NPORT-P false 0000837274 XXXXXXXX S000007316 C000061779 C000020100 C000020101 Franklin Templeton Variable Insurance Products Trust 811-05583 0000837274 549300PIBKZH7YTTWU55 One Franklin Parkway San Mateo 94403-1906 650-312-2000 Franklin Strategic Income VIP Fund S000007316 JKDEJYWPH1AMTBKZ6M57 2024-12-31 2024-12-31 N 292205572.29 16640745.85 275564826.44 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 16189125.33000000 0.00000000 0.00000000 10.20000000 COP EUR USD ZAR N 50% Bloomberg US Agg. Intermediate+30% US HY+10% Sov. EM+10% CSLL HB10658 Freedom Financial Asset Management LLC N/A N/A 20446.37000000 PA USD 20857.63000000 0.007569046554 Long LON CORP US N 3 2027-05-20 Fixed 13.59000000 N N N N N N Prosper Pass-Thru Trust III N/A 74360NAB4 4962.15000000 PA USD 3964.67000000 0.001438743126 Long ABS-O CORP US N 2 2026-04-15 Variable 9.44422000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296QHQ6 485.25000000 PA USD 494.82000000 0.000179565732 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N BBCMS Mortgage Trust N/A 07336YAG0 4214000.00000000 PA USD 193011.74000000 0.070042226540 Long ABS-MBS CORP US N 2 2057-12-15 Variable 1.06134840 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAD1 300000.00000000 PA USD 278927.36000000 0.101220233221 Long DBT CORP US N 2 2029-03-31 Fixed 4.37500000 N N N N N N Upstart Network, Inc. N/A N/A 1810.51000000 PA USD 1766.83000000 0.000641166734 Long LON CORP US N 3 2027-01-19 Fixed 16.60000000 N N N N N N Upstart Network, Inc. N/A N/A 11598.32000000 PA USD 3037.51000000 0.001102285091 Long LON CORP US N 3 2026-10-25 Fixed 28.41000000 N N N N N N Allwyn Entertainment Financing UK plc 315700J7ZTIN8XGCX365 02007VAA8 600000.00000000 PA USD 618957.00000000 0.224613934948 Long DBT CORP GB N 2 2029-04-30 Fixed 7.87500000 N N N N N N N/A N/A N/A 7750000.00000000 PA USD 623278.30000000 0.226182095898 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 2218.74000000 USD 7750000.00000000 USD 623278.30000000 N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AD2 200000.00000000 PA USD 209482.63000000 0.076019364556 Long DBT CORP US N 2 2034-01-15 Fixed 6.12500000 N N N N N N Viking Cruises Ltd. 549300IJP90T4MV2GL84 92676XAD9 300000.00000000 PA USD 298727.94000000 0.108405685826 Long DBT CORP BM N 2 2027-09-15 Fixed 5.87500000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAJ1 700000.00000000 PA USD 618232.09000000 0.224350871621 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N UGCard N/A N/A 76.33000000 PA USD 77.08000000 0.000027971639 Long LON CORP US N 3 2025-04-03 Fixed 29.49000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DZF1 4603.20000000 PA USD 4628.90000000 0.001679786226 Long ABS-MBS USGA US N 2 2033-09-20 Fixed 5.00000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAW3 150000.00000000 PA USD 127285.36000000 0.046190713685 Long DBT CORP ES N 2 2048-03-06 Fixed 4.89500000 N N N N N N Mill City Mortgage Loan Trust N/A 59980YAB1 415567.66000000 PA USD 406255.50000000 0.147426471385 Long ABS-MBS CORP US N 2 2066-04-25 Variable 3.49999920 N N N N N N Upstart Network, Inc. N/A N/A 2383.70000000 PA USD 2348.59000000 0.000852282212 Long LON CORP US N 3 2027-02-22 Fixed 15.87000000 N N N N N N Trivium Packaging Finance BV 724500GMZWW3PVYET548 89686QAA4 700000.00000000 PA USD 692646.50000000 0.251355192514 Long DBT CORP NL N 2 2026-08-15 Fixed 5.50000080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJCJ7 3534.85000000 PA USD 3512.39000000 0.001274614777 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N UGCard N/A N/A 24.94000000 PA USD 25.08999999 0.000009104935 Long LON CORP US N 3 2025-04-05 Fixed 28.98000000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAB1 200000.00000000 PA USD 202528.82000000 0.073495889376 Long DBT CORP JE N 2 2028-04-15 Fixed 7.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1718.83000000 PA USD 1689.35000000 0.000613049938 Long LON CORP US N 3 2027-02-22 Fixed 23.25000000 N N N N N N AS Mileage Plan IP Ltd. N/A G0541TAB1 68473.60000000 PA USD 68901.56000000 0.025003757152 Long LON CORP US N 2 2031-10-01 Variable 6.65590000 N N N N N N Franklin BSP Real Estate Credit BDC N/A N/A 67725.69000000 NS USD 1823175.57000000 0.661614035997 Long EC CORP US N 3 N N N Bausch + Lomb Corp. 549300NY6OZM39SO6475 071705AA5 800000.00000000 PA USD 829000.00000000 0.300836652743 Long DBT CORP CA N 2 2028-10-01 Fixed 8.37500000 N N N N N N Upstart Network, Inc. N/A N/A 8530.19000000 PA USD 1124.48000000 0.000408063690 Long LON CORP US N 3 2027-02-22 Fixed 13.92000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DC6 700000.00000000 PA USD 635834.94000000 0.230738787752 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N Cablevision Lightpath LLC 5493002ZVBLRLGES1R71 12687GAA7 900000.00000000 PA USD 856323.27000000 0.310752021969 Long DBT CORP US N 2 2027-09-15 Fixed 3.87500000 N N N N N N Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. N/A 03969AAR1 600000.00000000 PA USD 343611.19000000 0.124693414046 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAY1 800000.00000000 PA USD 681754.93000000 0.247402739604 Long DBT CORP IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 28504DAB9 200000.00000000 PA USD 203315.18000000 0.073781252355 Long DBT NUSS FR N 2 2028-05-23 Fixed 5.70000000 N N N N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 410345AQ5 800000.00000000 PA USD 853788.50000000 0.309832176707 Long DBT CORP US N 2 2031-02-15 Fixed 9.00000000 N N N N N N UGCard N/A N/A 31.69000000 PA USD 5.94999999 0.000002159201 Long LON CORP US N 3 2025-04-05 Fixed 28.98000000 N N N N N N Great Canadian Gaming Corp. N/A C4111RAJ4 56736.67680000 PA USD 56772.14000000 0.020602099597 Long LON CORP CA N 2 2029-11-01 Variable 9.08731000 N N N N N N AvalonBay Communities, Inc. K9G90K85RBWD2LAGQX17 05348EBH1 500000.00000000 PA USD 434070.90000000 0.157520430168 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5456.13000000 PA USD 5473.67000000 0.001986345670 Long LON CORP US N 3 2025-06-01 Fixed 9.74000000 N N N N N N Prosper Funding LLC N/A N/A 6383.83000000 PA USD 6509.76000000 0.002362333424 Long LON CORP US N 3 2027-01-25 Fixed 19.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3401.49000000 PA USD 2079.24000000 0.000754537517 Long LON CORP US N 3 2027-04-20 Fixed 20.02000000 N N N N N N 24 Hour Fitness Worldwide, Inc. N/A N/A 247801.48000000 PA USD 98191.34000000 0.035632755191 Long LON CORP US N 2 2025-12-29 Variable 9.59039000 N N Y N N N Upstart Network, Inc. N/A N/A 259.43000000 PA USD 67.54999999 0.000024513288 Long LON CORP US N 3 2025-02-22 Fixed 29.13000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7752.85000000 PA USD 7907.56000000 0.002869582487 Long LON CORP US N 3 2026-02-05 Fixed 14.99000000 N N N N N N Flex Ltd. 549300EAQH74YHD07T53 33938XAB1 800000.00000000 PA USD 780703.06000000 0.283310127089 Long DBT CORP SG N 2 2030-05-12 Fixed 4.87500000 N N N N N N McGraw-Hill Education, Inc. 254900U6YJ9QZ4IQOR26 58064LAA2 500000.00000000 PA USD 512341.96000000 0.185924294700 Long DBT CORP US N 2 2031-09-01 Fixed 7.37500000 N N N N N N UGCard N/A N/A 4.32000000 PA USD 4.30999999 0.000001564060 Long LON CORP US N 3 2025-04-05 Fixed 28.98000000 N N N N N N Royalty Pharma plc 549300FGFN7VOK8BZR03 78081BAL7 500000.00000000 PA USD 362272.01000000 0.131465257986 Long DBT CORP GB N 2 2040-09-02 Fixed 3.30000000 N N N N N N Nouryon Finance BV N/A N8232NAM9 52083.94000000 PA USD 52745.93000000 0.019141024158 Long LON CORP NL N 2 2028-04-03 Variable 7.65726000 N N N N N N Hilcorp Energy I LP / Hilcorp Finance Co. N/A 431318AZ7 200000.00000000 PA USD 184947.48000000 0.067115779030 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RLV2 800000.00000000 PA USD 530420.21000000 0.192484729220 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N Upstart Network, Inc. N/A N/A 2675.10000000 PA USD 2636.37000000 0.000956714989 Long LON CORP US N 3 2027-02-22 Fixed 16.69000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAM6 450000.00000000 PA USD 456855.66000000 0.165788814886 Long DBT CORP US N 2 2027-07-15 Fixed 6.16500000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAK4 800000.00000000 PA USD 853152.50000000 0.309601378021 Long DBT CORP US N 2 2030-06-01 Fixed 8.62500000 N N N N N N Digicel Group Holdings Ltd. N/A N/A 242.12000000 PA USD 159.54000000 0.000057895632 Long DBT CORP BM N 3 2033-11-17 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 2415.15000000 PA USD 2442.83000000 0.000886481062 Long LON CORP US N 3 2026-11-05 Fixed 16.70000000 N N N N N N PSMC Trust N/A 69376DAC6 1383659.93000000 PA USD 1224231.59000000 0.444262646222 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.49999840 N N N N N N Upstart Network, Inc. N/A N/A 4431.03000000 PA USD 4304.45000000 0.001562046236 Long LON CORP US N 3 2026-12-13 Fixed 7.13000000 N N N N N N Calumet Specialty Products Partners LP / Calumet Finance Corp. N/A 131477AX9 400000.00000000 PA USD 414995.19000000 0.150598026374 Long DBT CORP US N 2 2029-07-15 Fixed 9.25000000 N N N N N N TI Group Automotive Systems LLC N/A 87247EAY5 30826.00000000 PA USD 30912.78000000 0.011217970159 Long LON CORP US N 2 2026-12-16 Variable 7.72149000 N N N N N N Upstart Network, Inc. N/A N/A 4969.61000000 PA USD 4895.93000000 0.001776689014 Long LON CORP US N 3 2027-02-22 Fixed 15.60000000 N N N N N N Prosper Funding LLC N/A N/A 482.15999999 PA USD 486.29999999 0.000176473901 Long LON CORP US N 3 2025-02-28 Fixed 24.40000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 20162.21000000 PA USD 20524.09000000 0.007448007884 Long LON CORP US N 3 2027-06-15 Fixed 11.34000000 N N N N N N Prosper Funding LLC N/A N/A 73.46000000 PA USD 74.34000000 0.000026977318 Long LON CORP US N 3 2035-01-20 Fixed 21.69000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 17087.08000000 PA USD 17369.92000000 0.006303387926 Long LON CORP US N 3 2027-02-10 Fixed 10.99000000 N N N N N N Upstart Network, Inc. N/A N/A 950.94000000 PA USD 575.64000000 0.000208894584 Long LON CORP US N 3 2027-01-19 Fixed 8.28000000 N N N N N N American Airlines, Inc. N/A 02376CBM6 63999.54000000 PA USD 64199.54000000 0.023297436334 Long LON CORP US N 2 2029-06-04 Variable 6.95877000 N N N N N N Prosper Funding LLC N/A N/A 4767.54000000 PA USD 2511.20000000 0.000911291920 Long LON CORP US N 3 2026-11-05 Fixed 12.30000000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AF4 800000.00000000 PA USD 795780.86000000 0.288781725258 Long DBT CORP US N 2 2029-06-01 Fixed 5.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286B1 1000000.00000000 PA USD 935165.04000000 0.339362992033 Long DBT UST US N 2 2029-02-15 Fixed 2.62500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBJ1 1200000.00000000 PA USD 1101580.06000000 0.399753507815 Long DBT CORP US N 2 2030-05-06 Fixed 3.40000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271BC2 250000.00000000 PA USD 242768.90000000 0.088098652914 Long DBT CORP US N 2 2036-05-15 Fixed 5.25000000 N N N N N N Triton Water Holdings, Inc. 5493005IYCEL7QJFZZ63 89678QAB2 55996.97080000 PA USD 56508.22000000 0.020506325400 Long LON CORP US N 2 2028-03-31 Variable 7.84039000 N N N N N N Dell International LLC / EMC Corp. N/A 24703DBN0 900000.00000000 PA USD 898334.33000000 0.325997458240 Long DBT CORP US N 2 2034-04-15 Fixed 5.40000000 N N N N N N Prosper Funding LLC N/A N/A 9784.30000000 PA USD 9690.81000000 0.003516707892 Long LON CORP US N 3 2027-02-22 Fixed 18.15000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAZ4 200000.00000000 PA USD 164832.11000000 0.059816091962 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYJ7 370000.00000000 PA USD 308493.86000000 0.111949650463 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N Wrangler Holdco Corp. N/A 37441QAA9 500000.00000000 PA USD 509507.06000000 0.184895534957 Long DBT CORP US N 2 2032-04-01 Fixed 6.62500000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10433.88000000 PA USD 10670.21000000 0.003872123354 Long LON CORP US N 3 2027-02-12 Fixed 16.99000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 13079.63000000 PA USD 13306.01000000 0.004828631495 Long LON CORP US N 3 2027-11-05 Fixed 11.99000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 55037AAB4 900000.00000000 PA USD 777688.60000000 0.282216206635 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DB2 800000.00000000 PA USD 801924.53000000 0.291011207910 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N N Upstart Network, Inc. N/A N/A 634.28000000 PA USD 627.38000000 0.000227670565 Long LON CORP US N 3 2025-02-22 Fixed 20.97000000 N N N N N N Eaton Corp. 0NZWDMRCE180888QQE14 278062AH7 200000.00000000 PA USD 188076.01000000 0.068251094462 Long DBT CORP US N 2 2033-03-15 Fixed 4.15000000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AG2 300000.00000000 PA USD 265628.23000000 0.096394098416 Long DBT CORP US N 2 2031-01-30 Fixed 3.75000000 N N N N N N Upstart Network, Inc. N/A N/A 5946.85000000 PA USD 5828.56000000 0.002115132063 Long LON CORP US N 3 2027-02-22 Fixed 19.13000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 5315000000.00000000 PA 1185465.28000000 0.430194700577 Long DBT NUSS CO N 2 2027-06-28 Fixed 9.85000000 N N N N N N Prosper Funding LLC N/A N/A 1971.26000000 PA USD 1942.93000000 0.000705071842 Long LON CORP US N 3 2027-01-20 Fixed 13.10000000 N N N N N N Upstart Network, Inc. N/A N/A 10385.14000000 PA USD 1360.56000000 0.000493735001 Long LON CORP US N 3 2027-12-22 Fixed 18.91000000 N N N N N N Lasership, Inc. 254900NGHREGOQUFUT53 51809EAM7 34778.38610000 PA USD 26605.47000000 0.009654886054 Long LON CORP US N 2 2029-08-10 Variable 9.27841000 N N N N N N Upstart Network, Inc. N/A N/A 6819.57000000 PA USD 491.06000000 0.000178201262 Long LON CORP US N 3 2027-05-13 Fixed 25.33000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296PHH8 876.69000000 PA USD 878.31000000 0.000318730808 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CY6 400000.00000000 PA USD 390847.83000000 0.141835166356 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XLT9 291301.26000000 PA USD 299627.26000000 0.108732040975 Long ABS-MBS CORP US N 2 2029-11-25 Floating 7.53327000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200NYN5 12243.30000000 PA USD 12151.38000000 0.004409626641 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N AssuredPartners, Inc. 549300HNDSDQWQ3L2P80 04621HAW3 82118.56660000 PA USD 82387.92000000 0.029897836042 Long LON CORP US N 2 2031-02-14 Variable 7.85700000 N N N N N N JBS USA Holding LUX SARL / JBS USA Food Co. / JBS LUX Co. SARL N/A 46590XAS5 500000.00000000 PA USD 475234.29000000 0.172458254610 Long DBT CORP LU N 2 2027-01-15 Fixed 2.50000000 N N N N N N Herc Holdings, Inc. 549300TP80QLITMSBP82 42704LAE4 500000.00000000 PA USD 506764.67000000 0.183900346262 Long DBT CORP US N 2 2029-06-15 Fixed 6.62500000 N N N N N N Upstart Network, Inc. N/A N/A 15934.02000000 PA USD 1987.87999999 0.000721383794 Long LON CORP US N 3 2027-07-22 Fixed 14.76000000 N N N N N N Canadian Natural Resources Ltd. 549300T15RIMIKZC5Q38 136385BA8 850000.00000000 PA USD 755366.53000000 0.274115727960 Long DBT CORP CA N 2 2030-07-15 Fixed 2.95000000 N N N N N N LSF11 A5 HoldCo LLC N/A 50216YAE0 65691.83640000 PA USD 66178.61000000 0.024015623058 Long LON CORP US N 2 2028-10-16 Variable 7.97149000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBP4 370000.00000000 PA USD 370687.20000000 0.134519054840 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N Six Flags Entertainment Corp. / Six Flags Theme Parks, Inc. N/A 83002YAA7 500000.00000000 PA USD 507162.43000000 0.184044689792 Long DBT CORP US N 2 2032-05-01 Fixed 6.62500000 N N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389BBA7 500000.00000000 PA USD 496264.65000000 0.180089983330 Long DBT CORP US N 2 2033-08-15 Fixed 5.45000000 N N N N N N Upstart Network, Inc. N/A N/A 3716.48000000 PA USD 3637.89000000 0.001320157600 Long LON CORP US N 3 2027-01-19 Fixed 14.68000000 N N N N N N Upstart Network, Inc. N/A N/A 3158.68000000 PA USD 3091.78000000 0.001121979187 Long LON CORP US N 3 2026-12-13 Fixed 24.08000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284N7 2500000.00000000 PA USD 2388497.15000000 0.866764158857 Long DBT UST US N 2 2028-05-15 Fixed 2.87500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWFH1 2632050.19000000 PA USD 2599608.17000000 0.943374451516 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Prosper Funding LLC N/A N/A 5112.69000000 PA USD 5067.61000000 0.001838990144 Long LON CORP US N 3 2026-08-17 Fixed 18.73000000 N N N N N N Upstart Network, Inc. N/A N/A 7697.60000000 PA USD 7496.77000000 0.002720510486 Long LON CORP US N 3 2027-02-22 Fixed 12.76000000 N N N N N N Korea Electric Power Corp. 988400QG33WS7JEIV602 500631AX4 300000.00000000 PA USD 301565.07000000 0.109435254816 Long DBT NUSS KR N 2 2026-04-06 Fixed 5.37500000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAR5 100000.00000000 PA USD 101762.40000000 0.036928660785 Long DBT CORP US N 2 2032-03-15 Fixed 6.62500000 N N N N N N UGCard N/A N/A 0.45999999 PA USD 0.45999999 0.000000166929 Long LON CORP US N 3 2025-04-03 Fixed 29.49000000 N N N N N N Icon Investments Six DAC 635400FQ1M7J2CHLAS59 45115AAC8 200000.00000000 PA USD 202027.91000000 0.073314113637 Long DBT CORP IE N 2 2034-05-08 Fixed 6.00000000 N N N N N N Upstart Network, Inc. N/A N/A 156.06000000 PA USD 154.30000000 0.000055994083 Long LON CORP US N 3 2025-02-22 Fixed 24.19000000 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 2029-01-03 Fixed 29.46000000 N N N N N N CIM Trust N/A 12555DAA3 52851.93000000 PA USD 49895.08000000 0.018106476303 Long ABS-MBS CORP US N 2 2049-02-25 Variable 3.99999960 N N N N N N Banijay Entertainment SAS 969500CE0IE2EZ5VBG13 N/A 300000.00000000 PA 328237.77000000 0.119114538034 Long DBT CORP FR N 2 2029-05-01 Fixed 7.00000000 N N N N N N Upstart Network, Inc. N/A N/A 746.14000000 PA USD 731.56000000 0.000265476552 Long LON CORP US N 3 2026-11-16 Fixed 25.24000000 N N N N N N Provident Funding Mortgage Trust N/A 74387LAC5 131257.47000000 PA USD 110799.47000000 0.040208132304 Long ABS-MBS CORP US N 2 2049-12-25 Variable 2.99999880 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAK8 400000.00000000 PA USD 332129.68000000 0.120526877210 Long DBT CORP AT N 2 2032-01-15 Fixed 3.12500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDC4 3492496.56900000 PA USD 2727979.78000000 0.989959355568 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AU8 300000.00000000 PA USD 298121.10000000 0.108185469042 Long DBT CORP US N 2 2032-02-15 Fixed 6.25000000 N N N N N N Upstart Network, Inc. N/A N/A 8977.96000000 PA USD 8880.31000000 0.003222584723 Long LON CORP US N 3 2027-04-20 Fixed 25.24000000 N N N N N N Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. N/A N/A 200000.00000000 PA 185810.77000000 0.067429059216 Long DBT CORP IE N 2 2026-08-15 Fixed 2.12500000 N N N N N N Prosper Funding LLC N/A N/A 11621.85000000 PA USD 5808.19000000 0.002107739973 Long LON CORP US N 3 2028-01-31 Fixed 11.77000000 N N N N N N Upstart Network, Inc. N/A N/A 4283.54000000 PA USD 4216.43000000 0.001530104569 Long LON CORP US N 3 2026-12-13 Fixed 17.22000000 N N N N N N Home Partners of America Trust N/A 43730XAB0 435726.65000000 PA USD 393310.66000000 0.142728905238 Long ABS-O CORP US N 2 2041-01-17 Fixed 2.64900000 N N N N N N RHP Hotel Properties LP / RHP Finance Corp. N/A 749571AK1 700000.00000000 PA USD 704104.09000000 0.255513048996 Long DBT CORP US N 2 2032-04-01 Fixed 6.50000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XFA9 290000.00000000 PA USD 281667.96000000 0.102214772341 Long DBT CORP US N 2 2034-09-06 Fixed 5.45000000 N N N N N N Upstart Network, Inc. N/A N/A 8333.51000000 PA USD 8212.09000000 0.002980093688 Long LON CORP US N 3 2027-02-22 Fixed 16.53000000 N N N N N N Prosper Funding LLC N/A N/A 4049.41000000 PA USD 4113.07000000 0.001492596153 Long LON CORP US N 3 2027-04-05 Fixed 25.90000000 N N N N N N UGCard N/A N/A 25.43000000 PA USD 25.78000000 0.000009355330 Long LON CORP US N 3 2025-04-05 Fixed 29.49000000 N N N N N N Construction Partners, Inc. N/A 21043XAH5 10238.91000000 PA USD 10309.35000000 0.003741170501 Long LON CORP US N 2 2031-11-03 Variable 6.84464000 N N N N N N Prosper Funding LLC N/A N/A 7618.89000000 PA USD 7559.91000000 0.002743423425 Long LON CORP US N 3 2027-01-24 Fixed 15.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36207KKT6 246.20000000 PA USD 249.49000000 0.000090537679 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 7.00000000 N N N N N N UGCard N/A N/A 546.29000000 PA USD 550.39000000 0.000199731586 Long LON CORP US N 3 2027-04-03 Fixed 22.97000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36291AFA2 9284.21000000 PA USD 9200.64000000 0.003338829602 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Consumer Loan Underlying Bond Certificate Issuer Trust I N/A 21056JAA5 5734.21000000 PA USD 5142.72000000 0.001866246888 Long ABS-O CORP US N 2 2045-01-15 Variable 8.70454800 N N N N N N Upstart Network, Inc. N/A N/A 895.56000000 PA USD 880.26000000 0.000319438446 Long LON CORP US N 3 2027-06-19 Fixed 26.31000000 N N N N N N XPO, Inc. 54930096DB9LCLPN7H13 983793AK6 600000.00000000 PA USD 615192.00000000 0.223247650270 Long DBT CORP US N 2 2032-02-01 Fixed 7.12500000 N N N N N N Chobani Holdco II LLC N/A 169918AA7 100000.00000000 PA USD 106001.85000000 0.038467119105 Long DBT CORP US N 2 2029-10-01 Fixed 8.75000000 N N Y N N N J.P. Morgan Mortgage Trust N/A 46653PAF4 656119.38000000 PA USD 577546.07000000 0.209586280463 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.49999840 N N N N N N Upstart Network, Inc. N/A N/A 5583.07000000 PA USD 5440.43000000 0.001974283173 Long LON CORP US N 3 2026-12-13 Fixed 14.15000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DP2 600000.00000000 PA USD 395490.02000000 0.143519775404 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N Constellium SE 724500KRJEMC79KAAU28 21039CAD6 200000.00000000 PA USD 193808.04000000 0.070331196656 Long DBT CORP FR N 2 2032-08-15 Fixed 6.37500000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAM9 800000.00000000 PA USD 811929.07000000 0.294641765601 Long DBT CORP DE N 2 2027-09-09 Fixed 5.37100000 N N N N N N Prosper Pass-Thru Trust III N/A 74360NAC2 1984.14000000 PA USD 1661.67000000 0.000603005115 Long ABS-O CORP US N 2 2026-05-15 Variable 7.18294000 N N N N N N Sunoco LP / Sunoco Finance Corp. N/A 86765LAQ0 500000.00000000 PA USD 499373.45000000 0.181218138922 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296WUR6 46405.87000000 PA USD 46099.34000000 0.016729036356 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N UGCard N/A N/A 285.22000000 PA USD 288.02000000 0.000104519870 Long LON CORP US N 3 2025-04-05 Fixed 19.21000000 N N N N N N Upstart Network, Inc. N/A N/A 956.34000000 PA USD 948.16000000 0.000344078746 Long LON CORP US N 3 2027-04-20 Fixed 28.27000000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A 18453HAA4 200000.00000000 PA USD 192741.64000000 0.069944209676 Long DBT CORP US N 2 2027-08-15 Fixed 5.12500000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 F6628DAN4 26357.30660000 PA USD 21237.40000000 0.007706861675 Long LON CORP FR N 2 2028-08-15 Variable 10.15590000 N N N N N N Medical Solutions Holdings, Inc. N/A 58462QAH4 67519.26920000 PA USD 48144.95000000 0.017471369848 Long LON CORP US N 2 2028-11-01 Variable 8.18537000 N N N N N N EAB Global, Inc. 254900WJRUVZKYEF1M36 26835CAC3 119100.00000000 PA USD 119710.39000000 0.043441825122 Long LON CORP US N 2 2028-08-16 Variable 7.60701000 N N N N N N Prime Security Services Borrower LLC / Prime Finance, Inc. N/A 74166MAF3 1000000.00000000 PA USD 936172.30000000 0.339728517639 Long DBT CORP US N 2 2027-08-31 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGL9 11200000.00000000 PA USD 11172236.88000000 4.054304398835 Long DBT UST US N 2 2026-02-15 Fixed 4.00000000 N N N N N N EPIC Crude Services LP N/A 29428XAG5 74766.35000000 PA USD 75514.01000000 0.027403355854 Long LON CORP US N 2 2031-10-15 Variable 7.65590000 N N N N N N Upstart Network, Inc. N/A N/A 1558.06000000 PA USD 1533.02000000 0.000556319186 Long LON CORP US N 3 2027-02-22 Fixed 25.44000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BQ5 250000.00000000 PA USD 248229.45000000 0.090080237455 Long DBT CORP US N 2 2034-05-15 Fixed 5.30000000 N N N N N N Duke Energy Ohio, Inc. L6KC0HABGHNFU1Z6QY21 26442EAJ9 100000.00000000 PA USD 99859.28000000 0.036238035633 Long DBT CORP US N 2 2033-04-01 Fixed 5.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XBM5 47981.92900000 PA USD 50365.12000000 0.018277049596 Long ABS-MBS CORP US N 2 2028-08-25 Floating 11.43326880 N N N N N N Upstart Network, Inc. N/A N/A 1195.82000000 PA USD 1162.64000000 0.000421911611 Long LON CORP US N 3 2027-01-19 Fixed 10.14000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEP2 1300000.00000000 PA USD 1167863.02000000 0.423806998551 Long DBT UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31342AG45 3793.61000000 PA USD 3849.05000000 0.001396785667 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.34799880 N Y N N N N Upstart Network, Inc. N/A N/A 11525.61000000 PA USD 6918.84000000 0.002510784881 Long LON CORP US N 3 2027-04-20 Fixed 15.54000000 N N N N N N CSAIL Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FAT1 220000.00000000 PA USD 218243.19000000 0.079198493080 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.71820000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DST9 1930.58000000 PA USD 1982.77000000 0.000719529420 Long ABS-MBS USGA US N 2 2032-04-20 Fixed 7.50000000 N N N N N N Prosper Funding LLC N/A N/A 5519.61000000 PA USD 5634.90000000 0.002044854589 Long LON CORP US N 3 2026-11-10 Fixed 18.50000000 N N N N N N DexKo Global, Inc. N/A 25213YAU9 36700.61200000 PA USD 34787.96000000 0.012624238169 Long LON CORP US N 2 2028-10-04 Variable 8.34039000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296KGB3 598.18600000 PA USD 591.57000000 0.000214675438 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384WKY5 539.17400000 PA USD 550.48000000 0.000199764246 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAJ1 800000.00000000 PA USD 806394.34000000 0.292633261805 Long DBT CORP US N 2 2026-10-28 Fixed 5.90000000 N N N N N N AES Andes SA 549300IF4IFG0FS0RM26 00111VAA5 500000.00000000 PA USD 503088.91000000 0.182566445979 Long DBT CORP CL N 2 2029-03-15 Fixed 6.30000000 N N N N N N Upstart Network, Inc. N/A N/A 2517.19000000 PA USD 2468.01000000 0.000895618657 Long LON CORP US N 3 2027-01-19 Fixed 21.70000000 N N N N N N Kobe US Midco 2, Inc. N/A 499894AA1 347287.00000000 PA USD 295628.06000000 0.107280767222 Long DBT CORP US N 2 2026-11-01 Fixed 9.25000000 N N Y N N N Dornoch Debt Merger Sub, Inc. N/A 25830JAA9 600000.00000000 PA USD 486650.35000000 0.176601040229 Long DBT CORP US N 2 2029-10-15 Fixed 6.62500000 N N N N N N MSCI, Inc. 549300HTIN2PD78UB763 55354GAQ3 1200000.00000000 PA USD 1014685.21000000 0.368220147363 Long DBT CORP US N 2 2033-08-15 Fixed 3.25000000 N N N N N N Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. N/A 983133AA7 500000.00000000 PA USD 479261.29000000 0.173919616734 Long DBT CORP US N 2 2029-10-01 Fixed 5.12500000 N N N N N N Galaxy Pipeline Assets Bidco Ltd. 549300L82YB0C6JQIC26 36321PAD2 309716.00000000 PA USD 266018.29000000 0.096535647686 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N Upstart Network, Inc. N/A N/A 3521.66000000 PA USD 522.98000000 0.000189784743 Long LON CORP US N 3 2027-02-22 Fixed 24.32000000 N N N N N N Upstart Network, Inc. N/A N/A 13503.18000000 PA USD 3159.14000000 0.001146423526 Long LON CORP US N 3 2026-11-16 Fixed 20.05000000 N N N N N N N/A N/A N/A -25.00000000 NC USD 103869.00000000 0.037693127000 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bonds 2025-03-20 -2846093.75000000 USD 103869.00000000 N N N Upstart Network, Inc. N/A N/A 4244.57000000 PA USD 4185.86000000 0.001519010990 Long LON CORP US N 3 2027-02-22 Fixed 30.64000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NAX9 1300000.00000000 PA USD 1239720.77000000 0.449883530498 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N N Upstart Network, Inc. N/A N/A 2614.07000000 PA USD 2568.93000000 0.000932241619 Long LON CORP US N 3 2026-10-25 Fixed 20.32000000 N N N N N N CNT Holdings I Corp. 254900SYIEHMSB69WT08 12656AAC3 27866.52000000 PA USD 28083.46000000 0.010191235348 Long LON CORP US N 2 2027-11-08 Variable 8.08537000 N N N N N N UGCard N/A N/A 30.46000000 PA USD 30.88000000 0.000011206074 Long LON CORP US N 3 2025-04-05 Fixed 29.49000000 N N N N N N Upstart Network, Inc. N/A N/A 2437.22000000 PA USD 2393.84000000 0.000868703031 Long LON CORP US N 3 2026-10-25 Fixed 20.46000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAR2 300000.00000000 PA USD 290834.64000000 0.105541278165 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N BMO Mortgage Trust N/A 09661XAD0 5159000.00000000 PA USD 226715.35000000 0.082272963835 Long ABS-MBS CORP US N 2 2057-12-15 Variable 1.02111120 N N N N N N Upstart Network, Inc. N/A N/A 6008.89000000 PA USD 3732.32000000 0.001354425398 Long LON CORP US N 3 2027-02-22 Fixed 16.63000000 N N N N N N Upstart Network, Inc. N/A N/A 1421.72000000 PA USD 1386.36000000 0.000503097589 Long LON CORP US N 3 2026-11-16 Fixed 14.29000000 N N N N N N Upstart Network, Inc. N/A N/A 1341.64000000 PA USD 1314.54000000 0.000477034756 Long LON CORP US N 3 2027-04-16 Fixed 22.46000000 N N N N N N Upstart Network, Inc. N/A N/A 2391.41000000 PA USD 2330.58000000 0.000845746545 Long LON CORP US N 3 2027-02-22 Fixed 14.22000000 N N N N N N Bally's Corp. 549300NS4D5IK406VT62 05875CAB0 118945.98640000 PA USD 112791.13000000 0.040930887826 Long LON CORP US N 2 2028-10-02 Variable 8.14324000 N N N N N N UGCard N/A N/A 31.38999999 PA USD 31.40999999 0.000011398406 Long LON CORP US N 3 2025-04-05 Fixed 29.49000000 N N N N N N Upstart Network, Inc. N/A N/A 232.05999999 PA USD 229.74999999 0.000083374211 Long LON CORP US N 3 2035-01-19 Fixed 5.68000000 N N N N N N McAfee Corp. 2549009UKR8UEZYVCR93 579063AB4 800000.00000000 PA USD 777993.16000000 0.282326728723 Long DBT CORP US N 2 2030-02-15 Fixed 7.37500000 N N N N N N Upstart Network, Inc. N/A N/A 3597.77000000 PA USD 3551.99000000 0.001288985261 Long LON CORP US N 3 2026-09-20 Fixed 17.22000000 N N N N N N Upstart Network, Inc. N/A N/A 1502.03000000 PA USD 1329.68000000 0.000482528926 Long LON CORP US N 3 2027-02-22 Fixed 6.00000000 N N N N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 876030AL1 200000.00000000 PA USD 194636.73000000 0.070631920813 Long DBT CORP US N 2 2035-03-11 Fixed 5.50000000 N N N N N N First Student Bidco, Inc. N/A 33718FAK6 21871.62100000 PA USD 21939.97000000 0.007961818016 Long LON CORP US N 2 2028-07-21 Variable 6.89219000 N N N N N N Arthur J Gallagher & Co. 54930049QLLMPART6V29 04316JAM1 250000.00000000 PA USD 246884.72000000 0.089592247018 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N GS Mortgage Securities Trust N/A 36252TAR6 130000.00000000 PA USD 127120.85000000 0.046131014484 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 5463.12000000 PA USD 391.30000000 0.000141999254 Long LON CORP US N 3 2026-12-27 Fixed 26.70000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5424.57000000 PA USD 5607.79000000 0.002035016613 Long LON CORP US N 3 2027-02-11 Fixed 18.99000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36211RXD6 447.39000000 PA USD 461.09000000 0.000167325418 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 7.50000000 N N N N N N UGCard N/A N/A 318.86000000 PA USD 323.47000000 0.000117384357 Long LON CORP US N 3 2025-04-05 Fixed 28.98000000 N N N N N N Prosper Pass-Thru Trust III N/A 74360NAA6 4372.52700000 PA USD 3413.93000000 0.001238884528 Long ABS-O CORP US N 2 2026-03-15 Variable 8.79567000 N N N N N N Kodiak Gas Services LLC 549300ZQBRWEUOVOM131 50012LAC8 600000.00000000 PA USD 612595.20000000 0.222305294878 Long DBT CORP US N 2 2029-02-15 Fixed 7.25000000 N N N N N N Upstart Network, Inc. N/A N/A 7326.32000000 PA USD 7142.71000000 0.002592025293 Long LON CORP US N 3 2026-11-16 Fixed 12.52000000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAA1 300000.00000000 PA USD 275841.86000000 0.100100532990 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N N Upstart Network, Inc. N/A N/A 1617.80000000 PA USD 1585.53000000 0.000575374593 Long LON CORP US N 3 2027-01-19 Fixed 20.32000000 N N N N N N Upstart Network, Inc. N/A N/A 903.31000000 PA USD 890.73000000 0.000323237915 Long LON CORP US N 3 2025-06-19 Fixed 19.64000000 N N N N N N UGCard N/A N/A 5.46999999 PA USD 5.45999999 0.000001981384 Long LON CORP US N 3 2025-04-03 Fixed 29.49000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46590TAD7 292982.95300000 PA USD 284259.56000000 0.103155240700 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.41400000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BW1 100000.00000000 PA USD 98430.91000000 0.035719692992 Long DBT CORP LR N 2 2031-09-30 Fixed 5.62500000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBG4 700000.00000000 PA USD 672582.73000000 0.244074230622 Long DBT CORP US N 2 2027-03-15 Fixed 5.62500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AY4 300000.00000000 PA USD 302194.95000000 0.109663832610 Long DBT CORP CH N 2 2026-07-15 Fixed 6.37300000 N N N N N N Upstart Network, Inc. N/A N/A 140.89000000 PA USD 72.62000000 0.000026353145 Long LON CORP US N 3 2027-02-22 Fixed 21.37000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 49896.27000000 0.018106908143 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 930000.00000000 EUR 1013945.15000000 USD 2025-01-21 49896.27000000 N N N Provident Funding Associates LLP N/A N/A 780326.00000000 PA USD 678418.55000000 0.246191997274 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 170.86000000 PA USD 12.38000000 0.000004492590 Long LON CORP US N 3 2035-01-19 Fixed 21.67000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GRK1 8672.01000000 PA USD 9066.14000000 0.003290020761 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N CCI Buyer, Inc. 254900TMV7DAFRQALU04 12510EAC1 86871.43970000 PA USD 87065.16000000 0.031595164420 Long LON CORP US N 2 2027-12-17 Variable 8.32878000 N N N N N N Voya CLO Ltd. 5493007ASGBOUR3XJY69 92916WAG4 780000.00000000 PA USD 782922.01000000 0.284115364110 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 6.73747920 N N N N N N Upstart Network, Inc. N/A N/A 11392.01000000 PA USD 11151.42000000 0.004046750140 Long LON CORP US N 3 2026-11-20 Fixed 19.56000000 N N N N N N Cornerstone Building Brands, Inc. N/A 72431HAE0 123287.67000000 PA USD 119088.49000000 0.043216143198 Long LON CORP US N 2 2031-05-15 Variable 8.89709000 N N N N N N Citadel Securities LP N/A 17288YAN2 42526.63000000 PA USD 42700.56000000 0.015495649626 Long LON CORP US N 2 2031-10-31 Variable 6.32878000 N N N N N N Vertiv Group Corp. 549300ZT8RQ5VK10E643 92535UAB0 800000.00000000 PA USD 755801.90000000 0.274273719822 Long DBT CORP US N 2 2028-11-15 Fixed 4.12500000 N N N N N N Phoenix Guarantor, Inc. N/A 71913BAK8 49874.68670000 PA USD 50114.83000000 0.018186221604 Long LON CORP US N 2 2031-02-21 Variable 6.85701000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DWG0 18396.91000000 PA USD 18860.41000000 0.006844273357 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N Upstart Network, Inc. N/A N/A 1314.90000000 PA USD 1293.70000000 0.000469472108 Long LON CORP US N 3 2026-12-13 Fixed 17.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285M8 2900000.00000000 PA USD 2775648.32000000 1.007257840508 Long DBT UST US N 2 2028-11-15 Fixed 3.12500000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587CX3 400000.00000000 PA USD 331333.71000000 0.120238026848 Long DBT CORP US N 2 2046-07-01 Fixed 4.40000000 N N N N N N Upstart Network, Inc. N/A N/A 2048.34000000 PA USD 2009.31000000 0.000729160548 Long LON CORP US N 3 2026-12-13 Fixed 27.33000000 N N N N N N BellRing Brands, Inc. 549300S3BOK5CMTS8054 07831CAA1 500000.00000000 PA USD 512941.50000000 0.186141862380 Long DBT CORP US N 2 2030-03-15 Fixed 7.00000000 N N N N N N Sunoco LP / Sunoco Finance Corp. N/A 86765LAT4 900000.00000000 PA USD 849138.66000000 0.308144791543 Long DBT CORP US N 2 2029-05-15 Fixed 4.50000000 N N N N N N Upstart Network, Inc. N/A N/A 3343.31000000 PA USD 3249.34000000 0.001179156295 Long LON CORP US N 3 2027-02-22 Fixed 9.54000000 N N N N N N Chromalloy Corp. N/A 17110EAB6 59700.00000000 PA USD 59849.25000000 0.021718755173 Long LON CORP US N 2 2031-03-27 Variable 8.35367000 N N N N N N Hunter Douglas, Inc. N/A N8137FAB6 21141.78900000 PA USD 21157.64000000 0.007677917487 Long LON CORP US N 2 2029-02-25 Variable 8.02084000 N N N N N N Upstart Network, Inc. N/A N/A 1541.71000000 PA USD 1515.12000000 0.000549823437 Long LON CORP US N 3 2027-01-19 Fixed 25.21000000 N N N N N N Upstart Network, Inc. N/A N/A 1076.24000000 PA USD 1055.63000000 0.000383078643 Long LON CORP US N 3 2026-11-16 Fixed 26.17000000 N N N N N N Upstart Network, Inc. N/A N/A 3297.20000000 PA USD 3231.90000000 0.001172827476 Long LON CORP US N 3 2027-02-22 Fixed 19.23000000 N N N N N N Upstart Network, Inc. N/A N/A 161.06999999 PA USD 159.15999999 0.000057757734 Long LON CORP US N 3 2035-01-19 Fixed 20.66000000 N N N N N N Upstart Network, Inc. N/A N/A 1497.40000000 PA USD 1486.32000000 0.000539372175 Long LON CORP US N 3 2027-04-20 Fixed 30.66000000 N N N N N N Upstart Network, Inc. N/A N/A 4770.47000000 PA USD 4687.15000000 0.001700924628 Long LON CORP US N 3 2026-11-16 Fixed 30.64000000 N N N N N N Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT N/A 74445PAF9 700000.00000000 PA USD 698137.65000000 0.253347881519 Long DBT CORP ID N 2 2030-05-15 Fixed 5.45000000 N N N N N N Rain Carbon, Inc. 25490038N6JQH7QXUK52 75079LAB7 300000.00000000 PA USD 317443.91000000 0.115197543206 Long DBT CORP US N 2 2029-09-01 Fixed 12.25000000 N N N N N N UGCard N/A N/A 113.02000000 PA USD 111.79000000 0.000040567586 Long LON CORP US N 3 2029-05-03 Fixed 28.98000000 N N N N N N Iliad Holding SASU 9695009PXA7OI9NXN582 449691AC8 600000.00000000 PA USD 608529.34000000 0.220829830810 Long DBT CORP FR N 2 2028-10-15 Fixed 7.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3048.03000000 PA USD 423.45000000 0.000153666200 Long LON CORP US N 3 2026-12-13 Fixed 16.94000000 N N N N N N Prestige Brands, Inc. 549300JBVP4J6D42I235 74112BAM7 500000.00000000 PA USD 439345.70000000 0.159434607702 Long DBT CORP US N 2 2031-04-01 Fixed 3.75000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VGN8 1000000.00000000 PA USD 829569.69000000 0.301043388126 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 3309.98000000 PA USD 3349.19000000 0.001215390963 Long LON CORP US N 3 2026-02-03 Fixed 20.49000000 N N N N N N UGI Energy Services LLC N/A 90276DAE9 84079.16000000 PA USD 84587.00000000 0.030695862419 Long LON CORP US N 2 2030-02-22 Variable 7.96330000 N N N N N N INEOS Quattro Finance 1 plc 213800QO23X11QXPVT49 N/A 800000.00000000 PA 825954.68000000 0.299731533472 Long DBT CORP GB N 2 2026-07-15 Fixed 3.75000000 N N N N N N Prosper Funding LLC N/A N/A 8877.29000000 PA USD 8795.28000000 0.003191728100 Long LON CORP US N 3 2026-12-20 Fixed 14.00000000 N N N N N N UGCard N/A N/A 1.79000000 PA USD 1.78999999 0.000000649574 Long LON CORP US N 3 2025-04-05 Fixed 20.46000000 N N N N N N Upstart Network, Inc. N/A N/A 4452.39000000 PA USD 4356.67000000 0.001580996405 Long LON CORP US N 3 2027-04-25 Fixed 14.46000000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAR0 500000.00000000 PA USD 517495.79000000 0.187794573308 Long DBT CORP US N 2 2033-09-15 Fixed 6.05000000 N N N N N N UGCard N/A N/A 11.28000000 PA USD 11.36000000 0.000004122441 Long LON CORP US N 3 2025-04-05 Fixed 29.46000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 94989WAS6 150000.00000000 PA USD 148576.59000000 0.053917109784 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.69500000 N N N N N N GE HealthCare Technologies, Inc. 549300OI9J7XOWZMUN85 36267VAD5 500000.00000000 PA USD 503525.68000000 0.182724945888 Long DBT CORP US N 2 2025-11-15 Fixed 5.60000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F020612 10860000.00000000 PA USD 8451285.99000000 3.066895764303 Long ABS-MBS USGSE US N 2 2055-01-25 Fixed 2.00000000 N N N N N N Outfront Media Capital LLC / Outfront Media Capital Corp. N/A 69007TAG9 200000.00000000 PA USD 209223.15000000 0.075925201595 Long DBT CORP US N 2 2031-02-15 Fixed 7.37500000 N N N N N N White Cap Supply Holdings LLC N/A 96350TAH3 80311.57000000 PA USD 80565.76000000 0.029236590547 Long LON CORP US N 2 2029-10-19 Variable 7.82258000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YCZ0 500000.00000000 PA USD 511825.43000000 0.185736850603 Long DBT CORP JP N 2 2029-07-06 Fixed 5.77800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128K3GS0 1516.28000000 PA USD 1585.20000000 0.000575254839 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2419.83000000 PA USD 2356.61000000 0.000855192598 Long LON CORP US N 3 2027-01-19 Fixed 11.09000000 N N N N N N Upstart Network, Inc. N/A N/A 6096.05000000 PA USD 5958.90000000 0.002162431278 Long LON CORP US N 3 2026-09-20 Fixed 14.78000000 N N N N N N RR Donnelley & Sons Co. SU4X0P4WWRGOQDTSV032 257867BJ9 400000.00000000 PA USD 406630.50000000 0.147562555516 Long DBT CORP US N 2 2029-08-01 Fixed 9.50000000 N N N N N N FedEx Corp. 549300E707U7WNPZN687 31428XBQ8 650000.00000000 PA USD 498122.18000000 0.180764064280 Long DBT CORP US N 2 2048-02-15 Fixed 4.05000000 N N N N N N Upstart Network, Inc. N/A N/A 7064.32000000 PA USD 6963.19000000 0.002526879097 Long LON CORP US N 3 2027-04-20 Fixed 19.87000000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAA5 400000.00000000 PA USD 400799.88000000 0.145446675897 Long DBT CORP US N 2 2029-10-31 Fixed 7.25000000 N N N N N N Upstart Network, Inc. N/A N/A 1036.05000000 PA USD 73.22000000 0.000026570880 Long LON CORP US N 3 2027-01-19 Fixed 30.15000000 N N N N N N UGCard N/A N/A 47.03000000 PA USD 3.31000000 0.000001201169 Long LON CORP US N 3 2025-04-05 Fixed 29.49000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZT4 300000.00000000 PA USD 298388.08000000 0.108282353686 Long DBT CORP US N 2 2027-06-15 Fixed 4.38700000 N N N N N N Upstart Network, Inc. N/A N/A 2503.85000000 PA USD 2463.28000000 0.000893902183 Long LON CORP US N 3 2026-10-25 Fixed 23.09000000 N N N N N N Gartner, Inc. PP55B5R38BFB8O8HH686 366651AG2 400000.00000000 PA USD 371901.69000000 0.134959782351 Long DBT CORP US N 2 2029-06-15 Fixed 3.62500000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A 18453HAF3 200000.00000000 PA USD 206077.61000000 0.074783713386 Long DBT CORP US N 2 2030-04-01 Fixed 7.87500000 N N N N N N Upstart Network, Inc. N/A N/A 9262.04000000 PA USD 8997.53000000 0.003265122808 Long LON CORP US N 3 2027-01-19 Fixed 7.64000000 N N N N N N Upstart Network, Inc. N/A N/A 2007.99000000 PA USD 1977.68000000 0.000717682305 Long LON CORP US N 3 2027-03-05 Fixed 25.38000000 N N N N N N Romania 315700IASY927EDWBK92 77586RAC4 500000.00000000 PA USD 445596.75000000 0.161703057591 Long DBT NUSS RO N 2 2044-01-22 Fixed 6.12500000 N N N N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 443201AC2 250000.00000000 PA USD 245305.35000000 0.089019107833 Long DBT CORP US N 2 2031-10-15 Fixed 4.85000000 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 2025-04-05 Fixed 29.49000000 N N N N N N Upstart Network, Inc. N/A N/A 4485.18000000 PA USD 4359.29000000 0.001581947179 Long LON CORP US N 3 2027-01-19 Fixed 9.13000000 N N N N N N UGCard N/A N/A 85.75999999 PA USD 85.86999999 0.000031161451 Long LON CORP US N 3 2025-04-04 Fixed 17.99000000 N N N N N N Upstart Network, Inc. N/A N/A 644.54000000 PA USD 631.93000000 0.000229321720 Long LON CORP US N 3 2026-11-16 Fixed 25.29000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BF3 400000.00000000 PA USD 282438.96000000 0.102494561315 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N Upstart Network, Inc. N/A N/A 2253.35000000 PA USD 2197.68000000 0.000797518329 Long LON CORP US N 3 2026-10-25 Fixed 31.22000000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBJ8 100000.00000000 PA USD 75648.40000000 0.027452124778 Long DBT CORP US N 2 2029-04-15 Fixed 6.87500000 N N N N N N Upstart Network, Inc. N/A N/A 105.80000000 PA USD 104.74000000 0.000038009205 Long LON CORP US N 3 2035-01-19 Fixed 5.84000000 N N N N N N Element Solutions, Inc. 549300FLGN6P5CU20J91 28618MAA4 800000.00000000 PA USD 759485.38000000 0.275610421624 Long DBT CORP US N 2 2028-09-01 Fixed 3.87500000 N N N N N N Upstart Network, Inc. N/A N/A 4314.43000000 PA USD 4200.73000000 0.001524407180 Long LON CORP US N 3 2027-02-22 Fixed 12.04000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWD34 2390990.77000000 PA USD 2190030.86000000 0.794742525122 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GFD6 300000.00000000 PA USD 292199.60000000 0.106036609887 Long DBT CORP US N 2 2029-08-25 Fixed 4.30000000 N N N N N N LGI Homes, Inc. 549300W02B4WNV8CV109 50187TAH9 600000.00000000 PA USD 629743.20000000 0.228528150031 Long DBT CORP US N 2 2028-12-15 Fixed 8.75000000 N N N N N N Whatabrands LLC N/A 96244UAH0 28293.83990000 PA USD 28395.84000000 0.010304595244 Long LON CORP US N 2 2028-08-03 Variable 7.32258000 N N N N N N MPT Operating Partnership LP / MPT Finance Corp. N/A 55342UAM6 300000.00000000 PA USD 189327.59000000 0.068705281601 Long DBT CORP US N 2 2031-03-15 Fixed 3.50000000 N N N N N N FFCB 254900C5LP6DN9OP9V83 3133EMRX2 805000.00000000 PA USD 598549.38000000 0.217208192980 Long DBT UST US N 2 2036-02-25 Fixed 2.10000000 N N N N N N First Brands Group LLC N/A 31935HAF4 107744.00000000 PA USD 98047.04000000 0.035580390018 Long LON CORP US N 2 2028-03-30 Variable 13.34698000 N N N N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAA8 800000.00000000 PA USD 788039.27000000 0.285972371793 Long DBT CORP US N 2 2030-06-15 Fixed 5.87500000 N N N N N N N/A N/A N/A 21.00000000 NC USD -19171.57000000 -0.00695719052 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Notes 2025-03-31 2232398.45000000 USD -19171.57000000 N N N Knife River Corp. N/A 498894AA2 500000.00000000 PA USD 521334.08000000 0.189187454268 Long DBT CORP US N 2 2031-05-01 Fixed 7.75000000 N N N N N N Upstart Network, Inc. N/A N/A 4230.97000000 PA USD 4174.86000000 0.001515019189 Long LON CORP US N 3 2027-02-22 Fixed 21.12000000 N N N N N N Upstart Network, Inc. N/A N/A 2155.31000000 PA USD 2124.57000000 0.000770987367 Long LON CORP US N 3 2027-02-22 Fixed 17.40000000 N N N N N N K2016470219 South Africa Ltd. N/A N/A 72822.00000000 NS 0.00000000 0.000000 Long EC CORP ZA N 3 N N N Dave & Buster's, Inc. 549300JAVWTAY1FT5Z45 23833EAX2 33645.26530000 PA USD 33138.06000000 0.012025504280 Long LON CORP US N 2 2029-06-29 Variable 7.81250000 N N N N N N Upstart Network, Inc. N/A N/A 3452.25000000 PA USD 3394.84000000 0.001231956938 Long LON CORP US N 3 2027-02-22 Fixed 23.05000000 N N N N N N OBX Trust N/A 67448XAD8 231620.33000000 PA USD 203009.01000000 0.073670146013 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.49999840 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBL9 1000000.00000000 PA USD 881329.79000000 0.319826663433 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N Cerdia Finanz GmbH 391200KURNDJSX9GX570 15679GAC6 300000.00000000 PA USD 312951.00000000 0.113567106529 Long DBT CORP DE N 2 2031-10-03 Fixed 9.37500000 N N N N N N Prosper Funding LLC N/A N/A 68.83000000 PA USD 69.11000000 0.000025079398 Long LON CORP US N 3 2035-01-13 Fixed 16.10000000 N N N N N N Upstart Network, Inc. N/A N/A 795.49000000 PA USD 783.13000000 0.000284190841 Long LON CORP US N 3 2027-01-19 Fixed 15.21000000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AE6 300000.00000000 PA USD 277237.95000000 0.100607161509 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9131.89000000 PA USD 9260.37000000 0.003360505083 Long LON CORP US N 3 2026-06-15 Fixed 10.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EVA5 2455696.60000000 PA USD 2470528.96000000 0.896532765780 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3321.20000000 PA USD 3233.51000000 0.001173411731 Long LON CORP US N 3 2026-12-13 Fixed 12.31000000 N N N N N N Upstart Network, Inc. N/A N/A 840.70000000 PA USD 828.37000000 0.000300608031 Long LON CORP US N 3 2027-01-19 Fixed 30.79000000 N N N N N N Transocean, Inc. DOL4HJ22ADYSIWES4H94 893830AT6 100000.00000000 PA USD 82036.35000000 0.029770254447 Long DBT CORP KY N 2 2038-03-15 Fixed 6.80000000 N N N N N N Prosper Funding LLC N/A N/A 5740.13000000 PA USD 5673.49000000 0.002058858553 Long LON CORP US N 3 2026-11-25 Fixed 15.20000000 N N N N N N Zegona Finance plc 254900B3KC1SS7T2TE92 98927UAA5 600000.00000000 PA USD 638259.90000000 0.231618783952 Long DBT CORP GB N 2 2029-07-15 Fixed 8.62500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 1500000.00000000 PA USD 1313234.45000000 0.476560984565 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N LCM XVII LP 549300K6S4MWQOINB710 50190AAR3 350000.00000000 PA USD 350990.59000000 0.127371332014 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 6.51750840 N N N N N N EnLink Midstream LLC 54930000GY1H533OBE23 29336TAC4 100000.00000000 PA USD 101248.00000000 0.036741989646 Long DBT CORP US N 2 2028-01-15 Fixed 5.62500000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 200000.00000000 PA USD 186701.31000000 0.067752228182 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N Avient Corp. SM8L9RZYIB34LNTWO040 05368VAB2 200000.00000000 PA USD 197495.78000000 0.071669444374 Long DBT CORP US N 2 2031-11-01 Fixed 6.25000000 N N N N N N Cencosud SA 549300NLTGCFV7482429 15132HAJ0 200000.00000000 PA USD 199827.54000000 0.072515619130 Long DBT CORP CL N 2 2031-05-28 Fixed 5.95000000 N N N N N N Birch Permian Holdings, Inc. 5493008GXCEAUIZGCH60 09075C104 4478.00000000 NS USD 27779.27000000 0.010080847530 Long EC CORP US N 2 N N N Prosper Funding LLC N/A N/A 7699.37000000 PA USD 7656.44000000 0.002778453294 Long LON CORP US N 3 2026-11-02 Fixed 16.00000000 N N N N N N Allied Universal Holdco LLC 98450038B4549046D794 019576AD9 700000.00000000 PA USD 716331.18000000 0.259950150116 Long DBT CORP US N 2 2031-02-15 Fixed 7.87500000 N N N N N N EMRLD Borrower LP N/A 26872NAD1 35414.20260000 PA USD 35598.71000000 0.012918452060 Long LON CORP US N 2 2031-08-04 Variable 6.82878000 N N N N N N Bimbo Bakeries USA, Inc. 549300HOXXHHT7926W92 09031WAA1 200000.00000000 PA USD 145362.36000000 0.052750694592 Long DBT CORP US N 2 2051-05-17 Fixed 4.00000000 N N N N N N J.P. Morgan Mortgage Trust N/A 46592XAF1 1109802.64000000 PA USD 974663.30000000 0.353696555758 Long ABS-MBS CORP US N 2 2052-04-25 Variable 2.49999840 N N N N N N POSCO 9884000N94NH7G6LQ816 73730EAC7 850000.00000000 PA USD 855630.12000000 0.310500484061 Long DBT CORP KR N 2 2026-01-17 Fixed 5.62500000 N N N N N N UGCard N/A N/A 4.01000000 PA USD 3.99999999 0.000001451564 Long LON CORP US N 3 2025-04-01 Fixed 29.49000000 N N N N N N Upstart Network, Inc. N/A N/A 610.42000000 PA USD 602.78000000 0.000218743446 Long LON CORP US N 3 2025-04-20 Fixed 7.13000000 N N N N N N Prosper Funding LLC N/A N/A 7305.65000000 PA USD 7192.36000000 0.002610042831 Long LON CORP US N 3 2027-01-14 Fixed 11.55000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRS1 1213000.00000000 PA USD 1190770.53000000 0.432119928143 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGJ4 1750000.00000000 PA USD 1679319.50000000 0.609409960514 Long DBT UST US N 2 2030-01-31 Fixed 3.50000000 N N N N N N Rocket Software, Inc. 549300PVG26ISP5X1556 77313DAW1 42906.94820000 PA USD 43279.81000000 0.015705854248 Long LON CORP US N 2 2028-11-28 Variable 8.82258000 N N N N N N Avis Budget Car Rental LLC / Avis Budget Finance, Inc. N/A 053773BJ5 500000.00000000 PA USD 516182.05000000 0.187317828863 Long DBT CORP US N 2 2030-01-15 Fixed 8.25000000 N N N N N N Primo Water Holdings, Inc. 9845008F9A5F2E1D4832 74168LAA4 1000000.00000000 PA USD 930858.14000000 0.337800056714 Long DBT CORP US N 2 2029-04-30 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGG0 3250000.00000000 PA USD 3249300.37000000 1.179141914437 Long DBT UST US N 2 2025-01-31 Fixed 4.12500000 N N N N N N Kedrion SpA 81560047FA58E1BEDF67 49272YAB9 700000.00000000 PA USD 660565.15000000 0.239713158799 Long DBT CORP IT N 2 2029-09-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31287TTH8 428.49000000 PA USD 440.22000000 0.000159751883 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.50000000 N N N N N N AAdvantage Loyalty IP Ltd. N/A 02376CBJ3 33140.32750000 PA USD 34078.03000000 0.012366610949 Long LON CORP US N 2 2028-04-20 Variable 9.62901000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3J0 450000.00000000 PA USD 451408.13000000 0.163811955187 Long DBT CORP US N 2 2030-01-23 Fixed 5.19800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296PUL4 1307.97000000 PA USD 1304.60000000 0.000473427620 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Chobani LLC / Chobani Finance Corp., Inc. N/A 17027NAC6 100000.00000000 PA USD 103533.48000000 0.037571369807 Long DBT CORP US N 2 2029-07-01 Fixed 7.62500000 N N N N N N DT Midstream, Inc. N/A 23345MAB3 700000.00000000 PA USD 639198.86000000 0.231959524101 Long DBT CORP US N 2 2031-06-15 Fixed 4.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371KHY0 1346.55000000 PA USD 1401.87000000 0.000508726029 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N N/A N/A N/A 5525000.00000000 PA USD 6322.04000000 0.002294211522 N/A DCR FR N 2 BNP PARIBAS NY BRANCH 549300QVEGJN81E8T563 Markit iBoxx USD Liquid Leveraged Loans Total Return Index GB00B4Q2XT74 Y 2025-06-20 0.00000000 USD 0.00000000 USD 5525000.00000000 USD 6322.04000000 N N N Acrisure LLC N/A 00488PAS4 29633.74990000 PA USD 29719.39000000 0.010784899649 Long LON CORP US N 2 2030-11-06 Variable 8.73650000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 23753.68000000 PA USD 24665.37000000 0.008950841193 Long LON CORP US N 3 2026-12-18 Fixed 19.49000000 N N N N N N UGCard N/A N/A 76.97000000 PA USD 78.18000000 0.000028370819 Long LON CORP US N 3 2025-04-05 Fixed 29.49000000 N N N N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 86880NBB8 6092.95750000 PA USD 6147.73000000 0.002230955989 Long LON CORP US N 2 2030-12-19 Variable 7.08874000 N N N N N N Sammons Financial Group, Inc. 254900SHCOQLVJ21CT59 79588TAF7 400000.00000000 PA USD 418789.96000000 0.151975114317 Long DBT CORP US N 2 2034-04-15 Fixed 6.87500000 N N N N N N Upstart Network, Inc. N/A N/A 801.00999999 PA USD 785.40999999 0.000285018233 Long LON CORP US N 3 2026-11-16 Fixed 25.42000000 N N N N N N Virgin Media Secured Finance plc 213800X3RLP4NOTPY579 92769XAR6 400000.00000000 PA USD 345933.46000000 0.125536144967 Long DBT CORP GB N 2 2030-08-15 Fixed 4.50000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 626.25999999 PA USD 626.26000000 0.000227264128 Long LON CORP US N 3 2025-02-07 Fixed 9.74000000 N N N N N N Upstart Network, Inc. N/A N/A 4731.30000000 PA USD 4547.69000000 0.001650315847 Long LON CORP US N 3 2027-02-22 Fixed 6.52000000 N N N N N N Calpine Construction Finance Co. LP N/A 13134NAH4 50000.00000000 PA USD 49947.75000000 0.018125589773 Long LON CORP US N 2 2030-07-19 Variable 6.35701000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBB8 300000.00000000 PA USD 279224.08000000 0.101327910244 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAB9 300000.00000000 PA USD 268895.74000000 0.097579848442 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CH0 800000.00000000 PA USD 702700.73000000 0.255003782259 Long DBT CORP GB N 2 2031-06-04 Fixed 2.84800000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9830.58000000 PA USD 10006.02000000 0.003631094769 Long LON CORP US N 3 2027-07-10 Fixed 14.24000000 N N N N N N Upstart Network, Inc. N/A N/A 19579.74000000 PA USD 12488.10000000 0.004531819304 Long LON CORP US N 3 2027-04-20 Fixed 28.13000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHW4 2600000.00000000 PA USD 2560532.08000000 0.929194089492 Long DBT UST US N 2 2030-08-31 Fixed 4.12500000 N N N N N N Upstart Network, Inc. N/A N/A 2233.08000000 PA USD 2175.74000000 0.000789556500 Long LON CORP US N 3 2026-11-16 Fixed 10.61000000 N N N N N N African Export-Import Bank (The) 21380068LJCDYA42GJ76 00831TAA9 1400000.00000000 PA USD 1292287.50000000 0.468959524586 Long DBT NUSS US N 2 2029-09-21 Fixed 3.99400000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAA8 900000.00000000 PA USD 843356.72000000 0.306046577458 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 58503UAF0 52693.21680000 PA USD 52938.77000000 0.019211004061 Long LON CORP US N 2 2028-10-23 Variable 6.60701000 N N N N N N Upstart Network, Inc. N/A N/A 4996.43000000 PA USD 4856.39000000 0.001762340304 Long LON CORP US N 3 2027-01-19 Fixed 9.16000000 N N N N N N LendingClub Corp. - LCX PM N/A N/A 3430.58000000 PA USD 3421.34000000 0.001241573550 Long LON CORP US N 3 2025-10-25 Fixed 16.08000000 N N N N N N GNC Holdings, Inc. N/A 36260UAB8 317493.97280000 PA USD 223039.52000000 0.080939038149 Long LON CORP US N 2 2026-10-07 Variable 10.45701000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAK8 800000.00000000 PA USD 757438.82000000 0.274867743385 Long DBT CORP FR N 2 2027-10-19 Fixed 2.04500000 N N N N N N American Trailer World Corp. N/A 03028BAB3 78730.00000000 PA USD 70286.21000000 0.025506234198 Long LON CORP US N 2 2028-03-03 Variable 8.20701000 N N N N N N Upstart Network, Inc. N/A N/A 1129.42000000 PA USD 1112.64000000 0.000403767060 Long LON CORP US N 3 2027-01-19 Fixed 30.66000000 N N N N N N UGCard N/A N/A 13.69000000 PA USD 13.79000000 0.000005004267 Long LON CORP US N 3 2025-04-05 Fixed 28.98000000 N N N N N N Upstart Network, Inc. N/A N/A 4262.87000000 PA USD 4198.52000000 0.001523605190 Long LON CORP US N 3 2026-11-16 Fixed 15.18000000 N N N N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 16411RAN9 200000.00000000 PA USD 201281.80000000 0.073043357020 Long DBT CORP US N 2 2034-04-15 Fixed 5.65000000 N N N N N N Upstart Network, Inc. N/A N/A 9530.64999999 PA USD 9277.08999999 0.003366572620 Long LON CORP US N 3 2027-01-19 Fixed 9.84000000 N N N N N N Waystar Technologies, Inc. 549300BIRBTAWWHCSZ09 63939WAL7 19855.81670000 PA USD 19971.68000000 0.007247543257 Long LON CORP US N 2 2029-10-22 Variable 7.32258000 N N N N N N Zebra Technologies Corp. PO0I32GKZ3HZMMDPZZ08 989207AD7 300000.00000000 PA USD 304594.89000000 0.110534749276 Long DBT CORP US N 2 2032-06-01 Fixed 6.50000000 N N N N N N Upstart Network, Inc. N/A N/A 2182.50000000 PA USD 2139.04000000 0.000776238400 Long LON CORP US N 3 2026-11-16 Fixed 23.05000000 N N N N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779BB8 900000.00000000 PA USD 883283.13000000 0.320535512972 Long DBT CORP US N 2 2032-10-15 Fixed 6.25000000 N N N N N N Upstart Network, Inc. N/A N/A 7584.01000000 PA USD 7408.84000000 0.002688601479 Long LON CORP US N 3 2026-12-13 Fixed 17.38000000 N N N N N N Prosper Funding LLC N/A N/A 357.15999999 PA USD 360.16999999 0.000130702457 Long LON CORP US N 3 2025-02-15 Fixed 20.01000000 N N N N N N Upstart Network, Inc. N/A N/A 1049.98000000 PA USD 1029.41000000 0.000373563641 Long LON CORP US N 3 2026-11-16 Fixed 25.11000000 N N N N N N Upstart Network, Inc. N/A N/A 3409.47000000 PA USD 2170.71000000 0.000787731158 Long LON CORP US N 3 2027-04-20 Fixed 30.44000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 12621.73000000 PA USD 12765.38000000 0.004632441725 Long LON CORP US N 3 2026-02-05 Fixed 9.99000000 N N N N N N Acrisure LLC / Acrisure Finance, Inc. N/A 00489LAM5 300000.00000000 PA USD 314072.70000000 0.113974161382 Long DBT CORP US N 2 2029-06-15 Fixed 8.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DV40 2634.78000000 PA USD 2698.91000000 0.000979410193 Long ABS-MBS USGA US N 2 2033-01-20 Fixed 6.50000000 N N N N N N Upstart Network, Inc. N/A N/A 3426.21000000 PA USD 3329.92000000 0.001208398053 Long LON CORP US N 3 2027-02-22 Fixed 9.42000000 N N N N N N Primary Products Finance LLC N/A 74167NAD5 74072.36970000 PA USD 74367.54000000 0.026987312191 Long LON CORP US N 2 2029-04-02 Variable 8.24824000 N N N N N N Lasership, Inc. N/A 51809EAP0 25247.46000000 PA USD 8899.73000000 0.003229632066 Long LON CORP US N 2 2029-08-10 Variable 9.27841000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9089.04999999 PA USD 9331.81000000 0.003386430017 Long LON CORP US N 3 2026-07-10 Fixed 16.49000000 N N N N N N Upstart Network, Inc. N/A N/A 1683.51000000 PA USD 1653.67000000 0.000600101987 Long LON CORP US N 3 2027-01-19 Fixed 23.59000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296WCS4 6522.12000000 PA USD 6556.93000000 0.002379450993 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBD3 800000.00000000 PA USD 669787.72000000 0.243059946602 Long DBT CORP FR N 2 2032-06-09 Fixed 2.88900000 N N N N N N Toll Brothers Finance Corp. N/A 88947EAU4 640000.00000000 PA USD 603089.51000000 0.218855765371 Long DBT CORP US N 2 2029-11-01 Fixed 3.80000000 N N N N N N Upstart Network, Inc. N/A N/A 3610.24000000 PA USD 3470.61000000 0.001259453191 Long LON CORP US N 3 2027-02-22 Fixed 6.82000000 N N N N N N Peer Holding III BV N/A N/A 51238.26000000 PA USD 51590.52000000 0.018721736248 Long LON CORP NL N 2 2031-07-01 Variable 7.32878000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DRW3 1558.34000000 PA USD 1594.09000000 0.000578480940 Long ABS-MBS USGA US N 2 2032-02-20 Fixed 6.50000000 N N N N N N UGCard N/A N/A 41.50999999 PA USD 41.38999999 0.000015020059 Long LON CORP US N 3 2025-04-03 Fixed 28.98000000 N N N N N N Upstart Network, Inc. N/A N/A 6815.29000000 PA USD 6621.52000000 0.002402890124 Long LON CORP US N 3 2026-12-13 Fixed 9.00000000 N N N N N N Sealed Air Corp. N/A 812127AA6 800000.00000000 PA USD 803306.05000000 0.291512549107 Long DBT CORP US N 2 2028-02-01 Fixed 6.12500000 N N N N N N UGCard N/A N/A 0.41999999 PA USD 0.42000000 0.000000152414 Long LON CORP US N 3 2025-04-03 Fixed 29.49000000 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AP1 500000.00000000 PA USD 442632.85000000 0.160627484907 Long DBT CORP US N 2 2031-04-30 Fixed 4.12500000 N N N N N N Prosper Funding LLC N/A N/A 2412.65000000 PA USD 2370.20000000 0.000860124287 Long LON CORP US N 3 2027-01-04 Fixed 10.80000000 N N N N N N Jane Street Group LLC N/A 47077DAM2 42409.54060000 PA USD 42322.81000000 0.015358567545 Long LON CORP US N 2 2031-12-15 Variable 6.39545000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AE2 345000.00000000 PA USD 335365.94000000 0.121701286892 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N BX Commercial Mortgage Trust N/A 05610HAA1 655295.15000000 PA USD 655826.73000000 0.237993628748 Long ABS-MBS CORP US N 2 2039-02-15 Floating 5.40999000 N N N N N N Upstart Network, Inc. N/A N/A 1444.65000000 PA USD 1422.20000000 0.000516103603 Long LON CORP US N 3 2026-10-25 Fixed 25.35000000 N N N N N N Polaris Newco LLC 254900LEPDAG7EDOA064 73108RAB4 19231.56050000 PA USD 19290.51000000 0.007000352784 Long LON CORP US N 2 2028-06-02 Variable 8.84698000 N N N N N N Upstart Network, Inc. N/A N/A 182.81000000 PA USD 180.99000000 0.000065679645 Long LON CORP US N 3 2035-01-19 Fixed 6.66000000 N N N N N N Vital Energy, Inc. 549300X0PTWU2QSLSL14 516806AK2 700000.00000000 PA USD 674212.69000000 0.244665728464 Long DBT CORP US N 2 2032-04-15 Fixed 7.87500000 N N N N N N Upstart Network, Inc. N/A N/A 26238.86000000 PA USD 25954.92000000 0.009418807304 Long LON CORP US N 3 2027-04-20 Fixed 17.74000000 N N N N N N Klockner Pentaplast of America, Inc. N/A 49865NAT7 146733.58240000 PA USD 134628.06000000 0.048855313553 Long LON CORP US N 2 2026-02-09 Variable 9.72293000 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LBZ1 1000000.00000000 PA USD 964401.15000000 0.349972513712 Long DBT CORP US N 2 2029-01-15 Fixed 3.87500000 N N N N N N UGCard N/A N/A 343.51000000 PA USD 23.73000000 0.000008611403 Long LON CORP US N 3 2025-08-03 Fixed 28.98000000 N N N N N N Prosper Funding LLC N/A N/A 280.01000000 PA USD 279.63000000 0.000101475214 Long LON CORP US N 3 2025-04-11 Fixed 18.09000000 N N N N N N UGCard N/A N/A 55.85000000 PA USD 56.00999999 0.000020325525 Long LON CORP US N 3 2025-04-05 Fixed 29.49000000 N N N N N N US Anesthesia Partners, Inc. 549300J001GMNRO7SQ51 90350HAL3 102828.17230000 PA USD 102465.70000000 0.037183882037 Long LON CORP US N 2 2028-10-02 Variable 8.91713000 N N N N N N AZZ, Inc. 549300HD1X2NFLWPYC83 00247NAG7 64602.64000000 PA USD 64937.28000000 0.023565155553 Long LON CORP US N 2 2029-05-14 Variable 6.85701000 N N N N N N Benchmark Mortgage Trust N/A 08163BBF7 2919935.33600000 PA USD 206484.98000000 0.074931544300 Long ABS-MBS CORP US N 2 2054-01-15 Variable 1.50510600 N N N N N N K2016470219 South Africa Ltd. 378900DECAC8CFA88345 N/A 14792309.00000000 NS 0.00000000 0.000000 Long EC CORP ZA Y 3 N N N Upstart Network, Inc. N/A N/A 10456.02000000 PA USD 10183.14000000 0.003695370026 Long LON CORP US N 3 2026-12-13 Fixed 12.46000000 N N N N N N Genesys Cloud Services Holdings II LLC N/A 39479UAV5 62235.55000000 PA USD 62835.81000000 0.022802550968 Long LON CORP US N 2 2027-12-01 Variable 7.35701000 N N N N N N UTEX Industries, Inc. N/A N/A 1757.00000000 NS USD 73135.13000000 0.026540081673 Long EC CORP US N 2 N N N UGCard N/A N/A 79.21000000 PA USD 80.47000000 0.000029201840 Long LON CORP US N 3 2025-04-05 Fixed 28.98000000 N N N N N N Prologis Targeted US Logistics Fund LP 5493004DTBWUQ9F2VJ87 74350LAA2 250000.00000000 PA USD 252895.38000000 0.091773461536 Long DBT CORP US N 2 2029-04-01 Fixed 5.25000000 N N N N N N Upstart Network, Inc. N/A N/A 1963.13000000 PA USD 1933.11000000 0.000701508253 Long LON CORP US N 3 2027-02-22 Fixed 27.13000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDP1 1150000.00000000 PA USD 1080275.94000000 0.392022434051 Long DBT CORP US N 2 2032-08-15 Fixed 4.35000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFZ9 4000000.00000000 PA USD 3955479.72000000 1.435408056645 Long DBT UST US N 2 2027-11-30 Fixed 3.87500000 N N N N N N UGCard N/A N/A 9.82999999 PA USD 9.81999999 0.000003563589 Long LON CORP US N 3 2025-04-05 Fixed 28.98000000 N N N N N N Upstart Network, Inc. N/A N/A 3697.63000000 PA USD 3635.71000000 0.001319366497 Long LON CORP US N 3 2026-12-13 Fixed 15.37000000 N N N N N N Upstart Network, Inc. N/A N/A 2830.17000000 PA USD 2758.28000000 0.001000955033 Long LON CORP US N 3 2027-12-22 Fixed 24.08000000 N N N N N N Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC N/A 45827MAA5 75000.00000000 PA USD 74008.21000000 0.026856914562 Long DBT CORP CA N 2 2028-09-15 Fixed 6.00000000 N N N N N N Coronado Finance Pty. Ltd. 549300NS5FS0W548RE27 21979LAB2 200000.00000000 PA USD 203065.85000000 0.073690772738 Long DBT CORP AU N 2 2029-10-01 Fixed 9.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H050615 3170000.00000000 PA USD 3075519.13000000 1.116078263591 Long ABS-MBS USGA US N 2 2055-01-15 Fixed 5.00000000 N N N N N N Upstart Network, Inc. N/A N/A 11585.68000000 PA USD 11421.47000000 0.004144748859 Long LON CORP US N 3 2027-01-19 Fixed 18.87000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292H2D5 8943.27000000 PA USD 9143.87000000 0.003318228279 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N Froneri International Ltd. N/A G3679YAK8 116788.33000000 PA USD 117038.85000000 0.042472347255 Long LON CORP GB N 2 2031-09-17 Variable 6.35701000 N N N N N N UGCard N/A N/A 18.03000000 PA USD 18.23000000 0.000006615503 Long LON CORP US N 3 2025-04-05 Fixed 28.98000000 N N N N N N Upstart Network, Inc. N/A N/A 968.11000000 PA USD 947.74000000 0.000343926332 Long LON CORP US N 3 2026-12-13 Fixed 25.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDZ1 9800000.00000000 PA USD 9765957.45000000 3.543978226889 Long DBT UST US N 2 2025-02-15 Fixed 1.50000000 N N N N N N Clover Holdings 2 LLC N/A 18914DAB4 23752.97000000 PA USD 24049.88000000 0.008727485401 Long LON CORP US N 2 2031-11-03 Variable 8.42844000 N N N N N N Upstart Network, Inc. N/A N/A 1995.95000000 PA USD 1976.46000000 0.000717239578 Long LON CORP US N 3 2027-04-20 Fixed 25.87000000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBH2 200000.00000000 PA USD 179298.28000000 0.065065735099 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Manitowoc Co., Inc. (The) 2RTSLGQ89VMY18RHX631 563571AN8 300000.00000000 PA USD 307881.94000000 0.111727590192 Long DBT CORP US N 2 2031-10-01 Fixed 9.25000000 N N N N N N Upstart Network, Inc. N/A N/A 1162.81000000 PA USD 1144.37000000 0.000415281592 Long LON CORP US N 3 2027-02-22 Fixed 25.60000000 N N N N N N UGCard N/A N/A 12.92000000 PA USD 13.09000000 0.000004750243 Long LON CORP US N 3 2025-04-03 Fixed 29.49000000 N N N N N N Grifols SA 959800HSSNXWRKBK4N60 39843UAA0 200000.00000000 PA USD 184008.73000000 0.066775115088 Long DBT CORP ES N 2 2028-10-15 Fixed 4.75000000 N N N N N N Jaguar Land Rover Automotive plc 529900L73GEWN1O5NH84 47010BAM6 800000.00000000 PA USD 777156.54000000 0.282023126840 Long DBT CORP GB N 2 2029-07-15 Fixed 5.50000000 N N N N N N First Student Bidco, Inc. N/A 33718FAM2 6686.00000000 PA USD 6706.89000000 0.002433870130 Long LON CORP US N 2 2028-07-21 Variable 6.89219000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297DT32 10458.37000000 PA USD 10714.24000000 0.003888101445 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N AAL Delaware Holdco, Inc. N/A 00036YAB9 25909.09490000 PA USD 26152.12000000 0.009490369412 Long LON CORP US N 2 2031-07-30 Variable 7.85701000 N N N N N N Upstart Network, Inc. N/A N/A 957.68000000 PA USD 949.73000000 0.000344648485 Long LON CORP US N 3 2027-04-20 Fixed 30.65000000 N N N N N N Directv Financing LLC / Directv Financing Co-Obligor, Inc. N/A 25461LAA0 700000.00000000 PA USD 682754.56000000 0.247765496351 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DMR9 197.62000000 PA USD 204.25000000 0.000074120490 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 6.50000000 N N N N N N TTM Technologies, Inc. 549300SC4BDOIS008048 87305RAK5 800000.00000000 PA USD 743099.85000000 0.269664259985 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N PRA Group, Inc. 549300Q5HW3JSSB86K27 69354NAD8 400000.00000000 PA USD 366305.65000000 0.132929029706 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N Upstart Network, Inc. N/A N/A 9238.05000000 PA USD 1334.34000000 0.000484219999 Long LON CORP US N 3 2027-07-22 Fixed 25.17000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAL7 889000.00000000 PA USD 855479.76000000 0.310445919768 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N Darling Ingredients, Inc. L1N0SPPKS7EXZYUMZ898 237266AJ0 700000.00000000 PA USD 691144.72000000 0.250810210043 Long DBT CORP US N 2 2030-06-15 Fixed 6.00000000 N N N N N N Adeia, Inc. N/A 98422BAC3 104165.62700000 PA USD 104513.02000000 0.037926836073 Long LON CORP US N 2 2028-06-08 Variable 7.37026000 N N N N N N First Eagle Holdings, Inc. N/A 05554JAJ6 119400.00000000 PA USD 119792.23000000 0.043471524122 Long LON CORP US N 2 2029-03-05 Variable 7.32880000 N N N N N N Upstart Network, Inc. N/A N/A 3494.30000000 PA USD 3438.17000000 0.001247681006 Long LON CORP US N 3 2027-01-19 Fixed 27.80000000 N N N N N N Grand Canyon University N/A 38528UAE6 800000.00000000 PA USD 750952.26000000 0.272513829033 Long DBT CORP US N 2 2028-10-01 Fixed 5.12500000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12532BAD9 280000.00000000 PA USD 272423.65000000 0.098860095288 Long ABS-MBS CORP US N 2 2054-12-10 Fixed 3.83850000 N N N N N N Viking Cruises Ltd. 549300IJP90T4MV2GL84 92676XAF4 300000.00000000 PA USD 301949.06000000 0.109574601338 Long DBT CORP BM N 2 2029-02-15 Fixed 7.00000000 N N N N N N Banijay Entertainment SAS 969500CE0IE2EZ5VBG13 060335AB2 32323.00000000 PA USD 33621.48000000 0.012200933056 Long DBT CORP FR N 2 2029-05-01 Fixed 8.12500000 N N N N N N Radiology Partners, Inc. N/A 75041EAJ1 99760.84710000 PA USD 98838.06000000 0.035867444070 Long LON CORP US N 2 2029-01-31 Variable 8.27540000 N N Y N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D3Z3 764990.93800000 PA USD 654403.05000000 0.237476988066 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N Upstart Network, Inc. N/A N/A 174.24000000 PA USD 171.62000000 0.000062279356 Long LON CORP US N 3 2025-04-20 Fixed 15.15000000 N N N N N N UGCard N/A N/A 3.93000000 PA USD 3.91999999 0.000001422532 Long LON CORP US N 3 2025-04-02 Fixed 29.49000000 N N N N N N Upstart Network, Inc. N/A N/A 2079.39000000 PA USD 2060.28000000 0.000747657103 Long LON CORP US N 3 2027-04-20 Fixed 27.01000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NX5 1600000.00000000 PA USD 1609110.21000000 0.583931639893 Long DBT CORP US N 2 2026-09-29 Fixed 5.61000000 N N N N N N Ritchie Bros Holdings, Inc. 254900LH3N0EGB1LQ203 76774LAC1 300000.00000000 PA USD 314097.30000000 0.113983088501 Long DBT CORP US N 2 2031-03-15 Fixed 7.75000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DG1 550000.00000000 PA USD 552404.52000000 0.200462637825 Long DBT CORP GB N 2 2028-08-11 Fixed 5.21000000 N N N N N N Upstart Network, Inc. N/A N/A 355.11000000 PA USD 351.13000000 0.000127421922 Long LON CORP US N 3 2025-02-22 Fixed 6.01000000 N N N N N N Standard Building Solutions, Inc. 54930064UHXCIUWVI755 853191AA2 100000.00000000 PA USD 100246.15000000 0.036378427281 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Upstart Network, Inc. N/A N/A 25403.47000000 PA USD 24346.12000000 0.008834988236 Long LON CORP US N 3 2027-06-19 Fixed 6.07000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XBB9 417095.15100000 PA USD 425208.15000000 0.154304217810 Long ABS-MBS CORP US N 2 2025-07-25 Floating 9.68326920 N N N N N N Upstart Network, Inc. N/A N/A 7354.51000000 PA USD 3268.31000000 0.001186040338 Long LON CORP US N 3 2026-12-13 Fixed 13.04000000 N N N N N N Great Canadian Gaming Corp. 549300FU60SSFLTE0M84 389925AA6 500000.00000000 PA USD 512294.66000000 0.185907129954 Long DBT CORP CA N 2 2029-11-15 Fixed 8.75000000 N N N N N N Papa John's International, Inc. HZYLD3DK5XOX0WBVNB56 698813AA0 300000.00000000 PA USD 269189.06000000 0.097686291635 Long DBT CORP US N 2 2029-09-15 Fixed 3.87500000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2L7 500000.00000000 PA USD 493634.52000000 0.179135532780 Long DBT CORP FR N 2 2026-06-09 Fixed 2.21900000 N N N N N N UGCard N/A N/A 40.22000000 PA USD 40.80000000 0.000014805953 Long LON CORP US N 3 2025-04-05 Fixed 28.98000000 N N N N N N Upstart Network, Inc. N/A N/A 867.92000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2034-12-13 Fixed 14.61000000 N N N N N N Upstart Network, Inc. N/A N/A 1269.36000000 PA USD 1256.66000000 0.000456030624 Long LON CORP US N 3 2027-04-20 Fixed 19.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWEK5 5495141.04400000 PA USD 5174261.07000000 1.877692859733 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5989.69000000 PA USD 6305.15000000 0.002288082293 Long LON CORP US N 3 2026-01-30 Fixed 17.49000000 N N N N N N Ontario Gaming GTA LP 894500EC9KLZLOC3V025 C6907UAB7 21022.64750000 PA USD 21092.13000000 0.007654144497 Long LON CORP CA N 2 2030-08-01 Variable 8.57878000 N N N N N N Upstart Network, Inc. N/A N/A 4297.35000000 PA USD 4232.43000000 0.001535910825 Long LON CORP US N 3 2027-02-22 Fixed 27.52000000 N N N N N N Scientific Games Holdings LP N/A 80875CAE7 129513.09000000 PA USD 129982.57000000 0.047169506964 Long LON CORP US N 2 2029-04-04 Variable 7.58970000 N N N N N N United Airlines Pass-Through Trust N/A N/A 40000.00000000 PA USD 39952.00000000 0.014498221894 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 211.33000000 PA USD 198.26000000 0.000071946772 Long LON CORP US N 3 2025-02-22 Fixed 19.44000000 N N N N N N Prosper Funding LLC N/A N/A 4623.63000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2025-02-16 Fixed 15.40000000 N N N N N N Prosper Funding LLC N/A N/A 9509.31000000 PA USD 9670.89000000 0.003509479103 Long LON CORP US N 3 2027-04-15 Fixed 16.90000000 N N N N N N Upstart Network, Inc. N/A N/A 1880.78000000 PA USD 1849.13000000 0.000671032665 Long LON CORP US N 3 2027-01-19 Fixed 25.10000000 N N N N N N Connect Finco SARL / Connect US Finco LLC N/A 20752TAB0 500000.00000000 PA USD 456027.18000000 0.165488166937 Long DBT CORP US N 2 2029-09-15 Fixed 9.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 90506.37000000 0.032843948616 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5400000000.00000000 COP 1308535.77000000 USD 2025-02-18 90506.37000000 N N N Upstart Network, Inc. N/A N/A 2641.77000000 PA USD 2588.91000000 0.000939492181 Long LON CORP US N 3 2026-12-13 Fixed 27.11000000 N N N N N N UGCard N/A N/A 485.86000000 PA USD 491.48999999 0.000178357305 Long LON CORP US N 3 2025-04-05 Fixed 29.49000000 N N N N N N Var Energi ASA 549300LIVN3FFOJN2K47 92212WAE0 1000000.00000000 PA USD 1124753.93000000 0.408163097057 Long DBT CORP NO N 2 2032-11-15 Fixed 8.00000000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAA3 250000.00000000 PA USD 249626.68000000 0.090587279670 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.21156880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417YNA1 8899.98000000 PA USD 8931.92000000 0.003241313528 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 5.00000000 N N N N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 00131LAP0 300000.00000000 PA USD 295771.67000000 0.107332882001 Long DBT CORP HK N 2 2033-04-04 Fixed 4.95000000 N N N N N N Consumer Loan Underlying Bond Club Certificate Issuer Trust I N/A 21056VAA8 5113.84000000 PA USD 4261.48000000 0.001546452809 Long ABS-O CORP US N 2 2045-04-17 Variable 10.79596800 N N N N N N Upstart Network, Inc. N/A N/A 679.71000000 PA USD 668.09000000 0.000242443859 Long LON CORP US N 3 2026-11-16 Fixed 31.22000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGE5 3050000.00000000 PA USD 3040135.60000000 1.103237898419 Long DBT UST US N 2 2026-01-15 Fixed 3.87500000 N N N N N N Pactiv Evergreen Group Holdings, Inc. N/A 69526MAC5 28028.57680000 PA USD 28181.89000000 0.010226954711 Long LON CORP US N 2 2028-09-25 Variable 6.85701000 N N N N N N Upstart Network, Inc. N/A N/A 483.64000000 PA USD 476.56000000 0.000172939342 Long LON CORP US N 3 2026-11-16 Fixed 16.83000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 10146.02000000 PA USD 10524.04000000 0.003819079574 Long LON CORP US N 3 2027-05-24 Fixed 17.99000000 N N N N N N Spin Holdco, Inc. 549300QAS44U2GUXGK45 84850XAK8 109021.31340000 PA USD 92302.35000000 0.033495693624 Long LON CORP US N 2 2028-03-06 Variable 8.70578000 N N N N N N Atlantica Sustainable Infrastructure plc 549300ITBBGKJ651R879 04916WAA2 900000.00000000 PA USD 850922.70000000 0.308792203632 Long DBT CORP GB N 2 2028-06-15 Fixed 4.12500000 N N N N N N UGCard N/A N/A 43.01000000 PA USD 43.50000000 0.000015785759 Long LON CORP US N 3 2025-04-05 Fixed 28.98000000 N N N N N N Upstart Network, Inc. N/A N/A 33.98999999 PA USD 33.64999999 0.000012211282 Long LON CORP US N 3 2035-01-19 Fixed 7.96000000 N N N N N N Upstart Network, Inc. N/A N/A 6915.68000000 PA USD 6783.97000000 0.002461841769 Long LON CORP US N 3 2026-09-20 Fixed 19.15000000 N N N N N N Radar Bidco SARL N/A L7781HAD1 41875.00000000 PA USD 42433.19000000 0.015398623455 Long LON CORP LU N 2 2031-04-04 Variable 8.33972000 N N N N N N Jefferson Capital Holdings LLC N/A 472481AA8 700000.00000000 PA USD 701332.59000000 0.254507296544 Long DBT CORP US N 2 2026-08-15 Fixed 6.00000000 N N N N N N Aventiv Technologies LLC N/A 05358AAP9 0.02000000 PA USD 0.01000000 0.000000003628 Long LON CORP US N 2 2025-07-31 Variable 9.68039000 N N Y N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804FE9 85000.00000000 PA USD 90725.16000000 0.032923345541 Long DBT CORP US N 2 2037-11-30 Fixed 6.35000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 5284.74000000 PA USD 5488.57000000 0.001991752746 Long LON CORP US N 3 2026-03-31 Fixed 18.99000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYM0 1000000.00000000 PA USD 949187.01000000 0.344451438981 Long DBT CORP US N 2 2027-10-21 Fixed 1.94800000 N N N N N N Evergreen Acqco 1 LP N/A 30015FAG1 44129.07200000 PA USD 44300.07000000 0.016076097436 Long LON CORP US N 2 2028-04-26 Variable 8.07666000 N N N N N N UGCard N/A N/A 11.76000000 PA USD 11.75000000 0.000004263969 Long LON CORP US N 3 2025-04-05 Fixed 16.99000000 N N N N N N N/A N/A N/A 780000.00000000 PA USD 73431.38000000 0.026647588136 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 69686.53000000 USD 780000.00000000 USD 73431.38000000 N N N Entain plc N/A 36270BAC6 49750.00000000 PA USD 49951.99000000 0.018127128431 Long LON CORP IM N 2 2029-10-31 Variable 7.07878000 N N N N N N N/A N/A N/A 8.00000000 NC USD -54637.56000000 -0.01982747969 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bonds 2025-03-20 951250.00000000 USD -54637.56000000 N N N Prosper Funding LLC N/A N/A 4104.20000000 PA USD 4032.39000000 0.001463318106 Long LON CORP US N 3 2027-02-08 Fixed 11.88000000 N N N N N N Delta Air Lines, Inc. / SkyMiles IP Ltd. N/A 830867AA5 368000.00000000 PA USD 365807.85000000 0.132748382558 Long DBT CORP US N 2 2025-10-20 Fixed 4.50000000 N N N N N N SunSource Borrower LLC N/A 12508KAJ6 45226.70760000 PA USD 45424.57000000 0.016484168384 Long LON CORP US N 2 2031-03-25 Variable 8.45701000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408GY3 550000.00000000 PA USD 451971.93000000 0.164016553142 Long DBT CORP US N 2 2044-03-15 Fixed 4.10000000 N N N N N N Upstart Network, Inc. N/A N/A 352.95999999 PA USD 348.28999999 0.000126391312 Long LON CORP US N 3 2027-01-19 Fixed 19.62000000 N N N N N N Broadstreet Partners, Inc. N/A 11132VAY5 122605.50000000 PA USD 123168.26000000 0.044696655081 Long LON CORP US N 2 2031-06-16 Variable 7.57258000 N N N N N N Prosper Funding LLC N/A N/A 17907.00000000 PA USD 4165.01000000 0.001511444712 Long LON CORP US N 3 2028-01-17 Fixed 16.20000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAY7 100000.00000000 PA USD 90071.80000000 0.032686247067 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKQ1 800000.00000000 PA USD 760608.66000000 0.276018049845 Long DBT CORP US N 2 2033-04-27 Fixed 4.57100000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 21792.44000000 PA USD 22140.19000000 0.008034476056 Long LON CORP US N 3 2026-12-20 Fixed 11.74000000 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAC9 400000.00000000 PA USD 377686.92000000 0.137059190347 Long DBT CORP US N 2 2029-06-01 Fixed 4.87500000 N N N N N N EnLink Midstream LLC 54930000GY1H533OBE23 29336TAA8 1100000.00000000 PA USD 1100750.09000000 0.399452319158 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N Upstart Network, Inc. N/A N/A 559.20000000 PA USD 550.18000000 0.000199655379 Long LON CORP US N 3 2026-10-25 Fixed 24.04000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEC6 300000.00000000 PA USD 298227.33000000 0.108224018955 Long DBT CORP US N 2 2035-01-23 Fixed 5.33600000 N N N N N N Arch Capital Group Ltd. 549300AYR4P8AFKDCE43 03939AAA5 1000000.00000000 PA USD 713454.08000000 0.258906076373 Long DBT CORP BM N 2 2050-06-30 Fixed 3.63500000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAP6 900000.00000000 PA USD 920260.67000000 0.333954330053 Long DBT CORP US N 2 2029-02-15 Fixed 7.00000000 N N N N N N Upstart Network, Inc. N/A N/A 1092.75000000 PA USD 555.62999999 0.000201633135 Long LON CORP US N 3 2025-02-22 Fixed 24.49000000 N N N N N N Upstart Network, Inc. N/A N/A 4781.41000000 PA USD 4718.45000000 0.001712283117 Long LON CORP US N 3 2027-02-22 Fixed 31.91000000 N N N N N N H&E Equipment Services, Inc. 254900KVLRCDMQRYY541 404030AJ7 600000.00000000 PA USD 549025.22000000 0.199236320212 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CBU2 500000.00000000 PA USD 487855.90000000 0.177038523494 Long DBT CORP US N 2 2031-10-15 Fixed 4.85000000 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAE5 125000.00000000 PA USD 125566.52000000 0.045566962090 Long DBT CORP US N 2 2030-05-15 Fixed 6.62500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFL4 200000.00000000 PA USD 198979.53000000 0.072207883919 Long DBT CORP US N 2 2035-01-18 Fixed 5.46600000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682695AA9 600000.00000000 PA USD 636696.01000000 0.231051262320 Long DBT CORP US N 2 2029-01-15 Fixed 9.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2904.57000000 PA USD 2828.69000000 0.001026506189 Long LON CORP US N 3 2027-01-19 Fixed 11.10000000 N N N N N N Upstart Network, Inc. N/A N/A 4365.08000000 PA USD 2744.48000000 0.000995947137 Long LON CORP US N 3 2027-04-16 Fixed 23.63000000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 13134MBQ5 49874.68670000 PA USD 49898.13000000 0.018107583121 Long LON CORP US N 2 2031-01-31 Variable 6.57258000 N N N N N N Upstart Network, Inc. N/A N/A 1795.60000000 PA USD 1746.24000000 0.000633694808 Long LON CORP US N 3 2027-01-19 Fixed 8.60000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 553283AC6 500000.00000000 PA USD 326265.00000000 0.118398637523 Long DBT CORP US N 2 2028-11-01 Fixed 5.75000000 N N N N N N Upstart Network, Inc. N/A N/A 2160.83000000 PA USD 2132.08000000 0.000773712678 Long LON CORP US N 3 2025-08-25 Fixed 17.66000000 N N N N N N Upstart Network, Inc. N/A N/A 524.69000000 PA USD 514.11000000 0.000186565900 Long LON CORP US N 3 2026-11-16 Fixed 23.81000000 N N N N N N UGCard N/A N/A 178.31000000 PA USD 178.65000000 0.000064830480 Long LON CORP US N 3 2025-04-05 Fixed 19.99000000 N N N N N N Upstart Network, Inc. N/A N/A 3754.85000000 PA USD 3701.81000000 0.001343353594 Long LON CORP US N 3 2027-01-19 Fixed 32.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5520.87000000 PA USD 5383.18000000 0.001953507662 Long LON CORP US N 3 2026-11-16 Fixed 12.90000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BU7 1300000.00000000 PA USD 1096836.29000000 0.398032036297 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABN4 500000.00000000 PA USD 330080.97000000 0.119783418756 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N Transocean, Inc. DOL4HJ22ADYSIWES4H94 893830BY4 100000.00000000 PA USD 98056.51000000 0.035583826596 Long DBT CORP KY N 2 2029-05-15 Fixed 8.25000000 N N N N N N Fortress Intermediate 3, Inc. N/A 34966LAB0 21908.91050000 PA USD 22004.87000000 0.007985369643 Long LON CORP US N 2 2031-06-27 Variable 7.85701000 N N N N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485AG1 600000.00000000 PA USD 594226.32000000 0.215639393342 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Kraken Oil & Gas Partners LLC 549300DR5HSL4YAU3X12 50076PAA6 400000.00000000 PA USD 385380.04000000 0.139850954484 Long DBT CORP US N 2 2029-08-15 Fixed 7.62500000 N N N N N N F&G Annuities & Life, Inc. N/A 30190AAF1 200000.00000000 PA USD 204334.78000000 0.074151256036 Long DBT CORP US N 2 2029-06-04 Fixed 6.50000000 N N N N N N 24 Hour Fitness Worldwide, Inc. N/A N/A 11237.00000000 NS USD 1151.79000000 0.000417974243 Long EP CORP US N 2 N N N GNMA 549300M8ZYFG0OCMTT87 36202CY98 548.64000000 PA USD 557.33000000 0.000202250050 Long ABS-MBS USGA US N 2 2028-01-20 Fixed 7.50000000 N N N N N N UGCard N/A N/A 112.69000000 PA USD 117.84000000 0.000042763077 Long LON CORP US N 3 2027-02-03 Fixed 29.49000000 N N N N N N Upstart Network, Inc. N/A N/A 5977.75000000 PA USD 266.17000000 0.000096590701 Long LON CORP US N 3 2027-02-22 Fixed 16.08000000 N N N N N N Prosper Funding LLC N/A N/A 2421.67000000 PA USD 2383.69000000 0.000865019687 Long LON CORP US N 3 2027-01-13 Fixed 11.10000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292HEE0 87.65200000 PA USD 90.26000000 0.000032754543 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 7.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAH4 1000000.00000000 PA USD 997066.96000000 0.361826642710 Long DBT CORP FR N 2 2030-01-09 Fixed 5.17600000 N N N N N N Upstart Network, Inc. N/A N/A 5058.80000000 PA USD 4989.06000000 0.001810485055 Long LON CORP US N 3 2028-02-20 Fixed 25.37000000 N N N N N N United Airlines, Inc. N/A 90932RAP9 44420.32160000 PA USD 44622.66000000 0.016193162449 Long LON CORP US N 2 2031-02-24 Variable 6.63476000 N N N N N N UGCard N/A N/A 19.13000000 PA USD 19.49000000 0.000007072745 Long LON CORP US N 3 2025-04-05 Fixed 29.49000000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp. N/A 1248EPCN1 300000.00000000 PA USD 258395.34000000 0.093769347611 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N UGCard N/A N/A 50.54000000 PA USD 3.05000000 0.000001106817 Long LON CORP US N 3 2025-04-05 Fixed 27.99000000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAG0 400000.00000000 PA USD 398708.20000000 0.144687624016 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.46157080 N N N N N N Arcosa, Inc. 549300WFHLTCZV7D6V29 039653AA8 800000.00000000 PA USD 746754.64000000 0.270990550444 Long DBT CORP US N 2 2029-04-15 Fixed 4.37500000 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 701094AR5 400000.00000000 PA USD 395847.71000000 0.143649577892 Long DBT CORP US N 2 2027-09-15 Fixed 4.25000000 N N N N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674XAQ9 598000.00000000 PA USD 612588.66000000 0.222302921571 Long DBT CORP US N 2 2029-02-01 Fixed 7.62500000 N N N N N N Outfront Media Capital LLC / Outfront Media Capital Corp. N/A 69007TAC8 300000.00000000 PA USD 277455.93000000 0.100686264493 Long DBT CORP US N 2 2030-03-15 Fixed 4.62500000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 226373AR9 400000.00000000 PA USD 405978.38000000 0.147325907026 Long DBT CORP US N 2 2029-02-01 Fixed 6.00000000 N N N N N N Digicel Group Holdings Ltd. N/A N/A 29771.00000000 PA USD 833.81000000 0.000302582158 Long DBT CORP US N 3 2033-11-17 None 0.00000000 N N N N N N UGCard N/A N/A 226.34999999 PA USD 228.54000000 0.000082935112 Long LON CORP US N 3 2025-04-05 Fixed 29.49000000 N N N N N N Upstart Network, Inc. N/A N/A 35771.99000000 PA USD 2606.98000000 0.000946049622 Long LON CORP US N 3 2027-06-19 Fixed 22.96000000 N N N N N N Prosper Funding LLC N/A N/A 2757.78000000 PA USD 2881.86000000 0.001045801105 Long LON CORP US N 3 2026-11-26 Fixed 26.13000000 N N N N N N Prosper Funding LLC N/A N/A 6290.70000000 PA USD 6158.90000000 0.002235009482 Long LON CORP US N 3 2027-04-13 Fixed 13.10000000 N N N N N N Upstart Network, Inc. N/A N/A 4762.94000000 PA USD 638.88000000 0.000231843812 Long LON CORP US N 3 2026-11-16 Fixed 14.24000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDP4 300000.00000000 PA USD 311751.79000000 0.113131923993 Long DBT NUSS MX N 2 2033-02-07 Fixed 10.00000000 N N N N N N Gray Television, Inc. 529900TM5726KDN7UU35 389376AZ7 81176.13000000 PA USD 75225.11000000 0.027298516640 Long LON CORP US N 2 2028-12-01 Variable 7.66713000 N N N N N N Upstart Network, Inc. N/A N/A 3466.96000000 PA USD 3410.50000000 0.001237639812 Long LON CORP US N 3 2027-02-20 Fixed 28.44000000 N N N N N N Upstart Network, Inc. N/A N/A 600.22000000 PA USD 591.46000000 0.000214635520 Long LON CORP US N 3 2027-01-19 Fixed 30.97000000 N N N N N N UGCard N/A N/A 25.23999999 PA USD 25.51000000 0.000009257349 Long LON CORP US N 3 2025-07-03 Fixed 28.98000000 N N N N N N Amplify Energy Corp. J0TW5YQRAZXYN7VEU787 03212B103 431.00000000 NS USD 2586.00000000 0.000938436168 Long EC CORP US N 1 N N N GBT US III LLC N/A 36154HAB6 33241.00000000 PA USD 33444.60000000 0.012136744893 Long LON CORP US N 2 2031-07-28 Variable 7.62587000 N N N N N N Endo Finance Holdings, Inc. N/A 29281RAA7 400000.00000000 PA USD 424313.20000000 0.153979448495 Long DBT CORP US N 2 2031-04-15 Fixed 8.50000000 N N N N N N Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer N/A 01883LAF0 200000.00000000 PA USD 201000.17000000 0.072941156023 Long DBT CORP US N 2 2031-01-15 Fixed 7.00000000 N N N N N N UGCard N/A N/A 142.39000000 PA USD 143.85000000 0.000052201872 Long LON CORP US N 3 2025-04-05 Fixed 19.80000000 N N N N N N UGCard N/A N/A 305.76000000 PA USD 99.40000000 0.000036071367 Long LON CORP US N 3 2025-04-05 Fixed 28.98000000 N N N N N N Weekley Homes LLC / Weekley Finance Corp. N/A 948565AD8 500000.00000000 PA USD 478982.55000000 0.173818464492 Long DBT CORP US N 2 2028-09-15 Fixed 4.87500000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1435.42000000 PA USD 1459.82000000 0.000529755563 Long LON CORP US N 3 2025-05-25 Fixed 21.99000000 N N N N N N Organon & Co. / Organon Foreign Debt Co-Issuer BV N/A 68622TAA9 700000.00000000 PA USD 658265.79000000 0.238878741711 Long DBT CORP US N 2 2028-04-30 Fixed 4.12500000 N N N N N N WWEX UNI TopCo Holdings LLC N/A 00435UAF5 59845.75840000 PA USD 60286.22000000 0.021877327661 Long LON CORP US N 2 2028-07-26 Variable 8.32878000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 3844.39000000 PA USD 3871.47000000 0.001404921683 Long LON CORP US N 3 2027-03-13 Fixed 19.49000000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAB7 700000.00000000 PA USD 730773.10000000 0.265190993146 Long DBT CORP US N 2 2031-06-01 Fixed 8.37500000 N N N N N N Syngenta Finance NV 54930042S3BYCEGOCN86 87164KAG9 800000.00000000 PA USD 799257.61000000 0.290043406600 Long DBT CORP NL N 2 2025-04-24 Fixed 4.89200000 N N N N N N K2016470219 South Africa Ltd. 378900DECAC8CFA88345 N/A 1472041.00000000 NS 0.00000000 0.000000 Long EC CORP ZA Y 3 N N N Upstart Network, Inc. N/A N/A 8916.69000000 PA USD 8726.89000000 0.003166909983 Long LON CORP US N 3 2026-11-16 Fixed 19.05000000 N N N N N N CIM Trust N/A 12554TAC5 145206.60000000 PA USD 134332.89000000 0.048748199011 Long ABS-MBS CORP US N 2 2049-05-25 Variable 3.99999960 N N N N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 410346AX8 25475.00550000 PA USD 25729.76000000 0.009337098762 Long LON CORP US N 2 2030-03-08 Variable 8.10701000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CY9 700000.00000000 PA USD 690707.12000000 0.250651408934 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAG4 300000.00000000 PA USD 254237.60000000 0.092260541116 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297RWH6 663.50000000 PA USD 663.03000000 0.000240607630 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077MBA5 100000.00000000 PA USD 100002.43000000 0.036289983482 Long DBT CORP CA N 2 2028-03-27 Fixed 4.90000000 N N N N N N Upstart Network, Inc. N/A N/A 2526.91000000 PA USD 2482.53000000 0.000900887835 Long LON CORP US N 3 2026-11-16 Fixed 29.67000000 N N N N N N EMRLD Borrower LP / Emerald Co-Issuer, Inc. 5493000GJYE7GAQCUC61 29103CAA6 900000.00000000 PA USD 902325.19000000 0.327445705483 Long DBT CORP US N 2 2030-12-15 Fixed 6.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JAF37 363871.36000000 PA USD 316486.78000000 0.114850209327 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200WGE5 1088.19000000 PA USD 1072.36000000 0.000389149810 Long ABS-MBS USGA US N 2 2034-02-20 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAT1 82225.09900000 PA USD 82703.04000000 0.030012190259 Long ABS-MBS CORP US N 2 2025-02-25 Floating 8.98327080 N N N N N N Freedom Financial Asset Management LLC N/A N/A 14682.73000000 PA USD 14893.36000000 0.005404666550 Long LON CORP US N 3 2026-06-17 Fixed 10.34000000 N N N N N N Simply Good Foods USA, Inc. N/A 04761PAJ4 6708.85020000 PA USD 6775.94000000 0.002458927754 Long LON CORP US N 2 2027-03-17 Variable 6.95701000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 90932LAG2 143097.00000000 PA USD 140811.57000000 0.051099253783 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 46266TAD0 800000.00000000 PA USD 814840.91000000 0.295698446179 Long DBT CORP US N 2 2030-05-15 Fixed 6.50000000 N N N N N N Prosper Funding LLC N/A N/A 7947.06000000 PA USD 7869.01000000 0.002855593038 Long LON CORP US N 3 2026-09-21 Fixed 11.79000000 N N N N N N Benchmark Mortgage Trust N/A 081915AC4 5600000.00000000 PA USD 207587.52000000 0.075331646161 Long ABS-MBS CORP US N 2 2057-12-15 Variable 0.84682080 N N N N N N UGCard N/A N/A 66.43999999 PA USD 66.49000000 0.000024128623 Long LON CORP US N 3 2025-04-05 Fixed 19.80000000 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327M3E2 500000.00000000 PA USD 497573.41000000 0.180564920577 Long DBT CORP US N 2 2025-08-08 Fixed 4.15000000 N N N N N N Upstart Network, Inc. N/A N/A 10143.32000000 PA USD 9870.79000000 0.003582021017 Long LON CORP US N 3 2026-09-20 Fixed 9.65000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAE2 500000.00000000 PA USD 477844.20000000 0.173405367503 Long DBT CORP US N 2 2029-07-15 Fixed 4.30000000 N N N N N N Upstart Network, Inc. N/A N/A 2302.83000000 PA USD 2267.72000000 0.000822935216 Long LON CORP US N 3 2026-12-13 Fixed 18.59000000 N N N N N N Piedmont Natural Gas Co., Inc. VXB4M3BDPKF3I2AZ3G89 720186AM7 300000.00000000 PA USD 198290.62000000 0.071957884669 Long DBT CORP US N 2 2050-06-01 Fixed 3.35000000 N N N N N N Viper Energy, Inc. 5299009LINL232255G03 92763MAB1 400000.00000000 PA USD 419084.12000000 0.152081862338 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N BANK N/A 06540JBM3 3000583.12900000 PA USD 142575.41000000 0.051739335473 Long ABS-MBS CORP US N 2 2063-03-15 Variable 1.20260880 N N N N N N Upstart Network, Inc. N/A N/A 1261.82000000 PA USD 1245.89000000 0.000452122288 Long LON CORP US N 3 2027-04-16 Fixed 30.81000000 N N N N N N Upstart Network, Inc. N/A N/A 80.55000000 PA USD 79.52000000 0.000028857093 Long LON CORP US N 3 2025-02-22 Fixed 22.39000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283HGR0 604.45500000 PA USD 627.25000000 0.000227623390 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JK80 360.29400000 PA USD 368.81000000 0.000133837835 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Upstart Network, Inc. N/A N/A 1961.93000000 PA USD 1931.87000000 0.000701058268 Long LON CORP US N 3 2027-02-22 Fixed 27.06000000 N N N N N N K2016470260 South Africa Ltd. 3789003E1C22310B3356 N/A 564696.74590000 PA USD 0.00000000 0.000000 Long DBT CORP ZA N 3 2022-12-31 Fixed 25.00000000 Y N N N N N Upstart Network, Inc. N/A N/A 29369.46000000 PA USD 28908.42000000 0.010490605921 Long LON CORP US N 3 2027-02-22 Fixed 26.25000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CA5 1300000.00000000 PA USD 1181212.37000000 0.428651357744 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N Upstart Network, Inc. N/A N/A 17373.55000000 PA USD 16888.18000000 0.006128568808 Long LON CORP US N 3 2026-11-16 Fixed 9.15000000 N N N N N N Restoration Hardware, Inc. 5493008MTS3OGGMHGK69 76133MAC5 89123.24990000 PA USD 89011.85000000 0.032301600734 Long LON CORP US N 2 2028-10-20 Variable 7.70701000 N N N N N N Prosper Funding LLC N/A N/A 501.01000000 PA USD 501.33000000 0.000181928153 Long LON CORP US N 3 2025-02-15 Fixed 12.40000000 N N N N N N UGCard N/A N/A 20.32000000 PA USD 20.48000000 0.000007432008 Long LON CORP US N 3 2025-04-05 Fixed 29.49000000 N N N N N N Constellium SE 724500KRJEMC79KAAU28 21039CAB0 400000.00000000 PA USD 362423.82000000 0.131520348471 Long DBT CORP FR N 2 2029-04-15 Fixed 3.75000000 N N N N N N Upstart Network, Inc. N/A N/A 7712.95000000 PA USD 7493.91000000 0.002719472618 Long LON CORP US N 3 2026-11-16 Fixed 7.78000000 N N N N N N Civitas Resources, Inc. IIVIHPH28S64K95M2381 17888HAB9 400000.00000000 PA USD 417513.41000000 0.151511865789 Long DBT CORP US N 2 2031-07-01 Fixed 8.75000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CBH7 600000.00000000 PA USD 526217.83000000 0.190959723270 Long DBT CORP US N 2 2030-06-01 Fixed 2.45000000 N N N N N N Upstart Network, Inc. N/A N/A 2595.83000000 PA USD 1660.08000000 0.000602428118 Long LON CORP US N 3 2026-09-20 Fixed 13.76000000 N N N N N N RealTruck Group, Inc. 54930007KT5CX7XNSD31 89778PAG2 65067.96690000 PA USD 63251.59000000 0.022953433795 Long LON CORP US N 2 2028-01-31 Variable 7.97149000 N N N N N N Hilton Grand Vacations Borrower LLC 254900HF0EZ734FDVY79 43283LAH4 25890.10750000 PA USD 26018.00000000 0.009441698469 Long LON CORP US N 2 2028-08-02 Variable 6.85701000 N N N N N N Summit Materials LLC N/A 86614DAK4 19324.96750000 PA USD 19373.28000000 0.007030389273 Long LON CORP US N 2 2029-01-12 Variable 6.14709000 N N N N N N Charter Next Generation, Inc. N/A 16125TAM4 41998.51670000 PA USD 42277.60000000 0.015342161242 Long LON CORP US N 2 2030-11-29 Variable 7.52539000 N N N N N N Upstart Network, Inc. N/A N/A 2269.53000000 PA USD 950.67000000 0.000344989602 Long LON CORP US N 3 2027-05-13 Fixed 20.32000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NEE7 600000.00000000 PA USD 583067.24000000 0.211589863457 Long DBT CORP US N 2 2033-05-15 Fixed 4.80000000 N N N N N N Organon & Co. 549300AMCKY57OK2CO56 68621XAF0 31125.59000000 PA USD 31268.30000000 0.011346985173 Long LON CORP US N 2 2031-05-19 Variable 7.73650000 N N N N N N Upstart Network, Inc. N/A N/A 1957.65000000 PA USD 928.62999999 0.000336991484 Long LON CORP US N 3 2026-12-13 Fixed 24.51000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X9JG1 501245.34500000 PA USD 468116.46000000 0.169875258046 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N UGCard N/A N/A 315.44000000 PA USD 317.45999999 0.000115203382 Long LON CORP US N 3 2025-04-05 Fixed 19.21000000 N N N N N N First Student Bidco, Inc. / First Transit Parent, Inc. N/A 337120AA7 500000.00000000 PA USD 459413.50000000 0.166717032044 Long DBT CORP US N 2 2029-07-31 Fixed 4.00000000 N N N N N N Hilcorp Energy I LP / Hilcorp Finance Co. N/A 431318AV6 500000.00000000 PA USD 464273.71000000 0.168480758592 Long DBT CORP US N 2 2031-02-01 Fixed 6.00000000 N N N N N N UGCard N/A N/A 153.96000000 PA USD 154.13000000 0.000055932392 Long LON CORP US N 3 2025-04-05 Fixed 28.98000000 N N N N N N JBS USA Holding LUX SARL / JBS USA Food Co. / JBS LUX Co. SARL N/A 46590XAU0 400000.00000000 PA USD 353233.60000000 0.128185300193 Long DBT CORP LU N 2 2032-01-15 Fixed 3.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371KML2 853.89000000 PA USD 879.12000000 0.000319024750 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Upstart Network, Inc. N/A N/A 13868.48000000 PA USD 13600.33000000 0.004935437579 Long LON CORP US N 3 2027-04-20 Fixed 20.52000000 N N N N N N Upstart Network, Inc. N/A N/A 722.32000000 PA USD 1.81999999 0.000000660461 Long LON CORP US N 3 2026-12-13 Fixed 31.01000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AGW6 15578.94000000 PA USD 16020.58000000 0.005813724562 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.72900120 N N N N N N Mesquite Energy, Inc. N/A 799ESCAJ7 243000.00000000 PA USD 4556.25000000 0.001653422194 Long DBT CORP US N 2 2023-01-15 Fixed 6.12500000 N N N N N N Upstart Network, Inc. N/A N/A 5541.74000000 PA USD 5469.54000000 0.001984846930 Long LON CORP US N 3 2027-02-22 Fixed 32.24000000 N N N N N N Upstart Network, Inc. N/A N/A 3840.32000000 PA USD 3739.00000000 0.001356849510 Long LON CORP US N 3 2027-01-19 Fixed 10.42000000 N N N N N N Allied Universal Holdco LLC 98450038B4549046D794 01957TAH0 66562.02590000 PA USD 66862.22000000 0.024263698986 Long LON CORP US N 2 2028-05-12 Variable 8.20701000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BR4 500000.00000000 PA USD 496714.38000000 0.180253186307 Long DBT CORP US N 2 2034-03-15 Fixed 6.12500000 N N N N N N Prosper Funding LLC N/A N/A 5250.73000000 PA USD 5191.54000000 0.001883963228 Long LON CORP US N 3 2027-01-13 Fixed 13.70000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 7465.99000000 PA USD 7581.84000000 0.002751381625 Long LON CORP US N 3 2027-06-05 Fixed 11.59000000 N N N N N N Upstart Network, Inc. N/A N/A 1742.43000000 PA USD 1713.70000000 0.000621886335 Long LON CORP US N 3 2027-02-22 Fixed 24.61000000 N N N N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 036752AK9 150000.00000000 PA USD 106941.59000000 0.038808142309 Long DBT CORP US N 2 2049-09-15 Fixed 3.70000000 N N N N N N Hexion Holdings Corp. N/A 00217XAE6 75751.47990000 PA USD 75887.83000000 0.027539011774 Long LON CORP US N 2 2029-03-15 Variable 8.44652000 N N N N N N Concentra Escrow Issuer Corp. N/A 20600DAA1 200000.00000000 PA USD 204442.03000000 0.074190176098 Long DBT CORP US N 2 2032-07-15 Fixed 6.87500000 N N N N N N Albaugh LLC N/A 01260HAH8 39795.39820000 PA USD 39720.98000000 0.014414386811 Long LON CORP US N 2 2029-04-06 Variable 8.10701000 N N N N N N Northwestern Mutual Global Funding 635400LZXFVELZDVP257 66815L2M0 600000.00000000 PA USD 600586.85000000 0.217947572539 Long DBT CORP US N 2 2028-06-12 Fixed 4.90000000 N N N N N N Prosper Funding LLC N/A N/A 11156.60000000 PA USD 11049.70000000 0.004009836865 Long LON CORP US N 3 2026-10-29 Fixed 10.50000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAV3 600000.00000000 PA USD 534782.85000000 0.194067892085 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 5464.05000000 PA USD 3259.58000000 0.001182872299 Long LON CORP US N 3 2027-04-20 Fixed 12.88000000 N N N N N N McAfee Corp. N/A 57906HAF4 66906.64420000 PA USD 67048.82000000 0.024331414450 Long LON CORP US N 2 2029-03-01 Variable 7.37026000 N N N N N N Consumer Loan Underlying Bond Certificate Issuer Trust I N/A 21055HAA0 4284.94000000 PA USD 4227.84000000 0.001534245155 Long ABS-O CORP US N 2 2045-01-15 Variable 11.21199840 N N N N N N Freedom Financial Asset Management LLC N/A N/A 8353.09000000 PA USD 8527.46000000 0.003094538628 Long LON CORP US N 3 2027-03-14 Fixed 13.49000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABF1 1300000.00000000 PA USD 1223924.03000000 0.444151035461 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Upstart Network, Inc. N/A N/A 3390.29000000 PA USD 3329.95000000 0.001208408940 Long LON CORP US N 3 2026-09-20 Fixed 24.36000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384WLN8 197.44000000 PA USD 201.66000000 0.000073180602 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3C5 500000.00000000 PA USD 499123.89000000 0.181127575840 Long DBT CORP US N 2 2026-08-15 Fixed 4.54000000 N N N N N N Fortress Intermediate 3, Inc. N/A 34966MAA0 300000.00000000 PA USD 306276.29000000 0.111144914231 Long DBT CORP US N 2 2031-06-01 Fixed 7.50000000 N N N N N N Nationstar Mortgage Holdings, Inc. N/A 63861CAE9 600000.00000000 PA USD 574123.44000000 0.208344238782 Long DBT CORP US N 2 2031-11-15 Fixed 5.75000000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAQ7 700000.00000000 PA USD 710230.69000000 0.257736337099 Long DBT CORP US N 2 2029-03-15 Fixed 6.37500000 N N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 045054AS2 200000.00000000 PA USD 200278.64000000 0.072679319268 Long DBT CORP US N 2 2034-04-15 Fixed 5.80000000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AG1 300000.00000000 PA USD 286018.62000000 0.103793587772 Long DBT CORP US N 2 2026-11-15 Fixed 3.25000000 N N N N N N K2016470219 South Africa Ltd. 378900DECAC8CFA88345 N/A 1036359.54010000 PA USD 0.00000000 0.000000 Long DBT CORP ZA N 3 2022-12-31 Fixed 3.00000000 Y N N N N N Great Outdoors Group LLC 549300IYLDI2E8I2AU46 07014QAN1 46579.55820000 PA USD 46893.97000000 0.017017400444 Long LON CORP US N 2 2028-03-06 Variable 8.22149000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297DCY2 15659.29000000 PA USD 15851.47000000 0.005752356062 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAX2 286259.61200000 PA USD 289449.66000000 0.105038681365 Long ABS-MBS CORP US N 2 2025-05-25 Floating 8.68326840 N N N N N N UGCard N/A N/A 76.28000000 PA USD 76.06999999 0.000027605119 Long LON CORP US N 3 2025-04-03 Fixed 19.99000000 N N N N N N Pacific Dental Services, Inc. N/A 69417WAC5 42475.03000000 PA USD 42820.14000000 0.015539044134 Long LON CORP US N 2 2031-03-17 Variable 7.12521000 N N N N N N Upstart Network, Inc. N/A N/A 7067.51000000 PA USD 6881.47000000 0.002497223643 Long LON CORP US N 3 2026-12-13 Fixed 11.78000000 N N N N N N Galaxy XXVIII CLO Ltd. 549300QR0537E9AXFW42 36321JAJ3 250000.00000000 PA USD 250732.68000000 0.090988637134 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.86751120 N N N N N N Upstart Network, Inc. N/A N/A 12132.64000000 PA USD 7504.13000000 0.002723181364 Long LON CORP US N 3 2027-02-22 Fixed 16.64000000 N N N N N N Charlotte Buyer, Inc. N/A 12568YAG9 65451.88230000 PA USD 65930.66000000 0.023925644231 Long LON CORP US N 2 2028-02-11 Variable 9.20195000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EBF5 24827.87000000 PA USD 25809.42000000 0.009366006661 Long ABS-MBS USGA US N 2 2034-11-20 Fixed 6.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644YAU4 319444.64100000 PA USD 316575.80000000 0.114882513886 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.80140000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 853496AH0 200000.00000000 PA USD 171645.97000000 0.062288780544 Long DBT CORP US N 2 2031-01-15 Fixed 3.37500000 N N N N N N Upstart Network, Inc. N/A N/A 13992.93000000 PA USD 13625.32000000 0.004944506226 Long LON CORP US N 3 2027-02-22 Fixed 9.86000000 N N N N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 071813CP2 500000.00000000 PA USD 450836.33000000 0.163604454104 Long DBT CORP US N 2 2028-12-01 Fixed 2.27200000 N N N N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 88032WAU0 900000.00000000 PA USD 786450.47000000 0.285395810546 Long DBT CORP KY N 2 2030-06-03 Fixed 2.39000000 N N N N N N Prosper Funding LLC N/A N/A 3458.16000000 PA USD 3412.40000000 0.001238329304 Long LON CORP US N 3 2027-01-25 Fixed 12.70000000 N N N N N N Dryden 75 CLO Ltd. 254900JFO9XUH2EREJ70 26252JAS7 2400000.00000000 PA USD 2402587.98000000 0.871877594480 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.95751040 N N N N N N A-AP Buyer, Inc. N/A 00036FAB0 25597.27000000 PA USD 25837.24000000 0.009376102289 Long LON CORP US N 2 2031-09-09 Variable 7.60701000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DS44 505.09000000 PA USD 525.97000000 0.000190869787 Long ABS-MBS USGA US N 2 2032-05-20 Fixed 6.50000000 N N N N N N Upstart Network, Inc. N/A N/A 1378.24000000 PA USD 1352.16000000 0.000490686716 Long LON CORP US N 3 2026-09-20 Fixed 21.45000000 N N N N N N Esab Corp. 549300ZNV0SWBXEIWT04 29605JAA4 300000.00000000 PA USD 304106.84000000 0.110357640315 Long DBT CORP US N 2 2029-04-15 Fixed 6.25000000 N N N N N N LendingClub Corp. - LCX N/A N/A 1659.07000000 PA USD 1673.33000000 0.000607236424 Long LON CORP US N 3 2025-03-20 Fixed 20.55000000 N N N N N N Prosper Funding LLC N/A N/A 4189.53000000 PA USD 4121.03000000 0.001495484766 Long LON CORP US N 3 2027-02-15 Fixed 12.60000000 N N N N N N Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer N/A 01883LAH6 100000.00000000 PA USD 101045.20000000 0.036668395348 Long DBT CORP US N 2 2032-10-01 Fixed 7.37500000 N N N N N N Aspire Bakeries Holdings LLC N/A N/A 44006.80160000 PA USD 44501.88000000 0.016149332472 Long LON CORP US N 2 2030-12-22 Variable 8.60701000 N N N N N N Upstart Network, Inc. N/A N/A 6896.33000000 PA USD 6636.17000000 0.002408206477 Long LON CORP US N 3 2027-01-19 Fixed 7.08000000 N N N N N N Clearway Energy Operating LLC 549300Z3NFMM54NWBB87 18539UAD7 500000.00000000 PA USD 435747.64000000 0.158128904051 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHB0 400000.00000000 PA USD 396763.72000000 0.143981989692 Long DBT UST US N 2 2026-05-15 Fixed 3.62500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBC5 700000.00000000 PA USD 666451.62000000 0.241849305881 Long DBT CORP FR N 2 2027-06-09 Fixed 1.79200000 N N N N N N Prosper Funding LLC N/A N/A 3112.43000000 PA USD 3096.08000000 0.001123539618 Long LON CORP US N 3 2026-08-17 Fixed 14.29000000 N N N N N N JBS USA Holding LUX SARL / JBS USA Food Co. / JBS LUX Co. SARL N/A 46590XAN6 200000.00000000 PA USD 182593.43000000 0.066261515433 Long DBT CORP LU N 2 2029-02-02 Fixed 3.00000000 N N N N N N FirstCash, Inc. 549300V2X3UU7K0DG350 33767DAD7 600000.00000000 PA USD 603197.83000000 0.218895073726 Long DBT CORP US N 2 2032-03-01 Fixed 6.87500000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12768EAG1 43403.69400000 PA USD 43493.97000000 0.015783570988 Long LON CORP US N 2 2030-02-06 Variable 6.60701000 N N N N N N UGCard N/A N/A 110.91000000 PA USD 112.42000000 0.000040796208 Long LON CORP US N 3 2025-04-05 Fixed 29.49000000 N N N N N N Upstart Network, Inc. N/A N/A 944.45000000 PA USD 925.13000000 0.000335721366 Long LON CORP US N 3 2026-12-13 Fixed 25.70000000 N N N N N N RGA Global Funding 549300Y22K5FOEBMSK42 76209PAD5 700000.00000000 PA USD 707789.89000000 0.256850592705 Long DBT CORP US N 2 2031-01-11 Fixed 5.50000000 N N N N N N Prosper Funding LLC N/A N/A 6770.79000000 PA USD 6673.16000000 0.002421629816 Long LON CORP US N 3 2026-11-05 Fixed 11.40000000 N N N N N N Upstart Network, Inc. N/A N/A 936.26000000 PA USD 916.46000000 0.000332575101 Long LON CORP US N 3 2026-11-16 Fixed 18.49000000 N N N N N N Prosper Funding LLC N/A N/A 4289.78000000 PA USD 4338.89000000 0.001574544202 Long LON CORP US N 3 2027-01-16 Fixed 19.30000000 N N N N N N UGCard N/A N/A 32.98000000 PA USD 33.51000000 0.000012160477 Long LON CORP US N 3 2025-04-05 Fixed 28.98000000 N N N N N N Leeward Renewable Energy Operations LLC 254900EVJU1A57NUX379 524590AA4 1000000.00000000 PA USD 916430.00000000 0.332564214322 Long DBT CORP US N 2 2029-07-01 Fixed 4.25000000 N N N N N N Transocean, Inc. DOL4HJ22ADYSIWES4H94 893830BX6 510000.00000000 PA USD 528166.20000000 0.191666769240 Long DBT CORP KY N 2 2030-02-15 Fixed 8.75000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CK3 300000.00000000 PA USD 255560.11000000 0.092740468114 Long DBT CORP GB N 2 2031-08-18 Fixed 2.35700000 N N N N N N UGCard N/A N/A 52.68999999 PA USD 53.72000000 0.000019494505 Long LON CORP US N 3 2025-04-05 Fixed 29.49000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFF3 500000.00000000 PA USD 443570.84000000 0.160967873052 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N Upstart Network, Inc. N/A N/A 1803.50000000 PA USD 36.87999999 0.000013383420 Long LON CORP US N 3 2027-07-20 Fixed 26.55000000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CS1 150000.00000000 PA USD 150002.71000000 0.054434635921 Long DBT CORP US N 2 2025-11-18 Fixed 5.24100000 N N N N N N Upstart Network, Inc. N/A N/A 1876.22000000 PA USD 1857.98000000 0.000674244250 Long LON CORP US N 3 2027-04-20 Fixed 25.94000000 N N N N N N Digicel Group Holdings Ltd. N/A N/A 11455.52000000 PA USD 446.38000000 0.000161987291 Long DBT CORP BM N 3 2033-11-17 None 0.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1017.27000000 PA USD 1018.16000000 0.000369481117 Long LON CORP US N 3 2027-05-23 Fixed 23.99000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SE9 500000.00000000 PA USD 390689.05000000 0.141777546520 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N Upstart Network, Inc. N/A N/A 978.78000000 PA USD 962.52000000 0.000349289861 Long LON CORP US N 3 2027-02-22 Fixed 31.11000000 N N N N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485AH9 200000.00000000 PA USD 194324.52000000 0.070518622608 Long DBT CORP US N 2 2033-04-15 Fixed 6.25000000 N N N N N N N/A N/A N/A -39.00000000 NC USD 91962.20000000 0.033372256244 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Bonds 2025-03-20 -4341187.50000000 USD 91962.20000000 N N N Freedom Financial Asset Management LLC N/A N/A 438.42999999 PA USD 439.92999999 0.000159646644 Long LON CORP US N 3 2034-12-19 Fixed 18.99000000 N N N N N N First Brands Group LLC N/A 31935HAD9 78509.42640000 PA USD 73929.97000000 0.026828521968 Long LON CORP US N 2 2027-03-30 Variable 9.84698000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 11509.58000000 PA USD 11711.48000000 0.004249990882 Long LON CORP US N 3 2027-07-15 Fixed 11.74000000 N N N N N N UGCard N/A N/A 5.96000000 PA USD 5.98000000 0.000002170088 Long LON CORP US N 3 2025-04-03 Fixed 29.49000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBB5 25013.11340000 PA USD 24979.22000000 0.009064734539 Long LON CORP US N 2 2028-08-21 Variable 8.45701000 N N N N N N Prosper Funding LLC N/A N/A 5893.03000000 PA USD 5920.09000000 0.002148347478 Long LON CORP US N 3 2027-04-06 Fixed 19.90000000 N N N N N N UGCard N/A N/A 1598.03000000 PA USD 97.76000000 0.000035476225 Long LON CORP US N 3 2025-04-05 Fixed 29.49000000 N N N N N N Prosper Funding LLC N/A N/A 3445.64000000 PA USD 3484.46000000 0.001264479231 Long LON CORP US N 3 2026-11-05 Fixed 18.25000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90290MAJ0 100000.00000000 PA USD 97429.55000000 0.035356308444 Long DBT CORP US N 2 2033-04-15 Fixed 5.75000000 N N N N N N Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer, Inc. N/A 69527AAA4 500000.00000000 PA USD 500068.10000000 0.181470221167 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N Upstart Network, Inc. N/A N/A 1038.81000000 PA USD 1024.10000000 0.000371636690 Long LON CORP US N 3 2027-01-19 Fixed 30.94000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200NJ69 6172.82000000 PA USD 6158.91000000 0.002235013110 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AU2 700000.00000000 PA USD 705264.11000000 0.255934009834 Long DBT CORP CH N 2 2027-01-12 Fixed 5.71100000 N N N N N N Jane Street Group / JSG Finance, Inc. N/A 47077WAD0 500000.00000000 PA USD 495700.58000000 0.179885287394 Long DBT CORP US N 2 2032-11-01 Fixed 6.12500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKP3 1000000.00000000 PA USD 989551.24000000 0.359099255439 Long DBT CORP US N 2 2028-04-27 Fixed 4.37600000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 17963.11000000 PA USD 18829.94000000 0.006833216068 Long LON CORP US N 3 2027-05-21 Fixed 20.24000000 N N N N N N Upstart Network, Inc. N/A N/A 1491.14000000 PA USD 1439.38000000 0.000522338071 Long LON CORP US N 3 2027-01-19 Fixed 5.92000000 N N N N N N Consumer Loan Underlying Bond Certificate Issuer Trust I N/A 21056TAA3 7072.63200000 PA USD 6750.69000000 0.002449764756 Long ABS-O CORP US N 2 2045-03-15 Variable 10.33980840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36208CJE8 6261.52000000 PA USD 6296.68000000 0.002285008606 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 7.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2726.58000000 PA USD 2623.31000000 0.000951975632 Long LON CORP US N 3 2027-01-19 Fixed 6.50000000 N N N N N N Prosper Funding LLC N/A N/A 7041.76000000 PA USD 6942.83000000 0.002519490636 Long LON CORP US N 3 2027-01-01 Fixed 12.50000000 N N N N N N Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC N/A 60672JAA7 300000.00000000 PA USD 301593.30000000 0.109445499230 Long DBT CORP US N 2 2032-04-01 Fixed 6.75000000 N N N N N N OneSky Flight LLC 549300PM6NEPXGG5B882 68278CAA3 200000.00000000 PA USD 200369.00000000 0.072712110100 Long DBT CORP US N 2 2029-12-15 Fixed 8.87500000 N N N N N N Pebblebrook Hotel LP / PEB Finance Corp. N/A 70510LAA7 200000.00000000 PA USD 198160.84000000 0.071910788673 Long DBT CORP US N 2 2029-10-15 Fixed 6.37500000 N N N N N N Upstart Network, Inc. N/A N/A 97.70999999 PA USD 96.52999999 0.000035029869 Long LON CORP US N 3 2025-02-22 Fixed 14.81000000 N N N N N N Iliad Holding SASU 9695009PXA7OI9NXN582 449691AG9 525000.00000000 PA USD 528312.39000000 0.191719820277 Long DBT CORP FR N 2 2032-04-15 Fixed 7.00000000 N N N N N N Upstart Network, Inc. N/A N/A 805.02000000 PA USD 502.67000000 0.000182414427 Long LON CORP US N 3 2027-01-19 Fixed 15.77000000 N N N N N N Upstart Network, Inc. N/A N/A 16508.66000000 PA USD 9270.92000000 0.003364333583 Long LON CORP US N 3 2027-06-19 Fixed 5.83000000 N N N N N N Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer N/A 01883LAE3 600000.00000000 PA USD 603438.60000000 0.218982446996 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 71.96000000 PA USD 71.04000000 0.000025779777 Long LON CORP US N 3 2025-02-22 Fixed 20.76000000 N N N N N N Quikrete Holdings, Inc. N/A 74839XAK5 42414.46770000 PA USD 42440.98000000 0.015401450376 Long LON CORP US N 2 2029-03-19 Variable 6.60701000 N N N N N N Flash Charm, Inc. N/A 45168RAT0 59886.94060000 PA USD 58928.75000000 0.021384713993 Long LON CORP US N 2 2028-03-02 Variable 8.07106000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137LAN5 1200000.00000000 PA USD 1265158.44000000 0.459114632424 Long DBT CORP US N 2 2033-10-13 Fixed 6.50000000 N N N N N N Gartner, Inc. PP55B5R38BFB8O8HH686 366651AC1 700000.00000000 PA USD 682626.55000000 0.247719042672 Long DBT CORP US N 2 2028-07-01 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 29429EAB7 180288.32900000 PA USD 175869.19000000 0.063821349143 Long ABS-MBS CORP US N 2 2049-07-10 Fixed 2.45000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AH3 1000000.00000000 PA USD 829371.30000000 0.300971394177 Long DBT NUSS MX N 2 2031-02-09 Fixed 3.34800000 N N N N N N EquipmentShare.com, Inc. 254900PWJK48CGPKPI80 29450YAB5 700000.00000000 PA USD 732408.96000000 0.265784632045 Long DBT CORP US N 2 2032-05-15 Fixed 8.62500000 N N N N N N Yara International ASA 213800WKOUWXWFJ5Z514 984851AG0 100000.00000000 PA USD 89837.31000000 0.032601152752 Long DBT CORP NO N 2 2030-06-04 Fixed 3.14800000 N N N N N N UGCard N/A N/A 32.35000000 PA USD 32.45000000 0.000011775813 Long LON CORP US N 3 2025-04-05 Fixed 19.99000000 N N N N N N Prosper Funding LLC N/A N/A 667.67000000 PA USD 670.13000000 0.000243184156 Long LON CORP US N 3 2025-04-15 Fixed 22.90000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296JYE0 6556.36000000 PA USD 6548.84000000 0.002376515205 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Upstart Network, Inc. N/A N/A 6061.24000000 PA USD 5961.97000000 0.002163545354 Long LON CORP US N 3 2026-10-25 Fixed 23.49000000 N N N N N N Upstart Network, Inc. N/A N/A 5142.09000000 PA USD 5052.83000000 0.001833626615 Long LON CORP US N 3 2027-02-22 Fixed 22.84000000 N N N N N N Upstart Network, Inc. N/A N/A 27581.57000000 PA USD 27185.82000000 0.009865489856 Long LON CORP US N 3 2027-02-22 Fixed 18.95000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 22129.59000000 PA USD 22554.42000000 0.008184796402 Long LON CORP US N 3 2027-03-22 Fixed 11.74000000 N N N N N N GGAM Finance Ltd. 254900X2QXEN0FVXRF65 36170JAA4 400000.00000000 PA USD 420317.60000000 0.152529481149 Long DBT CORP KY N 2 2028-06-15 Fixed 8.00000000 N N N N N N Global Net Lease, Inc. / Global Net Lease Operating Partnership LP N/A 37892AAA8 400000.00000000 PA USD 365443.12000000 0.132616025318 Long DBT CORP US N 2 2027-12-15 Fixed 3.75000000 N N N N N N StoneX Group, Inc. 549300JUF07L8VF02M60 861896AA6 300000.00000000 PA USD 314058.85000000 0.113969135341 Long DBT CORP US N 2 2031-03-01 Fixed 7.87500000 N N N N N N UGCard N/A N/A 23.05000000 PA USD 22.98999999 0.000008342864 Long LON CORP US N 3 2025-04-05 Fixed 29.49000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AX4 1600000.00000000 PA USD 1550844.54000000 0.562787551675 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N UGCard N/A N/A 85.28000000 PA USD 86.75999999 0.000031484424 Long LON CORP US N 3 2025-04-05 Fixed 29.49000000 N N N N N N Upstart Network, Inc. N/A N/A 8052.24000000 PA USD 7846.37000000 0.002847377185 Long LON CORP US N 3 2026-12-13 Fixed 14.09000000 N N N N N N SCIH Salt Holdings, Inc. N/A 78397GAF8 42300.38060000 PA USD 42467.05000000 0.015410910945 Long LON CORP US N 2 2027-03-16 Variable 7.58300000 N N N N N N WRKCo, Inc. 549300JEB576INN13W07 92940PAG9 400000.00000000 PA USD 336044.89000000 0.121947671748 Long DBT CORP US N 2 2033-06-15 Fixed 3.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5435.07000000 PA USD 388.19000000 0.000140870663 Long LON CORP US N 3 2027-04-16 Fixed 30.66000000 N N N N N N Upstart Network, Inc. N/A N/A 6006.40000000 PA USD 5959.18000000 0.002162532888 Long LON CORP US N 3 2027-04-20 Fixed 25.89000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SA7 1450000.00000000 PA USD 1064130.84000000 0.386163522299 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N Upstart Network, Inc. N/A N/A 19794.36000000 PA USD 19402.62000000 0.007041036496 Long LON CORP US N 3 2027-02-22 Fixed 19.28000000 N N N N N N Upstart Network, Inc. N/A N/A 5961.45999999 PA USD 5882.28999999 0.002134630197 Long LON CORP US N 3 2027-02-22 Fixed 31.64000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90290MAG6 300000.00000000 PA USD 307342.50000000 0.111531832262 Long DBT CORP US N 2 2028-09-15 Fixed 6.87500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3G6 800000.00000000 PA USD 832778.42000000 0.302207807418 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 2571.19000000 PA USD 2527.40000000 0.000917170755 Long LON CORP US N 3 2027-01-19 Fixed 25.73000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DBA7 250000.00000000 PA USD 255604.73000000 0.092756660311 Long DBT CORP NL N 2 2027-09-18 Fixed 6.33900000 N N N N N N Upstart Network, Inc. N/A N/A 252.50000000 PA USD 249.40000000 0.000090505019 Long LON CORP US N 3 2026-10-25 Fixed 23.46000000 N N N N N N Upstart Network, Inc. N/A N/A 6173.30000000 PA USD 6130.63000000 0.002224750552 Long LON CORP US N 3 2027-04-20 Fixed 31.69000000 N N N N N N Nabors Industries, Inc. 549300VFQWRKICUFNU92 62957HAQ8 500000.00000000 PA USD 464793.18000000 0.168669269588 Long DBT CORP US N 2 2031-08-15 Fixed 8.87500000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 592179KF1 1100000.00000000 PA USD 1106836.13000000 0.401660888401 Long DBT CORP US N 2 2028-01-06 Fixed 5.05000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828N71 2800000.00000000 PA USD 3668950.13000000 1.331429042450 Long DBT UST US N 2 2026-01-15 Fixed 0.62500000 N N N N N N Prosper Funding LLC N/A N/A 5924.35000000 PA USD 5892.71000000 0.002138411522 Long LON CORP US N 3 2026-11-12 Fixed 16.32000000 N N N N N N N/A N/A N/A 33.00000000 NC USD -63468.74000000 -0.02303223557 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Notes 2025-03-20 3588750.00000000 USD -63468.74000000 N N N UGCard N/A N/A 189.64000000 PA USD 192.53000000 0.000069867407 Long LON CORP US N 3 2025-04-05 Fixed 28.98000000 N N N N N N Upstart Network, Inc. N/A N/A 93.11000000 PA USD 92.17000000 0.000033447664 Long LON CORP US N 3 2035-01-19 Fixed 7.07000000 N N N N N N Upstart Network, Inc. N/A N/A 893.15000000 PA USD 877.26000000 0.000318349773 Long LON CORP US N 3 2027-01-19 Fixed 9.24000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AP6 300000.00000000 PA USD 295008.21000000 0.107055829225 Long DBT CORP US N 2 2032-03-15 Fixed 7.00000000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAS7 800000.00000000 PA USD 736148.10000000 0.267141532361 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAD2 100000.00000000 PA USD 96510.82000000 0.035022909580 Long DBT CORP US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Braskem Idesa SAPI YH0V7ZHY352ITDGEYB83 10554NAB4 400000.00000000 PA USD 294419.65000000 0.106842246089 Long DBT CORP MX N 2 2032-02-20 Fixed 6.99000000 N N N N N N UGCard N/A N/A 80.50000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2025-10-03 Fixed 29.49000000 N N N N N N BRAVO Residential Funding Trust N/A 10568LAL0 231648.23000000 PA USD 219131.72000000 0.079520932635 Long ABS-MBS CORP US N 2 2044-10-25 Variable 3.49999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q83Q6 1045182.50000000 PA USD 998794.75000000 0.362453642180 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Home Partners of America Trust N/A 43732VAA4 1219914.05000000 PA USD 1148747.44000000 0.416870126293 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.30200000 N N N N N N Camelot Return Merger Sub, Inc. N/A 13323NAA0 300000.00000000 PA USD 287801.47000000 0.104440568020 Long DBT CORP US N 2 2028-08-01 Fixed 8.75000000 N N N N N N ConnectWise LLC N/A 20786NAC1 45221.44990000 PA USD 45574.86000000 0.016538707275 Long LON CORP US N 2 2028-09-29 Variable 8.09039000 N N N N N N WW International, Inc. SGT8R1MU6ESIC7UJC518 92941PAC7 64646.00000000 PA USD 14739.29000000 0.005348755931 Long LON CORP US N 2 2028-04-13 Variable 7.97149000 N N N N N N EQM Midstream Partners LP 549300NELT611CL6XM83 26885BAM2 100000.00000000 PA USD 102045.65000000 0.037031449665 Long DBT CORP US N 2 2027-06-01 Fixed 7.50000000 N N N N N N Upstart Network, Inc. N/A N/A 6837.22000000 PA USD 3934.85000000 0.001427921716 Long LON CORP US N 3 2027-04-22 Fixed 6.67000000 N N N N N N Upstart Network, Inc. N/A N/A 12288.39000000 PA USD 11994.69000000 0.004352765247 Long LON CORP US N 3 2026-12-13 Fixed 13.80000000 N N N N N N ATS Corp. 5493005KP4RP3IU7HQ41 001940AC9 400000.00000000 PA USD 372259.44000000 0.135089606612 Long DBT CORP CA N 2 2028-12-15 Fixed 4.12500000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DN7 400000.00000000 PA USD 325761.94000000 0.118216081569 Long DBT CORP US N 2 2030-08-21 Fixed 1.75000000 N N N N N N 1011778 BC ULC / New Red Finance, Inc. N/A 68245XAM1 700000.00000000 PA USD 626669.99000000 0.227412909730 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F050619 4150000.00000000 PA USD 4005707.99000000 1.453635444606 Long ABS-MBS USGSE US N 2 2055-01-25 Fixed 5.00000000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A 18453HAC0 400000.00000000 PA USD 361381.41000000 0.131142067247 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N Estee Lauder Cos., Inc. (The) 549300VFZ8XJ9NUPU221 29736RAT7 1000000.00000000 PA USD 955310.43000000 0.346673573090 Long DBT CORP US N 2 2033-05-15 Fixed 4.65000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 900000.00000000 PA USD 894031.22000000 0.324435898278 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N Fortrea Holdings, Inc. 5493000FIVFABOVCDU97 34965KAA5 400000.00000000 PA USD 401163.53000000 0.145578641215 Long DBT CORP US N 2 2030-07-01 Fixed 7.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 9554.14000000 0.003467111577 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 370000.00000000 EUR 393584.24000000 USD 2025-02-20 9554.14000000 N N N Central Parent LLC N/A 15477BAE7 59850.00000000 PA USD 59135.69000000 0.021459810660 Long LON CORP US N 2 2029-07-06 Variable 7.57878000 N N N N N N Upstart Network, Inc. N/A N/A 20259.13000000 PA USD 19480.30000000 0.007069225870 Long LON CORP US N 3 2027-01-19 Fixed 5.53000000 N N N N N N 24 Hour Fitness Worldwide, Inc. N/A N/A 4744.00000000 NS USD 201.62000000 0.000073166086 Long EC CORP US N 2 N N N Imprivata, Inc. N/A 45323KAE0 28724.21820000 PA USD 28954.30000000 0.010507255361 Long LON CORP US N 2 2027-12-01 Variable 8.08537000 N N N N N N Upstart Network, Inc. N/A N/A 1705.62000000 PA USD 121.47000000 0.000044080371 Long LON CORP US N 3 2027-02-22 Fixed 27.58000000 N N N N N N Harbour Energy plc 213800YPC42DYBKVPF97 411618AB7 200000.00000000 PA USD 199961.74000000 0.072564319105 Long DBT CORP GB N 2 2026-10-15 Fixed 5.50000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DY3 500000.00000000 PA USD 479509.90000000 0.174009835070 Long DBT CORP US N 2 2033-06-01 Fixed 5.30000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DR8 700000.00000000 PA USD 695120.30000000 0.252252912311 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACY1 150000.00000000 PA USD 150901.76000000 0.054760893089 Long DBT CORP US N 2 2029-03-19 Fixed 5.35000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283HSW6 1239.19000000 PA USD 1274.27000000 0.000462421135 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CC3 600000.00000000 PA USD 611106.60000000 0.221765095311 Long DBT CORP CA N 2 2032-06-01 Fixed 7.00000000 N N N N N N Hexion Holdings Corp. N/A 42829JAB5 50407.76470000 PA USD 48055.49000000 0.017438905618 Long LON CORP US N 2 2030-03-15 Variable 11.89451000 N N N N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 81527CAP2 69514.84000000 PA USD 70019.87000000 0.025409581804 Long LON CORP US N 2 2031-07-31 Variable 7.58537000 N N N N N N Roper Industrial Products Investment Co. N/A 77669LAG8 61360.34000000 PA USD 61590.44000000 0.022350617383 Long LON CORP US N 2 2029-11-22 Variable 7.35367000 N N N N N N Prosper Funding LLC N/A N/A 20.40000000 PA USD 9.80000000 0.000003556331 Long LON CORP US N 3 2034-11-11 Fixed 12.40000000 N N N N N N J.P. Morgan Mortgage Trust N/A 46654TAF5 356590.18000000 PA USD 311290.57000000 0.112964551398 Long ABS-MBS CORP US N 2 2052-06-25 Variable 2.49999840 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46645LAY3 424000.00000000 PA USD 417896.56000000 0.151650907482 Long ABS-MBS CORP US N 2 2049-03-17 Fixed 3.57610000 N N N N N N Banque Ouest Africaine de Developpement 529900LIZJABE4JJS826 06675QAB9 1200000.00000000 PA USD 1168455.00000000 0.424021822775 Long DBT NUSS US N 2 2027-07-27 Fixed 5.00000000 N N N N N N Pitney Bowes, Inc. N/A 72448FAS4 127031.39700000 PA USD 127984.13000000 0.046444291041 Long LON CORP US N 2 2028-03-17 Variable 8.47149000 N N N N N N Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. N/A 983133AC3 300000.00000000 PA USD 312634.48000000 0.113452244264 Long DBT CORP US N 2 2031-02-15 Fixed 7.12500000 N N N N N N Upstart Network, Inc. N/A N/A 747.87000000 PA USD 736.57000000 0.000267294636 Long LON CORP US N 3 2027-01-19 Fixed 28.33000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BV3 600000.00000000 PA USD 599007.07000000 0.217374284569 Long DBT CORP LR N 2 2033-02-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DRH6 4304.30000000 PA USD 4390.01000000 0.001593095191 Long ABS-MBS USGA US N 2 2032-01-20 Fixed 6.50000000 N N N N N N Upstart Network, Inc. N/A N/A 2491.85000000 PA USD 2446.70000000 0.000887885450 Long LON CORP US N 3 2027-01-19 Fixed 24.14000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBA7 60815.00000000 PA USD 58881.08000000 0.021367414978 Long LON CORP US N 2 2029-01-19 Variable 9.72149000 N N N N N N Prosper Funding LLC N/A N/A 2777.34000000 PA USD 2723.93000000 0.000988489726 Long LON CORP US N 3 2027-04-07 Fixed 14.29000000 N N N N N N Institutional Fiduciary Trust - Money Market Portfolio 549300M4TP89K77LG374 457756500 3757608.25100000 NS USD 3757608.25000000 1.363602277745 Long STIV RF US N 1 N N N Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc. N/A 31556TAC3 500000.00000000 PA USD 461694.29000000 0.167544710246 Long DBT CORP US N 2 2030-01-15 Fixed 6.75000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAH5 1100000.00000000 PA USD 1036664.75000000 0.376196324978 Long DBT CORP US N 2 2029-05-01 Fixed 4.37500000 N N N N N N Upstart Network, Inc. N/A N/A 3625.97000000 PA USD 3534.99000000 0.001282816114 Long LON CORP US N 3 2027-02-22 Fixed 15.05000000 N N N N N N AutoNation, Inc. N/A 05329WAQ5 200000.00000000 PA USD 193273.57000000 0.070137242294 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC N/A 222070AG9 800000.00000000 PA USD 763107.84000000 0.276924979816 Long DBT CORP US N 2 2029-01-15 Fixed 4.75000000 N N N N N N Neon Maple US Debt Mergersub, Inc. N/A N/A 122753.78000000 PA USD 123157.03000000 0.044692579815 Long LON CORP US N 2 2031-11-17 Variable 7.44351000 N N N N N N Hess Midstream Operations LP N/A 428102AG2 300000.00000000 PA USD 303186.60000000 0.110023693486 Long DBT CORP US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Upstart Network, Inc. N/A N/A 925.99999999 PA USD 915.92999999 0.000332382768 Long LON CORP US N 3 2035-01-19 Fixed 8.05000000 N N N N N N COLT Mortgage Loan Trust N/A 19685GAA4 319360.66000000 PA USD 309639.74000000 0.112365480021 Long ABS-MBS CORP US N 2 2067-03-25 Variable 4.30099920 N N N N N N INEOS US Finance LLC 5493008MHJ4R367SNK31 N/A 84339.02000000 PA USD 84821.02000000 0.030780786174 Long LON CORP US N 2 2030-02-18 Variable 7.93500000 N N N N N N Prosper Funding LLC N/A N/A 601.47999999 PA USD 603.48999999 0.000219001099 Long LON CORP US N 3 2035-01-26 Fixed 16.02000000 N N N N N N ZF North America Capital, Inc. 529900JYGMS9CW9IQX78 98877DAF2 400000.00000000 PA USD 385091.70000000 0.139746318488 Long DBT CORP US N 2 2030-04-23 Fixed 6.75000000 N N N N N N CrownRock LP / CrownRock Finance, Inc. N/A 228701AG3 800000.00000000 PA USD 810617.50000000 0.294165808631 Long DBT CORP US N 2 2029-05-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288HBR0 7731.72000000 PA USD 7842.40000000 0.002845936508 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A2H4 1000000.00000000 PA USD 997988.48000000 0.362161054040 Long DBT CORP CA N 2 2027-09-15 Fixed 4.69300000 N N N N N N Highline Aftermarket Acquisition LLC N/A 43110HAD1 45602.97930000 PA USD 46002.01000000 0.016693716173 Long LON CORP US N 2 2027-11-09 Variable 8.35701000 N N N N N N Upstart Network, Inc. N/A N/A 557.69000000 PA USD 547.77000000 0.000198780812 Long LON CORP US N 3 2027-02-22 Fixed 26.95000000 N N N N N N Upstart Network, Inc. N/A N/A 2146.88000000 PA USD 2114.82000000 0.000767449179 Long LON CORP US N 3 2026-11-16 Fixed 15.75000000 N N N N N N Acrisure LLC / Acrisure Finance, Inc. N/A 00489LAL7 500000.00000000 PA USD 515382.50000000 0.187027679351 Long DBT CORP US N 2 2030-11-06 Fixed 7.50000000 N N N N N N Soliant Lower Intermediate LLC N/A 83421EAB2 42365.40000000 PA USD 42153.57000000 0.015297151869 Long LON CORP US N 2 2031-07-18 Variable 8.10701000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 853496AD9 500000.00000000 PA USD 478923.05000000 0.173796872477 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Upstart Network, Inc. N/A N/A 4033.28000000 PA USD 3945.20000000 0.001431677638 Long LON CORP US N 3 2026-12-13 Fixed 21.97000000 N N N N N N Upstart Network, Inc. N/A N/A 2521.39000000 PA USD 556.26000000 0.000201861756 Long LON CORP US N 3 2027-02-22 Fixed 19.75000000 N N N N N N Upstart Network, Inc. N/A N/A 861.90000000 PA USD 847.41000000 0.000307517476 Long LON CORP US N 3 2027-02-22 Fixed 30.93000000 N N N N N N Upstart Network, Inc. N/A N/A 3331.27000000 PA USD 3284.57000000 0.001191940946 Long LON CORP US N 3 2027-02-22 Fixed 19.97000000 N N N N N N Upstart Network, Inc. N/A N/A 5283.30000000 PA USD 157.81999999 0.000057271460 Long LON CORP US N 3 2027-07-22 Fixed 27.79000000 N N N N N N CPM Holdings, Inc. N/A 12620BAR1 119097.74620000 PA USD 115805.88000000 0.042024913518 Long LON CORP US N 2 2028-09-28 Variable 9.05265000 N N N N N N Upstart Network, Inc. N/A N/A 2528.69000000 PA USD 2464.11000000 0.000894203382 Long LON CORP US N 3 2026-12-13 Fixed 12.69000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202D2D2 11318.25000000 PA USD 11223.48000000 0.004072900066 Long ABS-MBS USGA US N 2 2033-11-20 Fixed 5.00000000 N N N N N N Playtika Holding Corp. 254900E35Z4TKA4UFG64 72814CAF5 43691.07010000 PA USD 43875.45000000 0.015922006653 Long LON CORP US N 2 2028-03-13 Variable 7.22149000 N N N N N N Teva Pharmaceutical Finance Netherlands III BV 5493004T21MOAFINJP35 88167AAQ4 700000.00000000 PA USD 684214.93000000 0.248295451505 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N Edelman Financial Engines Center LLC 549300Z31KZXNP05U733 27943UAL0 25860.53660000 PA USD 26049.06000000 0.009452969864 Long LON CORP US N 2 2028-04-07 Variable 7.82258000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DJ6 400000.00000000 PA USD 371102.17000000 0.134669643725 Long DBT CORP US N 2 2033-03-01 Fixed 4.20000000 N N N N N N US Radiology Specialists, Inc. N/A 90372AAM0 39698.40930000 PA USD 40011.03000000 0.014519643351 Long LON CORP US N 2 2027-12-15 Variable 9.07878000 N N N N N N UGCard N/A N/A 21.25000000 PA USD 21.58000000 0.000007831188 Long LON CORP US N 3 2025-04-05 Fixed 28.98000000 N N N N N N Upstart Network, Inc. N/A N/A 514.74000000 PA USD 503.77000000 0.000182813607 Long LON CORP US N 3 2026-12-13 Fixed 25.22000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587DS3 700000.00000000 PA USD 714451.86000000 0.259268161771 Long DBT CORP US N 2 2029-03-15 Fixed 5.50000000 N N N N N N Upstart Network, Inc. N/A N/A 2292.55000000 PA USD 2205.83000000 0.000800475891 Long LON CORP US N 3 2027-01-19 Fixed 6.87000000 N N N N N N Upstart Network, Inc. N/A N/A 132.75999999 PA USD 131.43999999 0.000047698395 Long LON CORP US N 3 2035-01-19 Fixed 5.34000000 N N N N N N Berlin Packaging LLC N/A 08511LBB3 119700.00000000 PA USD 120537.90000000 0.043742121067 Long LON CORP US N 2 2031-06-09 Variable 8.35367000 N N N N N N Albion Financing 3 SARL N/A N/A 14182.46000000 PA USD 14347.89000000 0.005206720387 Long LON CORP LU N 2 2029-08-17 Variable 9.89800000 N N N N N N Lummus Technology Holdings V LLC N/A 45232UAF5 29810.35730000 PA USD 30075.97000000 0.010914299327 Long LON CORP US N 2 2029-12-31 Variable 7.85701000 N N N N N N CSAIL Commercial Mortgage Trust N/A 22945EAW1 4344072.51600000 PA USD 197818.64000000 0.071786607367 Long ABS-MBS CORP US N 2 2054-03-15 Variable 0.99120600 N N N N N N Freedom Financial Asset Management LLC N/A N/A 2756.47000000 PA USD 2760.41000000 0.001001727991 Long LON CORP US N 3 2027-06-01 Fixed 11.99000000 N N N N N N ADMI Corp. 5493008U1LYGMQWO7N12 00709LAH0 104837.77230000 PA USD 102937.59000000 0.037355126679 Long LON CORP US N 2 2027-12-23 Variable 7.84649000 N N N N N N Prosper Funding LLC N/A N/A 169.92999999 PA USD 170.68999999 0.000061941867 Long LON CORP US N 3 2035-01-14 Fixed 15.21000000 N N N N N N Prosper Funding LLC N/A N/A 6474.27999999 PA USD 6440.24999999 0.002337108869 Long LON CORP US N 3 2026-10-26 Fixed 16.18000000 N N N N N N Rand Parent LLC N/A 75223LAB2 131232.73470000 PA USD 132176.30000000 0.047965591874 Long LON CORP US N 2 2030-03-18 Variable 8.07878000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 809000.00000000 PA USD 780411.82000000 0.283204438709 Long DBT CORP US N 2 2028-07-22 Fixed 3.59100000 N N N N N N UGCard N/A N/A 17.38000000 PA USD 17.65000000 0.000006405026 Long LON CORP US N 3 2025-04-05 Fixed 29.49000000 N N N N N N Watco Cos. LLC / Watco Finance Corp. N/A 941130AD8 300000.00000000 PA USD 309524.63000000 0.112323707636 Long DBT CORP US N 2 2032-08-01 Fixed 7.12500000 N N N N N N Upstart Network, Inc. N/A N/A 4592.86000000 PA USD 3887.93000000 0.001410894870 Long LON CORP US N 3 2025-06-19 Fixed 20.93000000 N N N N N N Upstart Network, Inc. N/A N/A 2546.29000000 PA USD 2483.04000000 0.000901072909 Long LON CORP US N 3 2027-02-22 Fixed 15.98000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAQ8 800000.00000000 PA USD 761927.58000000 0.276496674065 Long DBT CORP GB N 2 2027-06-14 Fixed 1.67300000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BB3 400000.00000000 PA USD 398796.44000000 0.144719645519 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AY5 500000.00000000 PA USD 434902.84000000 0.157822333720 Long DBT CORP IT N 2 2032-06-03 Fixed 3.12700000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFB2 3850000.00000000 PA USD 3708583.26000000 1.345811549286 Long DBT UST US N 2 2027-07-31 Fixed 2.75000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6231.60000000 PA USD 6317.47000000 0.002292553110 Long LON CORP US N 3 2026-02-11 Fixed 12.49000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BW6 700000.00000000 PA USD 686595.46000000 0.249159324457 Long DBT CORP US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Upstart Network, Inc. N/A N/A 2836.43000000 PA USD 2781.75000000 0.001009472085 Long LON CORP US N 3 2026-12-13 Fixed 28.85000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BJ5 600000.00000000 PA USD 598095.61000000 0.217043523923 Long DBT CORP US N 2 2028-06-01 Fixed 4.87500000 N N N N N N Prosper Funding LLC N/A N/A 89.91000000 PA USD 90.28000000 0.000032761800 Long LON CORP US N 3 2035-01-13 Fixed 14.89000000 N N N N N N Rutas 2 and 7 Finance Ltd. N/A 78319MAA1 160000.04960000 PA USD 113704.37000000 0.041262294418 Long DBT CORP KY N 2 2036-09-30 None 0.00000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBC3 9125.12270000 PA USD 9144.70000000 0.003318529479 Long LON CORP US N 2 2028-08-21 Variable 8.70701000 N N N N N N UGCard N/A N/A 27.83000000 PA USD 28.22000000 0.000010240784 Long LON CORP US N 3 2025-04-05 Fixed 19.99000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288JZD1 11766.21100000 PA USD 11776.54000000 0.004273600572 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Ritchie Bros Holdings, Inc. 254900LH3N0EGB1LQ203 76774LAB3 200000.00000000 PA USD 204728.00000000 0.074293952042 Long DBT CORP US N 2 2028-03-15 Fixed 6.75000000 N N N N N N Upstart Network, Inc. N/A N/A 5828.66000000 PA USD 5663.08000000 0.002055080858 Long LON CORP US N 3 2027-02-22 Fixed 8.57000000 N N N N N N Vibrantz Technologies, Inc. 549300GYZ1T3S8OPH343 69346EAG2 109829.46560000 PA USD 108487.35000000 0.039369084727 Long LON CORP US N 2 2029-04-23 Variable 9.05828000 N N N N N N UGCard N/A N/A 39.59000000 PA USD 40.24000000 0.000014602734 Long LON CORP US N 3 2025-04-05 Fixed 29.49000000 N N N N N N Upstart Network, Inc. N/A N/A 2985.19000000 PA USD 2921.53000000 0.001060196991 Long LON CORP US N 3 2026-12-13 Fixed 23.76000000 N N N N N N Upstart Network, Inc. N/A N/A 1759.62000000 PA USD 819.59000000 0.000297421848 Long LON CORP US N 3 2027-05-13 Fixed 22.44000000 N N N N N N Veritiv Operating Co. 5493004G8OK5L1UTIY12 92339LAA0 150000.00000000 PA USD 161734.54000000 0.058692011636 Long DBT CORP US N 2 2030-11-30 Fixed 10.50000000 N N N N N N Upstart Network, Inc. N/A N/A 5561.00000000 PA USD 700.22000000 0.000254103547 Long LON CORP US N 3 2027-06-19 Fixed 12.64000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128FUTQ6 315.86400000 PA USD 322.71000000 0.000117108559 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 6.50000000 N N N N N N Upstart Network, Inc. N/A N/A 547.64999999 PA USD 541.08999999 0.000196356700 Long LON CORP US N 3 2025-02-22 Fixed 10.61000000 N N N N N N Cengage Learning , Inc. N/A 15131YAQ8 52465.83000000 PA USD 52803.18000000 0.019161799668 Long LON CORP US N 2 2031-03-24 Variable 8.01379000 N N N N N N Prosper Funding LLC N/A N/A 3909.75000000 PA USD 3962.72000000 0.001438035489 Long LON CORP US N 3 2026-12-16 Fixed 20.08000000 N N N N N N American Airlines, Inc. / AAdvantage Loyalty IP Ltd. N/A 00253XAB7 900000.00000000 PA USD 893229.51000000 0.324144964921 Long DBT CORP US N 2 2029-04-20 Fixed 5.75000000 N N N N N N Upstart Network, Inc. N/A N/A 17025.08000000 PA USD 16572.82000000 0.006014127497 Long LON CORP US N 3 2027-02-22 Fixed 11.04000000 N N N N N N Consumer Loan Underlying Bond Club Certificate Issuer Trust I N/A 21057BAA1 1343.40000000 PA USD 1317.80000000 0.000478217781 Long ABS-O CORP US N 2 2045-01-15 Variable 0.00001080 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAN5 26665.47500000 PA USD 26709.47000000 0.009692626720 Long LON CORP US N 2 2028-05-03 Variable 8.82258000 N N N N N N UGCard N/A N/A 119.27000000 PA USD 121.08000000 0.000043938844 Long LON CORP US N 3 2025-04-05 Fixed 28.98000000 N N N N N N INEOS US Petrochem LLC N/A G4770MAL8 41975.80250000 PA USD 42343.09000000 0.015365926975 Long LON CORP US N 2 2029-04-02 Variable 8.70701000 N N N N N N UTEX Industries, Inc. N/A N/A 150.00000000 NS USD 0.24000000 0.000000087093 Long CORP US N 3 N N N GNMA 549300M8ZYFG0OCMTT87 36290SR45 28952.03000000 PA USD 28925.88000000 0.010496941998 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JADM7 493124.22000000 PA USD 430034.03000000 0.156055486309 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283H6F7 8051.46000000 PA USD 8126.98000000 0.002949208033 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 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 2025-04-05 Fixed 28.98000000 N N N N N N Prosper Funding LLC N/A N/A 1304.51000000 PA USD 1342.93000000 0.000487337232 Long LON CORP US N 3 2026-12-17 Fixed 21.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5318.76000000 PA USD 5229.77000000 0.001897836551 Long LON CORP US N 3 2026-11-16 Fixed 32.15000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 22400.06000000 PA USD 22824.19000000 0.008282693511 Long LON CORP US N 3 2027-06-19 Fixed 11.34000000 N N N N N N Upstart Network, Inc. N/A N/A 32105.00000000 PA USD 2283.59000000 0.000828694296 Long LON CORP US N 3 2027-11-19 Fixed 24.48000000 N N N N N N Upstart Network, Inc. N/A N/A 11572.89000000 PA USD 11315.76000000 0.004106387649 Long LON CORP US N 3 2026-12-13 Fixed 22.19000000 N N N N N N Organon & Co. / Organon Foreign Debt Co-Issuer BV N/A 68622TAB7 300000.00000000 PA USD 269933.92000000 0.097956594637 Long DBT CORP US N 2 2031-04-30 Fixed 5.12500000 N N N N N N Upstart Network, Inc. N/A N/A 5685.95000000 PA USD 5535.42000000 0.002008754190 Long LON CORP US N 3 2026-12-13 Fixed 11.98000000 N N N N N N AI Aqua Merger Sub, Inc. 5493005QMH1D47U26R45 00132UAG9 60074.44590000 PA USD 60200.00000000 0.021846039198 Long LON CORP US N 2 2028-07-31 Variable 8.05265000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828V98 1400000.00000000 PA USD 1343736.44000000 0.487629882724 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N Upstart Network, Inc. N/A N/A 3212.37000000 PA USD 3153.02000000 0.001144202633 Long LON CORP US N 3 2026-09-20 Fixed 22.68000000 N N N N N N Upstart Network, Inc. N/A N/A 2680.26000000 PA USD 2631.77000000 0.000955045690 Long LON CORP US N 3 2026-12-13 Fixed 31.84000000 N N N N N N Upstart Network, Inc. N/A N/A 2429.23000000 PA USD 2387.02000000 0.000866228114 Long LON CORP US N 3 2027-02-22 Fixed 22.41000000 N N N N N N CDW LLC / CDW Finance Corp. N/A 12513GBF5 900000.00000000 PA USD 829896.03000000 0.301161813980 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAT8 200000.00000000 PA USD 189309.02000000 0.068698542715 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N Neogen Food Safety Corp. N/A 365417AA2 600000.00000000 PA USD 646518.60000000 0.234615791990 Long DBT CORP US N 2 2030-07-20 Fixed 8.62500000 N N N N N N Prosper Funding LLC N/A N/A 4701.89000000 PA USD 4637.31000000 0.001682838140 Long LON CORP US N 3 2026-11-08 Fixed 10.80000000 N N N N N N Benchmark Mortgage Trust N/A 08163VAC1 70000.00000000 PA USD 72677.11000000 0.026373870329 Long ABS-MBS CORP US N 2 2056-07-15 Variable 6.36289920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296JYU4 1464.44000000 PA USD 1471.23000000 0.000533896150 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292HLZ5 992.88300000 PA USD 1019.61000000 0.000370007309 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Jazz Financing Lux SARL N/A G5080AAJ1 65233.65170000 PA USD 65478.28000000 0.023761479592 Long LON CORP LU N 2 2028-05-05 Variable 6.60701000 N N N N N N LendingClub Corp. - LCX N/A N/A 3375.33000000 PA USD 385.39000000 0.000139854568 Long LON CORP US N 3 2025-02-03 Fixed 11.02000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAV0 200000.00000000 PA USD 205903.55000000 0.074720548576 Long DBT CORP US N 2 2028-09-19 Fixed 5.90000000 N N N N N N MPT Operating Partnership LP / MPT Finance Corp. N/A 55342UAH7 400000.00000000 PA USD 337618.60000000 0.122518756969 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Upstart Network, Inc. N/A N/A 157.59000000 PA USD 155.70000000 0.000056502131 Long LON CORP US N 3 2025-02-22 Fixed 9.72000000 N N N N N N Upstart Network, Inc. N/A N/A 831.26000000 PA USD 816.74000000 0.000296387608 Long LON CORP US N 3 2027-01-19 Fixed 28.77000000 N N N N N N Octagon Investment Partners 36 Ltd. 549300S890TBOLY1D042 67591UAC1 308684.92000000 PA USD 309185.55000000 0.112200658550 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.88750840 N N N N N N Upstart Network, Inc. N/A N/A 7100.02000000 PA USD 6927.91000000 0.002514076302 Long LON CORP US N 3 2026-11-16 Fixed 15.22000000 N N N N N N Prosper Funding LLC N/A N/A 1407.89000000 PA USD 1402.88000000 0.000509092549 Long LON CORP US N 3 2025-04-15 Fixed 18.50000000 N N N N N N Civitas Resources, Inc. IIVIHPH28S64K95M2381 17888HAC7 100000.00000000 PA USD 104815.56000000 0.038036625121 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N Civitas Resources, Inc. IIVIHPH28S64K95M2381 17888HAA1 300000.00000000 PA USD 311945.54000000 0.113202234127 Long DBT CORP US N 2 2028-07-01 Fixed 8.37500000 N N N N N N Golden State Foods N/A 38121NAC7 33898.30000000 PA USD 34242.54000000 0.012426310150 Long LON CORP US N 2 2031-10-07 Variable 8.77397000 N N N N N N Upstart Network, Inc. N/A N/A 6872.13000000 PA USD 6717.90000000 0.002437865560 Long LON CORP US N 3 2026-12-13 Fixed 21.36000000 N N N N N N UGCard N/A N/A 117.64000000 PA USD 122.14000000 0.000044323508 Long LON CORP US N 3 2025-08-03 Fixed 29.49000000 N N N N N N UGCard N/A N/A 210.92000000 PA USD 212.83999999 0.000077237723 Long LON CORP US N 3 2025-04-05 Fixed 19.99000000 N N N N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207BE4 300000.00000000 PA USD 287249.01000000 0.104240085249 Long DBT CORP US N 2 2034-08-28 Fixed 4.75000000 N N N N N N Hillenbrand, Inc. U246OE781574J2BUD366 431571AF5 300000.00000000 PA USD 300180.06000000 0.108932647129 Long DBT CORP US N 2 2029-02-15 Fixed 6.25000000 N N N N N N 2025-01-30 Franklin Templeton Variable Insurance Products Trust Monica Krogh Monica Krogh Assistant Treasurer