|
Capsource Venture /
|
6.55 mm |
7.45 mm principal |
31.26 |
Loan |
Long |
USA |
|
STRATUS /
|
5.37 mm |
5.37 mm principal |
25.61 |
Loan |
Long |
USA |
|
NH CASH INVESTMENT /
|
2.17 mm |
2.17 mm principal |
10.33 |
Loan |
Long |
USA |
|
United States Treasury Bill
|
897.04 k |
900.00 k principal |
4.28 |
Debt |
Long |
USA |
|
INNOVATE MASTER TRUST SERIES 2023-1 /
|
624.99 k |
2.24 mm principal |
2.98 |
Loan |
Long |
USA |
|
CIFC-LBC Middle Market CLO 2023-1 LLC
|
513.92 k |
500.00 k principal |
2.45 |
ABS-collateralized bond/debt obligation |
Long |
USA |
|
Lendmark Funding Trust 2023-1
|
505.72 k |
500.00 k principal |
2.41 |
ABS-other |
Long |
USA |
|
Canyon Capital CLO 2023-1 Ltd
|
260.85 k |
250.00 k principal |
1.24 |
ABS-collateralized bond/debt obligation |
Long |
Jersey |
|
Fortress Credit BSL XIX Ltd
|
257.45 k |
250.00 k principal |
1.23 |
ABS-collateralized bond/debt obligation |
Long |
Jersey |
|
CARLYLE U.S. CLO 2023-2 LTD
|
257.30 k |
250.00 k principal |
1.23 |
ABS-collateralized bond/debt obligation |
Long |
Cayman Islands |
|
BCC Middle Market CLO 2023-1 LLC
|
256.92 k |
250.00 k principal |
1.23 |
ABS-collateralized bond/debt obligation |
Long |
USA |
|
Upstart Securitization Trust 2023-2
|
255.62 k |
250.00 k principal |
1.22 |
ABS-other |
Long |
USA |
|
MAN U.S. CLO 2023-1 LTD
|
255.14 k |
250.00 k principal |
1.22 |
ABS-collateralized bond/debt obligation |
Long |
Jersey |
|
Barrow Hanley CLO II Ltd
|
254.57 k |
250.00 k principal |
1.21 |
ABS-collateralized bond/debt obligation |
Long |
Cayman Islands |
|
CIFC-LBC Middle Market CLO 2023-1 LLC
|
254.22 k |
250.00 k principal |
1.21 |
ABS-collateralized bond/debt obligation |
Long |
USA |
|
Barrow Hanley CLO II Ltd
|
253.72 k |
250.00 k principal |
1.21 |
ABS-collateralized bond/debt obligation |
Long |
Cayman Islands |
|
BCC Middle Market CLO 2023-1 LLC
|
253.50 k |
250.00 k principal |
1.21 |
ABS-collateralized bond/debt obligation |
Long |
USA |
|
CIFC-LBC Middle Market CLO 2023-1 LLC
|
252.70 k |
250.00 k principal |
1.21 |
ABS-collateralized bond/debt obligation |
Long |
USA |
|
Auxilior Term Funding 2023-1 LLC
|
205.73 k |
200.00 k principal |
0.98 |
ABS-other |
Long |
USA |
|
New Mountain Guardian IV Rated Feeder I Ltd
|
167.50 k |
167.50 k principal |
0.80 |
ABS-collateralized bond/debt obligation |
Long |
Bermuda |
|
LUNAR AIRCRAFT 2020-1 LTD
|
154.35 k |
160.14 k principal |
0.74 |
ABS-other |
Long |
USA |
|
DT Auto Owner Trust 2023-3
|
118.70 k |
118.27 k principal |
0.57 |
ABS-other |
Long |
USA |
|
OneMain Financial Issuance Trust 2023-2
|
103.64 k |
100.00 k principal |
0.49 |
ABS-other |
Long |
USA |
|
GLS Auto Receivables Issuer Trust 2023-2
|
101.48 k |
100.00 k principal |
0.48 |
ABS-other |
Long |
USA |
|
CNH Equipment Trust 2023-B
|
100.70 k |
100.32 k principal |
0.48 |
ABS-other |
Long |
USA |
|
United States Treasury Bill
|
100.00 k |
100.00 k principal |
0.48 |
Debt |
Long |
USA |
|
CP EF Asset Securitization II LLC
|
97.02 k |
100.00 k principal |
0.46 |
ABS-other |
Long |
USA |
|
DLLAA 2023-1 LLC
|
92.41 k |
92.04 k principal |
0.44 |
ABS-other |
Long |
USA |
|
Foundation Finance Trust 2023-1
|
91.37 k |
85.73 k principal |
0.44 |
ABS-other |
Long |
USA |
|
Goodleap Sustainable Home Solutions Trust 2023-4
|
90.32 k |
97.31 k principal |
0.43 |
ABS-other |
Long |
USA |
|
Upstart Securitization Trust 2023-2
|
58.84 k |
58.61 k principal |
0.28 |
ABS-other |
Long |
USA |
|
Carvana Auto Receivables Trust 2021-P1
|
58.29 k |
58.88 k principal |
0.28 |
ABS-other |
Long |
USA |
|
CBOE IBOXX ISHARES MARCH 2025 /
|
45.87 k |
-24.00 contracts |
0.22 |
Equity derivative |
N/A |
USA |
|
Carvana Auto Receivables Trust 2023-P5
|
41.80 k |
41.68 k principal |
0.20 |
ABS-other |
Long |
USA |
|
SkyMiles IP Ltd
|
39.69 k |
38.94 k principal |
0.19 |
Loan |
Long |
Cayman Islands |
|
Bank of America Auto Trust 2023-1
|
29.96 k |
29.92 k principal |
0.14 |
ABS-other |
Long |
USA |
|
GLS Auto Receivables Issuer Trust 2023-2
|
28.49 k |
28.47 k principal |
0.14 |
ABS-other |
Long |
USA |
|
GM Financial Consumer Automobile Receivables Trust 2021-4
|
28.07 k |
28.33 k principal |
0.13 |
ABS-other |
Long |
USA |
|
MetroNet Infrastructure Issuer LLC
|
25.94 k |
25.00 k principal |
0.12 |
ABS-other |
Long |
USA |
|
MetroNet Infrastructure Issuer LLC
|
25.65 k |
25.00 k principal |
0.12 |
ABS-other |
Long |
USA |
|
Mercedes-Benz Auto Receivables Trust 2021-1
|
17.89 k |
18.00 k principal |
0.09 |
ABS-other |
Long |
USA |
|
CarMax Auto Owner Trust 2021-2
|
4.36 k |
4.41 k principal |
0.02 |
ABS-other |
Long |
USA |
|
Enterprise Fleet Financing 2021-3 LLC
|
2.12 k |
2.12 k principal |
0.01 |
ABS-other |
Long |
USA |
|
Carvana Auto Receivables Trust 2023-P4
|
1.03 k |
1.00 k principal |
0.00 |
ABS-other |
Long |
USA |
|
Carvana Auto Receivables Trust 2024-P1
|
1.01 k |
1.00 k principal |
0.00 |
ABS-other |
Long |
USA |
|
Carvana Auto Receivables Trust 2024-P1
|
1.00 k |
1.00 k principal |
0.00 |
ABS-other |
Long |
USA |
|
ARCC
Ares Capital Corporation
|
990.58 |
1.00 k principal |
0.00 |
Debt |
Long |
USA |
|
Carvana Auto Receivables Trust 2024-P1
|
611.98 |
610.29 principal |
0.00 |
ABS-other |
Long |
USA |
|
EURO CURRENCY /
|
-10.36 |
-10.00 other units |
-0.00 |
Short-term investment vehicle |
Short |
XX |
