NPORT-P false 0000764624 XXXXXXXX S000016624 C000046410 C000046412 C000046413 C000080302 C000118948 Legg Mason Partners Income Trust 811-04254 0000764624 549300Y1U2UCLTK83X35 620 Eighth Avenue 47th Floor New York 10018 1-877-656-3863 Western Asset Ultra-Short Income Fund S000016624 549300MFJCCCF04ZU149 2025-05-31 2025-05-30 N 412724513.24 2502687.14 410221826.10 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 340000.00000000 0.00000000 0.00000000 2634908.41000000 USD N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 102.00000000 NC USD -48614.20000000 -0.01185071025 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-03-17 24578339.20000000 USD -48614.20000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -89.00000000 NC USD -26636.33000000 -0.00649315280 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-09-30 -9602051.17000000 USD -26636.33000000 N N N CNH Equipment Trust N/A 12663JAC5 618299.74000000 PA USD 615891.83000000 0.150136289883 Long ABS-O CORP US N 2 2027-11-15 Fixed 3.89000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 2670000.00000000 PA USD 2640028.56000000 0.643561212990 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N Cayuga Park CLO, Ltd. 549300SVH2QJEV4A2G21 149791AP0 500000.00000000 PA USD 500989.65000000 0.122126522316 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 5.66140000 N N N N N N SUZANO INTL FINANCE BV 5493000KMIB6J1KMKL84 000000000 640000.00000000 PA USD 644659.84000000 0.157149083491 Long DBT CORP NL N 2 2027-01-17 Fixed 5.50000000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35564KDB2 241999.92000000 PA USD 247318.45000000 0.060288954478 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 6.62197000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2T0 700000.00000000 PA USD 675903.84000000 0.164765450543 Long DBT CORP FR N 2 2028-01-20 Fixed 2.59100000 N N N N N N Credit Suisse Mortgage Trust N/A 12656DAA1 1480000.00000000 PA USD 1359357.36000000 0.331371290729 Long ABS-MBS CORP US N 2 2041-12-15 Fixed 3.15950000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 620000.00000000 PA USD 627662.58000000 0.153005652080 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AB2 30000.00000000 PA USD 31618.08000000 0.007707556738 Long DBT CORP US N 2 2035-05-01 Fixed 7.75000000 N N N N N N Credit Suisse Mortgage Trust N/A 12597MAA3 263772.95000000 PA USD 250172.66000000 0.060984726819 Long ABS-MBS CORP US N 2 2050-02-25 Variable 3.24000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 309.00000000 NC USD 147947.01000000 0.036065123937 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-09-19 34073802.99000000 USD 147947.01000000 N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAT9 1080000.00000000 PA USD 1083491.64000000 0.264123352553 Long DBT CORP US N 2 2026-12-30 Fixed 5.05000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DR7 1010000.00000000 PA USD 1003799.27000000 0.244696699720 Long DBT CORP US N 2 2028-04-28 Fixed 4.12500000 N N N N N N CMFT Net Lease Master Issuer L N/A 12575AAA5 1024744.26000000 PA USD 931651.16000000 0.227109115294 Long ABS-O CORP US N 2 2051-07-20 Fixed 2.09000000 N N N N N N BX Trust N/A 05608MAA4 1290000.00000000 PA USD 1168011.02000000 0.284726688266 Long ABS-MBS CORP US N 2 2044-03-09 Fixed 2.84300000 N N N N N N Legacy Mortgage Asset Trust N/A 52474HAA8 706529.11000000 PA USD 673706.38000000 0.164229774511 Long ABS-MBS CORP US N 2 2059-09-25 Variable 3.00000000 N N N N N N Voya CLO Ltd 549300BRUAMTEA33B077 92915CAU8 360000.00000000 PA USD 361572.37000000 0.088140695349 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 6.33108000 N N N N N N ADVANCED MICRO DEVICES R2I72C950HOYXII45366 007903BJ5 1160000.00000000 PA USD 1165098.62000000 0.284016730917 Long DBT CORP US N 2 2028-03-24 Fixed 4.31900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXLU4 230190.94000000 PA USD 216911.55000000 0.052876647754 Long ABS-MBS USGSE US N 2 2059-01-01 Fixed 4.50000000 N N N N N N Balboa Bay Loan Funding Ltd 549300N3EVICXRV85R74 05766GAL1 940000.00000000 PA USD 935454.16000000 0.228036174694 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 5.39947000 N N N N N N Springcastle SPV N/A 85022WAP9 636966.52000000 PA USD 596588.58000000 0.145430726022 Long ABS-O CORP US N 2 2037-09-25 Fixed 1.97000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -14.00000000 NC USD -8626.52000000 -0.00210289152 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-09-19 -1570310.98000000 USD -8626.52000000 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBA0 1220000.00000000 PA USD 1182935.58000000 0.288364856459 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N Whitebox CLO I Ltd 549300E4AC0513DYO913 96467FAU4 400000.00000000 PA USD 400989.12000000 0.097749338159 Long ABS-CBDO CORP KY N 2 2036-07-24 Floating 5.59518000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXB0 1050000.00000000 PA USD 1072332.15000000 0.261402997542 Long DBT CORP US N 2 2028-07-14 Fixed 4.95000000 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAC3 120000.00000000 PA USD 123390.24000000 0.030078906618 Long DBT CORP US N 2 2033-03-15 Fixed 8.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AF4 640000.00000000 PA USD 664715.92000000 0.162038165136 Long DBT CORP US N 2 2029-01-15 Fixed 6.35000000 N N N N N N Nelnet Student Loan Trust 5493000EBJ0T2MCM3713 64033QAB5 214881.85000000 PA USD 211903.29000000 0.051655781462 Long ABS-O CORP US N 2 2042-09-25 Floating 5.03645000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BQ7 610000.00000000 PA USD 610126.14000000 0.148730784463 Long DBT CORP US N 2 2026-06-12 Fixed 5.81200000 N N N N N N Cross Mortgage Trust N/A 22757NAA6 556162.63000000 PA USD 563870.71000000 0.137455072871 Long ABS-MBS CORP US N 2 2068-11-25 Variable 7.13500000 N N N N N N 1011778 BC Unlimited Liability Company 549300RHSHNRWI5LLA86 000000000 57805.15000000 PA USD 57667.86000000 0.014057725925 Long LON CORP CA N 2 2030-09-20 Floating 6.07681000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 700000.00000000 PA USD 693215.95000000 0.168985633112 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -655.00000000 NC USD -137331.39000000 -0.03347734841 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-09-30 -135734231.11000000 USD -137331.39000000 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEG3 800000.00000000 PA USD 788480.31000000 0.192208278505 Long DBT CORP US N 2 2027-05-15 Fixed 3.70000000 N N N N N N CHEVY CHASE MORTGAGE FUNDING C 549300TC8R2SGZ2KM445 16678RBV8 814.08000000 PA USD 787.39000000 0.000191942493 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.73920000 N N N N N N HGI CRE CLO Ltd N/A 40390JAA0 563965.34000000 PA USD 562871.42000000 0.137211475398 Long ABS-CBDO CORP KY N 2 2036-09-17 Floating 5.44315000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617MQCZ7 70278.25000000 PA USD 58336.16000000 0.014220637783 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAN0 1080000.00000000 PA USD 1062779.46000000 0.259074333051 Long DBT CORP US N 2 2027-10-01 Fixed 4.20000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAM4 2510000.00000000 PA USD 2427328.68000000 0.591711246346 Long DBT CORP US N 2 2026-08-15 Fixed 1.87500000 N N N N N N HalseyPoint CLO Ltd. 254900W5MVYX9QDPHC09 78662AAA0 410000.00000000 PA USD 411294.99000000 0.100261605753 Long ABS-CBDO CORP KY N 2 2038-01-30 Floating 5.70438000 N N N N N N YAMANA GOLD INC 54930002VY22NXG01418 98462YAD2 850000.00000000 PA USD 846141.19000000 0.206264302912 Long DBT CORP CA N 2 2027-12-15 Fixed 4.62500000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771T40 250000.00000000 PA USD 259185.00000000 0.063181669894 Long DBT CORP US N 2 2029-05-15 Fixed 8.50000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CK2 1840000.00000000 PA USD 1854712.79000000 0.452124356139 Long DBT CORP US N 2 2029-02-09 Fixed 4.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -13.00000000 NC USD -16272.53000000 -0.00396676358 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-09-19 -1446836.91000000 USD -16272.53000000 N N N Harbor Freight Tools USA Inc 549300Y48HLCFTTB4249 41151PAR6 377150.00000000 PA USD 365254.69000000 0.089038336519 Long LON CORP US N 2 2031-06-11 Floating 6.57681000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAF8 1510000.00000000 PA USD 1510000.00000000 0.368093529872 Long DBT CORP US N 2 2025-06-01 Fixed 4.30000000 N N N N N N Morgan Stanley BAML Trust N/A 61691GAQ3 175629.02000000 PA USD 173945.35000000 0.042402753567 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.51400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QP4F1 1675027.57000000 PA USD 1673185.12000000 0.407873256259 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZR8 700000.00000000 PA USD 687734.02000000 0.167649300023 Long DBT CORP US N 2 2028-03-15 Fixed 3.61500000 N N N N N N HPEFS Equipment Trust N/A 40443DAC6 546891.22000000 PA USD 547276.07000000 0.133409788358 Long ABS-O CORP US N 2 2028-02-22 Fixed 5.41000000 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AX1 950000.00000000 PA USD 922622.36000000 0.224908159756 Long DBT CORP US N 2 2026-05-10 Fixed 1.40000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AV7 420000.00000000 PA USD 442138.62000000 0.107780374389 Long DBT CORP CA N 2 2029-03-01 Fixed 9.37500000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PSM6 152562.25000000 PA USD 143074.13000000 0.034877259301 Long ABS-MBS CORP US N 2 2035-06-20 Floating 5.33886000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KQ9 890000.00000000 PA USD 901770.35000000 0.219825053818 Long DBT CORP US N 2 2029-05-15 Fixed 5.55000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -2.00000000 NC USD -3753.92000000 -0.00091509514 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-09-19 -228371.08000000 USD -3753.92000000 N N N MARS INC 54930073HKEO6GZBSS03 571676AX3 3690000.00000000 PA USD 3708229.67000000 0.903957184641 Long DBT CORP US N 2 2028-03-01 Fixed 4.60000000 N N N N N N SLM Student Loan Trust 549300JEA36NHBYED811 78445QAE1 990676.30000000 PA USD 1039482.07000000 0.253395115487 Long ABS-O CORP US N 2 2041-10-15 Floating 9.19319000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AX6 1630000.00000000 PA USD 1616929.13000000 0.394159702659 Long DBT CORP US N 2 2025-09-01 Fixed 1.62500000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BT6 1400000.00000000 PA USD 1276091.11000000 0.311073431204 Long DBT CORP US N 2 2028-08-12 Fixed 1.60000000 N N N N N N Residential Asset Securitizati N/A 45660NUU7 16797.00000000 PA USD 16570.64000000 0.004039434019 Long ABS-MBS CORP US N 2 2033-11-25 Floating 4.88920000 N N N N N N Credit Suisse Mortgage Trust N/A 12657LAA2 334526.28000000 PA USD 269143.22000000 0.065609190656 Long ABS-MBS CORP US N 2 2056-03-25 Variable 0.83000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 90000.00000000 PA USD 85887.49000000 0.020936840639 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N DCert Buyer Inc 549300EF826JEEUCHZ67 24022KAB5 360426.20720000 PA USD 356596.68000000 0.086927768663 Long LON CORP US N 2 2026-10-16 Floating 8.32681000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBN0 460000.00000000 PA USD 484622.42000000 0.118136673664 Long DBT CORP BM N 2 2029-01-15 Fixed 8.12500000 N N N N N N Hertz Vehicle Financing LLC N/A 42806MAE9 1500000.00000000 PA USD 1435234.50000000 0.349867902847 Long ABS-O CORP US N 2 2027-12-27 Fixed 1.68000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -90246.67000000 -0.02199948034 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2032-01-31 0.00000000 USD -242476.61000000 USD -46830000.00000000 USD 152229.94000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622AC4V9 981322.90000000 PA USD 1013059.72000000 0.246954124706 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 6.50000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EH9 2850000.00000000 PA USD 2625416.69000000 0.639999269409 Long DBT CORP US N 2 2028-08-05 Fixed 1.40000000 N N N N N N Western Asset Premier Institutional Government Reserves 549300WB3XRN9YTWFB76 52470G494 10652429.67000000 NS USD 10652429.67000000 2.596748635067 Long STIV RF US N 1 N N N EQUATE PETROCHEMICAL CO 635400J73BDO4TTGXD45 29441WAC9 1620000.00000000 PA USD 1606264.83000000 0.391560060387 Long DBT CORP KW N 2 2026-11-03 Fixed 4.25000000 N N N N N N Freddie Mac - STACR 5493000IS349P4O9HR58 35564KYP8 810000.00000000 PA USD 862464.51000000 0.210243447599 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 8.82197000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJHZ9 946596.33000000 PA USD 908374.67000000 0.221434992534 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 2.50000000 N N N N N N SPIRIT AVIA HOL RESTRICT N/A 000000000 60.00000000 NS USD 359.40000000 0.000087611135 Long EC CORP US N 2 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDK9 1400000.00000000 PA USD 1353052.71000000 0.329834402733 Long DBT CORP US N 2 2026-06-10 Fixed 1.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382YGG2 2128767.18000000 PA USD 2103806.75000000 0.512846127667 Long ABS-MBS USGA US N 2 2071-09-20 Floating 4.62827000 N N N N N N MVW 2020-1 LLC N/A 55400EAA7 320716.06000000 PA USD 310001.61000000 0.075569262841 Long ABS-O CORP US N 2 2037-10-20 Fixed 1.74000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 8458.24000000 0.002061869813 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2036-04-28 0.00000000 USD -12899.15000000 USD -2828000.00000000 USD 21357.39000000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAP5 1100000.00000000 PA USD 1127125.19000000 0.274759927016 Long DBT CORP US N 2 2028-02-15 Fixed 5.55000000 N N N N N N HalseyPoint CLO 3, Ltd. N/A 40638UAS8 430000.00000000 PA USD 431905.50000000 0.105285841103 Long ABS-CBDO CORP KY N 2 2037-07-30 Floating 5.75965000 N N N N N N Santander Drive Auto Receivabl N/A 80285UAE1 41342.33000000 PA USD 41326.33000000 0.010074142176 Long ABS-O CORP US N 2 2027-08-16 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LEZV6 1181053.49000000 PA USD 1146741.89000000 0.279541900756 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 2.28000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B28 2710000.00000000 PA USD 2688804.01000000 0.655451231243 Long DBT CORP US N 2 2025-11-13 Fixed 3.37500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PZ8 2600000.00000000 PA USD 2596418.92000000 0.632930467080 Long DBT CORP US N 2 2028-05-07 Fixed 4.64300000 N N N N N N Onslow Bay Financial LLC N/A 67115DAA0 743195.77000000 PA USD 627626.67000000 0.152996898279 Long ABS-MBS CORP US N 2 2061-10-25 Variable 1.95700000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XBD9 1010000.00000000 PA USD 1034599.96000000 0.252205000849 Long DBT CORP US N 2 2028-10-01 Fixed 5.20000000 N N N N N N World Omni Auto Receivables Tr N/A 98164HAC2 775759.67000000 PA USD 775863.62000000 0.189132701050 Long ABS-O CORP US N 2 2027-09-15 Floating 4.76228000 N N N N N N Citigroup Commercial Mortgage N/A 17326CAZ7 330000.00000000 PA USD 320992.72000000 0.078248571767 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.45800000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -15182.56000000 -0.00370106099 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2028-04-28 5576.30000000 USD 0.00000000 USD 12186000.00000000 USD -20758.86000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AH1 1050000.00000000 PA USD 1010469.80000000 0.246322778484 Long DBT CORP CH N 2 2027-08-10 Fixed 1.49400000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 71424VAB6 30000.00000000 PA USD 29625.22000000 0.007221756160 Long DBT CORP US N 2 2033-02-01 Fixed 6.25000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAG2 390000.00000000 PA USD 418976.61000000 0.102134158482 Long DBT CORP BM N 2 2031-07-15 Fixed 9.12500000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBC3 47148.65000000 PA USD 47071.33000000 0.011474603983 Long LON CORP US N 2 2028-08-21 Floating 8.67681000 N N N N N N Sierra Receivables Funding Co N/A 826525AA5 510276.87000000 PA USD 506878.07000000 0.123561945696 Long ABS-O CORP US N 2 2037-07-20 Fixed 1.33000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163VAC1 850000.00000000 PA USD 886736.66000000 0.216160282945 Long ABS-MBS CORP US N 2 2056-07-15 Variable 6.36290000 N N N N N N Credit Suisse Mortgage Trust N/A 12657LAC8 334526.28000000 PA USD 273390.40000000 0.066644528059 Long ABS-MBS CORP US N 2 2056-03-25 Variable 1.16900000 N N N N N N Deephaven Residential Mortgage N/A 24382JAA4 1255553.24000000 PA USD 1146822.45000000 0.279561538912 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.20500000 N N N N N N Deephaven Residential Mortgage N/A 24380QAC6 188019.09000000 PA USD 188483.35000000 0.045946689817 Long ABS-MBS CORP US N 2 2069-07-25 Variable 5.73500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375BN99 89903.29000000 PA USD 89957.00000000 0.021928867328 Long ABS-MBS USGA US N 2 2063-03-20 Floating 4.83344000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -8286.32000000 -0.00201996078 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-03-15 3426.81000000 USD 0.00000000 USD -10365000.00000000 USD -11713.13000000 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114TZD7 3620000.00000000 PA USD 3504809.46000000 0.854369328253 Long DBT CORP CA N 2 2026-06-03 Fixed 1.20000000 N N N N N N Venture CDO Ltd 549300EM6DS6KQH1HN07 92332NBC8 379087.68000000 PA USD 378419.35000000 0.092247492922 Long ABS-CBDO CORP KY N 2 2032-07-30 Floating 5.27965000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAN5 330000.00000000 PA USD 314451.79000000 0.076654085666 Long DBT CORP KY N 2 2027-03-08 Variable 2.30000000 N N N N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 74825NAA5 210000.00000000 PA USD 215848.47000000 0.052617500158 Long DBT CORP US N 2 2032-04-30 Fixed 6.75000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAY6 531989.93000000 PA USD 529625.23000000 0.129107033390 Long LON CORP US N 2 2027-07-31 Floating 7.69129000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAU7 1550000.00000000 PA USD 1514327.46000000 0.369148437175 Long DBT CORP US N 2 2026-09-16 Fixed 2.62500000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAG2 900000.00000000 PA USD 898974.86000000 0.219143595684 Long DBT CORP FR N 2 2026-06-16 Fixed 1.90700000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 1460000.00000000 PA USD 1425681.88000000 0.347539255420 Long DBT CORP GB N 2 2026-03-25 Fixed 1.66800000 N N N N N N Milos CLO, LTD 254900GFWI4EEB8IJS18 60162PAE2 687644.54000000 PA USD 689082.95000000 0.167978129430 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 5.60108000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCS2 1300000.00000000 PA USD 1280854.61000000 0.312234632217 Long DBT CORP US N 2 2029-09-27 Fixed 4.20000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -44.00000000 NC USD 21957.60000000 0.005352616219 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2025-06-17 -10544007.60000000 USD 21957.60000000 N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECR4 1410000.00000000 PA USD 1403388.12000000 0.342104693292 Long DBT CORP US N 2 2029-08-13 Fixed 4.65000000 N N N N N N PRKCM Trust N/A 69357TAA8 938094.28000000 PA USD 786722.36000000 0.191779742067 Long ABS-MBS CORP US N 2 2056-08-25 Variable 1.51000000 N N N N N N Carlyle Global Market Strategi N/A 14315LAA2 109621.48000000 PA USD 109827.01000000 0.026772590586 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 5.59423000 N N N N N N SNAM SPA 8156002278562044AF79 83304JAA5 620000.00000000 PA USD 620104.19000000 0.151163139196 Long DBT CORP IT N 2 2030-05-28 Fixed 5.00000000 N N N N N N FannieMae Grantor Trust N/A 31392GVT9 523034.47000000 PA USD 517659.87000000 0.126190231007 Long ABS-MBS USGSE US N 2 2042-03-25 Variable 5.17591000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DF4 1270000.00000000 PA USD 1245960.82000000 0.303728553852 Long DBT CORP US N 2 2026-08-15 Fixed 3.00000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69703NAA2 1264799.20000000 PA USD 1267391.41000000 0.308952700554 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 5.30610000 N N N N N N Angel Oak Mortgage Trust N/A 03464JAC5 256373.74000000 PA USD 220703.23000000 0.053800947672 Long ABS-MBS CORP US N 2 2066-10-25 Variable 2.33700000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBH5 2950000.00000000 PA USD 2933524.10000000 0.715106782076 Long DBT CORP US N 2 2026-02-15 Fixed 3.70000000 N N N N N N Bank N/A 06542BBH9 960000.00000000 PA USD 849298.75000000 0.207034023049 Long ABS-MBS CORP US N 2 2054-04-15 Variable 2.64300000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAN1 1430000.00000000 PA USD 1448141.68000000 0.353014293209 Long DBT CORP US N 2 2027-02-25 Fixed 5.45000000 N N N N N N Palmer Square CLO Ltd N/A 69701WAJ5 500000.00000000 PA USD 499687.50000000 0.121809096495 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.41947000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 550000.00000000 PA USD 550450.86000000 0.134183708661 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C27 1210000.00000000 PA USD 1192724.85000000 0.290751192187 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N Freddie Mac - STACR 5493000ISUYHCRLRBE46 35564KEL9 734871.15000000 PA USD 753041.72000000 0.183569393944 Long ABS-MBS USGSE US N 2 2033-10-25 Floating 6.42197000 N N N N N N Mill City Mortgage Trust N/A 59981AAC0 361859.20000000 PA USD 351561.59000000 0.085700362007 Long ABS-MBS CORP US N 2 2069-10-25 Variable 3.25000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 450000.00000000 PA USD 433631.70000000 0.105706637826 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJC5 150000.00000000 PA USD 144478.35000000 0.035219566782 Long DBT CORP US N 2 2028-01-27 Fixed 2.21500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBR0 1150000.00000000 PA USD 1124316.75000000 0.274075312054 Long DBT CORP US N 2 2026-03-01 Fixed 1.75000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163JAG9 12249741.16000000 PA USD 479801.54000000 0.116961485097 Long ABS-MBS CORP US N 2 2054-09-15 Variable 1.01812200 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMTM8 873720.31000000 PA USD 902096.62000000 0.219904588835 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Harbor Park CLO Ltd N/A 41154XAS4 1040000.00000000 PA USD 1042543.01000000 0.254141282513 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 5.96947000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBJ6 1550000.00000000 PA USD 1559164.48000000 0.380078382182 Long DBT CORP US N 2 2026-08-06 Fixed 4.92900000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 2110000.00000000 PA USD 2045694.80000000 0.498680145678 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFG2 870000.00000000 PA USD 874393.33000000 0.213151342607 Long DBT CORP US N 2 2030-01-15 Fixed 4.80000000 N N N N N N Rent-A-Center Inc 529900QUHE15UQNCCJ63 76009WAW0 505597.70000000 PA USD 507493.69000000 0.123712015722 Long LON CORP US N 3 2028-02-17 Floating 7.02965000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGH1 250000.00000000 PA USD 235177.06000000 0.057329241165 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N New Residential Mortgage Loan N/A 64831MAA0 786144.74000000 PA USD 735848.77000000 0.179378259074 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.07900000 N N N N N N Ellington Financial Mortgage T N/A 31572LAA4 528068.95000000 PA USD 436942.10000000 0.106513615853 Long ABS-MBS CORP US N 2 2066-06-25 Variable 0.93100000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAM1 1960000.00000000 PA USD 1925120.51000000 0.469287684739 Long DBT CORP US N 2 2026-05-15 Fixed 3.12500000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAQ8 1400000.00000000 PA USD 1353070.75000000 0.329838800354 Long DBT CORP GB N 2 2027-06-14 Fixed 1.67300000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G1AB7 250000.00000000 PA USD 250279.11000000 0.061010676194 Long DBT USGSE US N 2 2026-12-11 Floating 4.46175000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACM7 1380000.00000000 PA USD 1397970.66000000 0.340784076091 Long DBT CORP US N 2 2026-09-21 Fixed 5.95000000 N N N N N N MF1MultifamilyHousingMortga N/A 55287KAA1 590000.00000000 PA USD 591251.15000000 0.144129617778 Long ABS-CBDO CORP KY N 2 2042-05-18 Floating 5.81800000 N N N N N N CIM Trust N/A 12567RAA8 667470.50000000 PA USD 592248.44000000 0.144372727709 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.42500000 N N N N N N SLM Student Loan Trust 5493007758ACJK074H95 78442GRX6 493745.59000000 PA USD 478024.14000000 0.116528207322 Long ABS-O CORP US N 2 2041-01-25 Floating 4.79494000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAX7 1090000.00000000 PA USD 1100867.27000000 0.268359019427 Long DBT CORP US N 2 2027-04-18 Fixed 5.20000000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A 84859BAC5 261081.08123400 PA USD 203316.89000000 0.049562670015 Long DBT CORP KY N 2 2030-03-06 Fixed 11.00000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 420000.00000000 PA USD 449303.82000000 0.109527039131 Long DBT CORP US N 2 2029-02-01 Fixed 9.50000000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 29286DAA3 890000.00000000 PA USD 906419.57000000 0.220958396733 Long DBT CORP FR N 2 2029-04-10 Fixed 5.25000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRF8 880000.00000000 PA USD 897063.99000000 0.218677781854 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 6.72197000 N N N N N N Voya CLO Ltd 54930068MLVF3BECCK93 92917KAQ7 1289381.67000000 PA USD 1291491.87000000 0.314827682933 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 5.45610000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W3C6 1230000.00000000 PA USD 1228288.07000000 0.299420457872 Long DBT CORP FR N 2 2029-05-09 Fixed 4.79200000 N N N N N N Onslow Bay Financial LLC N/A 670857AC5 588741.04000000 PA USD 485057.50000000 0.118242733355 Long ABS-MBS CORP US N 2 2061-05-25 Variable 1.56300000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BD9 1560000.00000000 PA USD 1518498.13000000 0.370165123693 Long DBT CORP US N 2 2026-04-27 Fixed 1.62500000 N N N N N N BRAVO Residential Funding Trus N/A 10569EAA9 181390.50000000 PA USD 175267.01000000 0.042724935351 Long ABS-MBS CORP US N 2 2060-03-25 Variable 0.97000000 N N N N N N MF1 Multifamily Housing Mortga N/A 55284AAA6 563672.51000000 PA USD 563703.00000000 0.137414190112 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 5.52118000 N N N N N N Greystone Commercial Real Esta N/A 39809PAA3 777487.05000000 PA USD 778984.02000000 0.189893362673 Long ABS-CBDO CORP KY N 2 2039-07-15 Floating 5.46319000 N N N N N N Ellington Financial Mortgage T N/A 31573CAA3 281476.69000000 PA USD 243854.54000000 0.059444555234 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.20600000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 590000.00000000 PA USD 581701.65000000 0.141801730914 Long LON CORP US N 2 2028-01-31 Floating 6.94319000 N N N N N N AGILENT TECHNOLOGIES INC QUIX8Y7A2WP0XRMW7G29 00846UAQ4 880000.00000000 PA USD 875353.65000000 0.213385440341 Long DBT CORP US N 2 2027-09-09 Fixed 4.20000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 933000.00000000 PA USD 932885.20000000 0.227409937903 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376R5Y8 251020.06000000 PA USD 252045.08000000 0.061441167671 Long ABS-MBS USGA US N 2 2067-07-20 Floating 4.93344000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 3950000.00000000 PA USD 3943905.27000000 0.961407955177 Long DBT UST US N 2 2032-02-29 Fixed 4.12500000 N N N N N N MOUNTAIN VIEW CLO 549300MWKXOHYV7Z8O91 62432UAN1 1220000.00000000 PA USD 1223070.74000000 0.298148626470 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.71610000 N N N N N N SMRT N/A 78457JAA0 1560000.00000000 PA USD 1552992.17000000 0.378573754781 Long ABS-MBS CORP US N 2 2039-01-15 Floating 5.32900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375BKP6 18303.84000000 PA USD 18386.33000000 0.004482045768 Long ABS-MBS USGA US N 2 2061-02-20 Floating 4.93344000 N N N N N N Fannie Mae - CAS N/A 207942AB9 300000.00000000 PA USD 313566.06000000 0.076438170777 Long ABS-MBS CORP US N 2 2043-06-25 Floating 7.42063000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCE1 490000.00000000 PA USD 492532.07000000 0.120064813391 Long DBT CORP US N 2 2027-01-11 Fixed 4.60000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBG3 1160000.00000000 PA USD 1158800.80000000 0.282481507875 Long DBT CORP US N 2 2026-01-15 Fixed 4.75000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DF3 1080000.00000000 PA USD 1088405.48000000 0.265321202030 Long DBT CORP US N 2 2027-02-12 Fixed 4.75000000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AH6 1630000.00000000 PA USD 1650241.00000000 0.402280155517 Long DBT CORP US N 2 2026-02-01 Fixed 7.85000000 N N N N N N Credit Suisse Mortgage Trust N/A 12660LAC3 408407.05000000 PA USD 356159.54000000 0.086821206805 Long ABS-MBS CORP US N 2 2066-04-25 Variable 1.63200000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AA9 1090000.00000000 PA USD 1049664.84000000 0.255877374926 Long DBT CORP US N 2 2026-10-25 Fixed 1.75000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KV2 1110000.00000000 PA USD 1125027.79000000 0.274248642666 Long DBT CORP US N 2 2027-02-23 Fixed 5.00400000 N N N N N N Hilton Grand Vacations Trust N/A 432917AA0 482388.87000000 PA USD 490095.51000000 0.119470851821 Long ABS-O CORP US N 2 2038-01-25 Fixed 5.72000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BP8 210000.00000000 PA USD 188675.84000000 0.045993613210 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 770000.00000000 PA USD 723693.93000000 0.176415267047 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N 280 Park Avenue Mortgage Trust N/A 90205FAA8 500000.00000000 PA USD 494385.35000000 0.120516588476 Long ABS-MBS CORP US N 2 2034-09-15 Floating 5.51800000 N N N N N N Hyundai Auto Lease Securitizat N/A 448988AB1 398984.08000000 PA USD 399309.21000000 0.097339825575 Long ABS-O CORP US N 2 2026-06-15 Fixed 5.15000000 N N N N N N Fifth Third Auto Trust N/A 31680EAD3 2080209.83000000 PA USD 2095312.15000000 0.510775394356 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.53000000 N N N N N N IndyMac Residential Asset Back N/A 456606HV7 264549.98000000 PA USD 262231.09000000 0.063924216927 Long ABS-O CORP US N 2 2035-10-25 Floating 5.18920000 N N N N N N Trinitas CLO Ltd N/A 89642MAG3 360000.00000000 PA USD 360000.00000000 0.087757397850 Long ABS-CBDO CORP BM N 2 2035-01-20 Floating 7.21947000 N N N N N N Freddie Mac - STACR 529900N6M839KA246662 35564NBA0 510000.00000000 PA USD 517833.24000000 0.126232493507 Long ABS-MBS USGSE US N 2 2044-02-25 Floating 6.27197000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFY6 800000.00000000 PA USD 807669.41000000 0.196886015958 Long DBT CORP US N 2 2029-04-12 Fixed 4.99400000 N N N N N N BRAVO Residential Funding Trus N/A 10570FAA3 619363.03000000 PA USD 621590.38000000 0.151525428549 Long ABS-MBS CORP US N 2 2063-12-01 Variable 5.94300000 N N N N N N ECMC Group Student Loan Trust N/A 26827XAA1 1310382.37000000 PA USD 1318771.57000000 0.321477670395 Long ABS-O CORP US N 2 2066-07-26 Floating 5.78645000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 600000.00000000 PA USD 586380.78000000 0.142942365006 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJD2 5730000.00000000 PA USD 5718921.50000000 1.394104637086 Long DBT CORP US N 2 2026-06-19 Fixed 1.31900000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAU6 520000.00000000 PA USD 530017.39000000 0.129202630449 Long DBT CORP US N 2 2028-02-01 Fixed 5.30000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAN2 890000.00000000 PA USD 901720.74000000 0.219812960361 Long DBT CORP US N 2 2027-06-08 Fixed 6.04700000 N N N N N N Avenue of Americas N/A 00192NAA5 790000.00000000 PA USD 774104.73000000 0.188703935468 Long ABS-MBS CORP US N 2 2038-10-15 Floating 5.31788000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BS7 1500000.00000000 PA USD 1452224.01000000 0.354009445037 Long DBT CORP US N 2 2026-03-09 Fixed 2.00000000 N N N N N N HERC HOLDINGS ESCROW INC N/A 42703NAB7 70000.00000000 PA USD 72093.13000000 0.017574181921 Long DBT CORP US N 2 2033-06-15 Fixed 7.25000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAA1 1370000.00000000 PA USD 1330409.79000000 0.324314725681 Long DBT CORP US N 2 2026-05-28 Fixed 1.20000000 N N N N N N CarMax Auto Owner Trust N/A 14318XAB1 136725.28000000 PA USD 136927.52000000 0.033378896803 Long ABS-O CORP US N 2 2026-12-15 Fixed 6.08000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WEY3 490000.00000000 PA USD 490909.91000000 0.119669378557 Long DBT CORP US N 2 2026-01-09 Fixed 4.95000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AE6 120000.00000000 PA USD 119117.71000000 0.029037389631 Long DBT CORP US N 2 2025-08-12 Fixed 0.68700000 N N N N N N SPIRIT AIRLINES LLC N/A 000000000 7278.00000000 NS USD 43595.22000000 0.010627230738 Long EC CORP US N 2 N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AU5 1210000.00000000 PA USD 1161427.53000000 0.283121827290 Long DBT CORP US N 2 2026-11-15 Fixed 2.26800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329KUG7 1539532.75000000 PA USD 1457142.13000000 0.355208337852 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.00000000 N N N N N N College Ave Student Loans N/A 193938AD9 580000.00000000 PA USD 586418.57000000 0.142951577095 Long ABS-O CORP US N 2 2055-05-25 Fixed 6.06000000 N N N N N N Ballyrock Ltd 254900IF22Z7SA13VI60 05875MAX0 510000.00000000 PA USD 510887.71000000 0.124539377842 Long ABS-CBDO CORP KY N 2 2036-02-20 Floating 5.72199000 N N N N N N PM GENERAL PURCHASER LLC N/A 69356MAA4 330000.00000000 PA USD 213757.50000000 0.052107783252 Long DBT CORP US N 2 2028-10-01 Fixed 9.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CM5 170000.00000000 PA USD 164909.59000000 0.040200101386 Long DBT CORP US N 2 2027-02-15 Fixed 3.00000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDQ3 390000.00000000 PA USD 389134.17000000 0.094859450483 Long DBT CORP US N 2 2025-06-24 Fixed 0.95000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FNXD7 1190996.60000000 PA USD 1194577.45000000 0.291202801507 Long ABS-MBS USGSE US N 2 2029-08-25 Floating 5.11516000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 190000.00000000 PA USD 195083.45000000 0.047555599821 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N HERC HOLDINGS ESCROW INC N/A 42703NAA9 70000.00000000 PA USD 72159.54000000 0.017590370723 Long DBT CORP US N 2 2030-06-15 Fixed 7.00000000 N N N N N N Ocean Trails CLO 549300RF4JV7XJ3EV147 67515DAS7 870000.00000000 PA USD 871609.76000000 0.212472790218 Long ABS-CBDO CORP JE N 2 2035-07-20 Floating 5.60238000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AQ1 240000.00000000 PA USD 235508.93000000 0.057410141298 Long DBT CORP US N 2 2027-10-27 Fixed 3.87500000 N N N N N N Mill City Mortgage Trust N/A 599808BG6 520277.00000000 PA USD 513910.11000000 0.125276149951 Long ABS-MBS CORP US N 2 2057-09-25 Variable 3.72929900 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EZT7 2660000.00000000 PA USD 2569977.09000000 0.626484727649 Long DBT CORP CA N 2 2026-07-14 Fixed 1.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XM5C6 1151657.39000000 PA USD 1171332.50000000 0.285536367271 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XB4B3 479216.21000000 PA USD 455661.69000000 0.111076900595 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 3.00000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAL8 240000.00000000 PA USD 230902.54000000 0.056287239076 Long DBT CORP CA N 2 2028-08-01 Fixed 4.00000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CD1 90000.00000000 PA USD 91373.49000000 0.022274165874 Long DBT CORP CA N 2 2033-06-15 Fixed 6.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CR4 940000.00000000 PA USD 921204.04000000 0.224562415110 Long DBT CORP US N 2 2026-08-15 Fixed 3.20000000 N N N N N N DISH DBS CORP N/A 25470XBE4 130000.00000000 PA USD 120244.94000000 0.029312175108 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N Grifols Worldwide Operations USA Inc N/A 39843PAG8 284934.34060000 PA USD 284347.38000000 0.069315517095 Long LON CORP US N 2 2027-11-15 Floating 6.48269000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 44.00000000 NC USD 20625.00000000 0.005027767585 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-03-17 0.00000000 USD 2500.00000000 96.37500000 USD 2025-12-12 XXXX -14667.40000000 N N N Battery Park CLO Ltd. 549300HAR0K520KW1A03 07133YAL4 320000.00000000 PA USD 320689.66000000 0.078174694664 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 5.65610000 N N N N N N CHEVY CHASE MORTGAGE FUNDING C 549300BO65N44G8TZI31 16678RCD7 3801.28000000 PA USD 3678.67000000 0.000896751407 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.01920000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAE3 120000.00000000 PA USD 111470.59000000 0.027173246986 Long DBT CORP US N 2 2033-01-15 Fixed 7.37500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BZ4 290000.00000000 PA USD 290355.25000000 0.070780058867 Long DBT CORP PA N 2 2031-06-15 Fixed 5.87500000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDN1 550000.00000000 PA USD 540948.74000000 0.131867371646 Long DBT CORP NL N 2 2028-04-06 Fixed 3.64900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468V4 7830000.00000000 PA USD 7674396.99000000 1.870791971982 Long DBT CORP US N 2 2026-12-10 Fixed 0.98500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 59022CAA1 200000.00000000 PA USD 200081.52000000 0.048773982092 Long DBT CORP US N 2 2026-09-15 Floating 5.32089000 N N N N N N OHA Loan Funding Ltd N/A 67104LAE7 284473.74000000 PA USD 285115.54000000 0.069502771880 Long ABS-CBDO CORP KY N 2 2031-05-23 Floating 5.63011000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAM1 3140000.00000000 PA USD 3079983.26000000 0.750809212001 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691KAA9 173276.53000000 PA USD 170964.38000000 0.041676080871 Long ABS-MBS CORP US N 2 2034-11-15 Floating 5.47600000 N N N N N N GS Mortgage Securities Trust N/A 36228FCU8 53521.50000000 PA USD 5438.16000000 0.001325663251 Long ABS-MBS CORP US N 2 2023-03-20 Floating 5.42534000 N N N N N N Whitehorse Ltd N/A 96525YAC3 61565.59000000 PA USD 61710.11000000 0.015043107429 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 5.76771000 N N N N N N SMB Private Education Loan Tru N/A 78449YAA8 320558.23000000 PA USD 298330.05000000 0.072724080246 Long ABS-O CORP US N 2 2051-07-17 Fixed 1.31000000 N N N N N N TCI-Flatiron CLO Ltd 549300EEOTVLW827QY91 87230AAW6 87889.07000000 PA USD 88013.27000000 0.021455043198 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 5.37979000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 16117LCB3 629140.24000000 PA USD 629033.29000000 0.153339790810 Long LON CORP US N 2 2030-12-07 Floating 6.29761000 N N N N N N TRP LLC N/A 87267CAA6 813557.72000000 PA USD 766869.35000000 0.186940162909 Long ABS-O CORP US N 2 2051-06-19 Fixed 2.07000000 N N N N N N Volkswagen Auto Loan Enhanced N/A 92867YAB0 181865.60000000 PA USD 182369.55000000 0.044456325430 Long ABS-O CORP US N 2 2027-03-22 Fixed 5.72000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 418000.00000000 PA USD 411166.36000000 0.100230249547 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N Ford Credit Floorplan Master O 5493001DTG5N7T8BG747 34528QHV9 1955000.00000000 PA USD 1962198.31000000 0.478326160422 Long ABS-O CORP US N 2 2028-05-15 Fixed 4.92000000 N N N N N N VERTIV GROUP CORPORATION 549300ZT8RQ5VK10E643 92535UAB0 110000.00000000 PA USD 106648.70000000 0.025997812211 Long DBT CORP US N 2 2028-11-15 Fixed 4.12500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CL2 2724000.00000000 PA USD 2720469.02000000 0.663170228133 Long DBT CORP US N 2 2025-07-20 Fixed 3.87500000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AA5 530000.00000000 PA USD 537110.18000000 0.130931643766 Long DBT CORP US N 2 2030-04-15 Fixed 5.10000000 N N N N N N PRKCM Trust N/A 69391XAA7 622919.57000000 PA USD 629810.31000000 0.153529205402 Long ABS-MBS CORP US N 2 2059-05-25 Variable 6.43100000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AB3 580000.00000000 PA USD 583638.95000000 0.142273987600 Long DBT CORP US N 2 2028-04-01 Fixed 4.65000000 N N N N N N CTR PARTNERSHIP/CARETRST N/A 126458AE8 430000.00000000 PA USD 411168.54000000 0.100230780967 Long DBT CORP US N 2 2028-06-30 Fixed 3.87500000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AH0 2890000.00000000 PA USD 2886384.90000000 0.703615633385 Long DBT CORP US N 2 2025-06-25 Fixed 2.90000000 N N N N N N GCAT N/A 36167FAC3 651531.32000000 PA USD 634643.82000000 0.154707472791 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.55400000 N N N N N N Onslow Bay Financial LLC N/A 670857AA9 583601.35000000 PA USD 473291.07000000 0.115374424247 Long ABS-MBS CORP US N 2 2061-05-25 Variable 1.10100000 N N N N N N SFO Commerical Mortgage Trust N/A 78432WAA1 920000.00000000 PA USD 911987.63000000 0.222315725779 Long ABS-MBS CORP US N 2 2038-05-15 Floating 5.59348000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BX9 810000.00000000 PA USD 812506.49000000 0.198065153608 Long DBT CORP PA N 2 2033-02-15 Fixed 6.12500000 N N N N N N Nexstar Media Inc 5493006PK6I4I2OOT688 65336RAW8 428755.03000000 PA USD 429320.99000000 0.104655813680 Long LON CORP US N 2 2026-09-18 Floating 6.94129000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 500000.00000000 PA USD 489163.92000000 0.119243757615 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N Tesla Auto Lease Trust N/A 88167QAE6 1530000.00000000 PA USD 1544464.93000000 0.376495064800 Long ABS-O CORP US N 2 2027-08-20 Fixed 6.57000000 N N N N N N FannieMae Whole Loan B1V7KEBTPIMZEU4LTD58 31393BW76 190203.14000000 PA USD 186579.85000000 0.045482672575 Long ABS-MBS USGSE US N 2 2042-08-25 Variable 4.75962000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 38151LAF7 930000.00000000 PA USD 934139.70000000 0.227715748057 Long DBT CORP US N 2 2027-03-18 Fixed 5.28300000 N N N N N N Cascade MH Asset Trust N/A 14731QAA7 187743.72000000 PA USD 170889.40000000 0.041657802956 Long ABS-O CORP US N 2 2046-02-25 Fixed 1.75300000 N N N N N N GM Financial Revolving Receiva N/A 36263HAA6 5500000.00000000 PA USD 5273621.65000000 1.285553647921 Long ABS-O CORP US N 2 2034-06-12 Fixed 1.17000000 N N N N N N Honda Auto Receivables Owner T N/A 437930AB6 819112.91000000 PA USD 820684.54000000 0.200058721351 Long ABS-O CORP US N 2 2026-11-18 Fixed 5.48000000 N N N N N N New Residential Mortgage Loan 549300RCJSGOC0A85G53 64829CAD0 103330.33000000 PA USD 98327.60000000 0.023969373091 Long ABS-MBS CORP US N 2 2052-05-28 Variable 3.75000000 N N N N N N Structured Adjustable Rate Mor N/A 86359BKY6 57829.23000000 PA USD 54132.48000000 0.013195904399 Long ABS-MBS CORP US N 2 2034-03-25 Variable 6.83724300 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CB5 50000.00000000 PA USD 51625.05000000 0.012584666810 Long DBT CORP CA N 2 2031-07-01 Fixed 7.25000000 N N N N N N Cent CLO LP 549300NBGVSLUALOY827 19737TBA3 1100000.00000000 PA USD 1102207.70000000 0.268685776785 Long ABS-CBDO CORP KY N 2 2034-07-24 Floating 5.72518000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBZ3 380000.00000000 PA USD 384962.82000000 0.093842598201 Long DBT CORP US N 2 2027-07-12 Fixed 5.05000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BQ4 2460000.00000000 PA USD 2342862.30000000 0.571120830472 Long DBT CORP US N 2 2027-02-03 Fixed 1.35000000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BV6 1380000.00000000 PA USD 1369573.63000000 0.333861716481 Long DBT CORP US N 2 2029-09-15 Fixed 4.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YER2 1970000.00000000 PA USD 1955882.31000000 0.476786505631 Long DBT CORP US N 2 2028-04-20 Fixed 4.21000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HY2 1970000.00000000 PA USD 2009840.95000000 0.489940032959 Long DBT CORP US N 2 2028-10-01 Fixed 5.65000000 N N N N N N SMB Private Education Loan Tru N/A 83206EAB3 728630.23000000 PA USD 724305.37000000 0.176564318111 Long ABS-O CORP US N 2 2052-06-17 Floating 5.43128000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MCE7 100000.00000000 PA USD 103697.26000000 0.025278338060 Long ABS-O CORP US N 2 2030-03-25 Fixed 6.15000000 N N N N N N Nelnet Student Loan Trust N/A 64035GAA7 731331.98000000 PA USD 727931.87000000 0.177448352010 Long ABS-O CORP US N 2 2062-04-20 Floating 5.17886000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECT6 2720000.00000000 PA USD 2767554.28000000 0.674648227840 Long DBT CORP US N 2 2026-11-08 Fixed 5.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380Q5Q1 2882301.05000000 PA USD 2952259.11000000 0.719673825760 Long ABS-MBS USGA US N 2 2071-06-20 Floating 5.82827000 N N N N N N Madison Park Funding Ltd N/A 55819MAN6 681425.61000000 PA USD 682263.63000000 0.166315780046 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 5.52108000 N N N N N N Voya CLO Ltd 549300001G5S0D8B8343 92915HAW3 999345.44000000 PA USD 1000773.10000000 0.243959008596 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 5.41947000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AJ6 2090000.00000000 PA USD 2116256.73000000 0.515881066134 Long DBT CORP US N 2 2027-06-01 Fixed 5.90000000 N N N N N N Fannie Mae - CAS N/A 20755CAB4 870000.00000000 PA USD 897016.55000000 0.218666217379 Long ABS-MBS CORP US N 2 2043-10-25 Floating 6.82197000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FS25 269924.29000000 PA USD 261369.31000000 0.063714140343 Long ABS-MBS CORP US N 2 2045-07-25 Floating 5.15920000 N N N N N N KREF 2021-FL2 Ltd 54930083ELM2GCMVTQ91 48275RAA5 635151.00000000 PA USD 633986.90000000 0.154547335042 Long ABS-CBDO CORP KY N 2 2039-02-15 Floating 5.51315000 N N N N N N Greywolf CLO Ltd 5493006V5AX99BBCEZ73 39809GAC9 1027000.00000000 PA USD 1029382.64000000 0.250933171885 Long ABS-CBDO CORP KY N 2 2031-04-26 Floating 6.17423000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKP3 1930000.00000000 PA USD 1921266.63000000 0.468348222293 Long DBT CORP US N 2 2028-04-27 Fixed 4.37600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFQ8 3646923.84000000 PA USD 3530958.88000000 0.860743786738 Long ABS-MBS USGSE US N 2 2049-01-01 Floating 3.26700000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 00186XAN3 281340.92000000 PA USD 281975.34000000 0.068737283601 Long LON CORP US N 2 2029-01-03 Floating 6.07681000 N N N N N N Sunrun Issuer N/A 86772FAA9 495878.58000000 PA USD 464399.81000000 0.113206996910 Long ABS-O CORP US N 2 2055-02-01 Fixed 3.61000000 N N N N N N Aegis Asset Backed Securities N/A 00764MGH4 380037.17000000 PA USD 362701.62000000 0.088415973242 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.14420000 N N N N N N SMB Private Education Loan Tru N/A 83208AAD5 1707714.66000000 PA USD 1690289.99000000 0.412042919819 Long ABS-O CORP US N 2 2053-01-15 Floating 5.24319000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJM3 260000.00000000 PA USD 268461.64000000 0.065443041525 Long DBT CORP US N 2 2029-06-12 Fixed 5.77500000 N N N N N N New Residential Mortgage Loan N/A 64831TAA5 638254.93000000 PA USD 552770.13000000 0.134749078384 Long ABS-MBS CORP US N 2 2056-11-27 Variable 1.15612000 N N N N N N Whitebox CLO III Ltd 549300JXCQSPB1A61C68 96467HAL0 1100000.00000000 PA USD 1102387.33000000 0.268729565289 Long ABS-CBDO CORP KY N 2 2035-10-15 Floating 5.52610000 N N N N N N Woodmont Trust N/A 979926AN2 905890.24000000 PA USD 906935.27000000 0.221084109205 Long ABS-CBDO CORP KY N 2 2032-10-25 Floating 5.68177000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AM9 1050000.00000000 PA USD 1052676.06000000 0.256611421680 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMX7 400000.00000000 PA USD 401350.85000000 0.097837517280 Long DBT CORP US N 2 2030-08-15 Fixed 4.70000000 N N N N N N COMMONBOND STUDENT LOAN TRUST N/A 20268WAA2 326140.99000000 PA USD 278455.30000000 0.067879201515 Long ABS-O CORP US N 2 2052-03-25 Fixed 1.20000000 N N N N N N HOLCIM FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAB2 970000.00000000 PA USD 975243.31000000 0.237735597657 Long DBT CORP US N 2 2028-04-07 Fixed 4.70000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BU0 230000.00000000 PA USD 234035.81000000 0.057051038026 Long DBT CORP US N 2 2029-03-01 Fixed 6.37500000 N N N N N N SWCH Commercial Mortgage Trust N/A 78489CAA7 1120000.00000000 PA USD 1112103.10000000 0.271097983881 Long ABS-MBS CORP US N 2 2042-02-15 Floating 5.77161000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJFG3 466279.64000000 PA USD 467774.13000000 0.114029556751 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 4.50000000 N N N N N N GM Financial Automobile Leasin N/A 36269WAB5 816687.85000000 PA USD 818646.10000000 0.199561809712 Long ABS-O CORP US N 2 2026-09-21 Fixed 5.43000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 1730000.00000000 PA USD 1632932.10000000 0.398060755451 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 3080000.00000000 PA USD 3058554.88000000 0.745585604032 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N MIZUHO BK LTD NEW 0.0 11AUG25 144A N/A 60689FVB1 8925000.00000000 PA USD 8844930.26000000 2.156133510517 Long DBT CORP US N 2 2025-08-11 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQX57 585227.27000000 PA USD 567921.57000000 0.138442553239 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 4.88645000 N N N N N N BLUE RACER MID LLC/FINAN N/A 095796AK4 250000.00000000 PA USD 259403.50000000 0.063234933759 Long DBT CORP US N 2 2032-07-15 Fixed 7.25000000 N N N N N N SBNA Auto Lease Trust N/A 78437VAC4 606590.39000000 PA USD 607512.29000000 0.148093604812 Long ABS-O CORP US N 2 2026-11-20 Fixed 5.67000000 N N N N N N FannieMae Grantor Trust N/A 31358SR78 71128.22000000 PA USD 70811.61000000 0.017261785086 Long ABS-MBS USGSE US N 2 2040-11-25 Variable 4.23766000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ACYL8 1058459.79000000 PA USD 1084560.95000000 0.264384018839 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.00000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBE3 1380000.00000000 PA USD 1327097.13000000 0.323507196732 Long DBT CORP CA N 2 2026-12-02 Fixed 1.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFQ3 940000.00000000 PA USD 970634.50000000 0.236612105510 Long DBT CORP US N 2 2030-04-18 Fixed 5.65600000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 210000.00000000 PA USD 207951.87000000 0.050692541637 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AB7 1690000.00000000 PA USD 1649040.15000000 0.401987423652 Long DBT CORP US N 2 2026-04-01 Fixed 1.80000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAV7 650000.00000000 PA USD 653852.53000000 0.159389990585 Long DBT CORP US N 2 2027-12-15 Fixed 4.62500000 N N N N N N MidOcean Credit CLO 549300XXQYQPW7OQNX23 59802MAE7 1250000.00000000 PA USD 1252821.75000000 0.305401046529 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 6.28108000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBD6 1310000.00000000 PA USD 1336275.73000000 0.325744669098 Long DBT CORP IE N 2 2027-01-15 Fixed 6.10000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641594A1 780000.00000000 PA USD 755757.21000000 0.184231350434 Long DBT CORP CA N 2 2026-06-24 Fixed 1.35000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376RRL2 828322.83000000 PA USD 833084.86000000 0.203081554172 Long ABS-MBS USGA US N 2 2066-03-20 Floating 5.43344000 N N N N N N Towd Point Mortgage Trust N/A 89177EAE9 1460000.00000000 PA USD 1497434.69000000 0.365030477348 Long ABS-MBS CORP US N 2 2048-10-25 Floating 6.58920000 N N N N N N New Century Home Equity Loan T N/A 64352VGB1 198574.54000000 PA USD 221149.65000000 0.053909771720 Long ABS-MBS CORP US N 2 2034-08-25 Floating 5.36920000 N N N N N N Hildene Community Funding CLO 549300845E8YWIPN4S43 43133KAC9 347391.48000000 PA USD 307800.59000000 0.075032718986 Long ABS-CBDO CORP KY N 2 2035-11-01 Fixed 2.60000000 N N N N N N Legacy Mortgage Asset Trust N/A 52475XAA2 1030832.05000000 PA USD 1028856.87000000 0.250805004643 Long ABS-MBS CORP US N 2 2067-07-25 Variable 5.25000000 N N N N N N BHMS Mortgage Trust N/A 05549GAA9 910000.00000000 PA USD 910113.57000000 0.221858885143 Long ABS-MBS CORP US N 2 2035-07-15 Floating 5.87571000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ACXB1 1081731.00000000 PA USD 1079087.52000000 0.263049757800 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEZ1 1910000.00000000 PA USD 1914102.49000000 0.466601815948 Long DBT CORP US N 2 2029-04-15 Fixed 4.70000000 N N N N N N Setanta Aircraft Leasing DAC N/A 000000000 275000.00000000 PA USD 276865.88000000 0.067491747728 Long LON CORP IE N 2 2028-11-06 Floating 6.04917000 N N N N N N Bank N/A 06540DBH7 390000.00000000 PA USD 337177.74000000 0.082194002987 Long ABS-MBS CORP US N 2 2064-09-15 Fixed 2.47000000 N N N N N N Octagon Investment Partners 35 549300EBYXJ9QVMC7X31 67591TAA8 221055.63000000 PA USD 221527.72000000 0.054001934052 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 5.59108000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 748148SC8 1340000.00000000 PA USD 1332730.37000000 0.324880414743 Long DBT NUSS CA N 2 2025-07-23 Fixed 0.60000000 N N N N N N SLM Student Loan Trust 549300MJYMBTZU2FTV38 78443CCU6 784346.70000000 PA USD 766049.46000000 0.186740297873 Long ABS-O CORP US N 2 2039-12-15 Floating 4.83089000 N N N N N N AON NORTH AMERICA INC N/A 03740MAB6 1180000.00000000 PA USD 1204061.63000000 0.293514765278 Long DBT CORP US N 2 2029-03-01 Fixed 5.15000000 N N N N N N GS Mortgage Securities Trust N/A 36262MAA6 1110000.00000000 PA USD 1103618.17000000 0.269029607832 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.39348000 N N N N N N Legacy Mortgage Asset Trust N/A 52476DAA5 485947.34000000 PA USD 486175.15000000 0.118515183509 Long ABS-MBS CORP US N 2 2061-04-25 Variable 5.75000000 N N N N N N Nissan Auto Lease Trust N/A 65473FAD9 337745.20000000 PA USD 338298.60000000 0.082467235645 Long ABS-O CORP US N 2 2026-07-15 Fixed 5.69000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -44.00000000 NC USD -275.00000000 -0.00006703690 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2025-09-16 0.00000000 USD 2500.00000000 95.62500000 USD 2025-06-13 XXXX 15032.60000000 N N N MUFG BK LTD N Y BRH DIS 0.0 19NOV25 N/A 000000000 6300000.00000000 PA USD 6168585.15000000 1.503719392174 Long DBT CORP US N 2 2025-11-19 None 0.00000000 N N N N N N FannieMae Grantor Trust N/A 31393YV77 259007.26000000 PA USD 259775.89000000 0.063325711474 Long ABS-MBS USGSE US N 2 2043-08-25 Variable 5.12293000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFX7 568000.00000000 PA USD 486921.35000000 0.118697085093 Long DBT CORP US N 2 2030-10-30 Fixed 1.68000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FR75 842184.04000000 PA USD 826138.75000000 0.201388297120 Long ABS-MBS CORP US N 2 2045-07-25 Floating 5.01920000 N N N N N N Carval CLO LTD 254900BDRF474L9PWM54 14688RAA8 830000.00000000 PA USD 832843.00000000 0.203022595827 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.65947000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674ZZ6 1200000.00000000 PA USD 1162955.93000000 0.283494406198 Long DBT CORP CH N 2 2026-06-01 Fixed 1.25000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BK7 470000.00000000 PA USD 470719.96000000 0.114747663349 Long DBT CORP LR N 2 2027-07-15 Fixed 5.37500000 N N N N N N 1261229 BC LTD N/A 68288AAA5 570000.00000000 PA USD 564665.89000000 0.137648914336 Long DBT CORP CA N 2 2032-04-15 Fixed 10.00000000 N N N N N N Navient Student Loan Trust N/A 63942NAB4 425481.93000000 PA USD 418442.42000000 0.102003938692 Long ABS-O CORP US N 2 2069-12-26 Floating 5.03645000 N N N N N N CONNECTICUT LIGHT & PWR 549300O45IUXEDS1VZ32 207597ER2 450000.00000000 PA USD 453878.81000000 0.110642286958 Long DBT CORP US N 2 2029-01-01 Fixed 4.65000000 N N N N N N PFS Financing Corp. N/A 69335PFD2 1380000.00000000 PA USD 1383494.71000000 0.337255265804 Long ABS-O CORP US N 2 2028-01-15 Floating 5.63228000 N N N N N N BX Trust N/A 12434FAA5 96760.96000000 PA USD 96620.81000000 0.023553307955 Long ABS-MBS CORP US N 2 2038-12-15 Floating 5.36448000 N N N N N N Credit Suisse Mortgage Trust N/A 12596XAB8 159615.74000000 PA USD 154101.40000000 0.037565382969 Long ABS-MBS CORP US N 2 2049-07-25 Variable 3.77600000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAA5 1707000.00000000 PA USD 1725550.86000000 0.420638481478 Long DBT CORP US N 2 2026-08-15 Fixed 6.05500000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GT8 680000.00000000 PA USD 701318.37000000 0.170960764488 Long DBT CORP US N 2 2029-06-15 Fixed 5.15000000 N N N N N N Jazz Financing Lux Sarl 635400WUEO2NSG5OIU34 000000000 311895.16000000 PA USD 312163.39000000 0.076096241140 Long LON CORP LU N 2 2028-05-05 Floating 6.57681000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EVR7 1040000.00000000 PA USD 1005677.54000000 0.245154566630 Long DBT CORP US N 2 2026-06-17 Fixed 1.05000000 N N N N N N BX Trust N/A 05609VAA3 1460000.00000000 PA USD 1453245.89000000 0.354258549286 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.14320000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NG2 1330000.00000000 PA USD 1294697.20000000 0.315609047989 Long DBT CORP US N 2 2028-02-24 Fixed 3.07000000 N N N N N N ELP 2021-ELP N/A 26863LAA2 1218581.60000000 PA USD 1215957.51000000 0.296414630484 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.14448000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31351DCS8 16.43000000 PA USD 16.47000000 0.000004014900 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 5.57700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKYT6 198102.86000000 PA USD 200128.67000000 0.048785475873 Long ABS-MBS USGSE US N 2 2037-09-01 Floating 7.33800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380QYC0 1558607.24000000 PA USD 1551222.71000000 0.378142412544 Long ABS-MBS USGA US N 2 2070-04-20 Floating 4.77827000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAJ0 1300000.00000000 PA USD 1291535.70000000 0.314838367397 Long DBT CORP CL N 2 2027-04-04 Fixed 4.37500000 N N N N N N Credit Suisse Mortgage Trust N/A 12596XAA0 72593.13000000 PA USD 70282.27000000 0.017132747583 Long ABS-MBS CORP US N 2 2049-07-25 Variable 3.57300000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBS8 240000.00000000 PA USD 240637.01000000 0.058660216178 Long DBT CORP US N 2 2025-09-01 Fixed 5.74900000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCX2 1590000.00000000 PA USD 1588468.37000000 0.387221807552 Long DBT CORP US N 2 2025-06-20 Fixed 2.75000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAE9 1560000.00000000 PA USD 1582654.32000000 0.385804513388 Long DBT CORP ID N 2 2028-05-21 Fixed 5.45000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAG3 1330000.00000000 PA USD 1293986.15000000 0.315435714940 Long DBT CORP NL N 2 2027-01-19 Fixed 3.25700000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AE4 190000.00000000 PA USD 190000.00000000 0.046316404421 Long DBT CORP US N 2 2025-06-01 Fixed 3.95000000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002BH3 200000.00000000 PA USD 196040.36000000 0.047788866297 Long DBT CORP US N 2 2025-12-15 Fixed 0.75000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAB3 1300000.00000000 PA USD 1340158.03000000 0.326691059503 Long DBT CORP US N 2 2028-08-15 Fixed 6.04200000 N N N N N N FED HOME LN DISCOUNT NT 2549001DPIFGXC1TOL40 313385MQ6 870000.00000000 PA USD 857046.79000000 0.208922767018 Long DBT USGSE US N 2 2025-10-06 None 0.00000000 N N N N N N GECU Auto Receivables Trust N/A 36169EAC4 1280000.00000000 PA USD 1287908.35000000 0.313954126294 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.63000000 N N N N N N SLM Student Loan Trust N/A 78447MAC2 550245.82000000 PA USD 545115.27000000 0.132883048954 Long ABS-O CORP US N 2 2055-05-26 Floating 4.98645000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAN1 1200000.00000000 PA USD 1160831.06000000 0.282976425471 Long DBT CORP US N 2 2026-05-15 Fixed 0.95000000 N N N N N N Onslow Bay Financial LLC N/A 67114JAA8 725012.09000000 PA USD 587719.89000000 0.143268800587 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.05400000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAG8 1190000.00000000 PA USD 1190000.00000000 0.290086954005 Long DBT CORP US N 2 2025-06-01 Fixed 1.65000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617MKP78 62796.19000000 PA USD 52146.54000000 0.012711790714 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BZ4 230000.00000000 PA USD 237496.56000000 0.057894666955 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N SLM Student Loan Trust N/A 78448CAG4 563655.03000000 PA USD 555722.60000000 0.135468803618 Long ABS-O CORP US N 2 2028-06-26 Floating 5.08645000 N N N N N N Apidos CLO Ltd N/A 037986AA4 920000.00000000 PA USD 921409.35000000 0.224612463641 Long ABS-CBDO CORP KY N 2 2035-04-25 Floating 5.55177000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 58769JBA4 1170000.00000000 PA USD 1182801.64000000 0.288332205832 Long DBT CORP US N 2 2029-11-15 Fixed 5.10000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 3220000.00000000 PA USD 3218366.11000000 0.784542875399 Long DBT CORP FR N 2 2026-06-09 Fixed 2.21900000 N N N N N N BENCHMARK Mortgage Trust N/A 08163VAD9 20894102.08000000 PA USD 481069.99000000 0.117270695850 Long ABS-MBS CORP US N 2 2056-07-15 Variable 0.81378400 N N N N N N Capital One Prime Auto Receiva N/A 14043GAD6 172619.54000000 PA USD 171952.33000000 0.041916913986 Long ABS-O CORP US N 2 2027-05-17 Fixed 3.66000000 N N N N N N BX Trust N/A 05610FAA5 1570000.00000000 PA USD 1563899.92000000 0.381232742993 Long ABS-MBS CORP US N 2 2039-01-17 Floating 5.31871000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AF1 1860000.00000000 PA USD 1855208.04000000 0.452245083504 Long DBT CORP US N 2 2026-07-01 Fixed 4.65000000 N N N N N N Navient Student Loan Trust 549300ZUZB9UCBWEBN39 63941BAB1 15954.17000000 PA USD 15800.06000000 0.003851589309 Long ABS-O CORP US N 2 2043-01-15 Fixed 3.42000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622AANA8 20265.46000000 PA USD 18286.65000000 0.004457746720 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N AMER AIRLN 15-1 A PTT N/A 023770AA8 1113929.67000000 PA USD 1082739.86000000 0.263940090729 Long DBT CORP US N 2 2027-05-01 Fixed 3.37500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGL8 1470000.00000000 PA USD 1463494.25000000 0.356756797636 Long DBT CORP US N 2 2027-07-22 Fixed 4.30000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662QAA4 390598.23000000 PA USD 341415.00000000 0.083226922186 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.75600000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAN4 990000.00000000 PA USD 991586.17000000 0.241719505621 Long DBT CORP US N 2 2028-04-03 Fixed 4.90000000 N N N N N N Ocean Trails CLO 635400RMMLHBGDGXBC03 67516CAW9 570000.00000000 PA USD 569582.13000000 0.138847348863 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.55610000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAQ8 220000.00000000 PA USD 199648.57000000 0.048668441632 Long DBT CORP KY N 2 2029-03-08 Variable 2.85000000 N N N N N N Wells Fargo Commercial Mortgag 549300ZVNWG0TX42H716 94989VAE9 0.67000000 PA USD 0.67000000 0.000000163326 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 3.37100000 N N N N N N Credit Suisse Mortgage Trust N/A 12596XAC6 159615.74000000 PA USD 154418.89000000 0.037642777681 Long ABS-MBS CORP US N 2 2049-07-25 Variable 3.87700000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGY4 680000.00000000 PA USD 654673.28000000 0.159590065263 Long DBT CORP US N 2 2035-02-15 Fixed 4.78000000 N N N N N N Black Diamond CLO Ltd N/A 09204UAA6 1130000.00000000 PA USD 1135329.42000000 0.276759876672 Long ABS-CBDO CORP JE N 2 2037-10-25 Floating 5.93177000 N N N N N N Navient Student Loan Trust 549300ZUZB9UCBWEBN39 63941BAC9 56488.45000000 PA USD 56487.27000000 0.013769932852 Long ABS-O CORP US N 2 2043-01-15 Floating 5.34319000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBE9 450000.00000000 PA USD 452611.58000000 0.110333373604 Long DBT CORP US N 2 2027-12-15 Fixed 4.60000000 N N N N N N Santander Drive Auto Receivabl N/A 80286FAD5 431808.51000000 PA USD 431653.75000000 0.105224471867 Long ABS-O CORP US N 2 2027-11-15 Fixed 4.42000000 N N N N N N Nelnet Student Loan Trust N/A 64035DAC0 1550000.00000000 PA USD 1536188.88000000 0.374477607543 Long ABS-O CORP US N 2 2062-04-20 Floating 5.46886000 N N N N N N Enterprise Fleet Financing LLC N/A 29375CAB5 453476.09000000 PA USD 454941.68000000 0.110901383362 Long ABS-O CORP US N 2 2029-01-22 Fixed 5.51000000 N N N N N N Apidos CLO Ltd 2549001XBZ4DU4T7EC48 03768CAS8 1230000.00000000 PA USD 1224693.66000000 0.298544246570 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 5.76947000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2A2 1710000.00000000 PA USD 1676628.43000000 0.408712633830 Long DBT CORP US N 2 2026-01-15 Fixed 1.62500000 N N N N N N Harley-Davidson Motorcycle Tru N/A 412922AB2 615080.59000000 PA USD 616207.66000000 0.150213279936 Long ABS-O CORP US N 2 2027-02-16 Fixed 5.65000000 N N N N N N Spirit Aviation Holdings Inc N/A 84863V101 10243.00000000 NS USD 61355.57000000 0.014956681018 Long EC CORP US N 1 N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 210000.00000000 PA USD 213545.22000000 0.052056035640 Long DBT CORP US N 2 2032-03-01 Fixed 6.37500000 N N N N N N Aimco N/A 00889BAE1 890000.00000000 PA USD 891229.54000000 0.217255514771 Long ABS-CBDO CORP KY N 2 2038-04-17 Floating 5.48391000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA87 940000.00000000 PA USD 971770.32000000 0.236888984976 Long DBT CORP US N 2 2030-04-25 Fixed 5.72700000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BR4 640000.00000000 PA USD 649509.76000000 0.158331351155 Long DBT CORP US N 2 2034-03-15 Fixed 6.12500000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBQ0 930000.00000000 PA USD 932080.25000000 0.227213714799 Long DBT CORP US N 2 2026-11-15 Fixed 4.70000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -44.00000000 NC USD -10175.00000000 -0.00248036534 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-03-17 0.00000000 USD 2500.00000000 96.87500000 USD 2025-12-12 XXXX 9532.60000000 N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAK8 70000.00000000 PA USD 70146.58000000 0.017099670358 Long DBT CORP US N 2 2027-07-01 Fixed 8.12500000 N N N N N N Apex Credit CLO LLC 549300WAK1RS0910RU63 03756ABC0 620000.00000000 PA USD 621658.50000000 0.151542034198 Long ABS-CBDO CORP BM N 2 2035-04-20 Floating 5.71947000 N N N N N N KFW 549300GDPG70E3MBBU98 500769JF2 1340000.00000000 PA USD 1333218.69000000 0.324999452777 Long DBT CORP DE N 2 2025-07-18 Fixed 0.37500000 N N N N N N Cedar Funding Ltd 635400NWFWJ92O7QGD64 15032AAY3 1457669.92000000 PA USD 1419966.41000000 0.346145992157 Long ABS-CBDO CORP KY N 2 2031-07-17 Fixed 1.93700000 N N N N N N Freddie Mac - SCRT N/A 35563PAE9 743164.55000000 PA USD 679118.26000000 0.165549031473 Long ABS-MBS USGSE US N 2 2055-09-25 Variable 3.75000000 N N N N N N CIFC Funding Ltd N/A 17181UAA6 200000.00000000 PA USD 200911.82000000 0.048976384779 Long ABS-CBDO CORP KY N 2 2037-04-22 Floating 5.79238000 N N N N N N BX Trust N/A 05608WAA2 964411.59000000 PA USD 964021.87000000 0.235000141061 Long ABS-MBS CORP US N 2 2038-06-15 Floating 5.11348000 N N N N N N Madison Park Funding Ltd N/A 55820JBC3 745447.40000000 PA USD 746380.25000000 0.181945523741 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 5.59771000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAG4 970000.00000000 PA USD 961469.46000000 0.234377938673 Long DBT CORP US N 2 2030-01-15 Fixed 4.55000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDR7 2430000.00000000 PA USD 2454010.81000000 0.598215563840 Long DBT CORP US N 2 2027-03-15 Fixed 4.80000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 95.00000000 NC USD 103878.76000000 0.025322582415 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2027-03-16 22876621.24000000 USD 103878.76000000 N N N QAZAQGAZ NC JSC 635400YGLXBBSVHONW39 48668NAA9 1550000.00000000 PA USD 1499824.56000000 0.365613057271 Long DBT CORP KZ N 2 2027-09-26 Fixed 4.37500000 N N N N N N Navient Student Loan Trust N/A 63939FAB6 568631.15000000 PA USD 542017.39000000 0.132127877044 Long ABS-O CORP US N 2 2040-04-25 Floating 5.03645000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAG5 1230000.00000000 PA USD 1193348.68000000 0.290903263569 Long DBT CORP NO N 2 2027-05-25 Fixed 1.53500000 N N N N N N Boca Commercial Mortgage Trust N/A 096817AA9 780000.00000000 PA USD 782583.98000000 0.190770926900 Long ABS-MBS CORP US N 2 2041-08-15 Floating 6.24939000 N N N N N N NORDEA BK ABP NEW YORK BRH 24NOV25 N/A 000000000 6175000.00000000 PA USD 6175754.59000000 1.505467090503 Long DBT CORP FI N 2 2025-11-24 Fixed 4.43000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AT4 1160000.00000000 PA USD 1135899.60000000 0.276898869764 Long DBT CORP US N 2 2026-01-15 Fixed 1.12500000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBQ5 790000.00000000 PA USD 830490.60000000 0.202449149986 Long DBT CORP US N 2 2028-11-01 Fixed 6.20000000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196CJ9 980000.00000000 PA USD 995261.91000000 0.242615542781 Long DBT CORP US N 2 2029-03-08 Fixed 4.79000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEY8 1040000.00000000 PA USD 1055346.75000000 0.257262457249 Long DBT CORP US N 2 2031-04-22 Fixed 5.10300000 N N N N N N Credit Suisse Mortgage Trust N/A 22946DAA0 704428.94000000 PA USD 593401.01000000 0.144653690331 Long ABS-MBS CORP US N 2 2066-05-25 Variable 0.93800000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 180.00000000 NC USD 158625.00000000 0.038668103427 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-09-15 0.00000000 USD 2500.00000000 96.75000000 USD 2026-06-12 XXXX 747.00000000 N N N Dryden Senior Loan Fund 5493000CMI5L15ZSNM78 26244KAN6 260587.35000000 PA USD 261147.07000000 0.063659964776 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.48771000 N N N N N N UBS AG STAMFORD CT 254900R882POXXVAK772 22550L2M2 400000.00000000 PA USD 429988.34000000 0.104818493956 Long DBT CORP CH N 2 2028-02-15 Fixed 7.50000000 N N N N N N Residential Asset Mortgage Pro N/A 76112BGP9 5661.23000000 PA USD 1882.87000000 0.000458988254 Long ABS-MBS CORP US N 2 2032-07-25 Fixed 7.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAQ8 1600000.00000000 PA USD 1585551.49000000 0.386510758111 Long DBT CORP ES N 2 2028-03-24 Fixed 4.17500000 N N N N N N BENCHMARK Mortgage Trust N/A 08163MAE7 620000.00000000 PA USD 536988.70000000 0.130902030519 Long ABS-MBS CORP US N 2 2054-12-15 Fixed 2.66900000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DT3 280000.00000000 PA USD 282576.06000000 0.068883721445 Long DBT CORP US N 2 2027-04-23 Fixed 5.64500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2V5 650000.00000000 PA USD 656821.03000000 0.160113623461 Long DBT CORP FR N 2 2029-01-13 Fixed 5.12500000 N N N N N N Cross Mortgage Trust N/A 22757BAA2 284598.17000000 PA USD 286377.02000000 0.069810283553 Long ABS-MBS CORP US N 2 2069-04-25 Variable 6.09300000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G07G2 1210000.00000000 PA USD 1210907.90000000 0.295183684279 Long DBT USGSE US N 2 2026-06-18 Floating 4.42301400 N N N N N N LIGHTNING POWER LLC 254900BWCHJ03XRL8K59 53229KAA7 110000.00000000 PA USD 115398.88000000 0.028130848399 Long DBT CORP US N 2 2032-08-15 Fixed 7.25000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -88.00000000 NC USD -31350.00000000 -0.00764220672 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2027-03-16 0.00000000 USD 2500.00000000 96.25000000 USD 2025-12-12 XXXX 34465.20000000 N N N BrightSpire Capital, Inc N/A 05591XAA9 474683.28000000 PA USD 473471.32000000 0.115418363888 Long ABS-CBDO CORP KY N 2 2038-08-19 Floating 5.59118000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBN7 1350000.00000000 PA USD 1375685.52000000 0.335351615265 Long DBT CORP US N 2 2029-02-15 Fixed 5.12500000 N N N N N N SLM Student Loan Trust 549300L7X3DWAOC00Z83 78442GPL4 116999.01000000 PA USD 109836.41000000 0.026774882030 Long ABS-O CORP US N 2 2055-07-25 Floating 4.80494000 N N N N N N FLUTTER TREASURY DAC 635400JE8VLL9UFVIC38 344045AB5 200000.00000000 PA USD 201125.00000000 0.049028351785 Long DBT CORP IE N 2 2031-06-04 Fixed 5.87500000 N N N N N N Ally Auto Receivables Trust N/A 02008DAC3 191840.73000000 PA USD 192071.21000000 0.046821304421 Long ABS-O CORP US N 2 2027-04-15 Fixed 5.07000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAR3 80000.00000000 PA USD 83277.36000000 0.020300567815 Long DBT CORP US N 2 2032-04-15 Fixed 6.87500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AQ1 2390000.00000000 PA USD 2389536.20000000 0.582498552726 Long DBT CORP CH N 2 2026-06-05 Fixed 2.19300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRQN7 79909.48000000 PA USD 83093.73000000 0.020255804229 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EF2 1100000.00000000 PA USD 1116732.63000000 0.272226526954 Long DBT CORP GB N 2 2028-05-17 Fixed 5.59700000 N N N N N N M&T Equipment Notes N/A 551925AC4 1270000.00000000 PA USD 1285608.30000000 0.313393441841 Long ABS-O CORP US N 2 2030-07-15 Fixed 5.75000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 88.00000000 NC USD 62150.00000000 0.015150339656 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-03-17 0.00000000 USD 2500.00000000 96.25000000 USD 2025-12-12 XXXX 365.20000000 N N N OSCAR US Funding Trust N/A 68785BAD5 712740.00000000 PA USD 702787.08000000 0.171318792732 Long ABS-O CORP JP N 2 2028-09-11 Fixed 1.27000000 N N N N N N HPS Loan Management 254900T9FXVALKHZXT96 40439DAN8 370000.00000000 PA USD 369911.16000000 0.090173446770 Long ABS-CBDO CORP JE N 2 2035-01-22 Floating 5.59238000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCY8 840000.00000000 PA USD 842127.47000000 0.205285876182 Long DBT CORP US N 2 2027-03-20 Fixed 4.50000000 N N N N N N FannieMae Whole Loan N/A 31393CX24 39593.04000000 PA USD 39511.97000000 0.009631854642 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 4.83645000 N N N N N N Social Professional Loan Progr N/A 83390UAF4 310685.49000000 PA USD 289646.92000000 0.070607388873 Long ABS-O CORP US N 2 2046-02-15 Fixed 1.95000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AA4 30000.00000000 PA USD 31360.14000000 0.007644678562 Long DBT CORP US N 2 2033-05-01 Fixed 7.50000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377REK6 940000.00000000 PA USD 907744.56000000 0.221281390273 Long ABS-O CORP US N 2 2027-08-20 Fixed 2.13000000 N N N N N N Structured Asset Securities Co N/A 86359DME4 210301.41000000 PA USD 188196.69000000 0.045876810551 Long ABS-MBS CORP US N 2 2035-06-25 Variable 4.28820000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9MD4 883349.35000000 PA USD 835734.63000000 0.203727490061 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 3.00000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAC2 480000.00000000 PA USD 501738.24000000 0.122309006512 Long DBT CORP US N 2 2031-04-30 Fixed 7.12500000 N N N N N N 2025-07-22 Legg Mason Partners Income Trust Christopher Berarducci Christopher Berarducci Principal Financial Officer