NPORT-P
false
0001020425
XXXXXXXX
S000057610
C000183971
C000183970
LITMAN GREGORY FUNDS TRUST
811-07763
0001020425
549300RB4CD8N2IPVU55
1676 N. CALIFORNIA BLVD.
SUITE 500
WALNUT CREEK
94596
925-254-8999
Litman Gregory Masters High Income Alternatives Fund
S000057610
549300IVOBYRUF8GRL79
2020-12-31
2020-06-30
N
87198177.94
5214763.80
81983414.14
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1313404.00000000
0.00000000
0.00000000
374391.69000000
USD
N
BCPE Empire Holdings, Inc.
549300O2G0VI2955B626
BCPE Empire Holdings, Inc. 2019 Delayed Draw Term Loan
05550HAC9
16385.08000000
PA
USD
15914.01000000
0.019411255516
Long
LON
CORP
US
N
2
2026-06-11
Floating
4.18000000
N
N
N
N
N
N
NewStar Clarendon Fund CLO LLC,
549300HC3VVP80NTKX35
NewStar Clarendon Fund CLO LLC
32010AAE8
300000.00000000
PA
USD
292208.61000000
0.356424056091
Long
ABS-CBDO
CORP
US
N
2
2027-01-25
Floating
4.04000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
8097.10000000
0.009876509883
N/A
DFE
IL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
98691.70000000
USD
363975.00000000
ILS
2022-01-31
8097.10000000
N
N
N
Ellington Residential Mortgage REIT
549300KA3MR2ZCRGA787
Ellington Residential Mortgage REIT
288578107
18053.00000000
NS
USD
185945.90000000
0.226809168598
Long
EC
US
N
1
N
N
N
Exantas Capital Corp
N/A
Exantas Capital Corp 2018-RSO6 Ltd
299670AC3
150000.00000000
PA
USD
144333.10000000
0.176051584962
Long
ABS-CBDO
CORP
KY
N
2
2035-06-15
Floating
1.34000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-12737.82000000
-0.01553706945
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
195064.86000000
USD
1000000.00000000
BRL
2020-07-01
-12737.82000000
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V100
31777.00000000
NS
USD
226252.24000000
0.275973186007
Long
EC
CORP
US
N
1
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAN9
25000.00000000
PA
USD
25156.25000000
0.030684560119
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.50000000
N
N
N
N
N
N
Boyne USA Inc
N/A
Boyne USA Inc
103557AA2
25000.00000000
PA
USD
26278.63000000
0.032053593126
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
200000.00000000
PA
USD
223433.41000000
0.272534892994
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Allen Media, LLC
N/A
Allen Media, LLC 2020 Term Loan B
01771JAE3
528591.44000000
PA
USD
506567.68000000
0.617890442004
Long
LON
CORP
US
N
2
2027-02-10
Floating
5.81000000
N
N
N
N
N
N
Oaktree Strategic Income Corp
5493005B6R76YRZJXB89
Oaktree Strategic Income Corp
67402D104
94611.00000000
NS
USD
599833.74000000
0.731652549838
Long
EC
CORP
US
N
1
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAC8
25000.00000000
PA
USD
24961.38000000
0.030446865700
Long
DBT
US
N
2
2027-02-15
Fixed
3.88000000
N
N
N
N
N
N
Blackstone / GSO Strategic Credit Fund
549300YESIF051NRED20
Blackstone / GSO Strategic Credit Fund
09257R101
5599.00000000
NS
USD
63940.58000000
0.077992092267
Long
EC
RF
US
N
1
N
N
N
Eastern Power, LLC
5493000R3E1L1VM1V279
Eastern Power, LLC Term Loan B
87264NAB3
680516.20000000
PA
USD
661972.13000000
0.807446404793
Long
LON
CORP
US
N
2
2025-10-02
Floating
4.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2020-UPTN
36258PAL1
250000.00000000
PA
USD
231544.98000000
0.282429052789
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
3.25000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
30000.00000000
PA
USD
31275.00000000
0.038147959960
Long
DBT
CORP
US
N
2
2025-09-20
Fixed
4.70000000
N
N
N
N
N
N
Ellington Financial Inc
60GS1D1R1YY5G1W7IT74
Ellington Financial Inc
28852N109
7534.00000000
NS
USD
88750.52000000
0.108254237678
Long
EC
US
N
1
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AR9
100000.00000000
PA
USD
103450.50000000
0.126184669283
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.38000000
N
N
N
N
N
N
LSTAR Securities Investment Ltd
N/A
LSTAR Securities Investment Ltd 2019-5
54912VAA3
780242.21000000
PA
USD
772452.82000000
0.942206210979
Long
ABS-MBS
CORP
US
N
2
2024-11-01
Floating
1.67000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AK7
60000.00000000
PA
USD
64142.08000000
0.078237873688
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
11947.58000000
0.014573167176
N/A
DFE
IL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
331515.43000000
USD
1180891.10000000
ILS
2021-02-01
11947.58000000
N
N
N
TLWND 2019-1
N/A
GAIA Aviation Ltd
87404LAA0
212542.46000000
PA
USD
183178.34000000
0.223433412625
Long
ABS-O
CORP
KY
N
2
2044-12-15
Variable
3.97000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AK5
238850.13000000
PA
USD
230396.44000000
0.281028110889
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.48000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTL
549300V3TCHCBOBTGH07
Williams Scotsman International Inc
96950GAB8
10000.00000000
PA
USD
10301.05000000
0.012564797536
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
6.88000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AL7
260000.00000000
PA
USD
260650.00000000
0.317930160306
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX JUL20 2950 PUT
000000000
-2.00000000
NC
USD
-5600.00000000
-0.00683064990
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
2950.00000000
USD
2020-07-17
XXXX
6498.92000000
N
N
N
KKR Real Estate Finance Trust Inc
549300K23AYZDZ2REL62
KKR Real Estate Finance Trust Inc
48251K100
1729.00000000
NS
USD
28666.82000000
0.034966609162
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283L2
1800000.00000000
PA
USD
1814027.35000000
2.212676026034
Long
DBT
UST
US
N
2
2020-12-15
Fixed
1.88000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BE1
545000.00000000
PA
USD
588438.07000000
0.717752579802
Long
DBT
CORP
CA
N
2
2030-04-29
Fixed
4.63000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
15.58000000
0.000019003843
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1275.00000000
EUR
1449.29000000
USD
2020-07-30
15.58000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
139.75000000
0.000170461307
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
351754.79000000
ILS
102447.88000000
USD
2021-02-01
139.75000000
N
N
N
Jefferies Finance LLC
549300SKVB18YSSIDT75
Jefferies Finance LLC 2019 Term Loan
47232UAB0
99497.48000000
PA
USD
94336.05000000
0.115067237671
Long
LON
CORP
US
N
2
2026-06-03
Floating
3.19000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AT7
160000.00000000
PA
USD
125767.19000000
0.153405650788
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.38000000
N
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc
05724BAA7
10000.00000000
PA
USD
11557.70000000
0.014097607572
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.49000000
N
N
N
N
N
N
Frontera Generation Holdings LLC
549300GLB8UW9UT6MD14
Frontera Generation Holdings LLC 2018 Term Loan B
35905EAB7
492400.99000000
PA
USD
305781.01000000
0.372979111943
Long
LON
CORP
US
N
2
2025-05-02
Floating
5.39000000
N
N
N
N
N
N
Bombardier Recreational Products, Inc.
N/A
Bombardier Recreational Products, Inc. 2020 Incremental Term Loan B2
000000000
150000.00000000
PA
USD
151624.50000000
0.184945335090
Long
LON
CORP
CA
N
2
2027-05-24
Floating
6.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
12866.40000000
0.015693906060
N/A
DFE
IL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
330596.61000000
USD
1180891.10000000
ILS
2021-02-01
12866.40000000
N
N
N
Cologix, Inc.
549300O8TRLPP8IXEG50
Cologix, Inc. 2018 Term Loan
19521LAB9
100000.00000000
PA
USD
96323.00000000
0.117490837641
Long
LON
CORP
US
N
2
2024-03-20
Floating
4.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
1262.01000000
0.001539347944
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
411450.00000000
ILS
121979.78000000
USD
2022-01-31
1262.01000000
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2018-SITE
12690CAG8
480000.00000000
PA
USD
440277.50000000
0.537032404198
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Fixed
4.94000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
100000.00000000
PA
USD
118368.48000000
0.144381008331
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
Granite Point Mortgage Trust Inc
529900VX2HQZ76AYIE02
Granite Point Mortgage Trust Inc
38741L107
19267.00000000
NS
USD
138337.06000000
0.168737861738
Long
EC
US
N
1
N
N
N
Gardner Denver Inc
549300MJL50HVCB7RP74
GARDNER DENVER INC 2020 USD TERM LOAN B
365556AW9
100000.00000000
PA
USD
97437.50000000
0.118850258948
Long
LON
CORP
US
N
2
2027-03-01
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP20 XCBT 20200921
000000000
1.00000000
NC
USD
309.94000000
0.000378052077
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 10 Year Ultra Bond
UXYU0 Comdty
2020-09-21
157174.44000000
USD
309.94000000
N
N
N
Hamilton Projects Acquiror LLC
5493005K6XILIQ2EZY52
HAMILTON PROJECTS ACQUIROR LLC TERM LOAN B
14314VAB9
100000.00000000
PA
USD
98166.50000000
0.119739463194
Long
LON
CORP
US
N
2
2027-06-17
Floating
5.75000000
N
N
N
N
N
N
Starwood Commercial Mortgage Trust
N/A
STWD 2019-FL1 Ltd
78485WAE9
150000.00000000
PA
USD
143411.01000000
0.174926857467
Long
ABS-CBDO
CORP
KY
N
2
2038-07-15
Floating
1.78000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AJ4
25000.00000000
PA
USD
25091.13000000
0.030605129419
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
INVESTCORP CREDIT MGMT
549300ZRNRCSKPLGYQ55
Investcorp Credit Management BDC Inc
12574Q202
5650.00000000
NS
USD
123339.50000000
0.150444454276
Long
EP
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4701.79000000
0.005735050252
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
171275.00000000
EUR
198957.32000000
USD
2021-07-30
4701.79000000
N
N
N
UNITED INS HOLDINGS CORP
5299002P9105LJQA8G51
United Insurance Holdings Corp
910710AA0
530000.00000000
PA
USD
508799.62000000
0.620612870709
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
6.25000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBD7
25000.00000000
PA
USD
26563.31000000
0.032400834093
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
RUSSELL 2000 INDEX JUL20 1410 PUT
000000000
-2.00000000
NC
USD
-4442.00000000
-0.00541816908
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Russell 2000 Index
RTY Index
100.00000000
1410.00000000
USD
2020-07-10
XXXX
5286.92000000
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
7165.00000000
NS
USD
108693.05000000
0.132579316365
Long
EC
CORP
US
N
1
N
N
N
Solar Capital Ltd
BJOT6DX9ML6BR3Z0O636
Solar Capital Ltd
83413U100
43347.00000000
NS
USD
693985.47000000
0.846494961547
Long
EC
CORP
US
N
1
N
N
N
Cvent, Inc.
N/A
Cvent, Inc. 1st Lien Term Loan
23248RAB0
88266.69000000
PA
USD
76571.35000000
0.093398586535
Long
LON
CORP
US
N
2
2024-11-29
Floating
3.93000000
N
N
N
N
N
N
FS KKR Capital Corp II
549300WUTLLKJDQKPE21
FS KKR Capital Corp II
35952V303
33935.00000000
NS
USD
437422.15000000
0.533549565590
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Military Housing Bonds Resec Trust
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1
35563CAT5
4619355.30000000
PA
USD
289836.83000000
0.353531056300
Long
ABS-MBS
USGSE
US
N
2
2052-11-25
Variable
0.70000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AA6
25000.00000000
PA
USD
27149.08000000
0.033115332271
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2006-12
41162DAF6
327561.94000000
PA
USD
290375.86000000
0.354188542946
Long
ABS-MBS
CORP
US
N
2
2038-01-19
Floating
0.38000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
541.72000000
0.000660767797
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
323200.00000000
ILS
94793.96000000
USD
2021-04-30
541.72000000
N
N
N
Alterra Mountain Company
549300C5O4FSVNUEI843
ALTERRA MOUNTAIN COMPANY 2020 TERM LOAN B
46124CAG2
99750.00000000
PA
USD
98253.75000000
0.119845887159
Long
LON
CORP
US
N
2
2026-08-01
Floating
5.50000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAE5
50000.00000000
PA
USD
56447.50000000
0.068852341162
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.38000000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R Smokey Buyer Inc
12510CAA9
25000.00000000
PA
USD
26055.00000000
0.031780818441
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
ARES FINANCE CO II LLC
N/A
Ares Finance Co II LLC
04015KAB6
50000.00000000
PA
USD
50930.49000000
0.062122919049
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.25000000
N
N
N
N
N
N
KEHE DISTRIBUTORS LLC/FI
N/A
KeHE Distributors LLC / KeHE Finance Corp
487526AB1
10000.00000000
PA
USD
10673.45000000
0.013019035754
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.63000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DR5
140000.00000000
PA
USD
151678.69000000
0.185011433826
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.40000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
N/A
New Residential Advance Receivables Trust Advance Receivables Backed 2019-T4
62942QCJ0
300000.00000000
PA
USD
290764.62000000
0.354662736420
Long
ABS-O
CORP
US
N
2
2051-10-15
Fixed
2.80000000
N
N
N
N
N
N
LSTAR Securities Investment Ltd
N/A
LSTAR Securities Investment Trust 2019-1
50220CAA0
283695.18000000
PA
USD
285392.19000000
0.348109667051
Long
ABS-MBS
CORP
US
N
2
2024-03-01
Floating
1.87000000
N
N
N
N
N
N
InSite Issuer LLC
N/A
InSite Issuer LLC
45780KAL0
480000.00000000
PA
USD
467333.52000000
0.570034225705
Long
ABS-O
CORP
US
N
2
2048-12-15
Fixed
6.12000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AQ1
5000.00000000
PA
USD
4761.48000000
0.005807857662
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BY5
151686.75000000
PA
USD
169742.92000000
0.207045439349
Long
DBT
CORP
US
N
2
2034-01-10
Fixed
5.93000000
N
N
N
N
N
N
Eaton Vance Limited Duration Income Fund
NZ7KR43H6Z5W1GY0QX46
Eaton Vance Limited Duration Income Fund
27828H105
4463.00000000
NS
USD
50298.01000000
0.061351445932
Long
EC
RF
US
N
1
N
N
N
Countrywide Alternative Loan Trust
549300QTQ6MX6ER06N64
Alternative Loan Trust 2007-OA7
126680AA5
201234.90000000
PA
USD
175700.95000000
0.214312799537
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
0.36000000
N
N
N
N
N
N
WR GRACE & CO-CONN
549300GJVOEHHLSO6K25
WR Grace & Co-Conn
383909AG3
75000.00000000
PA
USD
76352.25000000
0.093131337357
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.88000000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
75000.00000000
PA
USD
76312.50000000
0.093082851940
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
ReadyCap lending
N/A
ReadyCap Lending Small Business Loan Trust 2019-2
75576QAA6
188872.63000000
PA
USD
175981.19000000
0.214654624775
Long
ABS-O
CORP
US
N
2
2044-12-27
Variable
2.75000000
N
N
N
N
N
N
Regional Management Issuance Trust
54930056HUXF46SHBY72
Regional Management Issuance Trust 2018-2
75907RAB2
480000.00000000
PA
USD
451731.31000000
0.551003291017
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
4.94000000
N
N
N
N
N
N
Barings BDC Inc
549300GSF4KFZP6ONG49
Barings BDC Inc
06759L103
83175.00000000
NS
USD
660409.50000000
0.805540372924
Long
EC
CORP
US
N
1
N
N
N
Avolon TLB Borrower 1 (US) LLC
635400O84AGITYFZQB55
Avolon TLB Borrower 1 (US) LLC Term Loan B3
05400KAE0
252008.55000000
PA
USD
235455.37000000
0.287198785839
Long
LON
CORP
US
N
2
2025-01-15
Floating
2.50000000
N
N
N
N
N
N
Ocwen Master Advance Receivables Trust
N/A
Ocwen Master Advance Receivables Trust Series 2019-T1
67575NBP7
100000.00000000
PA
USD
99771.66000000
0.121697371409
Long
ABS-O
CORP
US
N
2
2050-08-15
Fixed
3.11000000
N
N
N
N
N
N
Saganaw Receivables, LLC
N/A
Saganaw Insurance Recievables LLC
78662MAB2
154601.02000000
PA
USD
155363.59000000
0.189506123439
Long
ABS-O
CORP
US
N
2
2023-12-01
Fixed
5.13000000
N
N
N
N
N
N
Morgan Stanley IXIS Real Estate Capital Trust
N/A
Morgan Stanley IXIS Real Estate Capital Trust 2006-2
617463AD6
406172.79000000
PA
USD
187258.82000000
0.228410614469
Long
ABS-O
CORP
US
N
2
2036-11-25
Floating
0.40000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
103186AB8
50000.00000000
PA
USD
52518.75000000
0.064060213338
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
7.13000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBG0
25000.00000000
PA
USD
26748.94000000
0.032627257940
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
Accuride Corporation
549300MC6XO5P96H8E79
Accuride Corporation 2017 Term Loan B
00439CBC7
49234.70000000
PA
USD
31485.59000000
0.038404828989
Long
LON
CORP
US
N
2
2023-11-17
Floating
6.25000000
N
N
N
N
N
N
Castlelake Aircraft Securitization Trust 2018-1
N/A
Castlelake Aircraft Securitization Trust 2018-1
14856CAA7
202722.88000000
PA
USD
191276.62000000
0.233311361824
Long
ABS-O
CORP
US
N
2
2043-06-15
Fixed
4.13000000
N
N
N
N
N
N
Bain Capital Specialty Finance Inc
549300V2JL72R0EYBK64
Bain Capital Specialty Finance Inc
05684B107
5636.00000000
NS
USD
62446.88000000
0.076170138381
Long
EC
CORP
US
N
1
N
N
N
BUSINESS DEVELOPMENT COR
549300K8IFP295FLKS39
Business Development Corp of America
12325JAF8
225000.00000000
PA
USD
199438.85000000
0.243267314605
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.85000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTL
549300V3TCHCBOBTGH07
Williams Scotsman International Inc
96950GAA0
40000.00000000
PA
USD
41575.20000000
0.050711720701
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
7.88000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
RUSSELL 2000 INDEX JUL20 1385 PUT
000000000
-2.00000000
NC
USD
-6442.00000000
-0.00785768690
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Russell 2000 Index
RTY Index
100.00000000
1385.00000000
USD
2020-07-17
XXXX
5016.92000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX JUL20 3040 PUT
000000000
-1.00000000
NC
USD
-1013.00000000
-0.00123561577
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
3040.00000000
USD
2020-07-02
XXXX
4179.79000000
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2006-QO6 Trust
75114NAA2
429733.40000000
PA
USD
150903.55000000
0.184065949903
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
0.36000000
N
N
N
N
N
N
BWay Holding Company
549300DNGHXL0OMHW304
BWAY Holding Company 2017 Term Loan B
05604XAP1
58433.00000000
PA
USD
52881.87000000
0.064503132194
Long
LON
CORP
US
N
2
2024-04-03
Floating
4.56000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd
65120FAD6
100000.00000000
PA
USD
107633.48000000
0.131286896415
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
Goldman Sachs Mexico
N/A
BGH687A08 CMS CAP SYNTH JUL22 0.605 CALL
000000000
7000000.00000000
NC
USD
13775.16000000
0.016802374168
N/A
DIR
US
N
2
Goldman Sachs Mexico
N/A
Call
Purchased
Constant Maturity Swap
Constant Maturity Swap
1.00000000
0.60500000
USD
2022-07-29
XXXX
3625.16000000
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks Inc
83001WAC8
55000.00000000
PA
USD
57096.88000000
0.069644428204
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
Emerald TopCo Inc
549300KISPZJ80F65D65
Emerald TopCo Inc Term Loan
29102TAB8
99250.00000000
PA
USD
96272.50000000
0.117429239816
Long
LON
CORP
US
N
2
2026-07-24
Floating
4.26000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BGH6871J7 CMS CAP SYNTH JUL22 0.395 CALL
000000000
9000000.00000000
NC
USD
27398.79000000
0.033419918269
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Constant Maturity Swap
Constant Maturity Swap
1.00000000
0.39500000
USD
2022-07-29
XXXX
5798.79000000
N
N
N
Capital Southwest Corp
54930023YZ4YEJEDBO56
Capital Southwest Corp
140501107
40873.00000000
NS
USD
550968.04000000
0.672048176792
Long
EC
CORP
US
N
1
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAC4
100000.00000000
PA
USD
105437.50000000
0.128608330240
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX JUL20 2935 PUT
000000000
-1.00000000
NC
USD
-155.00000000
-0.00018906263
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
2935.00000000
USD
2020-07-02
XXXX
6600.17000000
N
N
N
Hercules Capital Funding Trust
N/A
Hercules Capital Funding Trust 2018-1
42710VAA2
400000.00000000
PA
USD
404455.20000000
0.493337834539
Long
ABS-O
CORP
US
N
2
2027-11-22
Fixed
4.61000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-0.33000000
-0.00000040252
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
45.22000000
ILS
12.82000000
USD
2021-02-01
-0.33000000
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC
91823AAS0
150000.00000000
PA
USD
153547.79000000
0.187291285207
Long
ABS-O
CORP
US
N
2
2050-06-15
Fixed
6.66000000
N
N
N
N
N
N
EyeCare Partners, LLC
N/A
EyeCare Partners, LLC 2020 Delayed Draw Term Loan
30233PAC4
18918.92000000
PA
USD
17192.57000000
0.020970790470
Long
LON
CORP
US
N
2
2027-02-18
Fixed
3.75000000
N
N
N
N
N
N
Amerilife Holdings LLC
N/A
Amerilife Holdings LLC 2020 Delayed Draw Term Loan
03078CAE4
10000.00000000
PA
USD
9550.00000000
0.011648697605
Long
LON
CORP
US
N
2
2027-03-18
Fixed
4.00000000
N
N
N
N
N
N
Nassau 2019 CFO LLC
N/A
Nassau 2019 CFO LLC
63172DAA9
235959.45000000
PA
USD
223421.53000000
0.272520402259
Long
ABS-O
CORP
US
N
2
2034-08-15
Fixed
3.98000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAC1
60000.00000000
PA
USD
67100.36000000
0.081846262081
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
N
Hull Street CDO Ltd
549300W5TZ4WI4ZLP434
Hull Street CLO Ltd
444838AN6
300000.00000000
PA
USD
291285.62000000
0.355298230813
Long
ABS-CBDO
CORP
KY
N
2
2026-10-18
Floating
3.84000000
N
N
N
N
N
N
ScribeAmerica Intermediate Holdco, LLC
N/A
ScribeAmerica Intermediate Holdco, LLC 2018 Term Loan
81104BAC4
49120.59000000
PA
USD
41015.69000000
0.050029253392
Long
LON
CORP
US
N
2
2025-04-03
Floating
4.69000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
350000.00000000
PA
USD
361661.60000000
0.441139959580
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAT9
50000.00000000
PA
USD
54109.14000000
0.066000105713
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.55000000
N
N
N
N
N
N
Apollo Aviation Securitization Equity Trust
N/A
AASET 2020-1 Trust
00255UAB1
244876.55000000
PA
USD
142088.76000000
0.173314031247
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
4.34000000
N
N
N
N
N
N
New Residential Investment Corp
549300WNTHGEO5LP2G31
New Residential Investment Corp
64828T201
31085.00000000
NS
USD
230961.55000000
0.281717408847
Long
EC
US
N
1
N
N
N
GSAMP Trust
N/A
GSAMP Trust 2007-NC1
3622MGAA6
277425.28000000
PA
USD
164108.62000000
0.200172951714
Long
ABS-O
CORP
US
N
2
2046-12-25
Floating
0.31000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285R7
1800000.00000000
PA
USD
1864406.25000000
2.274126138265
Long
DBT
UST
US
N
2
2021-12-15
Fixed
2.63000000
N
N
N
N
N
N
Arctic Glacier U.S.A., Inc.
N/A
Arctic Glacier U.S.A., Inc. 2018 Term Loan B
03970JAD0
100000.00000000
PA
USD
85094.00000000
0.103794164823
Long
LON
CORP
US
N
2
2024-03-20
Floating
4.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
33.72000000
0.000041130270
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2918.04000000
USD
2625.00000000
EUR
2020-07-30
33.72000000
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp
31847RAG7
70000.00000000
PA
USD
76908.88000000
0.093810291760
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX JUL20 2970 PUT
000000000
-2.00000000
NC
USD
-8934.00000000
-0.01089732611
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
2970.00000000
USD
2020-07-24
XXXX
5534.92000000
N
N
N
Teneo Holdings LLC
254900JYFK02V3OP5U96
Teneo Holdings LLC Term Loan
88033CAH2
49625.00000000
PA
USD
47329.84000000
0.057730994124
Long
LON
CORP
US
N
2
2025-07-11
Floating
6.25000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAD9
200000.00000000
PA
USD
218280.29000000
0.266249328952
Long
DBT
CORP
GB
N
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127962Q1
50000.00000000
PA
USD
49936.49000000
0.060910478691
Long
STIV
UST
US
N
2
2021-04-22
None
0.00000000
N
N
N
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAL2
17000.00000000
PA
USD
17000.46000000
0.020736462586
Long
DBT
CORP
US
N
2
2021-03-26
Floating
1.53000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAW6
160000.00000000
PA
USD
161167.02000000
0.196584908899
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
4.63000000
N
N
N
N
N
N
Nationstar HECM Loan Trust
N/A
Nationstar HECM Loan Trust 2018-3
63863BAB5
460000.00000000
PA
USD
460362.94000000
0.561531798631
Long
ABS-O
CORP
US
N
2
2028-11-25
Variable
3.90000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
75000.00000000
PA
USD
76065.00000000
0.092780961610
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
Informatica LLC
5493007SV33RZV7RPS40
Informatica LLC 2020 USD Term Loan B
45673YAB2
99750.00000000
PA
USD
95809.88000000
0.116864954948
Long
LON
CORP
US
N
2
2027-02-25
Floating
3.43000000
N
N
N
N
N
N
NuStar Energy LP
5493003BMLTUIEG2LG44
NuStar Energy LP
67058H300
3000.00000000
NS
USD
48660.00000000
0.059353468638
Long
EP
CORP
US
N
1
N
N
N
ALLEGHANY CORP
549300DCJE6AYX159479
Alleghany Corp
017175AE0
80000.00000000
PA
USD
85063.63000000
0.103757120744
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.63000000
N
N
N
N
N
N
Elm Trust
549300Z14FPNMD2DGN29
Elm 2018-2 Trust
289333AB2
300000.00000000
PA
USD
300011.88000000
0.365942164213
Long
ABS-O
CORP
US
N
2
2027-10-20
Fixed
4.61000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAG5
220000.00000000
PA
USD
207361.75000000
0.252931342485
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.17000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BF9
20000.00000000
PA
USD
21452.25000000
0.026166573111
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
4.00000000
N
N
N
N
N
N
MMM Holdings, Inc.
N/A
MMM Holdings, Inc. Term Loan B
000000000
770250.00000000
PA
USD
735588.75000000
0.897240933079
Long
LON
CORP
US
N
2
2026-12-24
Floating
6.75000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO1, LTD
N/A
GoldentTree Loan Management US CLO 1 Ltd
38136FBA0
250000.00000000
PA
USD
243380.46000000
0.296865484992
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
2.99000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AW6
100000.00000000
PA
USD
111235.11000000
0.135680016704
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AP4
40000.00000000
PA
USD
41585.98000000
0.050724869702
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
RUSSELL 2000 INDEX JUL20 1350 PUT
000000000
-4.00000000
NC
USD
-9572.00000000
-0.01167553230
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Russell 2000 Index
RTY Index
100.00000000
1350.00000000
USD
2020-07-24
XXXX
10675.84000000
N
N
N
Atlas Senior Loan Fund LTD
N/A
Atlas Senior Loan Fund IX Ltd
04941VAG0
350000.00000000
PA
USD
325136.18000000
0.396587753035
Long
ABS-O
CORP
KY
N
2
2028-04-20
Floating
2.94000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
N/A
Cushman & Wakefield US Borrower LLC
23166MAA1
150000.00000000
PA
USD
157031.25000000
0.191540266585
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AR9
140000.00000000
PA
USD
143762.50000000
0.175355590527
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
12.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
23206.15000000
0.028305908266
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
400000.00000000
BRL
95023.16000000
USD
2021-07-01
23206.15000000
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAL5
150000.00000000
PA
USD
150153.75000000
0.183151374671
Long
DBT
US
N
2
2032-07-15
Fixed
5.63000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-2884.88000000
-0.00351885808
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
367538.96000000
USD
2000000.00000000
BRL
2020-07-01
-2884.88000000
N
N
N
WRG Debt Funding IV LLC
N/A
WRG Debt Funding IV LLC
92942AAC9
400000.00000000
PA
USD
399817.96000000
0.487681519724
Long
ABS-O
CORP
US
N
2
2028-07-15
Fixed
6.54000000
N
N
N
N
N
N
Neon Holdings Inc
N/A
Neon Holdings Inc
64051NAA1
16000.00000000
PA
USD
15960.00000000
0.019467352229
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
10.13000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAB0
100000.00000000
PA
USD
98891.00000000
0.120623178526
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
4.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX JUL20 2990 PUT
000000000
-3.00000000
NC
USD
-1200.00000000
-0.00146371069
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
2990.00000000
USD
2020-07-02
XXXX
15713.82000000
N
N
N
API Technologies Corp.
N/A
API Technologies Corp. 2019 Term Loan B
00189CAC0
99000.00000000
PA
USD
87120.00000000
0.106265396377
Long
LON
CORP
US
N
2
2026-05-09
Floating
4.43000000
N
N
N
N
N
N
AASET 2019-2 Trust
N/A
Aaset 2019-2 Trust
00038RAB2
241087.68000000
PA
USD
140930.21000000
0.171900879560
Long
ABS-O
CORP
US
N
2
2039-10-16
Fixed
4.46000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX JUL20 2980 PUT
000000000
-7.00000000
NC
USD
-2275.00000000
-0.00277495152
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
2980.00000000
USD
2020-07-02
XXXX
41296.21000000
N
N
N
OWL ROCK CAPITAL CORP II
549300MMNWZO5XKDDX47
Owl Rock Capital Corp II
69121DAA8
120000.00000000
PA
USD
118564.32000000
0.144619885916
Long
DBT
CORP
US
N
2
2024-11-26
Fixed
4.63000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BL2
30000.00000000
PA
USD
33592.53000000
0.040974787830
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
4.38000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1022250.00000000
PA
USD
-1022250.00000000
-1.24689854737
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.85000000
2022-04-06
1015000.00000000
USD
1061238.00000000
USD
CDS
N
N
N
FS KKR CAPITAL CORP II
549300WUTLLKJDQKPE21
FS KKR Capital Corp II
30313RAA7
325000.00000000
PA
USD
290623.15000000
0.354490177127
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
4.25000000
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AF3
50000.00000000
PA
USD
50468.75000000
0.061559707569
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Aria Energy Operating LLC
549300VNL5GGCGT9XC20
Aria Energy Operating LLC Term Loan
04035LAB0
291852.63000000
PA
USD
275800.74000000
0.336410410438
Long
LON
CORP
US
N
2
2022-05-27
Floating
5.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
272.77000000
0.000332713638
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
333300.00000000
ILS
97470.39000000
USD
2021-04-30
272.77000000
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
80000.00000000
PA
USD
78767.96000000
0.096077921157
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.38000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
BGH6870T6 CMS CAP SYNTH JUL22 0.395 CALL
000000000
11000000.00000000
NC
USD
33487.41000000
0.040846566773
N/A
DIR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Call
Purchased
Constant Maturity Swap
Constant Maturity Swap
1.00000000
0.39500000
USD
2022-07-29
XXXX
8077.41000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286H8
1500000.00000000
PA
USD
1556396.49000000
1.898428488647
Long
DBT
UST
US
N
2
2022-03-15
Fixed
2.38000000
N
N
N
N
N
N
Oxford Finance Funding Trust
N/A
Oxford Finance Funding 2019-1 LLC
69145AAB4
260000.00000000
PA
USD
268146.63000000
0.327074241555
Long
ABS-O
CORP
US
N
2
2027-02-15
Fixed
4.46000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAA0
453866.67000000
PA
USD
476889.24000000
0.581689900332
Long
ABS-O
CORP
US
N
2
2044-02-25
Fixed
4.54000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AQ2
90000.00000000
PA
USD
89572.50000000
0.109256855108
Long
DBT
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Sapphire Aviation Finance I Limited
N/A
SAPPHIRE AVIATION FINANCE II LTD
80307AAB5
250000.00000000
PA
USD
128695.93000000
0.156978007503
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
4.34000000
N
N
N
N
N
N
Ocwen Master Advance Receivables Trust
N/A
Ocwen Master Advance Receivables Trust Series 2019-T1
67575NBN2
100000.00000000
PA
USD
99771.06000000
0.121696639553
Long
ABS-O
CORP
US
N
2
2050-08-15
Fixed
2.81000000
N
N
N
N
N
N
Ares Dynamic Credit Allocation Fund Inc
549300BZI16VZUT2N044
Ares Dynamic Credit Allocation Fund Inc
04014F102
2794.00000000
NS
USD
33332.42000000
0.040657516339
Long
EC
RF
US
N
1
N
N
N
FREED ABS Trust
549300S83C1QQOPJBY76
FREED ABS TRUST 2018-2
35634BAB1
400000.00000000
PA
USD
397271.76000000
0.484575769583
Long
ABS-O
CORP
US
N
2
2025-10-20
Fixed
4.61000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT 2020-FL2 LTD
12434LAJ3
250000.00000000
PA
USD
231504.20000000
0.282379311020
Long
ABS-CBDO
CORP
KY
N
2
2037-02-16
Floating
2.14000000
N
N
N
N
N
N
Main Street Capital Corp
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAD6
200000.00000000
PA
USD
205894.19000000
0.251141273097
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.20000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
1442.44000000
0.001759429044
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1000000.00000000
BRL
183769.48000000
USD
2020-07-01
1442.44000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
498.72000000
0.000608318164
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
101000.00000000
ILS
29952.55000000
USD
2021-04-30
498.72000000
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AJ8
238850.13000000
PA
USD
230902.44000000
0.281645308898
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.18000000
N
N
N
N
N
N
CPM Holdings, Inc.
549300FBUISJCXV8IB65
CPM Holdings, Inc. 2018 1st Lien Term Loan
12654NAC7
98500.00000000
PA
USD
90139.81000000
0.109948836536
Long
LON
CORP
US
N
2
2025-11-17
Floating
3.96000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
RUSSELL 2000 INDEX JUL20 1420 PUT
000000000
-1.00000000
NC
USD
-2462.00000000
-0.00300304644
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Russell 2000 Index
RTY Index
100.00000000
1420.00000000
USD
2020-07-10
XXXX
2397.46000000
N
N
N
SPS Servicer Advance Receivables Trust
N/A
SPS Servicer Advance Receivables Trust Advance Receivables Backed Notes 2019-T1
78469QBA9
150000.00000000
PA
USD
149250.21000000
0.182049273704
Long
ABS-O
CORP
US
N
2
2051-10-15
Fixed
2.63000000
N
N
N
N
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc. Term Loan B
98310CAC6
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-05-30
Floating
1.93000000
N
N
N
N
N
N
NewStar Clarendon Fund CLO LLC,
549300HC3VVP80NTKX35
NewStar Clarendon Fund CLO LLC
32010AAC2
250000.00000000
PA
USD
244865.01000000
0.298676278084
Long
ABS-CBDO
CORP
US
N
2
2027-01-25
Floating
3.04000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
CGMS Commercial Mortgage Trust 2017-MDDR
125333BY9
260000.00000000
PA
USD
222309.75000000
0.271164298696
Long
ABS-MBS
CORP
US
N
2
2030-07-15
Floating
3.58000000
N
N
N
N
N
N
Moran Foods LLC
N/A
MORAN FOODS LLC 2020 TERM LOAN
000000000
10490.08000000
PA
USD
9505.69000000
0.011594650088
Long
LON
CORP
US
N
2
2024-03-12
Floating
7.00000000
N
N
N
N
N
N
CHANGE HEALTH / FIN INC
N/A
Change Healthcare Holdings LLC / Change Healthcare Finance Inc
15911NAA3
25000.00000000
PA
USD
24745.50000000
0.030183544146
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
TRINITY CAPITAL INC/MD
N/A
Trinity Capital Inc
896442407
17000.00000000
NS
USD
391425.00000000
0.477444131969
Long
EP
CORP
US
N
1
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBG2
80000.00000000
PA
USD
79416.80000000
0.096869349530
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.13000000
N
N
N
N
N
N
BlackRock Capital Investment Corp
H88PPRS67HRMQX6CRF26
BlackRock Capital Investment Corp
092533108
58290.00000000
NS
USD
155634.30000000
0.189836324374
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
RUSSELL 2000 INDEX JUL20 1420 PUT
000000000
-1.00000000
NC
USD
-1067.00000000
-0.00130148275
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Russell 2000 Index
RTY Index
100.00000000
1420.00000000
USD
2020-07-02
XXXX
3202.46000000
N
N
N
FARMER MAC
549300MS654K78GYF580
Federal Agricultural Mortgage Corp
313148850
2000.00000000
NS
USD
51200.00000000
0.062451656273
Long
EP
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
1442.44000000
0.001759429044
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1000000.00000000
BRL
183769.48000000
USD
2020-07-01
1442.44000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BGH5UCX74 IRS USD R V 03MLIBOR BGH5UCX74_FLO CCPVANILLA / Short: BGH5UCX74 IRS USD P F 3.18000 BGH5UCX74_FIX CCPVANILLA
000000000
350000.00000000
OU
Notional Amount
USD
-34348.93000000
-0.04189741347
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
ICE Libor USD 3 Months
US0003M Index
Y
2023-11-07
80.08000000
USD
0.00000000
USD
350000.00000000
USD
-34429.01000000
N
N
N
Ingredion Inc
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
219023AF5
70000.00000000
PA
USD
70781.30000000
0.086336121449
Long
DBT
CORP
US
N
2
2020-11-01
Fixed
4.63000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BS8
200000.00000000
PA
USD
227408.26000000
0.277383251704
Long
DBT
CORP
GB
N
2
2031-04-01
Fixed
4.64000000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
50000.00000000
PA
USD
47334.50000000
0.057736678200
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.38000000
N
N
N
N
N
N
Monroe Capital CLO 2014-1 Ltd
549300P18F17MYF55L44
Monroe Capital CLO 2014-1 Ltd
610333AW6
250000.00000000
PA
USD
239170.46000000
0.291730299974
Long
ABS-CBDO
CORP
KY
N
2
2026-10-22
Floating
3.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CV5
100000.00000000
PA
USD
114188.40000000
0.139282318500
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.71000000
N
N
N
N
N
N
Ocwen Master Advance Receivables Trust
N/A
Ocwen Master Advance Receivables Trust Series 2019-T1
67575NBM4
100000.00000000
PA
USD
99770.75000000
0.121696261428
Long
ABS-O
CORP
US
N
2
2050-08-15
Fixed
2.66000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust 2016-BNK1
95000GBB9
956532.81000000
PA
USD
75774.90000000
0.092427109549
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.89000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAC5
100000.00000000
PA
USD
102187.50000000
0.124644113778
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAQ7
30000.00000000
PA
USD
30376.50000000
0.037052006577
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.88000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-2284.94000000
-0.00278707592
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
38193.45000000
USD
200000.00000000
BRL
2021-07-01
-2284.94000000
N
N
N
Drug Royalty III LP 1
5493003XX9XM10JNJW35
Drug Royalty III LP 1
26224HAG2
336043.20000000
PA
USD
330229.32000000
0.402800155938
Long
ABS-O
CORP
US
N
2
2031-10-15
Floating
2.82000000
N
N
N
N
N
N
GREAT LAKES DREDGE&DOCK
549300H65E3MZ1CX0P05
Great Lakes Dredge & Dock Corp
390607AE9
50000.00000000
PA
USD
51425.75000000
0.062727016847
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
8.00000000
N
N
N
N
N
N
Goldman Sachs Mexico
N/A
BGH6879X8 CMS CAP SYNTH JUL22 0.395 CALL
000000000
2000000.00000000
NC
USD
6088.62000000
0.007426648504
N/A
DIR
US
N
2
Goldman Sachs Mexico
N/A
Call
Purchased
Constant Maturity Swap
Constant Maturity Swap
1.00000000
0.39500000
USD
2022-07-29
XXXX
1548.62000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX JUL20 3130 PUT
000000000
-2.00000000
NC
USD
-16378.00000000
-0.01997721145
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
3130.00000000
USD
2020-07-17
XXXX
-4449.84000000
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust 2018-RM2
14727QAA3
277755.37000000
PA
USD
290431.54000000
0.354256459122
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
4.00000000
N
N
N
N
N
N
Highbridge Loan Management 7-2015 Ltd
254900IU43NDZ7HEB142
Highbridge Loan Management 7-2015 Ltd
40437RAD1
500000.00000000
PA
USD
480261.00000000
0.585802634640
Long
ABS-CBDO
CORP
KY
N
2
2027-03-15
Floating
1.57000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
60000.00000000
PA
USD
63562.50000000
0.077530925818
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
Carriage Services Inc
N/A
Carriage Services Inc
143905AN7
10000.00000000
PA
USD
10548.10000000
0.012866138975
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.63000000
N
N
N
N
N
N
BlackRock Debt Strategies Fund Inc
Y02PFSGMGNYKWM70AJ95
BlackRock Debt Strategies Fund Inc
09255R202
2112.00000000
NS
USD
19704.96000000
0.024035300562
Long
EC
RF
US
N
1
N
N
N
Cast and Crew Payroll, LLC
549300XE7OZGFGN5F466
Cast and Crew Payroll, LLC 2019 1st Lien Term Loan
14835JAN0
99621.85000000
PA
USD
91777.13000000
0.111945972197
Long
LON
CORP
US
N
2
2026-02-09
Floating
3.93000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAG6
70000.00000000
PA
USD
71806.00000000
0.087586008405
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.38000000
N
N
N
N
N
N
Stellus Capital Investment Corp
5493001DZV6QC1KUSC43
Stellus Capital Investment Corp
858568108
10665.00000000
NS
USD
77641.20000000
0.094703545606
Long
EC
CORP
US
N
1
N
N
N
Global SC Finance SRL
N/A
Global SC Finance II SRL
37952UAD5
245000.04000000
PA
USD
244355.44000000
0.298054725535
Long
ABS-O
CORP
BB
N
2
2029-07-17
Fixed
3.19000000
N
N
N
N
N
N
FIRSTKEY REVOLVING TR 2020 C2
N/A
FIRSTKEY REVOLVING TR 2020 C2 07/23 1
33768CAA4
250000.00000000
PA
USD
249475.00000000
0.304299354469
Long
ABS-O
CORP
US
N
2
2023-07-31
Variable
5.47000000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd
56576QAQ1
500000.00000000
PA
USD
465755.25000000
0.568109116808
Long
ABS-CBDO
CORP
KY
N
2
2027-11-21
Floating
1.82000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX JUL20 3120 PUT
000000000
-1.00000000
NC
USD
-7700.00000000
-0.00939214361
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
3120.00000000
USD
2020-07-17
XXXX
-1156.79000000
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359UAB5
500000.00000000
PA
USD
528449.63000000
0.644581145519
Long
DBT
CORP
BM
N
2
2029-06-01
Fixed
4.95000000
N
N
N
N
N
N
CFG Investments Limited
549300C3OD89QRWQ1Y92
CFG Investments Ltd
125261AB3
400000.00000000
PA
USD
364652.12000000
0.444787673000
Long
ABS-O
CORP
US
N
2
2029-08-15
Fixed
7.62000000
N
N
N
N
N
N
Ready Capital Corp
549300MYWGZUG7ZUYO87
Ready Capital Corp
75574U101
27442.00000000
NS
USD
238470.98000000
0.290877103011
Long
EC
US
N
1
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAE6
50000.00000000
PA
USD
52751.37000000
0.064343953656
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
Nathan's Famous Inc
54930034SKNSF1JIE673
Nathan's Famous Inc
632347AC4
50000.00000000
PA
USD
50625.00000000
0.061750294899
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.63000000
N
N
N
N
N
N
Illuminate Buyer LLC
N/A
ILLUMINATE BUYER LLC TERM LOAN
45232UAB4
50000.00000000
PA
USD
49337.50000000
0.060179855300
Long
LON
CORP
US
N
2
2027-06-16
None
0.00000000
N
N
N
N
N
N
CREDIT ACCEPTANC
N/A
Credit Acceptance Corp
225310AM3
285000.00000000
PA
USD
287401.13000000
0.350560089519
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.63000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABE4
85000.00000000
PA
USD
94760.98000000
0.115585549826
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2006-HE8
61750SAF9
336578.80000000
PA
USD
177806.27000000
0.216880782369
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.40000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620RAJ4
50000.00000000
PA
USD
52159.77000000
0.063622344284
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.40000000
N
N
N
N
N
N
Project Sunbird
N/A
Sunbird Engine Finance LLC
86709LAB2
248273.65000000
PA
USD
166381.83000000
0.202945719869
Long
ABS-O
CORP
KY
N
2
2045-02-15
Fixed
4.70000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
250000.00000000
PA
USD
258750.00000000
0.315612618374
Long
DBT
CORP
GB
N
2
2030-03-22
Fixed
4.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285A4
1600000.00000000
PA
USD
1649812.50000000
2.012373499330
Long
DBT
UST
US
N
2
2021-09-15
Fixed
2.75000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAA1
320000.00000000
PA
USD
246158.40000000
0.300253902063
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
6.25000000
N
N
N
N
N
N
Marathon CRE Issuer Ltd
N/A
Marathon CRE 2018 FL1 Ltd
565780AG8
100000.00000000
PA
USD
96745.14000000
0.118005746668
Long
ABS-CBDO
CORP
KY
N
2
2028-06-15
Floating
2.78000000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd.
N/A
LoanCore 2019-CRE2 Issuer Ltd
53946JAC8
100000.00000000
PA
USD
91633.80000000
0.111771144153
Long
ABS-CBDO
CORP
KY
N
2
2036-05-15
Floating
1.68000000
N
N
N
N
N
N
TERRAFORM GLOBAL OPERATI
549300LC7QMVR79H5O86
Terraform Global Operating LLC
88104UAC7
25000.00000000
PA
USD
24714.00000000
0.030145121741
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YF1
1500000.00000000
PA
USD
1544443.37000000
1.883848564006
Long
DBT
UST
US
N
2
2022-09-15
Fixed
1.50000000
N
N
N
N
N
N
Textainer Marine Containers V Ltd
N/A
Textainer Marine Containers V Ltd
88315FAA9
71565.96000000
PA
USD
71202.65000000
0.086850066866
Long
ABS-O
CORP
BM
N
2
2042-05-20
Fixed
3.72000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAP0
560000.00000000
PA
USD
560478.92000000
0.683649157429
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
7.48000000
0.000009123796
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1350.00000000
EUR
1525.53000000
USD
2020-07-30
7.48000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3626.41000000
0.004423345914
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
181350.00000000
EUR
209308.73000000
USD
2021-07-30
3626.41000000
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBJ1
40000.00000000
PA
USD
43126.57000000
0.052604018083
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
Sapphire Aviation Finance I Ltd
N/A
SAPPHIRE AVIATION FINANCE I LTD
80306AAA8
182033.50000000
PA
USD
164386.35000000
0.200511715356
Long
ABS-O
CORP
KY
N
2
2040-03-15
Fixed
4.25000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
100000.00000000
PA
USD
100282.00000000
0.122319863172
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AV1
100000.00000000
PA
USD
103187.50000000
0.125863872689
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581HA9
50000.00000000
PA
USD
48567.50000000
0.059240640938
Long
DBT
CORP
US
N
2
2024-06-19
Fixed
3.93000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166BY9
9000.00000000
PA
USD
10197.49000000
0.012438479303
Long
DBT
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
AVANOS MEDICAL INC
549300YCXWOM7NEWMQ58
Avanos Medical Inc
40650VAB6
32000.00000000
PA
USD
32040.00000000
0.039081075527
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
6.25000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX JUL20 3030 PUT
000000000
-3.00000000
NC
USD
-9060.00000000
-0.01105101573
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
3030.00000000
USD
2020-07-10
XXXX
8815.77000000
N
N
N
EyeCare Partners, LLC
N/A
EyeCare Partners, LLC 2020 Term Loan
30233PAB6
81081.08000000
PA
USD
73682.43000000
0.089874800620
Long
LON
CORP
US
N
2
2027-02-05
Floating
4.06000000
N
N
N
N
N
N
Enterprise Products Partners LP
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners LP
293792107
20187.00000000
NS
USD
366797.79000000
0.447404873104
Long
EC
CORP
US
N
1
N
N
N
FIDELIS INSUR HLD LTD
549300CDMGCAGJQ7DX03
Fidelis Insurance Holdings Ltd
31575FAA4
540000.00000000
PA
USD
535945.21000000
0.653723946022
Long
DBT
CORP
BM
N
2
2030-06-30
Fixed
4.88000000
N
N
N
N
N
N
TriplePoint Venture Growth BDC Corp
549300ATPBY6JIFH9Z88
TriplePoint Venture Growth BDC Corp
89677Y100
66673.00000000
NS
USD
685398.44000000
0.836020855181
Long
EC
CORP
US
N
1
N
N
N
Anchor Packaging Inc.
N/A
Anchor Packaging Inc. Term Loan B
03306UAB4
81603.29000000
PA
USD
78543.17000000
0.095803731552
Long
LON
CORP
US
N
2
2026-07-18
Floating
3.93000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BE2
70000.00000000
PA
USD
72774.94000000
0.088767881605
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.63000000
N
N
N
N
N
N
ENABLE MIDSTREAM PARTNER
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AM2
405000.00000000
PA
USD
355718.41000000
0.433890700614
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
Wachovia Asset Securitization Inc
N/A
Wachovia Asset Securitization Issuance II LLC 2007-HE2 Trust
92978LAA6
263644.46000000
PA
USD
235564.03000000
0.287331324843
Long
ABS-O
CORP
US
N
2
2037-07-25
Floating
0.62000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AN2
25000.00000000
PA
USD
25328.13000000
0.030894212281
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.38000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX JUL20 3120 PUT
000000000
-1.00000000
NC
USD
-5900.00000000
-0.00719657757
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
3120.00000000
USD
2020-07-10
XXXX
-485.28000000
N
N
N
Playpower, Inc.
549300SUBBD4NQQD2G45
Playpower, Inc. 2019 Term Loan
72813NAU9
97547.86000000
PA
USD
86573.73000000
0.105599078677
Long
LON
CORP
US
N
2
2026-05-08
Floating
5.81000000
N
N
N
N
N
N
Hercules Capital Funding Trust
549300G6R70R076CS293
Hercules Capital Funding Trust 2019-1
42711AAA7
100000.00000000
PA
USD
101128.31000000
0.123352157336
Long
ABS-O
CORP
US
N
2
2028-02-20
Fixed
4.70000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AJ1
95000.00000000
PA
USD
104648.73000000
0.127646221004
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac Military Housing Bonds Resec Trust
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1
35563CAB4
2873512.43000000
PA
USD
211197.70000000
0.257610276682
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
0.70000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAJ9
100000.00000000
PA
USD
90207.85000000
0.110031828933
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.95000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BU4
30000.00000000
PA
USD
30281.25000000
0.036935824541
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.88000000
N
N
N
N
N
N
County of Knox IN
N/A
KNOX CNTY IN ECON DEV REVENUE
499396AV1
5000.00000000
PA
USD
4903.90000000
0.005981575726
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
5.90000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
10000.00000000
PA
USD
10074.75000000
0.012288766094
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282V1
1500000.00000000
PA
USD
1503729.45000000
1.834187397260
Long
DBT
UST
US
N
2
2020-09-15
Fixed
1.38000000
N
N
N
N
N
N
Solar Capital Ltd
BJOT6DX9ML6BR3Z0O636
Solar Capital Ltd
83413UAB6
400000.00000000
PA
USD
385247.18000000
0.469908680970
Long
DBT
CORP
US
N
2
2023-01-20
Fixed
4.50000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BL0
260000.00000000
PA
USD
327204.37000000
0.399110446219
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2
46590MAT7
1802565.57000000
PA
USD
151123.67000000
0.184334443234
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.95000000
N
N
N
N
N
N
AASET 2018-2 US Ltd
N/A
AASET 2018-2 US Ltd
04546KAA6
217386.07000000
PA
USD
197111.43000000
0.240428423319
Long
ABS-O
CORP
US
N
2
2038-11-18
Fixed
4.45000000
N
N
N
N
N
N
Elm Trust
549300Z14FPNMD2DGN29
Elm 2018-2 Trust
289333AC0
100000.00000000
PA
USD
99086.06000000
0.120861104699
Long
ABS-O
CORP
US
N
2
2027-10-20
Fixed
5.58000000
N
N
N
N
N
N
FIXED INC CLEARING CORP.REPO
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
1611000.00000000
PA
USD
1611000.00000000
1.965031606574
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2020-07-01
1528400.00000000
USD
1643488.52000000
USD
UST
N
N
N
FS KKR Capital Corp
549300TYRSI1T21B1360
FS KKR Capital Corp
302635206
1.00000000
NS
USD
14.00000000
0.000017076624
Long
EC
CORP
US
N
1
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BR3
200000.00000000
PA
USD
200770.00000000
0.244890996680
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
556079AC5
200000.00000000
PA
USD
210140.34000000
0.256320552399
Long
DBT
CORP
AU
N
2
2030-06-03
Fixed
3.62000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: BGH6MLN23 TRS USD R E HYG US EQUITY +0 BPS / Short: BGH6MLN23 TRS USD P V 03MLIBOR 3M LIBOR+0BPS
000000000
1645198.80000000
OU
Notional Amount
USD
61475.40000000
0.074985166993
N/A
DE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Markit iBoxx USD Liquid High Yield Index
IBOXHY Index
Y
equity-performance leg
2020-08-03
0.00000000
USD
0.00000000
USD
1645198.80000000
USD
61475.40000000
N
N
N
U.S. Renal Care, Inc.
54930058SS5MF69JGN89
U.S. Renal Care, Inc. 2019 Term Loan B
90290PAN4
471437.50000000
PA
USD
454871.19000000
0.554833187628
Long
LON
CORP
US
N
2
2026-06-26
Floating
5.18000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BM1
10000.00000000
PA
USD
10221.71000000
0.012468021864
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
BCPE Empire Holdings, Inc.
549300O2G0VI2955B626
BCPE Empire Holdings, Inc. 2019 Term Loan B
05550HAB1
82917.72000000
PA
USD
80533.84000000
0.098231869024
Long
LON
CORP
US
N
2
2026-06-11
Floating
4.18000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBG2
30000.00000000
PA
USD
32936.04000000
0.040174028302
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.75000000
N
N
N
N
N
N
Samsonite International S.A.
222100XV7DJLCY8IA009
Samsonite International S.A. 2020 Incremental Term Loan B2
000000000
150000.00000000
PA
USD
146062.50000000
0.178161036024
Long
LON
CORP
LU
N
2
2025-04-25
Floating
5.50000000
N
N
N
N
N
N
Two Harbors Investment Corp
549300ZUIBT6KH4HU823
Two Harbors Investment Corp
90187B408
15703.00000000
NS
USD
79143.12000000
0.096535525911
Long
EC
US
N
1
N
N
N
Stericycle Inc
B8PTJH2P0AXSWSMP2136
STERICYCLE INC INCREMENTAL TERM LOAN
85915LAP3
446877.94000000
PA
USD
424534.04000000
0.517829178564
Long
LON
CORP
US
N
2
2022-11-17
Floating
2.07000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX JUL20 3035 PUT
000000000
-2.00000000
NC
USD
-11700.00000000
-0.01427117926
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
3035.00000000
USD
2020-07-24
XXXX
3005.24000000
N
N
N
Venture CDO Ltd
549300ZVVNSDW7WU0O73
VENTURE XIII CLO Ltd
92329PAC9
250000.00000000
PA
USD
30000.00000000
0.036592767347
Long
ABS-CBDO
CORP
KY
N
2
2029-09-10
None
0.00000000
N
N
N
N
N
N
Castlelake Aircraft Securitization Trust 2017-1
N/A
Castlelake Aircraft Securitization Trust 2017-1 Class A Loans
14855LAB6
317185.90000000
PA
USD
286483.57000000
0.349440887532
Long
LON
CORP
US
N
2
2042-07-15
Fixed
3.97000000
N
N
N
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II / PPD Development LP
47010LAB8
75000.00000000
PA
USD
76468.13000000
0.093272683020
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.63000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
22.00000000
0.000026834696
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
16500.00000000
ILS
4821.04000000
USD
2021-02-01
22.00000000
N
N
N
Alpha 3 B.V.
549300RVASWYF4HCO804
Alpha 3 B.V. 2017 Term Loan B1
000000000
50000.00000000
PA
USD
48318.75000000
0.058937225909
Long
LON
CORP
NL
N
2
2024-01-31
None
0.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX JUL20 2950 PUT
000000000
-2.00000000
NC
USD
-3132.00000000
-0.00382028491
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
2950.00000000
USD
2020-07-10
XXXX
6146.92000000
N
N
N
TVC Albany, Inc.
213800NZ3NYANI524X07
TVC Albany, Inc. 2018 1st Lien Term Loan
33941LAC0
98250.00000000
PA
USD
93890.16000000
0.114523359370
Long
LON
CORP
US
N
2
2025-07-23
Floating
3.68000000
N
N
N
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBF4
50000.00000000
PA
USD
48155.75000000
0.058738405206
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.13000000
N
N
N
N
N
N
Helix Gen Funding, LLC
549300WDTXL9N4J1KT74
Helix Gen Funding, LLC Term Loan B
42330EAB8
590503.11000000
PA
USD
570620.87000000
0.696019891322
Long
LON
CORP
US
N
2
2024-06-03
Floating
4.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-17162.27000000
-0.02093383177
N/A
DFE
BR
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
199489.31000000
USD
1000000.00000000
BRL
2020-07-01
-17162.27000000
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AC1
25000.00000000
PA
USD
25385.13000000
0.030963738539
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
Cleaver-Brooks Inc
549300TRZDD68CZBS255
Cleaver-Brooks Inc
185401AG1
25000.00000000
PA
USD
21278.63000000
0.025954798568
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
7.88000000
N
N
N
N
N
N
REGIONS BANK
EQTWLK1G7ODGC2MGLV11
REVERSE REPO/REGIONS BANK
000000000
-215895.62000000
PA
USD
-215895.62000000
-0.26334060646
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.85000000
2099-12-31
240000.00000000
USD
238480.78920000
USD
CDS
N
N
N
ALLIANCE DATA SYSTEMS CO
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581AK4
375000.00000000
PA
USD
338671.88000000
0.413098043735
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.75000000
N
N
N
N
N
N
AASET 2019-1 Trust
549300TXM3PCKZJKD061
Aaset 2019-1 Trust
00256DAB8
0.02000000
PA
USD
0.01000000
0.000000012197
Long
ABS-O
CORP
US
N
2
2039-05-15
Fixed
4.95000000
N
N
N
N
N
N
IBC Capital Limited
5493003ZYID1KN87T037
IBC Capital Limited 2018 1st Lien Term Loan
44928QAE9
80505.16000000
PA
USD
77083.69000000
0.094023517815
Long
LON
CORP
US
N
2
2023-09-11
Floating
4.06000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CF4
200000.00000000
PA
USD
240886.12000000
0.293822991548
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
RUSSELL 2000 INDEX JUL20 1350 PUT
000000000
-1.00000000
NC
USD
-943.00000000
-0.00115023265
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Russell 2000 Index
RTY Index
100.00000000
1350.00000000
USD
2020-07-10
XXXX
2646.46000000
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2018-RPL9 Trust
12654PAA6
144172.21000000
PA
USD
153949.91000000
0.187781774661
Long
ABS-MBS
CORP
US
N
2
2057-09-25
Variable
3.85000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
396.44000000
0.000483561222
N/A
DFE
IL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
5137.57000000
USD
19026.99000000
ILS
2021-02-01
396.44000000
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc. 2020 Term Loan
90343NAD8
150000.00000000
PA
USD
145500.00000000
0.177474921636
Long
LON
CORP
US
N
2
2027-04-21
Floating
4.25000000
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
Mileage Plus Holdings LLC 2020 Term Loan B
000000000
100000.00000000
PA
USD
99385.50000000
0.121226349308
Long
LON
CORP
US
N
2
2027-06-25
None
0.00000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
N/A
New Residential Advance Receivables Trust Advance Receivables Backed 2019-T3
62942QCD3
600000.00000000
PA
USD
578820.78000000
0.706021804619
Long
ABS-O
CORP
US
N
2
2052-09-15
Fixed
3.06000000
N
N
N
N
N
N
UGI Energy Services, LLC
5493001O7RUKEUP5XR11
UGI Energy Services, LLC Term Loan B
90276DAB5
237600.00000000
PA
USD
230769.00000000
0.281482544269
Long
LON
CORP
US
N
2
2026-08-13
Floating
3.93000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
25000.00000000
PA
USD
25522.00000000
0.031130686941
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S91ZC0HX2 CDS USD R F 5.00000 Z91ZC0HX2_FEE CCPCDX / Short: S91ZC0HX2 CDS USD P V 03MEVENT II7767300200327 CCPCDX
000000000
1102000.00000000
OU
Notional Amount
USD
-7601.60000000
-0.00927211934
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S34.V1
2I65BRTL4
Y
sell protection
2025-06-20
9690.59000000
USD
0.00000000
USD
1102000.00000000
USD
-17292.19000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
8590.53000000
0.010478375522
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2010027.40000000
ILS
593208.42000000
USD
2021-02-01
8590.53000000
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
50000.00000000
PA
USD
50000.00000000
0.060987945579
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.38000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
RUSSELL 2000 INDEX JUL20 1340 PUT
000000000
-1.00000000
NC
USD
-1447.00000000
-0.00176499114
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Russell 2000 Index
RTY Index
100.00000000
1340.00000000
USD
2020-07-17
XXXX
5362.46000000
N
N
N
Amerilife Holdings LLC
N/A
Amerilife Holdings LLC 2020 Term Loan
03078CAC8
40000.00000000
PA
USD
38200.00000000
0.046594790422
Long
LON
CORP
US
N
2
2027-03-18
Floating
4.17000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796XE4
10000.00000000
PA
USD
9990.04000000
0.012185440317
Long
STIV
UST
US
N
2
2021-02-25
None
0.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
12180.84000000
0.014857688140
N/A
DFE
IL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
298557.02000000
USD
1065550.00000000
ILS
2021-04-30
12180.84000000
N
N
N
GrafTech Finance, Inc.
1Z010BU876CF2HDBIN43
GrafTech Finance, Inc. 2018 Term Loan B
38431EAB4
50000.00000000
PA
USD
48854.25000000
0.059590406806
Long
LON
CORP
US
N
2
2025-02-12
None
0.00000000
N
N
N
N
N
N
MORAN FOODS DUMMY CUSIP
N/A
MORAN FOODS DUMMY CUSIP
000000000
648.28000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
1
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand Inc
431571AD0
190000.00000000
PA
USD
196887.50000000
0.240155282706
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
BIB MERCHANT VOUCHER REC
N/A
BIB MERCHANT VOUCHER REC 04/28 1
08866TAB8
200000.00000000
PA
USD
201716.00000000
0.246044888610
Long
DBT
CORP
US
N
2
2028-04-07
Fixed
1.00000000
N
N
N
N
N
N
Saratoga Investment Corp
54930023WJCWPAGSWE41
Saratoga Investment Corp
80349A208
7942.00000000
NS
USD
125483.60000000
0.153059739358
Long
EC
CORP
US
N
1
N
N
N
MEDNAX Inc
N/A
MEDNAX Inc
58502BAC0
450000.00000000
PA
USD
451554.75000000
0.550787930384
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
GRINDING MED/MOLY-COP
N/A
Grinding Media Inc / Moly-Cop AltaSteel Ltd
398545AA1
50000.00000000
PA
USD
49905.75000000
0.060872983302
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
7.38000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX JUL20 2955 PUT
000000000
-3.00000000
NC
USD
-9966.00000000
-0.01215611731
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
2955.00000000
USD
2020-07-17
XXXX
20683.50000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX JUL20 3070 PUT
000000000
-5.00000000
NC
USD
-40050.00000000
-0.04885134440
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
3070.00000000
USD
2020-07-24
XXXX
-7765.44000000
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAB7
20000.00000000
PA
USD
21034.58000000
0.025657116406
Long
DBT
CORP
US
N
2
2050-04-28
Fixed
3.25000000
N
N
N
N
N
N
Oxford Finance Funding Trust
N/A
Oxford Finance Funding 2020-1 LLC
69144AAB5
430000.00000000
PA
USD
424625.00000000
0.517940127834
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
4.04000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
973.55000000
0.001187496288
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
316500.00000000
ILS
93833.38000000
USD
2022-01-31
973.55000000
N
N
N
Golub Capital BDC Inc
2549005WE0QLGK9APF78
Golub Capital BDC Inc
38173M102
76558.00000000
NS
USD
891900.70000000
1.087903827080
Long
EC
CORP
US
N
1
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAX6
50000.00000000
PA
USD
53218.75000000
0.064914044576
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.13000000
N
N
N
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus LP / Superior General Partner Inc
86828LAA0
20000.00000000
PA
USD
21021.20000000
0.025640796032
Long
DBT
CORP
CA
N
2
2026-07-15
Fixed
7.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
RUSSELL 2000 INDEX JUL20 1385 PUT
000000000
-1.00000000
NC
USD
-406.00000000
-0.00049522211
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Russell 2000 Index
RTY Index
100.00000000
1385.00000000
USD
2020-07-02
XXXX
4203.46000000
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
100000.00000000
PA
USD
107082.00000000
0.130614223771
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.38000000
N
N
N
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AS9
388436.48000000
PA
USD
396297.04000000
0.483386846177
Long
ABS-O
CORP
US
N
2
2048-11-15
Fixed
4.81000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Y1
1500000.00000000
PA
USD
1546640.63000000
1.886528691472
Long
DBT
UST
US
N
2
2022-06-15
Fixed
1.75000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AK6
50000.00000000
PA
USD
51843.75000000
0.063236876072
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP20 XCBT 20200930
000000000
-16.00000000
NC
USD
-4258.13000000
-0.00519389201
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVU0 Comdty
2020-09-30
-2007616.88000000
USD
-4258.13000000
N
N
N
Berlin Packaging LLC
549300L1HNHO6QOXHH42
Berlin Packaging LLC 2018 1st Lien Term Loan
08511LAQ1
99745.55000000
PA
USD
94882.95000000
0.115734323820
Long
LON
CORP
US
N
2
2025-11-07
Floating
3.31000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AS7
100000.00000000
PA
USD
103607.54000000
0.126376220223
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.20000000
N
N
N
N
N
N
LMRK Issuer Co. LLC
N/A
Secured Tenant Site Contract Revenue Notes Series 2018-1
50209LAA5
120646.87000000
PA
USD
121357.08000000
0.148026379814
Long
ABS-O
CORP
US
N
2
2048-06-15
Fixed
3.97000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
160000.00000000
PA
USD
159332.00000000
0.194346626901
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-2756.02000000
-0.00336167995
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
38664.53000000
USD
200000.00000000
BRL
2021-07-01
-2756.02000000
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
25000.00000000
PA
USD
24417.50000000
0.029783463223
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.63000000
N
N
N
N
N
N
POWERTEAM SERVICES LLC
549300J2G34D0WX8Z443
PowerTeam Services LLC
73939VAA2
10000.00000000
PA
USD
10243.75000000
0.012494905350
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03000000
N
N
N
N
N
N
NADG NNN Operating LP
N/A
NADG NNN Operating LP
629682AA3
159600.00000000
PA
USD
154456.54000000
0.188399741118
Long
ABS-O
CORP
US
N
2
2049-12-28
Fixed
3.37000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAB3
100000.00000000
PA
USD
103562.50000000
0.126321282281
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
SIRIUS INTERNATIONAL GRP
549300PB35NLMKG2ND86
Sirius International Group Ltd
82968FAA2
700000.00000000
PA
USD
634567.50000000
0.774019363131
Long
DBT
CORP
BM
N
2
2026-11-01
Fixed
4.60000000
N
N
N
N
N
N
Tiger Merger Sub Co
54930066P5EVQZGNGJ86
TECH DATA CORPORATION ABL TERM LOAN
000000000
100000.00000000
PA
USD
99250.00000000
0.121061071975
Long
LON
CORP
US
N
2
2025-06-30
None
0.00000000
N
N
N
N
N
N
GlobalFoundries Inc
549300BA76VK784VMX48
GlobalFoundries Inc USD Term Loan B
000000000
99000.00000000
PA
USD
96030.00000000
0.117133448280
Long
LON
CORP
US
N
3
2026-06-05
Floating
5.06000000
N
N
N
N
N
N
Deerfield Dakota Holding, LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding, LLC 2020 USD Term Loan B
24440EAB3
100000.00000000
PA
USD
97458.50000000
0.118875873885
Long
LON
CORP
US
N
2
2027-04-09
None
0.00000000
N
N
N
N
N
N
WhiteHorse Finance Inc
5493006LP9COIV2ZIB05
WhiteHorse Finance Inc
96524V106
54892.00000000
NS
USD
565387.60000000
0.689636563603
Long
EC
CORP
US
N
1
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc. 2020 Term Loan A
15669GAF1
316875.00000000
PA
USD
304200.00000000
0.371050660906
Long
LON
CORP
US
N
2
2025-01-31
Floating
2.18000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAB6
100000.00000000
PA
USD
100125.00000000
0.122128361023
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.13000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
RUSSELL 2000 INDEX JUL20 1385 PUT
000000000
-1.00000000
NC
USD
-3770.00000000
-0.00459849109
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Russell 2000 Index
RTY Index
100.00000000
1385.00000000
USD
2020-07-24
XXXX
749.46000000
N
N
N
SS&C Technologies Inc.
549300KY09TR3J12JU49
SS&C Technologies Inc. 2018 Term Loan B5
78466DBF0
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-04-16
Floating
1.93000000
N
N
N
N
N
N
LTI Holdings, Inc.
5493003GUY3WBOTOAP97
LTI Holdings, Inc. 2018 Add On 1st Lien Term Loan
50217UAS6
98250.00000000
PA
USD
84020.94000000
0.102485290325
Long
LON
CORP
US
N
2
2025-09-06
Floating
3.68000000
N
N
N
N
N
N
BlackRock Credit Allocation Income Trust
WU48CSUCFTU86AQUYZ93
BlackRock Credit Allocation Income Trust
092508100
5180.00000000
NS
USD
68376.00000000
0.083402235339
Long
EC
RF
US
N
1
N
N
N
GPMT Ltd.
N/A
GPMT 2018-FL1 Ltd
36255CAG4
200000.00000000
PA
USD
183277.23000000
0.223554034584
Long
ABS-CBDO
CORP
KY
N
2
2035-11-19
Floating
2.34000000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TPG Real Estate Finance 2018-FL2 Issuer LTD
87275QAA5
470000.00000000
PA
USD
464587.86000000
0.566685182452
Long
ABS-CBDO
CORP
KY
N
2
2037-11-15
Floating
1.32000000
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Automobile Receivables Trust 2018-1
92511AAA4
2695.12000000
PA
USD
2696.56000000
0.003289153090
Long
ABS-O
CORP
US
N
2
2023-05-15
Fixed
3.63000000
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010L103
56058.00000000
NS
USD
810038.10000000
0.988051191204
Long
EC
CORP
US
N
1
N
N
N
Oportun Funding LLC
N/A
Oportun Funding X LLC
68376PAB3
400000.00000000
PA
USD
385530.08000000
0.470253750766
Long
ABS-O
CORP
US
N
2
2024-10-08
Fixed
4.59000000
N
N
N
N
N
N
Tivity Health Inc
U5UKZMHGMOP0CPFG4B24
Tivity Health Inc Term Loan B
88870TAG3
728313.26000000
PA
USD
660226.89000000
0.805317632750
Long
LON
CORP
US
N
2
2026-03-06
Floating
5.43000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284T4
1600000.00000000
PA
USD
1637531.25000000
1.997393335197
Long
DBT
UST
US
N
2
2021-06-15
Fixed
2.63000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBK8
10000.00000000
PA
USD
10984.79000000
0.013398795494
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AP3
250000.00000000
PA
USD
285775.12000000
0.348576749331
Long
DBT
CORP
CH
N
2
2031-04-01
Fixed
4.19000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2007-HE4
61753VAD4
399174.94000000
PA
USD
172711.30000000
0.210666147307
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
0.41000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd.
N/A
LoanCore 2018-CRE1 Issuer Ltd
53946MAC1
250000.00000000
PA
USD
245621.30000000
0.299598769551
Long
ABS-CBDO
CORP
KY
N
2
2028-05-15
Floating
1.68000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
57763RAA5
50000.00000000
PA
USD
52562.50000000
0.064113577790
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.50000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300MZGBBYK103F794
Neuberger Berman Loan Advisers CLO 36 Ltd
64133KAE1
250000.00000000
PA
USD
245107.50000000
0.298972057423
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
3.53000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460W552
6000.00000000
NS
USD
152520.00000000
0.186037629196
Long
EP
US
N
1
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320AX4
10000.00000000
PA
USD
11433.01000000
0.013945515833
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.60000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
50000.00000000
PA
USD
50788.93000000
0.061950249977
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BS9
25000.00000000
PA
USD
26171.88000000
0.031923383863
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.63000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAP6
110000.00000000
PA
USD
119783.95000000
0.146107540478
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BGH5UB1H9 IRS USD R V 03MLIBOR BGH5UB1H9_FLO CCPVANILLA / Short: BGH5UB1H9 IRS USD P F 3.14395 BGH5UB1H9_FIX CCPVANILLA
000000000
2600000.00000000
OU
Notional Amount
USD
-101830.90000000
-0.12420914775
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
ICE Libor USD 3 Months
US0003M Index
Y
2021-11-06
964.81000000
USD
0.00000000
USD
2600000.00000000
USD
-102795.71000000
N
N
N
Neuberger Berman CLO Ltd
549300UHUHCR3388B324
Neuberger Berman CLO XVI-S Ltd
64131TAE4
500000.00000000
PA
USD
491220.23000000
0.599170253096
Long
ABS-CBDO
CORP
KY
N
2
2028-01-15
Floating
2.47000000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, L.P. 2019 Term Loan B
11823LAH8
300000.00000000
PA
USD
288375.00000000
0.351747976130
Long
LON
CORP
US
N
2
2026-11-01
Floating
2.92000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687GA8
50000.00000000
PA
USD
57972.12000000
0.070712009993
Long
DBT
CORP
US
N
2
2060-05-13
Fixed
3.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284B3
1600000.00000000
PA
USD
1624812.50000000
1.981879526541
Long
DBT
UST
US
N
2
2021-03-15
Fixed
2.38000000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding 2018-1 LLC
974153AA6
99000.00000000
PA
USD
103321.35000000
0.126027137420
Long
ABS-O
CORP
US
N
2
2048-12-05
Fixed
4.97000000
N
N
N
N
N
N
AG MORTGAGE INVEST TR
549300SNP0PBR2XTFR48
AG Mortgage Investment Trust Inc
001228402
2350.00000000
NS
USD
33699.00000000
0.041104655561
Long
EP
US
N
1
N
N
N
DCAL Aviation Finance Limited
N/A
AIM Aviation Finance Ltd
001406AA5
157626.69000000
PA
USD
116171.25000000
0.141700917458
Long
ABS-O
CORP
KY
N
2
2040-02-15
Variable
4.21000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
7178.78000000
0.008756380879
N/A
DFE
IL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
99610.02000000
USD
363975.00000000
ILS
2022-01-31
7178.78000000
N
N
N
Aston FinCo S.a.r.l.
N/A
Aston FinCo S.a.r.l. 2019 Term Loan B
04625CAC4
99750.00000000
PA
USD
95479.20000000
0.116461605071
Long
LON
CORP
US
N
2
2026-10-09
Floating
4.44000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive LLC
12479RAD9
329363.22000000
PA
USD
330368.77000000
0.402970251319
Long
ABS-O
CORP
US
N
2
2047-04-15
Fixed
3.87000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC
91823AAQ4
100000.00000000
PA
USD
101359.75000000
0.123634458339
Long
ABS-O
CORP
US
N
2
2050-06-15
Fixed
4.09000000
N
N
N
N
N
N
BCP Renaissance Parent LLC
549300GVXMQFQZDSJR97
BCP Renaissance Parent LLC 2017 Term Loan B
05549PAB7
680678.09000000
PA
USD
574203.02000000
0.700389250708
Long
LON
CORP
US
N
2
2024-10-31
Floating
4.50000000
N
N
N
N
N
N
BUSINESS DEVELOPMENT COR
549300K8IFP295FLKS39
Business Development Corp of America
12325JAB7
375000.00000000
PA
USD
336525.28000000
0.410479709255
Long
DBT
CORP
US
N
2
2022-12-30
Fixed
4.75000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BD4
50000.00000000
PA
USD
54374.53000000
0.066323817531
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
RUSSELL 2000 INDEX JUL20 1350 PUT
000000000
-1.00000000
NC
USD
-1584.00000000
-0.00193209811
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Russell 2000 Index
RTY Index
100.00000000
1350.00000000
USD
2020-07-17
XXXX
4965.46000000
N
N
N
BIFM CA Buyer Inc.
5493004RP2P0NY84N260
BIFM CA Buyer Inc. Term Loan B
000000000
99748.11000000
PA
USD
96256.93000000
0.117410248169
Long
LON
CORP
CA
N
2
2026-06-01
Floating
4.11000000
N
N
N
N
N
N
Marathon CLO V Ltd
635400LRBGQZIPTCBI09
Marathon CLO V Ltd
56576QAS7
252216.25000000
PA
USD
234115.50000000
0.285564467466
Long
ABS-CBDO
CORP
KY
N
2
2027-11-21
Floating
2.22000000
N
Y
N
N
N
N
Starwood Property Trust Inc
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571B105
8800.00000000
NS
USD
131648.00000000
0.160578821193
Long
EC
US
N
1
N
N
N
PRUDENTIAL PLC
5493001Z3ZE83NGK8Y12
Prudential PLC
74435KAA3
44000.00000000
PA
USD
47373.36000000
0.057784078032
Long
DBT
CORP
GB
N
2
2030-04-14
Fixed
3.13000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2020-DUNE
36258BAS7
250000.00000000
PA
USD
213946.30000000
0.260962906027
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.68000000
N
N
N
N
N
N
Panther BF Aggregator 2 LP
549300474L1ZLXZY2P98
Panther BF Aggregator 2 LP USD Term Loan B
000000000
779435.88000000
PA
USD
745335.56000000
0.909129691436
Long
LON
CORP
CA
N
2
2026-04-30
Floating
3.68000000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp
570535AW4
210000.00000000
PA
USD
214200.00000000
0.261272358862
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX JUL20 3020 PUT
000000000
-3.00000000
NC
USD
-12150.00000000
-0.01482007077
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
3020.00000000
USD
2020-07-17
XXXX
8147.67000000
N
N
N
NFP Corp.
VO2L9FZNXDJNQNEYH039
NFP Corp. 2020 Term Loan
62910PAF0
49240.46000000
PA
USD
46039.83000000
0.056157492930
Long
LON
CORP
US
N
2
2027-02-15
Floating
3.43000000
N
N
N
N
N
N
Newtek Small Business Loan Trust
N/A
Newtek Small Business Loan Trust 2018-1
65252MAB5
72970.55000000
PA
USD
68201.05000000
0.083188838517
Long
ABS-O
CORP
US
N
2
2044-02-25
Floating
3.18000000
N
N
N
N
N
N
BlackRock Corporate High Yield Fund Inc
97ZR60BLU36N5VJMH054
BlackRock Corporate High Yield Fund Inc
09255P107
15974.00000000
NS
USD
162455.58000000
0.198156641442
Long
EC
RF
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
RUSSELL 2000 INDEX JUL20 1380 PUT
000000000
-3.00000000
NC
USD
-1050.00000000
-0.00128074685
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
Russell 2000 Index
RTY Index
100.00000000
1380.00000000
USD
2020-07-02
XXXX
13048.38000000
N
N
N
OWL ROCK TECHNOLOGY FINA
N/A
Owl Rock Technology Finance Corp
691205AA6
475000.00000000
PA
USD
490374.46000000
0.598138617602
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
6.75000000
N
N
N
N
N
N
Bayan Resources Tbk PT
254900UPPX8UP6LW9723
Bayan Resources Tbk PT
000000000
200000.00000000
PA
USD
188390.66000000
0.229791186395
Long
DBT
CORP
ID
Y
2
2023-01-24
Fixed
6.13000000
N
N
N
N
N
N
Pelican Products, Inc.
5493008CRWH2WFODTF44
Pelican Products, Inc. 2018 1st Lien Term Loan
70583GAW2
50000.00000000
PA
USD
46166.50000000
0.056311999792
Long
LON
CORP
US
N
2
2025-05-01
None
0.00000000
N
N
N
N
N
N
DCAL Aviation Finance Limited
N/A
AIM Aviation Finance Ltd
001406AB3
0.02000000
PA
USD
0.01000000
0.000000012197
Long
ABS-O
CORP
KY
N
2
2040-02-15
Variable
5.07000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX JUL20 3040 PUT
000000000
-6.00000000
NC
USD
-18720.00000000
-0.02283388682
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
3040.00000000
USD
2020-07-10
XXXX
18637.81000000
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAE1
500000.00000000
PA
USD
449955.04000000
0.548836669855
Long
DBT
CORP
US
N
2
2050-01-14
Fixed
4.95000000
N
N
N
N
N
N
PICASSO FINANCE SUB INC
N/A
Picasso Finance Sub Inc
71953LAA9
100000.00000000
PA
USD
102500.00000000
0.125025288438
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.13000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust 2017-C5
46590TAG0
213236.11000000
PA
USD
9801.91000000
0.011955967073
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
1.09000000
N
N
N
N
N
N
Oaktree Specialty Lending Corp
549300J6MGCEU5928620
Oaktree Specialty Lending Corp
67401P108
133156.00000000
NS
USD
595207.32000000
0.726009432814
Long
EC
CORP
US
N
1
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAW5
50000.00000000
PA
USD
50187.50000000
0.061216650375
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.50000000
N
N
N
N
N
N
Newtek Small Business Loan Trust
N/A
Newtek Small Business Loan Trust 2018-1
65252MAA7
160535.19000000
PA
USD
156680.77000000
0.191112765482
Long
ABS-O
CORP
US
N
2
2044-02-25
Floating
1.88000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX JUL20 2950 PUT
000000000
-2.00000000
NC
USD
-6960.00000000
-0.00848952202
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
2950.00000000
USD
2020-07-24
XXXX
7798.92000000
N
N
N
Diamond (BC) B.V.
549300SWLHWJF3D4N658
Diamond (BC) B.V. USD Term Loan
000000000
98236.77000000
PA
USD
90705.45000000
0.110638780967
Long
LON
CORP
NL
N
2
2024-09-06
Floating
3.76000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
13443.00000000
NS
USD
255685.86000000
0.311875106303
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
348.84000000
0.000425500698
N/A
DFE
IL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
5185.17000000
USD
19026.99000000
ILS
2021-02-01
348.84000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
131107.16000000
0.159919126783
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2000000.00000000
BRL
495761.24000000
USD
2020-07-01
131107.16000000
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc. USD Term Loan
98919XAB7
99750.00000000
PA
USD
95006.89000000
0.115885500740
Long
LON
CORP
US
N
2
2027-03-09
Floating
3.18000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
25.93000000
0.000031628348
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
21508.77000000
ILS
6281.77000000
USD
2021-02-01
25.93000000
N
N
N
DRAWBRIDGE SPEC OPPOR FU
N/A
Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin
26150TAA7
465000.00000000
PA
USD
465373.37000000
0.567643315275
Long
DBT
CORP
US
N
2
2021-08-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP20 XCBT 20200921
000000000
-12.00000000
NC
USD
-3405.72000000
-0.00415415732
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYU0 Comdty
2020-09-21
-1666656.78000000
USD
-3405.72000000
N
N
N
BMO CAPITAL MARKETS CORP BONDS
RUC0QBLBRPRCU4W1NE59
BMO CAPITAL MARKETS CORP BONDS
000000000
-404469.35000000
PA
USD
-404469.35000000
-0.49335509412
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.75000000
2020-07-13
470000.00000000
USD
436789.55150000
USD
CDS
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC 2020 2nd Lien Term Loan
000000000
12740.98000000
PA
USD
6051.97000000
0.007381944340
Long
LON
CORP
US
N
2
2024-10-01
Floating
12.18000000
N
N
N
N
N
N
USI, Inc.
N/A
USI, Inc. 2020 Term Loan
90351NAG0
50000.00000000
PA
USD
48703.25000000
0.059406223210
Long
LON
CORP
US
N
2
2026-12-02
Floating
4.50000000
N
N
N
N
N
N
DOLYA HOLDCO 18 DAC
N/A
Dolya Holdco 18 DAC
92770QAA5
200000.00000000
PA
USD
198440.00000000
0.242048958416
Long
DBT
CORP
IE
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAB3
127000.00000000
PA
USD
150280.44000000
0.183305905927
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
Tibco Software Inc.
04EEB871XLHVNY4RZJ65
Tibco Software Inc. 2020 Term Loan B
88632NAP5
100000.00000000
PA
USD
94750.00000000
0.115572156873
Long
LON
CORP
US
N
2
2026-06-30
Floating
3.93000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
6275.91000000
0.007655097150
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1373600.00000000
ILS
406847.94000000
USD
2021-04-30
6275.91000000
N
N
N
REGIONS BANK
EQTWLK1G7ODGC2MGLV11
REVERSE REPO/REGIONS BANK
000000000
-425743.78000000
PA
USD
-425743.78000000
-0.51930476970
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.75000000
2099-12-31
462000.00000000
USD
465669.58559000
USD
CDS
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKR9
35000.00000000
PA
USD
37316.98000000
0.045517718908
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.35000000
N
N
N
N
N
N
RASPRO TRUST
N/A
Raspro Trust 2005
75405RAC7
493338.63000000
PA
USD
470258.28000000
0.573601727779
Long
ABS-O
CORP
US
N
2
2024-03-23
Floating
2.89000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
71376LAD2
50000.00000000
PA
USD
51843.75000000
0.063236876072
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
N
Guggenheim Strategic Opportunities Fund
549300ZOXRKM68J8NB63
Guggenheim Strategic Opportunities Fund
40167F101
3370.00000000
NS
USD
56953.00000000
0.069468929291
Long
EC
RF
US
N
1
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAL4
100000.00000000
PA
USD
102187.50000000
0.124644113778
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.88000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BK4
80000.00000000
PA
USD
87022.15000000
0.106146042968
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.40000000
N
N
N
N
N
N
WOLVERINE WORLD WIDE
549300OVC7PK14LQ8D87
Wolverine World Wide Inc
978097AF0
100000.00000000
PA
USD
105187.50000000
0.128303390513
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.38000000
N
N
N
N
N
N
JetBlue Airways Corporation
54930070J9H97ZO93T57
JETBLUE AIRWAYS CORPORATION TERM LOAN
47714FAL8
50000.00000000
PA
USD
49075.00000000
0.059859668586
Long
LON
CORP
US
N
2
2024-06-12
Floating
6.25000000
N
N
N
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
Midocean Credit Clo VII
59801WAT3
500000.00000000
PA
USD
471443.55000000
0.575047471425
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
3.42000000
N
N
N
N
N
N
CHG Healthcare Services Inc.
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc. 2017 1st Lien Term Loan B
12541HAR4
99742.98000000
PA
USD
96430.52000000
0.117621986119
Long
LON
CORP
US
N
2
2023-06-07
Floating
4.07000000
N
N
N
N
N
N
Comet Acquisition, Inc.
5493005V7ZG5K84MO728
Comet Acquisition, Inc. Term Loan
21652EAB2
98500.00000000
PA
USD
92097.50000000
0.112336746360
Long
LON
CORP
US
N
2
2025-10-24
Floating
3.81000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CB5
10000.00000000
PA
USD
9976.95000000
0.012169473673
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676AM9
25000.00000000
PA
USD
27181.82000000
0.033155267178
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
Anchor Packaging Inc.
N/A
Anchor Packaging Inc. Delayed Draw Term Loan
03306UAD0
17985.61000000
PA
USD
17311.15000000
0.021115429482
Long
LON
CORP
US
N
2
2026-07-18
Floating
3.93000000
N
N
N
N
N
N
Blue Ribbon, LLC
N/A
Blue Ribbon, LLC Term Loan
09582EAB2
10000.00000000
PA
USD
8614.25000000
0.010507308204
Long
LON
CORP
US
N
2
2021-11-15
Floating
5.00000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AN7
130000.00000000
PA
USD
139000.23000000
0.169546769255
Long
DBT
CORP
US
N
2
2050-04-30
Fixed
4.35000000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd 2017-1
30605YAD3
366114.73000000
PA
USD
274593.00000000
0.334937258810
Long
ABS-O
CORP
US
N
2
2042-02-15
Fixed
6.30000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD4 Mortgage Trust
12515DAS3
1019987.69000000
PA
USD
59544.74000000
0.072630227253
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.46000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2018-3 Mortgage Loan Trust
12596DAA4
86111.54000000
PA
USD
88014.95000000
0.107357019615
Long
ABS-MBS
CORP
US
N
2
2048-10-26
Variable
3.69000000
N
N
N
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492888
466353.06000000
NS
USD
466353.06000000
0.568838300883
Long
STIV
RF
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YW4
800000.00000000
PA
USD
828703.13000000
1.010818027881
Long
DBT
UST
US
N
2
2022-12-15
Fixed
1.63000000
N
N
N
N
N
N
BMO CAPITAL MARKETS CORP BONDS
RUC0QBLBRPRCU4W1NE59
BMO CAPITAL MARKETS CORP BONDS
000000000
-222309.00000000
PA
USD
-222309.00000000
-0.27116338387
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.85000000
2020-08-13
250000.00000000
USD
248731.55300000
USD
CDS
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2007-OA4
02150DAA3
186840.43000000
PA
USD
167310.50000000
0.204078473377
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
0.35000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DP9
120000.00000000
PA
USD
139380.18000000
0.170010216654
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.38000000
N
N
N
N
N
N
TPG RE Finance Trust Inc
N/A
TPG RE Finance Trust Inc
87266M107
22113.00000000
NS
USD
190171.80000000
0.231963747783
Long
EC
CORP
US
N
1
N
N
N
KREF 2018--FL1 Ltd.
549300N45646UZ8P3S07
KREF 2018-FL1 Ltd
48275PAA9
400000.00000000
PA
USD
395834.86000000
0.482823098003
Long
ABS-CBDO
CORP
KY
N
2
2036-06-15
Floating
1.29000000
N
N
N
N
N
N
Republic Finance Issuance Trust 2019-A
N/A
Republic FInance Issuance Trust 2019-A
76041QAA1
240000.00000000
PA
USD
239000.90000000
0.291523477653
Long
ABS-O
CORP
US
N
2
2027-11-22
Fixed
3.43000000
N
N
N
N
N
N
Vistra Operations Company LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Company LLC 1st Lien Term Loan B3
88233FAK6
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-12-31
Floating
1.94000000
N
N
N
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV Inc
45232TAA9
50000.00000000
PA
USD
52250.00000000
0.063732403130
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
MATCH GROUP INC
549300BIJKT86CPCKK96
Match Group Inc/old
57665RAN6
50000.00000000
PA
USD
50656.25000000
0.061788412365
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
PQ Corp
2H1FRGMQKKSWC9PFJY28
PQ CORPORATION 2020 USD INCREMENTAL TL B
69353FBA1
50000.00000000
PA
USD
48406.25000000
0.059043954814
Long
LON
CORP
US
N
2
2027-02-07
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-9.78000000
-0.00001192924
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
399947.63000000
USD
352625.00000000
EUR
2021-07-30
-9.78000000
N
N
N
CD&R Hydra Buyer Inc.
549300HW5C2VGPZCHL57
CD&R Hydra Buyer Inc. 2017 Term Loan
12508KAD9
98984.72000000
PA
USD
91999.37000000
0.112217051418
Long
LON
CORP
US
N
2
2024-12-11
Floating
5.25000000
N
N
N
N
N
N
Playtika Holding Corp
N/A
Playtika Holding Corp Term Loan B
72814CAE8
49367.09000000
PA
USD
49444.35000000
0.060310186540
Long
LON
CORP
US
N
2
2024-12-10
Floating
7.07000000
N
N
N
N
N
N
Xplornet Communications, Inc.
2138007ZVGYYNWEGU394
Xplornet Communications, Inc. 2020 Term Loan B
000000000
150000.00000000
PA
USD
143775.00000000
0.175370837514
Long
LON
CORP
CA
N
2
2027-05-29
Floating
4.93000000
N
N
N
N
N
N
NorthRiver Midstream Finance LP
549300SOLNLY3BL6GF18
NorthRiver Midstream Finance LP 2018 Term Loan B
000000000
589746.24000000
PA
USD
559616.10000000
0.682596725045
Long
LON
CORP
CA
N
2
2025-10-01
Floating
4.68000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA Inc
87901JAC9
260000.00000000
PA
USD
243648.60000000
0.297192551146
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
11845.85000000
0.014449081102
N/A
DFE
IL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
298892.01000000
USD
1065550.00000000
ILS
2021-04-30
11845.85000000
N
N
N
Summit Midstream Partners Holdings, LLC
254900LFBBKG6QBY0610
Summit Midstream Partners Holdings, LLC Term Loan B
86614HAJ8
15340.99000000
PA
USD
3727.86000000
0.004547090456
Long
LON
CORP
US
N
2
2022-05-13
Floating
7.00000000
N
N
N
N
N
N
2020-07-30
LITMAN GREGORY FUNDS TRUST
John Coughlan
John Coughlan
COO