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 2025-12-31 2025-06-30 N 287833670.92 17843295.50 269990375.42 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 17399728.02000000 0.00000000 0.00000000 22465.45000000 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 16627.78000000 PA USD 16934.59000000 0.006272293956 Long LON CORP US N 3 2027-05-20 Fixed 13.59000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296QHQ6 436.50000000 PA USD 447.72000000 0.000165828133 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 4213552.94000000 PA USD 175443.07000000 0.064981231174 Long ABS-MBS CORP US N 2 2057-12-15 Variable 1.28091960 N N N N N N Upstart Network, Inc. N/A N/A 1430.06000000 PA USD 1401.30000000 0.000519018501 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 10350.19000000 PA USD 10184.67000000 0.003772234467 Long LON CORP US N 3 2027-03-25 Fixed 28.41000000 N N N N N N Allwyn Entertainment Financing UK plc 315700J7ZTIN8XGCX365 02007VAA8 600000.00000000 PA USD 626453.25000000 0.232027993229 Long DBT CORP GB N 2 2029-04-30 Fixed 7.87500000 N N N N N N FNMA or FHLMC N/A 01F052672 2040000.00000000 PA USD 2039852.04000000 0.755527687543 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 5.50000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AD2 200000.00000000 PA USD 215525.10000000 0.079826956670 Long DBT CORP US N 2 2034-01-15 Fixed 6.12500000 N N N N N N PVH Corp. 123WALMHY1GZXG2YDL90 693656AE0 400000.00000000 PA USD 403000.59000000 0.149264798559 Long DBT CORP US N 2 2030-06-13 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DZF1 4176.30000000 PA USD 4264.58000000 0.001579530378 Long ABS-MBS USGA US N 2 2033-09-20 Fixed 5.00000000 N N N N N N Mill City Mortgage Loan Trust N/A 59980YAB1 372928.28000000 PA USD 366081.88000000 0.135590714828 Long ABS-MBS CORP US N 2 2066-04-25 Variable 3.49999920 N N N N N N Chase Home Lending Mortgage Trust N/A 16160AAZ2 238000.00000000 PA USD 238593.62000000 0.088371157538 Long ABS-MBS CORP US N 2 2056-05-25 Floating 5.70218040 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61691GAV2 231000.00000000 PA USD 227090.97000000 0.084110764928 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.99399840 N N N N N N Upstart Network, Inc. N/A N/A 1901.93000000 PA USD 1880.15000000 0.000696376675 Long LON CORP US N 3 2027-02-22 Fixed 15.87000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJCJ7 3243.45000000 PA USD 3294.75000000 0.001220321278 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAB1 200000.00000000 PA USD 206290.80000000 0.076406723639 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 1392.66000000 PA USD 1369.77000000 0.000507340307 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 68131.23200000 PA USD 68574.09000000 0.025398716488 Long LON CORP US N 2 2031-10-01 Variable 6.26947000 N N N N N N Franklin BSP Real Estate Debt BDC N/A N/A 98170.68000000 NS USD 2681646.59000000 0.993237846285 Long EC CORP US N 3 N N N Serbia International Bond 254900W94OCY91V32O78 N/A 230000.00000000 PA USD 242484.72000000 0.089812357060 Long DBT NUSS RS N 2 2033-09-26 Fixed 6.50000000 N N N N N N Bausch + Lomb Corp. 549300NY6OZM39SO6475 071705AA5 800000.00000000 PA USD 836000.00000000 0.309640667264 Long DBT CORP CA N 2 2028-10-01 Fixed 8.37500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBY5 500000.00000000 PA USD 496598.36000000 0.183931875063 Long DBT CORP US N 2 2035-04-01 Fixed 5.40000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DC6 700000.00000000 PA USD 659796.58000000 0.244377814940 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 867997.89000000 0.321492160100 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 268041.00000000 0.099277983366 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 705906.90000000 0.261456320026 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 206109.33000000 0.076339510132 Long DBT NUSS FR N 2 2028-05-23 Fixed 5.70000000 N N N N N N Hess Midstream Operations LP N/A 428102AH0 300000.00000000 PA USD 304659.30000000 0.112840800167 Long DBT CORP US N 2 2028-03-01 Fixed 5.87500000 N N N N N N Great Canadian Gaming Corp. N/A C4111RAJ4 66657.86260000 PA USD 65258.05000000 0.024170509744 Long LON CORP CA N 2 2029-11-01 Variable 9.07369000 N N N N N N AvalonBay Communities, Inc. K9G90K85RBWD2LAGQX17 05348EBH1 500000.00000000 PA USD 449328.81000000 0.166424010226 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N Prosper Funding LLC N/A N/A 5069.98000000 PA USD 5187.20000000 0.001921253671 Long LON CORP US N 3 2027-01-25 Fixed 19.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300VOKB4Z9J8DIM89 94989YBE2 121000.00000000 PA USD 119842.82000000 0.044387811903 Long ABS-MBS CORP US N 2 2059-01-15 Variable 4.85762040 N N N N N N Upstart Network, Inc. N/A N/A 2843.18000000 PA USD 1839.65000000 0.000681376140 Long LON CORP US N 3 2027-04-20 Fixed 20.02000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4905.90000000 PA USD 4984.17000000 0.001846054694 Long LON CORP US N 3 2026-02-05 Fixed 14.99000000 N N N N N N McGraw-Hill Education, Inc. 254900U6YJ9QZ4IQOR26 58064LAA2 400000.00000000 PA USD 417560.50000000 0.154657550051 Long DBT CORP US N 2 2031-09-01 Fixed 7.37500000 N N N N N N Royalty Pharma plc 549300FGFN7VOK8BZR03 78081BAL7 500000.00000000 PA USD 376794.49000000 0.139558489599 Long DBT CORP GB N 2 2040-09-02 Fixed 3.30000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638DF6 340000.00000000 PA USD 305371.00000000 0.113104402156 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N Nouryon Finance BV N/A N8232NAM9 51823.52020000 PA USD 52131.35000000 0.019308595693 Long LON CORP NL N 2 2028-04-03 Variable 7.55026000 N N N N N N Hunter Douglas, Inc. N/A N8137FAE0 68997.01370000 PA USD 68839.01000000 0.025496838505 Long LON CORP US N 2 2032-01-16 Variable 7.54561000 N N N N N N Hilcorp Energy I LP / Hilcorp Finance Co. N/A 431318AZ7 200000.00000000 PA USD 191156.36000000 0.070801175672 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N Upstart Network, Inc. N/A N/A 2138.88000000 PA USD 2114.73000000 0.000783261253 Long LON CORP US N 3 2027-02-22 Fixed 16.69000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAK4 800000.00000000 PA USD 857864.93000000 0.317739078167 Long DBT CORP US N 2 2030-06-01 Fixed 8.62500000 N N N N N N Prosper Funding LLC N/A N/A 1856.43000000 PA USD 1881.64000000 0.000696928546 Long LON CORP US N 3 2026-11-05 Fixed 16.70000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAM2 400000.00000000 PA USD 347000.00000000 0.128523099929 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N Pertamina Hulu Energi PT 2549003IT1KDHL64C037 74448WAA2 200000.00000000 PA USD 202151.29000000 0.074873517133 Long DBT CORP ID N 2 2030-05-21 Fixed 5.25000000 N N N N N N PSMC Trust N/A 69376DAC6 904265.95700000 PA USD 811315.46000000 0.300497919134 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.49999840 N N N N N N Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy N/A 11952AAA0 200000.00000000 PA USD 206209.20000000 0.076376500339 Long DBT CORP MX N 2 2039-02-15 Fixed 7.87500000 N N N N N N Calumet Specialty Products Partners LP / Calumet Finance Corp. N/A 131477AX9 400000.00000000 PA USD 412000.00000000 0.152598032192 Long DBT CORP US N 2 2029-07-15 Fixed 9.25000000 N N N N N N Upstart Network, Inc. N/A N/A 4408.15000000 PA USD 2893.23000000 0.001071604865 Long LON CORP US N 3 2027-12-22 Fixed 15.60000000 N N N N N N Under Armour, Inc. 549300D4549QKWETZ406 904311AD9 170000.00000000 PA USD 172584.96000000 0.063922634179 Long DBT CORP US N 2 2030-07-15 Fixed 7.25000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 16468.28000000 PA USD 16737.62000000 0.006199339503 Long LON CORP US N 3 2027-06-15 Fixed 11.34000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 13374.72000000 PA USD 13561.60000000 0.005022993867 Long LON CORP US N 3 2027-02-10 Fixed 10.99000000 N N N N N N American Airlines, Inc. N/A 02376CBM6 63999.54000000 PA USD 63503.54000000 0.023520668061 Long LON CORP US N 2 2029-06-04 Variable 6.50675000 N N N N N N Prosper Funding LLC N/A N/A 3787.32000000 PA USD 2065.25000000 0.000764934674 Long LON CORP US N 3 2026-11-05 Fixed 12.30000000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAG8 330000.00000000 PA USD 330432.11000000 0.122386625629 Long DBT CORP US N 2 2034-01-15 Fixed 8.37500000 N N N N N N Freedom Mortgage Holdings LLC 254900ROJ91RGM43S156 35641AAC2 450000.00000000 PA USD 455207.40000000 0.168601343396 Long DBT CORP US N 2 2032-04-01 Fixed 8.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286B1 1000000.00000000 PA USD 963242.19000000 0.356769084268 Long DBT UST US N 2 2029-02-15 Fixed 2.62500000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271BC2 250000.00000000 PA USD 245485.82000000 0.090923915201 Long DBT CORP US N 2 2036-05-15 Fixed 5.25000000 N N N N N N Dell International LLC / EMC Corp. N/A 24703DBN0 900000.00000000 PA USD 916947.97000000 0.339622465642 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 7846.71000000 PA USD 7846.03000000 0.002906040627 Long LON CORP US N 3 2027-02-22 Fixed 18.15000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYJ7 370000.00000000 PA USD 323239.44000000 0.119722578813 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 520925.51000000 0.192942251807 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 8307.02999999 PA USD 8472.09000000 0.003137922967 Long LON CORP US N 3 2027-02-12 Fixed 16.99000000 N N N N N N Calpine Corp. N/A 13134MBW2 49874.68670000 PA USD 49925.56000000 0.018491607310 Long LON CORP US N 2 2031-01-31 Variable 6.07681000 N N N N N N Romania 315700IASY927EDWBK92 77586RAK6 500000.00000000 PA USD 483641.15000000 0.179132737323 Long DBT NUSS RO N 2 2027-02-27 Fixed 3.00000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 12772.33000000 PA USD 1370.01000000 0.000507429199 Long LON CORP US N 3 2027-11-05 Fixed 11.99000000 Y N N N N N Aker BP ASA 549300NFTY73920OYK69 55037AAB4 900000.00000000 PA USD 804165.63000000 0.297849739550 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 826498.74000000 0.306121556634 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N N Eaton Corp. 0NZWDMRCE180888QQE14 278062AH7 200000.00000000 PA USD 194050.63000000 0.071873165737 Long DBT CORP US N 2 2033-03-15 Fixed 4.15000000 N N N N N N Republic of Iraq N/A N/A 292500.00000000 PA USD 289978.85000000 0.107403402639 Long DBT NUSS IQ N 2 2028-01-15 Fixed 5.80000000 N N N N N N Upstart Network, Inc. N/A N/A 4772.87000000 PA USD 4690.67000000 0.001737347115 Long LON CORP US N 3 2027-02-22 Fixed 19.13000000 N N N N N N Prosper Funding LLC N/A N/A 1541.14000000 PA USD 1533.14000000 0.000567849871 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 9840.18000000 PA USD 704.00000000 0.000260750035 Long LON CORP US N 3 2027-12-22 Fixed 18.91000000 Y N N N N N LaserShip, Inc. 254900NGHREGOQUFUT53 51809EAM7 35222.86610000 PA USD 20664.02000000 0.007653613565 Long LON CORP US N 2 2029-08-10 Variable 6.05722000 N N Y N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296PHH8 826.07000000 PA USD 837.01000000 0.000310014754 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CY6 275000.00000000 PA USD 276728.33000000 0.102495627693 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200NYN5 10336.92000000 PA USD 10428.53000000 0.003862556205 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N AssuredPartners, Inc. 549300HNDSDQWQ3L2P80 04621HAW3 81911.71880000 PA USD 82209.47000000 0.030449037256 Long LON CORP US N 2 2031-02-14 Variable 7.82681000 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 486699.00000000 0.180265314733 Long DBT CORP LU N 2 2027-01-15 Fixed 2.50000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759BM1 800000.00000000 PA USD 816067.94000000 0.302258159658 Long DBT CORP US N 2 2035-03-15 Fixed 5.15000000 N N N N N N Upstart Network, Inc. N/A N/A 13609.30000000 PA USD 8230.08999999 0.003048290142 Long LON CORP US N 3 2027-07-22 Fixed 14.76000000 N N N N N N N/A N/A N/A -4.00000000 NC 3688.24000000 0.001366063510 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Bund 2025-09-08 -520600.00000000 EUR 3688.24000000 N N N CNT Holdings I Corp. N/A 12656AAF6 27866.52000000 PA USD 27966.70000000 0.010358406278 Long LON CORP US N 2 2032-11-08 Variable 6.77965000 N N N N N N Power Finance Corp. Ltd. 3358003Q6D9LIJJZ1614 73928RAB2 400000.00000000 PA USD 383668.90000000 0.142104658139 Long DBT NUSS IN N 2 2030-04-23 Fixed 3.95000000 N N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389BBA7 500000.00000000 PA USD 510355.68000000 0.189027360403 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 1831.81000000 PA USD 1803.16000000 0.000667860844 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 2503.15000000 PA USD 2454.17000000 0.000908984254 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 2444628.90000000 0.905450387332 Long DBT UST US N 2 2028-05-15 Fixed 2.87500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWFH1 2488489.66000000 PA USD 2498007.71000000 0.925221021717 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 2391.16000000 PA USD 2381.93000000 0.000882227744 Long LON CORP US N 3 2026-08-17 Fixed 18.73000000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAR5 100000.00000000 PA USD 104042.00000000 0.038535447731 Long DBT CORP US N 2 2032-03-15 Fixed 6.62500000 N N N N N N Adeia, Inc. N/A 98422BAD1 98139.78880000 PA USD 98507.81000000 0.036485674664 Long LON CORP US N 2 2028-06-08 Variable 6.82681000 N N N N N N Icon Investments Six DAC 635400FQ1M7J2CHLAS59 45115AAC8 200000.00000000 PA USD 204507.16000000 0.075746092682 Long DBT CORP IE N 2 2034-05-08 Fixed 6.00000000 N N N N N N UGCard N/A N/A 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2029-01-03 Fixed 29.46000000 Y N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676BA2 945000.00000000 PA USD 956793.99000000 0.354380776911 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N CIM Trust N/A 12555DAA3 46112.55000000 PA USD 44199.54000000 0.016370783562 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 370000.73000000 0.137042192494 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 583.98000000 PA USD 573.76000000 0.000212511279 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 126402.48000000 PA USD 109188.55000000 0.040441645310 Long ABS-MBS CORP US N 2 2049-12-25 Variable 2.99999880 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDC4 3385424.64900000 PA USD 2689294.37000000 0.996070458369 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Charlotte Buyer, Inc. N/A 12568YAH7 65124.62290000 PA USD 65211.89000000 0.024153412838 Long LON CORP US N 2 2028-02-11 Variable 8.56429000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PBB2 300000.00000000 PA USD 304625.19000000 0.112828166384 Long DBT CORP US N 2 2035-04-01 Fixed 5.37500000 N N N N N N Upstart Network, Inc. N/A N/A 7477.15000000 PA USD 7382.31000000 0.002734286356 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 225815.72000000 0.083638433277 Long DBT CORP IE N 2 2026-08-15 Fixed 2.12500000 N N N N N N Upstart Network, Inc. N/A N/A 3344.70000000 PA USD 3301.27000000 0.001222736178 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 432676.16000000 PA USD 402878.23000000 0.149219478425 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 720385.40000000 0.266818918592 Long DBT CORP US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Upstart Network, Inc. N/A N/A 6579.34000000 PA USD 6504.34000000 0.002409100691 Long LON CORP US N 3 2027-02-22 Fixed 16.53000000 N N N N N N Hungary 5299003F3UFKGCCMAP43 N/A 400000.00000000 PA USD 403746.70000000 0.149541145447 Long DBT NUSS HU N 2 2029-06-16 Fixed 5.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36207KKT6 204.75000000 PA USD 207.37000000 0.000076806441 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 346.47000000 0.000128326796 Long LON CORP US N 3 2028-04-03 Fixed 22.97000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36291AFA2 8734.53000000 PA USD 8742.89000000 0.003238222839 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 1636.20360000 PA USD 924.34000000 0.000342360352 Long ABS-O CORP US N 2 2045-01-15 Variable 16.26800000 N N N N N N Upstart Network, Inc. N/A N/A 724.31000000 PA USD 710.65000000 0.000263213086 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 629263.20000000 0.233068752551 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 104195.00000000 PA USD 111839.89000000 0.041423658093 Long DBT CORP US N 2 2029-10-01 Fixed 8.75000000 N N Y N N N Upstart Network, Inc. N/A N/A 4329.45000000 PA USD 4238.07000000 0.001569711510 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 414649.88000000 0.153579504215 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAM9 800000.00000000 PA USD 820760.07000000 0.303996047534 Long DBT CORP DE N 2 2027-09-09 Fixed 5.37100000 N N N N N N Gen Digital, Inc. YF6ZV0M6AU4FY94MK914 668771AM0 150000.00000000 PA USD 154401.30000000 0.057187705213 Long DBT CORP US N 2 2033-04-01 Fixed 6.25000000 N N N N N N Sunoco LP / Sunoco Finance Corp. N/A 86765LAQ0 500000.00000000 PA USD 500175.95000000 0.185256955631 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296WUR6 44308.85000000 PA USD 44990.96000000 0.016663912530 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Hanesbrands, Inc. N/A 410346AY6 57886.56550000 PA USD 58109.72000000 0.021522885736 Long LON CORP US N 2 2032-03-08 Variable 7.07681000 N N N N N N Upstart Network, Inc. N/A N/A 800.52000000 PA USD 791.15000000 0.000293028964 Long LON CORP US N 3 2027-04-20 Fixed 28.27000000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAA4 200000.00000000 PA USD 197849.80000000 0.073280315897 Long DBT CORP US N 2 2027-08-15 Fixed 5.12500000 N N N N N N Petronas Capital Ltd. 549300G7YFX3540OYR85 716743AV1 400000.00000000 PA USD 408360.96000000 0.151250191553 Long DBT CORP MY N 2 2031-01-03 Fixed 4.95000000 N N N N N N Medical Solutions Holdings, Inc. N/A 58462QAH4 67346.58560000 PA USD 36290.04000000 0.013441234689 Long LON CORP US N 2 2028-11-01 Variable 7.87965000 N N N N N N Prime Security Services Borrower LLC / Prime Finance, Inc. N/A 74166MAF3 1000000.00000000 PA USD 969463.80000000 0.359073466412 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 11186574.00000000 4.143323250911 Long DBT UST US N 2 2026-02-15 Fixed 4.00000000 N N N N N N EPIC Crude Services LP 549300FRS682IQ7J9S42 29428XAG5 74579.43410000 PA USD 74921.38000000 0.027749648439 Long LON CORP US N 2 2031-10-15 Variable 7.25610000 N N N N N N Upstart Network, Inc. N/A N/A 1260.62000000 PA USD 1240.82000000 0.000459579345 Long LON CORP US N 3 2027-02-22 Fixed 25.44000000 N N N N N N Duke Energy Ohio, Inc. L6KC0HABGHNFU1Z6QY21 26442EAJ9 100000.00000000 PA USD 103193.11000000 0.038221032819 Long DBT CORP US N 2 2033-04-01 Fixed 5.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XBM5 36031.90900000 PA USD 37095.28000000 0.013739482358 Long ABS-MBS CORP US N 2 2028-08-25 Floating 11.16965160 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAE3 150000.00000000 PA USD 143517.84000000 0.053156650409 Long DBT CORP US N 2 2033-01-15 Fixed 7.37500000 N N N N N N Upstart Network, Inc. N/A N/A 931.01000000 PA USD 907.29000000 0.000336045312 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 1213214.85000000 0.449354851302 Long DBT UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31342AG45 3588.09000000 PA USD 3662.89000000 0.001356674286 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.47300160 N Y N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DL1 800000.00000000 PA USD 832778.31000000 0.308447406210 Long DBT CORP US N 2 2032-01-29 Fixed 5.63100000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 74843PAA8 150000.00000000 PA USD 154341.74000000 0.057165645167 Long DBT CORP US N 2 2032-03-01 Fixed 6.37500000 N N N N N N Upstart Network, Inc. N/A N/A 9126.11000000 PA USD 8959.93000000 0.003318610889 Long LON CORP US N 3 2027-04-20 Fixed 15.54000000 N N N N N N CSAIL Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FAT1 431455.37800000 PA USD 429778.61000000 0.159182937292 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.71820000 N N N N N N AAdvantage Loyalty IP Ltd. N/A 02376CBS3 30773.16000000 PA USD 30616.83000000 0.011339970897 Long LON CORP US N 2 2028-04-20 Variable 6.52238000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DST9 1668.44000000 PA USD 1723.60000000 0.000638393126 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 4321.34000000 PA USD 4422.93000000 0.001638180617 Long LON CORP US N 3 2026-11-10 Fixed 18.50000000 N N N N N N DexKo Global, Inc. N/A 25213YAU9 36606.26600000 PA USD 35119.69000000 0.013007756274 Long LON CORP US N 2 2028-10-04 Variable 8.19129000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296KGB3 570.09600000 PA USD 572.07000000 0.000211885330 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384WKY5 484.78400000 PA USD 500.99000000 0.000185558466 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 803347.01000000 0.297546536149 Long DBT CORP US N 2 2026-10-28 Fixed 5.90000000 N N N N N N AES Andes SA 549300IF4IFG0FS0RM26 00111VAA5 400000.00000000 PA USD 411542.94000000 0.152428744676 Long DBT CORP CL N 2 2029-03-15 Fixed 6.30000000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BF2 50000.00000000 PA USD 48766.21000000 0.018062203115 Long DBT CORP US N 2 2030-05-15 Fixed 6.37500000 N N N N N N Kobe US Midco 2, Inc. N/A 499894AA1 364651.00000000 PA USD 327730.09000000 0.121385841806 Long DBT CORP US N 2 2026-11-01 Fixed 9.24999840 N N Y N N N Dornoch Debt Merger Sub, Inc. N/A 25830JAA9 600000.00000000 PA USD 465381.60000000 0.172369699948 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 1052416.68000000 0.389797850520 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 496728.75000000 0.183980169377 Long DBT CORP US N 2 2029-10-01 Fixed 5.12500000 N N N N N N Upstart Network, Inc. N/A N/A 3469.59000000 PA USD 3420.29000000 0.001266819231 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 1279384.78000000 0.473863106419 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 1888.70000000 PA USD 1862.62000000 0.000689883851 Long LON CORP US N 3 2026-10-25 Fixed 20.32000000 N N N N N N BMO Mortgage Trust N/A 09661XAD0 5158264.89000000 PA USD 206203.70000000 0.076374463230 Long ABS-MBS CORP US N 2 2057-12-15 Variable 1.23975720 N N N N N N Upstart Network, Inc. N/A N/A 5198.11000000 PA USD 778.00999999 0.000288162123 Long LON CORP US N 3 2027-02-22 Fixed 16.63000000 Y N N N N N Upstart Network, Inc. N/A N/A 1020.09000000 PA USD 1000.03000000 0.000370394684 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 1303.69000000 PA USD 93.07999999 0.000034475302 Long LON CORP US N 3 2027-04-16 Fixed 22.46000000 Y N N N N N Upstart Network, Inc. N/A N/A 1901.24000000 PA USD 1861.07000000 0.000689309756 Long LON CORP US N 3 2027-02-22 Fixed 14.22000000 N N N N N N Bally's Corp. 549300NS4D5IK406VT62 05875CAB0 73489.07810000 PA USD 65221.56000000 0.024156994447 Long LON CORP US N 2 2028-10-02 Variable 7.78399000 N N N N N N McAfee Corp. 2549009UKR8UEZYVCR93 579063AB4 800000.00000000 PA USD 756290.99000000 0.280117759317 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 2675.58000000 PA USD 2645.99000000 0.000980031231 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 320.37000000 PA USD 316.38000000 0.000117181954 Long LON CORP US N 3 2027-02-22 Fixed 6.00000000 N N N N N N BANK5 N/A 06604MAD0 4487757.45000000 PA USD 184991.20000000 0.068517701681 Long ABS-MBS CORP US N 2 2058-04-15 Variable 1.20174120 N N N N N N N/A N/A N/A 135.00000000 NC USD 134828.55000000 0.049938280129 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Notes 2025-09-30 14715000.00000000 USD 134828.55000000 N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 876030AL1 200000.00000000 PA USD 200878.16000000 0.074401970695 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 21816.94190000 PA USD 21854.47000000 0.008094536690 Long LON CORP US N 2 2028-07-21 Variable 6.79561000 N N N N N N Arthur J Gallagher & Co. 54930049QLLMPART6V29 04316JAM1 250000.00000000 PA USD 253598.48000000 0.093928711201 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 128330.09000000 0.047531357293 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.05000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4340.80000000 PA USD 4475.82000000 0.001657770204 Long LON CORP US N 3 2027-02-11 Fixed 18.99000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36211RXD6 405.33000000 PA USD 419.57000000 0.000155401835 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 7.50000000 N N N N N N Primo Brands Corp. N/A 89678QAD8 55712.66090000 PA USD 55975.62000000 0.020732450152 Long LON CORP US N 2 2028-03-31 Variable 6.54900000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JAH3 490000.00000000 PA USD 495941.15000000 0.183688455274 Long DBT NUSS EG N 2 2030-02-04 Fixed 8.62500000 N N N N N N Kodiak Gas Services LLC 549300ZQBRWEUOVOM131 50012LAC8 600000.00000000 PA USD 621030.60000000 0.230019532745 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 5577.62000000 PA USD 5463.59000000 0.002023623987 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 283051.35000000 0.104837570435 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 1287.91000000 PA USD 1266.01000000 0.000468909307 Long LON CORP US N 3 2027-01-19 Fixed 20.32000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46590TAD7 292982.95300000 PA USD 286670.43000000 0.106178018217 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 100673.41000000 0.037287777330 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 500000.00000000 PA USD 492802.75000000 0.182526043468 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 300282.56000000 0.111219727567 Long DBT CORP CH N 2 2026-07-15 Fixed 6.37300000 N N N N N N Provident Funding Associates LLP N/A N/A 174363.31260000 PA USD 154296.94000000 0.057149051983 Long ABS-MBS CORP US N 2 2049-02-20 Variable 2.49999840 N N N N N N WFRBS Commercial Mortgage Trust N/A 92939HBB0 215000.00000000 PA USD 201702.25000000 0.074707200094 Long ABS-MBS CORP US N 2 2057-10-15 Variable 4.37175000 N N N N N N FNMA or FHLMC N/A 01F020679 10860000.00000000 PA USD 8599559.96000000 3.185135746643 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 2.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300NYO16WLNMVJJ46 94989KBB8 692000.00000000 PA USD 673324.86000000 0.249388467626 Long ABS-MBS CORP US N 2 2048-06-15 Variable 4.36127760 N N N N N N Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC N/A 89157UAA5 425000.00000000 PA USD 434808.04000000 0.161045755547 Long DBT CORP US N 2 2030-05-15 Fixed 9.50000000 N N N N N N Acrisure LLC N/A 00488PAX3 29197.08000000 PA USD 29197.08000000 0.010814118819 Long LON CORP US N 2 2032-06-21 Variable 7.56800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GRK1 8085.91000000 PA USD 8571.08000000 0.003174587237 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Republic of Turkiye (The) 5493000PCHOG3B6S3Q85 900123DJ6 410000.00000000 PA USD 455247.60000000 0.168616232816 Long DBT NUSS TR N 2 2030-07-13 Fixed 9.12500000 N N N N N N Voya CLO Ltd. 5493007ASGBOUR3XJY69 92916WAG4 780000.00000000 PA USD 782979.02000000 0.290002567232 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 6.39338040 N N N N N N QXO Building Products, Inc. 549300HDXQWWCBOYXP31 74825NAA5 450000.00000000 PA USD 464715.90000000 0.172123135603 Long DBT CORP US N 2 2032-04-30 Fixed 6.75000000 N N N N N N Upstart Network, Inc. N/A N/A 9265.88000000 PA USD 9095.06000000 0.003368660822 Long LON CORP US N 3 2026-11-26 Fixed 19.56000000 N N N N N N Cornerstone Building Brands, Inc. N/A 72431HAE0 122671.23160000 PA USD 104883.90000000 0.038847273661 Long LON CORP US N 2 2031-05-15 Variable 8.81176000 N N N N N N Snap, Inc. 549300JNC0L6VP8A2Q35 83304AAL0 200000.00000000 PA USD 205350.19000000 0.076058337146 Long DBT CORP US N 2 2033-03-01 Fixed 6.87500000 N N N N N N Citadel Securities Global Holdings LLC 549300NV5RXBUS3X7L47 17288YAN2 42313.99680000 PA USD 42533.61000000 0.015753750456 Long LON CORP US N 2 2031-10-31 Variable 6.32681000 N N N N N N Phoenix Guarantor, Inc. N/A 71913BAK8 49625.30670000 PA USD 49845.15000000 0.018461824767 Long LON CORP US N 2 2031-02-21 Variable 6.82681000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DWG0 17408.41000000 PA USD 18109.21000000 0.006707353909 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 1027.47000000 PA USD 1013.76000000 0.000375480051 Long LON CORP US N 3 2026-12-13 Fixed 17.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -51250.06000000 -0.01898218035 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 780000.00000000 EUR 870971.40000000 USD 2025-08-25 -51250.06000000 N N N United States of America 254900HROIFWPRGM1V77 9128285M8 2900000.00000000 PA USD 2846417.98000000 1.054266462488 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 333674.78000000 0.123587657330 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 1728.07000000 PA USD 936.79000000 0.000346971627 Long LON CORP US N 3 2026-12-13 Fixed 27.33000000 N N N N N N Sunoco LP / Sunoco Finance Corp. N/A 86765LAT4 900000.00000000 PA USD 874368.63000000 0.323851777545 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 2630.74000000 PA USD 2562.33000000 0.000949044941 Long LON CORP US N 3 2027-02-22 Fixed 9.54000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 105756CC2 810000.00000000 PA USD 764701.47000000 0.283232862953 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.87500000 N N N N N N Chromalloy Corp. N/A 17110EAB6 0.02990000 PA USD 0.03000000 0.000000011111 Long LON CORP US N 2 2031-03-27 Variable 8.03800000 N N N N N N Upstart Network, Inc. N/A N/A 1186.76000000 PA USD 1167.18000000 0.000432304299 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 843.84000000 PA USD 829.29000000 0.000307155393 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 239.49000000 0.000088703161 Long LON CORP US N 3 2027-02-22 Fixed 19.23000000 Y N N N N N Upstart Network, Inc. N/A N/A 1259.53000000 PA USD 1245.84000000 0.000461438670 Long LON CORP US N 3 2027-04-20 Fixed 30.66000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BC7 400000.00000000 PA USD 392070.89000000 0.145216617218 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.87500000 N N N N N N Upstart Network, Inc. N/A N/A 3276.84000000 PA USD 3222.59000000 0.001193594399 Long LON CORP US N 3 2026-11-16 Fixed 30.64000000 N N N N N N Rain Carbon, Inc. 25490038N6JQH7QXUK52 75079LAB7 300000.00000000 PA USD 322110.30000000 0.119304363905 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 111.82000000 0.000041416291 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 611431.91000000 0.226464335644 Long DBT CORP FR N 2 2028-10-15 Fixed 7.00000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VGN8 1000000.00000000 PA USD 862355.04000000 0.319402141153 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 2769.58000000 PA USD 323.44999999 0.000119800566 Long LON CORP US N 3 2026-02-03 Fixed 20.49000000 Y N N N N N UGI Energy Services LLC N/A 90276DAE9 83651.28000000 PA USD 84100.91000000 0.031149595562 Long LON CORP US N 2 2030-02-22 Variable 6.82680000 N N N N N N Prosper Funding LLC N/A N/A 6608.76000000 PA USD 6605.70000000 0.002446642770 Long LON CORP US N 3 2026-12-20 Fixed 14.00000000 N N N N N N Upstart Network, Inc. N/A N/A 3613.15000000 PA USD 3546.56000000 0.001313587565 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 526615.22000000 0.195049626928 Long DBT CORP US N 2 2033-09-15 Fixed 6.05000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 94989WAS6 150000.00000000 PA USD 149387.30000000 0.055330601977 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.69500000 N N N N N N White Cap Supply Holdings LLC 254900L2N0T6GULCL366 96350TAH3 79910.01220000 PA USD 79595.57000000 0.029480891634 Long LON CORP US N 2 2029-10-19 Variable 7.57681000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YCZ0 500000.00000000 PA USD 519286.77000000 0.192335289431 Long DBT CORP JP N 2 2029-07-06 Fixed 5.77800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128K3GS0 1441.53000000 PA USD 1531.92000000 0.000567398003 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 1887.77000000 PA USD 1847.44000000 0.000684261428 Long LON CORP US N 3 2027-01-19 Fixed 11.09000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AV1 1000000.00000000 PA USD 799955.17000000 0.296290254330 Long DBT CORP US N 2 2033-02-01 Fixed 1.87500000 N N N N N N Upstart Network, Inc. N/A N/A 4508.35000000 PA USD 4425.14000000 0.001638999165 Long LON CORP US N 3 2026-09-20 Fixed 14.78000000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AL0 100000.00000000 PA USD 103455.60000000 0.038318254804 Long DBT CORP US N 2 2030-01-30 Fixed 6.87500000 N N N N N N RR Donnelley & Sons Co. SU4X0P4WWRGOQDTSV032 257867BJ9 400000.00000000 PA USD 400302.00000000 0.148265285152 Long DBT CORP US N 2 2029-08-01 Fixed 9.50000000 N N N N N N Republic of Bulgaria 529900PG0XCL4LICL838 N/A 100000.00000000 PA USD 97861.46000000 0.036246277241 Long DBT NUSS BG N 2 2037-03-05 Fixed 5.00000000 N N N N N N Upstart Network, Inc. N/A N/A 5810.80999999 PA USD 5725.14999999 0.002120501514 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 401179.20000000 0.148590185622 Long DBT CORP US N 2 2029-10-31 Fixed 7.25000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZT4 300000.00000000 PA USD 299606.96000000 0.110969496425 Long DBT CORP US N 2 2027-06-15 Fixed 4.38700000 N N N N N N INEOS US Finance LLC 5493008MHJ4R367SNK31 G4768PAN1 83706.47500000 PA USD 80440.67000000 0.029793902791 Long LON CORP US N 2 2030-02-18 Variable 7.57681000 N N N N N N KazMunayGas National Co. JSC 2138001H1M69RFJCSH88 N/A 400000.00000000 PA USD 403668.06000000 0.149512018482 Long DBT CORP KZ N 2 2030-04-24 Fixed 5.37500000 N N N N N N Upstart Network, Inc. N/A N/A 1828.31000000 PA USD 1803.29000000 0.000667908993 Long LON CORP US N 3 2026-10-25 Fixed 23.09000000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAF3 200000.00000000 PA USD 206630.80000000 0.076532654054 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 7169.11000000 PA USD 6983.02000000 0.002586395899 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 1653.68000000 PA USD 1627.01000000 0.000602617777 Long LON CORP US N 3 2027-03-05 Fixed 25.38000000 N N N N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 443201AC2 250000.00000000 PA USD 253492.50000000 0.093889457950 Long DBT CORP US N 2 2031-10-15 Fixed 4.85000000 N N N N N N MPT Operating Partnership LP / MPT Finance Corp. N/A 55342UAQ7 100000.00000000 PA USD 104736.10000000 0.038792530969 Long DBT CORP US N 2 2032-02-15 Fixed 8.50000000 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 29.49000000 N N N N N N Upstart Network, Inc. N/A N/A 3483.56000000 PA USD 3394.14000000 0.001257133701 Long LON CORP US N 3 2027-01-19 Fixed 9.13000000 N N N N N N Benchmark Mortgage Trust N/A 08162XBJ2 4369388.59000000 PA USD 230145.31000000 0.085242042292 Long ABS-MBS CORP US N 2 2053-10-15 Variable 1.69486920 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001WBC1 8561763.72300000 PA USD 286194.93000000 0.106001900828 Long ABS-MBS CORP US N 2 2052-03-15 Variable 1.40978160 N N N N N N Upstart Network, Inc. N/A N/A 506.14000000 PA USD 496.99000000 0.000184076932 Long LON CORP US N 3 2026-11-16 Fixed 25.29000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BF3 200000.00000000 PA USD 138751.81000000 0.051391391187 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N Berlin Packaging LLC N/A 08511LBC1 119200.16770000 PA USD 119762.79000000 0.044358170106 Long LON CORP US N 2 2031-06-09 Variable 7.82127700 N N N N N N Upstart Network, Inc. N/A N/A 1758.58000000 PA USD 1754.87000000 0.000649975021 Long LON CORP US N 3 2026-10-25 Fixed 31.22000000 N N N N N N Element Solutions, Inc. 549300FLGN6P5CU20J91 28618MAA4 800000.00000000 PA USD 776392.00000000 0.287562843228 Long DBT CORP US N 2 2028-09-01 Fixed 3.87500000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AS8 160000.00000000 PA USD 165168.83000000 0.061175821450 Long DBT NUSS CO N 2 2033-01-13 Fixed 8.87500000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 401494AX7 600000.00000000 PA USD 638859.00000000 0.236622879243 Long DBT NUSS GT N 2 2032-10-04 Fixed 7.05000000 N N N N N N Upstart Network, Inc. N/A N/A 3415.68000000 PA USD 3340.62000000 0.001237310772 Long LON CORP US N 3 2027-02-22 Fixed 12.04000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AD5 800000.00000000 PA USD 841181.57000000 0.311559835676 Long DBT CORP US N 2 2035-01-25 Fixed 6.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWD34 2298520.16000000 PA USD 2143066.39000000 0.793756587310 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 298914.02000000 0.110712842831 Long DBT CORP US N 2 2029-08-25 Fixed 4.30000000 N N N N N N MPT Operating Partnership LP / MPT Finance Corp. N/A 55342UAM6 300000.00000000 PA USD 212378.46000000 0.078661492903 Long DBT CORP US N 2 2031-03-15 Fixed 3.50000000 N N N N N N Whatabrands LLC N/A 96244UAJ6 78223.10530000 PA USD 78345.13000000 0.029017749198 Long LON CORP US N 2 2028-08-03 Variable 6.82681000 N N N N N N FFCB 254900C5LP6DN9OP9V83 3133EMRX2 805000.00000000 PA USD 629261.30000000 0.233068048822 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 97508.32000000 0.036115479986 Long LON CORP US N 2 2028-03-30 Variable 13.04126000 N N N N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAA8 800000.00000000 PA USD 807288.00000000 0.299006214108 Long DBT CORP US N 2 2030-06-15 Fixed 5.87500000 N N N N N N Upstart Network, Inc. N/A N/A 3337.39000000 PA USD 3301.73000000 0.001222906555 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 1806.21000000 PA USD 1201.14000000 0.000444882525 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 1084.45000000 0.000401662466 Long EC CORP ZA N 3 N N N Dave & Buster's, Inc. 549300JAVWTAY1FT5Z45 23833EAX2 33645.26530000 PA USD 32692.94000000 0.012108927938 Long LON CORP US N 2 2029-06-29 Variable 7.56250000 N N N N N N Upstart Network, Inc. N/A N/A 3182.11000000 PA USD 496.99999999 0.000184080635 Long LON CORP US N 3 2027-02-22 Fixed 23.05000000 Y N N N N N OBX Trust N/A 67448XAD8 96913.06300000 PA USD 86635.09000000 0.032088214205 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.49999840 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259BH2 500000.00000000 PA USD 505543.20000000 0.187244896864 Long DBT CORP US N 2 2033-02-15 Fixed 8.12500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBL9 1000000.00000000 PA USD 914530.98000000 0.338727252250 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 311691.00000000 0.115445226340 Long DBT CORP DE N 2 2031-10-03 Fixed 9.37500000 N N N N N N Romania 315700IASY927EDWBK92 N/A 320000.00000000 PA 359975.62000000 0.133329056430 Long DBT NUSS RO N 2 2036-02-22 Fixed 5.62500000 N N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AA4 200000.00000000 PA USD 214303.60000000 0.079374533135 Long DBT CORP US N 2 2033-05-01 Fixed 7.50000000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AE6 300000.00000000 PA USD 287646.51000000 0.106539542216 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 6092.32000000 PA USD 6160.13000000 0.002281610961 Long LON CORP US N 3 2026-06-15 Fixed 10.34000000 N N N N N N Herc Holdings, Inc. 549300TP80QLITMSBP82 42704LAG9 100000.00000000 PA USD 104845.13000000 0.038832913890 Long DBT CORP US N 2 2033-06-15 Fixed 7.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EVA5 2293438.20000000 PA USD 2335917.35000000 0.865185414986 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 2565.08000000 PA USD 2510.01000000 0.000929666472 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 684.16000000 PA USD 674.21000000 0.000249716308 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 70404.72000000 0.026076751769 Long DBT CORP KY N 2 2038-03-15 Fixed 6.80000000 N N N N N N Eastern Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 27636AAB8 1200000.00000000 PA USD 1249681.37000000 0.462861451285 Long DBT CORP US N 2 2035-01-15 Fixed 5.80000000 N N N N N N Prosper Funding LLC N/A N/A 4400.65000000 PA USD 4390.61000000 0.001626209820 Long LON CORP US N 3 2026-11-25 Fixed 15.20000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61690AAG9 155000.00000000 PA USD 153976.21000000 0.057030258860 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 4.06800000 N N N N N N Zegona Finance plc 254900B3KC1SS7T2TE92 98927UAA5 600000.00000000 PA USD 641697.00000000 0.237674027824 Long DBT CORP GB N 2 2029-07-15 Fixed 8.62500000 N N N N N N LCM XVII LP 549300K6S4MWQOINB710 50190AAR3 350000.00000000 PA USD 351882.59000000 0.130331531060 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 6.11771040 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 200000.00000000 PA USD 191970.02000000 0.071102541970 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 201994.60000000 0.074815481731 Long DBT CORP US N 2 2031-11-01 Fixed 6.25000000 N N N N N N Raizen Fuels Finance SA 52990010NH26VC32Q522 75102XAF3 240000.00000000 PA USD 238500.00000000 0.088336482227 Long DBT CORP LU N 2 2032-07-08 Fixed 6.25000000 N N N N N N Republic of Uzbekistan International Bond 213800L6VDKUM3TCM927 N/A 400000.00000000 PA USD 412358.18000000 0.152730696180 Long DBT NUSS UZ N 2 2032-02-28 Fixed 6.90000000 N N N N N N Birch Permian Holdings, Inc. 5493008GXCEAUIZGCH60 09075C104 4478.00000000 NS USD 23545.32000000 0.008720799755 Long EC CORP US N 2 N N N Prosper Funding LLC N/A N/A 5920.88000000 PA USD 5943.85000000 0.002201504402 Long LON CORP US N 3 2026-11-02 Fixed 16.00000000 N N N N N N Allied Universal Holdco LLC 98450038B4549046D794 019576AD9 500000.00000000 PA USD 522791.00000000 0.193633198660 Long DBT CORP US N 2 2031-02-15 Fixed 7.87500000 N N N N N N EMRLD Borrower LP 5493000GJYE7GAQCUC61 26872NAD1 35236.68780000 PA USD 35224.18000000 0.013046457654 Long LON CORP US N 2 2031-08-04 Variable 6.82681000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H060671 1520000.00000000 PA USD 1542678.05000000 0.571382608583 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 6.00000000 N N N N N N Gabonese Republic N/A 362420AD3 260000.00000000 PA USD 207590.94000000 0.076888274138 Long DBT NUSS GA N 2 2031-02-06 Fixed 6.62500000 N N N N N N Republic of Cameroon International Bond 54930021BO6NHYGBBV24 N/A 260000.00000000 PA 240454.05000000 0.089060230249 Long DBT NUSS CM N 2 2032-07-07 Fixed 5.95000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AP6 800000.00000000 PA USD 831317.08000000 0.307906190621 Long DBT CORP US N 2 2034-06-15 Fixed 5.70000000 N N N N N N POSCO 9884000N94NH7G6LQ816 73730EAC7 850000.00000000 PA USD 853946.01000000 0.316287574574 Long DBT CORP KR N 2 2026-01-17 Fixed 5.62500000 N N N N N N Prosper Funding LLC N/A N/A 5706.84000000 PA USD 5671.23000000 0.002100530432 Long LON CORP US N 3 2027-01-14 Fixed 11.55000000 N N N N N N CSAIL 549300D5DIOOMKWXVZ20 12634NAX6 132508.91000000 PA USD 130838.94000000 0.048460594121 Long ABS-MBS CORP US N 2 2057-06-15 Variable 3.84900120 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRS1 1213000.00000000 PA USD 1201623.50000000 0.445061605670 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 1729936.53000000 0.640740073533 Long DBT UST US N 2 2030-01-31 Fixed 3.50000000 N N N N N N Kedrion SpA 81560047FA58E1BEDF67 49272YAB9 700000.00000000 PA USD 672272.54000000 0.248998705585 Long DBT CORP IT N 2 2029-09-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31287TTH8 406.46000000 PA USD 420.36000000 0.000155694438 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3J0 450000.00000000 PA USD 461028.95000000 0.170757549887 Long DBT CORP US N 2 2030-01-23 Fixed 5.19800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296PUL4 1230.01000000 PA USD 1236.75000000 0.000458071884 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 104331.20000000 0.038642562660 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 670771.15000000 0.248442615391 Long DBT CORP US N 2 2031-06-15 Fixed 4.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371KHY0 1212.82000000 PA USD 1273.70000000 0.000471757557 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. N/A 599191AA1 320000.00000000 PA USD 320619.84000000 0.118752322004 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 19624.77000000 PA USD 20378.30000000 0.007547787571 Long LON CORP US N 3 2026-12-18 Fixed 19.49000000 N N N N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 86880NBB8 6077.61000000 PA USD 6106.75000000 0.002261839886 Long LON CORP US N 2 2030-12-19 Variable 7.07681000 N N N N N N Sammons Financial Group, Inc. 254900SHCOQLVJ21CT59 79588TAF7 400000.00000000 PA USD 429244.99000000 0.158985293209 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 627.21999999 PA USD 616.26999999 0.000228256284 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 372005.80000000 0.137784837485 Long DBT CORP GB N 2 2030-08-15 Fixed 4.50000000 N N N N N N Clarios Global LP N/A C8000CAP8 80000.00000000 PA USD 80175.20000000 0.029695577064 Long LON CORP US N 2 2032-01-28 Variable 7.07681000 N N N N N N Upstart Network, Inc. N/A N/A 3874.06000000 PA USD 2431.81000000 0.000900702477 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 50062.50000000 0.018542327637 Long LON CORP US N 2 2030-07-19 Variable 6.32681000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBB8 300000.00000000 PA USD 241500.00000000 0.089447632947 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95000AAZ0 709000.00000000 PA USD 702131.56000000 0.260057996107 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 4.25500000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAB9 300000.00000000 PA USD 277895.13000000 0.102927791247 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 731310.50000000 0.270865396169 Long DBT CORP GB N 2 2031-06-04 Fixed 2.84800000 N N N N N N Upstart Network, Inc. N/A N/A 16074.81000000 PA USD 15888.93000000 0.005884998669 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 2638085.94000000 0.977103697084 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 1693.03000000 PA USD 1657.80000000 0.000614021887 Long LON CORP US N 3 2026-11-16 Fixed 10.61000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAA8 900000.00000000 PA USD 859662.02000000 0.318404690783 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 280000.00000000 PA USD 281101.45000000 0.104115359505 Long DBT NUSS ID N 2 2027-01-08 Fixed 4.35000000 N N N N N N Upstart Network, Inc. N/A N/A 3874.89000000 PA USD 3775.57000000 0.001398409107 Long LON CORP US N 3 2027-01-19 Fixed 9.16000000 N N N N N N Benchmark Mortgage Trust N/A 08162MAZ1 7406920.30800000 PA USD 325840.05000000 0.120685802037 Long ABS-MBS CORP US N 2 2053-03-15 Variable 1.49372280 N N N N N N LendingClub Corp. - LCX PM N/A N/A 3061.14000000 PA USD 141.88000000 0.000052550021 Long LON CORP US N 3 2025-10-25 Fixed 16.08000000 Y N N N N N GNC Holdings, Inc. N/A 36260UAB8 316646.64900000 PA USD 215319.72000000 0.079750887291 Long LON CORP US N 2 2026-10-07 Variable 10.42680000 N N Y N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61690FAS2 678000.00000000 PA USD 589449.13000000 0.218322275037 Long ABS-MBS CORP US N 2 2048-04-15 Variable 4.19127840 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAK8 800000.00000000 PA USD 773765.94000000 0.286590193741 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 64648.75000000 0.023944835033 Long LON CORP US N 2 2028-03-03 Variable 8.17681000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADH7 500000.00000000 PA USD 494041.32000000 0.182984789450 Long DBT CORP US N 2 2031-09-26 Fixed 4.75000000 N N N N N N Upstart Network, Inc. N/A N/A 967.13000000 PA USD 953.00000000 0.000352975545 Long LON CORP US N 3 2027-01-19 Fixed 30.66000000 N N N N N N Upstart Network, Inc. N/A N/A 3264.56000000 PA USD 3223.84000000 0.001194057378 Long LON CORP US N 3 2026-11-16 Fixed 15.18000000 N N N N N N Upstart Network, Inc. N/A N/A 7415.24999999 PA USD 7254.56999999 0.002686973559 Long LON CORP US N 3 2027-01-19 Fixed 9.84000000 N N N N N N Zebra Technologies Corp. PO0I32GKZ3HZMMDPZZ08 989207AD7 300000.00000000 PA USD 308685.60000000 0.114332075548 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 1380.25000000 PA USD 1355.66000000 0.000502114194 Long LON CORP US N 3 2026-11-16 Fixed 23.05000000 N N N N N N N/A N/A N/A -39.00000000 NC USD -28994.86000000 -0.01073921985 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 2 Year Notes 2025-09-30 -8112914.08000000 USD -28994.86000000 N N N Transnet SOC Ltd. 378900B07CD6F01EA796 N/A 200000.00000000 PA USD 207130.48000000 0.076717727318 Long DBT CORP ZA N 2 2028-02-06 Fixed 8.25000000 N N N N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779BB8 700000.00000000 PA USD 701887.20000000 0.259967489177 Long DBT CORP US N 2 2032-10-15 Fixed 6.25000000 N N N N N N Opal Bidco SAS 969500R96XT7XY2UJ564 68348BAA1 625000.00000000 PA USD 638289.38000000 0.236411901352 Long DBT CORP FR N 2 2032-03-31 Fixed 6.50000000 N N N N N N Upstart Network, Inc. N/A N/A 5937.78000000 PA USD 5820.03000000 0.002155643508 Long LON CORP US N 3 2026-12-13 Fixed 17.38000000 N N N N N N Upstart Network, Inc. N/A N/A 823.96000000 PA USD 809.67000000 0.000299888467 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 2725.95000000 PA USD 2695.74000000 0.000998457813 Long LON CORP US N 3 2027-04-20 Fixed 30.44000000 N N N N N N Acrisure LLC / Acrisure Finance, Inc. N/A 00489LAM5 300000.00000000 PA USD 313068.00000000 0.115955244520 Long DBT CORP US N 2 2029-06-15 Fixed 8.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DV40 2433.55000000 PA USD 2514.75000000 0.000931422090 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 2692.38000000 PA USD 2622.43000000 0.000971304994 Long LON CORP US N 3 2027-02-22 Fixed 9.42000000 N N N N N N LaserShip, Inc. N/A 51809EAP0 25506.20140000 PA USD 7333.03000000 0.002716033854 Long LON CORP US N 2 2029-08-10 Variable 6.05722000 N N Y N N N Morgan Stanley Bank of America Merrill Lynch Trust 549300PFVBG5704L7K74 61762DBB6 459000.00000000 PA USD 430653.12000000 0.159506841430 Long ABS-MBS CORP US N 2 2046-05-15 Variable 3.83945040 N N N N N N Viavi Solutions, Inc. N/A N/A 24221.44000000 PA USD 24259.35000000 0.008985264738 Long LON CORP US N 2 2032-06-11 Variable 6.32477000 N N N N N N Morgan Stanley Capital I Trust N/A 61765DAW8 189344.95000000 PA USD 188934.51000000 0.069978238930 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.15207440 N N N N N N BRAVO Residential Funding Trust 254900RBHU9OC1RNXD92 105925AA9 609312.62900000 PA USD 612312.52000000 0.226790499123 Long ABS-MBS CORP US N 2 2064-06-25 Fixed 5.80299840 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6311.71999999 PA USD 6469.77999999 0.002396300234 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 1352.10000000 PA USD 1328.75000000 0.000492147172 Long LON CORP US N 3 2027-01-19 Fixed 23.59000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296WCS4 6055.50000000 PA USD 6135.85000000 0.002272618048 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 706064.74000000 0.261514781370 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 621409.20000000 0.230159759966 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 2822.87000000 PA USD 2727.13000000 0.001010084154 Long LON CORP US N 3 2027-02-22 Fixed 6.82000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DRW3 1393.26000000 PA USD 1448.55000000 0.000536519125 Long ABS-MBS USGA US N 2 2032-02-20 Fixed 6.50000000 N N N N N N Upstart Network, Inc. N/A N/A 5223.26000000 PA USD 5089.15000000 0.001884937561 Long LON CORP US N 3 2026-12-13 Fixed 9.00000000 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AP1 400000.00000000 PA USD 371790.40000000 0.137705056864 Long DBT CORP US N 2 2031-04-30 Fixed 4.12500000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 46266TAG3 650000.00000000 PA USD 667854.32000000 0.247362269473 Long DBT CORP US N 2 2032-06-01 Fixed 6.25000000 N N N N N N Prosper Funding LLC N/A N/A 1881.53000000 PA USD 1865.88000000 0.000691091301 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 72189.23120000 PA USD 72181.65000000 0.026734897452 Long LON CORP US N 2 2031-12-15 Variable 6.33269000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AE2 345000.00000000 PA USD 344102.79000000 0.127450020936 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N Serbia International Bond 254900W94OCY91V32O78 817477AG7 380000.00000000 PA USD 393186.13000000 0.145629683794 Long DBT NUSS RS N 2 2028-05-26 Fixed 6.25000000 N N N N N N BX Commercial Mortgage Trust N/A 05610HAA1 503238.39000000 PA USD 503245.23000000 0.186393766524 Long ABS-MBS CORP US N 2 2039-02-15 Floating 5.32465920 N N N N N N Upstart Network, Inc. N/A N/A 1113.60000000 PA USD 1099.12000000 0.000407095993 Long LON CORP US N 3 2026-10-25 Fixed 25.35000000 N N N N N N Upstart Network, Inc. N/A N/A 25040.60000000 PA USD 1805.08000000 0.000668571980 Long LON CORP US N 3 2027-04-20 Fixed 17.74000000 Y N N N N N Klockner Pentaplast of America, Inc. N/A 49865NAT7 145593.16600000 PA USD 135089.35000000 0.050034876165 Long LON CORP US N 2 2026-02-09 Variable 9.22655000 N N N N N N US Anesthesia Partners, Inc. 549300J001GMNRO7SQ51 90350HAL3 102296.76050000 PA USD 101227.25000000 0.037492910568 Long LON CORP US N 2 2028-10-02 Variable 8.68861000 N N N N N N AZZ, Inc. 549300HD1X2NFLWPYC83 00247NAG7 31557.50570000 PA USD 31789.30000000 0.011774234526 Long LON CORP US N 2 2029-05-14 Variable 6.82681000 N N N N N N Benchmark Mortgage Trust N/A 08163BBF7 2913252.10600000 PA USD 191499.13000000 0.070928132049 Long ABS-MBS CORP US N 2 2054-01-15 Variable 1.61511120 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 8079.37000000 PA USD 7906.18000000 0.002928319199 Long LON CORP US N 3 2026-12-13 Fixed 12.46000000 N N N N N N UTEX Industries, Inc. N/A N/A 1757.00000000 NS USD 82009.60000000 0.030375008691 Long EC CORP US N 3 N N N Axon Enterprise, Inc. 549300QP2IEEGFE16681 05464CAC5 200000.00000000 PA USD 206172.00000000 0.076362722070 Long DBT CORP US N 2 2030-03-15 Fixed 6.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -14938.87000000 -0.00553311205 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 930000.00000000 EUR 1093403.51000000 USD 2025-12-29 -14938.87000000 N N N Prologis Targeted US Logistics Fund LP 5493004DTBWUQ9F2VJ87 74350LAA2 250000.00000000 PA USD 256939.67000000 0.095166233092 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 1602.75000000 PA USD 1578.48000000 0.000584643062 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 1104537.74000000 0.409102634966 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 4015937.52000000 1.487437288737 Long DBT UST US N 2 2027-11-30 Fixed 3.87500000 N N N N N N Upstart Network, Inc. N/A N/A 2875.78000000 PA USD 2836.32000000 0.001050526336 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 205.22000000 0.000076010116 Long LON CORP US N 3 2027-12-22 Fixed 24.08000000 Y N N N N N GC Ferry Acquisition I, Inc. N/A N/A 56471.81000000 PA USD 55554.14000000 0.020576340883 Long LON CORP US N 2 2032-06-02 Variable 7.56557000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -47816.13000000 -0.01771030908 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 370000.00000000 EUR 389647.89000000 USD 2025-08-25 -47816.13000000 N N N Coronado Finance Pty. Ltd. 549300NS5FS0W548RE27 21979LAB2 350000.00000000 PA USD 261268.18000000 0.096769442093 Long DBT CORP AU N 2 2029-10-01 Fixed 9.25000000 N N N N N N Upstart Network, Inc. N/A N/A 9765.57000000 PA USD 6548.46000000 0.002425442014 Long LON CORP US N 3 2027-01-19 Fixed 18.87000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292H2D5 8318.55000000 PA USD 8632.80000000 0.003197447311 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 116704.20950000 PA USD 115683.63000000 0.042847316249 Long LON CORP US N 2 2031-09-30 Variable 6.23682000 N N N N N N Upstart Network, Inc. N/A N/A 760.48000000 PA USD 746.61000000 0.000276532079 Long LON CORP US N 3 2026-12-13 Fixed 25.40000000 N N N N N N Clover Holdings 2 LLC N/A 18914DAB4 23752.97000000 PA USD 23819.72000000 0.008822433008 Long LON CORP US N 2 2031-12-09 Variable 8.30749000 N N N N N N Upstart Network, Inc. N/A N/A 1662.54000000 PA USD 1641.64000000 0.000608036489 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 192535.66000000 0.071312045735 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Brown & Brown, Inc. 549300PC8KTJ71XKFY89 115236AG6 800000.00000000 PA USD 822181.25000000 0.304522429261 Long DBT CORP US N 2 2034-06-11 Fixed 5.65000000 N N N N N N Grifols SA 959800HSSNXWRKBK4N60 39843UAA0 200000.00000000 PA USD 192390.40000000 0.071258243817 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 400000.00000000 PA USD 398483.40000000 0.147591705585 Long DBT CORP GB N 2 2029-07-15 Fixed 5.50000000 N N N N N N GS Mortgage Securities Trust 549300WF5YRKNHB1FX69 36198EAP0 229644.89100000 PA USD 226302.91000000 0.083818880450 Long ABS-MBS CORP US N 2 2046-07-10 Variable 4.01164920 N N N N N N First Student Bidco, Inc. N/A 33718FAM2 6686.00000000 PA USD 6697.50000000 0.002480643982 Long LON CORP US N 2 2028-07-21 Variable 6.79561000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297DT32 9439.17000000 PA USD 9694.52000000 0.003590690958 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Upstart Network, Inc. N/A N/A 915.32000000 PA USD 5.57000000 0.000002063036 Long LON CORP US N 3 2027-04-20 Fixed 30.65000000 Y N N N N N Directv Financing LLC / Directv Financing Co-Obligor, Inc. N/A 25461LAA0 700000.00000000 PA USD 698152.86000000 0.258584350984 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DMR9 168.45000000 PA USD 175.63000000 0.000065050466 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 765081.92000000 0.283373775383 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 369026.48000000 0.136681346298 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAL7 889000.00000000 PA USD 880939.54000000 0.326285534671 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N N/A N/A N/A 7400000.00000000 PA USD 103985.93000000 0.038514680324 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 44-V1 2I65BRAD4 Y Payout of notional amount upon default event with regard to the reference instrument 2030-06-20 463960.11000000 USD 0.00000000 USD 7400000.00000000 USD 103985.93000000 N N N First Eagle Holdings, Inc. N/A 05554JAJ6 118500.00000000 PA USD 118734.63000000 0.043977356531 Long LON CORP US N 2 2029-03-05 Variable 7.29561000 N N N N N N Upstart Network, Inc. N/A N/A 1700.73000000 PA USD 1673.77000000 0.000619936913 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 777890.99000000 0.288118044500 Long DBT CORP US N 2 2028-10-01 Fixed 5.12500000 N N N N N N Bingo Holdings I LLC N/A 09081AAC4 50000.00000000 PA USD 49297.00000000 0.018258799012 Long LON CORP US N 2 2032-06-11 Variable 8.57477000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12532BAD9 280000.00000000 PA USD 276136.53000000 0.102276434695 Long ABS-MBS CORP US N 2 2054-12-10 Fixed 3.83900000 N N N N N N Banijay Entertainment SAS 969500CE0IE2EZ5VBG13 060335AB2 32323.00000000 PA USD 33561.16000000 0.012430502364 Long DBT CORP FR N 2 2029-05-01 Fixed 8.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D3Z3 728754.07800000 PA USD 634308.95000000 0.234937615466 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 33.17999999 PA USD 11.66999999 0.000004322376 Long LON CORP US N 3 2035-04-20 Fixed 15.15000000 Y N N N N N Upstart Network, Inc. N/A N/A 1735.87000000 PA USD 1714.76000000 0.000635118936 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 1603669.42000000 0.593972810143 Long DBT CORP US N 2 2026-09-29 Fixed 5.61000000 N N N N N N RB Global Holdings, Inc. 254900LH3N0EGB1LQ203 76774LAC1 275000.00000000 PA USD 289440.09000000 0.107203854785 Long DBT CORP US N 2 2031-03-15 Fixed 7.75000000 N N N N N N CSAIL Commercial Mortgage Trust 549300UFJ8EKD81Y8R30 126281BE3 482000.00000000 PA USD 461563.83000000 0.170955660653 Long ABS-MBS CORP US N 2 2050-04-15 Variable 3.95891640 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DG1 550000.00000000 PA USD 557875.79000000 0.206628028548 Long DBT CORP GB N 2 2028-08-11 Fixed 5.21000000 N N N N N N Standard Building Solutions, Inc. 54930064UHXCIUWVI755 853191AA2 100000.00000000 PA USD 102528.40000000 0.037974835154 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 20617.03000000 PA USD 19847.14000000 0.007351054632 Long LON CORP US N 3 2027-06-19 Fixed 6.07000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XBB9 368963.58100000 PA USD 369329.04000000 0.136793409552 Long ABS-MBS CORP US N 2 2025-07-25 Floating 9.41964840 N N N N N N Great Canadian Gaming Corp. / Raptor LLC 549300FU60SSFLTE0M84 389925AA6 500000.00000000 PA USD 489762.15000000 0.181399855175 Long DBT CORP CA N 2 2029-11-15 Fixed 8.75000000 N N N N N N Upstart Network, Inc. N/A N/A 1024.61000000 PA USD 1016.67000000 0.000376557867 Long LON CORP US N 3 2027-04-20 Fixed 19.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWEK5 5271610.64400000 PA USD 5054697.94000000 1.872177084881 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Peer Holding III BV N/A N6872NAN6 51110.16000000 PA USD 51448.76000000 0.019055775569 Long LON CORP NL N 2 2031-07-01 Variable 6.79917000 N N N N N N Wasserman Media Group LLC N/A 94105CAL4 25714.29000000 PA USD 25778.58000000 0.009547962574 Long LON CORP US N 2 2032-06-11 Variable 7.32143000 N N N N N N Ontario Gaming GTA LP 894500EC9KLZLOC3V025 C6907UAB7 20969.56000000 PA USD 20795.93000000 0.007702470863 Long LON CORP CA N 2 2030-08-01 Variable 8.54900000 N N N N N N Upstart Network, Inc. N/A N/A 3510.43000000 PA USD 3457.71000000 0.001280678985 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 128866.33670000 PA USD 128904.36000000 0.047744057468 Long LON CORP US N 2 2029-04-04 Variable 7.28470000 N N N N N N United Airlines Pass-Through Trust N/A N/A 33237.50000000 PA USD 33199.07000000 0.012296390176 Long DBT CORP US N 2 2027-07-15 Fixed 4.87500000 N N N N N N Prosper Funding LLC N/A N/A 8248.78000000 PA USD 7157.54000000 0.002651035241 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 1578.66000000 PA USD 1089.42000000 0.000403503272 Long LON CORP US N 3 2027-01-19 Fixed 25.10000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556HAD9 800000.00000000 PA USD 730468.22000000 0.270553429493 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N Connect Finco SARL / Connect US Finco LLC N/A 20752TAB0 500000.00000000 PA USD 503189.00000000 0.186372939856 Long DBT CORP US N 2 2029-09-15 Fixed 9.00000000 N N N N N N SMBC Aviation Capital Finance DAC 549300OD7VKRVNWB2J98 78448TAK8 800000.00000000 PA USD 820693.18000000 0.303971272577 Long DBT CORP IE N 2 2033-07-25 Fixed 5.70000000 N N N N N N Upstart Network, Inc. N/A N/A 2106.50000000 PA USD 2067.16000000 0.000765642107 Long LON CORP US N 3 2026-12-13 Fixed 27.11000000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAA3 242207.03000000 PA USD 241526.06000000 0.089457285143 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.12624160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417YNA1 7680.26000000 PA USD 7771.72000000 0.002878517424 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 5.00000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 553283AG7 45013.00000000 PA USD 37117.27000000 0.013747627093 Long DBT CORP US N 2 2030-12-31 Fixed 5.75000000 N N N N N N Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 41809JAB1 200000.00000000 PA USD 205627.54000000 0.076161063030 Long DBT NUSS JO N 2 2029-01-13 Fixed 7.50000000 N N N N N N Consumer Loan Underlying Bond Club Certificate Issuer Trust I N/A 21056VAA8 924.59180000 PA USD 606.03000000 0.000224463556 Long ABS-O CORP US N 2 2045-04-17 Variable 16.11900000 N N N N N N Upstart Network, Inc. N/A N/A 538.22000000 PA USD 529.66000000 0.000196177363 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 3046050.40000000 1.128207031551 Long DBT UST US N 2 2026-01-15 Fixed 3.87500000 N N N N N N Upstart Network, Inc. N/A N/A 398.44000000 PA USD 273.43000000 0.000101273980 Long LON CORP US N 3 2026-11-16 Fixed 16.83000000 N N N N N N Spin Holdco, Inc. 549300QAS44U2GUXGK45 84850XAK8 108738.14120000 PA USD 95825.49000000 0.035492187397 Long LON CORP US N 2 2028-03-06 Variable 8.57740000 N N N N N N BBCMS Mortgage Trust N/A 072924AH6 6010453.25000000 PA USD 202244.54000000 0.074908055402 Long ABS-MBS CORP US N 2 2058-03-15 Variable 1.03869720 N N N N N N Atlantica Sustainable Infrastructure Ltd. 549300ITBBGKJ651R879 04916WAA2 900000.00000000 PA USD 861060.51000000 0.318922668506 Long DBT CORP GB N 2 2028-06-15 Fixed 4.12500000 N N N N N N Upstart Network, Inc. N/A N/A 5165.67000000 PA USD 5085.62000000 0.001883630107 Long LON CORP US N 3 2026-09-20 Fixed 19.15000000 N N N N N N Radar Bidco SARL N/A L7781HAD1 41770.31250000 PA USD 42070.64000000 0.015582273973 Long LON CORP LU N 2 2031-04-04 Variable 7.78469000 N N N N N N Jefferson Capital Holdings LLC N/A 472481AA8 700000.00000000 PA USD 698782.27000000 0.258817474109 Long DBT CORP US N 2 2026-08-15 Fixed 6.00000000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BG0 200000.00000000 PA USD 210542.20000000 0.077981372362 Long DBT CORP US N 2 2028-06-01 Fixed 8.50000000 N N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804FE9 85000.00000000 PA USD 91560.08000000 0.033912349600 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 3374.26000000 PA USD 3483.12000000 0.001290090431 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 968518.91000000 0.358723494677 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 43920.42800000 PA USD 43961.71000000 0.016282695237 Long LON CORP US N 2 2028-04-26 Variable 8.05198000 N N N N N N N/A N/A N/A 780000.00000000 PA USD 61193.76000000 0.022665163491 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 55671.79000000 USD 780000.00000000 USD 61193.76000000 N N N Entain plc N/A 36270BAC6 49500.00000000 PA USD 49751.96000000 0.018427308722 Long LON CORP IM N 2 2029-10-31 Variable 7.01603000 N N N N N N Prosper Funding LLC N/A N/A 3282.99000000 PA USD 3256.46000000 0.001206139291 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 184000.00000000 PA USD 183579.66000000 0.067994890452 Long DBT CORP US N 2 2025-10-20 Fixed 4.50000000 N N N N N N SunSource Borrower LLC N/A 12508KAJ6 75037.02880000 PA USD 74014.65000000 0.027413810542 Long LON CORP US N 2 2031-03-25 Variable 8.42681000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408GY3 550000.00000000 PA USD 458743.58000000 0.169911086380 Long DBT CORP US N 2 2044-03-15 Fixed 4.10000000 N N N N N N Republic of Chile 549300FLZTJM5YJF8D34 168863EE4 400000.00000000 PA USD 413040.00000000 0.152983231108 Long DBT NUSS CL N 2 2037-01-13 Fixed 5.65000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LBN5 800000.00000000 PA USD 811113.75000000 0.300423209063 Long DBT CORP US N 2 2035-03-15 Fixed 5.40000000 N N N N N N Broadstreet Partners, Inc. N/A 11132VAY5 121962.40290000 PA USD 122245.97000000 0.045277899188 Long LON CORP US N 2 2031-06-16 Variable 7.32681000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAD7 250000.00000000 PA USD 255872.75000000 0.094771063450 Long DBT CORP JE N 2 2033-02-15 Fixed 7.50000000 N N N N N N Republic of Costa Rica 549300S1EK2VN6XVJP58 N/A 460000.00000000 PA USD 474025.40000000 0.175571221478 Long DBT NUSS CR N 2 2031-02-19 Fixed 6.12500000 N N N N N N Stonex Escrow Issuer LLC N/A 86189AAA7 150000.00000000 PA USD 151629.51000000 0.056161079728 Long DBT CORP US N 2 2032-07-15 Fixed 6.87500000 N N N N N N Kaseya, Inc. N/A 48578AAB4 79800.00000000 PA USD 80205.38000000 0.029706755240 Long LON CORP US N 2 2032-03-05 Variable 7.57681000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKQ1 800000.00000000 PA USD 787484.75000000 0.291671415610 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 14602.75000000 PA USD 14769.62000000 0.005470424631 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 387911.36000000 0.143675995633 Long DBT CORP US N 2 2029-06-01 Fixed 4.87500000 N N N N N N Upstart Network, Inc. N/A N/A 518.27000000 PA USD 16.52999999 0.000006122440 Long LON CORP US N 3 2026-10-25 Fixed 24.04000000 Y N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEC6 300000.00000000 PA USD 307207.54000000 0.113784626404 Long DBT CORP US N 2 2035-01-23 Fixed 5.33600000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EL5 470000.00000000 PA USD 473191.30000000 0.175262284540 Long DBT NUSS CO N 2 2035-11-14 Fixed 8.00000000 N N N N N N Arch Capital Group Ltd. 549300AYR4P8AFKDCE43 03939AAA5 1000000.00000000 PA USD 729724.28000000 0.270277886337 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 932279.40000000 0.345300975469 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 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2035-02-22 Fixed 24.49000000 N N N N N N Upstart Network, Inc. N/A N/A 3938.53000000 PA USD 3884.63000000 0.001438803140 Long LON CORP US N 3 2027-02-22 Fixed 31.91000000 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAE5 125000.00000000 PA USD 127514.63000000 0.047229324305 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 204689.93000000 0.075813787688 Long DBT CORP US N 2 2035-01-18 Fixed 5.46600000 N N N N N N Primo Water Holdings, Inc. / Triton Water Holdings, Inc. N/A 74168RAB9 500000.00000000 PA USD 485257.50000000 0.179731406812 Long DBT CORP US N 2 2029-04-30 Fixed 4.37500000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076BZ1 800000.00000000 PA USD 816232.22000000 0.302319006272 Long DBT CORP US N 2 2034-04-15 Fixed 5.40000000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682695AA9 400000.00000000 PA USD 419719.20000000 0.155457097071 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 2266.18000000 PA USD 2217.77000000 0.000821425577 Long LON CORP US N 3 2027-01-19 Fixed 11.10000000 N N N N N N COLT Mortgage Loan Trust 213800Z2Q6LED8DB8K38 12665LAA2 319201.03900000 PA USD 321895.61000000 0.119224846255 Long ABS-MBS CORP US N 2 2069-04-25 Fixed 6.12500040 N N N N N N Upstart Network, Inc. N/A N/A 3651.72000000 PA USD 2423.86000000 0.000897757927 Long LON CORP US N 3 2027-04-16 Fixed 23.63000000 N N N N N N Upstart Network, Inc. N/A N/A 1459.33000000 PA USD 1421.94000000 0.000526663218 Long LON CORP US N 3 2027-01-19 Fixed 8.60000000 N N N N N N Paraguay Government International Bond 529900UXKJTJPCU0HK83 N/A 660000.00000000 PA USD 657096.00000000 0.243377564469 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61778GAK2 4396861.91000000 PA USD 205483.82000000 0.076107831503 Long ABS-MBS CORP US N 2 2058-03-15 Variable 1.37725920 N N N N N N Upstart Network, Inc. N/A N/A 582.30000000 PA USD 575.36000000 0.000213103892 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 409.42000000 PA USD 402.09000000 0.000148927530 Long LON CORP US N 3 2026-11-16 Fixed 23.81000000 N N N N N N Upstart Network, Inc. N/A N/A 3059.29000000 PA USD 3015.91000000 0.001117043522 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 4206.40000000 PA USD 4120.71000000 0.001526243294 Long LON CORP US N 3 2026-11-16 Fixed 12.90000000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 400000.00000000 PA 423014.38000000 0.156677577614 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.87500000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BU7 1300000.00000000 PA USD 1159656.46000000 0.429517703435 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N FMC Corp. CKDHZ2X64EEBQCSP7013 302491AZ8 150000.00000000 PA USD 153881.06000000 0.056995016863 Long DBT CORP US N 2 2055-11-01 Fixed 8.45000000 N N N N N N Transocean, Inc. DOL4HJ22ADYSIWES4H94 893830BY4 100000.00000000 PA USD 92532.71000000 0.034272595775 Long DBT CORP KY N 2 2029-05-15 Fixed 8.25000000 N N N N N N Fortress Intermediate 3, Inc. 254900NLAZ3JQJW5JP75 34966LAB0 71673.46320000 PA USD 71942.24000000 0.026646223921 Long LON CORP US N 2 2031-06-27 Variable 7.82681000 N N N N N N Flynn Restaurant Group LP N/A 34410JAG6 64224.72580000 PA USD 64224.73000000 0.023787784990 Long LON CORP US N 2 2032-01-28 Variable 8.07681000 N N N N N N Kraken Oil & Gas Partners LLC 549300DR5HSL4YAU3X12 50076PAA6 200000.00000000 PA USD 196654.18000000 0.072837477889 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 206330.13000000 0.076421290825 Long DBT CORP US N 2 2029-06-04 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CY98 344.11000000 PA USD 348.92000000 0.000129234236 Long ABS-MBS USGA US N 2 2028-01-20 Fixed 7.50000000 N N N N N N Prosper Funding LLC N/A N/A 1889.81000000 PA USD 1877.71000000 0.000695472939 Long LON CORP US N 3 2027-01-13 Fixed 11.10000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292HEE0 79.78200000 PA USD 82.57000000 0.000030582571 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 7.50000000 N N N N N N Waystar Technologies, Inc. N/A 63939WAM5 19701.61100000 PA USD 19800.22000000 0.007333676235 Long LON CORP US N 2 2029-10-22 Variable 6.57681000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 549300PFVBG5704L7K74 61762DAZ4 606912.72600000 PA USD 589346.43000000 0.218284236644 Long ABS-MBS CORP US N 2 2046-05-15 Variable 3.70800000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAH4 1000000.00000000 PA USD 1021103.47000000 0.378199951909 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 4287.97000000 PA USD 4249.74000000 0.001574033886 Long LON CORP US N 3 2028-02-20 Fixed 25.37000000 N N N N N N United Airlines, Inc. N/A 90932RAP9 44308.43160000 PA USD 44460.85000000 0.016467568494 Long LON CORP US N 2 2031-02-24 Variable 6.27518000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp. N/A 1248EPCN1 300000.00000000 PA USD 279560.34000000 0.103544557677 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAG0 387531.25000000 PA USD 386114.98000000 0.143010645990 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.37624000 N N N N N N Arcosa, Inc. 549300WFHLTCZV7D6V29 039653AA8 800000.00000000 PA USD 774502.88000000 0.286863144212 Long DBT CORP US N 2 2029-04-15 Fixed 4.37500000 N N N N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674XAQ9 598000.00000000 PA USD 614353.51000000 0.227546448292 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 500000.00000000 PA USD 477910.95000000 0.177010365371 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 406478.19000000 0.150552844473 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 29662.72000000 PA USD 938.64000000 0.000347656837 Long DBT CORP US N 3 2033-11-17 None 0.00000000 N N N N N N Prosper Funding LLC N/A N/A 2285.68000000 PA USD 2391.88000000 0.000885913061 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 6050.69000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2027-04-13 Fixed 13.10000000 Y N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDP4 335000.00000000 PA USD 358873.44000000 0.132920827063 Long DBT NUSS MX N 2 2033-02-07 Fixed 10.00000000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389376AZ7 80296.42010000 PA USD 77951.36000000 0.028871903259 Long LON CORP US N 2 2028-12-01 Variable 7.43900000 N N N N N N Upstart Network, Inc. N/A N/A 2780.11000000 PA USD 2735.45000000 0.001013165745 Long LON CORP US N 3 2027-02-20 Fixed 28.44000000 N N N N N N UGCard N/A N/A 24.48000000 PA USD 3.94999999 0.000001463015 Long LON CORP US N 3 2025-11-03 Fixed 28.98000000 N N N N N N Amplify Energy Corp. J0TW5YQRAZXYN7VEU787 03212B103 431.00000000 NS USD 1379.20000000 0.000510833024 Long EC CORP US N 1 N N N Endo Finance Holdings, Inc. N/A 29281RAA7 400000.00000000 PA USD 423923.20000000 0.157014189613 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 207033.00000000 0.076681622327 Long DBT CORP US N 2 2031-01-15 Fixed 7.00000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 553283AF9 68893.00000000 PA USD 68373.55000000 0.025324439767 Long DBT CORP US N 2 2030-12-31 Fixed 11.50000000 N N Y N N N Petco Health & Wellness Co., Inc. 2549007TYGV6RVSE9M61 71601HAB2 75000.00000000 PA USD 69288.00000000 0.025663137025 Long LON CORP US N 2 2028-03-03 Variable 7.80722000 N N N N N N Weekley Homes LLC / Weekley Finance Corp. N/A 948565AD8 500000.00000000 PA USD 484615.45000000 0.179493602039 Long DBT CORP US N 2 2028-09-15 Fixed 4.87500000 N N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523CV0 800000.00000000 PA USD 813053.50000000 0.301141660600 Long DBT CORP US N 2 2034-02-15 Fixed 5.25000000 N N N N N N Great Outdoors Group LLC N/A 07014QAP6 46346.66040000 PA USD 46354.08000000 0.017168789786 Long LON CORP US N 2 2032-01-23 Variable 7.57681000 N N N N N N WWEX UNI TopCo Holdings LLC N/A 00435UAF5 59537.27520000 PA USD 59612.89000000 0.022079635211 Long LON CORP US N 2 2028-07-26 Variable 8.29900000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 2196.79000000 PA USD 2204.64000000 0.000816562441 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 727545.48000000 0.269470894608 Long DBT CORP US N 2 2031-06-01 Fixed 8.37500000 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 6872.87000000 PA USD 6752.14000000 0.002500881740 Long LON CORP US N 3 2026-11-16 Fixed 19.05000000 N N N N N N CIM Trust N/A 12554TAC5 133908.36000000 PA USD 126559.60000000 0.046875596881 Long ABS-MBS CORP US N 2 2049-05-25 Variable 3.99999960 N N N N N N Axon Enterprise, Inc. 549300QP2IEEGFE16681 05464CAD3 150000.00000000 PA USD 154824.25000000 0.057344358945 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CY9 700000.00000000 PA USD 712993.06000000 0.264080917288 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 267304.54000000 0.099005210679 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297RWH6 349.41000000 PA USD 349.02000000 0.000129271274 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597BAW9 12030377.21600000 PA USD 502155.16000000 0.185990022503 Long ABS-MBS CORP US N 2 2052-09-15 Variable 1.46146320 N N N N N N Forestar Group, Inc. 549300BC2UB0GHV60V70 346232AG6 500000.00000000 PA USD 504140.00000000 0.186725174634 Long DBT CORP US N 2 2033-03-15 Fixed 6.50000000 N N N N N N Upstart Network, Inc. N/A N/A 1984.83000000 PA USD 1952.49000000 0.000723170222 Long LON CORP US N 3 2026-11-16 Fixed 29.67000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JAF37 350769.17000000 PA USD 311309.50000000 0.115303925006 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200WGE5 960.73000000 PA USD 948.79000000 0.000351416230 Long ABS-MBS USGA US N 2 2034-02-20 Fixed 6.50000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9730.17999999 PA USD 9840.06000000 0.003644596584 Long LON CORP US N 3 2026-06-17 Fixed 10.34000000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 90932LAG2 143097.00000000 PA USD 142240.44000000 0.052683522432 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N Prosper Funding LLC N/A N/A 5839.44000000 PA USD 5833.76000000 0.002160728874 Long LON CORP US N 3 2026-09-21 Fixed 11.79000000 N N N N N N Benchmark Mortgage Trust N/A 081915AC4 5599803.18000000 PA USD 188710.01000000 0.069895087818 Long ABS-MBS CORP US N 2 2057-12-15 Variable 1.06754760 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327M3E2 500000.00000000 PA USD 499641.00000000 0.185058818938 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 7416.21000000 PA USD 7242.02000000 0.002682325245 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 492840.24000000 0.182539929148 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 1795.48000000 PA USD 1772.57000000 0.000656530810 Long LON CORP US N 3 2026-12-13 Fixed 18.59000000 N N N N N N BMO Mortgage Trust N/A 096933AE6 6419290.40000000 PA USD 192786.70000000 0.071405026827 Long ABS-MBS CORP US N 2 2058-04-15 Variable 0.92353680 N N N N N N FNMA or FHLMC N/A 01F060675 2000000.00000000 PA USD 2032558.18000000 0.752826161613 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 6.00000000 N N N N N N Piedmont Natural Gas Co., Inc. VXB4M3BDPKF3I2AZ3G89 720186AM7 300000.00000000 PA USD 201000.71000000 0.074447361202 Long DBT CORP US N 2 2050-06-01 Fixed 3.35000000 N N N N N N Republic of Montenegro 747800V014106FYLL014 N/A 220000.00000000 PA 257012.60000000 0.095193245166 Long DBT NUSS ME N 2 2032-04-01 Fixed 4.87500000 N N N N N N Viper Energy, Inc. 5299009LINL232255G03 92763MAB1 400000.00000000 PA USD 424740.06000000 0.157316741139 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N BANK N/A 06540JBM3 2929014.99900000 PA USD 123047.33000000 0.045574709768 Long ABS-MBS CORP US N 2 2063-03-15 Variable 1.30620960 N N N N N N Upstart Network, Inc. N/A N/A 1041.06000000 PA USD 1025.83000000 0.000379950580 Long LON CORP US N 3 2027-04-16 Fixed 30.81000000 N N N N N N Herc Holdings, Inc. 549300TP80QLITMSBP82 42704LAF1 200000.00000000 PA USD 208996.47000000 0.077408859362 Long DBT CORP US N 2 2030-06-15 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283HGR0 520.46500000 PA USD 549.56000000 0.000203547996 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JK80 320.79400000 PA USD 331.90000000 0.000122930307 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 1601.60000000 PA USD 1577.31000000 0.000584209713 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 HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CA5 1300000.00000000 PA USD 1229725.87000000 0.455470261888 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 13099.66000000 PA USD 12773.61000000 0.004731135315 Long LON CORP US N 3 2026-11-16 Fixed 9.15000000 N N N N N N Restoration Hardware, Inc. 5493008MTS3OGGMHGK69 76133MAC5 88895.31320000 PA USD 86956.95000000 0.032207425862 Long LON CORP US N 2 2028-10-20 Variable 7.67681000 N N N N N N UGCard N/A N/A 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2030-04-03 Fixed 29.49000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383R4M6 5150592.53500000 PA USD 767369.27000000 0.284220972249 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.50000000 N N N N N N FHLMC 549300KB1O80CETXGJ21 35564TBD1 327000.00000000 PA USD 344880.23000000 0.127737971941 Long ABS-MBS CORP US N 2 2049-07-25 Floating 7.66964880 N N N N N N Constellium SE 724500KRJEMC79KAAU28 21039CAB0 400000.00000000 PA USD 376157.32000000 0.139322492298 Long DBT CORP FR N 2 2029-04-15 Fixed 3.75000000 N N N N N N Benin Government International Bond 635400Q11P6AE5A5Y230 N/A 410000.00000000 PA 413562.45000000 0.153176738006 Long DBT NUSS BJ N 2 2035-01-22 Fixed 4.95000000 N N N N N N Upstart Network, Inc. N/A N/A 5802.89000000 PA USD 5656.79000000 0.002095182093 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 404943.65000000 0.149984476065 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 544678.57000000 0.201739995047 Long DBT CORP US N 2 2030-06-01 Fixed 2.45000000 N N N N N N RealTruck Group, Inc. 54930007KT5CX7XNSD31 89778PAG2 64729.95150000 PA USD 58184.14000000 0.021550449681 Long LON CORP US N 2 2028-01-31 Variable 8.19129000 N N N N N N Charter Next Generation, Inc. N/A 16125TAM4 41889.14560000 PA USD 42085.61000000 0.015587818615 Long LON CORP US N 2 2030-11-29 Variable 7.06134000 N N N N N N Upstart Network, Inc. N/A N/A 1909.98000000 PA USD 897.12000000 0.000332278511 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 599027.83000000 0.221870068171 Long DBT CORP US N 2 2033-05-15 Fixed 4.80000000 N N N N N N Upstart Network, Inc. N/A N/A 1486.27000000 PA USD 1459.03000000 0.000540400744 Long LON CORP US N 3 2026-12-13 Fixed 24.51000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X9JG1 476662.54500000 PA USD 453824.87000000 0.168089276995 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N First Student Bidco, Inc. / First Transit Parent, Inc. N/A 337120AA7 500000.00000000 PA USD 470359.56000000 0.174213454560 Long DBT CORP US N 2 2029-07-31 Fixed 4.00000000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 74843PAB6 100000.00000000 PA USD 103245.10000000 0.038240289061 Long DBT CORP US N 2 2033-03-01 Fixed 6.75000000 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 366231.88000000 0.135646272364 Long DBT CORP LU N 2 2032-01-15 Fixed 3.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371KML2 724.30000000 PA USD 753.20000000 0.000278972907 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 11223.30000000 PA USD 11031.68000000 0.004085953057 Long LON CORP US N 3 2027-04-20 Fixed 20.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AGW6 15026.68000000 PA USD 15422.85000000 0.005712370293 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.72900120 N N N N N N Morgan Stanley Capital I Trust N/A 61691YAP6 3310498.58300000 PA USD 163642.58000000 0.060610523521 Long ABS-MBS CORP US N 2 2054-05-15 Variable 1.40022360 N N N N N N Mesquite Energy, Inc. N/A 799ESCAJ7 243000.00000000 PA USD 4860.00000000 0.001800064166 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 4567.32000000 PA USD 4505.25000000 0.001668670593 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 2991.84000000 PA USD 2927.43000000 0.001084271983 Long LON CORP US N 3 2027-01-19 Fixed 10.42000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H052678 1550000.00000000 PA USD 1552518.42000000 0.575027319986 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 5.50000000 N N N N N N Allied Universal Holdco LLC 98450038B4549046D794 01957TAH0 66218.03650000 PA USD 66608.39000000 0.024670653498 Long LON CORP US N 2 2028-05-12 Variable 8.17681000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BR4 500000.00000000 PA USD 515636.50000000 0.190983289384 Long DBT CORP US N 2 2034-03-15 Fixed 6.12500000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6088.30000000 PA USD 6174.23000000 0.002286833369 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 1415.74000000 PA USD 1393.13000000 0.000515992467 Long LON CORP US N 3 2027-02-22 Fixed 24.61000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 N/A 620000.00000000 PA USD 630850.00000000 0.233656477205 Long DBT NUSS DO N 2 2028-07-19 Fixed 6.00000000 N N N N N N Concentra Health Services, Inc. 984500GB84105F75DE32 20600DAA1 200000.00000000 PA USD 207322.73000000 0.076788933560 Long DBT CORP US N 2 2032-07-15 Fixed 6.87500000 N N N N N N Albaugh LLC N/A 01260HAH8 39590.79460000 PA USD 39442.33000000 0.014608791123 Long LON CORP US N 2 2029-04-06 Variable 8.07681000 N N N N N N Northwestern Mutual Global Funding 635400LZXFVELZDVP257 66815L2M0 600000.00000000 PA USD 612173.50000000 0.226739008398 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 8455.48000000 PA USD 8531.26000000 0.003159838563 Long LON CORP US N 3 2026-10-29 Fixed 10.50000000 N N N N N N Rand Parent LLC N/A 75223LAD8 130904.65290000 PA USD 130386.92000000 0.048293173338 Long LON CORP US N 2 2030-03-18 Variable 7.29917000 N N N N N N Upstart Network, Inc. N/A N/A 4486.44000000 PA USD 2848.06000000 0.001054874639 Long LON CORP US N 3 2027-04-20 Fixed 12.88000000 N N N N N N McAfee Corp. N/A 57906HAF4 66739.37760000 PA USD 64952.76000000 0.024057435343 Long LON CORP US N 2 2029-03-01 Variable 7.31579000 N N N N N N Consumer Loan Underlying Bond Certificate Issuer Trust I N/A 21055HAA0 1025.66270000 PA USD 940.40000000 0.000348308712 Long ABS-O CORP US N 2 2045-01-15 Variable 16.01300000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 6675.99000000 PA USD 6798.26000000 0.002517963830 Long LON CORP US N 3 2027-03-14 Fixed 13.49000000 N N N N N N IHS Holding Ltd. 213800CLGMKL63VKTD94 44963HAD7 200000.00000000 PA USD 202459.55000000 0.074987691574 Long DBT CORP KY N 2 2031-11-29 Fixed 8.25000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABF1 1300000.00000000 PA USD 1262980.77000000 0.467787330579 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Benchmark Mortgage Trust N/A 08164BAE0 6946440.03000000 PA USD 225464.08000000 0.083508191597 Long ABS-MBS CORP US N 2 2057-04-15 Variable 0.98092440 N N N N N N Upstart Network, Inc. N/A N/A 2596.16000000 PA USD 2557.70000000 0.000947330065 Long LON CORP US N 3 2026-09-20 Fixed 24.36000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384WLN8 172.91000000 PA USD 178.71000000 0.000066191248 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Banc of America Commercial Mortgage Trust N/A 06054ABC2 695000.00000000 PA USD 671513.73000000 0.248717654825 Long ABS-MBS CORP US N 2 2048-09-15 Variable 4.45086360 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3C5 500000.00000000 PA USD 499905.35000000 0.185156729836 Long DBT CORP US N 2 2026-08-15 Fixed 4.54000000 N N N N N N Fortress Intermediate 3, Inc. 254900NLAZ3JQJW5JP75 34966MAA0 300000.00000000 PA USD 314660.10000000 0.116544932207 Long DBT CORP US N 2 2031-06-01 Fixed 7.50000000 N N N N N N Aris Water Holdings LLC 5493007AWQW8ZKCHVV46 04041NAA0 400000.00000000 PA USD 413023.20000000 0.152977008664 Long DBT CORP US N 2 2030-04-01 Fixed 7.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQXG9 4018381.70800000 PA USD 861158.49000000 0.318958958688 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 3.50000000 N N N N N N Nationstar Mortgage Holdings, Inc. N/A 63861CAE9 600000.00000000 PA USD 609835.20000000 0.225872940489 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 721057.40000000 0.267067816353 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 204796.53000000 0.075853270577 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 295395.12000000 0.109409500075 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 FHLMC S6XOOCT0IEG5ABCC6L87 31297DCY2 14972.21000000 PA USD 15323.48000000 0.005675565277 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Pacific Dental Services, Inc. N/A 69417WAC5 42261.05000000 PA USD 42347.90000000 0.015684966523 Long LON CORP US N 2 2031-03-17 Variable 7.06758000 N N N N N N Upstart Network, Inc. N/A N/A 5451.35000000 PA USD 5333.77000000 0.001975540791 Long LON CORP US N 3 2026-12-13 Fixed 11.78000000 N N N N N N Upstart Network, Inc. N/A N/A 9285.55000000 PA USD 9175.15000000 0.003398324842 Long LON CORP US N 3 2027-02-22 Fixed 16.64000000 N N N N N N Edelman Financial Engines Center LLC N/A 27943UAM8 25795.88530000 PA USD 25853.28000000 0.009575630227 Long LON CORP US N 2 2028-04-07 Variable 7.32681000 N N N N N N N/A N/A N/A 5525000.00000000 PA USD 90153.60000000 0.033391412512 N/A DCR US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 Markit iBoxx USD Liquid Leveraged Loans Total Return Index GB00B4Q2XT74 Y 2025-12-20 0.00000000 USD 51287.88000000 USD 5525000.00000000 USD 90153.60000000 N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAA3 300000.00000000 PA USD 305228.70000000 0.113051696574 Long DBT CORP SG N 2 2030-07-15 Fixed 5.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EBF5 23039.37000000 PA USD 24061.20000000 0.008911873233 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 98005.70100000 PA USD 97792.92000000 0.036220891151 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.80140000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95004JAD6 4649208.84000000 PA USD 154856.78000000 0.057356407523 Long ABS-MBS CORP US N 2 2058-01-15 Variable 1.04892480 N N N N N N Republic of Bulgaria 529900PG0XCL4LICL838 N/A 140000.00000000 PA 171144.64000000 0.063389163311 Long DBT NUSS BG N 2 2032-09-05 Fixed 3.62500000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 853496AH0 200000.00000000 PA USD 179502.20000000 0.066484666248 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 10803.99000000 PA USD 10572.63000000 0.003915928478 Long LON CORP US N 3 2027-02-22 Fixed 9.86000000 N N N N N N Clydesdale Acquisition Holdings, Inc. 254900QKSDYFR3K5YD98 18972EAD7 650000.00000000 PA USD 667481.01000000 0.247224001582 Long DBT CORP US N 2 2032-04-15 Fixed 6.75000000 N N N N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 071813CP2 500000.00000000 PA USD 465573.14000000 0.172440643217 Long DBT CORP US N 2 2028-12-01 Fixed 2.27200000 N N N N N N N/A N/A N/A 3500000.00000000 PA USD -66367.16000000 -0.02458130586 N/A DIR US N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 United States of America U.S. Treasury Inflation Linked Notes Y 2025-09-12 0.00000000 USD 0.00000000 USD 3500000.00000000 USD -66367.16000000 N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LCA5 1000000.00000000 PA USD 988061.81000000 0.365961863811 Long DBT CORP US N 2 2029-01-15 Fixed 3.87500000 N N N N N N Prosper Funding LLC N/A N/A 2708.41000000 PA USD 2697.59000000 0.000999143023 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 2405280.00000000 0.890876201145 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.55770880 N N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AB2 200000.00000000 PA USD 216658.40000000 0.080246712373 Long DBT CORP US N 2 2035-05-01 Fixed 7.75000000 N N N N N N A-AP Buyer, Inc. N/A 00036FAB0 25469.28360000 PA USD 25485.20000000 0.009439299441 Long LON CORP US N 2 2031-09-09 Variable 7.07681000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DS44 462.23000000 PA USD 489.31000000 0.000181232386 Long ABS-MBS USGA US N 2 2032-05-20 Fixed 6.50000000 N N N N N N ESAB Corp. 549300ZNV0SWBXEIWT04 29605JAA4 300000.00000000 PA USD 307533.30000000 0.113905282557 Long DBT CORP US N 2 2029-04-15 Fixed 6.25000000 N N N N N N Prosper Funding LLC N/A N/A 3070.88000000 PA USD 3046.51000000 0.001128377259 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 103206.40000000 0.038225955217 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 43895.95320000 PA USD 44122.24000000 0.016342152912 Long LON CORP US N 2 2030-12-22 Variable 8.57681000 N N N N N N Astoria Energy LLC N/A 04626LAJ8 21117.19000000 PA USD 21174.42000000 0.007842657341 Long LON CORP US N 2 2032-06-14 Variable 6.82477000 N N N N N N Clearway Energy Operating LLC 549300Z3NFMM54NWBB87 18539UAD7 500000.00000000 PA USD 459458.95000000 0.170176047677 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 398549.51000000 0.147616191643 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 681473.35000000 0.252406534469 Long DBT CORP FR N 2 2027-06-09 Fixed 1.79200000 N N N N N N Indicor LLC N/A 77669LAK9 80953.53820000 PA USD 80892.82000000 0.029961371724 Long LON CORP US N 2 2029-11-22 Variable 7.04561000 N N N N N N Prosper Funding LLC N/A N/A 2255.27000000 PA USD 2264.64000000 0.000838785455 Long LON CORP US N 3 2026-08-17 Fixed 14.29000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 553283AE2 320092.00000000 PA USD 240049.79000000 0.088910498985 Long DBT CORP US N 2 2031-03-31 Fixed 6.75000000 N N Y N N N JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL N/A 46590XAN6 200000.00000000 PA USD 190133.46000000 0.070422310315 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 621625.80000000 0.230239985048 Long DBT CORP US N 2 2032-03-01 Fixed 6.87500000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12768EAG1 43139.83790000 PA USD 43172.19000000 0.015990269998 Long LON CORP US N 2 2030-02-06 Variable 6.57681000 N N N N N N Ambipar Lux SARL 9845008C0E14F9BDEK55 02319WAB7 200000.00000000 PA USD 189513.29000000 0.070192609534 Long DBT CORP LU N 2 2033-02-05 Fixed 10.87500000 N N N N N N Upstart Network, Inc. N/A N/A 914.44000000 PA USD 65.67000000 0.000024323089 Long LON CORP US N 3 2026-12-13 Fixed 25.70000000 Y N N N N N RGA Global Funding 549300Y22K5FOEBMSK42 76209PAD5 700000.00000000 PA USD 722500.00000000 0.267602131696 Long DBT CORP US N 2 2031-01-11 Fixed 5.50000000 N N N N N N N/A N/A N/A -8.00000000 NC USD -14761.36000000 -0.00546736526 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Notes 2025-09-19 -914125.00000000 USD -14761.36000000 N N N Prosper Funding LLC N/A N/A 5142.70000000 PA USD 5111.89000000 0.001893360084 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 665.05999999 PA USD 542.94000000 0.000201096057 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 3415.09000000 PA USD 3466.82000000 0.001284053179 Long LON CORP US N 3 2027-01-16 Fixed 19.30000000 N N N N N N Albion Financing 3 SARL N/A 00847NAE6 14076.18540000 PA USD 14115.81000000 0.005228264147 Long LON CORP LU N 2 2029-08-16 Variable 7.32147000 N N N N N N Leeward Renewable Energy Operations LLC 254900EVJU1A57NUX379 524590AA4 1000000.00000000 PA USD 934345.83000000 0.346066347197 Long DBT CORP US N 2 2029-07-01 Fixed 4.25000000 N N N N N N Transocean, Inc. DOL4HJ22ADYSIWES4H94 893830BX6 480000.00000000 PA USD 493996.32000000 0.182968122190 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 266512.54000000 0.098711866889 Long DBT CORP GB N 2 2031-08-18 Fixed 2.35700000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFF3 500000.00000000 PA USD 461347.66000000 0.170875594836 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 1724.04000000 PA USD 264.98000000 0.000098144239 Long LON CORP US N 3 2027-04-20 Fixed 25.94000000 Y N N N N N Digicel Group Holdings Ltd. N/A N/A 10458.87000000 PA USD 1282.02000000 0.000474839148 Long DBT CORP BM N 3 2033-11-17 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SE9 500000.00000000 PA USD 395683.60000000 0.146554705657 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 590.21000000 PA USD 581.27000000 0.000215292859 Long LON CORP US N 3 2027-02-22 Fixed 31.11000000 N N N N N N First Brands Group LLC N/A 31935HAD9 77899.24950000 PA USD 73812.27000000 0.027338852314 Long LON CORP US N 2 2027-03-30 Variable 9.54126000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 9480.80000000 PA USD 9635.27000000 0.003568745732 Long LON CORP US N 3 2027-07-15 Fixed 11.74000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBB5 24885.16900000 PA USD 24575.85000000 0.009102491139 Long LON CORP US N 2 2028-08-21 Variable 8.42681000 N N N N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150BD5 800000.00000000 PA USD 817879.75000000 0.302929224320 Long DBT CORP US N 2 2035-02-02 Fixed 5.70900000 N N N N N N Prosper Funding LLC N/A N/A 4849.17000000 PA USD 4903.59000000 0.001816209186 Long LON CORP US N 3 2027-04-06 Fixed 19.90000000 N N N N N N Energo-Pro A/S 315700IQCL9IX158RO36 N/A 200000.00000000 PA USD 214572.08000000 0.079473973717 Long DBT CORP CZ N 2 2028-11-02 Fixed 11.00000000 N N N N N N Prosper Funding LLC N/A N/A 2657.58000000 PA USD 2693.13000000 0.000997491112 Long LON CORP US N 3 2026-11-05 Fixed 18.25000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BX1 200000.00000000 PA USD 213308.00000000 0.079005779249 Long DBT NUSS PA N 2 2031-03-01 Fixed 7.50000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90290MAJ0 100000.00000000 PA USD 100145.03000000 0.037092074057 Long DBT CORP US N 2 2033-04-15 Fixed 5.75000000 N N N N N N Upstart Network, Inc. N/A N/A 851.49000000 PA USD 838.91000000 0.000310718483 Long LON CORP US N 3 2027-01-19 Fixed 30.94000000 N N N N N N FIGRE Trust N/A 31684PAA0 634000.00000000 PA USD 638746.76000000 0.236581307391 Long ABS-O CORP US N 2 2055-07-25 Variable 5.40799920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200NJ69 5871.40000000 PA USD 5854.86000000 0.002168543967 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 704272.21000000 0.260850857703 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 750000.00000000 PA USD 757628.40000000 0.280613114012 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 1000161.44000000 0.370443368006 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 14854.86000000 PA USD 15586.88000000 0.005773124310 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 1049.74000000 PA USD 1019.52000000 0.000377613460 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 1287.46520000 PA USD 1084.55000000 0.000401699504 Long ABS-O CORP US N 2 2045-03-15 Variable 16.26000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36208CJE8 5524.10000000 PA USD 5556.19000000 0.002057921506 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 2099.86000000 PA USD 2030.80000000 0.000752174960 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 6086.28000000 PA USD 3370.98000000 0.001248555617 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 307885.01000000 0.114035550163 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 208421.20000000 0.077195788803 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 201211.60000000 0.074525471393 Long DBT CORP US N 2 2029-10-15 Fixed 6.37500000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286DG9 400000.00000000 PA USD 414906.82000000 0.153674670570 Long DBT NUSS PH N 2 2035-02-04 Fixed 5.50000000 N N N N N N Iliad Holding SASU 9695009PXA7OI9NXN582 449691AG9 525000.00000000 PA USD 538561.28000000 0.199474251318 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 489.84000000 PA USD 484.02000000 0.000179273057 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 15142.17000000 PA USD 1255.43000000 0.000464990649 Long LON CORP US N 3 2027-06-19 Fixed 5.83000000 Y N N N N N Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer N/A 01883LAE3 600000.00000000 PA USD 610338.00000000 0.226059169350 Long DBT CORP US N 2 2028-04-15 Fixed 6.75000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCT0 900000.00000000 PA USD 908194.56000000 0.336380346368 Long DBT CORP US N 2 2033-05-10 Fixed 5.26800000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 74839XAK5 42200.79280000 PA USD 42239.41000000 0.015644783609 Long LON CORP US N 2 2029-03-19 Variable 6.57681000 N N N N N N Flash Charm, Inc. N/A 45168RAT0 59585.06090000 PA USD 56040.94000000 0.020756643607 Long LON CORP US N 2 2028-03-02 Variable 7.77592000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137LAN5 500000.00000000 PA USD 541150.04000000 0.200433085497 Long DBT CORP US N 2 2033-10-13 Fixed 6.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 29429EAB7 180288.32900000 PA USD 177513.01000000 0.065747902947 Long ABS-MBS CORP US N 2 2049-07-10 Fixed 2.45000000 N N N N N N Lummus Technology Holdings V LLC N/A 45232UAG3 29660.93460000 PA USD 29786.10000000 0.011032282152 Long LON CORP US N 2 2029-12-31 Variable 7.32681000 N N N N N N EquipmentShare.com, Inc. 254900PWJK48CGPKPI80 29450YAB5 400000.00000000 PA USD 425575.94000000 0.157626337360 Long DBT CORP US N 2 2032-05-15 Fixed 8.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296JYE0 6056.62000000 PA USD 6121.72000000 0.002267384528 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 4653.90000000 PA USD 4590.77000000 0.001700345796 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 4343.36000000 PA USD 2953.78000000 0.001094031591 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 23379.69000000 PA USD 15482.93000000 0.005734622938 Long LON CORP US N 3 2027-02-22 Fixed 18.95000000 N N N N N N COMM Mortgage Trust N/A 12593QBH2 283000.00000000 PA USD 278196.02000000 0.103039235960 Long ABS-MBS CORP US N 2 2048-10-10 Variable 4.66849440 N N N N N N Cogent Communications Group LLC / Cogent Finance, Inc. N/A 19240WAB5 425000.00000000 PA USD 419032.75000000 0.155202847267 Long DBT CORP US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 17610.98000000 PA USD 17905.11000000 0.006631758621 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 423395.60000000 0.156818775240 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 382907.92000000 0.141822803647 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 314664.30000000 0.116546487818 Long DBT CORP US N 2 2031-03-01 Fixed 7.87500000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AX4 1600000.00000000 PA USD 1597914.98000000 0.591841460094 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N Upstart Network, Inc. N/A N/A 6243.27000000 PA USD 6111.43000000 0.002263573281 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 42194.62960000 PA USD 42258.34000000 0.015651794970 Long LON CORP US N 2 2029-01-31 Variable 7.27965000 N N N N N N WRKCo, Inc. 549300JEB576INN13W07 92940PAG9 400000.00000000 PA USD 349967.61000000 0.129622253925 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 5001.58000000 PA USD 4970.38000000 0.001840947104 Long LON CORP US N 3 2027-04-20 Fixed 25.89000000 N N N N N N NCL Corp. Ltd. UNZWILHE4KMRP9K2L524 62886HBR1 300000.00000000 PA USD 306676.05000000 0.113587771239 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SA7 1450000.00000000 PA USD 1077814.45000000 0.399204767326 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N BBCMS Mortgage Trust N/A 05554VAC4 4999358.31000000 PA USD 192263.32000000 0.071211175472 Long ABS-MBS CORP US N 2 2057-03-15 Variable 1.43102880 N N N N N N Upstart Network, Inc. N/A N/A 15907.58000000 PA USD 15634.96000000 0.005790932352 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 4919.06999999 PA USD 4851.42999999 0.001796889978 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 310566.90000000 0.115028878165 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 845648.99000000 0.313214494659 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 1975.63000000 PA USD 1943.33000000 0.000719777509 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 255501.09000000 0.094633406691 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 5203.03000000 PA USD 5148.31000000 0.001906849454 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 371798.98000000 0.137708234755 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 1123156.84000000 0.415998843756 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 3759650.28000000 1.392512704999 Long DBT UST US N 2 2026-01-15 Fixed 0.62500000 N N N N N N N/A N/A N/A 9.00000000 NC USD 40485.87000000 0.014995301198 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bonds 2025-09-19 1072125.00000000 USD 40485.87000000 N N N Prosper Funding LLC N/A N/A 5265.46000000 PA USD 718.12999999 0.000265983555 Long LON CORP US N 3 2026-11-12 Fixed 16.32000000 Y N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AP6 275000.00000000 PA USD 259575.61000000 0.096142541968 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 767037.28000000 0.284098008607 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 98133.69000000 0.036347106761 Long DBT CORP US N 2 2032-10-15 Fixed 6.00000000 N N N N N N BRAVO Residential Funding Trust N/A 10568LAL0 202598.26000000 PA USD 194242.76000000 0.071944327533 Long ABS-MBS CORP US N 2 2044-10-25 Variable 3.49999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q83Q6 986210.28000000 PA USD 959997.98000000 0.355567482176 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 1219093.02000000 PA USD 1174054.12000000 0.434850360192 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.30200000 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAP0 10692.53860000 PA USD 9319.24000000 0.003451693411 Long LON CORP US N 2 2031-12-31 Variable 8.57681000 N N N N N N ConnectWise LLC N/A 20786NAC1 44988.34970000 PA USD 45274.25000000 0.016768838492 Long LON CORP US N 2 2028-09-29 Variable 8.05722000 N N N N N N Upstart Network, Inc. N/A N/A 5513.45000000 PA USD 3391.47000000 0.001256144777 Long LON CORP US N 3 2027-04-22 Fixed 6.67000000 N N N N N N ATS Corp. 5493005KP4RP3IU7HQ41 001940AC9 400000.00000000 PA USD 382778.75000000 0.141774961201 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 345858.14000000 0.128100173742 Long DBT CORP US N 2 2030-08-21 Fixed 1.75000000 N N N N N N Primary Products Finance LLC N/A 74167NAE3 73702.00880000 PA USD 73433.36000000 0.027198510274 Long LON CORP US N 2 2029-04-02 Variable 7.53469000 N N N N N N 1011778 BC ULC / New Red Finance, Inc. N/A 68245XAM1 700000.00000000 PA USD 653043.02000000 0.241876407254 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 500000.00000000 PA USD 509317.08000000 0.188642680024 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N Central Parent LLC N/A 15477BAE7 59550.00000000 PA USD 49876.10000000 0.018473288139 Long LON CORP US N 2 2029-07-06 Variable 7.54561000 N N N N N N Upstart Network, Inc. N/A N/A 15602.82000000 PA USD 15083.37000000 0.005586632477 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 30412.27460000 NS USD 1125.25000000 0.000416774115 Long EC CORP US N 2 N N N Imprivata, Inc. N/A 45323KAE0 28651.68230000 PA USD 28816.86000000 0.010673291577 Long LON CORP US N 2 2027-12-01 Variable 7.77965000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BY7 1000000.00000000 PA USD 1017565.00000000 0.376889360747 Long DBT CORP PA N 2 2030-03-15 Fixed 5.75000000 N N N N N N Harbour Energy plc 213800YPC42DYBKVPF97 411618AB7 200000.00000000 PA USD 197874.76000000 0.073289560671 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 504440.38000000 0.186836430452 Long DBT CORP US N 2 2033-06-01 Fixed 5.30000000 N N N N N N Beacon Mobility Corp. N/A 073644AA4 120000.00000000 PA USD 122618.60000000 0.045415915218 Long DBT CORP US N 2 2030-08-01 Fixed 7.25000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DR8 700000.00000000 PA USD 717061.15000000 0.265587670999 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 152903.38000000 0.056632900251 Long DBT CORP US N 2 2029-03-19 Fixed 5.35000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283HSW6 1108.08000000 PA USD 1155.23000000 0.000427878215 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CC3 375000.00000000 PA USD 390988.13000000 0.144815580700 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 49462.62000000 0.018320141939 Long LON CORP US N 2 2030-03-15 Variable 11.86431000 N N N N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 81527CAP2 69167.26580000 PA USD 69494.08000000 0.025739465672 Long LON CORP US N 2 2031-07-31 Variable 7.32681000 N N N N N N J.P. Morgan Mortgage Trust N/A 46654TAF5 339701.77000000 PA USD 302407.34000000 0.112006711176 Long ABS-MBS CORP US N 2 2052-06-25 Variable 2.49999840 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 85172FAR0 200000.00000000 PA USD 196869.13000000 0.072917091838 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46645LAY3 424000.00000000 PA USD 420524.18000000 0.155755248440 Long ABS-MBS CORP US N 2 2049-03-17 Fixed 3.57610000 N N N N N N Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. N/A 983133AC3 300000.00000000 PA USD 320125.80000000 0.118569337703 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 32.55000000 PA USD 32.08000000 0.000011881905 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 611941.20000000 0.226652968294 Long DBT CORP LR N 2 2033-02-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DRH6 3888.04000000 PA USD 4027.29000000 0.001491642060 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 1987.10000000 PA USD 1953.23000000 0.000723444306 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 56581.67000000 0.020956921116 Long LON CORP US N 2 2029-01-19 Variable 9.69129000 N N N N N N Southern Gas Corridor CJSC 213800DG58KG59XY6318 N/A 200000.00000000 PA USD 202880.81000000 0.075143719358 Long DBT NUSS AZ N 2 2026-03-24 Fixed 6.87500000 N N N N N N Prosper Funding LLC N/A N/A 2257.48000000 PA USD 2234.71000000 0.000827699875 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 8085047.39100000 NS USD 8085047.39000000 2.994568742468 Long STIV RF US N 1 N N N Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc. N/A 31556TAC3 500000.00000000 PA USD 461803.25000000 0.171044337888 Long DBT CORP US N 2 2030-01-15 Fixed 6.75000000 N N N N N N Rocket Cos., Inc. N/A 77311WAB7 150000.00000000 PA USD 153667.58000000 0.056915947378 Long DBT CORP US N 2 2033-08-01 Fixed 6.37500000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAH5 1100000.00000000 PA USD 1072828.13000000 0.397357916307 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 2874.57000000 PA USD 2814.50000000 0.001042444567 Long LON CORP US N 3 2027-02-22 Fixed 15.05000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 900000.00000000 PA USD 855198.44000000 0.316751454072 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N Neon Maple US Debt Mergersub, Inc. N/A N/A 122753.78000000 PA USD 123098.72000000 0.045593743780 Long LON CORP US N 2 2031-11-17 Variable 7.32681000 N N N N N N Hess Midstream Operations LP N/A 428102AG2 300000.00000000 PA USD 308723.70000000 0.114346187163 Long DBT CORP US N 2 2029-06-01 Fixed 6.50000000 N N N N N N COLT Mortgage Loan Trust N/A 19685GAA4 295550.67000000 PA USD 294750.73000000 0.109170828605 Long ABS-MBS CORP US N 2 2067-03-25 Variable 4.30099920 N N N N N N Highline Aftermarket Acquisition LLC N/A 43110HAF6 45489.00000000 PA USD 45830.16000000 0.016974738424 Long LON CORP US N 2 2030-02-13 Variable 7.82681000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BE5 50000.00000000 PA USD 47822.89000000 0.017712812882 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N N ZF North America Capital, Inc. 529900JYGMS9CW9IQX78 98877DAF2 250000.00000000 PA USD 240392.19000000 0.089037318321 Long DBT CORP US N 2 2030-04-23 Fixed 6.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288HBR0 7339.00000000 PA USD 7525.88000000 0.002787462326 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 1009904.68000000 0.374052104053 Long DBT CORP CA N 2 2027-09-15 Fixed 4.69300000 N N N N N N Upstart Network, Inc. N/A N/A 443.31000000 PA USD 436.18000000 0.000161553906 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 1646.27000000 PA USD 1625.89000000 0.000602202947 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 516842.00000000 0.191429786782 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 41602.65860000 PA USD 41368.64000000 0.015322264705 Long LON CORP US N 2 2031-07-18 Variable 8.00155000 N N N N N N Upstart Network, Inc. N/A N/A 3208.76000000 PA USD 3147.81000000 0.001165897115 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 708.65000000 PA USD 697.74000000 0.000258431434 Long LON CORP US N 3 2027-02-22 Fixed 30.93000000 N N N N N N VICI Properties LP 254900X4QE7SGKQLLN38 925650AK9 450000.00000000 PA USD 454317.34000000 0.168271679793 Long DBT CORP US N 2 2035-04-01 Fixed 5.62500000 N N N N N N Upstart Network, Inc. N/A N/A 2683.41000000 PA USD 2654.75000000 0.000983275791 Long LON CORP US N 3 2027-02-22 Fixed 19.97000000 N N N N N N CPM Holdings, Inc. N/A 12620BAR1 118496.24240000 PA USD 116228.22000000 0.043049023439 Long LON CORP US N 2 2028-09-28 Variable 8.82413000 N N N N N N Upstart Network, Inc. N/A N/A 2045.51000000 PA USD 2000.86000000 0.000741085676 Long LON CORP US N 3 2026-12-13 Fixed 12.69000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202D2D2 10367.94000000 PA USD 10452.78000000 0.003871538007 Long ABS-MBS USGA US N 2 2033-11-20 Fixed 5.00000000 N N N N N N Playtika Holding Corp. 254900E35Z4TKA4UFG64 72814CAF5 43464.10350000 PA USD 42832.14000000 0.015864321064 Long LON CORP US N 2 2028-03-13 Variable 7.19129000 N N N N N N Teva Pharmaceutical Finance Netherlands III BV 5493004T21MOAFINJP35 88167AAQ4 300000.00000000 PA USD 301953.30000000 0.111838542218 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DJ6 400000.00000000 PA USD 384109.41000000 0.142267815807 Long DBT CORP US N 2 2033-03-01 Fixed 4.20000000 N N N N N N Verde Purchaser LLC 2549004HFEKMUGBG3Z35 92338TAB2 72502.86310000 PA USD 72847.25000000 0.026981424758 Long LON CORP US N 2 2030-11-30 Variable 8.29561000 N N N N N N Upstart Network, Inc. N/A N/A 514.74000000 PA USD 37.31000000 0.000013819011 Long LON CORP US N 3 2026-12-13 Fixed 25.22000000 Y N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587DS3 700000.00000000 PA USD 728990.57000000 0.270006132205 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 1771.71000000 PA USD 1713.41000000 0.000634618918 Long LON CORP US N 3 2027-01-19 Fixed 6.87000000 N N N N N N Quikrete Holdings, Inc. N/A 74839XAL3 27517.24450000 PA USD 27513.80000000 0.010190659558 Long LON CORP US N 2 2032-02-10 Variable 6.57681000 N N N N N N CSAIL Commercial Mortgage Trust N/A 22945EAW1 4331883.26600000 PA USD 182393.08000000 0.067555400712 Long ABS-MBS CORP US N 2 2054-03-15 Variable 1.11317400 N N N N N N Freedom Financial Asset Management LLC N/A N/A 1378.27000000 PA USD 1378.01000000 0.000510392267 Long LON CORP US N 3 2027-06-01 Fixed 11.99000000 N N N N N N Prosper Funding LLC N/A N/A 5164.38999999 PA USD 5185.64999999 0.001920679576 Long LON CORP US N 3 2026-10-26 Fixed 16.18000000 N N N N N N Acrisure LLC N/A 00488PAV7 29485.58110000 PA USD 29450.94000000 0.010908144393 Long LON CORP US N 2 2030-11-06 Variable 7.32681000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 809000.00000000 PA USD 794991.05000000 0.294451625826 Long DBT CORP US N 2 2028-07-22 Fixed 3.59100000 N N N N N N CACI International, Inc. SYRPI2D1O9WRTS2WX210 127190AE6 225000.00000000 PA USD 232469.55000000 0.086102902608 Long DBT CORP US N 2 2033-06-15 Fixed 6.37500000 N N N N N N Watco Cos. LLC / Watco Finance Corp. N/A 941130AD8 300000.00000000 PA USD 313816.80000000 0.116232587740 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 2032.28000000 PA USD 1990.09000000 0.000737096645 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 777228.98000000 0.287872846871 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 400127.58000000 0.148200682849 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 453089.46000000 0.167816893211 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 3775331.06000000 1.398320608328 Long DBT UST US N 2 2027-07-31 Fixed 2.75000000 N N N N N N JH North America Holdings, Inc. 254900A6FXA0D81TL967 46593WAA3 50000.00000000 PA USD 50467.85000000 0.018692462618 Long DBT CORP US N 2 2031-01-31 Fixed 5.87500000 N N N N N N Freedom Financial Asset Management LLC N/A N/A 4899.65000000 PA USD 1187.26000000 0.000439741601 Long LON CORP US N 3 2026-02-11 Fixed 12.49000000 Y N N N N N Upstart Network, Inc. N/A N/A 2270.48000000 PA USD 2229.34000000 0.000825710915 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 609008.27000000 0.225566659201 Long DBT CORP US N 2 2028-06-01 Fixed 4.87500000 N N N N N N Rutas 2 and 7 Finance Ltd. N/A 78319MAA1 153333.37620000 PA USD 111270.20000000 0.041212654275 Long DBT CORP KY N 2 2036-09-30 None 0.00000000 N N N N N N BANK5 Trust N/A 06650CAM5 5495951.23000000 PA USD 233657.62000000 0.086542944220 Long ABS-MBS CORP US N 2 2058-01-15 Variable 1.28383560 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBC3 9078.68450000 PA USD 8995.16000000 0.003331659503 Long LON CORP US N 2 2028-08-21 Variable 8.67681000 N N N N N N UGCard N/A N/A 16.23000000 PA USD 16.35000000 0.000006055771 Long LON CORP US N 3 2030-07-03 Fixed 19.99000000 N N N N N N AI Aqua Merger Sub, Inc. N/A 00132UAP9 60074.44590000 PA USD 60057.02000000 0.022244133668 Long LON CORP US N 2 2028-07-31 Variable 7.42430000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288JZD1 11226.11100000 PA USD 11240.06000000 0.004163133586 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N RB Global Holdings, Inc. 254900LH3N0EGB1LQ203 76774LAB3 75000.00000000 PA USD 77026.50000000 0.028529350307 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 4576.04000000 PA USD 4456.25000000 0.001650521798 Long LON CORP US N 3 2027-02-22 Fixed 8.57000000 N N N N N N Vibrantz Technologies, Inc. 549300GYZ1T3S8OPH343 69346EAG2 59269.11120000 PA USD 51913.81000000 0.019228022450 Long LON CORP US N 2 2029-04-23 Variable 8.64171000 N N N N N N Upstart Network, Inc. N/A N/A 2364.16000000 PA USD 2317.67000000 0.000858426896 Long LON CORP US N 3 2026-12-13 Fixed 23.76000000 N N N N N N Veritiv Operating Co. 5493004G8OK5L1UTIY12 92339LAA0 150000.00000000 PA USD 162561.75000000 0.060210201844 Long DBT CORP US N 2 2030-11-30 Fixed 10.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128FUTQ6 196.86400000 PA USD 203.56000000 0.000075395280 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 6.50000000 N N N N N N Cengage Learning, Inc. N/A 15131YAQ8 52334.66540000 PA USD 52520.97000000 0.019452904540 Long LON CORP US N 2 2031-03-24 Variable 7.82983000 N N N N N N Republic of Armenia 5299000H77JSW90G7935 N/A 400000.00000000 PA USD 346502.58000000 0.128338863732 Long DBT NUSS AM N 2 2031-02-02 Fixed 3.60000000 N N N N N N Prosper Funding LLC N/A N/A 3072.74000000 PA USD 3123.11000000 0.001156748641 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 899772.93000000 0.333261112956 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 13441.20000000 PA USD 13147.65000000 0.004869673587 Long LON CORP US N 3 2027-02-22 Fixed 11.04000000 N N N N N N COLT Mortgage Loan Trust 213800YFAHWZN77V6P52 19688VAA8 609213.61500000 PA USD 617240.61000000 0.228615782706 Long ABS-MBS CORP US N 2 2069-06-25 Fixed 6.39299880 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAN5 15798.30140000 PA USD 14850.40000000 0.005500344216 Long LON CORP US N 2 2028-05-03 Variable 8.57681000 N N N N N N INEOS US Petrochem LLC N/A G4770MAL8 41764.33750000 PA USD 38997.45000000 0.014444014879 Long LON CORP US N 2 2029-04-02 Variable 8.67681000 N N N N N N UTEX Industries, Inc. N/A N/A 150.00000000 NS USD 0.74000000 0.000000274083 Long CORP US N 3 N N N GNMA 549300M8ZYFG0OCMTT87 36290SR45 27284.77000000 PA USD 27531.74000000 0.010197304239 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JADM7 474912.78000000 PA USD 422815.36000000 0.156603863875 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283H6F7 7405.36000000 PA USD 7628.43000000 0.002825445161 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Benchmark Mortgage Trust N/A 08164ABA9 5224000.00000000 PA USD 180390.47000000 0.066813666864 Long ABS-MBS CORP US N 2 2058-02-15 Variable 1.13170680 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 Y N N N N N Upstart Network, Inc. N/A N/A 4220.48000000 PA USD 4154.38000000 0.001538714109 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 18312.48000000 PA USD 18628.69000000 0.006899760767 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 9132.59000000 PA USD 8948.61000000 0.003314418147 Long LON CORP US N 3 2026-12-13 Fixed 22.19000000 N N N N N N Upstart Network, Inc. N/A N/A 4376.69000000 PA USD 4280.98000000 0.001585604669 Long LON CORP US N 3 2026-12-13 Fixed 11.98000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828V98 1400000.00000000 PA USD 1366093.75000000 0.505978684564 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 2020.66000000 PA USD 1989.20000000 0.000736767003 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 2035.43000000 PA USD 1999.28000000 0.000740500470 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 1884.69000000 PA USD 1853.40000000 0.000686468914 Long LON CORP US N 3 2027-02-22 Fixed 22.41000000 N N N N N N Neogen Food Safety Corp. N/A 365417AA2 600000.00000000 PA USD 621109.20000000 0.230048644894 Long DBT CORP US N 2 2030-07-20 Fixed 8.62500000 N N N N N N Bausch + Lomb Corp. 549300NY6OZM39SO6475 C0787FAB8 75000.00000000 PA USD 74961.75000000 0.027764600824 Long LON CORP CA N 2 2027-05-10 Variable 7.67850000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296JYU4 1397.83000000 PA USD 1417.50000000 0.000525018715 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292HLZ5 862.93300000 PA USD 895.72000000 0.000331759974 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CD1 250000.00000000 PA USD 259362.75000000 0.096063702121 Long DBT CORP CA N 2 2033-06-15 Fixed 6.75000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAV0 200000.00000000 PA USD 209161.13000000 0.077469846721 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 369811.20000000 0.136971993695 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Waste Pro USA, Inc. 549300BY1QXU5BI3UF28 94107JAC7 100000.00000000 PA USD 104061.80000000 0.038542781326 Long DBT CORP US N 2 2033-02-01 Fixed 7.00000000 N N N N N N Upstart Network, Inc. N/A N/A 655.88000000 PA USD 645.66000000 0.000239141857 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 180571.66000000 PA USD 180795.64000000 0.066963735177 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.48771040 N N N N N N Upstart Network, Inc. N/A N/A 6325.40000000 PA USD 920.02000000 0.000340760295 Long LON CORP US N 3 2026-11-16 Fixed 15.22000000 Y N N N N N Civitas Resources, Inc. IIVIHPH28S64K95M2381 17888HAC7 100000.00000000 PA USD 101605.30000000 0.037632934078 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N Efesto Bidco SpA Efesto US LLC N/A 28201XAB1 600000.00000000 PA USD 608031.67000000 0.225204942603 Long DBT CORP IT N 2 2032-02-15 Fixed 7.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382JME3 4883451.04500000 PA USD 841911.36000000 0.311830137904 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 3.00000000 N N N N N N Alpha Generation LLC N/A 02072UAC6 64058.82280000 PA USD 64047.93000000 0.023722301174 Long LON CORP US N 2 2031-09-30 Variable 6.32681000 N N N N N N Golden State Foods N/A 38121NAC7 33644.90600000 PA USD 33848.46000000 0.012536913564 Long LON CORP US N 2 2031-12-04 Variable 8.56134000 N N N N N N Upstart Network, Inc. N/A N/A 5414.64000000 PA USD 5304.14000000 0.001964566326 Long LON CORP US N 3 2026-12-13 Fixed 21.36000000 N N N N N N Hillenbrand, Inc. U246OE781574J2BUD366 431571AF5 300000.00000000 PA USD 306094.50000000 0.113372374672 Long DBT CORP US N 2 2029-02-15 Fixed 6.25000000 N N N N N N 2025-07-30 Franklin Templeton Variable Insurance Products Trust Monica Krogh Monica Krogh Assistant Treasurer