26000000 PA USD 13319.72000000 0.000680968087 Long LON CORP US N 3 2025-12-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 522.05000000 PA USD 512.57000000 0.000026205041 Long LON CORP US N 3 2026-03-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 576.30999999 PA USD 523.88000000 0.000026783262 Long LON CORP US N 3 2025-10-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 401.54000000 PA USD 394.43000000 0.000020165156 Long LON CORP US N 3 2027-01-13 Fixed 31.09000000 N N N N N N Block, Inc. N/A N/A 1500.72000000 PA USD 999.30000000 0.000051089017 Long LON CORP US N 3 2025-06-30 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 7879.52000000 PA USD 7736.65000000 0.000395534722 Long LON CORP US N 3 2027-02-11 Fixed 31.41000000 N N N N N N Block, Inc. N/A N/A 8542.48000000 PA USD 8415.25000000 0.000430228015 Long LON CORP US N 3 2026-01-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 121.05000000 PA USD 118.09000000 0.000006037328 Long LON CORP US N 3 2026-03-18 None 0.00000000 N N N N N N N/A N/A N/A -580.00000000 NC USD -990447.88000000 -0.05063645472 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Notes 2025-06-30 -63333281.54000000 USD -990447.88000000 N N N APi Group DE, Inc. N/A 00186XAN3 750000.00000000 PA USD 749820.00000000 0.038334401285 Long LON CORP US N 2 2029-01-03 Variable 6.07162000 N N N N N N Block, Inc. N/A N/A 432.92000000 PA USD 430.14999999 0.000021991334 Long LON CORP US N 3 2026-02-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3921.92000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-22 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1821.22000000 PA USD 1779.68000000 0.000090985792 Long LON CORP US N 3 2027-04-14 Fixed 9.14000000 N N N N N N Upstart Network, Inc. N/A N/A 2418.76000000 PA USD 2354.99000000 0.000120398404 Long LON CORP US N 3 2027-01-13 Fixed 9.24000000 N N N N N N Block, Inc. N/A N/A 1322.18000000 PA USD 19.27999999 0.000000985686 Long LON CORP US N 3 2025-08-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 126.73999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-08-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 731.36000000 PA USD 207.70000000 0.000010618621 Long LON CORP US N 3 2026-02-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 839.09000000 PA USD 2.09999999 0.000000107362 Long LON CORP US N 3 2034-09-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2566.73000000 PA USD 2518.53000000 0.000128759355 Long LON CORP US N 3 2027-01-14 Fixed 25.19000000 N N N N N N Prosper Funding LLC N/A N/A 6449.12000000 PA USD 6418.10000000 0.000328124110 Long LON CORP US N 3 2026-12-16 Fixed 16.93000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DWS1 41334.41000000 PA USD 42129.15000000 0.002153844578 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.99999840 N N N N N N Block, Inc. N/A N/A 3502.24000000 PA USD 0.18000000 0.000000009202 Long LON CORP US N 3 2033-11-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7605.61000000 PA USD 6238.58999999 0.000318946697 Long LON CORP US N 3 2026-01-09 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2919.34000000 PA USD 2886.73000000 0.000147583508 Long LON CORP US N 3 2027-04-14 Fixed 32.15000000 N N N N N N Block, Inc. N/A N/A 11440.00000000 PA USD 162.46999999 0.000008306247 Long LON CORP US N 3 2035-03-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1849.46000000 PA USD 1827.92000000 0.000093452053 Long LON CORP US N 3 2026-02-16 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 696.48000000 PA USD 682.00000000 0.000034867117 Long LON CORP US N 3 2026-12-22 Fixed 13.45000000 N N N N N N Block, Inc. N/A N/A 439.01000000 PA USD 425.59000000 0.000021758205 Long LON CORP US N 3 2025-11-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 12758.23000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-11-27 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2473.13000000 PA USD 101.67000000 0.000005197858 Long LON CORP US N 3 2027-06-13 Fixed 29.85000000 N N N N N N Block, Inc. N/A N/A 1145.89000000 PA USD 1113.39000000 0.000056921846 Long LON CORP US N 3 2026-03-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 928.05000000 PA USD 556.18999999 0.000028435105 Long LON CORP US N 3 2035-04-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2373.10000000 PA USD 2338.63000000 0.000119562002 Long LON CORP US N 3 2027-04-14 Fixed 27.85000000 N N N N N N Block, Inc. N/A N/A 1752.51000000 PA USD 1722.99000000 0.000088087527 Long LON CORP US N 3 2026-01-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2422.07000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-16 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 2632.80000000 PA USD 2673.70000000 0.000136692391 Long LON CORP US N 3 2027-09-06 Fixed 9.74000000 N N N N N N Block, Inc. N/A N/A 148.22000000 PA USD 1.17000000 0.000000059816 Long LON CORP US N 3 2034-11-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5721.26000000 PA USD 92.34999999 0.000004721375 Long LON CORP US N 3 2035-02-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3604.44000000 PA USD 0.42000000 0.000000021472 Long LON CORP US N 3 2033-06-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 328.41000000 PA USD 301.55000000 0.000015416684 Long LON CORP US N 3 2025-11-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3519.44000000 PA USD 3107.97000000 0.000158894360 Long LON CORP US N 3 2026-01-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 732.62000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-11-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2418.60000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-10-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1312.69999999 PA USD 890.79999999 0.000045541976 Long LON CORP US N 3 2025-07-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1274.71000000 PA USD 24.32999999 0.000001243866 Long LON CORP US N 3 2025-06-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4103.43000000 PA USD 809.42000000 0.000041381439 Long LON CORP US N 3 2026-01-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 496.16000000 PA USD 492.73000000 0.000025190725 Long LON CORP US N 3 2025-12-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1524.83000000 PA USD 1495.43000000 0.000076453567 Long LON CORP US N 3 2025-09-07 None 0.00000000 N N N N N N Boost Newco Borrower LLC N/A 92943EAG1 750000.00000000 PA USD 749373.75000000 0.038311586841 Long LON CORP US N 2 2031-01-31 Variable 8.47417000 N N N N N N Block, Inc. N/A N/A 3135.64000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-20 None 0.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467Y9 7800000.00000000 PA USD 7789166.58000000 0.398219622516 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N Upstart Network, Inc. N/A N/A 5316.04000000 PA USD 5210.48000000 0.000266384773 Long LON CORP US N 3 2026-09-15 Fixed 13.58000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HF7D1 7935000.24100000 PA USD 7917898.73000000 0.404801028582 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 5.45369040 N N N N N N Upstart Network, Inc. N/A N/A 1631.63000000 PA USD 1606.95000000 0.000082155005 Long LON CORP US N 3 2026-12-22 Fixed 25.46000000 N N N N N N Block, Inc. N/A N/A 1473.56000000 PA USD 403.28000000 0.000020617611 Long LON CORP US N 3 2035-04-17 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1590.63000000 PA USD 1403.10000000 0.000071733213 Long LON CORP US N 3 2025-06-03 Fixed 22.99000000 N N N N N N Upstart Network, Inc. N/A N/A 833.70000000 PA USD 815.48000000 0.000041691255 Long LON CORP US N 3 2027-01-13 Fixed 8.42000000 N N N N N N Block, Inc. N/A N/A 1229.33000000 PA USD 1214.51000000 0.000062091586 Long LON CORP US N 3 2025-11-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7765.55999999 PA USD 6079.86000000 0.000310831656 Long LON CORP US N 3 2025-10-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2074.55000000 PA USD 2031.64000000 0.000103867198 Long LON CORP US N 3 2027-04-14 Fixed 13.60000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AU2 6500000.00000000 PA USD 6543468.75000000 0.334533563868 Long DBT CORP CH N 2 2027-01-12 Fixed 5.71100000 N N N N N N Upstart Network, Inc. N/A N/A 631.54000000 PA USD 620.64000000 0.000031730098 Long LON CORP US N 3 2026-11-15 Fixed 31.24000000 N N N N N N Upstart Network, Inc. N/A N/A 5962.48000000 PA USD 5808.24000000 0.000296945137 Long LON CORP US N 3 2026-12-22 Fixed 7.25000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKP3 8000000.00000000 PA USD 7989172.16000000 0.408444868793 Long DBT CORP US N 2 2028-04-27 Fixed 4.37600000 N N N N N N Block, Inc. N/A N/A 2335.18000000 PA USD 1740.09000000 0.000088961761 Long LON CORP US N 3 2025-06-21 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2028.74000000 PA USD 1986.12000000 0.000101539997 Long LON CORP US N 3 2027-02-11 Fixed 23.47000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5789.94000000 PA USD 6086.41000000 0.000311166524 Long LON CORP US N 3 2027-05-20 Fixed 26.49000000 N N N N N N Hyatt Hotels Corp. T27JQIMTYSH41TCD5186 448579AR3 3500000.00000000 PA USD 3512948.50000000 0.179598807038 Long DBT CORP US N 2 2029-06-30 Fixed 5.25000000 N N N N N N Block, Inc. N/A N/A 10723.71000000 PA USD 10265.70000000 0.000524831910 Long LON CORP US N 3 2026-03-11 None 0.00000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AB9 5900000.00000000 PA USD 6128549.72000000 0.313320909369 Long DBT CORP US N 2 2030-01-25 Fixed 5.90000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38143U8H7 6500000.00000000 PA USD 6474168.87000000 0.330990621017 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N Block, Inc. N/A N/A 283.36000000 PA USD 40.48999999 0.000002070043 Long LON CORP US N 3 2034-08-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 430.05000000 PA USD 234.84999999 0.000012006660 Long LON CORP US N 3 2025-07-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3784.24000000 PA USD 2879.90000000 0.000147234325 Long LON CORP US N 3 2026-01-01 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1005.30000000 PA USD 989.80000000 0.000050603331 Long LON CORP US N 3 2027-02-16 Fixed 30.95000000 N N N N N N Block, Inc. N/A N/A 596.38000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-10-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1874.00000000 PA USD 1836.06000000 0.000093868209 Long LON CORP US N 3 2027-04-14 Fixed 15.36000000 N N N N N N Block, Inc. N/A N/A 3944.60000000 PA USD 3693.37000000 0.000188822821 Long LON CORP US N 3 2025-12-05 None 0.00000000 N N N N N N Consumer Loan Underlying Bond Certificate Issuer Trust I N/A 21056TAA3 11778.43000000 PA USD 9215.72000000 0.000471151887 Long ABS-O CORP US N 2 2045-03-15 Variable 16.26000000 N N N N N N Block, Inc. N/A N/A 4326.50000000 PA USD 1.01000000 0.000000051636 Long LON CORP US N 3 2034-05-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1428.84000000 PA USD 1136.76000000 0.000058116633 Long LON CORP US N 3 2025-11-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 369.45000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-11 None 0.00000000 N N N N N N KDC/ONE Development Corp., Inc. N/A C4879HAH2 93750.00000000 PA USD 93609.38000000 0.004785761298 Long LON CORP US N 2 2028-08-15 Variable 8.32162000 N N N N N N Upstart Network, Inc. N/A N/A 5158.68000000 PA USD 5057.45000000 0.000258561145 Long LON CORP US N 3 2027-01-14 Fixed 22.17000000 N N N N N N Upstart Network, Inc. N/A N/A 2930.48000000 PA USD 2865.16000000 0.000146480746 Long LON CORP US N 3 2027-02-10 Fixed 20.90000000 N N N N N N Block, Inc. N/A N/A 1698.00000000 PA USD 1664.35000000 0.000085089569 Long LON CORP US N 3 2026-01-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1367.07000000 PA USD 1334.81000000 0.000068241900 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 25355.31000000 PA USD 25856.18000000 0.001321892160 Long LON CORP US N 3 2027-06-11 Fixed 17.24000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7033.07000000 PA USD 7271.49000000 0.000371753508 Long LON CORP US N 3 2027-09-13 Fixed 21.24000000 N N N N N N Upstart Network, Inc. N/A N/A 4060.42000000 PA USD 917.63999999 0.000046914166 Long LON CORP US N 3 2027-09-14 Fixed 25.51000000 N N N N N N Block, Inc. N/A N/A 1671.21000000 PA USD 210.75999999 0.000010775063 Long LON CORP US N 3 2025-11-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3929.53000000 PA USD 3882.93000000 0.000198514039 Long LON CORP US N 3 2026-03-19 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 7099.24000000 PA USD 6944.37000000 0.000355029562 Long LON CORP US N 3 2027-01-13 Fixed 16.24000000 N N N N N N Block, Inc. N/A N/A 22019.05000000 PA USD 706.71999999 0.000036130922 Long LON CORP US N 3 2035-03-21 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4602.32000000 PA USD 4498.10000000 0.000229964485 Long LON CORP US N 3 2027-04-14 Fixed 9.94000000 N N N N N N Block, Inc. N/A N/A 2289.04000000 PA USD 3.51000000 0.000000179448 Long LON CORP US N 3 2034-07-04 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3694.62000000 PA USD 3647.59000000 0.000186482327 Long LON CORP US N 3 2026-11-15 Fixed 15.99000000 N N N N N N Upstart Network, Inc. N/A N/A 2299.86000000 PA USD 2272.61000000 0.000116186743 Long LON CORP US N 3 2027-01-18 Fixed 19.48000000 N N N N N N Block, Inc. N/A N/A 755.67000000 PA USD 8.20000000 0.000000419223 Long LON CORP US N 3 2035-02-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 682.29000000 PA USD 589.71000000 0.000030148808 Long LON CORP US N 3 2025-09-22 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 14644.05000000 PA USD 1328.20000000 0.000067903966 Long LON CORP US N 3 2027-11-30 Fixed 18.49000000 N N N N N N Block, Inc. N/A N/A 12842.81000000 PA USD 4529.77000000 0.000231583607 Long LON CORP US N 3 2026-01-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6416.99000000 PA USD 1953.19000000 0.000099856457 Long LON CORP US N 3 2025-09-22 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 2776.49000000 PA USD 2744.24000000 0.000140298734 Long LON CORP US N 3 2027-04-07 Fixed 14.49000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3D7 2367.73000000 PA USD 2431.57000000 0.000124313542 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.21500040 N N N N N N Block, Inc. N/A N/A 17381.10000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-05-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2179.40000000 PA USD 0.04000000 0.000000002044 Long LON CORP US N 3 2034-02-28 None 0.00000000 N N N N N N Apidos CLO XXXV 549300KJKTO0Q1OATW69 03768UAA7 19306000.00000000 PA USD 19337062.76000000 0.988603562881 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.58108000 N N N N N N Block, Inc. N/A N/A 1806.45000000 PA USD 1257.27000000 0.000064277683 Long LON CORP US N 3 2026-03-23 None 0.00000000 N N N N N N Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer N/A 01883LAE3 2000000.00000000 PA USD 2016060.00000000 0.103070674368 Long DBT CORP US N 2 2028-04-15 Fixed 6.75000000 N N N N N N Upstart Network, Inc. N/A N/A 6318.13000000 PA USD 6222.70000000 0.000318134324 Long LON CORP US N 3 2026-10-20 Fixed 25.94000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FZT5 38562.40000000 PA USD 39112.14000000 0.001999600530 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 7.32300120 N N N N N N Block, Inc. N/A N/A 2422.57000000 PA USD 2345.85000000 0.000119931123 Long LON CORP US N 3 2026-03-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 492.07000000 PA USD 382.23000000 0.000019541434 Long LON CORP US N 3 2026-03-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2707.65000000 PA USD 0.73999999 0.000000037832 Long LON CORP US N 3 2033-04-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 965.73999999 PA USD 0.14999999 0.000000007668 Long LON CORP US N 3 2032-10-07 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 10558.07000000 PA USD 10530.91000000 0.000538390720 Long LON CORP US N 3 2026-12-16 Fixed 16.80000000 N N N N N N Upstart Network, Inc. N/A N/A 5364.32000000 PA USD 5257.75000000 0.000268801443 Long LON CORP US N 3 2027-02-10 Fixed 27.57000000 N N N N N N Block, Inc. N/A N/A 6983.22000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-30 None 0.00000000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 74839XAK5 720956.35020000 PA USD 711007.15000000 0.036350101897 Long LON CORP US N 2 2029-03-19 Variable 6.57162000 N N N N N N Upstart Network, Inc. N/A N/A 2787.07000000 PA USD 2713.21000000 0.000138712332 Long LON CORP US N 3 2027-01-14 Fixed 8.37000000 N N N N N N Block, Inc. N/A N/A 3158.56000000 PA USD 19.55000000 0.000000999489 Long LON CORP US N 3 2034-11-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2139.17000000 PA USD 0.02999999 0.000000001533 Long LON CORP US N 3 2034-03-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 721.30000000 PA USD 684.43999999 0.000034991861 Long LON CORP US N 3 2025-11-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5653.98000000 PA USD 0.29000000 0.000000014826 Long LON CORP US N 3 2034-04-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 551.47000000 PA USD 540.59000000 0.000027637558 Long LON CORP US N 3 2026-02-27 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6136.90000000 PA USD 6038.54000000 0.000308719179 Long LON CORP US N 3 2026-11-22 Fixed 19.33000000 N N N N N N Upstart Network, Inc. N/A N/A 1769.41000000 PA USD 1741.25000000 0.000089021066 Long LON CORP US N 3 2027-04-14 Fixed 22.55000000 N N N N N N Upstart Network, Inc. N/A N/A 3705.85000000 PA USD 2595.07000000 0.000132672447 Long LON CORP US N 3 2026-10-20 Fixed 26.09000000 N N N N N N Flash Charm, Inc. N/A 45168RAT0 762631.56770000 PA USD 696141.53000000 0.035590099973 Long LON CORP US N 2 2028-03-02 Variable 7.79070000 N N N N N N Block, Inc. N/A N/A 8033.37000000 PA USD 0.37000000 0.000000018916 Long LON CORP US N 3 2032-07-08 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 201.54000000 PA USD 51.13000000 0.000002614011 Long LON CORP US N 3 2035-04-14 Fixed 9.46000000 N N N N N N Block, Inc. N/A N/A 115.27999999 PA USD 113.36000000 0.000005795507 Long LON CORP US N 3 2026-03-12 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1583.81000000 PA USD 1584.31000000 0.000080997539 Long LON CORP US N 3 2027-01-08 Fixed 19.99000000 N N N N N N Upstart Network, Inc. N/A N/A 1731.07000000 PA USD 1693.92000000 0.000086601329 Long LON CORP US N 3 2026-12-22 Fixed 10.73000000 N N N N N N Block, Inc. N/A N/A 991.17999999 PA USD 981.36000000 0.000050171838 Long LON CORP US N 3 2026-02-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1260.23000000 PA USD 1240.85000000 0.000063438214 Long LON CORP US N 3 2026-12-03 Fixed 24.83000000 N N N N N N Block, Inc. N/A N/A 268.61000000 PA USD 235.16000000 0.000012022509 Long LON CORP US N 3 2025-10-07 None 0.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 29429EAB7 1250750.28200000 PA USD 1230883.74000000 0.062928691185 Long ABS-MBS CORP US N 2 2049-07-10 Fixed 2.45000000 N N N N N N Lummus Technology Holdings V LLC N/A 45232UAG3 128854.45510000 PA USD 128844.79000000 0.006587164764 Long LON CORP US N 2 2029-12-31 Variable 7.32162000 N N N N N N Block, Inc. N/A N/A 31652.30000000 PA USD 249.10999999 0.000012735700 Long LON CORP US N 3 2035-01-27 None 0.00000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89238DAD0 6670000.00000000 PA USD 6707319.98000000 0.342910426051 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.83000000 N N N N N N Block, Inc. N/A N/A 1140.85000000 PA USD 695.42000000 0.000035553211 Long LON CORP US N 3 2025-06-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 13883.48999999 PA USD 212.30999999 0.000010854307 Long LON CORP US N 3 2034-12-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3093.50000000 PA USD 0.15000000 0.000000007668 Long LON CORP US N 3 2033-06-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2541.40000000 PA USD 49.40000000 0.000002525565 Long LON CORP US N 3 2035-02-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3906.09000000 PA USD 3815.41000000 0.000195062092 Long LON CORP US N 3 2027-02-11 Fixed 14.99000000 N N N N N N Upstart Network, Inc. N/A N/A 6757.85000000 PA USD 6600.30000000 0.000337439050 Long LON CORP US N 3 2027-02-10 Fixed 15.02000000 N N N N N N Prosper Funding LLC N/A N/A 19.96000000 PA USD 0.86000000 0.000000043967 Long LON CORP US N 3 2035-01-20 Fixed 15.29000000 N N N N N N Block, Inc. N/A N/A 243.48000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-05-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 19874.65000000 PA USD 19346.67000000 0.000989094731 Long LON CORP US N 3 2027-01-18 Fixed 8.28000000 N N N N N N Block, Inc. N/A N/A 1375.78000000 PA USD 1317.86000000 0.000067375335 Long LON CORP US N 3 2026-01-18 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 21786.08000000 PA USD 22212.87000000 0.001135628647 Long LON CORP US N 3 2027-08-15 Fixed 14.49000000 N N N N N N Block, Inc. N/A N/A 2357.01000000 PA USD 0.11999999 0.000000006134 Long LON CORP US N 3 2032-10-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2657.56999999 PA USD 2634.06000000 0.000134665803 Long LON CORP US N 3 2026-01-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4783.30000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-11-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9732.92999999 PA USD 156.68000000 0.000008010234 Long LON CORP US N 3 2025-08-11 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 18330.90000000 PA USD 18670.32000000 0.000954516469 Long LON CORP US N 3 2027-07-21 Fixed 11.74000000 N N N N N N Block, Inc. N/A N/A 331.49999999 PA USD 0.01000000 0.000000000511 Long LON CORP US N 3 2033-05-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5011.61000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-03-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1403.73000000 PA USD 653.22000000 0.000033395745 Long LON CORP US N 3 2025-07-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 820.96000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-06-10 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1995.93000000 PA USD 1976.96000000 0.000101071694 Long LON CORP US N 3 2027-09-27 Fixed 23.06000000 N N N N N N Upstart Network, Inc. N/A N/A 544.47000000 PA USD 114.57000000 0.000005857368 Long LON CORP US N 3 2025-09-15 Fixed 24.16000000 N N N N N N Block, Inc. N/A N/A 2936.71000000 PA USD 2738.14000000 0.000139986873 Long LON CORP US N 3 2026-03-18 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BSFC4 1928157.69400000 PA USD 1932754.81000000 0.098811712774 Long ABS-MBS USGSE US N 2 2054-01-25 Floating 5.30368920 N N N N N N Block, Inc. N/A N/A 3457.94000000 PA USD 3362.36000000 0.000171899999 Long LON CORP US N 3 2026-03-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1550.34000000 PA USD 1516.64000000 0.000077537924 Long LON CORP US N 3 2027-02-10 Fixed 22.55000000 N N N N N N Block, Inc. N/A N/A 23724.64000000 PA USD 15729.59000000 0.000804172221 Long LON CORP US N 3 2025-10-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2679.00000000 PA USD 707.66000000 0.000036178979 Long LON CORP US N 3 2026-01-02 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6368.31000000 PA USD 6500.76000000 0.000332350087 Long LON CORP US N 3 2027-08-14 Fixed 12.99000000 N N N N N N Block, Inc. N/A N/A 3636.94000000 PA USD 2589.23000000 0.000132373878 Long LON CORP US N 3 2025-07-10 None 0.00000000 N N N N N N WEC US Holdings, Inc. 5493002M6GRSU1IWMG57 92943LAC4 648366.83420000 PA USD 643303.09000000 0.032888745032 Long LON CORP US N 2 2031-01-27 Variable 6.57365000 N N N N N N Block, Inc. N/A N/A 12233.31000000 PA USD 11772.34000000 0.000601858586 Long LON CORP US N 3 2026-03-25 None 0.00000000 N N N N N N GGAM Finance Ltd. 254900X2QXEN0FVXRF65 36170JAA4 1500000.00000000 PA USD 1575625.50000000 0.080553546440 Long DBT CORP KY N 2 2028-06-15 Fixed 8.00000000 N N N N N N Upstart Network, Inc. N/A N/A 405.90000000 PA USD 397.40000000 0.000020316997 Long LON CORP US N 3 2026-12-22 Fixed 12.80000000 N N N N N N Block, Inc. N/A N/A 1657.81000000 PA USD 1085.37000000 0.000055489329 Long LON CORP US N 3 2026-02-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4769.94000000 PA USD 4547.85000000 0.000232507944 Long LON CORP US N 3 2026-02-22 None 0.00000000 N N N N N N UGCard N/A N/A 0.08000000 PA USD 0.03000000 0.000000001533 Long LON CORP US N 3 2030-03-12 Fixed 29.49000000 N N N N N N Upstart Network, Inc. N/A N/A 3337.93000000 PA USD 2210.93000000 0.000113033365 Long LON CORP US N 3 2026-12-22 Fixed 15.65000000 N N N N N N Block, Inc. N/A N/A 2133.40000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-12-01 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 15021.20000000 PA USD 15739.15000000 0.000804660974 Long LON CORP US N 3 2026-07-20 Fixed 17.24000000 N N N N N N Block, Inc. N/A N/A 10335.68000000 PA USD 10230.44000000 0.000523029250 Long LON CORP US N 3 2026-01-24 None 0.00000000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAA9 2000000.00000000 PA USD 1987847.60000000 0.101628320920 Long DBT CORP US N 2 2028-06-01 Fixed 8.12500000 N N N N N N Block, Inc. N/A N/A 5655.74000000 PA USD 320.02999999 0.000016361471 Long LON CORP US N 3 2034-11-08 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 8783.35000000 PA USD 8685.79000000 0.000444059320 Long LON CORP US N 3 2027-02-20 Fixed 11.79000000 N N N N N N Upstart Network, Inc. N/A N/A 7414.30000000 PA USD 7312.02000000 0.000373825596 Long LON CORP US N 3 2027-02-11 Fixed 19.83000000 N N N N N N Block, Inc. N/A N/A 2393.14000000 PA USD 0.39999999 0.000000020449 Long LON CORP US N 3 2033-04-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2234.78000000 PA USD 2193.38000000 0.000112136124 Long LON CORP US N 3 2027-02-11 Fixed 31.12000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 16326.00000000 PA USD 17001.74000000 0.000869210642 Long LON CORP US N 3 2026-12-23 Fixed 20.99000000 N N N N N N Block, Inc. N/A N/A 2747.26000000 PA USD 0.08999999 0.000000004601 Long LON CORP US N 3 2034-05-18 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1976.68000000 PA USD 1936.98000000 0.000099027724 Long LON CORP US N 3 2027-01-13 Fixed 17.20000000 N N N N N N Block, Inc. N/A N/A 3770.53000000 PA USD 3435.35000000 0.000175631598 Long LON CORP US N 3 2026-01-29 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3288.72000000 PA USD 3227.65000000 0.000165012976 Long LON CORP US N 3 2027-02-10 Fixed 31.49000000 N N N N N N Block, Inc. N/A N/A 11359.64000000 PA USD 0.27000000 0.000000013803 Long LON CORP US N 3 2034-04-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1416.23000000 PA USD 0.03000000 0.000000001533 Long LON CORP US N 3 2034-04-13 None 0.00000000 N N N N N N SCIH Salt Holdings, Inc. N/A 78397GAF8 221622.35230000 PA USD 219871.54000000 0.011240889607 Long LON CORP US N 2 2029-01-31 Variable 7.27965000 N N N N N N Upstart Network, Inc. N/A N/A 1056.90000000 PA USD 1036.52000000 0.000052991882 Long LON CORP US N 3 2027-02-22 Fixed 27.88000000 N N N N N N Block, Inc. N/A N/A 1446.94000000 PA USD 1190.69000000 0.000060873794 Long LON CORP US N 3 2026-01-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 12408.62000000 PA USD 12070.91000000 0.000617122919 Long LON CORP US N 3 2026-02-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 344.00000000 PA USD 340.12999999 0.000017389079 Long LON CORP US N 3 2026-01-07 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 9936.68000000 PA USD 9818.13000000 0.000501949981 Long LON CORP US N 3 2027-02-26 Fixed 12.40000000 N N N N N N Block, Inc. N/A N/A 673.16000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-09-30 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1717.83000000 PA USD 1690.46000000 0.000086424437 Long LON CORP US N 3 2026-10-20 Fixed 23.70000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10640.47000000 PA USD 11091.36000000 0.000567043617 Long LON CORP US N 3 2027-08-26 Fixed 20.49000000 N N N N N N Block, Inc. N/A N/A 587.92000000 PA USD 576.89000000 0.000029493388 Long LON CORP US N 3 2025-10-16 None 0.00000000 N N N N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 036752AG8 4000000.00000000 PA USD 3978056.28000000 0.203377351594 Long DBT CORP US N 2 2028-03-01 Fixed 4.10100000 N N N N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150BC7 3000000.00000000 PA USD 3120274.29000000 0.159523414623 Long DBT CORP US N 2 2029-08-21 Fixed 6.20800000 N N N N N N Block, Inc. N/A N/A 2317.83000000 PA USD 33.11000000 0.000001692742 Long LON CORP US N 3 2034-11-29 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3947.09000000 PA USD 3879.51000000 0.000198339192 Long LON CORP US N 3 2027-09-15 Fixed 31.12000000 N N N N N N Block, Inc. N/A N/A 3033.34000000 PA USD 1.25999999 0.000000064417 Long LON CORP US N 3 2034-01-21 None 0.00000000 N N N N N N Eleven Madison Mortgage Trust N/A 556227AA4 2005000.00000000 PA USD 1983196.83000000 0.101390551210 Long ABS-MBS CORP US N 2 2035-09-10 Variable 3.67329240 N N N N N N Block, Inc. N/A N/A 356.51000000 PA USD 0.02999999 0.000000001533 Long LON CORP US N 3 2033-07-17 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQU49 7436919.58500000 PA USD 7453390.87000000 0.381053154819 Long ABS-MBS USGSE US N 2 2054-03-25 Floating 5.40369000 N N N N N N OBX Trust 254900UI1468MQ7I8472 67448LAA0 1485719.43100000 PA USD 1491833.32000000 0.076269687577 Long ABS-MBS CORP US N 2 2063-11-25 Fixed 5.92800120 N N N N N N BRAVO Residential Funding Trust N/A 10569UAA3 515735.63800000 PA USD 519469.93000000 0.026557798874 Long ABS-MBS CORP US N 2 2063-06-25 Fixed 6.50499840 N N N N N N Block, Inc. N/A N/A 737.68000000 PA USD 663.61000000 0.000033926931 Long LON CORP US N 3 2025-12-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1070.05000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-03-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6888.44000000 PA USD 1016.06999999 0.000051946380 Long LON CORP US N 3 2034-09-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1312.10000000 PA USD 512.40000000 0.000026196350 Long LON CORP US N 3 2026-02-12 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1964.55000000 PA USD 1919.52000000 0.000098135085 Long LON CORP US N 3 2027-02-11 Fixed 13.21000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5646.52000000 PA USD 631.29000000 0.000032274578 Long LON CORP US N 3 2027-09-15 Fixed 24.74000000 N N N N N N Block, Inc. N/A N/A 2688.89000000 PA USD 62.81000000 0.000003211149 Long LON CORP US N 3 2025-09-20 None 0.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3G6 4000000.00000000 PA USD 4222471.52000000 0.215873033078 Long DBT CORP US N 2 2029-10-23 Fixed 6.30300000 N N N N N N Upstart Network, Inc. N/A N/A 1498.35000000 PA USD 1472.28000000 0.000075270027 Long LON CORP US N 3 2026-12-21 Fixed 21.20000000 N N N N N N Block, Inc. N/A N/A 715.31000000 PA USD 106.45000000 0.000005442235 Long LON CORP US N 3 2025-12-08 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1039.42000000 PA USD 1017.67000000 0.000052028180 Long LON CORP US N 3 2026-11-22 Fixed 12.24000000 N N N N N N Block, Inc. N/A N/A 1185.89000000 PA USD 1167.20000000 0.000059672872 Long LON CORP US N 3 2026-01-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3056.29000000 PA USD 1579.83000000 0.000080768500 Long LON CORP US N 3 2025-11-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1310.21000000 PA USD 1.90000000 0.000000097137 Long LON CORP US N 3 2034-09-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5929.73000000 PA USD 5822.96000000 0.000297697694 Long LON CORP US N 3 2027-01-14 Fixed 26.47000000 N N N N N N Coca-Cola Europacific Partners plc 549300LTH67W4GWMRF57 19123MAF0 4400000.00000000 PA USD 4199002.85000000 0.214673201901 Long DBT CORP GB N 2 2027-01-15 Fixed 1.50000000 N N N N N N Prosper Funding LLC N/A N/A 906.47999999 PA USD 902.20999999 0.000046125310 Long LON CORP US N 3 2025-10-14 Fixed 14.60000000 N N N N N N Block, Inc. N/A N/A 496.57000000 PA USD 0.32999999 0.000000016871 Long LON CORP US N 3 2034-06-06 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 2661.28000000 PA USD 2705.61000000 0.000138323783 Long LON CORP US N 3 2026-12-16 Fixed 19.30000000 N N N N N N Block, Inc. N/A N/A 7182.75000000 PA USD 111.23999999 0.000005687123 Long LON CORP US N 3 2025-09-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2070.45000000 PA USD 28.07999999 0.000001435584 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11099.86000000 PA USD 3448.95000000 0.000176326896 Long LON CORP US N 3 2027-08-01 Fixed 19.74000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DBA7 1800000.00000000 PA USD 1840319.59000000 0.094085980176 Long DBT CORP NL N 2 2027-09-18 Fixed 6.33900000 N N N N N N Block, Inc. N/A N/A 899.99999999 PA USD 741.99000000 0.000037934094 Long LON CORP US N 3 2025-06-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 455.43000000 PA USD 250.10999999 0.000012786824 Long LON CORP US N 3 2035-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 11490.59000000 PA USD 6700.59000000 0.000342566357 Long LON CORP US N 3 2035-04-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 12660.25000000 PA USD 37.96000000 0.000001940697 Long LON CORP US N 3 2034-08-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2311.26000000 PA USD 824.89000000 0.000042172340 Long LON CORP US N 3 2025-10-10 None 0.00000000 N N N N N N F&G Global Funding 6354009CCUKJIZ7KFX73 30321L2G6 5800000.00000000 PA USD 5949343.16000000 0.304159008934 Long DBT CORP US N 2 2027-06-10 Fixed 5.87500000 N N N N N N Upstart Network, Inc. N/A N/A 1880.03000000 PA USD 1831.35000000 0.000093627411 Long LON CORP US N 3 2026-12-22 Fixed 7.96000000 N N N N N N Block, Inc. N/A N/A 4773.98999999 PA USD 4725.56999999 0.000241593844 Long LON CORP US N 3 2026-02-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 439.96000000 PA USD 0.19999999 0.000000010224 Long LON CORP US N 3 2034-04-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1736.66000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-03-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5610.95000000 PA USD 63.96000000 0.000003269942 Long LON CORP US N 3 2035-03-01 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5798.12000000 PA USD 5967.99000000 0.000305112324 Long LON CORP US N 3 2027-07-06 Fixed 21.24000000 N N N N N N Upstart Network, Inc. N/A N/A 2707.63000000 PA USD 2644.19000000 0.000135183698 Long LON CORP US N 3 2027-02-15 Fixed 15.52000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5221.32000000 PA USD 521.34999999 0.000026653917 Long LON CORP US N 3 2027-08-26 Fixed 23.49000000 N N N N N N Block, Inc. N/A N/A 1664.63000000 PA USD 2.76000000 0.000000141104 Long LON CORP US N 3 2034-08-10 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403HUF5 5287.66000000 PA USD 5287.75000000 0.000270335187 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.82999840 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 592179KF1 4100000.00000000 PA USD 4198862.81000000 0.214666042383 Long DBT CORP US N 2 2028-01-06 Fixed 5.05000000 N N N N N N Block, Inc. N/A N/A 1551.59000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-12-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 831.56999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-01-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2295.60000000 PA USD 1133.91000000 0.000057970927 Long LON CORP US N 3 2026-02-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 14735.05000000 PA USD 14202.77000000 0.000726113846 Long LON CORP US N 3 2026-03-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2494.79000000 PA USD 2458.67000000 0.000125699024 Long LON CORP US N 3 2026-12-21 Fixed 29.67000000 N N N N N N Block, Inc. N/A N/A 1282.71000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-08-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 445.15999999 PA USD 2.90999999 0.000000148773 Long LON CORP US N 3 2034-10-08 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 12958.35000000 PA USD 12697.03000000 0.000649133182 Long LON CORP US N 3 2027-04-14 Fixed 14.69000000 N N N N N N Block, Inc. N/A N/A 1127.25000000 PA USD 1014.82000000 0.000051882474 Long LON CORP US N 3 2025-08-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 163.35000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-10-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4166.14000000 PA USD 673.72000000 0.000034443803 Long LON CORP US N 3 2034-10-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 8048.69000000 PA USD 7884.77000000 0.000403107328 Long LON CORP US N 3 2026-11-15 Fixed 17.96000000 N N N N N N Upstart Network, Inc. N/A N/A 1132.12000000 PA USD 1102.74000000 0.000056377367 Long LON CORP US N 3 2026-12-21 Fixed 7.74000000 N N N N N N Block, Inc. N/A N/A 7884.35000000 PA USD 80.05999999 0.000004093051 Long LON CORP US N 3 2034-11-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 16884.55000000 PA USD 16719.19000000 0.000854765328 Long LON CORP US N 3 2027-04-14 Fixed 20.59000000 N N N N N N Upstart Network, Inc. N/A N/A 1169.98000000 PA USD 1155.07000000 0.000059052728 Long LON CORP US N 3 2027-04-14 Fixed 30.99000000 N N N N N N Prosper Funding LLC N/A N/A 5808.80000000 PA USD 5760.77000000 0.000294518242 Long LON CORP US N 3 2026-12-15 Fixed 10.70000000 N N N N N N Block, Inc. N/A N/A 1256.42000000 PA USD 0.06000000 0.000000003067 Long LON CORP US N 3 2034-05-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1808.39000000 PA USD 1503.03000000 0.000076842115 Long LON CORP US N 3 2026-01-08 None 0.00000000 N N N N N N BRAVO Residential Funding Trust N/A 10568LAL0 2044499.60000000 PA USD 1960396.66000000 0.100224896965 Long ABS-MBS CORP US N 2 2044-10-25 Variable 3.49999920 N N N N N N Block, Inc. N/A N/A 6489.24000000 PA USD 89.63000000 0.000004582316 Long LON CORP US N 3 2035-01-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1079.06000000 PA USD 1057.20000000 0.000054049143 Long LON CORP US N 3 2027-02-10 Fixed 25.27000000 N N N N N N Block, Inc. N/A N/A 330.00000000 PA USD 291.22999999 0.000014889076 Long LON CORP US N 3 2025-06-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1265.43999999 PA USD 1252.87000000 0.000064052734 Long LON CORP US N 3 2025-11-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6540.48000000 PA USD 43.80000000 0.000002239266 Long LON CORP US N 3 2034-10-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1611.07000000 PA USD 1194.73000000 0.000061080338 Long LON CORP US N 3 2025-12-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 131.63000000 PA USD 0.01000000 0.000000000511 Long LON CORP US N 3 2033-06-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4227.93999999 PA USD 308.20000000 0.000015756664 Long LON CORP US N 3 2034-09-10 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFS1 99530.32000000 PA USD 101458.41000000 0.005187041426 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.90099840 N N N N N N Block, Inc. N/A N/A 687.94000000 PA USD 1.16000000 0.000000059304 Long LON CORP US N 3 2034-06-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1724.13000000 PA USD 1458.63000000 0.000074572174 Long LON CORP US N 3 2025-11-12 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 359.23000000 PA USD 358.94999999 0.000018351248 Long LON CORP US N 3 2035-05-03 Fixed 11.59000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 19744.66000000 PA USD 20076.85000000 0.001026425041 Long LON CORP US N 3 2027-07-07 Fixed 13.99000000 N N N N N N Block, Inc. N/A N/A 2028.26000000 PA USD 1581.83000000 0.000080870750 Long LON CORP US N 3 2026-03-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 12838.87000000 PA USD 12539.69000000 0.000641089206 Long LON CORP US N 3 2027-02-10 Fixed 15.19000000 N N N N N N Upstart Network, Inc. N/A N/A 1993.92000000 PA USD 1960.92000000 0.000100251652 Long LON CORP US N 3 2026-12-21 Fixed 24.34000000 N N N N N N Block, Inc. N/A N/A 423.36000000 PA USD 249.95000000 0.000012778645 Long LON CORP US N 3 2025-10-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2417.50000000 PA USD 2367.75000000 0.000121050757 Long LON CORP US N 3 2026-03-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 582.10000000 PA USD 0.04000000 0.000000002044 Long LON CORP US N 3 2033-04-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6042.20000000 PA USD 0.73000000 0.000000037321 Long LON CORP US N 3 2034-04-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5053.51000000 PA USD 54.55000000 0.000002788858 Long LON CORP US N 3 2035-03-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 8840.06999999 PA USD 8559.07999999 0.000437581295 Long LON CORP US N 3 2026-01-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GME0 609.69000000 PA USD 627.60000000 0.000032085927 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 7.59399840 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWNY5 28203006.07000000 PA USD 28628189.23000000 1.463610591892 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N Block, Inc. N/A N/A 1707.36000000 PA USD 11.34000000 0.000000579755 Long LON CORP US N 3 2034-10-22 None 0.00000000 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAP0 207910.26160000 PA USD 182942.32000000 0.009352890436 Long LON CORP US N 2 2031-12-31 Variable 8.57492000 N N N N N N Block, Inc. N/A N/A 512.84000000 PA USD 11.50999999 0.000000588446 Long LON CORP US N 3 2035-03-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1819.47000000 PA USD 1785.31000000 0.000091273625 Long LON CORP US N 3 2026-03-23 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NYZ5 3855.43000000 PA USD 3915.85000000 0.000200197067 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.42999960 N N N N N N Block, Inc. N/A N/A 37928.79000000 PA USD 6.06000000 0.000000309816 Long LON CORP US N 3 2034-06-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2370.79000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-11-23 None 0.00000000 N N N N N N Imperial Brands Finance plc 2138008L3B3MCG1DFS50 453140AF2 566000.00000000 PA USD 564845.13000000 0.028877597126 Long DBT CORP GB N 2 2025-07-21 Fixed 4.25000000 N N N N N N Banc of America Commercial Mortgage Trust N/A 06054AAX7 100000.00000000 PA USD 99385.26000000 0.005081052037 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.70500000 N N N N N N Upstart Network, Inc. N/A N/A 1908.02000000 PA USD 1868.12000000 0.000095507270 Long LON CORP US N 3 2027-04-14 Fixed 12.69000000 N N N N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834LAZ3 4150000.00000000 PA USD 4114487.21000000 0.210352356287 Long DBT CORP US N 2 2026-06-01 Fixed 3.45000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8893.88000000 PA USD 8993.97000000 0.000459814962 Long LON CORP US N 3 2026-11-07 Fixed 11.24000000 N N N N N N ConnectWise LLC N/A 20786NAC1 195454.54900000 PA USD 195373.44000000 0.009988429022 Long LON CORP US N 2 2028-09-29 Variable 8.06078000 N N N N N N Block, Inc. N/A N/A 768.23000000 PA USD 0.11000000 0.000000005623 Long LON CORP US N 3 2033-04-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 715.21000000 PA USD 0.00999999 0.000000000511 Long LON CORP US N 3 2033-03-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 500.18999999 PA USD 305.87000000 0.000015637544 Long LON CORP US N 3 2025-09-22 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1854.92000000 PA USD 1888.58000000 0.000096553284 Long LON CORP US N 3 2025-08-27 Fixed 21.99000000 N N N N N N Block, Inc. N/A N/A 942.25000000 PA USD 251.36000000 0.000012850730 Long LON CORP US N 3 2035-03-18 None 0.00000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 6450.94000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2027-04-13 Fixed 23.99000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202K6G5 114.96000000 PA USD 114.71000000 0.000005864526 Long ABS-MBS USGA US N 2 2026-09-20 Variable 4.62499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388JK61 21738.91000000 PA USD 22103.94000000 0.001130059622 Long ABS-MBS USGSE US N 2 2031-11-01 Variable 6.90400080 N N N N N N Upstart Network, Inc. N/A N/A 6522.64000000 PA USD 6440.46000000 0.000329267261 Long LON CORP US N 3 2027-04-14 Fixed 30.48000000 N N N N N N Block, Inc. N/A N/A 3273.66000000 PA USD 2725.98000000 0.000139365195 Long LON CORP US N 3 2025-08-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6865.35000000 PA USD 6488.10000000 0.000331702847 Long LON CORP US N 3 2026-03-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 10385.48000000 PA USD 10297.10000000 0.000526437229 Long LON CORP US N 3 2026-01-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1187.84000000 PA USD 1147.03000000 0.000058641685 Long LON CORP US N 3 2027-01-14 Fixed 5.79000000 N N N N N N Upstart Network, Inc. N/A N/A 6466.34000000 PA USD 6336.11000000 0.000323932388 Long LON CORP US N 3 2028-09-15 Fixed 18.89000000 N N N N N N Block, Inc. N/A N/A 1580.46000000 PA USD 1073.69000000 0.000054892191 Long LON CORP US N 3 2026-03-16 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 11494.52000000 PA USD 2488.24000000 0.000127210784 Long LON CORP US N 3 2026-12-27 Fixed 9.81000000 N N N N N N Prosper Funding LLC N/A N/A 6998.63000000 PA USD 6970.91000000 0.000356386414 Long LON CORP US N 3 2026-12-17 Fixed 13.77000000 N N N N N N Block, Inc. N/A N/A 3981.15000000 PA USD 3212.23000000 0.000164224632 Long LON CORP US N 3 2026-01-19 None 0.00000000 N N N N N N Camelot US Acquisition LLC 549300U6VBJHQP2SFL81 L2000AAF7 750000.00000000 PA USD 741562.51000000 0.037912238719 Long LON CORP US N 2 2031-01-31 Variable 7.07162000 N N N N N N Block, Inc. N/A N/A 353.25000000 PA USD 205.40000000 0.000010501034 Long LON CORP US N 3 2035-02-25 None 0.00000000 N N N N N N DR Horton, Inc. 529900ZIUEYVSB8QDD25 23331ABT5 4575000.00000000 PA USD 4596895.86000000 0.235015404448 Long DBT CORP US N 2 2030-10-15 Fixed 4.85000000 N N N N N N Block, Inc. N/A N/A 6712.83000000 PA USD 5429.36999999 0.000277575482 Long LON CORP US N 3 2025-08-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 468.33000000 PA USD 358.88000000 0.000018347670 Long LON CORP US N 3 2025-12-26 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5605.71999999 PA USD 5667.42000000 0.000289745742 Long LON CORP US N 3 2026-08-14 Fixed 11.49000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7199.91000000 PA USD 7587.43000000 0.000387905879 Long LON CORP US N 3 2027-01-15 Fixed 20.99000000 N N N N N N Upstart Network, Inc. N/A N/A 10195.59000000 PA USD 736.63999999 0.000037660576 Long LON CORP US N 3 2027-02-10 Fixed 9.71000000 N N N N N N World Wide Technology Holding Co. LLC N/A 98164AAD5 78749.70640000 PA USD 78552.83000000 0.004015998115 Long LON CORP US N 2 2030-03-01 Variable 6.57880000 N N N N N N Block, Inc. N/A N/A 1618.86000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-01-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3686.46000000 PA USD 249.41000000 0.000012751037 Long LON CORP US N 3 2025-08-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1034.40000000 PA USD 27.92999999 0.000001427915 Long LON CORP US N 3 2025-08-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 146.39000000 PA USD 0.04999999 0.000000002556 Long LON CORP US N 3 2033-04-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1032.36000000 PA USD 1017.70000000 0.000052029714 Long LON CORP US N 3 2026-01-30 None 0.00000000 N N N N N N Primary Products Finance LLC N/A 74167NAE3 758977.97100000 PA USD 750712.70000000 0.038380040398 Long LON CORP US N 2 2029-04-02 Variable 7.53469000 N N N N N N GoldenTree Loan Management US CLO 11 Ltd. 549300TMEEKUOKVHYV65 38138KAL4 9960000.00000000 PA USD 9940818.72000000 0.508222418602 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.34947040 N N N N N N Block, Inc. N/A N/A 177.84000000 PA USD 124.44000000 0.000006361970 Long LON CORP US N 3 2025-09-08 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 7249.20000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2026-10-28 Fixed 10.50000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACT2 4000000.00000000 PA USD 4029437.68000000 0.206004215650 Long DBT CORP US N 2 2027-01-08 Fixed 5.25000000 N N N N N N Block, Inc. N/A N/A 1285.50000000 PA USD 1097.96000000 0.000056132990 Long LON CORP US N 3 2025-12-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 20719.36000000 PA USD 1.18999999 0.000000060838 Long LON CORP US N 3 2033-11-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2052.56000000 PA USD 2030.83000000 0.000103825787 Long LON CORP US N 3 2026-11-22 Fixed 16.90000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 708.52000000 PA USD 708.05999999 0.000036199429 Long LON CORP US N 3 2025-06-07 Fixed 19.49000000 N N N N N N Upstart Network, Inc. N/A N/A 2979.82000000 PA USD 2948.08000000 0.000150720015 Long LON CORP US N 3 2026-12-22 Fixed 17.23000000 N N N N N N Verus Securitization Trust 984500915DDB7T2ACA27 92539XAA2 555381.77000000 PA USD 560835.73000000 0.028672617333 Long ABS-MBS CORP US N 2 2068-09-25 Fixed 6.66500040 N N N N N N Upstart Network, Inc. N/A N/A 1192.39000000 PA USD 1170.50000000 0.000059841584 Long LON CORP US N 3 2026-11-15 Fixed 25.50000000 N N N N N N Penske Truck Leasing Co. LP / PTL Finance Corp. N/A 709599BZ6 4000000.00000000 PA USD 4074044.24000000 0.208284717332 Long DBT CORP US N 2 2029-03-30 Fixed 5.35000000 N N N N N N Block, Inc. N/A N/A 242.46000000 PA USD 236.87000000 0.000012109932 Long LON CORP US N 3 2026-01-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1419.77000000 PA USD 1390.50000000 0.000071089041 Long LON CORP US N 3 2027-02-11 Fixed 24.18000000 N N N N N N Corpay Technologies Operating Co. LLC N/A 33903RAZ2 95505.21000000 PA USD 95334.26000000 0.004873945452 Long LON CORP US N 2 2028-04-28 Variable 6.07162000 N N N N N N Block, Inc. N/A N/A 1741.56000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-11-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1216.08000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-05-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4429.35000000 PA USD 4354.15000000 0.000222605069 Long LON CORP US N 3 2026-12-22 Fixed 19.21000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 14540.15000000 PA USD 14799.79000000 0.000756636377 Long LON CORP US N 3 2027-04-28 Fixed 25.99000000 N N N N N N Block, Inc. N/A N/A 2156.56000000 PA USD 881.15000000 0.000045048621 Long LON CORP US N 3 2034-12-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4428.43000000 PA USD 0.17999999 0.000000009202 Long LON CORP US N 3 2034-05-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3047.51000000 PA USD 41.22999999 0.000002107875 Long LON CORP US N 3 2035-01-31 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1243.88000000 PA USD 1238.38999999 0.000063312447 Long LON CORP US N 3 2025-11-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2174.28000000 PA USD 2137.85000000 0.000109297164 Long LON CORP US N 3 2027-01-13 Fixed 30.94000000 N N N N N N Upstart Network, Inc. N/A N/A 550.76000000 PA USD 542.53000000 0.000027736740 Long LON CORP US N 3 2027-04-14 Fixed 25.02000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 589929F94 29063.76000000 PA USD 28535.92000000 0.001458893345 Long ABS-MBS CORP US N 2 2028-03-25 Floating 5.18109120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403GCV2 1232.92000000 PA USD 1262.14000000 0.000064526661 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 7.20500040 N N N N N N Central Parent LLC N/A 15477BAE7 782384.21050000 PA USD 655352.40000000 0.033504763656 Long LON CORP US N 2 2029-07-06 Variable 7.54917000 N N N N N N Upstart Network, Inc. N/A N/A 6376.13000000 PA USD 6249.28000000 0.000319493221 Long LON CORP US N 3 2027-02-11 Fixed 25.43000000 N N N N N N Upstart Network, Inc. N/A N/A 1011.96000000 PA USD 1001.01000000 0.000051176441 Long LON CORP US N 3 2026-12-22 Fixed 16.78000000 N N N N N N 24 Hour Fitness Worldwide, Inc. N/A N/A 24921.00000000 NS USD 1059.14000000 0.000054148325 Long EC CORP US N 2 N N N Upstart Network, Inc. N/A N/A 19638.70000000 PA USD 19125.23000000 0.000977773654 Long LON CORP US N 3 2027-06-28 Fixed 12.26000000 N N N N N N Prosper Funding LLC N/A N/A 12686.16000000 PA USD 12592.35000000 0.000643781438 Long LON CORP US N 3 2027-01-20 Fixed 12.62000000 N N N N N N Block, Inc. N/A N/A 2271.56000000 PA USD 2241.69000000 0.000114605964 Long LON CORP US N 3 2025-12-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3049.47000000 PA USD 2533.10000000 0.000129504243 Long LON CORP US N 3 2026-01-23 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GY52 2712.48000000 PA USD 2765.68000000 0.000141394850 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.56499960 N N N N N N UGCard N/A N/A 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2030-02-15 Fixed 28.98000000 N N N N N N Upstart Network, Inc. N/A N/A 1435.31000000 PA USD 1412.50000000 0.000072213787 Long LON CORP US N 3 2026-12-21 Fixed 25.46000000 N N N N N N Imprivata, Inc. N/A 45323KAE0 124157.27340000 PA USD 124599.89000000 0.006370145079 Long LON CORP US N 2 2027-12-01 Variable 7.77965000 N N N N N N Block, Inc. N/A N/A 261.18000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-07-18 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202K5J0 916.99000000 PA USD 920.86000000 0.000047078787 Long ABS-MBS USGA US N 2 2026-08-20 Variable 4.62499920 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BY7 900000.00000000 PA USD 894305.97000000 0.045721218326 Long DBT CORP PA N 2 2030-03-15 Fixed 5.75000000 N N N N N N Upstart Network, Inc. N/A N/A 364.48000000 PA USD 358.86000000 0.000018346647 Long LON CORP US N 3 2025-07-10 Fixed 23.75000000 N N N N N N Harbour Energy plc 213800YPC42DYBKVPF97 411618AB7 6800000.00000000 PA USD 6821841.60000000 0.348765321542 Long DBT CORP GB N 2 2026-10-15 Fixed 5.50000000 N N N N N N Block, Inc. N/A N/A 2272.12000000 PA USD 0.56999999 0.000000029141 Long LON CORP US N 3 2034-06-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4519.25000000 PA USD 4453.70000000 0.000227694544 Long LON CORP US N 3 2026-10-20 Fixed 27.78000000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBA0 5000000.00000000 PA USD 4867242.80000000 0.248836839038 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N Upstart Network, Inc. N/A N/A 12451.65000000 PA USD 905.69000000 0.000046303224 Long LON CORP US N 3 2027-01-14 Fixed 7.62000000 N N N N N N Block, Inc. N/A N/A 1735.22000000 PA USD 0.05999999 0.000000003067 Long LON CORP US N 3 2032-08-20 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PRS1 3641.42000000 PA USD 3679.56000000 0.000188116787 Long ABS-MBS USGSE US N 2 2044-07-01 Variable 5.77400040 N N N N N N Upstart Network, Inc. N/A N/A 6863.84000000 PA USD 6792.69000000 0.000347274951 Long LON CORP US N 3 2027-04-14 Fixed 16.33000000 N N N N N N Watlow Electric Manufacturing Co. N/A 94254PAC4 575290.48000000 PA USD 574643.28000000 0.029378525634 Long LON CORP US N 2 2028-03-02 Variable 7.27965000 N N N N N N Upstart Network, Inc. N/A N/A 9873.96000000 PA USD 9673.74000000 0.000494568071 Long LON CORP US N 3 2027-11-13 Fixed 21.52000000 N N N N N N Block, Inc. N/A N/A 1055.29000000 PA USD 884.98000000 0.000045244429 Long LON CORP US N 3 2026-01-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1645.68000000 PA USD 0.03999999 0.000000002044 Long LON CORP US N 3 2033-06-28 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 12016.26000000 PA USD 12179.51000000 0.000622675073 Long LON CORP US N 3 2027-04-12 Fixed 18.33000000 N N N N N N Upstart Network, Inc. N/A N/A 3143.15000000 PA USD 227.53999999 0.000011632938 Long LON CORP US N 3 2027-03-15 Fixed 23.31000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10207.72000000 PA USD 10604.27000000 0.000542141235 Long LON CORP US N 3 2026-08-15 Fixed 20.74000000 N N N N N N Upstart Network, Inc. N/A N/A 9939.24000000 PA USD 9759.27000000 0.000498940775 Long LON CORP US N 3 2027-01-13 Fixed 28.17000000 N N N N N N Upstart Network, Inc. N/A N/A 2072.34000000 PA USD 2026.84000000 0.000103621799 Long LON CORP US N 3 2027-02-10 Fixed 21.77000000 N N N N N N Block, Inc. N/A N/A 4140.47000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-08-28 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1986.94000000 PA USD 321.75000000 0.000016449406 Long LON CORP US N 3 2026-11-22 Fixed 26.80000000 N N N N N N GSR Mortgage Loan Trust N/A 36242DUL5 52937.39900000 PA USD 49433.77000000 0.002527291851 Long ABS-MBS CORP US N 2 2035-01-25 Variable 6.92205840 N N N N N N Upstart Network, Inc. N/A N/A 1180.09000000 PA USD 1161.98000000 0.000059406000 Long LON CORP US N 3 2027-08-20 Fixed 25.65000000 N N N N N N Block, Inc. N/A N/A 40969.91000000 PA USD 1.36999999 0.000000070040 Long LON CORP US N 3 2034-05-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3782.78000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-11-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1860.46000000 PA USD 1830.38000000 0.000093577820 Long LON CORP US N 3 2027-01-14 Fixed 31.74000000 N N N N N N Upstart Network, Inc. N/A N/A 7666.66000000 PA USD 261.00999999 0.000013344085 Long LON CORP US N 3 2027-06-13 Fixed 27.06000000 N N N N N N Block, Inc. N/A N/A 4002.65000000 PA USD 108.82000000 0.000005563401 Long LON CORP US N 3 2035-02-19 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4624.76000000 PA USD 4700.13000000 0.000240293229 Long LON CORP US N 3 2027-08-01 Fixed 18.49000000 N N N N N N Fortis 333, Inc. N/A 34958SAB5 131578.95000000 PA USD 129111.84000000 0.006600817643 Long LON CORP GB N 2 2032-03-29 Variable 7.80281000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5613.86000000 PA USD 5796.65000000 0.000296352600 Long LON CORP US N 3 2027-08-14 Fixed 21.24000000 N N N N N N Block, Inc. N/A N/A 2390.65000000 PA USD 2336.22000000 0.000119438791 Long LON CORP US N 3 2026-02-07 None 0.00000000 N N N N N N Hexion Holdings Corp. N/A 42829JAB5 264762.35290000 PA USD 250420.18000000 0.012802682870 Long LON CORP US N 2 2030-03-15 Variable 11.85912000 N N N N N N Block, Inc. N/A N/A 4215.64000000 PA USD 3026.58000000 0.000154733312 Long LON CORP US N 3 2025-10-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1734.95000000 PA USD 1719.54000000 0.000087911147 Long LON CORP US N 3 2029-02-10 Fixed 28.33000000 N N N N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 81527CAP2 299724.83500000 PA USD 298671.30000000 0.015269511971 Long LON CORP US N 2 2031-07-31 Variable 7.31324000 N N N N N N Block, Inc. N/A N/A 191.74000000 PA USD 0.02999999 0.000000001533 Long LON CORP US N 3 2034-05-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4253.56000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-05-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3289.68000000 PA USD 3218.50000000 0.000164545184 Long LON CORP US N 3 2026-03-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3819.46000000 PA USD 0.06000000 0.000000003067 Long LON CORP US N 3 2033-03-21 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 7950.05000000 PA USD 7793.03000000 0.000398417139 Long LON CORP US N 3 2027-02-08 Fixed 22.02000000 N N N N N N Block, Inc. N/A N/A 1466.21000000 PA USD 0.04000000 0.000000002044 Long LON CORP US N 3 2032-05-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3187.23999999 PA USD 3.73999999 0.000000191206 Long LON CORP US N 3 2034-08-10 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4628.19000000 PA USD 4553.71000000 0.000232807535 Long LON CORP US N 3 2026-11-22 Fixed 19.69000000 N N N N N N Block, Inc. N/A N/A 331.35000000 PA USD 75.14999999 0.000003842029 Long LON CORP US N 3 2034-10-14 None 0.00000000 N N N N N N J.P. Morgan Mortgage Trust N/A 46654TAF5 1800560.13000000 PA USD 1604012.25000000 0.082004813499 Long ABS-MBS CORP US N 2 2052-06-25 Variable 2.49999840 N N N N N N Block, Inc. N/A N/A 5836.75000000 PA USD 0.13999999 0.000000007157 Long LON CORP US N 3 2033-07-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 18793.37000000 PA USD 18552.60000000 0.000948498057 Long LON CORP US N 3 2027-02-02 Fixed 19.58000000 N N N N N N Block, Inc. N/A N/A 788.18000000 PA USD 128.48000000 0.000006568514 Long LON CORP US N 3 2025-12-27 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406C6X1 5434.77000000 PA USD 5378.08000000 0.000274953291 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.20900120 N N N N N N Block, Inc. N/A N/A 223.50000000 PA USD 0.03999999 0.000000002044 Long LON CORP US N 3 2034-05-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 268.47000000 PA USD 149.45000000 0.000007640602 Long LON CORP US N 3 2035-03-11 None 0.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46645LAY3 4417000.00000000 PA USD 4364783.11000000 0.223148685366 Long ABS-MBS CORP US N 2 2049-03-17 Fixed 3.57610000 N N N N N N Block, Inc. N/A N/A 8209.94000000 PA USD 157.54000000 0.000008054201 Long LON CORP US N 3 2035-01-05 None 0.00000000 N N N N N N Banque Ouest Africaine de Developpement 529900LIZJABE4JJS826 06675QAB9 3900000.00000000 PA USD 3829897.50000000 0.195802762858 Long DBT NUSS US N 2 2027-07-27 Fixed 5.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5831.14000000 PA USD 5881.94000000 0.000300713035 Long LON CORP US N 3 2025-12-01 Fixed 13.99000000 N N N N N N Block, Inc. N/A N/A 3080.88000000 PA USD 44.25999999 0.000002262783 Long LON CORP US N 3 2025-10-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1151.19000000 PA USD 1129.07000000 0.000057723483 Long LON CORP US N 3 2027-07-11 Fixed 27.07000000 N N N N N N Upstart Network, Inc. N/A N/A 1764.76000000 PA USD 1736.52000000 0.000088779246 Long LON CORP US N 3 2027-04-14 Fixed 22.32000000 N N N N N N Block, Inc. N/A N/A 1985.02000000 PA USD 1942.78000000 0.000099324248 Long LON CORP US N 3 2026-03-17 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 14185.55000000 PA USD 13813.46000000 0.000706210448 Long LON CORP US N 3 2027-01-14 Fixed 9.62000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4648.60999999 PA USD 4656.48000000 0.000238061631 Long LON CORP US N 3 2026-01-03 Fixed 19.74000000 N N N N N N Prosper Funding LLC N/A N/A 4524.24000000 PA USD 4573.03000000 0.000233795267 Long LON CORP US N 3 2027-04-06 Fixed 16.90000000 N N N N N N Block, Inc. N/A N/A 5606.71000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-05-01 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 19542.17000000 PA USD 19866.85000000 0.001015688832 Long LON CORP US N 3 2027-07-15 Fixed 11.74000000 N N N N N N Block, Inc. N/A N/A 3421.52000000 PA USD 504.67000000 0.000025801155 Long LON CORP US N 3 2026-03-16 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 12219.67000000 PA USD 12553.67000000 0.000641803930 Long LON CORP US N 3 2026-08-01 Fixed 17.99000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375VE74 77295.85000000 PA USD 79109.53000000 0.004044459294 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 7.32399840 N N N N N N UGCard N/A N/A 10.67000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2030-02-15 Fixed 28.98000000 N N N N N N Block, Inc. N/A N/A 2517.86000000 PA USD 58.63999999 0.000002997958 Long LON CORP US N 3 2035-04-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3161.03000000 PA USD 83.30000000 0.000004258696 Long LON CORP US N 3 2025-08-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 27597.83000000 PA USD 14363.79000000 0.000734345962 Long LON CORP US N 3 2025-09-27 None 0.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFK6 5500000.00000000 PA USD 5603111.03000000 0.286457958803 Long DBT CORP US N 2 2030-01-16 Fixed 5.17300000 N N N N N N Upstart Network, Inc. N/A N/A 17003.75000000 PA USD 16707.23000000 0.000854153875 Long LON CORP US N 3 2027-01-13 Fixed 30.26000000 N N N N N N N/A N/A N/A 65000000.00000000 PA USD 174806.64000000 0.008936955382 N/A DCR US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Call Purchased N/A Markit CDX North American Investment Grade Index Series 44-V1 1.00000000 0.70000000 USD 2025-07-16 XXXX 56181.64000000 N N N Upstart Network, Inc. N/A N/A 1480.27000000 PA USD 1448.32000000 0.000074045077 Long LON CORP US N 3 2027-02-12 Fixed 21.62000000 N N N N N N Upstart Network, Inc. N/A N/A 2396.11000000 PA USD 2362.12000000 0.000120762924 Long LON CORP US N 3 2026-11-22 Fixed 28.48000000 N N N N N N Block, Inc. N/A N/A 425.46000000 PA USD 423.62000000 0.000021657489 Long LON CORP US N 3 2025-11-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7403.50000000 PA USD 0.15000000 0.000000007668 Long LON CORP US N 3 2033-06-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3660.83999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 474.85000000 PA USD 7.51999999 0.000000384458 Long LON CORP US N 3 2035-03-05 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3430.42000000 PA USD 3356.91000000 0.000171621369 Long LON CORP US N 3 2026-12-21 Fixed 12.41000000 N N N N N N Block, Inc. N/A N/A 215.06000000 PA USD 107.94000000 0.000005518411 Long LON CORP US N 3 2025-07-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6291.30000000 PA USD 4092.01000000 0.000209203213 Long LON CORP US N 3 2025-11-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 872.68000000 PA USD 2.83000000 0.000000144683 Long LON CORP US N 3 2034-09-23 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 5877.10000000 PA USD 5833.59000000 0.000298241151 Long LON CORP US N 3 2026-12-20 Fixed 10.08000000 N N N N N N Upstart Network, Inc. N/A N/A 894.03000000 PA USD 601.48000000 0.000030750547 Long LON CORP US N 3 2026-12-21 Fixed 19.07000000 N N N N N N Block, Inc. N/A N/A 960.18000000 PA USD 948.04000000 0.000048468360 Long LON CORP US N 3 2026-03-05 None 0.00000000 N N N N N N Barings CLO Ltd. 549300JWUNSCHZHF6H67 06760XAL8 3866654.88000000 PA USD 3871322.22000000 0.197920593590 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 5.40609840 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBA7 464852.00000000 PA USD 428244.91000000 0.021893937516 Long LON CORP US N 2 2029-01-19 Variable 9.68610000 N N N N N N Block, Inc. N/A N/A 2482.38000000 PA USD 1771.56000000 0.000090570659 Long LON CORP US N 3 2035-05-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 71.82000000 PA USD 71.22000000 0.000003641108 Long LON CORP US N 3 2025-12-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4236.50000000 PA USD 4158.96000000 0.000212626019 Long LON CORP US N 3 2027-12-10 Fixed 31.23000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10134.52000000 PA USD 10550.12000000 0.000539372827 Long LON CORP US N 3 2027-08-15 Fixed 17.99000000 N N N N N N Block, Inc. N/A N/A 537.65000000 PA USD 319.65000000 0.000016342043 Long LON CORP US N 3 2035-02-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 13462.30000000 PA USD 3143.26000000 0.000160698554 Long LON CORP US N 3 2035-02-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 390.20000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 8728.35000000 PA USD 0.07000000 0.000000003578 Long LON CORP US N 3 2033-12-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 11050.10000000 PA USD 10779.72000000 0.000551111082 Long LON CORP US N 3 2026-09-15 Fixed 8.12000000 N N N N N N Upstart Network, Inc. N/A N/A 3025.60000000 PA USD 2948.10000000 0.000150721037 Long LON CORP US N 3 2026-11-22 Fixed 7.51000000 N N N N N N UGCard N/A N/A 47.81000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2030-02-13 Fixed 28.98000000 N N N N N N Block, Inc. N/A N/A 1480.50000000 PA USD 1412.76000000 0.000072227079 Long LON CORP US N 3 2026-02-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3008.20000000 PA USD 0.01000000 0.000000000511 Long LON CORP US N 3 2032-08-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7583.65999999 PA USD 7508.44999999 0.000383868042 Long LON CORP US N 3 2026-02-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 12876.48000000 PA USD 12590.44000000 0.000643683789 Long LON CORP US N 3 2027-01-18 Fixed 13.68000000 N N N N N N Block, Inc. N/A N/A 11022.94000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1903.26000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-18 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5248.26000000 PA USD 5505.88000000 0.000281487041 Long LON CORP US N 3 2027-06-17 Fixed 26.49000000 N N N N N N Block, Inc. N/A N/A 15347.90000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-12-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3612.26000000 PA USD 3557.29000000 0.000181865757 Long LON CORP US N 3 2027-01-14 Fixed 34.62000000 N N N N N N Upstart Network, Inc. N/A N/A 3090.75000000 PA USD 3027.16000000 0.000154762964 Long LON CORP US N 3 2027-02-10 Fixed 25.54000000 N N N N N N Block, Inc. N/A N/A 4337.69000000 PA USD 2946.53999999 0.000150641282 Long LON CORP US N 3 2025-06-08 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9923.63000000 PA USD 10459.20000000 0.000534724560 Long LON CORP US N 3 2026-07-23 Fixed 18.99000000 N N N N N N Block, Inc. N/A N/A 1298.00000000 PA USD 4.34999999 0.000000222392 Long LON CORP US N 3 2034-09-13 None 0.00000000 N N N N N N Institutional Fiduciary Trust - Money Market Portfolio 549300M4TP89K77LG374 457756500 39079350.96000000 NS USD 39079350.96000000 1.997924197364 Long STIV RF US N 1 N N N Block, Inc. N/A N/A 111.66000000 PA USD 104.52999999 0.000005344075 Long LON CORP US N 3 2025-06-24 None 0.00000000 N N N N N N Minimax Viking GmbH N/A 55404TAF9 68013.65000000 PA USD 67843.62000000 0.003468491843 Long LON CORP DE N 2 2032-02-20 Variable 6.57162000 N N N N N N Upstart Network, Inc. N/A N/A 366.61000000 PA USD 361.74000000 0.000018493886 Long LON CORP US N 3 2025-07-15 Fixed 23.03000000 N N N N N N Block, Inc. N/A N/A 3660.92000000 PA USD 3610.66000000 0.000184594288 Long LON CORP US N 3 2026-02-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2123.27000000 PA USD 7.33999999 0.000000375256 Long LON CORP US N 3 2034-10-13 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 3473.66000000 PA USD 3509.37999999 0.000179416368 Long LON CORP US N 3 2027-06-13 Fixed 20.49000000 N N N N N N Block, Inc. N/A N/A 129.95000000 PA USD 109.90000000 0.000005618616 Long LON CORP US N 3 2025-11-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9362.62000000 PA USD 198.84999999 0.000010166167 Long LON CORP US N 3 2035-04-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 17146.01000000 PA USD 14680.88000000 0.000750557127 Long LON CORP US N 3 2026-03-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1131.25000000 PA USD 1115.92000000 0.000057051192 Long LON CORP US N 3 2027-04-14 Fixed 30.37000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAH5 3400000.00000000 PA USD 3273590.04000000 0.167361652445 Long DBT CORP US N 2 2029-05-01 Fixed 4.37500000 N N N N N N Nielsen Consumer LLC N/A 45674PAR5 750000.00000000 PA USD 749062.50000000 0.038295674245 Long LON CORP US N 2 2028-03-06 Variable 7.82162000 N N N N N N Block, Inc. N/A N/A 13882.49000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-10-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4028.37000000 PA USD 3954.80000000 0.000202188378 Long LON CORP US N 3 2027-02-24 Fixed 29.57000000 N N N N N N Block, Inc. N/A N/A 919.38000000 PA USD 896.12000000 0.000045813960 Long LON CORP US N 3 2025-12-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 256.12000000 PA USD 243.57999999 0.000012452980 Long LON CORP US N 3 2026-02-19 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 2080.01000000 PA USD 2089.00000000 0.000106799717 Long LON CORP US N 3 2025-09-19 Fixed 9.74000000 N N N N N N Block, Inc. N/A N/A 607.58999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-09-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1052.66000000 PA USD 1040.75000000 0.000053208140 Long LON CORP US N 3 2025-12-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 301.60000000 PA USD 0.54000000 0.000000027607 Long LON CORP US N 3 2033-04-09 None 0.00000000 N N N N N N Block, Inc. N/A N/A 38368.77000000 PA USD 13489.30000000 0.000689637832 Long LON CORP US N 3 2035-04-18 None 0.00000000 N N N N N N UGCard N/A N/A 1.98000000 PA USD 0.40000000 0.000000020449 Long LON CORP US N 3 2030-02-14 Fixed 18.97000000 N N N N N N Block, Inc. N/A N/A 2313.79000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1816.90000000 PA USD 1157.77000000 0.000059190765 Long LON CORP US N 3 2027-04-15 Fixed 20.89000000 N N N N N N Block, Inc. N/A N/A 9429.00999999 PA USD 9230.00000000 0.000471881950 Long LON CORP US N 3 2026-03-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 185.97000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-01-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 776.96000000 PA USD 748.07000000 0.000038244932 Long LON CORP US N 3 2025-12-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2521.80000000 PA USD 0.03999999 0.000000002044 Long LON CORP US N 3 2034-04-19 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1994.00000000 PA USD 1964.67000000 0.000100443370 Long LON CORP US N 3 2027-04-14 Fixed 26.20000000 N N N N N N Block, Inc. N/A N/A 2610.42000000 PA USD 2065.88000000 0.000105617712 Long LON CORP US N 3 2026-03-23 None 0.00000000 N N N N N N Ascend Learning LLC N/A 04349HAN4 295698.94000000 PA USD 292820.31000000 0.014970381248 Long LON CORP US N 2 2028-12-11 Variable 7.32162000 N N N N N N Block, Inc. N/A N/A 379.60000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-03-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 781.14999999 PA USD 148.00000000 0.000007566471 Long LON CORP US N 3 2034-10-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7127.20000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-08-16 None 0.00000000 N N N N N N Neon Maple US Debt Mergersub, Inc. N/A N/A 526933.05000000 PA USD 524214.08000000 0.026800342618 Long LON CORP US N 2 2031-11-17 Variable 7.32492000 N N N N N N Block, Inc. N/A N/A 426.96000000 PA USD 424.07000000 0.000021680496 Long LON CORP US N 3 2025-10-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 39.39999999 PA USD 0.27999999 0.000000014314 Long LON CORP US N 3 2034-12-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4375.80999999 PA USD 4244.24000000 0.000216985942 Long LON CORP US N 3 2026-01-25 None 0.00000000 N N N N N N Hess Midstream Operations LP N/A 428102AG2 400000.00000000 PA USD 406615.74000000 0.020788150417 Long DBT CORP US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Block, Inc. N/A N/A 6787.59000000 PA USD 4433.10000000 0.000226641373 Long LON CORP US N 3 2025-11-10 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9455.58000000 PA USD 9630.92000000 0.000492378906 Long LON CORP US N 3 2027-08-19 Fixed 12.49000000 N N N N N N Huntington National Bank (The) 2WHM8VNJH63UN14OL754 44644MAF8 7400000.00000000 PA USD 7388402.13000000 0.377730618159 Long DBT CORP US N 2 2028-05-17 Fixed 4.55200000 N N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523CP3 3451000.00000000 PA USD 3357013.43000000 0.171626656991 Long DBT CORP US N 2 2026-03-15 Fixed 1.25000000 N N N N N N Block, Inc. N/A N/A 2588.52000000 PA USD 2564.61000000 0.000131115186 Long LON CORP US N 3 2025-11-29 None 0.00000000 N N N N N N COLT Mortgage Loan Trust N/A 19685GAA4 2365005.81000000 PA USD 2347349.62000000 0.120007791589 Long ABS-MBS CORP US N 2 2067-03-25 Variable 4.30099920 N N N N N N Block, Inc. N/A N/A 9361.19000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-09-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1511.31000000 PA USD 0.03000000 0.000000001533 Long LON CORP US N 3 2032-06-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4578.54000000 PA USD 2312.98000000 0.000118250651 Long LON CORP US N 3 2025-12-16 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WRA2 48425.32000000 PA USD 48577.90000000 0.002483535664 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.12500040 N N N N N N Upstart Network, Inc. N/A N/A 5751.01000000 PA USD 5630.43000000 0.000287854635 Long LON CORP US N 3 2027-07-24 Fixed 23.18000000 N N N N N N Block, Inc. N/A N/A 2843.96000000 PA USD 2776.45999999 0.000141945976 Long LON CORP US N 3 2025-11-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 349.06000000 PA USD 1.71000000 0.000000087423 Long LON CORP US N 3 2034-09-30 None 0.00000000 N N N N N N Zelis Payments Buyer, Inc. N/A 98932TAH6 750000.00000000 PA USD 736312.50000000 0.037643832981 Long LON CORP US N 2 2031-11-26 Variable 7.57162000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389R4T0 9371.73000000 PA USD 9578.06000000 0.000489676449 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 6.63000120 N N N N N N Block, Inc. N/A N/A 1092.62000000 PA USD 17.29000000 0.000000883947 Long LON CORP US N 3 2035-04-08 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1506.32000000 PA USD 1512.79000000 0.000077341093 Long LON CORP US N 3 2025-08-25 Fixed 10.49000000 N N N N N N Block, Inc. N/A N/A 1600.22000000 PA USD 1191.41000000 0.000060910603 Long LON CORP US N 3 2025-09-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 173.58000000 PA USD 106.65999999 0.000005452971 Long LON CORP US N 3 2035-03-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 13367.78000000 PA USD 117.94000000 0.000006029659 Long LON CORP US N 3 2035-01-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 16767.51000000 PA USD 15662.21000000 0.000800727432 Long LON CORP US N 3 2026-03-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 285.30000000 PA USD 236.26000000 0.000012078746 Long LON CORP US N 3 2026-02-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 908.27999999 PA USD 0.34000000 0.000000017382 Long LON CORP US N 3 2034-06-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 8485.85000000 PA USD 112.57000000 0.000005755119 Long LON CORP US N 3 2035-01-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3510.10000000 PA USD 3450.68000000 0.000176415342 Long LON CORP US N 3 2026-02-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 12186.04000000 PA USD 1541.96999999 0.000078832915 Long LON CORP US N 3 2025-08-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7899.69000000 PA USD 16.46000000 0.000000841514 Long LON CORP US N 3 2034-09-29 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3004.94000000 PA USD 2948.00000000 0.000150715925 Long LON CORP US N 3 2026-11-15 Fixed 19.70000000 N N N N N N Block, Inc. N/A N/A 391.62000000 PA USD 380.47000000 0.000019451454 Long LON CORP US N 3 2025-11-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 870.03000000 PA USD 0.00999999 0.000000000511 Long LON CORP US N 3 2032-03-29 None 0.00000000 N N N N N N Highline Aftermarket Acquisition LLC N/A 43110HAF6 238926.18000000 PA USD 239224.83000000 0.012230322784 Long LON CORP US N 2 2030-02-13 Variable 7.82162000 N N N N N N Upstart Network, Inc. N/A N/A 14034.62000000 PA USD 13727.52000000 0.000701816783 Long LON CORP US N 3 2026-11-15 Fixed 10.99000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418UW59 1271.14000000 PA USD 1267.52000000 0.000064801712 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4.50000000 N N N N N N Block, Inc. N/A N/A 3251.43000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-05-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2231.65000000 PA USD 1879.72000000 0.000096100318 Long LON CORP US N 3 2025-10-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4735.18000000 PA USD 70.61999999 0.000003610433 Long LON CORP US N 3 2025-11-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 798.72000000 PA USD 3.13999999 0.000000160531 Long LON CORP US N 3 2034-10-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 482.31000000 PA USD 442.14000000 0.000022604321 Long LON CORP US N 3 2026-03-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 393.88000000 PA USD 3.90000000 0.000000199386 Long LON CORP US N 3 2035-01-07 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4375.94000000 PA USD 4634.51000000 0.000236938420 Long LON CORP US N 3 2027-06-28 Fixed 26.49000000 N N N N N N Upstart Network, Inc. N/A N/A 1419.81000000 PA USD 1396.64000000 0.000071402947 Long LON CORP US N 3 2026-12-21 Fixed 24.54000000 N N N N N N Upstart Network, Inc. N/A N/A 2138.55000000 PA USD 2090.72000000 0.000106887652 Long LON CORP US N 3 2027-01-14 Fixed 13.48000000 N N N N N N Hyundai Auto Receivables Trust N/A 448973AD9 3520000.00000000 PA USD 3558001.92000000 0.181902154350 Long ABS-O CORP US N 2 2029-02-15 Fixed 4.99000000 N N N N N N Upstart Network, Inc. N/A N/A 1396.63000000 PA USD 1371.52000000 0.000070118692 Long LON CORP US N 3 2026-11-15 Fixed 26.77000000 N N N N N N Block, Inc. N/A N/A 2432.26000000 PA USD 2420.47999999 0.000123746568 Long LON CORP US N 3 2026-02-12 None 0.00000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAW5 3000000.00000000 PA USD 2834348.97000000 0.144905538393 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 9137.63000000 PA USD 175.99999999 0.000008997965 Long LON CORP US N 3 2027-04-25 Fixed 23.49000000 N N N N N N Block, Inc. N/A N/A 675.88000000 PA USD 428.97000000 0.000021931007 Long LON CORP US N 3 2035-05-29 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4703.36000000 PA USD 4633.63000000 0.000236893430 Long LON CORP US N 3 2027-02-10 Fixed 14.68000000 N N N N N N Block, Inc. N/A N/A 2508.69000000 PA USD 2420.32000000 0.000123738388 Long LON CORP US N 3 2026-03-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 12878.61000000 PA USD 537.70999999 0.000027490318 Long LON CORP US N 3 2035-05-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2155.52000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 8941.02000000 PA USD 8672.49999999 0.000443379871 Long LON CORP US N 3 2025-12-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2003.49000000 PA USD 1968.16000000 0.000100621796 Long LON CORP US N 3 2026-01-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 764.72000000 PA USD 730.69000000 0.000037356383 Long LON CORP US N 3 2025-12-20 None 0.00000000 N N N N N N Mill City Mortgage Loan Trust N/A 59980VAA9 1257999.44000000 PA USD 1243362.74000000 0.063566677627 Long ABS-MBS CORP US N 2 2062-05-25 Variable 3.25000080 N N N N N N Block, Inc. N/A N/A 2602.19000000 PA USD 2477.21000000 0.000126646878 Long LON CORP US N 3 2026-02-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 15081.69000000 PA USD 15.79000000 0.000000807260 Long LON CORP US N 3 2034-07-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1317.90000000 PA USD 0.00999999 0.000000000511 Long LON CORP US N 3 2033-07-25 None 0.00000000 N N N N N N BA Credit Card Trust 5493006DQ60M1CRKHH19 05522RDH8 6140000.00000000 PA USD 6217607.76000000 0.317873984297 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.98000000 N N N N N N Block, Inc. N/A N/A 486.58000000 PA USD 473.79000000 0.000024222421 Long LON CORP US N 3 2025-10-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 418.25000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-10-08 None 0.00000000 N N N N N N Royalty Pharma plc 549300FGFN7VOK8BZR03 78081BAJ2 700000.00000000 PA USD 656551.32000000 0.033566058207 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 3633.69000000 PA USD 3712.15000000 0.000189782944 Long LON CORP US N 3 2027-06-20 Fixed 21.99000000 N N N N N N Block, Inc. N/A N/A 29821.96000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-06-30 None 0.00000000 N N N N N N UGCard N/A N/A 28.24000000 PA USD 29.06000000 0.000001485686 Long LON CORP US N 3 2025-10-15 Fixed 29.49000000 N N N N N N Block, Inc. N/A N/A 1544.09000000 PA USD 1528.04000000 0.000078120747 Long LON CORP US N 3 2026-03-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 11680.53000000 PA USD 1853.46000000 0.000094757781 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2297.66000000 PA USD 2246.13000000 0.000114832958 Long LON CORP US N 3 2027-01-14 Fixed 12.98000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZK3 5500000.00000000 PA USD 5320204.78000000 0.271994431938 Long DBT CORP US N 2 2028-02-24 Fixed 2.64000000 N N N N N N Block, Inc. N/A N/A 252.07000000 PA USD 250.66999999 0.000012815454 Long LON CORP US N 3 2026-02-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 805.09000000 PA USD 545.48000000 0.000027887558 Long LON CORP US N 3 2025-12-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4489.41000000 PA USD 4379.05000000 0.000223878077 Long LON CORP US N 3 2026-03-06 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 17194.18000000 PA USD 17525.38000000 0.000895981635 Long LON CORP US N 3 2027-08-27 Fixed 10.99000000 N N N N N N Upstart Network, Inc. N/A N/A 2076.31000000 PA USD 2028.70000000 0.000103716891 Long LON CORP US N 3 2027-02-11 Fixed 16.21000000 N N N N N N Block, Inc. N/A N/A 4528.87000000 PA USD 19.29999999 0.000000986708 Long LON CORP US N 3 2034-07-31 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7365.14000000 PA USD 45.05000000 0.000002303172 Long LON CORP US N 3 2034-08-23 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 7881.77000000 PA USD 7714.21000000 0.000394387481 Long LON CORP US N 3 2026-11-15 Fixed 14.02000000 N N N N N N Upstart Network, Inc. N/A N/A 1844.04000000 PA USD 1800.07000000 0.000092028227 Long LON CORP US N 3 2027-02-11 Fixed 12.40000000 N N N N N N Block, Inc. N/A N/A 1503.24000000 PA USD 0.09000000 0.000000004601 Long LON CORP US N 3 2033-08-05 None 0.00000000 N N N N N N Soliant Lower Intermediate LLC N/A 83421EAB2 123256.83560000 PA USD 120406.52000000 0.006155759855 Long LON CORP US N 2 2031-07-18 Variable 8.00155000 N N N N N N Block, Inc. N/A N/A 815.90000000 PA USD 1.71000000 0.000000087423 Long LON CORP US N 3 2034-08-08 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 349.33000000 PA USD 342.48000000 0.000017509223 Long LON CORP US N 3 2027-06-20 Fixed 9.64000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CNW7 1012.75000000 PA USD 1017.28000000 0.000052008241 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.14300040 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4618.44000000 PA USD 4801.10000000 0.000245455301 Long LON CORP US N 3 2027-07-16 Fixed 22.99000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JLV5 1426.29000000 PA USD 1469.95000000 0.000075150907 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.72699960 N N N N N N Block, Inc. N/A N/A 2799.48000000 PA USD 0.15999999 0.000000008179 Long LON CORP US N 3 2032-07-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 41388.34000000 PA USD 752.99000000 0.000038496466 Long LON CORP US N 3 2035-02-10 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2588.69000000 PA USD 2533.59000000 0.000129529294 Long LON CORP US N 3 2027-02-11 Fixed 17.82000000 N N N N N N Block, Inc. N/A N/A 3997.74000000 PA USD 1694.55000000 0.000086633538 Long LON CORP US N 3 2025-09-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 8418.29000000 PA USD 8240.92000000 0.000421315428 Long LON CORP US N 3 2027-12-11 Fixed 25.33000000 N N N N N N Block, Inc. N/A N/A 594.54000000 PA USD 15.48999999 0.000000791923 Long LON CORP US N 3 2025-06-30 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1292.88000000 PA USD 1309.87000000 0.000066966848 Long LON CORP US N 3 2025-07-22 Fixed 25.49000000 N N N N N N Block, Inc. N/A N/A 627.70000000 PA USD 437.62000000 0.000022373237 Long LON CORP US N 3 2035-05-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 32004.15000000 PA USD 528.02999999 0.000026995430 Long LON CORP US N 3 2026-02-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5557.01000000 PA USD 3187.11000000 0.000162940377 Long LON CORP US N 3 2025-07-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 703.35000000 PA USD 51.52000000 0.000002633949 Long LON CORP US N 3 2027-07-11 Fixed 21.70000000 N N N N N N Upstart Network, Inc. N/A N/A 7089.65000000 PA USD 6945.41000000 0.000355082731 Long LON CORP US N 3 2026-12-22 Fixed 15.19000000 N N N N N N Block, Inc. N/A N/A 23482.40000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 235.59000000 PA USD 233.49000000 0.000011937130 Long LON CORP US N 3 2026-01-31 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2637.00000000 PA USD 1716.62000000 0.000087761862 Long LON CORP US N 3 2025-10-18 None 0.00000000 N N N N N N CPM Holdings, Inc. N/A 12620BAR1 514786.96760000 PA USD 499557.00000000 0.025539754211 Long LON CORP US N 2 2028-09-28 Variable 8.82365000 N N N N N N Block, Inc. N/A N/A 46466.36000000 PA USD 42115.09000000 0.002153125763 Long LON CORP US N 3 2026-02-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3015.88000000 PA USD 620.89000000 0.000031742880 Long LON CORP US N 3 2035-03-01 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6142.27000000 PA USD 6006.92000000 0.000307102613 Long LON CORP US N 3 2027-09-14 Fixed 15.04000000 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22822VAV3 2270000.00000000 PA USD 2173506.16000000 0.111120078596 Long DBT CORP US N 2 2026-07-15 Fixed 1.05000000 N N N N N N Prosper Funding LLC N/A N/A 10345.07000000 PA USD 10504.22000000 0.000537026199 Long LON CORP US N 3 2026-11-15 Fixed 17.10000000 N N N N N N Upstart Network, Inc. N/A N/A 966.35999999 PA USD 941.61999999 0.000048140138 Long LON CORP US N 3 2026-12-22 Fixed 9.45000000 N N N N N N Upstart Network, Inc. N/A N/A 2531.63000000 PA USD 2500.53000000 0.000127839108 Long LON CORP US N 3 2027-01-14 Fixed 19.10000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 16325.40000000 PA USD 16665.38000000 0.000852014302 Long LON CORP US N 3 2027-08-15 Fixed 14.99000000 N N N N N N Block, Inc. N/A N/A 1550.60000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-02-19 None 0.00000000 N N N N N N Playtika Holding Corp. 254900E35Z4TKA4UFG64 72814CAF5 727587.01270000 PA USD 712616.91000000 0.036432400563 Long LON CORP US N 2 2028-03-13 Variable 7.18610000 N N N N N N Cook Park CLO Ltd. N/A 21623PAC1 1000000.00000000 PA USD 1001353.20000000 0.051193987086 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 5.66139960 N N N N N N Upstart Network, Inc. N/A N/A 1091.67000000 PA USD 1068.96000000 0.000054650371 Long LON CORP US N 3 2026-12-21 Fixed 9.73000000 N N N N N N Block, Inc. N/A N/A 1391.43000000 PA USD 1252.02000000 0.000064009278 Long LON CORP US N 3 2026-02-03 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401AJS7 13903.68000000 PA USD 13891.14000000 0.000710181823 Long ABS-MBS USGSE US N 2 2028-04-01 Variable 5.47499880 N N N N N N Upstart Network, Inc. N/A N/A 518.92000000 PA USD 513.74000000 0.000026264857 Long LON CORP US N 3 2027-04-14 Fixed 19.64000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10634.00000000 PA USD 10889.32000000 0.000556714361 Long LON CORP US N 3 2027-09-25 Fixed 20.49000000 N N N N N N Block, Inc. N/A N/A 1376.49000000 PA USD 0.13999999 0.000000007157 Long LON CORP US N 3 2033-12-20 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1657.46000000 PA USD 1436.58000000 0.000073444872 Long LON CORP US N 3 2026-02-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 980.93000000 PA USD 896.42000000 0.000045829297 Long LON CORP US N 3 2025-11-29 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CEJ3 5470.21000000 PA USD 5541.99000000 0.000283333158 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N Block, Inc. N/A N/A 3039.31000000 PA USD 2143.89000000 0.000109605958 Long LON CORP US N 3 2025-12-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1473.73000000 PA USD 1451.86000000 0.000074226059 Long LON CORP US N 3 2026-11-22 Fixed 25.87000000 N N N N N N Verde Purchaser LLC 2549004HFEKMUGBG3Z35 92338TAB2 726854.90000000 PA USD 722144.88000000 0.036919516171 Long LON CORP US N 2 2030-11-30 Variable 8.29917000 N N N N N N Block, Inc. N/A N/A 11741.41000000 PA USD 0.15000000 0.000000007668 Long LON CORP US N 3 2032-06-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 37.90999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-11-21 None 0.00000000 N N N N N N US Radiology Specialists, Inc. N/A 90372AAM0 0.00510000 PA USD 0.01000000 0.000000000511 Long LON CORP US N 2 2027-12-15 Variable 9.04917000 N N N N N N Upstart Network, Inc. N/A N/A 2001.64000000 PA USD 1972.79000000 0.000100858504 Long LON CORP US N 3 2026-12-22 Fixed 27.39000000 N N N N N N Upstart Network, Inc. N/A N/A 6982.31000000 PA USD 6744.62000000 0.000344817382 Long LON CORP US N 3 2027-01-13 Fixed 6.62000000 N N N N N N Block, Inc. N/A N/A 1608.46000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2032-09-18 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1397.33000000 PA USD 0.06999999 0.000000003578 Long LON CORP US N 3 2033-03-21 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3039.31000000 PA USD 2987.14000000 0.000152716950 Long LON CORP US N 3 2026-09-15 Fixed 26.73000000 N N N N N N Block, Inc. N/A N/A 13810.28000000 PA USD 386.86999999 0.000019778653 Long LON CORP US N 3 2035-03-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 395.56000000 PA USD 0.12000000 0.000000006134 Long LON CORP US N 3 2034-06-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 975.57999999 PA USD 955.40999999 0.000048845149 Long LON CORP US N 3 2027-02-10 Fixed 25.25000000 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22822VAC5 7330000.00000000 PA USD 7249472.03000000 0.370627843888 Long DBT CORP US N 2 2026-06-15 Fixed 3.70000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 23784.54000000 PA USD 24381.88000000 0.001246518860 Long LON CORP US N 3 2027-05-28 Fixed 15.24000000 N N N N N N Maximus, Inc. N/A 57779FAG0 194901.81030000 PA USD 193440.05000000 0.009889584835 Long LON CORP US N 2 2031-05-30 Variable 6.32162000 N N N N N N Upstart Network, Inc. N/A N/A 1194.77000000 PA USD 1174.73000000 0.000060057842 Long LON CORP US N 3 2027-04-14 Fixed 19.73000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NGA3 17330000.00000000 PA USD 17322215.36000000 0.885594882451 Long ABS-O CORP US N 2 2027-05-15 Fixed 3.49000000 N N N N N N Block, Inc. N/A N/A 2919.72000000 PA USD 213.64000000 0.000010922303 Long LON CORP US N 3 2025-09-22 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2692.63000000 PA USD 197.01000000 0.000010072097 Long LON CORP US N 3 2026-12-21 Fixed 20.05000000 N N N N N N 19th Holdings Golf LLC N/A 68250XAB7 493654.81800000 PA USD 472674.49000000 0.024165391129 Long LON CORP US N 2 2029-02-07 Variable 7.67114000 N N N N N N Quikrete Holdings, Inc. N/A 74839XAL3 275862.08000000 PA USD 270798.63000000 0.013844527153 Long LON CORP US N 2 2032-02-10 Variable 6.57162000 N N N N N N Block, Inc. N/A N/A 3353.13000000 PA USD 3178.59000000 0.000162504793 Long LON CORP US N 3 2026-01-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 56.22999999 PA USD 16.27000000 0.000000831800 Long LON CORP US N 3 2034-12-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 17972.17999999 PA USD 17598.45999999 0.000899717835 Long LON CORP US N 3 2025-12-13 None 0.00000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A 379931AB4 1095232.41000000 PA USD 1096963.97000000 0.056082069058 Long ABS-O CORP US N 2 2027-03-16 Fixed 5.33000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ENZ5 29683.11000000 PA USD 30177.28000000 0.001542807555 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.49299960 N N N N N N FHLMC 5299002OYNAPMJKK2A73 35564NDZ3 7237034.45000000 PA USD 7222749.99000000 0.369261684804 Long ABS-MBS CORP US N 2 2044-08-25 Floating 5.55369120 N N N N N N Block, Inc. N/A N/A 5482.27000000 PA USD 5337.27000000 0.000272866887 Long LON CORP US N 3 2025-11-17 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 15550.29000000 PA USD 16016.45000000 0.000818837883 Long LON CORP US N 3 2027-06-06 Fixed 17.99000000 N N N N N N OBX Trust 254900Y1YRD8JNADSC78 67119CAA8 2856472.40000000 PA USD 2884473.26000000 0.147468132945 Long ABS-MBS CORP US N 2 2064-05-25 Fixed 6.23300040 N N N N N N Upstart Network, Inc. N/A N/A 1507.65000000 PA USD 1474.30000000 0.000075373300 Long LON CORP US N 3 2027-01-18 Fixed 14.04000000 N N N N N N Block, Inc. N/A N/A 2547.58000000 PA USD 1611.48000000 0.000082386600 Long LON CORP US N 3 2025-12-22 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4818.45000000 PA USD 4740.28000000 0.000242345890 Long LON CORP US N 3 2026-11-22 Fixed 21.84000000 N N N N N N Upstart Network, Inc. N/A N/A 2543.71000000 PA USD 615.94000000 0.000031489812 Long LON CORP US N 3 2027-02-10 Fixed 18.30000000 N N N N N N Block, Inc. N/A N/A 2235.37000000 PA USD 1447.89999999 0.000074023605 Long LON CORP US N 3 2035-05-09 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1367.36000000 PA USD 1375.57000000 0.000070325748 Long LON CORP US N 3 2025-09-17 Fixed 17.99000000 N N N N N N Block, Inc. N/A N/A 2640.16000000 PA USD 2424.05000000 0.000123929083 Long LON CORP US N 3 2026-03-17 None 0.00000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 29336UAF4 3900000.00000000 PA USD 3900545.22000000 0.199414613766 Long DBT CORP US N 2 2026-07-15 Fixed 4.85000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10783.23000000 PA USD 10936.45000000 0.000559123873 Long LON CORP US N 3 2027-03-08 Fixed 10.99000000 N N N N N N Prosper Funding LLC N/A N/A 1720.74000000 PA USD 1752.04000000 0.000089572703 Long LON CORP US N 3 2027-01-20 Fixed 18.48000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7931.45000000 PA USD 8367.55000000 0.000427789362 Long LON CORP US N 3 2027-08-26 Fixed 22.74000000 N N N N N N Acrisure LLC N/A 00488PAV7 155262.68570000 PA USD 153807.87000000 0.007863397361 Long LON CORP US N 2 2030-11-06 Variable 7.32162000 N N N N N N Upstart Network, Inc. N/A N/A 15412.81000000 PA USD 15035.67000000 0.000768695696 Long LON CORP US N 3 2027-03-07 Fixed 12.08000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6118.28000000 PA USD 6239.02000000 0.000318968680 Long LON CORP US N 3 2026-08-21 Fixed 18.24000000 N N N N N N Block, Inc. N/A N/A 2530.28000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-01-27 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JSM3 87990.71000000 PA USD 88675.85000000 0.004533535539 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.09000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402EMX3 127.10000000 PA USD 128.66000000 0.000006577717 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 6.17500080 N N N N N N Block, Inc. N/A N/A 2054.72000000 PA USD 4.61000000 0.000000235685 Long LON CORP US N 3 2034-09-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6104.87000000 PA USD 6028.25000000 0.000308193105 Long LON CORP US N 3 2026-01-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4057.99000000 PA USD 3994.79000000 0.000204232859 Long LON CORP US N 3 2027-04-14 Fixed 23.40000000 N N N N N N Block, Inc. N/A N/A 728.13999999 PA USD 440.22000000 0.000022506161 Long LON CORP US N 3 2035-04-12 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411YDP5 1237.83400000 PA USD 1269.12000000 0.000064883512 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 6.85500120 N N N N N N Block, Inc. N/A N/A 2349.80000000 PA USD 2307.64000000 0.000117977645 Long LON CORP US N 3 2026-02-19 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2810.09000000 PA USD 2770.89000000 0.000141661210 Long LON CORP US N 3 2026-12-22 Fixed 28.08000000 N N N N N N Block, Inc. N/A N/A 544.84000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-03-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3512.36000000 PA USD 0.06999999 0.000000003578 Long LON CORP US N 3 2033-03-23 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAH4 45000000.00000000 PA USD 41916797.10000000 2.142988077970 Long DBT UST US N 2 2027-08-31 Fixed 0.50000000 N N N N N N Block, Inc. N/A N/A 4040.87000000 PA USD 614.27000000 0.000031404433 Long LON CORP US N 3 2026-02-19 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2192.75000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-10-04 None 0.00000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3T6 7000000.00000000 PA USD 7114775.36000000 0.363741502900 Long DBT CORP US N 2 2027-03-25 Fixed 5.51600000 N N N N N N Block, Inc. N/A N/A 6786.80000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-05-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2468.32000000 PA USD 1788.03999999 0.000091413196 Long LON CORP US N 3 2025-06-03 None 0.00000000 N N N N N N N/A N/A N/A 3794.00000000 NC USD 7138572.51000000 0.364958127553 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Notes 2025-06-30 789715173.77000000 USD 7138572.51000000 N N N Upstart Network, Inc. N/A N/A 16322.93000000 PA USD 2325.98000000 0.000118915273 Long LON CORP US N 3 2027-09-14 Fixed 24.74000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAQ8 5900000.00000000 PA USD 5695919.94000000 0.291202796229 Long DBT CORP GB N 2 2027-06-14 Fixed 1.67300000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BB3 5100000.00000000 PA USD 5105344.14000000 0.261009723616 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N Block, Inc. N/A N/A 4290.41000000 PA USD 4114.51999999 0.000210354032 Long LON CORP US N 3 2026-02-17 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6516.61000000 PA USD 6849.52000000 0.000350180374 Long LON CORP US N 3 2027-08-15 Fixed 26.99000000 N N N N N N Block, Inc. N/A N/A 12455.43000000 PA USD 9043.18999999 0.000462331325 Long LON CORP US N 3 2025-11-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1012.76000000 PA USD 4.92000000 0.000000251534 Long LON CORP US N 3 2034-11-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 813.46999999 PA USD 0.11000000 0.000000005623 Long LON CORP US N 3 2033-05-03 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5381.92000000 PA USD 5632.89000000 0.000287980402 Long LON CORP US N 3 2027-02-15 Fixed 20.49000000 N N N N N N Block, Inc. N/A N/A 3203.53999999 PA USD 3146.17000000 0.000160847327 Long LON CORP US N 3 2026-03-12 None 0.00000000 N N N N N N Block, Inc. N/A N/A 527.31000000 PA USD 0.03000000 0.000000001533 Long LON CORP US N 3 2033-01-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2643.48000000 PA USD 2548.25000000 0.000130278784 Long LON CORP US N 3 2026-03-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1759.51000000 PA USD 1483.29000000 0.000075832912 Long LON CORP US N 3 2025-12-27 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 8916.90999999 PA USD 8702.49999999 0.000444913615 Long LON CORP US N 3 2027-02-11 Fixed 13.07000000 N N N N N N Block, Inc. N/A N/A 107.37000000 PA USD 56.69000000 0.000002898265 Long LON CORP US N 3 2035-03-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 657.33999999 PA USD 651.56000000 0.000033310877 Long LON CORP US N 3 2026-03-22 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 9215.78000000 PA USD 9026.14000000 0.000461459647 Long LON CORP US N 3 2027-04-14 Fixed 14.02000000 N N N N N N Block, Inc. N/A N/A 1385.38000000 PA USD 197.02000000 0.000010072609 Long LON CORP US N 3 2025-09-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 547.72000000 PA USD 4.49999999 0.000000230061 Long LON CORP US N 3 2034-10-12 None 0.00000000 N N N N N N Diageo Investment Corp. S4G8DPIPDVCF6CB81Z61 25245BAC1 2020000.00000000 PA USD 2071573.59000000 0.105908795832 Long DBT CORP US N 2 2030-08-15 Fixed 5.12500000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5106.27000000 PA USD 5294.80000000 0.000270695617 Long LON CORP US N 3 2026-02-03 Fixed 20.49000000 N N N N N N Block, Inc. N/A N/A 1687.99000000 PA USD 0.12000000 0.000000006134 Long LON CORP US N 3 2032-12-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 13891.05000000 PA USD 1155.40000000 0.000059069599 Long LON CORP US N 3 2025-06-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 8476.46000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-12-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2209.86000000 PA USD 4.22000000 0.000000215746 Long LON CORP US N 3 2034-09-15 None 0.00000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WEU3 10700000.00000000 PA USD 10670176.96000000 0.545510716397 Long DBT CORP US N 2 2025-08-05 Fixed 3.60000000 N N N N N N Block, Inc. N/A N/A 5841.72000000 PA USD 3814.59000000 0.000195020169 Long LON CORP US N 3 2025-06-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1624.47000000 PA USD 1606.58000000 0.000082136089 Long LON CORP US N 3 2026-02-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1805.22000000 PA USD 0.06000000 0.000000003067 Long LON CORP US N 3 2033-12-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3227.23000000 PA USD 3160.54000000 0.000161581991 Long LON CORP US N 3 2027-02-11 Fixed 18.99000000 N N N N N N Block, Inc. N/A N/A 1201.52000000 PA USD 666.79000000 0.000034089508 Long LON CORP US N 3 2035-05-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 13480.86000000 PA USD 197.99000000 0.000010122200 Long LON CORP US N 3 2025-11-16 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8728.81000000 PA USD 9085.10000000 0.000464473965 Long LON CORP US N 3 2027-08-14 Fixed 22.24000000 N N N N N N Upstart Network, Inc. N/A N/A 1516.32000000 PA USD 1492.75000000 0.000076316552 Long LON CORP US N 3 2027-04-14 Fixed 23.47000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBC3 511889.79480000 PA USD 497538.96000000 0.025436582310 Long LON CORP US N 2 2028-08-21 Variable 8.67162000 N N N N N N Block, Inc. N/A N/A 2816.44000000 PA USD 45.98000000 0.000002350718 Long LON CORP US N 3 2035-01-31 None 0.00000000 N N N N N N Block, Inc. N/A N/A 348.51000000 PA USD 0.29000000 0.000000014826 Long LON CORP US N 3 2034-07-04 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4311.78000000 PA USD 4249.02000000 0.000217230318 Long LON CORP US N 3 2026-10-20 Fixed 31.19000000 N N N N N N Block, Inc. N/A N/A 1059.68000000 PA USD 836.27000000 0.000042754140 Long LON CORP US N 3 2025-11-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 19659.47000000 PA USD 277.11000000 0.000014167194 Long LON CORP US N 3 2025-10-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1741.68000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-05-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 8026.52999999 PA USD 5850.16000000 0.000299088289 Long LON CORP US N 3 2025-09-20 None 0.00000000 N N N N N N BRAVO Residential Funding Trust N/A 10569DAA1 1009203.95200000 PA USD 1017901.88000000 0.052040035124 Long ABS-MBS CORP US N 2 2063-09-25 Fixed 6.60200040 N N N N N N Upstart Network, Inc. N/A N/A 1219.53000000 PA USD 1198.96000000 0.000061296596 Long LON CORP US N 3 2026-12-21 Fixed 23.15000000 N N N N N N Block, Inc. N/A N/A 5992.48000000 PA USD 35.84000000 0.000001832313 Long LON CORP US N 3 2034-11-23 None 0.00000000 N N N N N N AI Aqua Merger Sub, Inc. N/A 00132UAP9 315534.86270000 PA USD 312303.79000000 0.015966470364 Long LON CORP US N 2 2028-07-31 Variable 7.31900000 N N N N N N BA Credit Card Trust 5493006DQ60M1CRKHH19 05522RDF2 11562000.00000000 PA USD 11592091.26000000 0.592643405212 Long ABS-O CORP US N 2 2028-04-15 Fixed 5.00000000 N N N N N N Block, Inc. N/A N/A 2596.83000000 PA USD 51.25000000 0.000002620146 Long LON CORP US N 3 2035-03-23 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XS99 54302.23000000 PA USD 55876.32000000 0.002856665964 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.84299880 N N N N N N Vibrantz Technologies, Inc. 549300GYZ1T3S8OPH343 69346EAG2 573923.01000000 PA USD 515678.43000000 0.026363959176 Long LON CORP US N 2 2029-04-23 Variable 8.64171000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390S3K5 755.59000000 PA USD 758.00000000 0.000038752602 Long ABS-MBS USGSE US N 2 2032-05-01 Variable 6.10499880 N N N N N N Block, Inc. N/A N/A 1049.22000000 PA USD 1031.42000000 0.000052731146 Long LON CORP US N 3 2026-02-11 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1533.13000000 PA USD 1511.66000000 0.000077283322 Long LON CORP US N 3 2026-12-21 Fixed 31.29000000 N N N N N N Block, Inc. N/A N/A 4164.16000000 PA USD 29.39999999 0.000001503069 Long LON CORP US N 3 2035-01-20 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1074.50000000 PA USD 1052.55000000 0.000053811413 Long LON CORP US N 3 2027-04-14 Fixed 14.60000000 N N N N N N Block, Inc. N/A N/A 266.44000000 PA USD 256.60000000 0.000013118624 Long LON CORP US N 3 2025-12-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 554.85000000 PA USD 136.63000000 0.000006985182 Long LON CORP US N 3 2025-11-30 None 0.00000000 N N N N N N 1011778 BC ULC N/A C6901LAM9 748115.57790000 PA USD 742212.95000000 0.037945492337 Long LON CORP CA N 2 2030-09-20 Variable 6.07162000 N N N N N N Connecticut Avenue Securities Trust N/A 207941AA3 760323.27300000 PA USD 759484.41000000 0.038828492361 Long ABS-MBS CORP US N 2 2044-03-25 Floating 5.50269000 N N N N N N BlueMountain CLO Ltd. 549300EYIDIF4X8MHI21 09628VAW4 6339131.08000000 PA USD 6350287.95000000 0.324657233138 Long ABS-CBDO CORP KY N 2 2030-11-15 Floating 5.52297960 N N N N N N Block, Inc. N/A N/A 5256.17000000 PA USD 30.15000000 0.000001541412 Long LON CORP US N 3 2034-10-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7165.24999999 PA USD 415.76000000 0.000021255648 Long LON CORP US N 3 2025-06-19 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2887.60000000 PA USD 2808.48000000 0.000143582992 Long LON CORP US N 3 2027-11-14 Fixed 9.11000000 N N N N N N Upstart Network, Inc. N/A N/A 1231.06000000 PA USD 1211.15000000 0.000061919807 Long LON CORP US N 3 2027-05-22 Fixed 23.21000000 N N N N N N Block, Inc. N/A N/A 4.07999999 PA USD 1.94000000 0.000000099182 Long LON CORP US N 3 2035-04-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1275.59000000 PA USD 1260.33000000 0.000064434125 Long LON CORP US N 3 2025-11-09 None 0.00000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 15399.81000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2027-04-21 Fixed 20.49000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10863.21000000 PA USD 11329.69000000 0.000579228191 Long LON CORP US N 3 2027-09-20 Fixed 24.99000000 N N N N N N Cengage Learning, Inc. N/A 15131YAQ8 274746.18320000 PA USD 273934.31000000 0.014004838181 Long LON CORP US N 2 2031-03-24 Variable 7.82668271 N N N N N N Icon Investments Six DAC 635400FQ1M7J2CHLAS59 45115AAA2 4700000.00000000 PA USD 4795215.84000000 0.245154474753 Long DBT CORP IE N 2 2027-05-08 Fixed 5.80900000 N N N N N N Block, Inc. N/A N/A 25800.40000000 PA USD 0.40000000 0.000000020449 Long LON CORP US N 3 2032-07-06 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1811.62000000 PA USD 1816.94000000 0.000092890703 Long LON CORP US N 3 2025-08-04 Fixed 25.49000000 N N N N N N Upstart Network, Inc. N/A N/A 1796.51000000 PA USD 1746.34000000 0.000089281291 Long LON CORP US N 3 2027-06-14 Fixed 8.30000000 N N N N N N Upstart Network, Inc. N/A N/A 10458.20000000 PA USD 10206.19000000 0.000521789473 Long LON CORP US N 3 2027-02-10 Fixed 11.87000000 N N N N N N Block, Inc. N/A N/A 184.60000000 PA USD 17.66999999 0.000000903375 Long LON CORP US N 3 2034-10-15 None 0.00000000 N N N N N N EquipmentShare.com, Inc. 254900PWJK48CGPKPI80 29450YAA7 3200000.00000000 PA USD 3260968.22000000 0.166716364359 Long DBT CORP US N 2 2028-05-15 Fixed 9.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5779.93000000 PA USD 5882.08000000 0.000300720192 Long LON CORP US N 3 2026-07-15 Fixed 16.99000000 N N N N N N Block, Inc. N/A N/A 245.90999999 PA USD 244.30999999 0.000012490301 Long LON CORP US N 3 2026-03-03 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1051.68000000 PA USD 790.36000000 0.000040407000 Long LON CORP US N 3 2026-01-01 None 0.00000000 N N N N N N Station Place Securitization Trust N/A 85779PAA2 5000000.00000000 PA USD 5017516.50000000 0.256519552647 Long ABS-MBS CORP US N 2 2025-10-27 Floating 5.22339840 N N N N N N Block, Inc. N/A N/A 1939.74000000 PA USD 1925.01000000 0.000098415760 Long LON CORP US N 3 2026-01-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 761.66000000 PA USD 318.40000000 0.000016278137 Long LON CORP US N 3 2026-02-21 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3047.85000000 PA USD 1826.91000000 0.000093400417 Long LON CORP US N 3 2025-06-30 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6192.21000000 PA USD 3530.69000000 0.000180505837 Long LON CORP US N 3 2025-12-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4931.30000000 PA USD 83.12999999 0.000004250005 Long LON CORP US N 3 2025-10-13 None 0.00000000 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAN5 307200.22140000 PA USD 291456.21000000 0.014900641902 Long LON CORP US N 2 2028-05-03 Variable 8.57492000 N N N N N N Block, Inc. N/A N/A 760.67000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-05-08 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1762.66000000 PA USD 1703.04000000 0.000087067587 Long LON CORP US N 3 2027-01-13 Fixed 7.28000000 N N N N N N Block, Inc. N/A N/A 9613.82000000 PA USD 9332.20000000 0.000477106905 Long LON CORP US N 3 2026-03-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 340.89000000 PA USD 0.13999999 0.000000007157 Long LON CORP US N 3 2034-06-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1473.17000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 68.07000000 PA USD 67.74999999 0.000003463705 Long LON CORP US N 3 2025-11-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2098.55000000 PA USD 611.44999999 0.000031260262 Long LON CORP US N 3 2027-04-14 Fixed 12.87000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BTGC1 8711670.72000000 PA USD 8649786.50000000 0.442218648105 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 5.30368920 N N N N N N Block, Inc. N/A N/A 13983.84000000 PA USD 237.05000000 0.000012119135 Long LON CORP US N 3 2035-01-30 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2645.70000000 PA USD 2609.11000000 0.000133390239 Long LON CORP US N 3 2026-11-22 Fixed 29.09000000 N N N N N N UGCard N/A N/A 40.41000000 PA USD 40.93000000 0.000002092538 Long LON CORP US N 3 2025-07-12 Fixed 20.46000000 N N N N N N Block, Inc. N/A N/A 2037.91000000 PA USD 2009.04000000 0.000102711778 Long LON CORP US N 3 2026-02-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2545.22000000 PA USD 1639.90999999 0.000083840078 Long LON CORP US N 3 2035-03-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7104.15999999 PA USD 0.05000000 0.000000002556 Long LON CORP US N 3 2033-11-27 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGMR2 42974.21000000 PA USD 44145.43000000 0.002256926500 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 7.14499920 N N N N N N INEOS US Petrochem LLC N/A G4770MAL8 219919.59000000 PA USD 189130.85000000 0.009669277825 Long LON CORP US N 2 2029-04-02 Variable 8.67162000 N N N N N N Upstart Network, Inc. N/A N/A 6550.26000000 PA USD 6449.21000000 0.000329714603 Long LON CORP US N 3 2026-10-20 Fixed 25.16000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11640.91000000 PA USD 12227.68000000 0.000625137755 Long LON CORP US N 3 2027-07-20 Fixed 22.99000000 N N N N N N Block, Inc. N/A N/A 519.03000000 PA USD 353.51000000 0.000018073129 Long LON CORP US N 3 2025-08-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1536.18000000 PA USD 0.12000000 0.000000006134 Long LON CORP US N 3 2033-10-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2501.18000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-05-13 None 0.00000000 N N N N N N UTEX Industries, Inc. N/A N/A 791.00000000 NS USD 981.45000000 0.000050176439 Long CORP US N 3 N N N Block, Inc. N/A N/A 124.75999999 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-06-16 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4590.01000000 PA USD 5.09000000 0.000000260225 Long LON CORP US N 3 2034-07-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 3055.00999999 PA USD 3026.58000000 0.000154733312 Long LON CORP US N 3 2025-12-14 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 526.88000000 PA USD 523.48000000 0.000026762812 Long LON CORP US N 3 2027-02-15 Fixed 12.50000000 N N N N N N Block, Inc. N/A N/A 2551.12000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-04-13 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5794.07000000 PA USD 903.80000000 0.000046206598 Long LON CORP US N 3 2026-11-15 Fixed 21.16000000 N N N N N N Upstart Network, Inc. N/A N/A 1418.03000000 PA USD 1386.47000000 0.000070883008 Long LON CORP US N 3 2027-02-10 Fixed 20.62000000 N N N N N N Block, Inc. N/A N/A 496.13000000 PA USD 360.41000000 0.000018425890 Long LON CORP US N 3 2026-02-12 None 0.00000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBS8 5800000.00000000 PA USD 5818577.63000000 0.297473646712 Long DBT CORP US N 2 2025-09-01 Fixed 5.74900000 N N N N N N Kodiak Building Partners, Inc. N/A 50011JAF7 750000.00000000 PA USD 723011.25000000 0.036963809169 Long LON CORP US N 2 2031-12-04 Variable 8.03469000 N N N N N N Block, Inc. N/A N/A 1787.02000000 PA USD 245.89000000 0.000012571078 Long LON CORP US N 3 2034-12-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2066.96000000 PA USD 2037.10000000 0.000104146340 Long LON CORP US N 3 2026-02-17 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 14660.92000000 PA USD 15201.05000000 0.000777150717 Long LON CORP US N 3 2027-08-26 Fixed 20.99000000 N N N N N N Upstart Network, Inc. N/A N/A 5621.25000000 PA USD 3538.05000000 0.000180882116 Long LON CORP US N 3 2026-12-22 Fixed 6.47000000 N N N N N N Block, Inc. N/A N/A 1059.86000000 PA USD 0.05999999 0.000000003067 Long LON CORP US N 3 2032-11-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 225.85999999 PA USD 223.07000000 0.000011404410 Long LON CORP US N 3 2025-11-24 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 13945.91000000 PA USD 13719.39000000 0.000701401138 Long LON CORP US N 3 2027-12-14 Fixed 30.27000000 N N N N N N Upstart Network, Inc. N/A N/A 19971.54000000 PA USD 19495.93000000 0.000996725619 Long LON CORP US N 3 2027-03-20 Fixed 11.37000000 N N N N N N Block, Inc. N/A N/A 817.04000000 PA USD 45.87000000 0.000002345094 Long LON CORP US N 3 2025-10-19 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 11527.12000000 PA USD 11132.25000000 0.000569134110 Long LON CORP US N 3 2027-01-13 Fixed 5.98000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 794.67999999 PA USD 797.64000000 0.000040779189 Long LON CORP US N 3 2026-07-23 Fixed 17.99000000 N N N N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 452327AN9 4000000.00000000 PA USD 4027563.44000000 0.205908395495 Long DBT CORP US N 2 2025-12-12 Fixed 5.80000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 927.00000000 PA USD 927.00999999 0.000047393205 Long LON CORP US N 3 2027-07-15 Fixed 11.99000000 N N N N N N Block, Inc. N/A N/A 26207.97000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 16797.99000000 PA USD 14869.53000000 0.000760201821 Long LON CORP US N 3 2026-01-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 11405.01000000 PA USD 0.13000000 0.000000006646 Long LON CORP US N 3 2032-06-23 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1978.18000000 PA USD 1925.73000000 0.000098452570 Long LON CORP US N 3 2027-01-18 Fixed 8.31000000 N N N N N N Prosper Funding LLC N/A N/A 158.58000000 PA USD 159.96000000 0.000008177923 Long LON CORP US N 3 2035-04-30 Fixed 22.60000000 N N N N N N Block, Inc. N/A N/A 634.56000000 PA USD 46.36000000 0.000002370145 Long LON CORP US N 3 2025-07-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2196.47000000 PA USD 1382.27000000 0.000070668284 Long LON CORP US N 3 2026-02-10 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9999.99999999 PA USD 9869.97000000 0.000504600291 Long LON CORP US N 3 2026-01-16 None 0.00000000 N N N N N N Core & Main LP N/A 40416VAG0 318108.04940000 PA USD 318505.68000000 0.016283540781 Long LON CORP US N 2 2028-07-27 Variable 6.27042000 N N N N N N Upstart Network, Inc. N/A N/A 757.47000000 PA USD 742.12000000 0.000037940740 Long LON CORP US N 3 2027-02-11 Fixed 25.22000000 N N N N N N Upstart Network, Inc. N/A N/A 1537.84000000 PA USD 1485.12000000 0.000075926470 Long LON CORP US N 3 2027-01-14 Fixed 6.01000000 N N N N N N Block, Inc. N/A N/A 4004.76000000 PA USD 1406.03000000 0.000071883009 Long LON CORP US N 3 2034-12-21 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4361.94000000 PA USD 4315.66000000 0.000220637275 Long LON CORP US N 3 2027-04-14 Fixed 16.72000000 N N N N N N Prosper Funding LLC N/A N/A 2313.67000000 PA USD 2327.98000000 0.000119017523 Long LON CORP US N 3 2026-10-29 Fixed 10.50000000 N N N N N N Block, Inc. N/A N/A 771.28000000 PA USD 687.18999999 0.000035132454 Long LON CORP US N 3 2025-06-30 None 0.00000000 N N N N N N UGCard N/A N/A 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2024-02-14 Fixed 29.49000000 N N N N N N Block, Inc. N/A N/A 401.45000000 PA USD 396.13000000 0.000020252069 Long LON CORP US N 3 2026-01-29 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6991.25000000 PA USD 4428.11000000 0.000226386260 Long LON CORP US N 3 2027-01-18 Fixed 8.62000000 N N N N N N Block, Inc. N/A N/A 7493.99000000 PA USD 2882.69000000 0.000147376964 Long LON CORP US N 3 2026-03-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1258.66000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-05-15 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1069.65000000 PA USD 1044.23000000 0.000053386055 Long LON CORP US N 3 2025-11-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 17933.27000000 PA USD 0.43000000 0.000000021983 Long LON CORP US N 3 2034-05-09 None 0.00000000 N N N N N N Symphony CLO XXIII Ltd. 54930001DQI1CFLYVB48 87167NDL6 4189351.12000000 PA USD 4151380.05000000 0.212238495538 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 5.15610000 N N N N N N Upstart Network, Inc. N/A N/A 12308.17000000 PA USD 12042.18000000 0.000615654104 Long LON CORP US N 3 2027-02-11 Fixed 21.48000000 N N N N N N Upstart Network, Inc. N/A N/A 10298.26000000 PA USD 9942.55000000 0.000508310929 Long LON CORP US N 3 2027-01-14 Fixed 5.24000000 N N N N N N Dryden 68 CLO Ltd. 254900MX6QAMC9XBAB53 26252QAS1 6450000.00000000 PA USD 6409137.83000000 0.327665921778 Long ABS-CBDO CORP KY N 2 2035-07-15 Floating 5.35610160 N N N N N N Block, Inc. N/A N/A 4006.99000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-05-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 5839.71000000 PA USD 1369.50000000 0.000070015420 Long LON CORP US N 3 2026-01-02 None 0.00000000 N N N N N N Horizon US Finco LP N/A 44057XAB3 748024.03850000 PA USD 674470.83000000 0.034482189662 Long LON CORP US N 2 2031-10-31 Variable 9.02965000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 2072.43000000 PA USD 2120.55000000 0.000108412705 Long LON CORP US N 3 2026-02-01 Fixed 19.49000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DK7 2350000.00000000 PA USD 2393748.09000000 0.122379904320 Long DBT CORP JP N 2 2031-04-24 Fixed 5.15900000 N N N N N N Upstart Network, Inc. N/A N/A 1108.28000000 PA USD 1088.49000000 0.000055648838 Long LON CORP US N 3 2027-02-14 Fixed 30.34000000 N N N N N N Upstart Network, Inc. N/A N/A 327.82000000 PA USD 320.67000000 0.000016394191 Long LON CORP US N 3 2026-12-21 Fixed 8.34000000 N N N N N N Carlyle Global Market Strategies CLO Ltd. 549300Q4PPEXLDSOKL32 14311NAU8 6406236.78000000 PA USD 6420380.02000000 0.328240676549 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.48947080 N N N N N N Prosper Funding LLC N/A N/A 3866.43000000 PA USD 3857.79000000 0.000197228761 Long LON CORP US N 3 2026-12-20 Fixed 14.70000000 N N N N N N Upstart Network, Inc. N/A N/A 5927.75000000 PA USD 5823.65000000 0.000297732970 Long LON CORP US N 3 2027-01-18 Fixed 25.04000000 N N N N N N Upstart Network, Inc. N/A N/A 2518.52000000 PA USD 2472.19000000 0.000126390231 Long LON CORP US N 3 2027-01-13 Fixed 26.65000000 N N N N N N Block, Inc. N/A N/A 922.10000000 PA USD 846.00000000 0.000043251585 Long LON CORP US N 3 2026-03-12 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2466.43000000 PA USD 2415.96000000 0.000123515483 Long LON CORP US N 3 2026-12-21 Fixed 13.78000000 N N N N N N Block, Inc. N/A N/A 918.11000000 PA USD 13.48999999 0.000000689673 Long LON CORP US N 3 2035-01-24 None 0.00000000 N N N N N N Block, Inc. N/A N/A 593.55000000 PA USD 183.14000000 0.000009362996 Long LON CORP US N 3 2025-07-02 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5096.39000000 PA USD 5025.41000000 0.000256923106 Long LON CORP US N 3 2027-04-14 Fixed 27.71000000 N N N N N N Block, Inc. N/A N/A 12866.45000000 PA USD 12262.02000000 0.000626893381 Long LON CORP US N 3 2026-01-22 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 14995.38000000 PA USD 15611.17000000 0.000798118022 Long LON CORP US N 3 2027-05-15 Fixed 18.49000000 N N N N N N Block, Inc. N/A N/A 10774.43000000 PA USD 9402.15000000 0.000480683085 Long LON CORP US N 3 2026-01-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2027.39000000 PA USD 1959.10000000 0.000100158605 Long LON CORP US N 3 2026-01-29 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 791.15999999 PA USD 776.17999999 0.000039682051 Long LON CORP US N 3 2027-01-13 Fixed 25.16000000 N N N N N N Upstart Network, Inc. N/A N/A 2054.82000000 PA USD 2021.09000000 0.000103327832 Long LON CORP US N 3 2027-01-18 Fixed 28.48000000 N N N N N N Block, Inc. N/A N/A 1270.68000000 PA USD 1229.79000000 0.000062872773 Long LON CORP US N 3 2026-01-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 11240.86000000 PA USD 5423.22999999 0.000277261576 Long LON CORP US N 3 2026-01-01 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11229.09000000 PA USD 5964.76000000 0.000304947191 Long LON CORP US N 3 2027-12-11 Fixed 19.99000000 N N N N N N Upstart Network, Inc. N/A N/A 1881.17000000 PA USD 1840.62000000 0.000094101338 Long LON CORP US N 3 2027-04-28 Fixed 21.17000000 N N N N N N Upstart Network, Inc. N/A N/A 3140.20000000 PA USD 3077.07000000 0.000157314603 Long LON CORP US N 3 2027-01-13 Fixed 17.11000000 N N N N N N Block, Inc. N/A N/A 4974.02000000 PA USD 15.52000000 0.000000793456 Long LON CORP US N 3 2034-09-16 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 4711.86000000 PA USD 4585.32000000 0.000234423590 Long LON CORP US N 3 2027-02-11 Fixed 9.27000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5785.66000000 PA USD 5857.21000000 0.000299448719 Long LON CORP US N 3 2027-10-18 Fixed 20.74000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 21693.20000000 PA USD 22475.18000000 0.001149039194 Long LON CORP US N 3 2027-07-20 Fixed 16.24000000 N N N N N N Cross Mortgage Trust N/A 22757AAA4 3179423.31100000 PA USD 3196850.37000000 0.163438351781 Long ABS-MBS CORP US N 2 2068-12-25 Fixed 6.08500080 N N N N N N Upstart Network, Inc. N/A N/A 1972.37000000 PA USD 1942.20000000 0.000099294596 Long LON CORP US N 3 2027-04-14 Fixed 25.38000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KWD2 8703.77000000 PA USD 9018.53000000 0.000461070587 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 7.77600000 N N N N N N Upstart Network, Inc. N/A N/A 2745.54000000 PA USD 2675.65000000 0.000136792084 Long LON CORP US N 3 2027-12-14 Fixed 14.55000000 N N N N N N Block, Inc. N/A N/A 12221.02000000 PA USD 10013.92000000 0.000511959707 Long LON CORP US N 3 2025-08-07 None 0.00000000 N N N N N N Bausch + Lomb Corp. 549300NY6OZM39SO6475 C0787FAB8 513401.01240000 PA USD 508236.20000000 0.025983476619 Long LON CORP CA N 2 2027-05-10 Variable 7.67006000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 19061.60000000 PA USD 19358.91000000 0.000989720498 Long LON CORP US N 3 2026-09-20 Fixed 9.74000000 N N N N N N Block, Inc. N/A N/A 1151.62999999 PA USD 1131.42000000 0.000057843626 Long LON CORP US N 3 2025-11-10 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2590.20000000 PA USD 2538.64000000 0.000129787474 Long LON CORP US N 3 2027-02-11 Fixed 26.15000000 N N N N N N Upstart Network, Inc. N/A N/A 1581.72000000 PA USD 115.04000000 0.000005881397 Long LON CORP US N 3 2027-01-14 Fixed 12.56000000 N N N N N N Block, Inc. N/A N/A 926.84999999 PA USD 0.14999999 0.000000007668 Long LON CORP US N 3 2033-04-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 14197.06000000 PA USD 301.49999999 0.000015414128 Long LON CORP US N 3 2035-02-28 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6416.54000000 PA USD 6547.06000000 0.000334717165 Long LON CORP US N 3 2027-08-22 Fixed 12.99000000 N N N N N N Upstart Network, Inc. N/A N/A 7495.45000000 PA USD 5090.57000000 0.000260254398 Long LON CORP US N 3 2026-12-21 Fixed 24.19000000 N N N N N N Upstart Network, Inc. N/A N/A 2264.72000000 PA USD 2228.19000000 0.000113915779 Long LON CORP US N 3 2026-12-22 Fixed 20.98000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 22257.40000000 PA USD 22664.53000000 0.001158719676 Long LON CORP US N 3 2027-05-28 Fixed 10.09000000 N N N N N N Block, Inc. N/A N/A 1376.00000000 PA USD 1361.69000000 0.000069616135 Long LON CORP US N 3 2026-02-19 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 12266.57000000 PA USD 11937.50000000 0.000610302359 Long LON CORP US N 3 2027-02-10 Fixed 9.66000000 N N N N N N Upstart Network, Inc. N/A N/A 1699.14000000 PA USD 1668.33000000 0.000085293045 Long LON CORP US N 3 2027-01-18 Fixed 23.40000000 N N N N N N Block, Inc. N/A N/A 271.36000000 PA USD 60.91000000 0.000003114011 Long LON CORP US N 3 2034-10-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1085.28000000 PA USD 4.37999999 0.000000223926 Long LON CORP US N 3 2034-08-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 439.29000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-04-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 7221.43000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-10-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 521.67000000 PA USD 430.74000000 0.000022021498 Long LON CORP US N 3 2026-02-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2254.25000000 PA USD 365.15000000 0.000018668222 Long LON CORP US N 3 2034-08-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1294.74000000 PA USD 26.15999999 0.000001337424 Long LON CORP US N 3 2035-03-14 None 0.00000000 N N N N N N Block, Inc. N/A N/A 11761.76000000 PA USD 15.93999999 0.000000814929 Long LON CORP US N 3 2034-07-25 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8205.91000000 PA USD 8347.33000000 0.000426755618 Long LON CORP US N 3 2027-06-17 Fixed 11.59000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8642.89000000 PA USD 9088.82000000 0.000464664150 Long LON CORP US N 3 2027-03-04 Fixed 22.99000000 N N N N N N Block, Inc. N/A N/A 1455.16000000 PA USD 1375.68000000 0.000070331371 Long LON CORP US N 3 2026-02-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4644.13000000 PA USD 3007.98000000 0.000153782390 Long LON CORP US N 3 2025-12-29 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1736.16000000 PA USD 1106.70000000 0.000056579821 Long LON CORP US N 3 2025-09-08 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2574.20000000 PA USD 1809.66000000 0.000092518514 Long LON CORP US N 3 2025-12-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 35840.98000000 PA USD 33236.69000000 0.001699219295 Long LON CORP US N 3 2026-03-13 None 0.00000000 N N N N N N Block, Inc. N/A N/A 579.98000000 PA USD 113.32000000 0.000005793462 Long LON CORP US N 3 2035-02-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 454.34000000 PA USD 355.44000000 0.000018171800 Long LON CORP US N 3 2025-09-23 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 702.75000000 PA USD 693.17999999 0.000035438692 Long LON CORP US N 3 2027-02-14 Fixed 17.47000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5699.81000000 PA USD 5805.23000000 0.000296791251 Long LON CORP US N 3 2027-05-21 Fixed 16.09000000 N N N N N N Block, Inc. N/A N/A 1153.60000000 PA USD 0.08999999 0.000000004601 Long LON CORP US N 3 2034-06-07 None 0.00000000 N N N N N N Block, Inc. N/A N/A 975.45000000 PA USD 0.15000000 0.000000007668 Long LON CORP US N 3 2034-06-25 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1123.90000000 PA USD 1106.32000000 0.000056560394 Long LON CORP US N 3 2025-07-10 Fixed 17.08000000 N N N N N N Block, Inc. N/A N/A 6363.65000000 PA USD 116.53999999 0.000005958084 Long LON CORP US N 3 2025-08-29 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11767.17000000 PA USD 12134.02000000 0.000620349406 Long LON CORP US N 3 2027-02-15 Fixed 17.49000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 861.37000000 PA USD 868.55000000 0.000044404449 Long LON CORP US N 3 2025-07-26 Fixed 18.99000000 N N N N N N Block, Inc. N/A N/A 710.25000000 PA USD 696.75000000 0.000035621207 Long LON CORP US N 3 2025-12-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1630.70000000 PA USD 1618.45000000 0.000082742940 Long LON CORP US N 3 2025-12-01 None 0.00000000 N N N N N N Buckhorn Park CLO Ltd. N/A 118382BA7 2480000.00000000 PA USD 2473598.89000000 0.126462260899 Long ABS-CBDO CORP KY N 2 2034-07-18 Floating 5.33946960 N N N N N N Freedom Financial Asset Management LLC N/A N/A 874.77000000 PA USD 886.35000000 0.000045314470 Long LON CORP US N 3 2025-12-22 Fixed 25.49000000 N N N N N N Block, Inc. N/A N/A 411.67000000 PA USD 111.55000000 0.000005702971 Long LON CORP US N 3 2025-10-03 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10837.02000000 PA USD 10977.20000000 0.000561207209 Long LON CORP US N 3 2026-07-25 Fixed 10.74000000 N N N N N N Block, Inc. N/A N/A 1027.65000000 PA USD 974.13000000 0.000049802206 Long LON CORP US N 3 2025-12-04 None 0.00000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAV0 4700000.00000000 PA USD 4909571.12000000 0.251000866144 Long DBT CORP US N 2 2028-09-19 Fixed 5.90000000 N N N N N N Upstart Network, Inc. N/A N/A 5587.59000000 PA USD 822.21999999 0.000042035837 Long LON CORP US N 3 2027-02-11 Fixed 23.43000000 N N N N N N Block, Inc. N/A N/A 308.37000000 PA USD 12.85000000 0.000000656953 Long LON CORP US N 3 2025-09-06 None 0.00000000 N N N N N N Block, Inc. N/A N/A 87.82000000 PA USD 0.06000000 0.000000003067 Long LON CORP US N 3 2033-03-07 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 859.50000000 PA USD 125.42000000 0.000006412073 Long LON CORP US N 3 2027-04-14 Fixed 24.82000000 N N N N N N Upstart Network, Inc. N/A N/A 10875.56000000 PA USD 10580.73000000 0.000540937758 Long LON CORP US N 3 2027-02-14 Fixed 7.87000000 N N N N N N Block, Inc. N/A N/A 914.58000000 PA USD 623.06000000 0.000031853821 Long LON CORP US N 3 2025-12-07 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1470.00000000 PA USD 1474.89000000 0.000075403463 Long LON CORP US N 3 2026-07-19 Fixed 10.09000000 N N N N N N MPT Operating Partnership LP / MPT Finance Corp. N/A 55342UAH7 3000000.00000000 PA USD 2652724.02000000 0.135619998241 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Block, Inc. N/A N/A 2741.59000000 PA USD 2633.47000000 0.000134635640 Long LON CORP US N 3 2026-01-30 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 20374.39000000 PA USD 20721.86000000 0.001059401051 Long LON CORP US N 3 2027-07-15 Fixed 11.74000000 N N N N N N Korea East-West Power Co. Ltd. 988400N0YW2A27V3D553 5006EPAL5 4700000.00000000 PA USD 4699123.03000000 0.240241748580 Long DBT CORP KR N 2 2025-05-06 Fixed 3.60000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7056.71000000 PA USD 7249.76000000 0.000370642566 Long LON CORP US N 3 2026-09-06 Fixed 13.24000000 N N N N N N Block, Inc. N/A N/A 304.21000000 PA USD 294.56000000 0.000015059322 Long LON CORP US N 3 2025-11-01 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1715.00000000 PA USD 1.00999999 0.000000051636 Long LON CORP US N 3 2034-08-15 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2754.60000000 PA USD 2692.55000000 0.000137656093 Long LON CORP US N 3 2027-01-14 Fixed 12.83000000 N N N N N N Upstart Network, Inc. N/A N/A 3642.22000000 PA USD 3517.36000000 0.000179824344 Long LON CORP US N 3 2027-01-13 Fixed 5.86000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9659.66999999 PA USD 10088.06000000 0.000515750100 Long LON CORP US N 3 2027-06-16 Fixed 22.49000000 N N N N N N Block, Inc. N/A N/A 6024.48000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-02-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 12638.90000000 PA USD 0.88999999 0.000000045501 Long LON CORP US N 3 2033-04-02 None 0.00000000 N N N N N N FHLMC 529900WZAMS87JCAOC53 35564NFY4 2416550.00000000 PA USD 2406137.57000000 0.123013314069 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.30368920 N N N N N N Block, Inc. N/A N/A 1488.08000000 PA USD 1362.41000000 0.000069652945 Long LON CORP US N 3 2026-03-23 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1144.48000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-10-05 None 0.00000000 N N N N N N Block, Inc. N/A N/A 450.48000000 PA USD 306.39000000 0.000015664129 Long LON CORP US N 3 2025-06-02 None 0.00000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A 379930AD2 7410000.00000000 PA USD 7513316.15000000 0.384116823073 Long ABS-O CORP US N 2 2028-08-16 Fixed 5.78000000 N N N N N N Block, Inc. N/A N/A 2552.70000000 PA USD 1530.72000000 0.000078257761 Long LON CORP US N 3 2026-01-12 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 6398.58000000 PA USD 6264.03000000 0.000320247312 Long LON CORP US N 3 2027-04-14 Fixed 12.22000000 N N N N N N GS Mortgage Securities Trust N/A 36251PAD6 600000.00000000 PA USD 582131.94000000 0.029761381916 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 2.85000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11000.36000000 PA USD 11143.64000000 0.000569716421 Long LON CORP US N 3 2026-08-18 Fixed 10.34000000 N N N N N N Block, Inc. N/A N/A 324.84000000 PA USD 323.08000000 0.000016517401 Long LON CORP US N 3 2026-01-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 9479.18000000 PA USD 0.20000000 0.000000010224 Long LON CORP US N 3 2033-06-22 None 0.00000000 N N N N N N Block, Inc. N/A N/A 55760.89000000 PA USD 32519.54000000 0.001662555141 Long LON CORP US N 3 2025-11-30 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2469.09000000 PA USD 2403.32000000 0.000122869266 Long LON CORP US N 3 2027-11-21 Fixed 10.13000000 N N N N N N Block, Inc. N/A N/A 6815.81000000 PA USD 0.13000000 0.000000006646 Long LON CORP US N 3 2034-01-11 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2047.04000000 PA USD 2037.74000000 0.000104179060 Long LON CORP US N 3 2025-11-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 308.96000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-05-04 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1963.21000000 PA USD 1935.08000000 0.000098930587 Long LON CORP US N 3 2026-12-21 Fixed 30.94000000 N N N N N N Block, Inc. N/A N/A 10926.30000000 PA USD 5985.39000000 0.000306001896 Long LON CORP US N 3 2025-12-12 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3947.75000000 PA USD 3861.73000000 0.000197430193 Long LON CORP US N 3 2026-12-22 Fixed 10.85000000 N N N N N N Charter Communications Operating LLC N/A 16117LCE7 748125.00000000 PA USD 746396.83000000 0.038159392386 Long LON CORP US N 2 2031-12-15 Variable 6.54761000 N N N N N N Upstart Network, Inc. N/A N/A 2927.40000000 PA USD 2866.73000000 0.000146561012 Long LON CORP US N 3 2027-02-11 Fixed 20.79000000 N N N N N N Upstart Network, Inc. N/A N/A 1025.40000000 PA USD 1004.65000000 0.000051362535 Long LON CORP US N 3 2027-02-11 Fixed 25.23000000 N N N N N N Block, Inc. N/A N/A 4582.41000000 PA USD 0.17000000 0.000000008691 Long LON CORP US N 3 2033-04-08 None 0.00000000 N N N N N N Angel Oak Mortgage Trust N/A 034936AA2 1090000.00000000 PA USD 1102311.55000000 0.056355463043 Long ABS-O CORP US N 2 2055-02-25 Floating 6.15269160 N N N N N N Block, Inc. N/A N/A 24603.62000000 PA USD 71.45000000 0.000003652867 Long LON CORP US N 3 2034-09-20 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 4488.42000000 PA USD 4560.67000000 0.000233163364 Long LON CORP US N 3 2027-02-15 Fixed 18.59000000 N N N N N N Cobham Ultra SeniorCo SARL N/A L1802PAC3 748125.00000000 PA USD 736903.13000000 0.037674028825 Long LON CORP US N 2 2029-08-03 Variable 8.42657000 N N N N N N Prosper Funding LLC N/A N/A 8199.55000000 PA USD 8163.60000000 0.000417362458 Long LON CORP US N 3 2027-02-17 Fixed 15.10000000 N N N N N N Block, Inc. N/A N/A 8130.95000000 PA USD 238.89000000 0.000012213204 Long LON CORP US N 3 2035-03-25 None 0.00000000 N N N N N N Block, Inc. N/A N/A 2179.59000000 PA USD 8.44999999 0.000000432004 Long LON CORP US N 3 2034-08-14 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 825.15999999 PA USD 815.41999999 0.000041688188 Long LON CORP US N 3 2026-12-21 Fixed 16.04000000 N N N N N N Manufacturers & Traders Trust Co. WWB2V0FCW3A0EE3ZJN75 55279HAT7 7900000.00000000 PA USD 7921495.74000000 0.404984925017 Long DBT CORP US N 2 2025-11-21 Fixed 5.40000000 N N N N N N Golden State Foods N/A 38121NAC7 146161.84080000 PA USD 146644.91000000 0.007497192428 Long LON CORP US N 2 2031-12-04 Variable 8.57114000 N N N N N N Prosper Funding LLC N/A N/A 8004.78000000 PA USD 8164.71000000 0.000417419206 Long LON CORP US N 3 2027-02-18 Fixed 18.78000000 N N N N N N Block, Inc. N/A N/A 3077.26000000 PA USD 25.00000000 0.000001278120 Long LON CORP US N 3 2034-10-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 6475.82999999 PA USD 5451.83000000 0.000278723745 Long LON CORP US N 3 2025-10-26 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1547.63000000 PA USD 18.55999999 0.000000948876 Long LON CORP US N 3 2035-01-19 None 0.00000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738BB3 5200000.00000000 PA USD 4977313.85000000 0.254464200006 Long DBT CORP US N 2 2027-06-01 Fixed 2.25000000 N N N N N N Block, Inc. N/A N/A 459.20000000 PA USD 279.97000000 0.000014313411 Long LON CORP US N 3 2025-11-21 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BLS5 1610.87000000 PA USD 1646.60000000 0.000084182103 Long ABS-MBS USGSE US N 2 2038-10-01 Variable 7.58000160 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7507.23000000 PA USD 7714.70000000 0.000394412533 Long LON CORP US N 3 2026-07-14 Fixed 18.49000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4039.78000000 PA USD 4108.61000000 0.000210051885 Long LON CORP US N 3 2027-07-06 Fixed 17.24000000 N N N N N N Block, Inc. N/A N/A 5020.20000000 PA USD 1.06000000 0.000000054192 Long LON CORP US N 3 2034-06-17 None 0.00000000 N N N N N N Block, Inc. N/A N/A 14154.87000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2033-01-27 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4341.02000000 PA USD 54.44999999 0.000002783745 Long LON CORP US N 3 2035-01-04 None 0.00000000 N N N N N N Hillenbrand, Inc. U246OE781574J2BUD366 431571AF5 1100000.00000000 PA USD 1094947.59000000 0.055978982024 Long DBT CORP US N 2 2029-02-15 Fixed 6.25000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 12099.56000000 PA USD 12305.10000000 0.000629095838 Long LON CORP US N 3 2026-10-10 Fixed 15.99000000 N N N N N N Block, Inc. N/A N/A 849.47000000 PA USD 726.63000000 0.000037148817 Long LON CORP US N 3 2026-02-04 None 0.00000000 N N N N N N Block, Inc. N/A N/A 1524.60000000 PA USD 1455.30000000 0.000074401928 Long LON CORP US N 3 2026-02-28 None 0.00000000 N N N N N N Block, Inc. N/A N/A 4046.23000000 PA USD 0.23000000 0.000000011758 Long LON CORP US N 3 2033-11-02 None 0.00000000 N N N N N N Block, Inc. N/A N/A 13011.28000000 PA USD 0.60000000 0.000000030674 Long LON CORP US N 3 2033-07-26 None 0.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2683.68000000 PA USD 2645.63000000 0.000135257317 Long LON CORP US N 3 2027-05-22 Fixed 27.74000000 N N N N N N Upstart Network, Inc. N/A N/A 7117.98000000 PA USD 6966.91000000 0.000356181915 Long LON CORP US N 3 2026-11-15 Fixed 14.23000000 N N N N N N 2025-05-30 Franklin Investors Securities Trust Monica Krogh Monica Krogh Assistant Treasurer