0001752724-21-189954.txt : 20210827
0001752724-21-189954.hdr.sgml : 20210827
20210827142555
ACCESSION NUMBER: 0001752724-21-189954
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210827
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Natixis Funds Trust II
CENTRAL INDEX KEY: 0000052136
IRS NUMBER: 041990692
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-00242
FILM NUMBER: 211217725
BUSINESS ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 800-283-1155
MAIL ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: IXIS Advisor Funds Trust II
DATE OF NAME CHANGE: 20050502
FORMER COMPANY:
FORMER CONFORMED NAME: CDC NVEST FUNDS TRUST II
DATE OF NAME CHANGE: 20010503
FORMER COMPANY:
FORMER CONFORMED NAME: NVEST FUNDS TRUST II
DATE OF NAME CHANGE: 20000202
0000052136
S000030600
Loomis Sayles Strategic Alpha Fund
C000094853
Class A
LABAX
C000094854
Class C
LABCX
C000094855
Class Y
LASYX
C000190722
Class N
LASNX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000052136
XXXXXXXX
S000030600
C000094853
C000094854
C000094855
C000190722
Natixis Funds Trust II
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0000052136
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888 BOYLSTON STREET
Suite 800
BOSTON
02199-8197
617-449-2822
Loomis Sayles Strategic Alpha Fund
S000030600
XW1RTFP3MQA6N2KPMD54
2021-12-31
2021-06-30
N
1459687119.29
13377908.36
1446309210.93
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
17975277.40000000
USD
ZAR
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
585000.00000000
PA
USD
605580.30000000
0.041870735208
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
CLI Funding LLC
N/A
CLI Funding VIII LLC
12565KAA5
5694928.82000000
PA
USD
5645147.17000000
0.390313988691
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.64000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BN2
5645000.00000000
PA
USD
6818416.78000000
0.471435618916
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.32700000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2018-SFR3 Trust
74331MAE6
715000.00000000
PA
USD
723318.38000000
0.050011323618
Long
ABS-O
CORP
US
N
2
2035-10-17
Fixed
4.87300000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
45674GAA2
210000.00000000
PA
USD
212778.30000000
0.014711812549
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-GS2
52475BAA0
200744.42000000
PA
USD
201094.08000000
0.013903947958
Long
ABS-O
CORP
US
N
2
2059-01-25
Variable
3.75000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAC8
1075000.00000000
PA
USD
1091125.00000000
0.075442028008
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.62500000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CA3
580000.00000000
PA
USD
577100.00000000
0.039901564315
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
1435000.00000000
PA
USD
1467287.50000000
0.101450470543
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-2
26252TAG1
1655000.00000000
PA
USD
1713381.78000000
0.118465800193
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.48000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2013-II Ltd
12549BAU2
730000.00000000
PA
USD
728165.00000000
0.050346426234
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Floating
2.14000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 30 Ltd
50200YAW8
310000.00000000
PA
USD
309999.01000000
0.021433799056
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.32200000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDV3
1565000.00000000
PA
USD
1625902.13000000
0.112417325265
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.68000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-1
26208NAG9
1330000.00000000
PA
USD
1380348.88000000
0.095439403245
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
4.09000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
2745000.00000000
PA
USD
2759221.95000000
0.190776766762
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
Nexstar Media Group Inc
52990083ZRR5UT591988
Nexstar Media Group Inc
65336K103
1561.00000000
NS
USD
230840.68000000
0.015960672742
Long
EC
CORP
US
N
1
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAK8
405000.00000000
PA
USD
410102.23000000
0.028355086650
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.80000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BW3
310000.00000000
PA
USD
337431.90000000
0.023330550441
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.87500000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
NEWMONT CORP AUG21 72.5 CALL
000000000
-40.00000000
NC
USD
-1900.00000000
-0.00013136886
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Newmont Corp
Newmont Corp
100.00000000
72.50000000
USD
2021-08-20
XXXX
297.79000000
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
1985000.00000000
PA
USD
2043656.75000000
0.141301509701
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.87500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAJ3
570000.00000000
PA
USD
574886.27000000
0.039748503684
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.53800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
1330000.00000000
PA
USD
1333165.20000000
0.092177052453
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98100000
N
N
N
N
N
N
Basswood Park CLO Ltd
5493005HSAGIQZIVAS94
Basswood Park CLO Ltd
070252AG6
1830000.00000000
PA
USD
1829920.94000000
0.126523493466
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
2.86100000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CH6
70000.00000000
PA
USD
74001.28000000
0.005116560099
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.10000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
1234.00000000
NS
970734.47000000
0.067118045205
Long
EC
CORP
FR
N
2
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
Cisco Systems Inc/Delaware
17275R102
10937.00000000
NS
USD
579661.00000000
0.040078635717
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
920.00000000
NS
USD
450956.40000000
0.031179805576
Long
EC
CORP
US
N
1
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXI Ltd
55819DAL0
300000.00000000
PA
USD
300015.18000000
0.020743501993
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
3.17300000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette Clo Ltd
75620TAZ1
340000.00000000
PA
USD
342147.61000000
0.023656601742
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
3.43800000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
14484.00000000
NS
USD
525624.36000000
0.036342460936
Long
EC
US
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-G
63941JAB4
695000.00000000
PA
USD
717881.97000000
0.049635442032
Long
ABS-O
CORP
US
N
2
2068-10-15
Fixed
3.08000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAJ0
1550000.00000000
PA
USD
1615441.00000000
0.111694026961
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.37500000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAJ4
1715000.00000000
PA
USD
1744789.55000000
0.120637380776
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
2.79100000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAC5
1530000.00000000
PA
USD
1631206.75000000
0.112784094692
Long
DBT
CORP
BM
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
OHA Loan Funding Ltd
54930016024GMIAF7A82
OHA Loan Funding 2016-1 Ltd
67110UAQ2
1570000.00000000
PA
USD
1565650.00000000
0.108251402132
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
2.13800000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
2680.00000000
NS
USD
557359.60000000
0.038536683289
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3
46635TAX0
300000.00000000
PA
USD
290318.70000000
0.020073072743
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Variable
5.36000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2020-2
30167YAG6
1265000.00000000
PA
USD
1355681.90000000
0.093733891048
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
4.73000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2020-SFR1
89613GAE6
1040000.00000000
PA
USD
1095584.88000000
0.075750390837
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
3.54400000
N
N
N
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
1809.00000000
NS
USD
533275.11000000
0.036871445329
Long
EC
CORP
IE
N
1
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAH3
2935395.00000000
PA
USD
3167408.62000000
0.218999408706
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.11800000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2C7
2545000.00000000
PA
USD
2472569.30000000
0.170957170245
Long
DBT
CORP
IN
N
2
2031-02-10
Fixed
2.80000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAH5
2755000.00000000
PA
USD
2959233.16000000
0.204605843455
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
11600.00000000
NS
USD
504136.00000000
0.034856723319
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBF6
2000000.00000000
PA
USD
2296315.56000000
0.158770720855
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
220000.00000000
PA
USD
154111.80000000
0.010655522265
Long
DBT
CORP
KY
N
2
2024-03-29
Fixed
9.50000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
535000.00000000
PA
USD
566939.50000000
0.039199052022
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
885000.00000000
PA
USD
904912.50000000
0.062567014934
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAB2
435000.00000000
PA
USD
430650.00000000
0.029775790456
Long
DBT
CORP
PE
N
2
2026-02-11
Fixed
4.37500000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-1 Trust
83405RAC1
393353.59000000
PA
USD
398793.04000000
0.027573152199
Long
ABS-O
CORP
US
N
2
2027-02-25
Fixed
3.65000000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAA8
1385000.00000000
PA
USD
1339121.88000000
0.092588906291
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Peloton Interactive Inc
Peloton Interactive Inc
USD
XXXX
N
N
N
OCTAGON INVESTMENT PARTNERS 40, LTD.
N/A
Octagon Investment Partners 40 Ltd
67592BAJ7
1420000.00000000
PA
USD
1421913.88000000
0.098313270029
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
3.98800000
N
N
N
N
N
N
AmWINS Group, Inc.
549300SJE7MUB8NMRG61
AmWINS Group, Inc. 2021 Term Loan B
03234TAW8
621705.65000000
PA
USD
617558.87000000
0.042698951602
Long
LON
CORP
US
N
2
2028-02-19
Floating
3.00000000
N
N
N
N
N
N
LUNDIN ENERGY FI
549300JSNI1KL271GM17
Lundin Energy Finance BV
55037AAA6
2285000.00000000
PA
USD
2288656.87000000
0.158241187479
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
2.00000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
420000.00000000
PA
USD
280087.42000000
0.019365666614
Long
DBT
CORP
KY
N
2
2025-06-28
Fixed
8.75000000
N
N
N
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
6552.00000000
NS
USD
829483.20000000
0.057351719378
Long
EC
CORP
US
N
1
N
N
N
World Financial Network Credit Card Master Trust
N/A
World Financial Network Credit Card Master Trust
981464HG8
6995000.00000000
PA
USD
7162172.81000000
0.495203429244
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
2.71000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
QUALCOMM INC AUG21 155 CALL
000000000
-19.00000000
NC
USD
-4237.00000000
-0.00029295256
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
QUALCOMM Inc
QUALCOMM Inc
100.00000000
155.00000000
USD
2021-08-20
XXXX
-2570.42000000
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAG9
2840000.00000000
PA
USD
2818690.63000000
0.194888520981
Long
DBT
CORP
US
N
2
2028-06-11
Fixed
2.87500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-1
80287AAG8
3210000.00000000
PA
USD
3481928.73000000
0.240745803434
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
5.35000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2003-22CB
12669FEE9
352562.33000000
PA
USD
364108.11000000
0.025174983831
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Fixed
5.75000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CD9
1265000.00000000
PA
USD
1346551.37000000
0.093102592434
Long
DBT
CORP
DE
N
2
2031-09-18
Fixed
3.54700000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
3090000.00000000
PA
USD
3236157.00000000
0.223752775377
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
Whiting Petroleum Corp
52990028CHK9KUB1B293
Whiting Petroleum Corp
966387508
32298.00000000
NS
USD
1761855.90000000
0.121817373953
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
31493.80000000
0.002177528827
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1665000.00000000
EUR
2006751.41000000
USD
2021-07-26
31493.80000000
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
11713.00000000
NS
USD
1929599.62000000
0.133415427725
Long
EC
CORP
US
N
1
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-HYB4
12669FV75
41058.58000000
PA
USD
41303.81000000
0.002855807713
Long
ABS-MBS
CORP
US
N
2
2034-09-20
Variable
2.84700000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust 2014-C20
92890FAY2
1105000.00000000
PA
USD
1159738.61000000
0.080186076479
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
4.37800000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAH1
685000.00000000
PA
USD
692774.75000000
0.047899490977
Long
DBT
CORP
MX
N
2
2025-09-18
Fixed
1.87500000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta PLC
03718NAA4
690000.00000000
PA
USD
664815.00000000
0.045966311697
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.37500000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
N/A
Atlas Senior Loan Fund Ltd
04940AAL6
1105000.00000000
PA
USD
1108404.62000000
0.076636766994
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
3.84300000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REC4
1800000.00000000
PA
USD
1961736.66000000
0.135637431136
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
4.25000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
1404.00000000
NS
USD
562217.76000000
0.038872583798
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
14249.44000000
0.000985227770
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
590000.00000000
EUR
714495.90000000
USD
2021-08-17
14249.44000000
N
N
N
Oaktree CLO Ltd
N/A
Oaktree CLO 2019-4 Ltd
67400JAA1
2100000.00000000
PA
USD
2096531.43000000
0.144957344816
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
7.41800000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAF0
4360000.00000000
PA
USD
4704811.04000000
0.325297730557
Long
DBT
CORP
NO
N
2
2030-01-15
Fixed
3.75000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2021-1
40440YAF6
700000.00000000
PA
USD
698007.66000000
0.048261302266
Long
ABS-O
CORP
US
N
2
2031-03-20
Fixed
1.03000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
5205000.00000000
PA
USD
5242996.50000000
0.362508684891
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.37500000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
5161.00000000
NS
USD
511506.71000000
0.035366345324
Long
EC
CORP
US
N
1
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST
N/A
Bayview Opportunity Master Fund V Trust 2020-RN3
07335EAA8
1188521.84000000
PA
USD
1201374.40000000
0.083064837789
Long
ABS-O
CORP
US
N
2
2035-09-25
Variable
3.22800000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AM6
1135000.00000000
PA
USD
1187493.75000000
0.082105108715
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital Aircraft Lease Securitization Ltd 2016-1
09228YAB8
897708.34000000
PA
USD
895853.05000000
0.061940630898
Long
ABS-O
CORP
KY
N
2
2041-12-16
Variable
4.21300000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAV3
1430000.00000000
PA
USD
1521940.68000000
0.105229273830
Long
DBT
CORP
DK
N
2
2025-12-20
Fixed
3.24400000
N
N
N
N
N
N
GCA2014 Holddings Ltd
549300P7I2VS2S4LJI66
GCA2014 Holdings Ltd
36163UAA8
2335930.86000000
PA
USD
2102337.77000000
0.145358803920
Long
ABS-O
CORP
BM
Y
3
2030-01-05
Fixed
6.00000000
N
N
N
N
N
N
BANCO SANTANDER
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAK5
6000000.00000000
PA
USD
6011980.98000000
0.415677431531
Long
DBT
CORP
ES
N
2
2024-06-30
Fixed
0.70100000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-232712.70000000
-0.01609010702
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
17876000.00000000
BRL
3334639.13000000
USD
2021-09-02
-232712.70000000
N
N
N
RBSCF Trust
N/A
RBS Commercial Funding Inc 2013-GSP Trust
74932QAA8
1350000.00000000
PA
USD
1430921.16000000
0.098936046952
Long
ABS-MBS
CORP
US
N
2
2032-01-15
Variable
3.96100000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2
590219AE1
35935.90000000
PA
USD
36528.86000000
0.002525660469
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
2.09700000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDN1
1165000.00000000
PA
USD
1247052.23000000
0.086223071842
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
4.24000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300NWENTZ8X7JUC78
SMB Private Education Loan Trust 2017-B
83189DAC4
806026.92000000
PA
USD
809017.44000000
0.055936685868
Long
ABS-O
CORP
US
N
2
2035-10-15
Floating
0.85100000
N
N
N
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
698760.00000000
PA
USD
741055.94000000
0.051237725266
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796J42
17950000.00000000
PA
USD
17936911.40000000
1.240185104571
Long
STIV
UST
US
N
2
2022-06-16
None
0.00000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2021-NMR1
59982HAH3
245000.00000000
PA
USD
253321.43000000
0.017515025700
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
2.50000000
N
N
N
N
N
N
Battalion CLO LTD
549300QOOT46OWR6Z544
Battalion Clo XVI Ltd
07133MAE6
500000.00000000
PA
USD
502533.30000000
0.034745910224
Long
ABS-CBDO
CORP
KY
N
2
2032-12-19
Floating
4.54800000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAN1
1015000.00000000
PA
USD
1119037.50000000
0.077371940352
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.12500000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BN3
5460000.00000000
PA
USD
5623800.00000000
0.388838013164
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.00000000
N
N
N
N
N
N
Education Funding Trust
N/A
Education Funding Trust Trust
28141PAA3
1952374.53000000
PA
USD
2002876.60000000
0.138481908630
Long
ABS-O
CORP
US
N
2
2041-07-25
Fixed
2.79000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAP0
1475000.00000000
PA
USD
1604196.70000000
0.110916579101
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO IV Ltd
14687EAJ9
970000.00000000
PA
USD
970000.00000000
0.067067262841
Long
ABS-CBDO
CORP
KY
N
3
2034-07-20
Floating
0.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
PFIZER INC AUG21 41 CALL
000000000
-79.00000000
NC
USD
-3239.00000000
-0.00022394934
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Pfizer Inc
Pfizer Inc
100.00000000
41.00000000
USD
2021-08-20
XXXX
626.07000000
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAC7
3028875.00000000
PA
USD
3062132.05000000
0.211720427890
Long
ABS-O
CORP
US
N
2
2049-12-05
Fixed
3.85800000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
2720000.00000000
PA
USD
3285229.60000000
0.227145728947
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAF2
4145000.00000000
PA
USD
4639913.00000000
0.320810582200
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.25000000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2021-A
00833MAC8
995000.00000000
PA
USD
999513.92000000
0.069107899780
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
1.66000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAS8
1595000.00000000
PA
USD
1768360.55000000
0.122267115263
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.87500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JN8
255000.00000000
PA
USD
262284.47000000
0.018134743802
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIV LLC
92873AAA6
1736936.88000000
PA
USD
1738643.25000000
0.120212416325
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
2.24000000
N
N
N
N
N
N
GCA2014 Holddings Ltd
549300P7I2VS2S4LJI66
GCA2014 Holdings Ltd
36163UAB6
1059946.05000000
PA
USD
794959.54000000
0.054964701461
Long
ABS-O
CORP
BM
Y
3
2030-01-05
Fixed
7.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
134687500.00000000
PA
6877481.31000000
0.475519429595
Long
DBT
NUSS
MX
N
2
2023-03-09
Fixed
6.75000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
67000000.00000000
PA
368145.74000000
0.025454151658
Long
DBT
NUSS
AR
N
2
2025-04-12
Variable
37.85400000
N
N
N
N
N
N
Artisan Partners Asset Management Inc
549300T1FUI6JF63XU51
Artisan Partners Asset Management Inc
04316A108
1489.00000000
NS
USD
75670.98000000
0.005232005675
Long
EC
CORP
US
N
1
N
N
N
SLM Student Loan Trust
N/A
SLM Private Credit Student Loan Trust 2003-A
78443CAJ3
556000.00000000
PA
USD
555880.46000000
0.038434413319
Long
ABS-O
CORP
US
N
2
2032-06-15
Floating
3.58300000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
477143AN1
915000.00000000
PA
USD
911797.50000000
0.063043054217
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.50000000
N
N
N
N
N
JetBlue Airways Corp
JetBlue Airways Corp
USD
XXXX
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2021-1
68269MAE4
810000.00000000
PA
USD
814524.66000000
0.056317463364
Long
ABS-O
CORP
US
N
2
2036-06-16
Fixed
2.47000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust 2005-7
61748HNZ0
317293.11000000
PA
USD
272450.84000000
0.018837661956
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300INMCHM7L5O6M41
SMB Private Education Loan Trust 2018-B
78449LAD0
190000.00000000
PA
USD
206985.24000000
0.014311271644
Long
ABS-O
CORP
US
N
2
2042-07-15
Fixed
4.00000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2019-2
32058RAD6
635000.00000000
PA
USD
652212.88000000
0.045094982115
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.80000000
N
N
N
N
N
N
Hayfin Kingsland XI Ltd
549300O98C0I3AZ3X247
Hayfin Kingsland XI Ltd
42086XAA4
990000.00000000
PA
USD
993372.34000000
0.068683261676
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
7.08800000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C7
92936TAJ1
1875000.00000000
PA
USD
1220107.50000000
0.084360072575
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.95700000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
330000.00000000
PA
USD
360329.67000000
0.024913736791
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CHEVRON CORP AUG21 115 CALL
000000000
-42.00000000
NC
USD
-3906.00000000
-0.00027006673
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Chevron Corp
Chevron Corp
100.00000000
115.00000000
USD
2021-08-20
XXXX
1627.27000000
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAF7
1130000.00000000
PA
USD
1195007.85000000
0.082624644921
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust 2020-GSL
N/A
Legacy Mortgage Asset Trust 2020-GS1
52474PAA0
1816738.06000000
PA
USD
1829805.49000000
0.126515511079
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.88200000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
1515000.00000000
PA
USD
1556238.30000000
0.107600663000
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
1078.00000000
NS
USD
543818.66000000
0.037600442276
Long
EC
CORP
US
N
1
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAB6
4365000.00000000
PA
USD
4643399.70000000
0.321051657896
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
1289.00000000
NS
USD
510018.63000000
0.035263457229
Long
EC
CORP
US
N
1
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAH1
765000.00000000
PA
USD
740810.70000000
0.051220769003
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AD6
320000.00000000
PA
USD
422436.70000000
0.029207910508
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
555000.00000000
PA
USD
575424.00000000
0.039785683147
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust 2004-4
576433MH6
181106.69000000
PA
USD
183997.77000000
0.012721883301
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
2.75000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2019-3 Ltd
92918FAD6
695000.00000000
PA
USD
698443.38000000
0.048291428604
Long
ABS-CBDO
CORP
KY
N
2
2032-10-17
Floating
4.04000000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS 2018-1 Ltd
56564RAA8
1184015.66000000
PA
USD
1185769.42000000
0.081985885939
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.21200000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAA1
1343022.50000000
PA
USD
1347991.68000000
0.093202177640
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.26200000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2004-AR7
45660NU45
485883.22000000
PA
USD
466441.91000000
0.032250497091
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
1.31200000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAG9
4875000.00000000
PA
USD
4876996.17000000
0.337202870115
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.62500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAY8
5195000.00000000
PA
USD
5390332.00000000
0.372695683555
Long
DBT
CORP
FR
N
2
2035-07-08
Fixed
3.65300000
N
N
N
N
N
N
Hexion Holdings Corp
549300LBB370MUHGLV84
Hexion Holdings Corp
42830K103
138555.00000000
NS
USD
2563267.50000000
0.177228180573
Long
EC
CORP
US
N
2
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
700000.00000000
PA
USD
716728.89000000
0.049555716342
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAE0
3335000.00000000
PA
USD
3310358.12000000
0.228883152716
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
1050000.00000000
PA
USD
1088062.50000000
0.075230282140
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
4001.00000000
NS
USD
618114.49000000
0.042737368007
Long
EC
CORP
US
N
1
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAA8
3769000.00000000
PA
USD
4005353.99000000
0.276936215280
Long
DBT
CORP
LU
N
2
2024-11-26
Fixed
6.87500000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2020-3
26253AAD8
1110000.00000000
PA
USD
1126082.79000000
0.077859062328
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
1.84000000
N
N
N
N
N
N
Bristol Park CLO, Ltd.
549300XRS6MFERKEPO61
Bristol Park CLO LTD
11014PAN5
915000.00000000
PA
USD
916586.70000000
0.063374186728
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
2.13400000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
1165000.00000000
PA
USD
1185387.50000000
0.081959479414
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
1375000.00000000
PA
USD
1455547.50000000
0.100638749238
Long
DBT
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Long: SPES00FS CDS USD R V 03MEVENT SPES00FS_PRO SOVEREIGN / Short: SPES00FS CDS USD P F 1.00000 SPES00FS_FEE SOVEREIGN
000000000
21525000.00000000
OU
Notional Amount
USD
-64645.17000000
-0.00446966454
N/A
DCR
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
UNITED MEXICAN STATES
UNITED MEXICAN STATES
Y
buy protection
2026-06-20
82426.03000000
USD
0.00000000
USD
21525000.00000000
USD
-147071.20000000
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
897750.00000000
PA
USD
931065.50000000
0.064375272795
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
CoreLogic, Inc.
N/A
CoreLogic, Inc. Term Loan
21870FBA6
2635000.00000000
PA
USD
2625777.50000000
0.181550216243
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.00000000
N
N
N
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust 2019-1
74113NAG3
910000.00000000
PA
USD
936184.25000000
0.064729190889
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
3.90000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2019-1
22535AAE5
4745000.00000000
PA
USD
4892440.44000000
0.338270710234
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
3.94000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-F
63941XAB3
1290000.00000000
PA
USD
1344128.40000000
0.092935064635
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
2.69000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
7859.00000000
NS
USD
556024.25000000
0.038444355176
Long
EC
CORP
US
N
1
N
N
N
Babson CLO Ltd
549300QO1I8V07FLPQ13
Barings Clo Ltd 2019-IV
06761VAJ6
850000.00000000
PA
USD
854205.89000000
0.059061083449
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
2.98400000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
1300000.00000000
PA
USD
1622757.75000000
0.112199918090
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AG1
390000.00000000
PA
USD
396825.00000000
0.027437078945
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CF0
375000.00000000
PA
USD
382646.07000000
0.026456726342
Long
DBT
CORP
US
N
2
2059-03-01
Fixed
3.82500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
1560000.00000000
PA
USD
1634100.00000000
0.112984138360
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
AGL CLO 3 Ltd.
549300LS0REDUXQSHW18
AGL CLO 3 LTD
00119MAG4
1350000.00000000
PA
USD
1351201.91000000
0.093424137783
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
2.33400000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAE5
1335000.00000000
PA
USD
1461838.35000000
0.101073708094
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
5970000.00000000
PA
USD
5945284.20000000
0.411065915578
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.80000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAQ2
5680000.00000000
PA
USD
5085886.20000000
0.351645841813
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.37300000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B28437096 IRS ZAR R V 03MJIBAR 828437096_FLO CCPVANILLA / Short: B28437096 IRS ZAR P F 7.58000 828437096_FIX CCPVANILLA
000000000
330000000.00000000
OU
Notional Amount
-711322.16000000
-0.04918188687
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-05-07
27466.85000000
ZAR
0.00000000
ZAR
330000000.00000000
ZAR
-712797.46000000
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
3150000.00000000
PA
USD
3374437.50000000
0.233313697686
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAB8
895000.00000000
PA
USD
953747.80000000
0.065943561224
Long
DBT
CORP
NL
N
2
2027-02-01
Fixed
5.40000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAL9
585000.00000000
PA
USD
584913.42000000
0.040441795957
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.52500000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2018-1
14314AAG4
135000.00000000
PA
USD
137446.56000000
0.009503262439
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
3.37000000
N
N
N
N
N
N
Carbone CLO, LTD
5493005I53NEC017LN87
Carbone Clo Ltd
141312AE8
400000.00000000
PA
USD
399236.32000000
0.027603801246
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
1.98800000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 80 CLO Ltd
26245JAJ7
615000.00000000
PA
USD
619233.23000000
0.042814719378
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Floating
4.29000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CONOCOPHILLIPS AUG21 65 CALL
000000000
-66.00000000
NC
USD
-9702.00000000
-0.00067081091
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
ConocoPhillips
ConocoPhillips
100.00000000
65.00000000
USD
2021-08-20
XXXX
-1798.20000000
N
N
N
OHA Loan Funding Ltd
N/A
OHA Loan Funding 2013-1 Ltd
67706HBE7
2245000.00000000
PA
USD
2245246.28000000
0.155239713819
Long
ABS-CBDO
CORP
KY
N
2
2031-07-23
Floating
3.22300000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2004-16CB
12667FLT0
185359.43000000
PA
USD
190195.07000000
0.013150373970
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
5.50000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-RPL1 Trust
36167CAA4
354299.76000000
PA
USD
364973.43000000
0.025234813360
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
2.65000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
9847.00000000
NS
USD
561475.94000000
0.038821293244
Long
EC
CORP
US
N
1
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAC3
399224.59000000
PA
USD
423458.72000000
0.029278574512
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
4.21000000
N
N
N
N
N
N
UNITED AIR 2019-2 B PTT
N/A
United Airlines 2019-2 Class B Pass Through Trust
90932KAA7
6225715.63000000
PA
USD
6148516.76000000
0.425117721268
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.50000000
N
N
N
N
N
N
Sprite Limited
N/A
Sprite 2017-1 Ltd
85208HAA1
525861.87000000
PA
USD
522484.26000000
0.036125349686
Long
ABS-O
CORP
KY
N
2
2037-12-15
Fixed
4.25000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AX2
1315000.00000000
PA
USD
1308624.47000000
0.090480269371
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
215000.00000000
PA
USD
224940.39000000
0.015552717793
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust
58940BAA4
2845000.00000000
PA
USD
2853591.62000000
0.197301628063
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.54000000
N
N
N
N
N
N
Willis Engine Securitization Trust
N/A
Willis Engine Structured Trust V
97064FAA3
790655.48000000
PA
USD
792263.28000000
0.054778277979
Long
ABS-O
CORP
US
N
2
2045-03-15
Fixed
3.22800000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAK6
2305000.00000000
PA
USD
2357231.30000000
0.162982526985
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
1455000.00000000
PA
USD
1648980.60000000
0.114013005485
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
875000.00000000
PA
USD
875236.42000000
0.060515166009
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
7070000.00000000
PA
USD
7186655.00000000
0.496896164782
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2011-GC5
36191YAJ7
540000.00000000
PA
USD
448276.09000000
0.030994484900
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
5.42800000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Z5ZNFT7IECFZ07
Neuberger Berman CLO XIV Ltd
64129JBJ8
3300000.00000000
PA
USD
3292149.96000000
0.227624213074
Long
ABS-CBDO
CORP
KY
N
2
2030-01-28
Floating
2.08400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796F38
17410000.00000000
PA
USD
17403825.20000000
1.203326720764
Long
STIV
UST
US
N
2
2022-03-24
None
0.00000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-5
576434RF3
216015.89000000
PA
USD
221400.71000000
0.015307978980
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Fixed
5.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2019-RP10 Trust
12597FAC4
2357918.53000000
PA
USD
2373799.11000000
0.164128050354
Long
ABS-MBS
CORP
US
N
2
2059-12-26
Variable
3.02300000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJY6
7280000.00000000
PA
USD
7278471.20000000
0.503244475316
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.52300000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2019-2
32058RAE4
1475000.00000000
PA
USD
1529486.50000000
0.105751003204
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
3.88000000
N
N
N
N
N
N
Apidos CLO
5493008YDOADR1DMZM86
Apidos CLO XX
03765LAV4
480000.00000000
PA
USD
480018.29000000
0.033189188478
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
2.13400000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
14108.00000000
NS
USD
523830.04000000
0.036218398945
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
46639EAL5
2435000.00000000
PA
USD
2484472.87000000
0.171780201026
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.56600000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
90000.00000000
PA
USD
97087.50000000
0.006712776166
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCM6
1170000.00000000
PA
USD
1310400.00000000
0.090603032193
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
6.50000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
2400000.00000000
PA
USD
2508960.00000000
0.173473278123
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR2
45661EAF1
2066147.90000000
PA
USD
1655139.22000000
0.114438821760
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
0.51200000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18453HAA4
2745000.00000000
PA
USD
2814228.90000000
0.194580030240
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
735000.00000000
PA
USD
769912.50000000
0.053232911342
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-JWDR
95002NAJ6
4885000.00000000
PA
USD
4929332.84000000
0.340821506407
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Variable
3.13900000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057Q305
14685.00000000
NS
USD
442605.90000000
0.030602439413
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAD1
4280000.00000000
PA
USD
4148925.00000000
0.286862931428
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
270000.00000000
PA
USD
230985.01000000
0.015970651936
Long
DBT
CORP
KY
N
2
2022-04-11
Fixed
9.50000000
N
N
N
N
N
N
GCA2014 Holddings Ltd
549300P7I2VS2S4LJI66
GCA2014 Holdings Ltd
36163UAC4
3410000.00000000
PA
USD
170500.00000000
0.011788627128
Long
ABS-O
CORP
BM
Y
3
2030-01-05
None
0.00000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
9474.00000000
NS
USD
525807.00000000
0.036355088941
Long
EC
CORP
US
N
1
N
N
N
Galaxy CLO Ltd
549300BSLQRD3CFUV847
Galaxy XXIX CLO Ltd
36321HAG3
330000.00000000
PA
USD
329708.28000000
0.022796527707
Long
ABS-CBDO
CORP
KY
N
2
2026-11-15
Floating
2.55600000
N
N
N
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust 2014-STAR
85571XAQ0
4243654.00000000
PA
USD
1045994.43000000
0.072321632338
Long
ABS-MBS
CORP
US
N
3
2027-11-15
Floating
3.57300000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBT8
795000.00000000
PA
USD
817776.75000000
0.056542317771
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2019-2
80286GAG6
4140000.00000000
PA
USD
4276514.84000000
0.295684685382
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
3.22000000
N
N
N
N
N
N
Banco Macro SA
579100KKDKKIFEBKK040
Banco Macro SA
05963GAJ7
21970000.00000000
PA
122852.59000000
0.008494213344
Long
DBT
CORP
AR
N
2
2022-05-08
Fixed
17.50000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
2632.00000000
NS
USD
506133.60000000
0.034994840396
Long
EC
CORP
US
N
1
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
1665000.00000000
PA
2125384.89000000
0.146952316554
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
6.00000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
3525000.00000000
PA
USD
4192282.50000000
0.289860734365
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust 2014-STAR
85571XAN7
1060000.00000000
PA
USD
500808.60000000
0.034626661865
Long
ABS-MBS
CORP
US
N
3
2027-11-15
Floating
2.82300000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCY4
340000.00000000
PA
USD
352648.00000000
0.024382614542
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
Dukinfield
213800B7W4OACLGF5491
Dukinfield II PLC
000000000
1144218.94000000
PA
1584532.77000000
0.109556985326
Long
ABS-MBS
CORP
GB
N
2
2052-12-20
Floating
1.33100000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
APPLIED MATERIALS INC AUG21 150 CALL
000000000
-32.00000000
NC
USD
-14800.00000000
-0.00102329431
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Applied Materials Inc
Applied Materials Inc
100.00000000
150.00000000
USD
2021-08-20
XXXX
-7991.55000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
5430000.00000000
PA
USD
5699545.20000000
0.394075150522
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares LIX CLO Ltd
04018GAA4
500000.00000000
PA
USD
499112.35000000
0.034509380582
Long
ABS-CBDO
CORP
KY
N
2
2034-04-25
Floating
6.43500000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AC1
1634227.99000000
PA
USD
1687461.82000000
0.116673655069
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
3.51000000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
2679.00000000
NS
USD
852136.32000000
0.058917990258
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MORGAN STANLEY AUG21 97.5 CALL
000000000
-42.00000000
NC
USD
-6195.00000000
-0.00042833164
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Morgan Stanley
Morgan Stanley
100.00000000
97.50000000
USD
2021-08-20
XXXX
-3391.72000000
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
890000.00000000
PA
USD
915988.00000000
0.063332791707
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2018-1 Ltd
05875HAG8
400000.00000000
PA
USD
397120.32000000
0.027457497815
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
3.33800000
N
N
N
N
N
N
EL PASO ENERGY CAP TRST
N/A
El Paso Energy Capital Trust I
283678209
2329.00000000
NS
USD
117032.25000000
0.008091786259
Long
EP
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
2990.00000000
NS
USD
699121.80000000
0.048338335586
Long
EC
CORP
US
N
1
N
N
N
Avid Automobile Receivables Trust
N/A
Avid Automobile Receivables Trust 2019-1
05369DAD7
1035000.00000000
PA
USD
1074069.18000000
0.074262762892
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
4.03000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAL8
470000.00000000
PA
USD
472941.12000000
0.032699862271
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.68800000
N
N
N
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
000000000
1645000.00000000
PA
USD
1702706.60000000
0.117727702149
Long
DBT
CORP
IN
N
2
2024-04-10
Fixed
5.37500000
N
N
N
N
N
N
HILTON GRAND VACATIONS BWR LLC
N/A
HILTON GRAND VACATIONS BWR LLC 2021 TERM LOAN B
000000000
1620000.00000000
PA
USD
1620502.20000000
0.112043965962
Long
LON
CORP
US
N
2
2028-05-20
None
0.00000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AU3
2255000.00000000
PA
USD
2286220.38000000
0.158072724886
Long
DBT
CORP
IT
N
2
2026-09-22
Fixed
2.56900000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234AT5
7080000.00000000
PA
USD
7098257.41000000
0.490784222098
Long
DBT
NUSS
CA
N
2
2026-04-14
Fixed
1.05000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
450000.00000000
PA
USD
469125.00000000
0.032436009980
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8
46638UAM8
405000.00000000
PA
USD
382700.30000000
0.026460475886
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
4.77700000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
1440.00000000
NS
USD
549792.00000000
0.038013448012
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CE3
62000.00000000
PA
USD
63376.40000000
0.004381939872
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.70000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2020-3
025297AD4
2590000.00000000
PA
USD
2660556.78000000
0.183954908113
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
2.40000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AL5
2055000.00000000
PA
USD
2075282.85000000
0.143488185950
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2020-ATrust
83406TAC6
1350000.00000000
PA
USD
1391561.24000000
0.096214642725
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
3.12000000
N
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
2657.00000000
NS
USD
546598.04000000
0.037792612801
Long
EC
CORP
NL
N
1
N
N
N
GUARDANT HEALTH INC
254900M8C3E5VC8BR186
Guardant Health Inc
40131MAA7
855000.00000000
PA
USD
973096.88000000
0.067281385795
Long
DBT
CORP
US
N
2
2027-11-15
None
0.00000000
N
N
N
N
Y
Guardant Health Inc
Guardant Health Inc
USD
XXXX
N
N
N
Banco Hipotecario SA
579100KKDKKHFCBKB005
Banco Hipotecario SA
05961AAG8
44570000.00000000
PA
293826.73000000
0.020315623227
Long
DBT
CORP
AR
N
2
2022-11-07
Floating
38.06300000
N
N
N
N
N
N
firstkey homes 2020-sfr1 trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAJ1
4165000.00000000
PA
USD
4233743.74000000
0.292727427026
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
2.66800000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BZ7
90000.00000000
PA
USD
89924.73000000
0.006217531446
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.62500000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AB8
1325000.00000000
PA
USD
1377549.50000000
0.095245849890
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.62500000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
7420000.00000000
PA
USD
7750537.18000000
0.535883829089
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Jazz Financing Lux S.a.r.l.
N/A
Jazz Financing Lux S.a.r.l. USD Term Loan
000000000
1345000.00000000
PA
USD
1348779.45000000
0.093256645246
Long
LON
CORP
LU
N
2
2028-04-21
Floating
4.00000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
7993.00000000
NS
USD
1078495.49000000
0.074568804640
Long
EC
CORP
US
N
1
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAK4
1455000.00000000
PA
USD
1467643.95000000
0.101475116033
Long
ABS-O
CORP
US
N
2
2051-06-15
Fixed
2.37000000
N
N
N
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
31289.00000000
NS
USD
3631401.34000000
0.251080565107
Long
EP
CORP
BM
N
2
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
470000.00000000
PA
USD
526400.00000000
0.036396089855
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
5.70000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBC8
2155000.00000000
PA
USD
2127911.65000000
0.147127020551
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GK3
215000.00000000
PA
USD
229122.26000000
0.015841858592
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
215000.00000000
PA
USD
220312.65000000
0.015232748871
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
977612.50000000
PA
USD
1021458.42000000
0.070625175604
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
Octagon Investment Partners XXII Ltd
549300MQ9W5DWZ8QX450
Octagon Investment Partners XXII Ltd
67572YBU5
920000.00000000
PA
USD
918568.94000000
0.063511241791
Long
ABS-CBDO
CORP
KY
N
2
2030-01-22
Floating
2.08400000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-5
576434RG1
229713.14000000
PA
USD
236978.76000000
0.016385068850
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Fixed
6.00000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
300000.00000000
PA
USD
329931.00000000
0.022811926903
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
3010000.00000000
PA
USD
3175550.00000000
0.219562315997
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-LC4 Mortgage Trust
126192AG8
140000.00000000
PA
USD
133399.42000000
0.009223437076
Long
ABS-MBS
CORP
US
N
2
2044-12-10
Variable
5.71800000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
APPLE INC AUG21 145 CALL
000000000
-31.00000000
NC
USD
-5750.50000000
-0.00039759824
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Apple Inc
Apple Inc
100.00000000
145.00000000
USD
2021-08-20
XXXX
-2433.67000000
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
2669.00000000
NS
USD
517705.93000000
0.035794968744
Long
EC
CORP
US
N
1
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C7
92936TAE2
725000.00000000
PA
USD
558893.44000000
0.038642735300
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.95700000
N
N
N
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
930000.00000000
PA
USD
920783.70000000
0.063664373637
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
783549108
7082.00000000
NS
USD
526405.06000000
0.036396439711
Long
EC
CORP
US
N
1
N
N
N
Dryden Senior Loan Fund
549300ENU7ZZLTPT3E22
Dryden XXVI Senior Loan Fund
26250UAU9
300000.00000000
PA
USD
299644.80000000
0.020717893361
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
2.03400000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
625000.00000000
PA
USD
666025.00000000
0.046049972921
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BT7
825000.00000000
PA
USD
834990.75000000
0.057732519691
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AG3
1415000.00000000
PA
USD
1396975.40000000
0.096588985912
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCZ4
6780000.00000000
PA
USD
6782647.79000000
0.468962497005
Long
DBT
CORP
US
N
2
2021-08-06
Floating
0.49500000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 3 LTD
67112TAG5
1900000.00000000
PA
USD
1900000.00000000
0.131368865360
Long
ABS-CBDO
CORP
KY
N
3
2035-07-02
Floating
0.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
5493008LHKT4A5V5Z173
Palmer Square CLO 2018-3 Ltd
69700MAA7
1870000.00000000
PA
USD
1870005.05000000
0.129294969282
Long
ABS-CBDO
CORP
KY
N
2
2026-08-15
Floating
4.55600000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-2
682696AC3
1020000.00000000
PA
USD
1046484.30000000
0.072355502688
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
2.76000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300GD7VLLBVPDNJ81
SMB Private Education Loan Trust 2015-C
78448RAE6
800000.00000000
PA
USD
833610.40000000
0.057637080210
Long
ABS-O
CORP
US
N
2
2043-09-15
Fixed
3.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAG6
1375000.00000000
PA
USD
1427181.25000000
0.098677463934
Long
DBT
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2019-1
252722AB9
1213213.67000000
PA
USD
1253238.80000000
0.086650820621
Long
ABS-O
CORP
US
N
2
2032-02-20
Fixed
3.53000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
330000.00000000
PA
USD
423225.00000000
0.029262414759
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
2219.00000000
NS
USD
541014.39000000
0.037406550819
Long
EC
CORP
US
N
1
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
5295000.00000000
PA
USD
5042693.25000000
0.348659416111
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
72488210.41000000
PA
USD
72488210.41000000
5.011944186083
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-07-01
53883300.00000000
USD
73938017.66040000
USD
UST
N
N
N
Parallel Ltd
N/A
Parallel 2017-1 Ltd
69915XAS5
2610000.00000000
PA
USD
2598797.88000000
0.179684804629
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
2.18800000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
780000.00000000
PA
USD
996255.00000000
0.068882573136
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
1974.00000000
NS
USD
523919.34000000
0.036224573282
Long
EC
CORP
US
N
1
N
N
N
AGL CLO 3 Ltd.
549300LS0REDUXQSHW18
AGL CLO 3 LTD
00119MAJ8
1740000.00000000
PA
USD
1740470.50000000
0.120338755146
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
3.48400000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2004-S1
466247EV1
914837.89000000
PA
USD
955298.88000000
0.066050805234
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.00000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
SoFi Consumer Loan Program 2018-4 Trust
83406HAC2
1010000.00000000
PA
USD
1030496.23000000
0.071250063417
Long
ABS-O
CORP
US
N
2
2027-11-26
Fixed
4.17000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
1994.00000000
NS
USD
540174.60000000
0.037348486472
Long
EC
CORP
US
N
1
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
750000.00000000
PA
USD
797812.50000000
0.055161959418
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
Battalion CLO LTD
549300SBOOCXWC0VGZ76
Battalion Clo XIV Ltd
07133DAA4
2145000.00000000
PA
USD
2145018.02000000
0.148309780770
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
6.86800000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
2710000.00000000
PA
USD
2658808.10000000
0.183834001740
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
6817.00000000
NS
USD
502821.92000000
0.034765865846
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
2069.00000000
NS
USD
558919.66000000
0.038644548190
Long
EC
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
330000.00000000
PA
USD
407869.84000000
0.028200735839
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2020-5 LLC
69357AAA9
5151479.77000000
PA
USD
5185637.69000000
0.358542810265
Long
ABS-MBS
CORP
US
N
2
2025-11-25
Variable
3.10400000
N
N
N
N
N
N
Republic Finance Issuance Trust 2019-A
N/A
Republic FInance Issuance Trust 2019-A
76041QAA1
3980000.00000000
PA
USD
4022499.24000000
0.278121663721
Long
ABS-O
CORP
US
N
2
2027-11-22
Fixed
3.43000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BQ5
1585000.00000000
PA
USD
1842325.49000000
0.127381162760
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.66300000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
435000.00000000
PA
USD
440437.50000000
0.030452512966
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
4049.00000000
NS
USD
576577.60000000
0.039865444791
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2011-C2
617459AJ1
1246483.42000000
PA
USD
1230403.78000000
0.085071972901
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
5.42000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
AMERICAN TOWER CORP AUG21 280 CALL
000000000
-16.00000000
NC
USD
-6720.00000000
-0.00046463093
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
American Tower Corp
American Tower Corp
100.00000000
280.00000000
USD
2021-08-20
XXXX
-692.60000000
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2004-J10
12667FVB8
537289.27000000
PA
USD
557661.40000000
0.038557550196
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CITIZENS FINANCIAL GROUP INC AUG21 50 CALL
000000000
-15.00000000
NC
USD
-937.50000000
-0.00006482016
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Citizens Financial Group Inc
Citizens Financial Group Inc
100.00000000
50.00000000
USD
2021-08-20
XXXX
18.22000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
TEXAS INSTRUMENTS INC AUG21 200 CALL
000000000
-13.00000000
NC
USD
-4517.50000000
-0.00031234676
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Texas Instruments Inc
Texas Instruments Inc
100.00000000
200.00000000
USD
2021-08-20
XXXX
-1648.22000000
N
N
N
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
3246.00000000
NS
USD
4090219.68000000
0.282803957071
Long
EP
CORP
US
N
2
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
195000.00000000
PA
USD
214221.15000000
0.014811573374
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.00000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 5 Ltd
67113GAJ6
1745000.00000000
PA
USD
1744993.72000000
0.120651497398
Long
ABS-CBDO
CORP
KY
N
2
2033-04-18
Floating
2.19000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
1090000.00000000
PA
USD
1229520.00000000
0.085010867019
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
EXXON MOBIL CORP AUG21 70 CALL
000000000
-65.00000000
NC
USD
-3900.00000000
-0.00026965188
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Exxon Mobil Corp
Exxon Mobil Corp
100.00000000
70.00000000
USD
2021-08-20
XXXX
-390.98000000
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-2
33845WAG4
3305000.00000000
PA
USD
3455654.46000000
0.238929160782
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
3.53000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2020-3
22536BAE2
1180000.00000000
PA
USD
1204755.57000000
0.083298616982
Long
ABS-O
CORP
US
N
2
2030-02-15
Fixed
2.28000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
2400000.00000000
PA
USD
2430720.00000000
0.168063646530
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
NVIDIA CORP AUG21 830 CALL
000000000
-3.00000000
NC
USD
-11242.50000000
-0.00077732340
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
NVIDIA Corp
NVIDIA Corp
100.00000000
830.00000000
USD
2021-08-20
XXXX
-6782.38000000
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
8101.00000000
NS
USD
513441.38000000
0.035500111326
Long
EC
CORP
US
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
3520000.00000000
PA
USD
3645664.00000000
0.252066706928
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2011-C3
92935VAS7
3504375.92000000
PA
USD
1707331.95000000
0.118047505823
Long
ABS-MBS
CORP
US
N
2
2044-03-15
Variable
5.52000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
701.00000000
NS
USD
560870.10000000
0.038779404553
Long
EC
CORP
US
N
1
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBJ2
2630000.00000000
PA
USD
2725337.50000000
0.188433944788
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
4.65000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
5290.00000000
NS
USD
554074.60000000
0.038309553435
Long
EC
CORP
US
N
1
N
N
N
Kestrel Aircraft Funding Limited
N/A
Kestrel Aircraft Funding LTD
49255PAA1
2047719.93000000
PA
USD
2037679.55000000
0.140888237079
Long
ABS-O
CORP
KY
N
2
2038-12-15
Fixed
4.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
LAM RESEARCH CORP AUG21 710 CALL
000000000
-4.00000000
NC
USD
-5650.00000000
-0.00039064952
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Lam Research Corp
Lam Research Corp
100.00000000
710.00000000
USD
2021-08-20
XXXX
-1912.04000000
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2020-3
96042QAL4
1675000.00000000
PA
USD
1696018.07000000
0.117265247098
Long
ABS-O
CORP
US
N
2
2026-02-17
Fixed
1.65000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BR1
415000.00000000
PA
USD
422262.50000000
0.029195866057
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAM4
1960000.00000000
PA
USD
1869350.00000000
0.129249678137
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Twitter Inc
Twitter Inc
USD
XXXX
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
36256WAC8
2650000.00000000
PA
USD
2691737.50000000
0.186110790117
Long
DBT
CORP
IN
N
2
2026-02-02
Fixed
4.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
2735000.00000000
PA
USD
2864912.50000000
0.198084370779
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-3 LLC
69357PAA6
3007179.10000000
PA
USD
3039437.11000000
0.210151265512
Long
ABS-MBS
CORP
US
N
2
2026-04-25
Variable
1.86700000
N
N
N
N
N
N
DCAL Aviation Finance Limited
N/A
AIM Aviation Finance Ltd
001406AB3
2218114.39000000
PA
USD
936227.27000000
0.064732165357
Long
ABS-O
CORP
KY
N
2
2040-02-15
Variable
5.07200000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AE8
4185338.54000000
PA
USD
4120057.72000000
0.284867004155
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
1.65000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BE7
6035000.00000000
PA
USD
6137201.70000000
0.424335380955
Long
DBT
CORP
US
N
2
2031-04-27
Fixed
2.85000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
880000.00000000
PA
USD
910800.00000000
0.062974085563
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
680000.00000000
PA
USD
731822.80000000
0.050599332042
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BS3
1065000.00000000
PA
USD
1025967.75000000
0.070936957480
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.37500000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C7
92936TAK8
975000.00000000
PA
USD
397733.70000000
0.027499907833
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.95700000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PBH7
1205000.00000000
PA
USD
1221043.21000000
0.084424768975
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAS0
6000000.00000000
PA
USD
6515564.82000000
0.450495977676
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
4.25000000
N
N
N
N
N
N
NATURA COSMETICOS SA
N/A
Natura Cosmeticos SA
63883KAB1
1605000.00000000
PA
USD
1645125.00000000
0.113746423487
Long
DBT
CORP
BR
N
2
2028-05-03
Fixed
4.12500000
N
N
N
N
N
N
ELEMENT COMM AVIATION
N/A
ELEMENT COMM AVIATION 03/40 FIXED 0
000000000
900.00000000
PA
USD
1034460.00000000
0.071524124452
Long
ABS-O
CORP
US
Y
3
N/A
None
0.00000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAZ9
2305000.00000000
PA
USD
2798157.79000000
0.193468849458
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
ANTARES HOLDINGS
N/A
Antares Holdings LP
03666HAC5
845000.00000000
PA
USD
879326.09000000
0.060797931960
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.95000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series 2006-2N
525221HA8
345244.39000000
PA
USD
317458.40000000
0.021949552530
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
0.61200000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAM7
1225000.00000000
PA
USD
1263281.25000000
0.087345170759
Long
DBT
CORP
GB
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
68560EAB4
2865000.00000000
PA
USD
2882906.25000000
0.199328485790
Long
DBT
CORP
MX
N
2
2031-05-11
Fixed
2.87500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP21 XCBT 20210921
000000000
-556.00000000
NC
USD
-2142742.82000000
-0.14815247001
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USU1 Comdty
2021-09-21
-87234257.18000000
USD
-2142742.82000000
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAC6
240000.00000000
PA
USD
285319.20000000
0.019727399773
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
SQUARE INC
549300OHIIUWSTIZME52
Square Inc
852234AM5
1545000.00000000
PA
USD
1558518.75000000
0.107758336752
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
1270000.00000000
PA
USD
1316101.00000000
0.090997207931
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.59900000
N
N
N
N
Y
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
CKE Restaurants Holdings Inc
N/A
Hardee's Funding LLC
411707AH5
2283525.00000000
PA
USD
2408070.74000000
0.166497642537
Long
ABS-O
CORP
US
N
2
2050-12-20
Fixed
3.98100000
N
N
N
N
N
N
Pikes Peak CLO
254900Y8O8REGL3BZS62
Pikes Peak CLO 3
72132VAA9
3885000.00000000
PA
USD
3887116.55000000
0.268761100366
Long
ABS-CBDO
CORP
KY
N
2
2030-04-25
Floating
7.03600000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
IRON MOUNTAIN INC AUG21 47.5 CALL
000000000
-58.00000000
NC
USD
-1305.00000000
-0.00009022966
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Iron Mountain Inc
Iron Mountain Inc
100.00000000
47.50000000
USD
2021-08-20
XXXX
4130.46000000
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAC0
1150000.00000000
PA
USD
1176737.50000000
0.081361405369
Long
DBT
CORP
XX
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
Willis Engine Securitization Trust
N/A
Willis Engine Structured Trust IV
97064EAA6
603128.75000000
PA
USD
595977.45000000
0.041206779677
Long
ABS-O
CORP
US
N
2
2043-09-15
Variable
4.75000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
012873AK1
85000.00000000
PA
USD
112855.21000000
0.007802979414
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
GCAT
N/A
GCAT 2020-4 LLC
36167MAA2
3995843.74000000
PA
USD
4012450.47000000
0.277426876609
Long
ABS-MBS
CORP
US
N
2
2025-12-25
Variable
2.61100000
N
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2019-1 Ltd
00871QAA6
1155000.00000000
PA
USD
1147127.17000000
0.079314102498
Long
ABS-CBDO
CORP
KY
N
2
2032-04-15
Floating
6.80400000
N
N
N
N
N
N
Weber-Stephen Products LLC
549300XU8TJBBGLK8V26
Weber-Stephen Products LLC Term Loan B
94767KAN1
1189025.00000000
PA
USD
1190511.28000000
0.082313745290
Long
LON
CORP
US
N
2
2027-10-30
Floating
4.00000000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAJ2
5755000.00000000
PA
USD
6706488.48000000
0.463696727457
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.40000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-2
36257NAC7
5030000.00000000
PA
USD
5226413.45000000
0.361362107805
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.54000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
2268.00000000
NS
USD
548266.32000000
0.037907960196
Long
EC
CORP
US
N
1
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
Liberty Media Corp
531229AK8
1195000.00000000
PA
USD
1374847.50000000
0.095059029536
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
0.50000000
N
N
N
N
Y
Live Nation Entertainment Inc
Live Nation Entertainment Inc
USD
XXXX
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR2 Trust
74333DAL8
795000.00000000
PA
USD
798926.19000000
0.055238961624
Long
ABS-O
CORP
US
N
2
2038-04-19
Fixed
2.64700000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBH2
345000.00000000
PA
USD
371751.82000000
0.025703481467
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.87500000
N
N
N
N
N
N
Apidos CLO
635400C39IXGGYE6DH05
Apidos CLO XXIII
03765YAY0
3175000.00000000
PA
USD
3177608.58000000
0.219704649322
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
2.18400000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
3822.00000000
NS
USD
538978.44000000
0.037265782166
Long
EC
CORP
US
N
1
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAD7
2115000.00000000
PA
USD
2203660.80000000
0.152364431018
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ANTHEM INC AUG21 400 CALL
000000000
-7.00000000
NC
USD
-4165.00000000
-0.00028797438
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Anthem Inc
Anthem Inc
100.00000000
400.00000000
USD
2021-08-20
XXXX
-548.01000000
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BV4
1725000.00000000
PA
USD
1896637.50000000
0.131136377039
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
9567.00000000
NS
USD
517670.37000000
0.035792510072
Long
EC
CORP
US
N
1
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
35003000.00000000
PA
7423540.86000000
0.513274810386
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AP6
2680000.00000000
PA
USD
2814000.00000000
0.194564203749
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.62500000
N
N
N
N
N
N
HORMEL FOODS CORP
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452AG5
7250000.00000000
PA
USD
7265772.01000000
0.502366434168
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
0.65000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
000000000
103800000.00000000
PA
1419383.67000000
0.098138327494
Long
DBT
NUSS
KR
N
2
2022-08-09
Fixed
6.75000000
N
N
N
N
N
N
Global Container Asset Ltd
N/A
Global Container Assets Ltd
37890RAF2
558010.32000000
PA
USD
559584.41000000
0.038690510007
Long
ABS-O
CORP
BM
N
2
2030-02-05
Fixed
4.50000000
N
N
N
N
N
N
Motel 6 Trust
N/A
Motel 6 Trust 2017-M6MZ
61975GAA5
2041378.93000000
PA
USD
1973716.40000000
0.136465728426
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Floating
7.00000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
240000.00000000
PA
USD
239700.00000000
0.016573219487
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AN1
2100000.00000000
PA
USD
2089500.00000000
0.144471181142
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.62500000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2018-A
17327LAA1
1016166.43000000
PA
USD
1017099.98000000
0.070323826489
Long
ABS-MBS
CORP
US
N
2
2068-01-25
Variable
4.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2018-2
03066LAG3
2805000.00000000
PA
USD
2938323.05000000
0.203160086916
Long
ABS-O
CORP
US
N
2
2024-07-18
Fixed
4.01000000
N
N
N
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AE0
1045000.00000000
PA
USD
1057550.45000000
0.073120632988
Long
DBT
CORP
MX
N
2
2031-02-25
Fixed
3.25000000
N
N
N
N
N
N
Banc of America Funding Corporation
N/A
Banc of America Funding 2007-4 Trust
05953YBT7
211448.53000000
PA
USD
210325.42000000
0.014542216727
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
5.50000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
9324.00000000
NS
USD
588157.92000000
0.040666125580
Long
EC
CORP
US
N
1
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDA9
330000.00000000
PA
USD
350422.25000000
0.024228722831
Long
ABS-O
CORP
US
N
2
2024-09-20
Fixed
4.73000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
590000.00000000
PA
USD
582625.00000000
0.040283571147
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
Brex Inc
N/A
Brex Commercial Charge Card Master Trust
05601DAA1
775000.00000000
PA
USD
779940.24000000
0.053926244409
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
2.09000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP21 XCBT 20210921
000000000
-353.00000000
NC
USD
-992990.82000000
-0.06865688280
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
WNU1 Comdty
2021-09-21
-67025696.68000000
USD
-992990.82000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
1610000.00000000
PA
USD
1599937.50000000
0.110622091590
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-GS4
52473CAA0
2282151.04000000
PA
USD
2286658.29000000
0.158103002644
Long
ABS-O
CORP
US
N
2
2059-05-25
Variable
3.43800000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BS8
1100000.00000000
PA
USD
1286400.60000000
0.088943677484
Long
DBT
CORP
GB
N
2
2031-04-01
Fixed
4.64400000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZQ3
6615000.00000000
PA
USD
6610445.64000000
0.457056180659
Long
DBT
CORP
CA
N
2
2026-04-27
Fixed
1.20000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2015-3
68268LAB3
3120000.00000000
PA
USD
3123146.21000000
0.215939038927
Long
ABS-O
CORP
US
N
2
2028-11-20
Fixed
4.16000000
N
N
N
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust 2014-STAR
85571XAS6
3575000.00000000
PA
USD
340881.83000000
0.023569083804
Long
ABS-MBS
CORP
US
N
3
2027-11-15
Floating
4.47300000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579TM0
2398608.13000000
PA
USD
1771411.92000000
0.122478091587
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
0.40200000
N
N
N
N
N
N
LIVONGO HEALTH
54930061HKCVF1H2O156
Livongo Health Inc
539183AA1
620000.00000000
PA
USD
984913.40000000
0.068098397808
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.87500000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AH5
360000.00000000
PA
USD
406457.74000000
0.028103101116
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
5.37500000
N
N
N
N
N
N
SLAM 2021-1 LLC
N/A
Slam 2021-1 Ltd
78449AAC6
1080000.00000000
PA
USD
1092816.36000000
0.075558971189
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
3.42200000
N
N
N
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AS9
4089181.06000000
PA
USD
4324210.83000000
0.298982458060
Long
ABS-O
CORP
US
N
2
2048-11-15
Fixed
4.81000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2L8
4075000.00000000
PA
USD
3952750.00000000
0.273299096080
Long
DBT
CORP
SA
N
2
2050-11-24
Fixed
3.25000000
N
N
N
N
N
N
Avid Automobile Receivables Trust
N/A
Avid Automobile Receivables Trust 2019-1
05369DAC9
1210000.00000000
PA
USD
1244445.19000000
0.086042817164
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
3.14000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
698900AG2
90000.00000000
PA
USD
118428.35000000
0.008188314718
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.20000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAB4
435000.00000000
PA
USD
433860.30000000
0.029997755439
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
4.87500000
N
N
N
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
5504.00000000
NS
USD
525301.76000000
0.036320155885
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP21 XCBT 20210930
000000000
754.00000000
NC
USD
69396.18000000
0.004798156540
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVU1 Comdty
2021-09-30
92996588.57000000
USD
69396.18000000
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
735000.00000000
PA
USD
898405.20000000
0.062117090398
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AG2
1775000.00000000
PA
USD
1744594.25000000
0.120623877440
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AN7
657000.00000000
PA
USD
683280.00000000
0.047243009643
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AC8
680000.00000000
PA
USD
752250.00000000
0.052011699456
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.87500000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBB8
5555000.00000000
PA
USD
5638436.10000000
0.389849975191
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.87500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BE2
695000.00000000
PA
USD
800433.02000000
0.055343146123
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
Dryden Senior Loan Fund
54930046L20VLJKPVV31
Dryden 45 Senior Loan Fund
26244PAG0
875000.00000000
PA
USD
857562.48000000
0.059293163143
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.03400000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2018-A
43284BAC6
399513.11000000
PA
USD
416521.62000000
0.028798932956
Long
ABS-O
CORP
US
N
2
2032-02-25
Fixed
4.00000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BN2
470000.00000000
PA
USD
487822.40000000
0.033728776413
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AF0
420000.00000000
PA
USD
449866.20000000
0.031104427504
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C10
92890NAY5
2245000.00000000
PA
USD
1926919.20000000
0.133230099444
Long
ABS-MBS
CORP
US
N
2
2045-12-15
Variable
4.50800000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
1455000.00000000
PA
USD
1583607.45000000
0.109493007306
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.75000000
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC
566007AC4
3300000.00000000
PA
USD
3181860.00000000
0.219998598913
Long
DBT
CORP
GB
N
2
2031-01-29
Fixed
3.95000000
N
N
N
N
N
N
Leonardo US Holdings Inc
529900WVR776KSXHSA85
Leonardo US Holdings Inc
583491AC9
2550000.00000000
PA
USD
3032281.50000000
0.209656515846
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
6.25000000
N
N
N
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust 2020-1
74114BAL7
985000.00000000
PA
USD
1017086.97000000
0.070322926958
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
3.67000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
225000.00000000
PA
USD
232875.00000000
0.016101328695
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
8197.00000000
NS
USD
552641.74000000
0.038210483333
Long
EC
CORP
US
N
1
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAJ9
615000.00000000
PA
USD
617646.96000000
0.042705042278
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
2.32500000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
1075000.00000000
PA
USD
1144875.00000000
0.079158384068
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
Hologic Inc
436440AP6
3240000.00000000
PA
USD
3211650.00000000
0.222058324439
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Ascentium Equipment Receivables LLC
N/A
Ascentium Equipment Receivables 2017-2 Trust
04364YAE7
350000.00000000
PA
USD
352511.71000000
0.024373191246
Long
ABS-O
CORP
US
N
2
2022-08-10
Fixed
2.87000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-A
68269LAB2
1110000.00000000
PA
USD
1167536.85000000
0.080725258553
Long
ABS-O
CORP
US
N
2
2032-05-14
Fixed
4.83000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
1200000.00000000
PA
USD
1188741.54000000
0.082191382798
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
TARGET CORP AUG21 250 CALL
000000000
-13.00000000
NC
USD
-7345.00000000
-0.00050784437
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Target Corp
Target Corp
100.00000000
250.00000000
USD
2021-08-20
XXXX
-2780.01000000
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0TH2
110624.76000000
PA
USD
111314.60000000
0.007696459315
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
1.89200000
N
N
N
N
N
N
NATIONAL HEALTH INVESTOR
549300ZPKZIG6DKDEC02
National Health Investors Inc
63633DAF1
455000.00000000
PA
USD
440086.09000000
0.030428215949
Long
DBT
US
N
2
2031-02-01
Fixed
3.00000000
N
N
N
N
N
N
OneMain Holdings Inc
549300E3VEW8SMS5XW09
OneMain Holdings Inc
68268W103
9001.00000000
NS
USD
539249.91000000
0.037284552011
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
549300E4QCAQ0FY44H36
GS Mortgage Securities Corp Trust 2013-PEMB
36197VAG3
3195000.00000000
PA
USD
2717083.59000000
0.187863257003
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.66800000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-240313.89000000
-0.01661566476
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
315790000.00000000
ZAR
21797411.56000000
USD
2021-07-30
-240313.89000000
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-8
576434UQ5
651629.50000000
PA
USD
669081.83000000
0.046261326758
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.00000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAE9
1635000.00000000
PA
USD
1903957.50000000
0.131642492878
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C2
90269CAT7
1370000.00000000
PA
USD
205500.00000000
0.014208579911
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Variable
5.04400000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAF8
10035000.00000000
PA
USD
8793168.75000000
0.607972948215
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
4.10000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
AES CORP/THE AUG21 27 CALL
000000000
-81.00000000
NC
USD
-4860.00000000
-0.00033602772
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
AES Corp/The
AES Corp/The
100.00000000
27.00000000
USD
2021-08-20
XXXX
300.91000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
STARBUCKS CORP AUG21 120 CALL
000000000
-28.00000000
NC
USD
-2828.00000000
-0.00019553218
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Starbucks Corp
Starbucks Corp
100.00000000
120.00000000
USD
2021-08-20
XXXX
55.29000000
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2020-3 Ltd
69701MAA6
1620000.00000000
PA
USD
1625477.87000000
0.112387991289
Long
ABS-CBDO
CORP
KY
N
2
2028-07-20
Floating
4.41800000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
3275.00000000
NS
USD
1195669.75000000
0.082670409685
Long
EC
CORP
US
N
1
N
N
N
Textainer Marine Containers Limited
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd
88315LAL2
2735066.66000000
PA
USD
2705294.64000000
0.187048151222
Long
ABS-O
CORP
BM
N
2
2046-02-20
Fixed
1.68000000
N
N
N
N
N
N
SLM Student Loan Trust
549300BLEHJGFV7XSO25
SLM Private Credit Student Loan Trust 2003-B
78443CAP9
173000.00000000
PA
USD
172933.40000000
0.011956876074
Long
ABS-O
CORP
US
N
2
2033-03-15
Floating
3.48600000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAA0
2549099.98000000
PA
USD
2698469.34000000
0.186576239687
Long
ABS-O
CORP
US
N
2
2044-02-25
Fixed
4.54000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2020-3
30166NAE6
800000.00000000
PA
USD
807853.60000000
0.055856216215
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
1.32000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
6430000.00000000
PA
USD
6491459.42000000
0.448829293967
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AE7
1365000.00000000
PA
USD
1396545.15000000
0.096559237778
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAB5
7230000.00000000
PA
USD
7378215.00000000
0.510140912070
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AL5
697575.00000000
PA
USD
770485.54000000
0.053272532192
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
4.35200000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
170000.00000000
PA
USD
178823.29000000
0.012364111951
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
UNITED AIRLINES, INC.
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES, INC. 2021 TERM LOAN B
90932RAJ3
1535000.00000000
PA
USD
1553757.70000000
0.107429150575
Long
LON
CORP
US
N
2
2028-04-21
Floating
4.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
2914.00000000
NS
USD
4126224.00000000
0.285293350053
Long
EP
CORP
US
N
1
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
1480000.00000000
PA
USD
1672887.93000000
0.115665994336
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2003-9
576434KX1
231846.77000000
PA
USD
237495.28000000
0.016420781822
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
5.25000000
N
N
N
N
N
N
California Republic Auto Receivables Trust
N/A
California Republic Auto Receivables Trust 2018-1
13057FAG6
1785000.00000000
PA
USD
1851244.92000000
0.127997865602
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
4.33000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAG7
1855000.00000000
PA
USD
1932501.07000000
0.133616038354
Long
DBT
CORP
IN
N
2
2027-08-04
Fixed
4.20000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
2235000.00000000
PA
USD
2343956.25000000
0.162064670008
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
1613.00000000
NS
USD
514369.57000000
0.035564287782
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R01
20754CAB5
1022414.26000000
PA
USD
1026614.95000000
0.070981705864
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
2.14200000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 39, LTD.
N/A
Octagon Investment Partners 39 Ltd
67592AAA8
495000.00000000
PA
USD
489943.33000000
0.033875420712
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
5.93800000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V100
47898.00000000
NS
USD
509155.74000000
0.035203795713
Long
EC
CORP
US
N
1
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
4830000.00000000
PA
USD
4763587.50000000
0.329361623641
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
706451BG5
5290000.00000000
PA
USD
5108817.50000000
0.353231346477
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.62500000
N
N
N
N
N
N
Social Professional Loan Program LLC
5493005DZE8VF033DB25
SoFi Professional Loan Program 2016-C LLC
83402DAD3
125000.00000000
PA
USD
126923.49000000
0.008775681509
Long
ABS-O
CORP
US
N
2
2037-05-25
Variable
3.35000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2005-J1
12667FT88
317091.04000000
PA
USD
320567.82000000
0.022164542518
Long
ABS-MBS
CORP
US
N
2
2025-02-25
Fixed
5.50000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAJ2
1670000.00000000
PA
USD
1834302.43000000
0.126826436293
Long
DBT
CORP
NO
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
CoreVest American Finance 2019-2Trust
21872GAG0
1830000.00000000
PA
USD
1965334.72000000
0.135886206431
Long
ABS-O
CORP
US
N
2
2052-06-15
Fixed
3.42400000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
6270000.00000000
PA
USD
5842448.70000000
0.403955714023
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
735000.00000000
PA
USD
794718.75000000
0.054948052877
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
2135000.00000000
PA
USD
2048753.90000000
0.141653934339
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
11610.00000000
NS
USD
491335.20000000
0.033971656702
Long
EC
US
N
1
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2020-2 Trust
21872VAE2
245000.00000000
PA
USD
279857.77000000
0.019349788266
Long
ABS-O
CORP
US
N
2
2052-05-15
Variable
4.84400000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAB1
905000.00000000
PA
USD
966795.77000000
0.066845717547
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-2
80285RAG3
1140000.00000000
PA
USD
1166904.00000000
0.080681502349
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.22000000
N
N
N
N
N
N
ABJA INVESTMENT CO
254900E6OE5YJ9WCCU19
ABJA Investment Co Pte Ltd
000000000
2655000.00000000
PA
USD
2860098.75000000
0.197751540845
Long
DBT
CORP
SG
N
2
2028-01-24
Fixed
5.45000000
N
N
N
N
N
N
Galaxy CLO Ltd
N/A
Galaxy XXVI CLO Ltd
36321MAA5
1405000.00000000
PA
USD
1394035.24000000
0.096385698816
Long
ABS-CBDO
CORP
KY
N
2
2031-11-22
Floating
6.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2019-B
17327VAA9
1834237.78000000
PA
USD
1849719.66000000
0.127892406825
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
3.25800000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAM9
1712000.00000000
PA
USD
1833980.00000000
0.126804142996
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
33551.46000000
0.002319798542
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1480000.00000000
EUR
1789479.10000000
USD
2021-07-30
33551.46000000
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-2
03066EAG9
715000.00000000
PA
USD
734643.91000000
0.050794387842
Long
ABS-O
CORP
US
N
2
2026-03-18
Fixed
2.13000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
1660000.00000000
PA
USD
1677081.40000000
0.115955937176
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAQ3
2530000.00000000
PA
USD
3222546.67000000
0.222811736636
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.40000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
3051.00000000
NS
USD
353702.43000000
0.024455519423
Long
EC
CORP
US
N
1
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
1240000.00000000
PA
USD
1250850.00000000
0.086485655387
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
1615000.00000000
PA
USD
1653356.25000000
0.114315544525
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815LAA5
600000.00000000
PA
USD
599586.00000000
0.041456280266
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
NEUROCRINE BIOSCIENCES
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125CAD1
750000.00000000
PA
USD
1002675.00000000
0.069326461618
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.25000000
N
N
N
N
Y
Neurocrine Biosciences Inc
Neurocrine Biosciences Inc
USD
XXXX
N
N
N
PENN NATIONAL GA
N/A
Penn National Gaming Inc
707569AV1
875000.00000000
PA
USD
873906.25000000
0.060423196049
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.12500000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
1790000.00000000
PA
USD
1965097.80000000
0.135869825425
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
1295000.00000000
PA
USD
1441982.50000000
0.099700844681
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
LUNDIN ENERGY FI
549300JSNI1KL271GM17
Lundin Energy Finance BV
55037AAB4
1720000.00000000
PA
USD
1737433.82000000
0.120128794511
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
Playtika Holding Corp
254900E35Z4TKA4UFG64
Playtika Holding Corp 2021 Term Loan
72814CAF5
3216937.50000000
PA
USD
3200498.95000000
0.221287324025
Long
LON
CORP
US
N
2
2028-03-13
Floating
2.85400000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VLJ3
119540000.00000000
PA
1629140.59000000
0.112641237274
Long
DBT
NUSS
XX
N
2
2022-11-25
Fixed
5.85000000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAA0
1340000.00000000
PA
USD
1415241.00000000
0.097851897042
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
5.05000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
1687.00000000
NS
USD
518094.57000000
0.035821839900
Long
EC
CORP
US
N
1
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
338660000.00000000
PA
20387649.32000000
1.409632820279
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
1585000.00000000
PA
USD
1650324.03000000
0.114105892262
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
CarMax Auto Owner Trust
549300LQMUNTYT3DC014
Carmax Auto Owner Trust 2019-1
14315NAG5
2350000.00000000
PA
USD
2462314.26000000
0.170248121314
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
4.04000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
292505AE4
695000.00000000
PA
USD
927324.18000000
0.064116592288
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.62500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust 2016-C36
95000MBV2
440000.00000000
PA
USD
372757.00000000
0.025772981129
Long
ABS-MBS
CORP
US
N
2
2059-11-15
Variable
4.32500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCG8
1270000.00000000
PA
USD
1341437.50000000
0.092749011750
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
1785000.00000000
PA
USD
1590900.55000000
0.109997263239
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
Burnham Park CLO Ltd.
549300BOEG5O4MSO7220
Burnham Park Clo Ltd
12232KAL4
455000.00000000
PA
USD
455146.74000000
0.031469532003
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
2.33800000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
385000.00000000
PA
USD
388167.14000000
0.026838461448
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
S-JETS Limited
635400FR77IW5YEET913
S-Jets 2017-1 Ltd
784309AA4
3854155.98000000
PA
USD
3811710.16000000
0.263547388842
Long
ABS-O
CORP
BM
N
2
2042-08-15
Fixed
3.96700000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXI Ltd
55819DAJ5
475000.00000000
PA
USD
475037.76000000
0.032844827123
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
2.32300000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2018-2
22535FAC8
1205000.00000000
PA
USD
1216005.02000000
0.084076420920
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
4.16000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2021-A-GS
20268WAB0
630000.00000000
PA
USD
629606.25000000
0.043531925624
Long
ABS-O
CORP
US
N
2
2052-03-25
Fixed
1.40000000
N
N
N
N
N
N
Textainer Marine Containers Limited
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd
88315LAE8
401850.77000000
PA
USD
408736.08000000
0.028260628979
Long
ABS-O
CORP
BM
N
2
2045-08-21
Fixed
2.73000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
LYONDELLBASELL INDUSTRIES NV AUG21 110 CALL
000000000
-20.00000000
NC
USD
-4150.00000000
-0.00028693725
N/A
DE
NL
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
LyondellBasell Industries NV
LyondellBasell Industries NV
100.00000000
110.00000000
USD
2021-08-20
XXXX
-15.72000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
6780000.00000000
PA
USD
6996916.61000000
0.483777366355
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
5440000.00000000
PA
USD
5978451.20000000
0.413359131976
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2018-4
14315EAG5
1125000.00000000
PA
USD
1179336.71000000
0.081541118668
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
4.15000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
1060000.00000000
PA
USD
1174056.00000000
0.081176002415
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
1725000.00000000
PA
USD
1769677.50000000
0.122358171172
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2020-GS5
52475JAA3
1218917.44000000
PA
USD
1241892.21000000
0.085866300277
Long
ABS-MBS
CORP
US
N
2
2060-06-25
Fixed
3.25000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust
26208KAG5
159984.40000000
PA
USD
163696.76000000
0.011318240854
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
4.30000000
N
N
N
N
N
N
Quicken Loans Inc
549300FGXN1K3HLB1R50
Quicken Loans LLC
74840LAB8
5865000.00000000
PA
USD
6158250.00000000
0.425790692160
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.25000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBQ8
7180000.00000000
PA
USD
7214395.72000000
0.498814199998
Long
DBT
US
N
2
2026-05-15
Fixed
1.45000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
3745000.00000000
PA
USD
4321924.81000000
0.298824399190
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REA8
1200000.00000000
PA
USD
1272183.60000000
0.087960692664
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.96000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ENERGY TRANSFER LP AUG21 12 CALL
000000000
-239.00000000
NC
USD
-5258.00000000
-0.00036354604
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Energy Transfer LP
Energy Transfer LP
100.00000000
12.00000000
USD
2021-08-20
XXXX
1729.20000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2011-GC5
36191YAL2
3905000.00000000
PA
USD
2147835.13000000
0.148504560004
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
5.42800000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AJ6
505000.00000000
PA
USD
525366.65000000
0.036324642478
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAB7
4785000.00000000
PA
USD
4820839.65000000
0.333320123633
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CA9
1720000.00000000
PA
USD
1775384.00000000
0.122752727188
Long
DBT
CORP
MX
N
2
2026-06-08
Fixed
5.12500000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
1623.00000000
NS
USD
572448.33000000
0.039579940836
Long
EC
CORP
US
N
1
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
36256WAA2
425000.00000000
PA
USD
412981.85000000
0.028554187920
Long
DBT
CORP
IN
N
2
2027-10-27
Fixed
4.25000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
255000.00000000
PA
USD
266156.25000000
0.018402444511
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
1140000.00000000
PA
USD
1337120.85000000
0.092450552060
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL3 Trust
12656PAC0
1679784.38000000
PA
USD
1701424.03000000
0.117639023325
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
2.69100000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2020-1 LLC
69359GAA4
3035408.26000000
PA
USD
3048942.23000000
0.210808463844
Long
ABS-O
CORP
US
N
2
2025-02-25
Variable
2.98100000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-3
36260CAC6
4540000.00000000
PA
USD
4615867.94000000
0.319148070489
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
1.92000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CISCO SYSTEMS INC/DELAWARE AUG21 55 CALL
000000000
-76.00000000
NC
USD
-6536.00000000
-0.00045190889
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Cisco Systems Inc/Delaware
Cisco Systems Inc/Delaware
100.00000000
55.00000000
USD
2021-08-20
XXXX
1726.31000000
N
N
N
TCW CLO
N/A
TCW CLO 2018-1 Ltd
87240UAE0
920000.00000000
PA
USD
911645.48000000
0.063032543325
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
3.08600000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AF5
570000.00000000
PA
USD
563422.20000000
0.038955860596
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2020-BID Mortgage Trust
05493BAG3
2995000.00000000
PA
USD
3013781.05000000
0.208377366833
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
2.61300000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
13331.00000000
NS
USD
522041.96000000
0.036094768397
Long
EC
CORP
US
N
1
N
N
N
FOMENTO ECONOMICO MEX
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
3256000.00000000
PA
USD
3424530.56000000
0.236777207399
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
4492.00000000
NS
USD
557008.00000000
0.038512373135
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
3705.00000000
NS
USD
5654608.05000000
0.390968128202
Long
EP
CORP
US
N
1
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR3 Trust
74332WAG8
1005000.00000000
PA
USD
1015101.56000000
0.070185652717
Long
ABS-O
CORP
US
N
2
2036-09-17
Fixed
2.87100000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
1040000.00000000
PA
USD
1209000.00000000
0.083592083273
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBD6
1250000.00000000
PA
USD
1350000.00000000
0.093341035913
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Expedia Group Inc
Expedia Group Inc
USD
XXXX
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ACCENTURE PLC AUG21 300 CALL
000000000
-12.00000000
NC
USD
-5400.00000000
-0.00037336414
N/A
DE
IE
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Accenture PLC
Accenture PLC
100.00000000
300.00000000
USD
2021-08-20
XXXX
-1119.45000000
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
165360000.00000000
PA
958732.27000000
0.066288194996
Long
DBT
NUSS
AR
N
2
2022-05-31
Variable
37.95400000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
7338.14000000
0.000507370066
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1400000.00000000
GBP
1944122.60000000
USD
2021-07-30
7338.14000000
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
9261.00000000
NS
USD
518893.83000000
0.035877101941
Long
EC
CORP
US
N
1
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BW6
2595000.00000000
PA
USD
2711775.00000000
0.187496213085
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
6857.00000000
NS
USD
533748.88000000
0.036904202501
Long
EC
CORP
US
N
1
N
N
N
Progress Residential Trust
N/A
Progress Residential 2018-SFR2 Trust
74332UAJ6
1189000.00000000
PA
USD
1195621.07000000
0.082667043877
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
4.65600000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust 2016-C36
95000MBU4
545000.00000000
PA
USD
540365.65000000
0.037361695957
Long
ABS-MBS
CORP
US
N
2
2059-11-15
Variable
3.67100000
N
N
N
N
N
N
Umpqua Holdings Corp
5299002ENJ7CY215BW86
Umpqua Holdings Corp
904214103
15626.00000000
NS
USD
288299.70000000
0.019933476038
Long
EC
CORP
US
N
1
N
N
N
GILBERT PARK CLO LTD
N/A
Gilbert Park CLO Ltd
375415AG1
650000.00000000
PA
USD
649994.41000000
0.044941593753
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
3.13400000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
1125000.00000000
PA
USD
1140468.75000000
0.078853729298
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AG2
5205000.00000000
PA
USD
5382066.60000000
0.372124201334
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.40000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1
02666AAE8
3138000.00000000
PA
USD
3435604.47000000
0.237542874237
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
5.63900000
N
N
N
N
N
N
Freedom Financial
N/A
FREED ABS Trust 2021-2
35635CAC6
305000.00000000
PA
USD
305109.19000000
0.021095709526
Long
ABS-O
CORP
US
N
2
2028-06-19
Fixed
1.94000000
N
N
N
N
N
N
FINDETER
54930036EU95I2CWYJ76
Financiera de Desarrollo Territorial SA Findeter
31772MAA0
4801000000.00000000
PA
1298934.40000000
0.089810283318
Long
DBT
NUSS
CO
N
2
2024-08-12
Fixed
7.87500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
14425000.00000000
PA
USD
15499451.17000000
1.071655428373
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
1145000.00000000
PA
USD
1176235.60000000
0.081326703246
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137206
18872.00000000
NS
USD
2190284.32000000
0.151439561018
Long
EP
CORP
US
N
1
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
25272XAC9
233710.22000000
PA
USD
238374.63000000
0.016481581407
Long
ABS-O
CORP
US
N
2
2029-10-22
Fixed
6.07000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAL4
2580000.00000000
PA
USD
2754150.00000000
0.190426084490
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
39703.44000000
0.002745155717
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5186874000.00000000
COP
1421372.90000000
USD
2021-07-08
39703.44000000
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
2830000.00000000
PA
USD
2911362.50000000
0.201295993830
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIII LLC
92873CAA2
3635103.98000000
PA
USD
3630945.06000000
0.251049017219
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
1.89300000
N
N
N
N
N
N
Blackstone Group Inc/The
5299004LW4QWGZUB8Y96
Blackstone Group Inc/The
09260D107
5371.00000000
NS
USD
521738.94000000
0.036073817137
Long
EC
CORP
US
N
1
N
N
N
York CLO Ltd
25490036G9JNQQPHIX69
York CLO-7 Ltd
98625DAG5
2435000.00000000
PA
USD
2442997.27000000
0.168912515493
Long
ABS-CBDO
CORP
KY
N
2
2033-01-22
Floating
3.98400000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
4140.00000000
NS
USD
540021.60000000
0.037337907822
Long
EC
CORP
US
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
12050000.00000000
PA
USD
11706575.00000000
0.809410250002
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2011-C2
617459AK8
2515000.00000000
PA
USD
1910912.59000000
0.132123378289
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
5.42000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
012873AH8
385000.00000000
PA
USD
524674.92000000
0.036276815222
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
8.12500000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
BRISTOL-MYERS SQUIBB CO AUG21 70 CALL
000000000
-53.00000000
NC
USD
-3392.00000000
-0.00023452799
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Bristol-Myers Squibb Co
Bristol-Myers Squibb Co
100.00000000
70.00000000
USD
2021-08-20
XXXX
779.88000000
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
960000.00000000
PA
USD
1087680.00000000
0.075203835513
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
3350000.00000000
PA
USD
3465742.50000000
0.239626663082
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
1515000.00000000
PA
USD
1689345.09000000
0.116803867197
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.62500000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
1535000.00000000
PA
USD
1582124.50000000
0.109390473907
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
570000.00000000
PA
USD
597331.50000000
0.041300400736
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AD4
1325000.00000000
PA
USD
1393794.00000000
0.096369019118
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.87500000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
3060000.00000000
PA
USD
3664350.00000000
0.253358685148
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
5144.00000000
NS
USD
529163.28000000
0.036587147202
Long
EC
CORP
NL
N
1
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAK6
305000.00000000
PA
USD
298900.00000000
0.020666396766
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.60000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
640000.00000000
PA
USD
677600.00000000
0.046850285877
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BU3
3550000.00000000
PA
USD
3560837.44000000
0.246201670644
Long
DBT
CORP
GB
N
2
2036-02-18
Fixed
3.26500000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2018-5
26208MAG1
2395000.00000000
PA
USD
2499905.79000000
0.172847256389
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
4.30000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAE6
715000.00000000
PA
USD
871992.55000000
0.060290879945
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
920000.00000000
PA
USD
995909.20000000
0.068858664003
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CG2
5995000.00000000
PA
USD
6031037.68000000
0.416995040508
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
1.44700000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
140000.00000000
PA
USD
156095.80000000
0.010792699017
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
11312.00000000
NS
USD
1264794.72000000
0.087449814357
Long
EC
CORP
US
N
1
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-GS3
52474WAA5
2031735.73000000
PA
USD
2048634.29000000
0.141645664323
Long
ABS-O
CORP
US
N
2
2059-04-25
Variable
3.75000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2018-3
03066MAG1
3845000.00000000
PA
USD
4050146.13000000
0.280033211390
Long
ABS-O
CORP
US
N
2
2024-11-18
Fixed
4.04000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
5670000.00000000
PA
USD
5778807.30000000
0.399555451650
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM XXIII Ltd
67112WAW3
2050000.00000000
PA
USD
2059178.26000000
0.142374690310
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
3.93400000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP21 XCBT 20210921
000000000
344.00000000
NC
USD
106911.76000000
0.007392040318
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYU1 Comdty
2021-09-21
45473088.24000000
USD
106911.76000000
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 64 CLO Ltd
26251LAG9
250000.00000000
PA
USD
247888.05000000
0.017139353613
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
1.94000000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
3038.00000000
NS
USD
139353.06000000
0.009635080724
Long
EC
CORP
US
N
1
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAE4
3680000.00000000
PA
USD
3547763.25000000
0.245297701431
Long
DBT
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300V2DF3KW9L1CV04
Wells Fargo Commercial Mortgage Trust 2013-LC12
94988QAQ4
2989293.00000000
PA
USD
3001227.15000000
0.207509371254
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.43500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
2795000.00000000
PA
USD
2844280.96000000
0.196657874990
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.72900000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAF7
515000.00000000
PA
USD
555788.00000000
0.038428020495
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
570000.00000000
PA
USD
579194.10000000
0.040046353547
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.87500000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
480000.00000000
PA
USD
510600.00000000
0.035303654027
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Parallel Ltd
N/A
Parallel 2018-2 Ltd
69916DAE9
1645000.00000000
PA
USD
1635132.63000000
0.113055535956
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
2.33800000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
5000.00000000
PA
USD
5643.00000000
0.000390165530
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
CLARIVATE PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
30745.00000000
NS
USD
3219001.50000000
0.222566618235
Long
EP
CORP
JE
N
1
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR2 Trust
02665UAE5
2170000.00000000
PA
USD
2382677.14000000
0.164741890737
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
6.23100000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAE4
4160000.00000000
PA
USD
4335675.05000000
0.299775111520
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.40000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
2170000.00000000
PA
USD
3286193.75000000
0.227212391732
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 3 LTD
67112TAA8
1980000.00000000
PA
USD
1969422.05000000
0.136168810591
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
5.18800000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
5460000.00000000
PA
USD
5963860.21000000
0.412350288923
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAK7
7130000.00000000
PA
USD
7143740.58000000
0.493928997064
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.25000000
N
N
N
N
N
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-5
89176VAC6
500000.00000000
PA
USD
521652.70000000
0.036067854374
Long
ABS-O
CORP
US
N
2
2058-07-25
Variable
3.25000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAE5
2430000.00000000
PA
USD
2600989.84000000
0.179836360049
Long
DBT
CORP
IE
N
2
2028-01-23
Fixed
3.87500000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
1070000.00000000
PA
USD
1108252.50000000
0.076626249188
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183BM5
2125000.00000000
PA
USD
2129824.60000000
0.147259284799
Long
ABS-O
CORP
US
N
2
2030-04-15
Fixed
3.92000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust
12565CAA3
2935390.34000000
PA
USD
2948473.67000000
0.203861916090
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.56800000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAC3
355279.79000000
PA
USD
363609.11000000
0.025140482218
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
3.33000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR2 Trust
02665UAD7
300000.00000000
PA
USD
323245.68000000
0.022349693796
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
5.14900000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAH3
1670000.00000000
PA
USD
1693380.00000000
0.117082846959
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435AF2
6045000.00000000
PA
USD
8221200.00000000
0.568426166263
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.37500000
N
N
N
N
Y
Palo Alto Networks Inc
Palo Alto Networks Inc
USD
XXXX
N
N
N
Rockford Tower CLO Ltd
549300G18KVCW7VUKI86
Rockford Tower CLO 2017-2 Ltd
77340GAN1
2565000.00000000
PA
USD
2555549.77000000
0.176694565082
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
2.08400000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
6103.00000000
NS
USD
559584.07000000
0.038690486499
Long
EC
CORP
US
N
1
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2018-1
252724AC3
912106.66000000
PA
USD
940334.26000000
0.065016128839
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
4.53000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AG9
140000.00000000
PA
USD
186389.27000000
0.012887235218
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
4515000.00000000
PA
USD
4723186.65000000
0.326568247944
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
2508.00000000
NS
USD
545816.04000000
0.037738544142
Long
EC
CORP
US
N
1
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAG7
6485000.00000000
PA
USD
6928647.09000000
0.479057108786
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group Inc
896288AA5
2255000.00000000
PA
USD
2223430.00000000
0.153731303320
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2011-C4
92936CAY5
1699593.00000000
PA
USD
1038788.69000000
0.071823416607
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
5.26600000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
3904.00000000
NS
USD
557998.72000000
0.038580873009
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Securities Corp 2019-SLKZ
12655GAL1
790000.00000000
PA
USD
778979.50000000
0.053859817396
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
3.67300000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
1870000.00000000
PA
USD
2214369.78000000
0.153104866045
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
1325000.00000000
PA
USD
1344985.37000000
0.092994316833
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAH1
694575.00000000
PA
USD
753599.98000000
0.052105039109
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
4.08000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
1220000.00000000
PA
USD
1684647.50000000
0.116479068740
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAJ8
5765000.00000000
PA
USD
5844268.75000000
0.404081555025
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
2135000.00000000
PA
USD
2202359.25000000
0.152274439888
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
806.00000000
NS
USD
524464.20000000
0.036262245724
Long
EC
CORP
US
N
1
N
N
N
IONIS PHARMACEUTICALS IN
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222AC4
1285000.00000000
PA
USD
1258914.50000000
0.087043247079
Long
DBT
CORP
US
N
2
2026-04-01
None
0.00000000
N
N
N
N
Y
Ionis Pharmaceuticals Inc
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
36427.70000000
0.002518666114
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1955000.00000000
EUR
2355724.17000000
USD
2021-07-26
36427.70000000
N
N
N
Accelerated Assets LLC
N/A
Accelerated Assets 2018-1 LLC
00436MAB1
651188.44000000
PA
USD
673099.30000000
0.046539100692
Long
ABS-O
CORP
US
N
2
2033-12-02
Fixed
4.51000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CG8
340000.00000000
PA
USD
347650.00000000
0.024037045285
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DP9
5240000.00000000
PA
USD
6369801.69000000
0.440417695044
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.37500000
N
N
N
N
N
N
CIFC Funding Ltd
549300O8WGQU5B6HEB94
CIFC Funding 2014-II-R Ltd
12548RAD6
265000.00000000
PA
USD
263745.94000000
0.018235792042
Long
ABS-CBDO
CORP
KY
N
2
2030-04-24
Floating
2.07600000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAK8
5165000.00000000
PA
USD
5247151.39000000
0.362795960251
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.12500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC18
36252RBC2
845000.00000000
PA
USD
828212.22000000
0.057263841904
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Variable
4.88500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AK1
425000.00000000
PA
USD
433236.50000000
0.029954624967
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
7.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BR5
1635000.00000000
PA
USD
1669172.58000000
0.115409109434
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.25000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
5493009A4SIPWYPZDB35
Anchorage Capital CLO 9 Ltd
03328WAQ1
865000.00000000
PA
USD
865500.14000000
0.059841984926
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
4.18400000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
1647.00000000
NS
USD
533973.87000000
0.036919758649
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAT7
2905000.00000000
PA
USD
3954529.85000000
0.273422157593
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
N
N
N
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/The
00130H105
20255.00000000
NS
USD
528047.85000000
0.036510024689
Long
EC
CORP
US
N
1
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL1 LLC
91790CAA4
973279.28000000
PA
USD
975832.19000000
0.067470509253
Long
ABS-O
CORP
US
N
2
2050-12-26
Variable
2.28900000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCH6
885000.00000000
PA
USD
969075.00000000
0.067003306946
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AG9
1450000.00000000
PA
USD
1502737.91000000
0.103901565352
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 2 LTD
67707FAG6
445000.00000000
PA
USD
445011.70000000
0.030768780053
Long
ABS-CBDO
CORP
KY
N
2
2034-04-21
Floating
6.54600000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO 2015-2 Ltd
69689CBA3
300000.00000000
PA
USD
300033.75000000
0.020744785951
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
2.13800000
N
N
N
N
N
N
BHARTI AIRTEL LTD
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
08860HAC8
1480000.00000000
PA
USD
1468197.15000000
0.101513365116
Long
DBT
CORP
IN
N
2
2031-06-03
Fixed
3.25000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2020-1
40438FAF1
975000.00000000
PA
USD
995704.91000000
0.068844539084
Long
ABS-O
CORP
US
N
2
2030-02-20
Fixed
2.26000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR5 Trust
74333FAF6
400000.00000000
PA
USD
396887.24000000
0.027441382313
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.35900000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ACTIVISION BLIZZARD INC AUG21 105 CALL
000000000
-44.00000000
NC
USD
-5566.00000000
-0.00038484163
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Activision Blizzard Inc
Activision Blizzard Inc
100.00000000
105.00000000
USD
2021-08-20
XXXX
-1486.56000000
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2019-1
68267DAD8
3230000.00000000
PA
USD
3248631.61000000
0.224615288725
Long
ABS-O
CORP
US
N
2
2031-02-14
Fixed
4.22000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
2940000.00000000
PA
USD
3211068.00000000
0.222018084081
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAW1
855000.00000000
PA
USD
863550.00000000
0.059707149306
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GT4
605000.00000000
PA
USD
605051.35000000
0.041834162807
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
13532.00000000
NS
USD
1853342.72000000
0.128142910657
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MICROSOFT CORP AUG21 275 CALL
000000000
-9.00000000
NC
USD
-5895.00000000
-0.00040758919
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Microsoft Corp
Microsoft Corp
100.00000000
275.00000000
USD
2021-08-20
XXXX
-2279.58000000
N
N
N
Springcastle SPV
N/A
SpringCastle America Funding LLC
85022WAP9
3167677.83000000
PA
USD
3208287.46000000
0.221825833352
Long
ABS-O
CORP
US
N
2
2037-09-25
Fixed
1.97000000
N
N
N
N
N
N
Regatta XIII Funding LLC
N/A
Regatta XIII Funding Ltd
75888FAJ4
920000.00000000
PA
USD
920098.99000000
0.063617031755
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
3.28400000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
2345000.00000000
PA
USD
2508751.35000000
0.173458851747
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
Credit Suisse First Boston Mortgage Securities
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27
22541QL75
135481.13000000
PA
USD
144493.85000000
0.009990522697
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
5.75000000
N
N
N
N
N
N
Banc of America Funding Corporation
N/A
Banc of America Funding 2005-7 Trust
05946XS61
402247.32000000
PA
USD
434249.59000000
0.030024671537
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.75000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013093AD1
402000.00000000
PA
USD
411045.00000000
0.028420271190
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
325000.00000000
PA
USD
333511.97000000
0.023059520569
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
5160000.00000000
PA
USD
5559900.00000000
0.384419870798
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAE8
4048175.00000000
PA
USD
4305031.70000000
0.297656384088
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.88400000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
1355000.00000000
PA
USD
1419701.25000000
0.098160285454
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
COCA-COLA CO/THE AUG21 57.5 CALL
000000000
-76.00000000
NC
USD
-2052.00000000
-0.00014187837
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Coca-Cola Co/The
Coca-Cola Co/The
100.00000000
57.50000000
USD
2021-08-20
XXXX
966.34000000
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
3510000.00000000
PA
USD
3631761.90000000
0.251105494769
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
1755000.00000000
PA
USD
1820812.50000000
0.125893722188
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Pikes Peak CLO
549300IOF5UIE4PES702
Pikes Peak CLO 1
721327AG9
1045000.00000000
PA
USD
1042419.27000000
0.072074440383
Long
ABS-CBDO
CORP
KY
N
2
2031-07-24
Floating
3.32600000
N
N
N
N
N
N
Ziggo B.V.
213800TQASLF9JXH5J59
Ziggo B.V. 2019 EUR Term Loan H
000000000
1930000.00000000
PA
2268679.36000000
0.156859912310
Long
LON
CORP
NL
N
2
2029-01-31
Floating
3.00000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCII LLC
91835MAA9
1323716.50000000
PA
USD
1323795.00000000
0.091529182694
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
1.89300000
N
N
N
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAA9
2520000.00000000
PA
USD
2488500.00000000
0.172058642867
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-2 Trust
78471WAC9
910851.84000000
PA
USD
920957.56000000
0.063676394580
Long
ABS-O
CORP
US
N
2
2027-04-26
Fixed
3.79000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCVI LLC
92873FAA5
2382588.98000000
PA
USD
2383851.99000000
0.164823121638
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
2.11600000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-4 LLC
693583AA4
3927877.65000000
PA
USD
3967101.44000000
0.274291376285
Long
ABS-MBS
CORP
US
N
2
2026-04-25
Variable
1.86700000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2020-4 Trust
21873AAJ6
1340000.00000000
PA
USD
1313467.60000000
0.090815130683
Long
ABS-O
CORP
US
N
2
2052-12-15
Fixed
2.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
COMCAST CORP AUG21 60 CALL
000000000
-78.00000000
NC
USD
-5889.00000000
-0.00040717434
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Comcast Corp
Comcast Corp
100.00000000
60.00000000
USD
2021-08-20
XXXX
1030.75000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
8950000.00000000
PA
USD
12052347.72000000
0.833317497317
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR3 Trust
74333AAJ9
785000.00000000
PA
USD
785695.27000000
0.054324155862
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
2.29600000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-F
63935CAC5
3410000.00000000
PA
USD
3484239.79000000
0.240905593608
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
3.12000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR3 Trust
02665XAE9
1200000.00000000
PA
USD
1313637.24000000
0.090826859849
Long
ABS-O
CORP
US
N
2
2036-12-17
Fixed
6.41800000
N
N
N
N
N
N
Social Professional Loan Program LLC
549300MIP15HTYPHSM46
Sofi Professional Loan Program 2016-A LLC
78469PAC8
448684.04000000
PA
USD
454112.71000000
0.031398037609
Long
ABS-O
CORP
US
N
2
2038-01-26
Fixed
3.57000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust 2018-3
36255XAB9
499763.97000000
PA
USD
503603.26000000
0.034819888872
Long
ABS-O
CORP
US
N
2
2023-08-15
Fixed
3.78000000
N
N
N
N
N
N
OAKTREE SPECIALTY LEND
549300J6MGCEU5928620
Oaktree Specialty Lending Corp
67401PAC2
1125000.00000000
PA
USD
1125463.88000000
0.077816269957
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.70000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
1935000.00000000
PA
USD
2061490.95000000
0.142534593185
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
290000.00000000
PA
USD
304799.35000000
0.021074286722
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AG2
475000.00000000
PA
USD
481531.25000000
0.033293796814
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.75000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR5 Trust
74333FAE9
930000.00000000
PA
USD
922730.66000000
0.063798989388
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.20900000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAU9
550000.00000000
PA
USD
560516.00000000
0.038754921545
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.50000000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
47102.00000000
NS
USD
6821782.66000000
0.471668340936
Long
EC
CORP
US
N
1
N
N
N
Trestles CLO LTD
6354005OLPZ8XONXGL10
Trestles CLO II LTD
89531VAA0
895000.00000000
PA
USD
869454.19000000
0.060115373906
Long
ABS-CBDO
CORP
KY
N
2
2031-07-25
Floating
5.92600000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR1 Trust
74333BAJ7
2803000.00000000
PA
USD
2856986.90000000
0.197536382843
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
4.46600000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BD4
440000.00000000
PA
USD
507891.70000000
0.035116398081
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2018-A
63940PAD7
1035000.00000000
PA
USD
1058732.34000000
0.073202350645
Long
ABS-O
CORP
US
N
2
2042-02-18
Fixed
3.68000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
16177.00000000
NS
USD
525590.73000000
0.036340135707
Long
EC
CORP
US
N
1
N
N
N
WAVE 2017-1 LLC
N/A
WAVE 2017-1 Trust
94353WAA3
2042563.53000000
PA
USD
2001976.57000000
0.138419679199
Long
ABS-O
CORP
US
N
2
2042-11-15
Fixed
3.84400000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MASTERCARD INC AUG21 395 CALL
000000000
-11.00000000
NC
USD
-3437.50000000
-0.00023767393
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Mastercard Inc
Mastercard Inc
100.00000000
395.00000000
USD
2021-08-20
XXXX
4336.33000000
N
N
N
SMB Private Education Loan Trust
549300V1P5RKG8RJI005
SMB Private Education Loan Trust 2018-C
78449QAD9
510000.00000000
PA
USD
543280.36000000
0.037563223403
Long
ABS-O
CORP
US
N
2
2042-11-17
Fixed
4.00000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO1, LTD
549300TB55YBQBSW5Z77
Goldentree Loan Management US Clo 3 Ltd
38138BAL4
320000.00000000
PA
USD
320635.10000000
0.022169194358
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
2.08800000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40438PAF9
5900000.00000000
PA
USD
6089189.99000000
0.421015778920
Long
ABS-O
CORP
US
N
2
2030-07-22
Fixed
2.79000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP21 XCBT 20210921
000000000
-217.00000000
NC
USD
-186459.64000000
-0.01289210070
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYU1 Comdty
2021-09-21
-31756618.49000000
USD
-186459.64000000
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDG8
1825000.00000000
PA
USD
1835466.39000000
0.126906914242
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
1.05000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
6185000.00000000
PA
USD
7043017.34000000
0.486964840351
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEB4
7210000.00000000
PA
USD
7199632.89000000
0.497793475668
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.55000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2019-E
17328DAA8
3598068.26000000
PA
USD
3608514.53000000
0.249498136548
Long
ABS-MBS
CORP
US
N
2
2070-11-25
Variable
3.22800000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
1630000.00000000
PA
USD
1627693.55000000
0.112541186746
Long
DBT
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE3 Mortgage Trust
12624PAL9
1510000.00000000
PA
USD
1508644.02000000
0.104309922705
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.92200000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
75000.00000000
PA
USD
82875.00000000
0.005730102482
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO XV Ltd
87250RAC8
610000.00000000
PA
USD
610281.33000000
0.042195771511
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
2.33800000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
110000.00000000
PA
USD
119867.00000000
0.008287785149
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
305.00000000
NS
USD
667367.45000000
0.046142791939
Long
EC
CORP
US
N
1
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AF1
515000.00000000
PA
USD
501803.13000000
0.034695425169
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
1.12500000
N
N
N
N
Y
Splunk Inc
Splunk Inc
USD
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBP9
4460000.00000000
PA
USD
4646606.40000000
0.321273373970
Long
DBT
CORP
GB
N
2
2035-09-23
Fixed
3.56400000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AJ1
665000.00000000
PA
USD
807230.47000000
0.055813132067
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS 2017-BRBK Mortgage Trust
23305JAJ1
750000.00000000
PA
USD
782109.83000000
0.054076253133
Long
ABS-MBS
CORP
US
N
2
2034-10-10
Variable
3.64800000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2020-4
02530QAD9
2660000.00000000
PA
USD
2699503.66000000
0.186647754131
Long
ABS-O
CORP
US
N
2
2026-12-14
Fixed
1.77000000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS 2018-1 Ltd
56564RAB6
1556112.00000000
PA
USD
1441006.71000000
0.099633377089
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
5.19300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127964W6
4670000.00000000
PA
USD
4669128.25000000
0.322830568644
Long
STIV
UST
US
N
2
2021-11-04
None
0.00000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3C6
7290000.00000000
PA
USD
7295513.35000000
0.504422795268
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.43300000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AQ3
1770000.00000000
PA
USD
1246788.00000000
0.086204802581
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
3815000.00000000
PA
USD
4134506.25000000
0.285865997309
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290889
362679.00000000
NS
USD
3046503.60000000
0.210639853288
Long
EC
CORP
MX
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
665000.00000000
PA
USD
816240.95000000
0.056436130243
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BX0
3360000.00000000
PA
USD
3694656.00000000
0.255454087692
Long
DBT
CORP
MX
N
2
2030-09-17
Fixed
5.20000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-2 LLC
69359UAA3
1505764.43000000
PA
USD
1524161.86000000
0.105382849565
Long
ABS-MBS
CORP
US
N
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
THERMO FISHER SCIENTIFIC INC AUG21 510 CALL
000000000
-5.00000000
NC
USD
-7900.00000000
-0.00054621791
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Thermo Fisher Scientific Inc
Thermo Fisher Scientific Inc
100.00000000
510.00000000
USD
2021-08-20
XXXX
-3563.55000000
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2004-16CB
12667FLZ6
210390.00000000
PA
USD
216018.71000000
0.014935859383
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Fixed
5.50000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAL9
2670000.00000000
PA
USD
2711571.90000000
0.187482170445
Long
DBT
US
N
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
625000.00000000
PA
USD
656250.00000000
0.045374114680
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
Sprite Limited
N/A
Sprite 2017-1 Ltd
85208HAB9
1021957.34000000
PA
USD
900789.48000000
0.062281943113
Long
ABS-O
CORP
KY
N
2
2037-12-15
Fixed
5.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CK9
1420000.00000000
PA
USD
1495326.51000000
0.103389129979
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.90000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
3531.00000000
NS
USD
549211.74000000
0.037973327961
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
6700000.00000000
PA
USD
7489394.00000000
0.517827995797
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2018-2
14314XAG4
1435000.00000000
PA
USD
1476227.69000000
0.102068608762
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.99000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
18395.00000000
NS
USD
555345.05000000
0.038397394264
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XNX8
1075711.10000000
PA
USD
1092858.80000000
0.075561905555
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Floating
2.29200000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust 2005-7
61748HPQ8
648857.29000000
PA
USD
675454.53000000
0.046701944846
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CK3
1270000.00000000
PA
USD
1291396.82000000
0.089289123670
Long
DBT
CORP
DE
N
2
2032-05-28
Fixed
3.03500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
710000.00000000
PA
USD
862363.44000000
0.059625108758
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBD2
370000.00000000
PA
USD
436515.51000000
0.030181340663
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.00000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
2525000.00000000
PA
USD
2607049.88000000
0.180255360354
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
630000.00000000
PA
USD
538965.00000000
0.037264852904
Long
DBT
CORP
KY
N
2
2022-03-23
Fixed
8.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
310000.00000000
PA
USD
338861.00000000
0.023429360570
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL4 Trust
12662GAC2
2504894.87000000
PA
USD
2517637.27000000
0.174073237657
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
1.79600000
N
N
N
N
N
N
Catamaran CLO Ltd
549300MB476AHX5W1918
Catamaran CLO 2013-1 Ltd
14889EAQ9
500000.00000000
PA
USD
500239.35000000
0.034587303062
Long
ABS-CBDO
CORP
KY
N
2
2028-01-27
Floating
1.98100000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AA4
530000.00000000
PA
USD
540494.00000000
0.037370570270
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
1353.00000000
NS
USD
204167.70000000
0.014116462680
Long
EC
CORP
US
N
1
N
N
N
NOKIA OYJ
549300A0JPRWG1KI7U06
Nokia Oyj
000000000
1660000.00000000
PA
2076025.51000000
0.143539534583
Long
DBT
CORP
FI
N
2
2026-03-11
Fixed
2.00000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183BL7
790000.00000000
PA
USD
791693.60000000
0.054738889444
Long
ABS-O
CORP
US
N
2
2030-04-15
Fixed
3.57000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
7618.00000000
NS
USD
509034.76000000
0.035195430973
Long
EC
CORP
US
N
1
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2020-SFR2 Trust
89613JAJ9
1170000.00000000
PA
USD
1139093.28000000
0.078758627227
Long
ABS-O
CORP
US
N
2
2039-11-17
Fixed
2.73000000
N
N
N
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
1372000.00000000
PA
USD
1425508.00000000
0.098561772906
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
SLM Student Loan Trust
549300BLEHJGFV7XSO25
SLM Private Credit Student Loan Trust 2003-B
78443CAN4
1609000.00000000
PA
USD
1608380.54000000
0.111205856109
Long
ABS-O
CORP
US
N
2
2033-03-15
Floating
3.59600000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
485000.00000000
PA
USD
514585.00000000
0.035579182937
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Banc of America Alternative Loan Trust
N/A
Banc of America Alternative Loan Trust 2003-8
05948XTV3
342216.73000000
PA
USD
351993.21000000
0.024337341374
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Fixed
5.50000000
N
N
N
N
N
N
RCO Mortgage LLC
N/A
RCO V Mortgage LLC 2020-1
74937CAA4
1288234.06000000
PA
USD
1298552.81000000
0.089783899610
Long
ABS-MBS
CORP
US
N
2
2025-09-25
Variable
3.10500000
N
N
N
N
N
N
GENM CAPITAL LABUAN
254900DWSHIWTSE0YG58
Genm Capital Labuan Ltd
37231BAA6
3420000.00000000
PA
USD
3404473.20000000
0.235390411280
Long
DBT
CORP
MY
N
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PBK0
250000.00000000
PA
USD
282536.33000000
0.019534987944
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
4.62500000
N
N
N
N
N
N
ABJA INVESTMENT CO
254900E6OE5YJ9WCCU19
ABJA Investment Co Pte Ltd
000000000
400000.00000000
PA
USD
432000.00000000
0.029869131492
Long
DBT
CORP
SG
N
2
2024-07-31
Fixed
5.95000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 4 Ltd
67098EAA9
1585000.00000000
PA
USD
1585032.33000000
0.109591525658
Long
ABS-CBDO
CORP
KY
N
2
2032-10-22
Floating
6.32200000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
380000.00000000
PA
USD
403750.00000000
0.027915883889
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAC9
2460000.00000000
PA
USD
2444010.00000000
0.168982537173
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO VII Ltd
87248TAQ8
1030000.00000000
PA
USD
1030469.89000000
0.071248242230
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
2.33400000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAA5
1110000.00000000
PA
USD
1224932.83000000
0.084693703168
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.40000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
8334.00000000
NS
USD
507540.60000000
0.035092122498
Long
EC
CORP
US
N
1
N
N
N
DSLA Mortgage Loan Trust
N/A
DSLA Mortgage Loan Trust 2005-AR5
23332UFF6
413221.09000000
PA
USD
312095.85000000
0.021578777735
Long
ABS-MBS
CORP
US
N
2
2045-09-19
Floating
0.42300000
N
N
N
N
N
N
2021-07-30
Natixis Funds Trust II
John Sgroi
John Sgroi
Assistant Treasurer