0001145549-20-036688.txt : 20200625
0001145549-20-036688.hdr.sgml : 20200625
20200625171729
ACCESSION NUMBER: 0001145549-20-036688
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200430
FILED AS OF DATE: 20200625
PERIOD START: 20201031
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: 20990139
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
C000154454
C000154450
C000189660
C000154455
C000154451
C000154453
C000154452
American Century Capital Portfolios, Inc.
811-07820
0000908186
54930011K8R4RJDCY258
4500 Main St
Kansas City
64111
816-531-5575
AC Alternatives Income Fund
S000048992
549300UIKK2Z05MNNR89
2020-10-31
2020-04-30
N
161846419.440000000000
15481946.550000000000
146364472.890000000000
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
1063717.420000000000
EUR
USD
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
SOLD EUR/BOUGHT USD
N/A
1
NC
USD
51867.9800000000
0.0354379221
N/A
DFE
CORP
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
5600000.0000000000
EUR
6191416.0000000000
USD
2020-05-29
51867.9800000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
SOLD EUR/BOUGHT USD
N/A
1
NC
USD
-7403.9300000000
-0.0050586102
N/A
DFE
CORP
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
500000.0000000000
EUR
540770.0000000000
USD
2020-05-29
-7403.9300000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
SOLD EUR/BOUGHT USD
N/A
1
NC
USD
-4358.9300000000
-0.0029781654
N/A
DFE
CORP
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
500000.0000000000
EUR
543815.0000000000
USD
2020-05-29
-4358.9300000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
SOLD EUR/BOUGHT USD
N/A
1
NC
USD
-14032.8600000000
-0.0095877148
N/A
DFE
CORP
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1000000.0000000000
EUR
1082315.0000000000
USD
2020-05-29
-14032.8600000000
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
2617668.9900000000
NS
USD
2617668.9900000000
1.7884781678
Long
STIV
RF
US
N
1
N
N
N
Triton Container Finance IV LLC
549300OMF3OYQS47M552
Triton Container Finance IV LLC 3.62
89679HAE5
752521.4100000000
PA
USD
716235.8100000000
0.4893560317
Long
ABS-MBS
CORP
US
N
2
2042-08-20
Fixed
3.620000000000000
N
N
N
N
N
N
ING Investment Management CLO
549300ITL5IR423IJ183
Voya CLO 2014-1 Ltd 7.14
92917EAA6
500000.0000000000
PA
USD
321030.0000000000
0.2193383306
Long
ABS-CBDO
CORP
US
N
2
2031-04-18
Variable
7.135250000000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables 2015-4
N/A
AmeriCredit Automobile Receivables 2015-4 3.72
03065MAG2
74851.4800000000
PA
USD
74877.7500000000
0.0511589592
Long
ABS-MBS
CORP
US
N
2
2021-12-08
Fixed
3.720000000000000
N
N
N
N
N
N
ARES CLO
635400YF4AHA6NB2CU53
Ares XXXVII CLO Ltd 3.87
04015NAL8
750000.0000000000
PA
USD
593290.5800000000
0.4053557778
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Variable
3.868880000000000
N
N
N
N
N
N
Avant Loans Funding Trust 2018-B
N/A
Avant Loans Funding Trust 2018-B 3.42
05353TAA6
27066.2300000000
PA
USD
26888.1600000000
0.0183708816
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
91889.5700000000
PA
USD
91891.7200000000
0.0627834671
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Fixed
4.990000000000000
N
N
N
N
N
N
BX Trust 2017-SLCT
N/A
BX Trust 2017-SLCT 5.06
05607DAQ0
850000.0000000000
PA
USD
571844.0500000000
0.3907027981
Long
ABS-MBS
CORP
US
N
2
2034-07-15
Variable
5.064000000000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-IMC
N/A
BX Commercial Mortgage Trust 2019-IMC 2.96
05608BAN0
990000.0000000000
PA
USD
832664.6500000000
0.5689040720
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
2.964000000000000
N
N
N
N
N
N
Ballyrock CLO Ltd
N/A
Ballyrock CLO 2018-1 Ltd 4.29
05875HAG8
800000.0000000000
PA
USD
622204.8800000000
0.4251109854
Long
ABS-CBDO
CORP
US
N
2
2031-04-20
Variable
4.285250000000000
N
N
N
N
N
N
Bear Stearns Asset Backed Securities I Trust 2004-AC6
N/A
Bear Stearns Asset Backed Securities I Trust 2004-AC6 0.89
073879LP1
831500.5600000000
PA
USD
619248.2300000000
0.4230909042
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Variable
0.887250000000000
N
N
N
N
N
N
Bear Stearns Asset Backed Securities Trust 2007-2
N/A
Bear Stearns Asset Backed Securities Trust 2007-2 0.81
07400TAB3
11667.1700000000
PA
USD
11694.9900000000
0.0079904046
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Variable
0.807250000000000
N
N
N
N
N
N
BlueMountain CLO Ltd
N/A
BlueMountain CLO XXIII Ltd 4.04
09629LAJ4
500000.0000000000
PA
USD
386398.2000000000
0.2640000502
Long
ABS-CBDO
CORP
US
N
2
2031-10-20
Variable
4.035250000000000
N
N
N
N
N
N
Bowman Park CLO LLC
549300RY1CYH5GR2HE67
Bowman Park CLO Ltd 2.86
10302VBA2
132691.9300000000
PA
USD
132253.5300000000
0.0903599928
Long
ABS-CBDO
CORP
US
N
2
2025-11-23
Variable
2.862750000000000
N
N
N
N
N
N
BX Trust 2018-GW
N/A
BX Trust 2018-GW 3.23
12433UAQ8
1000000.0000000000
PA
USD
799385.4000000000
0.5461665860
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
3.234000000000000
N
N
N
N
N
N
CFG Investments Ltd
549300C3OD89QRWQ1Y92
CFG Investments Ltd 5.56
125261AA5
636364.0000000000
PA
USD
508216.2000000000
0.3472301432
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
650518.0000000000
0.4444554469
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 4.56
12546DAQ0
1000000.0000000000
PA
USD
804458.4000000000
0.5496326277
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
4.555200000000000
N
N
N
N
N
N
CIFC Funding Ltd
549300PC4RPZFE70AI24
CIFC Funding 2013-I Ltd 7.83
12548FAS9
1000000.0000000000
PA
USD
715837.7000000000
0.4890840297
Long
ABS-CBDO
CORP
US
N
2
2030-07-16
Variable
7.826130000000000
N
N
N
N
N
N
CLI Funding V LLC
549300XU259059MM1Y11
CLI Funding V LLC 3.22
125634AJ4
173624.5000000000
PA
USD
170171.0700000000
0.1162665122
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 3.38
125634AQ8
252258.9800000000
PA
USD
247627.3000000000
0.1691871744
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
104924.6300000000
PA
USD
105288.6800000000
0.0719367140
Long
ABS-MBS
CORP
US
N
2
2021-08-16
Fixed
4.630000000000000
N
N
N
N
N
N
CarMax Auto Owner Trust 2018-2
N/A
CarMax Auto Owner Trust 2018-2 3.99
14314XAG4
750000.0000000000
PA
USD
774543.4500000000
0.5291937428
Long
ABS-MBS
CORP
US
N
2
2025-04-15
Fixed
3.990000000000000
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
944265.6000000000
0.6451535380
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
815312.8000000000
0.5570487133
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
485000.0000000000
PA
USD
474450.1800000000
0.3241600798
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Fixed
5.216000000000000
N
N
N
N
N
N
Freddie Mac Structured Agency
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes 3.29
3137G0HF9
289562.0600000000
PA
USD
287757.5700000000
0.1966055042
Long
ABS-MBS
CORP
US
N
2
2028-05-25
Variable
3.287250000000000
N
N
N
N
N
N
GS Mortgage Securities Corp II
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II 3.57
36192QAL8
1422000.0000000000
PA
USD
1233738.2900000000
0.8429308690
Long
ABS-MBS
CORP
US
N
2
2030-12-10
Variable
3.573267000000000
N
N
N
N
N
N
Gallatin CLO Ltd
N/A
Gallatin CLO VIII 2017-1 Ltd 4.47
36361UAG5
1000000.0000000000
PA
USD
831347.2000000000
0.5680039466
Long
ABS-CBDO
CORP
US
N
2
2027-07-15
Variable
4.468880000000000
N
N
N
N
N
N
Harbourview CLO VII LLC
N/A
Harbourview CLO VII-R 4.50
41165TAJ0
2000000.0000000000
PA
USD
1094292.2000000000
0.7476566810
Long
ABS-CBDO
CORP
US
N
2
2031-07-18
Variable
4.495250000000000
N
N
N
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 3.88
46590WAJ7
1000000.0000000000
PA
USD
974171.1000000000
0.6655859663
Long
ABS-MBS
CORP
US
N
2
2031-01-05
Variable
3.880890000000000
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 2.52
46650FAL6
1000000.0000000000
PA
USD
777655.3000000000
0.5313198619
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Variable
2.524000000000000
N
N
N
N
N
N
Kabbage Funding LLC
N/A
Kabbage Funding LLC 3.83
48283PAE1
2000000.0000000000
PA
USD
1928924.2000000000
1.3179049117
Long
ABS-MBS
CORP
US
N
2
2024-03-15
Fixed
3.825000000000000
N
N
N
N
N
N
Kabbage Funding LLC
N/A
Kabbage Funding LLC 4.61
48283PAG6
635571.0000000000
PA
USD
572013.9000000000
0.3908188452
Long
ABS-MBS
CORP
US
N
2
2024-03-15
Fixed
4.611000000000001
N
N
N
N
N
N
MVW Owner Trust 2014-1
5493004KX4H48P1FVD32
MVW Owner Trust 2014-1 2.25
553891AA0
521585.6600000000
PA
USD
511791.5900000000
0.3496729681
Long
ABS-MBS
CORP
US
N
2
2031-09-22
Fixed
2.250000000000000
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
447871.4200000000
0.3060005905
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
976726.5000000000
0.6673319002
Long
ABS-MBS
CORP
US
N
2
2028-01-14
Fixed
4.400000000000000
N
N
N
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
634561.7900000000
0.4335536357
Long
ABS-MBS
CORP
US
N
2
2027-04-26
Fixed
3.790000000000000
N
N
N
N
N
N
Hawaii Hotel Trust 2019-MAUI
N/A
Hawaii Hotel Trust 2019-MAUI 3.56
41975AAL6
1700000.0000000000
PA
USD
1393268.4900000000
0.9519271863
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
3.564000000000000
N
N
N
N
N
N
Hilton Orlando Trust 2018-ORL
N/A
Hilton Orlando Trust 2018-ORL 3.46
432885AN1
1000000.0000000000
PA
USD
819489.5000000000
0.5599023731
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Variable
3.464000000000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH4
5493003EWUCLH0O45S72
Sequoia Mortgage Trust 2018-CH4 4.50
81747LAU5
161736.3600000000
PA
USD
166259.7700000000
0.1135941824
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
4.500000000000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO I Ltd 7.84
87248CAE2
510648.9100000000
PA
USD
184718.1000000000
0.1262055250
Long
ABS-CBDO
CORP
US
N
2
2027-07-20
Variable
7.835249999999999
N
N
N
N
N
N
TAL Advantage V LLC
549300DUZ8I1AWFHN784
TAL Advantage V LLC 3.51
87407PAJ9
300916.6700000000
PA
USD
294597.5400000000
0.2012787983
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
137500.0000000000
PA
USD
132850.1800000000
0.0907676438
Long
ABS-MBS
CORP
US
N
2
2039-11-21
Fixed
3.270000000000000
N
N
N
N
N
N
Invitation Homes 2018-SFR2 Trust
N/A
Invitation Homes 2018-SFR2 Trust 2.26
46185HAG7
1000000.0000000000
PA
USD
930326.6000000000
0.6356299515
Long
ABS-MBS
CORP
US
N
2
2037-06-17
Variable
2.264000000000000
N
N
N
N
N
N
JMP Credit Advisors CLO Ltd
254900CF9PN2ZUP3VA26
JMP Credit Advisors CLO IIIR Ltd 3.73
46649DAG6
1000000.0000000000
PA
USD
724937.9000000000
0.4953015878
Long
ABS-CBDO
CORP
US
N
2
2028-01-17
Variable
3.734880000000000
N
N
N
N
N
N
Lone Star Portfolio Trust 2015-LSP
N/A
Lone Star Portfolio Trust 2015-LSP 6.66
54230NAQ1
816943.8000000000
PA
USD
739462.2400000000
0.5052250981
Long
ABS-MBS
CORP
US
N
2
2028-09-15
Variable
6.664000000000001
N
N
N
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 5.07
61763KAE4
1250000.0000000000
PA
USD
1002254.6300000000
0.6847735643
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
5.072099000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2018-BOP
N/A
Morgan Stanley Capital I Trust 2018-BOP 3.31
61768FAQ3
1000000.0000000000
PA
USD
976951.4000000000
0.6674855593
Long
ABS-MBS
CORP
US
N
2
2033-08-15
Variable
3.314000000000000
N
N
N
N
N
N
New Residential Mortgage LLC
549300FB4YR8GY21CA08
New Residential Mortgage LLC 4.89
64829TAE1
674971.6000000000
PA
USD
670808.9200000000
0.4583188756
Long
ABS-MBS
CORP
US
N
2
2023-05-25
Fixed
4.890000000000000
N
N
N
N
N
N
AGNC Investment Corp
5TRACI5HRMELWV32OF39
AGNC Investment Corp
00123Q104
47617.0000000000
NS
USD
591403.1400000000
0.4040662163
Long
EC
CORP
US
N
1
N
N
N
Agree Realty Corp
N/A
Agree Realty Corp
008492100
13597.0000000000
NS
USD
885300.6700000000
0.6048667445
Long
EC
CORP
US
N
1
N
N
N
OneMain Financial Issuance Trust 2017-1
549300KQ3WN93FBBU117
OneMain Financial Issuance Trust 2017-1 4.52
68267LAE8
2500000.0000000000
PA
USD
2059389.7500000000
1.4070432973
Long
ABS-MBS
CORP
US
N
2
2032-09-14
Fixed
4.520000000000000
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
952875.0000000000
0.6510357653
Long
ABS-MBS
CORP
US
N
2
2033-04-13
Fixed
4.736987000000000
N
N
N
N
N
N
Progress Residential 2018-SFR3 Trust
N/A
Progress Residential 2018-SFR3 Trust 4.87
74331MAE6
1700000.0000000000
PA
USD
1670561.4400000000
1.1413829154
Long
ABS-MBS
CORP
US
N
2
2035-10-17
Fixed
4.873000000000000
N
N
N
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
1495102.8300000000
NS
USD
1495102.8300000000
1.0215037808
Long
STIV
RF
US
N
1
N
N
N
280 Park Avenue 2017-280P Mortgage Trust
N/A
280 Park Avenue 2017-280P Mortgage Trust 3.64
90205FAQ3
1000000.0000000000
PA
USD
930471.7000000000
0.6357290886
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Variable
3.641000000000000
N
N
N
N
N
N
Venture CDO Ltd
549300MWRVTJN0X3KI79
Venture XVIII CLO Ltd 4.32
92329FAV9
1000000.0000000000
PA
USD
595066.8000000000
0.4065693502
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Variable
4.318880000000000
N
N
N
N
N
N
Venture CDO Ltd
549300OT41NOT6O55015
Venture XVI CLO Ltd 3.73
92329XAW8
1000000.0000000000
PA
USD
597761.1000000000
0.4084101852
Long
ABS-CBDO
CORP
KY
N
2
2028-01-15
Variable
3.728880000000000
N
N
N
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
230384.0000000000
NS
USD
230384.0000000000
0.1574059806
Long
STIV
RF
US
N
1
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace Inc 6.88 05/01/2025
443201AA6
400000.0000000000
PA
USD
409469.6100000000
0.2797632018
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.875000000000000
N
N
N
N
N
N
IG Investments Holdings LLC
549300E2BEZMEPIYGU19
IG INVTS HLDGS LLC REFINANCING TERM LOANS
44958AAJ6
343458.5500000000
PA
USD
289363.8300000000
0.1977029542
Long
LON
CORP
US
N
2
2025-05-23
Variable
5.000000000000000
N
N
N
N
N
N
MH Sub I LLC
N/A
MH SUB I LLC AMENDMENT NO. 2 INITIAL TERM
45567YAJ4
751228.8200000000
PA
USD
700318.0400000000
0.4784804839
Long
LON
CORP
US
N
2
2024-09-15
Variable
4.954100000000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA 5.50 08/01/2023
45824TAP0
400000.0000000000
PA
USD
219330.0000000000
0.1498535216
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
5.500000000000000
Y
Y
N
N
N
N
Jane Street Group LLC
5493002N1IVX6KHGYO08
JANE STREET GROUP LLC 2020 TERM LOAN
47077DAF7
220064.6800000000
PA
USD
210161.7700000000
0.1435894832
Long
LON
CORP
US
N
2
2025-01-07
Variable
3.863500000000000
N
N
N
N
N
N
Jefferies Finance LLC
549300SKVB18YSSIDT75
JEFFERIES FINANCE LLC 2019 TERM LOAN
N/A
992500.0000000000
PA
USD
891542.9000000000
0.6091316429
Long
LON
CORP
US
N
2
2026-06-03
Variable
5.064300000000000
N
N
N
N
N
N
KUEHG Corp
549300YNT566T1NYJX62
KC MERGERSUB INC TERM LOAN B 3
48244EAJ3
741199.7200000000
PA
USD
605004.2700000000
0.4133589589
Long
LON
CORP
US
N
2
2025-02-21
Variable
4.945100000000000
N
N
N
N
N
N
Kaiser Aluminum Corp
N/A
Kaiser Aluminum Corp 4.63 03/01/2028
483007AJ9
500000.0000000000
PA
USD
467825.0000000000
0.3196335373
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.625000000000000
N
N
N
N
N
N
Kaiser Aluminum Corp
N/A
Kaiser Aluminum Corp 6.50 05/01/2025
483007AK6
483000.0000000000
PA
USD
493867.5000000000
0.3374266360
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.500000000000000
N
N
N
N
N
N
Kindred Healthcare Inc
549300OITC7AXM1AND14
KINDRED HEALTHCARE LLC TERM LOAN B
49458HAB2
699089.4500000000
PA
USD
636171.4000000000
0.4346533745
Long
LON
CORP
US
N
2
2025-07-02
Variable
6.696000000000001
N
N
N
N
N
N
LSC Communications Inc
5493000O7BCKOMYMHF87
LSC Communications Inc 8.75 10/15/2023
50218PAA5
2000000.0000000000
PA
USD
130000.0000000000
0.0888203064
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
8.750000000000000
Y
Y
N
N
N
N
LYB International Finance II BV
549300ZSNDBYN4Z4VZ93
LYB International Finance II BV 3.50 03/02/2027
50247WAB3
-1000000.0000000000
PA
USD
-1028291.9200000000
-0.7025631033
Short
DBT
CORP
NL
N
2
2027-03-02
Fixed
3.500000000000000
N
N
N
N
N
N
Lands' End Inc
54930016WOL7P2P67Q43
LANDS END INC TERM LOAN B
51509GAB9
386564.4100000000
PA
USD
308430.0800000000
0.2107296478
Long
LON
CORP
US
N
2
2021-04-04
Variable
4.637400000000000
N
N
N
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc 5.00 04/15/2025
871503AU2
300000.0000000000
PA
USD
303375.0000000000
0.2072758497
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.000000000000000
N
N
N
N
N
N
Talos Production LLC / Talos Production Finance Inc
N/A
Talos Production LLC / Talos Production Finance Inc 11.00 04/03/2022
87484JAF7
400000.0000000000
PA
USD
238820.0000000000
0.1631697352
Long
DBT
CORP
US
N
2
2022-04-03
Fixed
11.000000000000000
N
N
N
N
N
N
Tenneco Inc
549300U0EXXFAQFAD785
Tenneco Inc 5.00 07/15/2026
880349AR6
500000.0000000000
PA
USD
226850.0000000000
0.1549914347
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
-700000.0000000000
PA
USD
-1546922.4600000000
-1.0569086686
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
157874.3600000000
PA
USD
144159.0200000000
0.0984942179
Long
LON
CORP
US
N
2
2026-02-01
Variable
4.290900000000001
N
N
N
N
N
N
Thor Industries Inc
254900XZO1228PDSG060
THOR INDS INC TERM LOAN B
88516DAC7
680337.2800000000
PA
676584.1900000000
0.4622647314
Long
LON
CORP
US
N
2
2026-02-01
Variable
4.000000000000000
N
N
N
N
N
N
TNS Inc
N/A
TRANSACTION NETWORK SVCS INC 2013 TERM LOAN B
89341VAV4
242179.1300000000
PA
USD
219777.5600000000
0.1501593094
Long
LON
CORP
US
N
2
2022-08-14
Variable
5.204100000000000
N
N
N
N
N
N
Truck Hero Inc
54930007KT5CX7XNSD31
TRUCK HERO INC FIRST LIEN
89778PAB3
493654.8000000000
PA
USD
385050.7400000000
0.2630794209
Long
LON
CORP
US
N
2
2024-04-21
Variable
5.396600000000000
N
N
N
N
N
N
Laredo Petroleum Inc
549300X0PTWU2QSLSL14
Laredo Petroleum Inc 9.50 01/15/2025
516806AF3
430000.0000000000
PA
USD
184104.5000000000
0.1257862931
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
9.500000000000000
N
N
N
N
N
N
Laredo Petroleum Inc
549300X0PTWU2QSLSL14
Laredo Petroleum Inc 10.13 01/15/2028
516806AG1
85000.0000000000
PA
USD
35158.5500000000
0.0240214860
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
10.125000000000000
N
N
N
N
N
N
United Rentals North America Inc
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc 6.50 12/15/2026
911365BK9
-1400000.0000000000
PA
USD
-1459010.0000000000
-0.9968439637
Short
DBT
CORP
US
N
2
2026-12-15
Fixed
6.500000000000000
N
N
N
N
N
N
Univision Communications Inc
549300YQDE2JSGTL8V47
Univision Communications Inc 9.50 05/01/2025
914906AT9
250000.0000000000
PA
USD
254062.5000000000
0.1735839162
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
9.500000000000000
N
N
N
N
N
N
McDermott Technology Americas Inc
549300MSF84ZAB7RHN59
MCDERMOTT TECHNOLOGY (AMERICAS TERM LOAN
58004GAB4
696455.7000000000
PA
USD
240858.7600000000
0.1645626836
Long
LON
CORP
US
N
2
2025-05-10
Variable
6.713100000000001
Y
Y
N
N
N
N
Mercer International Inc
549300Z5IAG39VRTY874
Mercer International Inc 6.50 02/01/2024
588056AU5
300000.0000000000
PA
USD
281940.0000000000
0.1926307476
Long
DBT
CORP
CA
N
2
2024-02-01
Fixed
6.500000000000000
N
N
N
N
N
N
Mohegan Gaming & Entertainment
549300UB083Z2NRDHC48
MOHEGAN TRIBAL GAMING AUTH TERM LOAN A
608330AP1
445209.8000000000
PA
USD
343924.5700000000
0.2349806592
Long
LON
CORP
US
N
2
2021-10-13
Variable
5.301100000000000
N
N
N
N
N
N
Murray Energy Corp
549300WM5IIFYHZYTT63
MURRAY ENERGY CORP TERM LOAN B 2
627048AQ4
868059.3600000000
PA
USD
20616.4100000000
0.0140858143
Long
LON
CORP
US
N
2
2022-10-17
Variable
8.239400000000000
Y
Y
N
N
N
N
Navistar International Corp
WNDD3CRVXJGC8I7GX671
Navistar International Corp 9.50 05/01/2025
63934EAW8
483000.0000000000
PA
USD
508357.5000000000
0.3473266840
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
9.500000000000000
N
N
N
N
N
N
Neiman Marcus Group LTD LLC / Neiman Marcus Group LLC / Mariposa Borrower / NMG
N/A
Neiman Marcus Group LTD LLC / Neiman Marcus Group LLC / Mariposa Borrower / NMG 8.75 10/25/2024
64021VAC6
1000000.0000000000
PA
USD
90000.0000000000
0.0614909814
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
8.750000000000000
Y
Y
N
N
N
N
Venture CDO Ltd
549300EDZDHKTKE7JV77
Venture XXIV CLO Ltd 7.86
92330RAA6
1000000.0000000000
PA
USD
596125.4000000000
0.4072926207
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Variable
7.855250000000000
N
N
N
N
N
N
Vertiv Group Corp
549300ZT8RQ5VK10E643
VERTIV GROUP CORPORATION TERM LOAN B
92537EAB4
700000.0000000000
PA
USD
661500.0000000000
0.4519587131
Long
LON
CORP
US
N
2
2027-03-02
Variable
3.303400000000000
N
N
N
N
N
N
Neon Holdings Inc
N/A
Neon Holdings Inc 10.13 04/01/2026
64051NAA1
500000.0000000000
PA
USD
452975.0000000000
0.3094875254
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
10.125000000000000
N
N
N
N
N
N
New Constellis Borrower LLC
N/A
NEW CONSTELLIS BORROWER LLC 2020 2ND LIEN PIK TL
N/A
42652.9800000000
PA
USD
10307.9500000000
0.0070427329
Long
LON
CORP
US
N
2
2025-03-27
Variable
11.437600000000000
N
N
Y
N
N
N
Virgin Australia Holdings Ltd
254900SNPW6V9967CJ18
Virgin Australia Holdings Ltd 8.13 11/15/2024
92765YAH0
400000.0000000000
PA
USD
66000.0000000000
0.0450933863
Long
DBT
CORP
AU
N
2
2024-11-15
Fixed
8.125000000000000
Y
Y
N
N
N
N
Wabash National Corp
5299004ZAWHQZI5XO485
Wabash National Corp 5.50 10/01/2025
929566AJ6
469000.0000000000
PA
USD
388003.7000000000
0.2650969810
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.500000000000000
N
N
N
N
N
N
Murray Energy Corp
549300WM5IIFYHZYTT63
MURRAY ENERGY CORPORATION DIP TERM LOAN
N/A
480399.5300000000
PA
USD
300249.7100000000
0.2051405481
Long
LON
CORP
US
N
2
2020-07-29
Variable
11.329600000000001
Y
N
N
N
N
N
Speedster Bidco GmbH
N/A
SPEEDSTER BIDCO GMBH EUR 1ST LIEN TERM LOAN
N/A
500000.0000000000
PA
502720.9900000000
0.3434756337
Long
LON
CORP
DE
N
2
2027-03-31
Variable
3.250000000000000
N
N
N
N
N
N
Aenova Holding GmbH
529900MPQ4WWJFDTB881
AENOVA HOLDING GMBH 2020 EUR TERM LOAN
N/A
800000.0000000000
PA
844242.5200000000
0.5768144563
Long
LON
CORP
DE
N
2
2025-02-17
Variable
5.000000000000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T MOBILE USA INC 2020 TERM LOAN
N/A
500000.0000000000
PA
USD
497425.0000000000
0.3398572379
Long
LON
CORP
US
N
2
2027-04-01
Variable
3.303400000000000
N
N
N
N
N
N
iShares iBoxx High Yield Corporate Bond ETF
N/A
iShares iBoxx High Yield Corporate Bond ETF
464288513
-38900.0000000000
NS
USD
-3128727.0000000000
-2.1376499298
Short
EC
RF
US
N
1
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
4308287.7300000000
NS
USD
4308287.7300000000
2.9435648950
Long
STIV
RF
US
N
1
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
-12550.0000000000
NS
USD
-3645524.0000000000
-2.4907427598
Short
EC
RF
US
N
1
N
N
N
Checkout Holding Corp
N/A
PACIFICO INC (CATALINA) PLACEHOLDER
N/A
883.0000000000
NS
USD
772.6300000000
0.0005278864
Long
EC
CORP
US
N
1
N
N
N
OCP CLO Ltd
5493006T10144GM16690
OCP CLO 2015-8 Ltd 3.93
67091RAT6
1250000.0000000000
PA
USD
1063809.5000000000
0.7268298905
Long
ABS-CBDO
CORP
US
N
2
2027-04-17
Variable
3.934880000000000
N
N
N
N
N
N
Constellis Holdings LLC
5493005W6JZ5EEFR8349
Constellis Holdings LLC
N/A
2690.0000000000
NS
USD
1008.7500000000
0.0006892114
Long
EC
CORP
US
N
1
N
N
N
Playtech Plc
21380068TTB6Z9ZEU548
Playtech Plc 3.75 10/12/2023
N/A
450000.0000000000
PA
454298.1400000000
0.3103915385
Long
DBT
CORP
IM
N
2
2023-10-12
Fixed
3.750000000000000
N
N
N
N
N
N
IHS Netherlands Holdco BV
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV 8.00 09/18/2027
N/A
300000.0000000000
PA
USD
277302.2900000000
0.1894621105
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.000000000000000
N
N
N
N
N
N
Assemblin Financing AB
254900WNCXRGD8D9R856
Assemblin Financing AB 5.00 05/15/2025
N/A
330000.0000000000
PA
330530.1500000000
0.2258291477
Long
DBT
CORP
SE
N
2
2025-05-15
Variable
5.000000000000000
N
N
N
N
N
N
West Corp
5493005Z5DB0O5S30R71
OLYMPUS MERGER SUB INC ADDITIONAL TERM LOAN
68162RAD3
498730.9600000000
PA
USD
391745.6900000000
0.2676536325
Long
LON
CORP
US
N
2
2024-10-10
Variable
4.635300000000000
N
N
N
N
N
N
Open Text Holdings Inc
549300HP7ONDQODZJV16
Open Text Holdings Inc 4.13 02/15/2030
683720AA4
200000.0000000000
PA
USD
195480.0000000000
0.1335584115
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.125000000000000
N
N
N
N
N
N
ALTICE EUROPE NV
N/A
ALTICE FRANCE HOLDING S.A
N/A
500000.0000000000
PA
472319.4600000000
0.3227043013
Long
DBT
CORP
NL
N
2
2028-02-15
Variable
4.000000000000000
N
N
N
N
N
N
LifeMiles Ltd
254900CGQFLUG99LJ840
LIFEMILES LTD FIRST LIEN
N/A
604696.5000000000
PA
USD
491817.8000000000
0.3360262131
Long
LON
CORP
CO
N
2
2022-08-18
Variable
7.194600000000000
N
N
N
N
N
N
Pacific Gas & Electric Co
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co 4.25 05/15/2021
694308GV3
750000.0000000000
PA
USD
768562.5000000000
0.5251073597
Long
DBT
CORP
US
N
2
2021-05-15
Fixed
4.250000000000000
Y
Y
N
N
N
N
Party City Holdings Inc
5493005PYM1JS6EZN307
PARTY CITY HLDGS INC TERM LOAN B
70215EAN3
396625.7400000000
PA
USD
201741.7000000000
0.1378366124
Long
LON
CORP
US
N
2
2022-08-19
Variable
4.191800000000001
N
N
N
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp 5.75 03/15/2025
72147KAC2
450000.0000000000
PA
USD
456898.5000000000
0.3121681906
Long
DBT
CORP
US
N
2
2025-03-15
Floating
5.750000000000000
N
N
N
N
N
N
PowerTeam Services LLC
549300J2G34D0WX8Z443
POWERTEAM SVCS LLC TERM LOAN
73937UAF5
500000.0000000000
PA
USD
458125.0000000000
0.3130061760
Long
LON
CORP
US
N
2
2025-03-06
Variable
4.250000000000000
N
N
N
N
N
N
Urban One Inc
549300PLGIGPBRQUP240
Urban One Inc 7.38 04/15/2022
75040PAS7
750000.0000000000
PA
USD
640912.5000000000
0.4378926511
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
7.375000000000000
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
333000.0000000000
PA
USD
235197.9000000000
0.1606949965
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
9.375000000000000
N
N
N
N
N
N
Rite Aid Corp
529900W353T1JY1DKT44
Rite Aid Corp 6.13 04/01/2023
767754CH5
630000.0000000000
PA
USD
574087.5000000000
0.3922355974
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
6.125000000000000
N
N
N
N
N
N
Rite Aid Corp
529900W353T1JY1DKT44
Rite Aid Corp 7.50 07/01/2025
767754CK8
220000.0000000000
PA
USD
215875.0000000000
0.1474929512
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.500000000000000
N
N
N
N
N
N
Robertshaw US Holding Corp
549300NMXRV2JIXFIY04
ROBERTSHAW US HLDG CORP FIRST LIEN
77051UAF6
497461.9200000000
PA
USD
365221.6200000000
0.2495315092
Long
LON
CORP
US
N
2
2025-02-28
Variable
4.765300000000000
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
272000.0000000000
0.1858394104
Long
DBT
CORP
GB
N
2
2022-05-01
Fixed
7.250000000000000
Y
Y
N
N
N
N
Tullow Oil PLC
2138003EYHWO75RKS857
Tullow Oil PLC 6.25 04/15/2022
N/A
1300000.0000000000
PA
USD
735345.0000000000
0.5024120633
Long
DBT
CORP
GB
N
2
2022-04-15
Fixed
6.250000000000000
N
N
N
N
N
N
Connect Finco SARL
2594001KNYIQ456J2792
INMARSAT PLC TERM LOAN B
N/A
600000.0000000000
PA
USD
557001.0000000000
0.3805615346
Long
LON
CORP
LU
N
2
2026-12-12
Variable
5.500000000000000
N
N
N
N
N
N
Endo International PLC
5493007TBMWZWGZIB256
ENDO LUXEMBOURG FIN CO I S A TERM LOAN B
N/A
498717.9500000000
PA
USD
457419.1200000000
0.3125238954
Long
LON
CORP
IE
N
2
2024-04-27
Variable
5.090800000000001
N
N
N
N
N
N
Minerva Luxembourg SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA 5.88 01/19/2028
N/A
300000.0000000000
PA
USD
277665.0000000000
0.1897099260
Long
DBT
CORP
LU
N
2
2028-01-19
Fixed
5.875000000000000
N
N
N
N
N
N
Digicel International Finance Ltd
N/A
DIGICEL INTL FIN LTD TERM LOAN B
N/A
691141.3500000000
PA
USD
570191.6100000000
0.3895737963
Long
LON
CORP
LC
N
2
2024-05-27
Variable
3.936600000000000
N
N
N
N
N
N
Oi SA
254900YEMWCRRAGD4978
Oi SA 10.00 07/27/2025
N/A
600000.0000000000
PA
USD
451380.0000000000
0.3083977686
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
225000.0000000000
PA
USD
119857.5000000000
0.0818906144
Long
DBT
CORP
US
N
2
2024-10-26
Fixed
5.875000000000000
N
N
N
N
N
N
Sabre GLBL Inc
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc 5.38 04/15/2023
78573NAA0
500000.0000000000
PA
USD
467600.0000000000
0.3194798099
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.375000000000000
N
N
N
N
N
N
Sasol Financing International Ltd
N/A
Sasol Financing International Ltd 4.50 11/14/2022
803865AA2
600000.0000000000
PA
USD
424500.0000000000
0.2900324621
Long
DBT
CORP
IM
N
2
2022-11-14
Fixed
4.500000000000000
N
N
N
N
N
N
Spin Holdco Inc
549300QAS44U2GUXGK45
SPIN HOLDCO INC TERM LOAN
84850XAG7
496173.4700000000
PA
USD
458712.3700000000
0.3134074867
Long
LON
CORP
US
N
2
2022-11-14
Variable
4.637400000000000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc 4.60 06/15/2028
85205TAK6
500000.0000000000
PA
USD
397500.0000000000
0.2715851677
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.600000000000001
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc 7.50 04/15/2025
85205TAL4
300000.0000000000
PA
USD
297000.0000000000
0.2029202385
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.500000000000000
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
768750.0000000000
0.5252354659
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
590000.0000000000
PA
USD
587286.0000000000
0.4012532499
Long
DBT
CORP
CA
N
2
2026-07-15
Fixed
7.000000000000000
N
N
N
N
N
N
COLT 2019-2 Mortgage Loan Trust
N/A
COLT 2019-2 Mortgage Loan Trust 3.44
19685TAB4
380270.6100000000
PA
USD
379075.0400000000
0.2589966247
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
597287.2500000000
PA
USD
602441.1200000000
0.4116077299
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
52499.7000000000
PA
USD
51957.7800000000
0.0354992765
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
159656.9200000000
PA
USD
155165.9100000000
0.1060144898
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
184284.1700000000
PA
USD
180746.1400000000
0.1234917503
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 4.28
22549UAB1
213521.9100000000
PA
USD
213330.5500000000
0.1457544986
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
576859.2600000000
0.3941293557
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
379500.0000000000
PA
USD
369218.8900000000
0.2522625765
Long
ABS-MBS
CORP
US
N
2
2028-04-18
Fixed
3.080000000000000
N
N
N
N
N
N
DT Auto Owner Trust 2016-3
N/A
DT Auto Owner Trust 2016-3 4.52
23341RAD2
190778.6400000000
PA
USD
190786.0000000000
0.1303513152
Long
ABS-MBS
CORP
US
N
2
2023-06-15
Fixed
4.520000000000000
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
359109.6600000000
0.2453556157
Long
ABS-MBS
CORP
US
N
2
2023-07-17
Fixed
6.400000000000000
N
N
N
N
N
N
FREED ABS TRUST 2018-2
549300S83C1QQOPJBY76
FREED ABS TRUST 2018-2 3.99
35634BAA3
141234.2100000000
PA
USD
139937.4300000000
0.0956098878
Long
ABS-MBS
CORP
US
N
2
2025-10-20
Fixed
3.990000000000000
N
N
N
N
N
N
Global SC Finance II SRL
N/A
Global SC Finance II SRL 2.98
37952UAB9
105000.0100000000
PA
USD
102296.8200000000
0.0698925761
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
592875.0200000000
PA
USD
562157.7500000000
0.3840847970
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
3554209.6300000000
PA
USD
84103.2600000000
0.0574621333
Long
ABS-MBS
USGA
US
N
2
2049-10-16
Variable
0.517800000000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Government National Mortgage Association 0.46
38378BYS2
4579981.6000000000
PA
USD
64760.4800000000
0.0442465052
Long
ABS-MBS
USGA
US
N
2
2052-08-16
Variable
0.461090000000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Government National Mortgage Association 0.72
38378XMU2
3963406.2000000000
PA
USD
167003.6700000000
0.1141024396
Long
ABS-MBS
USGA
US
N
2
2055-02-16
Variable
0.723610000000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Government National Mortgage Association 0.92
38378XNB3
4878038.4000000000
PA
USD
240946.3200000000
0.1646225075
Long
ABS-MBS
USGA
US
N
2
2055-02-16
Variable
0.923540000000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Government National Mortgage Association 0.52
38379KTL2
5329362.2900000000
PA
USD
176114.6400000000
0.1203273561
Long
ABS-MBS
USGA
US
N
2
2057-07-16
Variable
0.519140000000000
N
N
N
N
N
N
HERO Funding Trust 2016-4A
N/A
HERO Funding Trust 2016-4A 4.29
40417QAC9
419164.1600000000
PA
USD
440406.7300000000
0.3009004670
Long
ABS-MBS
CORP
US
N
2
2047-09-20
Fixed
4.290000000000000
N
N
N
N
N
N
HERO Funding Trust 2017-2
N/A
HERO Funding Trust 2017-2 4.07
42771LAC6
274864.6500000000
PA
USD
292032.5300000000
0.1995262985
Long
ABS-MBS
CORP
US
N
2
2048-09-20
Fixed
4.070000000000000
N
N
N
N
N
N
Hertz Vehicle Financing II LP
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP 4.99
42806DAW9
370000.0000000000
PA
USD
335423.8700000000
0.2291726994
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
1251794.3000000000
0.8552673332
Long
ABS-MBS
CORP
US
N
2
2023-10-25
Fixed
4.200000000000000
N
N
N
N
N
N
Invitation Homes 2018-SFR3 Trust
N/A
Invitation Homes 2018-SFR3 Trust 1.90
46187VAC3
185000.0000000000
PA
USD
175326.9400000000
0.1197891734
Long
ABS-MBS
CORP
US
N
2
2037-07-17
Variable
1.900750000000000
N
N
N
N
N
N
Blackstone Mortgage Trust Inc
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust Inc
09257W100
12618.0000000000
NS
USD
296901.5400000000
0.2028529674
Long
EC
CORP
US
N
1
N
N
N
Brixmor Property Group Inc
N/A
Brixmor Property Group Inc
11120U105
19838.0000000000
NS
USD
227145.1000000000
0.1551930568
Long
EC
CORP
US
N
1
N
N
N
Chimera Investment Corp
2JBBQFJOL123LOUBE657
Chimera Investment Corp (pfd) 8.00% Series A
16934Q307
15725.0000000000
NS
USD
306008.5000000000
0.2090751441
Long
EP
CORP
US
N
1
N
N
N
Community Healthcare Trust Inc
549300FATSRCMKOV9536
Community Healthcare Trust Inc
20369C106
24335.0000000000
NS
USD
905262.0000000000
0.6185049864
Long
EC
CORP
US
N
1
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
CCI (conv) 6 7/8 08/01/20
22822V309
628.0000000000
NS
USD
874804.0000000000
0.5976950719
Long
EP
CORP
US
N
1
2020-08-01
None
0.0000000000
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
11358.0000000000
NS
USD
738951.4800000000
0.5048761299
Long
EC
CORP
US
N
1
N
N
N
Healthcare Trust of America Inc
549300L0I14L7I0VLX84
Healthcare Trust of America Inc
42225P501
23610.0000000000
NS
USD
581514.3000000000
0.3973098332
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
34573.0000000000
NS
USD
903738.2200000000
0.6174638895
Long
EC
CORP
US
N
1
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
3541.0000000000
NS
USD
310156.1900000000
0.2119089834
Long
EC
CORP
US
N
1
N
N
N
MGM Growth Properties LLC
549300E2UGIBHWE12262
MGM Growth Properties LLC
55303A105
35036.0000000000
NS
USD
881856.1200000000
0.6025133139
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
4336.0000000000
NS
USD
485285.1200000000
0.3315628697
Long
EC
CORP
US
N
1
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
18820.0000000000
NS
USD
548603.0000000000
0.3748237428
Long
EC
CORP
US
N
1
N
N
N
QTS Realty Trust Inc
5493006PA4CJK4OG2J54
QTS Realty Trust Inc (conv) 6.50%
74736A301
6379.0000000000
NS
USD
896504.6600000000
0.6125216817
Long
EP
CORP
US
N
1
2049-12-31
None
0.0000000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
15196.0000000000
NS
USD
834564.3200000000
0.5702019895
Long
EC
CORP
US
N
1
N
N
N
VEREIT Inc
5493002H54FNIBW75H44
VEREIT Inc
92339V100
33516.0000000000
NS
USD
183667.6800000000
0.1254878432
Long
EC
CORP
US
N
1
N
N
N
Mapletree Industrial Trust
549300R7WZFHXNKDJF41
Mapletree Industrial Trust
N/A
501400.0000000000
NS
900405.4500000000
0.6151868306
Long
EC
CORP
SG
N
2
N
N
N
Corp Inmobiliaria Vesta SAB de CV
4469000001BIRIFZJ959
Corp Inmobiliaria Vesta SAB de CV
N/A
486177.0000000000
NS
666095.3700000000
0.4550984221
Long
EC
CORP
MX
N
2
N
N
N
Weld North Education LLC
254900W855WLN58WNJ32
WELD NORTH ED LLC TERM LOAN
94935RAB9
630561.1800000000
PA
USD
599033.1200000000
0.4092792714
Long
LON
CORP
US
N
2
2025-02-15
Variable
5.445100000000000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
CALIFORNIA RESOURCES CORP 2017 1ST LIEN TERM LOAN
N/A
750000.0000000000
PA
USD
183956.2500000000
0.1256850038
Long
LON
CORP
US
N
2
2022-12-31
Variable
6.441800000000001
Y
Y
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
158651.4600000000
0.1083959330
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
843804.1800000000
0.5765149679
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
762349.1700000000
0.5208622068
Long
LON
CORP
US
N
2
2021-03-30
Variable
5.580400000000000
Y
N
N
N
N
N
York CLO Ltd
549300TKWX739FHPEQ97
York Clo-3 Ltd 7.54
98625VAG5
1375000.0000000000
PA
USD
848884.8500000000
0.5799862500
Long
ABS-CBDO
CORP
US
N
2
2029-10-20
Variable
7.535250000000000
N
N
N
N
N
N
Global Liman Isletmeleri
7890008K4ISYOCIJR118
Global Liman Isletmeleri 8.13 11/14/2021
N/A
700000.0000000000
PA
USD
364011.0000000000
0.2487043736
Long
DBT
CORP
TR
N
2
2021-11-14
Fixed
8.125000000000000
N
N
N
N
N
N
Safari Verwaltungs GmbH
5299003XWO8FZGP3YE58
Safari Verwaltungs GmbH 5.38 11/30/2022
N/A
350000.0000000000
PA
266565.4100000000
0.1821263185
Long
DBT
CORP
DE
N
2
2022-11-30
Fixed
5.375000000000000
N
N
N
N
N
N
Promontoria Holding 264 BV
54930014SXEXD3RX1509
Promontoria Holding 264 BV 6.75 08/15/2023
N/A
400000.0000000000
PA
302113.4600000000
0.2064139238
Long
DBT
CORP
NL
N
2
2023-08-15
Fixed
6.750000000000000
N
N
N
N
N
N
Brookfield Residential Properties Inc / Brookfield Residential US Corp
N/A
Brookfield Residential Properties Inc / Brookfield Residential US Corp 4.88 02/15/2030
11283YAD2
500000.0000000000
PA
USD
412175.0000000000
0.2816116139
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
4.875000000000000
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
22875.4000000000
0.0156292311
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
357000.0000000000
PA
USD
338453.8500000000
0.2312428821
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.700000000000000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp 11.50 04/01/2023
143658BC5
360000.0000000000
PA
USD
376987.1100000000
0.2575700818
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
11.500000000000000
N
N
N
N
N
N
Checkout Holding Corp
5493000F1R60SFVQY311
CHECKOUT HOLDING CORP TERM LOAN B
14886MAM3
44200.4800000000
PA
USD
26962.2900000000
0.0184215297
Long
LON
CORP
US
N
2
2023-02-15
Variable
9.191800000000001
N
N
N
N
N
N
Checkout Holding Corp
5493000F1R60SFVQY311
CHECKOUT HOLDING CORP TERM LOAN B
14886MAN1
60589.8200000000
PA
USD
13632.7100000000
0.0093143191
Long
LON
CORP
US
N
2
2023-08-15
Variable
2.691800000000000
N
N
Y
N
N
N
Core & Main LP
549300ZSLF8Q660SCD17
Core & Main LP 6.13 08/15/2025
14987KAA1
-1000000.0000000000
PA
USD
-961250.0000000000
-0.6567578427
Short
DBT
CORP
US
N
2
2025-08-15
Fixed
6.125000000000000
N
N
N
N
N
N
Cimpress PLC
549300X1IFD75XISOR81
Cimpress PLC 7.00 06/15/2026
17186HAC6
500000.0000000000
PA
USD
366600.0000000000
0.2504732641
Long
DBT
CORP
IE
N
2
2026-06-15
Fixed
7.000000000000000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc 9.88 10/17/2025
185899AJ0
100000.0000000000
PA
USD
99250.0000000000
0.0678108878
Long
DBT
CORP
US
N
2
2025-10-17
Fixed
9.875000000000000
N
N
N
N
N
N
CommScope Technologies LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC 6.00 06/15/2025
20337YAA5
500000.0000000000
PA
USD
448075.0000000000
0.3061396831
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.000000000000000
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
315630.0000000000
0.2156488717
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
8.000000000000000
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
1007050.0000000000
0.6880499199
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
657170.0000000000
0.4490003137
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
5.625000000000000
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
409600.0000000000
0.2798522886
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 4.97
23222XAQ4
1500000.0000000000
PA
USD
1273290.1500000000
0.8699540100
Long
ABS-CBDO
CORP
US
N
2
2027-01-15
Variable
4.968880000000000
N
N
N
N
N
N
Daseke Cos Inc
N/A
DASEKE INC REPLACEMENT TERM LOAN
23752RAH5
492443.3000000000
PA
USD
389645.7600000000
0.2662188908
Long
LON
CORP
US
N
2
2024-02-27
Variable
6.462800000000001
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc 3.40 04/19/2021
247361ZM3
500000.0000000000
PA
USD
477783.4800000000
0.3264375008
Long
DBT
CORP
US
N
2
2021-04-19
Fixed
3.400000000000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc 7.00 05/01/2025
247361ZX9
300000.0000000000
PA
USD
307790.3000000000
0.2102925289
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.000000000000000
N
N
N
N
N
N
Diamond Sports Group LLC / Diamond Sports Finance Co
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co 5.38 08/15/2026
25277LAA4
500000.0000000000
PA
USD
382350.0000000000
0.2612341859
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.375000000000000
N
N
N
N
N
N
Diamond Sports Group LLC / Diamond Sports Finance Co
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co 6.63 08/15/2027
25277LAC0
580000.0000000000
PA
USD
320247.0000000000
0.2188033590
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.625000000000000
N
N
N
N
N
N
Donnelley Financial Solutions Inc
549300O1NPY4J56QCU04
Donnelley Financial Solutions Inc 8.25 10/15/2024
25787GAC4
500000.0000000000
PA
USD
468650.0000000000
0.3201972047
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
8.250000000000000
N
N
N
N
N
N
Downstream Development Authority of the Quapaw Tribe of Oklahoma
549300NM30NX0VZ5ZB32
Downstream Development Authority of the Quapaw Tribe of Oklahoma 10.50 02/15/2023
26112TAJ5
350000.0000000000
PA
USD
212555.0000000000
0.1452246172
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
10.500000000000000
N
N
N
N
N
N
BX Trust 2018-BILT
N/A
BX Trust 2018-BILT 3.23
05606JAN5
1000000.0000000000
PA
USD
799298.5000000000
0.5461072131
Long
ABS-MBS
CORP
US
N
2
2030-05-15
Variable
3.234000000000000
N
N
N
N
N
N
ESH Hospitality Inc
54930042FMK7X7SQ2896
ESH Hospitality Inc 4.63 10/01/2027
26907YAB0
500000.0000000000
PA
USD
453750.0000000000
0.3100170311
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
686400.0000000000
0.4689712179
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
6.750000000000000
N
N
N
N
N
N
Endo Dac / Endo Finance LLC / Endo Finco Inc
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc 5.88 10/15/2024
29273DAA8
400000.0000000000
PA
USD
388000.0000000000
0.2650944530
Long
DBT
CORP
IE
N
2
2024-10-15
Fixed
5.875000000000000
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
1200000.0000000000
PA
USD
686760.0000000000
0.4692171819
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
11.000000000000000
N
N
N
N
N
N
Energy Acquisition Co Inc
N/A
ENERGY ACQUISITION CO INC FIRST LIEN
29279EAB8
497468.3600000000
PA
USD
373101.2700000000
0.2549151472
Long
LON
CORP
US
N
2
2025-06-26
Variable
5.624600000000000
N
N
N
N
N
N
Envision Healthcare Corp
549300OL60X0LPKY8N60
ENTERPRISE MERGER SUB INC INITIAL TERM LOANS
29373UAC5
246875.0000000000
PA
USD
171217.6900000000
0.1169815976
Long
LON
CORP
US
N
2
2025-10-10
Variable
4.968900000000001
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
391620.0000000000
0.2675677569
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
7.500000000000000
N
N
N
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd 7.25 04/01/2023
335934AK1
300000.0000000000
PA
USD
273840.0000000000
0.1870965593
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
7.250000000000000
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
389500.0000000000
0.2661193027
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.875000000000000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co 8.50 04/21/2023
345370CV0
250000.0000000000
PA
USD
248437.5000000000
0.1697407298
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.500000000000000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co 9.00 04/22/2025
345370CW8
250000.0000000000
PA
USD
244375.0000000000
0.1669650953
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.000000000000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC 2.93 02/15/2023
345397ZC0
250000.0000000000
PA
USD
211345.4900000000
0.1443982399
Long
DBT
CORP
US
N
2
2023-02-15
Variable
2.926750000000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC 5.11 05/03/2029
345397ZR7
200000.0000000000
PA
USD
173500.0000000000
0.1185409474
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.113000000000000
N
N
N
N
N
N
Freedom Mortgage Corp
549300LYRWPSYPK6S325
Freedom Mortgage Corp 8.13 11/15/2024
35640YAA5
600000.0000000000
PA
USD
502380.0000000000
0.3432426580
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
918150.0000000000
0.6273104950
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
10.750000000000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc 4.13 03/01/2028
35671DCE3
400000.0000000000
PA
USD
372260.0000000000
0.2543403636
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.125000000000000
N
N
N
N
N
N
FXI Holdings Inc
549300VLKCUZW3MSVS50
FXI Holdings Inc 7.88 11/01/2024
36120RAA7
700000.0000000000
PA
USD
515375.0000000000
0.3521212725
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
7.875000000000000
N
N
N
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental Inc 4.25 06/01/2025
36168QAJ3
300000.0000000000
PA
USD
302250.0000000000
0.2065072124
Long
DBT
CORP
CA
N
2
2025-06-01
Fixed
4.250000000000000
N
N
N
N
N
N
General Nutrition Centers Inc
549300Z75YN8DOM1XD09
GENERAL NUTRITION CENTERS INC FILO TERM LOAN
37047QAR0
1000000.0000000000
PA
USD
898610.0000000000
0.6139601197
Long
LON
CORP
US
N
2
2022-12-31
Variable
8.462800000000000
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
500000.0000000000
PA
USD
423125.0000000000
0.2890930166
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.500000000000000
N
N
N
N
N
N
GrubHub Holdings Inc
N/A
GrubHub Holdings Inc 5.50 07/01/2027
40010PAA6
200000.0000000000
PA
USD
187930.0000000000
0.1284000014
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
556520.0000000000
0.3802328995
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
9.500000000000000
N
N
N
N
N
N
iShares JP Morgan USD Emerging Markets Bond ETF
N/A
iShares JP Morgan USD Emerging Markets Bond ETF
464288281
20184.0000000000
NS
USD
2028492.0000000000
1.3859329310
Long
EC
RF
US
N
1
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
8488371.2700000000
NS
USD
8488371.2700000000
5.7995364405
Long
STIV
RF
US
N
1
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
16125132.4700000000
NS
USD
16125132.4700000000
11.0172246705
Long
STIV
RF
US
N
1
N
N
N
SPDR Wells Fargo Preferred Stock ETF
549300DLQEVIC6XUR013
SPDR Wells Fargo Preferred Stock ETF
78464A292
25000.0000000000
NS
USD
1050250.0000000000
0.7175655910
Long
EC
RF
US
N
1
N
N
N
SPDR Blackstone / GSO Senior Loan ETF
549300ME4SR63Y3TRD06
SPDR Blackstone / GSO Senior Loan ETF
78467V608
97000.0000000000
NS
USD
4051690.0000000000
2.7682488258
Long
EC
RF
US
N
1
N
N
N
CBOT 10 Year US Treasury Note
N/A
US 10YR NOTE (CBT)Jun20
N/A
121.0000000000
NC
USD
344328.9300000000
0.2352569313
N/A
DIR
UST
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
US 10YR NOTE (CBT)
US 10YR NOTE (CBT)Jun20
2020-06-19
16482233.5700000000
USD
344328.9300000000
N
N
N
Emin Russell 2000
N/A
E-Mini Russ 2000 Jun20
N/A
-97.0000000000
NC
USD
-856270.4500000000
-0.5850323366
N/A
DE
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
E-Mini Russ 2000
E-Mini Russ 2000 Jun20
2020-06-19
-5481224.5500000000
USD
-856270.4500000000
N
N
N
XAI Emini Industrial Select
N/A
XAI Emini Industr Jun20
N/A
17.0000000000
NC
USD
69672.1200000000
0.0476023004
N/A
DE
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
XAI Emini Industr
XAI Emini Industr Jun20
2020-06-19
1025977.8800000000
USD
69672.1200000000
N
N
N
XAK Technology
N/A
XAK Technology Jun20
N/A
25.0000000000
NC
USD
266959.0000000000
0.1823952322
N/A
DE
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
XAK Technology
XAK Technology Jun20
2020-06-19
2033791.0000000000
USD
266959.0000000000
N
N
N
Algeco Global Finance Plc
5493000PLZTCKZAJDO03
Algeco Global Finance Plc 8.00 02/15/2023
01551UAC8
350000.0000000000
PA
USD
308437.5000000000
0.2107347174
Long
DBT
CORP
GB
N
2
2023-02-15
Fixed
8.000000000000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc 6.38 05/01/2025
038522AR9
500000.0000000000
PA
USD
521250.0000000000
0.3561352671
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.375000000000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-IMC
N/A
BX Commercial Mortgage Trust 2019-IMC 2.96
05608BAN0
1500000.0000000000
PA
USD
1261613.1000000000
0.8619758626
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
2.964000000000000
N
N
N
N
N
N
Blackhawk Network Holdings Inc
549300LFU3K8UIR03132
BLACKHAWK NETWORK HLDGS INC TERM LOAN B
09238FAK7
488706.2300000000
PA
USD
421858.5500000000
0.2882277360
Long
LON
CORP
US
N
2
2025-06-15
Variable
3.843100000000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
MARKIT CDX.NA.HY.31 12/23
SP9U1R711
10150000.0000000000
OU
Swap Contract Amount
USD
581198.24
0.3970938906
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
370373.449999999000
USD
10150000.0000000000
USD
951571.69
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
MARKIT CDX.NA.IG.34 06/25
SP9U3AE75
19000000.0000000000
OU
Swap Contract Amount
USD
142853.899999998
0.0976025167
N/A
DCR
CORP
US
N
2
2025-06-20
None
0.000000000000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
Markit CDX North America Investment Grade Index
Markit CDX North America Investment Grade Index Series 34
Y
2025-06-20
159455.750000000000
USD
0.000000000000
USD
19000000.0000000000
USD
-16601.85
N
N
N
2020-06-25
American Century Capital Portfolios, Inc.
Amy R. Bitter
Amy R. Bitter
Assistant Treasurer