NPORT-P false 0001139819 XXXXXXXX S000080204 C000241940 C000241941 C000241944 C000241945 C000241946 C000241947 C000241948 LORD ABBETT TRUST I 811-10371 0001139819 549300XXOBNDWQ1JMK89 30 HUDSON STREET JERSEY CITY 07302 201-827-2000 Lord Abbett Investment Grade Floating Rate Fund S000080204 5493000ASR1JUCTRMV48 2026-07-31 2026-01-31 N 3914387887.27 161616819.84 3752771067.43 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 136058103.20000000 0.00000000 0.00000000 28799586.61000000 USD N Securities Portfolio VaR Designated Reference Portfolio is the Fund's Securities Portfolio AB Bsl CLO 1 Ltd N/A 00039LAG3 6600000.00000000 PA USD 6638214.00000000 0.176888328137 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 7.11800000 N N N N N N AB Bsl CLO 1 Ltd N/A 00039MAA4 6000000.00000000 PA USD 6069330.00000000 0.161729289928 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 9.66800000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBB5 700000.00000000 PA USD 705824.30000000 0.018808083075 Long DBT CORP NL N 2 2027-09-18 Floating 5.46200000 N N N N N N AGL CLO Ltd. N/A 00119AAN5 6000000.00000000 PA USD 6016488.00000000 0.160321210430 Long ABS-CBDO CORP JE N 2 2038-03-31 Floating 5.38100000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 00138CBE7 2071000.00000000 PA USD 2071986.75000000 0.055212180886 Long DBT CORP US N 2 2028-01-07 Floating 4.41600000 N N N N N N American Money Management Corporation N/A 00177GBG5 4560000.00000000 PA USD 4581655.44000000 0.122087261857 Long ABS-CBDO CORP KY N 2 2038-10-15 Floating 6.67200000 N N N N N N American Money Management Corporation 549300ICO4ZE2FVC2Y46 00177JBW4 16300000.00000000 PA USD 16371589.60000000 0.436253352678 Long ABS-CBDO CORP KY N 2 2038-07-17 Floating 5.05800000 N N N N N N ANZ NEW ZEALAND INTL/LDN 213800VD256NU2D97H12 00182EBX6 6667000.00000000 PA USD 6685168.44000000 0.178139521966 Long DBT CORP NZ N 2 2031-01-22 Floating 4.40700000 N N N N N ASP WHCO PARTN 2025 2 LP N/A 00218YAA1 15000000.00000000 PA USD 15002487.00000000 0.399770908761 Long ABS-O CORP KY N 3 2029-03-29 Variable 6.78200000 N N N N N N Abry Liquid Credit CLO Ltd N/A 00383LAG5 1500000.00000000 PA USD 1505058.00000000 0.040105244177 Long ABS-CBDO CORP KY N 2 2038-10-20 Floating 5.92300000 N N N N N N Affirm Master Trust N/A 00833BAN8 10525000.00000000 PA USD 10553229.10000000 0.281211640954 Long ABS-O CORP US N 2 2034-10-16 Fixed 4.45000000 N N N N N N Affirm Inc N/A 00834BAD9 1650000.00000000 PA USD 1653231.03000000 0.044053607328 Long ABS-O CORP US N 2 2029-02-15 Fixed 6.89000000 N N N N N N Affirm Inc N/A 00834BAE7 2310000.00000000 PA USD 2317237.23000000 0.061747364503 Long ABS-O CORP US N 2 2029-02-15 Fixed 9.17000000 N N N N N N Affirm Inc N/A 00834BAJ6 5250000.00000000 PA USD 5260280.55000000 0.140170568773 Long ABS-O CORP US N 2 2029-02-15 Fixed 6.89000000 N N N N N N Affirm Inc N/A 00834BAK3 1530000.00000000 PA USD 1534793.49000000 0.040897605060 Long ABS-O CORP US N 2 2029-02-15 Fixed 9.17000000 N N N N N N Affirm Inc N/A 00835AAB4 6075000.00000000 PA USD 6090493.07000000 0.162293221743 Long ABS-O CORP US N 2 2029-09-15 Fixed 4.88000000 N N N N N N AGL CLO Ltd. 254900LDCU83O7QV9777 00852KAA2 1500000.00000000 PA USD 1503739.50000000 0.040070110139 Long ABS-CBDO CORP KY N 2 2038-01-21 Floating 5.01000000 N N N N N N ALA Trust N/A 009920AA7 3320000.00000000 PA USD 3351939.73000000 0.089319057032 Long ABS-MBS CORP US N 2 2040-06-15 Floating 5.42400000 N N N N N N Albion Financing 3 SARL 213800VFJ5CIN2NUQ821 01330EAD0 8579000.00000000 PA USD 8556222.76000000 0.227997461242 Long LON CORP US N 2 2031-05-21 None 0.00000000 N N N N N N Allegro CLO Ltd 2138003E5WTFBR7NV267 01750RAN0 3000000.00000000 PA USD 3015099.00000000 0.080343270234 Long ABS-CBDO CORP JE N 2 2037-07-24 Floating 6.11800000 N N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 018581AR9 8823000.00000000 PA USD 9097624.70000000 0.242424185662 Long DBT CORP US N 2 2031-05-15 Fixed 6.75000000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G4F7 834302.12000000 PA USD 842854.05000000 0.022459511514 Long ABS-O CORP US N 2 2032-09-15 Fixed 6.67800000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G6S7 5816785.52000000 PA USD 5839351.16000000 0.155601049333 Long ABS-O CORP US N 2 2033-09-15 Fixed 6.16400000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007GZ89 1630478.48000000 PA USD 1666622.60000000 0.044410452171 Long ABS-O CORP US N 2 2032-05-17 Fixed 7.91700000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 02376CBS3 7472343.39000000 PA USD 7487923.23000000 0.199530509467 Long LON CORP KY N 2 2028-04-20 Floating 5.91800000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EA3 6000000.00000000 PA USD 6034228.80000000 0.160793949099 Long DBT CORP US N 2 2031-01-30 Floating 4.68600000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EE5 6000000.00000000 PA USD 6078072.00000000 0.161962237791 Long DBT CORP US N 2 2029-04-25 Floating 4.92700000 N N N N N N American Money Management Corporation N/A 03165UAA6 1050000.00000000 PA USD 1050052.50000000 0.027980723607 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 5.35200000 N N N N N N American Money Management Corporation N/A 03165UAG3 3250000.00000000 PA USD 3250162.50000000 0.086607001642 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 6.32200000 N N N N N N American Money Management Corporation N/A 03165UAJ7 3080000.00000000 PA USD 3080154.00000000 0.082076789248 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 8.17200000 N N N N N N American Money Management Corporation N/A 03165UAU2 9420000.00000000 PA USD 9429420.00000000 0.251265527008 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 0.00000000 N N N N N N American Money Management Corporation N/A 03166GAJ7 3500000.00000000 PA USD 3530800.00000000 0.094085142327 Long ABS-CBDO CORP KY N 2 2038-02-20 Floating 6.61800000 N N N N N N American Money Management Corporation 254900FC26PFUHBI9J88 03166HAL0 6750000.00000000 PA USD 6809751.00000000 0.181459270433 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 7.16800000 N N N N N N AMPHENOL CORPORATION 549300D3L3G0R4U4VT04 03209DAV6 6779000.00000000 PA USD 6753578.75000000 0.179962449844 Long LON CORP US N 2 2028-08-22 None 0.00000000 N N N N N N Anchorage Capital CLO LTD 213800XVU2BADRNDSO76 03332QAJ4 1000000.00000000 PA USD 1001494.00000000 0.026686786430 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 7.66800000 N N N N N N Anchorage Capital CLO LTD 63670045P01T5CDEDN27 03333MAG8 4215000.00000000 PA USD 4254717.95000000 0.113375366457 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 7.62200000 N N N N N N Anthelion CLO 254900S9YB3JCLS0SX64 03676GAJ0 3060000.00000000 PA USD 3071836.08000000 0.081855141835 Long ABS-CBDO CORP KY N 2 2036-07-20 Floating 7.32000000 N N N N N N Apex Credit CLO LLC 549300WAK1RS0910RU63 03756ABN6 5400000.00000000 PA USD 5401350.00000000 0.143929643001 Long ABS-CBDO CORP BM N 2 2035-04-20 Floating 0.00000000 N N N N N N Apidos CLO 635400C39IXGGYE6DH05 03765YBG8 2199537.52000000 PA USD 2202973.20000000 0.058702573656 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 4.72200000 N N N N N N Apidos CLO N/A 03766HAQ3 8650000.00000000 PA USD 8686208.90000000 0.231461198776 Long ABS-CBDO CORP JE N 2 2038-10-21 Floating 4.90000000 N N N N N N Apidos CLO 25490046M6DC4604K633 03770XAA7 150000.00000000 PA USD 151389.60000000 0.004034075014 Long ABS-CBDO CORP JE N 2 2037-07-25 Floating 9.41800000 N N N N N N Arbor Realty Commercial Real Estate Notes N/A 03881KAA1 3120000.00000000 PA USD 3124696.22000000 0.083263704709 Long ABS-CBDO CORP US N 2 2043-01-20 Floating 5.02900000 N N N N N N Arbor Realty Commercial Real Estate Notes N/A 03881KAC7 3520000.00000000 PA USD 3540807.78000000 0.094351819399 Long ABS-CBDO CORP US N 2 2043-01-20 Floating 5.50800000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03881UAA9 3570000.00000000 PA USD 3584927.06000000 0.095527464787 Long ABS-CBDO CORP US N 2 2041-01-20 Floating 5.59800000 N N N N N N ARES CLO Ltd N/A 039937AS6 10000000.00000000 PA USD 10067010.00000000 0.268255372339 Long ABS-CBDO CORP KY N 2 2038-10-15 Floating 4.98200000 N N N N N N ARES LXVIII CLO Ltd N/A 039942AG2 2160000.00000000 PA USD 2180973.60000000 0.058116350846 Long ABS-CBDO CORP JE N 2 2037-07-25 Floating 9.66800000 N N N N N N ARDN 2025-ARCP Mortgage Trust N/A 039961AA5 2130000.00000000 PA USD 2140122.19000000 0.057027784310 Long ABS-MBS CORP US N 2 2035-06-15 Floating 5.43000000 N N N N N N ARES CLO Ltd N/A 04009ABE9 3075000.00000000 PA USD 3079609.43000000 0.082062278105 Long ABS-CBDO CORP KY N 2 2031-04-22 Floating 6.16900000 N N N N N N ARES CLO Ltd N/A 04016NBR3 5350000.00000000 PA USD 5375760.25000000 0.143247753550 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 6.42200000 N N N N N N ARES CLO Ltd N/A 04018DAG8 750000.00000000 PA USD 757403.25000000 0.020182506110 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 10.17200000 N N N N N N ARES CLO Ltd N/A 04018FAC2 3250000.00000000 PA USD 3258037.25000000 0.086816839915 Long ABS-CBDO CORP KY N 2 2034-07-18 Floating 5.57900000 N N N N N N ARES CLO Ltd N/A 04018FAJ7 2000000.00000000 PA USD 2003668.00000000 0.053391692805 Long ABS-CBDO CORP KY N 2 2034-07-18 Floating 4.84800000 N N N N N N ARES CLO Ltd N/A 04020GAE2 1730000.00000000 PA USD 1687445.46000000 0.044965318418 Long ABS-CBDO CORP JE N 2 2038-10-15 Floating 9.67200000 N N N N N N Arini US CLO Limited 2549005XY5NLS2UWEM64 04039AAC8 8550000.00000000 PA USD 8676163.80000000 0.231193527239 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 5.92200000 N N N N N N Arini US CLO Limited 2549005XY5NLS2UWEM64 04039AAE4 9300000.00000000 PA USD 9428488.80000000 0.251240713344 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 6.57200000 N N N N N N Arini US CLO Limited 254900RLGVSRR5ZHHW52 04039YAE2 2200000.00000000 PA USD 2210401.60000000 0.058900518051 Long ABS-CBDO CORP KY N 2 2039-01-15 Floating 5.82000000 N N N N N N Arini US CLO Limited 254900RLGVSRR5ZHHW52 04039YAG7 4120000.00000000 PA USD 4168220.48000000 0.111070470463 Long ABS-CBDO CORP KY N 2 2039-01-15 Floating 6.82000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBC3 4987179.50000000 PA USD 5001193.47000000 0.133266681610 Long LON CORP US N 2 2028-08-19 Floating 8.02200000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4F5 3000000.00000000 PA USD 3006107.64000000 0.080103677682 Long DBT CORP US N 2 2027-01-07 Floating 4.49600000 N N N N N N Athenahealth Group Inc 254900AA3KZN4Q7A5Z33 04686RAB9 3750000.00000000 PA USD 3708206.25000000 0.098812482386 Long LON CORP US N 2 2029-02-15 None 0.00000000 N N N N N N Atlantic Avenue Ltd N/A 04822BAG8 1000000.00000000 PA USD 1001419.00000000 0.026684787907 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 8.41800000 N N N N N N Atlantic Avenue Ltd N/A 04822FAL8 3000000.00000000 PA USD 3009792.00000000 0.080201854734 Long ABS-CBDO CORP KY N 2 2039-01-15 Floating 5.03200000 N N N N N N Atlantic Avenue Ltd N/A 04822FAS3 4520000.00000000 PA USD 4583727.48000000 0.122142475457 Long ABS-CBDO CORP KY N 2 2039-01-15 Floating 6.97200000 N N N N N N Atlantic Avenue Ltd 254900YNF4JP0FNPPH69 04822JAE6 6500000.00000000 PA USD 6522633.00000000 0.173808444021 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 5.86800000 N N N N N N Atlantic Avenue Ltd 254900VARY5P5QYLKJ76 04822PAG7 11000000.00000000 PA USD 11126225.00000000 0.296480248863 Long ABS-CBDO CORP KY N 2 2038-10-15 Floating 6.92200000 N N N N N N Atlantic Avenue Ltd 254900VARY5P5QYLKJ76 04822QAA8 4000000.00000000 PA USD 4034680.00000000 0.107512020517 Long ABS-CBDO CORP KY N 2 2038-10-15 Floating 9.92200000 N N N N N N Atlas Senior Loan Fund LTD N/A 048926AJ8 8975000.00000000 PA USD 8990239.55000000 0.239562696164 Long ABS-CBDO CORP KY N 2 2039-01-22 Floating 0.00000000 N N N N N N Atlas Senior Loan Fund LTD 529900J6GF0KI17SQP67 04940BAA8 2000000.00000000 PA USD 2006532.00000000 0.053468009743 Long ABS-CBDO CORP JE N 2 2036-01-20 Floating 5.64800000 N N N N N N Atlas Senior Loan Fund LTD 529900J6GF0KI17SQP67 04940BAJ9 5000000.00000000 PA USD 5012565.00000000 0.133569698495 Long ABS-CBDO CORP JE N 2 2036-01-20 Floating 9.41800000 N N N N N N Atlas Senior Loan Fund LTD N/A 04943PAJ5 1450000.00000000 PA USD 1465101.75000000 0.039040530948 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 7.26800000 N N N N N N Atlas Senior Loan Fund LTD N/A 04943TAC2 3430000.00000000 PA USD 1985801.93000000 0.052915616069 Long ABS-CBDO CORP KY N 2 2038-07-20 Variable 0.00000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 05252ADV0 2493000.00000000 PA USD 2501443.09000000 0.066655893606 Long DBT CORP AU N 2 2028-12-08 Floating 4.29200000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 05400KAJ9 7624980.00000000 PA USD 7665888.02000000 0.204272732928 Long LON CORP US N 2 2030-06-24 Floating 5.42100000 N N N N N N BDS Ltd N/A 05556EAA4 5000000.00000000 PA USD 5012247.00000000 0.133561224757 Long ABS-CBDO CORP US N 2 2043-03-19 Floating 5.07500000 N N N N N N BDS Ltd N/A 05556XAA2 9360000.00000000 PA USD 9380493.72000000 0.249961789606 Long ABS-CBDO CORP US N 2 2043-07-19 Floating 5.13100000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAP0 250000.00000000 PA USD 252415.14000000 0.006726100139 Long DBT CORP FR N 2 2027-10-19 Floating 5.64600000 N N N N N N BX Trust N/A 05593VAA1 6339591.35000000 PA USD 6351864.80000000 0.169257987920 Long ABS-MBS CORP US N 2 2030-03-15 Floating 4.82400000 N N N N N N BX Trust N/A 05594CAA2 12132931.69000000 PA USD 12169116.95000000 0.324270165468 Long ABS-MBS CORP US N 2 2040-06-15 Floating 5.18000000 N N N N N N BX Trust N/A 05608BAA8 9426263.59000000 PA USD 9392668.39000000 0.250286207744 Long ABS-MBS CORP US N 2 2034-04-15 Floating 4.72600000 N N N N N N BX Trust N/A 05618XAA8 2420000.00000000 PA USD 2433118.34000000 0.064835245643 Long ABS-MBS CORP US N 2 2042-08-15 Floating 5.43000000 N N N N N N BSPRT Issuer, Ltd. N/A 05619BAA5 8500000.00000000 PA USD 8523377.55000000 0.227122235725 Long ABS-CBDO CORP US N 2 2043-01-17 Floating 5.06100000 N N N N N N BX Trust N/A 05619PAA4 14800000.00000000 PA USD 14894447.68000000 0.396891987610 Long ABS-MBS CORP US N 2 2044-12-15 Floating 5.38000000 N N N N N N BX Trust N/A 05619PAG1 3980000.00000000 PA USD 4005727.52000000 0.106740524482 Long ABS-MBS CORP US N 2 2044-12-15 Floating 6.43000000 N N N N N N BX Trust N/A 05619TAA6 4440000.00000000 PA USD 4519915.56000000 0.120442080766 Long ABS-MBS CORP US N 2 2042-12-13 Variable 5.03100000 N N N N N N Bain Capital Credit CLO, Limited 549300WZ8E2KQS66KT95 05682LBA4 18816750.80000000 PA USD 18836000.34000000 0.501922446148 Long ABS-CBDO CORP KY N 2 2032-10-17 Floating 4.58800000 N N N N N N Bain Capital Credit CLO, Limited 254900XV68IP5ZAT0548 05683NAL6 4500000.00000000 PA USD 4503294.00000000 0.119999166458 Long ABS-CBDO CORP KY N 2 2034-07-24 Floating 5.21800000 N N N N N N Bain Capital Credit CLO, Limited 549300B0VI605XM3L529 05683VBJ2 6370000.00000000 PA USD 6373509.87000000 0.169834763578 Long ABS-CBDO CORP KY N 2 2034-04-19 Floating 0.00000000 N N N N N N Bain Capital Credit CLO, Limited 2549007DKQFBF2N6NR86 05684DAY9 8894500.21000000 PA USD 8900121.53000000 0.237161323461 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 4.65800000 N N N N N N Bain Capital Credit CLO, Limited 254900DHB4WS9ZL4ED63 05684LAN5 10500000.00000000 PA USD 10503454.50000000 0.279885298390 Long ABS-CBDO CORP KY N 2 2034-04-18 Floating 4.60800000 N N N N N N Bain Capital Credit CLO, Limited 254900DFJJFRPOS1CT48 056913AA4 500000.00000000 PA USD 509711.00000000 0.013582256706 Long ABS-CBDO CORP KY N 2 2037-10-21 Floating 9.82000000 N N N N N N Balboa Bay Loan Funding Ltd 549300USDGJ8GD3PWY07 05766EAL6 19400000.00000000 PA USD 19410922.20000000 0.517242375066 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 4.85800000 N N N N N N Ballyrock Ltd 254900FOV48Z8K26JH50 05874JAU4 1030000.00000000 PA USD 1038055.63000000 0.027661043302 Long ABS-CBDO CORP JE N 2 2037-10-20 Floating 6.81800000 N N N N N N Ballyrock Ltd 254900FOV48Z8K26JH50 05874RAE2 2500000.00000000 PA USD 2486707.50000000 0.066263234695 Long ABS-CBDO CORP JE N 2 2037-10-20 Floating 9.66800000 N N N N N N Ballyrock Ltd 254900WX8CA21F2QI356 05876CBJ1 3900000.00000000 PA USD 3900975.00000000 0.103949186611 Long ABS-CBDO CORP KY N 2 2036-10-15 Floating 0.00000000 N N N N N N Ballyrock Ltd 254900XC0FEB91ZCO167 05877GAG8 2000000.00000000 PA USD 2006206.00000000 0.053459322829 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 6.02200000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368L8M1 1000000.00000000 PA USD 1002641.46000000 0.026717362769 Long DBT CORP CA N 2 2027-09-10 Floating 4.57400000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAJ6 1570000.00000000 PA USD 1588633.89000000 0.042332288899 Long DBT CORP CA N 2 2029-08-01 Floating 4.74600000 N N N N N N Babson CLO Ltd 2549000XGGHFFMGI1592 06762HAL1 1000000.00000000 PA USD 1003945.00000000 0.026752098168 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.36800000 N N N N N N Babson CLO Ltd 549300V1VT2NXKFG0H98 06762TAL5 20000000.00000000 PA USD 20033640.00000000 0.533835921244 Long ABS-CBDO CORP KY N 2 2035-01-18 Floating 4.79800000 N N N N N N Babson CLO Ltd 2549005VRCK51O5LRS39 06763VAG0 2500000.00000000 PA USD 2503567.50000000 0.066712502708 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 7.66800000 N N N N N N Barrow Hanley CLO I Ltd N/A 068751AQ9 6200000.00000000 PA USD 6210323.00000000 0.165486326994 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.20800000 N N N N N N Barrow Hanley CLO I Ltd N/A 068751AW6 3500000.00000000 PA USD 3532000.50000000 0.094117132021 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 6.76800000 N N N N N N Barrow Hanley CLO LTD N/A 06875RBA6 4000000.00000000 PA USD 4054928.00000000 0.108051568484 Long ABS-CBDO CORP KY N 2 2038-03-31 Floating 6.71800000 N N N N N N Barrow Hanley CLO LTD N/A 06875VAJ9 2050000.00000000 PA USD 2052923.30000000 0.054704197594 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 7.81800000 N N N N N N Great Outdoors Group LLC 549300IYLDI2E8I2AU46 07014QAP6 6982367.76000000 PA USD 6991968.52000000 0.186314816288 Long LON CORP US N 2 2032-01-23 Floating 6.92200000 N N N N N N Battalion CLO LTD 549300JMWGEYZEC6GK98 07132EAU9 13280000.00000000 PA USD 13294156.48000000 0.354249066653 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.27200000 N N N N N N Battalion CLO LTD 549300RRK5G3IT4Y7N27 07132JBL7 19753931.34000000 PA USD 19790930.45000000 0.527368445727 Long ABS-CBDO CORP KY N 2 2035-01-24 Floating 4.80800000 N N N N N N Battery Park CLO Ltd 549300H738INUT5W2X22 07134CAU1 1250000.00000000 PA USD 1254127.50000000 0.033418705203 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 6.01800000 N N N N N N Battalion CLO LTD 5493006S0D1X0TK7V334 07134FAC4 8955000.00000000 PA USD 8972910.00000000 0.239100916063 Long ABS-CBDO CORP KY N 2 2037-03-13 Floating 5.86800000 N N N N N N Battalion CLO LTD 254900K9YOEPQ9A3OV72 07135AAJ9 5000000.00000000 PA USD 5043350.00000000 0.134390025647 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 6.71800000 N N N N N N BOF URSA FUNDING N/A 072926AG3 2000000.00000000 PA USD 2049164.00000000 0.054604023618 Long ABS-O CORP US N 2 2029-10-15 Fixed 8.00000000 N N N N N N Bayview Opportunity Master Fund VII 254900S53K9VTUR1UX42 07336QAB8 185225.38000000 PA USD 186047.95000000 0.004957615230 Long ABS-O CORP US N 2 2031-12-26 Floating 4.99700000 N N N N N N Benefit Street Partners CLO Ltd 254900IWSSBPCATK8N78 08179DAJ8 7750000.00000000 PA USD 7750387.50000000 0.206524388531 Long ABS-CBDO CORP JE N 2 2036-01-25 Floating 7.91800000 N N N N N N Benefit Street Partners CLO Ltd 549300VHDAICRAGZNJ35 08179KAN3 6500000.00000000 PA USD 6528470.00000000 0.173963982419 Long ABS-CBDO CORP JE N 2 2037-10-20 Floating 5.01800000 N N N N N N Benefit Street Partners CLO Ltd 549300VHDAICRAGZNJ35 08179KAS2 1500000.00000000 PA USD 1505946.00000000 0.040128906691 Long ABS-CBDO CORP JE N 2 2037-10-20 Floating 5.56800000 N N N N N N Benefit Street Partners CLO Ltd 549300MYLNCW81S1Y182 08181LBE6 11520000.00000000 PA USD 11578717.44000000 0.308537803984 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 4.96800000 N N N N N N Benefit Street Partners CLO Ltd N/A 08182FAY5 19160000.00000000 PA USD 19265207.56000000 0.513359520574 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 4.96200000 N N N N N N Benefit Street Partners CLO Ltd N/A 08182TAA7 2000000.00000000 PA USD 2009334.00000000 0.053542674570 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 5.01800000 N N N N N N Benefit Street Partners CLO Ltd N/A 08187LAA9 8000000.00000000 PA USD 8049256.00000000 0.214488330233 Long ABS-CBDO CORP KY N 2 2038-10-25 Floating 4.96800000 N N N N N N Benefit Street Partners CLO Ltd N/A 081931AC1 4000000.00000000 PA USD 3229784.00000000 0.086063976244 Long ABS-CBDO CORP KY N 3 2038-04-15 Variable 0.00000000 N N N N N N BHMS Mortgage Trust N/A 088928AA4 4100000.00000000 PA USD 4133050.92000000 0.110133308047 Long ABS-MBS CORP US N 2 2042-08-15 Floating 5.53000000 N N N N N N Birch Grove CLO Ltd. N/A 09075JAU3 5520000.00000000 PA USD 5546220.00000000 0.147789990392 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 5.25800000 N N N N N N Birch Grove CLO Ltd. N/A 09077CAQ5 160000.00000000 PA USD 160349.12000000 0.004272819128 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.15200000 N N N N N N Birch Grove CLO Ltd. 254900HENKWLW4T9SW86 09077FAL9 10000000.00000000 PA USD 10044860.00000000 0.267665141824 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 5.04800000 N N N N N N Birch Grove CLO Ltd. 2549009HQHT8KMO8YJ79 09078AAA3 650000.00000000 PA USD 660113.35000000 0.017590024494 Long ABS-CBDO CORP KY N 2 2038-01-22 Floating 9.46900000 N N N N N N Birch Grove CLO Ltd. N/A 09090PAA4 5000000.00000000 PA USD 5061225.00000000 0.134866340340 Long ABS-CBDO CORP KY N 2 2037-07-22 Floating 10.31900000 N N N N N N Birch Grove CLO Ltd. N/A 09090RAJ1 3550000.00000000 PA USD 3567441.15000000 0.095061518166 Long ABS-CBDO CORP KY N 2 2037-07-22 Floating 8.41900000 N N N N N N Birch Grove CLO Ltd. N/A 090976AS0 750000.00000000 PA USD 755000.25000000 0.020118473427 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 7.01800000 N N N N N N Black Diamond CLO Ltd N/A 09203BAG6 2000000.00000000 PA USD 2009892.00000000 0.053557543582 Long ABS-CBDO CORP JE N 2 2035-10-25 Floating 6.51800000 N N N N N N Black Diamond CLO Ltd N/A 09204UAC2 8000000.00000000 PA USD 8025496.00000000 0.213855198086 Long ABS-CBDO CORP JE N 2 2037-10-25 Floating 5.68800000 N N N N N N Black Diamond CLO Ltd 254900PJ2KZY3KP94G26 09205AAC5 7000000.00000000 PA USD 7043596.00000000 0.187690532500 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 5.82200000 N N N N N N Black Diamond CLO Ltd 254900PJ2KZY3KP94G26 09205AAE1 10000000.00000000 PA USD 10046520.00000000 0.267709375804 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 6.07200000 N N N N N N BLACKSTONE MORTGAGE TRUST INC 549300OLDJ20R2Y2UW20 09259GAK9 3800000.00000000 PA USD 3800019.00000000 0.101259014518 Long LON US N 2 2032-12-20 Floating 6.17200000 N N N N N N BLACKSTONE MORTGAGE TRUST INC 549300OLDJ20R2Y2UW20 09259GAL7 3391251.47000000 PA USD 3394083.16000000 0.090442051993 Long LON US N 2 2030-12-10 Floating 6.17200000 N N N N N N Brant Point CLO Ltd N/A 104922AJ8 1200000.00000000 PA USD 1216873.20000000 0.032425990771 Long ABS-CBDO CORP JE N 2 2038-07-26 Floating 7.16800000 N N N N N N Brant Point CLO Ltd N/A 104923AA5 3730000.00000000 PA USD 3871546.04000000 0.103164993825 Long ABS-CBDO CORP JE N 2 2038-07-26 Floating 10.76800000 N N N N N N Brant Point CLO Ltd N/A 105488AJ9 6000000.00000000 PA USD 6082362.00000000 0.162076553317 Long ABS-CBDO CORP KY N 2 2038-07-25 Floating 6.86800000 N N N N N N Brant Point CLO Ltd 254900V4ZBN33V3R8W38 10548CAJ0 5450000.00000000 PA USD 5459254.10000000 0.145472612155 Long ABS-CBDO CORP JE N 2 2039-01-29 Floating 6.42100000 N N N N N N Bridge Street CLO N/A 107922AA4 2730000.00000000 PA USD 2769904.41000000 0.073809575916 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 9.01800000 N N N N N N Bridge Street CLO N/A 107935AA6 3000000.00000000 PA USD 3017631.00000000 0.080410740377 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 10.65800000 N N N N N N Bryant Park Funding Ltd 391200W7QGMU3U2OCV81 11765CAL9 400000.00000000 PA USD 400588.80000000 0.010674480078 Long ABS-CBDO CORP KY N 2 2037-05-15 Floating 7.70200000 N N N N N N Bryant Park Funding Ltd 5493000N8L82QL1KEO96 11766EAA8 2500000.00000000 PA USD 2534752.50000000 0.067543488650 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 10.80200000 N N N N N N Bryant Park Funding Ltd N/A 11790AAA6 7750000.00000000 PA USD 7916276.25000000 0.210944822046 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 10.42200000 N N N N N N Bryant Park Funding Ltd 391200WG98O5N39H7C57 117913AC7 3000000.00000000 PA USD 3003897.00000000 0.080044770811 Long ABS-CBDO CORP KY N 2 2038-01-18 Floating 5.26800000 N N N N N N Bryant Park Funding Ltd N/A 117919AE0 8450000.00000000 PA USD 8484611.20000000 0.226089229733 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 5.57200000 N N N N N N BX Trust N/A 123912AA5 2400000.00000000 PA USD 2404754.40000000 0.064079432419 Long ABS-MBS CORP US N 2 2035-06-15 Floating 5.08000000 N N N N N N BX Trust N/A 12433HAA2 3679813.77000000 PA USD 3689414.40000000 0.098311736413 Long ABS-MBS CORP US N 2 2042-08-15 Floating 5.06000000 N N N N N N BX Trust N/A 12434EAC4 6143146.04000000 PA USD 6144842.78000000 0.163741477153 Long ABS-MBS CORP US N 2 2036-11-15 Floating 5.04400000 N N N N N N CBAMR Ltd 254900Q3N8LV0KJICN72 12478CBA8 9750000.00000000 PA USD 9808002.75000000 0.261353612404 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 7.67200000 N N N N N N CBAMR Ltd 25490038OT2B8HTRW786 12516LAJ4 7000000.00000000 PA USD 7042525.00000000 0.187661993589 Long ABS-CBDO CORP KY N 2 2038-10-17 Floating 6.11200000 N N N N N N CIFC Funding Ltd 549300Y56VCWZJQV2Z14 12550ABK1 1000000.00000000 PA USD 1003213.00000000 0.026732592582 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 5.81800000 N N N N N N CIFC Funding Ltd 549300JZARV9CBLL1S14 12552MAN8 8000000.00000000 PA USD 8003480.00000000 0.213268538266 Long ABS-CBDO CORP KY N 2 2031-04-24 Floating 4.86800000 N N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 12574CAG9 2000000.00000000 PA USD 2012798.00000000 0.053634979694 Long ABS-CBDO CORP KY N 2 2037-01-16 Floating 10.02100000 N N N N N N CIFC Funding Ltd 254900BYFL73GAM27L25 12574HAN3 2000000.00000000 PA USD 2008952.00000000 0.053532495425 Long ABS-CBDO CORP KY N 2 2038-10-16 Floating 5.42100000 N N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 12575WAA7 4320000.00000000 PA USD 4332657.60000000 0.115452222428 Long ABS-CBDO CORP KY N 2 2037-07-21 Floating 5.15000000 N N N N N N CPS Auto Trust N/A 12598VAD6 9237000.00000000 PA USD 9654778.43000000 0.257270647650 Long ABS-O CORP US N 2 2030-01-15 Fixed 7.80000000 N N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 12598YAG3 625000.00000000 PA USD 625031.25000000 0.016655192623 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 6.31800000 N N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 12598YAJ7 1000000.00000000 PA USD 1005200.00000000 0.026785540123 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 7.91800000 N N N N N N CIFC Funding Ltd N/A 12598YAW8 3210000.00000000 PA USD 3226640.64000000 0.085980215206 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 0.00000000 N N N N N N CPS Auto Trust N/A 12630SAB7 7605000.00000000 PA USD 7654590.68000000 0.203971692982 Long ABS-O CORP US N 2 2029-11-15 Fixed 4.79000000 N N N N N N CPS Auto Trust N/A 12630SAD3 6450000.00000000 PA USD 6555451.05000000 0.174682945807 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.56000000 N N N N N N CPS Auto Trust N/A 12633SAC2 10375000.00000000 PA USD 10506967.93000000 0.279978920675 Long ABS-O CORP US N 2 2031-04-15 Fixed 5.25000000 N N N N N N CPS Auto Trust N/A 12634SAC1 1195000.00000000 PA USD 1205189.05000000 0.032114643508 Long ABS-O CORP US N 2 2031-10-15 Fixed 4.91000000 N N N N N N CQS US CLO Ltd 549300GF7PVRIKZNMY06 12659UAL6 4500000.00000000 PA USD 4502002.50000000 0.119964751888 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.86800000 N N N N N N CPS Auto Trust N/A 12659WAJ7 9180000.00000000 PA USD 9191408.90000000 0.244923250975 Long ABS-O CORP US N 2 2029-04-16 Fixed 4.88000000 N N N N N N CPS Auto Trust N/A 12663BAE8 4900000.00000000 PA USD 4952179.12000000 0.131960597409 Long ABS-O CORP US N 2 2029-10-15 Fixed 7.14000000 N N N N N N CPS Auto Trust N/A 12664DAJ2 11250000.00000000 PA USD 11829138.75000000 0.315210774583 Long ABS-O CORP US N 2 2030-04-15 Fixed 9.08000000 N N N N N N CPS Auto Trust N/A 12664LAE5 12484000.00000000 PA USD 13609614.87000000 0.362655078752 Long ABS-O CORP US N 2 2030-08-15 Fixed 10.59000000 N N N N N N CPS Auto Trust N/A 12664WAE1 13737000.00000000 PA USD 15086682.23000000 0.402014457021 Long ABS-O CORP US N 2 2030-11-15 Fixed 10.72000000 N N N N N N CQS US CLO Ltd 25490009GM1MG9XIPV52 12674KAA3 9500000.00000000 PA USD 9550635.00000000 0.254495540186 Long ABS-CBDO CORP KY N 2 2036-07-20 Floating 7.16800000 N N N N N N CQS US CLO Ltd 25490009GM1MG9XIPV52 12674KAG0 8330000.00000000 PA USD 8362695.25000000 0.222840538357 Long ABS-CBDO CORP KY N 2 2036-07-20 Floating 5.56800000 N N N N N N CQS US CLO Ltd 25490009GM1MG9XIPV52 12676EAJ6 2000000.00000000 PA USD 2027986.00000000 0.054039693963 Long ABS-CBDO CORP KY N 2 2039-01-17 Floating 6.96100000 N N N N N N CTM CLO Ltd 254900KXN2P7HDYVVW84 12719PAG6 13080000.00000000 PA USD 13149480.96000000 0.350393901565 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 6.02200000 N N N N N N CTM CLO Ltd 254900KXN2P7HDYVVW84 12719PAJ0 2000000.00000000 PA USD 2026036.00000000 0.053987732360 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 7.17200000 N N N N N N CAJUN GLOBAL LLC N/A 12803VAC9 6925000.00000000 PA USD 6954377.24000000 0.185313122357 Long ABS-O CORP US N 2 2055-11-20 Fixed 5.91200000 N N N N N N CAL Receivables LLC 549300GJW1JSYKS6S265 12804BAB4 557692.65000000 PA USD 557666.83000000 0.014860134550 Long ABS-O CORP US N 2 2026-10-15 Floating 8.05700000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607PHU1 938000.00000000 PA USD 940846.50000000 0.025070713962 Long DBT CORP CA N 2 2027-09-11 Floating 4.62000000 N N N N N N Canyon Capital CLO Ltd 254900ZRCTSW8R4GLC69 13877CAE6 3000000.00000000 PA USD 3013155.00000000 0.080291468513 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.47200000 N N N N N N Canyon Capital CLO Ltd 254900V38Q76ALAJY818 13877PAS6 7000000.00000000 PA USD 7016072.00000000 0.186957101137 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.47200000 N N N N N N Canyon Capital CLO Ltd 254900FXDN97BW4YMK55 13887AAE8 540000.00000000 PA USD 541380.78000000 0.014426160569 Long ABS-CBDO CORP JE N 2 2037-05-15 Floating 5.72200000 N N N N N N Capital Four US CLO 2138009KMDCX6G3MTA10 14016CAS5 2500000.00000000 PA USD 2515080.00000000 0.067019276017 Long ABS-CBDO CORP JE N 2 2037-01-20 Floating 6.91800000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NGH8 2866000.00000000 PA USD 2860918.01000000 0.076234813117 Long ABS-O CORP US N 2 2037-10-15 Fixed 4.65000000 N N N N N N Captree Park CLO Ltd 254900T5FZQKDOCWVD69 14074EAJ0 3450000.00000000 PA USD 3467519.10000000 0.092398897713 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 5.96800000 N N N N N N Carlyle Global Market Strategies N/A 142924AA7 1200000.00000000 PA USD 1214250.00000000 0.032356090424 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 10.59200000 N N N N N N Carlyle Global Market Strategies 549300Q4PPEXLDSOKL32 14311NBG8 10980000.00000000 PA USD 10984633.56000000 0.292707265181 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 4.91800000 N N N N N N Carlyle Global Market Strategies 549300Q4PPEXLDSOKL32 14311NBJ2 5850000.00000000 PA USD 5857201.35000000 0.156076702915 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.11800000 N N N N N N Carlyle Global Market Strategies 5493007AYUHLOG0AMH17 14312JBQ4 10365000.00000000 PA USD 10373229.81000000 0.276415204221 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 4.86800000 N N N N N N Carlyle Global Market Strategies N/A 14314KAN7 2650000.00000000 PA USD 2656625.00000000 0.070791022214 Long ABS-CBDO CORP KY N 2 2039-04-20 Floating 0.00000000 N N N N N N Carlyle Global Market Strategies N/A 14316TAC0 3700000.00000000 PA USD 3705553.70000000 0.098741799950 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.32900000 N N N N N N Carlyle Global Market Strategies N/A 14316YAN5 5000000.00000000 PA USD 5018340.00000000 0.133723584781 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.23800000 N N N N N N CarMax Auto Owner Trust N/A 14318DAF6 2465000.00000000 PA USD 2491369.09000000 0.066387451971 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.19000000 N N N N N N Carlyle Global Market Strategies N/A 14318TAG9 7080000.00000000 PA USD 7202292.84000000 0.191919323363 Long ABS-CBDO CORP KY N 2 2040-10-15 Floating 9.07200000 N N N N N N CarMax Auto Owner Trust N/A 14319BAF9 5000000.00000000 PA USD 5097327.50000000 0.135828362786 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.61000000 N N N N N N CarMax Select Receivables Trust N/A 14319UAC4 9600000.00000000 PA USD 9683064.96000000 0.258024398131 Long ABS-O CORP US N 2 2029-09-17 Fixed 4.77000000 N N N N N N Carval CLO LTD N/A 14686WBA8 6000000.00000000 PA USD 5978088.00000000 0.159297966558 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.26800000 N N N N N N Carvana Auto Receivables Trust N/A 14688LAD5 2325000.00000000 PA USD 2417578.94000000 0.064421167626 Long ABS-O CORP US N 2 2030-02-11 Fixed 7.22000000 N N N N N N Cathedral Lake LTD 254900VBMJ6DSB3ZGA63 14919LAW4 6000000.00000000 PA USD 6005952.00000000 0.160040457893 Long ABS-CBDO CORP KY N 2 2034-04-25 Floating 5.51800000 N N N N N N CBAMR Ltd 254900Q3N8LV0KJICN72 14987VAW9 11000000.00000000 PA USD 11078001.00000000 0.295195225100 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 7.82200000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 16117LCB3 6555827.85000000 PA USD 6547338.05000000 0.174466758892 Long LON CORP US N 2 2030-12-07 Floating 5.66100000 N N N N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 16117LCE7 8783788.33000000 PA USD 8782822.11000000 0.234035648649 Long LON CORP US N 2 2031-12-15 Floating 5.91100000 N N N N N N Cherry Securitization Trust N/A 164737AA6 3950000.00000000 PA USD 3983921.42000000 0.106159457862 Long ABS-O CORP US N 2 2032-04-15 Fixed 5.70000000 N N N N N N Cherry Securitization Trust N/A 16473RAA2 8375000.00000000 PA USD 8509403.68000000 0.226749874348 Long ABS-O CORP US N 2 2032-11-15 Fixed 6.13000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756BN5 11156000.00000000 PA USD 11260425.07000000 0.300056274887 Long DBT CORP US N 2 2030-10-15 Floating 4.48600000 N N N N N N Chobani, LLC 549300ISVDMZ91KNTR38 17026YAL3 6800000.00000000 PA USD 6823800.00000000 0.181833633797 Long LON CORP US N 2 2032-10-28 Floating 5.92200000 N N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 17181WAA2 1000000.00000000 PA USD 1004431.00000000 0.026765048598 Long ABS-CBDO CORP KY N 2 2037-10-16 Floating 5.02100000 N N N N N N Citadel Securities LP 549300NV5RXBUS3X7L47 17288YAM4 99000.63000000 PA USD 99261.50000000 0.002645018793 Long LON CORP US N 2 2030-07-29 Floating 5.67200000 N N N N N N Citadel Securities LP 549300NV5RXBUS3X7L47 17288YAN2 178940.22000000 PA USD 179411.73000000 0.004780780036 Long LON CORP US N 2 2031-10-31 Floating 5.67200000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967DS7 10696000.00000000 PA USD 9679007.74000000 0.257916285488 Long DBT CORP US N 2 2036-08-25 Floating 4.69000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QG9 9250000.00000000 PA USD 9385365.70000000 0.250091613140 Long DBT CORP US N 2 2031-09-11 Floating 4.86100000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBR8 6481000.00000000 PA USD 6586250.99000000 0.175503671064 Long DBT CORP US N 2 2030-05-29 Floating 4.85100000 N N N N N N Clover CLO N/A 18914GAN1 1450000.00000000 PA USD 1452279.40000000 0.038698854097 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 7.11800000 N N N N N N Colossus Acquireco LLC 2549009FT92RXWA46910 19682LAB4 3733750.00000000 PA USD 3724807.67000000 0.099254860024 Long LON CORP US N 2 2032-07-30 Floating 5.41000000 N N N N N N Cent CLO LP N/A 19737PAA2 2100000.00000000 PA USD 2103922.80000000 0.056063180039 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.26800000 N N N N N N Cent CLO LP N/A 19737PAJ3 2000000.00000000 PA USD 2007602.00000000 0.053496522008 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 6.36800000 N N N N N N Cent CLO LP 254900PPDK716J78RD92 19738MAQ3 3000000.00000000 PA USD 3036651.00000000 0.080917565858 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 6.96800000 N N N N N N COMPOSECURE HOLDINGS LLC N/A 20459KAB5 7223000.00000000 PA USD 7218521.74000000 0.192351774470 Long LON CORP US N 2 2033-01-14 Floating 5.92800000 N N N N N N CART N/A 20682AAA8 5613000.00000000 PA USD 5620411.41000000 0.149766967102 Long ABS-MBS CORP US N 2 2041-08-15 Floating 5.32200000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753CAA8 1965317.94000000 PA USD 1968213.64000000 0.052446941330 Long ABS-MBS USGSE US N 2 2045-07-25 Floating 4.69700000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754BAJ0 3117000.00000000 PA USD 3297366.76000000 0.087864852418 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 11.34700000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754MAL1 1128300.00000000 PA USD 1281550.67000000 0.034149449752 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 15.69700000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754NAR6 5027000.00000000 PA USD 5595957.87000000 0.149115354212 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 14.29700000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20755RAA3 450870.76000000 PA USD 452197.85000000 0.012049705187 Long ABS-MBS USGSE US N 2 2044-09-25 Floating 4.84700000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 207932AB0 4750000.00000000 PA USD 4969565.43000000 0.132423889992 Long ABS-MBS USGSE US N 2 2042-12-25 Floating 7.44700000 N N N N N N Reworld Holding Corp 40XIFLS8XDQGGHGPGC04 22282GAR8 6900000.00000000 PA USD 6903243.00000000 0.183950549499 Long LON CORP US N 2 2031-01-15 Floating 5.92300000 N N N N N N CPS Auto Trust N/A 223920AE9 10500000.00000000 PA USD 11043954.60000000 0.294287991501 Long ABS-O CORP US N 2 2032-03-15 Fixed 8.04000000 N N N N N N CPS Auto Trust N/A 223928AD4 4795000.00000000 PA USD 4949254.19000000 0.131882656870 Long ABS-O CORP US N 2 2029-10-15 Fixed 6.77000000 N N N N N N CQS US CLO Ltd 254900OIQPM0JE7KVZ52 223929AJ9 1235000.00000000 PA USD 1241870.31000000 0.033092088157 Long ABS-CBDO CORP JE N 2 2037-01-25 Floating 7.86800000 N N N N N N CPS Auto Trust N/A 223936AC9 2615000.00000000 PA USD 2638414.19000000 0.070305759200 Long ABS-O CORP US N 2 2032-02-17 Fixed 4.85000000 N N N N N N CPS Auto Trust N/A 223936AD7 14600000.00000000 PA USD 14816512.16000000 0.394815241691 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.45000000 N N N N N N CPS Auto Trust N/A 22411JAC9 6210000.00000000 PA USD 6231605.21000000 0.166053433530 Long ABS-O CORP US N 2 2031-01-15 Fixed 4.76000000 N N N N N N EquipmentShare N/A 22689LAA3 4631272.73000000 PA USD 4725258.85000000 0.125913858455 Long ABS-O CORP US N 2 2031-01-20 Fixed 6.05000000 N N N N N N Crossroads Asset Trust N/A 22767VAB4 5155948.97000000 PA USD 5192337.60000000 0.138360094626 Long ABS-O CORP US N 2 2032-02-20 Fixed 4.91000000 N N N N N N Crown City CLO 549300AGQI0XSPNAK945 228233AS1 3000000.00000000 PA USD 3014619.00000000 0.080330479686 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 6.46800000 N N N N N N Crown City CLO N/A 22823AAN6 5300000.00000000 PA USD 5314119.20000000 0.141605205980 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.26800000 N N N N N N Crown City CLO N/A 22823AAS5 2000000.00000000 PA USD 2007324.00000000 0.053489114148 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 6.26800000 N N N N N N Crown City CLO N/A 22823AAU0 6250000.00000000 PA USD 6276606.25000000 0.167252575156 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 7.76800000 N N N N N N Crown City CLO N/A 22823EAJ7 2750000.00000000 PA USD 2767561.50000000 0.073747144450 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 7.17200000 N N N N N N Crown City CLO I 549300K60T4GC7BSX929 22823RBE8 9000000.00000000 PA USD 9099225.00000000 0.242466828818 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 6.66800000 N N N N N N Crown Point CLO Ltd N/A 22845KAE8 2000000.00000000 PA USD 1990000.00000000 0.053027481939 Long ABS-CBDO CORP KY N 2 2038-02-28 Floating 9.81800000 N N N N N N DBC 2025-DBC Mortgage Trust N/A 23306HAA3 18380000.00000000 PA USD 18439889.39000000 0.491367287230 Long ABS-MBS CORP US N 2 2042-11-15 Floating 5.03100000 N N N N N N DBC 2025-DBC Mortgage Trust N/A 23306HAG0 2670000.00000000 PA USD 2680250.66000000 0.071420574605 Long ABS-MBS CORP US N 2 2042-11-15 Floating 6.28100000 N N N N N N DRW Holdings LLC 549300W696CUHX8SLK40 23343HAE0 6921440.00000000 PA USD 6841428.15000000 0.182303370684 Long LON CORP US N 2 2031-06-26 Floating 7.17200000 N N N N N N DailyPay Securitization Trust N/A 233824AA9 5725000.00000000 PA USD 5762901.79000000 0.153563904817 Long ABS-O CORP US N 2 2028-06-26 Fixed 5.63000000 N N N N N N Danby Park CLO, Ltd N/A 236057AQ8 1250000.00000000 PA USD 1255647.50000000 0.033459208607 Long ABS-CBDO CORP JE N 2 2037-10-21 Floating 5.37000000 N N N N N N Davis Park CLO N/A 239088AJ6 9000000.00000000 PA USD 9010296.00000000 0.240097139902 Long ABS-CBDO CORP JE N 2 2038-07-20 Floating 9.66800000 N N N N N N Dell Equipment Finance Trust N/A 24703UAL7 4740000.00000000 PA USD 4799320.63000000 0.127887380918 Long ABS-O CORP US N 2 2031-08-22 Fixed 5.64000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526DC0 4703000.00000000 PA USD 4734609.62000000 0.126163028197 Long DBT CORP DE N 2 2031-08-04 Floating 5.13500000 N N N N N N Dewolf Park clo, ltd N/A 25211AAU3 9590000.00000000 PA USD 9639628.25000000 0.256866941169 Long ABS-CBDO CORP KY N 2 2039-01-22 Floating 0.00000000 N N N N N N Diameter Capital CLO 2549008BUJNKS7JJUU65 25255LAU6 2000000.00000000 PA USD 2010662.00000000 0.053578061754 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.47200000 N N N N N N Diameter Capital CLO 25490087B17FBD0ODC27 25255NBL1 5620000.00000000 PA USD 5649066.64000000 0.150530542324 Long ABS-CBDO CORP KY N 2 2039-01-15 Floating 6.16800000 N N N N N N Diameter Capital CLO N/A 25255UAL6 3500000.00000000 PA USD 3504847.50000000 0.093393586686 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 8.67200000 N N N N N N Diameter Capital CLO N/A 25255YAA2 8650000.00000000 PA USD 8654973.75000000 0.230628876488 Long ABS-CBDO CORP KY N 2 2038-10-20 Floating 5.15600000 N N N N N N Diameter Capital CLO N/A 25290BAC5 3500000.00000000 PA USD 3522666.00000000 0.093868395825 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.56800000 N N N N N N Drive Auto Receivables Trust N/A 26208WAE4 2330000.00000000 PA USD 2361468.98000000 0.062926006877 Long ABS-O CORP US N 2 2031-11-17 Fixed 5.43000000 N N N N N N Driven Brands Funding, LLC N/A 26209XAK7 4877775.00000000 PA USD 4875344.89000000 0.129913197538 Long ABS-O CORP US N 2 2055-10-20 Fixed 5.29600000 N N N N N N Dryden Senior Loan Fund N/A 26243EAR2 2070000.00000000 PA USD 2071506.96000000 0.055199395933 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 4.97200000 N N N N N N Dryden Senior Loan Fund N/A 26245JBE7 9840000.00000000 PA USD 9850361.52000000 0.262482345525 Long ABS-CBDO CORP KY N 2 2033-01-17 Floating 5.51800000 N N N N N N Dryden Senior Loan Fund 2549001LFFVBUD1OX384 26246EAN8 3355000.00000000 PA USD 3365286.43000000 0.089674706224 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 5.61800000 N N N N N N Dryden Senior Loan Fund 2549001LFFVBUD1OX384 26246EAS7 1500000.00000000 PA USD 1508068.50000000 0.040185464897 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 7.36800000 N N N N N N Dryden Senior Loan Fund N/A 26248DAE8 5090000.00000000 PA USD 5101131.83000000 0.135929736675 Long ABS-CBDO CORP JE N 2 2037-04-18 Floating 5.66800000 N N N N N N Dryden Senior Loan Fund 254900JFO9XUH2EREJ70 26252JAY4 2250000.00000000 PA USD 2251863.00000000 0.060005338975 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.73400000 N N N N N N Dryden Senior Loan Fund N/A 26253BAS3 2000000.00000000 PA USD 2002800.00000000 0.053368563230 Long ABS-CBDO CORP KY N 2 2034-08-20 Floating 5.63900000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -155682.45000000 -0.00414846648 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 17961000.00000000 CAD 13076183.68000000 USD 2026-04-17 -155682.45000000 N N N Eaton Vance CDO Ltd 5493007R7GEORNX00105 27830XAW6 2500000.00000000 PA USD 2507877.50000000 0.066827351174 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.18200000 N N N N N N Elanco Animal Health Incorporated 549300SHPNDCE059M934 28414BAJ5 3500000.00000000 PA USD 3504812.50000000 0.093392654042 Long LON CORP US N 2 2032-10-31 Floating 5.45000000 N N N N N N ELARA HGV TIMESHARE ISSUER N/A 28416VAD2 3404554.55000000 PA USD 3401903.08000000 0.090650429212 Long ABS-O CORP US N 2 2040-01-25 Fixed 6.91000000 N N N N N N Eldridge CLO Ltd N/A 284913AE0 3000000.00000000 PA USD 3005607.00000000 0.080090337140 Long ABS-CBDO CORP KY N 2 2038-10-20 Floating 5.57000000 N N N N N N Elmwood CLO I Ltd. N/A 290015BC9 1000000.00000000 PA USD 1000050.00000000 0.026648308197 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 6.06800000 N N N N N N Elmwood CLO I Ltd. N/A 290015BE5 2300000.00000000 PA USD 2300115.00000000 0.061291108854 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 7.41800000 N N N N N N Elmwood CLO IV Ltd N/A 29002GAQ4 1100000.00000000 PA USD 1103945.70000000 0.029416814406 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 5.96800000 N N N N N N Empower CLO Ltd. 213800DM8ZNUIQ1JCN40 29244CAQ1 4000000.00000000 PA USD 4072828.00000000 0.108528549352 Long ABS-CBDO CORP KY N 2 2038-04-25 Floating 7.51800000 N N N N N N Empower CLO Ltd. 213800DM8ZNUIQ1JCN40 29244PAA7 1000000.00000000 PA USD 1002917.00000000 0.026724705077 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.19200000 N N N N N N Empower CLO Ltd. 213800DM8ZNUIQ1JCN40 29247KAC1 1800000.00000000 PA USD 1800090.00000000 0.047966954755 Long ABS-CBDO CORP JE N 2 2037-01-20 Floating 8.81800000 N N N N N N Empower CLO Ltd. 213800DM8ZNUIQ1JCN40 29247NAA9 1800000.00000000 PA USD 1800090.00000000 0.047966954755 Long ABS-CBDO CORP JE N 2 2037-01-20 Floating 11.48800000 N N N N N N Empower CLO Ltd. 213800DM8ZNUIQ1JCN40 29248KAA4 100000.00000000 PA USD 100499.40000000 0.002678005084 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 9.72200000 N N N N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 29875BAK2 14000000.00000000 PA USD 14014955.78000000 0.373456188192 Long DBT NUSS XX N 2 2028-02-20 Floating 4.11600000 N N N N N N Exeter Automobile Receivables Trust N/A 30166DAG3 12500000.00000000 PA USD 13209127.50000000 0.351983301476 Long ABS-O CORP US N 2 2031-10-15 Fixed 7.98000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166XAF1 3820000.00000000 PA USD 3901142.15000000 0.103953640653 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.57000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167MAG2 9750000.00000000 PA USD 10157984.85000000 0.270679576970 Long ABS-O CORP US N 2 2032-09-15 Fixed 7.48000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167PAF7 4125000.00000000 PA USD 4210724.51000000 0.112203074324 Long ABS-O CORP US N 2 2030-06-17 Fixed 5.84000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168BAF7 1525192.21000000 PA USD 1549946.38000000 0.041301383754 Long ABS-O CORP US N 2 2029-06-15 Fixed 6.69000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168BAG5 6900000.00000000 PA USD 7677396.78000000 0.204579406578 Long ABS-O CORP US N 2 2030-09-16 Fixed 12.07000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168CAF5 8742000.00000000 PA USD 8908077.02000000 0.237373313211 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.32000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168DAE6 6515000.00000000 PA USD 6603850.92000000 0.175972655974 Long ABS-O CORP US N 2 2029-01-16 Fixed 6.85000000 N N N N N N Exeter Automobile Receivables Trust N/A 301989AF6 2616000.00000000 PA USD 2673336.96000000 0.071236345408 Long ABS-O CORP US N 2 2029-04-16 Fixed 6.68000000 N N N N N N Exeter Automobile Receivables Trust N/A 301989AG4 6203000.00000000 PA USD 6719129.30000000 0.179044476182 Long ABS-O CORP US N 2 2031-01-15 Fixed 9.98000000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2L5 7355000.00000000 PA USD 7413698.27000000 0.197552638751 Long DBT CORP US N 2 2028-09-08 Floating 5.03100000 N N N N N N FED HOME LN DISCOUNT NT 2549001DPIFGXC1TOL40 313385SP2 41300000.00000000 PA USD 41288057.28000000 1.100201865185 Long DBT USGSE US N 2 2026-02-02 None 0.00000000 N N N N N N Fidelity Investments E57ODZWZ7FF32TWEFA76 31607A703 4403250.00000000 NS USD 4403250.00000000 0.117333296406 Long STIV RF US N 1 N N GC Ferry Acquisition I Inc 549300ZKYR56QRODD510 32009UAD9 6747916.67000000 PA USD 6704696.26000000 0.178659879313 Long LON CORP US N 2 2032-08-16 Floating 7.17200000 N N N N N N GC Ferry Acquisition I Inc 549300ZKYR56QRODD510 32009UAE7 1152083.33000000 PA USD 1144704.24000000 0.030502906237 Long LON CORP US N 2 2032-08-16 Fixed 3.50000000 N N N N N N First Investors Auto Owner Trust N/A 32059WAJ1 17535000.00000000 PA USD 17661718.43000000 0.470631384453 Long ABS-O CORP US N 2 2031-12-15 Fixed 4.75000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G80 3000000.00000000 PA USD 3032358.54000000 0.080803184780 Long DBT CORP US N 2 2028-03-20 Floating 5.71100000 N N N N N N Fortress Credit BSL Limited N/A 34962HAN7 14450000.00000000 PA USD 14477007.05000000 0.385768457224 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 5.71800000 N N N N N N Fortiva Retail Prime Master Note Business Trust N/A 34990DAA0 4600000.00000000 PA USD 4624380.00000000 0.123225742175 Long ABS-O CORP US N 3 2029-09-17 Fixed 6.60000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KSQ3 1720000.00000000 PA USD 1840058.92000000 0.049032005601 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 12.19700000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KVE6 9500000.00000000 PA USD 9882495.65000000 0.263338622911 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 8.04700000 N N N N N N Freddie Mac - STACR 529900PGKDI4ZEXFQ523 35564NBW2 11414308.26000000 PA USD 11478716.92000000 0.305873092542 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 4.94700000 N N N N N N Freddie Mac - STACR 529900GRKKKHILZX4347 35564NCW1 4649309.93000000 PA USD 4670505.20000000 0.124454839266 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 4.94700000 N N N N N N Freddie Mac - STACR 5299002OYNAPMJKK2A73 35564NDY6 3266666.63000000 PA USD 3280561.07000000 0.087417031602 Long ABS-MBS USGSE US N 2 2044-08-25 Floating 4.94700000 N N N N N N Freddie Mac - STACR 529900WZAMS87JCAOC53 35564NFY4 989750.00000000 PA USD 991486.62000000 0.026420120017 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 4.64700000 N N N N N N GUGGENHEIM PARTNERS LLC N/A 36173YAB6 8825313.85000000 PA USD 8847377.13000000 0.235755844708 Long LON CORP US N 2 2031-11-26 Floating 6.17200000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36250SAJ8 10008937.00000000 PA USD 9880341.18000000 0.263281212801 Long ABS-MBS CORP US N 2 2051-07-10 Variable 4.38400000 N N N N N N GFL Environmental Inc 254900PGDQWC19PRP053 36257SAB8 3990000.00000000 PA USD 3996663.30000000 0.106498990431 Long LON CORP US N 2 2032-03-03 Floating 6.27300000 N N N N N N GLS Auto Receivables Trust N/A 36263DAE7 3000000.00000000 PA USD 3003153.30000000 0.080024953455 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.43000000 N N N N N N GLS Auto Select Receivables Trust N/A 36267FAL2 2000000.00000000 PA USD 2118335.60000000 0.056447237572 Long ABS-O CORP US N 2 2030-07-15 Fixed 7.93000000 N N N N N N GLS Auto Select Receivables Trust N/A 36269EAF6 5590000.00000000 PA USD 5999326.63000000 0.159863911818 Long ABS-O CORP US N 2 2031-02-18 Fixed 8.22000000 N N N N N N GLS Auto Receivables Trust N/A 362929AF8 2393000.00000000 PA USD 2474920.53000000 0.065949147590 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.18000000 N N N N N N Galaxy CLO Ltd 549300XTB6S9P2VMDV60 36320HAS8 4000000.00000000 PA USD 4012456.00000000 0.106919818126 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 6.87200000 N N N N N N Gallatin Funding Ltd 984500E5ACG7837D0749 36362MAS6 3000000.00000000 PA USD 3011676.00000000 0.080252057636 Long ABS-CBDO CORP BM N 2 2036-10-14 Floating 7.76200000 N N N N N N Gallatin Funding Ltd 984500E5ACG7837D0749 36362MAU1 4500000.00000000 PA USD 4547587.50000000 0.121179454282 Long ABS-CBDO CORP BM N 2 2036-10-14 Floating 9.32200000 N N N N N N Garnet CLO Ltd N/A 36626AAB1 10000000.00000000 PA USD 10046230.00000000 0.267701648181 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.16800000 N N N N N N Garnet CLO Ltd N/A 36626AAC9 18100000.00000000 PA USD 18211387.40000000 0.485278400221 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.56800000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFD3 10000000.00000000 PA USD 10013690.30000000 0.266834563581 Long DBT CORP US N 2 2030-01-07 Floating 4.95600000 N N N N N N Kennedy Lewis CLO Ltd 5493009C48K5WG4EX118 370910AG6 5250000.00000000 PA USD 5280754.50000000 0.140716137625 Long ABS-CBDO CORP KY N 2 2037-10-22 Floating 5.97100000 N N N N N N Kennedy Lewis CLO Ltd 549300OHYOREA2V0F579 370918AA2 4950000.00000000 PA USD 4950247.50000000 0.131909125578 Long ABS-CBDO CORP JE N 2 2037-01-20 Floating 5.47000000 N N N N N N Kennedy Lewis CLO Ltd 549300HNXZUJB12SQJ60 37148BAG5 4250000.00000000 PA USD 4271275.50000000 0.113816575092 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.86800000 N N N N N N Kennedy Lewis CLO Ltd 254900V675MOVWK0HA08 37148JAN3 1000000.00000000 PA USD 1003112.00000000 0.026729901237 Long ABS-CBDO CORP KY N 2 2037-10-22 Floating 5.06900000 N N N N N N Kennedy Lewis CLO Ltd N/A 37150DAA9 6000000.00000000 PA USD 6095958.00000000 0.162438845601 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 9.59900000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BW7 1737000.00000000 PA USD 1745551.89000000 0.046513679055 Long DBT CORP US N 2 2027-04-04 Floating 4.73400000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BX5 2064000.00000000 PA USD 2068420.70000000 0.055117156438 Long DBT CORP US N 2 2026-10-01 Floating 4.42500000 N N N N N N GLS Auto Receivables Trust N/A 37964VAE7 4460000.00000000 PA USD 4552470.96000000 0.121309583723 Long ABS-O CORP US N 2 2030-02-15 Fixed 6.03000000 N N N N N N GLS Auto Receivables Trust N/A 37989YAF9 5150000.00000000 PA USD 5176016.77000000 0.137925193863 Long ABS-O CORP US N 2 2031-06-16 Fixed 5.16000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC69 20859000.00000000 PA USD 21040601.79000000 0.560668407743 Long DBT CORP US N 2 2031-01-28 Floating 4.74600000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC85 3877000.00000000 PA USD 3910579.43000000 0.104205115626 Long DBT CORP US N 2 2028-04-23 Floating 4.95600000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZS6 1633000.00000000 PA USD 1654506.90000000 0.044087605406 Long DBT CORP US N 2 2028-03-15 Floating 5.53400000 N N N N N N Golub Capital Partners CLO, LTD N/A 38177DAT5 6900000.00000000 PA USD 6970814.70000000 0.185751130957 Long ABS-CBDO CORP KY N 2 2038-04-17 Floating 5.96800000 N N N N N N Golub Capital Partners CLO, LTD N/A 38181PAC9 2000000.00000000 PA USD 2005496.00000000 0.053440403476 Long ABS-CBDO CORP JE N 2 2038-07-25 Floating 5.26800000 N N N N N N Golub Capital Partners CLO, LTD 2549003VC5PGFRGCQU51 38181YAL0 3050000.00000000 PA USD 3067647.30000000 0.081743523515 Long ABS-CBDO CORP KY N 2 2036-10-20 Floating 6.58700000 N N N N N N Gracie Point International Funding N/A 38410JAB8 1000000.00000000 PA USD 1001024.60000000 0.026674278340 Long ABS-O CORP US N 2 2027-03-01 Floating 8.19700000 N N N N N N Gracie Point International Funding N/A 38411WAA0 14195000.00000000 PA USD 14231323.59000000 0.379221735999 Long ABS-O CORP US N 2 2028-08-15 Floating 5.30000000 N N N N N N GRAY OAK PIPELINE LLC N/A 38937HAD2 3500000.00000000 PA USD 3496503.50000000 0.093171244319 Long LON CORP US N 2 2026-10-14 Floating 5.02200000 N N N N N N Greensky Home Improvement Issuer Trust N/A 39571NAC0 6275000.00000000 PA USD 6424201.93000000 0.171185553676 Long ABS-O CORP US N 2 2060-03-25 Fixed 5.32000000 N N N N N N Greywolf CLO Ltd 5493005EEKUYF0Q6Z361 39809AAC2 250000.00000000 PA USD 250558.75000000 0.006676632959 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.82900000 N N N N N N Greywolf CLO Ltd 5493008JNE27URH1VF66 39809TAY3 5800000.00000000 PA USD 5804657.40000000 0.154676565548 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 5.46800000 N N N N N N Greywolf CLO Ltd 5493008JNE27URH1VF66 39809TBA4 2500000.00000000 PA USD 2501982.50000000 0.066670267251 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 5.86800000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CX5 1134000.00000000 PA USD 1138887.31000000 0.030347902644 Long DBT CORP US N 2 2028-03-01 Floating 4.61200000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ET2 5000000.00000000 PA USD 5024545.95000000 0.133888954580 Long DBT CORP GB N 2 2029-03-03 Floating 4.77700000 N N N N N N Highbridge Loan Management Ltd 529900WV2JMUABMCHN18 40440XAQ4 10900000.00000000 PA USD 10921364.00000000 0.291021322744 Long ABS-CBDO CORP KY N 2 2035-01-23 Floating 5.32100000 N N N N N N HalseyPoint CLO I, Ltd. 549300POBLM5RW6LD816 406375BQ7 1900000.00000000 PA USD 1906454.30000000 0.050801241689 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 6.01800000 N N N N N N HalseyPoint CLO I, Ltd. 5493000LI3XMVBCJEF82 40638LAL3 20000000.00000000 PA USD 20067980.00000000 0.534750978394 Long ABS-CBDO CORP JE N 2 2038-07-20 Floating 5.11800000 N N N N N N HalseyPoint CLO 3, Ltd. N/A 40638UAS8 7687000.00000000 PA USD 7715518.77000000 0.205595242325 Long ABS-CBDO CORP KY N 2 2037-07-30 Floating 5.14700000 N N N N N N HalseyPoint CLO 3, Ltd. N/A 40638UBA6 2500000.00000000 PA USD 2518560.00000000 0.067112007493 Long ABS-CBDO CORP KY N 2 2037-07-30 Floating 7.96700000 N N N N N N Harvest US CLO Ltd 213800RQBB83K4W6BX61 41755WAJ9 6500000.00000000 PA USD 6527670.50000000 0.173942678162 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 8.16800000 N N N N N N Harvest US CLO Ltd 213800RQBB83K4W6BX61 41755XAA6 7250000.00000000 PA USD 7310421.50000000 0.194800625155 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 11.08800000 N N N N N N Harvest US CLO Ltd 213800RQBB83K4W6BX61 41756RAA8 3000000.00000000 PA USD 3029121.00000000 0.080716914130 Long ABS-CBDO CORP KY N 2 2038-01-18 Floating 10.36800000 N N N N N N Harvest US CLO Ltd 213800RQBB83K4W6BX61 41757PAJ2 7500000.00000000 PA USD 7601895.00000000 0.202567512470 Long ABS-CBDO CORP KY N 2 2038-07-17 Floating 7.11800000 N N N N N N Hayfin US XV, Ltd. N/A 420916AL2 5910000.00000000 PA USD 5918717.25000000 0.157715915616 Long ABS-CBDO CORP KY N 2 2037-04-28 Floating 7.93100000 N N N N N N Hilcorp Energy I LP 549300ITPIHLG0LHEC09 431319AH5 5667973.73000000 PA USD 5682143.66000000 0.151411944877 Long LON CORP US N 2 2030-02-11 Floating 5.42500000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 43852TCF0 2062500.00000000 PA USD 2065078.13000000 0.055028087056 Long LON CORP US N 2 2027-05-07 Floating 4.54700000 N N N N N N Host Hotels & Resorts, L.P. FXB7X4WXVA8QPMNOGS12 44107UBN2 917000.00000000 PA USD 909549.38000000 0.024236740362 Long LON US N 2 2028-01-04 Floating 4.57200000 N N N N N N Highbridge Loan Management Ltd N/A 442912AA9 5000000.00000000 PA USD 5060260.00000000 0.134840626008 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 10.67200000 N N N N N N Highbridge Loan Management Ltd 529900BETGXDWYYWUE51 442921AJ1 2000000.00000000 PA USD 2017670.00000000 0.053764803760 Long ABS-CBDO CORP KY N 2 2039-07-20 Floating 9.66800000 N N N N N N Highbridge Loan Management Ltd N/A 442924AJ5 9750000.00000000 PA USD 9770475.00000000 0.260353611356 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 5.92200000 N N N N N N HUDSON RIVER TRADING LLC 549300SMOBUC8O5UOE10 44413EAK4 10686078.09000000 PA USD 10660484.93000000 0.284069684466 Long LON CORP US N 2 2030-03-18 Floating 6.17300000 N N N N N N HUNTINGTON NATIONAL BANK 2WHM8VNJH63UN14OL754 44644MAL5 3777000.00000000 PA USD 3780403.04000000 0.100736308505 Long DBT CORP US N 2 2028-04-12 Floating 4.38600000 N N N N N N The Huntington National Bank N/A 44644NAD1 4595684.10000000 PA USD 4716761.99000000 0.125687442832 Long ABS-O CORP US N 2 2032-05-20 Floating 8.95300000 N N N N N N The Huntington National Bank N/A 44644NAH2 6317848.92000000 PA USD 6342079.77000000 0.168997246462 Long ABS-O CORP US N 2 2032-10-20 Floating 5.05300000 N N N N N N The Huntington National Bank N/A 44644NAJ8 3189349.68000000 PA USD 3209593.12000000 0.085525950353 Long ABS-O CORP US N 2 2032-10-20 Floating 6.30300000 N N N N N N The Huntington National Bank N/A 44644NAK5 1960231.55000000 PA USD 1985131.78000000 0.052897758598 Long ABS-O CORP US N 2 2032-10-20 Floating 7.70300000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADT1 9000000.00000000 PA USD 9128323.53000000 0.243242216644 Long DBT CORP US N 2 2030-03-27 Floating 5.03000000 N N N N N N ICG US CLO Ltd 213800BCHLSBMDBGXD58 448982AJ7 8250000.00000000 PA USD 8354428.50000000 0.222620254470 Long ABS-CBDO CORP KY N 2 2038-07-25 Floating 6.81800000 N N N N N N ICG US CLO Ltd 213800Z9YRS87E5MLP40 448989AG8 6500000.00000000 PA USD 6585546.50000000 0.175484898536 Long ABS-CBDO CORP JE N 2 2038-07-18 Floating 10.66800000 N N N N N N ICG US CLO Ltd 213800SIU3X7HQWS6V84 44934DAA8 5000000.00000000 PA USD 5010935.00000000 0.133526263925 Long ABS-CBDO CORP JE N 2 2037-04-15 Floating 5.27200000 N N N N N N ICG US CLO Ltd 21380029WPUQLKIPJJ57 44934XAG1 2250000.00000000 PA USD 2274990.75000000 0.060621623571 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 7.31800000 N N N N N N ILFC E-CAPITAL TRUST I N/A 44965TAA5 1035000.00000000 PA USD 891653.22000000 0.023759861818 Long DBT CORP US N 2 2065-12-21 Variable 6.35000000 N N N N N N Invesco CLO LTD 254900JVSF4JLNP9YV71 46146VAL3 1750000.00000000 PA USD 1757407.75000000 0.046829601870 Long ABS-CBDO CORP JE N 2 2037-10-22 Floating 5.03900000 N N N N N N Invesco CLO LTD 213800I1JTG497RNQZ31 46148AAJ2 3750000.00000000 PA USD 3781803.75000000 0.100773633191 Long ABS-CBDO CORP JE N 2 2037-07-15 Floating 7.27200000 N N N N N N Invesco CLO LTD 254900GU4U8LUX3GA959 46148HAE8 3400000.00000000 PA USD 3426010.00000000 0.091292805727 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 7.21800000 N N N N N N Invitation Homes Operating Partnership LP 549300147YMUQB3GW319 46187CAJ0 4632000.00000000 PA USD 4632000.00000000 0.123428792131 Long LON US N 2 2028-09-09 Floating 4.63000000 N N N N N N Island Finance Trust 2025-1 N/A 463920AA6 6910000.00000000 PA USD 7000083.60000000 0.186531058628 Long ABS-O CORP US N 2 2035-03-19 Fixed 6.54000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEM4 1967000.00000000 PA USD 1978480.99000000 0.052720535157 Long DBT CORP US N 2 2028-07-22 Floating 4.59600000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PET9 5000000.00000000 PA USD 5017272.50000000 0.133695139134 Long DBT CORP US N 2 2029-01-24 Floating 4.46600000 N N N N N N JW Commercial Mortgage Trust 2024-MRCO N/A 46657XAA4 1300000.00000000 PA USD 1304796.48000000 0.034768880290 Long ABS-MBS CORP US N 2 2039-06-15 Floating 5.30100000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849CJN2 2161000.00000000 PA USD 2172917.92000000 0.057901691335 Long DBT CORP US N 2 2028-01-14 Floating 4.63600000 N N N N N N Jane Street Group LLC 5493002N1IVX6KHGYO08 47077DAM2 6061784.78000000 PA USD 6025414.07000000 0.160559063202 Long LON CORP US N 2 2031-12-15 Floating 5.82200000 N N N N N N KKR Financial CLO Ltd 254900X4Y2IUWMENHX76 48190EAA6 1510000.00000000 PA USD 1543215.47000000 0.041122025358 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 10.17200000 N N N N N N KKR Financial CLO Ltd 54930088PYF0FHKY5C94 48251JAW3 10000000.00000000 PA USD 10022840.00000000 0.267078375416 Long ABS-CBDO CORP KY N 2 2035-10-18 Floating 5.21800000 N N N N N N KKR Financial CLO Ltd 54930088PYF0FHKY5C94 48251JAY9 4500000.00000000 PA USD 4506754.50000000 0.120091378318 Long ABS-CBDO CORP KY N 2 2035-10-18 Floating 5.51800000 N N N N N N KKR Financial CLO Ltd 549300ULSPVDFXMNXZ65 48252YAS8 1250000.00000000 PA USD 1251613.75000000 0.033351721368 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.56800000 N N N N N N KKR Financial CLO Ltd 549300OP87QBZ6KR1406 48253WAW2 7050000.00000000 PA USD 7062725.25000000 0.188200269163 Long ABS-CBDO CORP KY N 2 2035-02-09 Floating 4.79100000 N N N N N N KKR Financial CLO Ltd 5493000WWM0GGYYSIJ83 48254GAN6 1000000.00000000 PA USD 1003706.00000000 0.026745729541 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 6.17200000 N N N N N N KKR Financial CLO Ltd 25490057CIZ1GI9ZCN22 48255AAL2 1250000.00000000 PA USD 1252670.00000000 0.033379867236 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.42200000 N N N N N N KKR Financial CLO Ltd 25490057CIZ1GI9ZCN22 48255AAN8 9120000.00000000 PA USD 9147022.56000000 0.243740489245 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.62200000 N N N N N N KKR Financial CLO Ltd 25490002X2XBS4OKP051 48255EAN0 6100000.00000000 PA USD 6107936.10000000 0.162758025742 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.56800000 N N N N N N KKR Financial CLO Ltd 254900BBJPGN777LWF70 48256HAA0 250000.00000000 PA USD 254537.25000000 0.006782647953 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 10.17200000 N N N N N N KKR Financial CLO Ltd 2549007XGN8DQWK7JV59 48256NAE9 4300000.00000000 PA USD 4320592.70000000 0.115130729329 Long ABS-CBDO CORP JE N 2 2037-10-20 Floating 5.51800000 N N N N N N KKR Financial CLO Ltd 254900EAKW6RIW3QK367 48256VAA9 4000000.00000000 PA USD 4016848.00000000 0.107036851644 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 4.99200000 N N N N N N KKR Financial CLO Ltd N/A 48257CAC6 5000000.00000000 PA USD 5013270.00000000 0.133588484613 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.49200000 N N N N N N KKR Financial CLO Ltd N/A 48257CAE2 12480000.00000000 PA USD 12513096.96000000 0.333436192487 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.62200000 N N N N N N KKR Financial CLO Ltd N/A 48257CAJ1 2980000.00000000 PA USD 2996854.88000000 0.079857119609 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 7.52200000 N N N N N N KKR Financial CLO Ltd 5493004Y6G18HN4CQ515 482937AC3 2140000.00000000 PA USD 2147059.86000000 0.057212652235 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 6.17200000 N N N N N N Katayma CLO Ltd 254900I6JJYMZNFX8987 48585JAL4 17000000.00000000 PA USD 17059279.00000000 0.454578195511 Long ABS-CBDO CORP JE N 2 2039-01-20 Floating 4.93800000 N N N N N N Katayma CLO Ltd 254900HW0KYG9AOGVP97 485861AA6 500000.00000000 PA USD 507381.00000000 0.013520169253 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 10.99800000 N N N N N N Katayma CLO Ltd 254900HW0KYG9AOGVP97 485862AG1 7960000.00000000 PA USD 7971319.12000000 0.212411548073 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 8.16800000 N N N N N N Kinetic Advantage Master Owner Trust N/A 49462DAE9 3485000.00000000 PA USD 3515054.99000000 0.093665585425 Long ABS-O CORP US N 2 2029-10-15 Floating 5.90700000 N N N N N N KOREA NATIONAL OIL CORP 988400ZTQ08W926ONT36 50065LAK6 302000.00000000 PA USD 303999.98000000 0.008100680125 Long DBT NUSS KR N 2 2027-09-30 Floating 4.57000000 N N N N N N LAD Auto Receivables Trust N/A 50168BAE8 8900000.00000000 PA USD 9066948.87000000 0.241606767561 Long ABS-O CORP US N 2 2028-12-15 Fixed 6.43000000 N N N N N N LAD Auto Receivables Trust N/A 50168BAF5 1100000.00000000 PA USD 1132702.56000000 0.030183097760 Long ABS-O CORP US N 2 2030-12-16 Fixed 6.92000000 N N N N N N LCM Ltd Partnership 5493006LYYH2XWCWW153 50202CAL8 5000000.00000000 PA USD 5008110.00000000 0.133450986218 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.46800000 N N N N N N LCM Ltd Partnership 54930038DJKYPKSVRB29 50203CAG8 3200000.00000000 PA USD 3208172.80000000 0.085488103120 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.92900000 N N N N N N LAD Auto Receivables Trust N/A 505710AF0 728000.00000000 PA USD 737061.42000000 0.019640457857 Long ABS-O CORP US N 2 2030-06-17 Fixed 7.30000000 N N N N N N Lendmark Funding Trust N/A 52604QAE3 5000000.00000000 PA USD 5197271.00000000 0.138491554816 Long ABS-O CORP US N 2 2034-09-20 Fixed 8.91000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439BB4 5000000.00000000 PA USD 5032144.50000000 0.134091432959 Long DBT CORP GB N 2 2028-11-26 Floating 4.82400000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBF9 17660000.00000000 PA USD 17730882.65000000 0.472474401753 Long DBT CORP GB N 2 2031-11-04 Floating 4.95700000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd. N/A 53947FAA9 8030000.00000000 PA USD 8051387.91000000 0.214545139187 Long ABS-CBDO CORP US N 2 2042-08-17 Floating 5.06000000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 54865PAX3 10000000.00000000 PA USD 9962500.00000000 0.265470496893 Long LON CORP US N 2 2028-09-15 None 0.00000000 N N N N N N Madison Avenue Trust N/A 55616AAE7 5925000.00000000 PA USD 5982248.54000000 0.159408832367 Long ABS-MBS CORP US N 2 2042-10-15 Variable 5.81800000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55759VAE8 4487821.78000000 PA USD 4502205.25000000 0.119970154563 Long LON CORP US N 2 2032-11-08 Floating 6.37800000 N N N N N N Madison Park Funding Ltd N/A 55817BAD4 6360000.00000000 PA USD 6395755.92000000 0.170427553535 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 7.31800000 N N N N N N Madison Park Funding Ltd N/A 55817HBA6 5200000.00000000 PA USD 5228340.00000000 0.139319449709 Long ABS-CBDO CORP KY N 2 2038-07-16 Floating 5.42100000 N N N N N N Madison Park Funding Ltd 549300YWZ8HFDYP0MR16 55822RAF7 6500000.00000000 PA USD 6512233.00000000 0.173531315472 Long ABS-CBDO CORP KY N 2 2030-11-21 Floating 5.37100000 N N N N N N Madison Park Funding Ltd N/A 55823HAG6 8750000.00000000 PA USD 8788307.50000000 0.234181817704 Long ABS-CBDO CORP KY N 2 2038-10-17 Floating 5.86300000 N N N N N N Magnetite CLO Ltd 549300J3BCFSIZAJJW77 55952FAL2 6475000.00000000 PA USD 6485036.25000000 0.172806604332 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 4.67200000 N N N N N N Man US CLO Ltd 2549007JRE3Q11AV7970 56167CAJ3 1500000.00000000 PA USD 1512190.50000000 0.040295303732 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 7.61800000 N N N N N N Man US CLO Ltd 2549007JRE3Q11AV7970 56167DAA0 2520000.00000000 PA USD 2562895.44000000 0.068293412892 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 10.74800000 N N N N N N Marble Point CLO 549300MZC31PBFF01E87 56606GAL8 4800000.00000000 PA USD 4806974.40000000 0.128091330742 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 5.36800000 N N N N N N Marble Point CLO Ltd. 549300CO8XB55W8SS394 56606YBA2 6390000.00000000 PA USD 6394332.42000000 0.170389621565 Long ABS-CBDO CORP KY N 2 2032-07-23 Floating 5.27100000 N N N N N N Mariner Finance Issuance Trust N/A 567920AE3 5750000.00000000 PA USD 5960689.20000000 0.158834341154 Long ABS-O CORP US N 2 2038-05-20 Fixed 8.64000000 N N N N N N Mariner Finance Issuance Trust N/A 567928AE6 7784000.00000000 PA USD 8038935.34000000 0.214213315855 Long ABS-O CORP US N 2 2036-09-22 Fixed 9.02000000 N N N N N N MENLO CLO 2549005RHPY3C68SIP61 586915AA8 13750000.00000000 PA USD 13787716.25000000 0.367400941924 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.08800000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAZ9 10190000.00000000 PA USD 10226628.97000000 0.272508735178 Long ABS-O CORP US N 2 2029-07-20 Fixed 6.56000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BBG0 8950000.00000000 PA USD 8817762.50000000 0.234966704378 Long ABS-O CORP US N 2 2031-12-22 Fixed 6.16000000 N N N N N N MidOcean Credit CLO 254900R5AXF91DYP1Y16 59801FAE3 1000000.00000000 PA USD 1003130.00000000 0.026730380883 Long ABS-CBDO CORP JE N 2 2037-07-21 Floating 5.62000000 N N N N N N MidOcean Credit CLO 254900R5AXF91DYP1Y16 59801GAA9 2750000.00000000 PA USD 2774513.50000000 0.073932394226 Long ABS-CBDO CORP JE N 2 2037-07-21 Floating 9.92000000 N N N N N N MidOcean Credit CLO 5493000CPZWPTWX7TF71 59804HAG1 740000.00000000 PA USD 741373.44000000 0.019755360150 Long ABS-CBDO CORP JE N 2 2038-07-18 Floating 10.16800000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8C7 800000.00000000 PA USD 803137.84000000 0.021401194625 Long DBT CORP US N 2 2028-05-26 Floating 4.60700000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFW0 6000000.00000000 PA USD 6085311.78000000 0.162155156034 Long DBT CORP US N 2 2029-04-12 Floating 5.04600000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAJ1 10000000.00000000 PA USD 10055074.90000000 0.267937338018 Long DBT CORP US N 2 2029-10-18 Floating 4.58600000 N N N N N N MOUNTAIN VIEW CLO N/A 623908AL4 3450000.00000000 PA USD 3482298.90000000 0.092792734686 Long ABS-CBDO CORP KY N 2 2037-10-16 Floating 7.32100000 N N N N N N MOUNTAIN VIEW CLO N/A 62432FAU8 3250000.00000000 PA USD 3266698.50000000 0.087047636034 Long ABS-CBDO CORP KY N 2 2033-04-14 Floating 6.01700000 N N N N N N MOUNTAIN VIEW CLO 549300MWKXOHYV7Z8O91 62432UBJ9 2450000.00000000 PA USD 2490606.30000000 0.066367125925 Long ABS-CBDO CORP KY N 2 2038-03-15 Floating 7.36200000 N N N N N N Murphy USA Inc N32S6DTR2ZZ5222WHV58 62675KAB5 3196987.50000000 PA USD 3230955.49000000 0.086095192910 Long LON CORP US N 2 2032-04-07 Floating 5.45000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 62937NBC0 13043332.09000000 PA USD 13074310.00000000 0.348390822810 Long LON CORP US N 2 2031-04-16 Floating 5.52400000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAT2 6000000.00000000 PA USD 6105882.84000000 0.162703312573 Long DBT CORP JP N 2 2030-07-16 Floating 4.96800000 N N N N N N NYC Commercial Mortgage Trust 2021-909 N/A 62979QAA7 8300000.00000000 PA USD 8307055.00000000 0.221357893959 Long ABS-MBS CORP US N 2 2043-02-15 Floating 4.95000000 N N N N N N Nassau LTD 5493000NDRKPTT45F149 631704AH6 14750000.00000000 PA USD 14750899.75000000 0.393066869386 Long ABS-CBDO CORP KY N 2 2034-08-26 Floating 4.78200000 N N N N N N Nassau LTD 5493000NDRKPTT45F149 631704AM5 1050000.00000000 PA USD 1050290.85000000 0.027987074914 Long ABS-CBDO CORP KY N 2 2034-08-26 Floating 5.62200000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 632525BW0 781000.00000000 PA USD 784752.61000000 0.020911283845 Long DBT CORP AU N 2 2027-10-26 Floating 4.25700000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AR9 200000.00000000 PA USD 201814.83000000 0.005377754900 Long DBT CORP GB N 2 2028-11-15 Floating 5.10200000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAL2 5528000.00000000 PA USD 5585178.98000000 0.148828129391 Long DBT CORP GB N 2 2029-05-17 Floating 4.92600000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAN8 3959000.00000000 PA USD 3988762.14000000 0.106288448411 Long DBT CORP GB N 2 2028-03-21 Floating 4.63100000 N N N N N N Navesink CLO, Limited 254900HNRWNLGN0X1N35 63942YAQ7 8700000.00000000 PA USD 8706316.20000000 0.231996997513 Long ABS-CBDO CORP KY N 2 2036-01-15 Floating 4.86200000 N N N N N N Navesink CLO, Limited 254900HE1XRTECV6VU64 63943JAA4 5630000.00000000 PA USD 5637195.14000000 0.150214202750 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.15200000 N N N N N N Navesink CLO, Limited 254900HE1XRTECV6VU64 63943JAC0 5400000.00000000 PA USD 5406901.20000000 0.144077565693 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.97200000 N N N N N N Navesink CLO, Limited 254900NULUM27L7QZU33 63943UAA9 4420000.00000000 PA USD 4446674.70000000 0.118490433338 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 10.16800000 N N N N N N Neuberger Berman CLO Ltd 254900P6M7LX99MHDX34 640969AC5 14000000.00000000 PA USD 14027762.00000000 0.373797435227 Long ABS-CBDO CORP JE N 2 2038-04-22 Floating 5.36900000 N N N N N N Neuberger Berman CLO Ltd 549300XVEYZNG956Y145 64129VAQ6 1000000.00000000 PA USD 1014387.00000000 0.027030345890 Long ABS-CBDO CORP KY N 2 2038-07-22 Floating 10.41900000 N N N N N N Neuberger Berman CLO Ltd 5493008C5LSWKG3UQ392 64130QAL5 2000000.00000000 PA USD 2033936.00000000 0.054198243470 Long ABS-CBDO CORP KY N 2 2038-10-20 Floating 10.61800000 N N N N N N Neuberger Berman CLO Ltd 549300FFV1EYI8ON7P41 64131BAS2 2000000.00000000 PA USD 2007966.00000000 0.053506221507 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 6.11800000 N N N N N N Neuberger Berman CLO Ltd 5493009EGZQAPYYVLD80 64132YBN1 5000000.00000000 PA USD 5056865.00000000 0.134750159525 Long ABS-CBDO CORP KY N 2 2039-07-20 Floating 6.51800000 N N N N N N Neuberger Berman CLO Ltd 549300UMYON6L2REF246 64134VAQ9 4750000.00000000 PA USD 4754973.25000000 0.126705657354 Long ABS-CBDO CORP JE N 2 2036-07-23 Floating 4.92100000 N N N N N N Neuberger Berman CLO Ltd 25490093SHVBS5BLDZ40 64135XAA9 26000000.00000000 PA USD 26083928.00000000 0.695057799458 Long ABS-CBDO CORP KY N 2 2039-07-20 Floating 4.97800000 N N N N N N NGC Ltd N/A 652927AN4 4000000.00000000 PA USD 4054128.00000000 0.108030250904 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 7.86800000 N N N N N N NGC Ltd 254900VQH7AI9RS70C59 652942AJ2 7000000.00000000 PA USD 7023009.00000000 0.187141951209 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.86800000 N N N N N N NGC Ltd 254900VQH7AI9RS70C59 652942AN3 5700000.00000000 PA USD 5761143.90000000 0.153517062364 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 7.21800000 N N N N N N 1988 CLO Ltd. N/A 653937AL6 8270000.00000000 PA USD 8286746.75000000 0.220816740512 Long ABS-CBDO CORP KY N 2 2039-10-15 Floating 5.03200000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAJ4 5416000.00000000 PA USD 5393553.01000000 0.143721876796 Long DBT CORP US N 2 2027-09-13 Floating 5.73400000 N N N N N N Northwoods Capital Ltd 254900SOJIZYDV6U1V46 66858HBG0 5360000.00000000 PA USD 5407114.40000000 0.144083246828 Long ABS-CBDO CORP KY N 2 2031-09-16 Floating 8.65600000 N N N N N N Continental Credit Card llc N/A 66981PAQ1 13951000.00000000 PA USD 14126179.92000000 0.376419975164 Long ABS-O CORP US N 2 2032-12-15 Fixed 5.78000000 N N N N N N NRTH PARK Mortgage Trust N/A 669985AA1 2540000.00000000 PA USD 2551429.49000000 0.067987880000 Long ABS-MBS CORP US N 2 2040-10-15 Floating 5.07300000 N N N N N N OCP CLO Ltd 213800MSZWCRHL4TG372 671080AC3 12000000.00000000 PA USD 12026460.00000000 0.320468789166 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 5.36800000 N N N N N N Oak Hill Credit Partners 254900ZA7EPUCGQUTA43 67109SAG2 1720000.00000000 PA USD 1727273.88000000 0.046026625364 Long ABS-CBDO CORP BM N 2 2037-04-20 Floating 5.96800000 N N N N N N OCP CLO Ltd 2549003HLFPQ7ATPYA23 67113LAY2 1750000.00000000 PA USD 1754838.75000000 0.046761145789 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.41800000 N N N N N N OFSI Fund LTD N/A 67118VAJ8 5000000.00000000 PA USD 5037765.00000000 0.134241202287 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 8.16800000 N N N N N N OFSI Fund LTD N/A 67119GAG6 3750000.00000000 PA USD 3770602.50000000 0.100475153753 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 7.51800000 N N N N N N OHA Credit Partners Ltd N/A 67120MAA3 3423000.00000000 PA USD 3435422.07000000 0.091543608929 Long ABS-CBDO CORP KY N 2 2038-01-18 Floating 4.98800000 N N N N N N OFSI Fund LTD N/A 67121QAJ4 10000000.00000000 PA USD 10125300.00000000 0.269808624562 Long ABS-CBDO CORP KY N 2 2038-03-31 Floating 7.41800000 N N N N N N Oaktree CLO Ltd N/A 67389BAY1 2000000.00000000 PA USD 1997846.00000000 0.053236554111 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 7.17200000 N N N N N N Oaktree CLO Ltd N/A 67401WAE3 2500000.00000000 PA USD 2521597.50000000 0.067192947682 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 10.17200000 N N N N N N Ocean Trails CLO 5493000CJCL8E235WY49 67515BAU6 6675000.00000000 PA USD 6688309.95000000 0.178223233707 Long ABS-CBDO CORP JE N 2 2039-01-15 Floating 6.92200000 N N N N N N Ocean Trails CLO 5493000CJCL8E235WY49 67515BAW2 1000000.00000000 PA USD 1001966.00000000 0.026699363803 Long ABS-CBDO CORP JE N 2 2039-01-15 Floating 8.07200000 N N N N N N Ocean Trails CLO 254900TWRKR5CRS1OX19 67515JAS4 4900000.00000000 PA USD 4913475.00000000 0.130929249658 Long ABS-CBDO CORP JE N 2 2038-01-20 Floating 5.66800000 N N N N N N Ocean Trails CLO 254900KM4PPG4IPSWJ70 67516JAD6 3050000.00000000 PA USD 3087731.55000000 0.082278708040 Long ABS-CBDO CORP KY N 2 2038-03-20 Floating 6.96000000 N N N N N N OCP CLO Ltd N/A 67570AAL0 1000000.00000000 PA USD 1001428.00000000 0.026685027730 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 7.61800000 N N N N N N OCP CLO Ltd N/A 67570DAA8 5000000.00000000 PA USD 5074610.00000000 0.135223010112 Long ABS-CBDO CORP JE N 2 2037-04-23 Floating 10.43100000 N N N N N N Octane Receivables Trust N/A 67571BAC7 4000000.00000000 PA USD 4057044.80000000 0.108107974803 Long ABS-O CORP US N 2 2029-09-20 Fixed 6.37000000 N N N N N N Octane Receivables Trust N/A 67571BAE3 2000000.00000000 PA USD 2097727.60000000 0.055898096694 Long ABS-O CORP US N 2 2030-08-20 Fixed 9.25000000 N N N N N N Octagon Investment Partners 42, Ltd. N/A 67576PBC0 1500000.00000000 PA USD 1506427.50000000 0.040141737210 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.47200000 N N N N N N Oak Hill Credit Partners 254900NGFKJYUCJCAJ59 67706JAA2 10300000.00000000 PA USD 10329076.90000000 0.275238662695 Long ABS-CBDO CORP BM N 2 2037-04-20 Floating 5.16800000 N N N N N N Oak Hill Credit Partners 254900NGFKJYUCJCAJ59 67706JAL8 1760000.00000000 PA USD 1770718.40000000 0.047184290439 Long ABS-CBDO CORP BM N 2 2037-04-20 Floating 7.11800000 N N N N N N Oak Hill Credit Partners 254900NGFKJYUCJCAJ59 67706KAA9 2500000.00000000 PA USD 2532475.00000000 0.067482800162 Long ABS-CBDO CORP BM N 2 2037-04-20 Floating 10.06800000 N N N N N N ONE Park Mortgage Trust N/A 682413AA7 7889424.00000000 PA USD 7878390.64000000 0.209935285111 Long ABS-MBS CORP US N 2 2036-03-15 Floating 4.49400000 N N N N N N Avenue of Americas N/A 682461AA6 6700000.00000000 PA USD 6812377.09000000 0.181529247790 Long ABS-MBS CORP US N 2 2042-08-11 Variable 5.05900000 N N N N N N 1988 CLO Ltd. 2549000NTXDB3VOXDV92 68252EAJ0 2560000.00000000 PA USD 2563573.76000000 0.068311488069 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 7.92200000 N N N N N N 1988 CLO Ltd. 254900KAQBAF5XV8IU66 68252PAA4 1000000.00000000 PA USD 1003376.00000000 0.026736936039 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.21200000 N N N N N N OneMain Financial Issuance Trust N/A 68269JAE1 8383000.00000000 PA USD 8648979.18000000 0.230469139326 Long ABS-O CORP US N 2 2038-06-14 Fixed 5.50000000 N N N N N N 1345 Trust N/A 68271CAA0 2660000.00000000 PA USD 2673863.92000000 0.071250387299 Long ABS-MBS CORP US N 2 2042-06-15 Floating 5.28000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCX1 5177000.00000000 PA USD 5093038.28000000 0.135714068044 Long DBT CORP US N 2 2028-08-03 Floating 4.60200000 N N N N N N Organon & Co 549300AMCKY57OK2CO56 68621XAG8 8000000.00000000 PA USD 7770000.00000000 0.207047002345 Long LON CORP US N 2 2031-05-19 None 0.00000000 N N N N N N EquipmentShare N/A 69121NAA6 5703124.96000000 PA USD 5788518.99000000 0.154246525727 Long ABS-O CORP US N 2 2032-12-20 Fixed 5.70000000 N N N N N N EquipmentShare N/A 69121NAB4 1607646.25000000 PA USD 1629327.29000000 0.043416644946 Long ABS-O CORP US N 2 2032-12-20 Fixed 6.43000000 N N N N N N PPM CLO 3 Ltd. 549300UEAJV6RALDS969 69355EAU9 1400000.00000000 PA USD 1402655.80000000 0.037376535226 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 4.78800000 N N N N N N PFP III N/A 69382JAA9 9040000.00000000 PA USD 9076059.20000000 0.241849530304 Long ABS-CBDO CORP KY N 2 2042-12-18 Floating 5.16200000 N N N N N N PFP III N/A 69382JAC5 5100000.00000000 PA USD 5117533.80000000 0.136366799574 Long ABS-CBDO CORP KY N 2 2042-12-18 Floating 5.71500000 N N N N N N PPM Clo, Ltd. 2549003CULWUB4AA0151 693975AE4 5000000.00000000 PA USD 5024060.00000000 0.133876005483 Long ABS-CBDO CORP JE N 2 2037-01-20 Floating 6.41800000 N N N N N N Pagaya Point of Sale Holdings Grantor Trust N/A 694952AA0 6950000.00000000 PA USD 7010446.93000000 0.186807210033 Long ABS-O CORP US N 2 2034-01-20 Fixed 5.71500000 N N N N N N Pagaya AI Debt Selection Trust N/A 69545NAA4 15025000.00000000 PA USD 15044724.82000000 0.400896418930 Long ABS-O CORP US N 2 2035-08-15 Fixed 5.01100000 N N N N N N Palmer Square CLO Ltd 549300EYS8N79JYSXL17 69688MAS4 5000000.00000000 PA USD 5019545.00000000 0.133755694387 Long ABS-CBDO CORP KY N 2 2037-04-16 Floating 6.17100000 N N N N N N Palmer Square CLO Ltd 5493000CBHK29MHGBX67 69702MAL1 1500000.00000000 PA USD 1506045.00000000 0.040131544742 Long ABS-CBDO CORP JE N 2 2037-10-20 Floating 5.01800000 N N N N N N Parallel Ltd N/A 69915NAJ7 5720000.00000000 PA USD 5734963.52000000 0.152819434411 Long ABS-CBDO CORP KY N 2 2036-07-20 Floating 5.05800000 N N N N N N Park Blue CLO Ltd N/A 70016WAQ7 9050000.00000000 PA USD 9088589.20000000 0.242183416912 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.08800000 N N N N N N Park Blue CLO Ltd N/A 70019AAN9 4000000.00000000 PA USD 4015240.00000000 0.106994003307 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.14800000 N N N N N N Park Blue CLO Ltd N/A 70019AAW9 12250000.00000000 PA USD 12313565.25000000 0.328119275829 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 7.16800000 N N N N N N PELOTON INTERACTIVE INC 5493002YS021166W0339 70614EAG5 5914951.46000000 PA USD 5994448.41000000 0.159733922008 Long LON CORP US N 2 2029-05-30 Floating 9.17200000 N N N N N N Perimeter Master Note Business Trust 5493005H6EB040833X54 71384PBC4 7500000.00000000 PA USD 7522513.50000000 0.200452235557 Long ABS-O CORP US N 2 2030-12-16 Fixed 5.58000000 N N N N N N PFP III N/A 716966AA4 3550000.00000000 PA USD 3566764.17000000 0.095043478696 Long ABS-CBDO CORP KY N 2 2043-08-18 Floating 5.25000000 N N N N N N Pikes Peak CLO 2138001LNFG5678B4I86 72132EAA7 1900000.00000000 PA USD 1906271.90000000 0.050796381280 Long ABS-CBDO CORP KY N 2 2037-07-25 Floating 5.12800000 N N N N N N Pikes Peak CLO 254900Y8O8REGL3BZS62 72132UBA0 1900000.00000000 PA USD 1902346.50000000 0.050691781241 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 5.13000000 N N N N N N Pikes Peak CLO 635400BKNXKWEO3G2J74 72132YBE4 6250000.00000000 PA USD 6256906.25000000 0.166727629732 Long ABS-CBDO CORP KY N 2 2034-05-18 Floating 6.37500000 N N N N N N Polus US CLO Ltd 254900NPT7G7FAJXZS09 73163EAL3 2800000.00000000 PA USD 2816738.40000000 0.075057560117 Long ABS-CBDO CORP BM N 2 2037-10-20 Floating 6.06800000 N N N N N N Polus US CLO Ltd 254900NPT7G7FAJXZS09 73163HAA0 2000000.00000000 PA USD 2024942.00000000 0.053958580569 Long ABS-CBDO CORP BM N 2 2037-10-20 Floating 11.00800000 N N N N N N Post CLO LTD 5493007CUC7FI0ONIF25 73742FAL0 10000000.00000000 PA USD 10011110.00000000 0.266765806389 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.27200000 N N N N N N Post CLO LTD N/A 73742RAG5 1000000.00000000 PA USD 1003750.00000000 0.026746902008 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.76800000 N N N N N N Post CLO LTD 5493007CUC7FI0ONIF25 73742VAE1 1000000.00000000 PA USD 1025953.00000000 0.027338544813 Long ABS-CBDO CORP KY N 2 2037-10-16 Floating 11.35100000 N N N N N N Post CLO LTD 5493007CUC7FI0ONIF25 73743EAE8 5000000.00000000 PA USD 5015235.00000000 0.133640845921 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.76800000 N N N N N N Post CLO LTD 5493007CUC7FI0ONIF25 73743EAG3 5000000.00000000 PA USD 5020190.00000000 0.133772881686 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 6.16800000 N N N N N N Post Road Equipment Finance N/A 73747LAF5 5350000.00000000 PA USD 5456715.38000000 0.145404962944 Long ABS-O CORP US N 2 2032-05-17 Fixed 7.08000000 N N N N N N Prestige Auto Receivables Trust N/A 74113UAE2 8229000.00000000 PA USD 8227480.10000000 0.219237463521 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.34000000 N N N N N N Prestige Auto Receivables Trust N/A 74113VAE0 1954271.91000000 PA USD 1954627.20000000 0.052084903791 Long ABS-O CORP US N 2 2027-12-15 Fixed 6.64000000 N N N N N N RR Ltd 549300213Q1LH7O32902 74979VAM5 1000000.00000000 PA USD 1003350.00000000 0.026736243217 Long ABS-CBDO CORP KY N 2 2039-07-15 Floating 5.17200000 N N N N N N RR Ltd N/A 74988XAA6 1000000.00000000 PA USD 1010489.00000000 0.026926475978 Long ABS-CBDO CORP KY N 2 2039-10-15 Floating 9.17200000 N N N N N N RR Ltd 254900ZSKVCYOXP11C98 74989QAA0 500000.00000000 PA USD 506297.50000000 0.013491297254 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 10.67200000 N N N N N N Rad CLO Ltd N/A 75009LAL0 5000000.00000000 PA USD 5022190.00000000 0.133826175638 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.22200000 N N N N N N Rad CLO Ltd N/A 75010KAC9 2630000.00000000 PA USD 2641130.16000000 0.070378131587 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.05800000 N N N N N N Rand Parent, LLC N/A 75223LAD8 5259374.66000000 PA USD 5277440.61000000 0.140627832478 Long LON CORP US N 2 2030-03-18 Floating 6.67200000 N N N N N N Reach Financial LLC N/A 75525PAA0 498958.59000000 PA USD 500426.68000000 0.013334857656 Long ABS-O CORP US N 2 2032-08-16 Fixed 4.96000000 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620TBH0 5000000.00000000 PA USD 5004355.00000000 0.133350926823 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.69800000 N N N N N N Red Oak Funding Master Trust N/A 75679JAA8 13335000.00000000 PA USD 13373532.82000000 0.356364206068 Long ABS-O CORP US N 2 2030-12-20 Floating 5.70300000 N N N N N N Regatta 32 Funding Ltd. N/A 75884AAA8 5000000.00000000 PA USD 5028520.00000000 0.133994850995 Long ABS-CBDO CORP KY N 2 2038-07-25 Floating 5.00800000 N N N N N N Regatta XXI Funding Ltd N/A 75889JAN6 1500000.00000000 PA USD 1507089.00000000 0.040159364185 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.42200000 N N N N N N Republic Finance Issuance Trust N/A 76041RAD3 6200000.00000000 PA USD 6383536.12000000 0.170101932819 Long ABS-O CORP US N 2 2032-08-20 Fixed 9.49000000 N N N N N N Republic Finance Issuance Trust N/A 76042GAC8 2000000.00000000 PA USD 2048695.60000000 0.054591542174 Long ABS-O CORP US N 2 2037-11-20 Fixed 6.60000000 N N N N N N Republic Finance Issuance Trust N/A 76042GAD6 10115000.00000000 PA USD 10410030.27000000 0.277395825190 Long ABS-O CORP US N 2 2037-11-20 Fixed 8.83000000 N N N N N N Reynolds Consumer Products LLC 549300DWNZYMOSR1X343 76171JAE1 4593317.99000000 PA USD 4632361.19000000 0.123438416752 Long LON CORP US N 2 2032-03-04 Floating 5.42200000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAY2 1844000.00000000 PA USD 1859627.81000000 0.049553457340 Long DBT CORP GB N 2 2028-03-14 Floating 4.52400000 N N N N N N Riserva CLO, Ltd. 549300640C8OB2I8SN35 76761RBG3 1300000.00000000 PA USD 1302286.70000000 0.034702002243 Long ABS-CBDO CORP KY N 2 2034-01-18 Floating 4.71800000 N N N N N N Rockford Tower CLO Ltd N/A 77341BAA9 2570000.00000000 PA USD 2526829.14000000 0.067332355067 Long ABS-CBDO CORP KY N 2 2038-03-31 Floating 9.27200000 N N N N N N Rockford Tower CLO Ltd N/A 77341NAW5 2250000.00000000 PA USD 2262726.00000000 0.060294805074 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.87200000 N N N N N N Rockford Tower CLO Ltd N/A 77342CAA6 2500000.00000000 PA USD 2528285.00000000 0.067371149333 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 11.14800000 N N N N N N Rockland Park CLO Ltd N/A 77366PAJ9 5000000.00000000 PA USD 5036340.00000000 0.134203230346 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 9.36800000 N N N N N N Romark CLO Ltd 549300HD9K8XL8QM2Z46 77588LAN1 5100000.00000000 PA USD 5103019.20000000 0.135980029378 Long ABS-CBDO CORP KY N 2 2034-07-10 Floating 4.79000000 N N N N N N SCG Hotel Issuer Inc N/A 78398JAA2 3340000.00000000 PA USD 3358812.88000000 0.089502205694 Long ABS-MBS CORP US N 2 2042-09-15 Floating 5.18000000 N N N N N N SEB Funding LLC N/A 78433DAA2 4961565.00000000 PA USD 4955544.14000000 0.132050265016 Long ABS-O CORP US N 2 2052-01-30 Fixed 4.96900000 N N N N N N SCF Equipment Trust Llc N/A 78437DAG5 3200000.00000000 PA USD 3338638.08000000 0.088964608285 Long ABS-O CORP US N 2 2035-11-20 Fixed 6.75000000 N N N N N N SBNA Auto Receivables Trust N/A 78437PAF0 6030000.00000000 PA USD 6144316.74000000 0.163727459778 Long ABS-O CORP US N 2 2030-01-15 Fixed 5.59000000 N N N N N N SBNA Auto Receivables Trust N/A 78437PAH6 4860000.00000000 PA USD 5043379.46000000 0.134390810667 Long ABS-O CORP US N 2 2032-04-15 Fixed 8.00000000 N N N N N N SBNA Auto Receivables Trust N/A 78437XAD8 9250000.00000000 PA USD 9303050.60000000 0.247898164658 Long ABS-O CORP US N 2 2031-09-15 Fixed 5.34000000 N N N N N N SBNA Auto Receivables Trust N/A 78437XAE6 2750000.00000000 PA USD 2773719.30000000 0.073911231198 Long ABS-O CORP US N 2 2031-10-15 Fixed 6.74000000 N N N N N N SWCH Commercial Mortgage Trust N/A 78489CAA7 8500000.00000000 PA USD 8451487.95000000 0.225206595290 Long ABS-MBS CORP US N 2 2042-02-15 Floating 5.12300000 N N N N N N HalseyPoint CLO I, Ltd. 254900W5MVYX9QDPHC09 78662AAE2 5625000.00000000 PA USD 5644091.25000000 0.150397963227 Long ABS-CBDO CORP KY N 2 2038-01-30 Floating 7.66700000 N N N N N N HalseyPoint CLO I, Ltd. 254900XOQCO9R6J0SO60 78662EAC8 3000000.00000000 PA USD 3018399.00000000 0.080431205255 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.56800000 N N N N N N HalseyPoint CLO I, Ltd. 254900XOQCO9R6J0SO60 78662EAE4 1000000.00000000 PA USD 1007807.00000000 0.026855008789 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.81800000 N N N N N N Sandstone Peak, Ltd 2549005C0PJHMYEI7U38 799928AA4 3500000.00000000 PA USD 3507203.00000000 0.093456353637 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 5.29800000 N N N N N N Sandstone Peak, Ltd 2549005C0PJHMYEI7U38 799928AL0 1780000.00000000 PA USD 1782600.58000000 0.047500914603 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 7.51800000 N N N N N N Sandstone Peak Ltd. 5493000VXRKO2Z5KET86 800130AS5 1250000.00000000 PA USD 1252350.00000000 0.033371340204 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.50200000 N N N N N N Sand Trust 254900ZRRTOYR8JJD593 80013TAL7 10000000.00000000 PA USD 10034010.00000000 0.267376022136 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 5.07800000 N N N N N N Sand Trust 254900ZRRTOYR8JJD593 80013TAU7 5000000.00000000 PA USD 5033535.00000000 0.134128485579 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 6.96800000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CAV6 989237.29000000 PA USD 992272.27000000 0.026441055214 Long ABS-O CORP US N 2 2032-05-15 Fixed 12.66200000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CBC7 745992.17000000 PA USD 754163.25000000 0.020096169908 Long ABS-O CORP US N 2 2032-08-16 Fixed 14.55200000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CBK9 1738411.00000000 PA USD 1766630.28000000 0.047075354404 Long ABS-O CORP US N 2 2032-12-15 Fixed 14.59200000 N N N N N N Santander Drive Auto Receivables Trust N/A 802923AE2 10105000.00000000 PA USD 10158794.98000000 0.270701164485 Long ABS-O CORP US N 2 2032-01-15 Fixed 4.52000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802927AF0 2860000.00000000 PA USD 2940412.90000000 0.078353111531 Long ABS-O CORP US N 2 2031-12-15 Fixed 6.04000000 N N N N N N Saratoga Investment Corp CLO Ltd N/A 80349PAS5 3000000.00000000 PA USD 3007458.00000000 0.080139660692 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.66800000 N N N N N N Saratoga Investment Corp CLO Ltd N/A 80349PAU0 5750000.00000000 PA USD 5763495.25000000 0.153579718731 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 6.06800000 N N N N N N Saratoga Investment Corp CLO Ltd N/A 80349PAW6 4000000.00000000 PA USD 4007868.00000000 0.106797561801 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 7.31800000 N N N N N N Securitized Term Auto Receivables Trust 254900DVX7EZK9JMUP63 81378RAD6 2862267.94000000 PA USD 2927795.56000000 0.078016897577 Long ABS-O CORP CA N 2 2031-07-25 Fixed 6.74600000 N N N N N N 720 East CLO Ltd. N/A 81785CAE4 2000000.00000000 PA USD 2003746.00000000 0.053393771269 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 9.56800000 N N N N N N Shackleton CLO LTD 549300HOHPZON6E4VH77 81880XAW2 2800000.00000000 PA USD 2806098.40000000 0.074774036294 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 4.86800000 N N N N N N SHRN Trust N/A 82556AAA1 10000000.00000000 PA USD 10024728.00000000 0.267128684907 Long ABS-MBS CORP US N 2 2040-10-15 Floating 4.88000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82653BAD5 1637237.65000000 PA USD 1651653.69000000 0.044011575988 Long ABS-O CORP US N 2 2041-08-20 Fixed 6.93000000 N N N N N N Signal Peak CLO, LLC N/A 82666VAA2 4600000.00000000 PA USD 4613280.20000000 0.122929966073 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 5.21800000 N N N N N N Signal Peak CLO, LLC N/A 82671EAG0 3500000.00000000 PA USD 3521294.00000000 0.093831836174 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.81800000 N N N N N N Silver Point CLO, Ltd N/A 827920AA7 5135000.00000000 PA USD 5159997.18000000 0.137498320235 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 5.12200000 N N N N N N Silver Point CLO, Ltd N/A 827920AE9 4500000.00000000 PA USD 4521010.50000000 0.120471257605 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 5.47200000 N N N N N N Silver Point CLO, Ltd 254900RSFBN3VCGBVP05 82808NAA9 3550000.00000000 PA USD 3596288.45000000 0.095830211472 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 9.97200000 N N N N N N Silver Point CLO, Ltd 254900DVAEEJOXQ8PL85 82809EAA8 20320000.00000000 PA USD 20364704.00000000 0.542657775656 Long ABS-CBDO CORP JE N 2 2037-04-15 Floating 5.30200000 N N N N N N Silver Point CLO, Ltd 254900DVAEEJOXQ8PL85 82809EAG5 900000.00000000 PA USD 907691.40000000 0.024187230813 Long ABS-CBDO CORP JE N 2 2037-04-15 Floating 7.77200000 N N N N N N Silver Point CLO, Ltd N/A 82809VAA0 11500000.00000000 PA USD 11559823.00000000 0.308034324297 Long ABS-CBDO CORP KY N 2 2038-03-31 Floating 5.19200000 N N N N N N Silver Point CLO, Ltd N/A 82809VAJ1 2500000.00000000 PA USD 2532267.50000000 0.067477270915 Long ABS-CBDO CORP KY N 2 2038-03-31 Floating 7.27200000 N N N N N N Silver Point CLO, Ltd N/A 82810LAA9 2000000.00000000 PA USD 2039146.00000000 0.054337074214 Long ABS-CBDO CORP KY N 2 2038-03-31 Floating 10.57200000 N N N N N N Sixth Street CLO XVI, LTD. N/A 83011PAJ6 1500000.00000000 PA USD 1505259.00000000 0.040110600219 Long ABS-CBDO CORP KY N 2 2037-10-21 Floating 5.04000000 N N N N N N Sixth Street CLO XVI, LTD. N/A 83012BAC1 1500000.00000000 PA USD 1506684.00000000 0.040148572159 Long ABS-CBDO CORP KY N 2 2037-10-24 Floating 5.03800000 N N N N N N Sixth Street CLO XVI, Ltd. 549300YD05LZSDNMVF16 83012DAY9 3000000.00000000 PA USD 3000150.00000000 0.079944924592 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 8.31800000 N N N N N N Sixth Street CLO XVI, Ltd. 549300YD05LZSDNMVF16 83012EAE1 5000000.00000000 PA USD 5000250.00000000 0.133241540988 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 11.08800000 N N N N N N Sixth Street CLO XVI, LTD. N/A 83012VAE3 2380950.00000000 PA USD 2383692.85000000 0.063518205804 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.46800000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCA8 710000.00000000 PA USD 713474.37000000 0.019011934306 Long DBT CORP FR N 2 2027-02-19 Floating 4.87100000 N N N N N N Solstice Advanced Materials Inc 2138004GZ4H9TW6HK435 83443PAC9 4000000.00000000 PA USD 4023760.00000000 0.107221035541 Long LON CORP US N 2 2032-10-29 Floating 5.41700000 N N N N N N Sotheby's Artfi Master Trust 2024-A 9845002FA850DM72BA31 83589CAB4 5223000.00000000 PA USD 5223947.45000000 0.139202401535 Long ABS-O CORP US N 2 2031-12-22 Floating 5.19500000 N N N N N N Sothebys ArtFi Master Trust 9845002FA850DM72BA31 83589DAB2 22775000.00000000 PA USD 22853505.43000000 0.608976807254 Long ABS-O CORP US N 2 2033-06-20 Floating 4.92100000 N N N N N N Brant Point CLO Ltd 254900UXN7ENP4VJ9L26 835932AE4 1300000.00000000 PA USD 1306128.20000000 0.034804366600 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 6.11800000 N N N N N N Brant Point CLO Ltd 254900ONWQ51D1IGDN52 835937AG8 2000000.00000000 PA USD 2005028.00000000 0.053427932692 Long ABS-CBDO CORP JE N 2 2037-02-20 Floating 6.43900000 N N N N N N Brant Point CLO Ltd 254900XHQ73AT2SOPY37 83617JAJ8 5000000.00000000 PA USD 5043640.00000000 0.134397753270 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 6.87200000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 85325C2M3 10000000.00000000 PA USD 10021257.20000000 0.267036198583 Long DBT CORP GB N 2 2030-01-13 Floating 4.58600000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 13164454.56000000 PA USD 13164454.56000000 0.350792902723 Long RA CORP US N 2 Repurchase N 3.25000000 2026-02-02 13272600.00000000 USD 13427743.65000000 USD UST N N N Steele Creek CLO Ltd 5493003MADGN3MR3LO39 85816FAW1 11000000.00000000 PA USD 11030910.00000000 0.293940392360 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 6.67200000 N N N N N N STREAM INNOVATIONS ISSUER TRUST N/A 86324EAA5 4233840.10000000 PA USD 4285889.24000000 0.114205987069 Long ABS-O CORP US N 2 2045-02-15 Fixed 5.21000000 N N N N N N STREAM INNOVATIONS ISSUER TRUST N/A 86324XAA3 4554827.19000000 PA USD 4602929.81000000 0.122654159480 Long ABS-O CORP US N 2 2045-09-15 Fixed 5.05000000 N N N N N N Sunbit Asset Securitization Trust N/A 86709SAA9 7170000.00000000 PA USD 7196936.97000000 0.191776605625 Long ABS-O CORP US N 2 2030-07-15 Fixed 5.36000000 N N N N N N Surf Holdings LLC N/A 86875TAE7 4000000.00000000 PA USD 3971760.00000000 0.105835392797 Long LON CORP US N 2 2027-03-05 None 0.00000000 N N N N N N Surgery Center Holdings Inc 54930054EVI5HWPPW113 86880NBD4 2493734.34000000 PA USD 2500442.49000000 0.066629230642 Long LON CORP US N 2 2030-12-19 Floating 6.17200000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 870195AD6 1824000.00000000 PA USD 1850751.73000000 0.049316936651 Long DBT CORP SE N 2 2029-11-20 Floating 4.79700000 N N N N N N Sycamore Tree CLO Ltd N/A 87122CAL7 3000000.00000000 PA USD 3009408.00000000 0.080191622295 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 6.01800000 N N N N N N Sycamore Tree CLO Ltd N/A 87122EAE9 6000000.00000000 PA USD 6015906.00000000 0.160305701890 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 11.34800000 N N N N N N Sycamore Tree CLO Ltd N/A 87122FAS5 7410000.00000000 PA USD 7437772.68000000 0.198194148973 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.81800000 N N N N N N Sycamore Tree CLO Ltd N/A 87122FAW6 5750000.00000000 PA USD 5773925.75000000 0.153857660013 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 7.91800000 N N N N N N Sycamore Tree CLO Ltd 2138001M3BAXCUCAUG38 87122HAE2 2550000.00000000 PA USD 2558881.65000000 0.068186457527 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.26800000 N N N N N N Sycamore Tree CLO Ltd 2138001WII41ZXUQO254 87122LAA1 5000000.00000000 PA USD 5000750.00000000 0.133254864476 Long ABS-CBDO CORP KY N 2 2038-08-28 Floating 9.16800000 N N N N N N Sycamore Tree CLO Ltd N/A 87122VAS0 5550000.00000000 PA USD 5575069.35000000 0.148558738325 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.05800000 N N N N N N Taubman Centers Commercial Mortgage Trust N/A 87231EAA5 4750000.00000000 PA USD 4766797.90000000 0.127020748517 Long ABS-MBS CORP US N 2 2039-12-15 Floating 4.92300000 N N N N N N TCW Gem Ltd N/A 87252MAE3 6000000.00000000 PA USD 6012030.00000000 0.160202418212 Long ABS-CBDO CORP KY N 2 2037-01-16 Floating 5.47100000 N N N N N N TPG CLO Ltd N/A 87268JAJ1 5550000.00000000 PA USD 5610001.05000000 0.149489562491 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 7.31300000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422LBA7 7200000.00000000 PA USD 7210800.00000000 0.192146013450 Long LON CORP US N 2 2032-11-25 Floating 5.67200000 N N N N N N TEXAS Commercial Mortgage Trust N/A 88231WAA3 6000000.00000000 PA USD 6010830.00000000 0.160170441841 Long ABS-MBS CORP US N 2 2042-04-15 Floating 4.97300000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 88233FAK6 7165608.13000000 PA USD 7185206.07000000 0.191464012616 Long LON CORP US N 2 2030-12-20 Floating 5.42200000 N N N N N N Thayer Park CLO, Ltd. 5493000PRLDBEVKBE571 883310AW4 10000000.00000000 PA USD 10018000.00000000 0.266949404053 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.66800000 N N N N N N 37 Capital CLO Ltd 549300FPWFXA3EQMFB71 883928AG8 2000000.00000000 PA USD 1997972.00000000 0.053239911630 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 11.52200000 N N N N N N 37 Capital CLO Ltd 549300FPWFXA3EQMFB71 88429RAN8 3250000.00000000 PA USD 3268486.00000000 0.087095267504 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 5.17200000 N N N N N N Tikehau US CLO Ltd 549300W9XQOIYX4MC726 88676NAW7 5450000.00000000 PA USD 5479566.25000000 0.146013869525 Long ABS-CBDO CORP BM N 2 2036-01-20 Floating 6.86800000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A3D2 4000000.00000000 PA USD 4033666.92000000 0.107485024999 Long DBT CORP CA N 2 2029-12-17 Floating 4.71300000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A3F7 2413000.00000000 PA USD 2426658.30000000 0.064663105113 Long DBT CORP CA N 2 2028-01-31 Floating 4.48600000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCF9 7670775.00000000 PA USD 7672692.69000000 0.204454056805 Long LON CORP US N 2 2030-03-22 Floating 5.92200000 N N N N N N Trestles CLO LTD 6354005OLPZ8XONXGL10 89531MAQ5 2000000.00000000 PA USD 2003810.00000000 0.053395476675 Long ABS-CBDO CORP KY N 2 2037-07-25 Floating 5.81800000 N N N N N N Trestles CLO LTD N/A 89532UAS2 9250000.00000000 PA USD 9266224.50000000 0.246916860461 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.91800000 N N N N N N Trimaran CAVU Ltd 549300UZ4DECMUVOVS09 89624RAE9 1750000.00000000 PA USD 1766224.25000000 0.047064534933 Long ABS-CBDO CORP KY N 2 2037-10-22 Floating 10.58900000 N N N N N N Trimaran CAVU Ltd N/A 89625LAA9 4400000.00000000 PA USD 4479750.00000000 0.119371790058 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 9.91800000 N N N N N N Trinitas CLO Ltd 5493007IXHTJ7TQMIW41 89640EAN8 2050000.00000000 PA USD 2051443.20000000 0.054664757405 Long ABS-CBDO CORP BM N 2 2035-07-20 Floating 4.70800000 N N N N N N Trinitas CLO Ltd 5493007IXHTJ7TQMIW41 89640EAU2 5000000.00000000 PA USD 5008580.00000000 0.133463510296 Long ABS-CBDO CORP BM N 2 2035-07-20 Floating 6.66800000 N N N N N N Trinitas CLO Ltd 254900DPIAGU6GHOTB83 89640FAG0 1000000.00000000 PA USD 1003419.00000000 0.026738081859 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 5.76800000 N N N N N N Trinitas CLO Ltd 254900DPIAGU6GHOTB83 89640FAN5 3150000.00000000 PA USD 3172371.30000000 0.084534101414 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 7.66800000 N N N N N N Trinitas CLO Ltd 254900Y31HLFEBSJXC19 89640NAE8 2000000.00000000 PA USD 2021204.00000000 0.053858974173 Long ABS-CBDO CORP BM N 2 2038-03-20 Floating 9.66800000 N N N N N N Trinitas CLO Ltd 549300095MXHZZMH2053 89641QBE9 1700000.00000000 PA USD 1704848.40000000 0.045429054140 Long ABS-CBDO CORP KY N 2 2034-01-25 Floating 5.76800000 N N N N N N Trinitas CLO Ltd 5493004FCKEPFTK2QI86 89642DAS7 9000000.00000000 PA USD 9012744.00000000 0.240162371699 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.36800000 N N N N N N Trinitas CLO Ltd N/A 89642MAQ1 12750000.00000000 PA USD 12858464.25000000 0.342639186322 Long ABS-CBDO CORP BM N 2 2038-07-20 Floating 6.06800000 N N N N N N Trinitas CLO Ltd N/A 89642MAS7 1750000.00000000 PA USD 1776964.00000000 0.047350716792 Long ABS-CBDO CORP BM N 2 2038-07-20 Floating 7.36800000 N N N N N N Trinitas CLO Ltd N/A 89642PAE1 5000000.00000000 PA USD 5087130.00000000 0.135556630249 Long ABS-CBDO CORP BM N 2 2038-07-20 Floating 10.41800000 N N N N N N Trinitas CLO Ltd 254900KN2E57M5580B74 89642QAA7 7500000.00000000 PA USD 7559550.00000000 0.201439146278 Long ABS-CBDO CORP KY N 2 2038-07-23 Floating 9.47100000 N N N N N N Trinitas CLO Ltd 254900JOSDBR04E6JB79 89642VAE8 500000.00000000 PA USD 501785.00000000 0.013371052776 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 5.86800000 N N N N N N Trinitas CLO Ltd 254900JOSDBR04E6JB79 89642VAG3 1376189.00000000 PA USD 1381368.98000000 0.036809305848 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 6.46800000 N N N N N N Trinitas CLO Ltd 254900JOSDBR04E6JB79 89642VAJ7 1230000.00000000 PA USD 1239603.84000000 0.033031693586 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 7.96800000 N N N N N N Trinitas CLO Ltd 254900AOUW3M5TVDRO96 89642XAG9 9450000.00000000 PA USD 9490493.25000000 0.252892944426 Long ABS-CBDO CORP BM N 2 2037-04-25 Floating 6.41800000 N N N N N N Trinitas CLO Ltd 254900AOUW3M5TVDRO96 89642XAJ3 1840000.00000000 PA USD 1842686.40000000 0.049102019997 Long ABS-CBDO CORP BM N 2 2037-04-25 Floating 7.76800000 N N N N N N Trinitas CLO Ltd 2549000HOL90CNMWDO78 89643BAA9 3240000.00000000 PA USD 3249195.12000000 0.086581223890 Long ABS-CBDO CORP KY N 2 2037-07-23 Floating 5.16100000 N N N N N N Trinitas CLO Ltd 2549000HOL90CNMWDO78 89643BAJ0 4530000.00000000 PA USD 4558643.19000000 0.121474054987 Long ABS-CBDO CORP KY N 2 2037-07-23 Floating 6.02100000 N N N N N N Trinitas CLO Ltd 2549000HOL90CNMWDO78 89643CAA7 6250000.00000000 PA USD 6292268.75000000 0.167669933415 Long ABS-CBDO CORP KY N 2 2037-07-23 Floating 10.17100000 N N N N N N Trinitas CLO Ltd 25490071N57QJLN0S821 89643KAG6 250000.00000000 PA USD 254028.00000000 0.006769077980 Long ABS-CBDO CORP KY N 2 2038-04-22 Floating 7.66900000 N N N N N N UKG Inc 529900FKHWSTQ1GXK240 89841EAB1 4000000.00000000 PA USD 3909160.00000000 0.104167292109 Long LON CORP US N 2 2031-02-10 None 0.00000000 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 90331HPT4 7007000.00000000 PA USD 7043637.71000000 0.187691643946 Long DBT CORP US N 2 2028-05-15 Floating 4.69600000 N N N N N N U.S. Bank National Association N/A 90355PAD8 5640322.30000000 PA USD 5634769.97000000 0.150149579304 Long ABS-O CORP US N 2 2032-09-25 Floating 5.59700000 N N N N N N U.S. Bank National Association 6BYL5QZYBDK8S7L73M02 90357PAW4 778454.51000000 PA USD 794590.55000000 0.021173435195 Long ABS-O CORP US N 2 2032-08-25 Fixed 9.78500000 N N N N N N U.S. Bank National Association 6BYL5QZYBDK8S7L73M02 90357PBC7 1869869.77000000 PA USD 1887193.37000000 0.050287996152 Long ABS-O CORP US N 2 2032-02-25 Fixed 5.58200000 N N N N N N U.S. Bank National Association 6BYL5QZYBDK8S7L73M02 90357PBG8 6855216.81000000 PA USD 6910844.15000000 0.184153097160 Long ABS-O CORP US N 2 2032-02-25 Floating 6.39700000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNT4 4596000.00000000 PA USD 4600667.79000000 0.122593883488 Long DBT UST US N 2 2035-08-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNV9 117800000.00000000 PA USD 117965656.25000000 3.143427993085 Long DBT UST US N 2 2027-08-31 Fixed 3.62500000 N N N N N N VFI ABS LLC N/A 91824UAA4 6117383.35000000 PA USD 6153445.94000000 0.163970725350 Long ABS-O CORP US N 2 2030-06-24 Fixed 4.78000000 N N N N N N Verdant Receivables LLC N/A 92339MAE0 1550000.00000000 PA USD 1618322.14000000 0.043123390980 Long ABS-O CORP US N 2 2031-12-12 Fixed 7.23000000 N N N N N N Verdant Receivables LLC N/A 92340GAF7 2750000.00000000 PA USD 2840417.25000000 0.075688529861 Long ABS-O CORP US N 2 2033-05-12 Fixed 6.49000000 N N N N N N Vibrant CLO Ltd 5493000EYQWTOWOLAO60 92558WBE1 1000000.00000000 PA USD 1000691.00000000 0.026665388909 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.81800000 N N N N N N Vibrant CLO Ltd 5493000EYQWTOWOLAO60 92558WBJ0 5700000.00000000 PA USD 5705523.30000000 0.152034941580 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.31800000 N N N N N N Vibrant CLO Ltd 254900WDQ070GAG88491 92563MAJ6 2920000.00000000 PA USD 2943097.20000000 0.078424640009 Long ABS-CBDO CORP JE N 2 2036-04-20 Floating 8.66800000 N N N N N N Vibrant CLO Ltd N/A 925930BA6 5250000.00000000 PA USD 5288703.00000000 0.140927941112 Long ABS-CBDO CORP JE N 2 2036-07-15 Floating 7.27200000 N N N N N N Vista Management Holding Inc 5299005VABKD28UWHI65 92842EAB4 3960000.00000000 PA USD 3977325.00000000 0.105983683217 Long LON CORP US N 2 2031-04-01 Floating 7.41100000 N N N N N N VStrong Auto Receivables Trust N/A 92891PAJ2 3010000.00000000 PA USD 3107779.85000000 0.082812934606 Long ABS-O CORP US N 2 2030-07-15 Fixed 6.44000000 N N N N N N VStrong Auto Receivables Trust N/A 92891PAL7 3000000.00000000 PA USD 3155226.60000000 0.084077247007 Long ABS-O CORP US N 2 2030-07-15 Fixed 7.29000000 N N N N N N VORNADO REALTY LP 549300BMOJ05INE4YK86 929043AN7 4179000.00000000 PA USD 4227956.36000000 0.112662251014 Long DBT US N 2 2033-02-01 Fixed 5.75000000 N N N N N N Voya CLO Ltd 254900MS3D9HONB0N824 92913UBN5 4055000.00000000 PA USD 4061804.29000000 0.108234800818 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.11800000 N N N N N N Voya CLO Ltd 254900MS3D9HONB0N824 92913UBQ8 18000000.00000000 PA USD 18034650.00000000 0.480568882992 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.46800000 N N N N N N VStrong Auto Receivables Trust N/A 92920CAL1 3255000.00000000 PA USD 3563851.65000000 0.094965868846 Long ABS-O CORP US N 2 2030-02-15 Fixed 9.31000000 N N N N N N VStrong Auto Receivables Trust N/A 92920CAN7 1000000.00000000 PA USD 1102377.20000000 0.029375018624 Long ABS-O CORP US N 2 2030-12-16 Fixed 9.99000000 N N N N N N Voya CLO Ltd 254900MS3D9HONB0N824 92920EAA1 6000000.00000000 PA USD 6071958.00000000 0.161799318181 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 10.32200000 N N N N N N Voya CLO Ltd N/A 92944YAL5 1050000.00000000 PA USD 1054024.65000000 0.028086569392 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.67200000 N N N N N N Warwick Capital CLO Ltd N/A 93655PAG2 2670000.00000000 PA USD 2687055.96000000 0.071601915270 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 8.16800000 N N N N N N Warwick Capital CLO Ltd 254900WYTOTUQQSCN403 93656FAA6 3000000.00000000 PA USD 3010287.00000000 0.080215044987 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.02800000 N N N N N N Warwick Capital CLO Ltd N/A 93656HAA2 6000000.00000000 PA USD 6114984.00000000 0.162945830963 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 9.66800000 N N N N N N Warwick Capital CLO Ltd N/A 93656KAC1 2000000.00000000 PA USD 1577518.00000000 0.042036084047 Long ABS-CBDO CORP KY N 3 2038-10-21 Variable 0.00000000 N N N N N N Wellfleet CLO Ltd 2549001JCRYETQY84B65 94949GBA8 9120000.00000000 PA USD 9135704.64000000 0.243438900904 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 5.47200000 N N N N N N Wellington Management CLO 213800D61SXQACUYP461 94958DAA4 500000.00000000 PA USD 507509.00000000 0.013523580066 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 10.56800000 N N N N N N Wellington Management CLO 213800D61SXQACUYP461 94958LAA6 3300000.00000000 PA USD 3308174.10000000 0.088152835346 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 5.21800000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3U5 5000000.00000000 PA USD 5084620.55000000 0.135489760996 Long DBT CORP US N 2 2029-04-23 Floating 5.03600000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95004NAA3 5280000.00000000 PA USD 5301061.92000000 0.141257268955 Long ABS-MBS CORP US N 2 2042-08-15 Floating 5.22300000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95004RAA4 9290000.00000000 PA USD 9308381.19000000 0.248040208761 Long ABS-MBS CORP US N 2 2042-08-15 Floating 5.03000000 N N N N N N Wellfleet CLO Ltd 2549005MTORTL04RYQ32 95023AAS9 13900000.00000000 PA USD 13953751.30000000 0.371825273891 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.87200000 N N N N N N Westlake Automobile Receivables Trust N/A 96041CAN2 1745000.00000000 PA USD 1791467.26000000 0.047737184811 Long ABS-O CORP US N 2 2029-03-15 Fixed 6.47000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043BAF9 10000000.00000000 PA USD 10013325.00000000 0.266824829441 Long ABS-O CORP US N 2 2031-06-16 Fixed 4.37000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043BAG7 10000000.00000000 PA USD 10023316.00000000 0.267091059377 Long ABS-O CORP US N 2 2031-07-15 Fixed 4.75000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043CAF7 3555000.00000000 PA USD 3588645.23000000 0.095626542773 Long ABS-O CORP US N 2 2029-11-15 Fixed 4.92000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043RAF4 4750000.00000000 PA USD 4808368.00000000 0.128128465968 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.65000000 N N N N N N Whitebox CLO I Ltd 549300E4AC0513DYO913 96467FBJ8 10565000.00000000 PA USD 10572078.55000000 0.281713921793 Long ABS-CBDO CORP KY N 2 2037-01-24 Floating 4.84800000 N N N N N N Whitebox CLO I Ltd 549300JXCQSPB1A61C68 96467HAL0 9320000.00000000 PA USD 9325946.16000000 0.248508262093 Long ABS-CBDO CORP KY N 2 2035-10-15 Floating 4.94200000 N N N N N N Whitebox CLO I Ltd 549300SN372GTCE2YI66 96467KAN9 16000000.00000000 PA USD 16032848.00000000 0.427226913443 Long ABS-CBDO CORP KY N 2 2036-04-20 Floating 5.46800000 N N N N N N Whitebox CLO I Ltd 549300SN372GTCE2YI66 96467LAE7 1160000.00000000 PA USD 1173119.60000000 0.031260089648 Long ABS-CBDO CORP KY N 2 2036-04-20 Floating 10.14800000 N N N N N N Wind River CLO Ltd 254900AGKLJSTAXGRN27 97316UAJ7 19050000.00000000 PA USD 19088252.40000000 0.508644200699 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.90000000 N N N N N N Wind River CLO Ltd 254900AGKLJSTAXGRN27 97316YAU4 6300000.00000000 PA USD 6302368.80000000 0.167939069204 Long ABS-CBDO CORP KY N 2 2035-07-20 Floating 5.01800000 N N N N N N Wind River CLO Ltd 254900AGKLJSTAXGRN27 97317AAA9 18700000.00000000 PA USD 18744562.10000000 0.499485893575 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.26800000 N N N N N N Wise CLO Ltd 254900ZU603JTA5IWP64 97720BAE0 7000000.00000000 PA USD 7032949.00000000 0.187406822149 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.96800000 N N N N N N Navesink CLO, Limited 549300Z3UTJMSTE02P68 98886CAS5 4000000.00000000 PA USD 4008316.00000000 0.106809499646 Long ABS-CBDO CORP KY N 2 2033-07-25 Floating 5.34800000 N N N N N N Zais Matrix CDO I 549300PCGOXUK8XLNY49 98888JAW9 3900000.00000000 PA USD 3906509.10000000 0.104096653640 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.21800000 N N N N N N Zaxby's Funding LLC N/A 98920MAA0 3530635.00000000 PA USD 3369566.02000000 0.089788744355 Long ABS-O CORP US N 2 2051-07-30 Fixed 3.23800000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 380310000.00000000 OU Notional Amount USD -9017008.12000000 -0.24027599760 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S45 2I65BYEI2 Y buy protection 2030-12-20 0.00000000 USD -8149541.43000000 USD 380310000.00000000 USD -867466.69000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 58166460.00000000 OU Notional Amount USD -5222524.66000000 -0.13916448848 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S45 2I65BRAD5 Y buy protection 2030-12-20 0.00000000 USD -4058433.51000000 USD 58166460.00000000 USD -1164091.15000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 117800000.00000000 OU Notional Amount USD 373663.88000000 0.009957012385 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-08-31 642.92000000 USD 0.00000000 USD 117800000.00000000 USD 373020.96000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 164000000.00000000 OU Notional Amount USD 747136.08000000 0.019908917079 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-10-24 89047.93000000 USD 0.00000000 USD 164000000.00000000 USD 658088.15000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 10455000.00000000 OU Notional Amount USD 40212.30000000 0.001071536186 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Oracle Corp. Oracle Corp. Y sell protection 2027-12-20 13267.84000000 USD 0.00000000 USD 10455000.00000000 USD 26944.46000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4179000.00000000 OU Notional Amount USD 24641.28000000 0.000656615593 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2033-02-01 0.00000000 USD -157.40000000 USD 4179000.00000000 USD 24798.68000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 9000000.00000000 OU Notional Amount USD 4687.35000000 0.000124903702 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-15 0.00000000 USD 0.00000000 USD 9000000.00000000 USD 4687.35000000 N N N INNIO Group Holding GmbH 2549000WCDQX6ZM7AW92 000000000 6021000.00000000 PA USD 6029790.66000000 0.160675686090 Long LON CORP AT N 2 2028-11-02 Floating 5.92500000 N N N N N N eStruxture Issuer Limited Partnership 8945009YAF8AMRRYIY30 000000000 17700000.00000000 PA 13085144.05000000 0.348679517478 Long ABS-O CORP CA N 2 2055-07-20 Fixed 5.89400000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 251.00000000 NC USD -202282.65000000 -0.00539022088 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes Futures TYH6 Comdty 2026-03-20 28271142.03000000 USD -202282.65000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 905.00000000 NC USD 204071.16000000 0.005437879271 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes Futures FVH6 Comdty 2026-03-31 98377296.48000000 USD 204071.16000000 N N N Atlas Warehouse Lending Company, L.P. 25490068J12A1HV7YM70 000000000 13000000.00000000 PA USD 13065000.00000000 0.348142739464 Long LON CORP US N 2 2026-04-10 Floating 5.17500000 N N N N N N ALKERMES INC 549300YHRMYLL071E243 000000000 1707000.00000000 PA USD 1715535.00000000 0.045713819712 Long LON CORP US N 2 2031-01-28 None 0.00000000 N N N N N N Garda World Security Corporation 549300ZF1NDXLMCHNO20 000000000 4950000.00000000 PA USD 4950000.00000000 0.131902530451 Long LON CORP CA N 2 2029-02-01 Floating 6.42100000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 000000000 5969849.24000000 PA USD 5974535.57000000 0.159203305041 Long LON CORP US N 2 2030-05-06 Floating 6.17200000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 6000000.00000000 PA USD 6001140.00000000 0.159912232645 Long LON CORP US N 2 2029-01-31 Floating 7.04500000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 2000000.00000000 PA USD 1969370.00000000 0.052477754827 Long LON CORP US N 2 2031-03-31 None 0.00000000 N N N N N N Peer Holding III BV 7245002S0K5Q59JCVQ03 000000000 7400000.00000000 PA USD 7411581.00000000 0.197496219908 Long LON CORP US N 2 2032-09-29 Floating 5.92200000 N N N N N N GVC Holdings (Gibraltar) Limited 213800GNI3K45LQR8L28 000000000 44146.25000000 PA 52762.80000000 0.001405969057 Long LON CORP IM N 2 2028-06-30 Floating 5.51900000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 489250.00000000 NS USD 489250.00000000 0.013037032934 Long STIV RF US N 1 N N 2026-02-13 LORD ABBETT TRUST I Michael Hebert Michael Hebert Chief Financial Officer