0001145549-20-076746.txt : 20201228 0001145549-20-076746.hdr.sgml : 20201228 20201228104246 ACCESSION NUMBER: 0001145549-20-076746 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20201031 FILED AS OF DATE: 20201228 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: 201415621 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 2020-10-31 2020-10-31 N 95789862.080000000000 6066836.850000000000 89723025.230000000000 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 574968.570000000000 EUR USD N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1 NC USD 20081.3300000000 0.0223814678 N/A DFE CORP N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 2700000.0000000000 EUR 3167073.0000000000 USD 2020-12-07 20081.3300000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1 NC USD -167.4400000000 -0.0001866188 N/A DFE CORP N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 189230.0000000000 GBP 245038.6600000000 USD 2020-12-08 -167.4400000000 N N N Adient Global Holdings Ltd 213800VA38VCKE6M8790 00687YAA3 -300000.0000000000 PA USD -287589.0000000000 -0.3205297629 Short DBT CORP US N 2 2026-08-15 Fixed 4.875000000000000 N N N N N N Alcoa Nederland Holding BV 5493000UL1QLQLT1VQ42 013822AE1 300000.0000000000 PA USD 316125.0000000000 0.3523343079 Long DBT CORP NL N 2 2027-12-15 Fixed 5.500000000000000 N N N N N N Algeco Global Finance Plc 5493000PLZTCKZAJDO03 01551UAC8 350000.0000000000 PA USD 347590.2500000000 0.3874036225 Long DBT CORP GB N 2 2023-02-15 Fixed 8.000000000000000 N N N N N N American Axle & Manufacturing Inc RY5TAKFOBLDUGX31MS24 02406PAR1 100000.0000000000 PA USD 101469.0000000000 0.1130913717 Long DBT CORP US N 2 2025-04-01 Fixed 6.250000000000000 N N N N N N Apollo Investment Corp 5493005P14I7WFB3FW47 03761UAG1 300000.0000000000 PA USD 286772.7200000000 0.3196199852 Long DBT CORP US N 2 2025-03-03 Fixed 5.250000000000000 N N N N N N Bright Horizons Family Solutions Inc N/A 109194100 -980.0000000000 NS USD -154889.0000000000 -0.1726301578 Short EC CORP US N 1 N N N CCO Holdings LLC / CCO Holdings Capital Corp N/A 1248EPCJ0 200000.0000000000 PA USD 206750.0000000000 0.2304313742 Long DBT CORP US N 2 2032-05-01 Fixed 4.500000000000000 N N N N N N CDW LLC / CDW Finance Corp N/A 12513GBF5 200000.0000000000 PA USD 200000.0000000000 0.2229082217 Long DBT CORP US N 2 2029-02-15 Fixed 3.250000000000000 N N N N N N CHC Group LLC N/A 12550E306 14297.0000000000 NS USD 571.8800000000 0.0006373838 Long EC CORP US N 1 N N N XPO CNW Inc N/A 12612WAB0 357000.0000000000 PA USD 398563.7300000000 0.4442156615 Long DBT CORP US N 2 2034-05-01 Fixed 6.700000000000000 N N N N N N Camping World Holdings Inc 549300E828QQI7MWI432 13462K109 -9650.0000000000 NS USD -255146.0000000000 -0.2843707057 Short EC CORP US N 1 N N N CCM Merger Inc 549300P77RSBKKFME089 14985VAE1 400000.0000000000 PA USD 410500.0000000000 0.4575191250 Long DBT CORP US N 2 2026-05-01 Fixed 6.375000000000000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 14987KAA1 -250000.0000000000 PA USD -254218.7500000000 -0.2833372474 Short DBT CORP US N 2 2025-08-15 Fixed 6.125000000000000 N N N N N N Cheplapharm Arzneimittel GmbH 529900ONXKBELT7EW052 16412EAA5 200000.0000000000 PA USD 202792.0000000000 0.2260200205 Long DBT CORP DE N 2 2028-01-15 Fixed 5.500000000000000 N N N N N N Cimpress PLC 549300X1IFD75XISOR81 17186HAC6 250000.0000000000 PA USD 249640.0000000000 0.2782340423 Long DBT CORP IE N 2 2026-06-15 Fixed 7.000000000000000 N N N N N N Cleveland-Cliffs Inc 549300TM2WLI2BJMDD86 185899AG6 100000.0000000000 PA USD 105125.0000000000 0.1171661340 Long DBT CORP US N 2 2026-03-15 Fixed 6.750000000000000 N N N N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 155000.0000000000 PA USD 153873.1500000000 0.1714979512 Long DBT CORP US N 2 2025-06-15 Fixed 6.000000000000000 N N N N N N Cooke Omega Investments Inc / Alpha VesselCo Holdings Inc N/A 21627UAA0 500000.0000000000 PA USD 516757.5000000000 0.5759474769 Long DBT CORP CA N 2 2022-12-15 Fixed 8.500000000000000 N N N N N N Cooper-Standard Automotive Inc ITCH5B3Q4RTX2PH9UN62 216762AF1 500000.0000000000 PA USD 336250.0000000000 0.3747644477 Long DBT CORP US N 2 2026-11-15 Fixed 5.625000000000000 N N N N N N CoreCivic Inc 529900JFA3K6PTLT8B15 22025YAP5 400000.0000000000 PA USD 367000.0000000000 0.4090365868 Long DBT CORP US N 2 2023-05-01 Fixed 4.625000000000000 N N N N N N Cumulus Media New Holdings Inc 5493001D9VBAVY1OKJ46 23110AAA4 500000.0000000000 PA USD 465857.5000000000 0.5192173345 Long DBT CORP US N 2 2026-07-01 Fixed 6.750000000000000 N N N N N N Diamond Sports Group LLC / Diamond Sports Finance Co N/A 25277LAA4 500000.0000000000 PA USD 292187.5000000000 0.3256549801 Long DBT CORP US N 2 2026-08-15 Fixed 5.375000000000000 N N N N N N Digicel International Finance Ltd / Digicel Holdings Bermuda Ltd N/A 25381XAA1 325000.0000000000 PA USD 325812.5000000000 0.3631314249 Long DBT CORP JM N 2 2024-05-25 Fixed 8.750000000000000 N N N N N N DISH DBS Corp N/A 25470XAW5 100000.0000000000 PA USD 100750.0000000000 0.1122900167 Long DBT CORP US N 2 2024-11-15 Fixed 5.875000000000000 N N N N N N Downstream Development Authority of the Quapaw Tribe of Oklahoma 549300NM30NX0VZ5ZB32 26112TAJ5 350000.0000000000 PA USD 326775.7500000000 0.3642050066 Long DBT CORP US N 2 2023-02-15 Fixed 10.500000000000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAA7 200000.0000000000 PA USD 194429.4300000000 0.2166995924 Long DBT CORP US N 2 2023-07-15 Fixed 5.250000000000000 N N N N N N eG Global Finance PLC 549300TL8Q5207VYET27 28228PAA9 375000.0000000000 PA USD 368062.5000000000 0.4102207868 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 29273DAA8 400000.0000000000 PA USD 401250.0000000000 0.4472096198 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 29278MAA3 600000.0000000000 PA USD 444687.0000000000 0.4956219419 Long DBT CORP US N 2 2023-02-15 Fixed 11.000000000000000 N N N N N N EnLink Midstream Partners LP 88CPW63VL7KHJWS0NY83 29336UAB3 400000.0000000000 PA USD 363564.0000000000 0.4052070236 Long DBT CORP US N 2 2024-04-01 Fixed 4.400000000000000 N N N N N N Fairstone Financial Inc 549300CWWT866A22GS52 30575FAA6 500000.0000000000 PA USD 514010.0000000000 0.5728852752 Long DBT CORP CA N 2 2024-07-15 Fixed 7.875000000000000 N N N N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 335934AK1 300000.0000000000 PA USD 301957.5000000000 0.3365440468 Long DBT CORP CA N 2 2023-04-01 Fixed 7.250000000000000 N N N N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 335934AT2 500000.0000000000 PA USD 498125.0000000000 0.5551807897 Long DBT CORP CA N 2 2027-10-15 Fixed 6.875000000000000 N N N N N N Five Point Operating Co LP / Five Point Capital Corp N/A 33834YAA6 400000.0000000000 PA USD 400750.0000000000 0.4466523492 Long DBT CORP US N 2 2025-11-15 Fixed 7.875000000000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397A86 500000.0000000000 PA USD 493125.0000000000 0.5496080841 Long DBT CORP US N 2 2027-08-17 Fixed 4.125000000000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZC0 250000.0000000000 PA USD 235594.5200000000 0.2625797775 Long DBT CORP US N 2 2023-02-15 Variable 1.515130000000000 N N N N N N Freedom Mortgage Corp 549300LYRWPSYPK6S325 35640YAA5 300000.0000000000 PA USD 303187.5000000000 0.3379149323 Long DBT CORP US N 2 2024-11-15 Fixed 8.125000000000000 N N N N N N Freedom Mortgage Corp 549300LYRWPSYPK6S325 35640YAD9 100000.0000000000 PA USD 109480.0000000000 0.1220199606 Long DBT CORP US N 2 2024-04-01 Fixed 10.750000000000000 N N N N N N Freedom Mortgage Corp 549300LYRWPSYPK6S325 35640YAF4 100000.0000000000 PA USD 99375.0000000000 0.1107575227 Long DBT CORP US N 2 2026-05-01 Fixed 7.625000000000000 N N N N N N Frontier Communications Corp 549300ZCZ76HYCS0H445 35906ABE7 200000.0000000000 PA USD 204250.0000000000 0.2276450214 Long DBT CORP US N 2 2027-10-15 Fixed 5.875000000000000 N N N N N N FXI Holdings Inc 549300VLKCUZW3MSVS50 36120RAA7 344000.0000000000 PA USD 322500.0000000000 0.3594395075 Long DBT CORP US N 2 2024-11-01 Fixed 7.875000000000000 N N N N N N GEO Group Inc/The N/A 36159RAG8 300000.0000000000 PA USD 242437.5000000000 0.2702065600 Long DBT CORP US N 2 2023-04-01 Fixed 5.125000000000000 N N N N N N GFL Environmental Inc 549300FYK4MBXWIVZU26 36168QAK0 200000.0000000000 PA USD 200375.0000000000 0.2233261746 Long DBT CORP CA N 2 2025-08-01 Fixed 3.750000000000000 N N N N N N Genesis Energy LP / Genesis Energy Finance Corp N/A 37185LAJ1 500000.0000000000 PA USD 415937.5000000000 0.4635794423 Long DBT CORP US N 2 2025-10-01 Fixed 6.500000000000000 N N N N N N Global Medical Response Inc 549300ZFWD4ZFCEJCQ87 37960BAA3 200000.0000000000 PA USD 197750.0000000000 0.2204005042 Long DBT CORP US N 2 2025-10-01 Fixed 6.500000000000000 N N N N N N IAMGOLD Corp 254900E7II30XAB9LA72 450913AF5 300000.0000000000 PA USD 300615.0000000000 0.3350477753 Long DBT CORP CA N 2 2028-10-15 Fixed 5.750000000000000 N N N N N N Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC N/A 45827MAA5 100000.0000000000 PA USD 101937.5000000000 0.1136135343 Long DBT CORP CA N 2 2028-09-15 Fixed 6.000000000000000 N N N N N N LSC Communications Inc 5493000O7BCKOMYMHF87 50218PAA5 1000000.0000000000 PA USD 155000.0000000000 0.1727538718 Long DBT CORP US N 2 2023-10-15 Fixed 8.750000000000000 Y Y N N N N LYB International Finance II BV 549300ZSNDBYN4Z4VZ93 50247WAB3 -650000.0000000000 PA USD -715223.2000000000 -0.7971456582 Short DBT CORP NL N 2 2027-03-02 Fixed 3.500000000000000 N N N N N N LD Holdings Group LLC N/A 521088AA2 300000.0000000000 PA USD 305250.0000000000 0.3402136734 Long DBT CORP US N 2 2025-11-01 Fixed 6.500000000000000 N N N N N N MYT Holding Co N/A 55406N103 100239.0000000000 NS USD 71420.2900000000 0.0796008492 Long EC CORP US N 1 N N N Matthews International Corp 549300ZVC5O0ATML6U61 577128AA9 400000.0000000000 PA USD 381458.0000000000 0.4251506222 Long DBT CORP US N 2 2025-12-01 Fixed 5.250000000000000 N N N N N N Melco Resorts Finance Ltd N/A 58547DAE9 200000.0000000000 PA USD 199553.7800000000 0.2224108912 Long DBT CORP HK N 2 2028-07-21 Fixed 5.750000000000000 N N N N N N Mercer International Inc 549300Z5IAG39VRTY874 588056AU5 300000.0000000000 PA USD 302250.0000000000 0.3368700501 Long DBT CORP CA N 2 2024-02-01 Fixed 6.500000000000000 N N N N N N Methanex Corp 549300TSJHRXT9QXRD13 59151KAM0 100000.0000000000 PA USD 101955.0000000000 0.1136330387 Long DBT CORP CA N 2 2027-10-15 Fixed 5.125000000000000 N N N N N N Michaels Stores Inc BV4WJ23XIGNG4UDYEK73 594087AV0 100000.0000000000 PA USD 97900.0000000000 0.1091135745 Long DBT CORP US N 2 2027-10-01 Fixed 4.750000000000000 N N N N N N Mohawk Industries Inc 549300JI1115MG3Q6322 608190AK0 250000.0000000000 PA 292052.8000000000 0.3255048515 Long DBT CORP US N 2 2022-01-14 Fixed 2.000000000000000 N N N N N N Murphy Oil Corp QBKYQD0ODE7DC7PDIN91 626717AF9 200000.0000000000 PA USD 191823.0000000000 0.2137946191 Long DBT CORP US N 2 2022-12-01 Floating 4.950000000000000 N N N N N N Neiman Marcus Group Ltd LLC N/A 62929P102 352.0000000000 NS USD 21120.0000000000 0.0235391082 Long EC CORP US N 1 N N N Nationstar Mortgage Holdings Inc N/A 63861CAC3 100000.0000000000 PA USD 99937.5000000000 0.1113844520 Long DBT CORP US N 2 2028-08-15 Fixed 5.500000000000000 N N N N N N Neon Holdings Inc N/A 64051NAA1 500000.0000000000 PA USD 531250.0000000000 0.5920999639 Long DBT CORP US N 2 2026-04-01 Fixed 10.125000000000000 N N N N N N Neptune Energy Bondco PLC 549300CPMT8I2QBRYF88 64073KAA1 400000.0000000000 PA USD 349000.0000000000 0.3889748469 Long DBT CORP GB N 2 2025-05-15 Fixed 6.625000000000000 N N N N N N Nexstar Broadcasting Inc 5493006PK6I4I2OOT688 65336YAN3 100000.0000000000 PA USD 100937.5000000000 0.1124989931 Long DBT CORP US N 2 2028-11-01 Fixed 4.750000000000000 N N N N N N Nielsen Finance LLC / Nielsen Finance Co N/A 65409QBD3 250000.0000000000 PA USD 259218.7500000000 0.2889099530 Long DBT CORP US N 2 2028-10-01 Fixed 5.625000000000000 N N N N N N Nufarm Australia Ltd / Nufarm Americas Inc N/A 67052NAA3 200000.0000000000 PA USD 202712.0000000000 0.2259308572 Long DBT CORP AU N 2 2026-04-30 Fixed 5.750000000000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAG0 200000.0000000000 PA USD 201666.0000000000 0.2247650472 Long DBT CORP US N 2 2025-10-01 Fixed 5.750000000000000 N N N N N N 1011778 BC ULC / New Red Finance Inc N/A 68245XAM1 200000.0000000000 PA USD 199000.0000000000 0.2217936806 Long DBT CORP CA N 2 2030-10-15 Fixed 4.000000000000000 N N N N N N Owl Rock Capital Corp 2549000BD79OOCPF2L94 69121KAD6 400000.0000000000 PA USD 404750.0700000000 0.4511105917 Long DBT CORP US N 2 2026-01-15 Fixed 4.250000000000000 N N N N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 69331CAH1 250000.0000000000 PA USD 250962.5000000000 0.2797080229 Long DBT CORP US N 2 2028-07-01 Fixed 5.000000000000000 N N N N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 69331CAJ7 250000.0000000000 PA USD 250312.5000000000 0.2789835712 Long DBT CORP US N 2 2030-07-01 Fixed 5.250000000000000 N N N N N N Performance Food Group Inc 549300OMUOGBYK0FFO76 69346VAA7 -500000.0000000000 PA USD -513415.0000000000 -0.5722221232 Short DBT CORP US N 2 2027-10-15 Fixed 5.500000000000000 N N N N N N Pike Corp 549300P4EKEP6HK0NC58 721283AA7 200000.0000000000 PA USD 205042.0000000000 0.2285277380 Long DBT CORP US N 2 2028-09-01 Fixed 5.500000000000000 N N N N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147KAC2 450000.0000000000 PA USD 461250.0000000000 0.5140820863 Long DBT CORP US N 2 2025-03-15 Floating 5.750000000000000 N N N N N N Quicken Loans LLC / Quicken Loans Co-Issuer Inc N/A 74841CAA9 200000.0000000000 PA USD 197375.0000000000 0.2199825513 Long DBT CORP US N 2 2029-03-01 Fixed 3.625000000000000 N N N N N N Radiate Holdco LLC / Radiate Finance Inc N/A 75026JAC4 100000.0000000000 PA USD 100750.0000000000 0.1122900167 Long DBT CORP US N 2 2026-09-15 Fixed 4.500000000000000 N N N N N N Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu N/A 76174LAA1 100000.0000000000 PA USD 101625.0000000000 0.1132652402 Long DBT CORP US N 2 2027-10-15 Fixed 4.000000000000000 N N N N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492706 2754632.5200000000 NS USD 2754632.5200000000 3.0701511824 Long STIV RF US N 1 N N N Navient Corp 54930067J0ZNOEBRW338 78442FET1 200000.0000000000 PA USD 203123.0000000000 0.2263889336 Long DBT CORP US N 2 2024-03-25 Fixed 6.125000000000000 N N N N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 78462F103 -8408.0000000000 NS USD -2745548.3200000000 -3.0600264681 Short EC RF US N 1 N N N Sabre GLBL Inc F2TJC7HPPHLHU1AQMP98 78573NAF9 200000.0000000000 PA USD 204300.0000000000 0.2277007485 Long DBT CORP US N 2 2025-09-01 Fixed 7.375000000000000 N N N N N N Sasol Financing International Ltd N/A 803865AA2 200000.0000000000 PA USD 195150.2000000000 0.2175029202 Long DBT CORP IM N 2 2022-11-14 Fixed 4.500000000000000 N N N N N N Spirit AeroSystems Inc ZD2NBKV6GCC3UMGBM518 85205TAJ9 200000.0000000000 PA USD 178875.0000000000 0.1993635408 Long DBT CORP US N 2 2023-06-15 Fixed 3.950000000000000 N N N N N N Spirit AeroSystems Inc ZD2NBKV6GCC3UMGBM518 85205TAL4 300000.0000000000 PA USD 303153.0000000000 0.3378764807 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 86723CAF5 250000.0000000000 PA USD 224218.7500000000 0.2499010142 Long DBT CORP US N 2 2025-06-15 Fixed 7.500000000000000 N N N N N N United Airlines 2020-1 Class A Pass Through Trust N/A 90931GAA7 200000.0000000000 PA USD 201116.0200000000 0.2241520719 Long DBT CORP US N 2 2029-04-15 Fixed 5.875000000000000 N N N N N N Venture CDO Ltd 549300EDZDHKTKE7JV77 92330RAA6 1000000.0000000000 PA USD 762510.4000000000 0.8498491865 Long ABS-CBDO CORP KY N 2 2028-10-20 Variable 6.938380000000000 N N N N N N ViaSat Inc UFC8NYMNFSYIHNSM2I38 92552VAN0 250000.0000000000 PA USD 258511.2500000000 0.2881214151 Long DBT CORP US N 2 2028-07-15 Fixed 6.500000000000000 N N N N N N Wabash National Corp 5299004ZAWHQZI5XO485 929566AJ6 233000.0000000000 PA USD 233898.2200000000 0.2606891814 Long DBT CORP US N 2 2025-10-01 Fixed 5.500000000000000 N N N N N N Windstream Holdings Inc 529900M9WS6K57ZMIJ19 97382A309 15805.0000000000 NS USD 181757.5000000000 0.2025762055 Long EC CORP US N 1 N N N Windstream Holdings Inc N/A N/A 1380.4500000000 NS USD 17945.8500000000 0.0200013876 Long EC CORP US N 1 N N N Windstream Escrow LLC / Windstream Escrow Finance Corp N/A 97382WAA1 500000.0000000000 PA USD 484375.0000000000 0.5398558494 Long DBT CORP US N 2 2028-08-15 Fixed 7.750000000000000 N N N N N N WPX Energy Inc ZXZE9GCS2BB547GJW219 98212BAH6 200000.0000000000 PA USD 205700.0000000000 0.2292611060 Long DBT CORP US N 2 2026-06-01 Fixed 5.750000000000000 N N N N N N Wynn Macau Ltd 254900NMDQ8ENTHU1I31 98313RAH9 200000.0000000000 PA USD 192500.0000000000 0.2145491634 Long DBT CORP MO N 2 2028-08-26 Fixed 5.625000000000000 N N N N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498AN1 300000.0000000000 PA USD 295125.0000000000 0.3289289447 Long DBT CORP US N 2 2031-03-15 Fixed 3.625000000000000 N N N N N N Global Liman Isletmeleri AS 7890008K4ISYOCIJR118 N/A 700000.0000000000 PA USD 506240.0000000000 0.5642252908 Long DBT CORP TR N 2 2021-11-14 Fixed 8.125000000000000 N N N N N N La Financiere Atalian SASU 969500ICOLJMB33J0L87 N/A 200000.0000000000 PA 203538.4400000000 0.2268519585 Long DBT CORP FR N 2 2024-05-15 Fixed 4.000000000000000 N N N N N N Puma International Financing SA 222100YFBPO7IDRUBR17 AP4112623 200000.0000000000 PA USD 170181.9400000000 0.1896747681 Long DBT CORP LU N 2 2024-10-06 Fixed 5.125000000000000 N N N N N N INEOS Finance PLC 2138002D68XDR4LZCG32 N/A 300000.0000000000 PA 330782.7500000000 0.3686709729 Long DBT CORP GB N 2 2025-11-15 Fixed 2.125000000000000 N N N N N N Safari Verwaltungs GmbH 5299003XWO8FZGP3YE58 N/A 350000.0000000000 PA 366660.9600000000 0.4086587128 Long DBT CORP DE N 2 2022-11-30 Fixed 5.375000000000000 N N N N N N IHS Netherlands Holdco BV 5493006Z6YQYCCN2XI74 N/A 300000.0000000000 PA USD 306691.7600000000 0.3418205742 Long DBT CORP NL N 2 2027-09-18 Fixed 8.000000000000000 N N N N N N Altice Europe NV N/A N/A 500000.0000000000 PA 524804.8000000000 0.5849165236 Long DBT CORP NL N 2 2028-02-15 Variable 4.000000000000000 N N N N N N Synlab Bondco PLC 5493007KBBOGQWJ10272 N/A 200000.0000000000 PA 234943.2300000000 0.2618538880 Long DBT CORP GB N 2 2025-07-01 Variable 4.750000000000000 N N N N N N Leviathan Bond Ltd 254900D9T8VKYVQNZ220 BK6709046 100000.0000000000 PA USD 103052.7900000000 0.1148565708 Long DBT CORP IL N 2 2027-06-30 Fixed 6.500000000000000 N N N N N N Leviathan Bond Ltd 254900D9T8VKYVQNZ220 N/A 100000.0000000000 PA USD 103660.4200000000 0.1155337994 Long DBT CORP IL N 2 2025-06-30 Fixed 6.125000000000000 N N N N N N CPI Property Group SA 222100CO2ZOTEPGJO223 ZO4142857 150000.0000000000 NS 165962.6400000000 0.1849721848 Long EP CORP LU N 2 2168-11-16 Variable 4.875000000000000 N N N N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 N/A -84.0000000000 NC USD -33390.0000000000 -0.0372145276 N/A DE CORP US N 1 Morgan Stanley I7331LVCZKQKX5T7XV54 Put Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100 320.000000000000 USD 2020-11-04 XXXX -19869.3100000000 N N N Emirates Reit Sukuk Ltd 635400XB1OTSHRSWBF77 AQ3079466 560000.0000000000 PA USD 249157.5500000000 0.2776963320 Long DBT CORP KY N 2 2022-12-12 Fixed 5.125000000000000 N N N N N N AA Bond Co Ltd 2138002EPF6QVRZBMC58 N/A 200000.0000000000 PA 236062.4200000000 0.2631012713 Long DBT CORP JE N 2 2043-07-31 Fixed 5.500000000000000 N N N N N N Petra Diamonds US Treasury PLC 635400LZYOO6WHAO2H58 AN0773779 400000.0000000000 PA USD 174000.0000000000 0.1939301529 Long DBT CORP GB N 2 2022-05-01 Fixed 7.250000000000000 Y Y N N N N Tullow Oil PLC 2138003EYHWO75RKS857 N/A 600000.0000000000 PA USD 375000.0000000000 0.4179529157 Long DBT CORP GB N 2 2022-04-15 Fixed 6.250000000000000 N N N N N N JSL Europe SA 54930068BSUST41D5C30 N/A 500000.0000000000 PA USD 513625.0000000000 0.5724561769 Long DBT CORP LU N 2 2024-07-26 Fixed 7.750000000000000 N N N N N N Minerva Luxembourg SA 222100NM3G3RCPGZ2Z17 AQ3244920 300000.0000000000 PA USD 312078.0000000000 0.3478237601 Long DBT CORP LU N 2 2028-01-19 Fixed 5.875000000000000 N N N N N N Ajecorp BV 7245009GZUBC9F2X3H64 N/A 500000.0000000000 PA USD 500757.5000000000 0.5581148192 Long DBT CORP NL N 2 2022-05-14 Floating 6.500000000000000 N N N N N N Braskem Idesa SAPI YH0V7ZHY352ITDGEYB83 ZQ7727766 600000.0000000000 PA USD 568212.0000000000 0.6332956324 Long DBT CORP MX N 2 2029-11-15 Fixed 7.450000000000000 N N N N N N Oi SA 254900YEMWCRRAGD4978 N/A 300000.0000000000 PA USD 293628.0000000000 0.3272604766 Long DBT CORP BR Y 2 2025-07-27 Fixed 10.000000000000000 N N N N N N Peru LNG Srl 254900F70J1LOALV5K70 AR7830417 500000.0000000000 PA USD 384280.0000000000 0.4282958572 Long DBT CORP PE N 2 2030-03-22 Fixed 5.375000000000000 N N N N N N AGNC Investment Corp 5TRACI5HRMELWV32OF39 00123Q104 51963.0000000000 NS USD 725923.1100000000 0.8090711477 Long EC CORP US N 1 N N N Agree Realty Corp N/A 008492100 4161.0000000000 NS USD 258273.2700000000 0.2878561766 Long EC CORP US N 1 N N N BX Trust 2017-SLCT N/A 05607DAQ0 850000.0000000000 PA USD 793287.3200000000 0.8841513290 Long ABS-MBS CORP US N 2 2034-07-15 Variable 4.398380000000000 N N N N N N Bear Stearns Asset Backed Securities I Trust 2004-AC6 N/A 073879LP1 787962.6800000000 PA USD 693601.3100000000 0.7730471729 Long ABS-MBS CORP US N 2 2034-11-25 Variable 0.549250000000000 N N N N N N Blackstone Mortgage Trust Inc 549300OLDJ20R2Y2UW20 09257W100 10857.0000000000 NS USD 235596.9000000000 0.2625824301 Long EC CORP US N 1 N N N Bowman Park CLO LLC 549300RY1CYH5GR2HE67 10302VBA2 73623.4200000000 PA USD 73563.2200000000 0.0819892328 Long ABS-CBDO CORP US N 2 2025-11-23 Variable 1.436130000000000 N N N N N N Brixmor Property Group Inc N/A 11120U105 25768.0000000000 NS USD 282417.2800000000 0.3147656683 Long EC CORP US N 1 N N N CFG Investments Ltd 549300C3OD89QRWQ1Y92 125261AA5 636364.0000000000 PA USD 642307.7700000000 0.7158784140 Long ABS-MBS CORP US N 2 2029-08-15 Fixed 5.560000000000000 N N N N N N CFG Investments Ltd 549300C3OD89QRWQ1Y92 125261AB3 1000000.0000000000 PA USD 996784.2000000000 1.1109569672 Long ABS-MBS CORP US N 2 2029-08-15 Fixed 7.620000000000000 N N N N N N CIFC Funding Ltd 549300PC4RPZFE70AI24 12548FAS9 1000000.0000000000 PA USD 869161.8000000000 0.9687165561 Long ABS-CBDO CORP US N 2 2030-07-16 Variable 6.880129999999999 N N N N N N CPS Auto Receivables Trust 2015-C N/A 12635JAD8 26870.2600000000 PA USD 26942.4100000000 0.0300284235 Long ABS-MBS CORP US N 2 2021-08-16 Fixed 4.630000000000000 N N N N N N Carlyle Global Market Strategies CLO 2014-2R Ltd 549300K65HYRGER5BW54 14314LAC9 985635.5700000000 PA USD 973423.2500000000 1.0849202281 Long ABS-CBDO CORP US N 2 2031-05-15 Variable 1.330130000000000 N N N N N N Carlyle Global Market Strategies CLO 2014-2R Ltd 549300K65HYRGER5BW54 14314LAE5 1000000.0000000000 PA USD 997945.8000000000 1.1122516182 Long ABS-CBDO CORP US N 2 2031-05-15 Variable 1.605130000000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BM5 800000.0000000000 PA USD 808203.0400000000 0.9007755121 Long ABS-MBS CORP US N 2 2030-04-15 Fixed 3.920000000000000 N N N N N N Chimera Investment Corp 2JBBQFJOL123LOUBE657 16934Q307 12224.0000000000 NS USD 276140.1600000000 0.3077695600 Long EP CORP US N 1 N N N Coinstar Funding LLC Series 2017-1 N/A 19260MAA4 482500.0000000000 PA USD 459517.6600000000 0.5121513222 Long ABS-MBS CORP US N 2 2047-04-25 Fixed 5.216000000000000 N N N N N N COLT 2019-2 Mortgage Loan Trust N/A 19685TAB4 275731.0700000000 PA USD 278187.2300000000 0.3100511037 Long ABS-MBS CORP US N 2 2049-05-25 Variable 3.439000000000000 N N N N N N Community Healthcare Trust Inc 549300FATSRCMKOV9536 20369C106 8307.0000000000 NS USD 384614.1000000000 0.4286682254 Long EC CORP US N 1 N N N Conn's Receivables Funding 2018-A LLC N/A 20826JAA6 4627.2800000000 PA USD 4628.3500000000 0.0051584863 Long ABS-MBS CORP US N 2 2023-01-15 Fixed 3.250000000000000 N N N N N N Credit Acceptance Auto Loan Trust 2020-3 N/A 22536BAE2 1000000.0000000000 PA USD 1000086.9000000000 1.1146379621 Long ABS-MBS CORP US N 2 2030-02-15 Fixed 2.280000000000000 N N N N N N Credit Suisse ABS Trust 2018-LD1 549300V5EDY6OCV57745 22549UAC9 420091.3200000000 PA USD 424437.7100000000 0.4730532758 Long ABS-MBS CORP US N 2 2024-07-25 Fixed 5.170000000000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822V101 2480.0000000000 NS USD 387376.0000000000 0.4317464765 Long EC CORP US N 1 N N N DT Auto Owner Trust 2019-2 N/A 26252TAG1 1000000.0000000000 PA USD 1038732.8000000000 1.1577104064 Long ABS-MBS CORP US N 2 2025-02-18 Fixed 3.480000000000000 N N N N N N DT Auto Owner Trust 2019-3 N/A 26253KAE4 500000.0000000000 PA USD 511279.7500000000 0.5698422993 Long ABS-MBS CORP US N 2 2026-08-17 Fixed 3.850000000000000 N N N N N N FREED ABS TRUST 2018-2 549300S83C1QQOPJBY76 35634BAA3 50974.3100000000 PA USD 51197.7800000000 0.0570620305 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 36192QAL8 1422000.0000000000 PA USD 1262208.0100000000 1.4067827147 Long ABS-MBS CORP US N 2 2030-12-10 Variable 3.458000000000000 N N N N N N GLS Auto Receivables Issuer Trust 2020-3 N/A 36260CAE2 1000000.0000000000 PA USD 1037564.4000000000 1.1564081765 Long ABS-MBS CORP US N 2 2027-07-15 Fixed 4.310000000000000 N N N N N N Gaming and Leisure Properties Inc 5493006GWRDBCZYWTM57 36467J108 15230.0000000000 NS USD 553610.5000000000 0.6170216604 Long EC CORP US N 1 N N N Global SC Finance II SRL N/A 37952UAE3 523125.0000000000 PA USD 524399.1800000000 0.5844644434 Long ABS-MBS CORP BB N 2 2029-07-17 Fixed 3.090000000000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378BD63 3460497.3500000000 PA USD 74623.5500000000 0.0831710141 Long ABS-MBS USGA US N 2 2049-10-16 Variable 0.526490000000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378BYS2 3882140.8300000000 PA USD 40844.0000000000 0.0455223170 Long ABS-MBS USGA US N 2 2052-08-16 Variable 0.412450000000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378XMU2 2365784.5700000000 PA USD 86224.5700000000 0.0961008278 Long ABS-MBS USGA US N 2 2055-02-16 Variable 0.707770000000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378XNB3 2911734.8600000000 PA USD 133722.5900000000 0.1490393237 Long ABS-MBS USGA US N 2 2055-02-16 Variable 0.898850000000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38379KTL2 4580600.9100000000 PA USD 126908.7500000000 0.1414450189 Long ABS-MBS USGA US N 2 2057-07-16 Variable 0.453620000000000 N N N N N N Harbourview CLO VII LLC N/A 41165TAJ0 2018360.5100000000 PA USD 1534956.5100000000 1.7107721302 Long ABS-CBDO CORP US N 2 2031-07-18 Variable 3.577750000000000 N N N N N N HERO Funding Trust 2017-2 N/A 42771LAC6 233491.0500000000 PA USD 245628.2700000000 0.2737628043 Long ABS-MBS CORP US N 2 2048-09-20 Fixed 4.070000000000000 N N N N N N Hilton Orlando Trust 2018-ORL N/A 432885AN1 1000000.0000000000 PA USD 870350.3000000000 0.9700411882 Long ABS-MBS CORP US N 2 2034-12-15 Variable 2.798380000000000 N N N N N N Invitation Homes 2018-SFR2 Trust N/A 46185HAG7 1000000.0000000000 PA USD 1003964.5000000000 1.1189597067 Long ABS-MBS CORP US N 2 2037-06-17 Variable 1.598380000000000 N N N N N N JMP Credit Advisors CLO Ltd 254900CF9PN2ZUP3VA26 46649DAG6 1000000.0000000000 PA USD 861120.1000000000 0.9597537508 Long ABS-CBDO CORP US N 2 2028-01-17 Variable 2.817750000000000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH N/A 46650FAL6 1000000.0000000000 PA USD 765355.8000000000 0.8530205017 Long ABS-MBS CORP US N 2 2035-06-15 Variable 3.210000000000000 N N N N N N Kabbage Funding LLC N/A 48283PAG6 635571.0000000000 PA USD 634043.4700000000 0.7066675119 Long ABS-MBS CORP US N 2 2024-03-15 Fixed 4.611000000000001 N N N N N N MGM Growth Properties LLC 549300E2UGIBHWE12262 55303A105 27344.0000000000 NS USD 723248.8000000000 0.8060905193 Long EC CORP US N 1 N N N MVW Owner Trust 2014-1 5493004KX4H48P1FVD32 553891AA0 415896.0800000000 PA USD 416878.8400000000 0.4646286045 Long ABS-MBS CORP US N 2 2031-09-22 Fixed 2.250000000000000 N N N N N N Marlette Funding Trust 2017-3 54930083FUKNQ9ZNFO83 57109DAD3 1000000.0000000000 PA USD 1005136.4000000000 1.1202658375 Long ABS-MBS CORP US N 2 2024-12-15 Fixed 5.030000000000000 N N N N N N Marlette Funding Trust 2019-3 549300W2612MGSLICQ35 57109MAB7 600000.0000000000 PA USD 609946.0800000000 0.6798099801 Long ABS-MBS CORP US N 2 2029-09-17 Fixed 3.070000000000000 N N N N N N Mid-America Apartment Communities Inc 549300FQZKFR5YNSHZ21 59522J103 1696.0000000000 NS USD 197804.4800000000 0.2204612244 Long EC CORP US N 1 N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 N/A 61763KAE4 1250000.0000000000 PA USD 1081618.6300000000 1.2055084269 Long ABS-MBS CORP US N 2 2047-04-15 Variable 4.906347999999999 N N N N N N Morgan Stanley Capital I Trust 2018-BOP N/A 61768FAQ3 963433.3100000000 PA USD 854393.7600000000 0.9522569684 Long ABS-MBS CORP US N 2 2033-08-15 Variable 2.648380000000000 N N N N N N NETSTREIT Corp N/A 64119V303 29845.0000000000 NS USD 523481.3000000000 0.5834414284 Long EC CORP US N 1 N N N NRZ Excess Spread-Collateralized Notes 549300FB4YR8GY21CA08 64829TAE1 598087.2700000000 PA USD 585345.4400000000 0.6523915556 Long ABS-MBS CORP US N 2 2023-05-25 Fixed 4.890000000000000 N N N N N N OneMain Financial Issuance Trust 2017-1 549300KQ3WN93FBBU117 68267LAE8 1500000.0000000000 PA USD 1505395.8000000000 1.6778255037 Long ABS-MBS CORP US N 2 2032-09-14 Fixed 4.520000000000000 N N N N N N OneMain Direct Auto Receivables Trust 2018-1 N/A 68268XAD3 1000000.0000000000 PA USD 1027432.0000000000 1.1451152002 Long ABS-MBS CORP US N 2 2028-01-14 Fixed 4.400000000000000 N N N N N N OneMain Financial Issuance Trust 2020-2 N/A 682696AD1 700000.0000000000 PA USD 710081.4000000000 0.7914149107 Long ABS-MBS CORP US N 2 2035-09-14 Fixed 3.450000000000000 N N N N N N Stockland N/A N/A 198461.0000000000 NS 539377.7900000000 0.6011587200 Long EC CORP AU N 2 N N N Palisades Center Trust 2016-PLSD N/A 69640GAL9 1575000.0000000000 PA USD 443519.2100000000 0.4943203920 Long ABS-MBS CORP US N 2 2033-04-13 Fixed 4.736987000000000 N N N N N N PennyMac Mortgage Investment Trust 549300BSSOQO1ZWDUJ97 70931T103 41234.0000000000 NS USD 617272.9800000000 0.6879761114 Long EC CORP US N 1 N N N Progress Residential 2018-SFR3 Trust N/A 74331MAE6 1700000.0000000000 PA USD 1753065.8400000000 1.9538639446 Long ABS-MBS CORP US N 2 2035-10-17 Fixed 4.873000000000000 N N N N N N QTS Realty Trust Inc 5493006PA4CJK4OG2J54 74736A301 3605.0000000000 NS USD 499916.2100000000 0.5571771669 Long EP CORP US N 1 2049-12-31 None 0.0000000000 N N N N N N Rayonier Inc HGV8VDVNL0W6SF2U9C50 754907103 18622.0000000000 NS USD 472626.3600000000 0.5267615072 Long EC CORP US N 1 N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492706 483648.5100000000 NS USD 483648.5100000000 0.5390461465 Long STIV RF US N 1 N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492706 187330.8700000000 NS USD 187330.8700000000 0.2087879555 Long STIV RF US N 1 N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492706 66683.4500000000 NS USD 66683.4500000000 0.0743214463 Long STIV RF US N 1 N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492706 2814844.2000000000 NS USD 2814844.2000000000 3.1372595750 Long STIV RF US N 1 N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492706 6434324.8400000000 NS USD 6434324.8400000000 7.1713195398 Long STIV RF US N 1 N N N SPDR Blackstone / GSO Senior Loan ETF 549300ME4SR63Y3TRD06 78467V608 53300.0000000000 NS USD 2359058.0000000000 2.6292671184 Long EC RF US N 1 N N N SoFi Consumer Loan Program 2019-3 Trust N/A 83405TAC7 500000.0000000000 PA USD 515803.7000000000 0.5748844276 Long ABS-MBS CORP US N 2 2028-05-25 Fixed 3.350000000000000 N N N N N N SoFi Consumer Loan Program 2020-1 Trust N/A 83407AAC6 550000.0000000000 PA USD 554990.1500000000 0.6185593370 Long ABS-MBS CORP US N 2 2029-01-25 Fixed 2.500000000000000 N N N N N N STORE Capital Corp 5493004EA6C9IHDZ7N66 862121100 21432.0000000000 NS USD 550802.4000000000 0.6138919175 Long EC CORP US N 1 N N N TICP CLO Ltd N/A 87248CAE2 530040.9700000000 PA USD 325616.4600000000 0.3629129303 Long ABS-CBDO CORP US N 2 2027-07-20 Variable 6.918380000000000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 902653104 15916.0000000000 NS USD 497215.8400000000 0.5541674935 Long EC CORP US N 1 N N N Vanguard High Dividend Yield ETF N/A 921946406 37900.0000000000 NS USD 3014566.0000000000 3.3598577314 Long EC RF US N 1 N N N Venture CDO Ltd 549300MWRVTJN0X3KI79 92329FAV9 1000000.0000000000 PA USD 811454.8000000000 0.9043997323 Long ABS-CBDO CORP KY N 2 2029-10-15 Variable 3.336880000000000 N N N N N N Venture CDO Ltd 549300OT41NOT6O55015 92329XAW8 1000000.0000000000 PA USD 791064.9000000000 0.8816743506 Long ABS-CBDO CORP KY N 2 2028-01-15 Variable 2.746880000000000 N N N N N N VICI Properties Inc N/A 925652109 19168.0000000000 NS USD 439905.6000000000 0.4902928751 Long EC CORP US N 1 N N N ING Investment Management CLO 549300ITL5IR423IJ183 92917EAA6 500000.0000000000 PA USD 403456.0000000000 0.4496682975 Long ABS-CBDO CORP US N 2 2031-04-18 Variable 6.217750000000000 N N N N N N WP Carey Inc 54930042CRNE713E3Q67 92936U109 5170.0000000000 NS USD 323693.7000000000 0.3607699352 Long EC CORP US N 1 N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040Q104 9470.0000000000 NS USD 509201.9000000000 0.5675264501 Long EC CORP US N 1 N N N Mapletree Industrial Trust 549300R7WZFHXNKDJF41 N/A 282800.0000000000 NS 629986.1400000000 0.7021454508 Long EC CORP SG N 2 N N N Corp Inmobiliaria Vesta SAB de CV 4469000001BIRIFZJ959 N/A 348683.0000000000 NS 563343.7700000000 0.6278697899 Long EC CORP MX N 2 N N N S&P 500 EMINI FUTURES N/A N/A -18.0000000000 NC USD 58895.4600000000 0.0656414113 N/A DE CORP US N 1 Goldman Sachs FOR8UP27PHTHYVLBNG30 Short S&P500 EMINI FUT S&P500 EMINI FUT Dec20 2020-12-18 -2997125.4600000000 USD 58895.4600000000 N N N Emin Russell 2000 N/A N/A -27.0000000000 NC USD -46786.8100000000 -0.0521458231 N/A DE CORP US N 1 Goldman Sachs FOR8UP27PHTHYVLBNG30 Short E-Mini Russ 2000 E-Mini Russ 2000 Dec20 2020-12-18 -2027893.1900000000 USD -46786.8100000000 N N N XAF Financial N/A N/A 13.0000000000 NC USD -23696.2700000000 -0.0264104670 N/A DE CORP US N 1 Goldman Sachs FOR8UP27PHTHYVLBNG30 Long XAF Financial XAF Financial Dec20 2020-12-18 975458.7700000000 USD -23696.2700000000 N N N XAK Technology N/A N/A 38.0000000000 NC USD -102222.2800000000 -0.1139309333 N/A DE CORP US N 1 Goldman Sachs FOR8UP27PHTHYVLBNG30 Long XAK Technology XAK Technology Dec20 2020-12-18 4338842.2800000000 USD -102222.2800000000 N N N XAV Health Care N/A N/A 12.0000000000 NC USD -27019.6800000000 -0.0301145441 N/A DE CORP US N 1 Goldman Sachs FOR8UP27PHTHYVLBNG30 Long XAV Health Care XAV Health Care Dec20 2020-12-18 1255579.6800000000 USD -27019.6800000000 N N N Emini S&P ReEstate N/A N/A -31.0000000000 NC USD 51637.0100000000 0.0575515704 N/A DE CORP US N 1 Goldman Sachs FOR8UP27PHTHYVLBNG30 Short Emini S&P ReEstate Emini S&P ReEstateDec20 2020-12-18 -1326899.5100000000 USD 51637.0100000000 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 SP9U1R711 5220000.0000000000 OU Swap Contract Amount USD -226307.25 -0.2522287333 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 184110.280000000000 USD 5220000.0000000000 USD -42196.97 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 SP9U3AE75 5000000.0000000000 OU Swap Contract Amount USD 26622.8900000002 0.0296723053 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 26805.089999999900 USD 0.000000000000 USD 5000000.0000000000 USD -182.200000000001 N N N 2020-12-28 American Century Capital Portfolios, Inc. Amy R. Bitter Amy R. Bitter Assistant Treasurer