0001752724-22-053293.txt : 20220301
0001752724-22-053293.hdr.sgml : 20220301
20220301121507
ACCESSION NUMBER: 0001752724-22-053293
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220301
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: 22695505
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
811-00242
0000052136
R4B5ZXLI2IMIOWT67V76
888 BOYLSTON STREET
Suite 800
BOSTON
02199-8197
617-449-2810
Loomis Sayles Strategic Alpha Fund
S000030600
XW1RTFP3MQA6N2KPMD54
2021-12-31
2021-12-31
N
1460972023.40
2717492.54
1458254530.86
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
14788620.17000000
USD
ZAR
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
585000.00000000
PA
USD
609999.98000000
0.041830830427
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
5400428.83000000
PA
USD
5273146.66000000
0.361606739318
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.64000000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAA3
1695000.00000000
PA
USD
1709407.50000000
0.117222848537
Long
DBT
CORP
KY
N
2
2026-11-29
Fixed
5.62500000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
45674GAA2
210000.00000000
PA
USD
210766.50000000
0.014453341000
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
162341.48000000
PA
USD
162501.11000000
0.011143535409
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
1072312.50000000
0.073533973480
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.62500000
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
1470875.00000000
0.100865450363
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
1691471.24000000
0.115992867102
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
724915.19000000
0.049711156362
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Floating
2.07200000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 30 Ltd
50200YAW8
310000.00000000
PA
USD
308071.58000000
0.021126049909
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
3.13200000
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
1597432.59000000
0.109544154068
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
1359336.08000000
0.093216653967
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
4.09000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
370000.00000000
PA
USD
369355.52000000
0.025328604313
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
1985000.00000000
PA
USD
1945300.00000000
0.133399208357
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
560886.78000000
0.038462886151
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
1319511.90000000
0.090485705483
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98100000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
710000.00000000
PA
USD
137903.30000000
0.009456737289
Long
DBT
CORP
KY
N
2
2024-02-08
Fixed
6.35000000
N
N
N
N
N
N
Basswood Park CLO Ltd
5493005HSAGIQZIVAS94
Basswood Park CLO Ltd
070252AG6
1830000.00000000
PA
USD
1829984.26000000
0.125491416023
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
2.78200000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CH6
70000.00000000
PA
USD
72938.01000000
0.005001733816
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
1019819.08000000
0.069934230164
Long
EC
CORP
FR
N
2
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
Everi Holdings Inc
30034TAA1
330000.00000000
PA
USD
333300.00000000
0.022856092194
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
Cisco Systems Inc/Delaware
17275R102
8738.00000000
NS
USD
553727.06000000
0.037971907392
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
843.00000000
NS
USD
542234.46000000
0.037183800806
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
300017.94000000
0.020573770466
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
3.12400000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette Clo Ltd
75620TAZ1
340000.00000000
PA
USD
340170.00000000
0.023327203365
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
3.38200000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
13119.00000000
NS
USD
388191.21000000
0.026620264280
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
711308.80000000
0.048778096343
Long
ABS-O
CORP
US
N
2
2068-10-15
Fixed
3.08000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAJ4
1715000.00000000
PA
USD
1709568.60000000
0.117233895991
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
1617829.59000000
0.110942881078
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
1560193.78000000
0.106990497679
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
2.08200000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBC4
3580000.00000000
PA
USD
3364269.20000000
0.230705211525
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
1.12500000
N
N
N
N
N
NCL Corp Ltd
NCL Corp Ltd
USD
XXXX
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
2680.00000000
NS
USD
574431.20000000
0.039391696568
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
296340.66000000
0.020321600497
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Variable
5.36000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR7 Trust
74333PAL1
415000.00000000
PA
USD
401828.65000000
0.027555453557
Long
ABS-O
CORP
US
N
2
2040-08-17
Fixed
2.64000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2020-2
30167YAG6
1265000.00000000
PA
USD
1326041.18000000
0.090933451735
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
1049434.88000000
0.071965137621
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
1332.00000000
NS
USD
552180.60000000
0.037865858690
Long
EC
CORP
IE
N
1
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAH3
2920225.00000000
PA
USD
3055910.33000000
0.209559460665
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
2476514.05000000
0.169827283069
Long
DBT
CORP
IN
N
2
2031-02-10
Fixed
2.80000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CHEVRON CORP
000000000
-32.00000000
NC
USD
-8432.00000000
-0.00057822553
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Chevron Corp
Chevron Corp
100.00000000
120.00000000
USD
2022-02-18
XXXX
-1976.72000000
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
10505.00000000
NS
USD
548150.90000000
0.037589521472
Long
EC
CORP
US
N
1
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
220000.00000000
PA
USD
33215.60000000
0.002277764224
Long
DBT
CORP
KY
N
2
2024-03-29
Fixed
9.50000000
Y
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
PFIZER INC
000000000
-72.00000000
NC
USD
-3564.00000000
-0.00024440177
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Pfizer Inc
Pfizer Inc
100.00000000
70.00000000
USD
2022-02-18
XXXX
5056.41000000
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-1 Trust
83405RAC1
140611.54000000
PA
USD
141430.57000000
0.009698620303
Long
ABS-O
CORP
US
N
2
2027-02-25
Fixed
3.65000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACR4
285000.00000000
PA
USD
287758.71000000
0.019733092125
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
2.40000000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAA8
1385000.00000000
PA
USD
1173787.50000000
0.080492635212
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
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CA0
7615000.00000000
PA
USD
7509073.07000000
0.514935692712
Long
DBT
CORP
JP
N
2
2025-10-11
Fixed
0.96200000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAB1
1525000.00000000
PA
USD
1544062.50000000
0.105884292990
Long
DBT
CORP
KY
N
2
2028-11-29
Fixed
6.25000000
N
N
N
N
N
N
AmWINS Group, Inc.
549300SJE7MUB8NMRG61
AmWINS Group, Inc. 2021 Term Loan B
03234TAW8
618583.31000000
PA
USD
613430.51000000
0.042066079481
Long
LON
CORP
US
N
2
2028-02-19
Floating
3.00000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
1020000.00000000
PA
USD
152898.00000000
0.010485000853
Long
DBT
CORP
KY
N
2
2025-06-28
Fixed
8.75000000
Y
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
750000.00000000
PA
USD
749062.50000000
0.051367061383
Long
DBT
CORP
JP
N
2
2031-07-06
Fixed
5.25000000
N
N
N
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
6552.00000000
NS
USD
879868.08000000
0.060337071572
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
7089375.14000000
0.486154850883
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
2.71000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAG9
2840000.00000000
PA
USD
2787683.85000000
0.191165793831
Long
DBT
CORP
US
N
2
2028-06-11
Fixed
2.87500000
N
N
N
N
N
N
AASET 2021-1 Trust
N/A
Aaset 2021-1 Trust
00038PAA8
2097716.46000000
PA
USD
2039829.97000000
0.139881613726
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
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
3411824.90000000
0.233966350029
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
320265.33000000
PA
USD
331392.69000000
0.022725298155
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
1331364.32000000
0.091298486774
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
3125720.40000000
0.214346695576
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
6293.00000000
NS
USD
407031.24000000
0.027912221864
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
2166.00000000
NS
USD
545680.38000000
0.037420105232
Long
EC
CORP
US
N
1
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2P1
3670000.00000000
PA
USD
3619902.59000000
0.248235305524
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.60000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
1805000.00000000
PA
USD
1775808.64000000
0.121776315617
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
11509.00000000
NS
USD
1968844.63000000
0.135013784516
Long
EC
CORP
US
N
1
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-HYB4
12669FV75
38483.54000000
PA
USD
38814.97000000
0.002661741772
Long
ABS-MBS
CORP
US
N
2
2034-09-20
Variable
2.60400000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust 2014-C20
92890FAY2
1570000.00000000
PA
USD
1595719.11000000
0.109426651947
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
4.37800000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
2082.00000000
NS
USD
558121.74000000
0.038273273162
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
1775000.00000000
PA
USD
1842640.39000000
0.126359311835
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAH1
685000.00000000
PA
USD
679177.50000000
0.046574688137
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
655500.00000000
0.044951000400
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
1107485.92000000
0.075945995473
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
3.83200000
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
1913193.72000000
0.131197515900
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
4.25000000
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
430000.00000000
PA
USD
276748.00000000
0.018978031210
Long
DBT
CORP
KY
N
2
2025-01-02
Fixed
5.75000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
1091.00000000
NS
USD
547834.74000000
0.037567840758
Long
EC
CORP
US
N
1
N
N
N
Oaktree CLO Ltd
N/A
Oaktree CLO 2019-4 Ltd
67400JAA1
2100000.00000000
PA
USD
2096712.87000000
0.143782366221
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
7.36200000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAF0
4360000.00000000
PA
USD
4616759.18000000
0.316594879857
Long
DBT
CORP
NO
N
2
2030-01-15
Fixed
3.75000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAJ9
2155000.00000000
PA
USD
2131230.35000000
0.146149407040
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
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
30215EBD8
586000000.00000000
PA
7794240.31000000
0.534491074435
Long
DBT
NUSS
KR
N
2
2023-08-09
Fixed
4.89000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2021-1
40440YAF6
700000.00000000
PA
USD
690608.10000000
0.047358543065
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
5452758.00000000
0.373923611043
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.37500000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAL4
1280000.00000000
PA
USD
1288000.00000000
0.088324772715
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.87500000
N
N
N
N
N
N
Medline Borrower, LP
N/A
Medline Borrower, LP USD Term Loan B
58503UAC7
1350000.00000000
PA
USD
1349406.00000000
0.092535697400
Long
LON
CORP
US
N
2
2028-10-23
Floating
3.75000000
N
N
N
N
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital Aircraft Lease Securitization Ltd 2016-1
09228YAB8
859677.47000000
PA
USD
844086.10000000
0.057883317496
Long
ABS-O
CORP
KY
N
2
2041-12-16
Variable
4.21300000
N
N
N
N
N
N
PENN NATIONAL GAMING INC
N/A
Penn National Gaming Inc
707569AU3
670000.00000000
PA
USD
1587903.42000000
0.108890689958
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
2.75000000
N
N
N
N
Y
Penn National Gaming Inc
Penn National Gaming Inc
USD
XXXX
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-D
64034YAC5
810000.00000000
PA
USD
812157.84000000
0.055693832785
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
2.90000000
N
N
N
N
N
N
BECLE SA DE CV
529900JY55CZKMJLCE09
Becle SAB de CV
07586PAA9
3805000.00000000
PA
USD
3743891.70000000
0.256737875368
Long
DBT
CORP
MX
N
2
2031-10-14
Fixed
2.50000000
N
N
N
N
N
N
Kaisa Group Holdings Ltd
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
1875000.00000000
PA
USD
493162.50000000
0.033818684568
Long
DBT
CORP
KY
N
2
2024-06-30
Fixed
9.37500000
Y
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MICROSOFT CORP
000000000
-6.00000000
NC
USD
-3645.00000000
-0.00024995636
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Microsoft Corp
Microsoft Corp
100.00000000
350.00000000
USD
2022-02-18
XXXX
-1204.65000000
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
205000.00000000
PA
USD
54089.25000000
0.003709177571
Long
DBT
CORP
KY
N
2
2025-07-23
Fixed
9.95000000
Y
N
N
N
N
N
MOTEL 6
N/A
Motel 6 Term Loan B
05601QAB0
650000.00000000
PA
USD
652847.00000000
0.044769070569
Long
LON
CORP
US
N
2
2026-09-09
Floating
5.75000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
415000.00000000
PA
USD
468950.00000000
0.032158309134
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.12500000
N
N
N
N
N
N
RBSCF Trust
N/A
RBS Commercial Funding Inc 2013-GSP Trust
74932QAA8
1350000.00000000
PA
USD
1397959.29000000
0.095865245772
Long
ABS-MBS
CORP
US
N
2
2032-01-15
Variable
3.83400000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2
590219AE1
31245.41000000
PA
USD
31863.45000000
0.002185040356
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
2.02200000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
6440.00000000
NS
USD
308991.20000000
0.021189112974
Long
EC
CORP
US
N
1
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDN1
1165000.00000000
PA
USD
1223024.57000000
0.083869073890
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
697250.64000000
PA
USD
699282.99000000
0.047953424810
Long
ABS-O
CORP
US
N
2
2035-10-15
Floating
0.86000000
N
N
N
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
646560.00000000
PA
USD
673140.08000000
0.046160671251
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796J42
10765000.00000000
PA
USD
10758563.39000000
0.737769927150
Long
STIV
UST
US
N
2
2022-06-16
None
0.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CL7
1340000.00000000
PA
USD
1313200.00000000
0.090052866095
Long
DBT
CORP
US
N
2
2047-02-15
Fixed
4.10000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
UNITEDHEALTH GROUP INC
000000000
-5.00000000
NC
USD
-4500.00000000
-0.00030858810
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
UnitedHealth Group Inc
UnitedHealth Group Inc
100.00000000
520.00000000
USD
2022-02-18
XXXX
-1416.38000000
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2021-NMR1
59982HAH3
245000.00000000
PA
USD
250166.56000000
0.017155205398
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
2.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAN1
1015000.00000000
PA
USD
1086050.00000000
0.074476024385
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.12500000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
5080000.00000000
PA
USD
5145430.40000000
0.352848579662
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BN3
5460000.00000000
PA
USD
5610150.00000000
0.384716788549
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.00000000
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
1630000.00000000
PA
USD
1583602.67000000
0.108595765450
Long
DBT
CORP
JP
N
2
2028-07-06
Fixed
4.62500000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
635000.00000000
PA
USD
681050.20000000
0.046703108791
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
Education Funding Trust
N/A
Education Funding Trust Trust
28141PAA3
1572281.02000000
PA
USD
1589632.71000000
0.109009276251
Long
ABS-O
CORP
US
N
2
2041-07-25
Fixed
2.79000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO IV Ltd
14687EAJ9
970000.00000000
PA
USD
969123.22000000
0.066457754767
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
3.38300000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAC7
3013500.00000000
PA
USD
3097284.34000000
0.212396688949
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
3311600.00000000
0.227093414072
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
5530000.00000000
PA
USD
5035756.25000000
0.345327660119
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
997204.32000000
0.068383419965
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
1.66000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JN8
255000.00000000
PA
USD
277709.36000000
0.019043956601
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
1617161.84000000
PA
USD
1608513.58000000
0.110304034443
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
2.24000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
134687500.00000000
PA
6582522.25000000
0.451397345984
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
310900.23000000
0.021320024962
Long
DBT
NUSS
AR
N
2
2025-04-12
Fixed
37.92200000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
580000.00000000
PA
USD
565500.00000000
0.038779238331
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
Artisan Partners Asset Management Inc
549300T1FUI6JF63XU51
Artisan Partners Asset Management Inc
04316A108
11417.00000000
NS
USD
543905.88000000
0.037298418656
Long
EC
CORP
US
N
1
N
N
N
Aimco
549300VLRW0CEQ83RF89
Aimco CLO 11 Ltd
00140NAU4
3460000.00000000
PA
USD
3460202.06000000
0.237283820264
Long
ABS-CBDO
CORP
KY
N
2
2034-10-17
Floating
3.12300000
N
N
N
N
N
N
SLM Student Loan Trust
N/A
SLM Private Credit Student Loan Trust 2003-A
78443CAJ3
486000.00000000
PA
USD
485591.76000000
0.033299520057
Long
ABS-O
CORP
US
N
2
2032-06-15
Variable
3.60300000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
477143AN1
915000.00000000
PA
USD
852979.13000000
0.058493158220
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
802029.60000000
0.054999287369
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
294782.72000000
PA
USD
248764.66000000
0.017059069917
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
203727.50000000
0.013970640631
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
644828.66000000
0.044219211828
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.80000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C7
92936TAJ1
1909000.00000000
PA
USD
1038725.08000000
0.071230711650
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.79100000
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
351684.52000000
0.024116813118
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
725000.00000000
PA
USD
438835.25000000
0.030093186114
Long
DBT
CORP
KY
N
2
2027-01-16
Fixed
5.20000000
N
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
200000.00000000
PA
USD
182268.00000000
0.012499052541
Long
DBT
CORP
KY
N
2
2025-07-12
Fixed
4.25000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641596E1
7290000.00000000
PA
USD
7198521.73000000
0.493639592928
Long
DBT
CORP
CA
N
2
2024-07-31
Fixed
0.65000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust 2020-GSL
N/A
Legacy Mortgage Asset Trust 2020-GS1
52474PAA0
1648451.10000000
PA
USD
1653407.99000000
0.113382674629
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
1492275.00000000
0.102332958233
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
THERMO FISHER SCIENTIFIC INC
000000000
-6.00000000
NC
USD
-7290.00000000
-0.00049991272
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Thermo Fisher Scientific Inc
Thermo Fisher Scientific Inc
100.00000000
700.00000000
USD
2022-02-18
XXXX
-1309.67000000
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
822.00000000
NS
USD
548471.28000000
0.037611491573
Long
EC
CORP
US
N
1
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAB6
4365000.00000000
PA
USD
4543965.00000000
0.311603009203
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
971.00000000
NS
USD
551236.70000000
0.037801130621
Long
EC
CORP
US
N
1
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAH1
765000.00000000
PA
USD
754596.00000000
0.051746521888
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
411733.85000000
0.028234703975
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ABBOTT LABORATORIES
000000000
-31.00000000
NC
USD
-8277.00000000
-0.00056759638
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Abbott Laboratories
Abbott Laboratories
100.00000000
145.00000000
USD
2022-02-18
XXXX
-2085.45000000
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust 2004-4
576433MH6
181106.69000000
PA
USD
184404.32000000
0.012645550971
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
2.75000000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS 2018-1 Ltd
56564RAA8
1044633.78000000
PA
USD
1023013.41000000
0.070153281772
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
1336117.50000000
PA
USD
1336619.88000000
0.091658887506
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.26200000
N
N
N
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
645000.00000000
PA
USD
457950.00000000
0.031403982659
Long
DBT
CORP
KY
N
2
2026-08-14
Fixed
6.00000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2004-AR7
45660NU45
427720.99000000
PA
USD
409298.49000000
0.028067698837
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
1.32200000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAY8
4030000.00000000
PA
USD
4151077.60000000
0.284660703063
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
108029.00000000
NS
USD
3024812.00000000
0.207426888515
Long
EC
CORP
US
N
2
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
700000.00000000
PA
USD
713177.01000000
0.048906209095
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
3319042.66000000
0.227603795480
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
6088.00000000
NS
USD
540797.04000000
0.037085229536
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
1050000.00000000
PA
USD
1080187.50000000
0.074074002661
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAA8
3769000.00000000
PA
USD
3927599.52000000
0.269335663759
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
1106946.39000000
0.075908997131
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
912987.82000000
0.062608262184
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
2.07400000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
1165000.00000000
PA
USD
1182661.40000000
0.081101164095
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796P94
14485000.00000000
PA
USD
14447062.19000000
0.990709226974
Long
STIV
UST
US
N
2
2022-12-01
None
0.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MICROCHIP TECHNOLOGY INC
000000000
-25.00000000
NC
USD
-3937.50000000
-0.00027001459
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Microchip Technology Inc
Microchip Technology Inc
100.00000000
95.00000000
USD
2022-02-18
XXXX
-1029.80000000
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
1375000.00000000
PA
USD
1449004.56000000
0.099365682007
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
-176557.09000000
-0.01210742612
N/A
DCR
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
UNITED MEXICAN STATES
UNITED MEXICAN STATES
Y
buy protection
2026-06-20
74069.90000000
USD
0.00000000
USD
21525000.00000000
USD
-250626.99000000
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
895500.00000000
PA
USD
894115.56000000
0.061314094424
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
CoreLogic, Inc.
54930086CD8K2UIL0516
CoreLogic, Inc. Term Loan
21870FBA6
2628412.50000000
PA
USD
2623155.68000000
0.179883252511
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
924422.32000000
0.063392384555
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
4815512.12000000
0.330224389370
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
1300001.11000000
0.089147750443
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
8756.00000000
NS
USD
528774.84000000
0.036260805559
Long
EC
CORP
US
N
1
N
N
N
Babson CLO Ltd
549300QO1I8V07FLPQ13
Barings Clo Ltd 2019-IV
06761VAJ6
850000.00000000
PA
USD
850725.39000000
0.058338607698
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
2.92400000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
1577.00000000
NS
USD
546320.11000000
0.037463974802
Long
EC
CORP
IE
N
1
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AG1
390000.00000000
PA
USD
393900.00000000
0.027011745320
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
376605.11000000
0.025825745919
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
1553089.20000000
0.106503300153
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N4
14687HAE3
610000.00000000
PA
USD
609718.91000000
0.041811556014
Long
ABS-O
CORP
US
N
2
2028-09-11
Fixed
2.30000000
N
N
N
N
N
N
AGL CLO 3 Ltd.
549300LS0REDUXQSHW18
AGL CLO 3 LTD
00119MAG4
1350000.00000000
PA
USD
1350059.81000000
0.092580532508
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
2.27400000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAE5
1335000.00000000
PA
USD
1538587.50000000
0.105508844131
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAQ2
5680000.00000000
PA
USD
5054067.98000000
0.346583389459
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
-590164.05000000
-0.04047057886
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
-591639.35000000
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-1 Trust
437300AJ5
260535.44000000
PA
USD
254226.99000000
0.017433649930
Long
ABS-O
CORP
US
N
2
2041-09-17
Fixed
2.57700000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAL9
585000.00000000
PA
USD
573963.21000000
0.039359604091
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
135681.29000000
0.009304362656
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
399236.08000000
0.027377667722
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
1.93200000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 80 CLO Ltd
26245JAJ7
615000.00000000
PA
USD
617132.94000000
0.042319974115
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Floating
4.22200000
N
N
N
N
N
N
OHA Loan Funding Ltd
N/A
OHA Loan Funding 2013-1 Ltd
67706HBE7
2245000.00000000
PA
USD
2245209.46000000
0.153965539793
Long
ABS-CBDO
CORP
KY
N
2
2031-07-23
Floating
3.17400000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2004-16CB
12667FLT0
156847.18000000
PA
USD
160962.38000000
0.011038016792
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
295183.66000000
PA
USD
299429.49000000
0.020533417429
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
11011.00000000
NS
USD
554183.63000000
0.038003216741
Long
EC
CORP
US
N
1
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAC3
304867.19000000
PA
USD
311356.29000000
0.021351299338
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
5807325.38000000
PA
USD
5677763.95000000
0.389353424237
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
485067.74000000
PA
USD
479557.32000000
0.032885707525
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
1290840.04000000
0.088519528839
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
135000.00000000
PA
USD
140225.71000000
0.009615996866
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
2842356.71000000
0.194914992537
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
770088.81000000
PA
USD
748697.75000000
0.051342048603
Long
ABS-O
CORP
US
N
2
2045-03-15
Fixed
3.22800000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
1260000.00000000
PA
USD
1253700.00000000
0.085972645616
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
1455000.00000000
PA
USD
1707573.45000000
0.117097078312
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
7070000.00000000
PA
USD
7044053.10000000
0.483046885912
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
455652.00000000
0.031246397001
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
5.15800000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Z5ZNFT7IECFZ07
Neuberger Berman CLO XIV Ltd
64129JBJ8
3300000.00000000
PA
USD
3292590.18000000
0.225789813117
Long
ABS-CBDO
CORP
KY
N
2
2030-01-28
Floating
2.03600000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796F38
17410000.00000000
PA
USD
17407833.50000000
1.193744516585
Long
STIV
UST
US
N
2
2022-03-24
None
0.00000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVU0
2730000.00000000
PA
USD
2699298.04000000
0.185104725058
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.62500000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-5
576434RF3
183072.36000000
PA
USD
190153.95000000
0.013039832620
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
2173845.62000000
PA
USD
2169176.20000000
0.148751548793
Long
ABS-MBS
CORP
US
N
2
2059-12-26
Variable
2.97300000
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
1512425.18000000
0.103714759528
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
477520.37000000
0.032746023406
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
2.07200000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAB5
2860000.00000000
PA
USD
2891202.60000000
0.198264605994
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.87500000
N
N
N
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
2454363.36000000
0.168308296532
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.36300000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
90000.00000000
PA
USD
95962.50000000
0.006580641305
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
405000.00000000
PA
USD
403481.25000000
0.027668780824
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCM6
1170000.00000000
PA
USD
1294148.70000000
0.088746420642
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
2496240.00000000
0.171179992736
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
4874.00000000
NS
USD
556367.10000000
0.038152948489
Long
EC
CORP
US
N
1
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR2
45661EAF1
1902952.47000000
PA
USD
1518873.10000000
0.104156926507
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
0.52200000
N
N
N
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
210000.00000000
PA
USD
134034.60000000
0.009191440668
Long
DBT
CORP
KY
N
2
2026-08-04
Fixed
6.70000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18453HAA4
2745000.00000000
PA
USD
2840416.20000000
0.194781921803
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
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
4776723.49000000
0.327564453866
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Variable
3.03800000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057Q305
14685.00000000
NS
USD
627196.35000000
0.043010073805
Long
EC
CORP
US
N
1
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAD1
4280000.00000000
PA
USD
4098100.00000000
0.281027757039
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
42457.50000000
0.002911528755
Long
DBT
CORP
KY
N
2
2022-04-11
Fixed
9.50000000
Y
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
230000.00000000
PA
USD
208138.50000000
0.014273125548
Long
DBT
CORP
KY
N
2
2026-12-14
Fixed
4.85000000
N
N
N
N
N
N
Battalion CLO LTD
549300QOOT46OWR6Z544
Battalion Clo XVI Ltd
07133MAJ5
445000.00000000
PA
USD
445000.00000000
0.030515934672
Long
ABS-CBDO
CORP
KY
N
3
2032-12-19
Floating
3.35400000
N
N
N
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust 2014-STAR
85571XAQ0
4243654.00000000
PA
USD
1095227.43000000
0.075105367877
Long
ABS-MBS
CORP
US
N
3
2027-11-15
Floating
3.61000000
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
830775.00000000
0.056970507028
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
3116.00000000
NS
USD
541280.36000000
0.037118373270
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2019-2
80286GAG6
4140000.00000000
PA
USD
4221047.54000000
0.289458901081
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
3.22000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
QUALCOMM INC
000000000
-23.00000000
NC
USD
-9315.00000000
-0.00063877737
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
QUALCOMM Inc
QUALCOMM Inc
100.00000000
200.00000000
USD
2022-02-18
XXXX
-396.60000000
N
N
N
Banco Macro SA
579100KKDKKIFEBKK040
Banco Macro SA
05963GAJ7
21970000.00000000
PA
96187.43000000
0.006596065910
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
2704.00000000
NS
USD
509622.88000000
0.034947457334
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
2037772.00000000
0.139740488157
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
4111031.25000000
0.281914519242
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
4400000.00000000
PA
USD
1231296.00000000
0.084436288312
Long
DBT
CORP
KY
N
2
2027-01-13
Fixed
6.35000000
N
N
N
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust 2014-STAR
85571XAN7
1060000.00000000
PA
USD
489214.85000000
0.033547973940
Long
ABS-MBS
CORP
US
N
3
2027-11-15
Floating
2.86000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCY4
340000.00000000
PA
USD
349224.20000000
0.023948096344
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
5430000.00000000
PA
USD
5626837.50000000
0.385861136099
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
489252.90000000
0.033550583224
Long
ABS-CBDO
CORP
KY
N
2
2034-04-25
Floating
6.37400000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AC1
1257363.16000000
PA
USD
1278152.78000000
0.087649498283
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
991765.80000000
0.068010472726
Long
EC
CORP
US
N
1
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241103
43959.00000000
NS
USD
551685.45000000
0.037831903712
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
6281.00000000
NS
USD
546823.86000000
0.037498519526
Long
EC
CORP
US
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
890000.00000000
PA
USD
914475.00000000
0.062710245752
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
398905.64000000
0.027355007754
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
3.28200000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
11700000.00000000
PA
USD
11914578.00000000
0.817043784048
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
EL PASO ENERGY CAP TRST
N/A
El Paso Energy Capital Trust I
283678209
2329.00000000
NS
USD
117824.11000000
0.008079804143
Long
EP
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
5516.00000000
NS
USD
1195372.36000000
0.081972819881
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
1058657.82000000
0.072597601968
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
4.03000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
NXP SEMICONDUCTORS NV
000000000
-19.00000000
NC
USD
-7790.00000000
-0.00053420029
N/A
DE
NL
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100.00000000
250.00000000
USD
2022-02-18
XXXX
-727.20000000
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAL8
470000.00000000
PA
USD
461568.25000000
0.031652104638
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.68800000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
TJX COS INC/THE
000000000
-29.00000000
NC
USD
-4799.50000000
-0.00032912635
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
TJX Cos Inc/The
TJX Cos Inc/The
100.00000000
77.50000000
USD
2022-02-18
XXXX
-1356.39000000
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
000000000
1645000.00000000
PA
USD
1692376.00000000
0.116054911141
Long
DBT
CORP
IN
N
2
2024-04-10
Fixed
5.37500000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AU3
2255000.00000000
PA
USD
2250630.78000000
0.154337307539
Long
DBT
CORP
IT
N
2
2026-09-22
Fixed
2.56900000
N
N
N
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
220000.00000000
PA
USD
141158.60000000
0.009679969923
Long
DBT
CORP
KY
N
2
2025-02-05
Fixed
7.35000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234AT5
7080000.00000000
PA
USD
6982416.08000000
0.478820119000
Long
DBT
NUSS
CA
N
2
2026-04-14
Fixed
1.05000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
2185000.00000000
PA
USD
2266937.50000000
0.155455543050
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
8123.00000000
NS
USD
549033.57000000
0.037650050686
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-C8
46638UAM8
405000.00000000
PA
USD
407240.95000000
0.027926602755
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
4.62400000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAG3
3280000.00000000
PA
USD
3326018.40000000
0.228082157786
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
China Aoyuan Group Ltd
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
645000.00000000
PA
USD
125278.35000000
0.008590979650
Long
DBT
CORP
KY
N
2
2023-02-19
Fixed
7.95000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
1201.00000000
NS
USD
556711.54000000
0.038176568508
Long
EC
CORP
US
N
1
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2020-3
025297AD4
2590000.00000000
PA
USD
2614270.89000000
0.179273976845
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
2104751.55000000
0.144333619780
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
1377816.75000000
0.094483968391
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
3.12000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ANTHEM INC
000000000
-6.00000000
NC
USD
-6330.00000000
-0.00043408059
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Anthem Inc
Anthem Inc
100.00000000
480.00000000
USD
2022-02-18
XXXX
-2518.89000000
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
2411.00000000
NS
USD
549177.58000000
0.037659926191
Long
EC
CORP
NL
N
1
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
2410000.00000000
PA
USD
2455239.82000000
0.168368399894
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
firstkey homes 2020-sfr1 trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAJ1
4165000.00000000
PA
USD
4146403.69000000
0.284340189058
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
2.66800000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164AA0
2090000.00000000
PA
USD
2107733.65000000
0.144538117687
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BZ7
90000.00000000
PA
USD
89125.22000000
0.006111773912
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
1326682.75000000
0.090977447484
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.62500000
N
N
N
N
N
N
Gaming and Leisure Properties Inc
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
11744.00000000
NS
USD
571463.04000000
0.039188154598
Long
EC
US
N
1
N
N
N
Jazz Financing Lux S.a.r.l.
635400WUEO2NSG5OIU34
Jazz Financing Lux S.a.r.l. USD Term Loan
000000000
1338275.00000000
PA
USD
1342544.10000000
0.092065141687
Long
LON
CORP
LU
N
2
2028-05-05
Floating
4.00000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
7993.00000000
NS
USD
1307494.94000000
0.089661640840
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
87148.62000000
0.005976228302
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5186874000.00000000
COP
1361831.05000000
USD
2022-01-11
87148.62000000
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAK4
1447725.00000000
PA
USD
1414291.24000000
0.096985211433
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
9672.00000000
NS
USD
1223991.60000000
0.083935388102
Long
EP
CORP
BM
N
2
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
470000.00000000
PA
USD
535800.00000000
0.036742556848
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
5.70000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GK3
215000.00000000
PA
USD
241174.33000000
0.016538562020
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
870000.00000000
PA
USD
236622.60000000
0.016226426525
Long
DBT
CORP
KY
N
2
2024-04-08
Fixed
8.60000000
Y
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
UNITED PARCEL SERVICE INC
000000000
-10.00000000
NC
USD
-5825.00000000
-0.00039945015
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
United Parcel Service Inc
United Parcel Service Inc
100.00000000
220.00000000
USD
2022-02-18
XXXX
-2457.73000000
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
215000.00000000
PA
USD
220703.95000000
0.015134802966
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
972687.50000000
PA
USD
992136.39000000
0.068035885985
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR22
000000000
-517.00000000
NC
USD
-915307.14000000
-0.06276730986
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
UXYH2 COMDTY
2022-03-22
-74792880.36000000
USD
-915307.14000000
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-VII Ltd
12567HAJ1
5120000.00000000
PA
USD
5120293.89000000
0.351124840118
Long
ABS-CBDO
CORP
KY
N
2
2035-01-23
Floating
3.12800000
N
N
N
N
N
N
Octagon Investment Partners XXII Ltd
549300MQ9W5DWZ8QX450
Octagon Investment Partners XXII Ltd
67572YBU5
920000.00000000
PA
USD
915496.32000000
0.062780282908
Long
ABS-CBDO
CORP
KY
N
2
2030-01-22
Floating
2.02800000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-5
576434RG1
204720.55000000
PA
USD
211402.14000000
0.014496930098
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Fixed
6.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CF0
255000.00000000
PA
USD
265200.00000000
0.018186125562
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.62500000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
300000.00000000
PA
USD
323538.00000000
0.022186661735
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-LC4 Mortgage Trust
126192AG8
140000.00000000
PA
USD
136674.02000000
0.009372439248
Long
ABS-MBS
CORP
US
N
2
2044-12-10
Variable
5.55800000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAA1
7720000.00000000
PA
USD
7662100.00000000
0.525429534957
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
2124.00000000
NS
USD
549011.52000000
0.037648538604
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
552885.00000000
0.037914163014
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.79100000
N
N
N
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
930000.00000000
PA
USD
919035.30000000
0.063022968936
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
FORD MOTOR CREDI
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B69
1010000.00000000
PA
USD
1063211.85000000
0.072909895186
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.62500000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300ENU7ZZLTPT3E22
Dryden XXVI Senior Loan Fund
26250UAU9
300000.00000000
PA
USD
299885.37000000
0.020564679461
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
1.97400000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
625000.00000000
PA
USD
660131.25000000
0.045268588989
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
836962.50000000
0.057394815670
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
525000.00000000
PA
USD
576996.00000000
0.039567578072
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.30000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AG3
1415000.00000000
PA
USD
1385758.88000000
0.095028601020
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 3 LTD
67112TAG5
1900000.00000000
PA
USD
1852736.74000000
0.127051670390
Long
ABS-CBDO
CORP
KY
N
2
2035-07-02
Floating
6.38200000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-2
682696AC3
1020000.00000000
PA
USD
1034482.98000000
0.070939809073
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
822032.96000000
0.056371020463
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
1412812.50000000
0.096883806640
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
881940.92000000
PA
USD
895275.60000000
0.061393644322
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
417450.00000000
0.028626689728
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
5295000.00000000
PA
USD
5103056.25000000
0.349942766643
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
Parallel Ltd
N/A
Parallel 2017-1 Ltd
69915XAS5
2610000.00000000
PA
USD
2599824.92000000
0.178283342515
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
2.13200000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
780000.00000000
PA
USD
969150.00000000
0.066459591209
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
44707.91000000
0.003065850923
N/A
DFE
GB
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1850153.20000000
USD
1400000.00000000
GBP
2022-01-31
44707.91000000
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2018-C
63940VAC6
1775000.00000000
PA
USD
1833628.78000000
0.125741339471
Long
ABS-O
CORP
US
N
2
2042-06-16
Fixed
4.22000000
N
N
N
N
N
N
AGL CLO 3 Ltd.
549300LS0REDUXQSHW18
AGL CLO 3 LTD
00119MAJ8
1740000.00000000
PA
USD
1740092.05000000
0.119327045668
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
3.42400000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2004-S1
466247EV1
791875.49000000
PA
USD
830503.02000000
0.056951855963
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
487693.15000000
PA
USD
492436.55000000
0.033768902450
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
1691.00000000
NS
USD
568717.12000000
0.038999852766
Long
EC
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
9295000.00000000
PA
USD
8795393.75000000
0.603145305834
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
1868.00000000
NS
USD
546390.00000000
0.037468767518
Long
EC
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
330000.00000000
PA
USD
408293.50000000
0.027998781513
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
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
440550.60000000
0.030210816471
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
3805.00000000
NS
USD
598754.80000000
0.041059690700
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2011-C2
617459AJ1
1178230.76000000
PA
USD
1142883.84000000
0.078373412584
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
5.21100000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
37666.47000000
0.002582983231
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1480000.00000000
EUR
1723556.05000000
USD
2022-01-31
37666.47000000
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2004-J10
12667FVB8
521533.46000000
PA
USD
539770.49000000
0.037014833732
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
53440.80000000
0.003664710026
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1955000.00000000
EUR
2280184.93000000
USD
2022-01-26
53440.80000000
N
N
N
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
3751.00000000
NS
USD
3911205.21000000
0.268211421753
Long
EP
CORP
US
N
2
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
195000.00000000
PA
USD
211920.15000000
0.014532452703
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
1739299.78000000
0.119272715646
Long
ABS-CBDO
CORP
KY
N
2
2033-04-18
Floating
2.12200000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
1090000.00000000
PA
USD
1215350.00000000
0.083342789223
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-2
33845WAG4
3305000.00000000
PA
USD
3396287.74000000
0.232900887199
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
3.53000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
415000.00000000
PA
USD
120462.05000000
0.008260701232
Long
DBT
CORP
KY
N
2
2025-02-20
Fixed
7.70000000
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
1190371.49000000
0.081629884550
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
2473920.00000000
0.169649395743
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
2120000.00000000
PA
USD
2077600.00000000
0.142471698598
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
2155000.00000000
PA
USD
1961050.00000000
0.134479266719
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
3520000.00000000
PA
USD
3652000.00000000
0.250436389719
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
1672288.19000000
0.114677386876
Long
ABS-MBS
CORP
US
N
2
2044-03-15
Variable
5.42500000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
1884.00000000
NS
USD
554103.24000000
0.037997703986
Long
EC
CORP
US
N
1
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBJ2
2630000.00000000
PA
USD
2725337.50000000
0.186890384519
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
4601.00000000
NS
USD
539927.35000000
0.037025590428
Long
EC
CORP
US
N
1
N
N
N
Kestrel Aircraft Funding Limited
N/A
Kestrel Aircraft Funding LTD
49255PAA1
2047719.93000000
PA
USD
2000759.57000000
0.137202355806
Long
ABS-O
CORP
KY
N
2
2038-12-15
Fixed
4.25000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2020-3
96042QAL4
1675000.00000000
PA
USD
1678986.67000000
0.115136736040
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
416037.50000000
0.028529827351
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAM4
2405000.00000000
PA
USD
2153918.00000000
0.147705215682
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
2643772.50000000
0.181297053707
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
2735000.00000000
0.187552991752
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
2740492.41000000
PA
USD
2723812.95000000
0.186785838298
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
766207.47000000
0.052542780000
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
4017744.79000000
PA
USD
3891375.06000000
0.266851566557
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
1.65000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAF6
1635000.00000000
PA
USD
1639120.20000000
0.112402887514
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
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BE7
6035000.00000000
PA
USD
5965465.57000000
0.409082601408
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
907500.00000000
0.062231934192
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
729980.00000000
0.050058476387
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
590000.00000000
PA
USD
162314.90000000
0.011130766033
Long
DBT
CORP
KY
N
2
2025-01-13
Fixed
8.05000000
Y
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BS3
1065000.00000000
PA
USD
1026415.05000000
0.070386549692
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.37500000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3520.13000000
0.000241393386
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
590000.00000000
EUR
675827.30000000
USD
2022-02-17
3520.13000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
APPLE INC
000000000
-61.00000000
NC
USD
-25620.00000000
-0.00175689493
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Apple Inc
Apple Inc
100.00000000
185.00000000
USD
2022-02-18
XXXX
-4469.66000000
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C7
92936TAK8
975000.00000000
PA
USD
198607.50000000
0.013619535944
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.79100000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAS0
4455000.00000000
PA
USD
4771932.58000000
0.327235916571
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
1574906.25000000
0.107999407282
Long
DBT
CORP
BR
N
2
2028-05-03
Fixed
4.12500000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
2620000.00000000
PA
USD
1657123.80000000
0.113637486798
Long
DBT
CORP
KY
N
2
2026-01-26
Fixed
6.50000000
N
N
N
N
N
N
ELEMENT COMM AVIATION
N/A
ELEMENT COMM AVIATION
000000000
900.00000000
PA
USD
783270.00000000
0.053712845283
Long
ABS-O
CORP
US
Y
3
N/A
None
0.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
1370000.00000000
PA
USD
1357491.90000000
0.093090189076
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAZ9
2305000.00000000
PA
USD
2894947.02000000
0.198521380097
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
COCA-COLA CO/THE
000000000
-43.00000000
NC
USD
-4214.00000000
-0.00028897561
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Coca-Cola Co/The
Coca-Cola Co/The
100.00000000
60.00000000
USD
2022-02-18
XXXX
-1043.69000000
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAC5
845000.00000000
PA
USD
868898.50000000
0.059584831153
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
322605.08000000
PA
USD
298054.54000000
0.020439130048
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
0.62200000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
68560EAB4
2865000.00000000
PA
USD
2819274.60000000
0.193332133748
Long
DBT
CORP
MX
N
2
2031-05-11
Fixed
2.87500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAK3
3375000.00000000
PA
USD
3400312.50000000
0.233176885656
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.25000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: 610182199 CDS USD R V 03MEVENT FLO SOVEREIGN / Short: 610182199 CDS USD P F 1.00000 FIX SOVEREIGN
000000000
8820000.00000000
OU
Notional Amount
USD
-36893.71000000
-0.00252999111
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
United Mexican States
United Mexican States
Y
buy protection
2026-12-20
0.00000000
USD
-4198.01000000
USD
8820000.00000000
USD
-32695.70000000
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAC6
240000.00000000
PA
USD
271200.00000000
0.018597576366
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
4400000.00000000
PA
USD
4600640.00000000
0.315489504927
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
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
555000.00000000
PA
USD
488400.00000000
0.033492095492
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAC0
1220000.00000000
PA
USD
1238300.00000000
0.084916588551
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
585906.14000000
PA
USD
579017.06000000
0.039706172533
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
110798.52000000
0.007598023366
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2019-1 Ltd
00871QAA6
1155000.00000000
PA
USD
1155011.43000000
0.079205063694
Long
ABS-CBDO
CORP
KY
N
2
2032-04-15
Floating
6.74400000
N
N
N
N
N
N
Weber-Stephen Products LLC
549300XU8TJBBGLK8V26
Weber-Stephen Products LLC Term Loan B
94767KAN1
972634.40000000
PA
USD
973441.69000000
0.066753894426
Long
LON
CORP
US
N
2
2027-10-30
Floating
4.00000000
N
N
N
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
845000.00000000
PA
USD
600372.50000000
0.041170624695
Long
DBT
CORP
KY
N
2
2026-02-13
Fixed
6.30000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
380000.00000000
PA
USD
400179.90000000
0.027442390305
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-9 LLC
69360XAA4
2190303.14000000
PA
USD
2177827.17000000
0.149344790220
Long
ABS-MBS
CORP
US
N
2
2026-10-25
Variable
2.36300000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-2
36257NAC7
5030000.00000000
PA
USD
5136353.82000000
0.352226151971
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
524905.92000000
0.035995493851
Long
EC
CORP
US
N
1
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR2 Trust
74333DAL8
795000.00000000
PA
USD
785220.55000000
0.053846604511
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
363572.36000000
0.024932023340
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
3164357.08000000
0.216996211089
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
2.12400000
N
N
N
N
N
N
Greystone Commercial Real Estate Notes
N/A
Greystone CRE Notes 2021-HC2 LTD
39809XAA6
1640000.00000000
PA
USD
1640018.04000000
0.112464457013
Long
ABS-CBDO
CORP
KY
N
2
2039-12-15
Floating
1.89000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAD7
2115000.00000000
PA
USD
2249302.50000000
0.154246220560
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BV4
1725000.00000000
PA
USD
1847906.25000000
0.126720418890
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
8681.00000000
NS
USD
514002.01000000
0.035247756761
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
JOHNSON + JOHNSON
000000000
-46.00000000
NC
USD
-10396.00000000
-0.00071290709
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Johnson & Johnson
Johnson & Johnson
100.00000000
175.00000000
USD
2022-02-18
XXXX
861.46000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
35003000.00000000
PA
6182556.83000000
0.423969663674
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAC7
1165000.00000000
PA
USD
1195581.25000000
0.081987144541
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AP6
2680000.00000000
PA
USD
2847821.60000000
0.195289748101
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
7193557.88000000
0.493299196249
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
0.65000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
1545.00000000
NS
USD
578695.20000000
0.039684100940
Long
EC
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DANAHER CORP
000000000
-11.00000000
NC
USD
-9130.00000000
-0.00062609097
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Danaher Corp
Danaher Corp
100.00000000
340.00000000
USD
2022-02-18
XXXX
-3556.01000000
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
000000000
103800000.00000000
PA
1406574.12000000
0.096456008895
Long
DBT
NUSS
KR
N
2
2022-08-09
Fixed
6.75000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
240000.00000000
PA
USD
232462.80000000
0.015941167682
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAF5
160000.00000000
PA
USD
168000.00000000
0.011520622528
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AN1
2100000.00000000
PA
USD
2092125.00000000
0.143467752420
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.62500000
N
N
N
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AE0
1045000.00000000
PA
USD
1042387.50000000
0.071481862592
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
167809.47000000
PA
USD
168613.16000000
0.011562670057
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
5.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDA9
330000.00000000
PA
USD
344408.69000000
0.023617872100
Long
ABS-O
CORP
US
N
2
2024-09-20
Fixed
4.73000000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
1085000.00000000
PA
USD
739904.90000000
0.050739077735
Long
DBT
CORP
KY
N
2
2026-03-22
Fixed
6.20000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
590000.00000000
PA
USD
586896.60000000
0.040246513045
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
777659.96000000
0.053328136038
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
2.09000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAN9
1890000.00000000
PA
USD
1765961.76000000
0.121101064500
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.37300000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-GS4
52473CAA0
2008100.74000000
PA
USD
2009175.48000000
0.137779477963
Long
ABS-O
CORP
US
N
2
2059-05-25
Variable
3.43800000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63935BAB9
730000.00000000
PA
USD
738185.34000000
0.050621158678
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
2.78000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZQ3
6615000.00000000
PA
USD
6497709.24000000
0.445581282450
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
2747021.59000000
PA
USD
2750658.65000000
0.188626785776
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
348003.91000000
0.023864414794
Long
ABS-MBS
CORP
US
N
3
2027-11-15
Floating
4.51000000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579TM0
2031780.27000000
PA
USD
1453362.50000000
0.099664528327
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
0.41200000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR22
000000000
-556.00000000
NC
USD
-712664.68000000
-0.04887107599
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT US Long Bond Future
USH2 COMDTY
2022-03-22
-88490585.32000000
USD
-712664.68000000
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
6635000.00000000
PA
USD
6739733.48000000
0.462178127163
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
LIVONGO HEALTH
54930061HKCVF1H2O156
Livongo Health Inc
539183AA1
1080000.00000000
PA
USD
1238522.40000000
0.084931839661
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
399042.48000000
0.027364391576
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
5.37500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DK8
215000.00000000
PA
USD
221376.90000000
0.015180950603
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.50000000
N
N
N
N
N
N
SLAM 2021-1 LLC
N/A
Slam 2021-1 Ltd
78449AAC6
1046304.00000000
PA
USD
1042990.36000000
0.071523203797
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
4003160.45000000
PA
USD
4127895.33000000
0.283070975789
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
3964086.65000000
0.271837773592
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
1231284.38000000
0.084435491468
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
117287.26000000
0.008042989582
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.20000000
N
N
N
N
N
N
GUARDANT HEALTH INC
254900M8C3E5VC8BR186
Guardant Health Inc
40131MAB5
855000.00000000
PA
USD
864918.00000000
0.059311867832
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
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAB4
435000.00000000
PA
USD
435000.00000000
0.029830183331
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
7052.00000000
NS
USD
469169.56000000
0.032173365490
Long
EC
CORP
US
N
1
N
N
N
Hilton Grand Vacations Borrower LLC
254900HF0EZ734FDVY79
Hilton Grand Vacations Borrower LLC 2021 Term Loan B
43283LAH4
1615950.00000000
PA
USD
1617161.96000000
0.110897098262
Long
LON
CORP
US
N
2
2028-08-02
Floating
3.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
405000.00000000
PA
USD
390318.75000000
0.026766160621
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
735000.00000000
PA
USD
923961.15000000
0.063360759760
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
1730625.00000000
0.118677841445
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
680389.20000000
0.046657780627
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
736100.00000000
0.050478156208
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
2625000.00000000
PA
USD
2613351.48000000
0.179210928181
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
781837.05000000
0.053614580545
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
848822.19000000
0.058208095503
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
5.97400000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2018-A
43284BAC6
332110.45000000
PA
USD
340056.13000000
0.023319394714
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
479400.00000000
0.032874919285
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
448350.00000000
0.030745661371
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
2012536.31000000
0.138009947331
Long
ABS-MBS
CORP
US
N
2
2045-12-15
Variable
4.34700000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
1455000.00000000
PA
USD
1556850.00000000
0.106761197517
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
8035000.00000000
PA
USD
7673505.35000000
0.526211658363
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
2962845.00000000
0.203177493181
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
1005534.30000000
0.068954649460
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
226689.75000000
0.015545280004
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDW1
2360000.00000000
PA
USD
2408065.18000000
0.165133392630
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
3.02000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
7288.00000000
NS
USD
553304.96000000
0.037942961828
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2014-GC21
17322MAA4
2040000.00000000
PA
USD
1887724.40000000
0.129450953866
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
4.94200000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAJ9
611817.08000000
PA
USD
611816.47000000
0.041955396472
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
2.36000000
N
N
N
N
N
N
JSW STEEL LTD
335800EK6HZSC4CVAJ09
JSW Steel Ltd
46635UAD1
1815000.00000000
PA
USD
1786710.67000000
0.122523923786
Long
DBT
CORP
IN
N
2
2032-04-05
Fixed
5.05000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
1075000.00000000
PA
USD
1136393.25000000
0.077928319504
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-A
68269LAB2
1110000.00000000
PA
USD
1135224.75000000
0.077848189460
Long
ABS-O
CORP
US
N
2
2032-05-14
Fixed
4.83000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
67410789.34000000
PA
USD
67410789.34000000
4.622703918515
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2022-01-03
49403100.00000000
USD
68759086.69000000
USD
UST
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0TH2
103115.15000000
PA
USD
103685.85000000
0.007110271067
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
1.90300000
N
N
N
N
N
N
NATIONAL HEALTH INVESTOR
549300ZPKZIG6DKDEC02
National Health Investors Inc
63633DAF1
455000.00000000
PA
USD
438688.23000000
0.030083104198
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
3820.00000000
NS
USD
191152.80000000
0.013108328892
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
UNION PACIFIC CORP
000000000
-8.00000000
NC
USD
-5060.00000000
-0.00034699017
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Union Pacific Corp
Union Pacific Corp
100.00000000
255.00000000
USD
2022-02-18
XXXX
-2086.19000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
LAM RESEARCH CORP
000000000
-6.00000000
NC
USD
-11505.00000000
-0.00078895691
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Lam Research Corp
Lam Research Corp
100.00000000
765.00000000
USD
2022-02-18
XXXX
-4744.67000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
LOWE'S COS INC
000000000
-14.00000000
NC
USD
-5110.00000000
-0.00035041893
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Lowe's Cos Inc
Lowe's Cos Inc
100.00000000
270.00000000
USD
2022-02-18
XXXX
-1585.82000000
N
N
N
GS Mortgage Securities Trust
549300E4QCAQ0FY44H36
GS Mortgage Securities Corp Trust 2013-PEMB
36197VAG3
3195000.00000000
PA
USD
2726692.24000000
0.186983285996
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.55000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CISCO SYSTEMS INC/DELAWARE
000000000
-61.00000000
NC
USD
-8631.50000000
-0.00059190626
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Cisco Systems Inc/Delaware
Cisco Systems Inc/Delaware
100.00000000
65.00000000
USD
2022-02-18
XXXX
-4134.08000000
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-8
576434UQ5
557839.34000000
PA
USD
576846.66000000
0.039557337062
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.00000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C2
90269CAT7
1370000.00000000
PA
USD
115080.00000000
0.007891626431
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Variable
4.88500000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
855000.00000000
PA
USD
224762.40000000
0.015413111719
Long
DBT
CORP
KY
N
2
2025-01-15
Fixed
10.50000000
Y
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAF8
10035000.00000000
PA
USD
8479575.00000000
0.581487992703
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
4.10000000
N
N
N
N
N
N
DirecTV Financing, LLC
N/A
DirecTV Financing, LLC Term Loan
25460HAB8
1438575.00000000
PA
USD
1438992.19000000
0.098679082392
Long
LON
CORP
US
N
2
2027-08-02
Floating
5.75000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
3396.00000000
NS
USD
1220250.72000000
0.083678856754
Long
EC
CORP
US
N
1
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AQ4
890000.00000000
PA
USD
886019.92000000
0.060758934825
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.49300000
N
N
N
N
N
N
Textainer Marine Containers Limited
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd
88315LAL2
2622666.67000000
PA
USD
2549665.27000000
0.174843637790
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
152000.00000000
PA
USD
151916.70000000
0.010417708073
Long
ABS-O
CORP
US
N
2
2033-03-15
Variable
3.60900000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAA0
2536049.96000000
PA
USD
2627553.18000000
0.180184811663
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
803547.76000000
0.055103395394
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
1.32000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
857.00000000
NS
USD
570256.37000000
0.039105407041
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
6430000.00000000
PA
USD
6428467.54000000
0.440833023588
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
7230000.00000000
PA
USD
6843578.19000000
0.469299292076
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
2262912.50000000
PA
USD
2421940.94000000
0.166084924733
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
187444.33000000
0.012854020065
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
1523487.50000000
PA
USD
1525559.44000000
0.104615443169
Long
LON
CORP
US
N
2
2028-04-21
Floating
4.50000000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
410000.00000000
PA
USD
254200.00000000
0.017431799087
Long
DBT
CORP
KY
N
2
2024-08-13
Fixed
7.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
2914.00000000
NS
USD
4211895.60000000
0.288831305568
Long
EP
CORP
US
N
1
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2003-9
576434KX1
200467.52000000
PA
USD
207089.56000000
0.014201194346
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
1029296.41000000
0.070584139340
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
315790000.00000000
ZAR
20770601.89000000
USD
2022-01-31
1029296.41000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CN3
1560000.00000000
PA
USD
1560000.00000000
0.106977209189
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
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
1818063.56000000
0.124673952422
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
1924777.79000000
0.131991895054
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
2271341.10000000
0.155757520510
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
1342.00000000
NS
USD
556943.42000000
0.038192469710
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R01
20754CAB5
640082.31000000
PA
USD
642527.81000000
0.044061430731
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
2.15300000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 39, LTD.
N/A
Octagon Investment Partners 39 Ltd
67592AAA8
495000.00000000
PA
USD
484239.15000000
0.033206764645
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
5.88200000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
4830000.00000000
PA
USD
4702077.45000000
0.322445591664
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
5082605.55000000
0.348540357148
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
125918.65000000
0.008634888308
Long
ABS-O
CORP
US
N
2
2037-05-25
Variable
3.35000000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
670000.00000000
PA
USD
181831.30000000
0.012469105780
Long
DBT
CORP
KY
N
2
2023-01-13
Fixed
6.90000000
Y
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2005-J1
12667FT88
253899.59000000
PA
USD
255746.76000000
0.017537868361
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
1805702.80000000
0.123826311647
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
1918095.10000000
0.131533628691
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
5775359.70000000
0.396046065880
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
1915000.00000000
PA
USD
1942069.94000000
0.133177706559
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
410000.00000000
PA
USD
259325.00000000
0.017783246649
Long
DBT
CORP
KY
N
2
2025-01-10
Fixed
6.50000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
735000.00000000
PA
USD
785509.20000000
0.053866398723
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
2158508.53000000
0.148020011892
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2020-2 Trust
21872VAE2
245000.00000000
PA
USD
272589.03000000
0.018692829285
Long
ABS-O
CORP
US
N
2
2052-05-15
Variable
4.71200000
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
953707.63000000
0.065400628615
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
1156405.74000000
0.079300678690
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.22000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
810000.00000000
PA
USD
976054.05000000
0.066933037363
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
ABJA INVESTMENT CO
254900E6OE5YJ9WCCU19
ABJA Investment Co Pte Ltd
000000000
2655000.00000000
PA
USD
2908419.75000000
0.199445274364
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
1370164.29000000
0.093959199920
Long
ABS-CBDO
CORP
KY
N
2
2031-11-22
Floating
6.01000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
1660000.00000000
PA
USD
1651700.00000000
0.113265548986
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
3227696.15000000
0.221339696307
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.40000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
7275000.00000000
PA
USD
7201296.61000000
0.493829880696
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.79100000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
3984.00000000
NS
USD
560708.16000000
0.038450637260
Long
EC
CORP
US
N
1
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
1240000.00000000
PA
USD
1232250.00000000
0.084501708989
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
Castlelake Aircraft Securitization Trust
N/A
Castlelake Aircraft Structured Trust 2017-1R
14856JAA2
527194.90000000
PA
USD
522501.81000000
0.035830631686
Long
ABS-O
CORP
US
N
2
2041-08-15
Fixed
2.74100000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
6620000.00000000
PA
USD
6778880.00000000
0.464862605021
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-NRD
05592CAQ9
2155000.00000000
PA
USD
2149638.14000000
0.147411723708
Long
ABS-MBS
CORP
US
N
2
2023-12-15
Floating
6.97000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
1615000.00000000
PA
USD
1510025.00000000
0.103550166863
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Clarivate PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
1421.00000000
NS
USD
33421.92000000
0.002291912645
Long
EC
CORP
JE
N
1
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
1950000.00000000
PA
USD
1895790.00000000
0.130004053468
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815LAA5
600000.00000000
PA
USD
588000.00000000
0.040322178848
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
26074.00000000
NS
USD
541556.98000000
0.037137342524
Long
EC
CORP
US
N
1
N
N
N
PENN NATIONAL GA
N/A
Penn National Gaming Inc
707569AV1
875000.00000000
PA
USD
848750.00000000
0.058203145064
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
1895842.70000000
0.130007667377
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
1389457.30000000
0.095282220668
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
Playtika Holding Corp
254900E35Z4TKA4UFG64
Playtika Holding Corp 2021 Term Loan
72814CAF5
3200812.50000000
PA
USD
3183464.10000000
0.218306477547
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
1616787.06000000
0.110871389444
Long
DBT
NUSS
XX
N
2
2022-11-25
Fixed
5.85000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
338660000.00000000
PA
17939207.85000000
1.230183583891
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
325000.00000000
PA
USD
90899.25000000
0.006233428257
Long
DBT
CORP
KY
N
2
2026-01-13
Fixed
7.37500000
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
1621756.15000000
0.111212145457
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
2419461.54000000
0.165914899545
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
4.04000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDM5
1365000.00000000
PA
USD
1354961.24000000
0.092916648728
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.20000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
292505AE4
695000.00000000
PA
USD
909823.05000000
0.062391237657
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.62500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
195000.00000000
PA
USD
233025.00000000
0.015979720622
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust 2016-C36
95000MBV2
440000.00000000
PA
USD
393915.72000000
0.027012823321
Long
ABS-MBS
CORP
US
N
2
2059-11-15
Variable
4.17200000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCG8
1270000.00000000
PA
USD
1331912.50000000
0.091336078291
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
1653557.49000000
0.113392926612
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
455038.77000000
0.031204344671
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
2.28200000
N
N
N
N
N
N
S-JETS Limited
635400FR77IW5YEET913
S-Jets 2017-1 Ltd
784309AA4
3704780.14000000
PA
USD
3606422.67000000
0.247310918202
Long
ABS-O
CORP
BM
N
2
2042-08-15
Fixed
3.96700000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
1358.00000000
NS
USD
519502.90000000
0.035624981030
Long
EC
CORP
US
N
1
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXI Ltd
55819DAJ5
475000.00000000
PA
USD
475019.48000000
0.032574524539
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
2.27400000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2021-A-GS
20268WAB0
327292.29000000
PA
USD
319996.62000000
0.021943811126
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
379565.88000000
PA
USD
380464.39000000
0.026090396563
Long
ABS-O
CORP
BM
N
2
2045-08-21
Fixed
2.73000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
6780000.00000000
PA
USD
6908413.20000000
0.473745361581
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
5920324.80000000
0.405987067052
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
1155000.94000000
0.079204344341
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
420000.00000000
PA
USD
449400.00000000
0.030817665262
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
1768176.75000000
0.121252957736
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
1120103.83000000
PA
USD
1132385.77000000
0.077653506026
Long
ABS-MBS
CORP
US
N
2
2060-06-25
Variable
3.25000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AL3
7600000.00000000
PA
USD
7491859.52000000
0.513755271213
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.85000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
PROCTER + GAMBLE CO/THE
000000000
-63.00000000
NC
USD
-18207.00000000
-0.00124854746
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Procter & Gamble Co/The
Procter & Gamble Co/The
100.00000000
165.00000000
USD
2022-02-18
XXXX
-7829.16000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MASTERCARD INC
000000000
-23.00000000
NC
USD
-14720.00000000
-0.00100942597
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Mastercard Inc
Mastercard Inc
100.00000000
380.00000000
USD
2022-02-18
XXXX
-4675.30000000
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
425000.00000000
PA
USD
264562.50000000
0.018142408914
Long
DBT
CORP
KY
N
2
2024-05-24
Fixed
7.75000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAD9
730000.00000000
PA
USD
721371.40000000
0.049468140488
Long
DBT
CORP
FR
N
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
Louisiana-Pacific Corp
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp
546347105
7050.00000000
NS
USD
552367.50000000
0.037878675382
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
AMERICAN TOWER CORP
000000000
-13.00000000
NC
USD
-6435.00000000
-0.00044128098
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
American Tower Corp
American Tower Corp
100.00000000
300.00000000
USD
2022-02-18
XXXX
-2187.56000000
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REA8
1200000.00000000
PA
USD
1246231.20000000
0.085460471654
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.96000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2011-GC5
36191YAL2
3905000.00000000
PA
USD
1884162.50000000
0.129206696096
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
5.15800000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL5 LLC
91824AAA8
1249840.65000000
PA
USD
1233271.51000000
0.084571759175
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
1.86800000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AJ6
505000.00000000
PA
USD
517428.05000000
0.035482697913
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
4810000.00000000
PA
USD
4882150.00000000
0.334794090927
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
1780200.00000000
0.122077453717
Long
DBT
CORP
MX
N
2
2026-06-08
Fixed
5.12500000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
650.00000000
NS
USD
222878.50000000
0.015283923024
Long
EC
CORP
US
N
1
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
36256WAA2
425000.00000000
PA
USD
410801.02000000
0.028170735033
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
263925.01000000
0.018098692952
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
1302723.22000000
0.089334419501
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
1496348.44000000
PA
USD
1501203.34000000
0.102945220346
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
2.69100000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-3
36260CAC6
4540000.00000000
PA
USD
4575393.84000000
0.313758246120
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
1.92000000
N
N
N
N
N
N
TCW CLO
N/A
TCW CLO 2018-1 Ltd
87240UAE0
920000.00000000
PA
USD
910002.27000000
0.062403527693
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
3.03400000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AF5
570000.00000000
PA
USD
566437.50000000
0.038843527519
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
3003416.55000000
0.205959692662
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
2.65000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
9012.00000000
NS
USD
532158.60000000
0.036492847355
Long
EC
CORP
US
N
1
N
N
N
FOMENTO ECONOMICO MEX
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
3256000.00000000
PA
USD
3404473.60000000
0.233462233646
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
1773.00000000
NS
USD
202618.44000000
0.013894586693
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
2768.00000000
NS
USD
4125787.04000000
0.282926399520
Long
EP
CORP
US
N
1
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR3 Trust
74332WAG8
1005000.00000000
PA
USD
1001456.17000000
0.068674991149
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
1185600.00000000
0.081302678984
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
45000.00000000
PA
USD
51772.50000000
0.003550306129
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
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
121060000.00000000
PA
599067.10000000
0.041081106715
Long
DBT
NUSS
AR
N
2
2022-05-31
Fixed
38.04500000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
COSTCO WHOLESALE CORP
000000000
-7.00000000
NC
USD
-6457.50000000
-0.00044282392
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Costco Wholesale Corp
Costco Wholesale Corp
100.00000000
585.00000000
USD
2022-02-18
XXXX
-180.44000000
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CS9
7610000.00000000
PA
USD
7601555.18000000
0.521277665807
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.21500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
10417.00000000
NS
USD
541267.32000000
0.037117479050
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
2692312.50000000
0.184625690716
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
5557.00000000
NS
USD
484625.97000000
0.033233290879
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgage Trust
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust 2016-C36
95000MBU4
1690000.00000000
PA
USD
1647860.53000000
0.113002256816
Long
ABS-MBS
CORP
US
N
2
2059-11-15
Variable
3.67100000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AK3
2545000.00000000
PA
USD
2532067.94000000
0.173636898525
Long
DBT
CORP
US
N
2
2028-10-12
Fixed
3.12500000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MORGAN STANLEY
000000000
-37.00000000
NC
USD
-4366.00000000
-0.00029939903
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Morgan Stanley
Morgan Stanley
100.00000000
105.00000000
USD
2022-02-18
XXXX
449.10000000
N
N
N
GILBERT PARK CLO LTD
N/A
Gilbert Park CLO Ltd
375415AG1
650000.00000000
PA
USD
650007.74000000
0.044574367934
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
3.07400000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-4
89178BAA2
4729797.59000000
PA
USD
4820796.06000000
0.330586736264
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.90000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
1125000.00000000
PA
USD
1132335.00000000
0.077650024466
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
5285623.94000000
0.362462370467
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
3363668.33000000
0.230664006784
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
305299.21000000
0.020935934265
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
1180058.88000000
0.080922695937
Long
DBT
NUSS
CO
N
2
2024-08-12
Fixed
7.87500000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAC6
6355000.00000000
PA
USD
6185483.04000000
0.424170328917
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.12500000
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
14922765.21000000
1.023330625360
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
1163903.95000000
0.079814869446
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
25272XAC9
185122.00000000
PA
USD
186024.17000000
0.012756632402
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
2705775.03000000
0.185548885516
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
555000.00000000
PA
USD
153851.55000000
0.010550390672
Long
DBT
CORP
KY
N
2
2026-08-12
Fixed
7.85000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
2830000.00000000
PA
USD
2869959.60000000
0.196807864420
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
3372792.75000000
PA
USD
3345895.40000000
0.229445225726
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
1.89300000
N
N
N
N
N
N
GRIFOLS ESCROW ISSUER
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
39843UAA0
800000.00000000
PA
USD
816176.00000000
0.055969378646
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
Blackstone Inc
09260D107
4112.00000000
NS
USD
532051.68000000
0.036485515302
Long
EC
CORP
US
N
1
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
885000.00000000
PA
USD
559718.25000000
0.038382754049
Long
DBT
CORP
KY
N
2
2025-07-09
Fixed
7.00000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 4 Ltd
67098EAG6
5105000.00000000
PA
USD
5010982.75000000
0.343628814034
Long
ABS-CBDO
CORP
KY
N
2
2036-10-22
Floating
6.52800000
N
N
N
N
N
N
Generate CLO Ltd.
25490036G9JNQQPHIX69
Generate CLO 7 Ltd
98625DAG5
2435000.00000000
PA
USD
2436711.07000000
0.167097788378
Long
ABS-CBDO
CORP
KY
N
2
2033-01-22
Floating
3.92800000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
2045000.00000000
PA
USD
535217.40000000
0.036702604975
Long
DBT
CORP
KY
N
2
2026-06-01
Fixed
11.65000000
Y
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
10185000.00000000
PA
USD
9897019.13000000
0.678689413991
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
2012000.00000000
0.137973169801
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
5.21100000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
012873AH8
385000.00000000
PA
USD
511953.65000000
0.035107290199
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
8.12500000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
960000.00000000
PA
USD
1064486.40000000
0.072997297623
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
3485273.00000000
0.239003063336
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
1535000.00000000
PA
USD
1542675.00000000
0.105789144991
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
561450.00000000
0.038501509038
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
1326285.25000000
0.090950188868
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
3603517.20000000
0.247111675207
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAE7
645000.00000000
PA
USD
620812.50000000
0.042572300436
Long
DBT
CORP
FR
N
2
2030-03-15
Fixed
3.37500000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
10058.00000000
NS
USD
443054.90000000
0.030382549179
Long
EC
CORP
US
N
1
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAK6
305000.00000000
PA
USD
305762.50000000
0.020967704439
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
665520.00000000
0.045638123243
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
3502889.94000000
0.240211147359
Long
DBT
CORP
GB
N
2
2036-02-18
Fixed
3.26500000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAE6
715000.00000000
PA
USD
890082.05000000
0.061037495935
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
995900.00000000
0.068293976046
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
Hayfin US XII, Ltd.
N/A
Hayfin US XII Ltd
42087DAJ8
1550000.00000000
PA
USD
1554945.74000000
0.106630612632
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
4.29200000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CG2
5995000.00000000
PA
USD
5957787.78000000
0.408556095929
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
1.44700000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
585000.00000000
PA
USD
647887.50000000
0.044428972191
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
695000.00000000
PA
USD
689787.50000000
0.047302270310
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
6587.00000000
NS
USD
770481.39000000
0.052835864637
Long
EC
CORP
US
N
1
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-GS3
52474WAA5
1776375.32000000
PA
USD
1782363.30000000
0.122225802305
Long
ABS-O
CORP
US
N
2
2059-04-25
Variable
3.75000000
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
5730442.20000000
0.392965842295
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
2048111.54000000
0.140449523499
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
3.87400000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
5708.00000000
NS
USD
530672.76000000
0.036390955678
Long
EC
CORP
US
N
1
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 64 CLO Ltd
26251LAG9
250000.00000000
PA
USD
248161.43000000
0.017017703339
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
1.87200000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAE4
3680000.00000000
PA
USD
3532800.00000000
0.242262233734
Long
DBT
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
610000.00000000
PA
USD
391138.10000000
0.026822347657
Long
DBT
CORP
KY
N
2
2024-02-21
Fixed
6.12500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-58993.65000000
-0.00404549745
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
17876000.00000000
BRL
3106114.58000000
USD
2022-03-03
-58993.65000000
N
N
N
Wells Fargo Commercial Mortgage Trust
549300V2DF3KW9L1CV04
Wells Fargo Commercial Mortgage Trust 2013-LC12
94988QAQ4
3094293.00000000
PA
USD
3071428.03000000
0.210623589023
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.30600000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
5695000.00000000
PA
USD
5822111.32000000
0.399252064491
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.72900000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
570000.00000000
PA
USD
580995.30000000
0.039841830606
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
514264.80000000
0.035265777620
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
1632821.41000000
0.111970947145
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
2.28200000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
5000.00000000
PA
USD
5562.50000000
0.000381449183
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
2793490.70000000
0.191563999348
Long
EP
CORP
JE
N
1
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
540000.00000000
PA
USD
322077.60000000
0.022086514609
Long
DBT
CORP
KY
N
2
2025-04-21
Fixed
5.50000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR2 Trust
02665UAE5
2170000.00000000
PA
USD
2330432.22000000
0.159809701988
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
4226827.86000000
0.289855287300
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
5010000.00000000
PA
USD
6678330.00000000
0.457967375288
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
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
1350000.00000000
PA
USD
366633.00000000
0.025141907139
Long
DBT
CORP
KY
N
2
2022-06-16
Fixed
6.92000000
Y
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAK7
7130000.00000000
PA
USD
7437303.00000000
0.510014050538
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
655000.00000000
PA
USD
672185.24000000
0.046095192970
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
2576649.26000000
0.176694068523
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
1097755.80000000
0.075278751189
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust
12565CAA3
2590257.65000000
PA
USD
2583761.28000000
0.177181776248
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
287366.67000000
PA
USD
289410.28000000
0.019846348759
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
3.33000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
GOLDMAN SACHS GROUP INC/THE
000000000
-10.00000000
NC
USD
-2915.00000000
-0.00019989651
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Goldman Sachs Group Inc/The
Goldman Sachs Group Inc/The
100.00000000
420.00000000
USD
2022-02-18
XXXX
852.27000000
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR2 Trust
02665UAD7
300000.00000000
PA
USD
315626.04000000
0.021644098017
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
5.14900000
N
N
N
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435AF2
2065000.00000000
PA
USD
3911936.00000000
0.268261535775
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
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR22
000000000
-353.00000000
NC
USD
-744762.22000000
-0.05107216910
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term US Treasury Bond Future
WNH2 COMDTY
2022-03-22
-68840362.78000000
USD
-744762.22000000
N
N
N
Rockford Tower CLO Ltd
549300G18KVCW7VUKI86
Rockford Tower CLO 2017-2 Ltd
77340GAN1
2565000.00000000
PA
USD
2561727.32000000
0.175670794486
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
2.02400000
N
N
N
N
N
N
ASHLAND LLC
6O4MRU8C1MS0K34UQF79
Ashland LLC
04433LAA0
2230000.00000000
PA
USD
2213275.00000000
0.151775629916
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
5342.00000000
NS
USD
524370.72000000
0.035958792440
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACP8
515000.00000000
PA
USD
518173.34000000
0.035533806275
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.70000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2018-1
252724AC3
689426.66000000
PA
USD
701430.47000000
0.048100688539
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
181636.40000000
0.012455740486
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
4689956.30000000
0.321614382177
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
518503.92000000
0.035556475843
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S06658567 CDS USD R F 5.00000 FIX CCPCDX / Short: S06658567 CDS USD P V 03MEVENT FLO CCPCDX
000000000
13370000.00000000
OU
Notional Amount
USD
1222058.11000000
0.083802798766
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S37.V1
2I65BRYQ7
Y
sell protection
2026-12-20
1109465.12000000
USD
0.00000000
USD
13370000.00000000
USD
112592.99000000
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group Inc
896288AA5
2255000.00000000
PA
USD
2246543.75000000
0.154057038909
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
1299658.03000000
0.089124223686
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
4.88700000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
2931.00000000
NS
USD
535991.97000000
0.036755721217
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
LOUISIANA-PACIFIC CORP
000000000
-28.00000000
NC
USD
-11060.00000000
-0.00075844098
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Louisiana-Pacific Corp
Louisiana-Pacific Corp
100.00000000
80.00000000
USD
2022-02-18
XXXX
-4991.64000000
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Securities Corp 2019-SLKZ
12655GAL1
632000.00000000
PA
USD
624603.26000000
0.042832252311
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
3.71000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
1870000.00000000
PA
USD
2178738.81000000
0.149407306056
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ACCENTURE PLC
000000000
-10.00000000
NC
USD
-10050.00000000
-0.00068918009
N/A
DE
IE
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Accenture PLC
Accenture PLC
100.00000000
420.00000000
USD
2022-02-18
XXXX
-5782.74000000
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
1325000.00000000
PA
USD
1353156.25000000
0.092792871296
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
993600.00000000
PA
USD
1061578.14000000
0.072797863304
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
4.08000000
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
5880300.00000000
0.403242361025
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
2212308.35000000
0.151709341763
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
HOME DEPOT INC/THE
000000000
-10.00000000
NC
USD
-12700.00000000
-0.00087090420
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Home Depot Inc/The
Home Depot Inc/The
100.00000000
415.00000000
USD
2022-02-18
XXXX
-7232.74000000
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
798.00000000
NS
USD
573881.70000000
0.039354014532
Long
EC
CORP
US
N
1
N
N
N
IONIS PHARMACEUTICALS IN
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222AC4
1285000.00000000
PA
USD
1130029.00000000
0.077491890207
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
Accelerated Assets LLC
N/A
Accelerated Assets 2018-1 LLC
00436MAB1
567978.81000000
PA
USD
578980.56000000
0.039703669541
Long
ABS-O
CORP
US
N
2
2033-12-02
Fixed
4.51000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-D
63941HAB8
320000.00000000
PA
USD
329964.83000000
0.022627382464
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
3.33000000
N
N
N
N
N
N
CIFC Funding Ltd
549300O8WGQU5B6HEB94
CIFC Funding 2014-II-R Ltd
12548RAD6
265000.00000000
PA
USD
263853.58000000
0.018093794630
Long
ABS-CBDO
CORP
KY
N
2
2030-04-24
Floating
2.02400000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-4
36263DAD9
3120000.00000000
PA
USD
3120483.29000000
0.213987560056
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
2.48000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
7575000.00000000
PA
USD
7508794.50000000
0.514916589737
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16400000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAK8
5165000.00000000
PA
USD
5270223.81000000
0.361406304487
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
837971.63000000
0.057464016895
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
263000.00000000
PA
USD
266024.50000000
0.018242665760
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
1637344.25000000
0.112281101505
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.25000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
1334.00000000
NS
USD
573766.74000000
0.039346131135
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAT7
2905000.00000000
PA
USD
3976303.72000000
0.272675560805
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
150000.00000000
PA
USD
179178.00000000
0.012287155377
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
825000.00000000
PA
USD
470167.50000000
0.032241799360
Long
DBT
CORP
KY
N
2
2031-01-11
Fixed
3.45000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
78898700.00000000
PA
4054658.35000000
0.278048740065
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL1 LLC
91790CAA4
808876.58000000
PA
USD
807584.40000000
0.055380208523
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
949162.50000000
0.065088945716
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 2 LTD
67707FAG6
445000.00000000
PA
USD
435871.98000000
0.029889979477
Long
ABS-CBDO
CORP
KY
N
2
2034-04-21
Floating
6.49000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO 2015-2 Ltd
69689CBA3
300000.00000000
PA
USD
299998.56000000
0.020572441480
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
2.08200000
N
N
N
N
N
N
BHARTI AIRTEL LTD
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
08860HAC8
1480000.00000000
PA
USD
1496424.12000000
0.102617484693
Long
DBT
CORP
IN
N
2
2031-06-03
Fixed
3.25000000
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
1540000.00000000
PA
USD
919256.80000000
0.063038158328
Long
DBT
CORP
KY
N
2
2025-10-13
Fixed
6.05000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2020-1
40438FAF1
975000.00000000
PA
USD
987193.84000000
0.067696949956
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
386855.28000000
0.026528652701
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.35900000
N
N
N
N
N
N
Point Au Roche Park CLO, Ltd
5493000RMLD359CPH591
Point Au Roche Park CLO Ltd
73052VAJ4
1190000.00000000
PA
USD
1189970.13000000
0.081602361235
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
2.97600000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2019-1
68267DAD8
3230000.00000000
PA
USD
3234621.16000000
0.221814579797
Long
ABS-O
CORP
US
N
2
2031-02-14
Fixed
4.22000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
PEPSICO INC
000000000
-25.00000000
NC
USD
-8437.50000000
-0.00057860269
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
PepsiCo Inc
PepsiCo Inc
100.00000000
175.00000000
USD
2022-02-18
XXXX
-2269.32000000
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
2940000.00000000
PA
USD
3131100.00000000
0.214715602368
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
872100.00000000
0.059804374445
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
640173.01000000
0.043899950005
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCM6
7370000.00000000
PA
USD
7253210.19000000
0.497389861406
Long
DBT
CORP
US
N
2
2025-08-09
Fixed
0.76800000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
12321.00000000
NS
USD
2187839.97000000
0.150031419323
Long
EC
CORP
US
N
1
N
N
N
Springcastle SPV
N/A
SpringCastle America Funding LLC
85022WAP9
2640750.37000000
PA
USD
2652227.07000000
0.181876826978
Long
ABS-O
CORP
US
N
2
2037-09-25
Fixed
1.97000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
1688.00000000
NS
USD
555368.88000000
0.038084495418
Long
EC
CORP
US
N
1
N
N
N
Regatta XIII Funding LLC
N/A
Regatta XIII Funding Ltd
75888FAJ4
920000.00000000
PA
USD
912222.32000000
0.062555767919
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
3.22400000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
2345000.00000000
PA
USD
2462250.00000000
0.168849123928
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
124811.96000000
PA
USD
132461.19000000
0.009083543866
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
343577.57000000
PA
USD
368531.82000000
0.025272118975
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.75000000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
785000.00000000
PA
USD
206062.50000000
0.014130763569
Long
DBT
CORP
KY
N
2
2022-09-28
None
0.00000000
Y
N
N
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
1360000.00000000
PA
USD
873351.20000000
0.059890175653
Long
DBT
CORP
KY
N
2
2026-01-07
Fixed
6.63000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
325000.00000000
PA
USD
337313.26000000
0.023131302036
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2021-2
57108TAC1
310000.00000000
PA
USD
305276.75000000
0.020934394067
Long
ABS-O
CORP
US
N
2
2031-09-15
Fixed
1.50000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
5160000.00000000
PA
USD
5495399.95000000
0.376847788483
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
4027200.00000000
PA
USD
4181006.82000000
0.286713103338
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
1408305.70000000
0.096574752225
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
3035000.00000000
PA
USD
795989.45000000
0.054585083272
Long
DBT
CORP
KY
N
2
2025-04-16
Fixed
11.25000000
Y
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
3492450.00000000
PA
USD
3507149.72000000
0.240503262344
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
1805368.52000000
0.123803388351
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
1045173.57000000
0.071672917716
Long
ABS-CBDO
CORP
KY
N
2
2031-07-24
Floating
3.27400000
N
N
N
N
N
N
Ziggo B.V.
213800TQASLF9JXH5J59
Ziggo B.V. 2019 EUR Term Loan H
000000000
1930000.00000000
PA
2163927.21000000
0.148391598599
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
1238857.80000000
PA
USD
1230804.73000000
0.084402599405
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
1.89300000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAA9
2575000.00000000
PA
USD
2584656.25000000
0.177243148936
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
1000000.00000000
PA
USD
658240.00000000
0.045138896267
Long
DBT
CORP
KY
N
2
2023-08-27
Fixed
7.65000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-2 Trust
78471WAC9
72402.97000000
PA
USD
72554.14000000
0.004975409879
Long
ABS-O
CORP
US
N
2
2027-04-26
Fixed
3.79000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
ARES LX CLO LTD
04018FAG3
2555000.00000000
PA
USD
2554975.22000000
0.175207768323
Long
ABS-CBDO
CORP
KY
N
2
2034-07-18
Floating
3.07200000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
1495.00000000
NS
USD
368637.10000000
0.025279338565
Long
EC
CORP
US
N
1
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCVI LLC
92873FAA5
2158084.26000000
PA
USD
2147960.26000000
0.147296662862
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
3538647.87000000
PA
USD
3528683.04000000
0.241979912650
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
1295775.44000000
0.088857974556
Long
ABS-O
CORP
US
N
2
2052-12-15
Fixed
2.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
2480000.00000000
PA
USD
3358232.16000000
0.230291220697
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
768119.99000000
0.052673931316
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
3472719.45000000
0.238142201961
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
1298138.88000000
0.089020047771
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
372451.29000000
PA
USD
373937.97000000
0.025642846436
Long
ABS-O
CORP
US
N
2
2038-01-26
Fixed
3.57000000
N
N
N
N
N
N
OAKTREE SPECIALTY LEND
549300J6MGCEU5928620
Oaktree Specialty Lending Corp
67401PAC2
1125000.00000000
PA
USD
1116286.46000000
0.076549493684
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
2045053.13000000
0.140239792623
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
302720.33000000
0.020759087223
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
479750.00000000
0.032898920582
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
902407.18000000
0.061882693377
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.20900000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
200000.00000000
PA
USD
54198.00000000
0.003716635117
Long
DBT
CORP
KY
N
2
2022-04-08
Fixed
7.12500000
Y
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
BROADCOM INC
000000000
-5.00000000
NC
USD
-7275.00000000
-0.00049888410
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Broadcom Inc
Broadcom Inc
100.00000000
690.00000000
USD
2022-02-18
XXXX
-591.40000000
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
94068.00000000
NS
USD
10910006.64000000
0.748155168327
Long
EC
CORP
US
N
1
N
N
N
Trestles CLO LTD
6354005OLPZ8XONXGL10
Trestles CLO II LTD
89531VAA0
895000.00000000
PA
USD
859684.11000000
0.058952953123
Long
ABS-CBDO
CORP
KY
N
2
2031-07-25
Floating
5.87400000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR1 Trust
74333BAJ7
2803000.00000000
PA
USD
2810418.42000000
0.192724820017
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
47000.00000000
PA
USD
52905.16000000
0.003627978441
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
1051415.51000000
0.072100959588
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
14672.00000000
NS
USD
549466.40000000
0.037679732061
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
BRISTOL-MYERS SQUIBB CO
000000000
-43.00000000
NC
USD
-3139.00000000
-0.00021525734
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Bristol-Myers Squibb Co
Bristol-Myers Squibb Co
100.00000000
65.00000000
USD
2022-02-18
XXXX
1192.30000000
N
N
N
WAVE 2017-1 LLC
N/A
WAVE 2017-1 Trust
94353WAA3
1952776.65000000
PA
USD
1899049.71000000
0.130227588518
Long
ABS-O
CORP
US
N
2
2042-11-15
Fixed
3.84400000
N
N
N
N
N
N
BARINGS BDC INC
549300GSF4KFZP6ONG49
Barings BDC Inc
06759LAA1
1900000.00000000
PA
USD
1879159.89000000
0.128863641444
Long
DBT
CORP
US
N
2
2026-11-23
Fixed
3.30000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300V1P5RKG8RJI005
SMB Private Education Loan Trust 2018-C
78449QAD9
510000.00000000
PA
USD
534211.79000000
0.036633645134
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
319655.23000000
0.021920400261
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
2.03200000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40438PAF9
5900000.00000000
PA
USD
6033738.84000000
0.413764450053
Long
ABS-O
CORP
US
N
2
2030-07-22
Fixed
2.79000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
6185000.00000000
PA
USD
6950554.56000000
0.476635210994
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2019-E
17328DAA8
3361043.19000000
PA
USD
3363040.99000000
0.230620986860
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
1640643.90000000
0.112507375446
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
2585000.00000000
PA
USD
2558688.06000000
0.175462376824
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.92200000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
290000.00000000
PA
USD
266800.00000000
0.018295845776
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
75000.00000000
PA
USD
83497.50000000
0.005725852259
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
2660000.00000000
PA
USD
2767424.10000000
0.189776478758
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO XV Ltd
87250RAC8
610000.00000000
PA
USD
609996.46000000
0.041830589042
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
2.28200000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
110000.00000000
PA
USD
118525.00000000
0.008127867768
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
731765.15000000
0.050180893288
Long
EC
CORP
US
N
1
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AF1
1530000.00000000
PA
USD
1426725.00000000
0.097837858193
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
4567637.28000000
0.313226338978
Long
DBT
CORP
GB
N
2
2035-09-23
Fixed
3.56400000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
485000.00000000
PA
USD
305035.90000000
0.020917877746
Long
DBT
CORP
KY
N
2
2024-07-16
Fixed
7.25000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
6850.00000000
NS
USD
524984.00000000
0.036000848198
Long
EC
CORP
US
N
1
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS 2017-BRBK Mortgage Trust
23305JAJ1
750000.00000000
PA
USD
757957.50000000
0.051977037201
Long
ABS-MBS
CORP
US
N
2
2034-10-10
Variable
3.53000000
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
2672626.49000000
0.183275719940
Long
ABS-O
CORP
US
N
2
2026-12-14
Fixed
1.77000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
2125000.00000000
PA
USD
557281.25000000
0.038215636448
Long
DBT
CORP
KY
N
2
2025-11-11
None
0.00000000
Y
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
3265000.00000000
PA
USD
3198067.50000000
0.219307907660
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
4.37500000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS 2018-1 Ltd
56564RAB6
1369824.62000000
PA
USD
1221601.38000000
0.083771478445
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
5.19300000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3C6
7290000.00000000
PA
USD
7237527.38000000
0.496314410607
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
1158819.00000000
0.079466168318
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
3748237.50000000
0.257035889186
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
2458963.62000000
0.168623759978
Long
EC
CORP
MX
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
665000.00000000
PA
USD
799662.50000000
0.054836963169
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
3607800.00000000
0.247405368791
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
1323241.32000000
PA
USD
1311035.74000000
0.089904451675
Long
ABS-MBS
CORP
US
N
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2004-16CB
12667FLZ6
173730.33000000
PA
USD
178121.69000000
0.012214718777
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
2803500.00000000
0.192250388438
Long
DBT
US
N
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAD3
2350000.00000000
PA
USD
2302881.40000000
0.157920400812
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
625000.00000000
PA
USD
657031.25000000
0.045056006074
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
690000.00000000
PA
USD
815928.45000000
0.055952402871
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
6.50000000
N
N
N
N
N
N
Sprite Limited
N/A
Sprite 2017-1 Ltd
85208HAB9
1021957.34000000
PA
USD
908508.02000000
0.062301059298
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
1488771.54000000
0.102092707993
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
3166.00000000
NS
USD
501336.10000000
0.034379190284
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
45888.14000000
0.003146785353
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1665000.00000000
EUR
1942322.40000000
USD
2022-01-26
45888.14000000
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XNX8
1054051.18000000
PA
USD
1072056.27000000
0.073516402473
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Floating
2.30300000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust 2005-7
61748HPQ8
565726.17000000
PA
USD
594124.27000000
0.040742151485
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
1280000.00000000
PA
USD
1254796.80000000
0.086047858823
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.12500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CK3
465000.00000000
PA
USD
468551.47000000
0.032130979886
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
843125.00000000
0.057817409934
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
APPLIED MATERIALS INC
000000000
-19.00000000
NC
USD
-7077.50000000
-0.00048534051
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Applied Materials Inc
Applied Materials Inc
100.00000000
170.00000000
USD
2022-02-18
XXXX
-2769.69000000
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
247241.00000000
NS
USD
4000359.38000000
0.274325180916
Long
EC
CORP
US
N
1
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
2525000.00000000
PA
USD
2596785.75000000
0.178074931025
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
117217.80000000
0.008038226353
Long
DBT
CORP
KY
N
2
2022-03-23
Fixed
8.25000000
Y
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
310000.00000000
PA
USD
334531.85000000
0.022940566473
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AL1
1610000.00000000
PA
USD
1414787.50000000
0.097019242530
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL4 Trust
12662GAC2
2308095.29000000
PA
USD
2292432.56000000
0.157203870208
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
1.79600000
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
425000.00000000
PA
USD
249441.00000000
0.017105450024
Long
DBT
CORP
KY
N
2
2026-05-17
Fixed
5.50000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBC6
3845000.00000000
PA
USD
3780335.44000000
0.259237009726
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.20000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
24947.69000000
0.001710791187
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1400000.00000000
GBP
1919808.80000000
USD
2022-01-31
24947.69000000
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AA4
530000.00000000
PA
USD
545900.00000000
0.037435165703
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
NOKIA OYJ
549300A0JPRWG1KI7U06
Nokia Oyj
000000000
1660000.00000000
PA
1973065.38000000
0.135303223013
Long
DBT
CORP
FI
N
2
2026-03-11
Fixed
2.00000000
N
N
N
N
N
N
Old Republic International Corp
549300IV6O2YY2A1KH37
Old Republic International Corp
680223104
20475.00000000
NS
USD
503275.50000000
0.034512184899
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
FORD MOTOR CO
000000000
-208.00000000
NC
USD
-8944.00000000
-0.00061333599
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Ford Motor Co
Ford Motor Co
100.00000000
24.00000000
USD
2022-02-18
XXXX
-888.49000000
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
8639.00000000
NS
USD
538641.65000000
0.036937423378
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
1130760.54000000
0.077542055661
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
1409730.00000000
0.096672423789
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
1417000.00000000
PA
USD
1416223.48000000
0.097117715051
Long
ABS-O
CORP
US
N
2
2033-03-15
Variable
3.60900000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
485000.00000000
PA
USD
505006.25000000
0.034630871313
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CY9
110000.00000000
PA
USD
111375.00000000
0.007637555559
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.40000000
N
N
N
N
N
N
Banc of America Alternative Loan Trust
N/A
Banc of America Alternative Loan Trust 2003-8
05948XTV3
291286.12000000
PA
USD
300529.07000000
0.020608821275
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Fixed
5.50000000
N
N
N
N
N
N
GENM CAPITAL LABUAN
254900DWSHIWTSE0YG58
Genm Capital Labuan Ltd
37231BAA6
3420000.00000000
PA
USD
3334292.92000000
0.228649584104
Long
DBT
CORP
MY
N
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
98250.00000000
PA
USD
103408.62000000
0.007091259983
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.66800000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
210000.00000000
PA
USD
141831.90000000
0.009726141561
Long
DBT
CORP
KY
N
2
2027-01-14
Fixed
5.75000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
380000.00000000
PA
USD
391400.00000000
0.026840307485
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
2441168.70000000
0.167403470953
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
1029994.34000000
0.070631999983
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
2.27400000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAA5
1110000.00000000
PA
USD
1194184.86000000
0.081891386910
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.40000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
7389.00000000
NS
USD
533338.02000000
0.036573726240
Long
EC
CORP
US
N
1
N
N
N
DSLA Mortgage Loan Trust
N/A
DSLA Mortgage Loan Trust 2005-AR5
23332UFF6
386164.85000000
PA
USD
287810.63000000
0.019736652546
Long
ABS-MBS
CORP
US
N
2
2045-09-19
Floating
0.76400000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
1110000.00000000
PA
USD
1032755.10000000
0.070821319470
Long
DBT
CORP
KY
N
2
2026-08-17
Fixed
4.45000000
N
N
N
N
N
N
2022-01-27
Natixis Funds Trust II
John Sgroi
John Sgroi
Assistant Treasurer