0001752724-22-199547.txt : 20220829
0001752724-22-199547.hdr.sgml : 20220829
20220829112535
ACCESSION NUMBER: 0001752724-22-199547
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220829
DATE AS OF CHANGE: 20220829
PERIOD START: 20221231
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: 221208707
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
2022-12-31
2022-06-30
N
1036282460.44
7653309.32
1028629151.12
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
33285681.85000000
USD
ZAR
N
CLI Funding LLC
N/A
CLI Funding VIII LLC
12565KAA5
5102563.14000000
PA
USD
4500049.42000000
0.437480253704
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.64000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MORGAN STANLEY
000000000
-42.00000000
NC
USD
-2646.00000000
-0.00025723556
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Morgan Stanley
Morgan Stanley
100.00000000
87.50000000
USD
2022-08-19
XXXX
1198.63000000
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAA3
1695000.00000000
PA
USD
1388272.80000000
0.134963392636
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
176345.40000000
0.017143729575
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
1435000.00000000
PA
USD
1162350.00000000
0.112999908541
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
1650018.45000000
0.160409458375
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
692315.94000000
0.067304717083
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Floating
2.99400000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 30 Ltd
50200YAW8
310000.00000000
PA
USD
269944.28000000
0.026243110036
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
4.06300000
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
1455116.34000000
0.141461705456
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.68000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAJ3
570000.00000000
PA
USD
496189.50000000
0.048237938761
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
1245982.65000000
0.121130404348
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
65135.40000000
0.006332252972
Long
DBT
CORP
KY
N
2
2024-02-08
Fixed
6.35000000
Y
N
N
N
N
N
Basswood Park CLO Ltd
5493005HSAGIQZIVAS94
Basswood Park CLO Ltd
070252AG6
1830000.00000000
PA
USD
1644002.46000000
0.159824603280
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
3.71300000
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
Everi Holdings Inc
30034TAA1
330000.00000000
PA
USD
278850.00000000
0.027108895338
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
11670.00000000
NS
USD
497608.80000000
0.048375918518
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
283656.60000000
0.027576177448
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
4.18400000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette Clo Ltd
75620TAZ1
340000.00000000
PA
USD
295453.20000000
0.028723004756
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
4.31300000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ABBVIE INC
000000000
-26.00000000
NC
USD
-7839.00000000
-0.00076208223
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
AbbVie Inc
AbbVie Inc
100.00000000
160.00000000
USD
2022-08-19
XXXX
-3088.38000000
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-G
63941JAB4
695000.00000000
PA
USD
618970.48000000
0.060174308624
Long
ABS-O
CORP
US
N
2
2068-10-15
Fixed
3.08000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AE7
1645000.00000000
PA
USD
1504647.20000000
0.146276935507
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAJ4
1715000.00000000
PA
USD
1573681.60000000
0.152988236653
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
2.79100000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
392.00000000
NS
USD
94746.40000000
0.009210938645
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
1025.00000000
NS
USD
624266.00000000
0.060689121956
Long
EC
CORP
US
N
1
N
N
N
OHA Loan Funding Ltd
54930016024GMIAF7A82
OHA Loan Funding 2016-1 Ltd
67110UAQ2
1570000.00000000
PA
USD
1459228.65000000
0.141861490937
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
3.01300000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S20510964 CDS USD R F 5.00000 FIX CCPCDX / Short: S20510964 CDS USD P V 03MEVENT FLO CCPCDX
000000000
2430450.00000000
OU
Notional Amount
USD
-73200.29000000
-0.00711629550
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S38
2I65BRZG8
Y
sell protection
2027-06-20
0.00000000
USD
-56891.82000000
USD
2430450.00000000
USD
-16308.47000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
THERMO FISHER SCIENTIFIC INC
000000000
-3.00000000
NC
USD
-2745.00000000
-0.00026686002
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Thermo Fisher Scientific Inc
Thermo Fisher Scientific Inc
100.00000000
590.00000000
USD
2022-08-19
XXXX
-744.89000000
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBC4
2375000.00000000
PA
USD
1523562.50000000
0.148115819811
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
1.12500000
N
N
N
N
Y
NCL Corp Ltd
NCL Corp Ltd
USD
XXXX
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
2950.00000000
NS
USD
538493.00000000
0.052350548243
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
1945000.00000000
PA
USD
1849412.59000000
0.179793911925
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
332394.79000000
0.032314346685
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
1269839.76000000
0.123449715440
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
983874.32000000
0.095649080033
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
1743.00000000
NS
USD
483943.95000000
0.047047465986
Long
EC
CORP
IE
N
1
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
220000.00000000
PA
USD
18667.00000000
0.001814745380
Long
DBT
CORP
KY
N
2
2024-03-29
Fixed
9.50000000
Y
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAG2
2340000.00000000
PA
USD
2275650.00000000
0.221231334686
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.37500000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2022-2
96042VAG4
1920000.00000000
PA
USD
1912053.12000000
0.185883621703
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.48000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CA0
7615000.00000000
PA
USD
7053679.92000000
0.685735953751
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
1229912.50000000
0.119568116328
Long
DBT
CORP
KY
N
2
2028-11-29
Fixed
6.25000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
1020000.00000000
PA
USD
83925.60000000
0.008158975458
Long
DBT
CORP
KY
N
2
2025-06-28
Fixed
8.75000000
Y
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BS7
3855000.00000000
PA
USD
3874776.15000000
0.376693208216
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
750000.00000000
PA
USD
552960.00000000
0.053756983204
Long
DBT
CORP
JP
N
2
2031-07-06
Fixed
5.25000000
N
N
N
N
N
N
World Financial Network Credit Card Master Trust
N/A
World Financial Network Credit Card Master Trust
981464HG8
6995000.00000000
PA
USD
6989745.36000000
0.679520442560
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
2.71000000
N
N
N
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RingCentral Inc
76680RAH0
200000.00000000
PA
USD
150200.00000000
0.014601958328
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
RINGCENTRAL INC
RINGCENTRAL INC
USD
XXXX
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAG9
2415000.00000000
PA
USD
1896392.56000000
0.184361152698
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
1941434.03000000
PA
USD
1624227.39000000
0.157902134917
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
3240598.04000000
0.315040462976
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
292584.54000000
PA
USD
280202.27000000
0.027240358655
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Fixed
5.75000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
3090000.00000000
PA
USD
2147550.00000000
0.208777866898
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
2556.00000000
NS
USD
545143.68000000
0.052997105847
Long
EC
CORP
US
N
1
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2P1
3670000.00000000
PA
USD
3453055.99000000
0.335694937892
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.60000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
4800.00000000
NS
USD
852048.00000000
0.082833351463
Long
EC
CORP
US
N
1
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-HYB4
12669FV75
34498.52000000
PA
USD
32851.95000000
0.003193760352
Long
ABS-MBS
CORP
US
N
2
2034-09-20
Variable
2.95300000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust 2014-C20
92890FAY2
1570000.00000000
PA
USD
1487518.32000000
0.144611721180
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
4.37800000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
BRISTOL-MYERS SQUIBB CO
000000000
-48.00000000
NC
USD
-7176.00000000
-0.00069762751
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Bristol-Myers Squibb Co
Bristol-Myers Squibb Co
100.00000000
80.00000000
USD
2022-08-19
XXXX
-805.55000000
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
3580000.00000000
PA
USD
2629498.40000000
0.255631331966
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
IONIS PHARMACEUTICALS IN
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222AD2
1285000.00000000
PA
USD
1168450.50000000
0.113592979425
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
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
12800000.00000000
PA
USD
12080000.00000000
1.174378539325
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
N/A
Atlas Senior Loan Fund Ltd
04940AAL6
1105000.00000000
PA
USD
1033567.28000000
0.100480068922
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
4.76300000
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
1740178.80000000
0.169174556068
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
146200.00000000
0.014213091262
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
612.00000000
NS
USD
314341.56000000
0.030559270039
Long
EC
CORP
US
N
1
N
N
N
Oaktree CLO Ltd
N/A
Oaktree CLO 2019-4 Ltd
67400JAA1
2100000.00000000
PA
USD
1795338.30000000
0.174536984300
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
8.29300000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAF0
3095000.00000000
PA
USD
2772705.61000000
0.269553473861
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
3425000.00000000
PA
USD
2736986.00000000
0.266080928877
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
Options Clearing Corp.
549300CII6SLYGKNHA04
UNITEDHEALTH GROUP INC
000000000
-4.00000000
NC
USD
-4930.00000000
-0.00047927865
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
UnitedHealth Group Inc
UnitedHealth Group Inc
100.00000000
540.00000000
USD
2022-08-19
XXXX
-2863.17000000
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2021-1
40440YAF6
700000.00000000
PA
USD
656186.65000000
0.063792344333
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
3805000.00000000
PA
USD
3091562.50000000
0.300551709684
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.37500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754NAB1
1483381.55000000
PA
USD
1480600.21000000
0.143939164896
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
3.69800000
N
N
N
N
N
N
Ziggo Bond Co BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98954UAB9
1625000.00000000
PA
USD
1438125.00000000
0.139809862323
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
NEXTERA ENERGY INC
000000000
-59.00000000
NC
USD
-5310.00000000
-0.00051622103
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
NextEra Energy Inc
NextEra Energy Inc
100.00000000
85.00000000
USD
2022-08-19
XXXX
-370.59000000
N
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital Aircraft Lease Securitization Ltd 2016-1
09228YAB8
834910.88000000
PA
USD
737772.34000000
0.071723841308
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
615000.00000000
PA
USD
910999.50000000
0.088564425673
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
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
6575000.00000000
PA
USD
6137565.25000000
0.596674247790
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-D
64034YAC5
810000.00000000
PA
USD
692987.81000000
0.067370034112
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
2.90000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
205000.00000000
PA
USD
31153.85000000
0.003028676561
Long
DBT
CORP
KY
N
2
2024-08-03
Fixed
6.65000000
Y
N
N
N
N
N
Kaisa Group Holdings Ltd
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
1875000.00000000
PA
USD
257812.50000000
0.025063697613
Long
DBT
CORP
KY
N
2
2024-06-30
None
0.00000000
Y
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAF3
1015000.00000000
PA
USD
857373.84000000
0.083351112406
Long
DBT
CORP
XX
N
2
2029-02-02
Fixed
3.00000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
205000.00000000
PA
USD
27943.55000000
0.002716581575
Long
DBT
CORP
KY
N
2
2025-07-23
Fixed
9.95000000
Y
N
N
N
N
N
RBSCF Trust
N/A
RBS Commercial Funding Inc 2013-GSP Trust
74932QAA8
1350000.00000000
PA
USD
1328433.21000000
0.129145981188
Long
ABS-MBS
CORP
US
N
2
2032-01-15
Variable
3.96100000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2
590219AE1
23511.78000000
PA
USD
23002.12000000
0.002236191729
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
2.40800000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDN1
1165000.00000000
PA
USD
1138777.02000000
0.110708219649
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
588211.87000000
PA
USD
580079.37000000
0.056393440665
Long
ABS-O
CORP
US
N
2
2035-10-15
Floating
2.07400000
N
N
N
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
597600.00000000
PA
USD
565526.81000000
0.054978687837
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
ANZ NEW ZEALAND INTL/LDN
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd/London
00182EBP3
2025000.00000000
PA
USD
1934740.73000000
0.188089237787
Long
DBT
CORP
NZ
N
2
2025-02-18
Fixed
2.16600000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2021-NMR1
59982HAH3
245000.00000000
PA
USD
212959.12000000
0.020703197043
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
2.50000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
8475.00000000
NS
USD
656473.50000000
0.063820230963
Long
EC
CORP
US
N
1
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAN1
1015000.00000000
PA
USD
989252.89000000
0.096171967217
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
5245000.00000000
PA
USD
3723950.00000000
0.362030377609
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
1630000.00000000
PA
USD
1263250.00000000
0.122809080281
Long
DBT
CORP
JP
N
2
2028-07-06
Fixed
4.62500000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
270000.00000000
PA
USD
154575.00000000
0.015027281681
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
1680000.00000000
PA
USD
1563391.20000000
0.151987837239
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
HILTON WORLDWIDE FIN LLC
N/A
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp
432891AK5
1370000.00000000
PA
USD
1290724.95000000
0.125480106080
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.87500000
N
N
N
N
N
N
Education Funding Trust
N/A
Education Funding Trust Trust
28141PAA3
1277720.98000000
PA
USD
1208652.49000000
0.117501286900
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
907091.62000000
0.088184514216
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
4.31300000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
5284.00000000
NS
USD
809297.44000000
0.078677280253
Long
EC
CORP
US
N
1
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAC7
2998125.00000000
PA
USD
2665420.07000000
0.259123520570
Long
ABS-O
CORP
US
N
2
2049-12-05
Fixed
3.85800000
N
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAF2
5175000.00000000
PA
USD
3790687.50000000
0.368518381563
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
951508.75000000
0.092502603971
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
203467.35000000
0.019780437855
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
1497510.14000000
PA
USD
1422355.65000000
0.138276817106
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
60437400.00000000
PA
2951828.80000000
0.286967251198
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
260080.80000000
0.025284214404
Long
DBT
NUSS
AR
N
2
2025-04-12
Fixed
49.10200000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAE5
35000.00000000
PA
USD
28840.00000000
0.002803731545
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Cable One Inc
Cable One Inc
USD
XXXX
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
480000.00000000
PA
USD
387916.80000000
0.037712016967
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAB0
1025000.00000000
PA
USD
895593.75000000
0.087066728473
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
Aimco
549300VLRW0CEQ83RF89
Aimco CLO 11 Ltd
00140NAU4
3460000.00000000
PA
USD
3149492.68000000
0.306183494466
Long
ABS-CBDO
CORP
KY
N
2
2034-10-17
Floating
4.04400000
N
N
N
N
N
N
SLM Student Loan Trust
N/A
SLM Private Credit Student Loan Trust 2003-A
78443CAJ3
428000.00000000
PA
USD
419499.49000000
0.040782383966
Long
ABS-O
CORP
US
N
2
2032-06-15
Variable
5.02300000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2021-1
68269MAE4
810000.00000000
PA
USD
683694.59000000
0.066466577313
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
272794.48000000
PA
USD
201092.20000000
0.019549533452
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
175643.22000000
0.017075465906
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
624539.33000000
0.060715694214
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
887685.00000000
0.086297865370
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.68900000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
725000.00000000
PA
USD
77625.75000000
0.007546524412
Long
DBT
CORP
KY
N
2
2027-01-16
Fixed
5.20000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
1855000.00000000
PA
USD
1699575.99000000
0.165227282169
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
400000.00000000
PA
USD
85036.00000000
0.008266924956
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
6833929.14000000
0.664372493484
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
1492290.17000000
PA
USD
1482304.66000000
0.144104866013
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
1282144.50000000
0.124645942476
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
487.00000000
NS
USD
264577.36000000
0.025721355428
Long
EC
CORP
US
N
1
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAB6
4365000.00000000
PA
USD
3726837.00000000
0.362311042414
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AD6
320000.00000000
PA
USD
333994.66000000
0.032469880873
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust 2004-4
576433MH6
181106.69000000
PA
USD
177780.18000000
0.017283214247
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
988407.14000000
PA
USD
915703.86000000
0.089021768341
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.21200000
N
N
N
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
645000.00000000
PA
USD
122762.85000000
0.011934607323
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
404679.33000000
PA
USD
366288.90000000
0.035609422463
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
2.84400000
N
N
N
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAA8
3769000.00000000
PA
USD
3424551.09000000
0.332923783685
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
1058076.42000000
0.102862768262
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
1.84000000
N
N
N
N
N
N
BENTLEY SYSTEMS
549300WVEHPGE0Z56F71
Bentley Systems Inc
08265TAC3
85000.00000000
PA
USD
65875.00000000
0.006404154493
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.37500000
N
N
N
N
Y
Bentley Systems Inc
Bentley Systems Inc
USD
XXXX
N
N
N
Bristol Park CLO, Ltd.
549300XRS6MFERKEPO61
Bristol Park CLO LTD
11014PAN5
915000.00000000
PA
USD
864097.64000000
0.084004778501
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
2.99400000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
1165000.00000000
PA
USD
1025549.50000000
0.099700606276
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
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
398864.06000000
0.038776274186
N/A
DCR
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
UNITED MEXICAN STATES
UNITED MEXICAN STATES
Y
buy protection
2026-06-20
65850.00000000
USD
0.00000000
USD
21525000.00000000
USD
333014.06000000
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
13384.00000000
NS
USD
417714.64000000
0.040608866620
Long
EC
CORP
US
N
1
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust 2019-1
74113NAG3
910000.00000000
PA
USD
899431.44000000
0.087439816285
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
3.90000000
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
1146053.42000000
0.111415607729
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
2.69000000
N
N
N
N
N
N
Babson CLO Ltd
549300QO1I8V07FLPQ13
Barings Clo Ltd 2019-IV
06761VAJ6
850000.00000000
PA
USD
827060.20000000
0.080404118345
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
3.84400000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AG1
390000.00000000
PA
USD
352950.00000000
0.034312657736
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
241594.73000000
0.023487058454
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
1224428.40000000
0.119034969859
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
UNION PACIFIC CORP
000000000
-17.00000000
NC
USD
-3230.00000000
-0.00031401015
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Union Pacific Corp
Union Pacific Corp
100.00000000
235.00000000
USD
2022-08-19
XXXX
352.84000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
PIONEER NATURAL RESOURCES CO
000000000
-15.00000000
NC
USD
-5362.50000000
-0.00052132491
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Pioneer Natural Resources Co
Pioneer Natural Resources Co
100.00000000
275.00000000
USD
2022-08-19
XXXX
588.17000000
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N4
14687HAE3
610000.00000000
PA
USD
569532.84000000
0.055368141120
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
1264419.45000000
0.122922770429
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
3.19400000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
5755000.00000000
PA
USD
5575961.95000000
0.542076990908
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.80000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAQ2
5680000.00000000
PA
USD
4450624.78000000
0.432675350018
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.37300000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MICROSOFT CORP
000000000
-12.00000000
NC
USD
-2760.00000000
-0.00026831827
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Microsoft Corp
Microsoft Corp
100.00000000
290.00000000
USD
2022-08-19
XXXX
42.42000000
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
1390318.73000000
0.135162291335
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
1388843.43000000
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-1 Trust
437300AJ5
244928.09000000
PA
USD
206000.66000000
0.020026718062
Long
ABS-O
CORP
US
N
2
2041-09-17
Fixed
2.57700000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
1220000.00000000
PA
USD
969509.60000000
0.094252588403
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAY4
330000.00000000
PA
USD
291101.82000000
0.028299977662
Long
DBT
CORP
NL
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAL9
585000.00000000
PA
USD
501058.70000000
0.048711306640
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.52500000
N
N
N
N
N
N
Carbone CLO, LTD
5493005I53NEC017LN87
Carbone Clo Ltd
141312AE8
400000.00000000
PA
USD
372182.40000000
0.036182369476
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
2.86300000
N
N
N
N
N
N
OHA Loan Funding Ltd
N/A
OHA Loan Funding 2013-1 Ltd
67706HBE7
2245000.00000000
PA
USD
2091803.45000000
0.203358367563
Long
ABS-CBDO
CORP
KY
N
2
2031-07-23
Floating
4.23400000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2004-16CB
12667FLT0
141014.06000000
PA
USD
136908.01000000
0.013309754040
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
244740.68000000
PA
USD
235168.50000000
0.022862321152
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
2.65000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
645000.00000000
PA
USD
516553.29000000
0.050217640578
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
17671.00000000
NS
USD
693410.04000000
0.067411081947
Long
EC
CORP
US
N
1
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAC3
241637.23000000
PA
USD
233510.97000000
0.022701181445
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
5388935.62000000
PA
USD
4612390.00000000
0.448401641639
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
135000.00000000
PA
USD
90877.21000000
0.008834788504
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
2706879.80000000
0.263154101461
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
743509.47000000
PA
USD
632100.15000000
0.061450732687
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
580000.00000000
PA
USD
407513.80000000
0.039617173940
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
350000.00000000
PA
USD
291574.50000000
0.028345930083
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
5302500.00000000
0.515491904368
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
448200.00000000
0.043572554745
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
5.30200000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Z5ZNFT7IECFZ07
Neuberger Berman CLO XIV Ltd
64129JBJ8
3300000.00000000
PA
USD
3112566.60000000
0.302593660369
Long
ABS-CBDO
CORP
KY
N
2
2030-01-28
Floating
3.13800000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVU0
2730000.00000000
PA
USD
2567639.45000000
0.249617604868
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
134966.10000000
PA
USD
128393.08000000
0.012481960078
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
1984533.87000000
PA
USD
1956147.49000000
0.190170333775
Long
ABS-MBS
CORP
US
N
2
2059-12-26
Variable
2.93800000
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
1440294.73000000
0.140020796458
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
3.88000000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAB6
235000.00000000
PA
USD
150743.10000000
0.014654756754
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
Apidos CLO
5493008YDOADR1DMZM86
Apidos CLO XX
03765LAV4
480000.00000000
PA
USD
450951.36000000
0.043840033068
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
2.99400000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAB5
2255000.00000000
PA
USD
1972335.75000000
0.191744104068
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.87500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CJ1
330000.00000000
PA
USD
294636.49000000
0.028643606850
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
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
2410612.99000000
0.234352000171
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.50900000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
90000.00000000
PA
USD
82727.27000000
0.008042477690
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
294649.65000000
0.028644886223
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
993037.50000000
0.096539894763
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
2053992.00000000
0.199682460657
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR2
45661EAF1
1776628.28000000
PA
USD
1353811.36000000
0.131613162870
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
2.04400000
N
N
N
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
210000.00000000
PA
USD
14099.40000000
0.001370698077
Long
DBT
CORP
KY
N
2
2026-08-04
Fixed
6.70000000
Y
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAA4
2745000.00000000
PA
USD
2317685.85000000
0.225317924100
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAE1
2790000.00000000
PA
USD
2345681.12000000
0.228039533727
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.75000000
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
4383295.36000000
0.426129801515
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Variable
3.13900000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057Q305
14685.00000000
NS
USD
565372.50000000
0.054963686318
Long
EC
CORP
US
N
1
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAD1
1170000.00000000
PA
USD
1029600.00000000
0.100094382788
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
Options Clearing Corp.
549300CII6SLYGKNHA04
APPLE INC
000000000
-27.00000000
NC
USD
-2349.00000000
-0.00022836218
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Apple Inc
Apple Inc
100.00000000
160.00000000
USD
2022-08-19
XXXX
1342.37000000
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
270000.00000000
PA
USD
21978.00000000
0.002136630094
Long
DBT
CORP
KY
N
2
2022-04-11
None
0.00000000
Y
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
230000.00000000
PA
USD
49291.30000000
0.004791940802
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
417532.38000000
0.040591147892
Long
ABS-CBDO
CORP
KY
N
2
2032-12-19
Floating
4.31300000
N
N
N
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust 2014-STAR
85571XAQ0
4243654.00000000
PA
USD
1185570.84000000
0.115257363522
Long
ABS-MBS
CORP
US
N
3
2027-11-15
Floating
4.82500000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
1665000.00000000
PA
1697363.23000000
0.165012164797
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
6.00000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
3215000.00000000
PA
USD
2942512.68000000
0.286061568136
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
286000.00000000
0.027803995219
Long
DBT
CORP
KY
N
2
2027-01-13
Fixed
6.35000000
Y
N
N
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust 2014-STAR
85571XAN7
1060000.00000000
PA
USD
528592.19000000
0.051388023509
Long
ABS-MBS
CORP
US
N
3
2027-11-15
Floating
4.07500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCY4
340000.00000000
PA
USD
312800.00000000
0.030409404561
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares LIX CLO Ltd
04018GAA4
500000.00000000
PA
USD
439359.50000000
0.042713109921
Long
ABS-CBDO
CORP
KY
N
2
2034-04-25
Floating
7.43400000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AC1
983928.89000000
PA
USD
941526.38000000
0.091532150238
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
3.51000000
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
6568.00000000
NS
USD
381469.44000000
0.037085225475
Long
EC
CORP
US
N
1
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBE0
1405000.00000000
PA
USD
1201289.05000000
0.116785437073
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2018-1 Ltd
05875HAG8
400000.00000000
PA
USD
357959.60000000
0.034799674849
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
4.21300000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
10725000.00000000
PA
USD
8821312.50000000
0.857579477540
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
108182.05000000
0.010517109094
Long
EP
CORP
US
N
1
N
N
N
Avid Automobile Receivables Trust
N/A
Avid Automobile Receivables Trust 2019-1
05369DAD7
1035000.00000000
PA
USD
1027657.40000000
0.099905529498
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
4.03000000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
1780000.00000000
PA
USD
1698315.80000000
0.165104770572
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAL8
470000.00000000
PA
USD
407592.13000000
0.039624788929
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.68800000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAL7
1315000.00000000
PA
USD
1174807.85000000
0.114211020436
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
000000000
1270000.00000000
PA
USD
1231379.30000000
0.119710713881
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
2017205.29000000
0.196106175661
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
15248.20000000
0.001482380698
Long
DBT
CORP
KY
N
2
2025-02-05
None
0.00000000
Y
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234AT5
7080000.00000000
PA
USD
6502597.54000000
0.632161506692
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
1887971.10000000
0.183542445588
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAF2
815000.00000000
PA
USD
804812.50000000
0.078241268889
Long
DBT
US
N
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8
46638UAM8
405000.00000000
PA
USD
404122.28000000
0.039287461332
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
4.93300000
N
N
N
N
N
N
China Aoyuan Group Ltd
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
645000.00000000
PA
USD
60952.50000000
0.005925604960
Long
DBT
CORP
KY
N
2
2023-02-19
Fixed
7.95000000
Y
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
834.00000000
NS
USD
402471.72000000
0.039126999226
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
2512799.87000000
0.244286278224
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
2.40000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2020-ATrust
83406TAC6
1350000.00000000
PA
USD
1231043.40000000
0.119678058769
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
3.12000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCF0
1310000.00000000
PA
USD
1192019.93000000
0.115884323198
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.25000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
165000.00000000
PA
USD
87813.00000000
0.008536895916
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAJ1
4165000.00000000
PA
USD
3804444.70000000
0.369855812063
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
1005000.00000000
PA
USD
777458.33000000
0.075581984931
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
60278.63000000
0.005860093497
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.62500000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
405000.00000000
PA
USD
337761.49000000
0.032836079906
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
4820.00000000
NS
USD
693067.80000000
0.067377810481
Long
EC
CORP
US
N
1
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAK4
1440450.00000000
PA
USD
1220926.86000000
0.118694561462
Long
ABS-O
CORP
US
N
2
2051-06-15
Fixed
2.37000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
470000.00000000
PA
USD
408900.00000000
0.039751935822
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
5.70000000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
870000.00000000
PA
USD
77082.00000000
0.007493662795
Long
DBT
CORP
KY
N
2
2024-04-08
Fixed
8.60000000
Y
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCV6
6595000.00000000
PA
USD
6268151.21000000
0.609369392572
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
2.59500000
N
N
N
N
N
N
Octagon Investment Partners XXII Ltd
549300MQ9W5DWZ8QX450
Octagon Investment Partners XXII Ltd
67572YBU5
920000.00000000
PA
USD
860285.56000000
0.083634180410
Long
ABS-CBDO
CORP
KY
N
2
2030-01-22
Floating
3.03600000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
1618.00000000
NS
USD
695675.28000000
0.067631301255
Long
EC
CORP
US
N
1
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-5
576434RG1
161335.26000000
PA
USD
157836.14000000
0.015344319167
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Fixed
6.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-LC4 Mortgage Trust
126192AG8
140000.00000000
PA
USD
133030.39000000
0.012932784362
Long
ABS-MBS
CORP
US
N
2
2044-12-10
Variable
5.45600000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAA1
11490000.00000000
PA
USD
9495450.90000000
0.923117032961
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAF3
1505000.00000000
PA
USD
1042212.50000000
0.101320529256
Long
DBT
CORP
US
N
2
2027-05-01
None
0.00000000
N
N
N
N
N
Snap Inc
Snap Inc
USD
XXXX
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C7
92936TAE2
725000.00000000
PA
USD
514750.00000000
0.050042330556
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.68900000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300ENU7ZZLTPT3E22
Dryden XXVI Senior Loan Fund
26250UAU9
300000.00000000
PA
USD
285444.90000000
0.027750030192
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
2.89400000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
175000.00000000
PA
USD
149761.50000000
0.014559328776
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AG3
1415000.00000000
PA
USD
1193956.92000000
0.116072631103
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
1670052.50000000
0.162357103936
Long
ABS-CBDO
CORP
KY
N
2
2035-07-02
Floating
7.31300000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-2
682696AC3
1020000.00000000
PA
USD
891963.79000000
0.086713835499
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
765121.68000000
0.074382655709
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
1060000.00000000
PA
USD
938827.97000000
0.091269819543
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
673843.35000000
PA
USD
659800.05000000
0.064143627397
Long
ABS-O
CORP
US
N
2
2032-02-20
Fixed
3.53000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
1996.00000000
NS
USD
386285.88000000
0.037553464198
Long
EC
CORP
US
N
1
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
1955000.00000000
PA
USD
1590197.00000000
0.154593810438
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
2437288.47000000
0.236945304082
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
3.06300000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
1705000.00000000
PA
USD
1721964.75000000
0.167403845022
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2018-C
63940VAC6
1775000.00000000
PA
USD
1676624.18000000
0.162995981416
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
1645528.44000000
0.159972954121
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
4.34400000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2004-S1
466247EV1
674311.04000000
PA
USD
660504.59000000
0.064212120498
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
2463.00000000
NS
USD
632572.29000000
0.061496632611
Long
EC
CORP
US
N
1
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC / Aptiv Corp
00217GAA1
4935000.00000000
PA
USD
4712922.78000000
0.458175113437
Long
DBT
CORP
JE
N
2
2025-02-18
Fixed
2.39600000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
12090000.00000000
PA
USD
8085066.60000000
0.786004031792
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
1110000.00000000
PA
USD
1049482.80000000
0.102027324313
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AC1
770000.00000000
PA
USD
733425.00000000
0.071301206970
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
2467.00000000
NS
USD
630540.53000000
0.061299111474
Long
EC
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
330000.00000000
PA
USD
277182.16000000
0.026946753326
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2011-C2
617459AJ1
1088282.14000000
PA
USD
1027015.12000000
0.099843089113
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
5.38500000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2004-J10
12667FVB8
369607.90000000
PA
USD
359643.23000000
0.034963351914
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.00000000
N
N
N
N
N
N
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
3501.00000000
NS
USD
4014246.60000000
0.390252074387
Long
EP
CORP
US
N
2
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
195000.00000000
PA
USD
176616.59000000
0.017170093790
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
1626198.66000000
0.158093775412
Long
ABS-CBDO
CORP
KY
N
2
2033-04-18
Floating
3.04400000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
910000.00000000
PA
USD
853407.10000000
0.082965478770
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP22
000000000
74.00000000
NC
USD
-193844.55000000
-0.01884494035
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT US Long Bond Future
USM2 COMDTY
2022-09-21
10452094.55000000
USD
-193844.55000000
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-2
33845WAG4
3305000.00000000
PA
USD
3249536.81000000
0.315909461292
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
30676.80000000
0.002982299302
Long
DBT
CORP
KY
N
2
2025-02-20
None
0.00000000
Y
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2020-3
22536BAE2
1180000.00000000
PA
USD
1104497.70000000
0.107375695001
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
1770600.00000000
0.172132006765
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
2570000.00000000
PA
USD
1561634.80000000
0.151817085710
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
8017.00000000
NS
USD
478374.39000000
0.046506011372
Long
EC
CORP
US
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
2530000.00000000
PA
USD
2006327.72000000
0.195048693478
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
1775000.00000000
PA
USD
1765699.00000000
0.171655547393
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2011-C3
92935VAS7
2886031.08000000
PA
USD
1229449.24000000
0.119523079689
Long
ABS-MBS
CORP
US
N
2
2044-03-15
Variable
5.41500000
N
N
N
N
N
N
Kestrel Aircraft Funding Limited
N/A
Kestrel Aircraft Funding Ltd
49255PAA1
1936415.62000000
PA
USD
1700043.17000000
0.165272699898
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
1610487.21000000
0.156566359046
Long
ABS-O
CORP
US
N
2
2026-02-17
Fixed
1.65000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S20495495 CDS USD R F 5.00000 FIX CCPCDX / Short: S20495495 CDS USD P V 03MEVENT FLO CCPCDX
000000000
5826150.00000000
OU
Notional Amount
USD
-175471.99000000
-0.01705881947
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S38
2I65BRZG8
Y
sell protection
2027-06-20
0.00000000
USD
-128257.33000000
USD
5826150.00000000
USD
-47214.66000000
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
36256WAC8
1865000.00000000
PA
USD
1698007.90000000
0.165074837530
Long
DBT
CORP
IN
N
2
2026-02-02
Fixed
4.75000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBD0
490000.00000000
PA
USD
442225.00000000
0.042991684565
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.25000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
1880000.00000000
PA
USD
1357886.40000000
0.132009325082
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
2442704.32000000
PA
USD
2302927.65000000
0.223883179617
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
625563.71000000
0.060815281126
Long
ABS-O
CORP
KY
N
2
2040-02-15
Variable
7.07200000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AE8
3850151.04000000
PA
USD
3311389.39000000
0.321922569119
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
2710000.00000000
PA
USD
1903585.30000000
0.185060407623
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
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
680000.00000000
PA
USD
628891.20000000
0.061138768944
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
53465.80000000
0.005197772194
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
704657.25000000
0.068504499336
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.37500000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C7
92936TAK8
975000.00000000
PA
USD
87750.00000000
0.008530771260
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.68900000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBH7
380000.00000000
PA
USD
302251.40000000
0.029383903778
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAS0
4455000.00000000
PA
USD
4121408.98000000
0.400670054461
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
1321557.00000000
0.128477498286
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
386266.60000000
0.037551589859
Long
DBT
CORP
KY
N
2
2026-01-26
Fixed
6.50000000
Y
N
N
N
N
N
ELEMENT COMM AVIATION
N/A
ELEMENT COMM AVIATION
000000000
900.00000000
PA
USD
76590.00000000
0.007445832146
Long
ABS-O
CORP
US
Y
3
N/A
None
0.00000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAC5
845000.00000000
PA
USD
733494.94000000
0.071308006311
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
284786.57000000
PA
USD
242575.33000000
0.023582389215
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
2.14400000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
68560EAB4
1105000.00000000
PA
USD
884939.25000000
0.086030932434
Long
DBT
CORP
MX
N
2
2031-05-11
Fixed
2.87500000
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
231620.61000000
0.022517406759
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
-3779.13000000
USD
8820000.00000000
USD
235399.74000000
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
2990000.00000000
PA
USD
2960100.00000000
0.287771350518
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
965000.00000000
PA
USD
498595.28000000
0.048471820913
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
Willis Engine Securitization Trust
N/A
Willis Engine Structured Trust IV
97064EAA6
562869.23000000
PA
USD
460002.91000000
0.044719995491
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
93443.15000000
0.009084240894
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBN0
13330000.00000000
PA
USD
13103494.11000000
1.273879327232
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.12500000
N
N
N
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
845000.00000000
PA
USD
169253.50000000
0.016454277988
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
324719.50000000
0.031568179809
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
1955989.74000000
PA
USD
1848232.31000000
0.179679168919
Long
ABS-MBS
CORP
US
N
2
2026-10-25
Variable
2.36300000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BQ9
470000.00000000
PA
USD
444295.70000000
0.043192991324
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.37500000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-2
36257NAC7
4913413.95000000
PA
USD
4906463.43000000
0.476990509617
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.54000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR2 Trust
74333DAL8
795000.00000000
PA
USD
695196.89000000
0.067584793726
Long
ABS-O
CORP
US
N
2
2038-04-19
Fixed
2.64700000
N
N
N
N
N
N
Apidos CLO
635400C39IXGGYE6DH05
Apidos CLO XXIII
03765YAY0
3175000.00000000
PA
USD
2949016.20000000
0.286693819321
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
3.04400000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
4963.00000000
NS
USD
603401.54000000
0.058660746620
Long
EC
CORP
US
N
1
N
N
N
Greystone Commercial Real Estate Notes
N/A
Greystone CRE Notes 2021-HC2 LTD
39809XAA6
1640000.00000000
PA
USD
1572181.08000000
0.152842360950
Long
ABS-CBDO
CORP
KY
N
2
2039-12-15
Floating
3.12400000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAD7
2115000.00000000
PA
USD
1803841.20000000
0.175363608744
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
1533525.00000000
0.149084341847
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
10020.00000000
NS
USD
630358.20000000
0.061281385941
Long
EC
CORP
US
N
1
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
37993000.00000000
PA
6839509.60000000
0.664915007760
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAC7
500000.00000000
PA
USD
384920.47000000
0.037420723453
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
240000.00000000
PA
USD
170486.40000000
0.016574136540
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AN1
1285000.00000000
PA
USD
1079400.00000000
0.104935777760
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.62500000
N
N
N
N
N
N
Banc of America Funding Corporation
N/A
Banc of America Funding 2007-4 Trust
05953YBT7
127851.96000000
PA
USD
119405.11000000
0.011608178697
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
326450.03000000
0.031736416340
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
157162.25000000
0.015278805760
Long
DBT
CORP
KY
N
2
2026-03-22
Fixed
6.20000000
N
N
N
N
N
N
Brex Inc
N/A
Brex Commercial Charge Card Master Trust
05601DAA1
775000.00000000
PA
USD
760054.90000000
0.073890079740
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
2.09000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
JOHNSON + JOHNSON
000000000
-33.00000000
NC
USD
-7738.50000000
-0.00075231194
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Johnson & Johnson
Johnson & Johnson
100.00000000
185.00000000
USD
2022-08-19
XXXX
172.10000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBR3
520000.00000000
PA
USD
507369.20000000
0.049324793045
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAN9
1890000.00000000
PA
USD
1586546.89000000
0.154238958547
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.37300000
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
651797.14000000
0.063365610365
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
5942564.68000000
0.577716922909
Long
DBT
CORP
CA
N
2
2026-04-27
Fixed
1.20000000
N
N
N
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust 2014-STAR
85571XAS6
3575000.00000000
PA
USD
361689.47000000
0.035162280750
Long
ABS-MBS
CORP
US
N
3
2027-11-15
Floating
5.72500000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579TM0
1844380.05000000
PA
USD
1239692.12000000
0.120518859362
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
1.93400000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
6105000.00000000
PA
USD
4785343.20000000
0.465215592498
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
505000.00000000
PA
USD
428038.00000000
0.041612470299
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
364634.07000000
0.035448545241
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
5.62500000
N
N
N
N
N
N
SLAM 2021-1 LLC
N/A
Slam 2021-1 Ltd
78449AAC6
1012500.00000000
PA
USD
851209.76000000
0.082751860480
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
3.42200000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
4675000.00000000
PA
USD
5013376.50000000
0.487384252579
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AS9
3892157.47000000
PA
USD
3830848.98000000
0.372422750787
Long
ABS-O
CORP
US
N
2
2048-11-15
Fixed
4.81000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AV3
410000.00000000
PA
USD
320177.20000000
0.031126592091
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.87500000
N
N
N
N
N
N
Avid Automobile Receivables Trust
N/A
Avid Automobile Receivables Trust 2019-1
05369DAC9
1210000.00000000
PA
USD
1200152.29000000
0.116674924941
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
98403.73000000
0.009566492442
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
527962.50000000
0.051326807083
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
332030.05000000
0.032278887841
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
4.87500000
N
N
N
N
N
N
UNITY SOFTWARE INC
549300D1ESJMGNQNG432
Unity Software Inc
91332UAA9
55000.00000000
PA
USD
40425.00000000
0.003929987785
Long
DBT
CORP
US
N
2
2026-11-15
None
0.00000000
N
N
N
N
Y
Unity Software Inc
Unity Software, Inc.
USD
XXXX
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
540148.97000000
0.052511536291
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
319874000.00000000
ZAR
20086860.91000000
USD
2022-08-31
540148.97000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
LOCKHEED MARTIN CORP
000000000
-11.00000000
NC
USD
-6765.00000000
-0.00065767142
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Lockheed Martin Corp
Lockheed Martin Corp
100.00000000
460.00000000
USD
2022-08-19
XXXX
-2071.18000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
405000.00000000
PA
USD
272985.09000000
0.026538727752
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AN7
657000.00000000
PA
USD
564369.57000000
0.054866184706
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBB8
1530000.00000000
PA
USD
1212128.67000000
0.117839229879
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.87500000
N
N
N
N
N
N
Dryden Senior Loan Fund
54930046L20VLJKPVV31
Dryden 45 Senior Loan Fund
26244PAG0
875000.00000000
PA
USD
756464.63000000
0.073541045300
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.89400000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2018-A
43284BAC6
276016.74000000
PA
USD
268159.43000000
0.026069592691
Long
ABS-O
CORP
US
N
2
2032-02-25
Fixed
4.00000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C10
92890NAY5
2245000.00000000
PA
USD
2093240.25000000
0.203498048613
Long
ABS-MBS
CORP
US
N
2
2045-12-15
Variable
4.49100000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
1455000.00000000
PA
USD
1218562.50000000
0.118464706028
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
3975000.00000000
PA
USD
3051885.75000000
0.296694464343
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 Holding Inc
583491AC9
2550000.00000000
PA
USD
2583277.50000000
0.251137885523
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
967618.69000000
0.094068760247
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
166500.00000000
0.016186591622
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
2164156.11000000
0.210392259216
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
3.02000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2014-GC21
17322MAA4
2040000.00000000
PA
USD
1859929.20000000
0.180816302743
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
5.10800000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAJ9
611238.14000000
PA
USD
589749.57000000
0.057333546240
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
3.57500000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
3860000.00000000
PA
USD
3508469.80000000
0.341082089320
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
1104446.67000000
0.107370734029
Long
ABS-O
CORP
US
N
2
2032-05-14
Fixed
4.83000000
N
N
N
N
N
N
NATIONAL HEALTH INVESTOR
549300ZPKZIG6DKDEC02
National Health Investors Inc
63633DAF1
455000.00000000
PA
USD
349195.05000000
0.033947613638
Long
DBT
US
N
2
2031-02-01
Fixed
3.00000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BC7
1315000.00000000
PA
USD
1226294.49000000
0.119216385095
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300E4QCAQ0FY44H36
GS Mortgage Securities Corp Trust 2013-PEMB
36197VAG3
3195000.00000000
PA
USD
2510561.03000000
0.244068625438
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.66800000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-8
576434UQ5
483550.02000000
PA
USD
467415.26000000
0.045440600190
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.00000000
N
N
N
N
N
N
BINOM Securitization Trust
N/A
BINOM Securitization Trust 2022-RPL1
05552CAB0
2315000.00000000
PA
USD
2119331.11000000
0.206034517658
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
3.00000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAD6
3385000.00000000
PA
USD
3089794.15000000
0.300379796415
Long
DBT
US
N
2
2027-02-15
Fixed
3.87500000
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
46306.00000000
0.004501719589
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Variable
4.96100000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AM9
145000.00000000
PA
USD
75400.00000000
0.007330144194
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
855000.00000000
PA
USD
116049.15000000
0.011281923118
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
6249296.25000000
0.607536374328
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
808937.19000000
PA
USD
742539.63000000
0.072187301827
Long
LON
CORP
US
N
2
2027-08-02
Floating
6.66600000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AQ4
885550.00000000
PA
USD
762851.73000000
0.074161978509
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.49300000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
AMERICAN TOWER CORP
000000000
-19.00000000
NC
USD
-6460.00000000
-0.00062802031
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
American Tower Corp
American Tower Corp
100.00000000
280.00000000
USD
2022-08-19
XXXX
1837.50000000
N
N
N
SLM Student Loan Trust
549300BLEHJGFV7XSO25
SLM Private Credit Student Loan Trust 2003-B
78443CAP9
134000.00000000
PA
USD
131442.61000000
0.012778425524
Long
ABS-O
CORP
US
N
2
2033-03-15
Variable
4.62000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAA0
2522999.95000000
PA
USD
2502648.93000000
0.243299436660
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
793148.72000000
0.077107353912
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
667.00000000
NS
USD
324035.27000000
0.031501661181
Long
EC
CORP
US
N
1
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
795000.00000000
PA
USD
651900.00000000
0.063375610081
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
7980000.00000000
PA
USD
5390490.00000000
0.524046007653
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
2251337.50000000
PA
USD
2098818.39000000
0.204040337347
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
4.35200000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAJ2
855000.00000000
PA
USD
783838.35000000
0.076202229846
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP22
000000000
-1659.00000000
NC
USD
3787035.80000000
0.368163375097
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
UXYU2 Comdty
2022-09-21
-215102160.80000000
USD
3787035.80000000
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
410000.00000000
PA
USD
126620.30000000
0.012309616139
Long
DBT
CORP
KY
N
2
2024-08-13
Fixed
7.25000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2003-9
576434KX1
161531.25000000
PA
USD
156181.50000000
0.015183460417
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
5.25000000
N
N
N
N
N
N
California Republic Auto Receivables Trust
N/A
California Republic Auto Receivables Trust 2018-1
13057FAG6
1785000.00000000
PA
USD
1786033.52000000
0.173632403675
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
1727116.30000000
0.167904662056
Long
DBT
CORP
IN
N
2
2027-08-04
Fixed
4.20000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
1401.00000000
NS
USD
384252.27000000
0.037355763209
Long
EC
CORP
US
N
1
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
1565000.00000000
PA
USD
1399188.25000000
0.136024557390
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S20495499 CDS USD R F 5.00000 FIX CCPCDX / Short: S20495499 CDS USD P V 03MEVENT FLO CCPCDX
000000000
2435400.00000000
OU
Notional Amount
USD
-73349.38000000
-0.00713078954
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S38
2I65BRZG8
Y
sell protection
2027-06-20
0.00000000
USD
-63311.94000000
USD
2435400.00000000
USD
-10037.44000000
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R01
20754CAB5
456631.95000000
PA
USD
446894.73000000
0.043445660616
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
3.67400000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 39, LTD.
N/A
Octagon Investment Partners 39 Ltd
67592AAA8
495000.00000000
PA
USD
418234.41000000
0.040659396979
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
6.81300000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
706451BG5
5290000.00000000
PA
USD
3607303.90000000
0.350690420942
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
124996.18000000
0.012151724444
Long
ABS-O
CORP
US
N
2
2037-05-25
Variable
3.35000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
STARBUCKS CORP
000000000
-39.00000000
NC
USD
-4543.50000000
-0.00044170437
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Starbucks Corp
Starbucks Corp
100.00000000
85.00000000
USD
2022-08-19
XXXX
-264.50000000
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
670000.00000000
PA
USD
57244.80000000
0.005565154354
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
147331.34000000
PA
USD
143587.27000000
0.013959090100
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
1500063.71000000
0.145831343430
Long
DBT
CORP
NO
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
CoreVest American Finance 2019-2Trust
21872GAG0
1830000.00000000
PA
USD
1684573.19000000
0.163768758465
Long
ABS-O
CORP
US
N
2
2052-06-15
Fixed
3.42400000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
410000.00000000
PA
USD
61258.10000000
0.005955314403
Long
DBT
CORP
KY
N
2
2025-01-10
Fixed
6.50000000
Y
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
735000.00000000
PA
USD
627513.60000000
0.061004843127
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
1552175.83000000
0.150897515232
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2020-2 Trust
21872VAE2
245000.00000000
PA
USD
232093.67000000
0.022563396122
Long
ABS-O
CORP
US
N
2
2052-05-15
Variable
4.75300000
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
1116057.72000000
0.108499522766
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.22000000
N
N
N
N
N
N
Galaxy CLO Ltd
N/A
Galaxy XXVI CLO Ltd
36321MAA5
1405000.00000000
PA
USD
1188332.14000000
0.115525808179
Long
ABS-CBDO
CORP
KY
N
2
2031-11-22
Floating
7.35500000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAQ3
2530000.00000000
PA
USD
2200852.19000000
0.213959733457
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
6876876.21000000
0.668547668760
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.79100000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
3760.00000000
NS
USD
408524.00000000
0.039715382317
Long
EC
CORP
US
N
1
N
N
N
Castlelake Aircraft Securitization Trust
N/A
Castlelake Aircraft Structured Trust 2017-1R
14856JAA2
451342.67000000
PA
USD
403386.16000000
0.039215898126
Long
ABS-O
CORP
US
N
2
2041-08-15
Fixed
2.74100000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-NRD
05592CAQ9
2155000.00000000
PA
USD
2025750.86000000
0.196936948344
Long
ABS-MBS
CORP
US
N
2
2023-12-15
Floating
8.20400000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
1615000.00000000
PA
USD
1193965.04000000
0.116073420503
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815LAA5
600000.00000000
PA
USD
495000.00000000
0.048122299417
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAJ9
965000.00000000
PA
USD
862006.48000000
0.083801482688
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
PENN NATIONAL GA
N/A
Penn National Gaming Inc
707569AV1
875000.00000000
PA
USD
663950.00000000
0.064547072117
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
1687039.20000000
0.164008495983
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
740000.00000000
PA
USD
681858.20000000
0.066288049415
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
2222061.56000000
PA
USD
2090137.77000000
0.203196435539
Long
LON
CORP
US
N
2
2028-03-13
Floating
4.41600000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BK2
2790000.00000000
PA
USD
2821359.66000000
0.274283463280
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAA0
1150000.00000000
PA
USD
1112625.00000000
0.108165804827
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
5.05000000
N
N
N
N
N
N
DT Auto Owner Trust
549300XVMF0FUK76JG97
DT Auto Owner Trust 2022-2
23345AAG8
2290000.00000000
PA
USD
2229997.19000000
0.216793116116
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
5.46000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
338660000.00000000
PA
16440947.71000000
1.598335774569
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
22987.25000000
0.002234746115
Long
DBT
CORP
KY
N
2
2026-01-13
Fixed
7.37500000
Y
N
N
N
N
N
CarMax Auto Owner Trust
549300LQMUNTYT3DC014
Carmax Auto Owner Trust 2019-1
14315NAG5
2350000.00000000
PA
USD
2342724.17000000
0.227752068609
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
1269328.04000000
0.123399967677
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
729153.56000000
0.070885951385
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.62500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust 2016-C36
95000MBV2
440000.00000000
PA
USD
373533.16000000
0.036313685995
Long
ABS-MBS
CORP
US
N
2
2059-11-15
Variable
4.30500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
460000.00000000
PA
USD
307258.84000000
0.029870710903
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
433075.83000000
0.042102231842
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
3.21300000
N
N
N
N
N
N
S-JETS Limited
635400FR77IW5YEET913
S-Jets 2017-1 Ltd
784309AA4
3407392.12000000
PA
USD
2992732.94000000
0.290943819426
Long
ABS-O
CORP
BM
N
2
2042-08-15
Fixed
3.96700000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
QUALCOMM INC
000000000
-19.00000000
NC
USD
-3011.50000000
-0.00029276829
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
QUALCOMM Inc
QUALCOMM Inc
100.00000000
155.00000000
USD
2022-08-19
XXXX
-980.81000000
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXI Ltd
55819DAJ5
475000.00000000
PA
USD
448896.85000000
0.043640300249
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
3.33400000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2021-A-GS
20268WAB0
189625.46000000
PA
USD
165074.84000000
0.016048042175
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
357134.45000000
PA
USD
334722.01000000
0.032540591488
Long
ABS-O
CORP
BM
N
2
2045-08-21
Fixed
2.73000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
6470000.00000000
PA
USD
6268006.60000000
0.609355334055
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
1125447.08000000
0.109412325984
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
885000.00000000
PA
USD
799270.05000000
0.077702449821
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2020-GS5
52475JAA3
1034165.81000000
PA
USD
1018107.28000000
0.098977097712
Long
ABS-MBS
CORP
US
N
2
2060-06-25
Variable
3.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
COCA-COLA CO/THE
000000000
-70.00000000
NC
USD
-9135.00000000
-0.00088807516
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Coca-Cola Co/The
Coca-Cola Co/The
100.00000000
65.00000000
USD
2022-08-19
XXXX
-3330.68000000
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AL3
7600000.00000000
PA
USD
7034088.19000000
0.683831309110
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.85000000
N
N
N
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAE8
2980000.00000000
PA
USD
2853350.00000000
0.277393460694
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.87500000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
625000.00000000
PA
USD
197425.00000000
0.019193020126
Long
DBT
CORP
KY
N
2
2024-05-24
Fixed
7.75000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAD9
1340000.00000000
PA
USD
1128735.60000000
0.109732025265
Long
DBT
CORP
FR
N
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
1320000.00000000
PA
USD
1205569.20000000
0.117201539416
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REA8
1200000.00000000
PA
USD
1125958.08000000
0.109462003752
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
1663530.00000000
0.161723007576
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
5.30200000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL5 LLC
91824AAA8
1120889.38000000
PA
USD
1058779.78000000
0.102931146647
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
1.86800000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
105000.00000000
PA
USD
78675.45000000
0.007648572851
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
1459334.00000000
0.141871732724
Long
DBT
CORP
MX
N
2
2026-06-08
Fixed
5.12500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
685000.00000000
PA
USD
536039.90000000
0.052112065793
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
1306.00000000
NS
USD
391107.82000000
0.038022237613
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
255000.00000000
PA
USD
234705.83000000
0.022817341871
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
1166422.53000000
0.113395826739
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
1345897.13000000
PA
USD
1304835.96000000
0.126851932844
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
2.69100000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
59284.86000000
0.005763482391
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1665000.00000000
EUR
1806512.85000000
USD
2022-07-26
59284.86000000
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-3
36260CAC6
4540000.00000000
PA
USD
4482087.76000000
0.435734079198
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
830884.20000000
0.080775875260
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
4.09400000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ELEVANCE HEALTH INC
000000000
-4.00000000
NC
USD
-6000.00000000
-0.00058330059
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Elevance Health Inc
Elevance Health Inc
100.00000000
500.00000000
USD
2022-08-19
XXXX
-2249.89000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAN3
6580000.00000000
PA
USD
6164190.98000000
0.599262715166
Long
DBT
CORP
US
N
2
2026-01-25
Fixed
2.01400000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
4753.00000000
NS
USD
509569.13000000
0.049538663127
Long
EC
CORP
US
N
1
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
1975000.00000000
PA
USD
1665260.39000000
0.161891230497
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2020-BID Mortgage Trust
05493BAG3
2995000.00000000
PA
USD
2938283.09000000
0.285650381072
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
3.86400000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP22
000000000
-213.00000000
NC
USD
882083.48000000
0.085753303709
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term US Treasury Bond Future
WNU2 Comdty
2022-09-21
-33757302.23000000
USD
882083.48000000
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAL9
2670000.00000000
PA
USD
2296393.33000000
0.223247934155
Long
DBT
US
N
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR3 Trust
74332WAG8
1005000.00000000
PA
USD
962378.35000000
0.093559311337
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
978692.00000000
0.095145271639
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
70407.02000000
0.006844742823
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1955000.00000000
EUR
2121957.00000000
USD
2022-07-26
70407.02000000
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CS9
7610000.00000000
PA
USD
7209619.64000000
0.700895909099
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.21500000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BW6
1115000.00000000
PA
USD
1040637.09000000
0.101167372990
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AR9
2055000.00000000
PA
USD
2010509.25000000
0.195455208304
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EA9
180000.00000000
PA
USD
206653.95000000
0.020090228803
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust 2016-C36
95000MBU4
1690000.00000000
PA
USD
1480255.96000000
0.143905698024
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
2335000.00000000
PA
USD
1862313.78000000
0.181048123900
Long
DBT
CORP
US
N
2
2028-10-12
Fixed
3.12500000
N
N
N
N
N
N
GILBERT PARK CLO LTD
N/A
Gilbert Park CLO Ltd
375415AG1
650000.00000000
PA
USD
604912.75000000
0.058807661569
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
3.99400000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-4
89178BAA2
4085390.90000000
PA
USD
3955760.22000000
0.384566217639
Long
ABS-O
CORP
US
N
2
2059-10-25
Variable
2.90000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
BLACKROCK INC
000000000
-6.00000000
NC
USD
-3210.00000000
-0.00031206582
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
BlackRock Inc
BlackRock Inc
100.00000000
700.00000000
USD
2022-08-19
XXXX
733.59000000
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
1125000.00000000
PA
USD
935637.89000000
0.090959690281
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
5050000.00000000
PA
USD
4482134.01000000
0.435738575473
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 Trust
02666AAE8
3138000.00000000
PA
USD
3171446.69000000
0.308317792330
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
295431.24000000
0.028720869876
Long
ABS-O
CORP
US
N
2
2028-06-19
Fixed
1.94000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AE7
475000.00000000
PA
USD
426697.49000000
0.041482150251
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
FINDETER
54930036EU95I2CWYJ76
Financiera de Desarrollo Territorial SA Findeter
31772MAA0
4801000000.00000000
PA
1061902.65000000
0.103234741971
Long
DBT
NUSS
CO
N
2
2024-08-12
Fixed
7.87500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
11205000.00000000
PA
USD
8058726.42000000
0.783443324664
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAL4
2580000.00000000
PA
USD
2396175.00000000
0.232948385469
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
40470.60000000
0.003934420870
Long
DBT
CORP
KY
N
2
2026-08-12
None
0.00000000
Y
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
2830000.00000000
PA
USD
2332146.40000000
0.226723732013
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
3160956.15000000
PA
USD
2994425.92000000
0.291108405467
Long
ABS-O
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
600000.00000000
PA
USD
520368.00000000
0.050588494350
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
1090000.00000000
PA
USD
162333.70000000
0.015781557408
Long
DBT
CORP
KY
N
2
2025-07-09
Fixed
7.00000000
Y
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 4 Ltd
67098EAG6
5105000.00000000
PA
USD
4538227.59000000
0.441191811942
Long
ABS-CBDO
CORP
KY
N
2
2036-10-22
Floating
7.53600000
N
N
N
N
N
N
Generate CLO Ltd.
25490036G9JNQQPHIX69
Generate CLO 7 Ltd
98625DAG5
2435000.00000000
PA
USD
2321144.27000000
0.225654140510
Long
ABS-CBDO
CORP
KY
N
2
2033-01-22
Floating
4.93600000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
2045000.00000000
PA
USD
276913.45000000
0.026920630209
Long
DBT
CORP
KY
N
2
2026-06-01
Fixed
11.65000000
Y
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
6595000.00000000
PA
USD
4823451.10000000
0.468920319315
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
0.195600134198
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
5.38500000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
012873AH8
385000.00000000
PA
USD
442266.63000000
0.042995731699
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
8.12500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAH8
1140000.00000000
PA
USD
1048800.00000000
0.101960944705
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
960000.00000000
PA
USD
910204.96000000
0.088487183063
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
1535000.00000000
PA
USD
1189625.00000000
0.115651495848
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
414675.00000000
0.040313362648
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
3175000.00000000
PA
USD
3070034.50000000
0.298458827134
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2013-G1
36197QAG4
1420000.00000000
PA
USD
1365464.33000000
0.132746026934
Long
ABS-MBS
CORP
US
N
2
2031-04-10
Variable
3.72000000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAK6
305000.00000000
PA
USD
225181.50000000
0.021891417305
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
588022.40000000
0.057165636357
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
2867598.02000000
0.278778607127
Long
DBT
CORP
GB
N
2
2036-02-18
Fixed
3.26500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
36247.97000000
0.003523910435
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1480000.00000000
EUR
1593399.38000000
USD
2022-08-31
36247.97000000
N
N
N
Hayfin US XII, Ltd.
N/A
Hayfin US XII Ltd
42087DAJ8
1550000.00000000
PA
USD
1497623.95000000
0.145594157852
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
5.22300000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
585000.00000000
PA
USD
566326.80000000
0.055056460278
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
582038.18000000
0.056583869839
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
7950.00000000
NS
USD
607300.50000000
0.059039790904
Long
EC
CORP
US
N
1
N
N
N
OZLM Ltd
N/A
OZLM XXIII Ltd
67112WAW3
2050000.00000000
PA
USD
1944427.05000000
0.189030910497
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
4.79400000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 64 CLO Ltd
26251LAG9
250000.00000000
PA
USD
233565.00000000
0.022706434067
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
2.79400000
N
N
N
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
610000.00000000
PA
USD
67295.20000000
0.006542221745
Long
DBT
CORP
KY
N
2
2024-02-21
Fixed
6.12500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300V2DF3KW9L1CV04
Wells Fargo Commercial Mortgage Trust 2013-LC12
94988QAQ4
3094293.00000000
PA
USD
2901705.13000000
0.282094390076
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.43400000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
5280000.00000000
PA
USD
3969442.65000000
0.385896379242
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.72900000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAN2
580000.00000000
PA
USD
513336.52000000
0.049904916600
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
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Q29
12005000.00000000
PA
USD
11891046.26000000
1.156009067704
Long
DBT
UST
US
N
2
2023-03-31
Fixed
1.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
5000.00000000
PA
USD
4738.80000000
0.000460690813
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
CLARIVATE PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
23100.00000000
NS
USD
1321645.71000000
0.128486122385
Long
EP
CORP
JE
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
90DAY EUR FUTR MAR23
000000000
3884.00000000
NC
USD
-17546322.91000000
-1.70579677728
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME 3 Month Eurodollar Future
EDH3 Comdty
2023-03-13
953396122.91000000
USD
-17546322.91000000
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
540000.00000000
PA
USD
179523.00000000
0.017452645572
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
2206316.69000000
0.214490974477
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
6.23100000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CUMMINS INC
000000000
-13.00000000
NC
USD
-1820.00000000
-0.00017693451
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Cummins Inc
Cummins Inc
100.00000000
220.00000000
USD
2022-08-19
XXXX
360.31000000
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
3680000.00000000
PA
USD
4333200.00000000
0.421259692599
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
115168.50000000
0.011196309172
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
5635000.00000000
PA
USD
5600063.00000000
0.544420017058
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
562392.17000000
0.054673948272
Long
ABS-O
CORP
US
N
2
2058-07-25
Variable
3.25000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
1070000.00000000
PA
USD
910730.50000000
0.088538274363
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
BROADCOM INC
000000000
-3.00000000
NC
USD
-1035.00000000
-0.00010061935
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Broadcom Inc
Broadcom Inc
100.00000000
560.00000000
USD
2022-08-19
XXXX
245.13000000
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBA4
1930000.00000000
PA
USD
1722525.00000000
0.167458310716
Long
DBT
CORP
AU
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2021-NR2
12565CAA3
2184553.61000000
PA
USD
2079639.33000000
0.202175811149
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
234157.70000000
PA
USD
222203.48000000
0.021601903830
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
3.33000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR2 Trust
02665UAD7
300000.00000000
PA
USD
302304.18000000
0.029389034879
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
5.14900000
N
N
N
N
N
N
Rockford Tower CLO Ltd
549300G18KVCW7VUKI86
Rockford Tower CLO 2017-2 Ltd
77340GAN1
2565000.00000000
PA
USD
2417928.03000000
0.235063144707
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
2.94400000
N
N
N
N
N
N
ASHLAND LLC
6O4MRU8C1MS0K34UQF79
Ashland LLC
04433LAA0
1330000.00000000
PA
USD
1081787.34000000
0.105167867235
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
6051.00000000
NS
USD
460239.06000000
0.044742953230
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
115000.00000000
PA
USD
116543.88000000
0.011330019169
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2018-1
252724AC3
535537.41000000
PA
USD
532798.19000000
0.051796917229
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
144474.44000000
0.014045337898
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
2272.00000000
NS
USD
506837.76000000
0.049273128167
Long
EC
CORP
US
N
1
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
4180000.00000000
PA
USD
3849780.00000000
0.374263163338
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
180000.00000000
PA
USD
136193.05000000
0.013240247940
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group Inc
896288AA5
925000.00000000
PA
USD
761894.75000000
0.074068944008
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
1318765.88000000
0.128206154624
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
5.02600000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
2816.00000000
NS
USD
359715.84000000
0.034970410823
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
2065000.00000000
PA
USD
1982148.17000000
0.192698035812
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAU0
2710000.00000000
PA
USD
2615410.46000000
0.254261747992
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
2.40000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAH1
988200.00000000
PA
USD
929252.88000000
0.090338960254
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
2885000.00000000
PA
USD
2522355.50000000
0.245215245674
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
1915000.00000000
PA
USD
1350343.10000000
0.131275989848
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DEERE + CO
000000000
-9.00000000
NC
USD
-2191.50000000
-0.00021305054
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Deere & Co
Deere & Co
100.00000000
360.00000000
USD
2022-08-19
XXXX
972.29000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
PROCTER + GAMBLE CO/THE
000000000
-24.00000000
NC
USD
-5784.00000000
-0.00056230177
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Procter & Gamble Co/The
Procter & Gamble Co/The
100.00000000
150.00000000
USD
2022-08-19
XXXX
-2862.77000000
N
N
N
Accelerated Assets LLC
N/A
Accelerated Assets 2018-1 LLC
00436MAB1
486804.89000000
PA
USD
472579.67000000
0.045942667431
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
291603.42000000
0.028348741592
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
251176.01000000
0.024418519514
Long
ABS-CBDO
CORP
KY
N
2
2030-04-24
Floating
3.08400000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-4
36263DAD9
3120000.00000000
PA
USD
2877978.48000000
0.279787761883
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
7026494.25000000
0.683093050819
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16400000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC18
36252RBC2
845000.00000000
PA
USD
773599.27000000
0.075206819596
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Variable
4.88500000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2S5
5370000.00000000
PA
USD
5185909.85000000
0.504157386979
Long
DBT
CORP
US
N
2
2024-01-10
Fixed
0.95000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAA3
1575000.00000000
PA
USD
1441125.00000000
0.140101512622
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAT7
2905000.00000000
PA
USD
2697623.70000000
0.262254253349
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
825000.00000000
PA
USD
85131.75000000
0.008276233461
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
134254500.00000000
PA
6329946.62000000
0.615376942516
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
770000.00000000
PA
USD
686019.35000000
0.066692582963
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL1 LLC
91790CAA4
596977.27000000
PA
USD
574759.09000000
0.055876220246
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
1455000.00000000
PA
USD
1349919.90000000
0.131234847712
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
392831.76000000
0.038189833485
Long
ABS-CBDO
CORP
KY
N
2
2034-04-21
Floating
7.45800000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO 2015-2 Ltd
69689CBA3
300000.00000000
PA
USD
284250.60000000
0.027633924207
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
3.01300000
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
1540000.00000000
PA
USD
495756.80000000
0.048195873066
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
962832.10000000
0.093603423444
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
344105.72000000
0.033452845432
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
1082246.69000000
0.105212523757
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
3.86300000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2019-1
68267DAD8
3230000.00000000
PA
USD
3226733.50000000
0.313692597228
Long
ABS-O
CORP
US
N
2
2031-02-14
Fixed
4.22000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZH0
6540000.00000000
PA
USD
6286967.20000000
0.611198622278
Long
DBT
CORP
US
N
2
2025-01-24
Fixed
1.75700000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
2940000.00000000
PA
USD
2758984.20000000
0.268219522749
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
705656.23000000
0.068601616941
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCM6
7370000.00000000
PA
USD
6835439.97000000
0.664519371491
Long
DBT
CORP
US
N
2
2025-08-09
Fixed
0.76800000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
3937.00000000
NS
USD
538266.64000000
0.052328542255
Long
EC
CORP
US
N
1
N
N
N
Springcastle SPV
N/A
SpringCastle America Funding LLC
85022WAP9
2172470.03000000
PA
USD
2028107.22000000
0.197166026044
Long
ABS-O
CORP
US
N
2
2037-09-25
Fixed
1.97000000
N
N
N
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266AJ0
175000.00000000
PA
USD
174413.75000000
0.016955940808
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.00000000
N
N
N
N
N
N
Regatta XIII Funding LLC
N/A
Regatta XIII Funding Ltd
75888FAJ4
920000.00000000
PA
USD
804307.24000000
0.078192149145
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
4.14400000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAD4
6355000.00000000
PA
USD
5314361.19000000
0.516645010907
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.12500000
N
N
N
N
N
N
Credit Suisse First Boston Mortgage Securities
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27
22541QL75
114483.16000000
PA
USD
113331.95000000
0.011017765720
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
299235.97000000
PA
USD
300274.14000000
0.029191680954
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
70512.48000000
0.006854995303
Long
DBT
CORP
KY
N
2
2022-09-28
Fixed
8.75000000
Y
N
N
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
1360000.00000000
PA
USD
91133.60000000
0.008859713911
Long
DBT
CORP
KY
N
2
2026-01-07
Fixed
6.63000000
Y
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
UNITED PARCEL SERVICE INC
000000000
-17.00000000
NC
USD
-4930.00000000
-0.00047927865
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
United Parcel Service Inc
United Parcel Service Inc
100.00000000
200.00000000
USD
2022-08-19
XXXX
454.12000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
325000.00000000
PA
USD
229482.42000000
0.022309538841
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MERCK + CO INC
000000000
-71.00000000
NC
USD
-8626.50000000
-0.00083864043
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Merck & Co Inc
Merck & Co Inc
100.00000000
97.50000000
USD
2022-08-19
XXXX
-2327.47000000
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2021-2
57108TAC1
310000.00000000
PA
USD
288721.69000000
0.028068589120
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
320000.00000000
PA
USD
318560.00000000
0.030969373136
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
4006225.00000000
PA
USD
3773535.44000000
0.366850913751
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.88400000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
NEWMONT CORP
000000000
-56.00000000
NC
USD
-1848.00000000
-0.00017965658
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Newmont Corp
Newmont Corp
100.00000000
72.50000000
USD
2022-08-19
XXXX
2000.28000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ABBOTT LABORATORIES
000000000
-18.00000000
NC
USD
-3582.00000000
-0.00034823045
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Abbott Laboratories
Abbott Laboratories
100.00000000
115.00000000
USD
2022-08-19
XXXX
-1361.74000000
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
4525000.00000000
PA
USD
613861.50000000
0.059677630109
Long
DBT
CORP
KY
N
2
2025-04-16
Fixed
11.25000000
Y
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
3870000.00000000
PA
USD
3658937.63000000
0.355710085215
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
945504.51000000
0.091918891173
Long
ABS-CBDO
CORP
KY
N
2
2031-07-24
Floating
4.33400000
N
N
N
N
N
N
Ziggo B.V.
213800TQASLF9JXH5J59
Ziggo B.V. 2019 EUR Term Loan H
000000000
1930000.00000000
PA
1791306.10000000
0.174144986854
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
1207469.88000000
PA
USD
1146046.73000000
0.111414957349
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
1.89300000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAA9
2865000.00000000
PA
USD
2252806.80000000
0.219010592646
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
428830.00000000
0.041689465978
Long
DBT
CORP
KY
N
2
2023-08-27
Fixed
7.65000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
14190605.69000000
PA
USD
14190605.69000000
1.379564799864
Long
RA
CORP
US
N
2
Repurchase
N
0.35000000
2022-07-01
16717700.00000000
USD
14474441.79000000
USD
UST
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCVI LLC
92873FAA5
1985541.77000000
PA
USD
1895034.82000000
0.184229157606
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
3126981.40000000
PA
USD
2937683.33000000
0.285592074344
Long
ABS-MBS
CORP
US
N
2
2026-04-25
Variable
1.86700000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
MICROCHIP TECHNOLOGY INC
000000000
-32.00000000
NC
USD
-1920.00000000
-0.00018665619
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Microchip Technology Inc
Microchip Technology Inc
100.00000000
70.00000000
USD
2022-08-19
XXXX
439.01000000
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2020-4 Trust
21873AAJ6
1340000.00000000
PA
USD
1121559.50000000
0.109034388027
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
2277809.89000000
0.221441312208
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
706188.98000000
0.068653409173
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
3055520.27000000
0.297047800626
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
3.12000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEM3
6595000.00000000
PA
USD
6291895.12000000
0.611677698726
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
2.63000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR3 Trust
02665XAE9
1200000.00000000
PA
USD
1227644.16000000
0.119347595648
Long
ABS-O
CORP
US
N
2
2036-12-17
Fixed
6.41800000
N
N
N
N
N
N
OAKTREE SPECIALTY LEND
549300J6MGCEU5928620
Oaktree Specialty Lending Corp
67401PAC2
1040000.00000000
PA
USD
900647.82000000
0.087558068816
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.70000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DE2
180000.00000000
PA
USD
197550.00000000
0.019205172222
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
7.87500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
2290000.00000000
PA
USD
1832000.00000000
0.178101116228
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR5 Trust
74333FAE9
930000.00000000
PA
USD
804117.34000000
0.078173687681
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
16910.00000000
0.001643935521
Long
DBT
CORP
KY
N
2
2022-04-08
Fixed
7.12500000
Y
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
64142.00000000
NS
USD
8629664.68000000
0.838948096172
Long
EC
CORP
US
N
1
N
N
N
Trestles CLO LTD
6354005OLPZ8XONXGL10
Trestles CLO II LTD
89531VAA0
895000.00000000
PA
USD
756895.24000000
0.073582907812
Long
ABS-CBDO
CORP
KY
N
2
2031-07-25
Floating
6.93400000
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
1033641.87000000
0.100487320320
Long
ABS-O
CORP
US
N
2
2042-02-18
Fixed
3.68000000
N
N
N
N
N
N
WAVE 2017-1 LLC
N/A
WAVE 2017-1 Trust
94353WAA3
1903968.22000000
PA
USD
1709224.64000000
0.166165292723
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
1870000.00000000
PA
USD
1622079.20000000
0.157693294831
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
481970.91000000
0.046855653417
Long
ABS-O
CORP
US
N
2
2042-11-17
Fixed
4.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CISCO SYSTEMS INC
000000000
-58.00000000
NC
USD
-2262.00000000
-0.00021990432
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Cisco Systems Inc
Cisco Systems Inc
100.00000000
47.50000000
USD
2022-08-19
XXXX
1723.71000000
N
N
N
GoldenTree Loan Management US CLO1, LTD
549300TB55YBQBSW5Z77
Goldentree Loan Management US Clo 3 Ltd
38138BAL4
320000.00000000
PA
USD
300793.92000000
0.029242212285
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
2.96300000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40438PAF9
5900000.00000000
PA
USD
5810562.49000000
0.564884096826
Long
ABS-O
CORP
US
N
2
2030-07-22
Fixed
2.79000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA4
35564KWS4
1117980.86000000
PA
USD
1103864.00000000
0.107314088736
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
3.12600000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2019-E
17328DAA8
3038398.67000000
PA
USD
3034229.68000000
0.294977998309
Long
ABS-O
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
1315934.65000000
0.127930911598
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
2464788.97000000
0.239618813769
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
1325000.00000000
PA
USD
705562.50000000
0.068592504813
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
4660000.00000000
PA
USD
4627519.80000000
0.449872511872
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO XV Ltd
87250RAC8
610000.00000000
PA
USD
572815.01000000
0.055687223075
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
3.21300000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
985000.00000000
PA
USD
936981.25000000
0.091090287396
Long
DBT
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AF1
1325000.00000000
PA
USD
1093125.00000000
0.106270077880
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
3677038.26000000
0.357469769935
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
150597.35000000
0.014640587410
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
10143.00000000
NS
USD
924737.31000000
0.089899971140
Long
EC
CORP
US
N
1
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS 2017-BRBK Mortgage Trust
23305JAJ1
750000.00000000
PA
USD
705915.60000000
0.068626832054
Long
ABS-MBS
CORP
US
N
2
2034-10-10
Variable
3.64800000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2020-4
02530QAD9
2660000.00000000
PA
USD
2548742.31000000
0.247780486021
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
289510.00000000
0.028145226069
Long
DBT
CORP
KY
N
2
2025-11-11
None
0.00000000
Y
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
1735000.00000000
PA
USD
1330508.24000000
0.129347708895
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
1292169.37000000
PA
USD
985279.14000000
0.095785652091
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
5.19300000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AQ3
1770000.00000000
PA
USD
1004475.00000000
0.097651811530
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
2899705.20000000
0.281899963348
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
240838.00000000
NS
USD
944084.96000000
0.091780887112
Long
EC
CORP
MX
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
DUKE ENERGY CORP
000000000
-38.00000000
NC
USD
-8075.00000000
-0.00078502538
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Duke Energy Corp
Duke Energy Corp
100.00000000
110.00000000
USD
2022-08-19
XXXX
-3980.95000000
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
1325000.00000000
PA
USD
1295465.75000000
0.125940991327
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
2876731.20000000
0.279666505354
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
1137483.87000000
PA
USD
1087688.24000000
0.105741533653
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
147301.18000000
PA
USD
143874.81000000
0.013987043809
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Fixed
5.50000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAD3
2350000.00000000
PA
USD
1876621.05000000
0.182439030427
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
SPOTIFY USA INC
N/A
Spotify USA Inc
84921RAB6
1420000.00000000
PA
USD
1120380.00000000
0.108919720851
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Spotify Technology SA
Spotify Technology SA
USD
XXXX
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CK9
1420000.00000000
PA
USD
1007423.79000000
0.097938483359
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XNX8
833606.53000000
PA
USD
837225.55000000
0.081392360802
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Floating
3.82400000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust 2005-7
61748HPQ8
519259.39000000
PA
USD
497175.81000000
0.048333824630
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
635000.00000000
PA
USD
523081.25000000
0.050852267742
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.12500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
860000.00000000
PA
USD
812700.00000000
0.079008066134
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
136425.88000000
0.013262882920
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5186874000.00000000
COP
1384495.52000000
USD
2022-07-11
136425.88000000
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
365397.00000000
NS
USD
3379922.25000000
0.328585112167
Long
EC
CORP
US
N
1
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
1980000.00000000
PA
USD
1753963.20000000
0.170514630864
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
51754.50000000
0.005031405141
Long
DBT
CORP
KY
N
2
2022-03-23
None
0.00000000
Y
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AQ8
2050000.00000000
PA
USD
1669099.75000000
0.162264480661
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AL1
1960000.00000000
PA
USD
1003079.00000000
0.097516096924
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
2131957.79000000
PA
USD
2018742.30000000
0.196255598803
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
136399.50000000
0.013260318342
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
3400000.00000000
PA
USD
2470462.34000000
0.240170360455
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.20000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
WILLIAMS COS INC/THE
000000000
-80.00000000
NC
USD
-4600.00000000
-0.00044719712
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Williams Cos Inc/The
Williams Cos Inc/The
100.00000000
34.00000000
USD
2022-08-19
XXXX
-702.43000000
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
477143AP6
915000.00000000
PA
USD
672982.50000000
0.065425182561
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
NOKIA OYJ
549300A0JPRWG1KI7U06
Nokia Oyj
000000000
1660000.00000000
PA
1589657.66000000
0.154541377547
Long
DBT
CORP
FI
N
2
2026-03-11
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796X53
10840000.00000000
PA
USD
10558102.01000000
1.026424537794
Long
STIV
UST
US
N
2
2023-06-15
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKG3
6540000.00000000
PA
USD
6304300.43000000
0.612883702852
Long
DBT
CORP
US
N
2
2025-02-04
Fixed
1.84300000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
6989.00000000
NS
USD
538153.00000000
0.052317494542
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
998473.67000000
0.097068381633
Long
ABS-O
CORP
US
N
2
2039-11-17
Fixed
2.73000000
N
N
N
N
N
N
SLM Student Loan Trust
549300BLEHJGFV7XSO25
SLM Private Credit Student Loan Trust 2003-B
78443CAN4
1259000.00000000
PA
USD
1234971.99000000
0.120059983586
Long
ABS-O
CORP
US
N
2
2033-03-15
Variable
4.30300000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
125000.00000000
PA
USD
117020.00000000
0.011376306015
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Banc of America Alternative Loan Trust
N/A
Banc of America Alternative Loan Trust 2003-8
05948XTV3
255759.37000000
PA
USD
247469.08000000
0.024058143766
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Fixed
5.50000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAG8
655000.00000000
PA
USD
614710.95000000
0.059760210891
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KF3
685000.00000000
PA
USD
662894.54000000
0.064444463709
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.45000000
N
N
N
N
N
N
GENM CAPITAL LABUAN
254900DWSHIWTSE0YG58
Genm Capital Labuan Ltd
37231BAA6
1810000.00000000
PA
USD
1432638.75000000
0.139276506838
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
97750.00000000
PA
USD
88474.21000000
0.008601176614
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.66800000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AB3
2070000.00000000
PA
USD
1906987.50000000
0.185391158506
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.60000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ACCENTURE PLC
000000000
-12.00000000
NC
USD
-1290.00000000
-0.00012540962
N/A
DE
IE
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Accenture PLC
Accenture PLC
100.00000000
325.00000000
USD
2022-08-19
XXXX
1730.57000000
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
210000.00000000
PA
USD
27528.90000000
0.002676270643
Long
DBT
CORP
KY
N
2
2027-01-14
Fixed
5.75000000
N
N
N
N
N
N
Bankers Healthcare Group Securitization Trust
N/A
BHG Securitization Trust 2022-A
054977AB9
2340000.00000000
PA
USD
2141061.86000000
0.208147110906
Long
ABS-O
CORP
US
N
2
2035-02-20
Fixed
2.70000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO VII Ltd
87248TAQ8
1030000.00000000
PA
USD
966123.52000000
0.093923404654
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
3.19400000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAA5
1110000.00000000
PA
USD
1005647.99000000
0.097765845825
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.40000000
N
N
N
N
N
N
DSLA Mortgage Loan Trust
N/A
DSLA Mortgage Loan Trust 2005-AR5
23332UFF6
360431.36000000
PA
USD
243590.94000000
0.023681123535
Long
ABS-MBS
CORP
US
N
2
2045-09-19
Floating
2.27200000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
1110000.00000000
PA
USD
631612.20000000
0.061403295766
Long
DBT
CORP
KY
N
2
2026-08-17
Fixed
4.45000000
N
N
N
N
N
N
2022-07-21
Natixis Funds Trust II
John Sgroi
John Sgroi
Assistant Treasurer