0001752724-24-018359.txt : 20240129
0001752724-24-018359.hdr.sgml : 20240129
20240129163432
ACCESSION NUMBER: 0001752724-24-018359
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231130
FILED AS OF DATE: 20240129
DATE AS OF CHANGE: 20240129
PERIOD START: 20240531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GUGGENHEIM STRATEGIC OPPORTUNITIES FUND
CENTRAL INDEX KEY: 0001380936
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21982
FILM NUMBER: 24574166
BUSINESS ADDRESS:
STREET 1: 227 WEST MONROE STREET
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-827-0100
MAIL ADDRESS:
STREET 1: 227 WEST MONROE STREET
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: CLAYMORE/GUGGENHEIM STRATEGIC OPPORTUNITIES FUND
DATE OF NAME CHANGE: 20090630
FORMER COMPANY:
FORMER CONFORMED NAME: Claymore/Guggenheim Strategic Opportunities Fund
DATE OF NAME CHANGE: 20070605
FORMER COMPANY:
FORMER CONFORMED NAME: Claymore Strategic Opportunities Fund
DATE OF NAME CHANGE: 20061113
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001380936
XXXXXXXX
Guggenheim Strategic Opportunities Fund
811-21982
0001380936
549300ZOXRKM68J8NB63
227 West Monroe Street
Chicago
60606
312-827-0100
Guggenheim Strategic Opportunities Fund
549300ZOXRKM68J8NB63
2024-05-31
2023-11-30
N
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500057317.56
1556839625.09
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0.00000000
115272647.71000000
0.00000000
0.00000000
0.00000000
342383895.18000000
0.00000000
0.00000000
0.00000000
1573000.00000000
0.00000000
0.00000000
6643911.63000000
CAD
EUR
GBP
USD
N
Portfolio (ExDerivative)
N/A
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-312988.30000000
PA
USD
-312988.30000000
-0.02010408104
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
375000.00000000
USD
347475.00000000
USD
CDS
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
494.00000000
NS
USD
229507.46000000
0.014741881970
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2875861.57000000
PA
USD
-2875861.57000000
-0.18472433021
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
4450000.00000000
USD
3428725.00000000
USD
CDS
N
N
N
BBC MILITARY HSG NAVY NE
N/A
BBC Military Housing-Navy Northeast LLC
664175AC0
2800000.00000000
PA
USD
2559231.92000000
0.164386355457
Long
DBT
CORP
US
Y
2
2049-10-15
Fixed
6.29800000
N
N
N
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co.
372460105
1439.00000000
NS
USD
191070.42000000
0.012272967421
Long
EC
CORP
US
N
1
N
N
N
AVISON YOUNG (CANADA) INC
N/A
Avison Young (Canada), Inc.
N/A
2305623.28700000
PA
USD
688804.96000000
0.044243796785
Long
LON
CORP
CA
N
2
2026-01-31
Variable
12.15000000
N
N
N
N
N
N
CENTURY DE BUYER LLC
N/A
Simon & Schuster
N/A
2500000.00000000
PA
USD
2496875.00000000
0.160381002626
Long
LON
CORP
US
N
2
2030-09-26
Variable
9.39000000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp.
42809HAC1
1000000.00000000
PA
USD
1040621.88000000
0.066841944618
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
6.00000000
N
N
N
N
N
N
SHERWOOD FINANCING PLC
N/A
Sherwood Financing plc
N/A
2000000.00000000
PA
2120756.91000000
0.136221925227
Long
DBT
CORP
GB
N
2
2026-11-15
Fixed
6.00000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569JAC4
1627745.97040000
PA
USD
1596792.92000000
0.102566307682
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.50000000
N
N
N
N
N
N
GENSTAR CAPITAL LLC
N/A
OEConnection LLC
N/A
1987403.35090000
PA
USD
1978539.53000000
0.127086920072
Long
LON
CORP
US
N
2
2026-09-25
Variable
9.44000000
N
N
N
N
N
N
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
S&P 500 Index
N/A
-1.00000000
NC
USD
-3390.00000000
-0.00021774882
N/A
DE
US
N
1
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
Call
Written
S&P 500 INDEX
US78378X1072
-100
4555.00000000
USD
2023-12-07
XXXX
367.93000000
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus Limited Partnership / Superior General Partner, Inc.
86828LAC6
2000000.00000000
PA
USD
1761190.36000000
0.113125997798
Long
DBT
CORP
CA
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Broadridge Financial Solutions
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions, Inc.
11133T103
1154.00000000
NS
USD
223668.28000000
0.014366815720
Long
EC
CORP
US
N
1
N
N
N
IRIS DEBTCO LTD
N/A
IRIS Software Group
N/A
2000000.00000000
PA
2515242.94000000
0.161560824857
Long
LON
CORP
GB
N
2
2025-09-08
Variable
9.54000000
N
N
N
N
N
N
GALLS
N/A
Galls LLC
N/A
927996.76980000
PA
USD
904796.85000000
0.058117537312
Long
LON
CORP
US
N
3
2025-01-31
Variable
12.28000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands, Inc.
74112BAM7
300000.00000000
PA
USD
250203.00000000
0.016071212215
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.75000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
6747.00000000
NS
USD
211518.45000000
0.013586399433
Long
EC
CORP
US
N
1
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
300110.96000000
PA
USD
293958.69000000
0.018881757970
Long
LON
CORP
GB
N
3
2026-04-27
Variable
13.19000000
N
N
N
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
2037.00000000
NS
USD
214190.55000000
0.013758035609
Long
EC
CORP
US
N
1
N
N
N
GEO PARENT CORP
N/A
Geo Parent Corporation
N/A
3800000.00000000
PA
USD
3762000.00000000
0.241643386985
Long
LON
CORP
US
N
2
2028-12-19
Variable
10.80283000
N
N
N
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
514.00000000
NS
USD
199976.84000000
0.012845050753
Long
EC
CORP
US
N
1
N
N
N
TRANSMONTAIGE PARTNERS
N/A
TransMontaigne Partners Limited Partnership / TLP Finance Corp.
89376VAA8
4025000.00000000
PA
USD
3512255.25000000
0.225601609401
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.12500000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III LP
N/A
Dyal Capital Partners III
N/A
6350682.60000000
PA
USD
5222266.01000000
0.335440203720
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
Revvity Inc
549300IKL1SDPFI7N655
Revvity, Inc.
714046109
2019.00000000
NS
USD
179489.10000000
0.011529068062
Long
EC
CORP
US
N
1
N
N
N
Constellation Energy Corp
549300F8Y20RYGNGV346
Constellation Energy Corp.
21037T109
1993.00000000
NS
USD
241232.72000000
0.015495026983
Long
EC
CORP
US
N
1
N
N
N
United Airlines Holdings Inc
98450079DA0B78DD6764
United Airlines Holdings, Inc.
910047109
4542.00000000
NS
USD
178954.80000000
0.011494748535
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
SPDR S&P 500 ETF Trust
N/A
-22.00000000
NC
USD
-17787.00000000
-0.00114250689
N/A
DE
US
N
1
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
Call
Written
SPDR S&P 500 ETF Trust
N/A
-2200
451.00000000
USD
2023-12-15
XXXX
-5159.75000000
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Company, Inc.
644274AH5
2025000.00000000
PA
USD
1884864.94000000
0.121069948993
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
GALLS
N/A
Galls LLC
N/A
96760.68000000
PA
USD
94341.66000000
0.006059818781
Long
LON
CORP
US
N
3
2025-01-31
Variable
12.28000000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056107
3097.00000000
NS
USD
143731.77000000
0.009232278500
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
NASDAQ-100 Index
N/A
-21.00000000
NC
USD
-349230.00000000
-0.02243198299
N/A
DE
US
N
1
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
Call
Written
NASDAQ 100 Stock Index
N/A
-2100
16030.00000000
USD
2023-12-15
XXXX
88573.88000000
N
N
N
CONCORDE LUX
N/A
Concorde Lux
N/A
4252724.96000000
PA
4513832.83000000
0.289935633526
Long
LON
CORP
LU
N
2
2028-03-01
Variable
7.89000000
N
N
N
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874784
3630.00000000
NS
USD
238890.30000000
0.015344567041
Long
EC
CORP
US
N
1
N
N
N
GCAT
N/A
GCAT Trust
36168WAC5
2014220.48220000
PA
USD
1955570.21000000
0.125611538817
Long
ABS-MBS
CORP
US
N
2
2067-08-25
Variable
5.71000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
74728GAE0
950000.00000000
PA
USD
913723.59000000
0.058690925852
Long
DBT
CORP
AU
N
2
N/A
Variable
5.87500000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand, Inc.
431571AE8
250000.00000000
PA
USD
207425.00000000
0.013323466120
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp.
35137L105
4646.00000000
NS
USD
137242.84000000
0.008815477059
Long
EC
CORP
US
N
1
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Finance Co.
37959GAB3
1750000.00000000
PA
USD
1393260.37000000
0.089492864104
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.12500000
N
N
N
N
N
N
CARRIAGE SERVICES INC
N/A
Carriage Services, Inc.
143905AP2
775000.00000000
PA
USD
655805.00000000
0.042124120521
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BS2
4150000.00000000
PA
USD
2549703.44000000
0.163774315537
Long
DBT
NUSS
PA
N
2
2063-01-19
Fixed
4.50000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
OKXQCBALRQBU7RU5WQ22
Level 3 Financing, Inc.
N/A
312448.00000000
PA
USD
0.31000000
0.000000019912
Long
DBT
CORP
US
N
3
2029-11-15
Fixed
11.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67117YAC8
1086888.03110000
PA
USD
1062738.79000000
0.068262573284
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.10000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
71376LAD2
450000.00000000
PA
USD
450236.25000000
0.028919886335
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1344813.00000000
PA
USD
-1344813.00000000
-0.08638095911
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1975000.00000000
USD
1424962.50000000
USD
CDS
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10Y-2Y SOFR CMS CAP
N/A
41200000.00000000
NC
USD
1510.80000000
0.000097042750
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
41200000
0.10000000
USD
2023-12-19
XXXX
-158139.20000000
N
N
N
ADAPA GMBH
N/A
Schur Flexibles GmbH
N/A
312500.00000000
PA
232463.13000000
0.014931732610
Long
LON
CORP
DE
N
2
2027-09-28
Variable
9.59000000
N
N
N
N
N
N
GLOBAL BLUE GROUP HOLDING LTD
N/A
Global Blue Acquisition B.V.
N/A
1000000.00000000
PA
1072283.91000000
0.068875682036
Long
LON
CORP
NL
N
2
2030-11-13
Variable
5.00000000
N
N
N
N
N
N
Figs Inc
N/A
Figs, Inc.
30260D103
10450.00000000
NS
USD
75867.00000000
0.004873141637
Long
EC
CORP
US
N
1
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AN1
750000.00000000
PA
USD
733245.00000000
0.047098300183
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
4.35000000
N
N
N
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp.
941848103
822.00000000
NS
USD
230661.42000000
0.014816003927
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128B523
40000.00000000
NS
USD
752000.00000000
0.048302984320
Long
EP
CORP
US
N
2
N
N
N
CDW Corp/DE
9845001B052ABF0B6755
CDW Corp.
12514G108
1018.00000000
NS
USD
214675.84000000
0.013789207092
Long
EC
CORP
US
N
1
N
N
N
GE HealthCare Technologies Inc
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36266G107
3300.99990000
NS
USD
225986.45000000
0.014515718019
Long
EC
CORP
US
N
1
N
N
N
GRIFOLS SA
959800HSSNXWRKBK4N60
Grifols S.A.
39843UAA0
1350000.00000000
PA
USD
1192590.00000000
0.076603266051
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
Westinghouse Air Brake Technol
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
929740108
2032.00000000
NS
USD
236849.92000000
0.015213507941
Long
EC
CORP
US
N
1
N
N
N
PGT INNOVATIONS INC
549300LRW9WM59C1S579
PGT Innovations, Inc.
69336VAB7
400000.00000000
PA
USD
378541.32000000
0.024314727984
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.37500000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBX7
4100000.00000000
PA
USD
2807250.32000000
0.180317244933
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
5.12500000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec GBP / Deliver USD
N/A
2005000.00000000
NC
33572.57000000
0.002156456545
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
2497810.75000000
USD
2005000.00000000
GBP
2023-12-18
33572.57000000
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio, Inc.
90138FAD4
2000000.00000000
PA
USD
1725464.80000000
0.110831248909
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
4899.00000000
NS
USD
205953.96000000
0.013228977261
Long
EC
CORP
US
N
1
N
N
N
REVENIR ENERGY INC
549300UK2ZYOI65LEZ32
Legacy Reserves, Inc.
N/A
2359.00000000
NS
USD
18872.00000000
0.001212199361
Long
EC
CORP
US
N
3
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12530GAC2
3400000.00000000
PA
USD
2740282.36000000
0.176015712590
Long
ABS-MBS
CORP
US
Y
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AL9
425000.00000000
PA
USD
340735.25000000
0.021886342337
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance, Inc.
68245XAH2
850000.00000000
PA
USD
782368.56000000
0.050253638678
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
52522GAC8
1912923.56660000
PA
USD
1804576.53000000
0.115912808289
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.81700000
N
N
N
N
N
N
Jol Air
549300TS4MUGCDXPW498
JOL Air Ltd.
46651NAA2
2752992.77850000
PA
USD
2481630.28000000
0.159401793223
Long
ABS-O
CORP
KY
N
2
2044-04-15
Fixed
3.96700000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp.
126650100
3267.00000000
NS
USD
221992.65000000
0.014259185494
Long
EC
CORP
US
N
1
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030107
6676.00000000
NS
USD
211428.92000000
0.013580648680
Long
EC
CORP
US
N
1
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
2052.00000000
NS
USD
237047.04000000
0.015226169489
Long
EC
CORP
US
N
1
N
N
N
TEXGEN POWER LLC
N/A
TexGen Power LLC
N/A
68676.00000000
NS
USD
2352153.00000000
0.151085118986
Long
EC
CORP
US
N
2
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14070AAA1
455104.40700000
PA
USD
418966.14000000
0.026911322993
Long
ABS-MBS
CORP
US
N
3
2052-10-10
Fixed
6.06300000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
070830104
5877.00000000
NS
USD
191707.74000000
0.012313904201
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1803314.32000000
PA
USD
-1803314.32000000
-0.11583173314
Short
RA
CORP
US
N
2
Reverse repurchase
N
3.00000000
N/A
2058000.00000000
USD
1874014.80000000
USD
CDS
N
N
N
ADAPA GMBH
N/A
Schur Flexibles GmbH
N/A
28981.28160000
PA
30129.68000000
0.001935310452
Long
LON
CORP
DE
N
2
2026-09-30
Fixed
13.27000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194105
1441.00000000
NS
USD
225473.27000000
0.014482755087
Long
EC
CORP
US
N
1
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.
50106GAF9
1038000.00000000
PA
USD
961011.54000000
0.061728358175
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
7.00000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502101
2380.00000000
NS
USD
216342.00000000
0.013896229034
Long
EC
CORP
US
N
1
N
N
N
KANE FEEDERCO LTD
N/A
Kane Bidco Ltd.
N/A
2050000.00000000
PA
2121292.51000000
0.136256328257
Long
DBT
CORP
JE
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
ADAPA GMBH
N/A
Schur Flexibles GmbH
N/A
-85220.49750000
PA
-4174.74000000
-0.00026815478
Short
LON
CORP
DE
N
3
2026-09-30
Variable
9.50000000
N
N
N
N
N
N
SPRING EDUCATION GROUP INC
N/A
Spring Education Group, Inc.
N/A
1200000.00000000
PA
USD
1197000.00000000
0.076886532222
Long
LON
CORP
US
N
2
2030-10-04
Variable
9.91000000
N
N
N
N
N
N
WOLVERINE WORLD WIDE
549300OVC7PK14LQ8D87
Wolverine World Wide, Inc.
978097AG8
4450000.00000000
PA
USD
3428769.50000000
0.220239094942
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.00000000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
1846.00000000
NS
USD
235678.82000000
0.015138285036
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1111486.00000000
PA
USD
-1111486.00000000
-0.07139373780
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1325000.00000000
USD
1119095.00000000
USD
CDS
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
369.00000000
NS
USD
218093.76000000
0.014008749294
Long
EC
CORP
US
N
1
N
N
N
CAPSTONE ACQUISITION HOLDINGS INC
N/A
CapStone Acquisition Holdings, Inc.
N/A
148649.12600000
PA
USD
147813.19000000
0.009494439094
Long
LON
CORP
US
N
3
2027-11-12
Variable
10.20000000
N
N
N
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor plc
N/A
23267.00000000
NS
USD
220571.16000000
0.014167879365
Long
EC
CORP
US
N
1
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_15-37A
N/A
Dryden Senior Loan Fund
N/A
2998799.00000000
PA
USD
310285.73000000
0.019930487700
Long
ABS-O
CORP
KY
N
2
2031-01-15
None
0.00000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
3072.00000000
NS
USD
223703.04000000
0.014369048448
Long
EC
CORP
US
N
1
N
N
N
FERTITTA ENTERTAINMENT LLC
N/A
Fertitta Entertainment LLC
N/A
1182742.46120000
PA
USD
1173434.28000000
0.075372842590
Long
LON
CORP
US
N
2
2029-01-29
Variable
9.35000000
N
N
N
N
N
N
Cintas Corp
N/A
Cintas Corp.
172908105
437.00000000
NS
USD
241770.25000000
0.015529553982
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties, Inc.
925652109
6921.00000000
NS
USD
206868.69000000
0.013287732831
Long
EC
CORP
US
N
1
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AJ6
950000.00000000
PA
USD
817609.99000000
0.052517290594
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.62500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-920756.37000000
PA
USD
-920756.37000000
-0.05914266024
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1070000.00000000
USD
1056090.00000000
USD
CDS
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAP4
821000.00000000
PA
USD
819786.32000000
0.052657082128
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.12500000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216101
5246.00000000
NS
USD
194259.38000000
0.012477802907
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1828156.00000000
PA
USD
-1828156.00000000
-0.11742738112
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
2500000.00000000
USD
2255500.00000000
USD
CDS
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680103
3344.00000000
NS
USD
230234.40000000
0.014788575283
Long
EC
CORP
US
N
1
N
N
N
TEAM BLUE FINCO SARL
N/A
Team.Blue Finco SARL
N/A
1750000.00000000
PA
1839595.58000000
0.118162176138
Long
LON
CORP
LU
N
2
2028-03-30
Variable
7.11000000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
018820AA8
1400000.00000000
PA
USD
1198582.42000000
0.076988175319
Long
DBT
CORP
DE
N
2
N/A
Variable
3.50000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207105
3090.00000000
NS
USD
219575.40000000
0.014103919020
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410G104
994.00000000
NS
USD
245478.24000000
0.015767728161
Long
EC
CORP
US
N
1
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets, Inc.
N/A
-19258329.21000000
PA
USD
-19258329.21000000
-1.23701432695
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
24125000.00000000
USD
22118840.50000000
USD
AMBS
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
4917.00000000
NS
USD
159212.46000000
0.010226644892
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506107
1591.00000000
NS
USD
225906.09000000
0.014510556280
Long
EC
CORP
US
N
1
N
N
N
ORION GROUP
N/A
Orion Group
N/A
50478.26360000
PA
USD
45887.60000000
0.002947484073
Long
LON
CORP
US
N
3
2027-03-19
Variable
11.24000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967PC9
4300000.00000000
NS
USD
4252270.86000000
0.273134804090
Long
EP
CORP
US
N
2
N
N
N
PNC Financial Services Group I
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475105
1838.00000000
NS
USD
246218.48000000
0.015815275769
Long
EC
CORP
US
N
1
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
N/A
900000.00000000
PA
USD
899811.00000000
0.057797282745
Long
LON
CORP
US
N
2
2030-08-19
Variable
9.85000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702LAA7
8750000.00000000
PA
USD
8359528.63000000
0.536955027048
Long
ABS-O
CORP
KY
N
2
2030-04-15
Floating
10.39400000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
529.00000000
NS
USD
229152.22000000
0.014719063948
Long
EC
CORP
US
N
1
N
N
N
SCHAHIN II FINANCE COMPANY (SPV) LTD
N/A
Schahin II Finance Co. SPV Ltd.
N/A
1400000.00000000
PA
USD
0.01000000
0.000000000642
Long
DBT
CORP
KY
N
3
2023-09-25
Fixed
5.87500000
Y
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203101
2865.00000000
NS
USD
219630.90000000
0.014107483934
Long
EC
CORP
US
N
1
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAE5
200000.00000000
PA
USD
196881.00000000
0.012646196616
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
1203.00000000
NS
USD
208046.82000000
0.013363407293
Long
EC
CORP
US
N
1
N
N
N
TREEHOUSE FOODS INC
5493007M7EVHE470Q576
TreeHouse Foods, Inc.
89469AAD6
1150000.00000000
PA
USD
978268.88000000
0.062836843579
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCA1
2100000.00000000
PA
USD
1553769.67000000
0.099802808520
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
PRKCM Trust
N/A
PRKCM Trust
69377TAC0
1215440.92510000
PA
USD
1189287.31000000
0.076391125382
Long
ABS-MBS
CORP
US
N
2
2057-08-25
Variable
6.14000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222105
1468.00000000
NS
USD
219877.04000000
0.014123294169
Long
EC
CORP
US
N
1
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300503
36000.00000000
NS
USD
627480.00000000
0.040304729523
Long
EP
CORP
US
N
2
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAG8
1750000.00000000
PA
USD
1630994.23000000
0.104763149891
Long
ABS-O
CORP
KY
N
2
2037-01-15
Floating
8.09400000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
549300MHTIBONNXM3R82
Castlelake Aircraft Securitization Trust
14855MAA6
1326468.96260000
PA
USD
1160703.72000000
0.074555124451
Long
ABS-O
CORP
US
N
2
2039-04-15
Fixed
3.96700000
N
N
N
N
N
N
PERSHING SQUARE TONTINE HOLDINGS LTD
N/A
Pershing Square Tontine Holdings, Ltd. - Class A
N/A
1042740.00000000
NS
USD
104.27000000
0.000006697542
Long
EC
CORP
US
N
3
N
N
N
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
S&P 500 Index
N/A
-1.00000000
NC
USD
-6670.00000000
-0.00042843205
N/A
DE
US
N
1
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
Call
Written
S&P 500 INDEX
US78378X1072
-100
4500.00000000
USD
2023-12-01
XXXX
-2432.07000000
N
N
N
PRECISE BIDCO BV
N/A
Precise Midco BV
N/A
2624615.00000000
PA
2842304.33000000
0.182568858358
Long
LON
CORP
NL
N
2
2030-10-12
Variable
8.35000000
N
N
N
N
N
N
BP HOLDCO LLC
N/A
BP Holdco LLC
N/A
121041.00000000
NS
USD
146718.40000000
0.009424117785
Long
EC
CORP
US
N
3
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1257578.00000000
PA
USD
-1257578.00000000
-0.08077762023
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1500000.00000000
USD
1221900.00000000
USD
CDS
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc.
45168D104
465.00000000
NS
USD
216606.30000000
0.013913205734
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Company, Inc.
030420103
1564.00000000
NS
USD
206197.76000000
0.013244637191
Long
EC
CORP
US
N
1
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd.
983134107
2273.00000000
NS
USD
191886.66000000
0.012325396714
Long
EC
CORP
US
N
1
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
1763.00000000
NS
USD
178098.26000000
0.011439730665
Long
EC
CORP
US
N
1
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning, Inc.
219350BF1
4100000.00000000
PA
USD
3245997.06000000
0.208499129113
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.37500000
N
N
N
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
1407.00000000
NS
USD
218408.61000000
0.014028972957
Long
EC
CORP
US
N
1
N
N
N
VERTICAL MANCO PP & GMBH CO KG
N/A
TK Elevator Midco GmbH
N/A
-1270479.03710000
PA
-74641.33000000
-0.00479441355
Short
LON
CORP
DE
N
3
2027-01-29
Variable
0.90000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.
864486AK1
3210000.00000000
PA
USD
3168172.70000000
0.203500260973
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
2146.00000000
NS
USD
223806.34000000
0.014375683685
Long
EC
CORP
US
N
1
N
N
N
ISLAY NEW GROUP HOLDING SA
N/A
IVC Acquisition Ltd.
N/A
1100000.00000000
PA
1176817.98000000
0.075590186749
Long
LON
CORP
GB
N
2
2026-02-13
Variable
7.32000000
N
N
N
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
J M Smucker Co.
832696405
1521.00000000
NS
USD
166899.33000000
0.010720393244
Long
EC
CORP
US
N
1
N
N
N
FINASTRA SUBCO LTD
N/A
Finastra USA, Inc.
N/A
-295936.12430000
PA
USD
-35241.60000000
-0.00226366283
Short
LON
CORP
US
N
3
2029-09-13
Variable
0.50000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
1524.00000000
NS
USD
191048.64000000
0.012271568433
Long
EC
CORP
US
N
1
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075105
505.00000000
NS
USD
228997.30000000
0.014709113020
Long
EC
CORP
US
N
1
N
N
N
BLUE RIBBON LLC (USA)
N/A
Blue Ribbon LLC
N/A
6139373.24400000
PA
USD
5233815.69000000
0.336182070757
Long
LON
CORP
US
N
2
2028-05-08
Variable
11.43000000
N
N
N
N
N
N
SHO HOLDING I CORP
N/A
SHO Holding I Corp.
N/A
-15999.99860000
PA
USD
-5160.00000000
-0.00033144069
Short
LON
CORP
US
N
3
2024-04-27
Variable
5.00000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
2575000.00000000
PA
USD
2298727.22000000
0.147653437319
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv plc
N/A
2155.00000000
NS
USD
178520.20000000
0.011466833007
Long
EC
CORP
US
N
1
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
1900000.00000000
PA
USD
1594927.83000000
0.102446507931
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
74841CAB7
825000.00000000
PA
USD
693000.00000000
0.044513255497
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies, Inc.
339041105
797.00000000
NS
USD
191678.50000000
0.012312026037
Long
EC
CORP
US
N
1
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
6850000.00000000
PA
USD
5618134.91000000
0.360867928812
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
Vault DI Issuer LLC
N/A
Vault DI Issuer LLC
92243JAA0
1850000.00000000
PA
USD
1594878.71000000
0.102443352821
Long
ABS-O
CORP
US
N
2
2046-07-15
Fixed
2.80400000
N
N
N
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
791.00000000
NS
USD
198129.68000000
0.012726402694
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444U700
281.00000000
NS
USD
229017.81000000
0.014710430432
Long
EC
CORP
US
N
1
N
N
N
SCIL IV LLC / SCIL USA HOLDINGS LLC
N/A
SCIL IV LLC / SCIL USA Holdings LLC
N/A
1800000.00000000
PA
2020836.05000000
0.129803739411
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.50000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co.
742718109
1416.00000000
NS
USD
217384.32000000
0.013963180053
Long
EC
CORP
US
N
1
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-11640318.88000000
PA
USD
-11640318.88000000
-0.74768901641
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
16725000.00000000
USD
14553271.50000000
USD
CDS
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc.
16119P108
513.00000000
NS
USD
205266.69000000
0.013184832059
Long
EC
CORP
US
N
1
N
N
N
BlackRock Municipal Income Tru
R3ITLLW1CUEQICP4XR90
BlackRock Municipal Income Trust
09248F109
108502.00000000
NS
USD
1065489.64000000
0.068439267785
Long
EC
RF
US
N
1
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713BA3
4150000.00000000
PA
USD
3894727.77000000
0.250168848944
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.70000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAF0
3450000.00000000
PA
USD
2415621.00000000
0.155161839477
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
2069.00000000
NS
USD
239031.57000000
0.015353641193
Long
EC
CORP
US
N
1
N
N
N
Babson CLO Ltd
549300SCEOLR3BTPYX35
Babson CLO Ltd.
05618HAE5
2923124.53290000
PA
USD
80152.07000000
0.005148383218
Long
ABS-O
CORP
KY
N
2
2025-07-20
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1262181.48000000
PA
USD
-1262181.48000000
-0.08107331414
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
1800000.00000000
USD
1593000.00000000
USD
CDS
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-17231612.59000000
PA
USD
-17231612.59000000
-1.10683286269
Short
RA
CORP
CA
N
2
Reverse repurchase
N
5.55000000
N/A
20350000.00000000
USD
19692740.00000000
USD
CDS
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320106
1581.00000000
NS
USD
172170.90000000
0.011059000376
Long
EC
CORP
US
N
1
N
N
N
BOE HOLDING LLC
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
N/A
2303711.77940000
PA
USD
2285143.86000000
0.146780941541
Long
LON
CORP
US
N
2
2026-08-14
Variable
9.32000000
N
N
N
N
N
N
AI AQUA MERGER SUB INC
N/A
AI Aqua Culligan
N/A
-3750000.00000000
PA
USD
-37500.00000000
-0.00240872594
Short
LON
CORP
US
N
3
2028-07-30
Variable
4.75000000
N
N
N
N
N
N
PRECISE BIDCO BV
N/A
Precise Midco BV
N/A
775385.00000000
PA
838118.08000000
0.053834580421
Long
LON
CORP
NL
N
2
2026-05-13
Variable
7.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPMJ4
4694149.61600000
PA
USD
4297212.18000000
0.276021506052
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
2297.00000000
NS
USD
202848.07000000
0.013029477585
Long
EC
CORP
US
N
1
N
N
N
MERLIN BUYER INC
N/A
Merlin Buyer, Inc.
N/A
1100000.00000000
PA
USD
1078000.00000000
0.069242841884
Long
LON
CORP
US
N
3
2028-12-14
Variable
5.25000000
N
N
N
N
N
N
VMED O2 UK FINANCING I
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I plc
92858RAA8
1225000.00000000
PA
USD
1029503.11000000
0.066127756090
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
4.25000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-278656.00000000
PA
USD
-278656.00000000
-0.01789882499
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
425000.00000000
USD
340722.50000000
USD
CDS
N
N
N
AMN HEALTHCARE INC
549300H27NUKBFFQEE84
AMN Healthcare, Inc.
00175PAB9
725000.00000000
PA
USD
673077.19000000
0.043233559780
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.62500000
N
N
N
N
N
N
JONES DESLAURIERS INSURA
549300JQIWNFU00E5424
Jones Deslauriers Insurance Management, Inc.
48020RAB1
2050000.00000000
PA
USD
2116625.00000000
0.135956521525
Long
DBT
CORP
CA
N
2
2030-03-15
Fixed
8.50000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
1022.00000000
NS
USD
230225.94000000
0.014788031874
Long
EC
CORP
US
N
1
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAF2
125000.00000000
PA
USD
124586.25000000
0.008002510213
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
WHITE CAP SUPPLY HOLDINGS LLC
N/A
White Cap Supply Holdings LLC
N/A
98743.72000000
PA
USD
98643.00000000
0.006336105428
Long
LON
CORP
US
N
2
2027-10-19
Variable
9.10000000
N
N
N
N
N
N
A10 Securitization
N/A
A10 Permanent Asset Financing LLC
00216AAC1
250000.00000000
PA
USD
159371.93000000
0.010236888079
Long
ABS-O
CORP
US
N
2
2051-06-15
Variable
6.24000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAG6
760000.00000000
PA
USD
623200.00000000
0.040029813601
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.62500000
N
N
N
N
N
N
API HOLDINGS III LLC
N/A
API Holdings III Corp.
N/A
1568396.05140000
PA
USD
942025.72000000
0.060508847849
Long
LON
CORP
US
N
2
2026-05-09
Variable
6.32412000
N
N
N
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327109
1348.00000000
NS
USD
137428.60000000
0.008827408924
Long
EC
CORP
US
N
1
N
N
N
IP Lending LLC
N/A
IP Lending X Ltd.
44989MAA2
3800000.00000000
PA
USD
3822970.24000000
0.245559669627
Long
DBT
CORP
BM
N
3
2029-07-02
Fixed
7.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-17810000.00000000
NC
-219081.20000000
-0.01407217522
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
17810000.00000000
GBP
22266672.88000000
USD
2023-12-18
-219081.20000000
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana, Inc.
444859102
460.00000000
NS
USD
223035.60000000
0.014326176980
Long
EC
CORP
US
N
1
N
N
N
ARDIAN FRANCE SA
N/A
Florida Food Products LLC
N/A
5615244.33080000
PA
USD
4801033.90000000
0.308383331373
Long
LON
CORP
US
N
2
2028-10-18
Variable
10.46000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAF8
950000.00000000
PA
USD
858147.92000000
0.055121150963
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.25000000
N
N
N
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares
N/A
14590763.92000000
NS
USD
14590763.92000000
0.937204043682
Long
STIV
RF
US
N
1
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271V100
6492.00000000
NS
USD
204952.44000000
0.013164646935
Long
EC
CORP
US
N
1
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097103
7680.00000000
NS
USD
201600.00000000
0.012949310690
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-509702.40000000
PA
USD
-509702.40000000
-0.03273955722
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
780000.00000000
USD
643500.00000000
USD
CDS
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Company, Inc.
171340102
2264.00000000
NS
USD
218770.32000000
0.014052206564
Long
EC
CORP
US
N
1
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd.
41984LAA5
4075000.00000000
PA
USD
3241606.27000000
0.208217096851
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
3007227.17000000
PA
USD
2974658.90000000
0.191070348676
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.45000000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp.
023551AM6
500000.00000000
PA
USD
567150.01000000
0.036429571862
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.12500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-3216838.69000000
PA
USD
-3216838.69000000
-0.20662620851
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
4860000.00000000
USD
3923478.00000000
USD
CDS
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co.
37045V100
6528.00000000
NS
USD
206284.80000000
0.013250228005
Long
EC
CORP
US
N
1
N
N
N
CONTERRA ULTRA BROADBAND HOLDINGS INC
N/A
Conterra Ultra Broadband Holdings, Inc.
N/A
2405140.79920000
PA
USD
2358048.14000000
0.151463779698
Long
LON
CORP
US
N
2
2026-04-30
Variable
10.20000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
1775000.00000000
PA
2194746.71000000
0.140974489255
Long
LON
CORP
GB
N
3
2026-04-27
Variable
12.94000000
N
N
N
N
N
N
Morgan Stanley IXIS Real Estat
N/A
Morgan Stanley IXIS Real Estate Capital Trust
617463AD6
0.00630000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.67700000
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd.
N/A
1692.00000000
NS
USD
221652.00000000
0.014237304628
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp.
032095101
2522.00000000
NS
USD
229476.78000000
0.014739911311
Long
EC
CORP
US
N
1
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E102
1983.00000000
NS
USD
244166.79000000
0.015683490198
Long
EC
CORP
US
N
1
N
N
N
KEHE DISTRIBUTORS LLC/FI
N/A
KeHE Distributors LLC / KeHE Finance Corp.
487526AB1
3632000.00000000
PA
USD
3635316.31000000
0.233506152555
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.62500000
N
N
N
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets, Inc.
N/A
-3033206.45000000
PA
USD
-3033206.45000000
-0.19483101541
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
3780000.00000000
USD
3466962.00000000
USD
AMBS
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp.
918204108
11488.00000000
NS
USD
192194.24000000
0.012345153405
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2939001.19000000
PA
USD
-2939001.19000000
-0.18877995797
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
4200000.00000000
USD
3568740.00000000
USD
CDS
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
3442.00000000
NS
USD
195643.28000000
0.012566694529
Long
EC
CORP
US
N
1
N
N
N
MCGRAW HILL LLC
N/A
McGraw Hill LLC
N/A
980000.00000000
PA
USD
961272.20000000
0.061745101069
Long
LON
CORP
US
N
2
2028-07-28
Variable
10.21000000
N
N
N
N
N
N
EISNER ADVISORY GROUP
N/A
Eisner Advisory Group
N/A
2278122.16620000
PA
USD
2273862.08000000
0.146056282442
Long
LON
CORP
US
N
2
2028-07-28
Variable
10.71000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
386.00000000
NS
USD
235849.86000000
0.015149271395
Long
EC
CORP
US
N
1
N
N
N
SITECORE HOLDING II A/S
N/A
Sitecore Holding III A/S
N/A
223355.15000000
PA
USD
222439.39000000
0.014287880807
Long
LON
CORP
DK
N
3
2026-03-09
Variable
11.84000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
2375.00000000
NS
USD
219165.00000000
0.014077557923
Long
EC
CORP
US
N
1
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co.
810186AW6
700000.00000000
PA
USD
555873.50000000
0.035705251269
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.37500000
N
N
N
N
N
N
CITADEL ENTERPRISE AMERICAS LLC
N/A
Ceamer Finance LLC
N/A
3866541.35000000
PA
USD
3694680.12000000
0.237319249873
Long
ABS-O
CORP
US
N
3
2037-11-15
Fixed
6.92000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAJ2
1750000.00000000
PA
USD
1603191.45000000
0.102977302489
Long
ABS-O
CORP
KY
N
2
2037-01-15
Floating
8.54400000
N
N
N
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435105
871.00000000
NS
USD
257023.39000000
0.016509304224
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp.
172062101
2063.00000000
NS
USD
212055.77000000
0.013620912943
Long
EC
CORP
US
N
1
N
N
N
MORAN FOODS LLC
N/A
Moran Foods LLC
N/A
353741.19000000
PA
USD
200507.16000000
0.012879114635
Long
LON
CORP
US
N
3
2026-06-30
Variable
12.74000000
N
N
N
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem, Inc.
98419M100
2253.00000000
NS
USD
236857.89000000
0.015214019876
Long
EC
CORP
US
N
1
N
N
N
Invitation Homes Inc
N/A
Invitation Homes, Inc.
46187W107
6381.00000000
NS
USD
212870.16000000
0.013673223405
Long
EC
CORP
US
N
1
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
Alaska Air Group, Inc.
011659109
5372.00000000
NS
USD
203115.32000000
0.013046643772
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
1506.00000000
NS
USD
235056.48000000
0.015098310462
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands, Inc.
205887102
7361.00000000
NS
USD
208242.69000000
0.013375988550
Long
EC
CORP
US
N
1
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C696
200000.00000000
NS
USD
20.00000000
0.000001284653
Long
EP
CORP
US
N
3
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
3421.00000000
NS
USD
217678.23000000
0.013982058684
Long
EC
CORP
US
N
1
N
N
N
Diamond CLO 2018-1, LLC
N/A
Diamond CLO Ltd.
25256LAG6
1216415.91600000
PA
USD
1213432.53000000
0.077942037859
Long
ABS-O
CORP
KY
N
2
2030-07-22
Floating
9.37400000
N
N
N
N
N
N
ORION GROUP
N/A
Orion Group
N/A
-644999.99710000
PA
USD
-11795.46000000
-0.00075765414
Short
LON
CORP
US
N
3
2027-03-19
Variable
1.00000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1901539.67000000
PA
USD
-1901539.67000000
-0.12214101178
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.70000000
N/A
2547000.00000000
USD
2272942.80000000
USD
CDS
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp.
863667101
748.00000000
NS
USD
221654.84000000
0.014237487049
Long
EC
CORP
US
N
1
N
N
N
MIDWEST VETERINARY PARTNERS LLC
N/A
Mission Veterinary Partners
N/A
3920000.00000000
PA
USD
3865276.80000000
0.248277133861
Long
LON
CORP
US
N
2
2028-04-27
Variable
9.46000000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
98500.00000000
PA
USD
86817.41000000
0.005576515949
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
PARADOCS HOLDING SARL
N/A
Alter Domus
N/A
2730000.00000000
PA
USD
2726587.50000000
0.175136054867
Long
LON
CORP
LU
N
2
2028-02-17
Variable
8.81000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128B580
49000.00000000
NS
USD
982450.00000000
0.063105408172
Long
EP
CORP
US
N
2
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners Limited Partnership / GLP Finance Corp.
37954FAG9
4800000.00000000
PA
USD
4600728.24000000
0.295517159626
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
4951.00000000
NS
USD
195267.44000000
0.012542553314
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
3749.00000000
NS
USD
197947.20000000
0.012714681513
Long
EC
CORP
US
N
1
N
N
N
ALLWYN ENTERTAINMENT FIN
315700J7ZTIN8XGCX365
Allwyn Entertainment Financing UK plc
02007VAA8
3750000.00000000
PA
USD
3740625.00000000
0.240270413195
Long
DBT
CORP
GB
N
2
2029-04-30
Fixed
7.87500000
N
N
N
N
N
N
PETIQ INC
N/A
PetIQ LLC
N/A
2248250.00000000
PA
USD
2214526.25000000
0.142244982354
Long
LON
CORP
US
N
2
2028-04-13
Variable
10.17000000
N
N
N
N
N
N
BALROG ACQUISITION INC
N/A
Balrog Acquisition, Inc.
N/A
713304.92470000
PA
USD
694580.67000000
0.044614786186
Long
LON
CORP
US
N
2
2028-09-05
Variable
9.46000000
N
N
N
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
N/A
1996.00000000
NS
USD
211755.64000000
0.013601634785
Long
EC
CORP
US
N
1
N
N
N
CAMIN CARGO CONTROL INC
N/A
Camin Cargo Control, Inc.
N/A
1604122.88000000
PA
USD
1539957.96000000
0.098915645207
Long
LON
CORP
US
N
3
2026-06-04
Variable
11.96000000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd.
56576UAC3
3566667.00000000
PA
USD
124833.35000000
0.008018382111
Long
ABS-O
CORP
KY
N
2
2027-11-21
None
0.00000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis, Inc.
74340W103
1767.00000000
NS
USD
203081.31000000
0.013044459218
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
723.00000000
NS
USD
224737.32000000
0.014435483037
Long
EC
CORP
US
N
1
N
N
N
Nuveen Quality Municipal Incom
549300RDIO25ZNWCOA97
Nuveen Quality Municipal Income Fund
67066V101
27849.00000000
NS
USD
304668.06000000
0.019569649634
Long
EC
RF
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423102
3497.00000000
NS
USD
253707.35000000
0.016296306049
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust, Inc.
297178105
958.00000000
NS
USD
204494.68000000
0.013135243778
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp.
337932107
6043.00000000
NS
USD
223228.42000000
0.014338562328
Long
EC
CORP
US
N
1
N
N
N
LASERAWAY INTERMEDIATE HOLDINGS II LLC
N/A
LaserAway Intermediate Holdings II LLC
N/A
7576605.52650000
PA
USD
7434544.17000000
0.477540785202
Long
LON
CORP
US
N
2
2027-10-14
Variable
11.41000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432100
2718.00000000
NS
USD
227849.94000000
0.014635414998
Long
EC
CORP
US
N
1
N
N
N
SolarEdge Technologies Inc
5493000K6Y58XXPDF853
SolarEdge Technologies, Inc.
83417M104
1410.00000000
NS
USD
111925.80000000
0.007189295428
Long
EC
CORP
US
N
1
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBJ2
8000000.00000000
PA
USD
7134999.20000000
0.458300205429
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
9.60600000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834L100
1697.00000000
NS
USD
232879.31000000
0.014958464972
Long
EC
CORP
US
N
1
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
77313LAB9
4031000.00000000
PA
USD
3259184.43000000
0.209346189387
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
1772.00000000
NS
USD
228393.08000000
0.014670302343
Long
EC
CORP
US
N
1
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs, Inc.
227046AB5
1400000.00000000
PA
USD
1144500.00000000
0.073514315897
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co.
194162103
2949.00000000
NS
USD
232292.73000000
0.014920787360
Long
EC
CORP
US
N
1
N
N
N
SEVENTH CINVEN FUND (NO.1) LP
N/A
Elvis UK HoldCo Ltd.
N/A
800000.00000000
PA
871160.46000000
0.055956981436
Long
LON
CORP
GB
N
2
2028-10-19
Variable
8.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XHWE3
5026008.13890000
PA
USD
4635663.87000000
0.297761169184
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759100
1481.00000000
NS
USD
239685.04000000
0.015395615331
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2754480.24000000
PA
USD
-2754480.24000000
-0.17692768064
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
3400000.00000000
USD
3396940.00000000
USD
CDS
N
N
N
KVK CLO Ltd
5493007VGL59COTLZY21
KVK CLO Ltd.
48274GAB8
2300000.00000000
PA
USD
387678.80000000
0.024901652922
Long
ABS-O
CORP
KY
N
2
2028-01-14
None
0.00000000
N
N
N
N
N
N
SECRETARIAT ADVISORS LLC
N/A
Secretariat Advisors LLC
N/A
595500.00000000
PA
USD
589545.00000000
0.037868062355
Long
LON
CORP
US
N
3
2028-12-29
Variable
10.40000000
N
N
N
N
N
N
First Solar Inc
549300NPYMLM4NHTOF27
First Solar, Inc.
336433107
1177.00000000
NS
USD
185707.06000000
0.011928464371
Long
EC
CORP
US
N
1
N
N
N
VICTORIA PLC
N/A
Victoria plc
N/A
4004000.00000000
PA
3301185.98000000
0.212044062008
Long
DBT
CORP
GB
N
2
2026-08-05
Fixed
3.62500000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423870
126000.00000000
NS
USD
2302020.00000000
0.147864941442
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPQL4
1523161.37150000
PA
USD
1398349.61000000
0.089819759689
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-19786912.00000000
PA
USD
-19786912.00000000
-1.27096662245
Short
RA
CORP
CA
N
2
Reverse repurchase
N
5.54000000
N/A
28976000.00000000
USD
22132268.20000000
USD
CDS
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc.
43300A203
1405.00000000
NS
USD
235365.60000000
0.015118166072
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies plc
N/A
1052.00000000
NS
USD
237131.32000000
0.015231583021
Long
EC
CORP
US
N
1
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30610GAA1
752953.81160000
PA
USD
681392.18000000
0.043767653971
Long
ABS-O
CORP
KY
N
2
2039-09-15
Fixed
3.59700000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial, Inc.
46817M206
152000.00000000
NS
USD
3803040.00000000
0.244279496661
Long
EP
CORP
US
N
2
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc.
416515104
3026.00000000
NS
USD
236512.16000000
0.015191812707
Long
EC
CORP
US
N
1
N
N
N
GINKGO BIOWORKS HOLDINGS INC
N/A
Ginkgo Bioworks Holdings, Inc.
37611X118
26852.00000000
NS
USD
2411.31000000
0.000154884932
N/A
DE
US
N
1
Ginkgo Bioworks Holding, Inc.
N/A
Call
Purchased
N/A
Ginkgo Bioworks Holding, Inc.
26852
11.50000000
USD
2026-09-16
XXXX
-59766.48000000
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Companies, Inc.
571748102
1112.00000000
NS
USD
221755.04000000
0.014243923164
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1598356.92000000
PA
USD
-1598356.92000000
-0.10266676761
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
N/A
2063000.00000000
USD
1908937.90000000
USD
CDS
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AN6
625000.00000000
PA
USD
535447.38000000
0.034393226596
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.12500000
N
N
N
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp.
69351T106
8699.00000000
NS
USD
227217.88000000
0.014594816083
Long
EC
CORP
US
N
1
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
7050000.00000000
PA
USD
6179553.42000000
0.396929351001
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
Finance of America HECM Buyout
N/A
Finance of America HECM Buyout
317380AD5
3800000.00000000
PA
USD
3444280.86000000
0.221235431350
Long
ABS-MBS
CORP
US
N
2
2032-08-01
Variable
6.00000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding Ltd.
12571HAA4
2000000.00000000
PA
USD
1995826.00000000
0.128197276574
Long
ABS-O
CORP
KY
N
2
2035-04-21
Floating
12.68200000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III LP
N/A
Dyal Capital Partners III
N/A
3649317.40000000
PA
USD
3000890.99000000
0.192755306432
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452EAA9
3650000.00000000
NS
USD
3440239.98000000
0.220975874750
Long
EP
CORP
US
N
2
N
N
N
SIERRA ENTERPRISES LLC
N/A
Lyons Magnus
N/A
2476949.30330000
PA
USD
2150809.39000000
0.138152276916
Long
LON
CORP
US
N
2
2027-05-10
Variable
6.07000000
N
N
Y
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAQ2
450000.00000000
PA
USD
437338.58000000
0.028091434271
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-3551946.54000000
PA
USD
-3551946.54000000
-0.22815108780
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
4095000.00000000
USD
3993853.50000000
USD
CDS
N
N
N
CHESTERFIELD FINANCIAL HOLDING CHEST_23-1
N/A
CHEST
N/A
1500000.00000000
PA
USD
1464427.31000000
0.094064108235
Long
ABS-O
CORP
US
N
3
2043-03-15
Variable
7.12500000
N
N
N
N
N
N
EXIDE TECHNOLOGIES
549300KITCGPNNNXQP63
Exide Technologies
N/A
791606.00000000
PA
USD
0.79000000
0.000000050743
Long
DBT
CORP
US
N
3
2024-10-31
Fixed
11.00000000
Y
N
N
N
N
N
ANCHOR HOLDINGS SCA
N/A
TVL Finance plc
N/A
780000.00000000
PA
864508.49000000
0.055529707496
Long
DBT
CORP
JE
N
2
2028-04-28
Fixed
9.45200000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30319YAG3
1400000.00000000
PA
USD
1320787.30000000
0.084837723726
Long
ABS-O
CORP
US
N
2
2038-05-16
Floating
7.49400000
N
N
N
N
N
N
RESONETICS LLC
N/A
Resonetics LLC
N/A
1470000.00000000
PA
USD
1463385.00000000
0.093997157858
Long
LON
CORP
US
N
2
2028-04-28
Variable
9.65000000
N
N
N
N
N
N
ADAPA GMBH
N/A
Schur Flexibles GesmbH
N/A
660.00000000
NS
149714.24000000
0.009616548653
Long
EC
CORP
DE
N
2
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
7307.00000000
NS
USD
186839.99000000
0.012001235515
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
631.00000000
NS
USD
223885.11000000
0.014380743295
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505EL4
2000000.00000000
NS
USD
1982486.40000000
0.127340438157
Long
EP
CORP
US
N
2
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
9487346.39300000
PA
USD
0.09000000
0.000000005780
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
Avalara, Inc.
N/A
Avalara, Inc.
N/A
-700000.03000000
PA
USD
-8224.68000000
-0.00052829333
Short
LON
CORP
US
N
3
2028-10-19
Variable
0.50000000
N
N
N
N
N
N
RYAN SPECIALTY GROUP
549300K52N7QBO3PYY45
Ryan Specialty LLC
78351MAA0
1100000.00000000
PA
USD
992750.00000000
0.063767004898
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.37500000
N
N
N
N
N
N
STAR US BIDCO LLC
N/A
Sundyne (Star US Bidco)
N/A
120583.82360000
PA
USD
120307.69000000
0.007727686786
Long
LON
CORP
US
N
2
2027-03-17
Variable
9.70000000
N
N
N
N
N
N
ENDO LUX FIN CO I SARL
N/A
Endo Luxembourg Finance Company I SARL / Endo US, Inc.
29280BAA3
1900000.00000000
PA
USD
1220750.00000000
0.078412058655
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
7.12500000
Y
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AP6
1987000.00000000
PA
USD
1786750.74000000
0.114767809811
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.62500000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Company-Issuer Corp.
47232MAF9
7500000.00000000
PA
USD
6411901.50000000
0.411853693641
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
2266.00000000
NS
USD
225013.80000000
0.014453242092
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group, Inc.
828806109
1889.00000000
NS
USD
235917.21000000
0.015153597467
Long
EC
CORP
US
N
1
N
N
N
ONEAMERICA FINL PARTNERS
5493009S1SVD6UNUDB08
OneAmerica Financial Partners, Inc.
682441AB6
1730000.00000000
PA
USD
1157943.65000000
0.074377837725
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
525825.42190000
PA
USD
518816.17000000
0.033324959208
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.45000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C761
84800.00000000
NS
USD
0.08000000
0.000000005138
Long
EP
CORP
US
N
3
N
N
N
FIRSTDIGITAL COMMUNICATIONS LLC
N/A
FirstDigital Communications LLC
N/A
8000000.00000000
PA
USD
7773983.20000000
0.499343867840
Long
LON
CORP
US
N
3
2026-12-17
Variable
9.71000000
N
N
N
N
N
N
ResMed Inc
529900T3QE5253CCXF22
ResMed, Inc.
761152107
1434.00000000
NS
USD
226184.82000000
0.014528459858
Long
EC
CORP
US
N
1
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
50221KAA1
6888647.09450000
PA
USD
6836415.99000000
0.439121402090
Long
ABS-MBS
CORP
US
N
2
2028-01-01
Floating
8.85000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
3103.00000000
NS
USD
207869.97000000
0.013352047741
Long
EC
CORP
US
N
1
N
N
N
EPICOR SOFTWARE CORP
JGNXVGGGXR4O1L5I7S73
Epicor Software
N/A
485000.00000000
PA
USD
485737.20000000
0.031200207919
Long
LON
CORP
US
N
2
2027-07-30
Variable
8.71000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
542.00000000
NS
USD
197510.22000000
0.012686613111
Long
EC
CORP
US
N
1
N
N
N
Invesco Municipal Opportunity
WERC5RXCUSU16MOTZ848
Invesco Municipal Opportunity Trust
46132C107
229099.00000000
NS
USD
2098546.84000000
0.134795312643
Long
EC
RF
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Company, Inc.
086516101
2948.00000000
NS
USD
209131.12000000
0.013433054800
Long
EC
CORP
US
N
1
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird B
N/A
1514294.11000000
PA
USD
1376918.33000000
0.088443170883
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
7.50000000
N
N
N
N
N
N
West CLO Ltd
254900Y23DE747A9HN36
West CLO Ltd.
95168RAC2
1350000.00000000
PA
USD
135.00000000
0.000008671413
Long
ABS-O
CORP
KY
N
2
2025-11-07
None
0.00000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INC
549300DAKDS8SCO1OT57
Williams Scotsman, Inc.
71953LAA9
1683000.00000000
PA
USD
1671067.53000000
0.107337165824
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.12500000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy, Inc.
65339F101
3217.00000000
NS
USD
188226.67000000
0.012090305704
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
1873.00000000
NS
USD
192432.02000000
0.012360426655
Long
EC
CORP
US
N
1
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
Equities Corp.
26884L109
5098.00000000
NS
USD
203716.08000000
0.013085232204
Long
EC
CORP
US
N
1
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBE1
3000000.00000000
PA
USD
2761527.90000000
0.177380370816
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.50000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
902973304
5998.00000000
NS
USD
228643.76000000
0.014686404194
Long
EC
CORP
US
N
1
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369106
1038.00000000
NS
USD
234266.22000000
0.015047549935
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128B549
24000.00000000
NS
USD
488880.00000000
0.031402078423
Long
EP
CORP
US
N
2
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939U106
2546.00000000
NS
USD
212896.52000000
0.013674916579
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
2024.00000000
NS
USD
261197.20000000
0.016777399276
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103108
4177.00000000
NS
USD
233243.68000000
0.014981869438
Long
EC
CORP
US
N
1
N
N
N
CENTRAL HOLDCO LLC
N/A
Central Parent LLC
N/A
3206250.00000000
PA
USD
3206827.13000000
0.205983139067
Long
LON
CORP
US
N
2
2029-07-06
Variable
9.41000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BM8
2750000.00000000
PA
USD
2745170.18000000
0.176329670427
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
11.25000000
N
N
N
N
N
N
Mettler-Toledo International I
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
189.00000000
NS
USD
206374.77000000
0.013256007020
Long
EC
CORP
US
N
1
N
N
N
DATIX BIDCO LIMITED
N/A
RLDatix
N/A
652084.40000000
PA
USD
640607.71000000
0.041147957675
Long
LON
CORP
US
N
3
2025-04-28
Variable
9.94000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp.
526057104
1825.00000000
NS
USD
233454.00000000
0.014995378858
Long
EC
CORP
US
N
1
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
Cigna Group
125523100
769.00000000
NS
USD
202154.72000000
0.012984941848
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
2020.99880000
NS
USD
244864.21000000
0.015728287362
Long
EC
CORP
US
N
1
N
N
N
GIBSON BRANDS INC
549300KU4ACNZQGB7J14
Gibson Brands, Inc.
N/A
4838812.50000000
PA
USD
4306543.13000000
0.276620858089
Long
LON
CORP
US
N
2
2028-08-11
Variable
10.66000000
N
N
N
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
J.B. Hunt Transport Services, Inc.
445658107
1173.00000000
NS
USD
217321.71000000
0.013959158444
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison, Inc.
209115104
2417.00000000
NS
USD
217795.87000000
0.013989615018
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
5276.00000000
NS
USD
243223.60000000
0.015622906565
Long
EC
CORP
US
N
1
N
N
N
OCULUS INTERMEDIATE INC
N/A
CNT Holdings I Corp.
N/A
1803750.00000000
PA
USD
1805445.53000000
0.115968626498
Long
LON
CORP
US
N
2
2027-11-08
Variable
8.93000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GA38
7700000.00000000
NS
USD
7812050.40000000
0.501789026570
Long
EP
CORP
US
N
2
N
N
N
AASET 2021-2 Trust
N/A
AASET Trust
00258BAA2
3854325.31340000
PA
USD
3300073.33000000
0.211972593503
Long
ABS-O
CORP
US
N
2
2047-01-15
Fixed
2.79800000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management, Inc.
94106L109
1379.00000000
NS
USD
235795.21000000
0.015145761079
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2032134.87000000
PA
USD
-2032134.87000000
-0.13052949303
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
3150000.00000000
USD
2838780.00000000
USD
CDS
N
N
N
TRANSCENDIA HOLDINGS INC
N/A
Transcendia Holdings, Inc.
N/A
1699041.24840000
PA
USD
1259839.09000000
0.080922856130
Long
LON
CORP
US
N
2
2024-05-30
Variable
9.23000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-5730569.47000000
PA
USD
-5730569.47000000
-0.36808990326
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
N/A
7810000.00000000
USD
6640517.00000000
USD
CDS
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
Crown Castle, Inc.
22822V101
2161.00000000
NS
USD
253442.08000000
0.016279267043
Long
EC
CORP
US
N
1
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BJ3
3150000.00000000
NS
USD
2378643.44000000
0.152786671257
Long
EP
CORP
US
N
2
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings, Inc.
368736104
1876.00000000
NS
USD
219623.32000000
0.014106997050
Long
EC
CORP
US
N
1
N
N
N
OSAIC HOLDINGS INC
N/A
Osaic Holdings, Inc.
N/A
200000.00000000
PA
USD
200062.00000000
0.012850520809
Long
LON
CORP
US
N
2
2028-08-10
Variable
9.85000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-656980.05000000
PA
USD
-656980.05000000
-0.04219959714
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
821000.00000000
USD
819768.50000000
USD
CDS
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
3120.00000000
NS
USD
222861.60000000
0.014315000492
Long
EC
CORP
US
N
1
N
N
N
GRAFTECH GLOBAL ENTERPRI
N/A
GrafTech Global Enterprises, Inc.
38431AAA4
2600000.00000000
PA
USD
2041000.00000000
0.131098924199
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
9.87500000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AC4
1400000.00000000
PA
USD
1316302.60000000
0.084549659373
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
7219.00000000
NS
USD
232018.66000000
0.014903183106
Long
EC
CORP
US
N
1
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AN1
3060000.00000000
PA
USD
2794501.03000000
0.179498323717
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.23000000
N
N
N
N
N
N
ENERSYS
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAC6
325000.00000000
PA
USD
297426.58000000
0.019104509880
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.37500000
N
N
N
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
2104.00000000
NS
USD
250649.52000000
0.016099893396
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
2152.00000000
NS
USD
240292.32000000
0.015434622560
Long
EC
CORP
US
N
1
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAB5
925000.00000000
PA
USD
819399.87000000
0.052632259405
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.87500000
N
N
N
N
N
N
MORAN FOODS LLC
N/A
Moran Foods LLC
N/A
755309.42170000
PA
USD
664621.75000000
0.042690444107
Long
LON
CORP
US
N
3
2026-06-30
Variable
12.74000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
4800000.00000000
PA
USD
4560000.00000000
0.292901075133
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
7612.00000000
NS
USD
232089.88000000
0.014907757758
Long
EC
CORP
US
N
1
N
N
N
PROJECT ALPHA INTERMEDIATE HOLDING INC
N/A
Qlik Technologies, Inc. - Class A
N/A
111.68000000
NS
USD
182414.72000000
0.011716988510
Long
EC
CORP
US
N
3
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAF1
476000.00000000
PA
USD
410550.00000000
0.026370731665
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.37500000
N
N
N
N
N
N
MIRABELA NICKEL LTD
N/A
Mirabela Nickel Ltd.
N/A
2667995.00000000
PA
USD
13339.97000000
0.000856862183
Long
DBT
CORP
AU
Y
3
2019-06-24
Variable
9.50000000
Y
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCL5
1225000.00000000
PA
USD
980080.61000000
0.062953215874
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.50000000
N
N
N
N
N
N
Trinity Rail Leasing L.P.
N/A
Trinity Rail Leasing, LP
89655YAA4
103242.72800000
PA
USD
103103.44000000
0.006622611496
Long
ABS-O
CORP
US
N
2
2039-11-16
Fixed
6.65700000
N
N
N
N
N
N
INSPIRED EDUCATION HOLDINGS LTD
N/A
Inspired Finco Holdings Ltd.
N/A
1250000.00000000
PA
1355949.27000000
0.087096271712
Long
LON
CORP
GB
N
2
2028-12-31
Variable
8.10000000
N
N
N
N
N
N
AMERICAN FINANCIAL GROUP
549300AFOM7IVKIU1G39
American Financial Group, Inc.
025932864
100000.00000000
NS
USD
1811000.00000000
0.116325405058
Long
EP
CORP
US
N
2
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.
50106GAE2
250000.00000000
PA
USD
236386.79000000
0.015183759854
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
5.00000000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370860
17474.00000000
NS
USD
179283.24000000
0.011515845120
Long
EC
CORP
US
N
1
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AA8
2200000.00000000
PA
USD
1792158.06000000
0.115115136531
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769106
988.00000000
NS
USD
215808.84000000
0.013861982732
Long
EC
CORP
US
N
1
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AJ1
1690000.00000000
PA
USD
1701882.09000000
0.109316467963
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
NIDDA MIDCO SARL
N/A
Nidda Healthcare Holding GmbH
N/A
1900000.00000000
PA
2038807.97000000
0.130958124211
Long
LON
CORP
DE
N
2
2026-08-21
Variable
7.46000000
N
N
N
N
N
N
Start Ltd.
N/A
Start II Ltd.
85573LAA9
1994359.55000000
PA
USD
1800088.99000000
0.115624561514
Long
ABS-O
CORP
BM
N
2
2044-03-15
Fixed
4.08900000
N
N
N
N
N
N
NIDDA MIDCO SARL
N/A
Nidda Healthcare Holding
N/A
175000.00000000
PA
194205.42000000
0.012474336911
Long
DBT
CORP
DE
N
2
2026-08-21
Fixed
7.50000000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R Smokey Buyer, Inc.
12510CAA9
4445000.00000000
PA
USD
4299337.35000000
0.276158011442
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
6290000.00000000
PA
USD
5744374.89000000
0.368976662555
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAE1
2500000.00000000
PA
USD
2255561.00000000
0.144880754809
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
INGENOVIS HEALTH INC
N/A
CCRR Parent, Inc.
N/A
747448.97980000
PA
USD
703222.42000000
0.045169869051
Long
LON
CORP
US
N
2
2028-03-06
Variable
9.21000000
N
N
N
N
N
N
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
S&P 500 Index
N/A
-1.00000000
NC
USD
-5695.00000000
-0.00036580518
N/A
DE
US
N
1
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
Call
Written
S&P 500 INDEX
US78378X1072
-100
4510.00000000
USD
2023-12-05
XXXX
-1447.07000000
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829107
3085.00000000
NS
USD
222644.45000000
0.014301052363
Long
EC
CORP
US
N
1
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AS3
3000000.00000000
PA
USD
2839177.50000000
0.182368013650
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
10.17700000
N
N
N
N
N
N
ARCLINE FM HOLDINGS LLC
N/A
Arcline FM Holdings LLC
N/A
7154000.00000000
PA
USD
7034170.50000000
0.451823706606
Long
LON
CORP
US
N
2
2028-06-23
Variable
10.40000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
1567.00000000
NS
USD
228923.03000000
0.014704342458
Long
EC
CORP
US
N
1
N
N
N
CoStar Group Inc
N/A
CoStar Group, Inc.
22160N109
2623.00000000
NS
USD
217813.92000000
0.013990774418
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
Dentsply Sirona, Inc.
24906P109
9569.00000000
NS
USD
303815.75000000
0.019514903468
Long
EC
CORP
US
N
1
N
N
N
INCEPTION HOLDCO SARL
N/A
Inception Holdco SARL
N/A
652537.65000000
PA
703257.42000000
0.045172117196
Long
LON
CORP
LU
N
3
2029-09-26
Variable
9.72000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211K100
6317.00000000
NS
USD
210861.46000000
0.013544199196
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp.
87612G101
2538.00000000
NS
USD
229562.10000000
0.014745391644
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners Limited Partnership / GLP Finance Corp.
37954FAJ3
2980000.00000000
PA
USD
2774886.60000000
0.178238436077
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
GALLS
N/A
Galls LLC
N/A
72132.81050000
PA
USD
70329.49000000
0.004517452463
Long
LON
CORP
US
N
3
2025-01-31
Variable
12.17000000
N
N
N
N
N
N
CELLNEX FINANCE
549300OUROMFTRFA7T23
Cellnex Finance Company S.A.
15118JAA3
1750000.00000000
PA
USD
1265600.00000000
0.081292894888
Long
DBT
CORP
ES
N
2
2041-07-07
Fixed
3.87500000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac, Inc.
001055102
2894.00000000
NS
USD
239362.74000000
0.015374913134
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106103
2203.00000000
NS
USD
242924.81000000
0.015603714479
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
4846.00000000
NS
USD
243366.12000000
0.015632061008
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661107
936.00000000
NS
USD
186104.88000000
0.011954017420
Long
EC
CORP
US
N
1
N
N
N
ALBION JVCO LTD
N/A
Albion Financing 3 SARL
N/A
1700000.00000000
PA
1850642.28000000
0.118871735416
Long
LON
CORP
LU
N
2
2026-08-17
Variable
9.25000000
N
N
N
N
N
N
RAINBOW FINCO SARL
N/A
Rainbow Finco SARL
N/A
700000.00000000
PA
USD
663250.00000000
0.042602332912
Long
LON
CORP
LU
N
2
2029-02-26
Variable
10.05000000
N
N
N
N
N
N
Cerberus
635400CIKKARDIZZL727
Cerberus Loan Funding XLII LLC
15675CAE5
5750000.00000000
PA
USD
5748644.15000000
0.369250888617
Long
ABS-O
CORP
US
N
2
2035-09-13
Floating
9.57700000
N
N
N
N
N
N
HEALTHCHANNELS INTERMEDIATE HOLDCO LLC
N/A
ScribeAmerica Intermediate Holdco LLC (Healthchannels)
N/A
2447876.00220000
PA
USD
1750231.34000000
0.112422070442
Long
LON
CORP
US
N
2
2025-04-03
Variable
9.96000000
N
N
N
N
N
N
AASET 2019-1 Trust
549300TXM3PCKZJKD061
AASET Trust
00256DAA0
727500.25080000
PA
USD
545631.88000000
0.035047404447
Long
ABS-O
CORP
US
N
2
2039-05-15
Fixed
3.84400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSFR7
1978003.54000000
PA
USD
1905019.34000000
0.122364520358
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corp.
45784P101
1227.00000000
NS
USD
232013.43000000
0.014902847169
Long
EC
CORP
US
N
1
N
N
N
FLNG LIQUEFACTION 2 LLC
5493008RXZY6NJ5WF161
FLNG Liquefaction 2 LLC
33972PAA7
232127.50000000
PA
USD
195768.89000000
0.012574762797
Long
DBT
CORP
US
N
2
2038-03-31
Fixed
4.12500000
N
N
N
N
N
N
Labrador Aviation Finance Limi
N/A
Labrador Aviation Finance Ltd.
50543LAA0
4298797.98260000
PA
USD
3622758.69000000
0.232699542818
Long
ABS-O
CORP
US
N
2
2042-01-15
Fixed
4.30000000
N
N
N
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins, Inc.
775711104
5948.00000000
NS
USD
242321.52000000
0.015564963538
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
25000.00000000
NC
80.62000000
0.000005178439
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
27153.33000000
USD
25000.00000000
EUR
2023-12-18
80.62000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1619934.39000000
PA
USD
-1619934.39000000
-0.10405274659
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
2114000.00000000
USD
1987794.20000000
USD
CDS
N
N
N
Atlas Senior Loan Fund LTD
N/A
Atlas Senior Loan Fund IX Ltd.
04941WAC7
2600000.00000000
PA
USD
61903.40000000
0.003976222020
Long
ABS-O
CORP
KY
N
2
2028-04-20
None
0.00000000
N
N
N
N
N
N
PACIFIC BEACON LLC
549300RDBP3BJOLTTC39
Pacific Beacon LLC
69403WAG2
664484.04850000
PA
USD
574241.93000000
0.036885104974
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
5.62800000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp.
26483EAL4
1800000.00000000
PA
USD
1626480.00000000
0.104473188746
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAE5
525000.00000000
PA
USD
422048.24000000
0.027109294573
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Company LLC / Legends Hospitality Co-Issuer, Inc.
52473NAA6
3000000.00000000
PA
USD
2954980.29000000
0.189806338583
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
ARCIS GOLF LLC
N/A
Arcis Golf LLC
N/A
2684124.98410000
PA
USD
2685252.32000000
0.172480984985
Long
LON
CORP
US
N
2
2028-11-24
Variable
9.71000000
N
N
N
N
N
N
PT INTERMEDIATE HOLDINGS III LLC
N/A
PT Intermediate Holdings III LLC
N/A
239361.55750000
PA
USD
238763.15000000
0.015336399854
Long
LON
CORP
US
N
3
2028-11-01
Variable
11.52000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-2944684.77000000
PA
USD
-2944684.77000000
-0.18914502961
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.35000000
N/A
4693000.00000000
USD
3452170.80000000
USD
CDS
N
N
N
Interpublic Group of Cos Inc/T
5493008IUOJ5VWTRC333
Interpublic Group of Companies, Inc.
460690100
6729.00000000
NS
USD
206849.46000000
0.013286497637
Long
EC
CORP
US
N
1
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X108
1565.00000000
NS
USD
262951.30000000
0.016890069841
Long
EC
CORP
US
N
1
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E408
82000.00000000
NS
USD
1312820.00000000
0.084325962600
Long
EP
CORP
US
N
2
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings, Inc.
50149XAA2
6400000.00000000
NS
USD
6448000.00000000
0.414172397470
Long
EP
CORP
US
N
2
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAG6
5550000.00000000
PA
USD
4581544.98000000
0.294284967196
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.87500000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EAZ1
3150000.00000000
PA
USD
2768975.37000000
0.177858741862
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Company, Inc.
00404AAP4
2400000.00000000
PA
USD
2240448.00000000
0.143910006136
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
2163.00000000
NS
USD
199493.49000000
0.012814003882
Long
EC
CORP
US
N
1
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AN5
1450000.00000000
PA
USD
1108380.00000000
0.071194231065
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
150000.00000000
PA
USD
135844.50000000
0.008725657916
Long
LON
CORP
US
N
2
2028-03-02
Variable
9.24000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1440866.67000000
PA
USD
-1440866.67000000
-0.09255074490
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
2000000.00000000
USD
1761200.00000000
USD
CDS
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
04288BAB6
1550000.00000000
PA
USD
1581479.14000000
0.101582662370
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
8.00000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448C104
3692.00000000
NS
USD
191836.32000000
0.012322163240
Long
EC
CORP
US
N
1
N
N
N
APEX GROUP TREASURY LLC
N/A
Apex Group Treasury LLC
N/A
2034625.00000000
PA
USD
2032081.72000000
0.130526079067
Long
LON
CORP
US
N
3
2028-07-27
Variable
10.40000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364G103
2262.00000000
NS
USD
229389.42000000
0.014734299943
Long
EC
CORP
US
N
1
N
N
N
Axon Enterprise Inc
549300QP2IEEGFE16681
Axon Enterprise, Inc.
05464C101
1009.00000000
NS
USD
231938.83000000
0.014898055410
Long
EC
CORP
US
N
1
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
825000.00000000
PA
USD
770064.57000000
0.049463320279
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
ADAPA GMBH
N/A
Schur Flexibles GmbH
N/A
163951.15130000
PA
170447.80000000
0.010948321025
Long
LON
CORP
DE
N
2
2026-09-30
Fixed
13.41000000
N
N
N
N
N
N
COMPAGNIE BENELUX PARTICIPATIONS SA
N/A
Holding SOCOTEC
N/A
1323000.00000000
PA
USD
1303155.00000000
0.083705153632
Long
LON
CORP
FR
N
2
2028-06-30
Variable
9.56000000
N
N
N
N
N
N
Aligned Data Centers Issuer LL
N/A
Aligned Data Centers Issuer LLC
01627AAB4
1500000.00000000
PA
USD
1295005.80000000
0.083181708579
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
2.48200000
N
N
N
N
N
N
CLEARWATER PAPER CORP
549300HCVV19GXN4P292
Clearwater Paper Corp.
18538RAJ2
2547000.00000000
PA
USD
2272906.89000000
0.145994928017
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AB4
1175000.00000000
PA
USD
1035468.75000000
0.066510945206
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.00000000
N
N
N
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow, Inc.
260557103
4032.00000000
NS
USD
208656.00000000
0.013402536564
Long
EC
CORP
US
N
1
N
N
N
CHECKERS HOLDINGS INC
N/A
Checkers Holdings, Inc.
N/A
651890.68250000
PA
USD
651890.68000000
0.041872693210
Long
LON
CORP
US
N
3
2028-06-16
Variable
7.35000000
N
N
Y
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
5698.00000000
NS
USD
254700.60000000
0.016360105170
Long
EC
CORP
US
N
1
N
N
N
Tyler Technologies Inc
25490040SMU4Z8LBCW70
Tyler Technologies, Inc.
902252105
552.00000000
NS
USD
225679.68000000
0.014496013356
Long
EC
CORP
US
N
1
N
N
N
CELESTIAL-SATURN PARENT INC
54930086CD8K2UIL0516
CoreLogic, Inc.
N/A
1258073.74760000
PA
USD
1178664.13000000
0.075708769933
Long
LON
CORP
US
N
2
2028-06-02
Variable
8.96000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
1279.00000000
NS
USD
244045.99000000
0.015675730888
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94988U128
148000.00000000
NS
USD
2862320.00000000
0.183854518723
Long
EP
CORP
US
N
2
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653101
1160.00000000
NS
USD
140673.20000000
0.009035818316
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-14939246.81000000
PA
USD
-14939246.81000000
-0.95958803779
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.52000000
N/A
19646000.00000000
USD
16397567.70000000
USD
CDS
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
473261.90000000
NS
USD
274537.81000000
0.017634302568
Long
EP
CORP
US
N
3
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
1213.00000000
NS
USD
230409.35000000
0.014799812792
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPZC5
5705407.50480000
PA
USD
5500176.35000000
0.353291132969
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
CBC INSURANCE REVENUE SECURITI
54930084NLD71YMN4154
CBC Insurance Revenue Securitization LLC
12479MAH1
289945.31830000
PA
USD
252211.37000000
0.016200215226
Long
ABS-O
CORP
US
Y
2
2046-07-15
Fixed
5.25000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
1225.00000000
NS
USD
206155.25000000
0.013241906659
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-1870380.17000000
PA
USD
-1870380.17000000
-0.12013955322
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1950000.00000000
USD
1997970.00000000
USD
CDS
N
N
N
HP COMMUNITIES LLC
N/A
HP Communities LLC
44329HAV6
1000000.00000000
PA
USD
794937.90000000
0.051061001222
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
6.16000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Companies, Inc.
969457100
6404.00000000
NS
USD
235603.16000000
0.015133425190
Long
EC
CORP
US
N
1
N
N
N
Invesco Trust for Investment G
V0VF67S6NRLBDK357F71
Invesco Trust for Investment Grade Municipals
46131M106
212335.00000000
NS
USD
2008689.10000000
0.129023508114
Long
EC
RF
US
N
1
N
N
N
Guggenheim Active Allocation F
549300WVFF2XZ68PVT94
Guggenheim Active Allocation Fund
40170T106
950000.00000000
NS
USD
13053000.00000000
0.838429327570
Long
EC
RF
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1267072.84000000
PA
USD
-1267072.84000000
-0.08138749936
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
1650000.00000000
USD
1567500.00000000
USD
CDS
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
449.00000000
NS
USD
248283.53000000
0.015947919490
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
3459.00000000
NS
USD
205499.19000000
0.013199766160
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DNST1
1745875.56480000
PA
USD
1610507.36000000
0.103447223082
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
6267.00000000
NS
USD
190955.49000000
0.012265585158
Long
EC
CORP
US
N
1
N
N
N
Project Silver
N/A
Project Silver
827304AA4
8340924.63950000
PA
USD
6923217.68000000
0.444696908302
Long
ABS-O
CORP
KY
N
2
2044-07-15
Fixed
3.96700000
N
N
N
N
N
N
RECESS HOLDINGS INC
N/A
PlayCore
N/A
1825000.00000000
PA
USD
1821587.25000000
0.117005452626
Long
LON
CORP
US
N
2
2027-03-29
Variable
9.39000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-22784130.76000000
PA
USD
-22784130.76000000
-1.46348605166
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
N/A
25121000.00000000
USD
22642334.50000000
USD
CDS
N
N
N
ARES FINANCE CO IV LLC
N/A
Ares Finance Company IV LLC
039936AA7
4100000.00000000
PA
USD
2662212.04000000
0.171001045778
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.65000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-6353137.21000000
PA
USD
-6353137.21000000
-0.40807910510
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
8380000.00000000
USD
7946217.00000000
USD
CDS
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
Expedia Group, Inc.
30212P303
1969.00000000
NS
USD
268138.42000000
0.017223252522
Long
EC
CORP
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
83.00000000
NS
USD
216624.19000000
0.013914354857
Long
EC
CORP
US
N
1
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236101
2962.00000000
NS
USD
221379.88000000
0.014219825628
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc
N/A
American Airlines Group, Inc.
02376R102
15375.00000000
NS
USD
191111.25000000
0.012275590042
Long
EC
CORP
US
N
1
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X306
58000.00000000
NS
USD
1135060.00000000
0.072907959285
Long
EP
CORP
US
N
2
N
N
N
GREAT LAKES DREDGE&DOCK
549300H65E3MZ1CX0P05
Great Lakes Dredge & Dock Corp.
390607AF6
3600000.00000000
PA
USD
2970100.84000000
0.190777572213
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.25000000
N
N
N
N
N
N
UPC BROADBAND FINCO BV
213800MNFBDEQRS6HZ22
UPC Broadband Finco BV
90320BAA7
4550000.00000000
PA
USD
3839062.50000000
0.246593318806
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
Mach I
N/A
MACH 1 Cayman Ltd.
55446MAA5
4136430.43850000
PA
USD
3538798.97000000
0.227306583990
Long
ABS-O
CORP
KY
N
2
2039-10-15
Fixed
3.47400000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249YAE1
1050000.00000000
PA
USD
108643.50000000
0.006978464464
Long
ABS-O
CORP
KY
N
2
2031-01-15
None
0.00000000
N
N
N
N
N
N
PATRIOT CONTAINER CORP
N/A
Patriot Container Corp. (Wastequip)
N/A
350000.00000000
PA
USD
331625.00000000
0.021301166456
Long
LON
CORP
US
N
2
2025-03-20
Variable
4.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust
05610DAC6
2750000.00000000
PA
USD
2751719.03000000
0.176750320691
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
8.66200000
N
N
N
N
N
N
ORANGEWOOD PARTNERS LLC
N/A
Pacific Bells LLC
N/A
7909332.47260000
PA
USD
7803031.04000000
0.501209688798
Long
LON
CORP
US
N
2
2028-11-10
Variable
10.15000000
N
N
N
N
N
N
OREGON CLEAN ENERGY LLC
N/A
Oregon Clean Energy LLC
N/A
793871.45900000
PA
USD
780971.05000000
0.050163872849
Long
LON
CORP
US
N
2
2026-03-01
Variable
9.24000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636Q104
522.00000000
NS
USD
216019.26000000
0.013875498575
Long
EC
CORP
US
N
1
N
N
N
Jacobs Solutions Inc
N/A
Jacobs Solutions, Inc.
46982L108
1656.00000000
NS
USD
210610.08000000
0.013528052382
Long
EC
CORP
US
N
1
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AR5
3925000.00000000
PA
USD
3417202.34000000
0.219496105117
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems, Inc.
609839105
431.00000000
NS
USD
236498.32000000
0.015190923727
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
Russell 2000 Index
N/A
-184.00000000
NC
USD
-495880.00000000
-0.03185170726
N/A
DE
US
N
1
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
Call
Written
Russell 2000 Index
N/A
-18400
1815.00000000
USD
2023-12-15
XXXX
10442.58000000
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co.
311900104
3968.00000000
NS
USD
237960.96000000
0.015284873031
Long
EC
CORP
US
N
1
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879QAL3
1000000.00000000
PA
USD
997137.11000000
0.064048800783
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
11712653.60700000
PA
USD
10759943.43000000
0.691140131365
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
ZEPHYR BIDCO LTD
N/A
Zephyr Bidco Ltd.
N/A
3000000.00000000
PA
3692427.13000000
0.237174534261
Long
LON
CORP
GB
N
2
2028-07-31
Variable
11.19000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance, Inc.
68245XAM1
725000.00000000
PA
USD
625009.81000000
0.040146062569
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-3514333.30000000
PA
USD
-3514333.30000000
-0.22573508814
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
4750000.00000000
USD
4219530.00000000
USD
CDS
N
N
N
ATD New Holdings Inc
5493001F45YR8KICVO87
ATD New Holdings, Inc.
04683P100
23593.00000000
NS
USD
825755.00000000
0.053040466512
Long
EC
CORP
US
N
2
N
N
N
BIB MERCHANT VOUCHER RECEIVABLES LTD
N/A
Bib Merchant Voucher Receivables Ltd.
N/A
792617.01000000
PA
USD
754790.37000000
0.048482217296
Long
ABS-O
CORP
US
N
3
2028-04-07
Fixed
4.18000000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAJ7
774000.00040000
PA
USD
687814.33000000
0.044180165953
Long
ABS-O
CORP
US
N
2
2050-01-20
Fixed
4.33600000
N
N
N
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
1043.00000000
NS
USD
221324.60000000
0.014216274845
Long
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS plc
N/A
972.00000000
NS
USD
195313.68000000
0.012545523434
Long
EC
CORP
US
N
1
N
N
N
FINASTRA SUBCO LTD
N/A
Finastra
N/A
4900000.00000000
PA
USD
4857524.89000000
0.312011899730
Long
LON
CORP
US
N
3
2029-09-13
Variable
12.71000000
N
N
N
N
N
N
HAMPTON ROADS PPV LLC
N/A
Hampton Roads PPV LLC
409322AD6
4680000.00000000
PA
USD
3872891.41000000
0.248766240760
Long
DBT
CORP
US
N
2
2053-06-15
Fixed
6.62100000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co.
369604301
1938.00000000
NS
USD
236048.40000000
0.015162024154
Long
EC
CORP
US
N
1
N
N
N
CAPSTONE BORROWER INC
254900YSP2BAI3YKIX08
Capstone Borrower, Inc.
140944AA7
3800000.00000000
PA
USD
3799996.54000000
0.244084007033
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
8.00000000
N
N
N
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings, Inc.
525327102
2261.00000000
NS
USD
242650.52000000
0.015586096094
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26614N102
2872.00000000
NS
USD
205462.88000000
0.013197433871
Long
EC
CORP
US
N
1
N
N
N
VERTICAL MANCO PP & GMBH CO KG
N/A
TK Elevator Midco GmbH
N/A
479520.96290000
PA
493840.69000000
0.031720716896
Long
LON
CORP
DE
N
3
2027-01-29
Variable
6.85000000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
4155500.03850000
PA
USD
4100107.22000000
0.263360923882
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.45000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
93363XAA1
1620286.73400000
PA
USD
1121930.12000000
0.072064591748
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
5.62700000
N
N
N
N
N
N
SHERWOOD FINANCING PLC
N/A
Sherwood Financing plc
N/A
1000000.00000000
PA
953723.06000000
0.061260199485
Long
DBT
CORP
GB
N
2
2026-11-15
Fixed
4.50000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
994.00000000
NS
USD
245488.18000000
0.015768366634
Long
EC
CORP
US
N
1
N
N
N
ISLAY NEW GROUP HOLDING SA
N/A
IVC Acquisition Ltd.
N/A
1000000.00000000
PA
1069899.85000000
0.068722547445
Long
LON
CORP
GB
N
2
2026-02-13
Variable
7.57000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp.
42809H107
1349.00000000
NS
USD
189615.44000000
0.012179510139
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585A102
1394.00000000
NS
USD
207970.86000000
0.013358528177
Long
EC
CORP
US
N
1
N
N
N
ANCHOR PACKAGING LLC
N/A
Anchor Packaging LLC
N/A
1586153.55980000
PA
USD
1561964.72000000
0.100329198642
Long
LON
CORP
US
N
2
2026-07-20
Variable
8.95000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803ER0
5060000.00000000
PA
USD
1779261.01000000
0.114286724292
Long
DBT
UST
US
N
2
2046-02-15
None
0.00000000
N
N
N
N
N
N
PROJECT SILVERBACK HOLDINGS CORP
549300BKBFFR70PT4027
Sparta Systems
N/A
1922.37000000
NS
USD
0.19000000
0.000000012204
Long
EC
CORP
US
N
3
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp North America
989701107
6202.00000000
NS
USD
220977.26000000
0.014193964261
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
2039.00000000
NS
USD
202003.73000000
0.012975243354
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPFZ5
3110522.64000000
PA
USD
2848420.45000000
0.182961713210
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T. Rowe Price Group, Inc.
74144T108
1975.00000000
NS
USD
197756.75000000
0.012702448396
Long
EC
CORP
US
N
1
N
N
N
SITECORE HOLDING III A/S
N/A
Sitecore Holding III A/S
N/A
647106.24280000
PA
701588.28000000
0.045064903840
Long
LON
CORP
DK
N
3
2026-03-12
Variable
10.98000000
N
N
Y
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
2912721.14550000
PA
USD
2880985.77000000
0.185053471376
Long
LON
CORP
US
N
3
2027-01-29
Variable
11.45000000
N
N
N
N
N
N
SNACKING INVESTMENTS BIDCO PTY LTD
N/A
Snacking Investments US LLC (Arnott's)
N/A
459986.38020000
PA
USD
457879.64000000
0.029410841850
Long
LON
CORP
AU
N
2
2026-12-18
Variable
9.35000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
10535000.00000000
PA
USD
10645865.28000000
0.683812584702
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
PROAMPAC PG BORROWER LLC
N/A
ProAmpac PG Borrower LLC
N/A
500000.00000000
PA
USD
496145.00000000
0.031868728930
Long
LON
CORP
US
N
2
2028-09-15
Variable
9.88000000
N
N
N
N
N
N
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
S&P 500 Index
N/A
-1.00000000
NC
USD
-4510.00000000
-0.00028968944
N/A
DE
US
N
1
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
Call
Written
S&P 500 INDEX
US78378X1072
-100
4560.00000000
USD
2023-12-13
XXXX
-272.07000000
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
44986TAB8
3000000.00000000
PA
USD
113400.00000000
0.007283987263
Long
ABS-O
CORP
KY
N
2
2030-10-15
None
0.00000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826C839
876.00000000
NS
USD
224851.68000000
0.014442828688
Long
EC
CORP
US
N
1
N
N
N
BlackRock MuniVest Fund Inc
68LQJ5NLUNQI2T9OLL41
BlackRock MuniVest Fund, Inc.
09253R105
24898.00000000
NS
USD
168808.44000000
0.010843020519
Long
EC
RF
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2219802.27000000
PA
USD
-2219802.27000000
-0.14258387532
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
3450000.00000000
USD
2415690.00000000
USD
CDS
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCP6
750000.00000000
PA
USD
585051.90000000
0.037579458447
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra
816851109
3030.00000000
NS
USD
220796.10000000
0.014182327867
Long
EC
CORP
US
N
1
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50202KAG1
2600000.00000000
PA
USD
2386229.56000000
0.153273948166
Long
ABS-O
CORP
US
N
2
2038-12-13
Floating
7.58700000
N
N
N
N
N
N
ADAPA GMBH
N/A
Schur Flexibles GmbH
N/A
113551.74270000
PA
118051.28000000
0.007582751498
Long
LON
CORP
DE
N
2
2026-09-30
Fixed
9.59000000
N
N
Y
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp.
09073M104
2997.00000000
NS
USD
188511.30000000
0.012108588255
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
1744.00000000
NS
USD
233364.64000000
0.014989639025
Long
EC
CORP
US
N
1
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance, Inc.
75026JAC4
4700000.00000000
PA
USD
3501032.35000000
0.224880732323
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
10Y-2Y SOFR CMS CAP
N/A
44500000.00000000
NC
USD
79506.37000000
0.005106908169
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
44500000
0.10000000
USD
2024-06-20
XXXX
-123524.88000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1482662.00000000
PA
USD
-1482662.00000000
-0.09523537146
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
1850000.00000000
USD
1817440.00000000
USD
CDS
N
N
N
ARCOSA INC
549300WFHLTCZV7D6V29
Arcosa, Inc.
039653AA8
350000.00000000
PA
USD
312162.34000000
0.020051027412
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.37500000
N
N
N
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI, Inc.
55354G100
406.00000000
NS
USD
211465.10000000
0.013582972619
Long
EC
CORP
US
N
1
N
N
N
GALLS
N/A
Galls LLC
N/A
-66025.35540000
PA
USD
-1650.63000000
-0.00010602440
Short
LON
CORP
US
N
3
2024-01-31
Variable
0.60164000
N
N
N
N
N
N
GALLS
N/A
Galls LLC
N/A
27914.27280000
PA
USD
27216.42000000
0.001748183920
Long
LON
CORP
US
N
3
2025-01-31
Variable
12.28000000
N
N
N
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
2714.00000000
NS
USD
218829.82000000
0.014056028409
Long
EC
CORP
US
N
1
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AM7
3750000.00000000
PA
USD
2814164.96000000
0.180761390874
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427108
9650.00000000
NS
USD
192421.00000000
0.012359718811
Long
EC
CORP
US
N
1
N
N
N
Blue Stream Issuer, LLC
N/A
Blue Stream Issuer LLC
09606BAC8
1000000.00000000
PA
USD
934210.20000000
0.060006835960
Long
ABS-O
CORP
US
N
2
2053-05-20
Fixed
6.89800000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M102
727.00000000
NS
USD
237838.05000000
0.015276978191
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
8185.00000000
NS
USD
236955.75000000
0.015220305687
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
902653104
5564.00000000
NS
USD
185837.60000000
0.011936849307
Long
EC
CORP
US
N
1
N
N
N
CONGRUEX GROUP LLC
N/A
Congruex Group LLC
N/A
1185000.00000000
PA
USD
1162781.25000000
0.074688569796
Long
LON
CORP
US
N
2
2029-05-03
Variable
11.28000000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games Holdings Limited Partnership/Scientific Games US FinCo, Inc.
80874DAA4
850000.00000000
PA
USD
760750.00000000
0.048865020374
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.62500000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158AA4
1350000.00000000
PA
USD
1238105.25000000
0.079526833082
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
AMERITEX HOLDCO INTERMED
N/A
AmeriTex HoldCo Intermediate LLC
030727AA9
1900000.00000000
PA
USD
1857250.00000000
0.119296167059
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
10.25000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource, Inc.
65473P105
8018.00000000
NS
USD
205581.52000000
0.013205054437
Long
EC
CORP
US
N
1
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc
03969YAB4
2300000.00000000
PA
USD
1827721.11000000
0.117399446965
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331C108
12760.00000000
NS
USD
219089.20000000
0.014072689085
Long
EC
CORP
US
N
1
N
N
N
ALEXANDER FUND TRUST II
N/A
Alexander Funding Trust II
014916AA8
1950000.00000000
PA
USD
1997894.16000000
0.128330120058
Long
DBT
CORP
US
N
2
2028-07-31
Fixed
7.46700000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
3668349.03750000
PA
USD
3633646.38000000
0.233398888455
Long
LON
CORP
US
N
3
2028-11-24
Variable
10.95000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-6956131.52000000
PA
USD
-6956131.52000000
-0.44681105284
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
9096000.00000000
USD
8233753.40000000
USD
CDS
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle US CLO Ltd.
14317WAG3
2000000.00000000
PA
USD
1890236.00000000
0.121414946635
Long
ABS-O
CORP
KY
N
2
2035-04-15
Floating
11.99400000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
N/A
82363.17560000
PA
USD
82201.74000000
0.005280039040
Long
LON
CORP
CA
N
2
2028-08-11
Variable
9.14000000
N
N
N
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding, Inc.
15677J108
2962.00000000
NS
USD
204081.80000000
0.013108723384
Long
EC
CORP
US
N
1
N
N
N
SHO HOLDING I CORP
N/A
SHO Holding I Corp.
N/A
484000.00000000
PA
USD
327910.00000000
0.021062542005
Long
LON
CORP
US
N
2
2024-04-27
Variable
10.47000000
N
N
N
N
N
N
VIPER ENERGY INC
5299009LINL232255G03
Viper Energy, Inc.
92763MAB1
300000.00000000
PA
USD
303600.43000000
0.019501072885
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
SUPERIOR PLUS LP
549300K5Y13GU6TPZJ49
Superior Plus, LP
86828QAK7
350000.00000000
PA
232382.08000000
0.014926526551
Long
DBT
CORP
CA
N
2
2028-05-18
Fixed
4.25000000
N
N
N
N
N
N
BILLIKEN BUYER INC
N/A
EyeCare Partners LLC
N/A
1691525.76090000
PA
USD
874975.53000000
0.056202033651
Long
LON
CORP
US
N
2
2027-02-18
Variable
9.39000000
N
N
N
N
N
N
PPP INTERMEDIATE HOLDINGS LLC
N/A
Permian Production Partners LLC
N/A
184043.00000000
NS
USD
7567.66000000
0.000486091173
Long
EC
CORP
US
N
3
N
N
N
FONTAINEBLEAU LAS VEGAS
N/A
Fontainbleau Vegas
N/A
103818.49000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2026-01-31
Variable
9.97300000
N
N
N
N
N
N
RTX Corp
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513E101
2565.00000000
NS
USD
208996.20000000
0.013424388526
Long
EC
CORP
US
N
1
N
N
N
GALAXY FINCO LTD
N/A
Galaxy Bidco Ltd.
N/A
750000.00000000
PA
821557.81000000
0.052770869700
Long
DBT
CORP
JE
N
2
2026-07-31
Variable
8.94800000
N
N
N
N
N
N
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
S&P 500 Index
N/A
-1.00000000
NC
USD
-5500.00000000
-0.00035327980
N/A
DE
US
N
1
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
Call
Written
S&P 500 INDEX
US78378X1072
-100
4515.00000000
USD
2023-12-04
XXXX
-1332.07000000
N
N
N
Mid-America Apartment Communit
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities, Inc.
59522J103
1559.00000000
NS
USD
194064.32000000
0.012465273678
Long
EC
CORP
US
N
1
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp.
361448BF9
560000.00000000
PA
USD
500688.80000000
0.032160589435
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
2544.00000000
NS
USD
201840.96000000
0.012964788199
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1616952.49000000
PA
USD
-1616952.49000000
-0.10386121113
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
3324000.00000000
USD
2892877.20000000
USD
CDS
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GrafTech Finance, Inc.
384311AA4
2860000.00000000
PA
USD
1918259.20000000
0.123214952207
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.62500000
N
N
N
N
N
N
APA Corp
549300VCIWLRHYVSHC79
APA Corp.
03743Q108
4893.00000000
NS
USD
176148.00000000
0.011314460215
Long
EC
CORP
US
N
1
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-963270.91000000
PA
USD
-963270.91000000
-0.06187348359
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.35000000
N/A
1200000.00000000
USD
1086000.00000000
USD
CDS
N
N
N
Zimvie Inc
549300GFKURT1J6XR665
Zimvie, Inc.
98888T107
0.70000000
NS
USD
6.62000000
0.000000425220
Long
EC
CORP
US
N
1
N
N
N
CLAROS MORTGAGE TRUST INC
N/A
Claros Mortgage Trust, Inc.
N/A
3457870.17560000
PA
USD
3259042.64000000
0.209337081834
Long
LON
CORP
US
N
2
2026-08-10
Variable
9.94000000
N
N
N
N
N
N
Bunge Global SA
254900IVXSV9K0B7PO26
Bunge Global S.A.
N/A
1927.00000000
NS
USD
211719.49000000
0.013599312773
Long
EC
CORP
US
N
1
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Company, Inc.
579780206
2663.00000000
NS
USD
172642.29000000
0.011089279025
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCK7
850000.00000000
PA
USD
709068.73000000
0.045545393280
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
1700000.00000000
PA
USD
1590130.36000000
0.102138353519
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
FT GORDON HOUSING
N/A
Fort Gordon Housing LLC
347382AC7
200000.00000000
PA
USD
185679.60000000
0.011926700541
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
6.32400000
N
N
N
N
N
N
SHO HOLDING I CORP
N/A
SHO Holding I Corp.
N/A
323.26000000
PA
USD
219.01000000
0.000014067601
Long
LON
CORP
US
N
2
2024-04-29
Variable
10.89000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAP4
2400000.00000000
PA
USD
2304758.35000000
0.148040833034
Long
DBT
CORP
US
N
2
2052-12-15
Variable
6.87500000
N
N
N
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
38795.00000000
NS
USD
17706038.00000000
1.137306483895
Long
EC
RF
US
N
1
N
N
N
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
S&P 500 Index
N/A
-1.00000000
NC
USD
-4080.00000000
-0.00026206938
N/A
DE
US
N
1
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
Call
Written
S&P 500 INDEX
US78378X1072
-100
4550.00000000
USD
2023-12-08
XXXX
-342.06000000
N
N
N
SHAW DEVELOPMENT LLC
N/A
Shaw Development LLC
N/A
4468085.11000000
PA
USD
4379987.21000000
0.281338369053
Long
LON
CORP
US
N
3
2029-10-30
Variable
11.46000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
6886.00000000
NS
USD
222830.96000000
0.014313032402
Long
EC
CORP
US
N
1
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
4290814.71100000
PA
USD
3885890.53000000
0.249601209230
Long
LON
CORP
US
N
2
2028-03-02
Variable
9.21000000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918K108
2262.00000000
NS
USD
229502.52000000
0.014741564660
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KMTE5
2490016.02560000
PA
USD
2276034.16000000
0.146195800988
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
DEERFIELD TOPCO LLC
N/A
Duff & Phelps
N/A
1745489.69170000
PA
1851309.76000000
0.118914609453
Long
LON
CORP
US
N
2
2027-04-09
Variable
7.97000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
4060000.00000000
PA
USD
3947026.44000000
0.253528133302
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AC4
800000.00000000
PA
USD
686982.80000000
0.044126754543
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.87500000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
1771.00000000
NS
USD
226989.07000000
0.014580119001
Long
EC
CORP
US
N
1
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Company BV
98953GAD7
500000.00000000
PA
USD
390773.05000000
0.025100404929
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
5.12500000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAK4
625000.00000000
PA
USD
522656.25000000
0.033571617883
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
N/A
S&P 500 Index Mini Futures Contracts
N/A
30.00000000
NC
USD
367452.00000000
0.023602431109
N/A
DE
US
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
S&P 500 INDEX
US78378X1072
2023-12-15
6494673.00000000
USD
367452.00000000
N
N
N
F5 Inc
54930015FPK9KT966303
F5, Inc.
315616102
1349.00000000
NS
USD
230935.31000000
0.014833596619
Long
EC
CORP
US
N
1
N
N
N
ACCIDENT FUND INS CO AM
2549009NUX96RJZ6DQ30
Accident Fund Insurance Company of America
00452AAA8
7000000.00000000
PA
USD
6908625.78000000
0.443759631285
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
8.50000000
N
N
N
N
N
N
AVALARA INC
N/A
Avalara, Inc.
N/A
6999999.97000000
PA
USD
6917753.19000000
0.444345909399
Long
LON
CORP
US
N
3
2028-10-19
Variable
12.64000000
N
N
N
N
N
N
PROJECT ALPHA INTERMEDIATE HOLDING INC
N/A
Qlik Technologies, Inc. - Class B
N/A
27624.14000000
NS
USD
2.76000000
0.000000177282
Long
EC
CORP
US
N
3
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389B100
3767.00000000
NS
USD
229184.28000000
0.014721123249
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co.
61945C103
5752.00000000
NS
USD
206439.28000000
0.013260150671
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345Y106
886.00000000
NS
USD
213906.98000000
0.013739821144
Long
EC
CORP
US
N
1
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco, Inc.
92537RAA7
1550000.00000000
PA
USD
1472637.56000000
0.094591474694
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
1705.00000000
NS
USD
214062.75000000
0.013749826671
Long
EC
CORP
US
N
1
N
N
N
EXIDE TECHNOLOGIES
549300KITCGPNNNXQP63
Exide Technologies
N/A
341.71000000
NS
USD
341710.00000000
0.021948953154
Long
EC
CORP
US
N
3
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
78397UAA8
6075000.00000000
PA
USD
5702771.99000000
0.366304396297
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.37500000
N
N
N
N
N
N
BlackRock Taxable Municipal Bo
SNYX4R2CEK5Q5D25DZ39
BlackRock Taxable Municipal Bond Trust
09248X100
292122.00000000
NS
USD
4574630.52000000
0.293840832817
Long
EC
RF
US
N
1
N
N
N
PulteGroup Inc
N/A
PulteGroup, Inc.
745867101
2683.00000000
NS
USD
237230.86000000
0.015237976743
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
467.00000000
NS
USD
222301.34000000
0.014279013484
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160109
1001.00000000
NS
USD
213773.56000000
0.013731251219
Long
EC
CORP
US
N
1
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp.
540424108
3469.00000000
NS
USD
243836.01000000
0.015662243308
Long
EC
CORP
US
N
1
N
N
N
Etsy Inc
54930089Q7XT501AEA40
Etsy, Inc.
29786A106
3167.00000000
NS
USD
240090.27000000
0.015421644344
Long
EC
CORP
US
N
1
N
N
N
STARS JERSEY EQUITYCO LTD
N/A
Stars UK Bidco Ltd.
N/A
1000000.00000000
PA
1086914.87000000
0.069815467982
Long
LON
CORP
GB
N
2
2029-08-10
Variable
8.22000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
92919HAC3
3650000.00000000
PA
USD
2882700.65000000
0.185163622735
Long
ABS-O
CORP
KY
N
2
2035-04-20
None
0.00000000
N
N
N
N
N
N
TENSOR LTD
N/A
Tensor Ltd.
N/A
505754.25000000
NS
USD
50.58000000
0.000003248889
Long
EC
CORP
US
N
3
N
N
N
VALCOUR PACKAGING LLC
N/A
Valcour Packaging LLC
N/A
646717.17590000
PA
USD
492197.04000000
0.031615140831
Long
LON
CORP
US
N
2
2028-10-04
Variable
9.40000000
N
N
N
N
N
N
CAPSTONE ACQUISITION HOLDINGS INC
N/A
CapStone Acquisition Holdings, Inc.
N/A
2160083.48610000
PA
USD
2147936.17000000
0.137967722261
Long
LON
CORP
US
N
3
2027-11-12
Variable
10.20000000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAJ0
700000.00000000
PA
USD
562454.27000000
0.036127951841
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.87500000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
013817AK7
875000.00000000
PA
USD
860160.61000000
0.055250431459
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.95000000
N
N
N
N
N
N
DYNASTY PARENT HOLDINGS LP
N/A
StandardAero
N/A
830321.20450000
PA
USD
828976.08000000
0.053247365151
Long
LON
CORP
CA
N
2
2028-08-24
Variable
9.35000000
N
N
N
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble, Inc.
896239100
4248.00000000
NS
USD
197107.20000000
0.012660726051
Long
EC
CORP
US
N
1
N
N
N
Cencora Inc
AI8GXW8LG5WK7E9UD086
Cencora, Inc.
03073E105
1217.00000000
NS
USD
247501.29000000
0.015897674109
Long
EC
CORP
US
N
1
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
556079AC5
640000.00000000
PA
USD
536362.73000000
0.034452021990
Long
DBT
CORP
AU
N
2
2030-06-03
Fixed
3.62400000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
835.00000000
NS
USD
225149.40000000
0.014461952045
Long
EC
CORP
US
N
1
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global, LP
18060TAA3
990000.00000000
PA
USD
992460.15000000
0.063748387053
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets, Inc.
N/A
-19352067.53000000
PA
USD
-19352067.53000000
-1.24303539157
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.48000000
N/A
24550000.00000000
USD
20846350.00000000
USD
AMBS
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
1663000.00000000
PA
USD
1391393.19000000
0.089372930106
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
PT INTERMEDIATE HOLDINGS III LLC
N/A
PT Intermediate Holdings III LLC
N/A
309802.49500000
PA
USD
309027.99000000
0.019849699674
Long
LON
CORP
US
N
3
2028-11-01
Variable
11.52000000
N
N
N
N
N
N
Kenvue Inc
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177J102
10148.00000000
NS
USD
207425.12000000
0.013323473828
Long
EC
CORP
US
N
1
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
9309986.93000000
PA
USD
0.09000000
0.000000005780
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599106
3852.00000000
NS
USD
233238.60000000
0.014981543136
Long
EC
CORP
US
N
1
N
N
N
Veralto Corp
635400FJE6GSOJUSNY27
Veralto Corp.
92338C103
2596.63760000
NS
USD
200590.25000000
0.012884451729
Long
EC
CORP
US
N
1
N
N
N
Cengage Learning Holdings II I
5493003VGPEJMW28UG24
Cengage Learning Holdings II, Inc.
15136X102
11126.00000000
NS
USD
105975.15000000
0.006807069160
Long
EC
CORP
US
N
2
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
2610.00000000
NS
USD
223911.90000000
0.014382464088
Long
EC
CORP
US
N
1
N
N
N
FORTREA HOLDINGS INC
N/A
Fortrea Holdings, Inc.
N/A
1846382.52000000
PA
USD
1827346.32000000
0.117375373195
Long
LON
CORP
US
N
2
2030-07-01
Variable
9.10000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EBA5
900000.00000000
PA
USD
824264.19000000
0.052944707773
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
3625000.00000000
PA
USD
3480120.35000000
0.223537498269
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311AAB1
1625000.00000000
PA
USD
1495675.03000000
0.096071233407
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.37500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-4371335.78000000
PA
USD
-4371335.78000000
-0.28078266441
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
5580000.00000000
USD
4815976.00000000
USD
CDS
N
N
N
WOMENS CARE HOLDINGS INC
N/A
Women's Care Holdings, Inc.
N/A
6671437.50000000
PA
USD
5891746.60000000
0.378442744201
Long
LON
CORP
US
N
2
2028-01-17
Variable
10.05000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBC5
3050000.00000000
PA
USD
2798513.47000000
0.179756053539
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.00000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Company, Inc.
00404AAN9
550000.00000000
PA
USD
526923.70000000
0.033845727684
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.50000000
N
N
N
N
N
N
PELICAN TOPCO LLC
N/A
Pregis TopCo LLC
N/A
656600.00000000
PA
USD
651130.52000000
0.041823866087
Long
LON
CORP
US
N
2
2026-07-31
Variable
9.21000000
N
N
N
N
N
N
ARGOS HOLDINGS INC
N/A
PetSmart LLC
N/A
2785875.00000000
PA
USD
2740604.53000000
0.176036406437
Long
LON
CORP
US
N
2
2028-02-11
Variable
9.20000000
N
N
N
N
N
N
VANTAGE SPECIALTY CHEMICALS INC
N/A
Vantage Specialty Chemicals, Inc.
N/A
125000.00000000
PA
USD
116687.50000000
0.007495152237
Long
LON
CORP
US
N
2
2026-10-26
Variable
10.08000000
N
N
N
N
N
N
CIFC Funding Ltd
5493006JGTCIL6LCS728
CIFC Funding Ltd.
12552GAG6
11000000.00000000
PA
USD
10667704.30000000
0.685215363745
Long
ABS-O
CORP
KY
N
2
2035-01-17
Floating
12.66400000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Company, Inc.
58933Y105
1982.00000000
NS
USD
203115.36000000
0.013046646342
Long
EC
CORP
US
N
1
N
N
N
Accenture PLC
5493000EWHDSR3MZWH98
Accenture plc
N/A
665.00000000
NS
USD
221538.10000000
0.014229988524
Long
EC
CORP
US
N
1
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AL6
225000.00000000
PA
USD
212015.13000000
0.013618302526
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.87500000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-1980000.00000000
NC
-687.91000000
-0.00004418631
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
1980000.00000000
EUR
2156240.99000000
USD
2023-12-18
-687.91000000
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group, Inc.
88632QAE3
5630000.00000000
PA
USD
5184546.74000000
0.333017393471
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.50000000
N
N
N
N
N
N
SK INVICTUS INTERMEDIATE
N/A
SK Invictus Intermediate II SARL
29977LAA9
5250000.00000000
PA
USD
4266333.75000000
0.274038101371
Long
DBT
CORP
LU
N
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp.
651639106
5562.00000000
NS
USD
223536.78000000
0.014358369121
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corporation plc
N/A
917.00000000
NS
USD
208791.73000000
0.013411254867
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611109
1196.00000000
NS
USD
232622.00000000
0.014941937258
Long
EC
CORP
US
N
1
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAR6
1200000.00000000
PA
USD
1029768.00000000
0.066144770688
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
TTF HOLDINGS INTERMEDIATE LLC
N/A
TTF Holdings Intermediate LLC
N/A
2262298.79760000
PA
USD
2259470.92000000
0.145131899496
Long
LON
CORP
US
N
2
2028-03-31
Variable
9.46000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
69.00000000
NS
USD
215673.30000000
0.013853276633
Long
EC
CORP
US
N
1
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp.
74166NAA2
1000000.00000000
PA
USD
876320.00000000
0.056288392579
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
86765BAN9
1000000.00000000
PA
USD
994252.47000000
0.063863512591
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DQTS5
12820304.90000000
PA
USD
10876533.60000000
0.698629031835
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell, Inc.
443510607
621.00000000
NS
USD
186300.00000000
0.011966550503
Long
EC
CORP
US
N
1
N
N
N
BLERIOT US BIDCO INC
N/A
Bleriot US Bidco LLC
N/A
399000.00000000
PA
USD
399782.04000000
0.025679076608
Long
LON
CORP
US
N
2
2028-10-31
Variable
9.65000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AG2
1100000.00000000
PA
USD
918748.27000000
0.059013674574
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
RITCHIE BROS HLDGS INC
N/A
Ritchie Bros Holdings, Inc.
76774LAC1
1750000.00000000
PA
USD
1815800.00000000
0.116633721979
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
7.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2158792.51000000
PA
USD
-2158792.51000000
-0.13866505420
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
2600000.00000000
USD
2616900.00000000
USD
CDS
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158106
725.00000000
NS
USD
196148.75000000
0.012599162228
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903109
728.00000000
NS
USD
200520.32000000
0.012879959937
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-630409.00000000
PA
USD
-630409.00000000
-0.04049286707
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.60000000
N/A
875000.00000000
USD
715312.50000000
USD
CDS
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AN7
8025000.00000000
PA
USD
4084089.42000000
0.262332057469
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1092860.85000000
PA
USD
-1092860.85000000
-0.07019739428
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1270000.00000000
USD
1253490.00000000
USD
CDS
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
3543.00000000
NS
USD
174953.34000000
0.011237723987
Long
EC
CORP
US
N
1
N
N
N
Wave USA
N/A
WAVE LLC
94354KAA8
1962511.35190000
PA
USD
1609357.43000000
0.103373359982
Long
ABS-O
CORP
US
N
2
2044-09-15
Fixed
3.59700000
N
N
N
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co.
363576109
949.00000000
NS
USD
236301.00000000
0.015178249332
Long
EC
CORP
US
N
1
N
N
N
NATHAN'S FAMOUS INC
54930034SKNSF1JIE673
Nathan's Famous, Inc.
632347AC4
1948000.00000000
PA
USD
1933390.00000000
0.124186844222
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-437389.00000000
PA
USD
-437389.00000000
-0.02809467288
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
600000.00000000
USD
535620.00000000
USD
CDS
N
N
N
AMERICO LIFE INC
549300B5C1FRFHBYW144
Americo Life, Inc.
03060NAD2
3511000.00000000
PA
USD
2653380.85000000
0.170433794672
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.45000000
N
N
N
N
N
N
EG GROUP LTD
N/A
EG Finco Limited
N/A
169713.86000000
PA
USD
162288.88000000
0.010424251630
Long
LON
CORP
GB
N
2
2028-02-07
Variable
11.24000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Companies, Inc.
872540109
2368.00000000
NS
USD
208644.48000000
0.013401796603
Long
EC
CORP
US
N
1
N
N
N
NAVACORD CORP
N/A
Jones Deslauriers Insurance Management, Inc.
N/A
1850000.00000000
PA
USD
1852312.50000000
0.118979018143
Long
LON
CORP
CA
N
2
2030-03-15
Variable
9.62000000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_14-1
N/A
Castlelake Aircraft Securitization Trust
N/A
3054104.73000000
PA
USD
109849.37000000
0.007055920740
Long
ABS-O
CORP
US
N
3
2030-12-31
None
0.00000000
N
N
N
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp.
192446102
3036.00000000
NS
USD
213673.68000000
0.013724835657
Long
EC
CORP
US
N
1
N
N
N
PLAYPOWER INC
N/A
PlayPower, Inc.
N/A
2133071.04650000
PA
USD
1730987.15000000
0.111185964315
Long
LON
CORP
US
N
2
2026-05-08
Variable
11.06000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C746
158000.00000000
NS
USD
0.16000000
0.000000010277
Long
EP
CORP
US
N
3
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
1058.00000000
NS
USD
242736.94000000
0.015591647083
Long
EC
CORP
US
N
1
N
N
N
CPM HOLDINGS INC
N/A
CPM Holdings, Inc.
N/A
3862027.09720000
PA
USD
3861216.07000000
0.248016302242
Long
LON
CORP
US
N
2
2028-09-22
Variable
9.83000000
N
N
N
N
N
N
CHEFS WAREHOUSE INC
N/A
Chefs' Warehouse, Inc.
N/A
2539166.67000000
PA
USD
2547114.26000000
0.163608005535
Long
LON
CORP
US
N
2
2029-08-23
Variable
10.20000000
N
N
N
N
N
N
TransDigm Group Inc
N/A
TransDigm Group, Inc.
893641100
248.00000000
NS
USD
238791.76000000
0.015338237552
Long
EC
CORP
US
N
1
N
N
N
Start Ltd.
549300VIQYFIDJQCKZ43
Start Ltd.
85572RAB5
1425831.38100000
PA
USD
1222678.93000000
0.078535959022
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
5.31500000
N
N
N
N
N
N
TLWND 2019-1
N/A
GAIA Aviation Ltd.
87404LAA0
9835193.69300000
PA
USD
8843609.46000000
0.568048841863
Long
ABS-O
CORP
KY
N
2
2044-12-15
Variable
3.96700000
N
N
N
N
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
1875.00000000
NS
USD
205125.00000000
0.013175730929
Long
EC
CORP
US
N
1
N
N
N
XEROX HOLDINGS CORP
4KF48RN45X1OO8UBLY20
Xerox Corp.
N/A
3550000.00000000
PA
USD
3483437.50000000
0.223750567743
Long
LON
CORP
US
N
2
2029-11-14
Variable
9.35000000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings, Inc.
66981QAA4
1625000.00000000
PA
USD
1568693.75000000
0.100761422353
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.00000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460W552
144400.00000000
NS
USD
3013628.00000000
0.193573438871
Long
EP
CORP
US
N
2
N
N
N
LTI HOLDINGS INC
N/A
LTI Holdings, Inc.
N/A
2957938.14220000
PA
USD
2761974.74000000
0.177409072552
Long
LON
CORP
US
N
2
2026-07-24
Variable
10.21000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
489.00000000
NS
USD
231771.33000000
0.014887296434
Long
EC
CORP
US
N
1
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications, Inc.
775109CK5
2200000.00000000
PA
USD
1745214.50000000
0.112099825304
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger, Inc.
384802104
313.00000000
NS
USD
246077.47000000
0.015806218317
Long
EC
CORP
US
N
1
N
N
N
DATIX BIDCO LIMITED
N/A
RLDatix
N/A
1387998.71000000
PA
USD
1359544.74000000
0.087327218429
Long
LON
CORP
US
N
3
2026-04-27
Variable
13.19000000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148HAE3
11000000.00000000
PA
USD
10132955.80000000
0.650867028093
Long
ABS-O
CORP
US
N
2
2053-05-20
Fixed
8.83600000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
2089.00000000
NS
USD
188553.14000000
0.012111275751
Long
EC
CORP
US
N
1
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd.
03329TAL8
1000000.00000000
PA
USD
825882.00000000
0.053048624064
Long
ABS-O
CORP
KY
N
2
2039-04-27
Fixed
3.52300000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630BAA4
1429838.28930000
PA
USD
831840.17000000
0.053431333362
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.58700000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851102
983.00000000
NS
USD
219513.73000000
0.014099957790
Long
EC
CORP
US
N
1
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
34.00000000
NS
USD
209283.26000000
0.013442827162
Long
EC
CORP
US
N
1
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBA9
1900000.00000000
PA
USD
1730024.29000000
0.111124117225
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
3.36600000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AC1
1700000.00000000
PA
USD
1592243.97000000
0.102274116379
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd.
N/A
13962.00000000
NS
USD
199237.74000000
0.012797576371
Long
EC
CORP
US
N
1
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO Master Issuer LLC
817743AA5
1968000.00000000
PA
USD
1817044.56000000
0.116713663418
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
WP CPP HOLDINGS LLC
N/A
WP CPP Holdings LLC
N/A
2265155.85510000
PA
USD
2230227.15000000
0.143253493427
Long
LON
CORP
US
N
2
2025-04-30
Variable
9.29000000
N
N
N
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503M108
1415.00000000
NS
USD
257798.85000000
0.016559114108
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
2310.00000000
NS
USD
215661.60000000
0.013852525110
Long
EC
CORP
US
N
1
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy, Inc.
12662PAB4
2275000.00000000
PA
USD
2241475.12000000
0.143975980818
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.25000000
N
N
N
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
03939A404
38000.00000000
NS
USD
745180.00000000
0.047864917361
Long
EP
CORP
BM
N
2
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance, Inc.
47077WAA6
3500000.00000000
PA
USD
3132723.30000000
0.201223250584
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp.
72815LAA5
2025000.00000000
PA
USD
1710240.93000000
0.109853378757
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
West Pharmaceutical Services I
5493007NKRGM1RJQ1P16
West Pharmaceutical Services, Inc.
955306105
551.00000000
NS
USD
193268.76000000
0.012414172717
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
14922.00000000
NS
USD
247257.54000000
0.015882017390
Long
EC
CORP
US
N
1
N
N
N
3G SPECIAL SITUATIONS FUND V LP
N/A
Solis IV B.V.
N/A
1000000.00000000
PA
1060037.01000000
0.068089030682
Long
LON
CORP
NL
N
2
2029-02-26
Variable
7.96000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608102
2716.00000000
NS
USD
210734.44000000
0.013536040360
Long
EC
CORP
US
N
1
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp.
303250104
241.00000000
NS
USD
262111.60000000
0.016836133650
Long
EC
CORP
US
N
1
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One, Inc.
12685JAE5
1250000.00000000
PA
USD
1037500.00000000
0.066641417862
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
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR, Inc.
693718108
2563.00000000
NS
USD
235334.66000000
0.015116178712
Long
EC
CORP
US
N
1
N
N
N
Everest Group Ltd
549300N24XF2VV0B3570
Everest Group Ltd.
N/A
584.00000000
NS
USD
239761.20000000
0.015400507292
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
S&P 500 Index
N/A
-1.00000000
NC
USD
-3085.00000000
-0.00019815785
N/A
DE
US
N
1
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
Call
Written
S&P 500 INDEX
US78378X1072
-100
4550.00000000
USD
2023-12-05
XXXX
1002.93000000
N
N
N
INTOUCHCX INC
N/A
24-7 Intouch, Inc.
N/A
4096428.23930000
PA
USD
4038381.85000000
0.259396137207
Long
LON
CORP
CA
N
2
2025-08-25
Variable
10.20000000
N
N
N
N
N
N
MATTERHORN BUYER LLC
N/A
Hearthside Group Holdings LLC
N/A
1381125.00000000
PA
USD
1064336.36000000
0.068365189506
Long
LON
CORP
US
N
2
2025-05-23
Variable
9.65000000
N
N
N
N
N
N
ASTON FINCO SARL
N/A
Aston FinCo SARL
N/A
391035.00000000
PA
415879.15000000
0.026713037315
Long
LON
CORP
LU
N
2
2026-10-09
Variable
9.96000000
N
N
N
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp.
723484101
2815.00000000
NS
USD
210956.10000000
0.013550278178
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434L105
7341.00000000
NS
USD
215384.94000000
0.013834754494
Long
EC
CORP
US
N
1
N
N
N
Start Ltd.
549300VIQYFIDJQCKZ43
Start Ltd.
85572RAA7
1807509.07130000
PA
USD
1613472.97000000
0.103637712195
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.08900000
N
N
N
N
N
N
TENEO HOLDINGS LLC
N/A
Teneo Holdings LLC
N/A
3364684.89950000
PA
USD
3354187.08000000
0.215448465336
Long
LON
CORP
US
N
2
2025-07-11
Variable
10.70000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
4172000.00000000
PA
USD
3721853.55000000
0.239064672431
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
472.00000000
NS
USD
256404.56000000
0.016469555108
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAW8
31783824.15340000
PA
USD
1818145.98000000
0.116784410590
Long
ABS-MBS
USGSE
US
N
2
2052-11-25
Variable
0.70000000
N
N
N
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corp.
018802108
4251.00000000
NS
USD
214973.07000000
0.013808298975
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-708740.30000000
PA
USD
-708740.30000000
-0.04552429733
Short
RA
CORP
US
N
2
Reverse repurchase
N
3.00000000
N/A
992000.00000000
USD
903315.20000000
USD
CDS
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NB3
2000000.00000000
NS
USD
1652076.80000000
0.106117340114
Long
EP
CORP
US
N
2
N
N
N
SITECORE HOLDING II A/S
N/A
Sitecore USA, Inc.
N/A
572765.72130000
PA
USD
570417.38000000
0.036639443832
Long
LON
CORP
DK
N
3
2026-03-12
Variable
11.84000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
509.00000000
NS
USD
241856.44000000
0.015535090198
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines, Inc. / SkyMiles IP Ltd.
830867AB3
3950000.00000000
PA
USD
3792769.54000000
0.243619797368
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources, Inc.
354613101
8331.00000000
NS
USD
206608.80000000
0.013271039397
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
1632.00000000
NS
USD
200850.24000000
0.012901151587
Long
EC
CORP
US
N
1
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp.
751212101
1850.00000000
NS
USD
239353.00000000
0.015374287508
Long
EC
CORP
US
N
1
N
N
N
CENGAGE LEARNING HOLDINGS II INC
549300BYGM0FWUSVXJ88
Cengage Learning Acquisitions, Inc.
N/A
441000.00000000
PA
USD
440285.58000000
0.028280728014
Long
LON
CORP
US
N
2
2026-07-14
Variable
10.41000000
N
N
N
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
2738.00000000
NS
USD
250225.82000000
0.016072678005
Long
EC
CORP
US
N
1
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning B
N/A
1491705.88500000
PA
USD
1356379.30000000
0.087123893697
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
7.50000000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677105
1681.00000000
NS
USD
220412.72000000
0.014157702337
Long
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp.
00130H105
12409.00000000
NS
USD
213558.89000000
0.013717462387
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133BBSY6
1255492.09080000
PA
USD
1143677.63000000
0.073461492858
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
5568.00000000
NS
USD
200893.44000000
0.012903926439
Long
EC
CORP
US
N
1
N
N
N
UPLAND SOFTWARE INC
N/A
Upland Software, Inc.
N/A
1790370.37000000
PA
USD
1731538.80000000
0.111221398279
Long
LON
CORP
US
N
2
2026-08-06
Variable
9.20000000
N
N
N
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
Option Care Health, Inc.
68404LAA0
2275000.00000000
PA
USD
2007096.00000000
0.128921179012
Long
DBT
CORP
US
N
2
2029-10-31
Fixed
4.37500000
N
N
N
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb, Inc.
009066101
1390.00000000
NS
USD
175612.60000000
0.011280070032
Long
EC
CORP
US
N
1
N
N
N
VIPER ENERGY INC
5299009LINL232255G03
Viper Energy, Inc.
92763MAA3
200000.00000000
PA
USD
190875.65000000
0.012260456820
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.37500000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513105
3650.00000000
NS
USD
223818.00000000
0.014376432639
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
1765.00000000
NS
USD
203981.05000000
0.013102251941
Long
EC
CORP
US
N
1
N
N
N
SANDY BIDCO BV
N/A
Sandy Bidco BV
N/A
1100000.00000000
PA
1176638.36000000
0.075578649273
Long
LON
CORP
NL
N
2
2029-08-17
Variable
7.88000000
N
N
N
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp.
45167R104
1002.00000000
NS
USD
202083.36000000
0.012980358204
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1671211.45000000
PA
USD
-1671211.45000000
-0.10734641019
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1987000.00000000
USD
1786710.40000000
USD
CDS
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312106
1338.00000000
NS
USD
202854.18000000
0.013029870047
Long
EC
CORP
US
N
1
N
N
N
XPLORNET COMMUNICATIONS INC
N/A
Xplornet Communications, Inc.
N/A
4557000.00000000
PA
USD
2836732.50000000
0.182210964718
Long
LON
CORP
CA
N
2
2028-10-02
Variable
9.65000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AP1
400000.00000000
PA
USD
337526.32000000
0.021680224125
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
4.12500000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262PAA9
950000.00000000
PA
USD
545827.19000000
0.035059949734
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
HUSKY INJECTION MOLDING SYSTEMS LTD
N/A
Titan Acquisition Ltd. (Husky)
N/A
286604.53140000
PA
USD
283810.14000000
0.018229889285
Long
LON
CORP
CA
N
2
2025-03-28
Variable
8.73000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2182143.56000000
PA
USD
-2182143.56000000
-0.14016495500
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
2450000.00000000
USD
2571765.00000000
USD
CDS
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
509.00000000
NS
USD
227914.93000000
0.014639589481
Long
EC
CORP
US
N
1
N
N
N
MAVIS TIRE EXPRESS SERVICES CORP
N/A
Mavis Tire Express Services TopCo Corp.
N/A
317687.50420000
PA
USD
316696.32000000
0.020342257153
Long
LON
CORP
US
N
2
2028-05-04
Variable
9.46000000
N
N
N
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
2179.00000000
NS
USD
210273.50000000
0.013506432943
Long
EC
CORP
US
N
1
N
N
N
WAYSTAR TECHNOLOGIES INC
N/A
Navicure, Inc.
N/A
1487708.65750000
PA
USD
1489940.22000000
0.095702871123
Long
LON
CORP
US
N
2
2026-10-22
Variable
9.46000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DP7
2000000.00000000
PA
USD
2047320.00000000
0.131504874812
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
7.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12597XAC5
761590.69420000
PA
USD
754252.46000000
0.048447665889
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.02300000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp.
69007TAE4
5725000.00000000
PA
USD
4944568.00000000
0.317602912998
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
PARK PLACE TECHNOLOGIES LLC
N/A
Park Place Technologies, LLC
N/A
3780171.46720000
PA
USD
3722675.06000000
0.239117440229
Long
LON
CORP
US
N
2
2027-11-10
Variable
10.45000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
775000.00000000
PA
USD
668495.32000000
0.042939253936
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
Markel Group, Inc.
570535AW4
4770000.00000000
NS
USD
4664530.05000000
0.299615321631
Long
EP
CORP
US
N
2
N
N
N
BRE/EVERBRIGHT M6 BORROWER LLC
N/A
BRE/Everbright M6 Borrower LLC
N/A
5181821.48000000
PA
USD
5146222.37000000
0.330555716020
Long
LON
CORP
US
N
2
2026-09-09
Variable
10.43000000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Company, Inc.
730481AJ7
5275000.00000000
PA
USD
5190731.35000000
0.333414647619
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682695AA9
400000.00000000
PA
USD
412536.46000000
0.026498327339
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.00000000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle Global Market Strategies CLO Ltd.
14309WAC2
2600000.00000000
PA
USD
630500.00000000
0.040498712252
Long
ABS-O
CORP
KY
N
2
2032-01-14
None
0.00000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776696106
441.00000000
NS
USD
237368.25000000
0.015246801672
Long
EC
CORP
US
N
1
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAD3
2325000.00000000
PA
USD
2214108.89000000
0.142218174198
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452100
5794.00000000
NS
USD
177238.46000000
0.011384503396
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp.
28176E108
2899.00000000
NS
USD
196291.29000000
0.012608317956
Long
EC
CORP
US
N
1
N
N
N
WASTE PRO USA INC
549300BY1QXU5BI3UF28
Waste Pro USA, Inc.
94107JAA1
3370000.00000000
PA
USD
3180437.50000000
0.204288062093
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505EU4
1000000.00000000
NS
USD
991942.20000000
0.063715117730
Long
EP
CORP
US
N
2
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
521.00000000
NS
USD
221940.79000000
0.014255854387
Long
EC
CORP
US
N
1
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAR8
2500000.00000000
PA
USD
2459881.00000000
0.158004778421
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.37500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2871216.12000000
PA
USD
-2871216.12000000
-0.18442594045
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
3725000.00000000
USD
2963237.50000000
USD
CDS
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair plc
N/A
3181.00000000
NS
USD
205301.74000000
0.013187083415
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556H206
15673.00000000
NS
USD
225221.01000000
0.014466551748
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Companies, Inc.
89417E109
1345.00000000
NS
USD
242933.90000000
0.015604298354
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
12490.00000000
NS
USD
211205.90000000
0.013566323505
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429109
5099.00000000
NS
USD
204877.82000000
0.013159853892
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAB4
39817781.88490000
PA
USD
2507453.14000000
0.161060465033
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
0.70000000
N
N
N
N
N
N
ARETEC GROUP INC
N/A
Aretec Group, Inc.
N/A
3200000.00000000
PA
USD
3147424.00000000
0.202167516118
Long
LON
CORP
US
N
2
2030-08-09
Variable
9.95000000
N
N
N
N
N
N
NFM & J LLC
N/A
The Facilities Group
N/A
3300683.55660000
PA
USD
3234669.89000000
0.207771554492
Long
LON
CORP
US
N
3
2027-11-30
Variable
11.24000000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
N/A
6895416.66800000
PA
USD
6773023.02000000
0.435049500979
Long
LON
CORP
US
N
2
2027-03-30
Variable
10.88000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAF8
3025000.00000000
PA
USD
2163509.95000000
0.138968068074
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
Westrock Co.
96145D105
6265.00000000
NS
USD
257930.05000000
0.016567541437
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
1322.00000000
NS
USD
205822.18000000
0.013220512677
Long
EC
CORP
US
N
1
N
N
N
ORION GROUP
N/A
Orion Group
N/A
746704.35000000
PA
USD
733048.97000000
0.047085708648
Long
LON
CORP
US
N
3
2027-03-19
Variable
11.69000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp.
058498106
4150.00000000
NS
USD
229453.50000000
0.014738415974
Long
EC
CORP
US
N
1
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp.
86614RAN7
1775000.00000000
PA
USD
1659625.00000000
0.106602181319
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp.
483007AL4
4860000.00000000
PA
USD
3923250.55000000
0.252000943884
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
Take-Two Interactive Software
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
1517.00000000
NS
USD
239989.40000000
0.015415165193
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp.
45337C102
3385.00000000
NS
USD
183940.90000000
0.011815019160
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1695240.38000000
PA
USD
-1695240.38000000
-0.10888985305
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
2250000.00000000
USD
2085525.00000000
USD
CDS
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc.
57060D108
943.00000000
NS
USD
226433.16000000
0.014544411405
Long
EC
CORP
US
N
1
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAK4
400000.00000000
PA
USD
397858.72000000
0.025555536587
Long
DBT
CORP
US
N
2
2048-03-27
Variable
7.00000000
N
N
N
N
N
N
Boyce Park CLO, LLC
N/A
Boyce Park CLO Ltd.
103226AA4
10000000.00000000
PA
USD
9288481.00000000
0.596624138434
Long
ABS-O
CORP
JE
N
2
2035-04-21
Floating
11.66200000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAG5
2250000.00000000
PA
USD
2028487.73000000
0.130295227415
Long
ABS-O
CORP
KY
N
2
2033-08-26
Floating
9.52700000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
261.00000000
NS
USD
215014.41000000
0.013810954354
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
4545.00000000
NS
USD
239067.00000000
0.015355916958
Long
EC
CORP
US
N
1
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BJ7
2900000.00000000
PA
1930796.34000000
0.124020246458
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
4.62500000
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
3345000.00000000
PA
USD
2107350.00000000
0.135360763307
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
8.50000000
Y
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group plc
639057AG3
3500000.00000000
PA
USD
3587361.72000000
0.230425900149
Long
DBT
CORP
GB
N
2
2026-11-10
Variable
7.47200000
N
N
N
N
N
N
HERITAGE GROCERS GROUP LLC
N/A
Heritage Grocers Group LLC
N/A
3830653.27700000
PA
USD
3822991.97000000
0.245561065403
Long
LON
CORP
US
N
2
2029-08-01
Variable
12.24000000
N
N
N
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Finance Co.
37959GAC1
2700000.00000000
PA
USD
2239410.78000000
0.143843382703
Long
DBT
CORP
US
N
2
2051-10-15
Variable
4.70000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055H400
275000.00000000
NS
USD
5046250.00000000
0.324134221577
Long
EP
CORP
US
N
2
N
N
N
EDEN SAS
N/A
Eden S.A.S.
N/A
2100000.00000000
PA
2279412.15000000
0.146412778379
Long
LON
CORP
FR
N
2
2029-06-22
Variable
8.60000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-2698980.37000000
PA
USD
-2698980.37000000
-0.17336277459
Short
RA
CORP
CA
N
2
Reverse repurchase
N
5.69000000
N/A
3145000.00000000
USD
3222996.00000000
USD
CDS
N
N
N
Robert Half Inc
529900VPCUY9H3HLIC08
Robert Half, Inc.
770323103
2956.00000000
NS
USD
242332.88000000
0.015565693221
Long
EC
CORP
US
N
1
N
N
N
IBM
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
1466.00000000
NS
USD
232448.96000000
0.014930822433
Long
EC
CORP
US
N
1
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
-1394476.20740000
PA
USD
-13191.77000000
-0.00084734289
Short
LON
CORP
US
N
3
2028-11-25
Variable
1.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505GB4
2650000.00000000
NS
USD
2292979.81000000
0.147284265703
Long
EP
CORP
US
N
2
N
N
N
PROJECT RUBY ULTIMATE PARENT CORP
N/A
Project Ruby Ultimate Parent Corp.
N/A
2242500.00000000
PA
USD
2222407.20000000
0.142751196988
Long
LON
CORP
US
N
2
2028-03-10
Variable
8.71000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
N/A
Venture Global Calcasieu Pass LLC
N/A
888838.16360000
PA
USD
878838.73000000
0.056450177387
Long
LON
CORP
US
N
2
2026-08-19
Variable
8.07000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-412776.50000000
PA
USD
-412776.50000000
-0.02651374575
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.75000000
N/A
625000.00000000
USD
522625.00000000
USD
CDS
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp.
61174X109
3834.00000000
NS
USD
211445.10000000
0.013581687965
Long
EC
CORP
US
N
1
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAD2
2600000.00000000
PA
USD
2616891.29000000
0.168089972006
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.50000000
N
N
N
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
758.00000000
NS
USD
137698.28000000
0.008844731196
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
S&P 500 Index
N/A
-73.00000000
NC
USD
-333975.00000000
-0.02145211328
N/A
DE
US
N
1
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
Call
Written
S&P 500 INDEX
US78378X1072
-7300
4565.00000000
USD
2023-12-15
XXXX
-22780.63000000
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp.
25179M103
4113.00000000
NS
USD
184961.61000000
0.011880582111
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp.
65249B109
7839.00000000
NS
USD
172771.56000000
0.011097582385
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-886211.00000000
PA
USD
-886211.00000000
-0.05692371813
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1325000.00000000
USD
947640.00000000
USD
CDS
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
Blackstone, Inc.
09260D107
1800.00000000
NS
USD
202266.00000000
0.012992089662
Long
EC
CORP
US
N
1
N
N
N
DEUCE FINCO PLC
N/A
Deuce FinCo plc
N/A
1200000.00000000
PA
1365267.56000000
0.087694810563
Long
DBT
CORP
GB
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
5267.00000000
NS
USD
234855.53000000
0.015085402903
Long
EC
CORP
US
N
1
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart, Inc. / PetSmart Finance Corp.
71677KAA6
2725000.00000000
PA
USD
2492031.85000000
0.160069914064
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
MORAN FOODS LLC
N/A
Save-A-Lot
N/A
40316.10000000
NS
USD
7740.69000000
0.000497205355
Long
EC
CORP
US
N
2
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva, Inc.
22052L104
4329.00000000
NS
USD
195670.80000000
0.012568462213
Long
EC
CORP
US
N
1
N
N
N
PT INTERMEDIATE HOLDINGS III LLC
N/A
PT Intermediate Holdings III LLC
N/A
432545.62000000
PA
USD
431464.26000000
0.027714110885
Long
LON
CORP
US
N
3
2028-11-01
Variable
11.52000000
N
N
N
N
N
N
RIBEYE PARENT LLC
N/A
Weber-Stephen Products LLC
N/A
3028707.62590000
PA
USD
2586304.30000000
0.166125287301
Long
LON
CORP
US
N
2
2027-10-29
Variable
8.71000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702CAA7
7000000.00000000
PA
USD
6839791.70000000
0.439338233031
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
10.67700000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64831VAC6
2141502.87190000
PA
USD
2113132.24000000
0.135732172148
Long
ABS-MBS
CORP
US
N
2
2052-11-25
Variable
6.50000000
N
N
N
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd.
EP0599001
13000.00000000
NS
USD
216970.00000000
0.013936567164
Long
EP
CORP
BM
N
2
N
N
N
SAPPHIRE AVIATION FINANCE I LI
N/A
Sapphire Aviation Finance I Ltd.
80306AAA8
328240.48620000
PA
USD
292206.25000000
0.018769194031
Long
ABS-O
CORP
KY
N
2
2040-03-15
Fixed
4.25000000
N
N
N
N
N
N
HP COMMUNITIES LLC
N/A
HP Communities LLC
44329HAW4
918478.26090000
PA
USD
890214.85000000
0.057180896198
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
6.82000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc.
57767XAB6
6300000.00000000
PA
USD
5677875.00000000
0.364705195608
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp.
126408103
7190.00000000
NS
USD
232237.00000000
0.014917207672
Long
EC
CORP
US
N
1
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
1814.00000000
NS
USD
236509.32000000
0.015191630286
Long
EC
CORP
US
N
1
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AC5
1475000.00000000
PA
USD
1452451.82000000
0.093294890275
Long
DBT
CORP
NL
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
417.00000000
NS
USD
206731.92000000
0.013278947726
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
S&P 500 Index
N/A
-1.00000000
NC
USD
-4355.00000000
-0.00027973337
N/A
DE
US
N
1
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
Call
Written
S&P 500 INDEX
US78378X1072
-100
4550.00000000
USD
2023-12-11
XXXX
-567.07000000
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150104
19874.00000000
NS
USD
223781.24000000
0.014374071445
Long
EC
CORP
US
N
1
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423888
36800.00000000
NS
USD
735632.00000000
0.047251623619
Long
EP
CORP
US
N
2
N
N
N
HARVEST PARTNERS LP
N/A
Packers Holdings LLC
N/A
2707972.35270000
PA
USD
1734808.33000000
0.111431408993
Long
LON
CORP
US
N
2
2028-03-09
Variable
8.69000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG NY
22550L2L4
3600000.00000000
PA
USD
3669946.38000000
0.235730535172
Long
DBT
CORP
CH
N
2
2025-01-09
Fixed
7.95000000
N
N
N
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus, Inc.
N/A
45049.00000000
NS
USD
1328.50000000
0.000085333131
Long
EC
CORP
US
N
3
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1525895.00000000
PA
USD
-1525895.00000000
-0.09801234343
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
2300000.00000000
USD
1827810.00000000
USD
CDS
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039483102
2748.00000000
NS
USD
202610.04000000
0.013014188278
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN VETERINARY COMPANY LLC
N/A
Southern Veterinary Partners LLC
N/A
6577606.74280000
PA
USD
6538141.10000000
0.419962402975
Long
LON
CORP
US
N
2
2027-10-05
Variable
9.46000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EP100
12044.00000000
NS
USD
200893.92000000
0.012903957271
Long
EC
CORP
US
N
1
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-113544823.04000000
PA
USD
-113544823.04000000
-7.29328963691
Short
RA
CORP
CA
N
2
Reverse repurchase
N
5.80000000
2024-01-22
152299000.00000000
USD
134552829.10000000
USD
CDS
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAW5
1700000.00000000
PA
USD
1586916.00000000
0.101931886523
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.50000000
N
N
N
N
N
N
AI CONVOY & CY SCA
N/A
AI Convoy Luxembourg SARL
N/A
2200000.00000000
PA
2323100.37000000
0.149218990354
Long
LON
CORP
LU
N
2
2027-01-18
Variable
7.72000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
10Y-2Y SOFR CMS CAP
N/A
20600000.00000000
NC
USD
36805.20000000
0.002364097072
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
20600000
0.10000000
USD
2024-06-20
XXXX
-60014.80000000
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088M102
2169.00000000
NS
USD
210241.17000000
0.013504356300
Long
EC
CORP
US
N
1
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AV1
3350000.00000000
PA
USD
3349019.12000000
0.215116513353
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95002Y202
50000.00000000
NS
USD
893000.00000000
0.057359793880
Long
EP
CORP
US
N
2
N
N
N
MAPLE GROVE FUNDING TR I
N/A
Maple Grove Funding Trust I
565130AA9
8000000.00000000
PA
USD
5238985.84000000
0.336514163409
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
4.16100000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto Issuer LLC
30328DAG8
2250000.00000000
PA
USD
2240407.80000000
0.143907423982
Long
ABS-O
CORP
US
N
2
2037-08-17
Floating
9.56100000
N
N
N
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD Holdco II LLC / MIWD Finance Corp.
55337PAA0
125000.00000000
PA
USD
105906.56000000
0.006802663440
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBM9
2300000.00000000
PA
USD
1860968.80000000
0.119535035594
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.87500000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AA6
800000.00000000
PA
USD
809604.80000000
0.052003095691
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
H.B. FULLER CO
JSMX3Z5FOYM8V0Q52357
HB Fuller Co.
40410KAA3
1150000.00000000
PA
USD
1029951.01000000
0.066156525913
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.25000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree, Inc.
256746108
1850.00000000
NS
USD
228641.50000000
0.014686259028
Long
EC
CORP
US
N
1
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
5081.00000000
NS
USD
232913.04000000
0.014960631541
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp.
65249B208
2377.00000000
NS
USD
54766.08000000
0.003517772744
Long
EC
CORP
US
N
1
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp.
302491303
2814.00000000
NS
USD
150999.24000000
0.009699087662
Long
EC
CORP
US
N
1
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
2001643.59000000
PA
USD
1966414.66000000
0.126308107033
Long
LON
CORP
GB
N
3
2025-04-28
Variable
9.94000000
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs, Inc.
227046AA7
3188000.00000000
PA
USD
2789500.00000000
0.179177094097
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
S&P 500 Index
N/A
-1.00000000
NC
USD
-4060.00000000
-0.00026078472
N/A
DE
US
N
1
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
Call
Written
S&P 500 INDEX
US78378X1072
-100
4540.00000000
USD
2023-12-06
XXXX
-91.07000000
N
N
N
FARMER MAC
549300MS654K78GYF580
Farmer Mac
313148850
112000.00000000
NS
USD
2534548.80000000
0.162800892214
Long
EP
CORP
US
N
2
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBN2
6000000.00000000
PA
USD
4002570.66000000
0.257095888073
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-387751.37000000
PA
USD
-387751.37000000
-0.02490631428
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
476000.00000000
USD
410550.00000000
USD
CDS
N
N
N
BCP V MODULAR SERVICES FINANCE PLC
N/A
BCP V Modular Services Finance II plc
N/A
1550000.00000000
PA
1497827.13000000
0.096209468583
Long
DBT
CORP
GB
N
2
2028-10-30
Fixed
4.75000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AM5
2500000.00000000
PA
USD
2537713.75000000
0.163004185473
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.62500000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
8050000.00000000
PA
USD
7023625.00000000
0.451146340753
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
PARTNERRE LTD
7LLHQS68KCIGNZBR7918
PartnerRe Ltd.
EP0597732
128000.00000000
NS
USD
2297600.00000000
0.147581032944
Long
EP
CORP
BM
N
2
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co.
824348106
798.00000000
NS
USD
222482.40000000
0.014290643455
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY FIN LLC
5493003FCPSE9RKT4B56
Morgan Stanley Finance LLC
61769HZV0
13500000.00000000
PA
USD
10565100.00000000
0.678624813354
Long
DBT
CORP
US
N
3
2029-10-23
Variable
0.50000000
N
N
N
N
N
N
INTEGRATED POWER SERVICES HOLDINGS INC
N/A
Integrated Power Services Holdings, Inc.
N/A
3933383.77920000
PA
USD
3905402.43000000
0.250854511091
Long
LON
CORP
US
N
3
2028-11-22
Variable
9.96000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCZ1
200000.00000000
PA
USD
196516.80000000
0.012622803070
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1189160.00000000
PA
USD
-1189160.00000000
-0.07638294791
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1600000.00000000
USD
1392960.00000000
USD
CDS
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
1714.00000000
NS
USD
199183.94000000
0.012794120652
Long
EC
CORP
US
N
1
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy, Inc.
12662PAD0
2100000.00000000
PA
USD
1941891.00000000
0.124732886336
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.75000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc.
57767XAA8
3525000.00000000
PA
USD
3216562.50000000
0.206608468088
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
Eaton Vance Ltd Duration Incom
NZ7KR43H6Z5W1GY0QX46
Eaton Vance Limited Duration Income Fund
27828H105
141764.00000000
NS
USD
1309899.36000000
0.084138362030
Long
EC
RF
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks, Inc.
48203R104
7423.00000000
NS
USD
211184.35000000
0.013564939290
Long
EC
CORP
US
N
1
N
N
N
PROJECT RUBY ULTIMATE PARENT CORP
N/A
Project Ruby Ultimate Parent Corp.
N/A
4950000.00000000
PA
USD
4991659.20000000
0.320627707539
Long
LON
CORP
US
N
3
2028-03-10
Variable
11.21000000
N
N
N
N
N
N
Five Guys Funding, LLC
549300LV8X8T05G1H175
Five Guys Funding LLC
33830JAA3
4531000.00000000
PA
USD
4530460.81000000
0.291003693443
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.60000000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
1574.00000000
NS
USD
236808.30000000
0.015210834576
Long
EC
CORP
US
N
1
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAA5
425000.00000000
PA
USD
381552.36000000
0.024508135189
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp.
166764100
1295.00000000
NS
USD
185962.00000000
0.011944839853
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-600452.56000000
PA
USD
-600452.56000000
-0.03856868429
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
950000.00000000
USD
913710.00000000
USD
CDS
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris, Inc.
92556V106
21422.00000000
NS
USD
196653.96000000
0.012631613226
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-75000.00000000
NC
469.55000000
0.000030160460
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
75000.00000000
EUR
82171.40000000
USD
2023-12-18
469.55000000
N
N
N
CITADEL ENTERPRISE AMERICAS LLC
N/A
Ceamer Finance LLC
N/A
3315370.30000000
PA
USD
3073335.01000000
0.197408580849
Long
ABS-O
CORP
US
N
3
2031-03-24
Fixed
3.69000000
N
N
N
N
N
N
Nassau 2019 CFO LLC
N/A
Nassau LLC
63172DAA9
1089508.90720000
PA
USD
1035575.71000000
0.066517815535
Long
ABS-O
CORP
US
N
2
2034-08-15
Fixed
3.98000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAH4
8175000.00000000
PA
USD
5898486.50000000
0.378875666121
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356106
995.00000000
NS
USD
201994.95000000
0.012974679391
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide, Inc.
12541W209
2499.00000000
NS
USD
205042.95000000
0.013170460636
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058100
4831.00000000
NS
USD
233433.92000000
0.014994089065
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-873070.04000000
PA
USD
-873070.04000000
-0.05607963889
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
1250000.00000000
USD
1087035.00000000
USD
CDS
N
N
N
SHO HOLDING I CORP
N/A
SHO Holding I Corp.
N/A
1915324.54820000
PA
USD
1244960.96000000
0.079967193790
Long
LON
CORP
US
N
2
2024-04-29
Variable
10.89000000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE, Inc.
001877AA7
400000.00000000
PA
USD
349246.02000000
0.022433012005
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-478653.00000000
PA
USD
-478653.00000000
-0.03074517068
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
700000.00000000
USD
591220.00000000
USD
CDS
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Companies, Inc.
216648402
619.00000000
NS
USD
208553.48000000
0.013395951428
Long
EC
CORP
US
N
1
N
N
N
OKLAHOMA ST DEV FIN AUTH HLTHS
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority Revenue Bonds
67884XCP0
400000.00000000
PA
USD
351336.84000000
0.022567311002
Long
DBT
MUN
US
N
2
2028-08-15
Fixed
5.45000000
N
N
N
N
N
N
DISPATCH TERRA ACQUISITION LLC
N/A
Dispatch Terra Acquisition LLC
N/A
4142062.97700000
PA
USD
3883184.04000000
0.249427364091
Long
LON
CORP
US
N
2
2028-03-27
Variable
9.79000000
N
N
N
N
N
N
Public Service Enterprise Grou
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
3555.00000000
NS
USD
221938.65000000
0.014255716929
Long
EC
CORP
US
N
1
N
N
N
NEXUS PARENT LLC
N/A
Nexus Buyer LLC
N/A
1736250.00000000
PA
USD
1715362.91000000
0.110182377321
Long
LON
CORP
US
N
2
2026-11-09
Variable
9.20000000
N
N
N
N
N
N
BASIC ENERGY SERVICES INC
N/A
Basic Energy Services, Inc.
N/A
1030000.00000000
PA
USD
5150.00000000
0.000330798363
Long
DBT
CORP
US
N
3
2023-10-15
Fixed
10.75000000
Y
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
4982.00000000
NS
USD
240680.42000000
0.015459551267
Long
EC
CORP
US
N
1
N
N
N
UPBOUND GROUP INC
529900QUHE15UQNCCJ63
Upbound Group, Inc.
76009NAL4
3625000.00000000
PA
USD
3300888.75000000
0.212024970125
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.37500000
N
N
N
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co.
05722G100
5861.00000000
NS
USD
197808.75000000
0.012705788496
Long
EC
CORP
US
N
1
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
1746039.65300000
PA
USD
1729522.08000000
0.111091858925
Long
LON
CORP
US
N
3
2028-11-24
Variable
10.95000000
N
N
N
N
N
N
MARCEL LUX III SARL
N/A
SUSE
N/A
500000.00000000
PA
USD
500000.00000000
0.032116345957
Long
LON
CORP
LU
N
2
2030-10-26
Variable
5.00000000
N
N
N
N
N
N
EISNER ADVISORY GROUP
N/A
Eisner Advisory Group
N/A
5173818.18050000
PA
USD
5164143.14000000
0.331706815318
Long
LON
CORP
US
N
2
2028-07-28
Variable
10.71000000
N
N
N
N
N
N
AGRIBANK FCB
I0JS1G88CFNZT8P31C22
AgriBank FCB
00850L203
4000.00000000
NS
USD
400000.00000000
0.025693076766
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSTU5
5910976.90730000
PA
USD
5692110.22000000
0.365619562109
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co.
427866108
1023.00000000
NS
USD
192242.16000000
0.012348231436
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-708466.16000000
PA
USD
-708466.16000000
-0.04550668858
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
1913000.00000000
USD
1053680.40000000
USD
CDS
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1225652.00000000
PA
USD
-1225652.00000000
-0.07872692731
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1800000.00000000
USD
1552860.00000000
USD
CDS
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
725000.00000000
PA
USD
620123.75000000
0.039832217783
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57667JAA0
875000.00000000
PA
USD
715312.50000000
0.045946447435
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus, Inc.
N/A
45049.00000000
NS
USD
4.50000000
0.000000289047
Long
EC
CORP
US
N
3
N
N
N
ENVIRI CORP
KAO98FK89NPNNPQGUZ43
Enviri Corp.
415864AM9
3624000.00000000
PA
USD
3154039.68000000
0.202592459054
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAG7
1740000.00000000
PA
USD
1509434.95000000
0.096955070109
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson plc
N/A
1060.00000000
NS
USD
261078.00000000
0.016769742739
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group, Inc.
12504L109
2541.00000000
NS
USD
200637.36000000
0.012887477731
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
4268.00000000
NS
USD
190054.04000000
0.012207682598
Long
EC
CORP
US
N
1
N
N
N
Dreyfus Treasury Securities Ca
549300U78VESCW509025
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
12447981.61000000
NS
USD
12447981.61000000
0.799567367722
Long
STIV
RF
US
N
1
N
N
N
Dryden Senior Loan Fund
5493000CMI5L15ZSNM78
Dryden 41 Senior Loan Fund
26244LAA2
1850000.00000000
PA
USD
142548.05000000
0.009156244978
Long
ABS-O
CORP
KY
N
2
2031-04-15
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-429971.01000000
PA
USD
-429971.01000000
-0.02761819541
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.25000000
N/A
950000.00000000
USD
545870.00000000
USD
CDS
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494103
4161.00000000
NS
USD
194901.24000000
0.012519031302
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
1168.00000000
NS
USD
228834.56000000
0.014698659792
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
313.00000000
NS
USD
235134.99000000
0.015103353371
Long
EC
CORP
US
N
1
N
N
N
CNT PRNT/CDK GLO II/FIN
N/A
Central Parent LLC / CDK Global II LLC / CDK Financing Company, Inc.
154915AA0
350000.00000000
PA
USD
359026.50000000
0.023061238563
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
8.00000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300JRWXK6DFJD7D06
Neuberger Berman Loan Advisers CLO 47 Ltd.
64134TAA9
4250000.00000000
PA
USD
4065145.40000000
0.261115232069
Long
ABS-O
CORP
KY
N
2
2035-04-14
Floating
11.64400000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global, LP / Clarios US Finance Co.
69867DAC2
2650000.00000000
PA
USD
2665878.80000000
0.171236571644
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y-2Y SOFR CMS CAP
N/A
40800000.00000000
NC
USD
72895.73000000
0.004682288967
N/A
DIR
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
40800000
0.10000000
USD
2024-06-20
XXXX
-110240.27000000
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AT5
3800000.00000000
PA
USD
2459801.18000000
0.157999651367
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.10000000
N
N
N
N
N
N
WK Kellogg Co
529900SWC935GFWUJ804
WK Kellogg Co.
92942W107
3.00000000
NS
USD
33.60000000
0.000002158218
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-392472.00000000
PA
USD
-392472.00000000
-0.02520953306
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
590000.00000000
USD
495246.00000000
USD
CDS
N
N
N
CPI CG INC
N/A
CPI CG, Inc.
12598FAA7
5425000.00000000
PA
USD
5154084.94000000
0.331060750056
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.62500000
N
N
N
N
N
N
HAWK HOLDING COMPANY LLC
549300C5O4FSVNUEI843
Alterra Mountain Co.
N/A
581283.92300000
PA
USD
581283.92000000
0.037337430948
Long
LON
CORP
US
N
2
2028-08-17
Variable
8.96000000
N
N
N
N
N
N
THEVELIA US LLC
N/A
Thevelia US LLC
N/A
2100000.00000000
PA
2267044.42000000
0.145618365788
Long
LON
CORP
US
N
2
2029-06-18
Variable
8.69000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I plc
92858RAB6
650000.00000000
PA
USD
555366.89000000
0.035672710345
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
531.00000000
NS
USD
237250.80000000
0.015239257543
Long
EC
CORP
US
N
1
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AL7
5225000.00000000
PA
USD
5133134.99000000
0.329715078372
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
628.00000000
NS
USD
222004.28000000
0.014259932521
Long
EC
CORP
US
N
1
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International, Inc.
20451NAG6
2550000.00000000
PA
USD
2482042.50000000
0.159428271223
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAB3
1875000.00000000
PA
USD
1862590.69000000
0.119639213955
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
7.87500000
N
N
N
N
N
N
PAI HOLDCO INC
N/A
PAI Holdco, Inc.
N/A
2783647.31890000
PA
USD
2565131.00000000
0.164765269245
Long
LON
CORP
US
N
2
2027-10-28
Variable
9.39000000
N
N
N
N
N
N
COBHAM GROUP HOLDINGS LTD
N/A
Cobham Ultra SeniorCo SARL
N/A
1732565.52050000
PA
USD
1699213.63000000
0.109145065594
Long
LON
CORP
LU
N
2
2029-08-06
Variable
9.36000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
11890013.07000000
PA
USD
10922876.43000000
0.701605756557
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
MERLIN BUYER INC
N/A
Merlin Buyer, Inc.
N/A
3940000.00000000
PA
USD
3871050.00000000
0.248647962038
Long
LON
CORP
US
N
2
2028-12-14
Variable
9.35000000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAH4
500000.00000000
PA
USD
432780.40000000
0.027798650100
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-768144.00000000
PA
USD
-768144.00000000
-0.04933995689
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1000000.00000000
USD
800100.00000000
USD
CDS
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Companies, Inc.
518439104
1392.00000000
NS
USD
177744.48000000
0.011417006423
Long
EC
CORP
US
N
1
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803EK5
5030000.00000000
PA
USD
1870898.49000000
0.120172846313
Long
DBT
UST
US
N
2
2044-11-15
None
0.00000000
N
N
N
N
N
N
Blackstone Strategic Credit 20
549300YESIF051NRED20
Blackstone Strategic Credit Fund
09257R101
186741.00000000
NS
USD
2042946.54000000
0.131223955703
Long
EC
RF
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAS7
2000000.00000000
PA
USD
1907594.40000000
0.122529923394
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.94500000
N
N
N
N
N
N
PACKAGING COORDINATORS MIDCO INC
N/A
Packaging Coordinators Midco, Inc.
N/A
1754999.99990000
PA
USD
1747927.35000000
0.112274078962
Long
LON
CORP
US
N
2
2027-11-30
Variable
9.15000000
N
N
N
N
N
N
UNITED AIR 2015-1 AA PTT
N/A
United Airlines Class AA Pass Through Trust
90932LAA5
421394.38610000
PA
USD
384925.27000000
0.024724786278
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.45000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94988U151
183750.00000000
NS
USD
3529837.50000000
0.226730964648
Long
EP
CORP
US
N
2
N
N
N
IMAGEFIRST HOLDINGS LLC
N/A
ImageFIRST Holdings LLC
N/A
1075861.11550000
PA
USD
1065102.50000000
0.068414400740
Long
LON
CORP
US
N
2
2028-04-27
Variable
10.47000000
N
N
N
N
N
N
ASP DREAM ACQUISITION CO LLC
N/A
ASP Dream Acquisiton Co. LLC
N/A
2462500.00000000
PA
USD
2444031.25000000
0.156986706312
Long
LON
CORP
US
N
2
2028-12-15
Variable
9.45000000
N
N
N
N
N
N
Invesco Advantage Municipal In
DA89O2CSN0WUDR74HM71
Invesco Advantage Municipal Income Trust II
46132E103
163240.00000000
NS
USD
1330406.00000000
0.085455558720
Long
EC
RF
US
N
1
N
N
N
Kraft Heinz Co/The
9845007488EC87F5AF14
Kraft Heinz Co.
500754106
6519.00000000
NS
USD
228882.09000000
0.014701712771
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896100
3846.00000000
NS
USD
218298.96000000
0.014021929843
Long
EC
CORP
US
N
1
N
N
N
DEUCE FINCO PLC
N/A
Deuce FinCo plc
N/A
100000.00000000
PA
106874.59000000
0.006864842613
Long
DBT
CORP
GB
N
2
2027-06-15
Variable
8.59500000
N
N
N
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates, Inc.
426281101
1425.00000000
NS
USD
226133.25000000
0.014525147379
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
1311.00000000
NS
USD
200202.81000000
0.012859565415
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp.
743315103
1595.00000000
NS
USD
261627.85000000
0.016805061085
Long
EC
CORP
US
N
1
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp.
058498AX4
875000.00000000
PA
USD
722581.39000000
0.046413347807
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.12500000
N
N
N
N
N
N
Castlelake Aircraft Structured
N/A
Castlelake Aircraft Securitization Trust
14856CAA7
1462023.16630000
PA
USD
1332844.06000000
0.085612161877
Long
ABS-O
CORP
US
N
2
2043-06-15
Fixed
4.12500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1256435.39000000
PA
USD
-1256435.39000000
-0.08070422731
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1500000.00000000
USD
1414050.00000000
USD
CDS
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GA5
32650000.00000000
PA
USD
9503689.84000000
0.610447581551
Long
DBT
UST
US
N
2
2051-08-15
None
0.00000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy, Inc.
30034W106
3988.00000000
NS
USD
203547.52000000
0.013074405142
Long
EC
CORP
US
N
1
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein, Inc.
806407102
2925.00000000
NS
USD
195185.25000000
0.012537274029
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
S&P 500 Index
N/A
-1.00000000
NC
USD
-4695.00000000
-0.00030157248
N/A
DE
US
N
1
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
Call
Written
S&P 500 INDEX
US78378X1072
-100
4550.00000000
USD
2023-12-12
XXXX
-707.07000000
N
N
N
CHECKERS HOLDINGS INC
N/A
Checkers Holdings, Inc.
N/A
84343.00000000
NS
USD
335685.14000000
0.021561960178
Long
EC
CORP
US
N
3
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
3086.00000000
NS
USD
234906.32000000
0.015088665281
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp.
35137L204
2412.00000000
NS
USD
66715.92000000
0.004285343135
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377508
5482.00000000
NS
USD
262258.88000000
0.016845593841
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746U109
4558.00000000
NS
USD
206659.72000000
0.013274310126
Long
EC
CORP
US
N
1
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-2986496.51000000
PA
USD
-2986496.51000000
-0.19183071023
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.70000000
N/A
4100000.00000000
USD
3642440.00000000
USD
CDS
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co.
025816109
1367.00000000
NS
USD
233442.59000000
0.014994645963
Long
EC
CORP
US
N
1
N
N
N
ACROPOLIS INFRASTRUCTURE - A
N/A
Acropolis Infrastructure Acquisition Corp.
005029111
32766.00000000
NS
USD
393.19000000
0.000025255652
N/A
DE
US
N
1
Acropolis Infrastructure Acquisition Corp.
N/A
Call
Purchased
N/A
Acropolis Infrastructure Acquisition Corp.
32766
11.50000000
USD
2026-03-31
XXXX
-26657.12000000
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
872.00000000
NS
USD
209349.76000000
0.013447098636
Long
EC
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BJ0
700000.00000000
PA
USD
621851.09000000
0.039943169481
Long
DBT
CORP
US
N
2
2052-03-01
Variable
5.12500000
N
N
N
N
N
N
SCIENTIFIC GAMES US PARENT LP
N/A
Scientific Games Holdings, LP
N/A
123750.00000000
PA
USD
123032.25000000
0.007902692609
Long
LON
CORP
US
N
2
2029-04-04
Variable
8.91000000
N
N
N
N
N
N
VECTOR PHOENIX HOLDINGS (CAYMAN) LP
N/A
Vector Phoenix Holdings, LP
N/A
121040.43700000
NS
USD
7435.51000000
0.000477602823
Long
EC
CORP
KY
N
3
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
7880.00000000
NS
USD
214887.60000000
0.013802809007
Long
EC
CORP
US
N
1
N
N
N
SYNDIGO LLC
N/A
Syndigo LLC
N/A
4485000.00000000
PA
USD
4328025.00000000
0.278000696426
Long
LON
CORP
US
N
3
2027-12-15
Variable
9.96000000
N
N
N
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp.
34959J108
2792.00000000
NS
USD
192592.16000000
0.012370712878
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
025537101
2770.00000000
NS
USD
220353.50000000
0.014153898477
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCN1
325000.00000000
PA
USD
267678.68000000
0.017193722184
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
GREENWAY HEALTH LLC (DELAWARE)
N/A
Greenway Health LLC
N/A
944584.38470000
PA
USD
848746.85000000
0.054517294930
Long
LON
CORP
US
N
2
2024-02-16
Variable
9.21000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAE8
8217000.00000000
PA
USD
7720594.60000000
0.495914574345
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.72300000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp.
89055FAC7
400000.00000000
PA
USD
341826.82000000
0.021956456817
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner, Inc.
099724106
5410.00000000
NS
USD
182262.90000000
0.011707236703
Long
EC
CORP
US
N
1
N
N
N
PPP INTERMEDIATE HOLDINGS LLC
N/A
Permian Production Partners LLC
N/A
375454.89870000
PA
USD
358559.43000000
0.023031237400
Long
LON
CORP
US
N
2
2025-11-24
Variable
7.73000000
N
N
Y
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
92926SAC0
1349830.49120000
PA
USD
467337.64000000
0.030018354650
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.64700000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAY4
3390489.65540000
PA
USD
2950329.51000000
0.189507606464
Long
ABS-MBS
USGSE
US
Y
2
2052-11-25
Variable
5.94300000
N
N
N
N
N
N
Fidelity National Information
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
3911.00000000
NS
USD
229341.04000000
0.014731192365
Long
EC
CORP
US
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023105
1022.00000000
NS
USD
236725.86000000
0.015205539233
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
3297.00000000
NS
USD
242922.96000000
0.015603595648
Long
EC
CORP
US
N
1
N
N
N
PAR PACIFIC HOLDINGS INC
N/A
Par Petroleum LLC
N/A
3880500.00000000
PA
USD
3869168.94000000
0.248527136491
Long
LON
CORP
US
N
2
2030-02-28
Variable
9.74000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
648.00000000
NS
USD
245533.68000000
0.015771289222
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
559.00000000
NS
USD
219625.51000000
0.014107137720
Long
EC
CORP
US
N
1
N
N
N
KAMC HOLDINGS INC
N/A
Franklin Energy (KAMC Holdings, Inc.)
N/A
1584000.00000000
PA
USD
1341869.76000000
0.086191906884
Long
LON
CORP
US
N
2
2026-08-14
Variable
9.65000000
N
N
N
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp.
615369105
637.00000000
NS
USD
232479.52000000
0.014932785384
Long
EC
CORP
US
N
1
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
93363XAE3
914234.10590000
PA
USD
518906.30000000
0.033330748500
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
5.70700000
N
N
N
N
N
N
Kimco Realty Corp
254900ARY41P4V1JL861
Kimco Realty Corp.
49446R109
11613.00000000
NS
USD
224363.16000000
0.014411449733
Long
EC
CORP
US
N
1
N
N
N
Catalent Inc
N/A
Catalent, Inc.
148806102
4467.00000000
NS
USD
173542.95000000
0.011147130841
Long
EC
CORP
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAC1
6390000.00000000
PA
USD
4700571.10000000
0.301930335292
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDINGS INC
N/A
Kronos Acquisition Holdings, Inc.
N/A
2896654.64340000
PA
USD
2866616.33000000
0.184130483564
Long
LON
CORP
US
N
2
2026-12-22
Variable
9.40000000
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC, Inc.
69370C100
1508.00000000
NS
USD
237298.88000000
0.015242345850
Long
EC
CORP
US
N
1
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189105
2212.00000000
NS
USD
157781.96000000
0.010134760026
Long
EC
CORP
US
N
1
N
N
N
QUIRCH FOODS HOLDINGS LLC
N/A
Quirch Foods Holdings LLC
N/A
6848094.48490000
PA
USD
6801048.08000000
0.436849626024
Long
LON
CORP
US
N
2
2027-10-27
Variable
10.45000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17330VAA4
1046498.06170000
PA
USD
1040831.69000000
0.066855421279
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.17000000
N
N
N
N
N
N
BIDFAIR LTD
N/A
Sotheby's
N/A
357936.72800000
PA
USD
347757.01000000
0.022337368884
Long
LON
CORP
US
N
2
2027-01-15
Variable
10.16000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
774.00000000
NS
USD
218144.16000000
0.014011986622
Long
EC
CORP
US
N
1
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
2180.00000000
NS
USD
218065.40000000
0.014006927655
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp.
30161N101
5335.00000000
NS
USD
205450.85000000
0.013196661151
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
554.65860000
NS
USD
230643.69000000
0.014814865081
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DJ1
2100000.00000000
PA
USD
2070537.00000000
0.132996165220
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp.
482480100
435.00000000
NS
USD
236909.70000000
0.015217347771
Long
EC
CORP
US
N
1
N
N
N
ONTARIO GAMING GTA LP
894500EC9KLZLOC3V025
Ontario Gaming GTA, LP
68306MAA7
2150000.00000000
PA
USD
2171736.82000000
0.139496502080
Long
DBT
CORP
CA
N
2
2030-08-01
Fixed
8.00000000
N
N
N
N
N
N
Venture CDO Ltd
549300ZVVNSDW7WU0O73
Venture XIII CLO Ltd.
92329PAC9
1500000.00000000
PA
USD
38778.00000000
0.002490815327
Long
ABS-O
CORP
KY
N
2
2029-09-10
None
0.00000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
1820000.00000000
NS
USD
1713461.93000000
0.110060272258
Long
EP
CORP
US
N
2
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-66090000.00000000
NC
-26438.09000000
-0.00169818968
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
66090000.00000000
EUR
71969234.22000000
USD
2023-12-18
-26438.09000000
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K305
856.00000000
NS
USD
113445.68000000
0.007286921412
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
1216.00000000
NS
USD
222990.08000000
0.014323253108
Long
EC
CORP
US
N
1
N
N
N
CD&R FIREFLY 4 LTD
N/A
CD&R Firefly Bidco Ltd.
N/A
703015.95000000
PA
878581.35000000
0.056433645177
Long
LON
CORP
GB
N
3
2025-06-23
Variable
9.54000000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160K105
393.00000000
NS
USD
232946.82000000
0.014962801321
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd.
N/A
2102.00000000
NS
USD
256948.48000000
0.016504492553
Long
EC
CORP
US
N
1
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp.
831865209
3086.00000000
NS
USD
232560.96000000
0.014938016495
Long
EC
CORP
US
N
1
N
N
N
NIC ACQUISITION CORP
N/A
NIC Acquisition Corp.
N/A
1043229.07000000
PA
USD
786333.91000000
0.050508343783
Long
LON
CORP
US
N
2
2027-12-29
Variable
9.40000000
N
N
N
N
N
N
SHAW DEVELOPMENT LLC
N/A
Shaw Development LLC
N/A
-531914.89000000
PA
USD
-10487.85000000
-0.00067366283
Short
LON
CORP
US
N
3
2029-10-30
Variable
0.50000000
N
N
N
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
13400.00000000
NS
USD
234098.00000000
0.015036744711
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
5306.00000000
NS
USD
195950.58000000
0.012586433235
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
1781.00000000
NS
USD
232616.41000000
0.014941578197
Long
EC
CORP
US
N
1
N
N
N
OMNITRACS HOLDINGS LLC
N/A
Polaris Newco LLC
N/A
336635.15990000
PA
USD
327209.38000000
0.021017539297
Long
LON
CORP
US
N
2
2028-06-02
Variable
9.46000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
964.00000000
NS
USD
242831.60000000
0.015597727350
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
827.00000000
NS
USD
193584.16000000
0.012434431708
Long
EC
CORP
US
N
1
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89117F8Z5
2850000.00000000
PA
USD
2865753.52000000
0.184075062955
Long
DBT
CORP
CA
N
2
2082-10-31
Variable
8.12500000
N
N
N
N
N
N
UNIFORM MBS
N/A
UMBS 30YR TBA(REG A)
N/A
19432773.00000000
PA
USD
16382838.14000000
1.052313794945
Long
ABS-MBS
CORP
US
N
2
2053-09-14
Fixed
3.00000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird B
N/A
1185705.89000000
PA
USD
0.01000000
0.000000000642
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
GLOVES BUYER INC
N/A
Protective Industrial Products, Inc.
N/A
1340620.21190000
PA
USD
1310456.26000000
0.084174133217
Long
LON
CORP
US
N
2
2027-12-29
Variable
9.46000000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group, Inc.
19240CAE3
7500000.00000000
PA
USD
7368750.00000000
0.473314648551
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
Expeditors International of Wa
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
1885.00000000
NS
USD
226840.90000000
0.014570601643
Long
EC
CORP
US
N
1
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks, Inc.
040413106
1102.00000000
NS
USD
242120.42000000
0.015552046344
Long
EC
CORP
US
N
1
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZN2
3490000.00000000
PA
USD
3476164.56000000
0.223283407229
Long
DBT
UST
US
N
2
2023-12-28
None
0.00000000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E301
80000.00000000
NS
USD
1396000.00000000
0.089668837913
Long
EP
CORP
US
N
2
N
N
N
Invesco Municipal Trust
GKS5Y4B1VKHV66WSPK53
Invesco Municipal Trust
46131J103
188704.00000000
NS
USD
1739850.88000000
0.111755305553
Long
EC
RF
US
N
1
N
N
N
ALBION JVCO LTD
N/A
Albion Financing 3 SARL
N/A
2000000.00000000
PA
2174896.58000000
0.139699461970
Long
LON
CORP
LU
N
2
2026-08-17
Variable
9.25000000
N
N
N
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
N/A
2803.00000000
NS
USD
234583.07000000
0.015067902063
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp.
758849103
3380.00000000
NS
USD
212196.40000000
0.013629945986
Long
EC
CORP
US
N
1
N
N
N
ARMOR PARENT CORP
549300MC6XO5P96H8E79
Accuride Corp.
N/A
5348870.51940000
PA
USD
4573284.29000000
0.293754360840
Long
LON
CORP
US
N
2
2026-05-18
Variable
6.11000000
N
N
Y
N
N
N
Dryden Senior Loan Fund
5493008NBEE3C4AF3K95
Dryden 50 Senior Loan Fund
262430AA9
3555000.00000000
PA
USD
1072188.00000000
0.068869521479
Long
ABS-O
CORP
KY
N
2
2030-07-15
None
0.00000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer
01883LAE3
350000.00000000
PA
USD
349672.27000000
0.022460391190
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.75000000
N
N
N
N
N
N
EVERGREEN ACQCO/TVI INC
N/A
Evergreen Acqco 1 Limited Partnership / TVI, Inc.
30015DAA9
3240000.00000000
PA
USD
3361500.00000000
0.215918193873
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
9.75000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
2841.00000000
NS
USD
217620.60000000
0.013978356954
Long
EC
CORP
US
N
1
N
N
N
MICHAEL BAKER INTERNATIONAL LLC
N/A
Michael Baker International LLC
N/A
3840228.42640000
PA
USD
3821027.28000000
0.245434868076
Long
LON
CORP
US
N
2
2028-12-01
Variable
10.46000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBL7
7300000.00000000
PA
USD
4179339.06000000
0.268450198250
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
4.30000000
N
N
N
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets, Inc.
N/A
-14853649.67000000
PA
USD
-14853649.67000000
-0.95408990307
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
16947877.00000000
USD
16295405.57000000
USD
AMBS
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1340088.00000000
PA
USD
-1340088.00000000
-0.08607745964
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1550000.00000000
USD
1395775.00000000
USD
CDS
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAA9
1300000.00000000
PA
USD
1118221.65000000
0.071826386737
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAD3
2250000.00000000
PA
USD
2085611.78000000
0.133964458919
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030N101
4810.00000000
NS
USD
201490.90000000
0.012942302903
Long
EC
CORP
US
N
1
N
N
N
ATLAS MARA LTD
N/A
Atlas Mara Ltd.
N/A
508570.71540000
PA
USD
235976.81000000
0.015157425735
Long
DBT
CORP
VG
Y
3
2021-12-31
Fixed
8.00000000
Y
N
N
N
N
Atlas Mara Ltd
Atlas Mara Ltd
USD
XXXX
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-13868460.70000000
PA
USD
-13868460.70000000
-0.89080856348
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.48000000
N/A
42710000.00000000
USD
13903565.79
USD
UST
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp.
31428X106
855.00000000
NS
USD
221299.65000000
0.014214672239
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co.
191216100
3701.00000000
NS
USD
216286.44000000
0.013892660265
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141G104
663.00000000
NS
USD
226441.02000000
0.014544916274
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132E0SG8
12863512.91000000
PA
USD
10931904.79000000
0.702185672423
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
3.00000000
N
N
N
N
N
N
WCG PURCHASER CORP
N/A
WIRB - Copernicus Group, Inc.
N/A
3152977.95360000
PA
USD
3095436.11000000
0.198828193997
Long
LON
CORP
US
N
2
2027-01-08
Variable
9.46000000
N
N
N
N
N
N
ATLAS CC ACQUISITION CORP
N/A
Atlas CC Acquisition Corp.
N/A
2073797.74120000
PA
USD
1918553.24000000
0.123233839188
Long
LON
CORP
US
N
2
2028-05-25
Variable
9.90000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group, Inc.
60337JAA4
7900000.00000000
PA
USD
6847746.86000000
0.439849214372
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149Y108
2439.00000000
NS
USD
261168.12000000
0.016775531390
Long
EC
CORP
US
N
1
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865100
1190.00000000
NS
USD
228158.70000000
0.014655247484
Long
EC
CORP
US
N
1
N
N
N
Vacasa Inc
5493000NL6DCWTVXZD49
Vacasa, Inc.
91854V206
9841.00000000
NS
USD
78334.36000000
0.005031626812
Long
EC
CORP
US
N
1
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAF7
3700000.00000000
PA
USD
3667309.02000000
0.235561130440
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
7.50000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351885
89725.00000000
NS
USD
2348103.25000000
0.150824992642
Long
EP
CORP
US
N
2
N
N
N
FONTAINEBLEAU LAS VEGAS
N/A
Fontainbleau Vegas
N/A
5936056.05000000
PA
USD
5936056.05000000
0.381288859451
Long
ABS-O
CORP
US
N
3
2026-01-31
Fixed
10.97100000
N
N
Y
N
N
N
CHARTER NEXT GENERATION INC
N/A
Charter Next Generation, Inc.
N/A
4692935.90000000
PA
USD
4671442.25000000
0.300059310844
Long
LON
CORP
US
N
2
2027-12-01
Variable
9.21000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AM3
3750000.00000000
PA
USD
2833668.75000000
0.182014171808
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.85000000
N
N
N
N
N
N
API HOLDINGS III LLC
N/A
API Holdings III Corp.
N/A
57328.27000000
PA
USD
55608.42000000
0.003571878509
Long
LON
CORP
US
N
2
2027-03-25
Variable
6.32271000
N
N
N
N
N
N
DHANANI GROUP INC
N/A
Dhanani Group, Inc.
N/A
2931818.18640000
PA
USD
2902500.00000000
0.186435388284
Long
LON
CORP
US
N
3
2027-06-10
Variable
11.44000000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon plc
N/A
649.00000000
NS
USD
213190.01000000
0.013693768231
Long
EC
CORP
US
N
1
N
N
N
Nuveen Taxable Municipal Incom
CGX4I2YMRMYU5022FW76
Nuveen Taxable Municipal Income Fund
67074C103
289790.00000000
NS
USD
4401910.10000000
0.282746535292
Long
EC
RF
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
910.00000000
NS
USD
248675.70000000
0.015973109624
Long
EC
CORP
US
N
1
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAE1
500000.00000000
PA
USD
487472.50000000
0.031311670909
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.37500000
N
N
N
N
N
N
CNTRL PARENT/CDK GLB INC
N/A
Central Parent Incorporated / CDK Global, Inc.
15477CAA3
3400000.00000000
PA
USD
3397077.02000000
0.218203401638
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.25000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
549300DQF6YN0E43PM71
Nationstar Mortgage Holdings, Inc.
43734LAA4
2180000.00000000
PA
USD
2078556.80000000
0.133511298562
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas Limited Partnership / Ferrellgas Finance Corp.
315289AA6
975000.00000000
PA
USD
931498.82000000
0.059832676724
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.37500000
N
N
N
N
N
N
WILTON RE LTD
5493004VQ9VSL29MT373
Wilton RE Ltd.
97263CAA9
7800000.00000000
PA
USD
6890088.66000000
0.442568942167
Long
DBT
CORP
CA
N
3
N/A
Variable
6.00000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
481.00000000
NS
USD
230634.69000000
0.014814286987
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
324.00000000
NS
USD
231958.08000000
0.014899291889
Long
EC
CORP
US
N
1
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
1086186.04520000
PA
USD
1074351.57000000
0.069008493404
Long
LON
CORP
US
N
3
2027-01-29
Variable
11.45000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903202
1054.00000000
NS
USD
213645.80000000
0.013723044850
Long
EC
CORP
US
N
1
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BL2
2560000.00000000
PA
USD
1841971.38000000
0.118314780168
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
4.37500000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
143900000.00000000
OU
Notional Amount
USD
-6488012.11000000
-0.41674248300
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2027-07-18
686.44000000
USD
0.00000000
USD
143900000.00000000
USD
-6488698.55000000
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage, Inc.
30225T102
1698.00000000
NS
USD
221028.66000000
0.014197265822
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308109
907.00000000
NS
USD
219684.47000000
0.014110924880
Long
EC
CORP
US
N
1
N
N
N
AT&T MOBILITY II LLC
N/A
AT&T Mobility II LLC
04651L305
10000.00000000
NS
USD
9640300.00000000
0.619222419871
Long
EP
CORP
US
N
3
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
1009793.12260000
PA
USD
1000240.46000000
0.064248137308
Long
LON
CORP
US
N
3
2028-11-25
Variable
10.95000000
N
N
N
N
N
N
CARTER INTERMEDIATE INC
N/A
Aegion Corp.
N/A
3020906.25710000
PA
USD
2983175.14000000
0.191617369697
Long
LON
CORP
US
N
2
2028-05-17
Variable
10.39000000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
3822.00000000
NS
USD
184908.36000000
0.011877161720
Long
EC
CORP
US
N
1
N
N
N
LUMEN TECHNOLOGIES INC
OKXQCBALRQBU7RU5WQ22
Level 3 Financing, Inc.
N/A
1500000.00000000
PA
USD
723750.00000000
0.046488410773
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
BlackRock Credit Allocation In
WU48CSUCFTU86AQUYZ93
BlackRock Credit Allocation Income Trust
092508100
184289.00000000
NS
USD
1846575.78000000
0.118610533175
Long
EC
RF
US
N
1
N
N
N
SVC ABS LLC
N/A
SVC ABS LLC
78487JAB2
3693062.50000000
PA
USD
3411314.70000000
0.219117926151
Long
ABS-O
CORP
US
N
2
2053-02-20
Fixed
5.55000000
N
N
N
N
N
N
FRANCISCO PARTNERS MANAGEMENT LP
N/A
Recorded Books, Inc.
N/A
486483.35540000
PA
USD
485670.93000000
0.031195951218
Long
LON
CORP
US
N
2
2025-08-29
Variable
9.60000000
N
N
N
N
N
N
LONESTAR INTERMEDIATE SUPER HOLDINGS LLC
549300KNQVXGIOXWK278
Asurion LLC
N/A
3936609.02260000
PA
USD
3867718.36000000
0.248433961833
Long
LON
CORP
US
N
2
2028-08-20
Variable
9.70000000
N
N
N
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
652.00000000
NS
USD
139397.60000000
0.008953883094
Long
EC
CORP
US
N
1
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton, Inc.
09951LAB9
325000.00000000
PA
USD
296062.00000000
0.019016859233
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
NFM & J LLC
N/A
NFM & J LLC
N/A
3248037.71200000
PA
USD
3183076.96000000
0.204457601714
Long
LON
CORP
US
N
3
2027-11-30
Variable
11.23000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AN1
1350000.00000000
PA
USD
1133789.40000000
0.072826345227
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
EXIDE TECHNOLOGIES
549300KITCGPNNNXQP63
Exide Technologies
N/A
1562081.00000000
PA
USD
1.56000000
0.000000100202
Long
DBT
CORP
US
N
3
2024-10-31
Fixed
11.00000000
Y
N
N
N
N
N
EXIDE TECHNOLOGIES
549300KITCGPNNNXQP63
Exide Technologies
N/A
761.24000000
NS
USD
959954.67000000
0.061660472570
Long
EP
CORP
US
N
3
N
N
N
ISOLVED INC
N/A
iSolved, Inc.
N/A
2400000.00000000
PA
USD
2397000.00000000
0.153965762521
Long
LON
CORP
US
N
2
2030-10-14
Variable
9.48000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
N/A
BANGL LLC
N/A
7600000.00000000
PA
USD
7562000.00000000
0.485727616263
Long
LON
CORP
US
N
2
2029-02-01
Variable
9.89000000
N
N
N
N
N
N
ORION GROUP
N/A
Orion Group
N/A
757173.91140000
PA
USD
743327.07000000
0.047745898679
Long
LON
CORP
US
N
3
2027-03-19
Variable
11.89000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284V101
3455.00000000
NS
USD
221638.25000000
0.014236421428
Long
EC
CORP
US
N
1
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33768EAE2
3200000.00000000
PA
USD
3016065.60000000
0.193730012481
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
4.50000000
N
N
N
N
N
N
TEAMSYSTEM SPA
N/A
TeamSystem S.p.A.
N/A
1700000.00000000
PA
1633191.81000000
0.104904306370
Long
DBT
CORP
IT
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
CarMax Inc
N/A
CarMax, Inc.
143130102
2668.00000000
NS
USD
170591.92000000
0.010957578240
Long
EC
CORP
US
N
1
N
N
N
ENDO INTERNATIONAL PLC
N/A
Endo Luxembourg Finance Company I SARL
N/A
1283750.00000000
PA
USD
824809.38000000
0.052979726794
Long
LON
CORP
LU
N
2
2028-03-27
Variable
14.50000000
N
N
N
N
N
N
INDICOR LLC
N/A
Indicor LLC
N/A
2587000.00000000
PA
USD
2587491.53000000
0.166201546280
Long
LON
CORP
US
N
2
2029-11-22
Variable
9.89000000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
N/A
992500.00000000
PA
USD
975131.25000000
0.062635305158
Long
LON
CORP
US
N
2
2027-03-30
Variable
10.88000000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic plc
N/A
2698.00000000
NS
USD
213870.46000000
0.013737475366
Long
EC
CORP
US
N
1
N
N
N
CHECKERS HOLDINGS INC
N/A
Checkers Holdings, Inc.
N/A
93287.28000000
PA
USD
93287.28000000
0.005992093115
Long
LON
CORP
US
N
3
2027-06-16
Variable
6.35000000
N
N
Y
N
N
N
KRONOS ACQUISITION HOLDINGS INC
N/A
Kronos Acquisition Holdings, Inc.
N/A
1768500.00000000
PA
USD
1768500.00000000
0.113595515652
Long
LON
CORP
US
N
2
2026-12-22
Variable
11.54000000
N
N
N
N
N
N
APTTUS CORP
N/A
Apttus Corp.
N/A
3812187.82000000
PA
USD
3807422.59000000
0.244561002214
Long
LON
CORP
US
N
2
2028-05-08
Variable
9.46000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
1166.00000000
NS
USD
205997.22000000
0.013231755967
Long
EC
CORP
US
N
1
N
N
N
CHS INC
N/A
STS Operating, Inc. (SunSource)
N/A
2362598.47250000
PA
USD
2362598.47000000
0.151756059643
Long
LON
CORP
US
N
2
2024-12-11
Variable
9.70000000
N
N
N
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp.
989207105
840.00000000
NS
USD
199063.20000000
0.012786365197
Long
EC
CORP
US
N
1
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger N.V.
806857108
3599.00000000
NS
USD
187291.96000000
0.012030266764
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co.
189054109
1397.00000000
NS
USD
200259.95000000
0.012863235671
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc.
090572207
603.00000000
NS
USD
183866.76000000
0.011810256948
Long
EC
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CL2
3100000.00000000
PA
USD
3151299.45000000
0.202416446704
Long
DBT
CORP
GB
N
2
2025-11-16
Variable
7.77600000
N
N
N
N
N
N
MORAN FOODS LLC
N/A
Moran Foods LLC
N/A
651726.13570000
PA
USD
369410.63000000
0.023728239187
Long
LON
CORP
US
N
3
2026-06-30
Variable
6.37000000
N
N
N
N
N
N
iShares Russell 2000 ETF
549300O80OAR5VTWR172
iShares Russell 2000 Index ETF
464287655
92705.00000000
NS
USD
16655380.30000000
1.069819911542
Long
EC
RF
US
N
1
N
N
N
Laboratory Corp of America Hol
OZ7UA8IXAIFILY2VZH07
Laboratory Corporation of America Holdings
50540R409
1065.00000000
NS
USD
231009.15000000
0.014838339561
Long
EC
CORP
US
N
1
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AL3
1050000.00000000
PA
USD
1004563.14000000
0.064525794681
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368103
1692.00000000
NS
USD
209351.16000000
0.013447188562
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2922259.35000000
PA
USD
-2922259.35000000
-0.18770458452
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
N/A
3965000.00000000
USD
3588111.50000000
USD
CDS
N
N
N
CHECKERS HOLDINGS INC
N/A
Checkers Holdings, Inc.
N/A
-139346.37000000
PA
USD
0.00000000
0.000000
Short
LON
CORP
US
N
2
2027-06-16
Variable
1.00000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
N/A
Caesars Entertainment, Inc.
N/A
547250.00000000
PA
USD
547096.77000000
0.035141498275
Long
LON
CORP
US
N
2
2030-02-06
Variable
8.70000000
N
N
N
N
N
N
Gen Digital Inc
YF6ZV0M6AU4FY94MK914
Gen Digital, Inc.
668771108
10834.00000000
NS
USD
239214.72000000
0.015365405411
Long
EC
CORP
US
N
1
N
N
N
TRAEGER PELLET GRILLS LLC
N/A
TGP Holdings LLC
N/A
376805.84330000
PA
USD
320544.96000000
0.020589465660
Long
LON
CORP
US
N
2
2028-06-29
Variable
8.70000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
OKXQCBALRQBU7RU5WQ22
Level 3 Financing, Inc.
N/A
600000.00000000
PA
USD
279000.00000000
0.017920921044
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.75000000
N
N
N
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255UAA3
2134003.43300000
PA
USD
1867213.74000000
0.119936164901
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
3.35100000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS Ltd.
55283LAA3
535225.55590000
PA
USD
475060.85000000
0.030514437219
Long
ABS-O
CORP
BM
N
2
2044-03-15
Fixed
4.45800000
N
N
N
N
N
N
PLATINUM EQUITIES LLC
5493008CRWH2WFODTF44
Pelican Products, Inc.
N/A
4509276.01520000
PA
USD
4144024.66000000
0.266181859275
Long
LON
CORP
US
N
2
2028-12-29
Variable
9.79000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
6750000.00000000
PA
USD
6066663.62000000
0.389678135257
Long
DBT
CORP
US
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
10Y-2Y SOFR CMS CAP
N/A
44500000.00000000
NC
USD
1631.82000000
0.000104816191
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
44500000
0.20000000
USD
2023-12-19
XXXX
-179149.43000000
N
N
N
TRITON WATER HOLDINGS INC
N/A
Triton Water Holdings, Inc.
N/A
223286.98530000
PA
USD
219379.46000000
0.014091333266
Long
LON
CORP
US
N
2
2028-03-31
Variable
8.90000000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAC3
5250000.00000000
PA
USD
4375432.95000000
0.281045836673
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
4.45900000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
2812500.00000000
PA
USD
2895806.25000000
0.186005430702
Long
LON
CORP
US
N
2
2027-06-21
Variable
10.80000000
N
N
N
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340107
4635.00000000
NS
USD
209594.70000000
0.013462831792
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc
254900M6MTMZM0I22L81
Healthpeak Properties, Inc.
42250P103
10781.00000000
NS
USD
186726.92000000
0.011993972724
Long
EC
CORP
US
N
1
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
1900000.00000000
PA
USD
1605908.18000000
0.103151805370
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp.
150870103
1739.00000000
NS
USD
241129.74000000
0.015488412301
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
19251.00000000
NS
USD
238519.89000000
0.015320774610
Long
EC
CORP
US
N
1
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AH2
4200000.00000000
PA
USD
3568656.00000000
0.229224381399
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.62500000
N
N
N
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
1780.00000000
NS
USD
207031.80000000
0.013298209826
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849106
7930.00000000
NS
USD
201659.90000000
0.012953158228
Long
EC
CORP
US
N
1
N
N
N
DXP ENTERPRISES INC
N/A
DXP Enterprises, Inc.
N/A
1550000.00000000
PA
USD
1546125.00000000
0.099311770787
Long
LON
CORP
US
N
2
2030-10-05
Variable
10.29000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AQ5
1500000.00000000
PA
USD
1414055.72000000
0.090828605413
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
9.00000000
N
N
N
N
N
N
2622524 ONTARIO INC
N/A
Ontario Gaming GTA LP
N/A
1500000.00000000
PA
USD
1502820.00000000
0.096530174064
Long
LON
CORP
CA
N
2
2030-08-01
Variable
9.64000000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust
14856GAB6
3456733.60110000
PA
USD
2845084.99000000
0.182747467635
Long
ABS-O
CORP
US
N
2
2046-01-15
Fixed
6.65600000
N
N
N
N
N
N
GARDEN SPINCO CORP
N/A
Garden Spinco Corp.
365417AA2
2450000.00000000
PA
USD
2571671.14000000
0.165185360043
Long
DBT
CORP
US
N
2
2030-07-20
Fixed
8.62500000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
788.00000000
NS
USD
203902.88000000
0.013097230871
Long
EC
CORP
US
N
1
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30605YAD3
569372.44330000
PA
USD
495070.59000000
0.031799716683
Long
ABS-O
CORP
US
N
2
2042-02-15
Fixed
6.30000000
N
N
N
N
N
N
BALROG ACQUISITION INC
N/A
Balrog Acquisition, Inc.
N/A
3042375.00000000
PA
USD
3023360.16000000
0.194198561706
Long
LON
CORP
US
N
3
2028-09-05
Variable
9.96000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
659.00000000
NS
USD
206589.91000000
0.013269826041
Long
EC
CORP
US
N
1
N
N
N
TERRAFORM GLOBAL OPERATI
549300LC7QMVR79H5O86
Terraform Global Operating, LP
88104UAC7
5255000.00000000
PA
USD
5084212.50000000
0.326572655144
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.12500000
N
N
N
N
N
N
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
S&P 500 Index
N/A
-1.00000000
NC
USD
-5115.00000000
-0.00032855021
N/A
DE
US
N
1
BNP Paribas Prime Brokerage International, Ltd.
5493000EGBAKFHIIT563
Call
Written
S&P 500 INDEX
US78378X1072
-100
4500.00000000
USD
2023-12-01
XXXX
-726.07000000
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
1348.00000000
NS
USD
208481.68000000
0.013391339521
Long
EC
CORP
US
N
1
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts, LP
44107TAZ9
3610000.00000000
PA
USD
3077814.67000000
0.197696321470
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
2114000.00000000
PA
USD
1987847.05000000
0.127684767137
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp.
70137WAG3
1300000.00000000
PA
USD
1158114.87000000
0.074388835647
Long
DBT
CORP
CA
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
226.00000000
NS
USD
222017.88000000
0.014260806085
Long
EC
CORP
US
N
1
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
34135.94000000
NS
USD
341.36000000
0.000021926471
Long
EC
CORP
US
N
3
N
N
N
SOTHEBY'S/BIDFAIR HLD
N/A
Sotheby's/Bidfair Holdings, Inc.
83600GAA2
2700000.00000000
PA
USD
2193750.00000000
0.140910467889
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
FR REFUEL LLC
N/A
FR Refuel LLC
N/A
7852999.99670000
PA
USD
7597777.50000000
0.488025701398
Long
LON
CORP
US
N
2
2028-11-08
Variable
10.21000000
N
N
N
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems, Inc.
29414B104
816.00000000
NS
USD
210683.04000000
0.013532738800
Long
EC
CORP
US
N
1
N
N
N
BCP V MODULAR SERVICES FINANCE PLC
N/A
BCP V Modular Services Finance II plc
N/A
4250000.00000000
PA
4573671.06000000
0.293779204119
Long
DBT
CORP
GB
N
2
2028-10-30
Fixed
6.12500000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
6925000.00000000
PA
USD
6165712.25000000
0.396040295392
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
767.00000000
NS
USD
192302.24000000
0.012352090536
Long
EC
CORP
US
N
1
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus, Inc.
N/A
45049.00000000
NS
USD
493.29000000
0.000031685344
Long
EC
CORP
US
N
3
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp.
655844108
1099.00000000
NS
USD
239757.84000000
0.015400291471
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K107
728.00000000
NS
USD
97493.76000000
0.006262286649
Long
EC
CORP
US
N
1
N
N
N
AIR CANADA 2020-2A PTT
N/A
Air Canada Class A Pass Through Trust
00909DAA1
3363607.62000000
PA
USD
3202223.41000000
0.205687429738
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
5.25000000
N
N
N
N
N
N
CP ATLAS BUYER INC
N/A
American Bath Group LLC
N/A
4056227.23650000
PA
USD
3810663.24000000
0.244769157888
Long
LON
CORP
US
N
2
2027-11-23
Variable
9.20000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
969000.00000000
PA
USD
972352.74000000
0.062456833981
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702FAA0
2000000.00000000
PA
USD
1941592.00000000
0.124713680761
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
10.62900000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746TD3
3300000.00000000
NS
USD
2977168.26000000
0.191231531624
Long
EP
CORP
US
N
2
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay, Inc.
278642103
4966.00000000
NS
USD
203655.66000000
0.013081351265
Long
EC
CORP
US
N
1
N
N
N
BREITLING HOLDINGS SARL
N/A
Breitling Financing SARL
N/A
2800000.00000000
PA
2883426.95000000
0.185210274939
Long
LON
CORP
LU
N
2
2028-10-25
Variable
7.86000000
N
N
N
N
N
N
Sapphire Aviation Finance I Li
N/A
Sapphire Aviation Finance II Ltd.
80307AAB5
1694674.03540000
PA
USD
1211759.72000000
0.077834588770
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
4.33500000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
135145.60000000
NS
USD
23735.89000000
0.001524620109
Long
EP
CORP
US
N
3
N
N
N
BOYNE USA INC
N/A
Boyne USA, Inc.
103557AC8
1250000.00000000
PA
USD
1130024.13000000
0.072584491799
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on, Inc.
833034101
832.00000000
NS
USD
228542.08000000
0.014679873014
Long
EC
CORP
US
N
1
N
N
N
VERTICAL MANCO PP & GMBH CO KG
N/A
TK Elevator Midco GmbH
N/A
627568.98000000
PA
USD
626916.31000000
0.040268522196
Long
LON
CORP
DE
N
2
2027-07-30
Variable
9.38000000
N
N
N
N
N
N
CALDERYS FINANCING LLC
254900ZIKDM74XNEFV84
Calderys Financing LLC
128786AA8
3737000.00000000
PA
USD
3809198.84000000
0.244675095533
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
11.25000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning B
N/A
1208294.11500000
PA
USD
0.01000000
0.000000000642
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
NA RAIL HOLD CO LLC
N/A
NA Rail Hold Co. LLC
N/A
4239434.40670000
PA
USD
4228835.82000000
0.271629508386
Long
LON
CORP
US
N
2
2026-10-19
Variable
9.65000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
1453.00000000
NS
USD
206892.67000000
0.013289273131
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320102
2278.00000000
NS
USD
222742.84000000
0.014307372218
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co.
501044101
4613.00000000
NS
USD
204217.51000000
0.013117440403
Long
EC
CORP
US
N
1
N
N
N
ASTON FINCO SARL
N/A
Aston FinCo SARL
N/A
1636250.00000000
PA
USD
1398306.53000000
0.089816992544
Long
LON
CORP
LU
N
2
2026-10-09
Variable
9.71000000
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco, Inc.
29273DAB6
181000.00000000
PA
USD
13575.00000000
0.000871958792
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
9.50000000
Y
N
N
N
N
N
KDAC Aviation Finance Limited
N/A
KDAC Aviation Finance Ltd.
48244XAA0
6797154.05720000
PA
USD
5709878.58000000
0.366760871703
Long
ABS-O
CORP
KY
N
2
2042-12-15
Fixed
4.21200000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
515.00000000
NS
USD
242338.40000000
0.015566047786
Long
EC
CORP
US
N
1
N
N
N
DYNASTY PARENT HOLDINGS LP
N/A
StandardAero
N/A
1937416.14040000
PA
USD
1934277.53000000
0.124243852663
Long
LON
CORP
US
N
2
2028-08-24
Variable
9.35000000
N
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductor N.V.
N/A
1067.00000000
NS
USD
217753.36000000
0.013986884486
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
7637.00000000
NS
USD
215897.99000000
0.013867709076
Long
EC
CORP
US
N
1
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
31550.79000000
NS
USD
315.51000000
0.000020266056
Long
EC
CORP
US
N
3
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-2834440.25000000
PA
USD
-2834440.25000000
-0.18206372733
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
4800000.00000000
USD
3292320.00000000
USD
CDS
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
2743.00000000
NS
USD
228875.92000000
0.014701316456
Long
EC
CORP
US
N
1
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Bros Discovery, Inc.
934423104
18888.00000000
NS
USD
197379.60000000
0.012678223037
Long
EC
CORP
US
N
1
N
N
N
Charles River Laboratories Int
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864107
1083.00000000
NS
USD
213437.64000000
0.013709674173
Long
EC
CORP
US
N
1
N
N
N
BACH FINANCE LTD
N/A
Fugue Finance LLC
N/A
2000000.00000000
PA
2180165.47000000
0.140037896958
Long
LON
CORP
NL
N
2
2028-01-31
Variable
8.21000000
N
N
N
N
N
N
INCEPTION HOLDCO SARL
N/A
Inception Holdco SARL
N/A
2947462.35000000
PA
3176559.69000000
0.204038979918
Long
LON
CORP
LU
N
3
2029-09-26
Variable
9.72000000
N
N
N
N
N
N
BCP V MODULAR SERVICES FINANCE PLC
N/A
BCP V Modular Services Holdings IV Ltd.
N/A
2000000.00000000
PA
2046048.33000000
0.131423192024
Long
LON
CORP
GB
N
2
2028-12-15
Variable
8.40000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp.
020002101
2030.00000000
NS
USD
279876.10000000
0.017977195305
Long
EC
CORP
US
N
1
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment, Inc.
707569AV1
4925000.00000000
PA
USD
4087774.67000000
0.262568770997
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.12500000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
12865.00000000
NS
USD
226038.05000000
0.014519032426
Long
EC
CORP
US
N
1
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc.
98919VAA3
1050000.00000000
PA
USD
801114.09000000
0.051457714532
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
FINASTRA SUBCO LTD
N/A
Finastra USA, Inc.
N/A
34063.87570000
PA
USD
30007.37000000
0.001927454152
Long
LON
CORP
US
N
3
2029-09-13
Variable
12.57000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning, Inc.
219350105
6877.00000000
NS
USD
195925.73000000
0.012584837053
Long
EC
CORP
US
N
1
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAC1
1000000.00000000
PA
USD
910031.40000000
0.058453766549
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
9.25000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower, LP
62482BAA0
2000000.00000000
PA
USD
1775093.00000000
0.114019001790
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
OMNITRACS HOLDINGS LLC
N/A
Polaris Newco LLC
N/A
-895999.99780000
PA
USD
-56245.34000000
-0.00361278959
Short
LON
CORP
US
N
3
2026-06-04
Variable
1.66081000
N
N
N
N
N
N
Kyndryl Holdings Inc
549300LQ4LWX2R8ZV130
Kyndryl Holdings, Inc.
50155Q100
0.80000000
NS
USD
14.42000000
0.000000926235
Long
EC
CORP
US
N
1
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle Global Market Strategies
14318KAA1
5500000.00000000
PA
USD
5403703.80000000
0.347094441387
Long
ABS-O
CORP
KY
N
2
2035-04-15
Floating
12.74400000
N
N
N
N
N
N
TSG ENTERTAINMENT FINANCE LLC TSGE_17-1
N/A
TSGE
N/A
4482556.55000000
PA
USD
3716671.73000000
0.238731830183
Long
ABS-O
CORP
US
N
3
2031-09-25
Fixed
6.25000000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp.
665859104
2834.00000000
NS
USD
224594.50000000
0.014426309324
Long
EC
CORP
US
N
1
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Companies Incorporated / Safeway Inc / New Albertsons Limited Partnership / Albertsons LL
013092AB7
100000.00000000
PA
USD
98656.66000000
0.006336982847
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.87500000
N
N
N
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp.
73278L105
629.00000000
NS
USD
218464.28000000
0.014032548791
Long
EC
CORP
US
N
1
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-1727824.69000000
PA
USD
-1727824.69000000
-0.11098283099
Short
RA
CORP
CA
N
2
Reverse repurchase
N
5.80000000
2024-01-22
2291000.00000000
USD
1998897.50000000
USD
CDS
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
1100000.00000000
PA
USD
823130.00000000
0.052871855696
Long
DBT
CORP
GG
N
2
2031-10-01
Fixed
3.25000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769G100
3941.00000000
NS
USD
176241.52000000
0.011320467256
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc.
053015103
868.00000000
NS
USD
199570.56000000
0.012818954295
Long
EC
CORP
US
N
1
N
N
N
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings, Ltd.
N/A
115860.00000000
NS
USD
11.59000000
0.000000744456
N/A
DE
US
N
3
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Call
Purchased
N/A
Pershing Square Tontine Holdings, Ltd.
115860
1.00000000
USD
2025-07-24
XXXX
11.59000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-789535.98000000
PA
USD
-789535.98000000
-0.05071402135
Short
RA
CORP
US
N
2
Reverse repurchase
N
-2.75000000
N/A
947000.00000000
USD
988478.60000000
USD
CDS
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651107
612.00000000
NS
USD
266122.08000000
0.017093737576
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co.
460146103
6254.00000000
NS
USD
231022.76000000
0.014839213768
Long
EC
CORP
US
N
1
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
599191AA1
2512500.00000000
PA
USD
2498665.42000000
0.160496006122
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658300
14155.00000000
NS
USD
213174.30000000
0.013692759136
Long
EC
CORP
US
N
1
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166BT0
1100000.00000000
PA
USD
1169733.35000000
0.075135121893
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
6.87500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CT7
1600000.00000000
PA
USD
1617678.40000000
0.103907838285
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.00000000
N
N
N
N
N
N
Norwegian Cruise Line Holdings
N/A
Norwegian Cruise Line Holdings Ltd.
N/A
25392.00000000
NS
USD
387735.84000000
0.024905316755
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co.
60871R209
3390.00000000
NS
USD
208620.60000000
0.013400262726
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
4400000.00000000
PA
USD
3361929.30000000
0.215945768968
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599105
3318.00000000
NS
USD
196259.70000000
0.012606288845
Long
EC
CORP
US
N
1
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255UAB1
1111510.15500000
PA
USD
614129.81000000
0.039447210881
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
4.33500000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14069BAA2
1513473.83970000
PA
USD
1285132.53000000
0.082547521869
Long
ABS-MBS
CORP
US
N
3
2052-02-10
Fixed
5.74600000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
1266990.00000000
NS
USD
222523.99000000
0.014293314893
Long
EP
CORP
US
N
3
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp.
260003108
1523.00000000
NS
USD
214986.68000000
0.013809173182
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corporation of America
695156109
1478.00000000
NS
USD
248318.78000000
0.015950183692
Long
EC
CORP
US
N
1
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAH8
5625000.00000000
PA
USD
5484375.00000000
0.352276169723
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676503
46000.00000000
NS
USD
1038220.00000000
0.066687665400
Long
EP
CORP
US
N
2
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
1617.00000000
NS
USD
219734.13000000
0.014114114675
Long
EC
CORP
US
N
1
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer
01883LAB9
725000.00000000
PA
USD
671814.00000000
0.043152421686
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.25000000
N
N
N
N
N
N
FREEDOM VCM INC
N/A
Franchise Group, Inc.
N/A
3995519.21000000
PA
USD
2972666.29000000
0.190942357972
Long
LON
CORP
US
N
2
2026-03-10
Variable
10.44000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAN9
1100000.00000000
PA
USD
1109195.76000000
0.071246629525
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
6443.00000000
NS
USD
246960.19000000
0.015862917799
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
393.00000000
NS
USD
224583.78000000
0.014425620749
Long
EC
CORP
US
N
1
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
1720.00000000
NS
USD
200276.80000000
0.012864317992
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
4020.00000000
NS
USD
224677.80000000
0.014431659907
Long
EC
CORP
US
N
1
N
N
N
SITECORE HOLDING III A/S
N/A
Sitecore Holding III A/S
N/A
808882.81340000
PA
876950.13000000
0.056328867525
Long
LON
CORP
DK
N
3
2026-03-12
Variable
10.98000000
N
N
Y
N
N
N
TITAN PARENT NEW ZEALAND LTD
N/A
Titan AcquisitionCo New Zealand Ltd. (Trade Me)
N/A
443250.00000000
PA
USD
434017.10000000
0.027878086670
Long
LON
CORP
NZ
N
2
2028-10-18
Variable
9.65000000
N
N
N
N
N
N
BRUIN E&P PARTNERS LLC
N/A
Bruin E&P Partnership Units
N/A
40617.00000000
NS
USD
4.06000000
0.000000260784
Long
EC
CORP
US
N
3
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp.
575385AE9
700000.00000000
PA
USD
591612.00000000
0.038000831329
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
3.50000000
N
N
N
N
N
N
EIF CHANNELVIEW HOLDINGS II LLC
549300IBZIX0M6W75Q58
EIF Channelview Cogeneration LLC
N/A
75759.02830000
PA
USD
75001.44000000
0.004817544388
Long
LON
CORP
US
N
2
2025-05-03
Variable
9.79000000
N
N
N
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde plc
N/A
560.00000000
NS
USD
231711.20000000
0.014883434122
Long
EC
CORP
US
N
1
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AR0
3250000.00000000
PA
USD
2610618.08000000
0.167687026841
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797GE1
230000.00000000
PA
USD
227916.95000000
0.014639719231
Long
DBT
UST
US
N
2
2024-02-01
None
0.00000000
N
N
N
N
N
N
Kellanova
LONOZNOJYIBXOHXWDB86
Kellanova
487836108
3615.00000000
NS
USD
189932.10000000
0.012199850064
Long
EC
CORP
US
N
1
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Company, Inc.
644274AG7
7717000.00000000
PA
USD
7699270.04000000
0.494544840452
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Companies, Inc.
445587AE8
7325000.00000000
PA
USD
6285939.23000000
0.403762797959
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866F104
1884.00000000
NS
USD
214474.56000000
0.013776278336
Long
EC
CORP
US
N
1
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAN5
3743000.00000000
PA
USD
3550355.28000000
0.228048876890
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
7.43700000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10Y-2Y SOFR CMS CAP
N/A
41200000.00000000
NC
USD
73610.39000000
0.004728193502
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
41200000
0.10000000
USD
2024-06-20
XXXX
-108699.61000000
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax, Inc.
294429105
1092.00000000
NS
USD
237739.32000000
0.015270636497
Long
EC
CORP
US
N
1
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor, Inc.
896945AA0
1575000.00000000
PA
USD
1580307.75000000
0.101507420837
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
GLOBE LIFE INC
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E300
11000.00000000
NS
USD
204050.00000000
0.013106680785
Long
EP
CORP
US
N
2
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-2686102.45000000
PA
USD
-2686102.45000000
-0.17253559112
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.35000000
N/A
3000000.00000000
USD
2696400.00000000
USD
CDS
N
N
N
OUTCOMES GROUP HOLDINGS INC
N/A
Outcomes Group Holdings, Inc.
N/A
450000.00000000
PA
USD
411750.00000000
0.026447810896
Long
LON
CORP
US
N
3
2026-10-26
Variable
13.04000000
N
N
N
N
N
N
ATLANTIC AVIATION HOLDINGS CORP
N/A
Atlantic Aviation
N/A
2183500.00000000
PA
USD
2181949.72000000
0.140152504139
Long
LON
CORP
US
N
2
2028-09-22
Variable
9.35000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MV0
4000000.00000000
NS
USD
3480717.60000000
0.223575861245
Long
EP
CORP
US
N
2
N
N
N
DEUCE FINCO PLC
N/A
Deuce FinCo plc
N/A
900000.00000000
PA
1023950.67000000
0.065771107922
Long
DBT
CORP
GB
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823ABA8
8000000.00000000
PA
USD
6768340.80000000
0.434748749384
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
5.26800000
N
N
N
N
N
N
Sprite Limited
N/A
Sprite Ltd.
85208UAA2
12212941.53920000
PA
USD
11192794.53000000
0.718943322717
Long
ABS-O
CORP
US
N
2
2046-11-15
Fixed
3.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MU2
1750000.00000000
NS
USD
1567504.75000000
0.100685049682
Long
EP
CORP
US
N
2
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
475.00000000
NS
USD
222157.50000000
0.014269774254
Long
EC
CORP
US
N
1
N
N
N
FLIGHT BIDCO INC
N/A
Flight Bidco, Inc.
N/A
429648.23720000
PA
USD
421515.00000000
0.027075043132
Long
LON
CORP
US
N
2
2025-07-23
Variable
8.96000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAJ9
7110000.00000000
PA
USD
5792083.29000000
0.372041101514
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.95000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
767.00000000
NS
USD
247641.29000000
0.015906666686
Long
EC
CORP
US
N
1
N
N
N
GTCR W-2 MERGER SUB LLC
N/A
Worldpay US, Inc.
N/A
750000.00000000
PA
980619.06000000
0.062987801967
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
8.50000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.
46590XAQ9
4800000.00000000
PA
USD
3292356.00000000
0.211476888623
Long
DBT
CORP
US
N
2
2052-02-02
Fixed
4.37500000
N
N
N
N
N
N
BESSEL CAPITAL SARL
N/A
Castor S.p.A.
N/A
2300000.00000000
PA
2369605.92000000
0.152206167020
Long
DBT
CORP
IT
N
2
2029-02-15
Variable
9.09500000
N
N
N
N
N
N
PARK RIVER HOLDINGS INC
N/A
Park River Holdings, Inc.
N/A
236354.52180000
PA
USD
227545.59000000
0.014615865779
Long
LON
CORP
US
N
2
2027-12-28
Variable
8.91000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co.
254687106
2633.00000000
NS
USD
244052.77000000
0.015676166386
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671D857
5512.00000000
NS
USD
205707.84000000
0.013213168311
Long
EC
CORP
US
N
1
N
N
N
Federal Realty Investment Trus
549300FHEI1SLVZ0RB48
Federal Realty Investment Trust
313745101
2218.00000000
NS
USD
212018.62000000
0.013618526698
Long
EC
CORP
US
N
1
N
N
N
VANAHALL AS
N/A
Visma AS
N/A
7250000.00000000
PA
7833251.69000000
0.503150842499
Long
LON
CORP
NO
N
3
2025-12-03
Variable
7.18000000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp.
42809HAD9
1550000.00000000
PA
USD
1558833.57000000
0.100128076449
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1515049.01000000
PA
USD
-1515049.01000000
-0.09731567629
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
N/A
2025000.00000000
USD
1884870.00000000
USD
CDS
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XHLP0
3904211.74600000
PA
USD
3584616.02000000
0.230249536447
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
TRUCK ACQUISITION INC
N/A
Truck Hero, Inc.
N/A
3900000.00000000
PA
USD
3733821.00000000
0.239833373960
Long
LON
CORP
US
N
2
2028-01-31
Variable
8.96000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd.
44332PAG6
2500000.00000000
PA
USD
2266913.50000000
0.145609956444
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.62500000
N
N
N
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226AAA5
1550000.00000000
PA
USD
1395755.32000000
0.089653121458
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
687.00000000
NS
USD
201538.32000000
0.012945348817
Long
EC
CORP
US
N
1
N
N
N
AASET 2019-2 Trust
N/A
AASET Trust
00038RAB2
3524130.89170000
PA
USD
1550747.28000000
0.099608672274
Long
ABS-O
CORP
US
N
2
2039-10-16
Fixed
4.45800000
N
N
N
N
N
N
Nordson Corp
14OS6Q5N55N95WM84M53
Nordson Corp.
655663102
929.00000000
NS
USD
218630.86000000
0.014043248673
Long
EC
CORP
US
N
1
N
N
N
FORTUNE BRANDS INNOVATIO
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964CAG1
4134000.00000000
PA
USD
3234328.58000000
0.207749631232
Long
DBT
CORP
US
N
2
2052-03-25
Fixed
4.50000000
N
N
N
N
N
N
WRENCH GROUP LLC
N/A
Wrench Group LLC
N/A
1749948.10250000
PA
USD
1744838.25000000
0.112075657754
Long
LON
CORP
US
N
2
2026-04-30
Variable
9.65000000
N
N
N
N
N
N
Welltower Inc
254900F33BIAR82QTA19
Welltower, Inc.
95040Q104
2622.00000000
NS
USD
233620.20000000
0.015006054331
Long
EC
CORP
US
N
1
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAG3
1209374.99970000
PA
USD
1111969.52000000
0.071424795597
Long
ABS-O
CORP
US
N
2
2050-01-20
Fixed
3.84500000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
1200000.00000000
PA
USD
939408.24000000
0.060340720062
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855R100
676.00000000
NS
USD
247118.56000000
0.015873090331
Long
EC
CORP
US
N
1
N
N
N
VERTICAL MANCO PP & GMBH CO KG
N/A
Vertical Midco GmbH
N/A
100000.00000000
PA
102873.94000000
0.006607870094
Long
DBT
CORP
DE
N
2
2027-07-15
Fixed
4.37500000
N
N
N
N
N
N
Nuveen AMT-Free Municipal Cred
549300LBMO1C0IG71T03
Nuveen AMT-Free Municipal Credit Income Fund
67071L106
294568.00000000
NS
USD
3325672.72000000
0.213616911235
Long
EC
RF
US
N
1
N
N
N
OMERS ADMINISTRATION CORP
N/A
Alexander Mann
N/A
5372000.00000000
PA
USD
5219811.24000000
0.335282527235
Long
LON
CORP
GB
N
2
2027-06-29
Variable
11.42000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
3537.00000000
NS
USD
203766.57000000
0.013088475313
Long
EC
CORP
US
N
1
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAD4
814751.29000000
PA
USD
3178.10000000
0.000204137918
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
Huntington Ingalls Industries
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413106
1025.00000000
NS
USD
242945.50000000
0.015605043453
Long
EC
CORP
US
N
1
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266AJ0
250000.00000000
PA
USD
241371.35000000
0.015503931561
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.00000000
N
N
N
N
N
N
FPCI ASTORG V
N/A
Saphilux SARL
N/A
1150000.00000000
PA
USD
1150000.00000000
0.073867595702
Long
LON
CORP
LU
N
2
2028-07-18
Variable
10.14000000
N
N
N
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440101
2981.00000000
NS
USD
212545.30000000
0.013652356772
Long
EC
CORP
US
N
1
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
CURRENCY CONTRACT - Rec USD / Deliver CAD
N/A
-2902000.00000000
NC
-20202.75000000
-0.00129767701
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
2902000.00000000
CAD
2119743.29000000
USD
2023-12-18
-20202.75000000
N
N
N
ATLAS CC ACQUISITION CORP
N/A
Atlas CC Acquisition Corp.
N/A
421789.38170000
PA
USD
390214.23000000
0.025064510416
Long
LON
CORP
US
N
2
2028-05-25
Variable
9.90000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
1925000.00000000
PA
USD
1722230.13000000
0.110623477347
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-3627538.40000000
PA
USD
-3627538.40000000
-0.23300655645
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.50000000
N/A
3500000.00000000
USD
3587500.00000000
USD
CDS
N
N
N
Nuveen AMT-Free Quality Munici
549300OTYQOOXS64NI63
Nuveen AMT-Free Quality Municipal Income Fund
670657105
33627.00000000
NS
USD
356782.47000000
0.022917098476
Long
EC
RF
US
N
1
N
N
N
Great Lakes CLO Ltd
254900GKX01S4T3NFH46
Great Lakes CLO Ltd.
39055RAE2
1153846.00000000
PA
USD
439535.02000000
0.028232517525
Long
ABS-O
CORP
KY
N
2
2029-10-15
None
0.00000000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE, Inc.
00185PAA9
1225000.00000000
PA
USD
1096327.15000000
0.070420044064
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.75000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
950000.00000000
PA
USD
791617.52000000
0.050847724276
Long
DBT
CORP
US
N
2
2050-10-01
Variable
4.50000000
N
N
N
N
N
N
FLIGHT BIDCO INC
N/A
Flight Bidco, Inc.
N/A
3715000.00000000
PA
USD
3605890.45000000
0.231616050355
Long
LON
CORP
US
N
2
2026-07-23
Variable
12.96000000
N
N
N
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762E102
1049.00000000
NS
USD
197537.19000000
0.012688345467
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055H608
26000.00000000
NS
USD
452400.00000000
0.029058869822
Long
EP
CORP
US
N
2
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903100
1642.00000000
NS
USD
225742.16000000
0.014500026615
Long
EC
CORP
US
N
1
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69379TAA2
1584887.56780000
PA
USD
1585920.91000000
0.101867969214
Long
ABS-MBS
CORP
US
N
2
2028-02-25
Variable
6.87800000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803EH2
5030000.00000000
PA
USD
1915484.96000000
0.123036755304
Long
DBT
UST
US
N
2
2044-05-15
None
0.00000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
253.00000000
NS
USD
234209.69000000
0.015043918861
Long
EC
CORP
US
N
1
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp.
483007AJ9
1000000.00000000
PA
USD
885776.50000000
0.056895809030
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.62500000
N
N
N
N
N
N
ILPEA PARENT INC
N/A
ILPEA Parent, Inc.
N/A
1982930.91680000
PA
USD
1943272.30000000
0.124821610953
Long
LON
CORP
US
N
3
2028-06-22
Variable
9.96000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc.
084670702
596.00000000
NS
USD
214560.00000000
0.013781766377
Long
EC
CORP
US
N
1
N
N
N
CATALOG INTERMEDIATE INC
4Q9DLX2VIFGJMOYJ4Y35
Cambrex Corp.
N/A
3401015.14910000
PA
USD
3247969.47000000
0.208625822316
Long
LON
CORP
US
N
2
2026-12-04
Variable
8.95000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CF0
750000.00000000
PA
USD
561112.50000000
0.036041766342
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.62500000
N
N
N
N
N
N
VECTOR WP HOLDCO INC
N/A
Vector WP Holdco, Inc.
N/A
3060487.50000000
PA
USD
3022231.41000000
0.194126059055
Long
LON
CORP
US
N
2
2028-10-12
Variable
10.46000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CX1
2100000.00000000
PA
USD
1600649.06000000
0.102813997935
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.30000000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360105
528.00000000
NS
USD
212762.88000000
0.013666332522
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846U101
1895.00000000
NS
USD
242181.00000000
0.015555937560
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
922.00000000
NS
USD
206675.52000000
0.013275325002
Long
EC
CORP
US
N
1
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AH0
1100000.00000000
PA
USD
903163.36000000
0.058012613852
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-4105703.61000000
PA
USD
-4105703.61000000
-0.26372039507
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
5125000.00000000
USD
5019375.00000000
USD
CDS
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-3079154.78000000
PA
USD
-3079154.78000000
-0.19778240034
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
3800000.00000000
USD
3906780.00000000
USD
CDS
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334104
3230.00000000
NS
USD
205621.80000000
0.013207641730
Long
EC
CORP
US
N
1
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BR9
6327000.00000000
NS
USD
6604116.27000000
0.424200165743
Long
EP
CORP
US
N
2
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y-2Y SOFR CMS CAP
N/A
41200000.00000000
NC
USD
1510.80000000
0.000097042750
N/A
DIR
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
41200000
0.20000000
USD
2023-12-19
XXXX
-167409.20000000
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAD3
6000000.00000000
PA
USD
6149053.26000000
0.394970243620
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPGG7
1677237.38280000
PA
USD
1527856.18000000
0.098138315300
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
2586.00000000
NS
USD
194337.90000000
0.012482846458
Long
EC
CORP
US
N
1
N
N
N
CIENA CORP
W0CZ7N0GH8UIGXDM1H41
Ciena Corp.
171779AL5
2150000.00000000
PA
USD
1895251.88000000
0.121737130110
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
0641598S8
2150000.00000000
PA
USD
2160457.60000000
0.138772007416
Long
DBT
CORP
CA
N
2
2082-10-27
Variable
8.62500000
N
N
N
N
N
N
Western Asset High Income Oppo
549300S7N70O2ERKYG47
Western Asset High Income Opportunity Fund, Inc.
95766K109
160170.00000000
NS
USD
613451.10000000
0.039403615511
Long
EC
RF
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
226373AT5
3800000.00000000
PA
USD
3906628.00000000
0.250933232751
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
7.37500000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp.
756109104
3888.00000000
NS
USD
209796.48000000
0.013475792664
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
4382.00000000
NS
USD
202097.84000000
0.012981288293
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
1313.00000000
NS
USD
223170.61000000
0.014334849036
Long
EC
CORP
US
N
1
N
N
N
OSMOSE UTILITIES SERVICES INC
N/A
Osmose Utility Services, Inc.
N/A
296969.69420000
PA
USD
293489.21000000
0.018851602006
Long
LON
CORP
US
N
2
2028-06-23
Variable
8.71000000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560105
1892.00000000
NS
USD
215328.52000000
0.013831130485
Long
EC
CORP
US
N
1
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAP2
1675000.00000000
PA
USD
1436837.28000000
0.092291926338
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.25000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011104
2189.00000000
NS
USD
194602.10000000
0.012499816735
Long
EC
CORP
US
N
1
N
N
N
RXR REALTY LLC
N/A
RXR Realty LLC
N/A
4200000.00000000
PA
USD
4053669.82000000
0.260378124674
Long
DBT
CORP
US
N
3
2025-07-17
Fixed
6.75000000
N
N
N
N
N
N
Seagate Technology Holdings PL
635400RUXIFEZSRU8X70
Seagate Technology Holdings plc
N/A
3313.00000000
NS
USD
262058.30000000
0.016832710047
Long
EC
CORP
US
N
1
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp.
00109LAA1
1050000.00000000
PA
USD
933271.50000000
0.059946540732
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XHBC0
1702149.87240000
PA
USD
1551780.56000000
0.099675042630
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
ITRAXX.EUR.38.V1
N/A
-63300000.00000000
OU
Notional Amount
-1174826.91000000
-0.07546229496
N/A
DCR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Intercontinental Exchange
5493000F4ZO33MV32P92
Markit iTraxx Europe Index
N/A
Y
ITRAXX.EUR.38.V1 1% 12/20/2027 - Tenor Quarterly
2027-12-20
0.00000000
EUR
328523.30000000
EUR
-63300000.00000000
EUR
-837372.38000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1310627.77000000
PA
USD
-1310627.77000000
-0.08418514976
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1575000.00000000
USD
1580355.00000000
USD
CDS
N
N
N
IFF
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506101
3122.00000000
NS
USD
235336.36000000
0.015116287908
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-3948397.65000000
PA
USD
-3948397.65000000
-0.25361620981
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
5363000.00000000
USD
4577774.60000000
USD
CDS
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV, Inc.
45232TAA9
1625000.00000000
PA
USD
1527500.00000000
0.098115436900
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
4899000.00000000
PA
USD
4492656.36000000
0.288575411853
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.37500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAL5
6500000.00000000
PA
USD
5901249.90000000
0.379053166742
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
1913000.00000000
PA
USD
1053597.76000000
0.067675420320
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.
864486AL9
1800000.00000000
PA
USD
1593000.00000000
0.102322678221
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF Ltd.
48275RAC1
2850000.00000000
PA
USD
2638911.05000000
0.169504360466
Long
ABS-O
CORP
KY
N
2
2039-02-15
Floating
6.74400000
N
N
N
N
N
N
ENPRO INDUSTRIES INC
549300Y5CFT2LKCFDN54
EnPro Industries, Inc.
29355XAG2
115000.00000000
PA
USD
111550.00000000
0.007165156783
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.75000000
N
N
N
N
N
N
Carrington Mortgage Loan Trust
N/A
Carrington Mortgage Loan Trust Series
144539AC7
3931175.09740000
PA
USD
3253472.35000000
0.208979287112
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.60700000
N
N
N
N
N
N
NATL LIFE INSURANCE-VRMT
0JRPR7R1EOV4Z2M47L22
National Life Insurance Co.
636792AA1
3400000.00000000
PA
USD
4167758.66000000
0.267706357985
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
10.50000000
N
N
N
N
N
N
SITECORE HOLDING III A/S
N/A
Sitecore Holding III A/S
N/A
518733.28110000
PA
USD
516606.47000000
0.033183024228
Long
LON
CORP
DK
N
3
2026-03-12
Variable
11.84000000
N
N
N
N
N
N
OMNITRACS HOLDINGS LLC
N/A
Polaris Newco LLC
N/A
5504000.00220000
PA
USD
5158492.90000000
0.331343885193
Long
LON
CORP
US
N
3
2026-06-04
Variable
8.95000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
2000000.00000000
PA
USD
1279519.54000000
0.082186984412
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QQB95
2177183.12110000
PA
USD
2098866.82000000
0.134815865820
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
SECRETARIAT ADVISORS LLC
N/A
Secretariat Advisors LLC
N/A
3733500.00000000
PA
USD
3696165.00000000
0.237414627713
Long
LON
CORP
US
N
3
2028-12-29
Variable
10.40000000
N
N
N
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill, Inc.
169656105
111.00000000
NS
USD
244449.75000000
0.015701665480
Long
EC
CORP
US
N
1
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block, Inc.
852234AJ2
2840000.00000000
PA
USD
2442400.00000000
0.156881926734
Long
DBT
CORP
US
N
2
2026-05-01
None
0.00000000
N
N
N
N
Y
Square Inc
Square Inc
USD
XXXX
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036P108
836.00000000
NS
USD
201049.64000000
0.012913959585
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
1666.00000000
NS
USD
231207.48000000
0.014851078831
Long
EC
CORP
US
N
1
N
N
N
BIFM CA BUYER INC
N/A
BGIS (BIFM CA Buyer, Inc.)
N/A
2642796.72900000
PA
USD
2637299.71000000
0.169400859760
Long
LON
CORP
CA
N
2
2026-06-01
Variable
8.96000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1287688.00000000
PA
USD
-1287688.00000000
-0.08271166658
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1800000.00000000
USD
1340820.00000000
USD
CDS
N
N
N
Cerberus
635400FRD1HEGKSHCI69
Cerberus Loan Funding XL LLC
15675AAG4
2500000.00000000
PA
USD
2502020.75000000
0.160711528000
Long
ABS-O
CORP
US
N
2
2035-03-22
Floating
11.79400000
N
N
N
N
N
N
BARENTZ MIDCO BV
N/A
Barentz Midco BV
N/A
3210375.90500000
PA
USD
3154194.33000000
0.202602392640
Long
LON
CORP
NL
N
2
2027-11-30
Variable
9.74000000
N
N
N
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex, Inc.
704326107
1797.00000000
NS
USD
219180.09000000
0.014078527194
Long
EC
CORP
US
N
1
N
N
N
HIGHTOWER HOLDING LLC
N/A
HighTower Holding LLC
N/A
3447902.97820000
PA
USD
3427801.70000000
0.220176930542
Long
LON
CORP
US
N
2
2028-04-21
Variable
9.64000000
N
N
N
N
N
N
DEERFIELD TOPCO LLC
N/A
Duff & Phelps
N/A
1934999.98850000
PA
USD
1894364.99000000
0.121680162777
Long
LON
CORP
US
N
2
2027-04-09
Variable
9.14000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LIII Ltd.
558201AA7
18500000.00000000
PA
USD
17143739.10000000
1.101188511887
Long
ABS-O
CORP
KY
N
2
2035-04-21
Floating
11.41200000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
1056.00000000
NS
USD
230588.16000000
0.014811298240
Long
EC
CORP
US
N
1
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
1038884.58930000
PA
USD
1027565.48000000
0.066003296899
Long
LON
CORP
US
N
3
2027-01-29
Variable
11.45000000
N
N
N
N
N
N
JONES DESLAURIERS INSURA
549300JQIWNFU00E5424
Jones Deslauriers Insurance Management, Inc.
48020RAA3
3650000.00000000
PA
USD
3777750.00000000
0.242655051883
Long
DBT
CORP
CA
N
2
2030-12-15
Fixed
10.50000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
1388.00000000
NS
USD
214321.08000000
0.013766419902
Long
EC
CORP
US
N
1
N
N
N
WABASH NATIONAL CORP
5299004ZAWHQZI5XO485
Wabash National Corp.
929566AL1
4350000.00000000
PA
USD
3719126.03000000
0.238889476479
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.50000000
N
N
N
N
N
N
Bank of Montreal, Chicago Branch
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
N/A
-1098363.86000000
PA
USD
-1098363.86000000
-0.07055086743
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1237500.00000000
USD
1136148.75000000
USD
AMBS
N
N
N
FORT MOORE FAMILY LLC
254900O8GC3CHW0PH218
Fort Moore Family Communities LLC
346845AG5
690505.15870000
PA
USD
585657.68000000
0.037618369327
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
6.09000000
N
N
N
N
N
N
KKR CORE HOLDING COMPANY LLC
N/A
KKR Core Holding Company LLC
N/A
2829762.88000000
PA
USD
2486372.68000000
0.159706410341
Long
ABS-O
CORP
US
N
3
2031-08-12
Fixed
4.00000000
N
N
N
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus, Inc.
N/A
45049.00000000
NS
USD
1328.50000000
0.000085333131
Long
EC
CORP
US
N
3
N
N
N
SHO HOLDING I CORP
N/A
SHO Holding I Corp.
N/A
32513.51060000
PA
USD
21133.78000000
0.001357479579
Long
LON
CORP
US
N
2
2024-04-29
Variable
10.87000000
N
N
N
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings, Inc.
46266C105
1014.00000000
NS
USD
217097.40000000
0.013944750409
Long
EC
CORP
US
N
1
N
N
N
ORION GROUP
N/A
Orion Group
N/A
-89739.12640000
PA
USD
-8161.18000000
-0.00052421456
Short
LON
CORP
US
N
3
2027-03-19
Variable
0.59295000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries N.V.
N/A
2179.00000000
NS
USD
207222.90000000
0.013310484693
Long
EC
CORP
US
N
1
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AP4
1000000.00000000
PA
USD
856445.33000000
0.055011789024
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
361.00000000
NS
USD
247552.14000000
0.015900940341
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp.
03027X100
1193.00000000
NS
USD
249074.54000000
0.015998728191
Long
EC
CORP
US
N
1
N
N
N
PHM GROUP TOPCO OY
N/A
PHM Group Holding Oy
N/A
3900000.00000000
PA
3806936.64000000
0.244529788338
Long
DBT
CORP
FI
N
2
2026-06-18
Fixed
4.75000000
N
N
N
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp.
115637209
3364.00000000
NS
USD
197601.36000000
0.012692467278
Long
EC
CORP
US
N
1
N
N
N
SITECORE HOLDING III A/S
N/A
Sitecore Holding III A/S
N/A
651104.36830000
PA
USD
648434.84000000
0.041650715304
Long
LON
CORP
DK
N
3
2026-03-12
Variable
11.84000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AR0
1400000.00000000
PA
USD
1332106.58000000
0.085564791551
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INC
549300DAKDS8SCO1OT57
Williams Scotsman, Inc.
96950GAE2
3675000.00000000
PA
USD
3378207.00000000
0.216991329457
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.62500000
N
N
N
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet, Inc.
34959E109
3364.00000000
NS
USD
176811.84000000
0.011357100445
Long
EC
CORP
US
N
1
N
N
N
FINANCIERE MENDELSSOHN
N/A
Financiere Mendel
N/A
925000.00000000
PA
USD
921762.50000000
0.059207286681
Long
LON
CORP
FR
N
2
2030-11-30
Variable
9.62000000
N
N
N
N
N
N
Invesco QQQ Trust Series 1
549300VY6FEJBCIMET58
Invesco QQQ Trust Series
46090E103
42698.00000000
NS
USD
16602263.34000000
1.066408066215
Long
EC
RF
US
N
1
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034109
2667.00000000
NS
USD
224614.74000000
0.014427609394
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512109
1773.00000000
NS
USD
244691.73000000
0.015717208507
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CW3
9400000.00000000
PA
USD
9167938.91000000
0.588881395504
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower, LP
62482BAB8
5200000.00000000
PA
USD
4705819.04000000
0.302267424605
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co.
810186AX4
2150000.00000000
PA
USD
1725431.16000000
0.110829088121
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
10Y-2Y SOFR CMS CAP
N/A
20200000.00000000
NC
USD
740.73000000
0.000047579081
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
20200000
0.20000000
USD
2023-12-19
XXXX
-82331.77000000
N
N
N
Becton Dickinson & Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co.
075887109
812.00000000
NS
USD
191778.16000000
0.012318427467
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251V102
2873.00000000
NS
USD
212113.59000000
0.013624626877
Long
EC
CORP
US
N
1
N
N
N
TLWND 2019-1
N/A
GAIA Aviation Ltd.
87404LAB8
1444219.54600000
PA
USD
1184260.03000000
0.076068209654
Long
ABS-O
CORP
KY
N
2
2044-12-15
Variable
5.19300000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp.
70137WAL2
2700000.00000000
PA
USD
2409750.00000000
0.154784729342
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1314516.00000000
PA
USD
-1314516.00000000
-0.08443490124
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1700000.00000000
USD
1590180.00000000
USD
CDS
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAM5
2100000.00000000
PA
USD
1376595.59000000
0.088422440424
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787107
907.00000000
NS
USD
210097.48000000
0.013495126705
Long
EC
CORP
US
N
1
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
6945000.00000000
PA
USD
6439633.74000000
0.413635010069
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
CONFLUENT HEALTH LLC
N/A
Confluent Health LLC
N/A
2169257.08880000
PA
USD
2060794.23000000
0.132370360876
Long
LON
CORP
US
N
2
2028-11-30
Variable
9.46000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co.
233331107
2097.00000000
NS
USD
218318.67000000
0.014023195869
Long
EC
CORP
US
N
1
N
N
N
AI AQUA MERGER SUB INC
N/A
AI Aqua Merger Sub, Inc.
N/A
3750000.00000000
PA
USD
3712500.00000000
0.238463868735
Long
LON
CORP
US
N
2
2028-07-30
Variable
4.75000000
N
N
N
N
N
N
CARE BIDCO SAS
N/A
Care BidCo
N/A
-1000000.00000000
PA
-64136.08000000
-0.00411963306
Short
LON
CORP
FR
N
3
2028-05-04
Variable
0.82500000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB7, LP
12510HAT7
3343020.83340000
PA
USD
3297288.31000000
0.211793704172
Long
ABS-O
CORP
US
N
2
2053-09-15
Fixed
6.50000000
N
N
N
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna, Inc.
60770K107
1993.00000000
NS
USD
154856.10000000
0.009946824162
Long
EC
CORP
US
N
1
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus, Inc.
N/A
45049.00000000
NS
USD
1081.18000000
0.000069447101
Long
EC
CORP
US
N
3
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co.
842587107
3175.00000000
NS
USD
225361.50000000
0.014475575799
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
N/A
2225.00000000
NS
USD
239098.50000000
0.015357940287
Long
EC
CORP
US
N
1
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Company, Inc.
31556TAA7
4100000.00000000
PA
USD
3642645.00000000
0.233976894041
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties, Inc.
101121101
3253.00000000
NS
USD
185193.29000000
0.011895463541
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
2383.00000000
NS
USD
221619.00000000
0.014235184949
Long
EC
CORP
US
N
1
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460W537
16400.00000000
NS
USD
307008.00000000
0.019719950279
Long
EP
CORP
US
N
2
N
N
N
DCG ACQUISITION CORP
N/A
DCG Acquisition Corp.
N/A
1923768.74340000
PA
USD
1893719.48000000
0.121638699932
Long
LON
CORP
US
N
2
2026-09-30
Variable
9.95000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AQ1
110000.00000000
PA
USD
104098.63000000
0.006686535229
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
2024-01-02
Guggenheim Strategic Opportunities Fund
James Howley
James Howley
CFO