0001145549-19-052683.txt : 20191223
0001145549-19-052683.hdr.sgml : 20191223
20191223154451
ACCESSION NUMBER: 0001145549-19-052683
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191031
FILED AS OF DATE: 20191223
PERIOD START: 20191031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AMERICAN CENTURY CAPITAL PORTFOLIOS INC
CENTRAL INDEX KEY: 0000908186
IRS NUMBER: 431646043
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07820
FILM NUMBER: 191305730
BUSINESS ADDRESS:
STREET 1: 4500 MAIN STREET
STREET 2: 9TH FLOOR
CITY: KANSAS CITY
STATE: MO
ZIP: 64111
BUSINESS PHONE: 816-531-5575
MAIL ADDRESS:
STREET 1: 4500 MAIN STREET
CITY: KANSAS CITY
STATE: MO
ZIP: 64111
FORMER COMPANY:
FORMER CONFORMED NAME: TWENTIETH CENTURY CAPITAL PORTFOLIOS INC
DATE OF NAME CHANGE: 19930624
0000908186
S000048992
AC ALTERNATIVES INCOME FUND
C000154450
R CLASS
ALNRX
C000154451
C CLASS
ALNHX
C000154452
R6 CLASS
ALNDX
C000154453
INVESTOR CLASS
ALNNX
C000154454
I CLASS
ALNIX
C000154455
A CLASS
ALNAX
C000189660
Y CLASS
ALYNX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000908186
XXXXXXXX
S000048992
C000154455
C000154451
C000154453
C000154454
C000154452
C000154450
C000189660
American Century Capital Portfolios, Inc.
811-07820
0000908186
54930011K8R4RJDCY258
4500 Main St
Kansas City
64111
816-531-5575
AC Alternatives Income Fund
S000048992
549300UIKK2Z05MNNR89
2019-10-31
2019-10-31
N
300098445.010000000000
15243332.840000000000
284855112.170000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
1119732.400000000000
EUR
USD
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
SOLD EUR/BOUGHT USD
N/A
1
NC
USD
-46886.7800000000
-0.0164598696
N/A
DFE
CORP
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
4600000.0000000000
EUR
5090452.0000000000
USD
2019-11-25
-46886.7800000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
SOLD EUR/BOUGHT USD
N/A
1
NC
USD
-6288.1900000000
-0.0022075047
N/A
DFE
CORP
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
451000.0000000000
EUR
497394.3700000000
USD
2019-11-25
-6288.1900000000
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
ADIENT US LLC TERM LOAN B
00687MAB7
498750.0000000000
PA
USD
488151.5600000000
0.1713683691
Long
LON
CORP
US
N
2
2024-05-06
Variable
6.158300000000001
N
N
N
N
N
N
Algeco Global Finance Plc
5493000PLZTCKZAJDO03
Algeco Global Finance Plc 8.00 02/15/2023
01551UAC8
600000.0000000000
PA
USD
594000.0000000000
0.2085270633
Long
DBT
CORP
GB
N
2
2023-02-15
Fixed
8.000000000000000
N
N
N
N
N
N
Allegheny Technologies Inc
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Inc 7.88 08/15/2023
01741RAF9
500000.0000000000
PA
USD
546400.0000000000
0.1918168138
Long
DBT
CORP
US
N
2
2023-08-15
Floating
7.875000000000000
N
N
N
N
N
N
Alvogen Pharma US Inc
549300YDWMG6VTRDT963
ALVOGEN GROUP INC FIRST LIEN
02254GAD5
480769.2200000000
PA
USD
419872.5900000000
0.1473986501
Long
LON
CORP
US
N
2
2022-04-02
Variable
6.600300000000001
N
N
N
N
N
N
ARES CLO
549300X38KZ67Q2FQG11
Ares XLI Clo Ltd 6.20
04016DAG0
1500000.0000000000
PA
USD
1496955.6000000000
0.5255147393
Long
ABS-CBDO
CORP
US
N
2
2029-01-15
Variable
6.200880000000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-IMC
N/A
BX Commercial Mortgage Trust 2019-IMC 4.07
05608BAN0
1500000.0000000000
PA
USD
1510334.7000000000
0.5302115481
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
4.071250000000000
N
N
N
N
N
N
Blackhawk Network Holdings Inc
549300LFU3K8UIR03132
BLACKHAWK NETWORK HLDGS INC TERM LOAN B
09238FAK7
992462.3200000000
PA
USD
985907.1100000000
0.3461082733
Long
LON
CORP
US
N
2
2025-06-15
Variable
4.889100000000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP 3.95 12/01/2026
118230AQ4
500000.0000000000
PA
USD
462289.5500000000
0.1622893640
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.950000000000000
N
N
N
N
N
N
CHC Group LLC / CHC Finance Ltd
N/A
CHC Group LLC / CHC Finance Ltd (conv) 0.00% 10/01/2020
12550UAB8
114377.0000000000
PA
USD
34313.1000000000
0.0120458080
Long
DBT
CORP
US
Y
2
2020-10-01
None
0.000000000000000
N
N
N
N
N
N
XPO CNW Inc
N/A
XPO CNW Inc 6.70 05/01/2034
12612WAB0
1107000.0000000000
PA
USD
1115302.5000000000
0.3915332576
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.700000000000000
N
N
N
N
N
N
Checkout Holding Corp
5493000F1R60SFVQY311
CHECKOUT HOLDING CORP TERM LOAN B
14886MAM3
44424.2800000000
PA
USD
36844.3900000000
0.0129344317
Long
LON
CORP
US
N
2
2023-02-15
Variable
9.389100000000001
N
N
N
N
N
N
Checkout Holding Corp
5493000F1R60SFVQY311
CHECKOUT HOLDING CORP TERM LOAN B
14886MAN1
57699.2100000000
PA
USD
25459.7800000000
0.0089377999
Long
LON
CORP
US
N
2
2023-08-15
Variable
2.889100000000000
N
N
Y
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP 4.50 10/01/2029
16411QAE1
500000.0000000000
PA
USD
511875.0000000000
0.1796966170
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.500000000000000
N
N
N
N
N
N
Cimpress NV
549300JJX3WMIPNL7R91
Cimpress NV 7.00 06/15/2026
17186HAC6
500000.0000000000
PA
USD
530000.0000000000
0.1860595009
Long
DBT
CORP
NL
N
2
2026-06-15
Fixed
7.000000000000000
N
N
N
N
N
N
Clear Channel Worldwide Holdings Inc
N/A
Clear Channel Worldwide Holdings Inc 5.13 08/15/2027
18453HAA4
500000.0000000000
PA
USD
521715.0000000000
0.1831510047
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.125000000000000
N
N
N
N
N
N
CommScope Technologies LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC 6.00 06/15/2025
20337YAA5
500000.0000000000
PA
USD
450125.0000000000
0.1580189299
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.000000000000000
N
N
N
N
N
N
Uniti Group LP
549300V3NU625PJUVA84
COMMUNICATIONS SALES + LEASING TERM LOAN B
20341UAD1
216441.1000000000
PA
USD
208893.8000000000
0.0733333513
Long
LON
CORP
US
N
2
2022-10-24
Variable
6.927400000000000
N
N
N
N
N
N
Compass Group Diversified Holdings LLC
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC 8.00 05/01/2026
20451RAA0
300000.0000000000
PA
USD
324000.0000000000
0.1137420345
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
8.000000000000000
N
N
N
N
N
N
Constellis Holdings LLC
5493005W6JZ5EEFR8349
CONSTELLIS HLDGS LLC TERM LOAN B
21038KAE7
295928.7600000000
PA
USD
156102.4200000000
0.0548006384
Long
LON
CORP
US
N
2
2024-04-21
Variable
6.934000000000000
N
N
N
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK 4.38 01/15/2028
212015AS0
-1000000.0000000000
PA
USD
-1032161.5800000000
-0.3623461668
Short
DBT
CORP
US
N
2
2028-01-15
Fixed
4.375000000000000
N
N
N
N
N
N
Cooke Omega Investments Inc / Alpha VesselCo Holdings Inc
N/A
Cooke Omega Investments Inc / Alpha VesselCo Holdings Inc 8.50 12/15/2022
21627UAA0
1000000.0000000000
PA
USD
977500.0000000000
0.3431569097
Long
DBT
CORP
CA
N
2
2022-12-15
Fixed
8.500000000000000
N
N
N
N
N
N
Cooper-Standard Automotive Inc
ITCH5B3Q4RTX2PH9UN62
Cooper-Standard Automotive Inc 5.63 11/15/2026
216762AF1
1000000.0000000000
PA
USD
855000.0000000000
0.3001525911
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
5.625000000000000
N
N
N
N
N
N
CoreCivic Inc
529900JFA3K6PTLT8B15
CoreCivic Inc 4.63 05/01/2023
22025YAP5
500000.0000000000
PA
USD
470625.0000000000
0.1652155710
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.625000000000000
N
N
N
N
N
N
Cumulus Media New Holdings Inc
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc 6.75 07/01/2026
23110AAA4
500000.0000000000
PA
USD
531250.0000000000
0.1864983205
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.750000000000000
N
N
N
N
N
N
Cutwater Ltd
254900ANNY7OR6XQT028
Cutwater 2014-II Ltd 5.75
23222XAQ4
1500000.0000000000
PA
USD
1489091.8500000000
0.5227541253
Long
ABS-CBDO
CORP
US
N
2
2027-01-15
Variable
5.750880000000000
N
N
N
N
N
N
Daseke Cos Inc
N/A
DASEKE INC REPLACEMENT TERM LOAN
23752RAH5
494962.2000000000
PA
USD
469595.3900000000
0.1648541205
Long
LON
CORP
US
N
2
2024-02-27
Variable
6.799600000000001
N
N
N
N
N
N
Digicel International Finance Ltd / Digicel Holdings Bermuda Ltd
N/A
Digicel International Finance Ltd / Digicel Holdings Bermuda Ltd 8.75 05/25/2024
25381VAA5
1000000.0000000000
PA
USD
952500.0000000000
0.3343805181
Long
DBT
CORP
LC
N
2
2024-05-25
Fixed
8.750000000000000
N
N
N
N
N
N
Dun & Bradstreet Corp/The
RI37BMPWE56BCJ747E14
DUN + BRADSTREET CORP TERM LOAN
26483NAN0
1000000.0000000000
PA
USD
1004060.0000000000
0.3524809481
Long
LON
CORP
US
N
2
2026-02-08
Variable
6.938800000000001
N
N
N
N
N
N
EMG Utica LLC
549300CKHL8F7BYSKQ30
EMG UTICA LLC TERM LOAN
26869EAB0
494832.0400000000
PA
USD
492357.8800000000
0.1728450215
Long
LON
CORP
US
N
2
2020-03-27
Variable
5.848600000000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp 3.00 10/01/2022
26884LAE9
-1000000.0000000000
PA
USD
-954412.4100000000
-0.3350518805
Short
DBT
CORP
US
N
2
2022-10-01
Fixed
3.000000000000000
N
N
N
N
N
N
ESH Hospitality Inc
54930042FMK7X7SQ2896
ESH Hospitality Inc 4.63 10/01/2027
26907YAB0
500000.0000000000
PA
USD
502550.0000000000
0.1764230230
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.625000000000000
N
N
N
N
N
N
eG Global Finance PLC
549300TL8Q5207VYET27
eG Global Finance PLC 6.75 02/07/2025
28228PAA9
750000.0000000000
PA
USD
752812.5000000000
0.2642790906
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
6.750000000000000
N
N
N
N
N
N
84 Lumber Co
N/A
84 LUMBER CO TERM LOAN B 1
28248CAE6
474891.8900000000
PA
USD
475879.6700000000
0.1670602526
Long
LON
CORP
US
N
2
2023-10-25
Variable
7.073000000000000
N
N
N
N
N
N
Embarq Corp
N/A
Embarq Corp 8.00 06/01/2036
29078EAA3
1000000.0000000000
PA
USD
995000.0000000000
0.3493003838
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
7.995000000000000
N
N
N
N
N
N
Energy Ventures Gom LLC / EnVen Finance Corp
N/A
Energy Ventures Gom LLC / EnVen Finance Corp 11.00 02/15/2023
29278MAA3
600000.0000000000
PA
USD
592500.0000000000
0.2080004798
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
11.000000000000000
N
N
N
N
N
N
Envision Healthcare Corp
549300OL60X0LPKY8N60
ENTERPRISE MERGER SUB INC INITIAL TERM LOANS
29373UAC5
248125.0000000000
PA
USD
201523.4000000000
0.0707459306
Long
LON
CORP
US
N
2
2025-10-10
Variable
5.663500000000000
N
N
N
N
N
N
FS Energy & Power Fund
54930004XHN0QROEGZ58
FS Energy & Power Fund 7.50 08/15/2023
30264DAA7
600000.0000000000
PA
USD
609840.0000000000
0.2140877850
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
7.500000000000000
N
N
N
N
N
N
Five Point Operating Co LP / Five Point Capital Corp
N/A
Five Point Operating Co LP / Five Point Capital Corp 7.88 11/15/2025
33834YAA6
400000.0000000000
PA
USD
379068.0000000000
0.1330739677
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.875000000000000
N
N
N
N
N
N
4L Technologies Inc/NV
N/A
4L TECHNOLOGIES INC TERM LOAN B
35086XAC4
647465.9600000000
PA
USD
349498.8900000000
0.1226935642
Long
LON
CORP
US
N
2
2020-05-08
Variable
6.509500000000000
N
N
N
N
N
N
Foxtrot Escrow Issuer LLC / Foxtrot Escrow Corp
N/A
Foxtrot Escrow Issuer LLC / Foxtrot Escrow Corp 12.25 11/15/2026
35166FAA0
250000.0000000000
PA
USD
251875.0000000000
0.0884221449
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
12.250000000000000
N
N
N
N
N
N
Freedom Mortgage Corp
549300LYRWPSYPK6S325
Freedom Mortgage Corp 8.13 11/15/2024
35640YAA5
600000.0000000000
PA
USD
565500.0000000000
0.1985219769
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.125000000000000
N
N
N
N
N
N
Freedom Mortgage Corp
549300LYRWPSYPK6S325
Freedom Mortgage Corp 10.75 04/01/2024
35640YAD9
1000000.0000000000
PA
USD
1012500.0000000000
0.3554438579
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
10.750000000000000
N
N
N
N
N
N
Frontier Communications Corp
549300ZCZ76HYCS0H445
Frontier Communications Corp 8.00 04/01/2027
35906ABC1
1500000.0000000000
PA
USD
1578750.0000000000
0.5542291265
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
8.000000000000000
N
N
N
N
N
N
Frontier Communications Corp
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS CORP TERM LOAN B
35906EAJ9
475413.0700000000
PA
USD
474640.5200000000
0.1666252420
Long
LON
CORP
US
N
2
2024-06-15
Variable
5.639100000000000
N
N
N
N
N
N
FXI Holdings Inc
549300VLKCUZW3MSVS50
FXI Holdings Inc 7.88 11/01/2024
36120RAA7
700000.0000000000
PA
USD
626500.0000000000
0.2199363723
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
7.875000000000000
N
N
N
N
N
N
GEO Group Inc/The
5493003VOR6NTY465495
GEO Group Inc/The 5.88 01/15/2022
36159RAK9
790000.0000000000
PA
USD
767287.5000000000
0.2693606213
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
5.875000000000000
N
N
N
N
N
N
Genesis Energy LP / Genesis Energy Finance Corp
N/A
Genesis Energy LP / Genesis Energy Finance Corp 6.50 10/01/2025
37185LAJ1
1000000.0000000000
PA
USD
953750.0000000000
0.3348193377
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.500000000000000
N
N
N
N
N
N
Abe Investment Holdings Inc
N/A
GETTY IMAGES, INC. 2019 EUR TERM LOAN B
37427UAK6
1000000.0000000000
PA
1112232.6100000000
0.3904555553
Long
LON
CORP
US
N
2
2026-02-19
Variable
5.000000000000000
N
N
N
N
N
N
GrubHub Holdings Inc
N/A
GrubHub Holdings Inc 5.50 07/01/2027
40010PAA6
200000.0000000000
PA
USD
188000.0000000000
0.0659984645
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.500000000000000
N
N
N
N
N
N
Guitar Center Inc
N/A
Guitar Center Inc 9.50 10/15/2021
40203CAA2
800000.0000000000
PA
USD
746000.0000000000
0.2618875239
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
9.500000000000000
N
N
N
N
N
N
Gulfport Energy Corp
549300FJX18IDUFPHD40
Gulfport Energy Corp 6.00 10/15/2024
402635AH9
300000.0000000000
PA
USD
194250.0000000000
0.0681925624
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.000000000000000
N
N
N
N
N
N
Highbridge Loan Management Ltd
549300Z5U2GIJ32SH058
HPS Loan Management 11-2017 Ltd 5.51
40436VAD3
1750000.0000000000
PA
USD
1676311.3500000000
0.5884785908
Long
ABS-CBDO
CORP
KY
N
2
2030-05-06
Variable
5.508249999999999
N
N
N
N
N
N
Hexion Inc
54930030FZF8HYAEHM46
HEXION INC USD EXIT TERM LOAN
42829HAF0
698250.0000000000
PA
USD
696940.7800000000
0.2446650070
Long
LON
CORP
US
N
2
2026-07-01
Variable
5.588600000000000
N
N
N
N
N
N
IG Investments Holdings LLC
549300E2BEZMEPIYGU19
IG INVTS HLDGS LLC REFINANCING TERM LOANS
44958AAJ6
746221.6600000000
PA
USD
736431.2300000000
0.2585283530
Long
LON
CORP
US
N
2
2025-05-23
Variable
5.784900000000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc 8.38 05/01/2027
45174HBD8
670000.0000000000
PA
USD
721925.0000000000
0.2534358588
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.375000000000000
N
N
N
N
N
N
MH Sub I LLC
N/A
MH SUB I LLC AMENDMENT NO. 2 INITIAL TERM
45567YAJ4
755081.2800000000
PA
USD
737737.0600000000
0.2589867720
Long
LON
CORP
US
N
2
2024-09-15
Variable
5.600300000000000
N
N
N
N
N
N
Jane Street Group LLC
5493002N1IVX6KHGYO08
JANE STR GROUP LLC TERM LOAN B
47077DAC4
997481.1100000000
PA
USD
995401.3600000000
0.3494412835
Long
LON
CORP
US
N
2
2022-08-25
Variable
4.889100000000000
N
N
N
N
N
N
Jefferies Finance LLC / JFIN Co-Issuer Corp
N/A
Jefferies Finance LLC / JFIN Co-Issuer Corp 7.25 08/15/2024
47232MAD4
1250000.0000000000
PA
USD
1265625.0000000000
0.4443048223
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
7.250000000000000
N
N
N
N
N
N
Jefferies Finance LLC / JFIN Co-Issuer Corp
N/A
Jefferies Finance LLC / JFIN Co-Issuer Corp 6.25 06/03/2026
47232MAE2
1000000.0000000000
PA
USD
1030000.0000000000
0.3615873319
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
6.250000000000000
N
N
N
N
N
N
Jefferies Finance LLC
549300SKVB18YSSIDT75
JEFFERIES FINANCE LLC 2019 TERM LOAN
47232UAB0
997500.0000000000
PA
USD
981290.6300000000
0.3444876318
Long
LON
CORP
US
N
2
2026-06-03
Variable
5.524300000000000
N
N
N
N
N
N
Jo-Ann Stores LLC
549300GM65RR2EMGLI48
JO ANN STORES LLC TERM LOAN B
47759DAB1
500000.0000000000
PA
USD
383437.5000000000
0.1346079054
Long
LON
CORP
US
N
2
2023-10-16
Variable
6.823000000000000
N
N
N
N
N
N
KUEHG Corp
549300YNT566T1NYJX62
KC MERGERSUB INC TERM LOAN B 3
48244EAJ3
744971.7200000000
PA
USD
737522.0000000000
0.2589112740
Long
LON
CORP
US
N
2
2025-02-21
Variable
5.908900000000000
N
N
N
N
N
N
Kindred Healthcare Inc
549300OITC7AXM1AND14
KINDRED HEALTHCARE LLC TERM LOAN B
49458HAB2
702638.0700000000
PA
USD
702638.0700000000
0.2466650729
Long
LON
CORP
US
N
2
2025-07-02
Variable
6.774300000000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co 4.63 01/30/2029
50077LAT3
-800000.0000000000
PA
USD
-874163.4200000000
-0.3068800182
Short
DBT
CORP
US
N
2
2029-01-30
Fixed
4.625000000000000
N
N
N
N
N
N
LSC Communications Inc
5493000O7BCKOMYMHF87
LSC Communications Inc 8.75 10/15/2023
50218PAA5
2000000.0000000000
PA
USD
1370000.0000000000
0.4809462571
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
8.750000000000000
N
N
N
N
N
N
Lands' End Inc
54930016WOL7P2P67Q43
LANDS END INC TERM LOAN B
51509GAB9
890826.3300000000
PA
USD
860204.1700000000
0.3019795444
Long
LON
CORP
US
N
2
2021-04-04
Variable
5.021000000000000
N
N
N
N
N
N
Level 3 Financing Inc
N/A
Level 3 Financing Inc 5.25 03/15/2026
527298BM4
621000.0000000000
PA
USD
649721.2500000000
0.2280883236
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.250000000000000
N
N
N
N
N
N
LifeScan Global Corp
N/A
LIFESCAN GLOBAL CORP TERM LOAN B
53227PAC4
964376.5900000000
PA
USD
865527.9900000000
0.3038485016
Long
LON
CORP
US
N
2
2024-10-01
Variable
7.774300000000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH ACQUISITION HLDGS LLC 2016 TERM LOAN B
55328HAE1
1000000.0000000000
PA
USD
940510.0000000000
0.3301713607
Long
LON
CORP
US
N
2
2023-06-07
Variable
4.868500000000000
N
N
N
N
N
N
McDermott Technology Americas
549300MSF84ZAB7RHN59
MCDERMOTT TECHNOLOGY (AMERICAS TERM LOAN
58004GAB4
698227.8500000000
PA
USD
424347.9800000000
0.1489697611
Long
LON
CORP
US
N
2
2025-05-10
Variable
6.921300000000000
N
N
N
N
N
N
Milos Clo
254900GFWI4EEB8IJS18
Milos CLO Ltd 5.37
60162PAD4
500000.0000000000
PA
USD
477956.5500000000
0.1677893531
Long
ABS-CBDO
CORP
US
N
2
2030-10-20
Variable
5.365880000000000
N
N
N
N
N
N
Mohegan Gaming & Entertainment
549300UB083Z2NRDHC48
MOHEGAN TRIBAL GAMING AUTH TERM LOAN A
608330AP1
480076.2900000000
PA
USD
466374.9100000000
0.1637235528
Long
LON
CORP
US
N
2
2021-10-13
Variable
5.663500000000000
N
N
N
N
N
N
Murray Energy Corp
549300WM5IIFYHZYTT63
MURRAY ENERGY CORP TERM LOAN B 2
627048AQ4
868059.3600000000
PA
USD
285864.9700000000
0.1003545163
Long
LON
CORP
US
N
2
2022-10-17
Variable
9.035900000000000
Y
Y
N
N
N
N
Nufarm Australia Ltd / Nufarm Americas Inc
N/A
Nufarm Australia Ltd / Nufarm Americas Inc 5.75 04/30/2026
67052NAA3
700000.0000000000
PA
USD
707000.0000000000
0.2481963531
Long
DBT
CORP
AU
N
2
2026-04-30
Fixed
5.750000000000000
N
N
N
N
N
N
OCP CLO Ltd
5493006T10144GM16690
OCP CLO 2015-8 Ltd 4.80
67091RAT6
1250000.0000000000
PA
USD
1234673.0000000000
0.4334389475
Long
ABS-CBDO
CORP
US
N
2
2027-04-17
Variable
4.802130000000000
N
N
N
N
N
N
Peabody Energy Corp
EJCO258LNNVSKAR2JX59
Peabody Energy Corp 6.00 03/31/2022
70457LAA2
450000.0000000000
PA
USD
418500.0000000000
0.1469167946
Long
DBT
CORP
US
N
2
2022-03-31
Fixed
6.000000000000000
N
N
N
N
N
N
PetSmart Inc
N/A
PETSMART INC CONSENTING TERM LOAN
71677HAG0
418858.2500000000
PA
USD
409345.9800000000
0.1437032240
Long
LON
CORP
US
N
2
2022-03-11
Variable
5.846400000000000
N
N
N
N
N
N
Antero Midstream Corp
N/A
Antero Midstream Corp
03676B102
42000.0000000000
NS
USD
270480.0000000000
0.0949535355
Long
EC
CORP
US
N
1
N
N
N
PowerTeam Services LLC
549300J2G34D0WX8Z443
POWERTEAM SVCS LLC TERM LOAN
73937UAF5
1000000.0000000000
PA
USD
872500.0000000000
0.3062960652
Long
LON
CORP
US
N
2
2025-03-06
Variable
5.384100000000000
N
N
N
N
N
N
Precision Drilling Corp
549300WF2OE8T5BP4B84
Precision Drilling Corp 7.13 01/15/2026
740212AL9
-1000000.0000000000
PA
USD
-870000.0000000000
-0.3054184260
Short
DBT
CORP
CA
N
2
2026-01-15
Fixed
7.125000000000000
N
N
N
N
N
N
Quicken Loans Inc
549300FGXN1K3HLB1R50
Quicken Loans Inc 5.25 01/15/2028
74840LAB8
500000.0000000000
PA
USD
517500.0000000000
0.1816713051
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.250000000000000
N
N
N
N
N
N
Urban One Inc
549300PLGIGPBRQUP240
Urban One Inc 7.38 04/15/2022
75040PAS7
750000.0000000000
PA
USD
727500.0000000000
0.2553929942
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
7.375000000000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp 5.00 08/15/2022
75281AAY5
-1000000.0000000000
PA
USD
-950000.0000000000
-0.3335028790
Short
DBT
CORP
US
N
2
2022-08-15
Fixed
5.000000000000000
N
N
N
N
N
N
Realogy Group LLC / Realogy Co-Issuer Corp
N/A
Realogy Group LLC / Realogy Co-Issuer Corp 9.38 04/01/2027
75606DAG6
833000.0000000000
PA
USD
822587.5000000000
0.2887739994
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
9.375000000000000
N
N
N
N
N
N
Resideo Funding Inc
5493000IFJ6XJKH66598
Resideo Funding Inc 6.13 11/01/2026
76119LAA9
500000.0000000000
PA
USD
505000.0000000000
0.1772831094
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
6.125000000000000
N
N
N
N
N
N
Rite Aid Corp
529900W353T1JY1DKT44
Rite Aid Corp 6.13 04/01/2023
767754CH5
600000.0000000000
PA
USD
513030.0000000000
0.1801020863
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
6.125000000000000
N
N
N
N
N
N
STG-Fairway Acquisitions Inc
5493008XRIP4UKHKPH78
STG FAIRWAY ACQUISITIONS INC. 2015 FIRST LIEN TERM LOAN
78476MAF9
491347.7700000000
PA
USD
491551.6800000000
0.1725620005
Long
LON
CORP
US
N
2
2022-06-30
Variable
7.034900000000000
N
N
N
N
N
N
Moran Foods LLC
N/A
SAL INTERMEDIATE HOLDCO CORP TERM LOAN B
79377XAB2
128950.3800000000
PA
USD
53054.0500000000
0.0186249246
Long
LON
CORP
US
N
2
2023-12-05
Variable
8.102100000000000
N
N
N
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
Carvana Co
146869102
-3500.0000000000
NS
USD
-283780.0000000000
-0.0996225758
Short
EC
CORP
US
N
1
N
N
N
Dr Reddy's Laboratories Ltd
335800OVDPY3DVZR2798
Dr Reddy's Laboratories Ltd
256135203
-2650.0000000000
NS
USD
-103747.5000000000
-0.0364211473
Short
EC
CORP
IN
N
1
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V100
7900.0000000000
NS
USD
99461.0000000000
0.0349163472
Long
EC
CORP
US
N
1
N
N
N
Hi-Crush Inc
N/A
Hi-Crush Inc
428337109
-21100.0000000000
NS
USD
-25109.0000000000
-0.0088146566
Short
EC
CORP
US
N
1
N
N
N
Savage Enterprises LLC
549300OONATO5UYKLU88
SAVAGE ENTERPRISES LLC TERM LOAN B 1
N/A
299567.4700000000
PA
USD
302281.5500000000
0.1061176497
Long
LON
CORP
US
N
2
2025-08-01
Variable
6.274300000000000
N
N
N
N
N
N
Sensata Technologies Inc
PUCKW5P5O3XMOZVH7T53
Sensata Technologies Inc 4.38 02/15/2030
81728UAA2
200000.0000000000
PA
USD
201875.0000000000
0.0708693618
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.375000000000000
N
N
N
N
N
N
iShares 7-10 Year Treasury Bond ETF
549300XS1PPZG92M8L16
iShares 7-10 Year Treasury Bond ETF
464287440
-18350.0000000000
NS
USD
-2064558.5000000000
-0.7247749511
Short
EC
RF
US
N
1
N
N
N
SSGA US GOVERNMENT MONEY MARKET FUND
N/A
SSI U.S. GOVERNMENT MONEY MARKET FUND - PREMIER CLASS
857492706
7815320.2100000000
NS
USD
7815320.2100000000
2.7436124107
Long
STIV
RF
US
N
1
N
N
N
SVMK Inc
N/A
SVMK Inc
78489X103
-17000.0000000000
NS
USD
-312800.0000000000
-0.1098102111
Short
EC
CORP
US
N
1
N
N
N
Checkout Holding Corp
N/A
PACIFICO INC (CATALINA) PLACEHOLDER
N/A
883.0000000000
NS
USD
3642.3800000000
0.0012786781
Long
EC
CORP
US
N
2
N
N
N
Serta Simmons Bedding LLC
549300M4F4V4WFPNI116
SERTA SIMMONS BEDDING LLC TERM LOAN
81753HAB7
994884.9200000000
PA
USD
592453.9700000000
0.2079843207
Long
LON
CORP
US
N
2
2023-11-08
Variable
5.438800000000001
N
N
N
N
N
N
Spin Holdco Inc
549300QAS44U2GUXGK45
SPIN HOLDCO INC TERM LOAN
84850XAG7
498724.4900000000
PA
USD
485186.6100000000
0.1703275066
Long
LON
CORP
US
N
2
2022-11-14
Variable
5.277000000000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS S A TERM LOAN B 3
N/A
1099618.8700000000
PA
USD
1099624.3700000000
0.3860293613
Long
LON
CORP
LU
N
2
2023-11-27
Variable
5.554900000000000
N
N
N
N
N
N
Travelport Finance Luxembourg Sarl
2221005SGFWYZHL40F77
TRAVELPORT LLC TERM LOAN
N/A
500000.0000000000
PA
USD
467187.5000000000
0.1640088171
Long
LON
CORP
LU
N
2
2026-05-30
Variable
7.137600000000000
N
N
N
N
N
N
Refresco Holding BV
7245000VQPPP2TVGEK53
SUNSHINE INVESTMENTS BV USD TERM LOAN B3
N/A
1000000.0000000000
PA
USD
1001250.0000000000
0.3514944817
Long
LON
CORP
NL
N
2
2025-03-28
Variable
5.178100000000001
N
N
N
N
N
N
Digicel International Finance
N/A
DIGICEL INTL FIN LTD TERM LOAN B
N/A
694684.8100000000
PA
USD
594205.6000000000
0.2085992403
Long
LON
CORP
LC
N
2
2024-05-27
Variable
5.034900000000000
N
N
N
N
N
N
Sprint Communications Inc
549300JKU50UT08ZWD77
SPRINT COMMUNICATIONS INC TERM LOAN B
85208EAD2
493756.2800000000
PA
USD
491596.1000000000
0.1725775944
Long
LON
CORP
US
N
2
2024-02-03
Variable
4.804900000000000
N
N
N
N
N
N
Strategic Partners Acquisition Corp
5493001HTV0J5EF80X15
STRATEGIC PARTNERS ACQUISITION FIRST LIEN
86276KAC5
859814.4500000000
PA
USD
860889.2200000000
0.3022200351
Long
LON
CORP
US
N
2
2023-06-30
Variable
5.627500000000000
N
N
N
N
N
N
SunCoke Energy Partners LP / SunCoke Energy Partners Finance Corp
N/A
SunCoke Energy Partners LP / SunCoke Energy Partners Finance Corp 7.50 06/15/2025
86723CAF5
1000000.0000000000
PA
USD
855000.0000000000
0.3001525911
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.500000000000000
N
N
N
N
N
N
Superior Plus LP / Superior General Partner Inc
N/A
Superior Plus LP / Superior General Partner Inc 7.00 07/15/2026
86828LAA0
1000000.0000000000
PA
USD
1080000.0000000000
0.3791401150
Long
DBT
CORP
CA
N
2
2026-07-15
Fixed
7.000000000000000
N
N
N
N
N
N
Oi SA
254900YEMWCRRAGD4978
Oi SA 10.00 07/27/2025
N/A
1200000.0000000000
PA
USD
1090500.0000000000
0.3828261995
Long
DBT
CORP
BR
Y
2
2025-07-27
Fixed
10.000000000000000
N
N
N
N
N
N
Azul Investments LLP
549300C6XNC8IDH04C74
Azul Investments LLP 5.88 10/26/2024
N/A
750000.0000000000
PA
USD
775320.0000000000
0.2721804759
Long
DBT
CORP
US
N
2
2024-10-26
Fixed
5.875000000000000
N
N
N
N
N
N
Syniverse Holdings Inc
549300CYZBHMZC8VLL59
SYNIVERSE HLDGS INC FIRST LIEN TERM LOAN B
87164GAM5
63759.1200000000
PA
USD
57542.6100000000
0.0202006591
Long
LON
CORP
US
N
2
2023-03-09
Variable
6.927400000000000
N
N
N
N
N
N
Tempo Acquisition LLC / Tempo Acquisition Finance Corp
N/A
Tempo Acquisition LLC / Tempo Acquisition Finance Corp 6.75 06/01/2025
88023JAA4
500000.0000000000
PA
USD
516875.0000000000
0.1814518953
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.750000000000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp 4.88 01/01/2026
88033GCY4
500000.0000000000
PA
USD
517812.5000000000
0.1817810100
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.875000000000000
N
N
N
N
N
N
Tenneco Inc
549300U0EXXFAQFAD785
Tenneco Inc 5.00 07/15/2026
880349AR6
500000.0000000000
PA
USD
400000.0000000000
0.1404222648
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.000000000000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc (conv) 1.25% 03/01/2021
88160RAC5
-1700000.0000000000
PA
USD
-1852309.8000000000
-0.6502638432
Short
DBT
CORP
US
N
2
2021-03-01
Fixed
1.250000000000000
N
N
N
N
N
N
Thor Industries Inc
254900XZO1228PDSG060
THOR INDS INC TERM LOAN B
88516DAB9
165333.6300000000
PA
USD
162026.9600000000
0.0568804817
Long
LON
CORP
US
N
2
2026-02-01
Variable
5.524300000000000
N
N
N
N
N
N
Thor Industries Inc
254900XZO1228PDSG060
THOR INDS INC TERM LOAN B
88516DAC7
685504.3900000000
PA
759443.3300000000
0.2666068810
Long
LON
CORP
US
N
2
2026-02-01
Variable
4.000000000000000
N
N
N
N
N
N
Tivity Health Inc
U5UKZMHGMOP0CPFG4B24
TIVITY HEALTH INC TERM LOAN A
88870TAF5
825000.0000000000
PA
USD
824484.3800000000
0.2894399099
Long
LON
CORP
US
N
2
2024-03-08
Variable
6.188800000000001
N
N
N
N
N
N
TNS Inc
N/A
TRANSACTION NETWORK SVCS INC 2013 TERM LOAN B
89341VAV4
247085.7600000000
PA
USD
242968.0800000000
0.0852953202
Long
LON
CORP
US
N
2
2022-08-14
Variable
6.134600000000001
N
N
N
N
N
N
Tronox Inc
549300EPZ4YXC7E5P181
Tronox Inc 6.50 04/15/2026
897051AA6
700000.0000000000
PA
USD
674625.0000000000
0.2368309260
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
6.500000000000000
N
N
N
N
N
N
Truck Hero Inc
54930007KT5CX7XNSD31
TRUCK HERO INC FIRST LIEN
89778PAB3
496192.8800000000
PA
USD
457737.9300000000
0.1606914921
Long
LON
CORP
US
N
2
2024-04-21
Variable
5.554300000000000
N
N
N
N
N
N
United Rentals North America Inc
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc 6.50 12/15/2026
911365BK9
-700000.0000000000
PA
USD
-760375.0000000000
-0.2669339491
Short
DBT
CORP
US
N
2
2026-12-15
Fixed
6.500000000000000
N
N
N
N
N
N
Venture CDO Ltd
549300EDZDHKTKE7JV77
Venture XXIV CLO Ltd 8.69
92330RAA6
1000000.0000000000
PA
USD
953276.8000000000
0.3346532182
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Variable
8.685879999999999
N
N
N
N
N
N
Virgin Australia Holdings Ltd
254900SNPW6V9967CJ18
Virgin Australia Holdings Ltd 7.88 10/15/2021
92765YAG2
500000.0000000000
PA
USD
515000.0000000000
0.1807936660
Long
DBT
CORP
AU
N
2
2021-10-15
Fixed
7.875000000000000
N
N
N
N
N
N
Virgin Australia Holdings Ltd
254900SNPW6V9967CJ18
Virgin Australia Holdings Ltd 8.13 11/15/2024
92765YAH0
700000.0000000000
PA
USD
694750.0000000000
0.2438959212
Long
DBT
CORP
AU
N
2
2024-11-15
Fixed
8.125000000000000
N
N
N
N
N
N
Hema Bondco I BV
529900KRYJV9W9XY6N54
Hema Bondco I BV 6.25 07/15/2022
N/A
500000.0000000000
PA
408305.6400000000
0.1433380068
Long
DBT
CORP
NL
N
2
2022-07-15
Variable
6.250000000000000
N
N
N
N
N
N
Wabash National Corp
5299004ZAWHQZI5XO485
Wabash National Corp 5.50 10/01/2025
929566AJ6
469000.0000000000
PA
USD
459620.0000000000
0.1613522034
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.500000000000000
N
N
N
N
N
N
Weld North Education LLC
N/A
WELD NORTH ED LLC TERM LOAN
94935RAB9
633778.3200000000
PA
USD
631401.6500000000
0.2216571243
Long
LON
CORP
US
N
2
2025-02-15
Variable
6.408900000000000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
CALIFORNIA RESOURCES CORP 2017 1ST LIEN TERM LOAN
N/A
750000.0000000000
PA
USD
649125.0000000000
0.2278790066
Long
LON
CORP
US
N
2
2022-12-31
Variable
6.596400000000000
N
N
N
N
N
N
Gamma Infrastructure III BV
724500E59GCONA8JI480
GAMMA INFRASTRUCTURE III B.V. EUR 1ST LIEN TERM LOAN B
N/A
163587.4000000000
PA
181536.7300000000
0.0637294969
Long
LON
CORP
NL
N
2
2025-01-09
Variable
3.500000000000000
N
N
N
N
N
N
Telfer Investments SL
N/A
AREAS WORLDWIDE SA EUR TERM LOAN B
N/A
1000000.0000000000
PA
1120179.1200000000
0.3932452226
Long
LON
CORP
ES
N
2
2026-07-01
Variable
4.750000000000000
N
N
N
N
N
N
Windstream Services LLC
549300L3SXBFJVGRCF66
WINDSTREAM CORP TRANCHE B6 TERM LOANS
97381HAR8
1323522.8700000000
PA
USD
1342548.5100000000
0.4713092561
Long
LON
CORP
US
N
2
2021-03-30
Variable
6.117400000000000
Y
N
N
N
N
N
Windstream Services LLC
549300L3SXBFJVGRCF66
WINDSTREAM CORP TRANCHE B7
97381HAT4
552254.4100000000
PA
USD
553786.9200000000
0.1944100339
Long
LON
CORP
US
N
2
2024-02-08
Variable
6.385900000000000
Y
N
N
N
N
N
Windstream Services LLC / Windstream Finance Corp
N/A
Windstream Services LLC / Windstream Finance Corp 8.63 10/31/2025
97381LAB4
1500000.0000000000
PA
USD
1509375.0000000000
0.5298746400
Long
DBT
CORP
US
N
2
2025-10-31
Fixed
8.625000000000000
Y
N
N
N
N
N
York CLO Ltd
549300TKWX739FHPEQ97
York Clo-3 Ltd 8.37
98625VAG5
1375000.0000000000
PA
USD
1283167.4600000000
0.4504632022
Long
ABS-CBDO
CORP
US
N
2
2029-10-20
Variable
8.365879999999999
N
N
N
N
N
N
Tenneco Inc
549300U0EXXFAQFAD785
Tenneco Inc 4.88 04/15/2022
N/A
500000.0000000000
PA
556682.8800000000
0.1954266770
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
4.875000000000000
N
N
N
N
N
N
Loxam SAS
969500BNA2YRNE1R5K91
Loxam SAS 3.25 01/14/2025
N/A
-1000000.0000000000
PA
-1114742.1800000000
-0.3913365540
Short
DBT
CORP
FR
N
2
2025-01-14
Fixed
3.250000000000000
N
N
N
N
N
N
Invincible Investment Corp
N/A
Invincible Investment Corp
N/A
370.0000000000
NS
233930.7400000000
0.0821227108
Long
EC
CORP
JP
N
2
N
N
N
Sunlight Real Estate Investment Trust
N/A
Sunlight Real Estate Investment Trust
N/A
510500.0000000000
NS
345575.2600000000
0.1213161517
Long
EC
CORP
HK
N
2
N
N
N
Carmila SA
222100P6D3QKU33LZQ72
Carmila SA
N/A
22028.0000000000
NS
428966.2500000000
0.1505910309
Long
EC
CORP
FR
N
2
N
N
N
Fortune Real Estate Investment Trust
N/A
Fortune Real Estate Investment Trust
N/A
290000.0000000000
NS
339213.0100000000
0.1190826478
Long
EC
CORP
HK
N
2
N
N
N
National Storage REIT
N/A
National Storage REIT
N/A
419416.0000000000
NS
537289.9900000000
0.1886186932
Long
EC
CORP
AU
N
2
N
N
N
Invesco Office J-Reit Inc
353800L26AROSFHOI265
Invesco Office J-Reit Inc
N/A
2156.0000000000
NS
435324.5500000000
0.1528231481
Long
EC
CORP
JP
N
2
N
N
N
Kiwi Property Group Ltd
N/A
Kiwi Property Group Ltd
N/A
305385.0000000000
NS
310911.1900000000
0.1091471337
Long
EC
CORP
NZ
N
2
N
N
N
Land Securities Group PLC
213800V8IAVKS37D6B88
Land Securities Group PLC
N/A
30874.0000000000
NS
377328.9000000000
0.1324634468
Long
EC
CORP
GB
N
2
N
N
N
Star Asia Investment Corp
N/A
Star Asia Investment Corp
N/A
240.0000000000
NS
261527.9800000000
0.0918108782
Long
EC
CORP
JP
N
2
N
N
N
Viva Energy REIT
N/A
Viva Energy REIT
N/A
230595.0000000000
NS
459128.9200000000
0.1611798070
Long
EC
CORP
AU
N
2
N
N
N
NSI NV
724500I77C30W2LZZJ03
NSI NV
N/A
7863.0000000000
NS
359036.1700000000
0.1260416804
Long
EC
CORP
NL
N
2
N
N
N
LifeMiles Ltd
254900CGQFLUG99LJ840
LIFEMILES LTD FIRST LIEN
N/A
645145.5900000000
PA
USD
612888.3100000000
0.2151579114
Long
LON
CORP
CO
N
2
2022-08-18
Variable
7.350300000000001
N
N
N
N
N
N
Petra Diamonds US Treasury PLC
635400LZYOO6WHAO2H58
Petra Diamonds US Treasury PLC 7.25 05/01/2022
N/A
800000.0000000000
PA
USD
564000.0000000000
0.1979953934
Long
DBT
CORP
GB
N
2
2022-05-01
Fixed
7.250000000000000
N
N
N
N
N
N
Sable International Finance Ltd
2138009IE9A35LO5JS73
SABLE INTL FIN LTD TERM B 4
N/A
874666.6700000000
PA
USD
878309.6600000000
0.3083355792
Long
LON
CORP
KY
N
2
2026-01-31
Variable
5.384100000000000
N
N
N
N
N
N
Connect Finco SARL
N/A
INMARSAT PLC TERM LOAN B
N/A
600000.0000000000
PA
USD
591843.0000000000
0.2077698362
Long
LON
CORP
LU
N
2
2026-09-23
Variable
6.304900000000000
N
N
N
N
N
N
Alliant Energy Corp
N/A
Alliant Energy Corp
018802108
11175.0000000000
NS
USD
596074.5000000000
0.2092553282
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
8842.0000000000
NS
USD
1885556.5000000000
0.6619352855
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
11349.0000000000
NS
USD
651092.1300000000
0.2285695788
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658300
28526.0000000000
NS
USD
1223480.1400000000
0.4295096306
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
18348.0000000000
NS
USD
1692052.5600000000
0.5940046317
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
3172.0000000000
NS
USD
547106.5600000000
0.1920648556
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
12564.0000000000
NS
USD
1599648.4800000000
0.5615656562
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
20374.0000000000
NS
USD
1681873.7000000000
0.5904312853
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
6710.0000000000
NS
USD
510228.4000000000
0.1791185688
Long
EC
CORP
US
N
1
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498101
72901.0000000000
NS
USD
1583409.7200000000
0.5558649476
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
13394.0000000000
NS
USD
497721.0400000000
0.1747277892
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
15657.0000000000
NS
USD
1606095.0600000000
0.5638287647
Long
EC
CORP
US
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
4264.0000000000
NS
USD
626253.6800000000
0.2198499003
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
11279.0000000000
NS
USD
1508340.6700000000
0.5295115326
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
68506.0000000000
NS
USD
1490005.5000000000
0.5230748673
Long
EC
CORP
US
N
1
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent (pfd) 6.25% Series H
02665T868
16968.0000000000
NS
USD
456948.2400000000
0.1604142669
Long
EP
CORP
US
N
1
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent (pfd) 5.88% Series G
02665T876
9600.0000000000
NS
USD
254880.0000000000
0.0894770672
Long
EP
CORP
US
N
1
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent (pfd) 5.88% Series F
02665T884
13233.0000000000
NS
USD
345910.6200000000
0.1214338817
Long
EP
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receivables 2015-4
N/A
AmeriCredit Automobile Receivables 2015-4 3.72
03065MAG2
80000.0000000000
PA
USD
80671.7800000000
0.0283202851
Long
ABS-MBS
CORP
US
N
2
2021-12-08
Fixed
3.720000000000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
8737.0000000000
NS
USD
1153633.4800000000
0.4049895651
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
1573.0000000000
NS
USD
592517.6400000000
0.2080066724
Long
EC
CORP
US
N
1
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co Inc
553530106
6282.0000000000
NS
USD
459905.2200000000
0.1614523315
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
8588.0000000000
NS
USD
549202.6000000000
0.1928006824
Long
EC
CORP
US
N
1
N
N
N
ARES CLO
635400YF4AHA6NB2CU53
Ares XXXVII CLO Ltd 4.65
04015NAL8
750000.0000000000
PA
USD
689708.7800000000
0.2421261724
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Variable
4.650880000000000
N
N
N
N
N
N
ARES CLO
549300X38KZ67Q2FQG11
Ares XLI Clo Ltd 6.20
04016DAG0
1000000.0000000000
PA
USD
997970.4000000000
0.3503431595
Long
ABS-CBDO
CORP
US
N
2
2029-01-15
Variable
6.200880000000000
N
N
N
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180101
8938.0000000000
NS
USD
404980.7800000000
0.1421707959
Long
EC
CORP
US
N
1
N
N
N
New Jersey Resources Corp
549300QKBSQBIX4DQ583
New Jersey Resources Corp
646025106
10528.0000000000
NS
USD
459020.8000000000
0.1611418509
Long
EC
CORP
US
N
1
N
N
N
Ashford Hospitality Trust 2018-ASHF
N/A
Ashford Hospitality Trust 2018-ASHF 5.01
04410RAN6
1500000.0000000000
PA
USD
1510563.9000000000
0.5302920100
Long
ABS-MBS
CORP
US
N
2
2035-04-15
Variable
5.013500000000001
N
N
N
N
N
N
Atrium CDO Corp
549300O252OCTN35RH57
Atrium XII 4.75
04965CAQ1
2000000.0000000000
PA
USD
1954405.0000000000
0.6861049412
Long
ABS-CBDO
CORP
US
N
2
2027-04-22
Variable
4.753250000000000
N
N
N
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp
680665205
25311.0000000000
NS
USD
464203.7400000000
0.1629613513
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
22201.0000000000
NS
USD
1688608.0600000000
0.5927954205
Long
EC
CORP
US
N
1
N
N
N
Automotive Properties Real Estate Investment Trust
N/A
Automotive Properties Real Estate Investment Trust
05329M104
54012.0000000000
NS
470775.0100000000
0.1652682328
Long
EC
CORP
CA
N
2
N
N
N
Avant Loans Funding Trust 2019-A
N/A
Avant Loans Funding Trust 2019-A 3.80
05352EAB8
1000000.0000000000
PA
USD
1013662.6000000000
0.3558519952
Long
ABS-MBS
CORP
US
N
2
2022-12-15
Fixed
3.800000000000000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
5338.0000000000
NS
USD
584297.4800000000
0.2051209387
Long
EC
CORP
US
N
1
N
N
N
Penske Automotive Group Inc
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959W103
11673.0000000000
NS
USD
568708.5600000000
0.1996483601
Long
EC
CORP
US
N
1
N
N
N
Avant Loans Funding Trust 2018-B
N/A
Avant Loans Funding Trust 2018-B 3.42
05353TAA6
274784.2700000000
PA
USD
275653.6900000000
0.0967697886
Long
ABS-MBS
CORP
US
N
2
2022-01-18
Fixed
3.420000000000000
N
N
N
N
N
N
Avant Loans Funding Trust 2017-B
5493002OOYZ2P0TF3005
Avant Loans Funding Trust 2017-B 4.99
05353WAC5
445767.9400000000
PA
USD
448026.2900000000
0.1572821659
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Fixed
4.990000000000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC 2.36
05377RDQ4
1000000.0000000000
PA
USD
1002207.4000000000
0.3518305823
Long
ABS-MBS
CORP
US
N
2
2026-03-20
Fixed
2.360000000000000
N
N
N
N
N
N
BHMS 2018-ATLS
N/A
BHMS 2018-ATLS 3.81
05549GAJ0
2000000.0000000000
PA
USD
2008380.0000000000
0.7050531706
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Variable
3.813500000000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
11873.0000000000
NS
USD
751679.6300000000
0.2638813902
Long
EC
CORP
US
N
1
N
N
N
SSGA US GOVERNMENT MONEY MARKET FUND
N/A
SSI U.S. GOVERNMENT MONEY MARKET FUND - PREMIER CLASS
857492706
1212458.9400000000
NS
USD
1212458.9400000000
0.4256405759
Long
STIV
RF
US
N
1
N
N
N
BBCMS Trust 2018-CBM
N/A
BBCMS Trust 2018-CBM 4.30
05549RAG2
1000000.0000000000
PA
USD
1007353.2000000000
0.3536370446
Long
ABS-MBS
CORP
US
N
2
2037-07-15
Variable
4.304597999999999
N
N
N
N
N
N
BX Trust 2018-BILT
N/A
BX Trust 2018-BILT 4.33
05606JAN5
1000000.0000000000
PA
USD
1003069.4000000000
0.3521331923
Long
ABS-MBS
CORP
US
N
2
2030-05-15
Variable
4.333500000000000
N
N
N
N
N
N
SSGA US GOVERNMENT MONEY MARKET FUND
N/A
SSI U.S. GOVERNMENT MONEY MARKET FUND - PREMIER CLASS
857492706
13344388.7400000000
NS
USD
13344388.7400000000
4.6846232242
Long
STIV
RF
US
N
1
N
N
N
JM Smucker Co/The
5493000WDH6A0LHDJD55
JM Smucker Co/The
832696405
4360.0000000000
NS
USD
460764.8000000000
0.1617540919
Long
EC
CORP
US
N
1
N
N
N
BX Trust 2017-SLCT
N/A
BX Trust 2017-SLCT 5.06
05607DAN7
1700000.0000000000
PA
USD
1719284.9700000000
0.6035647234
Long
ABS-MBS
CORP
US
N
2
2034-07-15
Variable
5.063500000000000
N
N
N
N
N
N
BX Trust 2017-SLCT
N/A
BX Trust 2017-SLCT 6.16
05607DAQ0
850000.0000000000
PA
USD
858028.3400000000
0.3012157070
Long
ABS-MBS
CORP
US
N
2
2034-07-15
Variable
6.163500000000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-IMC
N/A
BX Commercial Mortgage Trust 2019-IMC 4.07
05608BAN0
990000.0000000000
PA
USD
996820.9000000000
0.3499396210
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
4.071250000000000
N
N
N
N
N
N
Ballyrock CLO Ltd
N/A
Ballyrock CLO 2018-1 Ltd 5.12
05875HAG8
800000.0000000000
PA
USD
748482.8800000000
0.2627591530
Long
ABS-CBDO
CORP
US
N
2
2031-04-20
Variable
5.115880000000000
N
N
N
N
N
N
Sonoco Products Co
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495102
25154.0000000000
NS
USD
1451385.8000000000
0.5095172030
Long
EC
CORP
US
N
1
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265V105
41902.0000000000
NS
USD
1490873.1600000000
0.5233794643
Long
EC
CORP
PE
N
1
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
876030107
16321.0000000000
NS
USD
422061.0600000000
0.1481669249
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
15028.0000000000
NS
USD
1730774.7600000000
0.6075982793
Long
EC
CORP
US
N
1
N
N
N
Bear Stearns Asset Backed Securities I Trust 2004-AC6
N/A
Bear Stearns Asset Backed Securities I Trust 2004-AC6 2.22
073879LP1
918868.6500000000
PA
USD
837510.4600000000
0.2940127890
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Variable
2.222750000000000
N
N
N
N
N
N
Bear Stearns Asset Backed Securities Trust 2007-2
N/A
Bear Stearns Asset Backed Securities Trust 2007-2 2.14
07400TAB3
25921.5000000000
PA
USD
26051.1400000000
0.0091454002
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Variable
2.142750000000000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
82005.0000000000
NS
USD
2055045.3000000000
0.7214352884
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
3818.0000000000
NS
USD
580794.1600000000
0.2038910784
Long
EC
CORP
US
N
1
N
N
N
Benefit Street Partners CLO Lt
549300QK06ZD0H5SH503
Benefit Street Partners CLO VII Ltd 2.78
08180RAL9
480372.6200000000
PA
USD
479369.2700000000
0.1682852965
Long
ABS-CBDO
CORP
US
N
2
2027-07-18
Variable
2.783250000000000
N
N
N
N
N
N
BlueMountain CLO Ltd
549300EB3KHH9T7ICE44
BlueMountain CLO 2015-4 Ltd 9.97
095766AJ0
750000.0000000000
PA
USD
639668.0300000000
0.2245590838
Long
ABS-CBDO
CORP
US
N
2
2030-04-20
Variable
9.965880000000000
N
N
N
N
N
N
BlueMountain CLO Ltd
N/A
BlueMountain CLO XXIII Ltd 4.87
09629LAJ4
500000.0000000000
PA
USD
466955.9500000000
0.1639275302
Long
ABS-CBDO
CORP
US
N
2
2031-10-20
Variable
4.865880000000000
N
N
N
N
N
N
Bowman Park CLO LLC
549300RY1CYH5GR2HE67
Bowman Park CLO Ltd 3.33
10302VBA2
218082.8500000000
PA
USD
218430.3000000000
0.0766811936
Long
ABS-CBDO
CORP
US
N
2
2025-11-23
Variable
3.327630000000000
N
N
N
N
N
N
S&P 500 EMINI FUTURES
N/A
S&P500 EMINI FUT Dec19
N/A
-42.0000000000
NC
USD
-46056.7800000000
-0.0161684934
N/A
DE
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
S&P500 EMINI FUT
S&P500 EMINI FUT Dec19
2019-12-20
-6329123.2200000000
USD
-46056.7800000000
N
N
N
Emin Russell 2000
N/A
E-Mini Russ 2000 Dec19
N/A
-73.0000000000
NC
USD
65218.9300000000
0.0228954747
N/A
DE
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
E-Mini Russ 2000
E-Mini Russ 2000 Dec19
2019-12-20
-5771628.9300000000
USD
65218.9300000000
N
N
N
Brixmor Property Group Inc
N/A
Brixmor Property Group Inc
11120U105
24313.0000000000
NS
USD
535372.2600000000
0.1879454632
Long
EC
CORP
US
N
1
N
N
N
BXP Trust 2017-CQHP
N/A
BXP Trust 2017-CQHP 4.91
12433QAN4
1000000.0000000000
PA
USD
1001180.4000000000
0.3514700482
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Variable
4.913500000000000
N
N
N
N
N
N
Eurex 10 Year Euro BUND Future
N/A
EURO-BUND FUTURE Dec19
N/A
-49.0000000000
NC
239244.3000000000
0.0839880661
N/A
DIR
NUSS
DE
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
EURO-BUND FUTURE
EURO-BUND FUTURE Dec19
2019-12-06
-8630751.2200000000
EUR
239244.3000000000
N
N
N
CBOE VIX FUTURE
N/A
CBOE VIX FUTURE Nov19
N/A
260.0000000000
NC
USD
-345982.0000000000
-0.1214589401
N/A
DE
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
CBOE VIX FUTURE
CBOE VIX FUTURE Nov19
2019-11-20
4317482.0000000000
USD
-345982.0000000000
N
N
N
BX Trust 2018-GW
N/A
BX Trust 2018-GW 4.33
12433UAQ8
1000000.0000000000
PA
USD
1007305.2000000000
0.3536201939
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
4.333500000000000
N
N
N
N
N
N
CAL Funding II Ltd
54930028MHWK34KZT715
CAL Funding II Ltd 3.47
12479LAA8
529500.0000000000
PA
USD
530831.5900000000
0.1863514353
Long
ABS-MBS
CORP
US
N
2
2027-10-25
Fixed
3.470000000000000
N
N
N
N
N
N
CBOE VIX FUTURE
N/A
CBOE VIX FUTURE Dec19
N/A
-247.0000000000
NC
USD
193450.4000000000
0.0679118583
N/A
DE
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
CBOE VIX FUTURE
CBOE VIX FUTURE Dec19
2019-12-18
-4324525.4000000000
USD
193450.4000000000
N
N
N
XAP Cons Staples
N/A
XAP Cons Staples Dec19
N/A
100.0000000000
NC
USD
-8159.0000000000
-0.0028642631
N/A
DE
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
XAP Cons Staples
XAP Cons Staples Dec19
2019-12-20
6146159.0000000000
USD
-8159.0000000000
N
N
N
CAL Funding II Ltd
54930028MHWK34KZT715
CAL Funding II Ltd 3.35
12479LAC4
157166.6700000000
PA
USD
157417.5200000000
0.0552623117
Long
ABS-MBS
CORP
US
N
2
2028-03-27
Fixed
3.350000000000000
N
N
N
N
N
N
CAMB Commercial Mortgage Trust 2019-LIFE
N/A
CAMB Commercial Mortgage Trust 2019-LIFE 2.99
12482HAA2
900000.0000000000
PA
USD
903857.4000000000
0.3173042580
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
2.991250000000000
N
N
N
N
N
N
CFG Investments Ltd
549300C3OD89QRWQ1Y92
CFG Investments Ltd 5.56
125261AA5
636364.0000000000
PA
USD
639121.5600000000
0.2243672424
Long
ABS-MBS
CORP
US
N
2
2029-08-15
Fixed
5.560000000000000
N
N
N
N
N
N
CFG Investments Ltd
549300C3OD89QRWQ1Y92
CFG Investments Ltd 7.62
125261AB3
1000000.0000000000
PA
USD
1008309.8000000000
0.3539728644
Long
ABS-MBS
CORP
US
N
2
2029-08-15
Fixed
7.620000000000000
N
N
N
N
N
N
CHT 2017-COSMO Mortgage Trust
N/A
CHT 2017-COSMO Mortgage Trust 5.66
12546DAQ0
1000000.0000000000
PA
USD
1005762.2000000000
0.3530785150
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
5.662450000000000
N
N
N
N
N
N
CIFC Funding Ltd
549300PC4RPZFE70AI24
CIFC Funding 2013-I Ltd 8.65
12548FAS9
1000000.0000000000
PA
USD
900078.5000000000
0.3159776537
Long
ABS-CBDO
CORP
US
N
2
2030-07-16
Variable
8.650879999999999
N
N
N
N
N
N
CLI Funding V LLC
549300XU259059MM1Y11
CLI Funding V LLC 3.22
125634AJ4
207072.5000000000
PA
USD
207536.8800000000
0.0728569968
Long
ABS-MBS
CORP
US
N
2
2028-06-18
Fixed
3.220000000000000
N
N
N
N
N
N
CLI Funding V LLC
549300XU259059MM1Y11
CLI Funding V LLC 3.29
125634AN5
657010.6600000000
PA
USD
659808.9300000000
0.2316296608
Long
ABS-MBS
CORP
US
N
2
2029-06-18
Fixed
3.290000000000000
N
N
N
N
N
N
CLI Funding V LLC
549300XU259059MM1Y11
CLI Funding V LLC 3.38
125634AQ8
270754.6800000000
PA
USD
271740.3900000000
0.0953960025
Long
ABS-MBS
CORP
US
N
2
2029-10-18
Fixed
3.380000000000000
N
N
N
N
N
N
CPS Auto Receivables Trust 2015-C
N/A
CPS Auto Receivables Trust 2015-C 4.63
12635JAD8
199438.0700000000
PA
USD
201215.6000000000
0.0706378757
Long
ABS-MBS
CORP
US
N
2
2021-08-16
Fixed
4.630000000000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Trust 4.53
12637FAD4
750000.0000000000
PA
USD
763869.6000000000
0.2681607482
Long
ABS-MBS
CORP
US
N
2
2023-01-17
Fixed
4.530000000000000
N
N
N
N
N
N
CT Real Estate Investment Trust
N/A
CT Real Estate Investment Trust
126462100
36216.0000000000
NS
407227.2100000000
0.1429594178
Long
EC
CORP
CA
N
2
N
N
N
Nielsen Holdings PLC
549300ZVCBHQE0XHG367
Nielsen Holdings PLC
G6518L108
62408.0000000000
NS
USD
1258145.2800000000
0.4416790243
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
H2906T109
6160.0000000000
NS
USD
577500.0000000000
0.2027346449
Long
EC
CORP
CH
N
1
N
N
N
Caesars Palace Las Vegas Trust 2017-VICI
N/A
Caesars Palace Las Vegas Trust 2017-VICI 4.35
12770QAN5
1000000.0000000000
PA
USD
1040100.7000000000
0.3651332399
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Variable
4.353969999999999
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle Global Market Strategies CLO 2014-1 Ltd 4.60
14310MBE6
1000000.0000000000
PA
USD
892474.3000000000
0.3133081563
Long
ABS-CBDO
CORP
US
N
2
2031-04-17
Variable
4.602130000000000
N
N
N
N
N
N
CarMax Auto Owner Trust 2017-4
5493003IB59OF448TR74
CarMax Auto Owner Trust 2017-4 2.33
14314RAD4
500000.0000000000
PA
USD
504016.8000000000
0.1769379514
Long
ABS-MBS
CORP
US
N
2
2023-05-15
Fixed
2.330000000000000
N
N
N
N
N
N
Carmax Auto Owner Trust 2018-4
N/A
Carmax Auto Owner Trust 2018-4 4.15
14315EAG5
1000000.0000000000
PA
USD
1046453.2000000000
0.3673633210
Long
ABS-MBS
CORP
US
N
2
2025-04-15
Fixed
4.150000000000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC 3.92
165183BM5
800000.0000000000
PA
USD
821504.0000000000
0.2883936306
Long
ABS-MBS
CORP
US
N
2
2030-04-15
Fixed
3.920000000000000
N
N
N
N
N
N
Coinstar Funding LLC Series 2017-1
N/A
Coinstar Funding LLC Series 2017-1 5.22
19260MAA4
487500.0000000000
PA
USD
507307.7100000000
0.1780932440
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Fixed
5.216000000000000
N
N
N
N
N
N
Colony Capital Inc
549300XG87L902AGBO89
Colony Capital Inc
19626G108
74339.0000000000
NS
USD
416298.4000000000
0.1461439104
Long
EC
CORP
US
N
1
N
N
N
Colony Capital Inc
549300XG87L902AGBO89
Colony Capital Inc (pfd) 8.75% Series E
19626G306
7945.0000000000
NS
USD
202676.9500000000
0.0711508909
Long
EP
CORP
US
N
1
N
N
N
Colony Capital Inc
549300XG87L902AGBO89
Colony Capital Inc (pfd) 7.13% Series H
19626G702
8746.0000000000
NS
USD
208941.9400000000
0.0733502511
Long
EP
CORP
US
N
1
2049-12-31
None
0.0000000000
N
N
N
N
N
N
COLT 2019-2 Mortgage Loan Trust
N/A
COLT 2019-2 Mortgage Loan Trust 3.44
19685TAB4
531256.9400000000
PA
USD
541469.6600000000
0.1900859900
Long
ABS-MBS
CORP
US
N
2
2049-05-25
Variable
3.439000000000000
N
N
N
N
N
N
COLT 2019-1 Mortgage Loan Trust
N/A
COLT 2019-1 Mortgage Loan Trust 3.91
19687XAB3
951620.8400000000
PA
USD
966982.8600000000
0.3394648081
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Variable
3.909000000000000
N
N
N
N
N
N
Conn's Receivables Funding 2018-A LLC
N/A
Conn's Receivables Funding 2018-A LLC 3.25
20826JAA6
106449.2100000000
PA
USD
106907.7100000000
0.0375305569
Long
ABS-MBS
CORP
US
N
2
2023-01-15
Fixed
3.250000000000000
N
N
N
N
N
N
Conn's Receivables Funding 2018-A LLC
N/A
Conn's Receivables Funding 2018-A LLC 4.65
20826JAB4
323722.8700000000
PA
USD
325985.6300000000
0.1144391012
Long
ABS-MBS
CORP
US
N
2
2023-01-15
Fixed
4.650000000000000
N
N
N
N
N
N
Conn's Receivables Funding 2019-A LLC
N/A
Conn's Receivables Funding 2019-A LLC 3.40
20827DAA8
504734.1400000000
PA
USD
508858.3700000000
0.1786376120
Long
ABS-MBS
CORP
US
N
2
2023-10-16
Fixed
3.400000000000000
N
N
N
N
N
N
Credit Suisse ABS Trust 2018-LD1
549300V5EDY6OCV57745
Credit Suisse ABS Trust 2018-LD1 3.42
22549UAA3
46019.7200000000
PA
USD
46097.2300000000
0.0161826936
Long
ABS-MBS
CORP
US
N
2
2024-07-25
Fixed
3.420000000000000
N
N
N
N
N
N
Credit Suisse ABS Trust 2018-LD1
549300V5EDY6OCV57745
Credit Suisse ABS Trust 2018-LD1 4.28
22549UAB1
750000.0000000000
PA
USD
753253.8000000000
0.2644340115
Long
ABS-MBS
CORP
US
N
2
2024-07-25
Fixed
4.280000000000000
N
N
N
N
N
N
Credit Suisse ABS Trust 2018-LD1
549300V5EDY6OCV57745
Credit Suisse ABS Trust 2018-LD1 5.17
22549UAC9
600000.0000000000
PA
USD
610953.9600000000
0.2144788469
Long
ABS-MBS
CORP
US
N
2
2024-07-25
Fixed
5.170000000000000
N
N
N
N
N
N
Cronos Containers Program I Ltd
549300MPYH4CSGCW6113
Cronos Containers Program I Ltd 3.08
227170AE7
442750.0200000000
PA
USD
443214.7300000000
0.1555930405
Long
ABS-MBS
CORP
US
N
2
2028-04-18
Fixed
3.080000000000000
N
N
N
N
N
N
DT Auto Owner Trust 2016-1
549300ERSPQZPRKKQD37
DT Auto Owner Trust 2016-1 4.66
23340UAD6
530313.9000000000
PA
USD
531801.3800000000
0.1866918856
Long
ABS-MBS
CORP
US
N
2
2022-12-15
Fixed
4.660000000000000
N
N
N
N
N
N
DT Auto Owner Trust 2016-3
N/A
DT Auto Owner Trust 2016-3 4.52
23341RAD2
285851.3500000000
PA
USD
287515.5200000000
0.1009339512
Long
ABS-MBS
CORP
US
N
2
2023-06-15
Fixed
4.520000000000000
N
N
N
N
N
N
DT Auto Owner Trust 2017-2
N/A
DT Auto Owner Trust 2017-2 3.89
23341TAG1
800000.0000000000
PA
USD
806927.3600000000
0.2832764186
Long
ABS-MBS
CORP
US
N
2
2023-01-15
Fixed
3.890000000000000
N
N
N
N
N
N
DT Auto Owner Trust 2018-3
N/A
DT Auto Owner Trust 2018-3 3.56
23343CAC5
500000.0000000000
PA
USD
506054.1000000000
0.1776531571
Long
ABS-MBS
CORP
US
N
2
2022-09-15
Fixed
3.560000000000000
N
N
N
N
N
N
DT Auto Owner Trust 2018-2
N/A
DT Auto Owner Trust 2018-2 4.15
23343DAG4
1000000.0000000000
PA
USD
1030699.0000000000
0.3618327199
Long
ABS-MBS
CORP
US
N
2
2024-03-15
Fixed
4.150000000000000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc (pfd) 5.25% Series J
253868855
17677.0000000000
NS
USD
461546.4700000000
0.1620285016
Long
EP
CORP
US
N
1
N
N
N
Dream Industrial Real Estate Investment Trust
N/A
Dream Industrial Real Estate Investment Trust
26153W109
48820.0000000000
NS
498170.8300000000
0.1748856906
Long
EC
CORP
CA
N
2
N
N
N
Drive Auto Receivables Trust 2017-2
N/A
Drive Auto Receivables Trust 2017-2 3.49
26208FAK7
1000000.0000000000
PA
USD
1008629.6000000000
0.3540851320
Long
ABS-MBS
CORP
US
N
2
2023-09-15
Fixed
3.490000000000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2016-2
N/A
Exeter Automobile Receivables Trust 2016-2 8.25
30165MAG4
1000000.0000000000
PA
USD
1052161.6000000000
0.3693672871
Long
ABS-MBS
CORP
US
N
2
2023-04-17
Fixed
8.250000000000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2015-3
N/A
Exeter Automobile Receivables Trust 2015-3 6.55
30165VAG4
600000.0000000000
PA
USD
609867.1800000000
0.2140973267
Long
ABS-MBS
CORP
US
N
2
2022-10-17
Fixed
6.550000000000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2016-3
N/A
Exeter Automobile Receivables Trust 2016-3 6.40
30166LAD2
350000.0000000000
PA
USD
365879.7100000000
0.1284441438
Long
ABS-MBS
CORP
US
N
2
2023-07-17
Fixed
6.400000000000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities 6.27
30711XDK7
1342749.2800000000
PA
USD
1414429.2600000000
0.4965434003
Long
ABS-MBS
CORP
US
N
2
2029-01-25
Variable
6.272749999999999
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities 6.07
30711XDS0
1500000.0000000000
PA
USD
1596398.4000000000
0.5604246973
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Variable
6.072750000000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities 3.97
30711XJ70
1000000.0000000000
PA
USD
1006441.6000000000
0.3533170222
Long
ABS-MBS
CORP
US
N
2
2030-10-25
Variable
3.972750000000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities 4.47
30711XQX5
1000000.0000000000
PA
USD
1022063.4000000000
0.3588011436
Long
ABS-MBS
CORP
US
N
2
2030-02-25
Variable
4.472750000000000
N
N
N
N
N
N
Freddie Mac Structured Agency
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes 5.97
3137G0DW6
1195986.5400000000
PA
USD
1238695.7000000000
0.4348511391
Long
ABS-MBS
CORP
US
N
2
2025-01-25
Variable
5.972750000000000
N
N
N
N
N
N
Freddie Mac Structured Agency
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes 4.62
3137G0HF9
1227640.7900000000
PA
USD
1234855.0200000000
0.4335028466
Long
ABS-MBS
CORP
US
N
2
2028-05-25
Variable
4.622750000000000
N
N
N
N
N
N
FREED ABS TRUST 2018-2
549300S83C1QQOPJBY76
FREED ABS TRUST 2018-2 3.99
35634BAA3
283341.7900000000
PA
USD
285582.3400000000
0.1002552974
Long
ABS-MBS
CORP
US
N
2
2025-10-20
Fixed
3.990000000000000
N
N
N
N
N
N
GS Mortgage Securities Corp II
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II 3.46
36192QAL8
1422000.0000000000
PA
USD
1444180.5000000000
0.5069877416
Long
ABS-MBS
CORP
US
N
2
2030-12-10
Variable
3.458000000000000
N
N
N
N
N
N
GS Mortgage Securities Corp Trust 2017-500K
N/A
GS Mortgage Securities Corp Trust 2017-500K 3.71
36253XAQ8
1000000.0000000000
PA
USD
1002254.6000000000
0.3518471522
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Variable
3.713500000000000
N
N
N
N
N
N
Garrison Funding Ltd
N/A
Garrison Funding 2015-1 Ltd 6.03
36655QAM6
1000000.0000000000
PA
USD
986825.2000000000
0.3464305739
Long
ABS-CBDO
CORP
US
N
2
2029-09-21
Variable
6.032249999999999
N
N
N
N
N
N
Global SC Finance II SRL
N/A
Global SC Finance II SRL 2.98
37952UAB9
122500.0100000000
PA
USD
122707.7200000000
0.0430772399
Long
ABS-MBS
CORP
BB
N
2
2028-04-17
Fixed
2.980000000000000
N
N
N
N
N
N
Global SC Finance II SRL
N/A
Global SC Finance II SRL 3.09
37952UAE3
662625.0200000000
PA
USD
664494.8200000000
0.2332746690
Long
ABS-MBS
CORP
BB
N
2
2029-07-17
Fixed
3.090000000000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Government National Mortgage Association 0.52
38378BD63
3942497.9800000000
PA
USD
102144.2100000000
0.0358583033
Long
ABS-MBS
USGA
US
N
2
2049-10-16
Variable
0.517450000000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Government National Mortgage Association 0.46
38378BYS2
4652604.5000000000
PA
USD
98850.1700000000
0.0347019119
Long
ABS-MBS
USGA
US
N
2
2052-08-16
Variable
0.461170000000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Government National Mortgage Association 0.73
38378XMU2
4100682.9100000000
PA
USD
187929.3800000000
0.0659736729
Long
ABS-MBS
USGA
US
N
2
2055-02-16
Variable
0.731160000000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Government National Mortgage Association 0.94
38378XNB3
5046994.3500000000
PA
USD
271774.5900000000
0.0954080086
Long
ABS-MBS
USGA
US
N
2
2055-02-16
Variable
0.937070000000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Government National Mortgage Association 0.56
38379KTL2
5567782.4600000000
PA
USD
210001.7200000000
0.0737222929
Long
ABS-MBS
USGA
US
N
2
2057-07-16
Variable
0.558900000000000
N
N
N
N
N
N
Granite Point Mortgage Trust Inc
N/A
Granite Point Mortgage Trust Inc
38741L107
33755.0000000000
NS
USD
627843.0000000000
0.2204078400
Long
EC
CORP
US
N
1
N
N
N
HCP INC REIT USD1.0
PZ9HF5U52KPF0MH0QN75
HCP INC REIT USD1.0
40414L109
14839.0000000000
NS
USD
558243.1800000000
0.1959744292
Long
EC
CORP
US
N
1
N
N
N
HERO Funding Trust 2016-4A
N/A
HERO Funding Trust 2016-4A 4.29
40417QAC9
460732.7800000000
PA
USD
483759.8400000000
0.1698266309
Long
ABS-MBS
CORP
US
N
2
2047-09-20
Fixed
4.290000000000000
N
N
N
N
N
N
Befimmo SA
529900UM10B3V374TA43
Befimmo SA
N/A
4786.0000000000
NS
309046.1200000000
0.1084923903
Long
EC
CORP
BE
N
2
N
N
N
Harbourview CLO VII LLC
N/A
Harbourview CLO VII-R 5.36
41165TAJ0
2000000.0000000000
PA
USD
1806507.8000000000
0.6341847918
Long
ABS-CBDO
CORP
US
N
2
2031-07-18
Variable
5.363250000000000
N
N
N
N
N
N
Hawaii Hotel Trust 2019-MAUI
N/A
Hawaii Hotel Trust 2019-MAUI 4.66
41975AAL6
1000000.0000000000
PA
USD
1007899.3000000000
0.3538287561
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
4.663500000000000
N
N
N
N
N
N
Healthcare Trust of America Inc
549300L0I14L7I0VLX84
Healthcare Trust of America Inc
42225P501
15170.0000000000
NS
USD
470270.0000000000
0.1650909462
Long
EC
CORP
US
N
1
N
N
N
HERO Funding Trust 2017-2
N/A
HERO Funding Trust 2017-2 4.07
42771LAC6
305174.7000000000
PA
USD
316480.8400000000
0.1111023908
Long
ABS-MBS
CORP
US
N
2
2048-09-20
Fixed
4.070000000000000
N
N
N
N
N
N
Hertz Fleet Lease Funding LP
549300FESQ105M6ZTE59
Hertz Fleet Lease Funding LP 2.44
428041BC0
879025.1400000000
PA
USD
879498.4100000000
0.3087528966
Long
ABS-MBS
CORP
US
N
2
2032-05-10
Variable
2.438750000000000
N
N
N
N
N
N
Hertz Vehicle Financing II LP
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP 4.99
42806DAW9
370000.0000000000
PA
USD
379491.0200000000
0.1332224713
Long
ABS-MBS
CORP
US
N
2
2022-03-25
Fixed
4.990000000000000
N
N
N
N
N
N
Hertz Vehicle Financing II LP
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP 4.20
42806DBH1
1475000.0000000000
PA
USD
1535861.1600000000
0.5391727564
Long
ABS-MBS
CORP
US
N
2
2023-10-25
Fixed
4.200000000000000
N
N
N
N
N
N
Highwoods Properties Inc
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties Inc
431284108
10373.0000000000
NS
USD
485456.4000000000
0.1704222179
Long
EC
CORP
US
N
1
N
N
N
Hilton Orlando Trust 2018-ORL
N/A
Hilton Orlando Trust 2018-ORL 4.56
432885AN1
1000000.0000000000
PA
USD
1007647.8000000000
0.3537404656
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Variable
4.563500000000000
N
N
N
N
N
N
ICADE
969500UDH342QLTE1M42
ICADE
N/A
3894.0000000000
NS
381377.4400000000
0.1338847097
Long
EC
CORP
FR
N
2
N
N
N
Invesco Mortgage Capital Inc
PV3BDP2HFZL2FNXQBL39
Invesco Mortgage Capital Inc (pfd) 7.50% Series C
46131B506
6700.0000000000
NS
USD
178756.0000000000
0.0627533059
Long
EP
CORP
US
N
1
N
N
N
Invitation Homes 2018-SFR2 Trust
N/A
Invitation Homes 2018-SFR2 Trust 3.36
46185HAG7
1000000.0000000000
PA
USD
1000556.5000000000
0.3512510246
Long
ABS-MBS
CORP
US
N
2
2037-06-17
Variable
3.363500000000000
N
N
N
N
N
N
Invitation Homes 2018-SFR3 Trust
N/A
Invitation Homes 2018-SFR3 Trust 3.04
46187VAC3
185000.0000000000
PA
USD
185000.7400000000
0.0649455573
Long
ABS-MBS
CORP
US
N
2
2037-07-17
Variable
3.039130000000000
N
N
N
N
N
N
Invitation Homes 2018-SFR3 Trust
N/A
Invitation Homes 2018-SFR3 Trust 3.19
46187VAE9
370000.0000000000
PA
USD
369812.3400000000
0.1298247159
Long
ABS-MBS
CORP
US
N
2
2037-07-17
Variable
3.189130000000000
N
N
N
N
N
N
iShares Mortgage Real Estate ETF
549300WLIJWYXGL2J018
iShares Mortgage Real Estate ETF
46435G342
90000.0000000000
NS
USD
3895200.0000000000
1.3674320149
Long
EC
RF
US
N
1
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-BCON
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-BCON 3.76
46590WAJ7
1000000.0000000000
PA
USD
1026557.8000000000
0.3603789281
Long
ABS-MBS
CORP
US
N
2
2031-01-05
Variable
3.755700000000000
N
N
N
N
N
N
JPMorgan Alerian MLP Index ETN
N/A
JPMorgan Alerian MLP Index ETN
46625H365
82669.0000000000
NS
USD
1798050.7500000000
0.6312158965
Long
DBT
CORP
US
N
1
N
N
N
JMP Credit Advisors CLO Ltd
254900CF9PN2ZUP3VA26
JMP Credit Advisors CLO IIIR Ltd 4.60
46649DAG6
1000000.0000000000
PA
USD
962128.3000000000
0.3377605874
Long
ABS-CBDO
CORP
US
N
2
2028-01-17
Variable
4.602130000000000
N
N
N
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH 3.62
46650FAL6
1000000.0000000000
PA
USD
1002236.2000000000
0.3518406928
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Variable
3.623500000000000
N
N
N
N
N
N
Jamestown CLO Ltd
2549008V3F2S2MZWTX88
Jamestown CLO IV Ltd 4.65
470474BA4
1000000.0000000000
PA
USD
991508.7000000000
0.3480747431
Long
ABS-CBDO
CORP
US
N
2
2026-07-15
Variable
4.650880000000000
N
N
N
N
N
N
Jamestown CLO Ltd
549300ICXRO4NIJIWJ29
Jamestown CLO XI Ltd 5.25
47049QAG1
1000000.0000000000
PA
USD
941105.9000000000
0.3303805548
Long
ABS-CBDO
CORP
US
N
2
2031-07-14
Variable
5.250880000000000
N
N
N
N
N
N
Kabbage Funding LLC
N/A
Kabbage Funding LLC 4.61
48283PAG6
635571.0000000000
PA
USD
644819.0000000000
0.2263673610
Long
ABS-MBS
CORP
US
N
2
2024-03-15
Fixed
4.611000000000001
N
N
N
N
N
N
Lone Star Portfolio Trust 2015-LSP
N/A
Lone Star Portfolio Trust 2015-LSP 7.76
54230NAQ1
1279833.9500000000
PA
USD
1294003.1200000000
0.4542671220
Long
ABS-MBS
CORP
US
N
2
2028-09-15
Variable
7.763500000000001
N
N
N
N
N
N
MFA Financial Inc
YW72IMH2RRC8Z1TGLG58
MFA Financial Inc
55272X102
59938.0000000000
NS
USD
454929.4200000000
0.1597055487
Long
EC
CORP
US
N
1
N
N
N
MFA Financial Inc
YW72IMH2RRC8Z1TGLG58
MFA Financial Inc (pfd) 7.50% Series B
55272X409
13905.0000000000
NS
USD
355550.8500000000
0.1248181391
Long
EP
CORP
US
N
1
N
N
N
MGM Growth Properties LLC
549300E2UGIBHWE12262
MGM Growth Properties LLC
55303A105
14500.0000000000
NS
USD
452545.0000000000
0.1588684846
Long
EC
CORP
US
N
1
N
N
N
MVW Owner Trust 2014-1
5493004KX4H48P1FVD32
MVW Owner Trust 2014-1 2.25
553891AA0
637928.7700000000
PA
USD
637896.3000000000
0.2239371079
Long
ABS-MBS
CORP
US
N
2
2031-09-22
Fixed
2.250000000000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XV Ltd 7.38
55818WAG0
1750000.0000000000
PA
USD
1656750.2000000000
0.5816115384
Long
ABS-CBDO
CORP
US
N
2
2026-01-27
Variable
7.375629999999999
N
N
N
N
N
N
Mariner Finance Issuance Trust 2017-B
N/A
Mariner Finance Issuance Trust 2017-B 2.92
56846MAA9
700000.0000000000
PA
USD
702283.4000000000
0.2465405640
Long
ABS-MBS
CORP
US
N
2
2029-12-20
Fixed
2.920000000000000
N
N
N
N
N
N
Marlette Funding Trust 2017-2
5493000DIU62BZSFTP62
Marlette Funding Trust 2017-2 4.58
57108PAC9
1000000.0000000000
PA
USD
1005508.4000000000
0.3529894171
Long
ABS-MBS
CORP
US
N
2
2024-07-15
Fixed
4.580000000000000
N
N
N
N
N
N
Marlette Funding Trust 2017-3
54930083FUKNQ9ZNFO83
Marlette Funding Trust 2017-3 3.01
57109DAB7
640359.4600000000
PA
USD
640769.4200000000
0.2249457330
Long
ABS-MBS
CORP
US
N
2
2024-12-15
Fixed
3.010000000000000
N
N
N
N
N
N
Marlette Funding Trust 2017-3
54930083FUKNQ9ZNFO83
Marlette Funding Trust 2017-3 4.01
57109DAC5
500000.0000000000
PA
USD
504245.3000000000
0.1770181676
Long
ABS-MBS
CORP
US
N
2
2024-12-15
Fixed
4.010000000000000
N
N
N
N
N
N
Marlette Funding Trust 2018-2
549300ZOVOBV0NZDYW87
Marlette Funding Trust 2018-2 4.37
57109EAC3
850000.0000000000
PA
USD
867129.0300000000
0.3044105557
Long
ABS-MBS
CORP
US
N
2
2028-07-17
Fixed
4.370000000000000
N
N
N
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust Inc
58463J304
23100.0000000000
NS
USD
478863.0000000000
0.1681075675
Long
EC
CORP
US
N
1
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
Midocean Credit Clo VII 5.88
59801WAJ5
1000000.0000000000
PA
USD
986278.7000000000
0.3462387220
Long
ABS-CBDO
CORP
US
N
2
2029-07-15
Variable
5.880879999999999
N
N
N
N
N
N
Monmouth Real Estate Investment Corp
549300DFIUDCN3KVN260
Monmouth Real Estate Investment Corp (pfd) 6.13% Series C
609720404
23899.0000000000
NS
USD
597475.0000000000
0.2097469817
Long
EP
CORP
US
N
1
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 4.91
61763KAE4
1250000.0000000000
PA
USD
1325194.0000000000
0.4652168571
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
4.909916000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2018-BOP
N/A
Morgan Stanley Capital I Trust 2018-BOP 4.41
61768FAQ3
1000000.0000000000
PA
USD
1004035.8000000000
0.3524724525
Long
ABS-MBS
CORP
US
N
2
2033-08-15
Variable
4.413500000000000
N
N
N
N
N
N
Mountain View CLO Ltd
N/A
Mountain View CLO 2015-9 Ltd 5.12
62432BAU7
1000000.0000000000
PA
USD
919395.1000000000
0.3227588555
Long
ABS-CBDO
CORP
US
N
2
2031-07-15
Variable
5.120880000000000
N
N
N
N
N
N
Element Rail Leasing II LLC
549300Z5SCOJJD2J3F52
Element Rail Leasing II LLC 3.59
629400AB8
1225000.0000000000
PA
USD
1229891.5500000000
0.4317603924
Long
ABS-MBS
CORP
US
N
2
2045-02-19
Fixed
3.585000000000000
N
N
N
N
N
N
New Residential Mortgage LLC
549300FB4YR8GY21CA08
New Residential Mortgage LLC 4.89
64829TAE1
753097.9300000000
PA
USD
763666.7600000000
0.2680895400
Long
ABS-MBS
CORP
US
N
2
2023-05-25
Fixed
4.890000000000000
N
N
N
N
N
N
Centuria Industrial REIT
N/A
Centuria Industrial REIT
N/A
191653.0000000000
NS
451490.0000000000
0.1584981209
Long
EC
CORP
AU
N
2
N
N
N
Northview Apartment Real Estate Investment Trust
N/A
Northview Apartment Real Estate Investment Trust
667185102
25309.0000000000
NS
554565.1400000000
0.1946832324
Long
EC
CORP
CA
N
2
N
N
N
Northwoods Capital Ltd
549300DXMQIRCT0KIT70
Northwoods Capital XVI Ltd 5.31
66859WAD4
1000000.0000000000
PA
USD
918267.9000000000
0.3223631456
Long
ABS-CBDO
CORP
US
N
2
2030-11-15
Variable
5.308129999999999
N
N
N
N
N
N
Octagon Investment Partners Lt
549300CDNDWWERRAUA43
Octagon Investment Partners 30 Ltd 3.29
675920AA0
750000.0000000000
PA
USD
749336.2500000000
0.2630587334
Long
ABS-CBDO
CORP
US
N
2
2030-03-17
Variable
3.285880000000000
N
N
N
N
N
N
OneMain Financial Issuance Trust 2017-1
549300KQ3WN93FBBU117
OneMain Financial Issuance Trust 2017-1 4.52
68267LAE8
2500000.0000000000
PA
USD
2533284.0000000000
0.8893236919
Long
ABS-MBS
CORP
US
N
2
2032-09-14
Fixed
4.520000000000000
N
N
N
N
N
N
OneMain Financial Issuance Trust 2015-1
N/A
OneMain Financial Issuance Trust 2015-1 5.12
68268EAC7
515767.0400000000
PA
USD
516803.3700000000
0.1814267492
Long
ABS-MBS
CORP
US
N
2
2026-03-18
Fixed
5.120000000000000
N
N
N
N
N
N
OneMain Financial Issuance Trust 2016-3
N/A
OneMain Financial Issuance Trust 2016-3 3.83
68268HAA4
475000.0000000000
PA
USD
489442.5700000000
0.1718215855
Long
ABS-MBS
CORP
US
N
2
2031-06-18
Fixed
3.830000000000000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust 2018-1
N/A
OneMain Direct Auto Receivables Trust 2018-1 4.40
68268XAD3
1000000.0000000000
PA
USD
1035555.2000000000
0.3635375164
Long
ABS-MBS
CORP
US
N
2
2028-01-14
Fixed
4.400000000000000
N
N
N
N
N
N
Sun Hung Kai Properties Ltd
N/A
Sun Hung Kai Properties Ltd
N/A
21000.0000000000
NS
315717.4300000000
0.1108343914
Long
EC
CORP
HK
N
2
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc (pfd) 5.20% Series Y
69360J578
12363.0000000000
NS
USD
320819.8500000000
0.1126256249
Long
EP
CORP
US
N
1
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc (pfd) 5.25% Series X
69360J594
12144.0000000000
NS
USD
314529.6000000000
0.1104173970
Long
EP
CORP
US
N
1
2049-12-31
None
0.0000000000
N
N
N
N
N
N
Palisades Center Trust 2016-PLSD
N/A
Palisades Center Trust 2016-PLSD 4.74
69640GAL9
1575000.0000000000
PA
USD
1521447.9500000000
0.5341129174
Long
ABS-MBS
CORP
US
N
2
2033-04-13
Fixed
4.736987000000000
N
N
N
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts Inc
700517105
9857.0000000000
NS
USD
229175.2500000000
0.0804532691
Long
EC
CORP
US
N
1
N
N
N
Pebblebrook Hotel Trust
N/A
Pebblebrook Hotel Trust (pfd) 6.38% Series D
70509V506
10404.0000000000
NS
USD
276226.2000000000
0.0969707715
Long
EP
CORP
US
N
1
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust (pfd) 6.30% Series F
70509V704
17476.0000000000
NS
USD
447036.0800000000
0.1569345470
Long
EP
CORP
US
N
1
N
N
N
Public Storage
N/A
Public Storage (pfd) 4.90% Series E
74460W719
20632.0000000000
NS
USD
524052.8000000000
0.1839717027
Long
EP
CORP
US
N
1
N
N
N
Public Storage
N/A
Public Storage (pfd) 5.13% Series C
74460W750
8362.0000000000
NS
USD
214987.0200000000
0.0754724106
Long
EP
CORP
US
N
1
N
N
N
QTS Realty Trust Inc
5493006PA4CJK4OG2J54
QTS Realty Trust Inc
74736A103
8586.0000000000
NS
USD
460123.7400000000
0.1615290442
Long
EC
CORP
US
N
1
N
N
N
QTS Realty Trust Inc
5493006PA4CJK4OG2J54
QTS Realty Trust Inc (pfd) 7.13% Series A
74736A202
14590.0000000000
NS
USD
392179.2000000000
0.1376767287
Long
EP
CORP
US
N
1
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
N/A
12541.0000000000
NS
467162.8100000000
0.1640001496
Long
EC
CORP
FR
N
2
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc (pfd) 5.88% Series A
76169C209
11901.0000000000
NS
USD
313274.7800000000
0.1099768853
Long
EP
CORP
US
N
1
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc (pfd) 5.88% Series B
76169C308
7700.0000000000
NS
USD
201047.0000000000
0.0705786877
Long
EP
CORP
US
N
1
N
N
N
SSGA US GOVERNMENT MONEY MARKET FUND
N/A
SSI U.S. GOVERNMENT MONEY MARKET FUND - PREMIER CLASS
857492706
5549423.5900000000
NS
USD
5549423.5900000000
1.9481565726
Long
STIV
RF
US
N
1
N
N
N
SSGA US GOVERNMENT MONEY MARKET FUND
N/A
SSI U.S. GOVERNMENT MONEY MARKET FUND - PREMIER CLASS
857492706
2227025.6600000000
NS
USD
2227025.6600000000
0.7818099675
Long
STIV
RF
US
N
1
N
N
N
SSGA US GOVERNMENT MONEY MARKET FUND
N/A
SSI U.S. GOVERNMENT MONEY MARKET FUND - PREMIER CLASS
857492706
533503.9900000000
NS
USD
533503.9900000000
0.1872895964
Long
STIV
RF
US
N
1
N
N
N
Sofi Consumer Loan Program 2018-2 Trust
N/A
Sofi Consumer Loan Program 2018-2 Trust 3.79
78471WAC9
650000.0000000000
PA
USD
666966.4300000000
0.2341423417
Long
ABS-MBS
CORP
US
N
2
2027-04-26
Fixed
3.790000000000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH4
5493003EWUCLH0O45S72
Sequoia Mortgage Trust 2018-CH4 4.50
81747LAU5
235823.4000000000
PA
USD
244726.8900000000
0.0859127604
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
4.500000000000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2019-CH1
N/A
Sequoia Mortgage Trust 2019-CH1 4.50
81747MAT6
534451.4200000000
PA
USD
546407.0400000000
0.1918192852
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Variable
4.500000000000000
N
N
N
N
N
N
Sierra Timeshare 2015-2 Receivables Funding LLC
N/A
Sierra Timeshare 2015-2 Receivables Funding LLC 3.02
82652HAB7
533875.4300000000
PA
USD
534242.9500000000
0.1875490125
Long
ABS-MBS
CORP
US
N
2
2032-06-20
Fixed
3.020000000000000
N
N
N
N
N
N
Sierra Timeshare 2018-2 Receivables Funding LLC
N/A
Sierra Timeshare 2018-2 Receivables Funding LLC 3.50
82653DAA7
967958.4600000000
PA
USD
991691.0600000000
0.3481387616
Long
ABS-MBS
CORP
US
N
2
2035-06-20
Fixed
3.500000000000000
N
N
N
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc (pfd) 6.00% Series A
84860W201
2325.0000000000
NS
USD
60752.2500000000
0.0213274213
Long
EP
CORP
US
N
1
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W300
9404.0000000000
NS
USD
468695.3600000000
0.1645381599
Long
EC
CORP
US
N
1
N
N
N
STAG Industrial Inc
549300QWYX2W6FASVQ07
STAG Industrial Inc
85254J102
16258.0000000000
NS
USD
504648.3200000000
0.1771596501
Long
EC
CORP
US
N
1
N
N
N
Starwood Property Trust Inc
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571B105
29737.0000000000
NS
USD
731530.2000000000
0.2568078187
Long
EC
CORP
US
N
1
N
N
N
Summit Hotel Properties Inc
N/A
Summit Hotel Properties Inc (pfd) 6.25% Series E
866082605
10665.0000000000
NS
USD
285288.7500000000
0.1001522310
Long
EP
CORP
US
N
1
2049-12-31
None
0.0000000000
N
N
N
N
N
N
TICP CLO Ltd
254900JG2DPAYUCW8T83
TICP CLO VI 2016-2 Ltd 5.30
87246MAN2
1000000.0000000000
PA
USD
991204.2000000000
0.3479678467
Long
ABS-CBDO
CORP
US
N
2
2029-01-15
Variable
5.300879999999999
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO I Ltd 8.67
87248CAE2
500000.0000000000
PA
USD
428418.0000000000
0.1503985646
Long
ABS-CBDO
CORP
US
N
2
2027-07-20
Variable
8.665880000000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO I-2 LTD 4.98
87248VAJ9
1000000.0000000000
PA
USD
949145.2000000000
0.3332027966
Long
ABS-CBDO
CORP
US
N
2
2028-04-26
Variable
4.975630000000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO X Ltd 4.77
87249CAG6
1000000.0000000000
PA
USD
932309.6000000000
0.3272925639
Long
ABS-CBDO
CORP
US
N
2
2031-04-20
Variable
4.765880000000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO II-2 LTD 4.92
87249TAJ3
1000000.0000000000
PA
USD
977647.0000000000
0.3432085149
Long
ABS-CBDO
CORP
US
N
2
2028-04-20
Variable
4.915880000000000
N
N
N
N
N
N
TPG RE Finance Trust Inc
N/A
TPG RE Finance Trust Inc
87266M107
32440.0000000000
NS
USD
656261.2000000000
0.2303842101
Long
EC
CORP
US
N
1
N
N
N
TAL Advantage V LLC
549300DUZ8I1AWFHN784
TAL Advantage V LLC 3.51
87407PAJ9
340166.6700000000
PA
USD
340450.5700000000
0.1195171003
Long
ABS-MBS
CORP
US
N
2
2039-02-22
Fixed
3.510000000000000
N
N
N
N
N
N
TAL Advantage V LLC
549300DUZ8I1AWFHN784
TAL Advantage V LLC 3.27
87407PAR1
152500.0000000000
PA
USD
152961.8300000000
0.0536981165
Long
ABS-MBS
CORP
US
N
2
2039-11-21
Fixed
3.270000000000000
N
N
N
N
N
N
Triton Container Finance IV LLC
549300OMF3OYQS47M552
Triton Container Finance IV LLC 3.62
89679HAE5
800629.8500000000
PA
USD
799266.1400000000
0.2805869040
Long
ABS-MBS
CORP
US
N
2
2042-08-20
Fixed
3.620000000000000
N
N
N
N
N
N
280 Park Avenue 2017-280P Mortgage Trust
N/A
280 Park Avenue 2017-280P Mortgage Trust 4.74
90205FAQ3
1000000.0000000000
PA
USD
1008789.6000000000
0.3541413009
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Variable
4.740500000000000
N
N
N
N
N
N
ETRACS ETNs/UBS AG/London/USA
N/A
ETRACS Alerian MLP Infrastructure Index ETN
902641646
139642.0000000000
NS
USD
2657387.2600000000
0.9328908440
Long
DBT
CORP
US
N
1
N
N
N
United Auto Credit Securitization Trust 2018-2
5493002KTVO2UE820296
United Auto Credit Securitization Trust 2018-2 4.26
90945AAG1
1000000.0000000000
PA
USD
1015079.4000000000
0.3563493708
Long
ABS-MBS
CORP
US
N
2
2023-05-10
Fixed
4.260000000000000
N
N
N
N
N
N
Vantage Data Centers Issuer LLC
N/A
Vantage Data Centers Issuer LLC 4.07
92211MAC7
1475000.0000000000
PA
USD
1533728.0100000000
0.5384239020
Long
ABS-MBS
CORP
US
N
2
2043-02-16
Fixed
4.072000000000000
N
N
N
N
N
N
Venture CDO Ltd
549300MWRVTJN0X3KI79
Venture XVIII CLO Ltd 5.10
92329FAV9
1000000.0000000000
PA
USD
930366.5000000000
0.3266104276
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Variable
5.100880000000000
N
N
N
N
N
N
Venture CDO Ltd
549300OT41NOT6O55015
Venture XVI CLO Ltd 4.51
92329XAW8
1000000.0000000000
PA
USD
941920.6000000000
0.3306665599
Long
ABS-CBDO
CORP
KY
N
2
2028-01-15
Variable
4.510880000000000
N
N
N
N
N
N
VEREIT Inc
5493002H54FNIBW75H44
VEREIT Inc
92339V100
42802.0000000000
NS
USD
421171.6800000000
0.1478547030
Long
EC
CORP
US
N
1
N
N
N
VEREIT Inc
5493002H54FNIBW75H44
VEREIT Inc (pfd) 6.70% Series F
92339V209
10758.0000000000
NS
USD
273253.2000000000
0.0959270830
Long
EP
CORP
US
N
1
N
N
N
VERTICAL BRIDGE CC LLC
549300DKEDU9WZPGTC09
VERTICAL BRIDGE CC LLC 5.19
92535VAA0
967184.2300000000
PA
USD
995188.0800000000
0.3493664103
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Fixed
5.193000000000001
N
N
N
N
N
N
VICI Properties Inc
N/A
VICI Properties Inc
925652109
22254.0000000000
NS
USD
524081.7000000000
0.1839818482
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust (pfd) 5.40% Series L
929042844
14021.0000000000
NS
USD
354731.3000000000
0.1245304314
Long
EP
CORP
US
N
1
N
N
N
ING Investment Management CLO
549300ITL5IR423IJ183
Voya CLO 2014-1 Ltd 8.00
92917EAA6
500000.0000000000
PA
USD
436529.5500000000
0.1532461702
Long
ABS-CBDO
CORP
US
N
2
2031-04-18
Variable
8.003250000000000
N
N
N
N
N
N
Weingarten Realty Investors
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741103
15644.0000000000
NS
USD
496384.1200000000
0.1742584559
Long
EC
CORP
US
N
1
N
N
N
Westlake Automobile Receivables Trust 2019-2
N/A
Westlake Automobile Receivables Trust 2019-2 2.84
96041LAE2
1000000.0000000000
PA
USD
1010058.9000000000
0.3545868959
Long
ABS-MBS
CORP
US
N
2
2024-07-15
Fixed
2.840000000000000
N
N
N
N
N
N
Keppel DC REIT
N/A
Keppel DC REIT
N/A
391917.0000000000
NS
575579.4300000000
0.2020604179
Long
EC
CORP
SG
N
2
N
N
N
Frasers Logistics & Industrial Trust
N/A
Frasers Logistics & Industrial Trust
N/A
409339.0000000000
NS
378908.3900000000
0.1330179357
Long
EC
CORP
SG
N
2
N
N
N
Cibus Nordic Real Estate AB
549300PW36MFK96GCR23
Cibus Nordic Real Estate AB
N/A
12826.0000000000
NS
183316.0400000000
0.0643541338
Long
EC
CORP
SE
N
2
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
MARKIT CDX.NA.HY.31 12/23
SP9U1R711
16800000.0000000000
OU
Swap Contract Amount
USD
-1302075.77
-0.4571010715
N/A
DCR
CORP
US
N
2
2023-12-20
None
0.000000000000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
Markit CDX North America High Yield Index
Markit CDX North America High Yield Index Series 31
Y
2023-12-20
0.000000000000
USD
642783.420000000000
USD
16800000.0000000000
USD
-659292.35
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
MARKIT ITRX EUR XOVER 06/24
SP9FDCT28
4000000.0000000000
OU
Swap Contract Amount
-419061.27
-0.1471138316
N/A
DCR
CORP
US
N
2
2024-06-20
None
0.000000000000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
Markit iTraxx Europe Crossover Index
Markit iTraxx Europe Crossover Index Series 31
Y
2024-06-20
0.000000000000
USD
473091.633021793000
USD
4000000.0000000000
EUR
55516.81
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
MARKIT CDX.NA.HY.32 06/24
SP9FDCSR4
3960000.0000000000
OU
Swap Contract Amount
USD
-298307.91
-0.1047226808
N/A
DCR
CORP
US
N
2
2024-06-20
None
0.000000000000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
Markit CDX North America High Yield Index
Markit CDX North America High Yield Index Series 32
Y
2024-06-20
0.000000000000
USD
271278.670000000000
USD
3960000.0000000000
USD
-27029.24
N
N
N
2019-12-23
American Century Capital Portfolios, Inc.
Amy R. Bitter
Amy R. Bitter
Assistant Treasurer