Advisors' Inner Circle Fund III
FS Multi-Strategy Alternatives Fund
$1.01B
Avg Monthly Net Assets
$5.84B
Total Assets
$4.00B
Total Liabilities
$1.84B
Net Assets
FS Multi-Strategy Alternatives Fund is a Mutual Fund in Advisors' Inner Circle Fund III
,
based in Pennsylvania,
United States of America.
The fund has two share classes
and monthly net assets of $1.01B.
On August 29th, 2024 it reported 675 holdings, the largest
being (40.0%), Federal National Mortgage Association (32.5%) and Federal National Mortgage Association (26.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000234546 | FSMMX | |
| Class I | C000234545 | FSMSX |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| (New) SG Vol Roll on Rates TRS (SOCIETE GENERALE) | Derivative-equity | US | $2M | – | 0.11 | |
| 22v SMID Garp (Long) TRS (GOLDMAN SACHS & CO. LLC) | Derivative-equity | US | $-47K | – | -0.00 | |
| 22v SMID Garp (Long) TRS (GOLDMAN SACHS & CO. LLC) | Derivative-equity | US | $-816K | – | -0.04 | |
| 22v SMID Garp (short) TRS (GOLDMAN SACHS & CO. LLC) | Derivative-equity | US | $69K | – | 0.00 | |
| 22v SMID Garp (short) TRS (GOLDMAN SACHS & CO. LLC) | Derivative-equity | US | $-2M | – | -0.10 | |
| 245 PARK AVENUE TRUST 2017-245P PRKAV 2017-245P E (PARK AVENUE TRUST) | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| A&D MORTGAGE TRUST 2024-NQM1 ADMT 2024-NQM1 B1 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| AB BSL CLO 2 LTD ABBSL 2021-2A E (AB BSL CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $245K | – | 0.01 |
| ACHV ABS TRUST 2023-3PL ACHV 2023-3PL D | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| ACHV ABS TRUST 2023-4CP ACHV 2023-4CP E | Long | ABS-mortgage backed security | US | $506K | – | 0.03 |
| ACREC 2021-FL1 LTD ACREC 2021-FL1 E (ACREC LTD) | Long | ABS-collateralized bond/debt obligation | KY | $979K | – | 0.05 |
| ACRISURE LLC / ACRISURE FINANCE INC 144A 8.500000% 06/15/2029 (ACRISURE, LLC) | Long | Debt | US | $1M | – | 0.05 |
| ADAPTHEALTH LLC 144A 6.125000% 08/01/2028 (ADAPTHEALTH, LLC) | Long | Debt | US | $2M | – | 0.12 |
| AECOM 5.125000% 03/15/2027 | Long | Debt | US | $1M | – | 0.07 |
| AFFIRM ASSET SECURITIZATION TRUST 2023-X1 AFFRM 2023-X1 D | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| AFFIRM ASSET SECURITIZATION TRUST 2024-A AFFRM 2024-A 1E | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS 7.500000% 03/15/2026 (ALBERTSONS COMPANIES, INC.) | Long | Debt | US | $1M | – | 0.07 |
| ALLEGRO CLO VI LTD ALLEG 2017-2A D (ALLEGRO CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A ABCLN 2024-A G | Long | ABS-mortgage backed security | US | $600K | – | 0.03 |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD 14 5.500000% 04/20/2026 (AADVANTAGE LOYALTY IP LTD.) | Long | Debt | US | $613K | – | 0.03 |
| AMERITEX HOLDCO INTERMEDIATE LLC 144A 10.250000% 10/15/2028 | Long | Debt | US | $2M | – | 0.10 |
| AMSR 2023-SFR2 TRUST AMSR 2023-SFR2 F1 (AMSR TRUST) | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| AMSR 2023-SFR2 TRUST AMSR 2023-SFR2 F2 (AMSR TRUST) | Long | ABS-mortgage backed security | US | $520K | – | 0.03 |
| ANCHORAGE CAPITAL CLO 2018-10 LTD ANCHC 2018-10A E (ANCHORAGE CAPITAL CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| ANCHORAGE CAPITAL CLO 28 LTD ANCHC 2024-28A E (ANCHORAGE CAPITAL CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| ANCHORAGE CAPITAL CLO 29 LTD ANCHC 2024-29A E (ANCHORAGE CAPITAL CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| ANGI GROUP LLC 144A 3.875000% 08/15/2028 (ANGI GROUP, LLC) | Long | Debt | US | $859K | – | 0.05 |
| ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUE 7.000000% 04/15/2030 | Long | Debt | US | $189K | – | 0.01 |
| APIDOS CLO XV APID 2013-15A ERR | Long | ABS-collateralized bond/debt obligation | KY | $993K | – | 0.05 |
| APIDOS CLO XX APID 2015-20A DR | Long | ABS-collateralized bond/debt obligation | KY | $248K | – | 0.01 |
| APIDOS CLO XXII APID 2015-22A DR | Long | ABS-collateralized bond/debt obligation | KY | $993K | – | 0.05 |
| APIDOS CLO XXX APID XXXA D | Long | ABS-collateralized bond/debt obligation | KY | $998K | – | 0.05 |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL1 ARCLO 2021-FL1 D (ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL1 ARCLO 2021-FL1 E (ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD) | Long | ABS-collateralized bond/debt obligation | KY | $122K | – | 0.01 |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL3 ARCLO 2021-FL3 D (ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD) | Long | ABS-collateralized bond/debt obligation | KY | $197K | – | 0.01 |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL3 ARCLO 2021-FL3 E (ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD) | Long | ABS-collateralized bond/debt obligation | KY | $617K | – | 0.03 |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 ARCLO 2021-FL4 E (ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2022-FL1 ARCLO 2022-FL1 D (ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2022-FL2 ARCLO 2022-FL2 E (ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD) | Long | ABS-collateralized bond/debt obligation | US | $96K | – | 0.01 |
| ARBOR REALTY TRUST INC 7.500000% 08/01/2025 (ARBOR REALTY TRUST, INC.) | Long | Debt | US | $220K | – | 0.01 |
| Arbor Realty Trust Inc PREFERRED STOCK (ARBOR REALTY TRUST, INC.) | Long | Equity-preferred | US | $15K | 750 | 0.00 |
| ARCOSA INC 144A 4.375000% 04/15/2029 (ARCOSA, INC.) | Long | Debt | US | $437K | – | 0.02 |
| AREIT 2022-CRE6 TRUST AREIT 2022-CRE6 D (AREIT LTD.) | Long | ABS-collateralized bond/debt obligation | US | $262K | – | 0.01 |
| AREIT 2022-CRE6 TRUST AREIT 2022-CRE6 E (AREIT LTD.) | Long | ABS-collateralized bond/debt obligation | US | $189K | – | 0.01 |
| AREIT 2022-CRE7 LLC AREIT 2022-CRE7 E (AREIT LTD.) | Long | ABS-collateralized bond/debt obligation | US | $109K | – | 0.01 |
| ARES CAPITAL CORP 2.875000% 06/15/2028 (ARES CAPITAL CORPORATION.) | Long | Debt | US | $352K | – | 0.02 |
| ARES CAPITAL CORP 5.875000% 03/01/2029 (ARES CAPITAL CORPORATION.) | Long | Debt | US | $2M | – | 0.08 |
| ARES CAPITAL CORP 7.000000% 01/15/2027 (ARES CAPITAL CORPORATION.) | Long | Debt | US | $1M | – | 0.06 |
| ASCENT EDUCATION FUNDING TRUST 2024-A ASCNT 2024-A C | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| ASHFORD HOSPITALITY TRUST 2018-ASHF AHT1 2018-ASHF D | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM AHPT 2018-ATRM F | Long | ABS-mortgage backed security | US | $402K | – | 0.02 |
| BAIN CAPITAL CREDIT CLO 2019-2 BCC 2019-2A ER | Long | ABS-collateralized bond/debt obligation | KY | $246K | – | 0.01 |
| BAIN CAPITAL CREDIT CLO 2019-3 LTD BCC 2019-3A ER | Long | ABS-collateralized bond/debt obligation | KY | $677K | – | 0.04 |
| BAIN CAPITAL CREDIT CLO 2020-2 LTD BCC 2020-2A ER | Long | ABS-collateralized bond/debt obligation | KY | $356K | – | 0.02 |
| BAML Commodity Vol TRS (Bank of America) | Derivative-equity | US | $352K | – | 0.02 | |
| BAML ESPRSO TRS (Merrill Lynch) | Derivative-equity | US | $143K | – | 0.01 | |
| BAML ESPRSO TRS (Bank of America) | Derivative-equity | US | $-8K | – | -0.00 | |
| BAML FX Multi-Factor TRS (Merrill Lynch) | Derivative-equity | US | $-121K | – | -0.01 | |
| BAML FX Multi-Factor TRS (Bank of America) | Derivative-equity | US | $-198K | – | -0.01 | |
| BAML FX Multi-Factor TRS (Bank of America) | Derivative-equity | US | $-2M | – | -0.10 | |
| BANK OF AMERICA COLLATERAL BALANCE FS FUNDS | Long | Short-term investment vehicle | US | $5M | – | 0.27 |
| BANK OF AMERICA COLLATERAL BALANCE FS FUNDS | Long | Short-term investment vehicle | US | $4M | – | 0.23 |
| BANK OF AMERICA COLLATERAL BALANCE FS FUNDS | Long | Short-term investment vehicle | US | $2M | – | 0.10 |
| BARCLAYS BANK PLC MTN ZERO COUPON 12/27/2024 | Long | Debt | GB | $80M | – | 4.37 |
| BARCLAYS COLLATERAL BALANCE FS FUNDS (Bank of America) | Long | Short-term investment vehicle | US | $190K | – | 0.01 |
| Barclays VFR1 Index TRS (BARCLAYS BANK PLC) | Derivative-equity | US | $65K | – | 0.00 | |
| BBCMS TRUST 2018-BXH BBCMS 2018-BXH F | Long | ABS-mortgage backed security | US | $681K | – | 0.04 |
| BENEFIT STREET PARTNERS CLO IX LTD BSP 2016-9A ER (BENEFIT STREET PARTNERS CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $492K | – | 0.03 |
| BENEFIT STREET PARTNERS CLO XXX LTD BSP 2023-30A D (BENEFIT STREET PARTNERS CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.08 |
| BF 2019-NYT MORTGAGE TRUST NYT 2019-NYT C (NYT MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| BLACKSTONE MORTGAGE TRUST INC 144A 3.750000% 01/15/2027 (BLACKSTONE MORTGAGE TRUST, INC.) | Long | Debt | US | $1M | – | 0.06 |
| BLCKRCK CASH-TRSRY-INST MONEY MARKET | Long | Short-term investment vehicle | US | $736M | – | 39.99 |
| BLCKRCK CASH-TRSRY-INST MONEY MARKET | Long | Short-term investment vehicle | US | $67M | – | 3.66 |
| BNP COLLATERAL BALANCE FS FUNDS (Bank of America) | Long | Short-term investment vehicle | US | $2M | – | 0.09 |
| BNP Paribas Dynamic Intraday Trend US Index TRS | Derivative-equity | US | $552K | – | 0.03 | |
| BNP Paribas Dynamic Intraday Trend US Index TRS | Derivative-equity | US | $12K | – | 0.00 | |
| BOMBARDIER INC 144A 7.875000% 04/15/2027 (BOMBARDIER INC.) | Long | Debt | CA | $6M | – | 0.34 |
| BOXER PARENT CO INC 144A 7.125000% 10/02/2025 (BOXER PARENT COMPANY INC.) | Long | Debt | US | $4M | – | 0.21 |
| BOXER PARENT CO INC 144A 9.125000% 03/01/2026 (BOXER PARENT COMPANY INC.) | Long | Debt | US | $3M | – | 0.16 |
| BOYCE PARK CLO LTD BOYCE 2022-1A E (BOYCE PARK CLO, LTD.) | Long | ABS-collateralized bond/debt obligation | JE | $995K | – | 0.05 |
| BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM3 BRAVO 2023-NQM3 M1 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM7 BRAVO 2023-NQM7 B2 | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM1 BRAVO 2024-NQM1 B2 | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM3 BRAVO 2024-NQM3 B2 | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| BREAD FINANCIAL HOLDINGS INC 144A 7.000000% 01/15/2026 (BREAD FINANCIAL HOLDINGS, INC.) | Long | Debt | US | $678K | – | 0.04 |
| BREAD FINANCIAL HOLDINGS INC 144A 9.750000% 03/15/2029 (BREAD FINANCIAL HOLDINGS, INC.) | Long | Debt | US | $5M | – | 0.26 |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX 2024-1 B | Long | ABS-mortgage backed security | US | $500K | – | 0.03 |
| BRINK'S CO/THE 144A 6.500000% 06/15/2029 (THE BRINK'S COMPANY) | Long | Debt | US | $505K | – | 0.03 |
| Brookfield Property Preferred LP PREFERRED STOCK (Brookfield Property Preferred L.P.) | Long | Equity-preferred | US | $214K | 15K | 0.01 |
| BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC 144A 6.000000% 02/01/2026 (BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS, INC.) | Long | Debt | US | $3M | – | 0.15 |
| BUCKEYE PARTNERS LP 144A 4.125000% 03/01/2025 (BUCKEYE PARTNERS, L.P.) | Long | Debt | US | $423K | – | 0.02 |
| BX TRUST 2018-GW BX 2018-GW G | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| BX TRUST 2018-GW MZ BX 2018-GWMZ MC | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| BX TRUST 2021-SDMF BX 2021-SDMF F | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| CAFL 2021-RTL1 ISSUER LLC CAFL 2021-RTL1 A2 (COREVEST AMERICAN FINANCE) | Long | ABS-mortgage backed security | US | $523K | – | 0.03 |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2013-1 LTD CGMS 2013-1A CR (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $748K | – | 0.04 |
| CARLYLE US CLO 2019-2 LTD CGMS 2019-2A DR (CARLYLE US CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $502K | – | 0.03 |
| CARLYLE US CLO 2023-3 LTD CGMS 2023-3A E (CARLYLE US CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $424K | – | 0.02 |
| CARNIVAL PLC 7.875000% 06/01/2027 | Long | Debt | US | $2M | – | 0.09 |
| CARVANA AUTO RECEIVABLES TRUST 2021-N3 CRVNA 2021-N3 XS | Long | ABS-mortgage backed security | US | $327 | – | 0.00 |
| CASCADE FUNDING MORTGAGE TRUST 2021-FRR1 CFMT 2021-FRR1 CK98 (CFMT ISSUER TRUST) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| CATALENT PHARMA SOLUTIONS INC 144A 5.000000% 07/15/2027 (CATALENT PHARMA SOLUTIONS, INC.) | Long | Debt | US | $802K | – | 0.04 |
| CATSKILL PARK CLO LTD CATSK 2017-1A D | Long | ABS-collateralized bond/debt obligation | KY | $139K | – | 0.01 |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.250000% 02/01/2031 (CCO HOLDINGS, LLC) | Long | Debt | US | $408K | – | 0.02 |
| CD&R SMOKEY BUYER INC 144A 6.750000% 07/15/2025 (CD&R SMOKEY BUYER, INC.) | Long | Debt | US | $1M | – | 0.06 |
| CENTRAL PARENT LLC / CDK GLOBAL II LLC / CDK FINAN 8.000000% 06/15/2029 | Long | Debt | US | $710K | – | 0.04 |
| CERDIA FINANZ GMBH 144A 10.500000% 02/15/2027 | Long | Debt | DE | $1M | – | 0.06 |
| CFG INVESTMENTS LTD CFG 2023-1 B | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.100000% 06/01/2029 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $927K | – | 0.05 |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-4 CHASE 2024-4 AX1 | Long | Debt | US | $51K | – | 0.00 |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-5 CHASE 2024-5 AX1 | Long | Debt | US | $90K | – | 0.00 |
| CIFC FUNDING 2015-III LTD CIFC 2015-3A ER (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.01 |
| CIFC FUNDING 2017-II LTD CIFC 2017-2A E (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $495K | – | 0.03 |
| CIFC FUNDING 2017-IV LTD CIFC 2017-4A D (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $697K | – | 0.04 |
| CITGO PETROLEUM CORP 144A 7.000000% 06/15/2025 (CITGO PETROLEUM CORPORATION) | Long | Debt | US | $7M | – | 0.36 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P CGCMT 2013-375P B | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P CGCMT 2013-375P D | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 144A 6.250000% 05/15/2026 | Long | Debt | US | $500K | – | 0.03 |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 144A 8.500000% 05/15/2027 | Long | Debt | US | $9M | – | 0.50 |
| CLARIOS GLOBAL LP 144A 6.750000% 05/15/2025 | Long | Debt | US | $1M | – | 0.08 |
| CLEVELAND-CLIFFS INC 144A 6.750000% 04/15/2030 (CLEVELAND-CLIFFS INC.) | Short | Debt | US | $-2M | – | -0.10 |
| CLICKLEASE EQUIPMENT RECEIVABLES 2024-1 TRUST CLICK 2024-1 C (CLICKLEASE EQUIPMENT RECEIVABLES LLC) | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| CLICKLEASE EQUIPMENT RECEIVABLES 2024-1 TRUST CLICK 2024-1 D (CLICKLEASE EQUIPMENT RECEIVABLES LLC) | Long | ABS-mortgage backed security | US | $770K | – | 0.04 |
| CLNY TRUST 2019-IKPR CLNY 2019-IKPR D | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| CLOUD SOFTWARE GROUP INC 144A 8.250000% 06/30/2032 (CLOUD SOFTWARE GROUP, INC.) | Long | Debt | US | $942K | – | 0.05 |
| COLT 2022-7 MORTGAGE LOAN TRUST COLT 2022-7 B2 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| COLT 2023-1 MORTGAGE LOAN TRUST COLT 2023-1 B2 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| COLT 2024-2 MORTGAGE LOAN TRUST COLT 2024-2 B2 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| COLT 2024-INV1 MORTGAGE LOAN TRUST COLT 2024-INV1 B1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| COLT 2024-INV2 MORTGAGE LOAN TRUST COLT 2024-INV2 B1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| COMM 2013-CCRE8 MORTGAGE TRUST COMM 2013-CR8 D (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| COMM 2013-CCRE8 MORTGAGE TRUST COMM 2013-CR8 E (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| COMM 2013-CCRE8 MORTGAGE TRUST COMM 2013-CR8 F (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $304K | – | 0.02 |
| COMM 2014-LC15 MORTGAGE TRUST COMM 2014-LC15 D (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $287K | – | 0.02 |
| COMM 2015-PC1 MORTGAGE TRUST COMM 2015-PC1 C (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| COMM 2019-521F MORTGAGE TRUST COMM 2019-521F B (COMMERCIAL MORTGAGE RELATED SECURITIES) | Long | ABS-mortgage backed security | US | $459K | – | 0.02 |
| COMM 2024-WCL1 MORTGAGE TRUST COMM 2024-WCL1 D (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $997K | – | 0.05 |
| Commodity Mulit-Factor TRS (Bank of America) | Derivative-equity | US | $45K | – | 0.00 | |
| Commodity Mulit-Factor TRS (Bank of America) | Derivative-equity | US | $-854K | – | -0.05 | |
| CONCENTRA ESCROW ISSUER CORP 144A 6.875000% 07/15/2032 (CONCENTRA ESCROW ISSUER CORPORATION) | Long | Debt | US | $376K | – | 0.02 |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R01 CAS 2024-R01 1B2 | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R02 CAS 2024-R02 1B2 | Long | ABS-mortgage backed security | US | $358K | – | 0.02 |
| CORE 2019-CORE MORTGAGE TRUST BCORE 2019-CORE E (CORE MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| CORECIVIC INC 4.750000% 10/15/2027 (CORECIVIC, INC.) | Long | Debt | US | $2M | – | 0.12 |
| CORNERSTONE BUILDING BRANDS INC 144A 6.125000% 01/15/2029 (CORNERSTONE BUILDING BRANDS, INC.) | Long | Debt | US | $1M | – | 0.07 |
| COUGAR JV SUBSIDIARY LLC 144A 8.000000% 05/15/2032 (COUGAR JV SUBSIDIARY, LLC) | Long | Debt | US | $138K | – | 0.01 |
| CPS AUTO RECEIVABLES TRUST 2023-D CPS 2023-D E | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| CPS AUTO RECEIVABLES TRUST 2024-B CPS 2024-B E | Long | ABS-mortgage backed security | US | $708K | – | 0.04 |
| Credit Default Swap (JP MORGAN CHASE BANK N.A.) | Derivative-credit | US | $42K | – | 0.00 | |
| CROSS 2023-H2 MORTGAGE TRUST CROSS 2023-H2 B1 (CROSS MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $769K | – | 0.04 |
| CSMC 2021-GATE CSMC 2021-GATE C (CSMC TRUST) | Long | ABS-mortgage backed security | US | $282K | – | 0.02 |
| CSMC 2021-GATE CSMC 2021-GATE D (CSMC TRUST) | Long | ABS-mortgage backed security | US | $442K | – | 0.02 |
| CSMC 2022-ATH3 CSMC 2022-ATH3 B1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $709K | – | 0.04 |
| CSMC TRUST 2017-CHOP CSMC 2017-CHOP H | Long | ABS-mortgage backed security | US | $621K | – | 0.03 |
| CSMC TRUST 2017-PFHP CSMC 2017-PFHP A | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| CVS HEALTH CORP 4.300000% 03/25/2028 (CVS HEALTH CORPORATION) | Long | Debt | US | $3M | – | 0.18 |
| CVS HEALTH CORP 6.250000% 06/01/2027 (CVS HEALTH CORPORATION) | Long | Debt | US | $744K | – | 0.04 |
| CYRUSONE DATA CENTERS ISSUER I LLC CYRUS 2024-3A A2 (CYRUSONE DATA CENTER ISSUER LLC) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| DAVITA INC 144A 4.625000% 06/01/2030 (DAVITA INC.) | Short | Debt | US | $-1M | – | -0.07 |
| DB Equity Factor Rotation TRS (Deutsche Bank AG) | Derivative-equity | US | $1M | – | 0.07 | |
| DB Tide - Trend Intraday Equity Index TRS (Deutsche Bank AG) | Derivative-equity | US | $-11K | – | -0.00 | |
| DB Tide - Trend Intraday Equity Index TRS (Deutsche Bank AG) | Derivative-equity | US | $-137K | – | -0.01 | |
| DEALER TIRE LLC / DT ISSUER LLC 144A 8.000000% 02/01/2028 (DEALER TIRE, LLC) | Long | Debt | US | $2M | – | 0.10 |
| DEERPATH CAPITAL CLO 2020-1 LTD DPATH 2020-1A DR (DEERPATH CAPITAL CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| DELL INTERNATIONAL LLC / EMC CORP 4.900000% 10/01/2026 (DELL INTERNATIONAL L.L.C.) | Long | Debt | US | $4M | – | 0.23 |
| DEUTSCHE BANK COLLATERAL BALANCE FS FUNDS | Long | Short-term investment vehicle | US | $5M | – | 0.26 |
| DEWOLF PARK CLO LTD DWOLF 2017-1A E (DEWOLF PARK CLO, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $297K | – | 0.02 |
| DIGITALOCEAN HOLDINGS INC ZERO COUPON 12/01/2026 (DigitalOcean Holdings, Inc.) | Long | Debt | US | $1M | – | 0.06 |
| DRYDEN 107 CLO LTD DRSLF 2023-107A E (DRYDEN CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $589K | – | 0.03 |
| DRYDEN 60 CLO LTD DRSLF 2018-60A D (DRYDEN CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $297K | – | 0.02 |
| EATON VANCE CLO 2013-1 LTD EATON 2013-1A D3R (EATON VANCE CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| EG GLOBAL FINANCE PLC 144A 12.000000% 11/30/2028 | Long | Debt | GB | $847K | – | 0.05 |
| EJF Financials Services TRS (GOLDMAN SACHS & CO. LLC) | Derivative-equity | US | $5M | – | 0.28 | |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2022-3 EFMT 2022-3 M1 | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| EMBECTA CORP 144A 5.000000% 02/15/2030 (EMBECTA CORP.) | Short | Debt | US | $-753K | – | -0.04 |
| EMPOWER CLO 2022-1 LTD EMPWR 2022-1A E (EMPOWER CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $404K | – | 0.02 |
| EMPOWER CLO 2023-2 LTD EMPWR 2023-2A E (EMPOWER CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| EMPOWER CLO 2024-1 LTD EMPWR 2024-1A D2 (EMPOWER CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $255K | – | 0.01 |
| EMPOWER CLO 2024-1 LTD EMPWR 2024-1A E (EMPOWER CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $253K | – | 0.01 |
| ENCORE CAPITAL GROUP INC 144A 4.250000% 06/01/2028 (ENCORE CAPITAL GROUP, INC.) | Long | Debt | US | $503K | – | 0.03 |
| ENOVA INTERNATIONAL INC 144A 11.250000% 12/15/2028 (ENOVA INTERNATIONAL, INC.) | Long | Debt | US | $358K | – | 0.02 |
| ENOVA INTERNATIONAL INC 144A 8.500000% 09/15/2025 (ENOVA INTERNATIONAL, INC.) | Long | Debt | US | $851K | – | 0.05 |
| ENT AUTO RECEIVABLES TRUST 2023-1 ENT 2023-1A D (EMERGENT AUTO RECEIVABLES TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Equity Risk Control Congestion strategy TRS (Macquarie Bank Limited) | Derivative-equity | US | $428K | – | 0.02 | |
| Equity Risk Control Congestion strategy TRS (Macquarie Bank Limited) | Derivative-equity | US | $45K | – | 0.00 | |
| Equity Risk Control Congestion strategy TRS (Macquarie Bank Limited) | Derivative-equity | US | $806.39 | – | 0.00 | |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3 EART 2023-3A E | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 EART 2023-4A E | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FANNIE MAE INTEREST STRIP FNS 431 C35 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.25 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $598M | – | 32.51 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $492M | – | 26.73 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $232M | – | 12.60 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $100M | – | 5.45 |
| FANNIE MAE REMICS FNR 2012-75 DS (Federal National Mortgage Association) | Long | Debt | US | $951K | – | 0.05 |
| FANNIE MAE REMICS FNR 2018-73 SC (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.11 |
| FANNIE MAE REMICS FNR 2019-49 IC (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.06 |
| FANNIE MAE REMICS FNR 2020-41 IP (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.13 |
| FANNIE MAE REMICS FNR 2020-57 IB (Federal National Mortgage Association) | Long | Debt | US | $7M | – | 0.37 |
| FANNIE MAE REMICS FNR 2020-76 MI (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.17 |
| FANNIE MAE REMICS FNR 2020-77 HI (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.20 |
| FANNIE MAE REMICS FNR 2021-27 EI (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.30 |
| FANNIE MAE REMICS FNR 2021-4 IV (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.16 |
| FANNIE MAE REMICS FNR 2021-62 DI (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.12 |
| FANNIE MAE REMICS FNR 2021-62 HI (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.10 |
| FANNIE MAE REMICS FNR 2021-87 GI (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.28 |
| FANNIE MAE REMICS FNR 2021-91 NI (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.21 |
| FANNIE MAE REMICS FNR 2022-16 QI (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.17 |
| FANNIE MAE REMICS FNR 2022-74 SA (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.10 |
| FANNIE MAE REMICS FNR 2022-74 US (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.13 |
| FANNIE MAE REMICS FNR 2022-90 CI (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.25 |
| FANNIE MAE REMICS FNR 2023-11 HS (Federal National Mortgage Association) | Long | Debt | US | $6M | – | 0.31 |
| FANNIE MAE REMICS FNR 2023-11 SA (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.19 |
| FANNIE MAE REMICS FNR 2023-19 SB (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.08 |
| FANNIE MAE REMICS FNR 2024-11 IK (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.14 |
| FANNIE MAE REMICS FNR 2024-12 DS (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.14 |
| FANNIE MAE REMICS FNR 2024-22 SA (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.26 |
| FANNIE MAE REMICS FNR 2024-24 SB (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.18 |
| FHF ISSUER TRUST 2024-1 FHF 2024-1A C (FHF TRUST) | Long | ABS-mortgage backed security | US | $916K | – | 0.05 |
| FIESTA PURCHASER INC 144A 7.875000% 03/01/2031 (FIESTA PURCHASER, INC.) | Short | Debt | US | $-2M | – | -0.11 |
| FILLMORE PARK CLO LTD 2018-1A FILPK 2018-1A E | Long | ABS-collateralized bond/debt obligation | KY | $782K | – | 0.04 |
| FISERV INC 5.375000% 08/21/2028 (FISERV, INC.) | Long | Debt | US | $4M | – | 0.22 |
| FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU FMBT 2019-FBLU F | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FORD MOTOR CREDIT CO LLC 5.125000% 06/16/2025 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $5M | – | 0.25 |
| FORTRESS CREDIT BSL III LTD FCBSL 2015-1A ER (FORTRESS CREDIT BSL LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $987K | – | 0.05 |
| FORTRESS CREDIT BSL VII LTD FCBSL 2019-1A E (FORTRESS CREDIT BSL LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| FORTRESS CREDIT BSL VIII LTD FCBSL 2019-2A E (FORTRESS CREDIT BSL LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $975K | – | 0.05 |
| FORTRESS INTERMEDIATE 3 INC 144A 7.500000% 06/01/2031 (FORTRESS INTERMEDIATE 3, INC.) | Short | Debt | US | $-947K | – | -0.05 |
| FREDDIE MAC MSCR TRUST MN7 MSCR 2023-MN7 B1 | Long | Debt | US | $194K | – | 0.01 |
| FREDDIE MAC MSCR TRUST MN7 MSCR 2023-MN7 M2 | Long | Debt | US | $542K | – | 0.03 |
| FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK MSCR 2021-MN1 B1 | Long | Debt | US | $141K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK MSCR 2021-MN3 M2 | Long | Debt | US | $40K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK MSCR 2022-MN4 B1 | Long | Debt | US | $145K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK MSCR 2022-MN4 M2 | Long | Debt | US | $962K | – | 0.05 |
| FREDDIE MAC REMICS FHR 4927 IO | Long | Debt | US | $2M | – | 0.11 |
| FREDDIE MAC REMICS FHR 4973 BI | Long | Debt | US | $5M | – | 0.26 |
| FREDDIE MAC REMICS FHR 4973 IK | Long | Debt | US | $2M | – | 0.10 |
| FREDDIE MAC REMICS FHR 4986 IO | Long | Debt | US | $4M | – | 0.20 |
| FREDDIE MAC REMICS FHR 4989 EI | Long | Debt | US | $3M | – | 0.16 |
| FREDDIE MAC REMICS FHR 4998 KI | Long | Debt | US | $4M | – | 0.20 |
| FREDDIE MAC REMICS FHR 5003 LI | Long | Debt | US | $2M | – | 0.10 |
| FREDDIE MAC REMICS FHR 5015 BI | Long | Debt | US | $3M | – | 0.17 |
| FREDDIE MAC REMICS FHR 5019 MI | Long | Debt | US | $5M | – | 0.25 |
| FREDDIE MAC REMICS FHR 5038 HI | Long | Debt | US | $5M | – | 0.28 |
| FREDDIE MAC REMICS FHR 5093 GI | Long | Debt | US | $3M | – | 0.14 |
| FREDDIE MAC REMICS FHR 5104 GI | Long | Debt | US | $3M | – | 0.17 |
| FREDDIE MAC REMICS FHR 5112 KI | Long | Debt | US | $4M | – | 0.21 |
| FREDDIE MAC REMICS FHR 5134 BI | Long | Debt | US | $5M | – | 0.25 |
| FREDDIE MAC REMICS FHR 5152 YI | Long | Debt | US | $3M | – | 0.15 |
| FREDDIE MAC REMICS FHR 5154 GI | Long | Debt | US | $1M | – | 0.07 |
| FREDDIE MAC REMICS FHR 5163 JI | Long | Debt | US | $4M | – | 0.21 |
| FREDDIE MAC REMICS FHR 5163 NI | Long | Debt | US | $2M | – | 0.11 |
| FREDDIE MAC REMICS FHR 5182 IO | Long | Debt | US | $3M | – | 0.15 |
| FREDDIE MAC REMICS FHR 5184 IO | Long | Debt | US | $4M | – | 0.20 |
| FREDDIE MAC REMICS FHR 5191 NI | Long | Debt | US | $2M | – | 0.13 |
| FREDDIE MAC REMICS FHR 5250 SA | Long | Debt | US | $3M | – | 0.15 |
| FREDDIE MAC REMICS FHR 5252 SP | Long | Debt | US | $2M | – | 0.09 |
| FREDDIE MAC REMICS FHR 5270 IB | Long | Debt | US | $2M | – | 0.12 |
| FREDDIE MAC REMICS FHR 5279 IM | Long | Debt | US | $2M | – | 0.11 |
| FREDDIE MAC REMICS FHR 5290 TS | Long | Debt | US | $3M | – | 0.18 |
| FREDDIE MAC REMICS FHR 5296 ST | Long | Debt | US | $4M | – | 0.22 |
| FREDDIE MAC REMICS FHR 5336 SA | Long | Debt | US | $3M | – | 0.15 |
| FREDDIE MAC REMICS FHR 5344 SA | Long | Debt | US | $3M | – | 0.15 |
| FREDDIE MAC REMICS FHR 5354 SL | Long | Debt | US | $3M | – | 0.18 |
| FREDDIE MAC REMICS FHR 5412 MI | Long | Debt | US | $3M | – | 0.15 |
| FREDDIE MAC STRIPS FHS 356 S5 | Long | Debt | US | $2M | – | 0.12 |
| FREDDIE MAC STRIPS FHS 357 IO | Long | Debt | US | $3M | – | 0.16 |
| FREDDIE MAC STRIPS FHS 406 S43 | Long | Debt | US | $4M | – | 0.21 |
| FREDDIE MAC STRIPS FHS 406 S44 | Long | Debt | US | $7M | – | 0.37 |
| FREDDIE MAC STRIPS FHS 406 S5 | Long | Debt | US | $3M | – | 0.19 |
| FREEDOM MORTGAGE CORP 144A 12.000000% 10/01/2028 (FREEDOM MORTGAGE CORPORATION) | Long | Debt | US | $2M | – | 0.10 |
| FREEDOM MORTGAGE CORP 144A 6.625000% 01/15/2027 (FREEDOM MORTGAGE CORPORATION) | Long | Debt | US | $2M | – | 0.09 |
| FREEDOM MORTGAGE HOLDINGS LLC 144A 9.125000% 05/15/2031 | Long | Debt | US | $160K | – | 0.01 |
| FREEDOM MORTGAGE HOLDINGS LLC 144A 9.250000% 02/01/2029 | Long | Debt | US | $1M | – | 0.06 |
| FRONTIER ISSUER LLC FYBR 2024-1 C | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FULL HOUSE RESORTS INC 144A 8.250000% 02/15/2028 (FULL HOUSE RESORTS, INC.) | Long | Debt | US | $948K | – | 0.05 |
| FX Forward Contract: USD/GBP SETTLE 2024-07-19 (U.S. DOLLARS) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| GALAXY XXVI CLO LTD GALXY 2018-26A E (GALAXY CLO, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| GCAT GCAT 2024-NQM2 B1 (GCAT TRUST) | Long | ABS-mortgage backed security | US | $1000K | – | 0.05 |
| GCAT GCAT 2024-NQM2 B2 (GCAT TRUST) | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| GE HEALTHCARE TECHNOLOGIES INC 5.650000% 11/15/2027 (GE HEALTHCARE TECHNOLOGIES INC.) | Long | Debt | US | $4M | – | 0.22 |
| GENERATE CLO 14 LTD GNRT 2024-14A E (GENERATE CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| GENERATE CLO 2 LTD GNRT 2A ER (YORK CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $748K | – | 0.04 |
| GENERATE CLO 3 LTD GNRT 3A E2R (GENERATE CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 8.000000% 01/15/2027 (GENESIS ENERGY, L.P.) | Long | Debt | US | $2M | – | 0.11 |
| GENWORTH HOLDINGS INC VARIABLE RATE 11/15/2036 (GENWORTH FINANCIAL, INC.) | Long | Debt | US | $1M | – | 0.08 |
| GEO GROUP INC/THE 144A 10.250000% 04/15/2031 (THE GEO GROUP, INC.) | Long | Debt | US | $941K | – | 0.05 |
| GEO GROUP INC/THE 144A 8.625000% 04/15/2029 (THE GEO GROUP, INC.) | Long | Debt | US | $2M | – | 0.09 |
| GETTY IMAGES INC 144A 9.750000% 03/01/2027 (GETTY IMAGES, INC.) | Long | Debt | US | $6M | – | 0.35 |
| GFL ENVIRONMENTAL INC 144A 5.125000% 12/15/2026 (GFL ENVIRONMENTAL INC.) | Long | Debt | US | $3M | – | 0.16 |
| GILBERT PARK CLO LTD GILBT 2017-1A E | Long | ABS-collateralized bond/debt obligation | KY | $247K | – | 0.01 |
| GN BONDCO LLC 144A 9.500000% 10/15/2031 (GN BONDCO, LLC) | Long | Debt | US | $932K | – | 0.05 |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC 144A 5.250000% 12/01/2027 (GO DADDY OPERATING COMPANY, LLC) | Long | Debt | US | $2M | – | 0.11 |
| GOLDENTREE LOAN MANAGEMENT US CLO 5 LTD GLM 2019-5A E (GOLDENTREE LOAN MANAGEMENT US CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $517K | – | 0.03 |
| GOLDMAN SACHS COLLATERAL BALANCE FS FUNDS | Long | Short-term investment vehicle | US | $44M | – | 2.37 |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-3 GOOD 2023-3C B | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GOODYEAR TIRE & RUBBER CO/THE 9.500000% 05/31/2025 (THE GOODYEAR TIRE & RUBBER COMPANY) | Long | Debt | US | $12M | – | 0.63 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-35 AS | Long | Debt | US | $776K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-37 SG | Long | Debt | US | $598K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-70 WI | Long | Debt | US | $614K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-123 SE | Long | Debt | US | $990K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-77 SC | Long | Debt | US | $2M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-179 TI | Long | Debt | US | $3M | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-100 S | Long | Debt | US | $1M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-21 PI | Long | Debt | US | $5M | – | 0.29 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-89 LS | Long | Debt | US | $2M | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-91 SH | Long | Debt | US | $1M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-91 SJ | Long | Debt | US | $1M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-133 EI | Long | Debt | US | $2M | – | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-127 IY | Long | Debt | US | $3M | – | 0.16 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-148 IP | Long | Debt | US | $5M | – | 0.25 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-4 IO | Long | Debt | US | $3M | – | 0.18 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-53 QI | Long | Debt | US | $2M | – | 0.13 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-61 IO | Long | Debt | US | $3M | – | 0.19 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-139 WI | Long | Debt | US | $2M | – | 0.12 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-158 JI | Long | Debt | US | $2M | – | 0.13 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-215 SB | Long | Debt | US | $768K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-216 IC | Long | Debt | US | $4M | – | 0.20 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-78 IC | Long | Debt | US | $5M | – | 0.28 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-148 SJ | Long | Debt | US | $3M | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-153 SG | Long | Debt | US | $1M | – | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-188 IE | Long | Debt | US | $3M | – | 0.15 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-193 SA | Long | Debt | US | $2M | – | 0.09 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-212 SA | Long | Debt | US | $1M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-213 TS | Long | Debt | US | $1M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-23 WI | Long | Debt | US | $2M | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-30 IG | Long | Debt | US | $4M | – | 0.20 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-34 IT | Long | Debt | US | $3M | – | 0.18 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-5 NI | Long | Debt | US | $4M | – | 0.19 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-4 SG | Long | Debt | US | $6M | – | 0.31 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-5 SC | Long | Debt | US | $3M | – | 0.17 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-82 US | Long | Debt | US | $1M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-65 SU | Long | Debt | US | $4M | – | 0.20 |
| GREYWOLF CLO IV LTD GWOLF 2019-1A DR (GREYWOLF CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| GS CTA Strategy TRS (GOLDMAN SACHS & CO. LLC) | Derivative-equity | US | $352K | – | 0.02 | |
| GS MOBU Risk Recycling Index TRS (GOLDMAN SACHS & CO. LLC) | Derivative-equity | US | $-176K | – | -0.01 | |
| GS MORTGAGE SECURITIES CORP TRUST 2017-SLP GSMS 2017-SLP G (GS MORTGAGE SECURITIES CORPORATION TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021-PJ4 GSMBS 2021-PJ4 AIOS (GS MORTGAGE-BACKED SECURITIES TRUST) | Long | Debt | US | $34K | – | 0.00 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ6 GSMBS 2021-PJ6 AIOS | Long | Debt | US | $48K | – | 0.00 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ7 GSMBS 2021-PJ7 AIOS | Long | Debt | US | $63K | – | 0.00 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2023-CCM1 GSMBS 2023-CCM1 B2 | Long | ABS-mortgage backed security | US | $597K | – | 0.03 |
| GSMS TRUST 2024-FAIR GSMS 2024-FAIR D (GS MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| GTCR AP FINANCE INC 144A 8.000000% 05/15/2027 (GTCR (AP) FINANCE INC.) | Long | Debt | US | $165K | – | 0.01 |
| GUITAR CENTER INC 144A 8.500000% 01/15/2026 (GUITAR CENTER, INC.) | Short | Debt | US | $-1M | – | -0.06 |
| H-FOOD HOLDINGS LLC / HEARTHSIDE FINANCE CO INC 14 8.500000% 06/01/2026 (H-FOOD HOLDINGS, LLC) | Long | Debt | US | $76K | – | 0.00 |
| HALSEYPOINT CLO 7 LTD HLSY 2023-7A E | Long | ABS-collateralized bond/debt obligation | JE | $373K | – | 0.02 |
| HCA INC 5.375000% 09/01/2026 (HCA INC.) | Long | Debt | US | $4M | – | 0.22 |
| HEARTLAND DENTAL LLC / HEARTLAND DENTAL FINANCE CO 10.500000% 04/30/2028 (HEARTLAND DENTAL, LLC) | Long | Debt | US | $934K | – | 0.05 |
| HERC HOLDINGS INC 144A 6.625000% 06/15/2029 (HERC HOLDINGS INC.) | Long | Debt | US | $2M | – | 0.11 |
| HERTZ VEHICLE FINANCING III LLC HERTZ 2023-1A 1D | Long | ABS-mortgage backed security | US | $469K | – | 0.03 |
| HERTZ VEHICLE FINANCING III LLC HERTZ 2023-2A D | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| HERTZ VEHICLE FINANCING III LP HERTZ 2021-2A D (HERTZ VEHICLE FINANCING III LLC) | Long | ABS-mortgage backed security | US | $438K | – | 0.02 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2021-1A D (HERTZ VEHICLE FINANCING III LLC) | Long | ABS-mortgage backed security | US | $987K | – | 0.05 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022-2A D (HERTZ VEHICLE FINANCING III LLC) | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022-4A D (HERTZ VEHICLE FINANCING III LLC) | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022-5A D (HERTZ VEHICLE FINANCING III LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| HOTWIRE FUNDING LLC HWIRE 2024-1A C | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| HP INC 4.750000% 01/15/2028 (HP INC.) | Long | Debt | US | $4M | – | 0.23 |
| HPLY TRUST 2019-HIT HPLY 2019-HIT F | Long | ABS-mortgage backed security | US | $952K | – | 0.05 |
| HPS LOAN MANAGEMENT 8-2016 LTD HLM 8A-2016 DR (HPS LOAN MANAGEMENT LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| HUB INTERNATIONAL LTD 144A 5.625000% 12/01/2029 (HUB INTERNATIONAL LIMITED) | Short | Debt | US | $-633K | – | -0.03 |
| HUDSON PACIFIC PROPERTIES LP 3.950000% 11/01/2027 (HUDSON PACIFIC PROPERTIES, L.P.) | Long | Debt | US | $25K | – | 0.00 |
| HUDSON PACIFIC PROPERTIES LP 5.950000% 02/15/2028 (HUDSON PACIFIC PROPERTIES, L.P.) | Long | Debt | US | $510K | – | 0.03 |
| HUDSONS BAY SIMON JV TRUST 2015-HBS HBCT 2015-HB7 A7 (HUNDSON'S BAY SIMON JV TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| HUSKY INJECTION MOLDING SYSTEMS LTD / TITAN CO-BOR 9.000000% 02/15/2029 (HUSKY IMS CANADIAN ESCROW CO-ISSUER LTD.) | Long | Debt | CA | $650K | – | 0.04 |
| ICG US CLO 2023-1 I LTD ICG 2023-1A E | Long | ABS-collateralized bond/debt obligation | JE | $767K | – | 0.04 |
| ILFC E-CAPITAL TRUST II 144A 6.538290% 12/21/2065 | Long | Debt | US | $1M | – | 0.08 |
| ILLUMINATE BUYER LLC / ILLUMINATE HOLDINGS IV INC 9.000000% 07/01/2028 (LUMMUS TECHNOLOGY HOLDINGS V LLC) | Long | Debt | US | $4M | – | 0.20 |
| IMPERIAL FUND MORTGAGE TRUST 2020-NQM1 IMPRL 2020-NQM1 B2 | Long | ABS-mortgage backed security | US | $694K | – | 0.04 |
| IMPERIAL FUND MORTGAGE TRUST 2022-NQM4 IMPRL 2022-NQM4 M1 | Long | ABS-mortgage backed security | US | $676K | – | 0.04 |
| IRB HOLDING CORP 144A 7.000000% 06/15/2025 (IRB HOLDING CORP.) | Long | Debt | US | $2M | – | 0.11 |
| IVY HILL MIDDLE MARKET CREDIT FUND XXI LTD IVYH 21A E (IVY HILL MIDDLE MARKET CREDIT FUND, LTD.) | Long | ABS-collateralized bond/debt obligation | JE | $447K | – | 0.02 |
| IWM US 07/19/24 P185 LONG (iShares Russell 2000 ETF) | Derivative-equity | US | $5K | – | 0.00 | |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2022-NLP B (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2022-NLP D (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP) | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| J.P. MORGAN MORTGAGE TRUST 2023-4 JPMMT 2023-4 B4 | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| JAMESTOWN CLO XII LTD JTWN 2019-1A D (JAMESTOWN CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $247K | – | 0.01 |
| JETBLUE AIRWAYS CORP 0.500000% 04/01/2026 (JETBLUE AIRWAYS CORPORATION) | Long | Debt | US | $1M | – | 0.06 |
| JP MORGAN COLLATERAL BALANCE FS FUNDS | Long | Short-term investment vehicle | US | $5M | – | 0.25 |
| JP MORGAN COLLATERAL BALANCE FS FUNDS | Long | Short-term investment vehicle | US | $2M | – | 0.08 |
| JP MORGAN MORTGAGE TRUST 2024-2 JPMMT 2024-2 AX3 (J.P. MORGAN MORTGAGE TRUST) | Long | Debt | US | $32K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST SERIES 2024-4 JPMMT 2024-4 AX3 (J.P. MORGAN MORTGAGE TRUST) | Long | Debt | US | $16K | – | 0.00 |
| JPM US Conviction Mean Reversion TRS (JP MORGAN CHASE BANK N.A.) | Derivative-equity | US | $-104K | – | -0.01 | |
| JPM US Conviction Mean Reversion TRS (JP MORGAN CHASE BANK N.A.) | Derivative-equity | US | $-1M | – | -0.05 | |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C1 JPMBB 2014-C19 F | Long | ABS-mortgage backed security | US | $639K | – | 0.03 |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C3 JPMBB 2015-C33 D1 | Long | ABS-mortgage backed security | US | $428K | – | 0.02 |
| KEHE DISTRIBUTORS LLC / KEHE FINANCE CORP / NEXTWA 9.000000% 02/15/2029 (KEHE DISTRIBUTORS, LLC) | Long | Debt | US | $2M | – | 0.10 |
| KENNEDY-WILSON INC 4.750000% 02/01/2030 (KENNEDY-WILSON, INC.) | Long | Debt | US | $234K | – | 0.01 |
| KENNEDY-WILSON INC 5.000000% 03/01/2031 (KENNEDY-WILSON, INC.) | Long | Debt | US | $227K | – | 0.01 |
| KKR CLO 23 LTD KKR 23 E (KKR FINANCIAL CLO, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $991K | – | 0.05 |
| KRONOS ACQUISITION HOLDINGS INC / KIK CUSTOM PRODU 5.000000% 12/31/2026 (KRONOS ACQUISITION HOLDINGS INC.) | Long | Debt | CA | $8M | – | 0.41 |
| KRONOS ACQUISITION HOLDINGS INC 144A 8.250000% 06/30/2031 (KRONOS ACQUISITION HOLDINGS INC.) | Long | Debt | CA | $1M | – | 0.06 |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPI 4.250000% 02/01/2027 | Long | Debt | US | $3M | – | 0.14 |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPI 5.250000% 10/01/2025 | Long | Debt | US | $5M | – | 0.26 |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPI 7.000000% 07/15/2031 | Long | Debt | US | $568K | – | 0.03 |
| LAQ 2023-LAQ MORTGAGE TRUST LAQ 2023-LAQ F (LAQ MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| LAQ 2023-LAQ MORTGAGE TRUST LAQ 2023-LAQ G (LAQ MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $401K | – | 0.02 |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2017-B DRB 2017-B R (DRB PRIME STUDENT LOAN TRUST) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| LCM XIII LP LCM 13A ER (LCM LIMITED PARTNERSHIP) | Long | ABS-collateralized bond/debt obligation | KY | $388K | – | 0.02 |
| LD HOLDINGS GROUP LLC 144A 6.125000% 04/01/2028 | Long | Debt | US | $367K | – | 0.02 |
| LD HOLDINGS GROUP LLC 144A 8.750000% 11/01/2027 | Long | Debt | US | $821K | – | 0.04 |
| LEVEL 3 FINANCING INC 144A 10.500000% 05/15/2030 (LEVEL 3 FINANCING, INC.) | Long | Debt | US | $710K | – | 0.04 |
| LFS TOPCO LLC 144A 5.875000% 10/15/2026 | Long | Debt | US | $131K | – | 0.01 |
| MACQUARIE COLLATERAL BALANCE FS FUNDS | Long | Short-term investment vehicle | US | $3M | – | 0.17 |
| MACQUARIE COLLATERAL BALANCE FS FUNDS | Long | Short-term investment vehicle | US | $440K | – | 0.02 |
| Macquarie Index MQCP388E TRS (Macquarie Bank Limited) | Derivative-equity | US | $-332K | – | -0.02 | |
| MAD MORTGAGE TRUST 2017-330M MAD 2017-330M B | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| MADISON IAQ LLC 144A 5.875000% 06/30/2029 | Long | Debt | US | $930K | – | 0.05 |
| MADISON PARK FUNDING LI LTD MDPK 2021-51A E (MADISON PARK FUNDING, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| MADISON PARK FUNDING XIV LTD MDPK 2014-14A ER (MADISON PARK FUNDING, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $991K | – | 0.05 |
| MADISON PARK FUNDING XXVII LTD MDPK 2018-27A C (MADISON PARK FUNDING, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.01 |
| MADISON PARK FUNDING XXX LTD MDPK 2018-30A E (MADISON PARK FUNDING, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $677K | – | 0.04 |
| MARBLE POINT CLO XV LTD MP15 2019-1A DR (MARBLE POINT CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $991K | – | 0.05 |
| MARLETTE FUNDING TRUST 2022-3 MFT 2022-3A D | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| MARLETTE FUNDING TRUST 2023-2 MFT 2023-2A D | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| MARLETTE FUNDING TRUST 2023-3 MFT 2023-3A D | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| MARLETTE FUNDING TRUST 2024-1 MFT 2024-1A D | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| MAXIM CRANE WORKS HOLDINGS CAPITAL LLC 144A 11.500000% 09/01/2028 (MAXIM CRANE WORKS HOLDINGS CAPITAL, LLC) | Long | Debt | US | $5M | – | 0.25 |
| MCR 2024-HTL MORTGAGE TRUST MCR 2024-HTL F (MCR MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $340K | – | 0.02 |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC 2024-2A B | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| METHANEX CORP 4.250000% 12/01/2024 (METHANEX CORPORATION) | Long | Debt | CA | $2M | – | 0.12 |
| MF1 2020-FL4 LTD MF1 2020-FL4 D (MF1 LTD) | Long | ABS-collateralized bond/debt obligation | US | $293K | – | 0.02 |
| MF1 2021-FL6 LTD MF1 2021-FL6 E (MF1 LTD) | Long | ABS-collateralized bond/debt obligation | US | $401K | – | 0.02 |
| MF1 2021-FL7 LTD MF1 2021-FL7 E (MF1 LTD) | Long | ABS-collateralized bond/debt obligation | US | $333K | – | 0.02 |
| MFA 2022-RTL1 TRUST MFRA 2022-RTL1 A2 (MFA TRUST) | Long | ABS-mortgage backed security | US | $299K | – | 0.02 |
| MFA Financial Inc PREFERRED STOCK (MFA FINANCIAL, INC.) | Long | Equity-preferred | US | $53K | 2K | 0.00 |
| MIDCAP FINANCIAL ISSUER TRUST 144A 6.500000% 05/01/2028 | Long | Debt | US | $2M | – | 0.10 |
| MISSION LANE CREDIT CARD MASTER TRUST MLANE 2024-A C | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| MOHEGAN TRIBAL GAMING AUTHORITY 144A 8.000000% 02/01/2026 (Mohegan Gaming & Entertainment) | Long | Debt | US | $6M | – | 0.35 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2014-C17 D | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2015-C23 D | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2015-C24 E | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| MORGAN STANLEY CAPITAL I INC MSC 2024-BPR2 E (MORGAN STANLEY CAPITAL I TRUST) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| MORGAN STANLEY CAPITAL I INC MSC 2024-BPR2 X (MORGAN STANLEY CAPITAL I TRUST) | Long | Debt | US | $85K | – | 0.00 |
| MORGAN STANLEY CAPITAL I TRUST 2015-420 MSC 2015-420 A | Long | ABS-mortgage backed security | US | $854K | – | 0.05 |
| MORGAN STANLEY CAPITAL I TRUST 2018-SUN MSC 2018-SUN F | Long | ABS-mortgage backed security | US | $997K | – | 0.05 |
| MORGAN STANLEY CAPITAL I TRUST 2019-MEAD MSC 2019-MEAD D | Long | ABS-mortgage backed security | US | $301K | – | 0.02 |
| MORGAN STANLEY COLLATERAL BALANCE FS FUNDS (Macquarie) | Long | Short-term investment vehicle | US | $11M | – | 0.58 |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2024-INV2 B4 | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2024-INV2 B5 | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2024-INV2 B6 | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 5.250000% 08/01/2026 (MPT OPERATING PARTNERSHIP, L.P.) | Long | Debt | US | $1M | – | 0.07 |
| MSWF COMMERCIAL MORTGAGE TRUST 2023-2 MSWF 2023-2 E | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| MSWF COMMERCIAL MORTGAGE TRUST 2023-2 MSWF 2023-2 XD | Long | Debt | US | $201K | – | 0.01 |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 20 MCAS 2023-01 M10 (CONNECTICUT AVENUE SECURITIES) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| NATIONSTAR MORTGAGE HOLDINGS INC 144A 5.000000% 02/01/2026 (NATIONSTAR MORTGAGE HOLDINGS INC.) | Long | Debt | US | $2M | – | 0.11 |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS 2022-RRI E | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Neo Commodity Pairs TRS (JP MORGAN CHASE BANK N.A.) | Derivative-equity | US | $391K | – | 0.02 | |
| Neo Commodity Pairs TRS (JP MORGAN CHASE BANK N.A.) | Derivative-equity | US | $45K | – | 0.00 | |
| NEUBERGER BERMAN LOAN ADVISERS CLO 30 LTD NEUB 2018-30A ER (NEUBERGER BERMAN LOAN ADVISERS LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| NEW ENTERPRISE STONE & LIME CO INC 144A 9.750000% 07/15/2028 (NEW ENTERPRISE STONE & LIME CO., INC.) | Long | Debt | US | $2M | – | 0.09 |
| NEW HOME CO INC/THE 144A 9.250000% 10/01/2029 (THE NEW HOME COMPANY INC.) | Long | Debt | US | $1M | – | 0.08 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM1 NRZT 2024-NQM1 B1 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM1 NRZT 2024-NQM1 B2 | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| New York Mortgage Trust Inc PREFERRED STOCK (NEW YORK MORTGAGE TRUST, INC.) | Long | Equity-preferred | US | $22K | 925 | 0.00 |
| NEWDAY FUNDING MASTER ISSUER PLC - SERIES 2024-2 NDFT 2024-2A E (NEWDAY FUNDING PLC) | Long | ABS-mortgage backed security | GB | $2M | – | 0.12 |
| NEWELL BRANDS INC 6.625000% 09/15/2029 (NEWELL BRANDS INC.) | Short | Debt | US | $-2M | – | -0.12 |
| NLT 2023-1 TRUST NLT 2023-1 B1 (NLT TRUST) | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| NLT 2023-1 TRUST NLT 2023-1 B2 (NLT TRUST) | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| NLT 2023-1 TRUST NLT 2023-1 B3 (NLT TRUST) | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| NOMURA COLLATERAL BALANCE FS FUNDS | Long | Short-term investment vehicle | US | $3M | – | 0.17 |
| Nomura G10 FX Mean Reversion 25x TRS (NOMURA GLOBAL FINANCIAL PRODUCTS) | Derivative-equity | US | $53K | – | 0.00 | |
| Nomura G10 FX Mean Reversion 25x TRS (NOMURA GLOBAL FINANCIAL PRODUCTS) | Derivative-equity | US | $-5K | – | -0.00 | |
| NORTHWOODS CAPITAL XVIII LTD WOODS 2019-18A E (NORTHWOODS CAPITAL LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $262K | – | 0.01 |
| NUSTAR LOGISTICS LP 5.625000% 04/28/2027 (NUSTAR LOGISTICS, L.P.) | Long | Debt | US | $1M | – | 0.06 |
| NUSTAR LOGISTICS LP 6.000000% 06/01/2026 (NUSTAR LOGISTICS, L.P.) | Long | Debt | US | $2M | – | 0.09 |
| NYO COMMERCIAL MORTGAGE TRUST 2021-1290 NYO 2021-1290 C | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| OAKTREE CLO 2019-1 LTD OAKCL 2019-1A D (OAKTREE CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| OAKTREE CLO 2019-2 LTD OAKCL 2019-2A C (OAKTREE CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| OAKTREE CLO 2019-3 LTD OAKCL 2019-3A ER (OAKTREE CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| OAKTREE CLO 2022-1 LTD OAKCL 2022-1A E (OAKTREE CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| OAKTREE CLO 2023-2 LTD OAKCL 2023-2A E (OAKTREE CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $260K | – | 0.01 |
| OBX 2021-INV2 TRUST OBX 2021-INV2 AIO1 (OBX TRUST) | Long | Debt | US | $46K | – | 0.00 |
| OCP CLO 2024-31 LTD OCP 2024-31A E (OCP CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.08 |
| OCTAGON INVESTMENT PARTNERS 45 LTD OCT45 2019-1A ER (OCTAGON INVESTMENT PARTNERS, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $478K | – | 0.03 |
| OHA CREDIT PARTNERS VII LTD OAKC 2012-7A ER3 (OHA CREDIT PARTNERS LTD) | Long | ABS-collateralized bond/debt obligation | KY | $248K | – | 0.01 |
| OLYMPIC TOWER 2017-OT MORTGAGE TRUST OT 2017-OT D (OLYMPIC TOWER MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| OLYMPUS WATER US HOLDING CORP 144A 7.125000% 10/01/2027 (CHEEVER ESCROW ISSUER, LLC) | Long | Debt | US | $1M | – | 0.08 |
| OLYMPUS WATER US HOLDING CORP 144A 9.750000% 11/15/2028 (DIAMOND ESCROW ISSUER, LLC) | Long | Debt | US | $968K | – | 0.05 |
| ONDECK ASSET SECURITIZATION TRUST IV LLC ONDK 2023-1A C (ONDECK ASSET SECURITIZATION TRUST LLC) | Long | ABS-mortgage backed security | US | $617K | – | 0.03 |
| ONDECK ASSET SECURITIZATION TRUST IV LLC ONDK 2024-1A C (ONDECK ASSET SECURITIZATION TRUST LLC) | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| ONEMAIN FINANCE CORP 7.125000% 03/15/2026 | Long | Debt | US | $2M | – | 0.13 |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 OMFIT 2023-2A D | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| OPENDOOR TECHNOLOGIES INC 144A 0.250000% 08/15/2026 (OPENDOOR TECHNOLOGIES INC.) | Long | Debt | US | $1M | – | 0.07 |
| ORACLE CORP 4.500000% 05/06/2028 (ORACLE CORPORATION) | Long | Debt | US | $4M | – | 0.24 |
| ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV 1 5.125000% 04/30/2031 (ORGANON & CO.) | Short | Debt | US | $-2M | – | -0.09 |
| OZLM FUNDING II LTD OZLMF 2012-2A DR2 (OZLM FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $633K | – | 0.03 |
| OZLM IX LTD OZLM 2014-9A DRR (OZLM FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $473K | – | 0.03 |
| OZLM VIII LTD OZLM 2014-8A DRR (OZLM FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| OZLM XVII LTD OZLM 2017-17A D (OZLM FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $353K | – | 0.02 |
| OZLM XXIII LTD OZLM 2019-23A ER (OZLM FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| PACTIV LLC 7.950000% 12/15/2025 | Long | Debt | US | $798K | – | 0.04 |
| PACTIV LLC 8.375000% 04/15/2027 | Long | Debt | US | $1M | – | 0.06 |
| PALLADIUM BASKET CALL OPTION 03/14/25 LONG | Derivative-equity | US | $2M | – | 0.10 | |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2018-1 PAIA 2018-1A C | Long | ABS-collateralized bond/debt obligation | KY | $995K | – | 0.05 |
| PARK-OHIO INDUSTRIES INC 6.625000% 04/15/2027 (PARK-OHIO INDUSTRIES, INC.) | Short | Debt | US | $-892K | – | -0.05 |
| PENNYMAC CORP 144A 8.500000% 06/01/2029 (PENNYMAC CORP.) | Long | Debt | US | $29K | – | 0.00 |
| PENNYMAC CORP 5.500000% 03/15/2026 (PENNYMAC CORP.) | Long | Debt | US | $327K | – | 0.02 |
| PHH MORTGAGE CORP 144A 7.875000% 03/15/2026 (PHH MORTGAGE CORPORATION) | Long | Debt | US | $406K | – | 0.02 |
| PRA GROUP INC 144A 5.000000% 10/01/2029 (PRA GROUP, INC.) | Long | Debt | US | $212K | – | 0.01 |
| PRA GROUP INC 144A 8.875000% 01/31/2030 (PRA GROUP, INC.) | Long | Debt | US | $454K | – | 0.02 |
| PRIME SECURITY SERVICES BORROWER LLC / PRIME FINAN 3.375000% 08/31/2027 (PRIME SECURITY SERVICES BORROWER, LLC) | Long | Debt | US | $724K | – | 0.04 |
| PRIME SECURITY SERVICES BORROWER LLC / PRIME FINAN 5.750000% 04/15/2026 (PRIME SECURITY SERVICES BORROWER, LLC) | Long | Debt | US | $3M | – | 0.15 |
| PRKCM 2023-AFC1 TRUST PRKCM 2023-AFC1 B2 (PRKCM TRUST) | Long | ABS-mortgage backed security | US | $411K | – | 0.02 |
| PRKCM 2023-AFC3 TRUST PRKCM 2023-AFC3 B1 (PRKCM TRUST) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| PRKCM 2023-AFC3 TRUST PRKCM 2023-AFC3 B2 (PRKCM TRUST) | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| PRKCM 2024-AFC1 PRKCM 2024-AFC1 B2 (PRKCM TRUST) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| PRKCM 2024-HOME1 TRUST PRKCM 2024-HOME1 B1 (PRKCM TRUST) | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| PRKCM 2024-HOME1 TRUST PRKCM 2024-HOME1 B2 (PRKCM TRUST) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| PROGRESS RESIDENTIAL 2024-SFR2 TRUST PROG 2024-SFR2 F (PROGRESS RESIDENTIAL MASTER TRUST) | Long | ABS-mortgage backed security | US | $546K | – | 0.03 |
| PROGRESS RESIDENTIAL 2024-SFR3 TRUST PROG 2024-SFR3 E2 (PROGRESS RESIDENTIAL MASTER TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| PROGRESS RESIDENTIAL 2024-SFR4 TRUST PROG 2024-SFR4 F1 (PROGRESS RESIDENTIAL MASTER TRUST) | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| PRPM 2023-NQM2 TRUST PRPM 2023-NQM2 B1 (PRPM LLC) | Long | ABS-mortgage backed security | US | $281K | – | 0.02 |
| PRPM 2023-NQM2 TRUST PRPM 2023-NQM2 B2 (PRPM LLC) | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| PRPM 2023-NQM3 TRUST PRPM 2023-NQM3 B1 (PRPM LLC) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| PRPM 2023-NQM3 TRUST PRPM 2023-NQM3 B2 (PRPM LLC) | Long | ABS-mortgage backed security | US | $292K | – | 0.02 |
| PRPM 2024-NQM1 TRUST PRPM 2024-NQM1 B1 (PRPM LLC) | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| PRPM 2024-RCF3 LLC PRPM 2024-RCF3 M2 (PRPM LLC) | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| PURCHASING POWER FUNDING 2024-A LLC PPWR 2024-A D (PURCHASING POWER FUNDING LLC) | Long | ABS-mortgage backed security | US | $451K | – | 0.02 |
| RAD CLO 20 LTD RAD 2023-20A E (RAD CLO LTD.) | Long | ABS-collateralized bond/debt obligation | BM | $258K | – | 0.01 |
| RAD CLO 7 LTD RAD 2020-7A FR (RAD CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $316K | – | 0.02 |
| RAPTOR ACQUISITION CORP / RAPTOR CO-ISSUER LLC 144 4.875000% 11/01/2026 (RAPTOR ACQUISITION CORP.) | Long | Debt | US | $3M | – | 0.15 |
| RATE MORTGAGE TRUST 2021-J3 RATE 2021-J3 AX1 | Long | Debt | US | $25K | – | 0.00 |
| RCKT MORTGAGE TRUST 2021-4 RCKT 2021-4 AX1 | Long | Debt | US | $254K | – | 0.01 |
| REACH ABS TRUST 2023-1 REACH 2023-1A C | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| REACH ABS TRUST 2024-1 REACH 2024-1A D | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| REDWOOD TRUST INC 7.750000% 06/15/2027 (REDWOOD TRUST, INC.) | Long | Debt | US | $1M | – | 0.08 |
| REDWOOD TRUST INC 7.750000% 06/15/2027 (REDWOOD TRUST, INC.) | Long | Debt | US | $1M | – | 0.07 |
| REGAL REXNORD CORP 6.050000% 04/15/2028 (Regal Rexnord Corporation) | Long | Debt | US | $5M | – | 0.29 |
| REGATTA XIV FUNDING LTD REG14 2018-3A E (REGATTA FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| REGATTA XIX FUNDING LTD REG19 2022-1A E (REGATTA FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $252K | – | 0.01 |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1 RMIT 2022-1 D | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1 RMIT 2024-1 D | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| RITHM CAPITAL CORP 144A 6.250000% 10/15/2025 (RITHM CAPITAL CORP.) | Long | Debt | US | $1M | – | 0.07 |
| RITHM CAPITAL CORP 144A 8.000000% 04/01/2029 (RITHM CAPITAL CORP.) | Long | Debt | US | $3M | – | 0.15 |
| RITHM CAPITAL CORP 144A 8.000000% 04/01/2029 (RITHM CAPITAL CORP.) | Long | Debt | US | $2M | – | 0.09 |
| Rithm Capital Corp PREFERRED STOCK (RITHM CAPITAL CORP.) | Long | Equity-preferred | US | $14K | 575 | 0.00 |
| RLJ LODGING TRUST LP 144A 3.750000% 07/01/2026 (RLJ LODGING TRUST, L.P.) | Long | Debt | US | $754K | – | 0.04 |
| RWT HOLDINGS INC 5.750000% 10/01/2025 (RWT HOLDINGS, INC.) | Long | Debt | US | $328K | – | 0.02 |
| S&P 500 ANNL DIV DEC24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $37M | – | 2.01 | |
| S&P 500 ANNL DIV DEC26 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $31M | – | 1.69 | |
| S&P Regional Banks Index TRS (GOLDMAN SACHS & CO. LLC) | Derivative-equity | US | $-4M | – | -0.22 | |
| SABLE INTERNATIONAL FINANCE LTD 144A 5.750000% 09/07/2027 (SABLE INTERNATIONAL FINANCE LIMITED) | Long | Debt | CL | $1M | – | 0.07 |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4 GRADE 2024-RTL4 A2 | Long | ABS-mortgage backed security | US | $332K | – | 0.02 |
| SANTANDER BANK MORTGAGE CREDIT-LINKED NOTES SERIES SBCLN 2023-MTG1 M2 (SANTANDER BANK, N.A.) | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| SANTANDER BANK MORTGAGE CREDIT-LINKED NOTES SERIES SBCLN 2023-MTG1 M3 (SANTANDER BANK, N.A.) | Long | ABS-mortgage backed security | US | $361K | – | 0.02 |
| SCG 2024-MSP MORTGAGE TRUST SCG 2024-MSP E (SCG TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| SCULPTOR CLO XXVII LTD SCUL 27A E (SCULPTOR CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.16 |
| SELECT MEDICAL CORP 144A 6.250000% 08/15/2026 (SELECT MEDICAL CORPORATION) | Long | Debt | US | $9M | – | 0.46 |
| SERVICE PROPERTIES TRUST 4.375000% 02/15/2030 | Long | Debt | US | $71K | – | 0.00 |
| SERVICE PROPERTIES TRUST 4.750000% 10/01/2026 | Long | Debt | US | $2M | – | 0.08 |
| SERVICE PROPERTIES TRUST 4.950000% 02/15/2027 | Long | Debt | US | $1M | – | 0.08 |
| SERVICE PROPERTIES TRUST 5.250000% 02/15/2026 | Long | Debt | US | $8M | – | 0.42 |
| SERVICE PROPERTIES TRUST 8.875000% 06/15/2032 | Long | Debt | US | $140K | – | 0.01 |
| SG FX Vol (2) TRS (SOCIETE GENERALE) | Derivative-equity | US | $475K | – | 0.03 | |
| SG FX Vol (2) TRS (SOCIETE GENERALE) | Derivative-equity | US | $33K | – | 0.00 | |
| SG Pulse TRS (SOCIETE GENERALE) | Derivative-equity | US | $85K | – | 0.00 | |
| SGI US Delta Capped Mean Reversion TRS (SOCIETE GENERALE) | Derivative-equity | US | $-142K | – | -0.01 | |
| SGI US Delta Capped Mean Reversion TRS (SOCIETE GENERALE) | Derivative-equity | US | $-790K | – | -0.04 | |
| SIX FLAGS THEME PARKS INC 144A 7.000000% 07/01/2025 (SIX FLAGS THEME PARKS INC.) | Long | Debt | US | $3M | – | 0.15 |
| SOC GEN COLLATERAL BALANCE FS FUNDS (Societe Generale) | Long | Short-term investment vehicle | US | $6M | – | 0.31 |
| SOUTHWESTERN ENERGY CO 8.375000% 09/15/2028 (SOUTHWESTERN ENERGY COMPANY) | Long | Debt | US | $1M | – | 0.06 |
| STARWOOD PROPERTY TRUST INC 144A 3.625000% 07/15/2026 (STARWOOD PROPERTY TRUST, INC.) | Long | Debt | US | $1M | – | 0.07 |
| STARWOOD PROPERTY TRUST INC 144A 3.750000% 12/31/2024 (STARWOOD PROPERTY TRUST, INC.) | Long | Debt | US | $2M | – | 0.13 |
| STARWOOD PROPERTY TRUST INC 144A 7.250000% 04/01/2029 (STARWOOD PROPERTY TRUST, INC.) | Long | Debt | US | $2M | – | 0.10 |
| SUNOCO LP / SUNOCO FINANCE CORP 6.000000% 04/15/2027 | Long | Debt | US | $2M | – | 0.09 |
| SURGERY CENTER HOLDINGS INC 144A 7.250000% 04/15/2032 (SURGERY CENTER HOLDINGS, INC.) | Long | Debt | US | $505K | – | 0.03 |
| SWF ESCROW ISSUER CORP 144A 6.500000% 10/01/2029 (SWF ESCROW ISSUER CORPORATION) | Long | Debt | US | $539K | – | 0.03 |
| SYCAMORE TREE CLO 2023-2 LTD STCP 2023-2A ER (SYCAMORE TREE CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| SYMPHONY CLO XX LTD SYMP 2018-20A E (SYMPHONY CLO, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $244K | – | 0.01 |
| T-MOBILE USA INC 4.950000% 03/15/2028 (T-MOBILE USA, INC.) | Long | Debt | US | $6M | – | 0.31 |
| TEMPO ACQUISITION LLC / TEMPO ACQUISITION FINANCE 5.750000% 06/01/2025 (TEMPO ACQUISITION, LLC) | Long | Debt | US | $4M | – | 0.24 |
| TENET HEALTHCARE CORP 6.250000% 02/01/2027 (TENET HEALTHCARE CORPORATION) | Long | Debt | US | $1M | – | 0.07 |
| THPT 2023-THL MORTGAGE TRUST THPT 2023-THL E (THPT MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| THPT 2023-THL MORTGAGE TRUST THPT 2023-THL F (THPT MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| TIAA CLO I LTD TIA 2016-1A DR (TIAA CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $486K | – | 0.03 |
| TICP CLO VII LTD TICP 2017-7A ER (TICP CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| TKC HOLDINGS INC 144A 6.875000% 05/15/2028 (TKC HOLDINGS, INC.) | Long | Debt | US | $3M | – | 0.16 |
| TMS INTERNATIONAL CORP/DE 144A 6.250000% 04/15/2029 (TMS INTERNATIONAL CORP.) | Long | Debt | US | $924K | – | 0.05 |
| TOWNSQUARE MEDIA INC 144A 6.875000% 02/01/2026 (TOWNSQUARE MEDIA, INC.) | Long | Debt | US | $2M | – | 0.11 |
| TPG RE Finance Trust Inc PREFERRED STOCK (TPG RE FINANCE TRUST, INC.) | Long | Equity-preferred | US | $428K | 26K | 0.02 |
| TRIVIUM PACKAGING FINANCE BV 144A 5.500000% 08/15/2026 (Trivium Packaging Finance B.V.) | Long | Debt | NL | $3M | – | 0.17 |
| TRS on MARKIT IBOXX HY DEC24 (JP MORGAN CHASE BANK N.A.) | Derivative-equity | US | $-222K | – | -0.01 | |
| TRS on MARKIT IBOXX HY MAR25 TRS (JP MORGAN CHASE BANK N.A.) | Derivative-equity | US | $-107K | – | -0.01 | |
| TRS on MARKIT IBOXX HY SEP24 (JP MORGAN CHASE BANK N.A.) | Derivative-equity | US | $-51K | – | -0.00 | |
| TRS on MARKIT IBOXX HY SEP24 TRS (JP MORGAN CHASE BANK N.A.) | Derivative-equity | US | $-225K | – | -0.01 | |
| TRS on MARKIT IBOXX USD LIQUID LEVERAGED LOANS TOTAL RETURN INDEX TRS (JP MORGAN CHASE BANK N.A.) | Derivative-equity | US | $8K | – | 0.00 | |
| TWO HARBORS INVESTMENT CORP 6.250000% 01/15/2026 (TWO HARBORS INVESTMENT CORP.) | Long | Debt | US | $584K | – | 0.03 |
| UBS Bespoke Steepener Basket 2 Strategy TRS (UBS Group AG) | Derivative-equity | US | $332K | – | 0.02 | |
| UBS Bespoke Steepener Basket 2 Strategy TRS (UBS Group AG) | Derivative-equity | US | $-25K | – | -0.00 | |
| UBS COLLATERAL BALANCE FS FUNDS (UBS Group AG) | Long | Short-term investment vehicle | US | $5M | – | 0.27 |
| UBS-BAMLL TRUST 2012-WRM UBSBM 2012-WRM A | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| UBS-BAMLL TRUST 2012-WRM UBSBM 2012-WRM C | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| UPSTART SECURITIZATION TRUST 2023-2 UPST 2023-2 C | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| UPSTART SECURITIZATION TRUST 2023-3 UPST 2023-3 B | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| US 10YR NOTE (CBT)SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-778M | – | -42.25 | |
| US 2YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-681M | – | -36.99 | |
| US ACUTE CARE SOLUTIONS LLC 144A 9.750000% 05/15/2029 (U.S. ACUTE CARE SOLUTIONS, LLC) | Long | Debt | US | $2M | – | 0.10 |
| US BANK NA USCLN 2023-1 C (U S BANK NATIONAL ASSOCIATION) | Long | ABS-mortgage backed security | US | $365K | – | 0.02 |
| US BANK NA USCLN 2023-1 D (U S BANK NATIONAL ASSOCIATION) | Long | ABS-mortgage backed security | US | $550K | – | 0.03 |
| US ULTRA BOND CBT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-6M | – | -0.31 | |
| VALLEY NATIONAL BANCORP 3.000000% 06/15/2031 | Long | Debt | US | $349K | – | 0.02 |
| VALLEY NATIONAL BANCORP 5.250000% 06/15/2030 | Long | Debt | US | $77K | – | 0.00 |
| VB-S1 ISSUER LLC - VBTEL VBTEL 2024-1A F (VB-S1 ISSUER, LLC) | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| VECTOR GROUP LTD 144A 10.500000% 11/01/2026 (VECTOR GROUP LTD.) | Long | Debt | US | $9M | – | 0.47 |
| VECTOR GROUP LTD 144A 5.750000% 02/01/2029 (VECTOR GROUP LTD.) | Long | Debt | US | $932K | – | 0.05 |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2023-RTL1 VCC 2023-RTL1 A2 | Long | ABS-mortgage backed security | US | $1000K | – | 0.05 |
| VERDANT RECEIVABLES 2024-1 LLC VERD 2024-1A D (VERDANT RECEIVABLES LLC) | Long | ABS-mortgage backed security | US | $571K | – | 0.03 |
| VERUS SECURITIZATION TRUST 2019-INV2 VERUS 2019-INV2 B1 | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2022-4 VERUS 2022-4 B2 | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2022-6 VERUS 2022-6 B2 | Long | ABS-mortgage backed security | US | $327K | – | 0.02 |
| VERUS SECURITIZATION TRUST 2022-INV1 VERUS 2022-INV1 B2 | Long | ABS-mortgage backed security | US | $466K | – | 0.03 |
| VERUS SECURITIZATION TRUST 2023-3 VERUS 2023-3 B2 | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2023-5 VERUS 2023-5 B2 | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2023-6 VERUS 2023-6 B2 | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2023-8 VERUS 2023-8 B1 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| VERUS SECURITIZATION TRUST 2023-8 VERUS 2023-8 B2 | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2023-INV1 VERUS 2023-INV1 B2 | Long | ABS-mortgage backed security | US | $863K | – | 0.05 |
| VERUS SECURITIZATION TRUST 2023-INV2 VERUS 2023-INV2 B2 | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2023-INV3 VERUS 2023-INV3 B1 | Long | ABS-mortgage backed security | US | $180K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2023-INV3 VERUS 2023-INV3 B2 | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2024-1 VERUS 2024-1 B1 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| VERUS SECURITIZATION TRUST 2024-1 VERUS 2024-1 B2 | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2024-2 VERUS 2024-2 B1 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| VERUS SECURITIZATION TRUST 2024-3 VERUS 2024-3 B1 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| VERUS SECURITIZATION TRUST 2024-3 VERUS 2024-3 B2 | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2024-4 VERUS 2024-4 B1 | Long | ABS-mortgage backed security | US | $999K | – | 0.05 |
| VERUS SECURITIZATION TRUST 2024-4 VERUS 2024-4 B2 | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2024-5 VERUS 2024-5 B1 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| VERUS SECURITIZATION TRUST 2024-5 VERUS 2024-5 B2 | Long | ABS-mortgage backed security | US | $384K | – | 0.02 |
| VERUS SECURITIZATION TRUST 2024-INV1 VERUS 2024-INV1 B2 | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| VISIO 2023-1 TRUST VISIO 2023-1 B2 (VISIO TRUST) | Long | ABS-mortgage backed security | US | $434K | – | 0.02 |
| VISIO 2023-2 TRUST VISIO 2023-2 B1 (VISIO TRUST) | Long | ABS-mortgage backed security | US | $552K | – | 0.03 |
| VISIO 2023-2 TRUST VISIO 2023-2 B2 (VISIO TRUST) | Long | ABS-mortgage backed security | US | $442K | – | 0.02 |
| VISTA POINT SECURITIZATION TRUST 2024-CES1 VSTA 2024-CES1 B1 | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLD 6.375000% 02/01/2030 (VISTAJET MALTA FINANCE P.L.C.) | Long | Debt | CH | $691K | – | 0.04 |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLD 7.875000% 05/01/2027 (VISTAJET MALTA FINANCE P.L.C.) | Long | Debt | CH | $1M | – | 0.07 |
| VMC FINANCE 2021-FL4 LLC VMC 2021-FL4 C (VMC FINANCE LLC) | Long | ABS-collateralized bond/debt obligation | US | $334K | – | 0.02 |
| VMC FINANCE 2021-HT1 LLC VMC 2021-HT1 B (VMC FINANCE LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| VOYA CLO 2015-1 LTD VOYA 2015-1A DR | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.01 |
| VSTRONG AUTO RECEIVABLES TRUST 2023-A VSTRG 2023-A D | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| VSTRONG AUTO RECEIVABLES TRUST 2023-A VSTRG 2023-A E | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| WASH MULTIFAMILY ACQUISITION INC 144A 5.750000% 04/15/2026 (WASH MULTIFAMILY ACQUISITION INC.) | Long | Debt | US | $7M | – | 0.37 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C26 WFCM 2015-C26 D | Long | ABS-mortgage backed security | US | $296K | – | 0.02 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C26 WFCM 2015-C26 E | Long | ABS-mortgage backed security | US | $509K | – | 0.03 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS3 WFCM 2015-NXS3 D | Long | ABS-mortgage backed security | US | $491K | – | 0.03 |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2021-INV2 T WFMBS 2021-INV2 B4 (WELLS FARGO MORTGAGE BACKED SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2021-RR1 TR WFMBS 2021-RR1 AIO1 (WELLS FARGO MORTGAGE BACKED SECURITIES TRUST) | Long | Debt | US | $106K | – | 0.01 |
| WESTGATE RESORTS 2023-1 LLC WESTR 2023-1A D (WESTGATE RESORTS LLC) | Long | ABS-mortgage backed security | US | $343K | – | 0.02 |
| WESTGATE RESORTS 2024-1 LLC WESTR 2024-1A D (WESTGATE RESORTS LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| WF-IRS 10YR PAY FIXED 4.107000 (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| WF-IRS 12YR PAY FIXED 4.104000 (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| WF-IRS 15YR PAY FIXED 4.102000 (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | US | $-26K | – | -0.00 | |
| WF-IRS 20YR PAY FIXED 4.067000 (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| WF-IRS 25YR PAY FIXED 3.971000 (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| WF-IRS 2YR PAY FIXED 4.746000 (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| WF-IRS 3YR PAY FIXED 4.498000 (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | US | $-39K | – | -0.00 | |
| WF-IRS 4YR PAY FIXED 4.341000 (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | US | $-103K | – | -0.01 | |
| WF-IRS 5YR PAY FIXED 4.246000 (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | US | $-93K | – | -0.01 | |
| WF-IRS 6YR PAY FIXED 4.191000 (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | US | $-35K | – | -0.00 | |
| WF-IRS 7YR PAY FIXED 4.156000 (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | US | $-18K | – | -0.00 | |
| WF-IRS 8YR PAY FIXED 4.132000 (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| WHITE CAP PARENT LLC 144A 8.250000% 03/15/2026 (WHITE CAP PARENT, LLC) | Long | Debt | US | $2M | – | 0.10 |
| WILLIAMS SCOTSMAN INC 144A 6.125000% 06/15/2025 (WILLIAMS SCOTSMAN, INC.) | Long | Debt | US | $1M | – | 0.06 |
| Wilshire Equity Multi-Factor (Long) TRS (BNP Paribas) | Derivative-equity | US | $2K | – | 0.00 | |
| Wilshire Equity Multi-Factor (Long) TRS (BNP Paribas) | Derivative-equity | US | $-4K | – | -0.00 | |
| Wilshire Equity Multi-Factor (Long) TRS (BNP Paribas) | Derivative-equity | US | $-7K | – | -0.00 | |
| Wilshire Equity Multi-Factor (Long) TRS (BNP Paribas) | Derivative-equity | US | $-7K | – | -0.00 | |
| Wilshire Equity Multi-Factor (Long) TRS (BNP Paribas) | Derivative-equity | US | $-44K | – | -0.00 | |
| Wilshire Equity Multi-Factor (Long) TRS (BNP Paribas) | Derivative-equity | US | $-2M | – | -0.13 | |
| Wilshire Equity Multi-Factor (Short) TRS (BNP Paribas) | Derivative-equity | US | $1M | – | 0.08 | |
| Wilshire Equity Multi-Factor (Short) TRS (BNP Paribas) | Derivative-equity | US | $51K | – | 0.00 | |
| Wilshire Equity Multi-Factor (Short) TRS (BNP Paribas) | Derivative-equity | US | $7K | – | 0.00 | |
| Wilshire Equity Multi-Factor (Short) TRS (BNP Paribas) | Derivative-equity | US | $3K | – | 0.00 | |
| XHR LP 144A 6.375000% 08/15/2025 | Long | Debt | US | $674K | – | 0.04 |
| ZAYO GROUP HOLDINGS INC 144A 4.000000% 03/01/2027 (ZAYO GROUP HOLDINGS, INC.) | Short | Debt | US | $-739K | – | -0.04 |
Address
Advisors' Inner Circle Fund III
ONE FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Websites
Directors
Randall S. Yanker
Jay Nadel
Jon C. Hunt
Nichelle Maynard-Elliot
Thomas P. Lemke
William M. Doran
Transfer Agents
DST Systems, Inc.
Pricing Services
Intercontinental Exchange, Inc.
Pricing Direct
IHS Markit
Thomson Reuters Corporation
S&P
Bloomberg
Custodians
Brown Brothers Harriman & Co.
Shareholder Servicing Agents
SEI Investments Distribution Co.
Admins
SEI Investments Global Funds Services
Brokers
N/A