0001752724-24-184323.txt : 20240820
0001752724-24-184323.hdr.sgml : 20240820
20240820163003
ACCESSION NUMBER: 0001752724-24-184323
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240630
FILED AS OF DATE: 20240820
DATE AS OF CHANGE: 20240820
PERIOD START: 20241231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LITMAN GREGORY FUNDS TRUST
CENTRAL INDEX KEY: 0001020425
ORGANIZATION NAME:
IRS NUMBER: 931215604
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07763
FILM NUMBER: 241225605
BUSINESS ADDRESS:
STREET 1: 1676 N. CALIFORNIA BLVD.
STREET 2: SUITE 500
CITY: WALNUT CREEK
STATE: CA
ZIP: 94596
BUSINESS PHONE: (925) 254-8999
MAIL ADDRESS:
STREET 1: 1676 N. CALIFORNIA BLVD.
STREET 2: SUITE 500
CITY: WALNUT CREEK
STATE: CA
ZIP: 94596
FORMER COMPANY:
FORMER CONFORMED NAME: MASTERS SELECT FUNDS TRUST
DATE OF NAME CHANGE: 19980807
FORMER COMPANY:
FORMER CONFORMED NAME: MASTERS SELECT INVESTMENT TRUST
DATE OF NAME CHANGE: 19961226
FORMER COMPANY:
FORMER CONFORMED NAME: MASTERS SELECT EQUITY FUND
DATE OF NAME CHANGE: 19961213
0001020425
S000057610
iMGP High Income Fund
C000183970
Institutional Class
MAHIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001020425
XXXXXXXX
S000057610
C000183970
LITMAN GREGORY FUNDS TRUST
811-07763
0001020425
549300RB4CD8N2IPVU55
2301 Rosecrans Avenue
Suite 2150
El Segundo
90245
925-254-8999
IMGP High Income Fund
S000057610
549300IVOBYRUF8GRL79
2024-12-31
2024-06-30
N
119961827.46
4554550.36
115407277.10
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3151037.36000000
0.00000000
0.00000000
463678.05000000
EUR
USD
N
BBG Barc US Aggregate Index
LBUSTRUU
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
100000.00000000
PA
USD
96713.46000000
0.083801873183
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Eastern Power LLC
5493000R3E1L1VM1V279
Eastern Power LLC Term Loan B
87264NAB3
1112976.39000000
PA
USD
1109943.53000000
0.961762167768
Long
LON
CORP
US
N
2
2025-10-02
Floating
9.20800000
N
N
N
N
N
N
Propulsion (BC) Finco Sarl
254900S4YQSQVLEZ8D35
Propulsion (BC) Finco Sarl Term Loan
000000000
657800.00000000
PA
USD
660950.86000000
0.572711597230
Long
LON
CORP
US
N
2
2029-09-14
Floating
9.08500000
N
N
N
N
N
N
SAFEHOLD GL HOLDINGS LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
785931AA4
100000.00000000
PA
USD
99023.79000000
0.085803766008
Long
DBT
US
N
2
2034-04-01
Fixed
6.10000000
N
N
N
N
N
N
ADVISOR GROUP INC
549300XL60BDV6UW5C86
Advisor Group Inc 2024 Term Loan
00775KAJ7
99750.00000000
PA
USD
100180.42000000
0.086805981838
Long
LON
CORP
US
N
2
2028-08-17
Floating
9.34400000
N
N
N
N
N
N
Gibson Brands Inc
549300KU4ACNZQGB7J14
Gibson Brands Inc 2021 Term Loan
37476YAB8
97500.00000000
PA
USD
92137.50000000
0.079836819926
Long
LON
CORP
US
N
2
2028-08-11
Floating
10.57900000
N
N
N
N
N
N
Cardenas Markets Inc
254900WQ0CLAIQ6DHO57
Cardenas Markets Inc 2022 Term Loan
14141NAB6
98992.44000000
PA
USD
99157.76000000
0.085919850542
Long
LON
CORP
US
N
2
2029-08-01
Floating
12.18500000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
000000000
100000.00000000
PA
107312.54000000
0.092985938752
Long
DBT
CORP
US
Y
2
2025-10-02
Fixed
6.50000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823ABG5
100000.00000000
PA
USD
101921.60000000
0.088314708189
Long
ABS-O
CORP
US
N
2
2054-05-15
Fixed
8.87100000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBK8
10000.00000000
PA
USD
7733.21000000
0.006700799286
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
Castlelake Aircraft Securitization Trust
N/A
Castlelake Aircraft Structured Trust 2021-1
14856GAB6
68308.50000000
PA
USD
63675.32000000
0.055174440988
Long
ABS-O
CORP
US
N
2
2046-01-15
Fixed
6.65600000
N
N
N
N
N
N
Pacific Bells LLC
549300VGOQXINYVBJF37
Pacific Bells LLC Term Loan B
69403HAL4
59716.31000000
PA
USD
59809.77000000
0.051824955499
Long
LON
CORP
US
N
2
2028-11-10
Floating
10.09600000
N
N
N
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
100000.00000000
PA
109020.17000000
0.094465594145
Long
DBT
CORP
SE
N
2
2030-05-15
Fixed
5.50000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BD9
150000.00000000
PA
USD
120375.52000000
0.104304965011
Long
DBT
CORP
US
N
2
2031-09-13
Fixed
2.62500000
N
N
N
N
N
N
Vista Point Securitization Trust
N/A
Vista Point Securitization Trust 2024-CES1
92839HAA4
145487.50000000
PA
USD
146444.43000000
0.126893583905
Long
ABS-MBS
CORP
US
N
2
2054-05-25
Variable
6.67600000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAQ5
342000.00000000
PA
USD
328407.96000000
0.284564343126
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.87500000
N
N
N
N
N
N
TLWND 2019-1
N/A
GAIA Aviation Ltd
87404LAA0
176855.44000000
PA
USD
162922.98000000
0.141172189565
Long
ABS-O
CORP
KY
N
2
2044-12-15
Variable
3.96700000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAD3
50000.00000000
PA
USD
54391.85000000
0.047130346860
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.87500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-314.81000000
-0.00027278175
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
97000.00000000
CAD
70580.81000000
USD
2024-07-16
-314.81000000
N
N
N
Newtek Small Business Loan Trust
N/A
Newtek Small Business Loan Trust 2018-1
65252MAA7
35803.34000000
PA
USD
35554.90000000
0.030808195889
Long
ABS-O
CORP
US
N
2
2044-02-25
Floating
7.95000000
N
N
N
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AW0
280000.00000000
PA
USD
290353.95000000
0.251590677205
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
6.96700000
N
N
N
N
N
N
Help At Home Inc
254900FFJQHW9R90FL74
Help At Home Inc 2020 Term Loan B
40467AAC3
21194.41000000
PA
USD
21300.38000000
0.018456704408
Long
LON
CORP
US
N
2
2027-10-29
Floating
10.45000000
N
N
N
N
N
N
Weber-Stephen Products LLC
549300XU8TJBBGLK8V26
Weber-Stephen Products LLC 2022 Incremental Term Loan B
94767KAP6
97750.00000000
PA
USD
91151.88000000
0.078982783660
Long
LON
CORP
US
N
2
2027-10-30
Floating
9.69400000
N
N
N
N
N
N
Bausch Health Companies Inc
KOO0397YRO83WY5MGD97
Bausch Health Companies Inc 2022 Term Loan B
000000000
94500.00000000
PA
USD
86482.15000000
0.074936479027
Long
LON
CORP
US
N
2
2027-02-01
Floating
10.69400000
N
N
N
N
N
N
FAIRFAX INDIA HOLDINGS
549300K2JHXU7AX7CV78
Fairfax India Holdings Corp
303897AA0
320000.00000000
PA
USD
283200.00000000
0.245391804673
Long
DBT
CORP
CA
N
2
2028-02-26
Fixed
5.00000000
N
N
N
N
N
N
VELOCITY VEHICLE GROUP
N/A
Velocity Vehicle Group LLC
92262TAA4
100000.00000000
PA
USD
102821.50000000
0.089094468376
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
8.00000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
250000.00000000
PA
USD
236468.30000000
0.204898950865
Long
DBT
CORP
GB
N
2
2030-03-22
Fixed
4.87500000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JBC5
150000.00000000
PA
USD
143347.05000000
0.124209715021
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.00000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 37 Ltd
50204FAC9
300000.00000000
PA
USD
162000.00000000
0.140372430639
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Variable
0.00000000
N
N
N
N
N
N
KINETIK HOLDINGS LP
549300RD6AJIMYC0HY12
Kinetik Holdings LP
49461MAA8
100000.00000000
PA
USD
98604.01000000
0.085440028114
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.87500000
N
N
N
N
N
N
MATIV HOLDINGS INC
549300Z1FU4IDULG1R21
Mativ Holdings Inc
808541AA4
346000.00000000
PA
USD
344191.73000000
0.298240924358
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.87500000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AJ3
50000.00000000
PA
USD
48485.61000000
0.042012610658
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
000000000
609.03000000
NS
USD
1181.69000000
0.001023930231
Long
EC
CORP
US
N
2
N
N
N
AEGON LTD
O4QK7KMMK83ITNTHUG69
Aegon Ltd
007924AJ2
300000.00000000
PA
USD
289996.05000000
0.251280558113
Long
DBT
CORP
BM
N
2
2048-04-11
Fixed
5.50000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto 2022-FL5 Issuer LLC
30327MAG9
100000.00000000
PA
USD
99326.18000000
0.086065785881
Long
ABS-CBDO
CORP
US
N
2
2037-06-19
Floating
9.26000000
N
N
N
N
N
N
Owl Rock CLO Ltd
254900BHMAVJ8X5TCA77
Owl Rock CLO XVI LLC
69120YAE5
250000.00000000
PA
USD
252581.50000000
0.218860982034
Long
ABS-CBDO
CORP
US
N
2
2036-04-20
Floating
8.62400000
N
N
N
N
N
N
HV Eight LLC
54930017K50RHBRFUJ56
HV Eight LLC EUR Delayed Draw Term Loan
000000000
429215.65000000
PA
454614.12000000
0.393921537206
Long
LON
CORP
US
N
2
2027-11-22
Floating
7.43000000
N
N
N
N
N
N
LSTAR Securities Investment Ltd
N/A
LSTAR Securities Investment Ltd 2024-1
54916LAA1
198810.70000000
PA
USD
202995.27000000
0.175894688013
Long
ABS-MBS
CORP
US
N
2
2029-01-01
Floating
8.43600000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAN5
150000.00000000
PA
USD
148232.61000000
0.128443035590
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
7.44300000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
41984LAA5
880000.00000000
PA
USD
839354.93000000
0.727298096871
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
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
1427455.27000000
PA
USD
35770.32000000
0.030994856562
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.93600000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAD9
516000.00000000
PA
USD
568058.07000000
0.492220321174
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
7.95000000
N
N
N
N
N
N
OXFORD LANE CAPITAL CORP
549300G3KO4JNQQD7Z72
Oxford Lane Capital Corp
691543888
23400.00000000
NS
USD
542412.00000000
0.469998091654
Long
EP
CORP
US
N
1
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAB9
50000.00000000
PA
USD
44958.59000000
0.038956460224
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
Michael Baker International LLC
N/A
Michael Baker International LLC 2021 Term Loan
59406MAD9
50000.00000000
PA
USD
50187.50000000
0.043487292362
Long
LON
CORP
US
N
2
2028-12-01
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BGH95ZM59 SWAPTION
000000000
1820000.00000000
NC
8040.74000000
0.006967272950
N/A
DIR
DE
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
1820000.00000000
OU
Notional Amount
N/A
8040.74000000
0.01000000
DIR
DE
N/A
N/A
2026-12-24
0.00000000
N/A
0.00000000
N/A
1820000.00000000
EUR
1.00000000
2.91840000
EUR
2024-12-20
XXXX
-668.02000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
150000.00000000
PA
USD
142258.44000000
0.123266438282
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
3.87500000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty 2021-FL1 Ltd
00103CAC3
250000.00000000
PA
USD
246464.41000000
0.213560545048
Long
ABS-CBDO
CORP
KY
N
2
2036-06-15
Floating
7.04300000
N
N
N
N
N
N
Quikrete Holdings Inc
5493007KIN86DIZWZT22
Quikrete Holdings Inc 2024 Term Loan B
74839XAJ8
99750.00000000
PA
USD
100087.65000000
0.086725596959
Long
LON
CORP
US
N
2
2031-04-14
Floating
7.84400000
N
N
N
N
N
N
Power Services Holding Company
N/A
Power Services Holding Company 2024 6th Amendment Incremental DDTL
45830EAE0
90566.04000000
PA
USD
90340.85000000
0.078280029015
Long
LON
CORP
US
N
2
2028-11-22
Floating
9.95800000
N
N
N
N
N
N
Sitecore Holding III A/S
N/A
Sitecore Holding III A/S 2023 Incremental Term Loan
000000000
128787.53000000
PA
USD
128285.26000000
0.111158726922
Long
LON
CORP
US
N
2
2029-03-12
Floating
11.53400000
N
N
N
N
N
N
GoldenTree Loan Management US CLO, LTD
N/A
GoldentTree Loan Management US CLO 1 Ltd
38138JAW3
250000.00000000
PA
USD
254168.00000000
0.220235678708
Long
ABS-CBDO
CORP
KY
N
2
2037-04-20
Floating
8.67500000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
445000.00000000
PA
USD
434611.92000000
0.376589701205
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.37500000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KDB3
230000.00000000
PA
USD
232046.35000000
0.201067346731
Long
DBT
CORP
US
N
2
2054-06-15
Fixed
6.75000000
N
N
N
N
N
N
AP GRANGE HOLDINGS
N/A
AP GRANGE HOLDINGS
000000000
400000.00000000
PA
USD
400000.00000000
0.346598594171
Long
DBT
CORP
US
N
2
2045-03-20
Fixed
6.50000000
N
N
N
N
N
N
CML FONTAINEBLEAU VEGAS
N/A
CML FONTAINEBLEAU VEGAS
000000000
149339.77000000
PA
USD
149339.77000000
0.129402385839
Long
DBT
CORP
US
N
2
2026-01-31
None
0.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DL6
100000.00000000
PA
USD
102628.48000000
0.088927217224
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.52800000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2007-OA4
02150DAA3
104520.30000000
PA
USD
87544.84000000
0.075857296177
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
5.80000000
N
N
N
N
N
N
SIX FLAGS ENTER / THEME
N/A
Six Flags Entertainment Corp / Six Flags Theme Parks Inc
83002YAA7
125000.00000000
PA
USD
127036.25000000
0.110076464146
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
6.62500000
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
341411.81000000
PA
USD
110711.38000000
0.095931021666
Long
ABS-O
CORP
US
N
2
2036-11-25
Floating
5.68000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAW2
8000.00000000
PA
USD
5868.73000000
0.005085233918
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.25000000
N
N
N
N
N
N
ONT GAMING GTA/OTG CO-IS
894500EC9KLZLOC3V025
Ontario Gaming GTA LP/OTG Co-Issuer Inc
68306MAA7
100000.00000000
PA
USD
102702.50000000
0.088991355294
Long
DBT
CORP
CA
N
2
2030-08-01
Fixed
8.00000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC 2021 Term Loan B
55328HAK7
739100.00000000
PA
USD
617178.06000000
0.534782619873
Long
LON
CORP
US
N
2
2028-09-01
Floating
9.85900000
N
N
N
N
N
N
F&G ANNUITIES & LIFE INC
N/A
F&G Annuities & Life Inc
30190AAC8
400000.00000000
PA
USD
413629.74000000
0.358408715978
Long
DBT
CORP
US
N
2
2028-01-13
Fixed
7.40000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AM7
56000.00000000
PA
USD
45818.40000000
0.039701482567
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
BCAP LLC Trust
N/A
BCAP LLC Trust 2006-AA2
05530MAA7
279741.42000000
PA
USD
244814.95000000
0.212131293755
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.80000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AZ0
300000.00000000
PA
USD
309850.20000000
0.268484109309
Long
DBT
CORP
US
N
2
2054-06-15
Fixed
7.87500000
N
N
N
N
N
N
FR Refuel LLC
549300Y6GW0LGV84NW77
FR Refuel LLC Term Loan
30323KAC6
87957.07000000
PA
USD
86637.71000000
0.075071271220
Long
LON
CORP
US
N
2
2028-11-08
Floating
10.20800000
N
N
N
N
N
N
SIRIUSPOINT LTD
549300OGXFI85N3YZZ51
SiriusPoint Ltd
82969BAA0
200000.00000000
PA
USD
202997.28000000
0.175896429671
Long
DBT
CORP
BM
N
2
2029-04-05
Fixed
7.00000000
N
N
N
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
Markel Group Inc
570535AW4
170000.00000000
PA
USD
169034.98000000
0.146468216084
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.00000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education Inc
57767XAB6
40000.00000000
PA
USD
38937.10000000
0.033738860302
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE I LIMITED
N/A
SAPPHIRE AVIATION FINANCE I LTD
80306AAA8
94601.32000000
PA
USD
90292.55000000
0.078238177235
Long
ABS-O
CORP
KY
N
2
2040-03-15
Fixed
4.25000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
100000.00000000
PA
USD
85499.64000000
0.074085137565
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.00000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823ABA8
250000.00000000
PA
USD
228246.05000000
0.197774400137
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
5.26800000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAP4
525000.00000000
PA
USD
530022.67000000
0.459262780752
Long
DBT
CORP
US
N
2
2052-12-15
Fixed
6.87500000
N
N
N
N
N
N
DYE & DURHAM LIMITED
N/A
Dye & Durham Ltd
267486AA6
40000.00000000
PA
USD
40620.52000000
0.035197537816
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
8.62500000
N
N
N
N
N
N
Willis Engine Securitization Trust
N/A
Willis Engine Structured Trust VII
97064YAA2
238220.62000000
PA
USD
252162.39000000
0.218497824692
Long
ABS-O
CORP
US
N
2
2048-10-15
Fixed
8.00000000
N
N
N
N
N
N
ENERSYS
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAF9
100000.00000000
PA
USD
101803.30000000
0.088212201655
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
6.62500000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XLIV LLC
15674DAE4
250000.00000000
PA
USD
258597.25000000
0.224073608266
Long
ABS-CBDO
CORP
US
N
2
2036-01-15
Floating
9.29600000
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
400000.00000000
PA
USD
366804.72000000
0.317835000718
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
N
Symphony CLO Ltd
549300OJB1EXT6QKOX87
Symphony CLO XXXI Ltd
87169CAC1
650000.00000000
PA
USD
458319.55000000
0.397132279278
Long
ABS-CBDO
CORP
BM
N
2
2035-04-22
Variable
0.00000000
N
N
N
N
N
N
Blue Stream Issuer, LLC
N/A
Blue Stream Issuer LLC
09606BAC8
100000.00000000
PA
USD
98960.61000000
0.085749020760
Long
ABS-O
CORP
US
N
2
2053-05-20
Fixed
6.89800000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAE5
50000.00000000
PA
USD
44000.00000000
0.038125845358
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Cable One Inc
Cable One Inc
USD
XXXX
N
N
N
Onslow Bay Financial LLC
254900LSNFNEGAD7J679
OBX 2024-NQM4 Trust
67118TAD6
150000.00000000
PA
USD
150645.33000000
0.130533648991
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
6.62200000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900FVMB3WTXJGGR91
OBX 2024-NQM7 Trust
67119FAC7
147571.42000000
PA
USD
148620.18000000
0.128778863633
Long
ABS-MBS
CORP
US
N
2
2064-03-25
Variable
6.59800000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAH9
100000.00000000
PA
USD
100052.97000000
0.086695546861
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
5.90000000
N
N
N
N
N
N
Power Services Holding Company
5493009CNIDZ8CGYWM80
Power Services Holding Company 2024 6th Amendment Incremental Term Loan
45830EAF7
9433.96000000
PA
USD
9404.30000000
0.008148792897
Long
LON
CORP
US
N
2
2028-11-22
Floating
9.94400000
N
N
N
N
N
N
First Brands Group LLC
N/A
First Brands Group LLC 2021 Term Loan
31935HAD9
144110.16000000
PA
USD
143412.67000000
0.124266574520
Long
LON
CORP
US
N
2
2027-03-30
Floating
10.59100000
N
N
N
N
N
N
Fertitta Entertainment LLC
984500A0805D8V551D35
Fertitta Entertainment LLC 2022 Term Loan B
31556PAB3
99491.10000000
PA
USD
99720.92000000
0.086407826703
Long
LON
CORP
US
N
2
2029-01-27
Floating
9.08100000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AF8
100000.00000000
PA
USD
96125.81000000
0.083292676523
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.25000000
N
N
N
N
N
N
Southern Veterinary Partners LLC
549300DT78GYJYRK0R74
Southern Veterinary Partners LLC Term Loan
84410HAC4
119989.70000000
PA
USD
120389.87000000
0.104317399236
Long
LON
CORP
US
N
2
2027-10-05
Floating
9.09500000
N
N
N
N
N
N
Fiserv Investment Solutions Inc
N/A
Fiserv Investment Solutions Inc 2020 Term Loan B
33774UAC2
99481.86000000
PA
USD
95948.26000000
0.083138830072
Long
LON
CORP
US
N
2
2027-02-18
Floating
9.32600000
N
N
N
N
N
N
Syndigo LLC
N/A
Syndigo LLC 2020 Term Loan
87167XAC7
120318.46000000
PA
USD
119566.47000000
0.103603926030
Long
LON
CORP
US
N
2
2027-12-15
Floating
9.95800000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2023-DELC
05610DAC6
100000.00000000
PA
USD
100578.98000000
0.087151332677
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
8.66800000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAH1
72000.00000000
PA
USD
68966.58000000
0.059759299182
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BJ7
100000.00000000
PA
71024.95000000
0.061542869552
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
4.62500000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd
55821UAG9
250000.00000000
PA
USD
251166.25000000
0.217634672883
Long
ABS-CBDO
CORP
KY
N
2
2033-04-19
Floating
8.58800000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
BGH8X8LD7
000000000
24.00000000
NC
USD
2585.74000000
0.002240534622
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Put
Purchased
SPDR S&P Regional Banking ETF
SPDR S&P Regional Banking ETF
100.00000000
42.00000000
USD
2024-12-20
XXXX
-4619.06000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QSAM3
178831.58000000
PA
USD
173431.42000000
0.150277715892
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
Sprite Limited
N/A
Sprite 2021-1 Ltd
85208UAA2
157532.24000000
PA
USD
147624.99000000
0.127916534996
Long
ABS-O
CORP
US
N
2
2046-11-15
Fixed
3.75000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AQ2
140000.00000000
PA
USD
125665.76000000
0.108888939378
Long
DBT
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 87 CLO Ltd
26246HAC5
300000.00000000
PA
USD
176725.50000000
0.153132024635
Long
ABS-CBDO
CORP
KY
N
2
2034-05-20
Variable
0.00000000
N
N
N
N
N
N
ENCORE CAPITAL GROUP INC
5493000UVC6H49CIH830
Encore Capital Group Inc
292554AR3
200000.00000000
PA
USD
203849.00000000
0.176634442058
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
8.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B96HYC3Y0 CDS EUR R V 03MEVENT Z96HYC3Y0_PRO CCPITRAXX / Short: B96HYC3Y0 CDS EUR P F 1.00000 Z96HYC3Y0_FEE CCPITRAXX
000000000
450000.00000000
OU
Notional Amount
-8522.72000000
-0.00738490692
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe S41
2I666VDJ1
Y
buy protection
2029-06-20
0.00000000
EUR
-9864.67000000
EUR
450000.00000000
EUR
2191.29000000
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
66000.00000000
PA
USD
56944.64000000
0.049342330423
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.62500000
N
N
N
N
N
N
Atlas CC Acquisition Corp
6HHLXIOGCDNZ4IRAIW26
Atlas CC Acquisition Corp Term Loan C
04921TAC8
3188.85000000
PA
USD
2365.50000000
0.002049697436
Long
LON
CORP
US
N
2
2028-05-25
Floating
9.85900000
N
N
N
N
N
N
Imagefirst Holdings LLC
N/A
Imagefirst Holdings LLC 2024 Term Loan
45249TAN2
37788.49000000
PA
USD
37788.49000000
0.032743593774
Long
LON
CORP
US
N
2
2028-04-27
Floating
9.57800000
N
N
N
N
N
N
DEUCE FINCO
9845007DA2BC863E8437
Deuce Finco Plc
000000000
100000.00000000
PA
121110.65000000
0.104941952572
Long
DBT
CORP
GB
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT 2022-HB9 LLC
12530GAB4
100000.00000000
PA
USD
90580.70000000
0.078487858197
Long
ABS-O
CORP
US
N
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
Sunoco LP
86765KAB5
460000.00000000
PA
USD
472300.40000000
0.409246636666
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.00000000
N
N
N
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GrafTech Finance Inc
384311AA4
105000.00000000
PA
USD
66839.55000000
0.057916235162
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.62500000
N
N
N
N
N
N
Starwood Commercial Mortgage Trust
N/A
STWD 2022-FL3 Ltd
78485KAL9
100000.00000000
PA
USD
92253.40000000
0.079937246868
Long
ABS-CBDO
CORP
KY
N
2
2038-11-15
Floating
8.08300000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education Inc
57767XAA8
100000.00000000
PA
USD
96549.15000000
0.083659499146
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
FLUTTER TREASURY DAC
635400JE8VLL9UFVIC38
Flutter Treasury Designated Activity Co
344045AA7
200000.00000000
PA
USD
201580.60000000
0.174668881430
Long
DBT
CORP
IE
N
2
2029-04-29
Fixed
6.37500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
226373AT5
510000.00000000
PA
USD
532634.82000000
0.461526199546
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
7.37500000
N
N
N
N
N
N
Dermatology Intermediate Holdings III Inc
254900GUIR9SP64DNR96
Dermatology Intermediate Holdings III Inc 2022 Term Loan B
24982LAB1
98990.30000000
PA
USD
96165.12000000
0.083326738500
Long
LON
CORP
US
N
2
2029-03-30
Floating
9.58000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AL1
100000.00000000
PA
USD
90641.22000000
0.078540298564
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
Tacala LLC
549300XTM341KBSTDI88
Tacala LLC 2024 Term Loan
87339PAB9
49875.00000000
PA
USD
50150.56000000
0.043455283982
Long
LON
CORP
US
N
2
2031-01-31
Floating
9.34400000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-3.00000000
NC
USD
-2268.00000000
-0.00196521402
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5320.00000000
USD
2024-07-12
XXXX
728.92000000
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AN5
100000.00000000
PA
USD
83102.08000000
0.072007660251
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDN8
1900000.00000000
PA
USD
1863451.68000000
1.614674331485
Long
DBT
UST
US
N
2
2024-12-15
Fixed
1.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2022-NQM8 Trust
67117YAC8
81534.89000000
PA
USD
81051.73000000
0.070231039182
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.10000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
100000.00000000
PA
USD
92639.39000000
0.080271705847
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Freddie Mac Military Housing Bonds Resec Trust
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1
35563CAT5
4171814.70000000
PA
USD
200649.27000000
0.173861887258
Long
ABS-MBS
USGSE
US
N
2
2052-11-25
Variable
0.70000000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Co Inc
465965AC5
30000.00000000
PA
USD
31119.84000000
0.026965231987
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
8.75000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO III Ltd
69120DAC5
250000.00000000
PA
USD
251372.75000000
0.217813604407
Long
ABS-CBDO
CORP
KY
N
2
2036-04-20
Floating
7.64900000
N
N
N
N
N
N
MASTERBRAND INC
549300E0Y4BR5Z9RDZ64
Masterbrand Inc
57638PAA2
310000.00000000
PA
USD
313804.02000000
0.271910080443
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
7.00000000
N
N
N
N
N
N
Connect Finco SARL
2594001KNYIQ456J2792
Connect Finco Sarl 2024 Extended Term Loan B
000000000
504291.67000000
PA
USD
476555.63000000
0.412933778506
Long
LON
CORP
LU
N
2
2029-09-27
Floating
9.84400000
N
N
N
N
N
N
EMRLD BORROWER LP
5493000GJYE7GAQCUC61
EMRLD BORROWER LP 2024 TERM LOAN B
000000000
180000.00000000
PA
USD
180225.00000000
0.156164329086
Long
LON
CORP
US
N
2
2031-06-18
None
0.00000000
N
N
N
N
N
N
MORAN FOODS
N/A
MORAN FOODS
000000000
648.28000000
NS
USD
121.55000000
0.000105322647
Long
EC
CORP
US
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-2.00000000
NC
USD
-3280.00000000
-0.00284210847
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5310.00000000
USD
2024-07-26
XXXX
1437.95000000
N
N
N
XPO INC
54930096DB9LCLPN7H13
XPO Inc
98379KAA0
85000.00000000
PA
USD
85588.71000000
0.074162316407
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
6.25000000
N
N
N
N
N
N
Firstdigital Communications LLC
N/A
Firstdigital Communications LLC Term Loan
000000000
49750.00000000
PA
USD
48529.55000000
0.042050684514
Long
LON
CORP
US
N
2
2026-12-17
Floating
11.75000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-7.00000000
NC
USD
-13881.00000000
-0.01202783771
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5330.00000000
USD
2024-07-26
XXXX
3961.05000000
N
N
N
THUNDERBIRD 2022 1 B FUNDED
549300UXXHTSX6VCMJ56
THUNDERBIRD 2022 1 B FUNDED
000000000
65000.00000000
PA
USD
59723.66000000
0.051750341486
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
7.50000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
100000.00000000
PA
USD
92157.01000000
0.079853725272
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
Bettcher Industries Inc
2549008CJ699WXZAWW31
Bettcher Industries Inc 2021 Term Loan
59010LAB3
100000.00000000
PA
USD
99812.50000000
0.086487180451
Long
LON
CORP
US
N
2
2028-12-14
Floating
9.34400000
N
N
N
N
N
N
State Street Institutional Treasury Money Market Fund
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492888
2128471.29000000
NS
USD
2128471.29000000
1.844312892120
Long
EC
RF
US
N
1
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus LP / Superior General Partner Inc
86828LAC6
100000.00000000
PA
USD
91892.87000000
0.079624848890
Long
DBT
CORP
CA
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AC7
200000.00000000
PA
USD
204337.52000000
0.177057742921
Long
DBT
CORP
US
N
2
2032-01-25
Fixed
6.15000000
N
N
N
N
N
N
MCA Fund Holding Llc
N/A
MCA Fund Holding LLC
55283AAB5
121361.07000000
PA
USD
113192.86000000
0.098081215365
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
4.24700000
N
N
N
N
N
N
GCAT
N/A
GCAT 2022-NQM5 Trust
36168WAC5
85380.80000000
PA
USD
84265.97000000
0.073016166846
Long
ABS-MBS
CORP
US
N
2
2067-08-25
Variable
5.71000000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14070AAA1
90354.58000000
PA
USD
84231.86000000
0.072986610651
Long
ABS-MBS
CORP
US
N
2
2052-10-10
Fixed
6.06300000
N
N
N
N
N
N
Thrust Engine Leasing
N/A
Thrust Engine Leasing 2021 DAC
88603UAB5
385652.19000000
PA
USD
359254.30000000
0.311292588325
Long
ABS-O
CORP
US
N
2
2040-07-15
Fixed
6.12100000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AE3
450000.00000000
PA
USD
425012.99000000
0.368272262096
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
N
HORACE MANN EDUCATORS CO
254900G5YAV3A2YK8T32
Horace Mann Educators Corp
440327AL8
93000.00000000
PA
USD
98767.13000000
0.085581371020
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.25000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AL3
50000.00000000
PA
USD
49321.40000000
0.042736819756
Long
DBT
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AQ4
100000.00000000
PA
USD
94999.32000000
0.082316576898
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.95000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2006-QO6 Trust
75114NAA2
371360.82000000
PA
USD
84553.40000000
0.073265223931
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
5.61900000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAG8
50000.00000000
PA
USD
49306.75000000
0.042724125582
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
10.25000000
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
Citadel Securities LP 2023 Term Loan B
17288YAK8
99262.38000000
PA
USD
99659.43000000
0.086354545834
Long
LON
CORP
US
N
2
2030-07-29
Floating
7.59400000
N
N
N
N
N
N
Oxford Finance Credit Fund III LP
N/A
Oxford Finance Credit Fund III 2024-A LP
69145DAB8
400000.00000000
PA
USD
398226.96000000
0.345062261242
Long
ABS-O
CORP
US
N
2
2032-01-14
Fixed
7.54800000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-1.00000000
NC
USD
-2927.00000000
-0.00253623521
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5325.00000000
USD
2024-08-02
XXXX
-398.03000000
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAL5
150000.00000000
PA
USD
142586.64000000
0.123550822429
Long
DBT
US
N
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
RESONETICS LLC
5493007F3QX6Z23QGO95
RESONETICS LLC 2024 TERM LOAN
000000000
100000.00000000
PA
USD
100312.50000000
0.086920428694
Long
LON
CORP
US
N
2
2031-06-06
Floating
9.08200000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd 2017-1
30605YAD3
95613.37000000
PA
USD
87008.49000000
0.075392550787
Long
ABS-O
CORP
US
N
2
2042-02-15
Fixed
6.30000000
N
N
N
N
N
N
Start Ltd.
549300VIQYFIDJQCKZ43
Start Ltd/Bermuda
85572RAA7
107363.79000000
PA
USD
101603.04000000
0.088038677068
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.08900000
N
N
N
N
N
N
Ladder Capital Commercial Mortgage Securities LLC
N/A
LCCM 2021-FL3 Trust
50190FAG6
150000.00000000
PA
USD
144597.68000000
0.125293381521
Long
ABS-CBDO
CORP
US
N
2
2038-11-15
Floating
8.04300000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
125000.00000000
PA
USD
113425.79000000
0.098283048391
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2021-5 LLC
69358DAA2
66203.74000000
PA
USD
65747.39000000
0.056969882361
Long
ABS-O
CORP
US
N
2
2026-06-25
Variable
4.79300000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd.
N/A
LoanCore 2021-CRE6 Issuer Ltd
53948HAJ5
100000.00000000
PA
USD
93897.18000000
0.081361576461
Long
ABS-CBDO
CORP
KY
N
2
2038-11-15
Floating
8.29300000
N
N
N
N
N
N
Midcap Financial Holdings Trust
N/A
Midcap Financial Holdings Trust 2024 Term Loan
000000000
300000.00000000
PA
USD
300000.00000000
0.259948945628
Long
LON
CORP
US
N
2
2027-04-15
Floating
8.84700000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
549300QTQ6MX6ER06N64
Alternative Loan Trust 2007-OA7
126680AA5
105010.37000000
PA
USD
95339.44000000
0.082611289682
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
5.82000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQB95
52209.84000000
PA
USD
50672.31000000
0.043907378523
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
LoanCore 2022-CRE7 Issuer Ltd.
N/A
LoanCore 2022-CRE7 Issuer Ltd
53946PAJ9
200000.00000000
PA
USD
185864.47000000
0.161050910020
Long
ABS-CBDO
CORP
KY
N
2
2037-01-17
Floating
8.43300000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAD6
150000.00000000
PA
USD
139965.23000000
0.121279379877
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
100000.00000000
PA
USD
91142.46000000
0.078974621263
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
65000.00000000
PA
USD
61771.45000000
0.053524744324
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAB6
770000.00000000
PA
USD
745149.41000000
0.645669344883
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.50000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
100000.00000000
PA
USD
95080.93000000
0.082387291676
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
ALEXANDER FUND TRUST II
N/A
Alexander Funding Trust II
014916AA8
605000.00000000
PA
USD
640600.43000000
0.555078021158
Long
DBT
CORP
US
N
2
2028-07-31
Fixed
7.46700000
N
N
N
N
N
N
GEON PERFORMANCE SOLUTIONS LLC
N/A
GEON Performance Solutions LLC 2024 Term Loan B
000000000
351000.00000000
PA
USD
352976.13000000
0.305852576085
Long
LON
CORP
US
N
2
2028-08-18
Floating
9.59500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2020-DUNE
36258BAS7
250000.00000000
PA
USD
242606.55000000
0.210217722916
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
8.09400000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P REGIONAL BANKING ETF
000000000
59.00000000
NC
USD
8732.00000000
0.007566247310
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
SPDR S&P Regional Banking ETF
SPDR S&P Regional Banking ETF
100.00000000
43.00000000
USD
2025-01-17
XXXX
-9953.96000000
N
N
N
ARBOR REALTY SR INC
549300TW7RTL2CI3CN08
Arbor Realty SR Inc
03881NAC1
685000.00000000
PA
USD
620662.51000000
0.537801883552
Long
DBT
US
N
2
2027-10-15
Fixed
8.50000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAR2
100000.00000000
PA
USD
100491.60000000
0.087075618215
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.75000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAL4
100000.00000000
PA
USD
100548.50000000
0.087124921865
Long
DBT
CORP
US
N
2
2034-04-12
Fixed
6.10000000
N
N
N
N
N
N
GIP II Blue Holding LP
N/A
GIP II Blue Holding LP Term Loan B
31575AAB3
43153.54000000
PA
USD
43654.34000000
0.037826332183
Long
LON
CORP
US
N
2
2028-09-29
Floating
9.09400000
N
N
N
N
N
N
CHRYSAOR BIDCO SARL
254900CXX37NCB7A8J31
CHRYSAOR BIDCO SARL USD Delayed Draw Term Loan
000000000
6886.23000000
PA
USD
6925.00000000
0.006000488161
Long
LON
CORP
LU
N
2
2031-05-14
None
0.00000000
N
N
N
N
N
N
Congruex Group LLC
254900DY0KADNJ4ZCJ32
Congruex Group LLC Term Loan
20729MAJ8
44644.30000000
PA
USD
34748.22000000
0.030109210504
Long
LON
CORP
US
N
2
2029-05-03
Floating
11.23000000
N
N
N
N
N
N
Accuride Corporation
549300MC6XO5P96H8E79
Accuride Corporation 2023 Term Loan
00439CBD5
37951.31000000
PA
USD
29104.10000000
0.025218600361
Long
LON
CORP
US
N
2
2026-05-18
Floating
6.34400000
N
N
Y
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
000000000
2411.16000000
NS
USD
2409.01000000
0.002087398698
Long
EC
CORP
US
N
2
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
Midocean Credit Clo VII
59801WAT3
500000.00000000
PA
USD
500645.50000000
0.433807566195
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
7.79000000
N
N
N
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp
86038AAA0
625000.00000000
PA
USD
518106.25000000
0.448937244703
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
Owl Rock CLO Ltd
254900P65RXI0LEC4D85
Owl Rock CLO XIII LLC
69120GAC8
250000.00000000
PA
USD
254785.50000000
0.220770740288
Long
ABS-CBDO
CORP
US
N
2
2035-09-20
Floating
8.69400000
N
N
N
N
N
N
API Holdings III LLC
549300FAGEOQASEWDY74
API Holdings III LLC 2023 Term Loan B2
00189CAE6
98980.24000000
PA
USD
71018.32000000
0.061537124681
Long
LON
CORP
US
N
2
2027-05-10
Floating
6.34500000
N
N
Y
N
N
N
DYAL CAPITAL PART III ISSUER A
N/A
DYAL CAPITAL PART III ISSUER A
000000000
168000.00000000
PA
USD
165127.23000000
0.143082164443
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
6.55000000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAD4
100000.00000000
PA
USD
88045.48000000
0.076291098977
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2024-1 LLC
12327CAB0
515329.26000000
PA
USD
524310.99000000
0.454313630106
Long
ABS-O
CORP
US
N
2
2039-05-15
Fixed
6.92400000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAY1
560000.00000000
PA
USD
530793.42000000
0.459930632918
Long
DBT
US
N
2
2027-01-15
Fixed
4.37500000
N
N
N
N
N
N
STREAM INNOVATIONS ISSUER TRUST
N/A
Stream Innovations 2024-1 Issuer Trust
86324CAA9
100000.00000000
PA
USD
99674.84000000
0.086367898545
Long
ABS-O
CORP
US
N
2
2044-07-15
Fixed
6.27000000
N
N
N
N
N
N
Florida Food Products LLC
254900J6FNIX7DTKUV52
Florida Food Products LLC Term Loan
34068GAD4
67250.20000000
PA
USD
58665.38000000
0.050833345586
Long
LON
CORP
US
N
2
2028-10-18
Floating
10.45800000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group Inc
19240CAC7
100000.00000000
PA
USD
95843.76000000
0.083048281190
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
Switch ABS Issuer, LLC
N/A
Switch ABS Issuer LLC
871044AE3
50000.00000000
PA
USD
48553.20000000
0.042071177156
Long
ABS-O
CORP
US
N
2
2054-06-25
Fixed
5.43600000
N
N
N
N
N
N
Apttus Corporation
N/A
Apttus Corporation 2021 Term Loan
03835XAC6
98982.19000000
PA
USD
99105.92000000
0.085874931365
Long
LON
CORP
US
N
2
2028-05-08
Floating
9.45800000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
100000.00000000
PA
USD
95748.56000000
0.082965790724
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.90000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
330000.00000000
PA
USD
318792.31000000
0.276232416196
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
Endo Inc
N/A
Endo Inc
29290D117
1026.00000000
NS
USD
28343.25000000
0.024559326510
Long
EC
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QSAW1
2466345.38000000
PA
USD
2440487.72000000
2.114674032110
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.50000000
N
N
N
N
N
N
MEDLINE BORROWER/MEDL CO
N/A
Medline Borrower LP/Medline Co-Issuer Inc
58506DAA6
100000.00000000
PA
USD
101308.47000000
0.087783433199
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298CD3
231000.00000000
PA
USD
126562.41000000
0.109665883452
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT JUN25
000000000
5.00000000
NC
USD
-258.03000000
-0.00022358208
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Three-Month SOFR Futures
SFRM5 Comdty
2025-09-16
1196320.53000000
USD
-258.03000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCX7
2000000.00000000
PA
USD
1979629.62000000
1.715342108179
Long
DBT
UST
US
N
2
2024-09-15
Fixed
0.37500000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AC1
100000.00000000
PA
USD
99313.31000000
0.086054634071
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
Orion Group Holdco LLC
N/A
Orion Group Holdco LLC 2023 Term Loan B
000000000
34504.35000000
PA
USD
33740.32000000
0.029235868697
Long
LON
CORP
US
N
2
2027-03-19
Floating
11.84600000
N
N
N
N
N
N
LCM Ltd Partnership
549300KLSB4ZQ2S3TJ95
LCM 35 Ltd
50203NAC3
520000.00000000
PA
USD
268978.32000000
0.233068768936
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Variable
0.00000000
N
N
N
N
N
N
DOCTORS CO INTERINSURANC
MKYKR1GWDRIJRLI1S211
Doctors Co An Interinsurance Exchange/The
256141AB8
350000.00000000
PA
USD
278132.53000000
0.241000859728
Long
DBT
CORP
US
N
2
2032-01-18
Fixed
4.50000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto 2022-FL6 Issuer LLC
30328DAG8
100000.00000000
PA
USD
100082.43000000
0.086721073848
Long
ABS-CBDO
CORP
US
N
2
2037-08-17
Floating
9.57200000
N
N
N
N
N
N
STRATEGIC CREDIT OPPORTUNITIES
N/A
STRATEGIC CREDIT OPPORTUNITIES
000000000
345000.00000000
PA
USD
325024.33000000
0.281632439623
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.25000000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
000000000
100000.00000000
PA
115913.75000000
0.100438856987
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.50000000
N
N
N
N
N
N
MB2 Dental Solutions LLC
N/A
MB2 Dental Solutions LLC 2024 Tranche 1 Delayed Draw Term Loan
000000000
33422.46000000
PA
USD
33422.46000000
0.028960444124
Long
LON
CORP
US
N
2
2031-02-13
Fixed
1.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFK2
500000.00000000
PA
USD
491064.46000000
0.425505628708
Long
DBT
UST
US
N
2
2025-09-15
Fixed
3.50000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBL7
220000.00000000
PA
USD
137148.04000000
0.118838294643
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
4.30000000
N
N
N
N
N
N
CIFC Funding Ltd
2549005S1LQJ8MBPXW05
CIFC Funding 2017-II Ltd
12550YAU8
250000.00000000
PA
USD
250635.75000000
0.217174996497
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
8.68600000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
000000000
562.90000000
NS
USD
1092.19000000
0.000946378796
Long
EC
CORP
US
N
2
N
N
N
WRANGLER HOLDCO CORP
N/A
Wrangler Holdco Corp
37441QAA9
100000.00000000
PA
USD
99734.41000000
0.086419515741
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
6.62500000
N
N
N
N
N
N
HF SINCLAIR CORP
N/A
HF Sinclair Corp
403949AK6
100000.00000000
PA
USD
100253.73000000
0.086869504696
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.37500000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
04302XAA2
50000.00000000
PA
USD
51507.35000000
0.044630937748
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
8.50000000
N
N
N
N
N
N
Help At Home Inc
254900FFJQHW9R90FL74
Help At Home Inc 2023-1 Incremental Term Loan
40467AAH2
146771.42000000
PA
USD
147505.28000000
0.127812806702
Long
LON
CORP
US
N
2
2027-10-29
Floating
10.45000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2007-HE4
61753VAD4
341031.19000000
PA
USD
109972.91000000
0.095291140007
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.69000000
N
N
N
N
N
N
BCP MODULAR SERVICES
213800227GGD6UI7PI97
BCP V Modular Services Finance II PLC
000000000
100000.00000000
PA
100014.67000000
0.086662360046
Long
DBT
CORP
GB
N
2
2028-11-30
Fixed
4.75000000
N
N
N
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAH7
245000.00000000
PA
USD
247688.40000000
0.214621128081
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.95000000
N
N
N
N
N
N
ARES PBN FINANCE CO LLC
N/A
ARES PBN FINANCE CO LLC
04019VAC6
500000.00000000
PA
USD
598050.00000000
0.518208223110
Long
ABS-O
CORP
US
N
2
2036-10-15
Variable
0.00000000
N
N
N
N
N
N
DRAKE SOFTWARE LLC
25490030X7DBAF7KCR65
DRAKE SOFTWARE LLC 2024 TERM LOAN B
000000000
150000.00000000
PA
USD
148687.50000000
0.128837196177
Long
LON
CORP
US
N
2
2031-06-17
None
0.00000000
N
N
N
N
N
N
Anchor Packaging Inc
N/A
Anchor Packaging Inc Term Loan B
03306UAB4
99218.74000000
PA
USD
99413.70000000
0.086141621653
Long
LON
CORP
US
N
2
2026-07-18
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QSTU5
143337.16000000
PA
USD
139007.88000000
0.120449839466
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
Vault DI Issuer LLC
N/A
Vault DI Issuer LLC
92243JAA0
250000.00000000
PA
USD
222980.03000000
0.193211412315
Long
ABS-O
CORP
US
N
2
2046-07-15
Fixed
2.80400000
N
N
N
N
N
N
LIGHTNING 2022 1 B FUNDED
549300JQ9U3NF5XD5A71
LIGHTNING 2022 1 B FUNDED
000000000
65000.00000000
PA
USD
59723.66000000
0.051750341486
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
7.50000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JBE1
100000.00000000
PA
USD
95773.66000000
0.082987539786
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.50000000
N
N
N
N
N
N
SEALED AIR/SEALED AIR US
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp/Sealed Air Corp US
812127AA6
100000.00000000
PA
USD
99869.07000000
0.086536198157
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
PMH Newco LP
5493009MQ2FBVG9L7J13
PMH Newco LP Term Loan
000000000
274754.23000000
PA
USD
274227.32000000
0.237617008988
Long
LON
CORP
US
N
2
2030-10-02
Floating
8.49500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QSFR7
48533.21000000
PA
USD
47044.31000000
0.040763729274
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
71000.00000000
PA
USD
70549.01000000
0.061130469215
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
BLUE OWL TECHNOLOGY FIN
549300E3NGSRX11L0S09
Blue Owl Technology Finance Corp II
69121JAA5
495000.00000000
PA
USD
484738.12000000
0.420023877333
Long
DBT
CORP
US
N
2
2029-04-04
Fixed
6.75000000
N
N
N
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
04288BAB6
100000.00000000
PA
USD
105085.50000000
0.091056216419
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
8.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AN3
5000.00000000
PA
USD
3364.10000000
0.002914980826
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.60000000
N
N
N
N
N
N
First Franklin Mtg Loan Asset Backed Certificates
N/A
First Franklin Mortgage Loan Trust 2006-FF16
320275AE0
415942.79000000
PA
USD
169443.07000000
0.146821824635
Long
ABS-O
CORP
US
N
2
2036-12-25
Floating
5.88000000
N
N
N
N
N
N
ENVIRI CORP
KAO98FK89NPNNPQGUZ43
Enviri Corp
415864AM9
175000.00000000
PA
USD
166352.17000000
0.144143570648
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AK0
25000.00000000
PA
USD
24915.07000000
0.021588820589
Long
DBT
CORP
US
N
2
2025-05-20
Fixed
5.50000000
N
N
N
N
N
N
Apollo Aviation Securitization Equity Trust
N/A
AASET 2024-1
00255JAA8
250000.00000000
PA
USD
250207.00000000
0.216803486129
Long
ABS-O
CORP
US
N
2
2049-05-16
Fixed
6.26100000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AR4
100000.00000000
PA
USD
101309.80000000
0.087784585639
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAZ9
150000.00000000
PA
USD
132701.56000000
0.114985435350
Long
DBT
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2023-2 Ltd
69703FAE1
250000.00000000
PA
USD
250528.00000000
0.217081631501
Long
ABS-CBDO
CORP
KY
N
2
2032-01-25
Floating
8.05000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL5 Trust
12597XAC5
52238.22000000
PA
USD
52037.34000000
0.045090172221
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
4.71300000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
11102AAG6
200000.00000000
PA
USD
179985.60000000
0.155956889827
Long
DBT
CORP
GB
N
2
2081-11-23
Fixed
4.87500000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAE8
297000.00000000
PA
USD
286512.10000000
0.248261727682
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.72300000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AT7
485000.00000000
PA
USD
441464.95000000
0.382527827614
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.37500000
N
N
N
N
N
N
GCAT
N/A
GCAT 2024-NQM2 Trust
36831CAC6
96892.92000000
PA
USD
96975.78000000
0.084029172541
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Variable
6.54100000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3690.70000000
0.003197978578
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
900000.00000000
EUR
968265.27000000
USD
2024-07-16
3690.70000000
N
N
N
TRINITY CAPITAL INC/MD
549300YGT4SBRQYDVU48
Trinity Capital Inc
896442AG5
320000.00000000
PA
USD
296589.12000000
0.256993430096
Long
DBT
CORP
US
N
2
2026-08-24
Fixed
4.37500000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2022-NQM3
10568PAA5
93712.29000000
PA
USD
88371.03000000
0.076573186908
Long
ABS-MBS
CORP
US
N
2
2070-01-29
Variable
3.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KT3
100000.00000000
PA
USD
98543.92000000
0.085387960340
Long
STIV
UST
US
N
2
2024-10-10
None
0.00000000
N
N
N
N
N
N
American Airlines Inc
IWUQB36BXD6OWD6X4T14
American Airlines Inc 2021 Term Loan
02376CBJ3
560000.00000000
PA
USD
579250.00000000
0.501918089184
Long
LON
CORP
KY
N
2
2028-04-20
Floating
10.33600000
N
N
N
N
N
N
KKR CORE HLDG CO LLC
N/A
KKR CORE HLDG CO LLC
48255KAA4
96120.40000000
PA
USD
86106.85000000
0.074611282896
Long
DBT
CORP
KY
N
2
2031-08-12
Fixed
4.00000000
N
N
N
N
N
N
Allen Media LLC
549300ERNJNM4RN5JP79
Allen Media LLC 2021 Term Loan B
01771JAG8
507391.49000000
PA
USD
382763.46000000
0.331663192840
Long
LON
CORP
US
N
2
2027-02-10
Floating
10.98500000
N
N
N
N
N
N
OXFORD FIN LLC/CO-ISS II
N/A
Oxford Finance LLC / Oxford Finance Co-Issuer II Inc
69145LAC8
535000.00000000
PA
USD
515810.62000000
0.446948089376
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.37500000
N
N
N
N
N
N
Help At Home Inc
254900FFJQHW9R90FL74
Help At Home Inc 2020 Delayed Draw Term Loan
40467AAD1
1353.40000000
PA
USD
1360.17000000
0.001178582524
Long
LON
CORP
US
N
2
2027-10-29
Floating
10.45000000
N
N
N
N
N
N
Orion Group Holdco LLC
N/A
Orion Group Holdco LLC 2023 Revolver
000000000
6521.74000000
PA
USD
5869.61000000
0.005085996435
Long
LON
CORP
US
N
2
2027-03-19
None
0.00000000
N
N
N
N
N
N
MB2 Dental Solutions LLC
N/A
MB2 Dental Solutions LLC 2024 Revolver
000000000
10000.00000000
PA
USD
8750.00000000
0.007581844247
Long
LON
CORP
US
N
2
2031-02-13
Floating
13.50000000
N
N
N
N
N
N
Inception Holdco Sarl
5493006UQZEOC4WP0469
Inception Holdco Sarl 2024 USD Term Loan B
000000000
100000.00000000
PA
USD
100734.50000000
0.087286090211
Long
LON
CORP
LU
N
2
2031-03-14
None
0.00000000
N
N
N
N
N
N
ScribeAmerica Intermediate Holdco LLC
N/A
ScribeAmerica Intermediate Holdco LLC 2018 Term Loan
81104BAC4
45758.59000000
PA
USD
32545.80000000
0.028200821315
Long
LON
CORP
US
N
2
2025-04-03
Floating
9.95800000
N
N
N
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAA8
200000.00000000
PA
USD
196087.32000000
0.169908973617
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.75000000
N
N
N
N
N
N
Newtek Small Business Loan Trust
N/A
Newtek Small Business Loan Trust 2018-1
65252MAB5
16274.24000000
PA
USD
16189.12000000
0.014027815582
Long
ABS-O
CORP
US
N
2
2044-02-25
Floating
9.25000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AG1
100000.00000000
PA
USD
94185.63000000
0.081611517372
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
Digital Brige Issuer LLC
N/A
DigitalBridge Issuer LLC
25402JAA7
350000.00000000
PA
USD
323645.00000000
0.280437255026
Long
ABS-O
CORP
US
N
2
2051-09-25
Fixed
3.93300000
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust 2020-A
76042EAB5
240000.00000000
PA
USD
236322.12000000
0.204772286408
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
3.54000000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust 2022-SP1
62956BAA7
382432.77000000
PA
USD
375047.42000000
0.324977271298
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.25000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAJ3
25000.00000000
PA
USD
24788.27000000
0.021478948834
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAD4
250000.00000000
PA
USD
237908.25000000
0.206146662479
Long
ABS-O
CORP
US
N
2
2045-08-25
Fixed
1.89300000
N
N
N
N
N
N
Bleriot US Bidco Inc
254900ALCQ2A2VYD5Z08
Bleriot US Bidco Inc 2023 Term Loan B
09353TAJ9
99000.00000000
PA
USD
99581.63000000
0.086287132408
Long
LON
CORP
US
N
2
2030-10-31
Floating
8.58500000
N
N
N
N
N
N
VC 3 LS 2021 LP
N/A
VC 3 LS 2021 LP
000000000
255287.47000000
PA
USD
227844.07000000
0.197426085880
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
3.50000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34354PAF2
60000.00000000
PA
USD
53530.09000000
0.046383634849
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
OFS CAPITAL CORP
549300XTK3HSWPDBJD13
OFS Capital Corp
67103BAA8
620000.00000000
PA
USD
570664.45000000
0.494478740283
Long
DBT
CORP
US
N
2
2026-02-10
Fixed
4.75000000
N
N
N
N
N
N
Ilpea Parent Inc
5493002IJGO6IOH86T22
Ilpea Parent Inc 2021 Term Loan
45236FAF4
425525.83000000
PA
USD
425525.83000000
0.368716636153
Long
LON
CORP
US
N
2
2028-06-22
Floating
9.94400000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P REGIONAL BANKING ETF
000000000
71.00000000
NC
USD
8520.00000000
0.007382550055
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
SPDR S&P Regional Banking ETF
SPDR S&P Regional Banking ETF
100.00000000
42.00000000
USD
2024-12-20
XXXX
-12622.32000000
N
N
N
Holding Socotec
969500TSHWNDZONA3M83
Holding Socotec 2021 USD Term Loan
000000000
97000.00000000
PA
USD
97181.88000000
0.084207757467
Long
LON
CORP
FR
N
2
2028-06-30
Floating
9.82200000
N
N
N
N
N
N
CEAMER FINANCE II LLC
549300IFAMQDJGOE7906
CEAMER FINANCE II LLC
000000000
231717.16000000
PA
USD
224892.36000000
0.194868439539
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.92000000
N
N
N
N
N
N
LendingTree Inc
N/A
LendingTree Inc Term Loan B
000000000
550199.99000000
PA
USD
545779.13000000
0.472915697965
Long
LON
CORP
US
N
2
2028-09-15
Floating
9.19300000
N
N
N
N
N
N
AthenaHealth Group Inc
254900AA3KZN4Q7A5Z33
Athenahealth Group Inc 2022 Term Loan B
04686RAB9
371304.13000000
PA
USD
370550.38000000
0.321080601944
Long
LON
CORP
US
N
2
2029-02-15
Floating
8.59400000
N
N
N
N
N
N
ACI Worldwide Inc
5493003BPVMZUJ6F5C02
ACI Worldwide Inc
004498AB7
100000.00000000
PA
USD
99556.29000000
0.086265175387
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Cos Inc
445587AE8
100000.00000000
PA
USD
90979.46000000
0.078833382336
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Recess Holdings Inc
N/A
Recess Holdings Inc 2024 Term Loan B
72811HAH3
100000.00000000
PA
USD
100750.00000000
0.087299520906
Long
LON
CORP
US
N
2
2030-02-20
Floating
9.84400000
N
N
N
N
N
N
LIGHTNING 2022 1 A FUNDED
549300JQ9U3NF5XD5A71
LIGHTNING 2022 1 A FUNDED
000000000
129999.99000000
PA
USD
119294.24000000
0.103368039691
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
County of Knox IN
N/A
KNOX CNTY IN ECON DEV REVENUE
499396AV1
5000.00000000
PA
USD
4841.55000000
0.004195186059
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
5.90000000
N
N
N
N
N
N
Nassau 2019 CFO LLC
N/A
Nassau 2019 CFO LLC
63172DAA9
115487.93000000
PA
USD
111103.13000000
0.096270471665
Long
ABS-O
CORP
US
N
2
2034-08-15
Fixed
3.98000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2022-A
17330VAA4
84986.08000000
PA
USD
85030.02000000
0.073678213485
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.17000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
57763RAD9
100000.00000000
PA
USD
102175.00000000
0.088534278398
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO Ltd
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AS3
250000.00000000
PA
USD
250479.00000000
0.217039173173
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
10.08600000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB7 LP
12510HAU4
320000.00000000
PA
USD
323923.52000000
0.280678591627
Long
ABS-O
US
N
2
2053-09-15
Fixed
7.75000000
N
N
N
N
N
N
NEXTERA ENERGY PARTNERS
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341BAG1
240000.00000000
PA
USD
219900.78000000
0.190543253012
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.50000000
N
N
N
N
N
NextEra Energy Partners LP
NextEra Energy Partners LP
USD
XXXX
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC 2022 FLSO Term Loan
61647DAP7
5688.17000000
PA
USD
1927.88000000
0.001670501244
Long
LON
CORP
US
N
2
2026-06-30
Floating
12.68500000
N
N
Y
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp
70137WAL2
100000.00000000
PA
USD
91294.59000000
0.079106441373
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
SOTERA HEALTH HOLDINGS LLC
549300OVT7MBXFLOFU20
SOTERA HEALTH HOLDINGS LLC 2024 TERM LOAN B
83600VAG6
620000.00000000
PA
USD
619742.70000000
0.537004871419
Long
LON
CORP
US
N
2
2031-05-30
Floating
8.59400000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
950000.00000000
PA
USD
900781.74000000
0.780524211847
Long
DBT
CORP
US
N
2
2027-01-27
Fixed
4.37500000
N
N
N
N
N
N
Fortress Credit BSL Limited
N/A
Fortress Credit BSL XV Ltd
34964WAS1
250000.00000000
PA
USD
250000.00000000
0.216624121357
Long
ABS-CBDO
CORP
JE
N
2
2033-10-18
Floating
7.93500000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBX7
100000.00000000
PA
USD
73851.37000000
0.063991952549
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
5.12500000
N
N
N
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore 2021-CRE5 Issuer Ltd
53947XAL6
100000.00000000
PA
USD
96521.58000000
0.083635609837
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
8.44300000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-1.00000000
NC
USD
-900.00000000
-0.00077984683
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5275.00000000
USD
2024-07-19
XXXX
1328.97000000
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
75968NAE1
425000.00000000
PA
USD
426394.13000000
0.369469015052
Long
DBT
CORP
BM
N
2
2033-06-05
Fixed
5.75000000
N
N
N
N
N
N
Castlelake Aircraft Structured Trust
N/A
Castlelake Aircraft Securitization Trust 2018-1
14856CAA7
37877.49000000
PA
USD
35350.35000000
0.030630954033
Long
ABS-O
CORP
US
N
2
2043-06-15
Fixed
4.12500000
N
N
N
N
N
N
Switch ABS Issuer, LLC
N/A
Switch ABS Issuer LLC
871044AA1
100000.00000000
PA
USD
100583.93000000
0.087155621835
Long
ABS-O
CORP
US
N
2
2054-03-25
Fixed
6.28000000
N
N
N
N
N
N
Morgan Stanley IXIS Real Estate Capital Trust
N/A
Morgan Stanley IXIS Real Estate Capital Trust 2006-2
617463AC8
525248.94000000
PA
USD
170328.30000000
0.147588873318
Long
ABS-O
CORP
US
N
2
2036-11-25
Floating
5.61000000
N
N
N
N
N
N
LVNV FUNDING LLC
N/A
LVNV FUNDING LLC
000000000
100000.00000000
PA
USD
101892.12000000
0.088289163872
Long
DBT
CORP
US
N
2
2028-11-05
Fixed
7.80000000
N
N
N
N
N
N
NEUBERGER BERMAN CLO LTD
549300HMTDFWN3B2DI35
Neuberger Berman Loan Advisers Clo 44 Ltd
64134EAC8
250000.00000000
PA
USD
170449.00000000
0.147693459444
Long
ABS-CBDO
CORP
KY
N
2
2034-10-16
Variable
0.00000000
N
N
N
N
N
N
AMS-OSRAM AG
5299001JPPT2QFTV5D76
ams-OSRAM AG
03217CAB2
770000.00000000
PA
USD
798247.45000000
0.691678609927
Long
DBT
CORP
AT
N
2
2029-03-30
Fixed
12.25000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BGH95ZMC4 SWAPTION
000000000
400000.00000000
NC
1949.74000000
0.001689442857
N/A
DIR
DE
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
400000.00000000
OU
Notional Amount
N/A
1949.74000000
0.00000000
DIR
DE
N/A
N/A
2034-12-24
0.00000000
N/A
0.00000000
N/A
400000.00000000
EUR
1.00000000
2.21480000
EUR
2024-12-20
XXXX
-762.82000000
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AW4
44000.00000000
PA
USD
40728.92000000
0.035291466035
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAC5
50000.00000000
PA
USD
54832.73000000
0.047512367831
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
Avalara Inc
549300Q16CMW239SS315
Avalara Inc Term Loan
000000000
136363.64000000
PA
USD
134958.32000000
0.116940909959
Long
LON
CORP
US
N
2
2028-10-19
Floating
12.58500000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2024-RPL2 LLC
69381DAB1
500000.00000000
PA
USD
454242.35000000
0.393599399807
Long
ABS-MBS
CORP
US
N
2
2054-05-25
Variable
3.50000000
N
N
N
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings Inc
50149XAA2
90000.00000000
PA
USD
90000.00000000
0.077984683688
Long
DBT
CORP
US
N
2
2051-02-17
Fixed
7.00000000
N
N
N
N
N
N
HighTower Holdings LLC
254900MKOSB7RTMA9K12
HighTower Holdings LLC 2021 Term Loan B
43117LAG8
136086.88000000
PA
USD
136576.11000000
0.118342719308
Long
LON
CORP
US
N
2
2028-04-21
Floating
9.58600000
N
N
N
N
N
N
MITER BRAND / MIWD BORR
N/A
Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC
60672JAA7
100000.00000000
PA
USD
100792.60000000
0.087336433657
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
6.75000000
N
N
N
N
N
N
ARETEC GROUP INC
549300NV2T8A33L0PQ58
Aretec Group Inc 2024 Term Loan B
04009DAG9
99498.75000000
PA
USD
100006.69000000
0.086655445404
Long
LON
CORP
US
N
2
2030-08-09
Floating
9.34400000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-1.00000000
NC
USD
-172.00000000
-0.00014903739
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5335.00000000
USD
2024-07-05
XXXX
806.97000000
N
N
N
PCI GAMING AUTHORITY
549300KPXAJ1LRW5LP59
PCI GAMING AUTHORITY 2024 TERM LOAN
000000000
100000.00000000
PA
USD
99950.00000000
0.086606323718
Long
LON
CORP
US
N
2
2031-06-06
None
0.00000000
N
N
N
N
N
N
Project Ruby Ultimate Parent Corp
549300UGGIEE7YT1C741
Project Ruby Ultimate Parent Corp 2024 Incremental Term Loan
74339UAW0
99750.00000000
PA
USD
100108.60000000
0.086743750061
Long
LON
CORP
US
N
2
2028-03-10
Floating
8.95800000
N
N
N
N
N
N
PRESS GANEY HOLDINGS INC
549300HC42NZULO53062
Press Ganey Holdings Inc 2024 Term Loan B
05477JAB7
100000.00000000
PA
USD
100052.00000000
0.086694706360
Long
LON
CORP
US
N
2
2031-04-30
Floating
8.84400000
N
N
N
N
N
N
GRAFTECH GLOBAL ENTERPRI
N/A
GrafTech Global Enterprises Inc
38431AAA4
30000.00000000
PA
USD
22100.73000000
0.019150204870
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
9.87500000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E301
2000.00000000
NS
USD
38800.00000000
0.033620063634
Long
EP
CORP
US
N
1
N
N
N
VCP RRL ABS I, Ltd
N/A
VCP RRL ABS I Ltd
92243RAE4
60734.12000000
PA
USD
55400.81000000
0.048004607154
Long
ABS-O
CORP
US
N
2
2031-10-20
Fixed
5.42500000
N
N
N
N
N
N
ENPRO INC
549300Y5CFT2LKCFDN54
Enpro Inc
29355XAG2
100000.00000000
PA
USD
98702.37000000
0.085525256708
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CED9
900000.00000000
PA
USD
878484.35000000
0.761203601778
Long
DBT
UST
US
N
2
2025-03-15
Fixed
1.75000000
N
N
N
N
N
N
Cerberus
635400QFSCXQUKSANU86
Cerberus Loan Funding XLVI LP
15675BAC1
250000.00000000
PA
USD
251649.75000000
0.218053623933
Long
ABS-CBDO
CORP
US
N
2
2036-07-15
Floating
8.35600000
N
N
N
N
N
N
FIDELIS INSUR HLD LTD
549300CDMGCAGJQ7DX03
Fidelis Insurance Holdings Ltd
31575FAB2
630000.00000000
PA
USD
627406.24000000
0.543645301895
Long
DBT
CORP
BM
N
2
2041-04-01
Fixed
6.62500000
N
N
N
N
N
N
Golub Capital Partners Funding
N/A
Golub Capital Partners ABS Funding 2020-1 Ltd
38177UAC4
88609.94000000
PA
USD
85630.74000000
0.074198735254
Long
ABS-O
CORP
KY
N
2
2029-01-22
Fixed
4.49600000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2022-NQM9 Trust
67118LAD3
85117.05000000
PA
USD
85004.76000000
0.073656325784
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.45000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT DEC25
000000000
5.00000000
NC
USD
866.90000000
0.000751165803
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Three-Month SOFR Futures
SFRZ5 Comdty
2026-03-17
1199508.10000000
USD
866.90000000
N
N
N
Monroe Capital Income Plus ABS Funding LLC
N/A
Monroe Capital Income Plus ABS Funding LLC
61033MAC8
140000.00000000
PA
USD
124133.39000000
0.107561146159
Long
ABS-O
CORP
US
N
2
2032-04-30
Fixed
5.15000000
N
N
N
N
N
N
Finastra USA Inc
549300ZB2RO6QC7YTK71
Finastra USA Inc 2023 Revolver
000000000
10000.00000000
PA
USD
9959.00000000
0.008629438498
Long
LON
CORP
US
N
2
2029-09-13
Floating
12.58100000
N
N
N
N
N
N
Azuria Water Solutions Inc
549300AG3DVJURRIT691
Azuria Water Solutions Inc 2024 Term Loan
00771PAK7
99500.00000000
PA
USD
100024.37000000
0.086670765062
Long
LON
CORP
US
N
2
2028-05-17
Floating
9.59400000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage 2021-FL4 Ltd
00489TAJ5
250000.00000000
PA
USD
239236.24000000
0.207297361147
Long
ABS-CBDO
CORP
KY
N
2
2037-12-18
Floating
8.04600000
N
N
N
N
N
N
Medallion Midland Acquisition LLC
549300QCYU94ZA2ELG48
Medallion Midland Acquisition LLC 2023 Term Loan
58404BAF2
353225.00000000
PA
USD
355377.91000000
0.307933710013
Long
LON
CORP
US
N
2
2028-10-18
Floating
8.84400000
N
N
N
N
N
N
Women's Care Enterprises LLC
N/A
Women's Care Enterprises LLC Term Loan
97815UAH7
191344.66000000
PA
USD
178333.22000000
0.154525108365
Long
LON
CORP
US
N
2
2028-01-15
Floating
9.93000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BGH8Z99Q5 IRS USD R V 00MSOFR BGH8Z99Q5_FLO CCPOIS / Short: BGH8Z99Q5 IRS USD P F 3.55250 BGH8Z99Q5_FIX CCPOIS
000000000
30000.00000000
OU
Notional Amount
USD
851.18000000
0.000737544478
N/A
DIR
AU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2054-03-14
300.53000000
USD
0.00000000
USD
30000.00000000
USD
550.65000000
N
N
N
Midwest Veterinary Partners LLC
549300A8XURDFONMWN62
Midwest Veterinary Partners LLC Term Loan
59841VAC4
97500.00000000
PA
USD
97682.81000000
0.084641811551
Long
LON
CORP
US
N
2
2028-04-27
Floating
9.34500000
N
N
N
N
N
N
TRANSMONTAIGE PARTNERS
N/A
TransMontaigne Partners LP / TLP Finance Corp
89376VAA8
100000.00000000
PA
USD
96912.53000000
0.083974366638
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.12500000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAA6
100000.00000000
PA
USD
93876.48000000
0.081343639984
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP 2024 Term Loan B
58503UAE3
365076.96000000
PA
USD
366217.83000000
0.317326462596
Long
LON
CORP
US
N
2
2028-10-23
Floating
8.09400000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LVIII Ltd
55817BAD4
250000.00000000
PA
USD
253743.25000000
0.219867634326
Long
ABS-CBDO
CORP
KY
N
2
2037-04-25
Floating
8.97300000
N
N
N
N
N
N
Sapphire Aviation Finance I Limited
N/A
SAPPHIRE AVIATION FINANCE II LTD
80307AAB5
184322.37000000
PA
USD
145183.36000000
0.125800871182
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
4.33500000
N
N
N
N
N
N
Service Logic Acquisition Inc
25490008CFAWEVHSQF88
Service Logic Acquisition Inc Term Loan
81759AAC4
99232.72000000
PA
USD
99728.88000000
0.086414724015
Long
LON
CORP
US
N
2
2027-10-29
Floating
9.59100000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAG9
100000.00000000
PA
USD
100484.60000000
0.087069552739
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
GLOBAL MEDICAL RESPONSE INC
549300ZFWD4ZFCEJCQ87
Global Medical Response Inc 2024 PIK Term Loan
00169QAG4
253596.32000000
PA
USD
246115.23000000
0.213257981805
Long
LON
CORP
US
N
2
2028-10-31
Floating
10.84400000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAG3
192333.34000000
PA
USD
182921.66000000
0.158500975498
Long
ABS-O
CORP
US
N
2
2050-01-20
Fixed
3.84500000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAC6
99000.00000000
PA
USD
96184.82000000
0.083343808481
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
AHP Health Partners Inc
549300QMM8MQ6SM5KX05
AHP Health Partners Inc 2021 Term Loan B
00130MAJ3
490671.43000000
PA
USD
492589.96000000
0.426827469097
Long
LON
CORP
US
N
2
2028-08-24
Floating
8.95800000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
549300DQF6YN0E43PM71
Nationstar Mortgage Holdings Inc
43734LAA4
70000.00000000
PA
USD
68578.55000000
0.059423072550
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95002YAA1
100000.00000000
PA
USD
106736.10000000
0.092486455518
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.62500000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd
03329TAL8
250000.00000000
PA
USD
214044.75000000
0.185469023599
Long
ABS-CBDO
CORP
KY
N
2
2039-04-27
Fixed
3.52300000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
187500.00000000
PA
USD
184068.41000000
0.159494630343
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
HUB International Limited
549300JQT6ATTUNS5E06
HUB International Limited 2024 Term Loan B
44332EAX4
100000.00000000
PA
USD
100333.50000000
0.086938625120
Long
LON
CORP
US
N
2
2030-06-20
Floating
8.57500000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
000000000
22604.63000000
NS
USD
22584.51000000
0.019569398540
Long
EC
CORP
US
N
2
N
N
N
Chef's Warehouse Leasing Co LLC (The)
N/A
Chef's Warehouse Leasing Co LLC (The) 2022 Term Loan B
16308TAE1
88916.65000000
PA
USD
89306.10000000
0.077383421777
Long
LON
CORP
US
N
2
2029-08-23
Floating
9.34400000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-1.00000000
NC
USD
-1783.00000000
-0.00154496323
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5315.00000000
USD
2024-07-26
XXXX
650.97000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCT8
1105000.00000000
PA
USD
1090708.26000000
0.945094873917
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.37500000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBL1
100000.00000000
PA
USD
94176.32000000
0.081603450290
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAC3
750000.00000000
PA
USD
680401.20000000
0.589565248481
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
4.45900000
N
N
N
N
N
N
BLACKROCK TCP CAP CORP
549300JU1XG1HF56J989
BlackRock TCP Capital Corp
09259EAC2
395000.00000000
PA
USD
385856.06000000
0.334342919871
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
6.95000000
N
N
N
N
N
N
Emrld Borrower LP
5493000GJYE7GAQCUC61
Emrld Borrower LP Term Loan B
26872NAC3
85325.81000000
PA
USD
85423.51000000
0.074019171187
Long
LON
CORP
US
N
2
2030-05-31
Floating
7.84400000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
100000.00000000
PA
USD
82563.50000000
0.071540982574
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
150000.00000000
PA
USD
101360.58000000
0.087828586330
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
NFM & J LP
N/A
NFM & J LP Term Loan
62910XAB2
48469.84000000
PA
USD
47614.92000000
0.041258160833
Long
LON
CORP
US
N
2
2027-11-30
Floating
11.18000000
N
N
N
N
N
N
Apollo Aviation Securitization Equity Trust
N/A
AASET 2020-1 Trust
00255UAB1
138938.77000000
PA
USD
84543.24000000
0.073256420326
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
4.33500000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815LAA5
100000.00000000
PA
USD
87822.98000000
0.076098303509
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452EAA9
150000.00000000
PA
USD
148038.51000000
0.128274848623
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.95000000
N
N
N
N
N
N
Cengage Learning Inc
549300BYGM0FWUSVXJ88
Cengage Learning Inc 2024 Term Loan B
15131YAN5
100000.00000000
PA
USD
100406.50000000
0.087001879364
Long
LON
CORP
US
N
2
2031-03-22
Floating
9.53800000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2024-VLT4
05612TAG0
150000.00000000
PA
USD
149296.88000000
0.129365221805
Long
ABS-MBS
CORP
US
N
2
2029-07-15
Floating
7.76000000
N
N
N
N
N
N
PRIORITY HOLDINGS LLC
N/A
Priority Holdings LLC 2024 Term Loan B
74275TAF6
540000.00000000
PA
USD
540845.10000000
0.468640378311
Long
LON
CORP
US
N
2
2031-05-16
Floating
10.07900000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
902973BC9
610000.00000000
PA
USD
553201.44000000
0.479347103493
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.70000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AV1
100000.00000000
PA
USD
85890.67000000
0.074423963686
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.12500000
N
N
N
N
N
N
THUNDERBIRD 2022 1 A FUNDED
N/A
THUNDERBIRD 2022 1 A FUNDED
000000000
130000.00000000
PA
USD
119294.25000000
0.103368048356
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
JAMES HARDIE INTL FIN
635400G32A4Q1LVQ8M88
James Hardie International Finance DAC
47032FAB5
250000.00000000
PA
USD
242107.33000000
0.209785150541
Long
DBT
CORP
IE
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
CPI CG INC
254900H3R50WH1B1LB48
CPI CG Inc
12598FAC3
30000.00000000
PA
USD
31072.44000000
0.026924160053
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
10.00000000
N
N
N
N
N
N
ARCOSA INC
549300WFHLTCZV7D6V29
Arcosa Inc
039653AA8
100000.00000000
PA
USD
92913.98000000
0.080509637117
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.37500000
N
N
N
N
N
N
Fugue Finance BV
254900Y4DWBRGAFENC88
Fugue Finance BV 2024 USD Term Loan B
000000000
100000.00000000
PA
USD
100962.50000000
0.087483651410
Long
LON
CORP
US
N
2
2031-02-26
Floating
9.09700000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2023 Term Loan B11
04649VBC3
99248.11000000
PA
USD
98638.73000000
0.085470112872
Long
LON
CORP
US
N
2
2028-08-19
Floating
9.69400000
N
N
N
N
N
N
WW International Inc
SGT8R1MU6ESIC7UJC518
WW International Inc 2021 Term Loan B
92941PAC7
9000.00000000
PA
USD
3442.50000000
0.002982914151
Long
LON
CORP
US
N
2
2028-04-13
Floating
8.95800000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAN6
50000.00000000
PA
USD
46847.71000000
0.040593376065
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
AL NGPL Holdings LLC
254900WKSN3ZUJ0TO315
AL NGPL Holdings LLC Term Loan B
01021AAB6
290229.85000000
PA
USD
291499.61000000
0.252583387568
Long
LON
CORP
US
N
2
2028-04-13
Floating
8.55600000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT SEP25
000000000
5.00000000
NC
USD
304.40000000
0.000263761530
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Three-Month SOFR Futures
SFRU5 Comdty
2025-12-16
1198195.60000000
USD
304.40000000
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAE1
700000.00000000
PA
USD
687359.75000000
0.595594807599
Long
DBT
CORP
US
N
2
2050-01-14
Fixed
4.95000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AN1
90000.00000000
PA
USD
85152.29000000
0.073784160011
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.23000000
N
N
N
N
N
N
BLACKSTONE MORTGAGE TR
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust Inc
09257WAD2
465000.00000000
PA
USD
419605.81000000
0.363586959630
Long
DBT
US
N
2
2027-01-15
Fixed
3.75000000
N
N
N
N
N
N
TOWD POINT REVOLVING TRUST
N/A
TOWD POINT REVOLVING TRUST
89183JBJ8
349474.20000000
PA
USD
349648.94000000
0.302969577643
Long
ABS-MBS
CORP
US
N
2
2069-11-01
Fixed
1.00000000
N
N
N
N
N
N
Pelican Products Inc
5493008CRWH2WFODTF44
Pelican Products Inc 2021 Term Loan
70468BAC7
98984.76000000
PA
USD
91879.14000000
0.079612951894
Long
LON
CORP
US
N
2
2028-12-29
Floating
9.84600000
N
N
N
N
N
N
Arcline FM Holdings LLC
2549000HKCEC1E8UTO17
Arcline FM Holdings LLC 2021 1st Lien Term Loan
03960DAB9
49744.24000000
PA
USD
49950.18000000
0.043281655416
Long
LON
CORP
US
N
2
2028-06-23
Floating
10.34600000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932MAE7
100000.00000000
PA
USD
99845.27000000
0.086515575541
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
7.12500000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc 2024 Term Loan B1
12768EAH9
50000.00000000
PA
USD
50101.50000000
0.043412773664
Long
LON
CORP
US
N
2
2031-02-06
Floating
8.09700000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAA6
100000.00000000
PA
USD
99972.87000000
0.086626140493
Long
DBT
CORP
XX
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
MB2 Dental Solutions LLC
N/A
MB2 Dental Solutions LLC 2024 Term Loan
000000000
96282.75000000
PA
USD
96086.72000000
0.083258805176
Long
LON
CORP
US
N
2
2031-02-13
Floating
11.32900000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD4 Mortgage Trust
12515DAS3
797488.71000000
PA
USD
21549.98000000
0.018672981931
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.37600000
N
N
N
N
N
N
Xplornet Communications Inc
N/A
Xplornet Communications Inc 2021 Term Loan
000000000
59364.90000000
PA
USD
10219.96000000
0.008855559421
Long
LON
CORP
CA
N
2
2028-10-02
None
0.00000000
Y
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
812127AC2
535000.00000000
PA
USD
533093.16000000
0.461923349545
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
BREAD FINANCIAL HLDGS
549300G8S4PO686J7H97
Bread Financial Holdings Inc
018581AP3
745000.00000000
PA
USD
783494.61000000
0.678895325917
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
9.75000000
N
N
N
N
N
N
GREAT LAKES DREDGE&DOCK
549300H65E3MZ1CX0P05
Great Lakes Dredge & Dock Corp
390607AF6
200000.00000000
PA
USD
178900.46000000
0.155016619831
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.25000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XLVII LLC
156945AG2
250000.00000000
PA
USD
250799.25000000
0.217316668673
Long
ABS-CBDO
CORP
US
N
2
2036-07-15
Floating
9.68200000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
150000.00000000
PA
USD
131068.23000000
0.113570160646
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
725000.00000000
PA
USD
543420.13000000
0.470871632755
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
Taubman Centers Commercial Mortgage Trust
N/A
Taubman Centers Commercial Mortgage Trust 2022-DPM
87666YAE7
230000.00000000
PA
USD
231513.35000000
0.200605504104
Long
ABS-MBS
CORP
US
N
2
2037-05-15
Floating
9.10600000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEU1
700000.00000000
PA
USD
685238.77000000
0.593756985884
Long
DBT
UST
US
N
2
2025-06-15
Fixed
2.87500000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
449934AD0
200000.00000000
PA
USD
196423.42000000
0.170200203085
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AF5
125000.00000000
PA
USD
110279.80000000
0.095557059113
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
PMH SPV C LLC
N/A
PMH SPV C LLC Term Loan
000000000
82980.05000000
PA
USD
82434.55000000
0.071429247852
Long
LON
CORP
US
N
2
2030-10-02
Floating
8.49500000
N
N
N
N
N
N
Cerberus
6354005BRQJC9NIG3407
Cerberus Loan Funding XLV LLC
15675FAE8
250000.00000000
PA
USD
251946.00000000
0.218310323517
Long
ABS-CBDO
CORP
US
N
2
2036-04-15
Floating
8.46900000
N
N
N
N
N
N
Maps LTD
N/A
MAPS 2021-1 Trust
55292RAA9
89003.87000000
PA
USD
80257.09000000
0.069542486415
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.52100000
N
N
N
N
N
N
ALTERRA MOUNTAIN COMPANY
549300C5O4FSVNUEI843
ALTERRA MOUNTAIN COMPANY 2024 Add-On Term Loan B
46124CAM9
100000.00000000
PA
USD
100672.00000000
0.087231934181
Long
LON
CORP
US
N
2
2030-05-31
None
0.00000000
N
N
N
N
N
N
EyeCare Partners LLC
254900ZAACWK09RJ8W93
EyeCare Partners LLC 2024 Superpriority New Money 1st Out Term Loan A
30233PAQ3
20039.46000000
PA
USD
20179.74000000
0.017485673786
Long
LON
CORP
US
N
2
2028-08-31
Floating
11.07800000
N
N
N
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO Master Issuer LLC
817743AA5
191000.00000000
PA
USD
181590.54000000
0.157347564697
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
Blue Ribbon LLC
N/A
Blue Ribbon LLC 2021 Term Loan B
000000000
218942.28000000
PA
USD
169749.23000000
0.147087111199
Long
LON
CORP
US
N
2
2028-05-08
Floating
11.57000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2023-NQM2 Trust
36169DAC6
136107.59000000
PA
USD
136618.86000000
0.118379762033
Long
ABS-MBS
CORP
US
N
2
2067-11-25
Variable
6.59800000
N
N
N
N
N
N
Jones Deslauriers Insurance Management Inc
549300JQIWNFU00E5424
Jones DesLauriers Insurance Management Inc 2024 Term Loan B
000000000
99750.00000000
PA
USD
99949.50000000
0.086605890470
Long
LON
CORP
CA
N
2
2030-03-15
Floating
8.83000000
N
N
N
N
N
N
CHRYSAOR BIDCO SARL
254900CXX37NCB7A8J31
CHRYSAOR BIDCO SARL USD Term Loan B
000000000
93113.77000000
PA
USD
93638.00000000
0.081136997902
Long
LON
CORP
LU
N
2
2031-05-14
None
0.00000000
N
N
N
N
N
N
AMERICAN COASTAL INSURAN
5299002P9105LJQA8G51
American Coastal Insurance Corp
910710AA0
255000.00000000
PA
USD
241931.25000000
0.209632577840
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
7.25000000
N
N
N
N
N
N
COGENT COMMS GRP / FIN
N/A
Cogent Communications Group Inc / Cogent Communications Finance Inc
19240WAA7
100000.00000000
PA
USD
99206.82000000
0.085962360860
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-1.00000000
NC
USD
-2482.00000000
-0.00215064427
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5320.00000000
USD
2024-08-02
XXXX
306.97000000
N
N
N
United Airlines Inc
K1OQBWM7XEOO08LDNP29
United Airlines Inc 2024 Term Loan B
90932RAM6
673312.50000000
PA
USD
675837.42000000
0.585610749150
Long
LON
CORP
US
N
2
2031-02-22
Floating
8.09400000
N
N
N
N
N
N
SLM CORP
N/A
SLM Corp
78442PGD2
100000.00000000
PA
USD
97464.39000000
0.084452551389
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
PlayPower Inc
549300SUBBD4NQQD2G45
Playpower Inc 2019 Term Loan
72813NAU9
88105.72000000
PA
USD
86114.09000000
0.074617556330
Long
LON
CORP
US
N
2
2026-05-08
Floating
10.95600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KQWZ5
99065.56000000
PA
USD
96095.97000000
0.083266820268
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO, LTD
N/A
GoldentTree Loan Management US CLO 1 Ltd
38138JAU7
250000.00000000
PA
USD
252297.25000000
0.218614680408
Long
ABS-CBDO
CORP
KY
N
2
2037-04-20
Floating
7.72500000
N
N
N
N
N
N
AASET 2019-1 Trust
549300TXM3PCKZJKD061
Aaset 2019-1 Trust
00256DAA0
264823.12000000
PA
USD
250446.19000000
0.217010743423
Long
ABS-O
CORP
US
N
2
2039-05-15
Fixed
3.84400000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AJ2
10000.00000000
PA
USD
7195.04000000
0.006234476872
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
4.85000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2024-3 Ltd
69690RAC4
575000.00000000
PA
USD
575000.00000000
0.498235479121
Long
ABS-CBDO
CORP
KY
N
2
2032-08-08
Variable
0.00000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AF0
200000.00000000
PA
USD
194765.18000000
0.168763343953
Long
DBT
CORP
GB
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
62582PAA8
1000000.00000000
PA
USD
999780.00000000
0.866305856201
Long
DBT
CORP
DE
N
2
2042-05-23
Fixed
5.87500000
N
N
N
N
N
N
Allspring Buyer LLC
N/A
AllSpring Buyer LLC Term Loan B
98922AAC0
194502.55000000
PA
USD
194328.47000000
0.168384936273
Long
LON
CORP
US
N
2
2028-11-01
Floating
8.88700000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAG2
210000.00000000
PA
USD
211807.11000000
0.183530116403
Long
DBT
CORP
US
N
2
2054-10-15
Fixed
7.95000000
N
N
N
N
N
N
EyeCare Partners LLC
254900ZAACWK09RJ8W93
EyeCare Partners LLC 2024 Second Out Term Loan B
30233PAT7
83179.83000000
PA
USD
51467.52000000
0.044596425193
Long
LON
CORP
US
N
2
2028-11-30
Floating
10.03700000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
000000000
8443.56000000
NS
USD
8436.05000000
0.007309807675
Long
EC
CORP
US
N
2
N
N
N
Sonic Capital LLC
54930089533DCF1JSH22
Sonic Capital LLC
83546DAJ7
48083.34000000
PA
USD
44658.80000000
0.038696693243
Long
ABS-O
CORP
US
N
2
2050-01-20
Fixed
4.33600000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAG6
100000.00000000
PA
USD
93160.43000000
0.080723185175
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
3.65000000
N
N
N
N
N
N
HANNON ARMSTRONG SUSTAIN
254900ZZRL7MWL1X8E92
Hannon Armstrong Sustainable Infrastructure Capital Inc
41068XAE0
575000.00000000
PA
USD
564479.06000000
0.489119121587
Long
DBT
CORP
US
N
2
2034-07-01
Fixed
6.37500000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group Inc
896288AC1
100000.00000000
PA
USD
101665.20000000
0.088092538490
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
7.12500000
N
N
N
N
N
N
AASET 2018-2 Trust
N/A
AASET 2018-2 US Ltd
04546KAA6
75162.75000000
PA
USD
70851.41000000
0.061392497752
Long
ABS-O
CORP
US
N
2
2038-11-18
Fixed
4.45400000
N
N
N
N
N
N
CARRIAGE SERVICES INC
N/A
Carriage Services Inc
143905AP2
100000.00000000
PA
USD
89425.88000000
0.077487210726
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPZC5
138884.41000000
PA
USD
134858.76000000
0.116854641569
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-3 Ltd
69702CAE9
200000.00000000
PA
USD
122202.20000000
0.105887776811
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Variable
0.00000000
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
Sunoco LP
86765KAC3
50000.00000000
PA
USD
51748.85000000
0.044840196649
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
7.25000000
N
N
N
N
N
N
Oxford Finance Funding Trust
N/A
Oxford Finance Funding Trust 2023-1
69145CAC8
200000.00000000
PA
USD
194990.74000000
0.168958790901
Long
ABS-O
CORP
US
N
2
2031-02-15
Fixed
7.87900000
N
N
N
N
N
N
Blackhawk Network Holdings Inc
549300LFU3K8UIR03132
Blackhawk Network Holdings Inc 2024 Term Loan
09238FAL5
30000.00000000
PA
USD
30103.20000000
0.026084317000
Long
LON
CORP
US
N
2
2029-03-12
Floating
10.34400000
N
N
N
N
N
N
PEER HOLDING III BV
7245002S0K5Q59JCVQ03
PEER HOLDING III BV 2024 USD TERM LOAN B5
000000000
100000.00000000
PA
USD
100229.50000000
0.086848509486
Long
LON
CORP
NL
N
2
2031-06-20
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BGH95ZM83 SWAPTION
000000000
-400000.00000000
NC
-7226.49000000
-0.00626172818
N/A
DIR
DE
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
400000.00000000
OU
Notional Amount
N/A
-7226.49000000
-0.01000000
DIR
DE
N/A
N/A
2034-12-24
0.00000000
N/A
0.00000000
N/A
400000.00000000
EUR
1.00000000
2.71480000
EUR
2024-12-20
XXXX
1482.27000000
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl
46590XAM8
50000.00000000
PA
USD
43825.59000000
0.037974719706
Long
DBT
CORP
LU
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-4.00000000
NC
USD
-3324.00000000
-0.00288023431
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5325.00000000
USD
2024-07-12
XXXX
-171.75000000
N
N
N
FIGRE Trust
N/A
FIGRE Trust 2024-HE1
31684HAB6
94597.42000000
PA
USD
94918.35000000
0.082246416677
Long
ABS-MBS
CORP
US
N
2
2054-03-25
Variable
6.50600000
N
N
N
N
N
N
Allspring Buyer LLC
N/A
AllSpring Buyer LLC 2022 Term Loan B
98922AAD8
152287.50000000
PA
USD
152525.83000000
0.132163095632
Long
LON
CORP
US
N
2
2028-11-01
Floating
9.37500000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAF0
100000.00000000
PA
USD
101239.80000000
0.087723930885
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.00000000
N
N
N
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl
46590XAQ9
100000.00000000
PA
USD
74855.32000000
0.064861871695
Long
DBT
CORP
LU
N
2
2052-02-02
Fixed
4.37500000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-3.00000000
NC
USD
-795.00000000
-0.00068886470
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5210.00000000
USD
2024-07-12
XXXX
6331.92000000
N
N
N
CNTRL PARENT/CDK GLB INC
N/A
Central Parent Inc / CDK Global Inc
15477CAA3
100000.00000000
PA
USD
99585.67000000
0.086290633054
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.25000000
N
N
N
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC 2022 Extended Term Loan
61647DAN2
12145.41000000
PA
USD
4116.43000000
0.003566872127
Long
LON
CORP
US
N
2
2026-06-30
Floating
12.68500000
N
N
N
N
N
N
CION INVESTMENT CORP
549300XN70JLF94XKX80
CION Investment Corp
17259UAA3
230000.00000000
PA
USD
221082.51000000
0.191567217904
Long
DBT
CORP
US
N
2
2026-02-11
Fixed
4.50000000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games Holdings LP/Scientific Games US FinCo Inc
80874DAA4
100000.00000000
PA
USD
97562.81000000
0.084537831973
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.62500000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAM5
50000.00000000
PA
USD
50088.01000000
0.043401084627
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
6.45000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics Inc
36262GAF8
100000.00000000
PA
USD
101836.88000000
0.088241298606
Long
DBT
CORP
US
N
2
2029-05-06
Fixed
6.25000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO Ltd
N/A
ABPCI DIRECT LENDING FUND CLO XV LTD
000842AG9
250000.00000000
PA
USD
254886.25000000
0.220858039808
Long
ABS-CBDO
CORP
JE
N
2
2035-10-30
Floating
9.53000000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust 2024-HE2
316927AC6
146316.45000000
PA
USD
147991.16000000
0.128233820014
Long
ABS-O
CORP
US
N
2
2054-05-25
Variable
6.72000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA79
150000.00000000
PA
USD
154650.60000000
0.134004201369
Long
DBT
CORP
US
N
2
2029-05-10
Fixed
7.50000000
N
N
N
N
N
N
KDAC Aviation Finance Limited
N/A
KDAC Aviation Finance Ltd
48244XAA0
145591.42000000
PA
USD
131838.84000000
0.114237891502
Long
ABS-O
CORP
KY
N
2
2042-12-15
Fixed
4.21200000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB7 LP
12510HAT7
99062.50000000
PA
USD
100145.97000000
0.086776131034
Long
ABS-O
US
N
2
2053-09-15
Fixed
6.50000000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Co-Issuer Corp
47232MAF9
200000.00000000
PA
USD
184712.40000000
0.160052645415
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
ONEAMERICA FINL PARTNERS
5493009S1SVD6UNUDB08
OneAmerica Financial Partners Inc
682441AB6
70000.00000000
PA
USD
47660.07000000
0.041297283150
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2020-UPTN
36258PAL1
250000.00000000
PA
USD
235688.53000000
0.204223282900
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
3.35400000
N
N
N
N
N
N
MB2 Dental Solutions LLC
N/A
MB2 Dental Solutions LLC 2024 Tranche 2 Delayed Draw Term Loan
000000000
20053.48000000
PA
USD
20053.48000000
0.017376269940
Long
LON
CORP
US
N
2
2031-02-13
Fixed
1.00000000
N
N
N
N
N
N
Fortress Credit Opportunities CLO LLC
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd
34961JBC7
250000.00000000
PA
USD
250105.75000000
0.216715753360
Long
ABS-CBDO
CORP
KY
N
2
2033-10-15
Floating
7.39000000
N
N
N
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AE4
100000.00000000
PA
USD
98983.12000000
0.085768525596
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.25000000
N
N
N
N
N
N
CAPSTONE BORROWER INC
254900YSP2BAI3YKIX08
Capstone Borrower Inc
140944AA7
100000.00000000
PA
USD
103395.20000000
0.089591577410
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
8.00000000
N
N
N
N
N
N
Aligned Data Centers Issuer LLC
N/A
Aligned Data Centers Issuer LLC
01627AAB4
150000.00000000
PA
USD
136732.41000000
0.118478152709
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
2.48200000
N
N
N
N
N
N
Oxford Finance Funding Trust
N/A
Oxford Finance Funding 2020-1 LLC
69144AAB5
83519.30000000
PA
USD
82222.20000000
0.071245247324
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
4.03700000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAC2
170000.00000000
PA
USD
174198.49000000
0.150942379351
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
7.12500000
N
N
N
N
N
N
ReadyCap lending
N/A
ReadyCap Lending Small Business Loan Trust 2019-2
75576QAA6
42834.67000000
PA
USD
42910.56000000
0.037181849427
Long
ABS-O
CORP
US
N
2
2044-12-27
Floating
8.00000000
N
N
N
N
N
N
ABG INTERMEDIATE HOLDNGS 2 LLC
54930020NXD0RJB64985
ABG INTERMEDIATE HOLDNGS 2 LLC 2024 Add-On DELAYED DRAW Term Loan
00076VBK5
150000.00000000
PA
USD
150328.50000000
0.130259116909
Long
LON
CORP
US
N
2
2028-12-21
None
0.00000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
290000.00000000
PA
USD
264615.23000000
0.229288166785
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
4.50000000
N
N
N
N
N
N
Northwoods Capital 20 Ltd
N/A
Northwoods Capital 20 Ltd
66860TAW6
250000.00000000
PA
USD
250380.75000000
0.216954039893
Long
ABS-CBDO
CORP
KY
N
2
2032-01-25
Floating
9.85500000
N
N
N
N
N
N
Saluda Grade Alternative Mortgage Trust
N/A
Saluda Grade Alternative Mortgage Trust 2023-FIG4
79581UAB0
90828.02000000
PA
USD
92141.41000000
0.079840207927
Long
ABS-O
CORP
US
N
2
2053-11-25
Variable
7.11500000
N
N
N
N
N
N
SOTHEBY'S/BIDFAIR HLD
N/A
Sotheby's/Bidfair Holdings Inc
83600GAA2
200000.00000000
PA
USD
149036.96000000
0.129140002038
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
FONTAINEBLEAU VEGAS FUNDED
N/A
Fontainebleau Vegas Funded
000000000
59809.18000000
PA
USD
59809.18000000
0.051824444266
Long
DBT
CORP
US
N
2
2026-01-31
None
0.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA
02156LAH4
200000.00000000
PA
USD
132093.48000000
0.114458536167
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932MAD9
20000.00000000
PA
USD
20637.92000000
0.017882685146
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
7.87500000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-6.00000000
NC
USD
-930.00000000
-0.00080584173
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5330.00000000
USD
2024-07-05
XXXX
4163.84000000
N
N
N
AIR CANADA 2020-2A PTT
N/A
Air Canada 2020-2 Class A Pass Through Trust
00909DAA1
14315.11000000
PA
USD
14146.80000000
0.012258152480
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
5.25000000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAP2
100000.00000000
PA
USD
103672.10000000
0.089831510286
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.25000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAF4
24000.00000000
PA
USD
23873.08000000
0.020685939916
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.75000000
N
N
N
N
N
N
CP Atlas Buyer Inc
2549006ZZ07G0NDDCR36
CP Atlas Buyer Inc 2021 Term Loan B
12658HAG7
99004.25000000
PA
USD
96810.32000000
0.083885802033
Long
LON
CORP
US
N
2
2027-11-23
Floating
9.19400000
N
N
N
N
N
N
Navigator Aircraft ABS LLC
N/A
Navigator Aircraft ABS Ltd
63943BAB9
411095.71000000
PA
USD
369563.49000000
0.320225465227
Long
ABS-O
CORP
US
N
2
2046-11-15
Variable
3.57100000
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
2681871.80000000
PA
USD
153904.85000000
0.133358011615
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
0.70000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900LMIQVUH9BFZJ05
OBX 2024-NQM6 Trust
67118XAD7
150000.00000000
PA
USD
152853.08000000
0.132446656606
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
6.92400000
N
N
N
N
N
N
BANGL LLC
549300PM5ZCKF0QY2J26
BANGL LLC Term Loan B
05989UAC1
99500.00000000
PA
USD
100370.63000000
0.086970798135
Long
LON
CORP
US
N
2
2029-02-01
Floating
9.79800000
N
N
N
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC 2023 FLSO PIK Term Loan 1
000000000
11307.09000000
PA
USD
3832.30000000
0.003320674481
Long
LON
CORP
US
N
2
2026-06-30
Floating
12.68500000
N
N
Y
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2022-1 LLC
12327AAB4
249414.07000000
PA
USD
240602.30000000
0.208481047335
Long
ABS-O
CORP
US
N
2
2037-06-15
Fixed
5.19200000
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC Term Loan
000000000
20605.00000000
PA
USD
20669.39000000
0.017909953790
Long
LON
CORP
US
N
2
2026-08-19
Floating
8.06900000
N
N
N
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group Inc
816300503
2000.00000000
NS
USD
36300.00000000
0.031453822421
Long
EP
CORP
US
N
1
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2022-3
68378NAB6
350000.00000000
PA
USD
341442.43000000
0.295858665571
Long
ABS-O
CORP
US
N
2
2031-06-09
Fixed
5.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
100000.00000000
PA
USD
96023.40000000
0.083203938618
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
4.00000000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International Inc
98262PAA9
91000.00000000
PA
USD
35367.59000000
0.030645892433
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BS5
100000.00000000
PA
USD
102174.83000000
0.088534131094
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.87500000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AL9
100000.00000000
PA
USD
85658.09000000
0.074222433933
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AK9
28000.00000000
PA
USD
19592.67000000
0.016976979695
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.90000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-1.00000000
NC
USD
-1100.00000000
-0.00095314613
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5335.00000000
USD
2024-07-19
XXXX
928.97000000
N
N
N
BXMT Ltd
N/A
BXMT 2020-FL2 LTD
12434LAJ3
250000.00000000
PA
USD
190433.99000000
0.165010383041
Long
ABS-CBDO
CORP
KY
N
2
2038-02-15
Floating
7.39300000
N
N
N
N
N
N
World Wide Technology Holding Co LLC
N/A
World Wide Technology Holding Co LLC 2024 Term Loan
98164AAC7
89250.00000000
PA
USD
89696.25000000
0.077721485381
Long
LON
CORP
US
N
2
2030-03-01
Floating
8.17900000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand Inc
431571AF5
250000.00000000
PA
USD
251564.75000000
0.217979971732
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Laseraway Intermediate Holdings II LLC
254900KPMJ49M2JTOZ92
Laseraway Intermediate Holdings II LLC Term Loan
51807KAC7
91436.89000000
PA
USD
91817.72000000
0.079559731680
Long
LON
CORP
US
N
2
2027-10-14
Floating
11.32900000
N
N
N
N
N
N
Atlas CC Acquisition Corp
6HHLXIOGCDNZ4IRAIW26
Atlas CC Acquisition Corp Term Loan B
04921TAB0
15826.88000000
PA
USD
11740.46000000
0.010173067327
Long
LON
CORP
US
N
2
2028-05-25
Floating
9.85900000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AF0
16000.00000000
PA
USD
12879.16000000
0.011159746875
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
5.90000000
N
N
N
N
N
N
Higginbotham Insurance Agency Inc
N/A
Higginbotham Insurance Agency Inc 2021 1st Amendment Term Loan
000000000
97075.92000000
PA
USD
96263.93000000
0.083412357018
Long
LON
CORP
US
N
2
2028-11-24
Floating
10.94400000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2006-HE8
61750SAF9
258717.86000000
PA
USD
113321.79000000
0.098192932757
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.68000000
N
N
N
N
N
N
Comerica Bank
70WY0ID1N53Q4254VH70
Comerica Bank
200339DX4
645000.00000000
PA
USD
630873.02000000
0.546649254581
Long
DBT
CORP
US
N
2
2025-07-27
Fixed
4.00000000
N
N
N
N
N
N
BRIGHTSPHERE INVESTMENT
5493004FTLQNQTBOP608
Brightsphere Investment Group Inc
10948WAA1
235000.00000000
PA
USD
225252.20000000
0.195180239634
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
4.80000000
N
N
N
N
N
N
ABPCI Direct Lending Fund ABS Ltd
254900SYCJCYTK7KQI41
ABPCI Direct Lending Fund ABS IV LP
00092FAE5
250000.00000000
PA
USD
250350.00000000
0.216927395126
Long
ABS-O
CORP
US
N
2
2034-05-01
Fixed
9.63900000
N
N
N
N
N
N
Foundation Building Materials Holding Company LLC
549300ZVE6MONHB01I28
Foundation Building Materials Holding Company LLC 2024 Term Loan B2
35039KAD8
100000.00000000
PA
USD
99722.50000000
0.086409195768
Long
LON
CORP
US
N
2
2031-01-29
Floating
9.33000000
N
N
N
N
N
N
Aston FinCo Sarl
N/A
Aston FinCo Sarl 2019 Term Loan B
04625CAC4
95750.00000000
PA
USD
88604.66000000
0.076775626482
Long
LON
CORP
US
N
2
2026-10-09
Floating
9.70800000
N
N
N
N
N
N
CTL AZ BATTERY PROPERTY
N/A
CTL AZ BATTERY PROPERTY
000000000
100000.00000000
PA
USD
100669.88000000
0.087230097208
Long
DBT
CORP
US
N
2
2046-02-20
Fixed
6.73000000
N
N
N
N
N
N
TLWND 2019-1
N/A
GAIA Aviation Ltd
87404LAB8
144421.95000000
PA
USD
129057.84000000
0.111828164776
Long
ABS-O
CORP
KY
N
2
2044-12-15
Variable
5.19300000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R Smokey Buyer Inc
12510CAA9
100000.00000000
PA
USD
99470.76000000
0.086191063942
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549001QDCO9VU0HH514
OBX 2024-NQM3 Trust
67118KAD5
100000.00000000
PA
USD
100700.18000000
0.087256352051
Long
ABS-MBS
CORP
US
N
2
2063-12-25
Variable
6.84500000
N
N
N
N
N
N
Crash Champions LLC
391200ZDD75EGEUJ7625
Crash Champions LLC 2024 Term Loan B
15870MAC0
80000.00000000
PA
USD
80433.20000000
0.069695085111
Long
LON
CORP
US
N
2
2029-02-23
Floating
10.07900000
N
N
N
N
N
N
Higginbotham Insurance Agency Inc
N/A
Higginbotham Insurance Agency Inc 2021 Incremental Delayed Draw Term Loan
000000000
46326.22000000
PA
USD
45938.72000000
0.039805739425
Long
LON
CORP
US
N
2
2028-11-24
Floating
10.94400000
N
N
N
N
N
N
Jol Air
549300TS4MUGCDXPW498
JOL Air Ltd
46651NAA2
155442.94000000
PA
USD
144720.64000000
0.125399925928
Long
ABS-O
CORP
KY
N
2
2044-04-15
Fixed
3.96700000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO I LLC
69121XAD8
250000.00000000
PA
USD
256086.50000000
0.221898052215
Long
ABS-CBDO
CORP
KY
N
2
2036-02-20
Floating
9.57600000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners Clo 46M Ltd
38178UAE9
250000.00000000
PA
USD
251533.25000000
0.217952677093
Long
ABS-CBDO
CORP
US
N
2
2037-04-20
Floating
8.36700000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2022-OANA
05592DAJ3
230000.00000000
PA
USD
230217.86000000
0.199482966572
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
8.02600000
N
N
N
N
N
N
Ravago Holdings America Inc
N/A
Ravago Holdings America Inc 2021 Term Loan B
000000000
98977.00000000
PA
USD
99100.72000000
0.085870425583
Long
LON
CORP
US
N
2
2028-03-04
Floating
10.00000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AK5
100000.00000000
PA
USD
101004.60000000
0.087520130912
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
6.50000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
74166NAA2
100000.00000000
PA
USD
91915.56000000
0.079644509696
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.87500000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-5.00000000
NC
USD
-4600.00000000
-0.00398588383
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5280.00000000
USD
2024-07-19
XXXX
5202.36000000
N
N
N
HarborView Mortgage Loan Trust
549300SZXFEQICAU3R39
HarborView Mortgage Loan Trust 2006-12
41162DAF6
174909.13000000
PA
USD
150847.65000000
0.130708958560
Long
ABS-MBS
CORP
US
N
2
2038-01-19
Floating
5.83300000
N
N
N
N
N
N
CROWN AMER/CAP CORP VI
N/A
Crown Americas LLC / Crown Americas Capital Corp VI
228187AB6
100000.00000000
PA
USD
98381.98000000
0.085247639899
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
API Holdings III LLC
549300FAGEOQASEWDY74
API Holdings III LLC 2023 Term Loan B1
00189CAD8
7681.83000000
PA
USD
7495.68000000
0.006494980375
Long
LON
CORP
US
N
2
2027-03-25
Floating
6.33500000
N
N
Y
N
N
N
BIB MERCHANT VOUCHER REC
N/A
BIB MERCHANT VOUCHER REC
08866TAB8
129398.76000000
PA
USD
125341.15000000
0.108607665954
Long
DBT
CORP
US
N
3
2028-04-07
Variable
4.18000000
N
N
N
N
N
N
VFH PARENT / VALOR CO
N/A
VFH Parent LLC / Valor Co-Issuer Inc
91824YAA6
100000.00000000
PA
USD
100606.00000000
0.087174745412
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
7.50000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
04505AAA7
420000.00000000
PA
USD
410737.04000000
0.355902201595
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
Fixed Income Clearing Corp.
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
8061532.96000000
PA
USD
8061532.96000000
6.985289977004
Long
RA
CORP
US
N
2
Repurchase
N
1.60000000
2024-07-01
8176200.00000000
USD
8222763.62000000
USD
UST
N
N
N
Eisner Advisory Group LLC
549300TV33NKCG2ZE467
Eisner Advisory Group LLC 2024 Term Loan B
28259HAG6
99500.00000000
PA
USD
100598.98000000
0.087168662607
Long
LON
CORP
US
N
2
2031-02-28
Floating
9.34400000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DE2
100000.00000000
PA
USD
112265.70000000
0.097277834484
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
7.87500000
N
N
N
N
N
N
ESC GCB144A ENDO LUXEM
N/A
ESC GCB144A ENDO LUXEM
292ESCB09
100000.00000000
PA
USD
7.67000000
0.000006646028
Long
DBT
CORP
LU
N
2
2029-04-01
None
0.00000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AY2
100000.00000000
PA
USD
102638.40000000
0.088935812869
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.87500000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAF9
42000.00000000
PA
USD
43459.63000000
0.037657616653
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
7.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP24
000000000
14.00000000
NC
USD
8388.13000000
0.007268285164
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUU4 Comdty
2024-09-30
2850674.37000000
USD
8388.13000000
N
N
N
Modena Buyer LLC
N/A
Modena Buyer LLC TERM LOAN
60753DAC8
100000.00000000
PA
USD
97734.50000000
0.084686600755
Long
LON
CORP
US
N
2
2031-04-18
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BGH95ZM75 SAWPTION
000000000
-1820000.00000000
NC
-2356.17000000
-0.00204161302
N/A
DIR
DE
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
1820000.00000000
OU
Notional Amount
N/A
-2356.17000000
0.00000000
DIR
DE
N/A
N/A
2026-12-24
0.00000000
N/A
0.00000000
N/A
1820000.00000000
EUR
1.00000000
2.35840000
EUR
2024-12-20
XXXX
356.39000000
N
N
N
ONE HOTEL GMBH
529900OZ5000U0NZHM90
ONE Hotels GmbH
000000000
100000.00000000
PA
111889.94000000
0.096952239764
Long
DBT
CORP
DE
N
2
2031-04-02
Fixed
7.75000000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III ISSU
N/A
DYAL CAPITAL PARTNERS III ISSU
000000000
132000.00000000
PA
USD
129742.82000000
0.112421697539
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
6.55000000
N
N
N
N
N
N
Orion Group Holdco LLC
N/A
Orion Group Holdco LLC 2023 Delayed Draw Term Loan
000000000
65140.17000000
PA
USD
64644.54000000
0.056014266712
Long
LON
CORP
US
N
2
2027-03-19
Floating
11.59500000
N
N
N
N
N
N
WILTON RE LTD
5493004VQ9VSL29MT373
Wilton RE Ltd
97263CAA9
190000.00000000
PA
USD
172888.73000000
0.149807476915
Long
DBT
CORP
CA
N
2
2030-10-22
Fixed
6.00000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DJ6
400000.00000000
PA
USD
408922.34000000
0.354329770423
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
6.36100000
N
N
N
N
N
N
CENTRAL PARENT INC
N/A
Central Parent Inc 2024 Term Loan B
15477BAE7
615350.00000000
PA
USD
608236.55000000
0.527034832884
Long
LON
CORP
US
N
2
2029-07-06
Floating
8.58500000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings Inc
66981QAA4
150000.00000000
PA
USD
148494.80000000
0.128670222304
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.00000000
N
N
N
N
N
N
Venture CDO Ltd
549300ZVVNSDW7WU0O73
VENTURE XIII CLO Ltd
92329PAC9
250000.00000000
PA
USD
2512.50000000
0.002177072419
Long
ABS-CBDO
CORP
KY
N
2
2029-09-10
Variable
0.00000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
100000.00000000
PA
USD
101751.70000000
0.088167490436
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-3 Ltd
69702BAG6
250000.00000000
PA
USD
250466.50000000
0.217028341967
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
8.08600000
N
N
N
N
N
N
SK INVICTUS INTERMEDIATE
N/A
SK Invictus Intermediate II Sarl
29977LAA9
100000.00000000
PA
USD
90667.50000000
0.078563070092
Long
DBT
CORP
LU
N
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
Jersey Mike's Funding, LLC
N/A
Jersey Mike's Funding
476681AB7
99500.00000000
PA
USD
92076.80000000
0.079784223589
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
2.89100000
N
N
N
N
N
N
BOOST NEWCO BORROWER LLC
254900S8RE1OL7TTCU64
Boost Newco Borrower LLC
36268NAA8
200000.00000000
PA
USD
208718.98000000
0.180854262612
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
SYSTEM ONE HOLDINGS LLC
N/A
System One Holdings LLC 2024 Term Loan B
67114AAD1
886814.40000000
PA
USD
887922.92000000
0.769382089511
Long
LON
CORP
US
N
2
2028-03-02
Floating
9.23500000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT 2020-FL3 Ltd
05608XAJ1
100000.00000000
PA
USD
84745.78000000
0.073431920524
Long
ABS-CBDO
CORP
KY
N
2
2037-11-15
Floating
8.24300000
N
N
N
N
N
N
Ondeck Asset Securitization Trust LLC
N/A
OnDeck Asset Securitization Trust IV LLC
67108SAB4
340000.00000000
PA
USD
348885.42000000
0.302307990247
Long
ABS-O
CORP
US
N
2
2030-08-19
Fixed
8.25000000
N
N
N
N
N
N
SCULTOR ALTERN SOLUTIONS
549300MT2IHVJVYVLW85
Sculptor Alternative Solutions LLC
811243AE4
500000.00000000
PA
USD
427900.00000000
0.370773846114
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.00000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust 2017-C5
46590TAG0
179859.34000000
PA
USD
2932.16000000
0.002540706334
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
1.02000000
N
N
N
N
N
N
SUBWAY FUNDING LLC
N/A
Subway Funding LLC
864300AE8
150000.00000000
PA
USD
153253.68000000
0.132793775098
Long
ABS-O
CORP
US
N
2
2054-07-30
Fixed
6.50500000
N
N
N
N
N
N
Finastra USA Inc
549300ZB2RO6QC7YTK71
Finastra USA Inc 2023 Term Loan
000000000
90772.50000000
PA
USD
90063.49000000
0.078039697550
Long
LON
CORP
US
N
2
2029-09-13
Floating
12.45900000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
977.54000000
0.000847034974
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
97000.00000000
GBP
123561.70000000
USD
2024-07-16
977.54000000
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
200000.00000000
PA
USD
197141.50000000
0.170822416882
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
EAGLE POINT CREDIT CO
549300H82HTZTPXB6822
Eagle Point Credit Co Inc
269809885
32000.00000000
NS
USD
723840.00000000
0.627204816012
Long
EP
CORP
US
N
1
N
N
N
Saphilux Sarl
222100CX5OA6ONWOBW66
Saphilux Sarl 2024 USD Term Loan B
000000000
99500.00000000
PA
USD
100370.63000000
0.086970798135
Long
LON
CORP
LU
N
2
2028-07-18
Floating
9.32600000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust 2016-BNK1
95000GBB9
883069.38000000
PA
USD
22016.60000000
0.019077306521
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.85000000
N
N
N
N
N
N
Avalara Inc
549300Q16CMW239SS315
Avalara Inc Revolver
000000000
13636.36000000
PA
USD
12048.46000000
0.010439948244
Long
LON
CORP
US
N
2
2028-10-19
Fixed
0.50000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAE7
100000.00000000
PA
USD
100017.46000000
0.086664777571
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.37500000
N
N
N
N
N
N
Elm Trust
N/A
Elm 2020-4 Trust
28924AAC5
50788.66000000
PA
USD
47950.48000000
0.041548922394
Long
ABS-O
CORP
US
N
2
2029-10-20
Fixed
3.86600000
N
N
N
N
N
N
ABPCI Direct Lending Fund ABS Ltd
N/A
ABPCI Direct Lending Fund ABS I Ltd
00090TAC1
99291.42000000
PA
USD
95686.94000000
0.082912397211
Long
ABS-O
CORP
US
N
2
2030-12-20
Fixed
4.93500000
N
N
N
N
N
N
AQUILA FDG 2024 1 A
N/A
AQUILA FDG 2024 1 A
000000000
250000.00000000
PA
USD
252595.44000000
0.218873060995
Long
ABS-O
CORP
US
N
2
2041-12-15
Fixed
7.40000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682695AA9
100000.00000000
PA
USD
105574.80000000
0.091480193149
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.00000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
200000.00000000
PA
USD
166157.19000000
0.143974621163
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
Calpine Construction Finance Company LP
V0Q3DOB0FIB2XI1KWU77
Calpine Construction Finance Company LP 2023 Refinancing Term Loan B
13134NAH4
99500.00000000
PA
USD
99307.47000000
0.086049573731
Long
LON
CORP
US
N
2
2030-07-31
Floating
7.34400000
N
N
N
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF 2021-FL2 Ltd
48275RAC1
100000.00000000
PA
USD
97471.35000000
0.084458582204
Long
ABS-CBDO
CORP
KY
N
2
2039-02-15
Floating
6.74300000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-3.00000000
NC
USD
-1815.00000000
-0.00157269112
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5225.00000000
USD
2024-07-19
XXXX
6221.92000000
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-2 Ltd
69702FAE2
200000.00000000
PA
USD
125529.00000000
0.108770437319
Long
ABS-CBDO
CORP
KY
N
2
2029-05-20
Variable
0.00000000
N
N
N
N
N
N
AASET 2019-2 Trust
N/A
Aaset 2019-2 Trust
00038RAB2
220258.18000000
PA
USD
116738.86000000
0.101153811902
Long
ABS-O
CORP
US
N
2
2039-10-16
Fixed
4.45800000
N
N
N
N
N
N
SCENTRE GROUP TRUST 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAB0
410000.00000000
PA
USD
382420.98000000
0.331366435124
Long
DBT
AU
N
2
2080-09-24
Fixed
5.12500000
N
N
N
N
N
N
AqGen Island Holdings Inc
N/A
AqGen Island Holdings Inc Term Loan
03836BAB5
99394.86000000
PA
USD
99593.65000000
0.086297547695
Long
LON
CORP
US
N
2
2028-08-02
Floating
8.95800000
N
N
N
N
N
N
Project Sunbird
N/A
Sunbird Engine Finance LLC
86709LAB2
147300.89000000
PA
USD
130339.93000000
0.112939091255
Long
ABS-O
CORP
KY
N
2
2045-02-15
Fixed
4.70300000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BV4
38188.00000000
PA
USD
39128.99000000
0.033905132313
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
11.00000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
88632QAE3
100000.00000000
PA
USD
95972.32000000
0.083159677978
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.50000000
N
N
N
N
N
N
ENDO INC
N/A
ENDO INC
29290D109
17.00000000
NS
USD
469.63000000
0.000406932744
Long
EC
CORP
US
N
2
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
100000.00000000
PA
USD
99331.60000000
0.086070482291
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL4 Trust
12662GAC2
101177.10000000
PA
USD
99346.74000000
0.086083601048
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
4.05200000
N
N
N
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Fin Co
37959GAC1
50000.00000000
PA
USD
46456.98000000
0.040254809893
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
4.70000000
N
N
N
N
N
N
TRINITY CAPITAL INC/MD
549300YGT4SBRQYDVU48
Trinity Capital Inc
896442605
25000.00000000
NS
USD
627500.00000000
0.543726544606
Long
EP
CORP
US
N
1
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AA6
140000.00000000
PA
USD
137055.98000000
0.118758524976
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.37500000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
52473NAA6
200000.00000000
PA
USD
198351.00000000
0.171870444381
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAJ9
200000.00000000
PA
USD
173576.96000000
0.150403825791
Long
ABS-O
US
N
2
2050-02-15
Fixed
4.95000000
N
N
N
N
N
N
FONTAINEBLEAU VEGAS
N/A
FONTAINEBLEAU VEGAS
000000000
27564.36000000
PA
USD
27564.36000000
0.023884421063
Long
DBT
CORP
US
N
2
2026-01-31
Fixed
10.21100000
N
N
N
N
N
N
Cerberus
635400CIKKARDIZZL727
Cerberus Loan Funding XLII LLC
15675CAE5
250000.00000000
PA
USD
255831.25000000
0.221676878987
Long
ABS-CBDO
CORP
US
N
2
2035-09-13
Floating
9.47800000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900RDM4XSF0B1E373
OBX 2024-NQM5 Trust
67448NAD0
100000.00000000
PA
USD
100513.86000000
0.087094906426
Long
ABS-MBS
CORP
US
N
2
2064-12-01
Fixed
6.51300000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
150000.00000000
PA
USD
149237.28000000
0.129313578614
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
Monroe Capital ABS Funding LTD
N/A
Monroe Capital ABS Funding 2021-1 Ltd
610331AA8
152231.38000000
PA
USD
145752.72000000
0.126294219621
Long
ABS-O
CORP
KY
N
2
2031-04-22
Fixed
2.81500000
N
N
N
N
N
N
UNIVERSAL INSURANCE HLDS
529900GGAZ6WVUCWQM46
Universal Insurance Holdings Inc
91359VAC1
345000.00000000
PA
USD
328494.37000000
0.284639217087
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
5.62500000
N
N
N
N
N
N
LCM Ltd Partnership
549300RB1XGNK3FHRH35
LCM 39 Ltd
50204QAA9
250000.00000000
PA
USD
251896.50000000
0.218267431941
Long
ABS-CBDO
CORP
JE
N
2
2034-10-15
Floating
14.15900000
N
N
N
N
N
N
CRESCENT CAPITAL BDC INC
549300VPIZMU6OEE0V68
Crescent Capital BDC Inc
225655208
8900.00000000
NS
USD
214045.00000000
0.185469240223
Long
EP
CORP
US
N
1
N
N
N
Finance of America HECM Buyout
N/A
Finance of America HECM Buyout 2022-HB2
317380AD5
100000.00000000
PA
USD
98383.57000000
0.085249017628
Long
ABS-O
CORP
US
N
2
2032-08-01
Variable
6.00000000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy Inc
12662PAF5
100000.00000000
PA
USD
100504.00000000
0.087086362771
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.50000000
N
N
N
N
N
N
IP Lending LLC
N/A
IP Lending X LTD
44989MAA2
320000.00000000
PA
USD
324800.00000000
0.281438058467
Long
ABS-O
CORP
BM
N
2
2029-07-02
Fixed
7.75000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAQ5
385000.00000000
PA
USD
412432.41000000
0.357371233741
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
6.95000000
N
N
N
N
N
N
Denali Water Solutions
N/A
Denali Water Solutions Term Loan B
25471MAC2
60071.98000000
PA
USD
51902.19000000
0.044973065221
Long
LON
CORP
US
N
2
2028-03-27
Floating
9.73500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89117F8Z5
50000.00000000
PA
USD
51942.15000000
0.045007690420
Long
DBT
CORP
CA
N
2
2082-10-31
Fixed
8.12500000
N
N
N
N
N
N
NFM & J LP
N/A
NFM & J LP Delayed Draw Term Loan
62910XAC0
49268.47000000
PA
USD
48399.46000000
0.041937961986
Long
LON
CORP
US
N
2
2027-11-30
Floating
11.19700000
N
N
N
N
N
N
2024-08-19
LITMAN GREGORY FUNDS TRUST
John Coughlan
John Coughlan
COO