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Form NPORT-P Calamos Long/Short Equit For: Jul 31

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StreetInsider.com Top Tickers, 4/18/2024

1. LVS
2. TSM
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6. UAL
7. ALK
8. EFX
9. TSLA
10. MU


September 28, 2021 1:45 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0001717457
          XXXXXXXX
        
      
      
      
      
      
    
  
  
    
      Calamos Long/Short Equity & Dynamic Income Trust
      811-23295
      0001717457
      54930028TUOZZMUQBY94
      2020 Calamos Court
      Naperville
      
      60563
      6302457200
      Calamos Long/Short Equity & Dynamic Income Trust
      54930028TUOZZMUQBY94
      2021-10-31
      2021-07-31
      N
    
    
      531104644.660000000000
      106716480.030000000000
      424388164.630000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      98000000.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      3058771.460000000000
      
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
    
    
      
        American Axle & Manufacturing Inc
        RY5TAKFOBLDUGX31MS24
        AMERICAN AXLE & MFG INC
        02406PBA7
        
          
          
        
        201000.0000000000
        PA
        USD
        217863.9000000000
        0.0513359981
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-07-01
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC
        38144GAE1
        
          
          
        
        1375000.0000000000
        PA
        USD
        1402802.5000000000
        0.3305470362
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          3.800
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Cullen/Frost Bankers Inc
        529900V2E9G9AY665O34
        CULLEN/FROST BANKERS INC
        229899307
        
          
          
          
        
        15419.0000000000
        NS
        USD
        407061.6000000000
        0.0959172837
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          4.450
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Huntington Bancshares Inc/OH
        549300XTVCVV9I7B5T19
        HUNTINGTON BANCSHARES
        446150AT1
        
          
          
        
        375000.0000000000
        PA
        USD
        442338.7500000000
        0.1042297564
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          5.625
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Scripps Escrow II Inc
        N/A
        SCRIPPS ESCROW II INC
        81105DAB1
        
          
          
          
        
        48000.0000000000
        PA
        USD
        48037.4400000000
        0.0113192224
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-01-15
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          
        
      
      
        American Airlines Group Inc
        N/A
        AMERICAN AIRLINES GROUP
        02376RAE2
        
          
          
          
        
        50000.0000000000
        PA
        USD
        44569.5000000000
        0.0105020601
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-03-01
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Kimco Realty Corp
        549300EA7I6T15IBYS12
        KIMCO REALTY CORP
        49446R711
        
          
          
          
        
        31680.0000000000
        NS
        USD
        851875.2000000000
        0.2007301973
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Oaktree Capital Group LLC
        254900T1ODNFOK2L6090
        OAKTREE CAPITAL GRP LLC
        674001409
        
          
          
          
        
        16115.0000000000
        NS
        USD
        451703.4500000000
        0.1064363919
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          6.550
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP
        06055H400
        
          
          
          
        
        16383.0000000000
        NS
        USD
        427268.6400000000
        0.1006787360
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Golden Nugget Inc
        91D14OD6M4H1RVBN7R43
        GOLDEN NUGGET INC
        38113YAC3
        
          
          
          
        
        100000.0000000000
        PA
        USD
        105459.0000000000
        0.0248496562
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-10-01
          Fixed
          8.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Lumen Technologies Inc
        8M3THTGWLTYZVE6BBY25
        LUMEN TECHNOLOGIES INC
        550241103
        
          
          
          
        
        3050.0000000000
        NS
        USD
        38033.5000000000
        0.0089619606
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        W R Berkley Corp
        SQOAGCLKBDWNVYV1OV80
        BERKLEY (WR) CORPORATION
        084423805
        
          
          
          
        
        35915.0000000000
        NS
        USD
        983711.8500000000
        0.2317953072
        Long
        EP
        CORP
        US
        
        N
        1
        
          2059-12-30
          Fixed
          5.100
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Arch Capital Group Ltd
        549300AYR4P8AFKDCE43
        ARCH CAPITAL GROUP LTD
        03939A206
        
          
          
          
        
        34494.0000000000
        NS
        USD
        873388.0800000000
        0.2057993490
        Long
        EP
        CORP
        BM
        
        N
        1
        
          2049-12-31
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FINANCIAL INC
        744320888
        
          
          
          
        
        24075.0000000000
        NS
        USD
        631968.7500000000
        0.1489129063
        Long
        EP
        CORP
        US
        
        N
        1
        
          2060-09-01
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NY MELLON CORP
        064058AH3
        
          
          
        
        1250000.0000000000
        PA
        USD
        1382800.0000000000
        0.3258337803
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.700
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Qwest Corp
        549300R2L4N683OO1509
        QWEST CORP
        74913G881
        
          
          
          
        
        58930.0000000000
        NS
        USD
        1494464.8000000000
        0.3521457299
        Long
        EP
        CORP
        US
        
        N
        1
        
          2056-09-01
          Fixed
          6.500
          N
          N
          N
        
        
          N
          N
          
        
      
      
        PartnerRe Finance B LLC
        549300O0FAGHK2F79881
        PARTNERRE FINANCE B LLC
        70213BAC5
        
          
          
        
        1283000.0000000000
        PA
        USD
        1347021.7000000000
        0.3174032200
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2050-10-01
          Variable
          4.500
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Beacon Roofing Supply Inc
        549300HDXQWWCBOYXP31
        BEACON ROOFING SUPPLY IN
        073685AH2
        
          
          
          
        
        175000.0000000000
        PA
        USD
        175609.0000000000
        0.0413793349
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-05-15
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY INC
        25746UDD8
        
          
          
          
        
        800000.0000000000
        PA
        USD
        856472.0000000000
        0.2018133566
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.650
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        TRUIST FINANCIAL CORP
        89832Q109
        
          
          
          
        
        190000.0000000000
        NS
        USD
        10341700.0000000000
        2.4368492955
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206R300
        
          
          
          
        
        15800.0000000000
        NS
        USD
        418700.0000000000
        0.0986596788
        Long
        EP
        CORP
        US
        
        N
        1
        
          2066-11-01
          Fixed
          5.350
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed
        N/A
        SIMMONS FOOD INC/SIMMONS
        82873MAA1
        
          
          
        
        225000.0000000000
        PA
        USD
        227832.7500000000
        0.0536849915
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-01
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Annaly Capital Management Inc
        2DTL0G3FPRYUT58TI025
        ANNALY CAPITAL MGMT
        035710870
        
          
          
          
        
        17285.0000000000
        NS
        USD
        451138.5000000000
        0.1063032708
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Variable
          6.950
          N
          N
          N
        
        
          N
          N
          
        
      
      
        First Republic Bank/CA
        YWC0TIKBQM2JV8L4IV08
        FIRST REPUBLIC BANK
        33616C761
        
          
          
          
        
        7063.0000000000
        NS
        USD
        178552.6400000000
        0.0420729546
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206R706
        
          
          
          
        
        25330.0000000000
        NS
        USD
        670485.1000000000
        0.1579886424
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GENERAL MOTORS FINL CO
        37045XCM6
        
          
          
          
        
        395000.0000000000
        PA
        USD
        447412.5500000000
        0.1054253128
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          6.500
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CNO Financial Group Inc
        11XPYHB76MPM4Y4P2897
        CNO FINANCIAL GROUP INC
        12621E301
        
          
          
          
        
        26025.0000000000
        NS
        USD
        714386.2500000000
        0.1683332170
        Long
        EP
        CORP
        US
        
        N
        1
        
          2060-11-25
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        FORD MOTOR COMPANY
        345370845
        
          
          
          
        
        12200.0000000000
        NS
        USD
        338672.0000000000
        0.0798024140
        Long
        EP
        CORP
        US
        
        N
        1
        
          2059-06-01
          Fixed
          6.200
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VICI Properties LP / VICI Note Co Inc
        N/A
        VICI PROPERTIES / NOTE
        92564RAD7
        
          
          
          
        
        172000.0000000000
        PA
        USD
        177290.7200000000
        0.0417756042
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-02-15
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Hudbay Minerals Inc
        549300WI524AL577IX21
        HUDBAY MINERALS INC
        443628AH5
        
          
          
        
        148000.0000000000
        PA
        USD
        159484.8000000000
        0.0375799358
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2029-04-01
          Fixed
          6.125
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Cheniere Energy Partners LP
        5493005UEC8AZ34LDV29
        CHENIERE ENERGY PARTNERS
        16411QAH4
        
          
          
          
        
        50000.0000000000
        PA
        USD
        52936.0000000000
        0.0124734864
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-03-01
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Audacy Capital Corp
        549300S5JUSXRHNCHD80
        ENTERCOM MEDIA CORP
        29365DAB5
        
          
          
        
        96000.0000000000
        PA
        USD
        98068.8000000000
        0.0231082787
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-31
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        TRUIST FINANCIAL CORP
        89832Q695
        
          
          
          
        
        31375.0000000000
        NS
        USD
        832378.7500000000
        0.1961361837
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Sinclair Television Group Inc
        549300CQGEN0CH65UD62
        SINCLAIR TELEVISION GROU
        829259AY6
        
          
          
          
        
        100000.0000000000
        PA
        USD
        100451.0000000000
        0.0236696045
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-03-01
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Avis Budget Car Rental LLC / Avis Budget Finance Inc
        N/A
        AVIS BUDGET CAR/FINANCE
        053773BF3
        
          
          
        
        56000.0000000000
        PA
        USD
        58405.2000000000
        0.0137622123
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-01
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fidelity National Information Services Inc
        6WQI0GK1PRFVBA061U48
        FIDELITY NATIONAL INFO SERV
        31620M106
        
          
          
          
        
        63600.0000000000
        NS
        USD
        9479580.0000000000
        2.2337050818
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Post Holdings Inc
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS INC
        737446AQ7
        
          
          
        
        135000.0000000000
        PA
        USD
        137664.9000000000
        0.0324384400
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-04-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Credit Acceptance Corp
        N/A
        CREDIT ACCEPTANC
        225310AM3
        
          
          
          
        
        475000.0000000000
        PA
        USD
        502626.0000000000
        0.1184354423
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-03-15
          Fixed
          6.625
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Transocean Inc
        DOL4HJ22ADYSIWES4H94
        TRANSOCEAN INC
        893830BQ1
        
          
          
          
        
        38000.0000000000
        PA
        USD
        37857.5000000000
        0.0089204891
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-01-30
          Fixed
          11.500
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CIT Group Inc
        N8O96ZZJQRFYQUJY7K79
        CIT GROUP INC
        125581GU6
        
          
          
          
        
        792000.0000000000
        PA
        USD
        813320.6400000000
        0.1916454576
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          5.800
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Allegheny Technologies Inc
        ZW1LRE7C3H17O2ZN9B45
        ALLEGHENY TECHNOLOGIES
        01741RAH5
        
          
          
          
        
        90000.0000000000
        PA
        USD
        94635.0000000000
        0.0222991610
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-12-01
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        ALPHABET INC-CL A
        02079K305
        
          
          
          
        
        5450.0000000000
        NS
        USD
        14685188.5000000000
        3.4603199910
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Selective Insurance Group Inc
        549300R3WGJWLE40R258
        SELECTIVE INSURANCE GROU
        816300503
        
          
          
          
        
        35500.0000000000
        NS
        USD
        924775.0000000000
        0.2179078205
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          4.600
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Caesars Entertainment Inc
        549300FA4CTCW903Y781
        CAESARS ENTERTAINMENT INC
        12769G100
        
          
          
          
        
        114000.0000000000
        NS
        USD
        9959040.0000000000
        2.3466818422
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Fulton Financial Corp
        5493005QLZ6O1BNC0C11
        FULTON FINANCIAL CORP
        360271308
        
          
          
          
        
        8250.0000000000
        NS
        USD
        224812.5000000000
        0.0529733199
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Williams Scotsman International Inc
        549300V3TCHCBOBTGH07
        WILLIAMS SCOTSMAN INTL
        96950GAE2
        
          
          
          
        
        47000.0000000000
        PA
        USD
        48640.7700000000
        0.0114613870
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-08-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Energizer Holdings Inc
        5493000D6NN0V57UME20
        ENERGIZER HOLDINGS INC
        29272WAD1
        
          
          
        
        218000.0000000000
        PA
        USD
        219273.1200000000
        0.0516680573
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-31
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Facebook Inc
        BQ4BKCS1HXDV9HN80Z93
        FACEBOOK INC-CLASS A
        30303M102
        
          
          
          
        
        51000.0000000000
        NS
        USD
        18171300.0000000000
        4.2817640817
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR PROPERTIES
        26884U505
        
          
          
          
        
        17100.0000000000
        NS
        USD
        437076.0000000000
        0.1029896770
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        CHARLES SCHWAB CORP
        808513BK0
        
          
        
        975000.0000000000
        PA
        USD
        1021858.5000000000
        0.2407839297
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        NAVIENT CORP
        63938CAK4
        
          
          
          
        
        422000.0000000000
        PA
        USD
        440340.1200000000
        0.1037588125
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-03-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Paycom Software Inc
        254900LSB0HNJUDC6Q18
        PAYCOM SOFTWARE INC
        70432V102
        
          
          
          
        
        26500.0000000000
        NS
        USD
        10600000.0000000000
        2.4977133868
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO & COMPANY
        94988U151
        
          
          
          
        
        69435.0000000000
        NS
        USD
        1818502.6500000000
        0.4284998503
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Brookfield Finance I UK Plc
        213800JCKNPJE9FDCJ76
        BROOKFIELD FIN I UK PLC
        11272B103
        
          
          
          
        
        7500.0000000000
        NS
        USD
        190650.0000000000
        0.0449234960
        Long
        EP
        CORP
        GB
        
        N
        1
        
          2049-12-31
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS CORP
        25470XBB0
        
          
          
        
        120000.0000000000
        PA
        USD
        129982.8000000000
        0.0306282811
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-07-01
          Fixed
          7.375
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        BOSTON SCIENTIFIC CORP
        101137107
        
          
          
          
        
        229000.0000000000
        NS
        USD
        10442400.0000000000
        2.4605775727
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        American Homes 4 Rent
        549300ZJUO7A58PNUW40
        AMERICAN HOMES 4 RENT
        02665T868
        
          
          
          
        
        16375.0000000000
        NS
        USD
        454406.2500000000
        0.1070732617
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CHS/Community Health Systems Inc
        5493007X5NC5XI1BB106
        CHS/COMMUNITY HEALTH SYS
        12543DBJ8
        
          
          
        
        108000.0000000000
        PA
        USD
        113809.3200000000
        0.0268172700
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-15
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        METLIFE INC
        59156RAP3
        
          
          
          
        
        1205000.0000000000
        PA
        USD
        1545328.1500000000
        0.3641308309
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2066-12-15
          Fixed
          6.400
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Signature Bank/New York NY
        VLP5AP0XK2GM6GKD1007
        SIGNATURE BANK NEW YORK
        82669G203
        
          
          
          
        
        8994.0000000000
        NS
        USD
        236632.1400000000
        0.0557584211
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Audacy Capital Corp
        549300S5JUSXRHNCHD80
        ENTERCOM MEDIA CORP
        29365DAA7
        
          
          
          
        
        96000.0000000000
        PA
        USD
        98986.5600000000
        0.0233245336
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-05-01
          Fixed
          6.500
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Standard Industries Inc/NJ
        54930064UHXCIUWVI755
        STANDARD INDUSTRIES INC
        853496AG2
        
          
          
          
        
        47000.0000000000
        PA
        USD
        48372.8700000000
        0.0113982608
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-07-15
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Bank of Montreal
        NQQ6HPCNCCU6TUTQYE16
        BANK OF MONTREAL
        06368B5P9
        
          
        
        690000.0000000000
        PA
        USD
        739128.0000000000
        0.1741631981
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2099-12-31
          Variable
          4.800
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Affiliated Managers Group Inc
        2JE75BUE3T1BLCYYGK54
        AFFILIATED MANAGERS GROU
        008252843
        
          
          
          
        
        18000.0000000000
        NS
        USD
        480960.0000000000
        0.1133302104
        Long
        EP
        CORP
        US
        
        N
        1
        
          2060-09-30
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR PROPERTIES
        26884UAF6
        
          
          
          
        
        152000.0000000000
        PA
        USD
        154372.7200000000
        0.0363753594
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2029-08-15
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Twilio Inc
        5493004W8TRGD63APX93
        TWILIO INC
        90138FAD4
        
          
          
          
        
        47000.0000000000
        PA
        USD
        49182.2100000000
        0.0115889683
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2031-03-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Carnival Corp
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP
        143658BG6
        
          
          
        
        98000.0000000000
        PA
        USD
        112361.9000000000
        0.0264762096
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-01
          Fixed
          10.500
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Delta Air Lines Inc
        Q2CCMS6R0AS67HJMBN42
        DELTA AIR LINES INC
        247361702
        
          
          
          
        
        300500.0000000000
        NS
        USD
        11989950.0000000000
        2.8252319455
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        TRUIST FINANCIAL CORP
        89832QAD1
        
          
          
        
        1280000.0000000000
        PA
        USD
        1364326.4000000000
        0.3214807843
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.800
          N
          N
          N
        
        
          N
          N
          
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP
        902973734
        
          
          
          
        
        18395.0000000000
        NS
        USD
        459507.1000000000
        0.1082751920
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FleetCor Technologies Inc
        549300DG6RR0NQSFLN74
        FLEETCOR TECHNOLOGIES INC
        339041105
        
          
          
          
        
        45500.0000000000
        NS
        USD
        11749010.0000000000
        2.7684584489
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINANCIAL CO
        14040HCF0
        
          
          
        
        1113000.0000000000
        PA
        USD
        1145410.5600000000
        0.2698969141
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          3.950
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Continental Resources Inc/OK
        XXRTID9RYWOZ0UPIVR53
        CONTINENTAL RESOURCES
        212015AN1
        
          
          
          
        
        190000.0000000000
        PA
        USD
        199513.3000000000
        0.0470119849
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-06-01
          Fixed
          3.800
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SVB Financial Group
        549300D2KJ20JMXE7542
        SVB FINANCIAL GROUP
        78486QAG6
        
          
          
        
        651000.0000000000
        PA
        USD
        673264.2000000000
        0.1586434911
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.100
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        SOUTHWEST AIRLINES CO
        844741108
        
          
          
          
        
        121400.0000000000
        NS
        USD
        6133128.0000000000
        1.4451694253
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        QBE Insurance Group Ltd
        549300D2FBW76FPUSG65
        QBE INSURANCE GROUP LTD
        74728GAE0
        
          
          
        
        500000.0000000000
        PA
        USD
        551180.0000000000
        0.1298763834
        Long
        DBT
        CORP
        AU
        
        Y
        2
        
          2099-12-31
          Variable
          5.875
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Huntington Bancshares Inc/OH
        549300XTVCVV9I7B5T19
        HUNTINGTON BANCSHARES
        446150AL8
        
          
          
        
        220000.0000000000
        PA
        USD
        227821.0000000000
        0.0536822228
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          5.700
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MPH Acquisition Holdings LLC
        5493002WXOPRPTXWTU06
        MPH ACQUISITION HOLDINGS
        553283AC6
        
          
          
          
        
        210000.0000000000
        PA
        USD
        204267.0000000000
        0.0481321151
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-11-01
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
        N/A
        BROOKFIELD PPTY REIT INC
        11284DAA3
        
          
          
          
        
        931000.0000000000
        PA
        USD
        969301.3400000000
        0.2283997106
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-05-15
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        HONEYWELL INTERNATIONAL INC
        438516106
        
          
          
          
        
        59000.0000000000
        NS
        USD
        13793610.0000000000
        3.2502343726
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        STATE STREET CORP
        857477BA0
        
          
          
          
        
        2530000.0000000000
        PA
        USD
        2695436.7000000000
        0.6351347480
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          5.625
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CMS Energy Corp
        549300IA9XFBAGNIBW29
        CMS ENERGY CORP
        125896BU3
        
          
          
        
        575000.0000000000
        PA
        USD
        646449.5000000000
        0.1523250538
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2050-06-01
          Variable
          4.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Public Storage
        549300LMZF40TKJ6DM64
        PUBLIC STORAGE
        74460W552
        
          
          
          
        
        11330.0000000000
        NS
        USD
        315427.2000000000
        0.0743251642
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Brookfield Renewable Partners LP
        VA8DFMRI2GY8Y7V79H93
        BROOKFIELD RENEWABLE PAR
        EP0586206
        
          
          
          
        
        16750.0000000000
        NS
        USD
        438347.5000000000
        0.1032892848
        Long
        EP
        CORP
        CA
        
        N
        1
        
          2049-12-31
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00912XBJ2
        
          
          
        
        560000.0000000000
        PA
        USD
        586432.0000000000
        0.1381829299
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.650
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        CHARLES SCHWAB CORP
        808513BJ3
        
          
        
        433000.0000000000
        PA
        USD
        451147.0300000000
        0.1063052808
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Sprint Capital Corp
        549300L17W0GQBR1PO80
        SPRINT CAPITAL CORP
        852060AD4
        
          
          
        
        345000.0000000000
        PA
        USD
        445457.1000000000
        0.1049645436
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-11-15
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Mattel Inc
        549300VELLG24KHTJ564
        MATTEL INC
        577081BF8
        
          
          
          
        
        24000.0000000000
        PA
        USD
        25334.4000000000
        0.0059696292
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-01
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Acrisure LLC / Acrisure Finance Inc
        N/A
        ACRISURE LLC / FIN INC
        00489LAA1
        
          
          
          
        
        516000.0000000000
        PA
        USD
        525097.0800000000
        0.1237303779
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-11-15
          Fixed
          7.000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECHNOLOGIES CORP
        75513E101
        
          
          
          
        
        155000.0000000000
        NS
        USD
        13477250.0000000000
        3.1756894097
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        SEG Holding LLC / SEG Finance Corp
        N/A
        SEG HLD LLC/SEG FIN CORP
        78397KAA0
        
          
          
          
        
        95000.0000000000
        PA
        USD
        100269.6500000000
        0.0236268724
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-10-15
          Fixed
          5.625
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ARK Innovation ETF
        254900636IK9WKHH6949
        ARK INNOVATION ETF
        00214Q104
        
          
          
          
        
        -35700.0000000000
        NS
        USD
        -4284000.0000000000
        -1.0094532216
        Short
        
        RF
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00912X302
        
          
          
          
        
        500500.0000000000
        NS
        USD
        21201180.0000000000
        4.9957048210
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        JetBlue 2020-1 Class B Pass Through Trust
        N/A
        JETBLUE 2020-1 CLASS B
        477164AB3
        
          
          
          
        
        174400.8500000000
        PA
        USD
        206410.3800000000
        0.0486371669
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2030-05-15
          Fixed
          7.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE & CO
        48128BAG6
        
          
          
        
        1720000.0000000000
        PA
        USD
        1782074.8000000000
        0.4199162344
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00912X500
        
          
          
          
        
        18200.0000000000
        NS
        USD
        496496.0000000000
        0.1169910100
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Variable
          6.150
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Algonquin Power & Utilities Corp
        549300K5VIUTJXQL7X75
        ALGONQUIN PWR & UTILITY
        015857709
        
          
          
          
        
        15800.0000000000
        NS
        USD
        439240.0000000000
        0.1034995875
        Long
        EP
        CORP
        CA
        
        N
        1
        
          2078-10-17
          Variable
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACCO Brands Corp
        JCT8P4Y190IH4I1NX328
        ACCO BRANDS CORP
        00081TAK4
        
          
          
        
        220000.0000000000
        PA
        USD
        220112.2000000000
        0.0518657725
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-15
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AG Issuer LLC
        N/A
        AG ISSUER LLC
        00119LAA9
        
          
          
          
        
        221000.0000000000
        PA
        USD
        232427.9100000000
        0.0547677644
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-03-01
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE & CO
        48128BAN1
        
          
          
        
        1115000.0000000000
        PA
        USD
        1125826.6500000000
        0.2652822920
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          3.650
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KBR Inc
        254900OFQDXZRKRCV808
        KBR INC
        48242WAC0
        
          
          
          
        
        210000.0000000000
        PA
        USD
        213761.1000000000
        0.0503692416
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-09-30
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARD Finance SA
        6354006P6QPGGPVJW880
        ARD FINANCE SA
        00191AAD8
        
          
          
          
        
        940000.0000000000
        PA
        USD
        992771.6000000000
        0.2339300864
        Long
        DBT
        CORP
        LU
        
        Y
        2
        
          2027-06-30
          Fixed
          6.500
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        N/A
        AMERICAN AIRLINES/AADVAN
        00253XAA9
        
          
          
        
        144000.0000000000
        PA
        USD
        150821.2800000000
        0.0355385217
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-04-20
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kaiser Aluminum Corp
        N/A
        KAISER ALUMINUM CORP
        483007AJ9
        
          
          
          
        
        85000.0000000000
        PA
        USD
        88871.7500000000
        0.0209411471
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-03-01
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kaiser Aluminum Corp
        N/A
        KAISER ALUMINUM CORP
        483007AL4
        
          
          
        
        24000.0000000000
        PA
        USD
        24986.6400000000
        0.0058876854
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-06-01
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        N/A
        AMERICAN AIRLINES/AADVAN
        00253XAB7
        
          
          
        
        48000.0000000000
        PA
        USD
        51948.9600000000
        0.0122409069
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-20
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abercrombie & Fitch Management Co
        5493003QMCFDA98NPT74
        ABERCROMBIE & FITCH MANA
        003000AA4
        
          
          
          
        
        190000.0000000000
        PA
        USD
        210402.2000000000
        0.0495777728
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-07-15
          Fixed
          8.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KeHE Distributors LLC / KeHE Finance Corp
        N/A
        KEHE DISTRIBUTORS LLC/FI
        487526AB1
        
          
          
          
        
        96000.0000000000
        PA
        USD
        104121.6000000000
        0.0245345202
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-10-15
          Fixed
          8.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ken Garff Automotive LLC
        N/A
        KEN GARFF AUTOMOTIVE LLC
        48850PAA2
        
          
          
          
        
        213000.0000000000
        PA
        USD
        219645.6000000000
        0.0517558260
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-09-15
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B Riley Financial Inc
        N/A
        B RILEY FINANCIAL INC
        05580M835
        
          
          
        
        9000.0000000000
        NS
        USD
        239310.0000000000
        0.0563894142
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legal & General Group PLC
        213800JH9QQWHLO99821
        LEGAL & GENERAL GROUP PLC
        N/A
        
          
          
          
        
        2849000.0000000000
        NS
        
        10320409.6700000000
        2.4318325840
        Long
        EC
        CORP
        GB
        
        N
        2
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO
        50077LAB2
        
          
          
          
        
        290000.0000000000
        PA
        USD
        334016.2000000000
        0.0787053523
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2046-06-01
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO
        50077LBC9
        
          
          
        
        48000.0000000000
        PA
        USD
        53174.8800000000
        0.0125297745
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-05-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Acadia Healthcare Co Inc
        5493005CW985Y9D0NC11
        ACADIA HEALTHCARE CO INC
        00404AAP4
        
          
          
          
        
        96000.0000000000
        PA
        USD
        101052.4800000000
        0.0238113332
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACProducts Holdings Inc
        N/A
        ACPRODUCTS HOLDINGS INC
        00488YAB2
        
          
        
        100000.0000000000
        PA
        USD
        99508.0000000000
        0.0234474022
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-05-05
          Floating
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO
        50077LBF2
        
          
          
        
        48000.0000000000
        PA
        USD
        55342.0800000000
        0.0130404391
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2031-03-01
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        L BRANDS INC
        501797AL8
        
          
          
          
        
        142000.0000000000
        PA
        USD
        182819.3200000000
        0.0430783267
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2035-11-01
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Acrisure LLC / Acrisure Finance Inc
        N/A
        ACRISURE LLC / FIN INC
        00489LAH6
        
          
          
        
        283000.0000000000
        PA
        USD
        283212.2500000000
        0.0667342479
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-08-01
          Fixed
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aethon United BR LP / Aethon United Finance Corp
        N/A
        AETHON UN/AETHIN UN FIN
        00810GAC8
        
          
          
          
        
        146000.0000000000
        PA
        USD
        156421.4800000000
        0.0368581155
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-15
          Fixed
          8.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Canada 2015-2 Class B Pass Through Trust
        N/A
        AIR CANADA 2015-2B PTT
        009088AC9
        
          
          
          
        
        53333.1700000000
        PA
        USD
        54128.9000000000
        0.0127545734
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2025-06-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Canada 2015-1 Class B Pass Through Trust
        N/A
        AIR CANADA 2015-1B PTT
        009090AB7
        
          
          
          
        
        351431.5800000000
        PA
        USD
        356172.3900000000
        0.0839260893
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2024-09-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        L BRANDS INC
        501797AQ7
        
          
          
          
        
        254000.0000000000
        PA
        USD
        301818.0400000000
        0.0711183923
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-01-15
          Fixed
          6.694
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCPR Senior Secured Financing DAC
        549300LE5FM8IKMXSP90
        LCPR SR SECURED FIN DAC
        50201DAA1
        
          
          
          
        
        290000.0000000000
        PA
        USD
        310178.2000000000
        0.0730883248
        Long
        DBT
        CORP
        IE
        
        Y
        2
        
          2027-10-15
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP
        060505104
        
          
          
          
        
        175000.0000000000
        NS
        USD
        6713000.0000000000
        1.5818066005
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP
        060505682
        
          
          
          
        
        1255.0000000000
        NS
        USD
        1856835.2500000000
        0.4375322888
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          7.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alaska Airlines 2020-1 Class A Pass Through Trust
        N/A
        ALASKA AIRLINES 2020 TR
        01166VAA7
        
          
          
          
        
        216181.3200000000
        PA
        USD
        239846.6900000000
        0.0565158763
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-02-15
          Fixed
          4.800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alaska Airlines 2020-1 Class B Pass Through Trust
        N/A
        ALASKA AIR 2020-1 CL B
        01166WAA5
        
          
          
          
        
        157309.6600000000
        PA
        USD
        175897.3700000000
        0.0414472845
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-02-15
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO/THE
        097023105
        
          
          
          
        
        55000.0000000000
        NS
        USD
        12456400.0000000000
        2.9351431162
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Brookfield Finance Inc
        N/A
        BROOKFIELD FINANCE INC
        11271L102
        
          
          
          
        
        21000.0000000000
        NS
        USD
        539280.0000000000
        0.1270723467
        Long
        EP
        CORP
        CA
        
        N
        1
        
          2080-10-16
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        N/A
        ALBERTSONS COS/SAFEWAY
        013092AC5
        
          
          
        
        215000.0000000000
        PA
        USD
        227549.5500000000
        0.0536182601
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-01-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        N/A
        ALBERTSONS COS/SAFEWAY
        013092AE1
        
          
          
          
        
        217000.0000000000
        PA
        USD
        235078.2700000000
        0.0553922775
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-02-15
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL Holdings Inc
        549300Z5YF8CCRMYUL26
        LPL HOLDINGS INC
        50212YAD6
        
          
          
        
        239000.0000000000
        PA
        USD
        243084.5100000000
        0.0572788146
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-15
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL Holdings Inc
        549300Z5YF8CCRMYUL26
        LPL HOLDINGS INC
        50212YAF1
        
          
          
          
        
        70000.0000000000
        PA
        USD
        71850.1000000000
        0.0169302789
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-05-15
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        N/A
        ALBERTSONS COS/SAFEWAY
        013092AG6
        
          
          
        
        95000.0000000000
        PA
        USD
        96022.2000000000
        0.0226260315
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-15
          Fixed
          3.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
        N/A
        ALLIANT HOLD / CO-ISSUER
        01883LAA1
        
          
          
          
        
        875000.0000000000
        PA
        USD
        915127.5000000000
        0.2156345479
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-10-15
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allison Transmission Inc
        MWKQ3I0U1GXP2YDSZW75
        ALLISON TRANSMISSION INC
        019736AG2
        
          
          
        
        50000.0000000000
        PA
        USD
        50047.5000000000
        0.0117928595
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-01-30
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        ALLY FINANCIAL INC
        02005NBM1
        
          
          
        
        1186000.0000000000
        PA
        USD
        1246462.2800000000
        0.2937080682
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        ALLY FINANCIAL INC
        02005NBN9
        
          
          
        
        750000.0000000000
        PA
        USD
        781297.5000000000
        0.1840997382
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AAdvantage Loyalty IP Ltd
        N/A
        AADVANTAGE LOYALTY IP
        02376CBJ3
        
          
        
        165000.0000000000
        PA
        USD
        169888.1300000000
        0.0400313072
        Long
        LON
        CORP
        KY
        
        N
        2
        
          2028-04-20
          Floating
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT Group Inc
        N8O96ZZJQRFYQUJY7K79
        CIT GROUP INC
        125581884
        
          
          
          
        
        23370.0000000000
        NS
        USD
        623277.9000000000
        0.1468650523
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          5.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX Corp
        549300JVQR4N1MMP3Q88
        CSX CORP
        126408103
        
          
          
          
        
        324000.0000000000
        NS
        USD
        10471680.0000000000
        2.4674769168
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS CO
        025816CH0
        
          
          
        
        742000.0000000000
        PA
        USD
        748522.1800000000
        0.1763767801
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          3.550
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American International Group Inc
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTL GROUP
        026874DM6
        
          
          
          
        
        790000.0000000000
        PA
        USD
        903278.1000000000
        0.2128424342
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2048-04-01
          Variable
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Life Time Inc
        549300PALKE96VYH4X17
        LIFE TIME INC
        50218KAG3
        
          
        
        199000.0000000000
        PA
        USD
        199125.3700000000
        0.0469205757
        Long
        LON
        CORP
        US
        
        N
        2
        
          2024-12-16
          Floating
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
        N/A
        LADDER CAP FIN LLLP/CORP
        505742AG1
        
          
          
          
        
        379000.0000000000
        PA
        USD
        385310.3500000000
        0.0907919641
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-10-01
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amneal Pharmaceuticals LLC
        54930037VIXE7LRZ1M66
        AMNEAL PHARMACEUTICALS LLC
        03167DAH7
        
          
        
        938685.4900000000
        PA
        USD
        909792.7500000000
        0.2143775029
        Long
        LON
        CORP
        US
        
        N
        2
        
          2025-05-04
          Floating
          3.618
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmWINS Group Inc
        549300SJE7MUB8NMRG61
        AMWINS GROUP INC
        031921AB5
        
          
          
          
        
        189000.0000000000
        PA
        USD
        193016.2500000000
        0.0454810633
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-06-30
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        DTE ENERGY CO
        233331859
        
          
          
          
        
        16150.0000000000
        NS
        USD
        427329.0000000000
        0.1006929589
        Long
        EP
        CORP
        US
        
        N
        1
        
          2077-12-01
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        eBay Inc
        OML71K8X303XQONU6T67
        EBAY INC
        278642103
        
          
          
          
        
        -60500.0000000000
        NS
        USD
        -4126705.0000000000
        -0.9723892757
        Short
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Antero Resources Corp
        APVBKPOULHUX7YZLKU17
        ANTERO RESOURCES CORP
        03674XAQ9
        
          
          
          
        
        71000.0000000000
        PA
        USD
        77830.2000000000
        0.0183393899
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-02-01
          Fixed
          7.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antero Resources Corp
        APVBKPOULHUX7YZLKU17
        ANTERO RESOURCES CORP
        03674XAS5
        
          
          
          
        
        48000.0000000000
        PA
        USD
        48880.3200000000
        0.0115178330
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-03-01
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apache Corp
        72ZZ1XRHOOU9P9X16K08
        APACHE CORP
        037411AW5
        
          
          
          
        
        192000.0000000000
        PA
        USD
        206138.8800000000
        0.0485731925
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2040-09-01
          Fixed
          5.100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apache Corp
        72ZZ1XRHOOU9P9X16K08
        APACHE CORP
        037411BH7
        
          
          
        
        96000.0000000000
        PA
        USD
        103303.6800000000
        0.0243417910
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-11-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP
        29273V506
        
          
          
          
        
        35935.0000000000
        NS
        USD
        911311.6000000000
        0.2147353946
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Variable
          7.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Net Lease Inc
        549300NUYANCT5SU8Z65
        GLOBAL NET LEASE INC
        379378409
        
          
          
          
        
        16515.0000000000
        NS
        USD
        443262.6000000000
        0.1044474462
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huntington Bancshares Inc/OH
        549300XTVCVV9I7B5T19
        HUNTINGTON BANCSHARES INC
        446150104
        
          
          
          
        
        521500.0000000000
        NS
        USD
        7342720.0000000000
        1.7301896264
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Invesco QQQ Trust Series 1
        549300VY6FEJBCIMET58
        INVESCO QQQ TRUST SERIES 1
        46090E103
        
          
          
          
        
        -56000.0000000000
        NS
        USD
        -20415920.0000000000
        -4.8106713857
        Short
        
        RF
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Apache Corp
        72ZZ1XRHOOU9P9X16K08
        APACHE CORP
        037411BJ3
        
          
          
        
        108000.0000000000
        PA
        USD
        116322.4800000000
        0.0274094543
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-11-15
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ChampionX Corp
        549300EP2909K6DYYP38
        CHAMPIONX CORP
        03755LAC8
        
          
          
          
        
        333000.0000000000
        PA
        USD
        348817.5000000000
        0.0821930320
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-05-01
          Fixed
          6.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ArcelorMittal SA
        2EULGUTUI56JI9SAL165
        ARCELORMITTAL
        03938LAP9
        
          
          
          
        
        240000.0000000000
        PA
        USD
        350733.6000000000
        0.0826445290
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2039-10-15
          Fixed
          7.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arcosa Inc
        549300WFHLTCZV7D6V29
        ARCOSA INC
        039653AA8
        
          
          
          
        
        108000.0000000000
        PA
        USD
        110715.1200000000
        0.0260881733
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-15
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        KEYCORP
        493267876
        
          
          
          
        
        27185.0000000000
        NS
        USD
        750577.8500000000
        0.1768611645
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          5.650
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3HARRIS TECHNOLOGIES INC
        502431109
        
          
          
          
        
        38700.0000000000
        NS
        USD
        8774838.0000000000
        2.0676443717
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Las Vegas Sands Corp
        549300DUOO1KXOHPM605
        LAS VEGAS SANDS CORP
        517834107
        
          
          
          
        
        213500.0000000000
        NS
        USD
        9041725.0000000000
        2.1305318464
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Legg Mason Inc
        OWUNCC6U1ZJXMZKFBJ36
        LEGG MASON INC
        524901600
        
          
          
          
        
        17135.0000000000
        NS
        USD
        432831.8100000000
        0.1019896043
        Long
        EP
        CORP
        US
        
        N
        1
        
          2056-09-15
          Fixed
          5.450
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ares Finance Co III LLC
        N/A
        ARES FINANCE CO
        04018VAA1
        
          
          
          
        
        930000.0000000000
        PA
        USD
        938593.2000000000
        0.2211638491
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2051-06-30
          Variable
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arrow Bidco LLC
        549300YHZN08M0H3O128
        ARROW BIDCO LLC
        042728AA3
        
          
          
          
        
        335000.0000000000
        PA
        USD
        343931.1000000000
        0.0810416333
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2024-03-15
          Fixed
          9.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ashtead Capital Inc
        213800J1134IW58IC398
        ASHTEAD CAPITAL INC
        045054AJ2
        
          
          
        
        200000.0000000000
        PA
        USD
        211470.0000000000
        0.0498293821
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-05-01
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ashton Woods USA LLC / Ashton Woods Finance Co
        N/A
        ASHTON WOODS USA/FINANCE
        045086AK1
        
          
          
          
        
        394000.0000000000
        PA
        USD
        420705.3200000000
        0.0991321990
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-01-15
          Fixed
          6.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ashton Woods USA LLC / Ashton Woods Finance Co
        N/A
        ASHTON WOODS USA/FINANCE
        045086AM7
        
          
          
          
        
        119000.0000000000
        PA
        USD
        119416.5000000000
        0.0281385086
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-08-01
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen AG
        529900NNUPAGGOMPXZ31
        VOLKSWAGEN AG-PREF
        N/A
        
          
          
          
        
        38800.0000000000
        NS
        
        9450534.2700000000
        2.2268609395
        Long
        
        CORP
        DE
        
        N
        2
        
          N
          N
          N
        
      
      
        MGM Growth Properties LLC
        549300E2UGIBHWE12262
        MGM GROWTH PROPERTIES LLC-A
        55303A105
        
          
          
          
        
        104500.0000000000
        NS
        USD
        3950100.0000000000
        0.9307752499
        Long
        
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        AssuredPartners Inc
        549300HNDSDQWQ3L2P80
        ASSUREDPARTNERS INC
        04624VAA7
        
          
          
          
        
        710000.0000000000
        PA
        USD
        723688.8000000000
        0.1705252079
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-08-15
          Fixed
          7.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ambience Merger Sub Inc
        N/A
        AMBIENCE MERGER
        04650YAB6
        
          
          
        
        47000.0000000000
        PA
        USD
        47632.6200000000
        0.0112238333
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-07-15
          Fixed
          7.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT HOME GROUP INC TERM LOAN B
        N/A
        AT HOME GROUP INC TERM LOAN B
        04651BAB5
        
          
        
        145000.0000000000
        PA
        USD
        145181.2500000000
        0.0342095426
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-06-24
          None
          N/A
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aviation Capital Group LLC
        549300ODEK8HY3445C77
        AVIATION CAPITAL GROUP
        05369AAA9
        
          
          
          
        
        208000.0000000000
        PA
        USD
        221542.8800000000
        0.0522028884
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-11-01
          Fixed
          3.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61762V804
        
          
          
          
        
        33420.0000000000
        NS
        USD
        908689.8000000000
        0.2141176111
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NuStar Energy LP
        5493003BMLTUIEG2LG44
        NUSTAR ENERGY LP
        67058H300
        
          
          
          
        
        29900.0000000000
        NS
        USD
        696670.0000000000
        0.1641586778
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Variable
          7.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXIS Specialty Finance LLC
        N/A
        AXIS SPECIALTY FINANCE
        05463HAC5
        
          
          
        
        835000.0000000000
        PA
        USD
        892239.2500000000
        0.2102413131
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2040-01-15
          Variable
          4.900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets PLC
        549300CRVT18MXX0AG93
        BP CAPITAL MARKETS PLC
        05565QDU9
        
          
          
        
        410000.0000000000
        PA
        USD
        439118.2000000000
        0.1034708874
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2099-12-31
          Variable
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NuStar Logistics LP
        N62BF2PKP51FIIOIUN20
        NUSTAR LOGISTICS LP
        67059T204
        
          
          
          
        
        28750.0000000000
        NS
        USD
        726512.5000000000
        0.1711905657
        Long
        EP
        CORP
        US
        
        N
        1
        
          2043-01-15
          Variable
          6.860
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prospect Capital Corp
        549300FSD8T39P5Q0O47
        PROSPECT CAPITAL CORP
        74348T565
        
          
          
          
        
        5917.0000000000
        NS
        USD
        145735.7100000000
        0.0343401919
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          5.350
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QVC Inc
        549300WBLU5NKPX5X472
        QVC INC
        747262400
        
          
          
          
        
        11400.0000000000
        NS
        USD
        299136.0000000000
        0.0704864143
        Long
        EP
        CORP
        US
        
        N
        1
        
          2068-11-26
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qurate Retail Inc
        549300PSXEKU4PHLCR04
        QURATE RETAIL INC
        74915M308
        
          
          
          
        
        3688.0000000000
        NS
        USD
        400074.2400000000
        0.0942708288
        Long
        EP
        CORP
        US
        
        N
        1
        
          2031-03-15
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets PLC
        549300CRVT18MXX0AG93
        BP CAPITAL MARKETS PLC
        05565QDV7
        
          
          
        
        810000.0000000000
        PA
        USD
        894021.3000000000
        0.2106612235
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2099-12-31
          Variable
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BWX Technologies Inc
        549300NP85N265KWMS58
        BWX TECHNOLOGIES INC
        05605HAC4
        
          
          
          
        
        191000.0000000000
        PA
        USD
        195820.8400000000
        0.0461419183
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-15
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Dutch Shell PLC
        21380068P1DRHMJ8KU70
        ROYAL DUTCH SHELL-SPON ADR-A
        780259206
        
          
          
          
        
        177000.0000000000
        NS
        USD
        7189740.0000000000
        1.6941424383
        Long
        
        CORP
        NL
        
        N
        1
        
          N
          N
          N
        
      
      
        salesforce.com Inc
        RCGZFPDMRW58VJ54VR07
        SALESFORCE.COM INC
        79466L302
        
          
          
          
        
        50600.0000000000
        NS
        USD
        12241658.0000000000
        2.8845427418
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Boxer Parent Co Inc
        5493006T045HLTF7YX04
        BOXER PARENT CO INC
        05988HAE7
        
          
        
        262651.7000000000
        PA
        USD
        260798.6900000000
        0.0614528660
        Long
        LON
        CORP
        US
        
        N
        2
        
          2025-10-02
          Floating
          3.836
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP
        060505FQ2
        
          
          
        
        760000.0000000000
        PA
        USD
        784996.4000000000
        0.1849713223
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spirit Realty Capital Inc
        549300LTU6LVPZSHMJ25
        SPIRIT REALTY CAPITAL IN
        84860W201
        
          
          
          
        
        16600.0000000000
        NS
        USD
        435418.0000000000
        0.1025989969
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sysco Corp
        5RGWIFLMGH3YS7KWI652
        SYSCO CORP
        871829107
        
          
          
          
        
        152600.0000000000
        NS
        USD
        11322920.0000000000
        2.6680574398
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NY MELLON CORP
        064058AJ9
        
          
          
        
        188000.0000000000
        PA
        USD
        197420.6800000000
        0.0465188939
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          3.700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Nova Scotia/The
        L3I9ZG2KFGXZ61BMYR72
        BANK OF NOVA SCOTIA
        064159VJ2
        
          
          
        
        1250000.0000000000
        PA
        USD
        1371925.0000000000
        0.3232712678
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2099-12-31
          Variable
          4.900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        BAUSCH HEALTH COS INC
        071734AH0
        
          
          
        
        640000.0000000000
        PA
        USD
        612601.6000000000
        0.1443493601
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-01-30
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        BAUSCH HEALTH COS INC
        071734AL1
        
          
          
        
        265000.0000000000
        PA
        USD
        248593.8500000000
        0.0585769988
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-02-15
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Target Corp
        8WDDFXB5T1Z6J0XC1L66
        TARGET CORP
        87612E106
        
          
          
          
        
        -33500.0000000000
        NS
        USD
        -8745175.0000000000
        -2.0606547800
        Short
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Twilio Inc
        5493004W8TRGD63APX93
        TWILIO INC - A
        90138F102
        
          
          
          
        
        22800.0000000000
        NS
        USD
        8517852.0000000000
        2.0070899026
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        BAUSCH HEALTH COS INC
        071734AM9
        
          
          
        
        83000.0000000000
        PA
        USD
        78497.2500000000
        0.0184965691
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-02-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Beasley Mezzanine Holdings LLC
        549300VK8LJV1TK18D38
        BEASLEY MEZ HLDGS LLC
        07403VAA7
        
          
          
          
        
        144000.0000000000
        PA
        USD
        146291.0400000000
        0.0344710461
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-01
          Fixed
          8.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Booz Allen Hamilton Inc
        549300D7XCH2480XU542
        BOOZ ALLEN HAMILTON INC
        09951LAB9
        
          
          
        
        96000.0000000000
        PA
        USD
        99021.1200000000
        0.0233326771
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-07-01
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brink's Co/The
        XFP140TFNOQMIVFTVQ13
        BRINK'S CO/THE
        109696AB0
        
          
          
          
        
        140000.0000000000
        PA
        USD
        147588.0000000000
        0.0347766531
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-07-15
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        British Airways 2021-1 Class B Pass Through Trust
        N/A
        BRITISH AIR 21-1 B PTT
        11042CAB6
        
          
          
          
        
        215000.0000000000
        PA
        USD
        218390.5500000000
        0.0514600944
        Long
        DBT
        CORP
        GB
        
        Y
        2
        
          2033-03-15
          Fixed
          3.900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BroadStreet Partners Inc
        549300BS9N54G8DD0R75
        BROADSTREET PARTNERS INC
        11135RAA3
        
          
          
          
        
        191000.0000000000
        PA
        USD
        194716.8600000000
        0.0458817838
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-15
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Buckeye Partners LP
        549300C1PQJLVEIUBK50
        BUCKEYE PARTNERS LP
        118230AM3
        
          
          
          
        
        460000.0000000000
        PA
        USD
        468270.8000000000
        0.1103402119
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2043-11-15
          Fixed
          5.850
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Buckeye Partners LP
        549300C1PQJLVEIUBK50
        BUCKEYE PARTNERS LP
        118230AQ4
        
          
          
          
        
        550000.0000000000
        PA
        USD
        559168.5000000000
        0.1317587404
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-12-01
          Fixed
          3.950
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uber Technologies Inc
        549300B2FTG34FILDR98
        UBER TECHNOLOGIES INC
        90353T100
        
          
          
          
        
        73500.0000000000
        NS
        USD
        3194310.0000000000
        0.7526859291
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORP
        907818108
        
          
          
          
        
        46500.0000000000
        NS
        USD
        10172340.0000000000
        2.3969424333
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        United Airlines Holdings Inc
        98450079DA0B78DD6764
        UNITED AIRLINES HOLDINGS INC
        910047109
        
          
          
          
        
        132000.0000000000
        NS
        USD
        6167040.0000000000
        1.4531602231
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        United States Cellular Corp
        N/A
        UNITED STATES CELLULAR C
        911684702
        
          
          
          
        
        25585.0000000000
        NS
        USD
        710751.3000000000
        0.1674767016
        Long
        EP
        CORP
        US
        
        N
        1
        
          2069-09-01
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC
        91324P102
        
          
          
          
        
        12500.0000000000
        NS
        USD
        5152750.0000000000
        1.2141596843
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        VF Corp
        CWAJJ9DJ5Z7P057HV541
        VF CORP
        918204108
        
          
          
          
        
        42000.0000000000
        NS
        USD
        3368400.0000000000
        0.7937073370
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        CCO Holdings LLC / CCO Holdings Capital Corp
        N/A
        CCO HLDGS LLC/CAP CORP
        1248EPBM4
        
          
          
          
        
        114000.0000000000
        PA
        USD
        117923.8800000000
        0.0277867975
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-15
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings LLC / CCO Holdings Capital Corp
        N/A
        CCO HLDGS LLC/CAP CORP
        1248EPCD3
        
          
          
        
        750000.0000000000
        PA
        USD
        796012.5000000000
        0.1875670828
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-03-01
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings LLC / CCO Holdings Capital Corp
        N/A
        CCO HLDGS LLC/CAP CORP
        1248EPCE1
        
          
          
        
        250000.0000000000
        PA
        USD
        262907.5000000000
        0.0619497719
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-08-15
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings LLC / CCO Holdings Capital Corp
        N/A
        CCO HLDGS LLC/CAP CORP
        1248EPCK7
        
          
          
        
        96000.0000000000
        PA
        USD
        99068.1600000000
        0.0233437613
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-02-01
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vanguard S&P 500 ETF
        549300D8V8ZP5GRJOC71
        VANGUARD S&P 500 ETF
        922908363
        
          
          
          
        
        -326000.0000000000
        NS
        USD
        -131426900.0000000000
        -30.9685591997
        Short
        
        RF
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Guitar Center Inc
        N/A
        GUITAR CENTER INC
        935XXF900
        
          
        
        3615.0000000000
        NS
        USD
        410754.3800000000
        0.0967874258
        Long
        DBT
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          15.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO International Inc
        529900TXOGREY3WNJ434
        WESCO INTERNATIONAL INC
        95082P303
        
          
          
          
        
        7275.0000000000
        NS
        USD
        225888.7500000000
        0.0532269203
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Variable
          10.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams Cos Inc/The
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC
        969457100
        
          
          
          
        
        155700.0000000000
        NS
        USD
        3900285.0000000000
        0.9190371752
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Workday Inc
        549300J0DYC0N31V7G13
        WORKDAY INC-CLASS A
        98138H101
        
          
          
          
        
        33300.0000000000
        NS
        USD
        7805520.0000000000
        1.8392407354
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        VODAFONE GROUP PLC
        G93882192
        
          
          
          
        
        2060000.0000000000
        NS
        
        3312380.3800000000
        0.7805072469
        Long
        EC
        CORP
        GB
        
        N
        2
        
          N
          N
          N
        
      
      
        Workday Inc
        549300J0DYC0N31V7G13
        Workday Inc
        N/A
        
          
        
        333.0000000000
        NC
        USD
        459540.0000000000
        0.1082829443
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Workday Inc
                Workday Inc
                
                  
                  
                  
                  
                
              
            
            100
            230.000000000000
            USD
            2021-09-17
            XXXX
            150620.9900000000
          
        
        
          N
          N
          N
        
      
      
        CHS/Community Health Systems Inc
        5493007X5NC5XI1BB106
        CHS/COMMUNITY HEALTH SYS
        12543DBC3
        
          
          
          
        
        610000.0000000000
        PA
        USD
        654334.8000000000
        0.1541830933
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-03-15
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/Community Health Systems Inc
        5493007X5NC5XI1BB106
        CHS/COMMUNITY HEALTH SYS
        12543DBL3
        
          
          
          
        
        377000.0000000000
        PA
        USD
        382474.0400000000
        0.0901236349
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-04-01
          Fixed
          6.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPDR S&P 500 ETF Trust
        549300NZAMSJ8FXPQQ63
        SPDR S&P 500 ETF Trust
        N/A
        
          
        
        2420.0000000000
        NC
        USD
        325490.0000000000
        0.0766962953
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                SPDR S&P 500 ETF Trust
                SPDR S&P 500 ETF Trust
                
                  
                  
                  
                  
                
              
            
            100
            432.000000000000
            USD
            2021-08-09
            XXXX
            -136813.9800000000
          
        
        
          N
          N
          N
        
      
      
        Vanguard S&P 500 ETF
        549300D8V8ZP5GRJOC71
        Vanguard S&P 500 ETF
        N/A
        
          
        
        -3260.0000000000
        NC
        USD
        -415650.0000000000
        -0.0979409971
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Vanguard S&P 500 ETF
                Vanguard S&P 500 ETF
                
                  
                  
                  
                  
                
              
            
            100
            380.000000000000
            USD
            2021-08-20
            XXXX
            21074.6000000000
          
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        126307AS6
        
          
          
        
        285000.0000000000
        PA
        USD
        301769.4000000000
        0.0711069311
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-02-01
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        126307BA4
        
          
          
          
        
        200000.0000000000
        PA
        USD
        208852.0000000000
        0.0492124940
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-01-15
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        126307BD8
        
          
          
        
        200000.0000000000
        PA
        USD
        197194.0000000000
        0.0464654805
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-12-01
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Resort Collection LLC / CRC Finco Inc
        N/A
        CAESARS RESORT / FINCO
        12652AAA1
        
          
          
          
        
        330000.0000000000
        PA
        USD
        332785.2000000000
        0.0784152876
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-10-15
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Moody's Corp
        549300GCEDD8YCF5WU84
        Moody's Corp
        N/A
        
          
        
        -95.0000000000
        NC
        USD
        -134900.0000000000
        -0.0317869373
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Moody's Corp
                Moody's Corp
                
                  
                  
                  
                  
                
              
            
            100
            370.000000000000
            USD
            2021-09-17
            XXXX
            13167.6900000000
          
        
        
          N
          N
          N
        
      
      
        Domino's Pizza Inc
        25490005ZWM1IF9UXU57
        Domino's Pizza Inc
        N/A
        
          
        
        -65.0000000000
        NC
        USD
        -44200.0000000000
        -0.0104149936
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Domino's Pizza Inc
                Domino's Pizza Inc
                
                  
                  
                  
                  
                
              
            
            100
            535.000000000000
            USD
            2021-08-20
            XXXX
            12803.6200000000
          
        
        
          N
          N
          N
        
      
      
        Calpine Corp
        43R4VPJBXTU2O15HEF41
        CALPINE CORP
        131347CM6
        
          
          
          
        
        129000.0000000000
        PA
        USD
        133155.0900000000
        0.0313757784
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-02-15
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corp
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP
        143658BL5
        
          
          
          
        
        48000.0000000000
        PA
        USD
        50955.3600000000
        0.0120067816
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-03-01
          Fixed
          7.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Moody's Corp
        549300GCEDD8YCF5WU84
        Moody's Corp
        N/A
        
          
        
        -95.0000000000
        NC
        USD
        -82175.0000000000
        -0.0193631696
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Moody's Corp
                Moody's Corp
                
                  
                  
                  
                  
                
              
            
            100
            370.000000000000
            USD
            2021-09-17
            XXXX
            -7838.8100000000
          
        
        
          N
          N
          N
        
      
      
        Moody's Corp
        549300GCEDD8YCF5WU84
        Moody's Corp
        N/A
        
          
        
        -95.0000000000
        NC
        USD
        -83600.0000000000
        -0.0196989471
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Moody's Corp
                Moody's Corp
                
                  
                  
                  
                  
                
              
            
            100
            380.000000000000
            USD
            2021-09-17
            XXXX
            13443.4500000000
          
        
        
          N
          N
          N
        
      
      
        Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
        N/A
        LADDER CAP FIN LLLP/CORP
        505742AP1
        
          
          
        
        95000.0000000000
        PA
        USD
        94705.5000000000
        0.0223157731
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-06-15
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Land O' Lakes Inc
        4ONCJWH5BBCYSJIJYX61
        LAND O'LAKES INC
        514666AN6
        
          
          
          
        
        395000.0000000000
        PA
        USD
        411582.1000000000
        0.0969824642
        Long
        EP
        CORP
        US
        
        Y
        2
        
          2099-12-31
          Fixed
          7.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carriage Services Inc
        N/A
        CARRIAGE SERVICES INC
        143905AP2
        
          
          
          
        
        230000.0000000000
        PA
        USD
        230193.2000000000
        0.0542411922
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-05-15
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Co
        5493003WEAK2PJ5WS063
        CARVANA CO
        146869AB8
        
          
          
          
        
        145000.0000000000
        PA
        USD
        150717.3500000000
        0.0355140323
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-10-01
          Fixed
          5.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Itau Unibanco Holding SA
        5493002W2IVG62O3ZJ94
        Itau Unibanco Holding SA
        N/A
        
          
        
        5800.0000000000
        NC
        USD
        565500.0000000000
        0.1332506529
        N/A
        DE
        
        BR
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Itau Unibanco Holding SA
                Itau Unibanco Holding SA
                
                  
                  
                  
                  
                
              
            
            100
            5.000000000000
            USD
            2021-12-17
            XXXX
            -141028.1600000000
          
        
        
          N
          N
          N
        
      
      
        Itau Unibanco Holding SA
        5493002W2IVG62O3ZJ94
        Itau Unibanco Holding SA
        N/A
        
          
        
        -5800.0000000000
        NC
        USD
        -200100.0000000000
        -0.0471502310
        N/A
        DE
        
        BR
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Itau Unibanco Holding SA
                Itau Unibanco Holding SA
                
                  
                  
                  
                  
                
              
            
            100
            6.000000000000
            USD
            2021-08-20
            XXXX
            -96365.8200000000
          
        
        
          N
          N
          N
        
      
      
        Natwest Group PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP PLC
        N/A
        
          
          
          
        
        5165000.0000000000
        NS
        
        14496689.2100000000
        3.4159032740
        Long
        EC
        CORP
        GB
        
        N
        2
        
          N
          N
          N
        
      
      
        Brookfield Property Partners LP
        5493004J5Z0TZW83NU62
        BROOKFIELD PROPERTY PART
        G16249156
        
          
          
          
        
        15300.0000000000
        NS
        USD
        389079.0000000000
        0.0916799837
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          6.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascades Inc/Cascades USA Inc
        N/A
        CASCADES INC/USA INC
        14739LAA0
        
          
          
          
        
        635000.0000000000
        PA
        USD
        673055.5500000000
        0.1585943262
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2026-01-15
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cincinnati Bell Inc
        549300JYVZOCUJOHL272
        CINCINNATI BELL INC
        14987RAA6
        
          
          
          
        
        550000.0000000000
        PA
        USD
        578539.5000000000
        0.1363231938
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-10-15
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        CENTENE CORP
        15135BAW1
        
          
          
        
        95000.0000000000
        PA
        USD
        98889.3000000000
        0.0233016159
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2030-10-15
          Fixed
          3.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CenterPoint Energy Inc
        21TPXMRRHFKOBHDC8J74
        CENTERPOINT ENERGY INC
        15189TAS6
        
          
          
        
        200000.0000000000
        PA
        USD
        211870.0000000000
        0.0499236354
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          6.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Central Garden & Pet Co
        5493004DVZLD37DJ0H83
        CENTRAL GARDEN & PET CO
        153527AP1
        
          
          
          
        
        218000.0000000000
        PA
        USD
        223027.0800000000
        0.0525526154
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-04-30
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Century Communities Inc
        5299002QMB2O7ZL1CA26
        CENTURY COMMUNITIES
        156504AJ1
        
          
          
          
        
        475000.0000000000
        PA
        USD
        508207.2500000000
        0.1197505709
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-06-01
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield Property Partners LP
        5493004J5Z0TZW83NU62
        BROOKFIELD PROPERTY PART
        EP0585729
        
          
          
          
        
        22900.0000000000
        NS
        USD
        560821.0000000000
        0.1321481245
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Linde PLC
        8945002PAZHZLBGKGF02
        LINDE PLC
        G5494J103
        
          
          
          
        
        26000.0000000000
        NS
        USD
        7992140.0000000000
        1.8832146290
        Long
        EC
        CORP
        GB
        
        N
        1
        
          N
          N
          N
        
      
      
        Lumen Technologies Inc
        8M3THTGWLTYZVE6BBY25
        LUMEN TECHNOLOGIES INC
        156700BC9
        
          
          
          
        
        385000.0000000000
        PA
        USD
        396369.0500000000
        0.0933977625
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-02-15
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles River Laboratories International Inc
        549300BSQ0R4UZ5KX287
        CHARLES RIVER LABORATORI
        159864AG2
        
          
          
        
        96000.0000000000
        PA
        USD
        98501.7600000000
        0.0232102985
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-15
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Holdings NV
        549300SZYINBBLJQU475
        AERCAP HOLDINGS NV
        N00985106
        
          
          
          
        
        186900.0000000000
        NS
        USD
        9905700.0000000000
        2.3341131600
        Long
        EC
        CORP
        IE
        
        N
        1
        
          N
          N
          N
        
      
      
        Laredo Petroleum Inc
        549300X0PTWU2QSLSL14
        LAREDO PETROLEUM INC
        516806AG1
        
          
          
          
        
        153000.0000000000
        PA
        USD
        162163.1700000000
        0.0382110491
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-01-15
          Fixed
          10.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Laredo Petroleum Inc
        549300X0PTWU2QSLSL14
        LAREDO PETROLEUM INC
        516806AH9
        
          
          
          
        
        50000.0000000000
        PA
        USD
        48426.0000000000
        0.0114107800
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-07-31
          Fixed
          7.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Energy Inc
        MIHC87W9WTYSYZWV1J40
        CHENIERE ENERGY INC
        16411RAK5
        
          
          
        
        96000.0000000000
        PA
        USD
        101450.8800000000
        0.0239052095
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-10-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967MU2
        
          
        
        445000.0000000000
        PA
        USD
        461611.8500000000
        0.1087711413
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967MV0
        
          
        
        2875000.0000000000
        PA
        USD
        2954263.7500000000
        0.6961230299
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citizens Financial Group Inc
        2138004JDDA4ZQUPFW65
        CITIZENS FINANCIAL GROUP
        174610BD6
        
          
          
        
        1115000.0000000000
        PA
        USD
        1139028.2500000000
        0.2683930291
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clear Channel Outdoor Holdings Inc
        N/A
        CLEAR CHANNEL OUTDOOR HO
        18452RAD7
        
          
        
        491250.0000000000
        PA
        USD
        477792.2100000000
        0.1125837735
        Long
        LON
        CORP
        US
        
        N
        2
        
          2026-08-21
          Floating
          3.586
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clearwater Paper Corp
        549300HCVV19GXN4P292
        CLEARWATER PAPER CORP
        18538RAJ2
        
          
          
          
        
        300000.0000000000
        PA
        USD
        303561.0000000000
        0.0715290918
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-08-15
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Technologies LLC
        M4TWC4QDOKW45N7T6Y12
        COMMSCOPE TECH LLC
        20337YAA5
        
          
          
          
        
        299000.0000000000
        PA
        USD
        303843.8000000000
        0.0715957289
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-06-15
          Fixed
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consolidated Communications Inc
        549300WW675Y48HDVX34
        CONSOLIDATED COMMUNICATIONS
        20903EBB0
        
          
        
        128520.8500000000
        PA
        USD
        128247.7400000000
        0.0302194431
        Long
        LON
        CORP
        US
        
        N
        2
        
          2027-10-02
          Floating
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consolidated Communications Inc
        549300WW675Y48HDVX34
        CONSOLIDATED COMMUNICATI
        20903XAF0
        
          
          
        
        170000.0000000000
        PA
        USD
        183781.9000000000
        0.0433051426
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-10-01
          Fixed
          6.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Resources Inc/OK
        XXRTID9RYWOZ0UPIVR53
        CONTINENTAL RESOURCES
        212015AS0
        
          
          
        
        145000.0000000000
        PA
        USD
        162076.6500000000
        0.0381906621
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-01-15
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LD Holdings Group LLC
        N/A
        LD HOLDINGS GROUP LLC
        521088AC8
        
          
          
          
        
        218000.0000000000
        PA
        USD
        216639.6800000000
        0.0510475310
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-04-01
          Fixed
          6.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing Inc
        254900AE5FEFIJOXWL19
        LEVEL 3 FINANCING INC
        527298BR3
        
          
          
        
        200000.0000000000
        PA
        USD
        203978.0000000000
        0.0480640171
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-07-01
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Corp
        N/A
        CREDIT ACCEPTANC
        225310AN1
        
          
          
          
        
        161000.0000000000
        PA
        USD
        166567.3800000000
        0.0392488278
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2024-12-31
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GROUP AG
        22546DAB2
        
          
          
        
        565000.0000000000
        PA
        USD
        625426.7500000000
        0.1473713930
        Long
        DBT
        CORP
        CH
        
        Y
        2
        
          2049-12-29
          Variable
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cumulus Media New Holdings Inc
        5493001D9VBAVY1OKJ46
        CUMULUS MEDIA NEW HLDGS
        23110AAA4
        
          
          
          
        
        204000.0000000000
        PA
        USD
        214977.2400000000
        0.0506558047
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-07-01
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cushman & Wakefield US Borrower LLC
        N/A
        CUSHMAN & WAKEFIELD US
        23166MAA1
        
          
          
          
        
        60000.0000000000
        PA
        USD
        64521.6000000000
        0.0152034400
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-05-15
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP Midstream Operating LP
        549300Y6CTBSE0QIPL28
        DCP MIDSTREAM OPERATING
        23311RAH9
        
          
          
          
        
        475000.0000000000
        PA
        USD
        447036.7500000000
        0.1053367618
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2043-05-21
          Variable
          5.850
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Midstream Inc
        N/A
        DT MIDSTREAM INC
        23345MAA5
        
          
          
        
        100000.0000000000
        PA
        USD
        102640.0000000000
        0.0241854059
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-06-15
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DaVita Inc
        M2XHYMU3TZNEZURC6H66
        DAVITA INC
        23918KAS7
        
          
          
          
        
        284000.0000000000
        PA
        USD
        293673.0400000000
        0.0691991588
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-06-01
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DaVita Inc
        M2XHYMU3TZNEZURC6H66
        DAVITA INC
        23918KAT5
        
          
          
          
        
        142000.0000000000
        PA
        USD
        138265.4000000000
        0.0325799378
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-02-15
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liberty Interactive LLC
        549300SZUIU7Z32Q0664
        LIBERTY INTERACTIVE LLC
        530715AD3
        
          
          
          
        
        85000.0000000000
        PA
        USD
        97606.3500000000
        0.0229993101
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2029-07-15
          Fixed
          8.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Life Time Inc
        549300PALKE96VYH4X17
        LIFE TIME INC
        53190FAC9
        
          
          
          
        
        144000.0000000000
        PA
        USD
        150955.2000000000
        0.0355700777
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-04-15
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International LLC / EMC Corp
        N/A
        DELL INT LLC / EMC CORP
        24703TAC0
        
          
          
        
        80000.0000000000
        PA
        USD
        94054.4000000000
        0.0221623523
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-07-15
          Fixed
          5.850
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International LLC / EMC Corp
        N/A
        DELL INT LLC / EMC CORP
        24703TAF3
        
          
          
        
        155000.0000000000
        PA
        USD
        191764.4500000000
        0.0451860975
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-07-15
          Fixed
          6.100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc
        Q2CCMS6R0AS67HJMBN42
        DELTA AIR LINES INC
        247361ZP6
        
          
          
        
        49000.0000000000
        PA
        USD
        50632.1900000000
        0.0119306320
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2023-04-19
          Fixed
          3.800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc
        Q2CCMS6R0AS67HJMBN42
        DELTA AIR LINES INC
        247361ZZ4
        
          
          
        
        47000.0000000000
        PA
        USD
        55385.2700000000
        0.0130506161
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-01-15
          Fixed
          7.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Sports Group LLC / Diamond Sports Finance Co
        N/A
        DIAMOND SPORTS GR/DIAMON
        25277LAA4
        
          
          
          
        
        115000.0000000000
        PA
        USD
        66907.0000000000
        0.0157655198
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-08-15
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Sports Group LLC / Diamond Sports Finance Co
        N/A
        DIAMOND SPORTS GR/DIAMON
        25277LAC0
        
          
          
          
        
        150000.0000000000
        PA
        USD
        60307.5000000000
        0.0142104576
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-08-15
          Fixed
          6.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV Holdings LLC / DIRECTV Financing Co Inc
        N/A
        DIRECTV HOLDINGS/FING
        25461LAA0
        
          
          
        
        25000.0000000000
        PA
        USD
        25870.2500000000
        0.0060958934
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-08-15
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        DISCOVER FINANCIAL SVS
        254709AN8
        
          
          
        
        425000.0000000000
        PA
        USD
        460122.0000000000
        0.1084200829
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        DISCOVER FINANCIAL SVS
        254709AQ1
        
          
          
        
        755000.0000000000
        PA
        USD
        850477.3000000000
        0.2004008054
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          6.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH Network Corp
        529900U350CWHH15G169
        DISH NETWORK CORP
        25470MAD1
        
          
          
          
        
        288000.0000000000
        PA
        USD
        279080.6400000000
        0.0657607029
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-03-15
          Fixed
          2.375
          N
          N
          N
          N
          Y
          
            
              DISH NETWORK CORP
              DISH NETWORK CORP
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS CORP
        25470XAY1
        
          
          
          
        
        347000.0000000000
        PA
        USD
        396690.4000000000
        0.0934734833
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-07-01
          Fixed
          7.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Donnelley Financial Solutions Inc
        549300O1NPY4J56QCU04
        DONNELLEY FINANCIAL SOL
        25787GAC4
        
          
          
          
        
        500000.0000000000
        PA
        USD
        518605.0000000000
        0.1222006274
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-10-15
          Fixed
          8.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        DUKE ENERGY CORP
        26441CBG9
        
          
          
          
        
        1045000.0000000000
        PA
        USD
        1118139.5500000000
        0.2634709549
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dun & Bradstreet Corp/The
        RI37BMPWE56BCJ747E14
        DUN & BRADSTREET CORP
        26483NAN0
        
          
        
        444391.8800000000
        PA
        USD
        441196.7000000000
        0.1039606513
        Long
        LON
        CORP
        US
        
        N
        2
        
          2026-02-06
          Floating
          3.340
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ligado Networks LLC
        N/A
        LIGADO NETWORKS LLC
        53225HAA8
        
          
          
          
        
        111736.0000000000
        PA
        USD
        110670.0400000000
        0.0260775510
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2023-11-01
          Fixed
          15.500
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BANKING GROUP PLC
        539439AG4
        
          
        
        575000.0000000000
        PA
        USD
        649767.2500000000
        0.1531068263
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2049-04-30
          Variable
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corp
        4NT01YGM4X7ZX86ISY52
        EQT CORP
        26884LAG4
        
          
          
          
        
        265000.0000000000
        PA
        USD
        348419.3500000000
        0.0820992146
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2030-02-01
          Fixed
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corp
        4NT01YGM4X7ZX86ISY52
        EQT CORP
        26884LAH2
        
          
          
          
        
        75000.0000000000
        PA
        USD
        86754.7500000000
        0.0204423114
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-02-01
          Fixed
          6.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M/I Homes Inc
        5299005M71FH9CCSFB69
        M/I HOMES INC
        55305BAQ4
        
          
          
          
        
        275000.0000000000
        PA
        USD
        283203.2500000000
        0.0667321272
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-08-01
          Fixed
          5.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M/I Homes Inc
        5299005M71FH9CCSFB69
        M/I HOMES INC
        55305BAS0
        
          
          
          
        
        130000.0000000000
        PA
        USD
        137161.7000000000
        0.0323198693
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-02-01
          Fixed
          4.950
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corp
        4NT01YGM4X7ZX86ISY52
        EQT CORP
        26884LAL3
        
          
          
          
        
        50000.0000000000
        PA
        USD
        56560.0000000000
        0.0133274216
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2029-01-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edgewell Personal Care Co
        549300CY8QZDL4Z3RU59
        EDGEWELL PERSONAL CARE
        28035QAA0
        
          
          
          
        
        95000.0000000000
        PA
        USD
        100681.9500000000
        0.0237240240
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-06-01
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edgewell Personal Care Co
        549300CY8QZDL4Z3RU59
        EDGEWELL PERSONAL CARE
        28035QAB8
        
          
          
        
        143000.0000000000
        PA
        USD
        144013.8700000000
        0.0339344690
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-01
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Entertainment Inc
        549300FA4CTCW903Y781
        CAESARS ENTERTAIN INC
        28470RAH5
        
          
          
          
        
        93000.0000000000
        PA
        USD
        98290.7700000000
        0.0231605823
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-07-01
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Entertainment Inc
        549300FA4CTCW903Y781
        CAESARS ENTERTAIN INC
        28470RAK8
        
          
          
          
        
        93000.0000000000
        PA
        USD
        102474.8400000000
        0.0241464886
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-07-01
          Fixed
          8.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Embarq Corp
        N/A
        EMBARQ CORP
        29078EAA3
        
          
          
          
        
        680000.0000000000
        PA
        USD
        762858.0000000000
        0.1797547772
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2036-06-01
          Fixed
          7.995
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAU4
        
          
          
          
        
        425000.0000000000
        PA
        USD
        433019.7500000000
        0.1020338893
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macy's Inc
        529900NZQ81TIOW3CW52
        MACY'S INC
        55616PAA2
        
          
          
          
        
        93000.0000000000
        PA
        USD
        101467.6500000000
        0.0239091611
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-06-15
          Fixed
          8.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ovintiv Inc
        N/A
        OVINTIV INC
        292505AD6
        
          
          
        
        50000.0000000000
        PA
        USD
        66797.0000000000
        0.0157396001
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2034-08-15
          Fixed
          6.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC
        29250NBC8
        
          
          
          
        
        620000.0000000000
        PA
        USD
        698919.8000000000
        0.1646888057
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2080-07-15
          Variable
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encompass Health Corp
        549300FVRPM9DRQZRG64
        ENCOMPASS HEALTH CORP
        29261AAA8
        
          
          
        
        100000.0000000000
        PA
        USD
        104189.0000000000
        0.0245504019
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-02-01
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encompass Health Corp
        549300FVRPM9DRQZRG64
        ENCOMPASS HEALTH CORP
        29261AAB6
        
          
          
          
        
        100000.0000000000
        PA
        USD
        107275.0000000000
        0.0252775664
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2030-02-01
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP
        29273VAN0
        
          
          
        
        560000.0000000000
        PA
        USD
        573574.4000000000
        0.1351532507
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          6.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EnerSys
        7ZS3DE5PN30BYUJFWP05
        ENERSYS
        29275YAC6
        
          
          
          
        
        85000.0000000000
        PA
        USD
        89046.8500000000
        0.0209824065
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-12-15
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macy's Retail Holdings LLC
        N/A
        MACY'S RETAIL HLDGS LLC
        55616XAG2
        
          
          
          
        
        50000.0000000000
        PA
        USD
        45796.5000000000
        0.0107911822
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2042-01-15
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macy's Retail Holdings LLC
        N/A
        MACY'S RETAIL HLDGS LLC
        55617LAL6
        
          
          
          
        
        100000.0000000000
        PA
        USD
        106417.0000000000
        0.0250753930
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2034-07-15
          Fixed
          6.700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Endure Digital Inc
        N/A
        ENDURE DIGITAL INC
        29279XAA8
        
          
          
          
        
        141000.0000000000
        PA
        USD
        136912.4100000000
        0.0322611282
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-02-15
          Fixed
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EnLink Midstream Partners LP
        88CPW63VL7KHJWS0NY83
        ENLINK MIDSTREAM PARTNER
        29336UAF4
        
          
          
          
        
        205000.0000000000
        PA
        USD
        214583.7500000000
        0.0505630854
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-07-15
          Fixed
          4.850
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EnLink Midstream Partners LP
        88CPW63VL7KHJWS0NY83
        ENLINK MIDSTREAM PARTNER
        29336UAH0
        
          
          
          
        
        835000.0000000000
        PA
        USD
        646816.0500000000
        0.1524114252
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Everi Holdings Inc
        5299006DK5S7BG10K532
        EVERI HOLDINGS INC
        30034TAA1
        
          
          
          
        
        144000.0000000000
        PA
        USD
        147402.7200000000
        0.0347329950
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-07-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fair Isaac Corp
        RI6HET5SJUEY30V1PS26
        FAIR ISAAC CORP
        303250AF1
        
          
          
          
        
        56000.0000000000
        PA
        USD
        58597.2800000000
        0.0138074727
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-06-15
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        FIFTH THIRD BANCORP
        316773DB3
        
          
          
        
        1610000.0000000000
        PA
        USD
        1755785.5000000000
        0.4137215988
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Quantum Minerals Ltd
        549300I7UVBGWRYMYZ18
        FIRST QUANTUM MINERALS L
        335934AK1
        
          
          
          
        
        285000.0000000000
        PA
        USD
        290506.2000000000
        0.0684529457
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2023-04-01
          Fixed
          7.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fly Leasing Ltd
        549300LI58A0MHGHTZ98
        FLY LEASING LTD
        34407DAC3
        
          
          
          
        
        205000.0000000000
        PA
        USD
        208077.0500000000
        0.0490298899
        Long
        DBT
        CORP
        IE
        
        N
        2
        
          2024-10-15
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        FORD MOTOR COMPANY
        345370CV0
        
          
          
        
        120000.0000000000
        PA
        USD
        133418.4000000000
        0.0314378230
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2023-04-21
          Fixed
          8.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC
        345397B36
        
          
          
        
        300000.0000000000
        PA
        USD
        317802.0000000000
        0.0748847462
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2030-11-13
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp
        N/A
        MAGNOLIA OIL GAS/MAG FIN
        559665AA2
        
          
          
          
        
        210000.0000000000
        PA
        USD
        215336.1000000000
        0.0507403641
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-08-01
          Fixed
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Markel Corp
        549300SCNO12JLWIK605
        MARKEL CORP
        570535AW4
        
          
          
        
        760000.0000000000
        PA
        USD
        849277.2000000000
        0.2001180218
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC
        345397XL2
        
          
          
        
        715000.0000000000
        PA
        USD
        766279.8000000000
        0.1805610674
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-08-04
          Fixed
          4.134
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC
        345397XU2
        
          
          
        
        200000.0000000000
        PA
        USD
        217114.0000000000
        0.0511592966
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-01-08
          Fixed
          4.389
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Forestar Group Inc
        549300BC2UB0GHV60V70
        FORESTAR GROUP INC
        346232AE1
        
          
          
          
        
        139000.0000000000
        PA
        USD
        144892.2100000000
        0.0341414351
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-03-01
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Forestar Group Inc
        549300BC2UB0GHV60V70
        FORESTAR GROUP INC
        346232AF8
        
          
          
          
        
        47000.0000000000
        PA
        USD
        47716.2800000000
        0.0112435464
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-05-15
          Fixed
          3.850
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        FREEPORT-MCMORAN INC
        35671DBC8
        
          
          
        
        300000.0000000000
        PA
        USD
        385704.0000000000
        0.0908847211
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2043-03-15
          Fixed
          5.450
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        FREEPORT-MCMORAN INC
        35671DBJ3
        
          
          
          
        
        90000.0000000000
        PA
        USD
        114418.8000000000
        0.0269608838
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2034-11-14
          Fixed
          5.400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        FREEPORT-MCMORAN INC
        35671DCC7
        
          
          
        
        285000.0000000000
        PA
        USD
        301168.0500000000
        0.0709652330
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-09-01
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontier Communications Holdings LLC
        N/A
        FRONTIER COMMUNICATIONS
        35906EAQ3
        
          
        
        434250.0000000000
        PA
        USD
        434794.9800000000
        0.1024521926
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-05-01
          Floating
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL Environmental Inc
        549300FYK4MBXWIVZU26
        GFL ENVIRONMENTAL INC
        36168QAK0
        
          
          
        
        96000.0000000000
        PA
        USD
        98900.1600000000
        0.0233041749
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2025-08-01
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontier Florida LLC
        N/A
        FRONTIER FLORIDA LLC
        362333AH9
        
          
          
        
        112000.0000000000
        PA
        USD
        122833.7600000000
        0.0289437289
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-02-01
          Fixed
          6.860
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontier North Inc
        N/A
        FRONTIER NORTH INC
        362337AK3
        
          
          
          
        
        280000.0000000000
        PA
        USD
        304796.8000000000
        0.0718202875
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-02-15
          Fixed
          6.730
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GENERAL MOTORS FINL CO
        37045XDB9
        
          
        
        435000.0000000000
        PA
        USD
        497022.3000000000
        0.1171150238
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          5.700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gentiva Health Services Inc
        549300STP29LPEN7S547
        GENTIVA HEALTH SERVICES
        37249UAU0
        
          
        
        411996.6700000000
        PA
        USD
        410968.7400000000
        0.0968379362
        Long
        LON
        CORP
        US
        
        N
        2
        
          2025-07-02
          Floating
          2.841
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enact Holdings Inc
        N/A
        ENACT HOLDINGS INC
        37255LAA5
        
          
          
          
        
        200000.0000000000
        PA
        USD
        217186.0000000000
        0.0511762622
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-08-15
          Fixed
          6.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Net Lease Inc / Global Net Lease Operating Partnership LP
        N/A
        GLOBAL NET LEASE/GLOBAL
        37892AAA8
        
          
          
          
        
        275000.0000000000
        PA
        USD
        273146.5000000000
        0.0643624217
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-12-15
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Go Daddy Operating Co LLC / GD Finance Co Inc
        N/A
        GO DADDY OPCO/FINCO
        38016LAC9
        
          
          
        
        165000.0000000000
        PA
        USD
        165316.8000000000
        0.0389541495
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-01
          Fixed
          3.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        goeasy Ltd
        5493009DJVZG2P8YV435
        GOEASY LTD
        380355AD9
        
          
          
          
        
        325000.0000000000
        PA
        USD
        337447.5000000000
        0.0795138810
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2024-12-01
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        goeasy Ltd
        5493009DJVZG2P8YV435
        GOEASY LTD
        380355AF4
        
          
          
          
        
        177000.0000000000
        PA
        USD
        182600.2800000000
        0.0430267136
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2026-05-01
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC
        38144GAC5
        
          
          
        
        1435000.0000000000
        PA
        USD
        1492830.5000000000
        0.3517606343
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC
        38144GAG6
        
          
          
        
        148000.0000000000
        PA
        USD
        148707.4400000000
        0.0350404305
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          3.650
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goodyear Tire & Rubber Co/The
        5493002BI0S2ZQUY3437
        GOODYEAR TIRE & RUBBER
        382550BL4
        
          
          
        
        96000.0000000000
        PA
        USD
        101232.0000000000
        0.0238536341
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-07-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Graham Packaging Co Inc
        N/A
        GRAHAM PACKAGING/GPC CAP
        384701AA6
        
          
          
          
        
        108000.0000000000
        PA
        USD
        115635.6000000000
        0.0272476025
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-08-15
          Fixed
          7.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Granite US Holdings Corp
        N/A
        GRANITE US HOLDINGS CORP
        38740TAE1
        
          
        
        294817.7400000000
        PA
        USD
        294817.7400000000
        0.0694688883
        Long
        LON
        CORP
        US
        
        N
        2
        
          2026-09-30
          Floating
          4.087
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Graphic Packaging International LLC
        SO75N4VY5NXGQSK8YQ65
        GRAPHIC PACKAGING INTERN
        38869AAC1
        
          
          
          
        
        88000.0000000000
        PA
        USD
        87772.0800000000
        0.0206820282
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-01
          Fixed
          3.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Great Lakes Dredge & Dock Corp
        549300H65E3MZ1CX0P05
        GREAT LAKES DREDGE&DOCK
        390607AF6
        
          
          
        
        48000.0000000000
        PA
        USD
        49566.7200000000
        0.0116795717
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-06-01
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greystar Real Estate Partners LLC
        254900HGC806SXAS4M46
        GREYSTAR REAL ESTATE PAR
        39807UAB2
        
          
          
          
        
        427000.0000000000
        PA
        USD
        437730.5100000000
        0.1031439014
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-12-01
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Guitar Center Inc
        N/A
        GUITAR CENTER INC
        40204BAA3
        
          
          
          
        
        96000.0000000000
        PA
        USD
        102639.3600000000
        0.0241852550
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-01-15
          Fixed
          8.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCRX Investments Holdco LP
        N/A
        HCRX INVESTMENTS HOLDCO
        40390FAA8
        
          
          
          
        
        108000.0000000000
        PA
        USD
        110313.3600000000
        0.0259935053
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-08-01
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MasTec Inc
        549300TMDIT8WREDOF45
        MASTEC INC
        576323AP4
        
          
          
          
        
        96000.0000000000
        PA
        USD
        101311.6800000000
        0.0238724094
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-08-15
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mattel Inc
        549300VELLG24KHTJ564
        MATTEL INC
        577081BD3
        
          
          
          
        
        830000.0000000000
        PA
        USD
        909049.2000000000
        0.2142022977
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-12-15
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        H&E Equipment Services Inc
        254900KVLRCDMQRYY541
        H&E EQUIPMENT SERVICES
        404030AJ7
        
          
          
        
        443000.0000000000
        PA
        USD
        439956.5900000000
        0.1036684400
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-12-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HB Fuller Co
        JSMX3Z5FOYM8V0Q52357
        H.B. FULLER CO
        40410KAA3
        
          
          
          
        
        144000.0000000000
        PA
        USD
        147522.2400000000
        0.0347611579
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-10-15
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC
        404280AT6
        
          
          
        
        400000.0000000000
        PA
        USD
        444004.0000000000
        0.1046221448
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2049-12-29
          Variable
          6.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC
        404280CP2
        
          
        
        250000.0000000000
        PA
        USD
        252907.5000000000
        0.0595934385
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2099-12-31
          Variable
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Herc Holdings Inc
        549300TP80QLITMSBP82
        HERC HOLDINGS INC
        42704LAA2
        
          
          
          
        
        475000.0000000000
        PA
        USD
        499253.5000000000
        0.1176407689
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-07-15
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Service Properties Trust
        529900IS770AG1K9QG27
        SERVICE PROPERTIES TRUST
        44106MAV4
        
          
          
          
        
        95000.0000000000
        PA
        USD
        96162.8000000000
        0.0226591616
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-02-15
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Howmet Aerospace Inc
        549300HO5WFZUT5N2T22
        HOWMET AEROSPACE INC
        443201AA6
        
          
          
        
        82000.0000000000
        PA
        USD
        95484.9000000000
        0.0224994258
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-05-01
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUB International Ltd
        549300JQT6ATTUNS5E06
        HUB INTERNATIONAL LTD
        44332PAD3
        
          
          
          
        
        410000.0000000000
        PA
        USD
        425301.2000000000
        0.1002151416
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-05-01
          Fixed
          7.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hudbay Minerals Inc
        549300WI524AL577IX21
        HUDBAY MINERALS INC
        443628AJ1
        
          
          
        
        48000.0000000000
        PA
        USD
        48876.4800000000
        0.0115169282
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2026-04-01
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huntington Bancshares Inc/OH
        549300XTVCVV9I7B5T19
        HUNTINGTON BANCSHARES
        446150AV6
        
          
          
        
        1075000.0000000000
        PA
        USD
        1157721.2500000000
        0.2727977230
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.450
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILFC E-Capital Trust II
        N/A
        ILFC E-CAPITAL TRUST II
        44965UAA2
        
          
          
          
        
        300000.0000000000
        PA
        USD
        254055.0000000000
        0.0598638278
        Long
        SN
        CORP
        US
        
        Y
        2
        
          2065-12-21
          Variable
          3.910
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iStar Inc
        QFFLKWYYS3UPWD86E794
        ISTAR INC
        45031UCJ8
        
          
          
          
        
        142000.0000000000
        PA
        USD
        149082.9600000000
        0.0351289156
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-02-15
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mclaren Finance PLC
        213800BKPDWMWX3GSG36
        MCLAREN FINANCE PLC
        58175LAA8
        
          
          
        
        225000.0000000000
        PA
        USD
        228820.5000000000
        0.0539177383
        Long
        DBT
        CORP
        GB
        
        Y
        2
        
          2026-08-01
          Fixed
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercer International Inc
        549300Z5IAG39VRTY874
        MERCER INTL INC
        588056BB6
        
          
          
          
        
        156000.0000000000
        PA
        USD
        159304.0800000000
        0.0375373522
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2029-02-01
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Icahn Enterprises LP / Icahn Enterprises Finance Corp
        N/A
        ICAHN ENTERPRISES/FIN
        451102BZ9
        
          
          
          
        
        430000.0000000000
        PA
        USD
        452923.3000000000
        0.1067238292
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-05-15
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Icahn Enterprises LP / Icahn Enterprises Finance Corp
        N/A
        ICAHN ENTERPRISES/FIN
        451102CC9
        
          
          
          
        
        144000.0000000000
        PA
        USD
        145949.7600000000
        0.0343906292
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2029-02-01
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iHeartCommunications Inc
        54930076J6KDZL504O62
        IHEARTCOMMUNICATIONS INC
        45174UAF5
        
          
        
        159677.5100000000
        PA
        USD
        157781.3400000000
        0.0371785439
        Long
        LON
        CORP
        US
        
        N
        2
        
          2026-05-01
          Floating
          3.091
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Innophos Holdings Inc
        XQ0331QX53IRX25OY417
        INNOPHOS HOLDINGS INC
        45778EAG9
        
          
        
        133312.5000000000
        PA
        USD
        133229.1800000000
        0.0313932365
        Long
        LON
        CORP
        US
        
        N
        2
        
          2027-02-07
          Floating
          3.841
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meredith Corp
        549300YC8BC386CCTS24
        MEREDITH CORP
        58943PAR3
        
          
        
        288505.9300000000
        PA
        USD
        294938.1700000000
        0.0694972656
        Long
        LON
        CORP
        US
        
        N
        2
        
          2025-01-31
          Floating
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meritor Inc
        5LTG829X630QFHTFBO82
        MERITOR INC
        59001KAH3
        
          
          
          
        
        124000.0000000000
        PA
        USD
        126983.4400000000
        0.0299215319
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-12-15
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intelsat Jackson Holdings SA
        8XJ8KF85PBKK1TLMFN29
        INTELSAT JACKSON-DEFAULT
        45824TAY1
        
          
          
          
        
        145000.0000000000
        PA
        USD
        82051.1500000000
        0.0193339864
        Long
        DBT
        CORP
        LU
        
        Y
        2
        
          2025-07-15
          Fixed
          9.750
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Intertape Polymer Group Inc
        549300ESFR3Z1YNR6O65
        INTERTAPE POLYMER GROUP
        460919AB9
        
          
          
          
        
        191000.0000000000
        PA
        USD
        195643.2100000000
        0.0461000627
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2029-06-15
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        StoneX Group Inc
        549300JUF07L8VF02M60
        STONEX GROUP INC
        46116VAE5
        
          
          
          
        
        199000.0000000000
        PA
        USD
        216382.6500000000
        0.0509869662
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-06-15
          Fixed
          8.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iron Mountain Inc
        SQL3F6CKNNBM3SQGHX24
        IRON MOUNTAIN INC
        46284VAE1
        
          
          
          
        
        485000.0000000000
        PA
        USD
        508745.6000000000
        0.1198774241
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-03-15
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jazz Securities DAC
        6354009DV8VV7K6KOO02
        JAZZ SECURITIES DAC
        47216FAA5
        
          
          
        
        200000.0000000000
        PA
        USD
        208826.0000000000
        0.0492063675
        Long
        DBT
        CORP
        IE
        
        Y
        2
        
          2029-01-15
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferies Finance LLC / JFIN Co-Issuer Corp
        N/A
        JEFFERIES FIN LLC / JFIN
        47232MAE2
        
          
          
          
        
        490000.0000000000
        PA
        USD
        528293.5000000000
        0.1244835610
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-06-03
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferies Finance LLC / JFIN Co-Issuer Corp
        N/A
        JEFFERIES FIN LLC / JFIN
        47232MAF9
        
          
          
          
        
        525000.0000000000
        PA
        USD
        537762.7500000000
        0.1267148320
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-08-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JELD-WEN Inc
        549300XWE6NM0N1HFW16
        JELD-WEN INC
        475795AC4
        
          
          
          
        
        290000.0000000000
        PA
        USD
        295846.4000000000
        0.0697112749
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-12-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        METLIFE INC
        59156RCA4
        
          
          
        
        865000.0000000000
        PA
        USD
        907869.4000000000
        0.2139242975
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          3.850
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp
        N/A
        MIDWEST GMNG BOR/MWG FIN
        59833DAB6
        
          
          
          
        
        220000.0000000000
        PA
        USD
        222024.0000000000
        0.0523162563
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-05-01
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mohegan Gaming & Entertainment
        549300UB083Z2NRDHC48
        MOHEGAN GAMING & ENT
        608328BH2
        
          
          
        
        144000.0000000000
        PA
        USD
        149991.8400000000
        0.0353430780
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-01
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Moog Inc
        549300WM2I4U7OBAHG07
        MOOG INC
        615394AM5
        
          
          
          
        
        107000.0000000000
        PA
        USD
        110541.7000000000
        0.0260473098
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-12-15
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Murphy Oil Corp
        QBKYQD0ODE7DC7PDIN91
        MURPHY OIL CORP
        626717AN2
        
          
        
        96000.0000000000
        PA
        USD
        101688.0000000000
        0.0239610829
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-07-15
          Fixed
          6.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR Corp
        549300YKTY8JX1DV2R67
        NCR CORP
        62886EBA5
        
          
          
        
        96000.0000000000
        PA
        USD
        100052.1600000000
        0.0235756245
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-15
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nationwide Financial Services Inc
        5493001H7AZNDS6BKJ36
        NATIONWIDE FINANCIAL SER
        638612AJ0
        
          
          
          
        
        380000.0000000000
        PA
        USD
        469433.0000000000
        0.1106140649
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2087-05-15
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nationstar Mortgage Holdings Inc
        N/A
        NATIONSTAR MTG HLD INC
        63861CAC3
        
          
          
        
        255000.0000000000
        PA
        USD
        259554.3000000000
        0.0611596462
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-08-15
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        NAVIENT CORP
        63938CAL2
        
          
          
          
        
        220000.0000000000
        PA
        USD
        222107.6000000000
        0.0523359553
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-03-15
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        NETFLIX INC
        64110LAV8
        
          
          
        
        500000.0000000000
        PA
        USD
        603355.0000000000
        0.1421705529
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-06-15
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Fortress Energy Inc
        N/A
        NEW FORTRESS ENERGY INC
        644393AA8
        
          
          
          
        
        95000.0000000000
        PA
        USD
        97034.9000000000
        0.0228646574
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-09-15
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Fortress Energy Inc
        N/A
        NEW FORTRESS ENERGY INC
        644393AB6
        
          
          
          
        
        96000.0000000000
        PA
        USD
        97141.4400000000
        0.0228897618
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-09-30
          Fixed
          6.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Gold Inc
        5493005G0GNCHP0H6L96
        NEW GOLD INC
        644532AA1
        
          
          
          
        
        64000.0000000000
        PA
        USD
        66065.2800000000
        0.0155671825
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2025-05-15
          Fixed
          6.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Gold Inc
        5493005G0GNCHP0H6L96
        NEW GOLD INC
        644535AH9
        
          
          
          
        
        50000.0000000000
        PA
        USD
        54045.0000000000
        0.0127348038
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2027-07-15
          Fixed
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newell Brands Inc
        549300LWGYFM1TVO1Z12
        NEWELL BRANDS INC
        651229AW6
        
          
          
          
        
        278000.0000000000
        PA
        USD
        310081.2000000000
        0.0730654683
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-04-01
          Fixed
          4.700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Capital Holdings Inc
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY CAPITAL
        65339KAV2
        
          
          
          
        
        840000.0000000000
        PA
        USD
        947150.4000000000
        0.2231802107
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2077-12-01
          Variable
          4.800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nielsen Finance LLC / Nielsen Finance Co
        N/A
        NIELSEN FINANCE LLC/CO
        65409QBH4
        
          
          
          
        
        218000.0000000000
        PA
        USD
        220190.9000000000
        0.0518843168
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-07-15
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nippon Life Insurance Co
        549300Y0HHMFW3EVWY08
        NIPPON LIFE INSURANCE
        654579AH4
        
          
        
        550000.0000000000
        PA
        USD
        545979.5000000000
        0.1286509723
        Long
        DBT
        CORP
        JP
        
        Y
        2
        
          2051-01-21
          Variable
          2.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mclaren Finance PLC
        213800BKPDWMWX3GSG36
        MCLAREN FIN PLC-DEFAULT
        65489DAA2
        
          
          
          
        
        300000.0000000000
        PA
        USD
        300000.0000000000
        0.0706900015
        Long
        DBT
        CORP
        GB
        
        Y
        2
        
          2022-08-01
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        NORDEA BANK ABP
        65559CAA9
        
          
          
        
        580000.0000000000
        PA
        USD
        669697.0000000000
        0.1578029398
        Long
        DBT
        CORP
        FI
        
        Y
        2
        
          2099-12-31
          Variable
          6.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novelis Corp
        549300G5F3W3B52WYL23
        NOVELIS CORP
        670001AE6
        
          
          
          
        
        172000.0000000000
        PA
        USD
        183413.9200000000
        0.0432184343
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-01-30
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCI NV
        549300NCMRGIBJYUOE57
        OCI NV
        67091GAE3
        
          
          
          
        
        189000.0000000000
        PA
        USD
        196295.4000000000
        0.0462537404
        Long
        DBT
        CORP
        NL
        
        Y
        2
        
          2025-10-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oasis Midstream Partners LP / OMP Finance Corp
        N/A
        OASIS MIDSTREAM PARTNERS
        67421QAA0
        
          
          
          
        
        48000.0000000000
        PA
        USD
        50227.2000000000
        0.0118352028
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-01
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM COR
        674599CW3
        
          
          
        
        432000.0000000000
        PA
        USD
        435551.0400000000
        0.1026303456
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-08-15
          Fixed
          2.900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM COR
        674599CX1
        
          
          
          
        
        590000.0000000000
        PA
        USD
        585752.0000000000
        0.1380226992
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2039-08-15
          Fixed
          4.300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM COR
        674599EB7
        
          
          
        
        94000.0000000000
        PA
        USD
        104290.1800000000
        0.0245742433
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-09-01
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ON Semiconductor Corp
        ZV20P4CNJVT8V1ZGJ064
        ON SEMICONDUCTOR CORP
        682189AQ8
        
          
          
        
        143000.0000000000
        PA
        USD
        148998.8500000000
        0.0351090964
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-09-01
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Open Text Corp
        549300HP7ONDQODZJV16
        OPEN TEXT CORP
        683715AC0
        
          
          
          
        
        129000.0000000000
        PA
        USD
        133530.4800000000
        0.0314642328
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2028-02-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Organon & Co / Organon Foreign Debt Co-Issuer BV
        N/A
        ORGANON & CO/ORG
        68622TAA9
        
          
          
        
        200000.0000000000
        PA
        USD
        205378.0000000000
        0.0483939038
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-04-30
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Organon & Co / Organon Foreign Debt Co-Issuer BV
        N/A
        ORGANON & CO/ORG
        68622TAB7
        
          
          
          
        
        350000.0000000000
        PA
        USD
        360955.0000000000
        0.0850530317
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-04-30
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owens-Brockway Glass Container Inc
        V2UQUCDZJ9WY98W8QU33
        OWENS-BROCKWAY
        69073TAT0
        
          
          
          
        
        95000.0000000000
        PA
        USD
        103044.6000000000
        0.0242807431
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-05-13
          Fixed
          6.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PBF Holding Co LLC / PBF Finance Corp
        N/A
        PBF HOLDING CO LLC
        69318FAG3
        
          
          
          
        
        94000.0000000000
        PA
        USD
        56802.3200000000
        0.0133845203
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-06-15
          Fixed
          7.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL Capital Funding Inc
        549300MROK5WY0D2NU17
        PPL CAPITAL FUNDING INC
        69352PAC7
        
          
          
          
        
        258000.0000000000
        PA
        USD
        252976.7400000000
        0.0596097538
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2067-03-30
          Variable
          2.812
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHH Mortgage Corp
        PAOOWF3GUFM46FBSP561
        PHH MORTGAGE CORP
        69356NAA2
        
          
          
          
        
        117000.0000000000
        PA
        USD
        120259.6200000000
        0.0283371757
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-03-15
          Fixed
          7.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PTC Inc
        54930050SSMU8SKDJ030
        PTC INC
        69370CAC4
        
          
          
          
        
        118000.0000000000
        PA
        USD
        122279.8600000000
        0.0288132116
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-02-15
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Padagis LLC
        N/A
        PADAGIS LLC
        69526PAC8
        
          
        
        220000.0000000000
        PA
        USD
        220687.5000000000
        0.0520013324
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-07-06
          Floating
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Par Petroleum LLC / Par Petroleum Finance Corp
        N/A
        PAR PETRO LLC / FIN CORP
        69889MAA0
        
          
          
          
        
        134000.0000000000
        PA
        USD
        133149.1000000000
        0.0313743669
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-12-15
          Fixed
          7.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Par Petroleum LLC
        984500CCF05C2FB39F45
        PAR PETROLEUM LLC
        69889PAB1
        
          
        
        198026.3100000000
        PA
        USD
        197037.1700000000
        0.0464285262
        Long
        LON
        CORP
        US
        
        N
        2
        
          2026-01-12
          Floating
          6.879
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
        N/A
        PARK INTERMED HOLDINGS
        70052LAA1
        
          
          
          
        
        113000.0000000000
        PA
        USD
        122565.4500000000
        0.0288805062
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-06-01
          Fixed
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
        N/A
        PARK INTERMED HOLDINGS
        70052LAB9
        
          
          
          
        
        98000.0000000000
        PA
        USD
        104622.8400000000
        0.0246526291
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-10-01
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Park-Ohio Industries Inc
        5493006LQUO5SLMNYM18
        PARK-OHIO INDUSTRIES INC
        700677AR8
        
          
          
          
        
        225000.0000000000
        PA
        USD
        228978.0000000000
        0.0539548506
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-04-15
          Fixed
          6.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Patrick Industries Inc
        549300FZ5ZTCCJ3Z5W14
        PATRICK INDUSTRIES INC
        703343AC7
        
          
          
          
        
        275000.0000000000
        PA
        USD
        299252.2500000000
        0.0705138067
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-10-15
          Fixed
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Patrick Industries Inc
        549300FZ5ZTCCJ3Z5W14
        PATRICK INDUSTRIES INC
        703343AD5
        
          
          
          
        
        96000.0000000000
        PA
        USD
        98040.0000000000
        0.0231014925
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-05-01
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Peloton Interactive Inc
        5493002YS021166W0339
        PELOTON INTERACTIVE INC
        70614WAA8
        
          
        
        85000.0000000000
        PA
        USD
        80432.9500000000
        0.0189526845
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-15
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              PELOTON INTERACTIVE INC
              PELOTON INTERACTIVE INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Peninsula Pacific Entertainment LLC / Peninsula Pacific Entertainment Finance In
        N/A
        PENINSULA PACIFIC ENTERT
        70715XAA4
        
          
          
          
        
        235000.0000000000
        PA
        USD
        255177.1000000000
        0.0601282320
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-11-15
          Fixed
          8.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penn National Gaming Inc
        N/A
        PENN NATIONAL GA
        707569AV1
        
          
          
          
        
        93000.0000000000
        PA
        USD
        91712.8800000000
        0.0216106121
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-07-01
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Performance Food Group Inc
        549300OMUOGBYK0FFO76
        PERFORMANCE FOOD GROUP I
        71376LAE0
        
          
          
        
        191000.0000000000
        PA
        USD
        194378.7900000000
        0.0458021232
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-08-01
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PetSmart Inc
        N/A
        PETSMART INC
        71677HAL9
        
          
          
        
        385000.0000000000
        PA
        USD
        385336.8800000000
        0.0907982154
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-02-12
          Floating
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Picasso Finance Sub Inc
        N/A
        PICASSO FINANCE SUB INC
        71953LAA9
        
          
          
          
        
        47000.0000000000
        PA
        USD
        49863.2400000000
        0.0117494417
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-06-15
          Fixed
          6.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plains All American Pipeline LP
        5521FA2ITF25TVH63740
        PLAINS ALL AMERICAN PIPE
        726503AE5
        
          
          
          
        
        790000.0000000000
        PA
        USD
        708448.3000000000
        0.1669340380
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          6.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Playtika Holding Corp
        254900E35Z4TKA4UFG64
        PLAYTIKA HOLDING CORP
        72815LAA5
        
          
          
          
        
        96000.0000000000
        PA
        USD
        95850.2400000000
        0.0225855120
        Long
        DBT
        CORP
        IL
        
        Y
        2
        
          2029-03-15
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prestige Brands Inc
        549300JBVP4J6D42I235
        PRESTIGE BRANDS INC
        74112BAM7
        
          
          
          
        
        182000.0000000000
        PA
        USD
        180695.0600000000
        0.0425777802
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-04-01
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prospect Capital Corp
        549300FSD8T39P5Q0O47
        PROSPECT CAPITAL CORP
        74348TAU6
        
          
          
        
        220000.0000000000
        PA
        USD
        228540.4000000000
        0.0538517374
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-01-22
          Fixed
          3.706
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FINANCIAL INC
        744320BH4
        
          
          
        
        376000.0000000000
        PA
        USD
        397593.6800000000
        0.0936863261
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2050-10-01
          Variable
          3.700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QVC Inc
        549300WBLU5NKPX5X472
        QVC INC
        747262AZ6
        
          
          
          
        
        185000.0000000000
        PA
        USD
        190218.8500000000
        0.0448219026
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-09-01
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quicken Loans LLC / Quicken Loans Co-Issuer Inc
        N/A
        QUICKEN LOANS LLC/QUICKN
        74841CAA9
        
          
          
        
        85000.0000000000
        PA
        USD
        85674.0500000000
        0.0201876624
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-01
          Fixed
          3.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RHP Hotel Properties LP / RHP Finance Corp
        N/A
        RHP HOTEL PPTY/RHP FINAN
        749571AG0
        
          
          
        
        220000.0000000000
        PA
        USD
        222508.0000000000
        0.0524303029
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-02-15
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RLJ Lodging Trust LP
        549300RX5I8Z6I6LDZ74
        RLJ LODGING TRUST LP
        74965LAA9
        
          
          
        
        144000.0000000000
        PA
        USD
        146073.6000000000
        0.0344198100
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-07-01
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Range Resources Corp
        H3Y3WLYCX0BTO1TRW162
        RANGE RESOURCES CORP
        75281ABH1
        
          
          
          
        
        72000.0000000000
        PA
        USD
        79810.5600000000
        0.0188060287
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-01-15
          Fixed
          8.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rent-A-Center Inc/TX
        529900QUHE15UQNCCJ63
        RENT-A-CENTER INC
        76009WAV2
        
          
        
        219737.2500000000
        PA
        USD
        220835.9400000000
        0.0520363098
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-02-17
          Floating
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
        N/A
        REYNOLDS GRP ISS/REYNOLD
        76174LAA1
        
          
          
        
        225000.0000000000
        PA
        USD
        225049.5000000000
        0.0530291650
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-10-15
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rite Aid Corp
        529900W353T1JY1DKT44
        RITE AID CORP
        767754CL6
        
          
          
          
        
        473000.0000000000
        PA
        USD
        475379.1900000000
        0.1120151855
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-11-15
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN CRUISES
        780153AY8
        
          
          
          
        
        51000.0000000000
        PA
        USD
        57969.6600000000
        0.0136595845
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2023-06-01
          Fixed
          10.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN CRUISES
        780153AZ5
        
          
          
          
        
        100000.0000000000
        PA
        USD
        114576.0000000000
        0.0269979254
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-06-01
          Fixed
          11.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Corp
        N/A
        SLM CORP
        78442PGD2
        
          
          
          
        
        116000.0000000000
        PA
        USD
        125705.7200000000
        0.0296204585
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-10-29
          Fixed
          4.200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVB Financial Group
        549300D2KJ20JMXE7542
        SVB FINANCIAL GROUP
        78486QAJ0
        
          
          
        
        875000.0000000000
        PA
        USD
        909842.5000000000
        0.2143892257
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        CHARLES SCHWAB CORP
        808513BD6
        
          
          
        
        400000.0000000000
        PA
        USD
        446752.0000000000
        0.1052696652
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scientific Games International Inc
        RLTHESQ0RNFQJWPBJN60
        SCIENTIFIC GAMES INTERNATIO
        80875AAP6
        
          
        
        679465.6300000000
        PA
        USD
        670360.7900000000
        0.1579593509
        Long
        LON
        CORP
        US
        
        N
        2
        
          2024-08-14
          Floating
          2.841
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scripps Escrow Inc
        N/A
        SCRIPPS ESCROW INC
        81104PAA7
        
          
          
          
        
        300000.0000000000
        PA
        USD
        310803.0000000000
        0.0732355485
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-07-15
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scripps Escrow II Inc
        N/A
        SCRIPPS ESCROW II INC
        81105DAA3
        
          
          
          
        
        95000.0000000000
        PA
        USD
        95133.9500000000
        0.0224167302
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-01-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        SEMPRA ENERGY
        816851BK4
        
          
          
        
        375000.0000000000
        PA
        USD
        410137.5000000000
        0.0966420683
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies Inc
        5493002MMDDCUNV7NY90
        SENSATA TECHNOLOGIES INC
        81728UAB0
        
          
          
          
        
        98000.0000000000
        PA
        USD
        98980.9800000000
        0.0233232188
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-02-15
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shift4 Payments LLC / Shift4 Payments Finance Sub Inc
        N/A
        SHIFT4 PAYMENTS LLC/FIN
        82453AAA5
        
          
          
          
        
        96000.0000000000
        PA
        USD
        100108.8000000000
        0.0235889707
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-11-01
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Silgan Holdings Inc
        KAF673KJXD92C8KSLU49
        SILGAN HOLDINGS INC
        827048AV1
        
          
          
          
        
        80000.0000000000
        PA
        USD
        83132.8000000000
        0.0195888592
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-02-01
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sinclair Television Group Inc
        549300CQGEN0CH65UD62
        SINCLAIR TELEVISION GROU
        829259BA7
        
          
          
        
        96000.0000000000
        PA
        USD
        93195.8400000000
        0.0219600469
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-12-01
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sirius XM Radio Inc
        WP5O65E6BMU84LNO4227
        SIRIUS XM RADIO INC
        82967NBJ6
        
          
          
        
        140000.0000000000
        PA
        USD
        144480.0000000000
        0.0340443047
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-07-15
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc / SkyMiles IP Ltd
        N/A
        DELTA AIR LINES/SKYMILES
        830867AA5
        
          
          
        
        24000.0000000000
        PA
        USD
        25852.8000000000
        0.0060917816
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-10-20
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc / SkyMiles IP Ltd
        N/A
        DELTA AIR LINES/SKYMILES
        830867AB3
        
          
          
        
        48000.0000000000
        PA
        USD
        53803.6800000000
        0.0126779407
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-10-20
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Co/The
        549300FC3G3YU2FBZD92
        SOUTHERN CO
        842587DF1
        
          
          
        
        753000.0000000000
        PA
        USD
        799550.4600000000
        0.1884007441
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2051-01-15
          Variable
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Co/The
        549300FC3G3YU2FBZD92
        SOUTHERN CO
        842587DJ3
        
          
          
        
        280000.0000000000
        PA
        USD
        286591.2000000000
        0.0675304412
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2051-09-15
          Variable
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spanish Broadcasting System Inc
        5493005DKYB1X4C9LH64
        SPANISH BROADCASTING SYS
        846425AQ9
        
          
          
          
        
        145000.0000000000
        PA
        USD
        147978.3000000000
        0.0348686208
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-03-01
          Fixed
          9.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Speedway Motorsports LLC / Speedway Funding II Inc
        N/A
        SPEEDWAY MOT/SPEEDWAY FD
        84779MAA2
        
          
          
          
        
        505000.0000000000
        PA
        USD
        516690.7500000000
        0.1217495663
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-11-01
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
        N/A
        SPIRIT LOYALTY KY LTD/IP
        84859BAA9
        
          
          
          
        
        69000.0000000000
        PA
        USD
        77842.3500000000
        0.0183422528
        Long
        DBT
        CORP
        KY
        
        Y
        2
        
          2025-09-20
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp
        549300ZTTY7CXOLJ6539
        SPRINT CORP
        85207UAH8
        
          
          
          
        
        480000.0000000000
        PA
        USD
        552777.6000000000
        0.1302528313
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-06-15
          Fixed
          7.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Industries Inc/NJ
        54930064UHXCIUWVI755
        STANDARD INDUSTRIES INC
        853496AC1
        
          
          
          
        
        195000.0000000000
        PA
        USD
        202033.6500000000
        0.0476058634
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-02-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stanley Black & Decker Inc
        549300DJ09SMTO561131
        STANLEY BLACK & DECKER I
        854502AM3
        
          
          
        
        315000.0000000000
        PA
        USD
        337998.1500000000
        0.0796436325
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2060-03-15
          Variable
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Station Casinos LLC
        5493004E7Q60TX54WL62
        STATION CASINOS LLC
        857691AF6
        
          
          
          
        
        264000.0000000000
        PA
        USD
        267677.5200000000
        0.0630737476
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-10-01
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Station Casinos LLC
        5493004E7Q60TX54WL62
        STATION CASINOS LLC
        857691AG4
        
          
          
          
        
        450000.0000000000
        PA
        USD
        454297.5000000000
        0.1070476365
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-02-15
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stericycle Inc
        B8PTJH2P0AXSWSMP2136
        STERICYCLE INC
        858912AG3
        
          
          
          
        
        96000.0000000000
        PA
        USD
        97442.8800000000
        0.0229607911
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-01-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STL Holding Co LLC
        984500BC2I63E7F48656
        STL HOLDING CO LLC
        861036AA9
        
          
          
          
        
        145000.0000000000
        PA
        USD
        153017.0500000000
        0.0360559183
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-15
          Fixed
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TKC Holdings Inc
        N/A
        TKC HOLDINGS INC
        87256FAH7
        
          
        
        221800.0000000000
        PA
        USD
        219513.2400000000
        0.0517246376
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-05-15
          Floating
          6.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TTM Technologies Inc
        549300SC4BDOIS008048
        TTM TECHNOLOGIES INC
        87305RAK5
        
          
          
          
        
        220000.0000000000
        PA
        USD
        221647.8000000000
        0.0522276111
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-01
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taylor Morrison Communities Inc
        549300O1Z08HI2MRK572
        TAYLOR MORRISON COMM
        87724RAB8
        
          
          
          
        
        270000.0000000000
        PA
        USD
        305691.3000000000
        0.0720310615
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-01-15
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Team Health Holdings Inc
        549300PVTQ4UDTTMQT11
        TEAM HEALTH HOLDINGS INC
        87817JAE8
        
          
        
        826021.2800000000
        PA
        USD
        801628.8700000000
        0.1888904868
        Long
        LON
        CORP
        US
        
        N
        2
        
          2024-02-06
          Floating
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE CORP
        88033GAV2
        
          
          
          
        
        835000.0000000000
        PA
        USD
        957636.4500000000
        0.2256510737
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2031-11-15
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE CORP
        88033GDA5
        
          
          
          
        
        480000.0000000000
        PA
        USD
        504427.2000000000
        0.1188598651
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-11-01
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Teva Pharmaceutical Finance Netherlands III BV
        5493004T21MOAFINJP35
        TEVA PHARMACEUTICALS NE
        88167AAD3
        
          
          
          
        
        1015000.0000000000
        PA
        USD
        1007052.5500000000
        0.2372951543
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2023-07-21
          Fixed
          2.800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC
        893647BE6
        
          
          
          
        
        465000.0000000000
        PA
        USD
        488608.0500000000
        0.1151323460
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-03-15
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC
        893647BH9
        
          
          
          
        
        655000.0000000000
        PA
        USD
        694928.8000000000
        0.1637483931
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-03-15
          Fixed
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trinseo Materials Operating SCA / Trinseo Materials Finance Inc
        N/A
        TRINSEO OP / TRINSEO FIN
        89668QAF5
        
          
          
          
        
        96000.0000000000
        PA
        USD
        97982.4000000000
        0.0230879200
        Long
        DBT
        CORP
        LU
        
        Y
        2
        
          2029-04-01
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tronox Inc
        549300EPZ4YXC7E5P181
        TRONOX INC
        897051AC2
        
          
          
        
        96000.0000000000
        PA
        USD
        97800.0000000000
        0.0230449405
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        TRUIST FINANCIAL CORP
        89832QAE9
        
          
          
        
        375000.0000000000
        PA
        USD
        413392.5000000000
        0.0974090548
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.950
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twilio Inc
        5493004W8TRGD63APX93
        TWILIO INC
        90138FAC6
        
          
          
          
        
        130000.0000000000
        PA
        USD
        133718.0000000000
        0.0315084187
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2029-03-15
          Fixed
          3.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bally's Corp
        549300NS4D5IK406VT62
        BALLY'S CORP
        90171VAA3
        
          
          
          
        
        610000.0000000000
        PA
        USD
        659940.7000000000
        0.1555040303
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-06-01
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS GROUP AG
        90352JAF0
        
          
          
        
        575000.0000000000
        PA
        USD
        633931.7500000000
        0.1493754546
        Long
        DBT
        CORP
        CH
        
        Y
        2
        
          2099-12-31
          Variable
          7.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Airlines 2019-2 Class B Pass Through Trust
        N/A
        UNITED AIR 2019-2 B PTT
        90932KAA7
        
          
          
          
        
        106598.5800000000
        PA
        USD
        105678.6300000000
        0.0249014084
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2029-11-01
          Fixed
          3.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Airlines 2014-2 Class B Pass Through Trust
        N/A
        UNITED AIR 2014-2 B PTT
        90932QAB2
        
          
          
          
        
        178810.8300000000
        PA
        USD
        183161.3000000000
        0.0431589086
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-03-03
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Airlines Inc
        K1OQBWM7XEOO08LDNP29
        UNITED AIRLINES INC
        90932RAJ3
        
          
        
        249375.0000000000
        PA
        USD
        250139.3300000000
        0.0589411654
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-04-21
          Floating
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Natural Foods Inc
        549300GKGW6WPZ282D40
        UNITED NATURAL FOODS INC
        911163AA1
        
          
          
          
        
        210000.0000000000
        PA
        USD
        227081.4000000000
        0.0535079484
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-10-15
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Natural Foods Inc
        549300GKGW6WPZ282D40
        UNITED NATURAL FOODS INC
        91116KAB1
        
          
        
        99021.8900000000
        PA
        USD
        98836.2200000000
        0.0232891085
        Long
        LON
        CORP
        US
        
        N
        2
        
          2025-10-22
          Floating
          3.591
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Rentals North America Inc
        NGIZXNT70J2LYT3FBI09
        UNITED RENTALS NORTH AM
        911363AM1
        
          
          
        
        48000.0000000000
        PA
        USD
        49458.7200000000
        0.0116541233
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2031-02-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Wholesale Mortgage LLC
        549300HW662MN1WU8550
        UNITED WHOLESALE MTGE LL
        91153LAA5
        
          
          
          
        
        143000.0000000000
        PA
        USD
        147511.6500000000
        0.0347586625
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-11-15
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Cellular Corp
        N/A
        US CELLULAR CORP
        911684AD0
        
          
          
          
        
        265000.0000000000
        PA
        USD
        330123.7500000000
        0.0777881613
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2033-12-15
          Fixed
          6.700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Wholesale Mortgage LLC
        549300HW662MN1WU8550
        UNITED WHOLESALE MTGE LL
        913229AA8
        
          
          
          
        
        96000.0000000000
        PA
        USD
        95633.2800000000
        0.0225343890
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-15
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Univar Solutions USA Inc/Washington
        5493008FTB9VZW6CVA82
        UNIVAR SOLUTIONS USA INC
        91337CAA4
        
          
          
          
        
        500000.0000000000
        PA
        USD
        524505.0000000000
        0.1235908641
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-12-01
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VFH Parent LLC
        549300FRO9M476YHHY64
        VFH PARENT LLC
        91820UAQ3
        
          
        
        612133.4900000000
        PA
        USD
        608524.9600000000
        0.1433887678
        Long
        LON
        CORP
        US
        
        N
        2
        
          2026-03-01
          Floating
          3.091
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOC Escrow Ltd
        N/A
        VOC ESCROW LTD
        91832VAA2
        
          
          
          
        
        280000.0000000000
        PA
        USD
        278160.4000000000
        0.0655438637
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-02-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valvoline Inc
        549300CMHPBEY6VPOT75
        VALVOLINE INC
        92047WAG6
        
          
          
          
        
        97000.0000000000
        PA
        USD
        96697.3600000000
        0.0227851217
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-06-15
          Fixed
          3.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vector Group Ltd
        549300TUIF4WWN6NDN50
        VECTOR GROUP LTD
        92240MBJ6
        
          
          
          
        
        117000.0000000000
        PA
        USD
        124506.7200000000
        0.0293379341
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-11-01
          Fixed
          10.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vector Group Ltd
        549300TUIF4WWN6NDN50
        VECTOR GROUP LTD
        92240MBL1
        
          
          
          
        
        295000.0000000000
        PA
        USD
        300622.7000000000
        0.0708367304
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-02-01
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture Global Calcasieu Pass LLC
        549300GKHS6RS20NLH85
        VENTURE GLOBAL CALCASIEU
        92328MAA1
        
          
          
        
        45000.0000000000
        PA
        USD
        46003.5000000000
        0.0108399583
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-08-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture Global Calcasieu Pass LLC
        549300GKHS6RS20NLH85
        VENTURE GLOBAL CALCASIEU
        92328MAB9
        
          
          
        
        45000.0000000000
        PA
        USD
        46422.0000000000
        0.0109385708
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-08-15
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viking Cruises Ltd
        549300IJP90T4MV2GL84
        VIKING CRUISES LTD
        92676XAE7
        
          
          
          
        
        50000.0000000000
        PA
        USD
        58035.5000000000
        0.0136750986
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-05-15
          Fixed
          13.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vine Energy Holdings LLC
        254900PNIMG4CPJH6R25
        VINE ENERGY HOLDINGS LLC
        92735LAA0
        
          
          
        
        94000.0000000000
        PA
        USD
        98251.6200000000
        0.0231513572
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-15
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viper Energy Partners LP
        5299009LINL232255G03
        VIPER ENERGY PARTNERS LP
        92763MAA3
        
          
          
          
        
        280000.0000000000
        PA
        USD
        293795.6000000000
        0.0692280380
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-11-01
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vista Outdoor Inc
        549300QI2D33ESTJLN81
        VISTA OUTDOOR INC
        928377AC4
        
          
          
          
        
        220000.0000000000
        PA
        USD
        224587.0000000000
        0.0529201846
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-15
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        VODAFONE GROUP PLC
        92857WBQ2
        
          
          
          
        
        395000.0000000000
        PA
        USD
        489361.5500000000
        0.1153098957
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2079-04-04
          Variable
          7.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        W&T Offshore Inc
        549300Q7EOY2YIO3YK85
        W & T OFFSHORE INC
        92922PAL0
        
          
          
          
        
        290000.0000000000
        PA
        USD
        279304.8000000000
        0.0658135224
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2023-11-01
          Fixed
          9.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WW International Inc
        SGT8R1MU6ESIC7UJC518
        WW INTERNATIONAL INC
        92941PAC7
        
          
        
        335000.0000000000
        PA
        USD
        334686.7800000000
        0.0788633633
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-04-13
          Floating
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AP Core Holdings II LLC
        N/A
        AP CORE HOLDINGS II LLC
        938QVBII4
        
          
        
        115000.0000000000
        PA
        USD
        114641.2000000000
        0.0270132887
        Long
        LON
        CORP
        US
        
        N
        2
        
          2027-07-21
          Floating
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Directv Financing LLC
        N/A
        DIRECTV FINANCING LLC
        938QVWII8
        
          
        
        530000.0000000000
        PA
        USD
        529605.1500000000
        0.1247926295
        Long
        LON
        CORP
        US
        
        N
        2
        
          2027-07-21
          Floating
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Canada
        4B4HI3CGXMBDC0G6BM51
        AIR CANADA
        938RNHII8
        
          
        
        50000.0000000000
        PA
        USD
        50146.0000000000
        0.0118160694
        Long
        LON
        CORP
        CA
        
        N
        2
        
          2028-07-28
          Floating
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Waste Pro USA Inc
        549300BY1QXU5BI3UF28
        WASTE PRO USA INC
        94107JAA1
        
          
          
          
        
        280000.0000000000
        PA
        USD
        286003.2000000000
        0.0673918888
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-15
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petco Animal Supplies Inc
        EQFF4O0CK09VES3JAH16
        PETCO ANIMAL SUPPLIES IN
        71579UAF2
        
          
        
        339150.0000000000
        PA
        USD
        338063.0200000000
        0.0796589180
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-03-03
          Floating
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BW Gas & Convenience Holdings LLC
        N/A
        BW GAS & CONVENIENCE HOL
        942MRPII1
        
          
        
        191100.0000000000
        PA
        USD
        191577.7500000000
        0.0451421048
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-03-17
          Floating
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO & COMPANY
        949746TD3
        
          
          
        
        1870000.0000000000
        PA
        USD
        1942948.7000000000
        0.4578234885
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          3.900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO Distribution Inc
        549300I2CEZJG9N4AH67
        WESCO DISTRIBUTION INC
        95081QAN4
        
          
          
        
        93000.0000000000
        PA
        USD
        100315.3800000000
        0.0236376479
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-06-15
          Fixed
          7.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO Distribution Inc
        549300I2CEZJG9N4AH67
        WESCO DISTRIBUTION INC
        95081QAP9
        
          
          
        
        45000.0000000000
        PA
        USD
        50170.9500000000
        0.0118219484
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-06-15
          Fixed
          7.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XHR LP
        549300M88BPT83ZL2164
        XHR LP
        98372MAA3
        
          
          
          
        
        208000.0000000000
        PA
        USD
        221890.2400000000
        0.0522847380
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-08-15
          Fixed
          6.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XHR LP
        549300M88BPT83ZL2164
        XHR LP
        98372MAC9
        
          
          
          
        
        96000.0000000000
        PA
        USD
        98332.8000000000
        0.0231704859
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-06-01
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZoomInfo Technologies LLC/ZoomInfo Finance Corp
        N/A
        ZI TECH LLC/ZI FIN CORP
        98981BAA0
        
          
          
          
        
        220000.0000000000
        PA
        USD
        220426.8000000000
        0.0519399028
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-02-01
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        QZ3177313
        
          
          
        
        600000.0000000000
        PA
        USD
        623004.0000000000
        0.1468005123
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2049-12-29
          Variable
          7.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        N/A
        
          
        
        42.0000000000
        NC
        USD
        352380.0000000000
        0.0830324758
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Amazon.com Inc
                Amazon.com Inc
                
                  
                  
                  
                  
                
              
            
            100
            3500.000000000000
            USD
            2021-10-15
            XXXX
            -192477.3600000000
          
        
        
          N
          N
          N
        
      
      
        iShares 20+ Year Treasury Bond ETF
        549300WWURKS1JGBZU59
        iShares 20+ Year Treasury Bond ETF
        N/A
        
          
        
        -2665.0000000000
        NC
        USD
        -61295.0000000000
        -0.0144431455
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                iShares 20+ Year Treasury Bond ETF
                iShares 20+ Year Treasury Bond ETF
                
                  
                  
                  
                  
                
              
            
            100
            130.000000000000
            USD
            2021-09-17
            XXXX
            175990.5700000000
          
        
        
          N
          N
          N
        
      
      
        iShares 20+ Year Treasury Bond ETF
        549300WWURKS1JGBZU59
        iShares 20+ Year Treasury Bond ETF
        N/A
        
          
        
        -5325.0000000000
        NC
        USD
        -1605487.5000000000
        -0.3783063793
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                iShares 20+ Year Treasury Bond ETF
                iShares 20+ Year Treasury Bond ETF
                
                  
                  
                  
                  
                
              
            
            100
            150.000000000000
            USD
            2021-09-17
            XXXX
            -950312.4900000000
          
        
        
          N
          N
          N
        
      
      
        iShares 20+ Year Treasury Bond ETF
        549300WWURKS1JGBZU59
        iShares 20+ Year Treasury Bond ETF
        N/A
        
          
        
        5325.0000000000
        NC
        USD
        63900.0000000000
        0.0150569703
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                iShares 20+ Year Treasury Bond ETF
                iShares 20+ Year Treasury Bond ETF
                
                  
                  
                  
                  
                
              
            
            100
            140.000000000000
            USD
            2021-08-20
            XXXX
            -1331711.1500000000
          
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        N/A
        
          
        
        30.0000000000
        NC
        USD
        60.0000000000
        0.0000141380
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Amazon.com Inc
                Amazon.com Inc
                
                  
                  
                  
                  
                
              
            
            100
            3800.000000000000
            USD
            2021-07-30
            XXXX
            -96284.2500000000
          
        
        
          N
          N
          N
        
      
      
        Vanguard S&P 500 ETF
        549300D8V8ZP5GRJOC71
        Vanguard S&P 500 ETF
        N/A
        
          
        
        -465.0000000000
        NC
        USD
        -920700.0000000000
        -0.2169476146
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Vanguard S&P 500 ETF
                Vanguard S&P 500 ETF
                
                  
                  
                  
                  
                
              
            
            100
            385.000000000000
            USD
            2021-08-20
            XXXX
            -517960.9100000000
          
        
        
          N
          N
          N
        
      
      
        Lemonade Inc
        5493009BKR06OXXU6853
        Lemonade Inc
        N/A
        
          
        
        -580.0000000000
        NC
        USD
        -1450.0000000000
        -0.0003416683
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Lemonade Inc
                Lemonade Inc
                
                  
                  
                  
                  
                
              
            
            100
            130.000000000000
            USD
            2021-07-30
            XXXX
            171368.9800000000
          
        
        
          N
          N
          N
        
      
      
        Vanguard S&P 500 ETF
        549300D8V8ZP5GRJOC71
        Vanguard S&P 500 ETF
        N/A
        
          
        
        -3650.0000000000
        NC
        USD
        -146000.0000000000
        -0.0344024674
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Vanguard S&P 500 ETF
                Vanguard S&P 500 ETF
                
                  
                  
                  
                  
                
              
            
            100
            350.000000000000
            USD
            2021-08-20
            XXXX
            364870.6900000000
          
        
        
          N
          N
          N
        
      
      
        United Airlines Holdings Inc
        98450079DA0B78DD6764
        United Airlines Holdings Inc
        N/A
        
          
        
        -1320.0000000000
        NC
        USD
        -1320.0000000000
        -0.0003110360
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                United Airlines Holdings Inc
                United Airlines Holdings Inc
                
                  
                  
                  
                  
                
              
            
            100
            45.000000000000
            USD
            2021-07-30
            XXXX
            54073.9100000000
          
        
        
          N
          N
          N
        
      
      
        SPDR S&P 500 ETF Trust
        549300NZAMSJ8FXPQQ63
        SPDR S&P 500 ETF Trust
        N/A
        
          
        
        1200.0000000000
        NC
        USD
        7800.0000000000
        0.0018379400
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                SPDR S&P 500 ETF Trust
                SPDR S&P 500 ETF Trust
                
                  
                  
                  
                  
                
              
            
            100
            432.000000000000
            USD
            2021-07-30
            XXXX
            -409131.1200000000
          
        
        
          N
          N
          N
        
      
      
        SPDR S&P 500 ETF Trust
        549300NZAMSJ8FXPQQ63
        SPDR S&P 500 ETF Trust
        N/A
        
          
        
        -2400.0000000000
        NC
        USD
        -3600.0000000000
        -0.0008482800
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                SPDR S&P 500 ETF Trust
                SPDR S&P 500 ETF Trust
                
                  
                  
                  
                  
                
              
            
            100
            422.000000000000
            USD
            2021-07-30
            XXXX
            425999.4600000000
          
        
        
          N
          N
          N
        
      
      
        Invesco QQQ Trust Series 1
        549300VY6FEJBCIMET58
        Invesco QQQ Trust Series 1
        N/A
        
          
        
        -560.0000000000
        NC
        USD
        -840.0000000000
        -0.0001979320
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Invesco QQQ Trust Series 1
                Invesco QQQ Trust Series 1
                
                  
                  
                  
                  
                
              
            
            100
            345.000000000000
            USD
            2021-07-30
            XXXX
            86280.8600000000
          
        
        
          N
          N
          N
        
      
      
        Facebook Inc
        BQ4BKCS1HXDV9HN80Z93
        Facebook Inc
        N/A
        
          
        
        -200.0000000000
        NC
        USD
        -62000.0000000000
        -0.0146092670
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Facebook Inc
                Facebook Inc
                
                  
                  
                  
                  
                
              
            
            100
            370.000000000000
            USD
            2021-08-20
            XXXX
            23811.0200000000
          
        
        
          N
          N
          N
        
      
      
        Peloton Interactive Inc
        5493002YS021166W0339
        Peloton Interactive Inc
        N/A
        
          
        
        -430.0000000000
        NC
        USD
        -35475.0000000000
        -0.0083590927
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Peloton Interactive Inc
                Peloton Interactive Inc
                
                  
                  
                  
                  
                
              
            
            100
            126.000000000000
            USD
            2021-08-06
            XXXX
            9659.8300000000
          
        
        
          N
          N
          N
        
      
      
        Peloton Interactive Inc
        5493002YS021166W0339
        Peloton Interactive Inc
        N/A
        
          
        
        -430.0000000000
        NC
        USD
        -87935.0000000000
        -0.0207204176
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Peloton Interactive Inc
                Peloton Interactive Inc
                
                  
                  
                  
                  
                
              
            
            100
            130.000000000000
            USD
            2021-08-20
            XXXX
            -17430.3000000000
          
        
        
          N
          N
          N
        
      
      
        Facebook Inc
        BQ4BKCS1HXDV9HN80Z93
        Facebook Inc
        N/A
        
          
        
        200.0000000000
        NC
        USD
        127500.0000000000
        0.0300432506
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Facebook Inc
                Facebook Inc
                
                  
                  
                  
                  
                
              
            
            100
            350.000000000000
            USD
            2021-07-30
            XXXX
            -26595.7400000000
          
        
        
          N
          N
          N
        
      
      
        Energy Select Sector SPDR Fund
        54930064FLK0RD4TRU75
        Energy Select Sector SPDR Fund
        N/A
        
          
        
        -3800.0000000000
        NC
        USD
        -117800.0000000000
        -0.0277576073
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Energy Select Sector SPDR Fund
                Energy Select Sector SPDR Fund
                
                  
                  
                  
                  
                
              
            
            100
            45.000000000000
            USD
            2021-08-20
            XXXX
            41798.7800000000
          
        
        
          N
          N
          N
        
      
      
        iShares 20+ Year Treasury Bond ETF
        549300WWURKS1JGBZU59
        iShares 20+ Year Treasury Bond ETF
        N/A
        
          
        
        -1330.0000000000
        NC
        USD
        -7315.0000000000
        -0.0017236579
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                iShares 20+ Year Treasury Bond ETF
                iShares 20+ Year Treasury Bond ETF
                
                  
                  
                  
                  
                
              
            
            100
            151.000000000000
            USD
            2021-07-30
            XXXX
            72438.4200000000
          
        
        
          N
          N
          N
        
      
      
        Peloton Interactive Inc
        5493002YS021166W0339
        Peloton Interactive Inc
        N/A
        
          
        
        430.0000000000
        NC
        USD
        142975.0000000000
        0.0336896766
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Peloton Interactive Inc
                Peloton Interactive Inc
                
                  
                  
                  
                  
                
              
            
            100
            118.000000000000
            USD
            2021-08-06
            XXXX
            29870.0700000000
          
        
        
          N
          N
          N
        
      
      
        ARK Innovation ETF
        254900636IK9WKHH6949
        ARK Innovation ETF
        N/A
        
          
        
        357.0000000000
        NC
        USD
        8032.5000000000
        0.0018927248
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                ARK Innovation ETF
                ARK Innovation ETF
                
                  
                  
                  
                  
                
              
            
            100
            109.000000000000
            USD
            2021-08-06
            XXXX
            -59809.8900000000
          
        
        
          N
          N
          N
        
      
      
        ARK Innovation ETF
        254900636IK9WKHH6949
        ARK Innovation ETF
        N/A
        
          
        
        -357.0000000000
        NC
        USD
        -14994.0000000000
        -0.0035330863
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                ARK Innovation ETF
                ARK Innovation ETF
                
                  
                  
                  
                  
                
              
            
            100
            100.000000000000
            USD
            2021-08-20
            XXXX
            32474.3600000000
          
        
        
          N
          N
          N
        
      
      
        ARK Innovation ETF
        254900636IK9WKHH6949
        ARK Innovation ETF
        N/A
        
          
        
        -357.0000000000
        NC
        USD
        -1785.0000000000
        -0.0004206055
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                ARK Innovation ETF
                ARK Innovation ETF
                
                  
                  
                  
                  
                
              
            
            100
            100.000000000000
            USD
            2021-08-06
            XXXX
            22835.4800000000
          
        
        
          N
          N
          N
        
      
      
        Canadian Natural Resources Ltd
        549300T15RIMIKZC5Q38
        Canadian Natural Resources Ltd
        N/A
        
          
        
        -2280.0000000000
        NC
        USD
        -57000.0000000000
        -0.0134311003
        N/A
        DE
        
        CA
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Canadian Natural Resources Ltd
                Canadian Natural Resources Ltd
                
                  
                  
                  
                  
                
              
            
            100
            30.000000000000
            USD
            2021-08-20
            XXXX
            54640.2900000000
          
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        N/A
        
          
        
        -1214.0000000000
        NC
        USD
        -70412.0000000000
        -0.0165914146
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Southwest Airlines Co
                Southwest Airlines Co
                
                  
                  
                  
                  
                
              
            
            100
            47.500000000000
            USD
            2021-08-20
            XXXX
            9669.4500000000
          
        
        
          N
          N
          N
        
      
      
        State of Georgia
        N/A
        GEORGIA-C1-REF
        3733843M6
        
          
          
        
        10.0000000000
        NC
        USD
        1043.2600000000
        0.0002458268
        N/A
        DE
        
        US
        
        N
        1
        
          2021-07-23
          Fixed
          4.000
          N
          N
          N
        
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                GEORGIA C1 REF
                GEORGIA C1 REF
                
                  
                  
                
              
            
            100
            525.000000000000
            USD
            2021-07-23
            XXXX
            0.0000000000
          
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        N/A
        
          
        
        1814.0000000000
        NC
        USD
        170516.0000000000
        0.0401792543
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Southwest Airlines Co
                Southwest Airlines Co
                
                  
                  
                  
                  
                
              
            
            100
            52.000000000000
            USD
            2021-08-20
            XXXX
            -81406.2800000000
          
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        N/A
        
          
        
        -1214.0000000000
        NC
        USD
        -2428.0000000000
        -0.0005721177
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Southwest Airlines Co
                Southwest Airlines Co
                
                  
                  
                  
                  
                
              
            
            100
            51.000000000000
            USD
            2021-07-30
            XXXX
            92221.3800000000
          
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        N/A
        
          
        
        -10.0000000000
        NC
        USD
        -322500.0000000000
        -0.0759917516
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Amazon.com Inc
                Amazon.com Inc
                
                  
                  
                  
                  
                
              
            
            100
            3650.000000000000
            USD
            2021-07-30
            XXXX
            -236818.3900000000
          
        
        
          N
          N
          N
        
      
      
        Royal Dutch Shell PLC
        21380068P1DRHMJ8KU70
        Royal Dutch Shell PLC
        N/A
        
          
        
        -890.0000000000
        NC
        USD
        -4450.0000000000
        -0.0010485684
        N/A
        DE
        
        NL
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Royal Dutch Shell PLC
                Royal Dutch Shell PLC
                
                  
                  
                  
                  
                
              
            
            100
            39.000000000000
            USD
            2021-07-30
            XXXX
            49276.4300000000
          
        
        
          N
          N
          N
        
      
      
        Royal Dutch Shell PLC
        21380068P1DRHMJ8KU70
        Royal Dutch Shell PLC
        N/A
        
          
        
        890.0000000000
        NC
        USD
        204700.0000000000
        0.0482341444
        N/A
        DE
        
        NL
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Royal Dutch Shell PLC
                Royal Dutch Shell PLC
                
                  
                  
                  
                  
                
              
            
            100
            40.000000000000
            USD
            2021-10-15
            XXXX
            43991.2700000000
          
        
        
          N
          N
          N
        
      
      
        Workday Inc
        549300J0DYC0N31V7G13
        Workday Inc
        N/A
        
          
        
        -333.0000000000
        NC
        USD
        -460372.5000000000
        -0.1084791091
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Workday Inc
                Workday Inc
                
                  
                  
                  
                  
                
              
            
            100
            220.000000000000
            USD
            2021-07-30
            XXXX
            -295946.1800000000
          
        
        
          N
          N
          N
        
      
      
        Jazz Financing Lux Sarl
        635400WUEO2NSG5OIU34
        JAZZ FINANCING LUX SARL
        G5080AAF9
        
          
        
        225000.0000000000
        PA
        USD
        225562.5000000000
        0.0531500449
        Long
        LON
        CORP
        LU
        
        N
        2
        
          2028-05-05
          Floating
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Camelot Finance SA
        N/A
        CAMELOT US ACQUISITION LLC
        L2000AAC4
        
          
        
        369375.0000000000
        PA
        USD
        366281.4800000000
        0.0863081279
        Long
        LON
        CORP
        LU
        
        N
        2
        
          2026-10-30
          Floating
          3.091
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Camelot US Acquisition LLC
        549300U6VBJHQP2SFL81
        CAMELOT US ACQUISITION LLC
        L2000AAD2
        
          
        
        134325.0000000000
        PA
        USD
        134472.0900000000
        0.0316861075
        Long
        LON
        CORP
        US
        
        N
        2
        
          2026-10-30
          Floating
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Endo Luxembourg Finance Co I Sarl
        222100B15VY0VVCTG251
        ENDO LUXEMBOURG FINANCE
        L2968EAE2
        
          
        
        407433.2700000000
        PA
        USD
        398928.1000000000
        0.0940007600
        Long
        LON
        CORP
        LU
        
        N
        2
        
          2028-03-27
          Floating
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICON Luxembourg Sarl
        635400PUWMHSPI2DDA35
        ICON LUXEMBOURG SARL
        L5000DAC1
        
          
        
        164111.5200000000
        PA
        USD
        163964.6400000000
        0.0386355355
        Long
        LON
        CORP
        LU
        
        N
        2
        
          2028-07-03
          Floating
          3.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indigo Merger Sub Inc
        N/A
        INDIGO MERGER SUB INC
        L5000DAD9
        
          
        
        40888.4800000000
        PA
        USD
        40851.8800000000
        0.0096260649
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-07-03
          Floating
          3.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intelsat Jackson Holdings SA
        8XJ8KF85PBKK1TLMFN29
        INTELSAT JACKSON HLDG
        L5137LAH8
        
          
        
        825000.0000000000
        PA
        USD
        841648.5000000000
        0.1983204458
        Long
        LON
        CORP
        LU
        
        N
        2
        
          2024-01-02
          Fixed
          6.625
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Mallinckrodt International Finance SA
        549300MQQ92LN1A0B514
        MALLINCKRODT INTERNATIONAL
        L6232UAF4
        
          
        
        725623.1600000000
        PA
        USD
        707333.8300000000
        0.1666714317
        Long
        LON
        CORP
        LU
        
        N
        2
        
          2024-09-24
          Floating
          3.500
          Y
          Y
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-09-28
      Calamos Long/Short Equity & Dynamic Income Trust
      Stephen Atkins
      Stephen Atkins
      Treasurer
    
  
  XXXX

Calamos Long/Short Equity & Dynamic Income Trust

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
  CORPORATE BONDS (30.8%)  
    Airlines (0.4%)  
  351,432      

Air Canada Pass Through Trust Series 2015-1, Class B*µ

3.875%, 09/15/24

     $        356,173  
  53,333      

Air Canada Pass Through Trust Series 2015-2, Class B*

5.000%, 06/15/25

     54,129  
  216,181      

Alaska Airlines Pass Through Trust Series 2020-1, Class A*

4.800%, 02/15/29

     239,847  
  157,310      

Alaska Airlines Pass Through Trust Series 2020-1, Class B*µ

8.000%, 02/15/27

     175,897  
   

American Airlines, Inc. / AAdvantage Loyalty IP, Ltd.*

  
  144,000      

5.500%, 04/20/26

     150,821  
  48,000      

5.750%, 04/20/29

     51,949  
  215,000      

British Airways Pass Through Trust Series 2021-1, Class B*

3.900%, 03/15/33

     218,391  
  174,401      

JetBlue Pass Through Trust

Series 2020-1, Class B

7.750%, 05/15/30

     206,410  
  69,000      

Spirit Loyalty Cayman, Ltd. / Spirit IP Cayman, Ltd.*

8.000%, 09/20/25

     77,842  
  178,811      

United Airlines Pass Through Trust Series 2014-2, Class B

4.625%, 03/03/24

     183,161  
  106,599      

United Airlines Pass Through Trust Series 2019-2, Class B

3.500%, 11/01/29

     105,679  
     

 

 

 

        1,820,299  
     

 

 

 

    Communication Services (2.0%)  
  335,000      

Arrow Bidco, LLC*

9.500%, 03/15/24

     343,931  
  200,000      

Ashtead Capital, Inc.*

4.000%, 05/01/28

     211,470  
  144,000      

Beasley Mezzanine Holdings, LLC*

8.625%, 02/01/26

     146,291  
  140,000      

Brink’s Company*

5.500%, 07/15/25

     147,588  
  550,000      

Cincinnati Bell, Inc.*

8.000%, 10/15/25

     578,539  
  170,000      

Consolidated Communications, Inc.*

6.500%, 10/01/28

     183,782  
   

CSC Holdings, LLC*

  
  285,000      

5.375%, 02/01/28

     301,769  
  200,000      

5.750%, 01/15/30

     208,852  
  200,000      

4.625%, 12/01/30

     197,194  
  204,000      

Cumulus Media New Holdings, Inc.*

6.750%, 07/01/26

     214,977  
   

Diamond Sports Group, LLC / Diamond Sports Finance Company*

  
  150,000      

6.625%, 08/15/27

     60,308  
  115,000      

5.375%, 08/15/26

     66,907  
  PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
  25,000      

DIRECTV Holdings, LLC / DIRECTV Financing Company, Inc.*

5.875%, 08/15/27

     $          25,870  
  680,000      

Embarq Corp.

7.995%, 06/01/36

     762,858  
   

Entercom Media Corp.*^

  
  96,000      

6.750%, 03/31/29

     98,069  
  96,000      

6.500%, 05/01/27

     98,987  
  112,000      

Frontier Florida, LLC&

6.860%, 02/01/28

     122,834  
  280,000      

Frontier North, Inc.@

6.730%, 02/15/28

     304,797  
  165,000      

Go Daddy Operating Company, LLC / GD Finance Company, Inc.*

3.500%, 03/01/29

     165,317  
  145,000      

Intelsat Jackson Holdings, SA*@

9.750%, 07/15/25

     82,051  
  290,000      

LCPR Senior Secured Financing DAC*

6.750%, 10/15/27

     310,178  
  111,736      

Ligado Networks, LLC*

15.500%, 11/01/23

     110,670  
  385,000      

Lumen Technologies, Inc.*

4.000%, 02/15/27

     396,369  
  500,000      

Netflix, Inc.*

4.875%, 06/15/30

     603,355  
   

Scripps Escrow II, Inc.*

  
  95,000      

3.875%, 01/15/29

     95,134  
  48,000      

5.375%, 01/15/31^

     48,037  
  300,000      

Scripps Escrow, Inc.*

5.875%, 07/15/27

     310,803  
  96,000      

Shift4 Payments, LLC / Shift4 Payments Finance Sub, Inc.*

4.625%, 11/01/26

     100,109  
  140,000      

Sirius XM Radio, Inc.*

4.000%, 07/15/28

     144,480  
  145,000      

Spanish Broadcasting System, Inc.*

9.750%, 03/01/26

     147,978  
  345,000      

Sprint Capital Corp.^

6.875%, 11/15/28

     445,457  
  480,000      

Sprint Corp.

7.125%, 06/15/24

     552,778  
  265,000      

United States Cellular Corp.

6.700%, 12/15/33

     330,124  
  395,000      

Vodafone Group, PLC‡

7.000%, 04/04/79

U.S. 5 yr Swap + 4.87%

     489,362  
     

 

 

 

        8,407,225  
     

 

 

 

    Consumer Discretionary (3.3%)  
  201,000      

American Axle & Manufacturing, Inc.^

6.875%, 07/01/28

     217,864  
   

Ashton Woods USA, LLC / Ashton Woods Finance Company*

  
  394,000      

6.625%, 01/15/28

     420,705  
  119,000      

4.625%, 08/01/29

     119,417  
  56,000      

Avis Budget Car Rental, LLC / Avis Budget Finance, Inc.*^

5.375%, 03/01/29

     58,405  
  610,000      

Bally’s Corp.*

6.750%, 06/01/27

     659,941  
 

 

See accompanying Notes to Schedule of Investments

 

1

Calamos Long/Short Equity & Dynamic Income Trust

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
   

Caesars Entertainment, Inc.*

  
  93,000      

8.125%, 07/01/27

     $        102,475  
  93,000      

6.250%, 07/01/25

     98,291  
  330,000      

Caesars Resort Collection, LLC / CRC Finco, Inc.*

5.250%, 10/15/25

     332,785  
   

Carnival Corp.*

  
  98,000      

10.500%, 02/01/26^

     112,362  
  48,000      

7.625%, 03/01/26

     50,955  
  230,000      

Carriage Services, Inc.*

4.250%, 05/15/29

     230,193  
  145,000      

Carvana Company*

5.625%, 10/01/25

     150,717  
   

CCO Holdings, LLC / CCO Holdings Capital Corp.*

  
  750,000      

4.750%, 03/01/30

     796,012  
  250,000      

4.500%, 08/15/30

     262,908  
  114,000      

5.750%, 02/15/26

     117,924  
  96,000      

4.250%, 02/01/31

     99,068  
  475,000      

Century Communities, Inc.

6.750%, 06/01/27

     508,207  
   

DISH DBS Corp.

  
  347,000      

7.750%, 07/01/26

     396,690  
  120,000      

7.375%, 07/01/28^

     129,983  
  144,000      

Everi Holdings, Inc.*

5.000%, 07/15/29

     147,403  
  120,000      

Ford Motor Company

8.500%, 04/21/23

     133,418  
   

Ford Motor Credit Company, LLC

  
  715,000      

4.134%, 08/04/25

     766,280  
  300,000      

4.000%, 11/13/30

     317,802  
  200,000      

4.389%, 01/08/26

     217,114  
   

General Motors Financial Company, Inc.‡

  
  435,000      

5.700%, 09/30/30

5 year CMT + 5.00%

     497,022  
  395,000      

6.500%, 09/30/28^

3 mo. USD LIBOR + 3.44%

     447,413  
   

goeasy, Ltd.*

  
  325,000      

5.375%, 12/01/24

     337,448  
  177,000      

4.375%, 05/01/26

     182,600  
  96,000      

Goodyear Tire & Rubber Company*

5.000%, 07/15/29

     101,232  
  96,000      

Guitar Center, Inc.*&

8.500%, 01/15/26

     102,639  
   

L Brands, Inc.

  
  254,000      

6.694%, 01/15/27

     301,818  
  142,000      

6.875%, 11/01/35

     182,819  
  85,000      

Liberty Interactive, LLC

8.500%, 07/15/29

     97,606  
  144,000      

Life Time, Inc.*

8.000%, 04/15/26

     150,955  
   

M/I Homes, Inc.

  
  275,000      

5.625%, 08/01/25

     283,203  
  130,000      

4.950%, 02/01/28

     137,162  
   

Macy’s Retail Holdings, LLC

  
  100,000      

6.700%, 07/15/34*

     106,417  
  50,000      

5.125%, 01/15/42

     45,797  
  93,000      

Macy’s, Inc.*

8.375%, 06/15/25

     101,468  
   

Mattel, Inc.*

  
  830,000      

5.875%, 12/15/27

     909,049  
  24,000      

3.750%, 04/01/29^

     25,334  
   

Mclaren Finance, PLC*

  
  300,000      

5.750%, 08/01/22

     300,000  
  225,000      

7.500%, 08/01/26

     228,821  
  PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
  220,000      

Midwest Gaming Borrower, LLC / Midwest Gaming Finance Corp.*

4.875%, 05/01/29

     $        222,024  
  144,000      

Mohegan Gaming & Entertainment*

8.000%, 02/01/26

     149,992  
  278,000      

Newell Brands, Inc.

4.700%, 04/01/26

     310,081  
  93,000      

Penn National Gaming, Inc.*

4.125%, 07/01/29

     91,713  
  473,000      

Rite Aid Corp.*

8.000%, 11/15/26

     475,379  
   

Royal Caribbean Cruises, Ltd.*

  
  100,000      

11.500%, 06/01/25

     114,576  
  51,000      

10.875%, 06/01/23

     57,970  
  225,000      

Simmons Foods, Inc. / Simmons Prepared Foods, Inc. / Simmons Pet Food, Inc. / Simmons Feed*^

4.625%, 03/01/29

     227,833  
  505,000      

Speedway Motorsports, LLC / Speedway Funding II, Inc.*

4.875%, 11/01/27

     516,691  
  270,000      

Taylor Morrison Communities, Inc.* 5.750%, 01/15/28

     305,691  
  50,000      

Viking Cruises, Ltd.*

13.000%, 05/15/25

     58,036  
  220,000      

Vista Outdoor, Inc.*

4.500%, 03/15/29

     224,587  
  280,000      

VOC Escrow, Ltd.*

5.000%, 02/15/28

     278,160  
  47,000      

Williams Scotsman International, Inc.*^

4.625%, 08/15/28

     48,641  
     

 

 

 

        14,067,096  
     

 

 

 

    Consumer Staples (0.6%)  
  218,000      

Central Garden & Pet Company*

4.125%, 04/30/31

     223,027  
   

Edgewell Personal Care Company*

  
  143,000      

4.125%, 04/01/29

     144,014  
  95,000      

5.500%, 06/01/28

     100,682  
  218,000      

Energizer Holdings, Inc.*^

4.375%, 03/31/29

     219,273  
   

Kraft Heinz Foods Company

  
  290,000      

4.375%, 06/01/46

     334,016  
  48,000      

4.250%, 03/01/31

     55,342  
  48,000      

3.875%, 05/15/27

     53,175  
  395,000      

Land O’ Lakes, Inc.*

7.000%, 09/18/28

     411,582  
  191,000      

Performance Food Group, Inc.*

4.250%, 08/01/29

     194,379  
 
 135,000
  
    

Post Holdings, Inc.*^

4.625%, 04/15/30

  

 

137,665

 

 
 182,000
  
    

Prestige Brands, Inc.*

3.750%, 04/01/31

  

 

180,695

 

 
 210,000
  
    

United Natural Foods, Inc.*

6.750%, 10/15/28

  

 

227,081

 

   

Vector Group, Ltd.*

  
  295,000      

5.750%, 02/01/29

     300,623  
  117,000      

10.500%, 11/01/26

     124,507  
     

 

 

 

        2,706,061  
     

 

 

 

 

 

See accompanying Notes to Schedule of Investments

 

2

Calamos Long/Short Equity & Dynamic Income Trust

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
    Energy (2.3%)  
   

Antero Resources Corp.*

  
  71,000      

7.625%, 02/01/29

     $          77,830  
  48,000      

5.375%, 03/01/30

     48,880  
   

Apache Corp.

  
  192,000      

5.100%, 09/01/40

     206,139  
  108,000      

4.875%, 11/15/27

     116,322  
  96,000      

4.625%, 11/15/25

     103,304  
   

Buckeye Partners, LP

  
  550,000      

3.950%, 12/01/26

     559,168  
  460,000      

5.850%, 11/15/43

     468,271  
  333,000      

ChampionX Corp.

6.375%, 05/01/26

     348,817  
 
 50,000
  
    

Cheniere Energy Partners, LP*^

4.000%, 03/01/31

  

 

52,936

 

 
 96,000
  
    

Cheniere Energy, Inc.

4.625%, 10/15/28

  

 

101,451

 

   

Continental Resources, Inc.

  
  190,000      

3.800%, 06/01/24^

     199,513  
  145,000      

4.375%, 01/15/28

     162,077  
 
 475,000
  
    

DCP Midstream Operating, LP*‡

5.850%, 05/21/43

3 mo. USD LIBOR + 3.85%

  

 

447,037

 

 
 100,000
  
    

DT Midstream, Inc.*

4.125%, 06/15/29

  

 

102,640

 

 
 620,000
  
    

Enbridge, Inc.‡

5.750%, 07/15/80

5 year CMT + 5.31%

  

 

698,920

 

 
 560,000
  
    

Energy Transfer, LP‡

6.500%, 11/15/26

5 year CMT + 5.69

  

 

573,574

 

   

EnLink Midstream Partners, LP

  
 
 835,000
  
    

6.000%, 12/15/22‡

3 mo. USD LIBOR + 4.11%

  

 

646,816

 

  205,000      

4.850%, 07/15/26

     214,584  
   

EQT Corp.

  
  265,000      

7.500%, 02/01/30

     348,419  
  75,000      

6.625%, 02/01/25

     86,755  
  50,000      

5.000%, 01/15/29

     56,560  
   

Laredo Petroleum, Inc.

  
  153,000      

10.125%, 01/15/28

     162,163  
  50,000      

7.750%, 07/31/29*

     48,426  
 
 210,000
  
    

Magnolia Oil & Gas Operating, LLC / Magnolia Oil & Gas Finance

Corp.*

6.000%, 08/01/26

  

 

215,336

 

 
 425,000
  
    

MPLX, LP‡

6.875%, 02/15/23

3 mo. USD LIBOR + 4.65%

  

 

433,020

 

 
 96,000
  
    

Murphy Oil Corp.

6.375%, 07/15/28

  

 

101,688

 

   

New Fortress Energy, Inc.*

  
  96,000      

6.500%, 09/30/26

     97,141  
  95,000      

6.750%, 09/15/25

     97,035  
 
 48,000
  
    

Oasis Midstream Partners, LP / OMP Finance Corp.*

8.000%, 04/01/29

  

 

50,227

 

   

Occidental Petroleum Corp.

  
  590,000      

4.300%, 08/15/39

     585,752  
  432,000      

2.900%, 08/15/24

     435,551  
  94,000      

5.875%, 09/01/25

     104,290  
 
 50,000
  
    

Ovintiv, Inc.

6.500%, 08/15/34

  

 

66,797

 

 
 134,000
  
    

Par Petroleum, LLC / Par Petroleum Finance Corp.*

7.750%, 12/15/25

  

 

133,149

 

  PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
 
 790,000
  
    

Plains All American Pipeline, LP‡

6.125%, 11/15/22

3 mo. USD LIBOR + 4.11%

  

 

$        708,448

 

 
 72,000
  
    

Range Resources Corp.*

8.250%, 01/15/29

  

 

79,811

 

 
 38,000
  
    

Transocean, Inc.*^

11.500%, 01/30/27

  

 

37,858

 

   

Venture Global Calcasieu Pass, LLC*

  
  45,000      

4.125%, 08/15/31

     46,422  
  45,000      

3.875%, 08/15/29

     46,004  
 
 94,000
  
    

Vine Energy Holdings, LLC*

6.750%, 04/15/29

  

 

98,252

 

 
 280,000
  
    

Viper Energy Partners, LP*

5.375%, 11/01/27

  

 

293,796

 

 
 290,000
  
    

W&T Offshore, Inc.*

9.750%, 11/01/23

  

 

279,305

 

     

 

 

 

        9,740,484  
     

 

 

 

    Financials (14.7%)  
   

Acrisure, LLC / Acrisure Finance,

Inc.*

  
  516,000      

7.000%, 11/15/25^

     525,097  
  283,000      

6.000%, 08/01/29

     283,212  
  146,000      

Aethon United BR, LP / Aethon United Finance Corp.*

8.250%, 02/15/26

     156,421  
 
 221,000
  
    

AG Issuer, LLC*

6.250%, 03/01/28

  

 

232,428

 

 
 875,000
  
    

Alliant Holdings Intermediate, LLC / Alliant Holdings Co-Issuer*

6.750%, 10/15/27

  

 

915,127

 

   

Ally Financial, Inc.‡

  
 
 1,186,000
  
    

4.700%, 08/01/33

5 year CMT + 3.87%

     1,246,462  
 
 750,000
  
    

4.700%, 05/15/28

7 year CMT + 3.48%

  

 

781,297

 

 
 742,000
  
    

American Express Company‡

3.550%, 09/15/26

5 year CMT + 2.85

  

 

748,522

 

 
 790,000
  
    

American International Group, Inc.‡

5.750%, 04/01/48

3 mo. USD LIBOR + 2.87%

  

 

903,278

 

 
 189,000
  
    

AmWINS Group, Inc.*

4.875%, 06/30/29

  

 

193,016

 

 
 930,000
  
    

Ares Finance Company III, LLC*‡

4.125%, 06/30/51

5 year CMT + 3.24

  

 

938,593

 

 
 710,000
  
    

AssuredPartners, Inc.*

7.000%, 08/15/25

  

 

723,689

 

 
 208,000
  
    

Aviation Capital Group, LLC*

3.500%, 11/01/27

  

 

221,543

 

 
 835,000
  
    

AXIS Specialty Finance, LLC‡

4.900%, 01/15/40

5 year CMT + 3.19

  

 

892,239

 

 
 760,000
  
    

Bank of America Corp.µ‡

4.300%, 01/28/25

3 mo. USD LIBOR + 2.66%

  

 

784,996

 

 
 690,000
  
    

Bank of Montrealµ^‡

4.800%, 08/25/24

5 year CMT + 2.98%

  

 

739,128

 

   

Bank of New York Mellon Corp.µ‡

  
 
 1,250,000
  
    

4.700%, 09/20/25^

5 year CMT + 4.36%

  

 

1,382,800

 

 

 

See accompanying Notes to Schedule of Investments

 

3

Calamos Long/Short Equity & Dynamic Income Trust

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
 
 188,000
  
    

3.700%, 03/20/26

5 year CMT + 3.35%

  

 

$        197,421

 

 
 1,250,000
  
    

Bank of Nova Scotiaµ‡

4.900%, 06/04/25

5 year CMT + 4.55%

  

 

1,371,925

 

 
 600,000
  
    

Barclays, PLC‡

7.875%, 03/15/22

U.S. 5 yr Swap + 6.77%

  

 

623,004

 

   

BP Capital Markets, PLC‡

  
 
 810,000
  
    

4.875%, 03/22/30

5 year CMT + 4.40%

  

 

894,021

 

 
 410,000
  
    

4.375%, 06/22/25

5 year CMT + 4.04%

  

 

439,118

 

 
 191,000
  
    

BroadStreet Partners, Inc.*

5.875%, 04/15/29

  

 

194,717

 

 
 931,000
  
    

Brookfield Property REIT, Inc. / BPR Cumulus, LLC / BPR Nimbus, LLC / GGSI Sellco LL*^

5.750%, 05/15/26

  

 

969,301

 

 
 1,113,000
  
    

Capital One Financial Corp.^‡

3.950%, 09/01/26

5 year CMT + 3.16

  

 

1,145,411

 

   

Charles Schwab Corp.‡

  
 
 975,000
  
    

4.000%, 08/01/33^

5 year CMT + 3.17

  

 

1,021,858

 

 
 433,000
  
    

4.000%, 12/01/30^

10 year CMT + 3.08%

  

 

451,147

 

 
 400,000
  
    

5.375%, 06/01/25

5 year CMT + 4.97%

  

 

446,752

 

 
 792,000
  
    

CIT Group, Inc.^‡

5.800%, 06/15/22

3 mo. USD LIBOR + 3.97%

  

 

813,321

 

   

Citigroup, Inc.‡

  

 

2,875,000

 

    

3.875%, 02/18/26

5 year CMT + 3.42

  

 

2,954,264

 

 
 445,000
  
    

4.000%, 12/10/25

5 year CMT + 3.60%

  

 

461,612

 

 
 1,115,000
  
    

Citizens Financial Group, Inc.‡

4.000%, 10/06/26

5 year CMT + 3.22

  

 

1,139,028

 

   

Credit Acceptance Corp.

  
  475,000      

6.625%, 03/15/26^

     502,626  
  161,000      

5.125%, 12/31/24*

     166,567  
 
 565,000
  
    

Credit Suisse Group, AG*‡

7.500%, 12/11/23

U.S. 5 yr Swap + 4.60%

  

 

625,427

 

 
 60,000
  
    

Cushman & Wakefield US Borrower, LLC*

6.750%, 05/15/28

  

 

64,522

 

   

Discover Financial Services‡

  

 

755,000

 

    

6.125%, 06/23/25

5 year CMT + 5.78%

  

 

850,477

 

 
 425,000
  
    

5.500%, 10/30/27

3 mo. USD LIBOR + 3.08%

  

 

460,122

 

 
 500,000
  
    

Donnelley Financial Solutions, Inc.

8.250%, 10/15/24

  

 

518,605

 

 
 200,000
  
    

Enact Holdings, Inc.*

6.500%, 08/15/25

  

 

217,186

 

 
 1,610,000
  
    

Fifth Third Bancorp‡

4.500%, 09/30/25

5 year CMT + 4.22%

  

 

1,755,785

 

 
 275,000
  
    

Global Net Lease, Inc. / Global Net Lease Operating Partnership, LP*

3.750%, 12/15/27

  

 

273,147

 

  PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
   

Goldman Sachs Group, Inc.‡

  

 

1,435,000

 

    

4.400%, 02/10/25

5 year CMT + 2.85%

  

 

$     1,492,830

 

 
 1,375,000
  
    

3.800%, 05/10/26^

5 year CMT + 2.97

  

 

1,402,802

 

 
 148,000
  
    

3.650%, 08/10/26

5 year CMT + 2.92

  

 

148,707

 

 
 427,000
  
    

Greystar Real Estate Partners,

LLC*

5.750%, 12/01/25

  

 

437,731

 

   

HSBC Holdings, PLCµ‡

  

 

400,000

 

    

6.375%, 03/30/25

U.S. 5 yr Swap + 4.37%

  

 

444,004

 

 
 250,000
  
    

4.000%, 03/09/26

5 year CMT + 3.22

  

 

252,908

 

 
 410,000
  
    

HUB International, Ltd.*

7.000%, 05/01/26

  

 

425,301

 

   

Huntington Bancshares, Inc.‡

  

 

1,075,000

 

    

4.450%, 10/15/27

7 year CMT + 4.05%

  

 

1,157,721

 

 
 375,000
  
    

5.625%, 07/15/30^

10 year CMT + 4.95%

  

 

442,339

 

 
 220,000
  
    

5.700%, 04/15/23^

3 mo. USD LIBOR + 2.88%

  

 

227,821

 

   

Icahn Enterprises, LP / Icahn Enterprises Finance Corp.

  
  430,000      

5.250%, 05/15/27

     452,923  
  144,000      

4.375%, 02/01/29

     145,950  
 
 300,000
  
    

ILFC E-Capital Trust II*‡

3.910%, 12/21/65

3 mo. USD LIBOR + 1.80%

  

 

254,055

 

 
 485,000
  
    

Iron Mountain, Inc.*

5.250%, 03/15/28

  

 

508,746

 

   

Jefferies Finance, LLC / JFIN Co-Issuer Corp.*

  
  525,000      

5.000%, 08/15/28

     537,763  
  490,000      

6.250%, 06/03/26

     528,294  
   

JPMorgan Chase & Companyµ‡

  

 

1,720,000

 

    

4.600%, 02/01/25

SOFR + 3.13%

     1,782,075  
 
 1,115,000
  
    

3.650%, 06/01/26

5 year CMT + 2.85

  

 

1,125,827

 

   

Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.*

  
  379,000      

5.250%, 10/01/25

     385,310  
  95,000      

4.750%, 06/15/29

     94,706  
 
 218,000
  
    

LD Holdings Group, LLC*

6.125%, 04/01/28

  

 

216,640

 

 
 200,000
  
    

Level 3 Financing, Inc.*

4.250%, 07/01/28

  

 

203,978

 

 
 575,000
  
    

Lloyds Banking Group, PLC‡

7.500%, 06/27/24

U.S. 5 yr Swap + 4.76%

  

 

649,767

 

   

LPL Holdings, Inc.*

  
  239,000      

4.000%, 03/15/29

     243,085  
  70,000      

4.375%, 05/15/31

     71,850  
 
 760,000
  
    

Markel Corp.‡

6.000%, 06/01/25

5 year CMT + 5.66%

  

 

849,277

 

   

MetLife, Inc.

  
  1,205,000      

6.400%, 12/15/66^

     1,545,328  
 
 865,000
  
    

3.850%, 09/15/25‡

5 year CMT + 3.58%

  

 

907,869

 

 
 380,000
  
    

Nationwide Financial Services, Inc.

6.750%, 05/15/87

  

 

469,433

 

 

 

See accompanying Notes to Schedule of Investments

 

4

Calamos Long/Short Equity & Dynamic Income Trust

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
   

Navient Corp.

  
  422,000      

5.000%, 03/15/27^

     $        440,340  
  220,000      

4.875%, 03/15/28

     222,108  
 
 550,000
  
    

Nippon Life Insurance Company*‡

2.750%, 01/21/51

5 year CMT + 2.65%

  

 

545,979

 

 
 580,000
  
    

Nordea Bank Abp*µ‡

6.625%, 03/26/26

5 year CMT + 4.11%

  

 

669,697

 

   

Park Intermediate Holdings, LLC / PK Domestic Property, LLC / PK Finance Co-Issuer*

  
  113,000      

7.500%, 06/01/25

     122,565  
  98,000      

5.875%, 10/01/28

     104,623  
 
 1,283,000
  
    

PartnerRe Finance B, LLC^‡

4.500%, 10/01/50

5 year CMT + 3.82%

  

 

1,347,022

 

  117,000      

PHH Mortgage Corp.*

7.875%, 03/15/26

     120,260  
  220,000      

Prospect Capital Corp.µ

3.706%, 01/22/26

     228,540  
 
 376,000
  
    

Prudential Financial, Inc.‡

3.700%, 10/01/50

5 year CMT + 3.04%

  

 

397,594

 

 
 500,000
  
    

QBE Insurance Group, Ltd.*^‡

5.875%, 05/12/25

5 year CMT + 5.51%

  

 

551,180

 

 
 85,000
  
    

Quicken Loans, LLC / Quicken

Loans Co-Issuer, Inc.*

3.625%, 03/01/29

  

 

85,674

 

 
 220,000
  
    

RHP Hotel Properties, LP / RHP

Finance Corp.*

4.500%, 02/15/29

  

 

222,508

 

 
 144,000
  
    

RLJ Lodging Trust, LP*

3.750%, 07/01/26

  

 

146,074

 

 
 116,000
  
    

SLM Corp.

4.200%, 10/29/25

  

 

125,706

 

 
 2,530,000
  
    

State Street Corp.^‡

5.625%, 12/15/23

3 mo. USD LIBOR + 2.54%

  

 

2,695,437

 

 
 199,000
  
    

StoneX Group, Inc.*

8.625%, 06/15/25

  

 

216,383

 

   

SVB Financial Group‡

  
 
 875,000
  
    

4.000%, 05/15/26

5 year CMT + 3.20

  

 

909,842

 

  651,000      

4.100%, 02/15/31^

10 year CMT + 3.06%

     673,264  
   

Truist Financial Corp.µ‡

  
 
 1,280,000
  
    

4.800%, 09/01/24^

5 year CMT + 3.00%

  

 

1,364,326

 

 
 375,000
  
    

4.950%, 09/01/25

5 year CMT + 4.61%

  

 

413,393

 

 
 575,000
  
    

UBS Group, AG*‡

7.000%, 01/31/24

U.S. 5 yr Swap + 4.34%

  

 

633,932

 

   

United Wholesale Mortgage, LLC*

  
  143,000      

5.500%, 11/15/25

     147,512  
  96,000      

5.500%, 04/15/29

     95,633  
 
 172,000
  
    

VICI Properties, LP / VICI Note

Company, Inc.*^

3.750%, 02/15/27

  

 

177,291

 

 
 1,870,000
  
    

Wells Fargo & Company‡

3.900%, 03/15/26

5 year CMT + 3.45%

  

 

1,942,949

 

   

XHR, LP*

  
  208,000      

6.375%, 08/15/25

     221,890  
  PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
  96,000      

4.875%, 06/01/29

     $          98,333  
     

 

 

 

        62,550,307  
     

 

 

 

    Health Care (1.5%)  
  96,000      

Acadia Healthcare Company, Inc.* 5.000%, 04/15/29

     101,053  
   

Bausch Health Companies, Inc.*

  
  640,000      

5.000%, 01/30/28

     612,602  
  265,000      

5.250%, 02/15/31

     248,594  
  83,000      

5.000%, 02/15/29

     78,497  
 
 95,000
  
    

Centene Corp.

3.000%, 10/15/30

  

 

98,889

 

 
 96,000
  
    

Charles River Laboratories International, Inc.*

3.750%, 03/15/29

  

 

98,502

 

   

CHS/Community Health Systems,

Inc.*

  
  610,000      

8.000%, 03/15/26

     654,335  
  377,000      

6.125%, 04/01/30

     382,474  
  108,000      

6.875%, 04/15/29^

     113,809  
   

DaVita, Inc.*

  
  284,000      

4.625%, 06/01/30

     293,673  
  142,000      

3.750%, 02/15/31

     138,265  
   

Encompass Health Corp.

  
  100,000      

4.750%, 02/01/30

     107,275  
  100,000      

4.500%, 02/01/28

     104,189  
  200,000      

Jazz Securities DAC*

4.375%, 01/15/29

     208,826  
   

Organon & Company / Organon Foreign Debt Co-Issuer, BV*

  
  350,000      

5.125%, 04/30/31

     360,955  
  200,000      

4.125%, 04/30/28

     205,378  
   

Tenet Healthcare Corp.

  
  835,000      

6.875%, 11/15/31

     957,636  
  480,000      

5.125%, 11/01/27*

     504,427  
 
 1,015,000
  
    

Teva Pharmaceutical Finance Netherlands III, BV

2.800%, 07/21/23

  

 

1,007,053

 

     

 

 

 

        6,276,432  
     

 

 

 

    Industrials (3.0%)  
 
 190,000
  
    

Abercrombie & Fitch Management Company*

8.750%, 07/15/25

  

 

210,402

 

 
 220,000
  
    

ACCO Brands Corp.*

4.250%, 03/15/29

  

 

220,112

 

 
 560,000
  
    

Air Lease Corp.^‡

4.650%, 06/15/26

5 year CMT + 4.08

  

 

586,432

 

   

Albertsons Companies, Inc. / Safeway, Inc. / New Albertsons, LP / Albertsons, LLC*

  
  217,000      

4.875%, 02/15/30

     235,078  
  215,000      

4.625%, 01/15/27

     227,550  
  95,000      

3.500%, 03/15/29

     96,022  
 
 50,000
  
    

Allison Transmission, Inc.*

3.750%, 01/30/31

  

 

50,047

 

 
 47,000
  
    

Ambience Merger Sub, Inc.*

7.125%, 07/15/29

  

 

47,633

 

 
 50,000
  
    

American Airlines Group, Inc.*^

3.750%, 03/01/25

  

 

44,569

 

  108,000      

Arcosa, Inc.*

4.375%, 04/15/29

     110,715  
 
 940,000
  
    

ARD Finance, SA*

6.500%, 06/30/27

7.250% PIK rate

  

 

992,772

 

 

 

See accompanying Notes to Schedule of Investments

 

5

Calamos Long/Short Equity & Dynamic Income Trust

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
  175,000      

Beacon Roofing Supply, Inc.*^

4.125%, 05/15/29

     $        175,609  
  191,000      

BWX Technologies, Inc.*

4.125%, 04/15/29

     195,821  
  635,000      

Cascades, Inc. / Cascades USA, Inc.*

5.125%, 01/15/26

     673,056  
   

Delta Air Lines, Inc.

  
  49,000      

3.800%, 04/19/23

     50,632  
  47,000      

7.375%, 01/15/26

     55,385  
   

Delta Air Lines, Inc. / SkyMiles IP, Ltd.*

  
  48,000      

4.750%, 10/20/28

     53,804  
  24,000      

4.500%, 10/20/25µ

     25,853  
  141,000      

Endure Digital, Inc.*

6.000%, 02/15/29

     136,912  
  85,000      

EnerSys*

4.375%, 12/15/27

     89,047  
  205,000      

Fly Leasing, Ltd.

5.250%, 10/15/24

     208,077  
  96,000      

GFL Environmental, Inc.*

3.750%, 08/01/25

     98,900  
  100,000      

Golden Nugget, Inc.*^

8.750%, 10/01/25

     105,459  
  108,000      

Graham Packaging Company, Inc.*

7.125%, 08/15/28

     115,636  
  88,000      

Graphic Packaging International, LLC*

3.500%, 03/01/29

     87,772  
  48,000      

Great Lakes Dredge & Dock

Corp.*

5.250%, 06/01/29

     49,567  
  443,000      

H&E Equipment Services, Inc.*

3.875%, 12/15/28

     439,957  
  108,000      

HCRX Investments Holdco, LP*

4.500%, 08/01/29

     110,313  
  475,000      

Herc Holdings, Inc.*

5.500%, 07/15/27

     499,253  
  82,000      

Howmet Aerospace, Inc.

6.875%, 05/01/25

     95,485  
  290,000      

JELD-WEN, Inc.*

4.625%, 12/15/25

     295,846  
  96,000      

KeHE Distributors, LLC / KeHE Finance Corp.*

8.625%, 10/15/26

     104,122  
  213,000      

Ken Garff Automotive, LLC*

4.875%, 09/15/28

     219,646  
  96,000      

MasTec, Inc.*

4.500%, 08/15/28

     101,312  
  124,000      

Meritor, Inc.*

4.500%, 12/15/28

     126,983  
  107,000      

Moog, Inc.*

4.250%, 12/15/27

     110,542  
  255,000      

Nationstar Mortgage Holdings, Inc.*

5.500%, 08/15/28

     259,554  
  172,000      

Novelis Corp.*

4.750%, 01/30/30

     183,414  
  225,000      

Park-Ohio Industries, Inc.

6.625%, 04/15/27

     228,978  
   

Patrick Industries, Inc.*

  
  275,000      

7.500%, 10/15/27

     299,252  
  96,000      

4.750%, 05/01/29

     98,040  
  PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
  235,000      

Peninsula Pacific Entertainment, LLC / Peninsula Pacific Entertainment Finance In*

8.500%, 11/15/27

     $        255,177  
  47,000      

Picasso Finance Sub, Inc.*

6.125%, 06/15/25

     49,863  
  185,000      

QVC, Inc.

4.375%, 09/01/28

     190,219  
  225,000      

Reynolds Group Issuer, Inc. / Reynolds Group Issuer, LLC / Reynolds Group Issuer Lu*

4.000%, 10/15/27

     225,049  
  95,000      

SEG Holding, LLC / SEG Finance Corp.*^

5.625%, 10/15/28

     100,270  
  98,000      

Sensata Technologies, Inc.*

3.750%, 02/15/31

     98,981  
   

Sinclair Television Group, Inc.*

  
  100,000      

5.500%, 03/01/30^

     100,451  
  96,000      

4.125%, 12/01/30

     93,196  
   

Standard Industries, Inc.*

  
  195,000      

5.000%, 02/15/27

     202,034  
  47,000      

4.375%, 07/15/30^

     48,373  
  315,000      

Stanley Black & Decker, Inc.‡

4.000%, 03/15/60

5 year CMT + 2.66%

     337,998  
   

Station Casinos, LLC*

  
  450,000      

4.500%, 02/15/28

     454,297  
  264,000      

5.000%, 10/01/25

     267,678  
  96,000      

Stericycle, Inc.*

3.875%, 01/15/29

     97,443  
  145,000      

STL Holding Company, LLC*

7.500%, 02/15/26

     153,017  
   

TransDigm, Inc.

  
  655,000      

7.500%, 03/15/27

     694,929  
  465,000      

6.250%, 03/15/26*

     488,608  
  96,000      

Tronox, Inc.*

4.625%, 03/15/29

     97,800  
   

United Rentals North America, Inc.

  
  95,000      

3.750%, 01/15/32

     95,000  
  48,000      

3.875%, 02/15/31

     49,459  
  280,000      

Waste Pro USA, Inc.*

5.500%, 02/15/26

     286,003  
   

WESCO Distribution, Inc.*

  
  93,000      

7.125%, 06/15/25

     100,315  
  45,000      

7.250%, 06/15/28

     50,171  
     

 

 

 

        12,651,890  
     

 

 

 

    Information Technology (0.6%)

 

  96,000      

Booz Allen Hamilton, Inc.*

4.000%, 07/01/29

     99,021  
  299,000      

CommScope Technologies, LLC*

6.000%, 06/15/25

     303,844  
   

Dell International, LLC / EMC Corp.

  
  155,000      

6.100%, 07/15/27

     191,764  
  80,000      

5.850%, 07/15/25µ

     94,054  
  56,000      

Fair Isaac Corp.*

4.000%, 06/15/28

     58,597  
  210,000      

KBR, Inc.*

4.750%, 09/30/28

     213,761  
  210,000      

MPH Acquisition Holdings, LLC*^

5.750%, 11/01/28

     204,267  
  96,000      

NCR Corp.*

5.125%, 04/15/29

     100,052  
 

 

See accompanying Notes to Schedule of Investments

 

6

Calamos Long/Short Equity & Dynamic Income Trust

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
  218,000      

Nielsen Finance, LLC / Nielsen Finance Company*

4.500%, 07/15/29

     $        220,191  
  143,000      

ON Semiconductor Corp.*

3.875%, 09/01/28

     148,999  
  129,000      

Open Text Corp.*

3.875%, 02/15/28

     133,531  
  96,000      

Playtika Holding Corp.*

4.250%, 03/15/29

     95,850  
  118,000      

PTC, Inc.*

4.000%, 02/15/28

     122,280  
  220,000      

TTM Technologies, Inc.*

4.000%, 03/01/29

     221,648  
   

Twilio, Inc.

  
  130,000      

3.625%, 03/15/29

     133,718  
  47,000      

3.875%, 03/15/31^

     49,182  
  220,000      

ZoomInfo Technologies, LLC / ZoomInfo Finance Corp.*

3.875%, 02/01/29

     220,427  
     

 

 

 

        2,611,186  
     

 

 

 

    Materials (0.9%)  
  90,000      

Allegheny Technologies, Inc.^

5.875%, 12/01/27

     94,635  
  240,000      

ArcelorMittal, SA

7.250%, 10/15/39

     350,734  
  300,000      

Clearwater Paper Corp.*

4.750%, 08/15/28

     303,561  
  285,000      

First Quantum Minerals, Ltd.*

7.250%, 04/01/23

     290,506  
   

Freeport-McMoRan, Inc.

  
  300,000      

5.450%, 03/15/43

     385,704  
  285,000      

5.000%, 09/01/27

     301,168  
  90,000      

5.400%, 11/14/34

     114,419  
  144,000      

HB Fuller Company

4.250%, 10/15/28

     147,522  
  191,000      

Intertape Polymer Group, Inc.*

4.375%, 06/15/29

     195,643  
   

Kaiser Aluminum Corp.*

  
  85,000      

4.625%, 03/01/28

     88,872  
  24,000      

4.500%, 06/01/31

     24,987  
  156,000      

Mercer International, Inc.

5.125%, 02/01/29

     159,304  
   

New Gold, Inc.*

  
  64,000      

6.375%, 05/15/25

     66,065  
  50,000      

7.500%, 07/15/27

     54,045  
  189,000      

OCI, NV*

4.625%, 10/15/25

     196,296  
  95,000      

Owens-Brockway Glass Container, Inc.* 6.625%, 05/13/27

     103,045  
  94,000      

PBF Holding Company, LLC / PBF Finance Corp.

7.250%, 06/15/25

     56,802  
  80,000      

Silgan Holdings, Inc.

4.125%, 02/01/28

     83,133  
  96,000      

Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc.*

5.125%, 04/01/29

     97,982  
  500,000      

Univar Solutions USA, Inc.*

5.125%, 12/01/27

     524,505  
  97,000      

Valvoline, Inc.*

3.625%, 06/15/31

     96,697  
     

 

 

 

          3,735,625  
     

 

 

 

  PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
    Real Estate (0.2%)  
  152,000      

EPR Properties^

3.750%, 08/15/29

     $        154,373  
   

Forestar Group, Inc.*

  
  139,000      

5.000%, 03/01/28

     144,892  
  47,000      

3.850%, 05/15/26

     47,716  
  142,000      

iStar, Inc.

5.500%, 02/15/26

     149,083  
  95,000      

Service Properties Trust

5.250%, 02/15/26

     96,163  
     

 

 

 

        592,227  
     

 

 

 

    Utilities (1.3%)  
  129,000      

Calpine Corp.*

4.500%, 02/15/28

     133,155  
  200,000      

CenterPoint Energy, Inc.‡

6.125%, 09/01/23

3 mo. USD LIBOR + 3.27%

     211,870  
  575,000      

CMS Energy Corp.^‡

4.750%, 06/01/50

5 year CMT + 4.12%

     646,449  
  800,000      

Dominion Energy, Inc.^‡

4.650%, 12/15/24

5 year CMT + 2.99%

     856,472  
  1,045,000      

Duke Energy Corp.‡

4.875%, 09/16/24

5 year CMT + 3.39%

     1,118,140  
  840,000      

NextEra Energy Capital Holdings, Inc.‡

4.800%, 12/01/77

3 mo. USD LIBOR + 2.41%

     947,150  
  258,000      

PPL Capital Funding, Inc.‡

2.812%, 03/30/67

3 mo. USD LIBOR + 2.67%

     252,977  
  375,000      

Sempra Energy‡

4.875%, 10/15/25

5 year CMT + 4.55%

     410,138  
   

Southern Company‡

  
  753,000      

4.000%, 01/15/51

5 year CMT + 3.73%

     799,550  
  280,000      

3.750%, 09/15/51

5 year CMT + 2.92

     286,591  
     

 

 

 

        5,662,492  
     

 

 

 

   

TOTAL CORPORATE BONDS

(Cost $124,973,510)

       130,821,324  
     

 

 

 

     

 

 

 

 

CONVERTIBLE BONDS (0.1%)

  
    Consumer Discretionary (0.1%)

 

  288,000      

DISH Network Corp.µ

2.375%, 03/15/24

     279,081  
  85,000      

Peloton Interactive, Inc.*µ

0.000%, 02/15/26

     80,433  
     

 

 

 

    TOTAL CONVERTIBLE BONDS  
    (Cost $340,552)     359,514  
     

 

 

 

     

 

 

 

 

BANK LOANS (3.0%) ¡

  
    Airlines (0.1%)  
  165,000      

AAdvantage Loyalty IP, Ltd.‡

5.500%, 04/20/28

3 mo. LIBOR + 4.75%

     169,888  
 

 

See accompanying Notes to Schedule of Investments

 

7

Calamos Long/Short Equity & Dynamic Income Trust

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
 
 249,375
  
    

United Airlines, Inc.‡

4.500%, 04/21/28

1 mo. LIBOR + 3.75%

  

 

$        250,140

 

     

 

 

 

        420,028  
     

 

 

 

    Communication Services (0.6%)  
 
 491,250
  
    

Clear Channel Outdoor Holdings, Inc.‡

3.629%, 08/21/26

3 mo. LIBOR + 3.50%

  

 

477,792

 

 
 128,521
  
    

Consolidated Communications, Inc.‡

4.250%, 10/02/27

1 mo. LIBOR + 3.50%

  

 

128,248

 

 
 530,000
  
    

DIRECTV Financing, LLC!

0.000%, 07/21/27

  

 

529,605

 

 
 299,250
  
    

Frontier Communications Corp.‡

4.500%, 05/01/28

3 mo. LIBOR + 3.75%

  

 

299,626

 

 
 135,000
  
    

Frontier Communications Corp.!

0.000%, 05/01/28

  

 

135,169

 

 
 159,678
  
    

iHeartCommunications, Inc.‡

3.092%, 05/01/26

1 mo. LIBOR + 3.00%

  

 

157,781

 

 
 825,000
  
    

Intelsat Jackson Holdings, SA

8.625%, 01/02/24

  

 

841,649

 

     

 

 

 

        2,569,870  
     

 

 

 

    Consumer Discretionary (0.5%)  
 
 95,000
  
    

At Home Group, Inc.!

0.000%, 06/24/28

  

 

95,119

 

 
 50,000
  
    

At Home Group, Inc.‡

4.750%, 06/24/28

3 mo. LIBOR + 4.25%

  

 

50,063

 

 
 199,000
  
    

Life Time Fitness, Inc.‡

5.750%, 12/16/24

3 mo. LIBOR + 4.75%

  

 

199,125

 

 
 288,506
  
    

Meredith Corp.‡

5.250%, 01/31/25

3 mo. LIBOR + 4.25%

  

 

294,938

 

  339,150      

Petco Health and Wellness Company, Inc.‡

4.000%, 03/03/28

3 mo. LIBOR + 3.25%

     338,063  
 
 385,000
  
    

PetSmart, Inc.‡

4.500%, 02/12/28

6 mo. LIBOR + 3.75%

  

 

385,337

 

 
 144,737
  
    

Rent-A-Center, Inc.‡

4.750%, 02/17/28

1 mo. LIBOR + 4.00%

  

 

145,461

 

 
 75,000
  
    

Rent-A-Center, Inc.!

0.000%, 02/17/28

  

 

75,375

 

 
 174,500
  
    

TKC Holdings, Inc.!

0.000%, 05/15/28

  

 

172,701

 

 
 47,300
  
    

TKC Holdings, Inc.‡

6.500%, 05/15/28

3 mo. LIBOR + 5.50%

  

 

46,812

 

 
 335,000
  
    

WW International, Inc.‡

4.000%, 04/13/28

1 mo. LIBOR + 3.50%

  

 

334,687

 

     

 

 

 

        2,137,681  
     

 

 

 

  PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
    Consumer Staples (0.0%)  
 
 99,022
  
    

United Natural Foods, Inc.‡

3.592%, 10/22/25

1 mo. LIBOR + 3.50%

  

 

$          98,836

 

     

 

 

 

    Energy (0.0%)  
 
 198,026
  
    

Par Pacific Holdings, Inc.‡

6.870%, 01/12/26

3 mo. LIBOR + 6.75%

  

 

197,037

 

     

 

 

 

    Financials (0.1%)  
 
 225,000
  
    

Jazz Financing Lux Sarl‡

4.000%, 05/05/28

1 mo. LIBOR + 3.50%

  

 

225,563

 

     

 

 

 

    Health Care (0.9%)  
 
 938,685
  
    

Amneal Pharmaceuticals, LLC‡

3.625%, 05/04/25

1 mo. LIBOR + 3.50%

  

 

909,793

 

 
 407,433
  
    

Endo Luxembourg Finance Company I Sarl‡

5.750%, 03/27/28

3 mo. LIBOR + 5.00%

  

 

398,928

 

 
 411,997
  
    

Gentiva Health Services, Inc.‡

2.875%, 07/02/25

1 mo. LIBOR + 2.75%

  

 

410,969

 

 
 92,063
  
    

Icon Luxembourg Sarl!

0.000%, 07/03/28

  

 

91,980

 

 
 72,049
  
    

Icon Luxembourg Sarl‡

3.000%, 07/03/28

3 mo. LIBOR + 2.50%

  

 

71,984

 

 
 22,937
  
    

Icon Luxembourg Sarl!

0.000%, 07/03/28

  

 

22,917

 

 
 17,951
  
    

Icon Luxembourg Sarl‡

3.000%, 07/03/28

3 mo. LIBOR + 2.50%

  

 

17,935

 

 
 725,623
  
    

Mallinckrodt International Finance, SA‡

6.000%, 09/24/24

6 mo. LIBOR + 5.25%

  

 

707,334

 

 
 220,000
  
    

Padagis, LLC‡

5.250%, 07/06/28

3 mo. LIBOR + 4.75%

  

 

220,687

 

 
 826,021
  
    

Team Health Holdings, Inc.‡

3.750%, 02/06/24

1 mo. LIBOR + 2.75%

  

 

801,629

 

     

 

 

 

        3,654,156  
     

 

 

 

    Industrials (0.4%)  
 
 100,000
  
    

ACProducts, Inc.‡

4.750%, 05/05/28

6 mo. LIBOR + 4.25%

  

 

99,508

 

 
 70,000
  
    

Air Canada!

0.000%, 07/28/28

  

 

70,204

 

 
 50,000
  
    

Air Canada!

0.000%, 07/28/28

  

 

50,146

 

 
 191,100
  
    

BW Gas & Convenience Holdings,

LLC‡

4.000%, 03/17/28

1 mo. LIBOR + 3.50%

  

 

191,578

 

 
 444,392
  
    

Dun & Bradstreet Corp.‡

3.336%, 02/06/26

1 mo. LIBOR + 3.25%

  

 

441,196

 

 

 

See accompanying Notes to Schedule of Investments

 

8

Calamos Long/Short Equity & Dynamic Income Trust

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
 
 294,818
  
    

Granite Holdings US Acquisition Company‡

4.147%, 09/30/26

3 mo. LIBOR + 4.00%

  

 

$        294,818

 

 
 679,466
  
    

Scientific Games International, Inc.‡

2.842%, 08/14/24

1 mo. LIBOR + 2.75%

  

 

670,361

 

     

 

 

 

        1,817,811  
     

 

 

 

    Information Technology (0.4%)

 

 
 115,000
  
    

AP Core Holdings II, LLC!

0.000%, 07/21/27

  

 

114,641

 

 
 262,652
  
    

Banff Merger Sub, Inc.‡

3.842%, 10/02/25

1 mo. LIBOR + 3.75%

  

 

260,799

 

 
 134,325
  
    

Camelot U.S. Acquisition 1 Co.‡

4.000%, 10/30/26

1 mo. LIBOR + 3.00%

  

 

134,472

 

 
 369,375
  
    

Camelot U.S. Acquisition 1 Company‡

3.092%, 10/30/26

1 mo. LIBOR + 3.00%

  

 

366,281

 

 
 612,133
  
    

VFH Parent, LLC‡

3.085%, 03/01/26

1 mo. LIBOR + 3.00%

  

 

608,525

 

     

 

 

 

        1,484,718  
     

 

 

 

    Materials (0.0%)

 

 
 133,313
  
    

Innophos, Inc.‡

3.592%, 02/07/27

1 mo. LIBOR + 3.50%

  

 

133,229

 

     

 

 

 

   

TOTAL BANK LOANS

(Cost $12,543,879)

  

 

12,738,929

 

     

 

 

 

     

 

 

 

  NUMBER OF
SHARES		       

 

     

 

   VALUE
 

COMMON STOCKS (80.4%)

  
    Communication Services (8.4%)

 

  5,450      

Alphabet, Inc. - Class A^#~

     14,685,188  
  50,000      

Facebook, Inc. - Class A^#~

     17,815,000  
  3,050      

Lumen Technologies, Inc.^

     38,034  
  2,060,000    

GBP

  

Vodafone Group, PLC

     3,312,380  
     

 

 

 

        35,850,602  
     

 

 

 

    Consumer Discretionary (6.1%)

 

  1,000      

Amazon.com, Inc.#

     3,327,590  
  114,000      

Caesars Entertainment, Inc.^#~

     9,959,040  
  213,500      

Las Vegas Sands Corp.#~

     9,041,725  
  42,000      

VF Corp.

     3,368,400  
     

 

 

 

        25,696,755  
     

 

 

 

    Consumer Staples (2.7%)

 

  152,600      

Sysco Corp.µ~

     11,322,920  
     

 

 

 

    Energy (2.6%)  
  177,000      

Royal Dutch Shell, PLC - Class A

     7,189,740  
  155,700      

Williams Companies, Inc.~

     3,900,285  
     

 

 

 

        11,090,025  
     

 

 

 

    Financials (11.6%)  
  175,000      

Bank of America Corp.~

     6,713,000  
  NUMBER OF
SHARES		       

 

     

 

   VALUE
  521,500      

Huntington Bancshares, Inc.~

     $     7,342,720  
  2,849,000    

GBP

  

Legal & General Group, PLC

     10,320,410  
  5,165,000    

GBP

  

Natwest Group, PLC

     14,496,689  
  190,000      

Truist Financial Corp.^~

     10,341,700  
     

 

 

 

        49,214,519  
     

 

 

 

    Health Care (3.7%)

 

  229,000      

Boston Scientific Corp.^#~

     10,442,400  
  12,500      

UnitedHealth Group, Inc.~

       5,152,750  
     

 

 

 

        15,595,150  
     

 

 

 

    Industrials (30.1%)

 

  186,900      

AerCap Holdings, NV#~

     9,905,700  
  500,500      

Air Lease Corp. - Class Aµ~

     21,201,180  
  55,000      

Boeing Company#~

     12,456,400  
  324,000      

CSX Corp.

     10,471,680  
  300,500      

Delta Air Lines, Inc.µ^#~

     11,989,950  
  59,000      

Honeywell International, Inc.µ^~

     13,793,610  
  38,700      

L3Harris Technologies, Inc.~

     8,774,838  
  155,000      

Raytheon Technologies Corp.^~

     13,477,250  
  121,400      

Southwest Airlines Companyµ^#~

     6,133,128  
  73,500      

Uber Technologies, Inc.#~

     3,194,310  
  46,500      

Union Pacific Corp.~

     10,172,340  
  132,000      

United Airlines Holdings, Inc.#~

     6,167,040  
     

 

 

 

        127,737,426  
     

 

 

 

    Information Technology (12.4%)

 

  63,600      

Fidelity National Information Services, Inc.µ^~

     9,479,580  
  45,500      

FleetCor Technologies, Inc.^#~

     11,749,010  
  26,500      

Paycom Software, Inc.µ^#~

     10,600,000  
  50,600      

salesforce.com, Inc.µ#~

     12,241,658  
  22,800      

Twilio, Inc. - Class A#

     8,517,852  
     

 

 

 

        52,588,100  
     

 

 

 

    Materials (1.9%)  
  26,000      

Linde, PLC~

     7,992,140  
     

 

 

 

    Real Estate (0.9%)  
  104,500      

MGM Growth Properties, LLC~

     3,950,100  
     

 

 

 

   

TOTAL COMMON STOCKS

(Cost $331,936,397)

  

 

341,037,737

 

     

 

 

 

     

 

 

 

 

CONVERTIBLE PREFERRED STOCKS (2.7%)

  
    Consumer Discretionary (2.2%)

 

 
 38,800
  
  

EUR

  

Volkswagen, AG‡ ‡‡

0.000%

  

 

9,450,534

 

     

 

 

 

    Financials (0.5%)  
 
 1,255
  
    

Bank of America Corp.µ‡‡

7.250%

  

 

1,856,835

 

 
 5,917
  
    

Prospect Capital Corp.

5.350%, 07/01/26

  

 

145,736

 

     

 

 

 

        2,002,571  
     

 

 

 

   

TOTAL CONVERTIBLE PREFERRED STOCKS

(Cost $12,154,307)

  

 

11,453,105

 

     

 

 

 

     

 

 

 

 

 

See accompanying Notes to Schedule of Investments

 

9

Calamos Long/Short Equity & Dynamic Income Trust

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  NUMBER OF
SHARES		       

 

     

 

   VALUE
 

PREFERRED STOCKS (6.3%)

  
    Communication Services (0.8%)

 

 
 25,330
  
    

AT&T, Inc.^

4.750%, 02/18/25

  

 

$        670,485

 

 
 15,800
  
    

AT&T, Inc.^~

5.350%, 11/01/66

  

 

418,700

 

 
 58,930
  
    

Qwest Corp.µ^

6.500%, 09/01/56

  

 

  1,494,465

 

 
 25,585
  
    

United States Cellular Corp.µ

6.250%, 09/01/69

  

 

710,751

 

     

 

 

 

        3,294,401  
     

 

 

 

    Consumer Discretionary (0.3%)

 

 
 12,200
  
    

Ford Motor Companyµ^~

6.200%, 06/01/59

  

 

338,672

 

 
 3,615
  
    

Guitar Center, Inc.

0.000%

  

 

410,755

 

 
 3,688
  
    

Qurate Retail, Inc.µ

8.000%, 03/15/31

  

 

400,074

 

     

 

 

 

        1,149,501  
     

 

 

 

    Energy (0.5%)  
 
 35,935
  
    

Energy Transfer, LP‡

7.625%, 08/15/23

3 mo. USD LIBOR + 4.74

  

 

911,312

 

 
 29,900
  
    

NuStar Energy, LP‡

7.625%, 06/15/22

3 mo. USD LIBOR + 5.64%

  

 

696,670

 

 
 28,750
  
    

NuStar Logistics, LP‡

6.860%, 01/15/43

3 mo. USD LIBOR + 6.73%

  

 

726,512

 

     

 

 

 

        2,334,494  
     

 

 

 

    Financials (3.3%)  
  18,000      

Affiliated Managers Group, Inc.^

4.750%, 09/30/60

     480,960  
 
 17,285
  
    

Annaly Capital Management, Inc.^‡

6.950%, 09/30/22

3 mo. USD LIBOR + 4.99%

  

 

451,138

 

 
 34,494
  
    

Arch Capital Group, Ltd.^

5.250%, 09/29/21

  

 

873,388

 

 
 9,000
  
    

B Riley Financial, Inc.

6.000%, 01/31/28

  

 

239,310

 

 
 16,383
  
    

Bank of America Corp.^

4.375%, 11/03/25

  

 

427,269

 

 
 21,000
  
    

Brookfield Finance, Inc.

4.625%, 10/16/80

  

 

539,280

 

 
 23,370
  
    

CIT Group, Inc.µ

5.625%, 12/15/24

  

 

623,278

 

 
 26,025
  
    

CNO Financial Group, Inc.µ^

5.125%, 11/25/60

  

 

714,386

 

 
 15,419
  
    

Cullen/Frost Bankers, Inc.µ^

4.450%, 12/15/25

  

 

407,061

 

 
 7,063
  
    

First Republic Bank/CAµ^

4.125%, 10/30/25

  

 

178,553

 

 
 8,250
  
    

Fulton Financial Corp.µ^

5.125%, 01/15/26

  

 

224,812

 

 
 27,185
  
    

KeyCorpµ

5.650%, 12/15/23

  

 

750,578

 

 
 17,135
  
    

Legg Mason, Inc.µ

5.450%, 09/15/56

  

 

432,832

 

 
 33,420
  
    

Morgan Stanleyµ

4.875%, 01/15/25

  

 

908,690

 

  NUMBER OF
SHARES		       

 

     

 

   VALUE
 
 16,115
  
    

Oaktree Capital Group, LLCµ^

6.550%, 09/15/23

  

 

$        451,703

 

 
 24,075
  
    

Prudential Financial, Inc.^

4.125%, 09/01/60

  

 

631,969

 

 
 35,500
  
    

Selective Insurance Group, Inc.µ^

4.600%, 12/15/25

  

 

924,775

 

 
 8,994
  
    

Signature Bank/New York NYµ^

5.000%, 12/30/25

  

 

236,632

 

 
 16,600
  
    

Spirit Realty Capital, Inc.µ

6.000%, 10/03/22

  

 

435,418

 

 
 31,375
  
    

Truist Financial Corp.µ^

4.750%, 09/01/25

  

 

832,379

 

 
 18,395
  
    

US Bancorp^

3.750%, 01/15/26

  

 

459,507

 

 
 35,915
  
    

W R Berkley Corp.^

5.100%, 12/30/59

  

 

983,712

 

 
 69,435
  
    

Wells Fargo & Company^

4.750%, 03/15/25

  

 

1,818,503

 

     

 

 

 

        14,026,133  
     

 

 

 

    Industrials (0.3%)  
 
 18,200
  
    

Air Lease Corp.‡

6.150%, 03/15/24

3 mo. USD LIBOR + 3.65%

  

 

496,496

 

 
 7,500
  
    

Brookfield Finance I UK, PLC^

4.500%, 11/24/25

  

 

190,650

 

 
 11,400
  
    

QVC, Inc.µ

6.250%, 11/26/68

  

 

299,136

 

 
 7,275
  
    

WESCO International, Inc.µ‡

10.625%, 06/22/25

5 year CMT + 10.33

  

 

225,889

 

     

 

 

 

          1,212,171  
     

 

 

 

    Real Estate (0.8%)  
 
 16,375
  
    

American Homes 4 Rent^~

6.250%, 09/19/23

  

 

454,406

 

 
 22,900
  
    

Brookfield Property Partners, LPµ~

5.750%, 03/31/25

  

 

560,821

 

 
 15,300
  
    

Brookfield Property Partners, LPµ~

6.375%, 09/30/24

  

 

389,079

 

 
 17,100
  
    

EPR Propertiesµ^~

5.750%, 11/30/22

  

 

437,076

 

 
 16,515
  
    

Global Net Lease, Inc.µ

6.875%, 11/26/24

  

 

443,263

 

 
 31,680
  
    

Kimco Realty Corp.µ^

5.250%, 12/20/22

  

 

851,875

 

 
 11,330
  
    

Public Storage^

4.625%, 06/17/25

  

 

315,427

 

     

 

 

 

        3,451,947  
     

 

 

 

    Utilities (0.3%)  
 
 15,800
  
    

Algonquin Power & Utilities Corp.‡

6.875%, 10/17/78

3 mo. USD LIBOR + 3.68%

  

 

439,240

 

 
 16,750
  
    

Brookfield Renewable Partners, LP^

5.250%, 03/31/25

  

 

438,348

 

 
 16,150
  
    

DTE Energy Companyµ~

5.250%, 12/01/77

  

 

427,329

 

     

 

 

 

        1,304,917  
     

 

 

 

   

TOTAL PREFERRED STOCKS

(Cost $25,640,916)

  

 

26,773,564

 

     

 

 

 

     

 

 

 

 

 

See accompanying Notes to Schedule of Investments

 

10

Calamos Long/Short Equity & Dynamic Income Trust

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

NUMBER OF
CONTRACTS/
NOTIONAL
AMOUNT		       

 

     

 

   VALUE
 

PURCHASED OPTIONS (0.6%) #

  
    Consumer Discretionary (0.1%)

 

 

 42

13,975,878

  

 

    

Amazon.com, Inc.

Call, 10/15/21, Strike $3,500.00

  

$

        352,380

 

 

 10

325,490

  

 

    

Domino’s Pizza, Inc.

Put, 07/23/21, Strike $525.00

  

 

1,043

 

 

 430

5,076,150

  

 

    

Peloton Interactive, Inc.

Call, 08/06/21, Strike $118.00

  

 

142,975

 

     

 

 

 

        496,398  
     

 

 

 

    Energy (0.1%)  
 

 890

3,615,180

  

 

    

Royal Dutch Shell, PLC

Call, 10/15/21, Strike $40.00

  

 

204,700

 

     

 

 

 

    Financials (0.2%)  
 

 8,700

5,019,900

  

 

    

Itau Unibanco Holding, SA

Call, 12/17/21, Strike $5.00

  

 

848,250

 

     

 

 

 

    Industrials (0.0%)  
 

 1,814

9,164,328

  

 

    

Southwest Airlines Company

Call, 08/20/21, Strike $52.00

  

 

170,516

 

     

 

 

 

    Information Technology (0.1%)

 

 

 333

7,805,520

  

 

    

Workday, Inc.

Call, 09/17/21, Strike $230.00

  

 

459,540

 

     

 

 

 

    Other (0.1%)  
 

 357

4,284,000

  

 

    

ARK Innovation ETF

Put, 08/06/21, Strike $109.00

  

 

8,033

 

 

 560

20,415,920

  

 

    

Invesco QQQ Trust Series

Put, 08/13/21, Strike $355.00

  

 

101,080

 

 

 5,325

79,619,400

  

 

    

iShares 20+ Year Treasury Bond

Put, 08/20/21, Strike $140.00

  

 

63,900

 

 

 2,420

106,119,420

  

 

    

SPDR S&P 500 ETF Trust

Put, 08/09/21, Strike $432.00

  

 

325,490

 

     

 

 

 

        498,503  
     

 

 

 

   

TOTAL PURCHASED OPTIONS

(Cost $4,432,106)

  

 

2,677,907

 

     

 

 

 

     

 

 

 

 

    TOTAL INVESTMENTS (123.9%)
(Cost $512,021,667)

     525,862,080  
     

 

 

 

     

 

 

 

 

LIABILITIES, LESS OTHER ASSETS (-23.9%)

     (101,467,418 ) 
     

 

 

 

 

NET ASSETS (100.0%)

   $ 424,394,662  
     

 

 

 

     

 

 

 

NUMBER OF
SHARES		       

 

     

 

   VALUE
 

COMMON STOCKS SOLD SHORT (-3.0%) #

  
    Consumer Discretionary (-3.0%)

 

  (60,500 )     

eBay, Inc.

     (4,126,705 ) 
  (33,500 )     

Target Corp.

     (8,745,175 ) 
     

 

 

 

   

TOTAL COMMON STOCKS SOLD SHORT

(Cost $(11,057,929))

  

 

(12,871,880

) 

     

 

 

 

     

 

 

 

NUMBER OF
SHARES		       

 

     

 

   VALUE
 

EXCHANGE-TRADED FUNDS SOLD SHORT (-36.8%) #

  
    Other (-36.8%)  
  (35,700 )     

ARK Innovation ETF

     $     (4,284,000 ) 
  (56,000 )     

Invesco QQQ Trust Series

     (20,415,920 ) 
  (326,000 )     

Vanguard S&P 500 ETF

     (131,426,900 ) 
     

 

 

 

   

TOTAL EXCHANGE-TRADED FUNDS SOLD SHORT

(Cost $(149,486,011))

     (156,126,820 ) 
     

 

 

 

     

 

 

 

   

TOTAL SECURITIES

SOLD SHORT

(Premium $160,543,940)

  

 

(168,998,700

) 

     

 

 

 

     

 

 

 

NUMBER OF
CONTRACTS/
NOTIONAL
AMOUNT		       

 

     

 

   VALUE
 

WRITTEN OPTIONS (-1.1%) #

  
    Communication Services (0.0%)

 

 

 200

7,126,000

  

 

    

Facebook, Inc.

Call, 08/20/21, Strike $370.00

  

 

(62,000

) 

     

 

 

 

    Consumer Discretionary (-0.1%)

 

 

 10

3,327,590

  

 

    

Amazon.com, Inc.

Call, 08/20/21, Strike $3,400.00

  

 

(47,375

) 

 

 65

2,115,685

  

 

    

Domino’s Pizza, Inc.

Call, 08/20/21, Strike $535.00

  

 

(44,200

) 

    Peloton Interactive, Inc.  
 
 430
5,076,150		  
 		     Call, 08/06/21, Strike $126.00     (35,475 ) 
 
 430
5,076,150		  
 		     Call, 08/20/21, Strike $130.00     (87,935 ) 
     

 

 

 

        (214,985 ) 
     

 

 

 

    Energy (0.0%)  
 

 2,280

7,528,560

  

 

    

Canadian Natural Resources, Ltd.

Put, 08/20/21, Strike $30.00

  

 

(57,000

) 

 

 3,800

18,768,200

  

 

    

Energy Select Sector SPDR Fund

Put, 08/20/21, Strike $45.00

  

 

(117,800

) 

     

 

 

 

        (174,800 ) 
     

 

 

 

    Financials (-0.2%)  
 

 8,700

5,019,900

  

 

    

Itau Unibanco Holding, SA

Put, 08/20/21, Strike $6.00

  

 

(300,150

) 

    Moody’s Corp.  
 
 95
3,572,000		  
 		     Call, 09/17/21, Strike $380.00     (83,600 ) 
 
 95
3,572,000		  
 		     Call, 09/17/21, Strike $370.00     (134,900 ) 
 
 95
3,572,000		  
 		     Put, 09/17/21, Strike $370.00     (82,175 ) 
     

 

 

 

        (600,825 ) 
     

 

 

 

    Industrials (0.0%)

 

   

Southwest Airlines Company

  
 
 1,214
6,133,128		  
 		     Call, 08/06/21, Strike $51.00     (82,552 ) 
 
 1,214
6,133,128		  
 		     Put, 08/20/21, Strike $47.50     (70,412 ) 
     

 

 

 

        (152,964 ) 
     

 

 

 

 

 

See accompanying Notes to Schedule of Investments

 

11

Calamos Long/Short Equity & Dynamic Income Trust

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

NUMBER OF

CONTRACTS/

NOTIONAL

AMOUNT

       

 

     

 

   VALUE
    Other (-0.8%)

 

   

ARK Innovation ETF

  
 

 357

4,284,000

  

 

    

Put, 08/06/21, Strike $100.00

  

 

$           (1,785)

 

 

 357

4,284,000

  

 

    

Put, 08/20/21, Strike $100.00

  

 

(14,994)

 

   

Invesco QQQ Trust Series

  
 

 560

20,415,920

  

 

    

Put, 08/13/21, Strike $345.00

  

 

(44,520)

 

 

 560

20,415,920

  

 

    

Put, 08/20/21, Strike $340.00

  

 

(61,600)

 

   

iShares 20+ Year Treasury Bond

  
 

 5,325

79,619,400

  

 

    

Call, 09/17/21, Strike $150.00

  

 

(1,605,488)

 

 

 2,665

39,847,080

  

 

    

Put, 09/17/21, Strike $130.00

  

 

(61,295)

 

   

Vanguard S&P 500 ETF

  
 

 3,650

147,149,750

  

 

    

Put, 08/20/21, Strike $350.00

  

 

(146,000)

 

 

 3,260

131,426,900

  

 

    

Put, 08/20/21, Strike $380.00

  

 

(415,650)

 

 

 465

18,746,475

  

 

    

Call, 08/20/21, Strike $385.00

  

 

(920,700)

 

     

 

 

 

        (3,272,032)  
     

 

 

 

   

TOTAL WRITTEN OPTIONS
(Premium $3,693,174)

     (4,477,606)  
     

 

 

 

     

 

 

 

NOTES TO SCHEDULE OF INVESTMENTS

 

*

Securities issued and sold pursuant to a Rule 144A transaction are excepted from the registration requirement of the Securities Act of 1933, as amended. These securities may only be sold to qualified institutional buyers (“QIBs”), such as the Fund. Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted from such registration requirements.

µ

Security, or portion of security, is held in a segregated account as collateral for note payable aggregating a total value of $36,843,987.

^

Security, or portion of security, is on loan.

@

In default status and considered non-income producing.

‡

Variable rate security. The rate shown is the rate in effect at July 31, 2021.

&

Illiquid security.

¡

Bank loans generally are subject to mandatory and/or optional prepayment. As a result, the actual remaining maturity of bank loans may be substantially less than the stated maturities shown.

!

This position represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate, which will be adjusted on settlement date.

#

Non-income producing security.

~

Security, or portion of security, is segregated as collateral (or potential collateral for future transactions) for written options. The aggregate value of such securities is $142,496,168.

‡‡

Perpetual maturity.

FOREIGN CURRENCY ABBREVIATIONS

EUR    European Monetary Unit
GBP    British Pound Sterling
USD    U.S. Dollar

Note: Value for securities denominated in foreign currencies is shown in U.S. dollars. The date on options represents the expiration date of the option contract. The option contract may be exercised at any date on or before the date shown.

 

 

See accompanying Notes to Schedule of Investments

 

12

Note 1 – Organization and Significant Accounting Policies

Organization. Calamos Long/Short Equity & Dynamic Income Trust (the “Fund”) was organized as a Delaware statutory trust on September 21, 2017 and is registered under the Investment Company Act of 1940 (the “1940 Act”) as a diversified, closed-end management investment company. The Fund commenced operations on November 29, 2019.

Significant Accounting Policies. The Schedule of Investments has been prepared in conformity with accounting principles generally accepted in the United States of America (U.S. GAAP). The Fund is considered an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies. The following summarizes the significant accounting policies of the Fund:

In March 2017, the Financial Accounting Standards Board (“FASB”) issued ASU No. 2017-08, Receivables – Nonrefundable Fees and Other Costs (Subtopic 310-20): Premium Amortization on Purchased Callable Debt Securities (“ASU 2017-08”). ASU 2017-08 shortens the amortization period for certain callable debt securities held at a premium. The Fund adopted ASU2017-08 as of November 29, 2019, with no material impact on the Fund’s Schedule of Investments.

Fund Valuation. The valuation of the Fund’s investments is in accordance with policies and procedures adopted by and under the ultimate supervision of the board of trustees.

Fund securities that are traded on U.S. securities exchanges, except option securities, are valued at the official closing price, which is the last current reported sales price on its principal exchange at the time each Fund determines its net asset value (“NAV”). Securities traded in the over-the-counter market and quoted on The NASDAQ Stock Market are valued at the NASDAQ Official Closing Price, as determined by NASDAQ, or lacking a NASDAQ Official Closing Price, the last current reported sale price on NASDAQ at the time the Fund determines its NAV. When a last sale or closing price is not available, equity securities, other than option securities, that are traded on a U.S. securities exchange and other equity securities traded in the over-the-counter market are valued at the mean between the most recent bid and asked quotations on its principal exchange in accordance with guidelines adopted by the board of trustees. Each option security traded on a U.S. securities exchange is valued at the mid-point of the consolidated bid/ask quote for the option security, also in accordance with guidelines adopted by the board of trustees. Each over-the-counter option that is not traded through the Options Clearing Corporation is valued either by an independent pricing agent approved by the board of trustees or based on a quotation provided by the counterparty to such option under the ultimate supervision of the board of trustees.

Fixed income securities, bank loans, certain convertible preferred securities, and non-exchange traded derivatives are normally valued by independent pricing services or by dealers or brokers who make markets in such securities. Valuations of such fixed income securities, bank loans, certain convertible preferred securities, and non-exchange traded derivatives consider yield or price of equivalent securities of comparable quality, coupon rate, maturity, type of issue, trading characteristics and other market data and do not rely exclusively upon exchange or over-the-counter prices.

Trading on European and Far Eastern exchanges and over-the-counter markets is typically completed at various times before the close of business on each day on which the New York Stock Exchange (“NYSE”) is open. Each security trading on these exchanges or in over-the-counter markets may be valued utilizing a systematic fair valuation model provided by an independent pricing service approved by the board of trustees. The valuation of each security that meets certain criteria in relation to the valuation model is systematically adjusted to reflect the impact of movement in the U.S. market after the foreign markets close. Securities that do not meet the criteria, or that are principally traded in other foreign markets, are valued as of the last reported sale price at the time the Fund determines its NAV, or when reliable market prices or quotations are not readily available, at the mean between the most recent bid and asked quotations as of the close of the appropriate exchange or other designated time. Trading of foreign securities may not take place on every NYSE business day. In addition, trading may take place in various foreign markets on Saturdays or on other days when the NYSE is not open and on which the Fund’s NAV is not calculated.

If the pricing committee determines that the valuation of a security in accordance with the methods described above is not reflective of a fair value for such security, the security is valued at a fair value by the pricing committee, under the ultimate supervision of the board of trustees, following the guidelines and/or procedures adopted by the board of trustees.

The Fund also may use fair value pricing, pursuant to guidelines adopted by the board of trustees and under the ultimate supervision of the board of trustees, if trading in the security is halted or if the value of a security it holds is materially affected by events occurring before the Fund’s pricing time but after the close of the primary market or exchange on which the security is listed. Those procedures may utilize valuations furnished by pricing services approved by the board of trustees, which may be based on market transactions for comparable securities and various relationships between securities that are generally recognized by institutional traders, a computerized matrix system, or appraisals derived from information concerning the securities or similar securities received from recognized dealers in those securities.

When fair value pricing of securities is employed, the prices of securities used by a Fund to calculate its NAV may differ from market quotations or official closing prices. There can be no assurance that the Fund could purchase or sell a portfolio security at the price used to calculate the Fund’s net asset value (“NAV”).

Foreign Currency Translation. Values of investments and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using a rate quoted by a major bank or dealer in the particular currency market, as reported by a recognized quotation dissemination service.

Option Transactions. For hedging and investment purposes, the Fund may purchase or write (sell) put and call options. One of the risks associated with purchasing an option is that the Fund pays a premium whether or not the option is exercised. Additionally, the Fund bears the risk of loss of premium and change in value should the counterparty not perform under the contract. The Fund as writer of an option bears the market risk of an unfavorable change in the price of the security underlying the written option.

Note 2 – Investments

The cost basis of investments for federal income tax purposes at July 31, 2021 was as follows*:

 

Cost basis of investments

                                                                    $347,784,553

Gross unrealized appreciation

                                                                        31,894,727

Gross unrealized depreciation

                                                                      (27,293,506)  

Net unrealized appreciation (depreciation)

                                                                       $4,601,221 

* Because tax adjustments are calculated annually, the above table does not reflect tax adjustments. For the previous fiscal year’s federal income tax information, please refer to the Notes to Financial Statements section in the Fund’s most recent semi-annual or annual report.

Note 3 – Short Sales

Securities sold short represent obligations to deliver the securities at a future date. The Fund may sell a security it does not own in anticipation of a decline in the value of that security before the delivery date. When a Fund sells a security short, it must borrow the security sold short and deliver it to the broker-dealer through which it made the short sale. Dividends paid on securities sold short are disclosed as an expense on the Statement of Operations. A gain, limited to the price at which a Fund sold the security short, or a loss, unlimited in size, will be realized upon the termination of a short sale.

To secure its obligation to deliver to the broker-dealer the securities sold short, the Fund must segregate an amount of cash or liquid securities with its custodian equal to any excess of the current market value of the securities sold short over any cash or liquid securities deposited as collateral with the broker in connection with the short sale (not including the proceeds of the short sale). As a result of that requirement, the Fund will not gain any leverage merely by selling short, except to the extent that it earns interest or other income or gains on the segregated cash or liquid securities while also being subject to the possibility of gain or loss from the securities sold short.


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