0001752724-21-231207.txt : 20211029
0001752724-21-231207.hdr.sgml : 20211029
20211029103444
ACCESSION NUMBER: 0001752724-21-231207
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210831
FILED AS OF DATE: 20211029
PERIOD START: 20220228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Brinker Capital Destinations Trust
CENTRAL INDEX KEY: 0001688680
IRS NUMBER: 816867493
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0228
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23207
FILM NUMBER: 211361332
BUSINESS ADDRESS:
STREET 1: 1055 WESTLAKES DRIVE, SUITE 250
CITY: BERWYN
STATE: PA
ZIP: 19312
BUSINESS PHONE: (610) 407-8348
MAIL ADDRESS:
STREET 1: 1055 WESTLAKES DRIVE, SUITE 250
CITY: BERWYN
STATE: PA
ZIP: 19312
0001688680
S000056107
Destinations Low Duration Fixed Income Fund
C000176699
Class I
DLDFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001688680
XXXXXXXX
S000056107
C000176699
Brinker Capital Destinations Trust
811-23207
0001688680
549300X40Y9W6WTS8B82
1055 Westlakes Drive, Suite 250
NULL
Berwyn
19312
800-333-4573
Destinations Low Duration Fixed Income Fund
S000056107
549300G0KRFUNEOA3275
2022-02-28
2021-08-31
N
632252619.17
75277506.88
556975112.29
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
69571047.81000000
EUR
MYR
NOK
SEK
SGD
USD
N
MARRIOTT INTERNA 3.6% 04/15/24
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL REGD SER FXD 3.60000000
571900BB4
130000.00000000
NS
USD
138693.32000000
0.024901170077
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.60000000
N
N
N
N
N
N
CSAIL 2017-CX10 V/R 11/15/27
N/A
CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST SER 2017-CX10 CL XA V/R REGD 0.84794200
12595JAN4
4761068.77000000
NS
USD
162847.60000000
0.029237859359
Long
ABS-CBDO
CORP
US
N
2
2050-11-15
Variable
0.84794200
N
N
N
N
N
N
NONGHYUP BANK 1.25% 07/20/25
N/A
NONGHYUP BANK REGD 144A P/P MTN 1.25000000
65540JAE8
200000.00000000
NS
USD
200753.50000000
0.036043531491
Long
DBT
CORP
KR
Y
2
2025-07-20
Fixed
1.25000000
N
N
N
N
N
N
SB HOLDCO PL V/R 07/13/22/EUR/
N/A
SB HOLDCO PLC /EUR/ REGD V/R 8.00000000
G7837UAA8
400000.00000000
NS
476314.54000000
0.085518101166
Long
DBT
CORP
GB
N
2
2022-07-13
Variable
8.00000000
N
N
N
N
N
N
PAID 2021-1 A 1.18% 11/15/27
N/A
PAGAYA AI DEBT SELECTION TRUST 2021-1 SER 2021-1 CL A REGD 144A P/P 1.18000000
69547JAA1
355093.10000000
NS
USD
356011.97000000
0.063918829072
Long
ABS-CBDO
CORP
US
Y
2
2027-11-15
Fixed
1.18000000
N
N
N
N
N
N
CONAGRA BRANDS I 4.3% 05/01/24
54930035UDEIH090K650
CONAGRA BRANDS INC REGD 4.30000000
205887CA8
125000.00000000
NS
USD
136186.47000000
0.024451087130
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.30000000
N
N
N
N
N
N
T/L JZ CAPITAL PA 0% 10/8/27
N/A
T/L JZ CAPITAL PARTNERS LTD GUGG LAST OUT LOAN REGD 0.00000000
N/A
9496000.00000000
NS
USD
9496000.00000000
1.704923575661
Long
LON
CORP
US
N
3
2027-10-08
Variable
0.00000000
N
N
N
N
N
N
HH&L ACQUISITION CO -CLASS A
N/A
HH&L ACQUISITION CO -CLASS A 0.00000000
G39714103
364.00000000
NS
USD
3523.52000000
0.000632617135
Long
EC
CORP
HK
N
1
N
N
N
ENPRO INDUSTRIE 5.75% 10/15/26
549300Y5CFT2LKCFDN54
ENPRO INDUSTRIES INC REGD SER WI 5.75000000
29355XAG2
2404000.00000000
NS
USD
2524704.84000000
0.453288627138
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.75000000
N
N
N
N
N
N
PSA TREASURY PTE 2.5% 04/12/26
N/A
PSA TREASURY PTE LTD REGD REG S EMTN SER GMTN 2.50000000
Y708HTAA7
200000.00000000
NS
USD
210573.17000000
0.037806567179
Long
DBT
CORP
SG
N
2
2026-04-12
Fixed
2.50000000
N
N
N
N
N
N
COLT 2020-2 A1 V/R 03/25/65
N/A
COLT 2020-2 MORTGAGE LOAN TRUST SER 2020-2 CL A1 V/R REGD 144A P/P 1.85300000
19688JAA5
292353.96000000
NS
USD
293648.77000000
0.052722063072
Long
ABS-CBDO
CORP
US
Y
2
2065-03-25
Variable
1.85300000
N
N
N
N
N
N
CAVU 2019-1A A1 V/R 07/20/32
N/A
TRIMARAN CAVU 2019-1 LTD SER 2019-1A CL A1 V/R REGD 144A P/P 1.59425000
89624CAA0
1000000.00000000
NS
USD
1002500.00000000
0.179990088942
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Variable
1.59425000
N
N
N
N
N
N
MORGAN STANLEY V/R 01/25/24
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY REGD V/R MTN 0.52900000
6174468W2
140000.00000000
NS
USD
140066.91000000
0.025147786123
Long
DBT
CORP
US
N
2
2024-01-25
Variable
0.52900000
N
N
N
N
N
N
DHB CAP CORP WT EX 03/15/26
N/A
DHB CAP CORP WARRANTS EXP 03/15/26 0.00000000
23291W117
2568.00000000
NS
USD
1797.86000000
0.000322790006
N/A
DE
CORP
US
N
1
N/A
N/A
Call
Purchased
DHB CAP CORP
DHB CAP CORP
2568.00000000
USD
0.00000000
USD
2026-03-15
XXXX
1797.86000000
N
N
N
THIMBLE POINT ACQUISITION-A
N/A
THIMBLE POINT ACQUISITION-A 0.00000000
88408P107
32999.00000000
NS
USD
326030.12000000
0.058535850670
Long
EC
CORP
US
N
1
N
N
LMAT 2021-GS4 A1 V/R 06/25/61
N/A
LEGACY MORTGAGE ASSET TRUST 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 1.65000000
52475WAA4
500000.00000000
NS
USD
500082.00000000
0.089785340307
Long
ABS-CBDO
CORP
US
Y
2
2061-06-25
Variable
1.65000000
N
N
N
N
N
N
TREBIA ACQUISITION CORP-A
N/A
TREBIA ACQUISITION CORP-A 0.00000000
G9027T109
133499.00000000
NS
USD
1320305.11000000
0.237049211152
Long
EC
CORP
US
N
1
N
N
N
SURGERY CENTER 6.75% 07/01/25
N/A
SURGERY CENTER HOLDINGS REGD 144A P/P 6.75000000
84611WAB0
2611000.00000000
NS
USD
2657528.02000000
0.477135865025
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.75000000
N
N
N
N
N
N
NEXTERA ENERGY 0.65% 03/01/23
N/A
NEXTERA ENERGY CAPITAL REGD 0.65000000
65339KBU3
100000.00000000
NS
USD
100386.18000000
0.018023458819
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.65000000
N
N
N
N
N
N
HC2 HOLDINGS INC 8.5% 02/01/26
549300S6O246JWQQ1K58
HC2 HOLDINGS INC REGD 144A P/P 8.50000000
404139AJ6
9404000.00000000
NS
USD
9356980.00000000
1.679963753053
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
8.50000000
N
N
N
N
N
N
DTE ENERGY CO 1.05% 06/01/25
549300IX8SD6XXD71I78
DTE ENERGY CO REGD SER F 1.05000000
233331BG1
75000.00000000
NS
USD
74839.01000000
0.013436688345
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.05000000
N
N
N
N
N
N
CASCADE ACQUISITION COR-CL A
N/A
CASCADE ACQUISITION COR-CL A 0.00000000
147151104
10575.00000000
NS
USD
104481.00000000
0.018758647863
Long
EC
CORP
US
N
1
N
N
N
CAPSTAR SPECIAL PURPOSE AC-A
N/A
CAPSTAR SPECIAL PURPOSE AC-A 0.00000000
14070Y101
17480.00000000
NS
USD
172877.20000000
0.031038586138
Long
EC
CORP
US
N
1
N
N
UNITED OVERSEAS B V/R 09/16/26
IO66REGK3RCBAMA8HR66
UNITED OVERSEAS BANK LTD REGD V/R REG S EMTN 3.50000000
Y9T10PX26
200000.00000000
NS
USD
200182.00000000
0.035940923675
Long
DBT
CORP
SG
N
2
2026-09-16
Variable
3.50000000
N
N
N
N
N
N
GOLDEN FALCON ACQUISITI-CL A
N/A
GOLDEN FALCON ACQUISITI-CL A 0.00000000
38102H109
90017.00000000
NS
USD
874965.24000000
0.157092340518
Long
EC
CORP
US
N
1
N
N
N
GALAXY PIPELINE 1.75% 09/30/27
549300L82YB0C6JQIC26
GALAXY PIPELINE ASSETS REGD REG S 1.75000000
G3R238AB9
200000.00000000
NS
USD
203142.84000000
0.036472516548
Long
DBT
CORP
AE
N
2
2027-09-30
Fixed
1.75000000
N
N
N
N
N
N
AJAXM 2019-C A V/R 10/25/58
N/A
AJAX MORTGAGE LOAN TRUST 2019-C SER 2019-C CL A V/R REGD 144A P/P 3.95000000
00970YAA9
966299.77000000
NS
USD
966909.51000000
0.173600128383
Long
ABS-CBDO
CORP
US
Y
2
2058-10-25
Variable
3.95000000
N
N
N
N
N
N
FINTECH EVOLUTION ACQUISIT-A
N/A
FINTECH EVOLUTION ACQUISIT-A 0.00000000
G3R19A104
23979.00000000
NS
USD
232116.72000000
0.041674522770
Long
EC
CORP
US
N
1
N
N
N
NORTH ATLANTIC ACQUISITION-A
N/A
NORTH ATLANTIC ACQUISITION-A 0.00000000
G66139109
23979.00000000
NS
USD
233075.88000000
0.041846731542
Long
EC
CORP
US
N
1
N
N
N
FNA 2021-M5 A1 V/R 01/25/33
N/A
FANNIE MAE-ACES SER 2021-M5 CL A1 V/R 1.51000000
3136BD5K0
695433.62000000
NS
USD
710921.55000000
0.127639733681
Long
ABS-CBDO
CORP
US
N
2
2033-01-25
Variable
1.51000000
N
N
N
N
N
N
SNDPT 2014-2RA A V/R 10/20/31
N/A
SOUND POINT CLO VI-R LTD SER 2014-2RA CL A V/R REGD P/P 1.38425000
83613WAA2
1000000.00000000
NS
USD
1000500.00000000
0.179631006471
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Variable
1.38425000
N
N
N
N
N
N
FIVEN AS V/R 06/21/24/EUR/
549300Z4VK4GSH1X0129
FIVEN AS /EUR/ REGD V/R REG S 6.85000000
R2R37FAB7
6305000.00000000
NS
7593486.51000000
1.363343952439
Long
DBT
CORP
NO
N
2
2024-06-21
Variable
6.85000000
N
N
N
N
N
N
GSMS 2016-GS4 XA V/R 11/10/26
N/A
GS MORTGAGE SECURITIES TRUST 2016-GS4 SER 2016-GS4 CL XA V/R REGD 0.70630600
36251XAT4
3826918.41000000
NS
USD
99459.31000000
0.017857047434
Long
ABS-CBDO
CORP
US
N
2
2049-11-10
Variable
0.70630600
N
N
N
N
N
N
CSAIL 2018-CX12 V/R 08/15/28
N/A
CSAIL 2018-CX12 COMMERCIAL MORTGAGE TRUST SER 2018-CX12 CL XA V/R REGD 0.75881400
12595XAV5
3456449.30000000
NS
USD
116323.34000000
0.020884836222
Long
ABS-CBDO
CORP
US
N
2
2051-08-15
Variable
0.75881400
N
N
N
N
N
N
PWP FORWARD ACQUISITION CO-A
N/A
PWP FORWARD ACQUISITION CO-A 0.00000000
74709Q101
12783.00000000
NS
USD
122333.31000000
0.021963873663
Long
EC
CORP
US
N
1
N
N
N
SA GLOBAL SUKU 1.602% 06/17/26
5493007DFAVKU7UOGR47
SA GLOBAL SUKUK LTD REGD 144A P/P 1.60200000
78397PAB7
200000.00000000
NS
USD
200392.00000000
0.035978627335
Long
DBT
CORP
KY
Y
2
2026-06-17
Fixed
1.60200000
N
N
N
N
N
N
N/A
N/A
NOK/USD FWD 20210915 000000010 USD
N/A
1.00000000
NC
N/A
-60793.83000000
-0.01091499937
N/A
DFE
N/A
N
2
BROWN BROTHERS HARRIMAN AND CO
5493006KMX1VFTPYPW14
-27547250.00000000
NOK
3108125.03000000
USD
2021-09-15
-60793.83000000
N
N
N
CCO HLDGS LLC/CAP 4% 03/01/23
N/A
CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.00000000
1248EPBZ5
7116000.00000000
NS
USD
7159051.80000000
1.285345007708
Long
DBT
CORP
US
Y
2
2023-03-01
Fixed
4.00000000
N
N
N
N
N
N
WFCM 2021-SAVE A V/R 02/15/23
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST SER 2021-SAVE CL A V/R REGD 144A P/P 1.24600000
95003LAA8
90902.18000000
NS
USD
91361.27000000
0.016403115324
Long
ABS-CBDO
CORP
US
Y
2
2040-02-15
Variable
1.24600000
N
N
N
N
N
N
SKYDECK ACQUISITION CORP
N/A
SKYDECK ACQUISITION CORP 0.00000000
G82220107
111163.00000000
NS
USD
1097178.81000000
0.196988839499
Long
EC
CORP
US
N
1
N
N
N
BBCMS 2017-DELC V/R 08/15/19
N/A
BBCMS 2017-DELC MORTGAGE TRUST SER 2017-DELC CL B V/R REGD 1.12550000
05552EAG5
192000.00000000
NS
USD
191774.71000000
0.034431468438
Long
ABS-CBDO
CORP
US
Y
2
2036-08-15
Variable
1.12550000
N
N
N
N
N
N
EART 2021-1A C 0.74% 02/15/24
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2 SER 2021-1A CL C REGD 0.74000000
30166RAE7
700000.00000000
NS
USD
701629.11000000
0.125971357519
Long
ABS-CBDO
CORP
US
N
2
2026-01-15
Fixed
0.74000000
N
N
N
N
N
N
CSMC 2020-RPL3 A V/R 03/25/60
N/A
CSMC 2020-RPL3 TRUST SER 2020-RPL3 CL A1 V/R REGD 144A P/P 2.69100000
12656PAC0
591015.22000000
NS
USD
598638.78000000
0.107480346390
Long
ABS-CBDO
CORP
US
Y
2
2060-03-25
Variable
2.69100000
N
N
N
N
N
N
DHB CAPITAL CORP-CL A
N/A
DHB CAPITAL CORP-CL A 0.00000000
23291W109
7704.00000000
NS
USD
74343.60000000
0.013347741821
Long
EC
CORP
US
N
1
N
N
N
WOODS 2017-16A A V/R 11/15/30
N/A
NORTHWOODS CAPITAL XVI LTD SER 2017-16A CL A V/R REGD 144A P/P 1.39475000
66859WAA0
988760.72000000
NS
USD
989042.81000000
0.177573968419
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-15
Variable
1.39475000
N
N
N
N
N
N
MDPK 2019-34A AR V/R 04/25/32
N/A
MADISON PARK FUNDING XXXIV LTD SER 2019-34A CL AR V/R REGD 144A P/P 1.24525000
55819GAL3
500000.00000000
NS
USD
500424.50000000
0.089846833181
Long
ABS-CBDO
CORP
KY
Y
2
2032-04-25
Variable
1.24525000
N
N
N
N
N
N
GRAF ACQUISITION CORP IV
N/A
GRAF ACQUISITION CORP IV 0.00000000
384272209
6100.00000000
NS
USD
59780.00000000
0.010732975079
Long
EC
CORP
US
N
1
N
N
N
BOA ACQUISITION CORP-A
N/A
BOA ACQUISITION CORP-A 0.00000000
05601A109
1.00000000
NS
USD
9.67000000
0.000001736163
Long
EC
CORP
US
N
1
N
N
N
JPMCC 2020-MKST V/R 12/15/21
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC SER 2020-MKST CL XCP V/R REGD 144A P/P 2.62826000
46652DAU9
4075000.00000000
NS
USD
30833.49000000
0.005535882900
Long
ABS-CBDO
CORP
US
Y
2
2036-12-15
Variable
2.62826000
N
N
N
N
N
N
HEALTHCARE CAPITAL CORP-CL A
N/A
HEALTHCARE CAPITAL CORP-CL A 0.00000000
42228C101
504.00000000
NS
USD
4964.40000000
0.000891314511
Long
EC
CORP
US
N
1
N
N
N
NCMS 2018-850T D V/R 07/15/21
N/A
NATIXIS COMMERCIAL MORTGAGE SECURITIES SER 2018-850T CL D V/R REGD 144A P/P 1.54900000
63874PAJ4
350000.00000000
NS
USD
341452.41000000
0.061304787676
Long
ABS-CBDO
CORP
US
Y
2
2033-07-15
Variable
1.54900000
N
N
N
N
N
N
CARTESIAN GROWTH CORP-A
N/A
CARTESIAN GROWTH CORP-A 0.00000000
G19276107
78591.00000000
NS
USD
756831.33000000
0.135882432320
Long
EC
CORP
US
N
1
N
N
N
CHCP 2021-FL1 A V/R 02/15/38
N/A
CHCP 2021-FL1 LTD SER 2021-FL1 CL A V/R REGD 144A P/P 1.21448000
12546JAA2
250000.00000000
NS
USD
250155.28000000
0.044913188126
Long
ABS-CBDO
CORP
KY
Y
2
2038-02-15
Variable
1.21448000
N
N
N
N
N
N
GPLAT 2020-1 A 2.08% 07/20/30
N/A
GENESIS PRIVATE LABEL AMORTIZING TRUST 2020-1 SER 2020-1 CL A REGD 144A P/P 2.08000000
37187PAA9
5058.65000000
NS
USD
5058.65000000
0.000908236272
Long
ABS-CBDO
CORP
US
Y
2
2030-07-20
Fixed
2.08000000
N
N
N
N
N
N
AFFRM 2020-Z2 A 1.9% 01/15/24
N/A
AFFIRM ASSET SECURITIZATION TRUST 2020-Z2 SER 2020-Z2 CL A REGD 144A P/P 1.90000000
00834AAA7
141332.35000000
NS
USD
142399.96000000
0.025566664803
Long
ABS-CBDO
CORP
US
Y
2
2025-01-15
Fixed
1.90000000
N
N
N
N
N
N
G&P ACQUISITION CORP-CL A
N/A
G&P ACQUISITION CORP-CL A 0.00000000
36146G103
58381.00000000
NS
USD
568047.13000000
0.101987883743
Long
EC
CORP
US
N
1
N
N
N
CLARIM ACQUISITION CORP-CL A
N/A
CLARIM ACQUISITION CORP-CL A 0.00000000
18049C108
46688.00000000
NS
USD
452873.60000000
0.081309485829
Long
EC
CORP
US
N
1
N
N
N
PONTEM CORP-CLASS A
N/A
PONTEM CORP-CLASS A 0.00000000
G71707106
4417.00000000
NS
USD
42844.90000000
0.007692426296
Long
EC
CORP
US
N
1
N
N
N
UMBS P#FM8460 2.5% 08/01/41
N/A
FANNIE MAE POOL UMBS P#FM8460 2.50000000
3140XCMJ4
900000.00000000
NS
USD
952788.74000000
0.171064867886
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20210915 000000010 USD
N/A
1.00000000
NC
N/A
-211301.43000000
-0.03793731987
N/A
DFE
N/A
N
2
BROWN BROTHERS HARRIMAN AND CO
5493006KMX1VFTPYPW14
-28335000.00000000
EUR
33253956.00000000
USD
2021-09-15
-211301.43000000
N
N
N
GSFMT 2020-AA 1.65% 02/20/24
N/A
GENESIS SALES FINANCE MASTER TRUST SER 2020-AA CL A REGD 144A P/P 1.65000000
37186XAE5
250000.00000000
NS
USD
251658.75000000
0.045183122988
Long
ABS-CBDO
CORP
US
Y
2
2025-09-22
Fixed
1.65000000
N
N
N
N
N
N
T/L PAREXEL INTER 0% 09/27/24
N/A
T/L PAREXEL INTERNATIONAL CORPORATION REGD 0.00000000
69946EAT8
7375000.00000000
NS
USD
7364085.00000000
1.322156921827
Long
LON
CORP
US
N
2
2024-09-27
Variable
0.00000000
N
N
N
N
N
N
CSMC 2020-BPL1 A V/R 01/25/22
N/A
CSMC 2020-BPL1 TRUST SER 2020-BPL1 CL A1 V/R REGD 144A P/P 3.39300000
12597EAA1
66771.27000000
NS
USD
66789.29000000
0.011991431668
Long
ABS-CBDO
CORP
US
Y
2
2024-02-25
Variable
3.39300000
N
N
N
N
N
N
BANK 2017-BNK6 X V/R 07/15/60
N/A
BANK 2017-BNK6 SER 2017-BNK6 CL XA V/R REGD 0.94675000
060352AG6
1817580.65000000
NS
USD
64604.09000000
0.011599098159
Long
ABS-CBDO
CORP
US
N
2
2060-07-15
Variable
0.94675000
N
N
N
N
N
N
STATE OF QATAR 3.25% 06/02/26
N/A
STATE OF QATAR REGD REG S 3.25000000
M8489SAD9
200000.00000000
NS
USD
217738.00000000
0.039092949612
Long
DBT
USGA
QA
N
2
2026-06-02
Fixed
3.25000000
N
N
N
N
N
N
MICROCHIP TECH 0.972% 02/15/24
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC REGD 144A P/P 0.97200000
595017AV6
135000.00000000
NS
USD
135159.35000000
0.024266676736
Long
DBT
CORP
US
Y
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
UBSCM 2017-C1 XA V/R 06/15/50
N/A
UBS COMMERCIAL MORTGAGE TRUST 2017-C1 SER 2017-C1 CL XA V/R REGD 1.68261400
90276EAF4
937729.35000000
NS
USD
67274.49000000
0.012078545075
Long
ABS-CBDO
CORP
US
N
2
2050-06-15
Variable
1.68261400
N
N
N
N
N
N
ATHENE GLOBAL FUN V/R 05/24/24
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING REGD V/R 144A P/P 0.73909000
04685A2X8
135000.00000000
NS
USD
135724.95000000
0.024368225259
Long
DBT
CORP
US
Y
2
2024-05-24
Variable
0.73909000
N
N
N
N
N
N
CARTESIAN GRO WT EX 02/26/28
N/A
CARTESIAN GROWTH CORP WARRANTS 02/26/28 0.00000000
G19276115
26197.00000000
NS
USD
17033.29000000
0.003058177937
N/A
DE
CORP
KY
N
1
N/A
N/A
Call
Purchased
CARTESIAN GROWTH CORP
CARTESIAN GROWTH CORP
26197.00000000
USD
0.00000000
USD
2028-02-26
XXXX
17033.29000000
N
N
N
GWOLF 2015-1A A1 V/R 01/27/31
N/A
GREYWOLF CLO V LTD SER 2015-1A CL A1R V/R REGD 144A P/P 1.28525000
39808PAL0
500000.00000000
NS
USD
500264.50000000
0.089818106583
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-27
Variable
1.28525000
N
N
N
N
N
N
MSC 2016-UB11 XA V/R 08/15/26
N/A
MORGAN STANLEY CAPITAL I TRUST 2016-UB11 SER 2016-UB11 CL XA V/R REGD 1.63434300
61767FBB6
1363432.18000000
NS
USD
73511.08000000
0.013198270152
Long
ABS-CBDO
CORP
US
N
2
2049-08-15
Variable
1.63434300
N
N
N
N
N
N
MILLICOM INTL 5.125% 01/15/28
549300CTHC1CP86P2G96
MILLICOM INTL CELLULAR REGD REG S 5.12500000
L6388GAB6
180000.00000000
NS
USD
187650.00000000
0.033690912907
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
ENEL GENERACION 4.25% 04/15/24
N/A
ENEL GENERACION CHILE SA REGD 4.25000000
29246RAA1
200000.00000000
NS
USD
214262.95000000
0.038469034840
Long
DBT
CORP
CL
N
2
2024-04-15
Fixed
4.25000000
N
N
N
N
N
N
PETROBRAS GLOB 4.375% 05/20/23
N/A
PETROBRAS GLOBAL FINANCE REGD 4.37500000
71647NAF6
200000.00000000
NS
USD
212000.00000000
0.038062742000
Long
DBT
CORP
NL
N
2
2023-05-20
Fixed
4.37500000
N
N
N
N
N
N
CSMC 2017-CHOP E V/R 06/15/19
N/A
CSMC TRUST 2017-CHOP SER 2017-CHOP CL E V/R REGD 144A P/P 3.64600000
12651QAN9
573000.00000000
NS
USD
539170.02000000
0.096803251725
Long
ABS-CBDO
CORP
US
Y
2
2032-07-15
Variable
3.64600000
N
N
N
N
N
N
AFFRM 2020-A A 2.1% 10/17/22
N/A
AFFIRM ASSET SECURITIZATION TRUST 2020-A SER 2020-A CL A REGD 144A P/P 2.10000000
00833LAA4
200000.00000000
NS
USD
201130.52000000
0.036111222128
Long
ABS-CBDO
CORP
US
Y
2
2025-02-18
Fixed
2.10000000
N
N
N
N
N
N
ROCKPOINT GAS STOR 7% 03/31/23
N/A
ROCKPOINT GAS STORAGE CA REGD 144A P/P 7.00000000
77381WAA4
1914000.00000000
NS
USD
1942020.96000000
0.348672843211
Long
DBT
CORP
CA
Y
2
2023-03-31
Fixed
7.00000000
N
N
N
N
N
N
AUTHENTIC EQUITY ACQUISITI-A
N/A
AUTHENTIC EQUITY ACQUISITI-A 0.00000000
G06607108
23979.00000000
NS
USD
236193.15000000
0.042406410051
Long
EC
CORP
US
N
1
N
N
N
WFCM 2021-C60 2.042% 07/15/26
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60 SER 2021-C60 CL A2 REGD 2.04200000
95003DBB3
185000.00000000
NS
USD
190623.76000000
0.034224825453
Long
ABS-CBDO
CORP
US
N
2
2054-08-15
Fixed
2.04200000
N
N
N
N
N
N
JAGUAR HL / PP 4.625% 06/15/25
N/A
JAGUAR HL / PPDI REGD 144A P/P 4.62500000
47010LAB8
10234000.00000000
NS
USD
10743653.20000000
1.928928773105
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
STONEX GROUP I 8.625% 06/15/25
549300JUF07L8VF02M60
STONEX GROUP INC REGD 144A P/P 8.62500000
46116VAE5
9424000.00000000
NS
USD
10196768.00000000
1.830740328427
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
8.62500000
N
N
N
N
N
N
NRZT 2020-NQM1 A V/R 02/25/25
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 SER 2020-NQM1 CL A2 V/R REGD 144A P/P 2.71825000
64830VAB9
345234.18000000
NS
USD
348393.59000000
0.062551015711
Long
ABS-CBDO
CORP
US
Y
2
2060-01-26
Variable
2.71825000
N
N
N
N
N
N
T/L MEREDITH 0% 1/31/25
N/A
T/L MEREDITH CORPORATION REGD 0.00000000
58943PAQ5
5337000.00000000
NS
USD
5305138.11000000
0.952491052641
Long
LON
CORP
US
N
2
2025-01-31
Variable
2.58463000
N
N
N
N
N
N
NATHAN'S FAMOU 6.625% 11/01/25
54930034SKNSF1JIE673
NATHAN'S FAMOUS INC REGD 144A P/P 6.62500000
632347AC4
3148000.00000000
NS
USD
3211589.60000000
0.576612765837
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
ARCLO 2019-FL1 B V/R 08/15/24
N/A
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2019-FL1 CL B V/R REGD 144A P/P 1.79550000
03879YAE7
192000.00000000
NS
USD
192056.74000000
0.034482104453
Long
ABS-CBDO
CORP
KY
Y
2
2037-05-15
Variable
1.79550000
N
N
N
N
N
N
LNCR 2019-CRE3 A V/R 02/15/24
N/A
LOANCORE 2019-CRE3 ISSUER LTD SER 2019-CRE3 CL AS V/R REGD 144A P/P 1.46550000
53947DAC0
159300.00000000
NS
USD
159008.32000000
0.028548550283
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Variable
1.46550000
N
N
N
N
N
N
VNV GLOBAL 5.5% 06/24/24/SEK/
549300ONMNSTOBAU0S14
VNV GLOBAL AB /SEK/ REGD REG S 5.50000000
W98223AB1
1250000.00000000
NS
148816.42000000
0.026718683962
Long
DBT
CORP
SE
N
2
2024-06-24
Fixed
5.50000000
N
N
N
N
N
N
TRANSPORT DE GA 4.25% 04/30/28
529900SKHHNI5HVI0Y66
TRANSPORT DE GAS PERU REGD 4.25000000
P9367RAG6
200000.00000000
NS
USD
214502.00000000
0.038511954172
Long
DBT
CORP
PE
N
2
2028-04-30
Fixed
4.25000000
N
N
N
N
N
N
ALPHA CAPITAL ACQUISITION-A
N/A
ALPHA CAPITAL ACQUISITION-A 0.00000000
G0316P130
9681.00000000
NS
USD
93905.70000000
0.016859945431
Long
EC
CORP
US
N
1
N
N
N
MINORITY EQUALITY OPPORTUNIT
N/A
MINORITY EQUALITY OPPORTUNIT 0.00000000
60436Q209
84675.00000000
NS
USD
852677.25000000
0.153090727248
Long
EC
CORP
US
N
1
N
N
N
BBCMS 2021-C9 XA V/R 02/15/31
N/A
BBCMS MORTGAGE TRUST 2021-C9 SER 2021-C9 CL XA V/R REGD 1.76707400
05493EAZ5
1486822.90000000
NS
USD
183876.73000000
0.033013455348
Long
ABS-CBDO
CORP
US
N
2
2054-02-15
Variable
1.76707400
N
N
N
N
N
N
GRUPO INVERSIONE 5.5% 04/29/26
549300AC1Q176TZL0305
GRUPO INVERSIONES SURAME REGD REG S 5.50000000
G42036AB2
200000.00000000
NS
USD
215576.00000000
0.038704781460
Long
DBT
CORP
CO
N
2
2026-04-29
Fixed
5.50000000
N
N
N
N
N
N
T/L GOLDEN NUGGET 0% 10/04/23
N/A
T/L GOLDEN NUGGET ONLINE GAMING INC REGD 0.00000000
51509HAC5
3717444.04000000
NS
USD
4014839.56000000
0.720829256354
Long
LON
CORP
US
N
2
2023-10-04
Variable
13.00000000
N
N
N
N
N
N
MF1 2019-FL2 A V/R 09/25/24
N/A
MF1 2019-FL2 LTD SER 2019-FL2 CL A V/R REGD 144A P/P 1.29448000
55282LAA4
31110.61000000
NS
USD
31120.35000000
0.005587386099
Long
ABS-CBDO
CORP
KY
Y
2
2034-12-25
Variable
1.29448000
N
N
N
N
N
N
AASET 2019-2 3.376% 10/16/26
N/A
AASET 2019-2 TRUST SER 2019-2 CL A REGD 144A P/P 3.37600000
00038RAA4
425965.49000000
NS
USD
415998.32000000
0.074688852485
Long
ABS-CBDO
CORP
US
Y
2
2039-10-16
Fixed
3.37600000
N
N
N
N
N
N
IGNYTE ACQUISITION CORP
N/A
IGNYTE ACQUISITION CORP 0.00000000
45175H106
23979.00000000
NS
USD
230917.77000000
0.041459261806
Long
EC
CORP
US
N
1
N
N
N
MARSH & MCLENN 3.875% 03/15/24
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS INC REGD 3.87500000
571748BF8
125000.00000000
NS
USD
134876.78000000
0.024215943769
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.87500000
N
N
N
N
N
N
COMM 2014-CR1 2.928% 02/10/19
N/A
COMM 2014-CCRE15 MORTGAGE TRUST SER 2014-CR15 CL A2 REGD 2.92800000
12591RAX8
24996.56000000
NS
USD
24786.99000000
0.004450286817
Long
ABS-CBDO
CORP
US
N
2
2047-02-10
Fixed
2.92800000
N
N
N
N
N
N
ANTHEM INC 3.5% 08/15/24
8MYN82XMYQH89CTMTH67
ANTHEM INC REGD 3.50000000
94973VBJ5
90000.00000000
NS
USD
96628.20000000
0.017348746446
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
BANC 2019-CRE5 B V/R 01/15/22
N/A
BANCORP COMMERCIAL MORTGAGE 2019-CRE5 TRUST SER 2019-CRE5 CL B V/R REGD 144A P/P 1.59550000
05972MAE4
200000.00000000
NS
USD
199881.80000000
0.035887025396
Long
ABS-CBDO
CORP
US
Y
2
2036-03-15
Variable
1.59550000
N
N
N
N
N
N
AGRICO ACQUISITION CORP
N/A
AGRICO ACQUISITION CORP 0.00000000
G41089122
52297.00000000
NS
USD
529768.61000000
0.095115310955
Long
EC
CORP
US
N
1
N
N
N
UPST 2021-3 A 0.83% 03/20/24
N/A
UPSTART SECURITIZATION TRUST 2021-3 SER 2021-3 CL A REGD 144A P/P 0.83000000
91679LAA0
350000.00000000
NS
USD
350240.03000000
0.062882527831
Long
ABS-CBDO
CORP
US
Y
2
2031-07-20
Fixed
0.83000000
N
N
N
N
N
N
WP CAREY INC 4.25% 10/01/26
54930042CRNE713E3Q67
WP CAREY INC REGD 4.25000000
92936UAE9
120000.00000000
NS
USD
135677.91000000
0.024359779639
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.25000000
N
N
N
N
N
N
ECOPETROL SA 5.875% 09/18/23
N/A
ECOPETROL SA REGD 5.87500000
279158AC3
150000.00000000
NS
USD
161632.50000000
0.029019698804
Long
DBT
CORP
CO
N
2
2023-09-18
Fixed
5.87500000
N
N
N
N
N
N
WFCM 2021-SAVE B V/R 02/15/23
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST SER 2021-SAVE CL B V/R REGD 144A P/P 1.54600000
95003LAG5
90902.18000000
NS
USD
91361.13000000
0.016403090189
Long
ABS-CBDO
CORP
US
Y
2
2040-02-15
Variable
1.54600000
N
N
N
N
N
N
MASON INDUSTRIAL TECHN-CL A
N/A
MASON INDUSTRIAL TECHN-CL A 0.00000000
57520Y106
468448.00000000
NS
USD
4520523.20000000
0.811620322030
Long
EC
CORP
US
N
1
N
N
N
GSMS 2012-ALOH A 3.551% 04/10/22
N/A
GS MORTGAGE SECURITIES CORP TRUST 2012- SER 2012-ALOH CL A 3.551% REGD 144A P/P 3.55100000
36192HAA2
361000.00000000
NS
USD
363639.88000000
0.065288353460
Long
ABS-CBDO
CORP
US
Y
2
2034-04-10
Fixed
3.55100000
N
N
N
N
N
N
Z-WORK ACQUISITION CORP
N/A
Z-WORK ACQUISITION CORP 0.00000000
98880C201
22732.00000000
NS
USD
223682.88000000
0.040160300714
Long
EC
CORP
US
N
1
N
N
N
BHMS 2018-ATLS A V/R 07/15/20
N/A
BHMS 2018-ATLS SER 2018-ATLS CL A V/R REGD 144A P/P 1.34550000
05549GAA9
75000.00000000
NS
USD
75104.90000000
0.013484426564
Long
ABS-CBDO
CORP
US
Y
2
2035-07-15
Variable
1.34550000
N
N
N
N
N
N
CAPITAL ONE FINA 3.9% 01/29/24
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CO REGD 3.90000000
14040HCA1
100000.00000000
NS
USD
107343.11000000
0.019272514629
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.90000000
N
N
N
N
N
N
CLNC 2019-FL1 AS V/R 12/19/25
N/A
CLNC 2019-FL1 LTD SER 2019-FL1 CL AS V/R REGD 144A P/P 1.71448000
12565DAC7
177000.00000000
NS
USD
177164.19000000
0.031808277621
Long
ABS-CBDO
CORP
KY
Y
2
2035-08-20
Variable
1.71448000
N
N
N
N
N
N
UMBS P#FM5470 2% 01/01/36
N/A
FANNIE MAE POOL UMBS P#FM5470 2.00000000
3140X9CG8
928206.65000000
NS
USD
961477.06000000
0.172624779596
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
2.00000000
N
N
N
N
N
N
ABBVIE INC 2.3% 11/21/22
FR5LCKFTG8054YNNRU85
ABBVIE INC REGD SER WI 2.30000000
00287YBM0
135000.00000000
NS
USD
138070.00000000
0.024789258434
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
2.30000000
N
N
N
N
N
N
7GC & CO HOLDINGS INC -CL A
N/A
7GC & CO HOLDINGS INC -CL A 0.00000000
81786A107
1.00000000
NS
USD
9.75000000
0.000001750527
Long
EC
CORP
US
N
1
N
N
N
SPRINT CORP 7.25% 09/15/21
N/A
SPRINT CORP REGD SER WI 7.25000000
85207UAE5
11770000.00000000
NS
USD
11795894.00000000
2.117849386752
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
7.25000000
N
N
N
N
N
N
T/L JO ANN STORES INC 0% 10/20/23
N/A
T/L JO ANN STORES INC REGD 0.00000000
47759DAB1
6636000.00000000
NS
USD
6599502.00000000
1.184882745095
Long
LON
CORP
US
N
2
2023-10-20
Variable
0.00000000
N
N
N
N
N
N
SFL CORP LTD 5.75% 10/15/21
549300RLYYPSB0C7RH77
SFL CORP LTD REGD CONVERTIBLE 5.75000000
G81075AF3
6284000.00000000
NS
USD
6339298.63000000
1.138165510472
Long
DBT
CORP
NO
N
2
2021-10-15
Fixed
5.75000000
N
N
N
N
N
SFL CORP LTD
SFL CORP LTD
USD
XXXX
N
N
N
ADIT EDTECH ACQUISITION
N/A
ADIT EDTECH ACQUISITION 0.00000000
007024102
23979.00000000
NS
USD
231397.35000000
0.041545366192
Long
EC
CORP
US
N
1
N
N
N
BITE ACQUISITION CORP
N/A
BITE ACQUISITION CORP 0.00000000
09175K105
30427.00000000
NS
USD
295141.90000000
0.052990141478
Long
EC
CORP
US
N
1
N
N
N
BXHPP 2021-FILM V/R 08/15/26
N/A
BXHPP TRUST 2021-FILM SER 2021-FILM CL C V/R REGD 144A P/P 1.19600000
05609JAL6
209000.00000000
NS
USD
209335.26000000
0.037584311288
Long
ABS-CBDO
CORP
US
Y
2
2036-08-15
Variable
1.19600000
N
N
N
N
N
N
VIRTUOSO ACQUISITION CORP -A
N/A
VIRTUOSO ACQUISITION CORP -A 0.00000000
92837J104
72.00000000
NS
USD
711.36000000
0.000127718453
Long
EC
CORP
US
N
1
N
N
N
PRPM 2019-GS1 A1 V/R 10/25/24
N/A
PRPM 2019-GS1 SER 2019-GS1 CL A1 V/R REGD 144A P/P 3.50000000
69359CAA3
910369.11000000
NS
USD
913769.07000000
0.164059228112
Long
ABS-CBDO
CORP
US
Y
2
2024-10-25
Variable
3.50000000
N
N
N
N
N
N
CSMC 2019-SKLZ A V/R 01/15/21
N/A
CREDIT SUISSE COMMERCIAL MORTGAGE SECURI SER 2019-SKLZ CL A V/R REGD 144A P/P 1.34600000
12655GAA5
344000.00000000
NS
USD
345456.53000000
0.062023692329
Long
ABS-CBDO
CORP
US
Y
2
2034-01-15
Variable
1.34600000
N
N
N
N
N
N
BMARK 2020-B16 X V/R 01/15/30
N/A
BENCHMARK 2020-B16 MORTGAGE TRUST SER 2020-B16 CL XA V/R REGD 1.04679700
08161NAG2
3679625.89000000
NS
USD
247468.09000000
0.044430726712
Long
ABS-CBDO
CORP
US
N
2
2053-02-15
Variable
1.04679700
N
N
N
N
N
N
TRUIST FINANCIAL V/R 06/09/25
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP REGD V/R MTN 0.41000000
89788MAF9
120000.00000000
NS
USD
120231.67000000
0.021586542620
Long
DBT
CORP
US
N
2
2025-06-09
Variable
0.41000000
N
N
N
N
N
N
CERBERUS TELECOM ACQUISIT-A
N/A
CERBERUS TELECOM ACQUISIT-A 0.00000000
G2040C104
133246.00000000
NS
USD
1328462.62000000
0.238513820579
Long
EC
CORP
US
N
1
N
N
AQFIT 2020-AA A 1.9% 12/17/25
N/A
AQUA FINANCE TRUST 2020-A SER 2020-AA CL A REGD 144A P/P 1.90000000
038413AA8
101990.56000000
NS
USD
103162.22000000
0.018521872472
Long
ABS-CBDO
CORP
US
Y
2
2046-07-17
Fixed
1.90000000
N
N
N
N
N
N
QUANTUM FINTECH ACQUISITION
N/A
QUANTUM FINTECH ACQUISITION 0.00000000
74767A105
79000.00000000
NS
USD
767090.00000000
0.137724286610
Long
EC
CORP
US
N
1
N
N
N
T/L LEALAND FINAN 0% 06/28/24
N/A
T/L LEALAND FINANCE COMPANY B V REGD 0.00000000
N5200EAC5
2695935.11000000
NS
USD
1617561.07000000
0.290418913575
Long
LON
CORP
NL
N
2
2024-06-28
Variable
3.08463000
N
N
N
N
N
N
CNTL AMR BOTTLI 5.75% 01/31/27
N/A
CNTL AMR BOTTLING CORP REGD REG S 5.75000000
G20011AC9
100000.00000000
NS
USD
104750.00000000
0.018806944455
Long
DBT
CORP
GT
N
2
2027-01-31
Fixed
5.75000000
N
N
N
N
N
N
GLENCORE FUNDING L 4% 04/16/25
N/A
GLENCORE FUNDING LLC REGD P/P 4.00000000
378272AL2
15000.00000000
NS
USD
16385.70000000
0.002941908828
Long
DBT
CORP
US
Y
2
2025-04-16
Fixed
4.00000000
N
N
N
N
N
N
SGCP 2019-FL2 B V/R 05/15/24
N/A
SHELTER GROWTH CRE 2019-FL2 ISSUER LTD SER 2019-FL2 CL B V/R REGD 144A P/P 1.89550000
82286LAE6
299200.00000000
NS
USD
296777.23000000
0.053283750647
Long
ABS-CBDO
CORP
KY
Y
2
2036-05-15
Variable
1.89550000
N
N
N
N
N
N
ISLEWORTH HEALTHCARE ACQUISI
N/A
ISLEWORTH HEALTHCARE ACQUISI 0.00000000
46468P102
51527.00000000
NS
USD
503934.06000000
0.090476943920
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC SERVICE 2.5% 08/15/24
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC REGD 2.50000000
760759AU4
130000.00000000
NS
USD
136472.79000000
0.024502493376
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50000000
N
N
N
N
N
N
PERU ENHANCED PAS ZCP 06/02/25
549300O4IWRO77V4HJ21
PERU ENHANCED S/UP 5/31/25 0.00000000
G70464AC9
118536.40000000
NS
USD
112905.92000000
0.020271268411
Long
DBT
CORP
KY
N
2
2025-06-02
Fixed
0.00000000
N
N
N
N
N
N
MEREDITH CORP 6.5% 07/01/25
549300YC8BC386CCTS24
MEREDITH CORP REGD 144A P/P 6.50000000
589433AC5
3470000.00000000
NS
USD
3738925.00000000
0.671291215262
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.50000000
N
N
N
N
N
N
GLOBAL BANK CORP 4.5% 10/20/21
N/A
GLOBAL BANK CORPORATION REGD REG S 4.50000000
P47718AC8
200000.00000000
NS
USD
200966.10000000
0.036081701958
Long
DBT
CORP
PA
N
2
2021-10-20
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF PE 2.392% 01/23/26
N/A
REPUBLIC OF PERU REGD 2.39200000
715638DE9
50000.00000000
NS
USD
51706.50000000
0.009283448911
Long
DBT
USGA
PE
N
2
2026-01-23
Fixed
2.39200000
N
N
N
N
N
N
ENVIRONMENTAL IMPACT ACQUI-A
N/A
ENVIRONMENTAL IMPACT ACQUI-A 0.00000000
29408N106
41900.00000000
NS
USD
411877.00000000
0.073948905599
Long
EC
CORP
US
N
1
N
N
MSC 2017-H1 XA V/R 05/15/27
N/A
MORGAN STANLEY CAPITAL I TRUST 2017-H1 SER 2017-H1 CL XA V/R REGD 1.50085600
61691JAW4
899178.95000000
NS
USD
49915.49000000
0.008961888762
Long
ABS-CBDO
CORP
US
N
2
2050-06-15
Variable
1.50085600
N
N
N
N
N
N
CSAIL 2017-C8 XA V/R 06/15/27
N/A
CSAIL 2017-C8 COMMERCIAL MORTGAGE TRUST SER 2017-C8 CL XA V/R REGD 1.36654000
12595BAF8
717595.33000000
NS
USD
32837.38000000
0.005895663787
Long
ABS-CBDO
CORP
US
N
2
2050-06-15
Variable
1.36654000
N
N
N
N
N
N
DTAOT 2020-2A 1.14% 01/16/24
N/A
DT AUTO OWNER TRUST 2020-2 SER 2020-2A CL A REGD 144A P/P 1.14000000
23343RAA6
54985.13000000
NS
USD
55115.41000000
0.009895488825
Long
ABS-CBDO
CORP
US
Y
2
2024-01-16
Fixed
1.14000000
N
N
N
N
N
N
BRAZOS ELECTRIC 0% 3/23/49
N/A
BRAZOS ELECTRIC POWER COOP INC TRADE CLAIM CONCORD ENERGY 0.00000000
N/A
4493333.33000000
NS
USD
4044000.00000000
0.726064757790
Long
DBT
CORP
US
N
2
2049-03-23
Fixed
0.00000000
N
N
N
N
N
N
COHN ROBBINS HOLDINGS-CL A
N/A
COHN ROBBINS HOLDINGS-CL A 0.00000000
G23726105
31129.00000000
NS
USD
303819.04000000
0.054548045917
Long
EC
CORP
US
N
1
N
N
N
UPHEALTH INC 6.25% 06/15/26
549300OSKGXG2OH2XE50
UPHEALTH INC REGD 144A P/P CONVERTIBLE 6.25000000
91532BAA9
8251000.00000000
NS
USD
6995393.10000000
1.255961522452
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
6.25000000
N
N
N
N
N
UPHEALTH INC
UPHEALTH INC
USD
XXXX
N
N
N
AXON INFRASTRUCTURE ACQ
N/A
AXON INFRASTRUCTURE ACQ FOUNDER SHARES 0.00000000
N/A
8000.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
2
N
N
N
TEMASEK FINANC 2.375% 01/23/23
N/A
TEMASEK FINANCIAL I LTD REGD EMTN 2.37500000
87973RAC4
250000.00000000
NS
USD
256649.43000000
0.046079155843
Long
DBT
CORP
SG
N
2
2023-01-23
Fixed
2.37500000
N
N
N
N
N
N
SAUDI INTERNAT 2.875% 03/04/23
N/A
SAUDI INTERNATIONAL BOND REGD REG S EMTN 2.87500000
M6320UAE9
250000.00000000
NS
USD
258289.50000000
0.046373616037
Long
DBT
USGA
SA
N
2
2023-03-04
Fixed
2.87500000
N
N
N
N
N
N
BSREP 2021-DC A V/R 08/15/26
N/A
BSREP COMMERCIAL MORTGAGE TRUST 2021-DC SER 2021-DC CL A V/R REGD 144A P/P 1.05000000
05591UAA5
184000.00000000
NS
USD
184055.26000000
0.033045508845
Long
ABS-CBDO
CORP
US
Y
2
2038-08-15
Variable
1.05000000
N
N
N
N
N
N
PSEG POWER LLC 3.85% 06/01/23
N/A
PSEG POWER LLC REGD 3.85000000
69362BBC5
130000.00000000
NS
USD
137210.31000000
0.024634908629
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.85000000
N
N
N
N
N
N
ALKURI GLOBAL ACQUISIT-CL A
N/A
ALKURI GLOBAL ACQUISIT-CL A 0.00000000
66981N103
23979.00000000
NS
USD
237871.68000000
0.042707775401
Long
EC
CORP
US
N
1
N
N
EJF ACQUISITION CORP-A
N/A
EJF ACQUISITION CORP-A 0.00000000
G2955B109
51531.00000000
NS
USD
497274.15000000
0.089281215448
Long
EC
CORP
US
N
1
N
N
N
CENTRALNIC G V/R 07/03/23/EUR/
213800M4IINBWMXEKV82
CENTRALNIC GROUP PLC /EUR/ REGD V/R EMTN 7.00000000
G20717AA5
1032000.00000000
NS
1258136.33000000
0.225887351559
Long
DBT
CORP
GB
Y
2
2023-07-03
Variable
7.00000000
N
N
N
N
N
N
LCCM 2021-FL2 A V/R 12/13/38
N/A
LCCM 2021-FL2 TRUST SER 2021-FL2 CL A V/R REGD 144A P/P 1.29663000
50202KAA4
184000.00000000
NS
USD
184112.79000000
0.033055837852
Long
ABS-CBDO
CORP
US
Y
2
2038-12-13
Variable
1.29663000
N
N
N
N
N
N
MFT 2019-4A C 3.76% 12/17/29
N/A
MARLETTE FUNDING TRUST 2019-4 SER 2019-4A CL C REGD 144A P/P 3.76000000
57110AAC8
186000.00000000
NS
USD
192150.09000000
0.034498864627
Long
ABS-CBDO
CORP
US
Y
2
2029-12-17
Fixed
3.76000000
N
N
N
N
N
N
CBSLT 2020-AGS 1.98% 06/25/29
N/A
COMMONBOND STUDENT LOAN TRUST 2020-A-GS SER 2020-AGS CL A REGD 144A P/P 1.98000000
20267WAA3
270485.70000000
NS
USD
274898.97000000
0.049355700808
Long
ABS-CBDO
CORP
US
Y
2
2050-08-25
Fixed
1.98000000
N
N
N
N
N
N
GLENCORE FUNDI 4.125% 03/12/24
N/A
GLENCORE FUNDING LLC REGD 144A P/P 4.12500000
378272AT5
15000.00000000
NS
USD
16127.72000000
0.002895590780
Long
DBT
CORP
US
Y
2
2024-03-12
Fixed
4.12500000
N
N
N
N
N
N
MOTEL 2021-MTL6 V/R 09/15/26
N/A
MOTEL TRUST 2021-MTL6 SER 2021-MTL6 CL A V/R REGD 144A P/P 0.00000000
61977KAA4
209000.00000000
NS
USD
209228.14000000
0.037565078830
Long
ABS-CBDO
CORP
US
Y
2
2038-09-15
Variable
0.00000000
N
N
N
N
N
N
LAKERS GROUP V/R 06/09/25/NOK/
N/A
LAKERS GROUP AB /NOK/ REGD V/R 5.72000000
W5303EAA5
6800000.00000000
NS
789625.47000000
0.141770332744
Long
DBT
CORP
SE
N
2
2025-06-09
Variable
5.72000000
N
N
N
N
N
N
T/L FORTERRA FINAN 0% 10/25/23
N/A
T/L FORTERRA FINANCE LLC REGD 0.00000000
34960TAC7
5305830.43000000
NS
USD
5300418.48000000
0.951643684438
Long
LON
CORP
US
N
2
2023-10-25
Variable
4.00000000
N
N
N
N
N
N
TRTX 2021-FL4 A V/R 03/15/38
N/A
TRTX 2021-FL4 ISSUER LTD SER 2021-FL4 CL A V/R REGD 144A P/P 1.29275000
87276WAA1
200000.00000000
NS
USD
200063.16000000
0.035919586995
Long
ABS-CBDO
CORP
KY
Y
2
2038-03-15
Variable
1.29275000
N
N
N
N
N
N
AVOLON HOLDING 5.125% 10/01/23
N/A
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.12500000
05401AAB7
15000.00000000
NS
USD
16170.07000000
0.002903194351
Long
DBT
CORP
IE
Y
2
2023-10-01
Fixed
5.12500000
N
N
N
N
N
N
SABLE INTL FINA 5.75% 09/07/27
N/A
SABLE INTL FINANCE LTD REGD REG S 5.75000000
G77636AC5
200000.00000000
NS
USD
209920.00000000
0.037689296230
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
CGCMT 2018-TBR B V/R 12/15/19
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-TBR SER 2018-TBR CL B V/R REGD 144A P/P 1.24600000
17326MAG7
178000.00000000
NS
USD
177904.49000000
0.031941191998
Long
ABS-CBDO
CORP
US
Y
2
2036-12-15
Variable
1.24600000
N
N
N
N
N
N
DTE ENERGY CO 2.529% 10/01/24
549300IX8SD6XXD71I78
DTE ENERGY CO REGD SER C 2.52900000
233331AW7
60000.00000000
NS
USD
62875.95000000
0.011288825768
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.52900000
N
N
N
N
N
N
EQUITY DISTRIBUTION ACQUIS-A
N/A
EQUITY DISTRIBUTION ACQUIS-A 0.00000000
29465E106
59814.00000000
NS
USD
583784.64000000
0.104813415737
Long
EC
CORP
US
N
1
N
N
N
GUACOLDA ENERGI 4.56% 04/30/25
N/A
GUACOLDA ENERGIA SA REGD 4.56000000
P3711HAF6
200000.00000000
NS
USD
135000.00000000
0.024238066840
Long
DBT
CORP
CL
N
2
2025-04-30
Fixed
4.56000000
N
N
N
N
N
N
LRK 2019-A A1F 2.34% 08/25/21
N/A
LAUREL ROAD PRIME STUDENT LOAN TRUST 2019-A SER 2019-A CL A1FX REGD 144A P/P 2.34000000
51889RAA7
46187.13000000
NS
USD
46895.40000000
0.008419658071
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Fixed
2.34000000
N
N
N
N
N
N
ACCSS 2007-A A3 V/R 05/25/36
635400C9RW3TYNTIJP57
ACCESSLEX INSTITUTE SER 2007-A CL A3 V/R REGD 0.42925000
00432CDJ7
204645.19000000
NS
USD
200918.70000000
0.036073191704
Long
ABS-CBDO
CORP
US
N
2
2036-05-25
Variable
0.42925000
N
N
N
N
N
N
REPUBLIC OF CH 3.125% 01/21/26
N/A
REPUBLIC OF CHILE REGD 3.12500000
168863CA4
200000.00000000
NS
USD
216076.00000000
0.038794552078
Long
DBT
USGA
CL
N
2
2026-01-21
Fixed
3.12500000
N
N
N
N
N
N
BSPRT 2019-FL5 A V/R 05/15/29
N/A
BSPRT 2019-FL5 ISSUER LTD SER 2019-FL5 CL A V/R REGD 1.24550000
05587TAA4
331028.82000000
NS
USD
330798.39000000
0.059391951758
Long
ABS-CBDO
CORP
KY
Y
2
2029-05-15
Variable
1.24550000
N
N
N
N
N
N
KOREA DEVELOPMENT 1% 09/09/26
N/A
KOREA DEVELOPMENT BANK REGD 1.00000000
500630DL9
250000.00000000
NS
USD
249383.91000000
0.044774695403
Long
DBT
USGA
KR
N
2
2026-09-09
Fixed
1.00000000
N
N
N
N
N
N
HAWAIIAN AIRLIN 4.95% 01/15/22
N/A
HAWAIIAN AIRLINES 13-1B REGD SER B 4.95000000
419839AA3
4303891.48000000
NS
USD
4297504.51000000
0.771579270809
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
4.95000000
N
N
N
N
N
N
WELLTOWER INC 3.625% 03/15/24
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC REGD 3.62500000
95040QAG9
125000.00000000
NS
USD
133483.71000000
0.023965830259
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.62500000
N
N
N
N
N
N
MF1 2020-FL3 A V/R 07/15/35
N/A
MF1 2020-FL3 LTD SER 2020-FL3 CL A V/R REGD 144A P/P 2.21448000
59319WAA9
188941.87000000
NS
USD
191067.09000000
0.034304421469
Long
ABS-CBDO
CORP
US
Y
2
2035-07-15
Variable
2.21448000
N
N
N
N
N
N
VSTA 2020-2 A1 V/R 10/25/25
N/A
VISTA POINT SECURITIZATION TRUST 2020-2 SER 2020-2 CL A1 V/R REGD 144A P/P 1.47500000
92838TAA9
260551.27000000
NS
USD
262157.28000000
0.047068042039
Long
ABS-CBDO
CORP
US
Y
2
2065-04-25
Variable
1.47500000
N
N
N
N
N
N
ICAHN ENTERPRIS 6.75% 02/01/24
N/A
ICAHN ENTERPRISES/FIN REGD SER WI 6.75000000
451102BM8
2527000.00000000
NS
USD
2574381.25000000
0.462207591182
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.75000000
N
N
N
N
N
N
PAID 2020-3 A 2.1% 05/17/27
N/A
PAGAYA AI DEBT SELECTION TRUST 2020-3 SER 2020-3 CL A REGD 144A P/P 2.10000000
69546TAA0
153289.01000000
NS
USD
154264.69000000
0.027696873091
Long
ABS-CBDO
CORP
US
Y
2
2027-05-17
Fixed
2.10000000
N
N
N
N
N
N
CAPITAL ONE FINA 3.2% 01/30/23
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CO REGD 3.20000000
14040HBU8
35000.00000000
NS
USD
36309.94000000
0.006519131501
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
3.20000000
N
N
N
N
N
N
BRAVO 2021-A A1 V/R 01/25/24
N/A
BRAVO RESIDENTIAL FUNDING TRUST 2021-A SER 2021-A CL A1 V/R REGD 144A P/P 1.99100000
105693AA3
746391.98000000
NS
USD
746790.70000000
0.134079725201
Long
ABS-CBDO
CORP
US
Y
2
2049-12-31
Variable
1.99100000
N
N
N
N
N
N
COMM 2013-LC6 XA V/R 01/10/23
N/A
COMM 2013-LC6 MORTGAGE TRUST SER 2013-LC6 CL XA V/R REGD 1.42954300
20048EAZ4
1409634.46000000
NS
USD
15999.49000000
0.002872568207
Long
ABS-CBDO
CORP
US
N
2
2046-01-10
Variable
1.42954300
N
N
N
N
N
N
OVERSEA-CHINESE B V/R 09/10/30
5493007O3QFXCPOGWK22
OVERSEA-CHINESE BANKING REGD V/R 144A P/P 1.83200000
69033CAD1
200000.00000000
NS
USD
200272.00000000
0.035957082386
Long
DBT
CORP
SG
Y
2
2030-09-10
Variable
1.83200000
N
N
N
N
N
N
PIONEER NATURAL 0.55% 05/15/23
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCE REGD 0.55000000
723787AU1
135000.00000000
NS
USD
134879.01000000
0.024216344146
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.55000000
N
N
N
N
N
N
PENSKE TRUCK LEA 2.7% 11/01/24
N/A
PENSKE TRUCK LEASING/PTL REGD 144A P/P 2.70000000
709599BG8
130000.00000000
NS
USD
136559.25000000
0.024518016512
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
2.70000000
N
N
N
N
N
N
T/L ALLIANCE HEAL 0% 10/24/23
N/A
T/L ALLIANCE HEALTHCARE SERVICES INC REGD 0.00000000
N/A
5358664.32000000
NS
USD
5305077.68000000
0.952480202964
Long
LON
CORP
US
N
2
2023-10-24
Variable
6.75000000
N
N
N
N
N
N
VCC 2021-2 A V/R 03/25/28
N/A
VELOCITY COMMERCIAL CAPITAL LOAN TRUST SER 2021-2 CL A V/R REGD 144A P/P 1.52000000
92259MAA4
1400000.00000000
NS
USD
1409739.80000000
0.253106425923
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
1.52000000
N
N
N
N
N
N
BOMFT 2019-SBR1 V/R 06/28/34
N/A
BAYVIEW OPPORTUNITY MASTER FUND IVA TRUST SER 2019-SBR1 CL A1 V/R REGD 144A P/P 3.47480000
07333YAA6
300620.78000000
NS
USD
302617.11000000
0.054332249919
Long
ABS-CBDO
CORP
US
Y
2
2034-06-28
Variable
3.47480000
N
N
N
N
N
N
WFCM 2015-LC22 X V/R 09/15/58
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-LC22 SER 2015-LC22 CL XA V/R REGD 0.92970500
94989TBC7
2421537.56000000
NS
USD
63306.74000000
0.011366170337
Long
ABS-CBDO
CORP
US
N
2
2058-09-15
Variable
0.92970500
N
N
N
N
N
N
AZERION HO 7.25% 04/28/24/EUR/
724500FAF2LMHPRX9R42
AZERION HOLDINGS BV /EUR/ REGD REG S 7.25000000
N0795LAE7
5129000.00000000
NS
6282745.23000000
1.128011843144
Long
DBT
CORP
NL
N
2
2024-04-28
Fixed
7.25000000
N
N
N
N
N
N
BMARK 2018-B4 XA V/R 06/15/28
N/A
BENCHMARK 2018-B4 MORTGAGE TRUST SER 2018-B4 CL XA V/R REGD 0.66483000
08161HAG5
10833985.89000000
NS
USD
277340.29000000
0.049794018418
Long
ABS-CBDO
CORP
US
N
2
2051-07-15
Variable
0.66483000
N
N
N
N
N
N
CARRIER GLOBAL 2.242% 02/15/25
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP REGD SER WI 2.24200000
14448CAN4
130000.00000000
NS
USD
135454.85000000
0.024319731171
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.24200000
N
N
N
N
N
N
GLOBAL PARTNER ACQUISITION-A
N/A
GLOBAL PARTNER ACQUISITION-A 0.00000000
G3934P102
29178.00000000
NS
USD
284485.50000000
0.051076878252
Long
EC
CORP
US
N
1
N
N
N
NCMS 2018-850T C V/R 07/15/21
N/A
NATIXIS COMMERCIAL MORTGAGE SECURITIES SER 2018-850T CL C V/R REGD 144A P/P 1.24900000
63874PAG0
350000.00000000
NS
USD
346326.23000000
0.062179839342
Long
ABS-CBDO
CORP
US
Y
2
2033-07-15
Variable
1.24900000
N
N
N
N
N
N
ONGC VIDESH VA 2.875% 01/27/22
N/A
ONGC VIDESH VANKORNEFT REGD REG S 2.87500000
Y6478PAA5
200000.00000000
NS
USD
201516.00000000
0.036180431684
Long
DBT
CORP
SG
N
2
2022-01-27
Fixed
2.87500000
N
N
N
N
N
N
TWITTER INC 1% 09/15/21
549300I8RX485XMK6836
TWITTER INC REGD CONVERTIBLE 1.00000000
90184LAD4
5382000.00000000
NS
USD
5377851.88000000
0.965546172770
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
1.00000000
N
N
N
N
N
TWITTER INC
TWITTER INC
USD
XXXX
N
N
N
CHOBANI LLC/FINA 7.5% 04/15/25
N/A
CHOBANI LLC/FINANCE CORP REGD 144A P/P 7.50000000
17027NAA0
3527000.00000000
NS
USD
3685009.60000000
0.661611177714
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
GSMS 2020-GC47 X V/R 04/12/30
N/A
GS MORTGAGE SECURITIES TRUST 2020-GC47 SER 2020-GC47 CL XA V/R REGD 1.24634000
36258RBC6
3220741.12000000
NS
USD
273663.80000000
0.049133936860
Long
ABS-CBDO
CORP
US
N
2
2053-05-12
Variable
1.24634000
N
N
N
N
N
N
STONEBRIDGE ACQUISITION CORP
5493000AJ4C5DLO2PK42
STONEBRIDGE ACQUISITION CORP 0.00000000
G85094111
273353.00000000
NS
USD
2714395.29000000
0.487345884960
Long
EC
CORP
US
N
1
N
N
N
EQ HEALTH ACQUISITION CORP-A
N/A
EQ HEALTH ACQUISITION CORP-A 0.00000000
26886A101
23979.00000000
NS
USD
231397.35000000
0.041545366192
Long
EC
CORP
US
N
1
N
N
N
NLY 2019-FL2 AS V/R 12/15/22
N/A
NLY COMMERCIAL MORTGAGE TRUST SER 2019-FL2 CL AS V/R REGD P/P 1.69550000
629167AC1
341000.00000000
NS
USD
340147.50000000
0.061070502522
Long
ABS-CBDO
CORP
KY
N
2
2036-02-15
Variable
1.69550000
N
N
N
N
N
N
COMM 2013-CR9 XA V/R 07/10/23
N/A
COMM 2013-CCRE9 MORTGAGE TRUST SER 2013-CR9 CL XA V/R REGD 0.08259500
12625UBC6
17067251.94000000
NS
USD
12959.16000000
0.002326703602
Long
ABS-CBDO
CORP
US
N
2
2045-07-10
Variable
0.08259500
N
N
N
N
N
N
NIELSEN CO LUX SAR 5% 02/01/25
N/A
NIELSEN CO LUX SARL/THE REGD 144A P/P 5.00000000
65410CAC4
6639000.00000000
NS
USD
6804975.00000000
1.221773621449
Long
DBT
CORP
LU
Y
2
2025-02-01
Fixed
5.00000000
N
N
N
N
N
N
HPHT FINANCE 1 2.875% 11/05/24
N/A
HPHT FINANCE 19 LTD REGD REG S 2.87500000
G2211BAA7
200000.00000000
NS
USD
209953.97000000
0.037695395246
Long
DBT
CORP
HK
N
2
2024-11-05
Fixed
2.87500000
N
N
N
N
N
N
UPST 2020-3 A 1.702% 11/20/30
N/A
UPSTART SECURITIZATION TRUST 2020-3 SER 2020-3 CL A REGD 144A P/P 1.70200000
91680EAA3
412154.83000000
NS
USD
414351.08000000
0.074393104980
Long
ABS-CBDO
CORP
US
Y
2
2030-11-20
Fixed
1.70200000
N
N
N
N
N
N
GALXY 2018-27A A V/R 05/16/31
N/A
GALAXY XXVII CLO LTD SER 2018-27A CL A V/R REGD 144A P/P 1.14475000
36320UAC4
500000.00000000
NS
USD
499950.30000000
0.089761694727
Long
ABS-CBDO
CORP
KY
Y
2
2031-05-16
Variable
1.14475000
N
N
N
N
N
N
TRITON INTERNATI 0.8% 08/01/23
N/A
TRITON INTERNATIONAL LTD REGD 144A P/P 0.80000000
89680YAD7
120000.00000000
NS
USD
119921.38000000
0.021530832770
Long
DBT
CORP
US
Y
2
2023-08-01
Fixed
0.80000000
N
N
N
N
N
N
T/L EVEREST ACQ 0% 11/23/2021
N/A
T/L EVEREST ACQ LLC REGD 0.00000000
26878UAD9
4764000.00000000
NS
USD
4761022.50000000
0.854799863574
Long
LON
CORP
US
N
3
2021-11-23
Variable
0.00000000
N
N
N
N
N
N
EXECUTIVE NETWORK PARTNER-A
N/A
EXECUTIVE NETWORK PARTNER-A 0.00000000
30158L100
1790.00000000
NS
USD
17434.60000000
0.003130229630
Long
EC
CORP
US
N
1
N
N
N
CK HUTCHISON INT 1.5% 04/15/26
N/A
CK HUTCHISON INTNTL 21 REGD REG S 1.50000000
G2182GAA1
200000.00000000
NS
USD
201914.00000000
0.036251889096
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
1.50000000
N
N
N
N
N
N
GWOLF 2018-2A A1 V/R 10/20/31
N/A
GREYWOLF CLO VII LTD SER 2018-2A CL A1 V/R REGD 144A P/P 1.31425000
39809AAA6
1000000.00000000
NS
USD
1000150.30000000
0.179568220900
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-20
Variable
1.31425000
N
N
N
N
N
N
STOCKWIK FOR V/R 09/03/23/SEK/
213800X1259MBEKD5H24
STOCKWIK FORVALTNING /SEK/ REGD V/R 7.00000000
W8858WAB6
12500000.00000000
NS
1477301.69000000
0.265236571150
Long
DBT
CORP
SE
N
2
2023-09-03
Variable
7.00000000
N
N
N
N
N
N
ATHENA TECHNOLOGY ACQUISIT-A
N/A
ATHENA TECHNOLOGY ACQUISIT-A 0.00000000
04687A109
55431.00000000
NS
USD
548212.59000000
0.098426765918
Long
EC
CORP
US
N
1
N
N
T/L ALLIANCE HEAL ZCP 10/24/23
N/A
T/L ALLIANCE HEALTHCARE SVCS ZCP TERM LOAN 0.00000000
01860YAJ1
2009353.33000000
NS
USD
1989259.80000000
0.357154162925
Long
LON
CORP
US
N
2
2023-10-24
Variable
0.00000000
N
N
N
N
N
N
FNA 2021-M7 A1 V/R 03/25/31
N/A
FANNIE MAE-ACES SER 2021-M7 CL A1 V/R 1.77600000
3136BFQY2
298135.29000000
NS
USD
309184.42000000
0.055511352873
Long
ABS-CBDO
CORP
US
N
2
2031-03-25
Variable
1.77600000
N
N
N
N
N
N
VOLT 2021-NPL3 A V/R 01/25/24
N/A
VOLT XCIV LLC SER 2021-NPL3 CL A1 V/R REGD 144A P/P 2.23950000
92873AAA6
394653.53000000
NS
USD
395224.04000000
0.070959012580
Long
ABS-CBDO
CORP
US
Y
2
2051-02-27
Variable
2.23950000
N
N
N
N
N
N
GNL QUINTERO S 4.634% 07/31/29
549300JJJIQXE6E1QY27
GNL QUINTERO SA REGD 4.63400000
P4909LAA8
188240.00000000
NS
USD
203771.68000000
0.036585419259
Long
DBT
CORP
CL
N
2
2029-07-31
Fixed
4.63400000
N
N
N
N
N
N
VCC 2021-2 M1 V/R 09/25/28
N/A
VELOCITY COMMERCIAL CAPITAL LOAN TRUST SER 2021-2 CL M1 V/R REGD 144A P/P 1.82000000
92259MAE6
500000.00000000
NS
USD
500163.50000000
0.089799972918
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
1.82000000
N
N
N
N
N
N
LMAT 2020-GS4 A1 V/R 02/25/60
N/A
LEGACY MORTGAGE ASSET TRUST 2020-GS4 SER 2020-GS4 CL A1 V/R REGD 144A P/P 3.25000000
52474KAA1
399337.98000000
NS
USD
402013.42000000
0.072177986256
Long
ABS-CBDO
CORP
US
Y
2
2060-02-25
Variable
3.25000000
N
N
N
N
N
N
HEALTHCARE SERVICES ACQUI-A
N/A
HEALTHCARE SERVICES ACQUI-A 0.00000000
42227K104
23979.00000000
NS
USD
232596.30000000
0.041760627156
Long
EC
CORP
US
N
1
N
N
N
LUMEN TECHNOLOGI 5.8% 03/15/22
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC REGD SER T 5.80000000
156700AS5
6652000.00000000
NS
USD
6801670.00000000
1.221180237665
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.80000000
N
N
N
N
N
N
REPUBLIC OF IN 3.375% 04/15/23
N/A
REPUBLIC OF INDONESIA REGD EMTN 3.37500000
Y20721BD0
200000.00000000
NS
USD
208922.00000000
0.037510114076
Long
DBT
USGA
ID
N
2
2023-04-15
Fixed
3.37500000
N
N
N
N
N
N
UMBS P#SB8088 1.5% 02/01/36
N/A
FREDDIE MAC POOL UMBS P#SB8088 1.50000000
3132D56Z0
923325.49000000
NS
USD
938504.61000000
0.168500277533
Long
ABS-MBS
USGA
US
N
2
2036-02-01
Fixed
1.50000000
N
N
N
N
N
N
SNDPT 2017-4A A1 V/R 01/21/31
N/A
SOUND POINT CLO XVIII LTD SER 2017-4A CL A1 V/R REGD 144A P/P 1.25425000
83609TAA5
500000.00000000
NS
USD
499277.15000000
0.089640836544
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-21
Variable
1.25425000
N
N
N
N
N
N
IHSFR 2018-SFR1 V/R 03/17/20
N/A
INVITATION HOMES 2018-SFR1 TRUST SER 2018-SFR1 CL A V/R REGD 144A P/P 0.79300000
46185JAA6
171204.56000000
NS
USD
171392.03000000
0.030771936881
Long
ABS-CBDO
CORP
US
Y
2
2037-03-17
Variable
0.79300000
N
N
N
N
N
N
COLT 2021-1R A1 V/R 05/25/65
N/A
COLT 2021-1RMORTGAGE PASS-THROUGH CE SER 2021-1R CL A1 V/R REGD 144A P/P 0.85700000
19688BAA2
282591.48000000
NS
USD
282599.25000000
0.050738218596
Long
ABS-CBDO
CORP
US
Y
2
2065-05-25
Variable
0.85700000
N
N
N
N
N
N
LIGHTJUMP ACQUISITION CORP
N/A
LIGHTJUMP ACQUISITION CORP 0.00000000
53228M106
47500.00000000
NS
USD
465975.00000000
0.083661727376
Long
EC
CORP
US
N
1
N
N
N
MACQUARIE BANK L 2.1% 10/17/22
N/A
MACQUARIE BANK LTD REGD 144A P/P 2.10000000
55608PBC7
80000.00000000
NS
USD
81672.99000000
0.014663669560
Long
DBT
CORP
AU
Y
2
2022-10-17
Fixed
2.10000000
N
N
N
N
N
N
RELIANCE INDUS 4.125% 01/28/25
5493003UOETFYRONLG31
RELIANCE INDUSTRIES LTD REGD 4.12500000
Y72596BU5
250000.00000000
NS
USD
272788.95000000
0.048976865210
Long
DBT
CORP
IN
N
2
2025-01-28
Fixed
4.12500000
N
N
N
N
N
N
AOMT 2020-6 A1 V/R 09/25/24
N/A
ANGEL OAK MORTGAGE TRUST 2020-6 SER 2020-6 CL A1 V/R REGD 144A P/P 1.26100000
03465AAA7
405736.53000000
NS
USD
406650.69000000
0.073010567443
Long
ABS-CBDO
CORP
US
Y
2
2065-05-25
Variable
1.26100000
N
N
N
N
N
N
NONGHYUP BANK 1.25% 07/20/25
N/A
NONGHYUP BANK REGD REG S EMTN 1.25000000
65540KAD7
200000.00000000
NS
USD
200753.50000000
0.036043531491
Long
DBT
CORP
KR
N
2
2025-07-20
Fixed
1.25000000
N
N
N
N
N
N
ARROWROOT ACQUISITION CORP-A
N/A
ARROWROOT ACQUISITION CORP-A 0.00000000
04282M102
27530.00000000
NS
USD
265664.50000000
0.047697732652
Long
EC
CORP
US
N
1
N
N
N
CANADIAN IMPERI 0.45% 06/22/23
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK REGD 0.45000000
13607HVC3
80000.00000000
NS
USD
79990.60000000
0.014361611180
Long
DBT
CORP
CA
N
2
2023-06-22
Fixed
0.45000000
N
N
N
N
N
N
VERIZON COMMUNICA V/R 05/15/25
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS REGD V/R 1.22475000
92343VEP5
130000.00000000
NS
USD
133637.46000000
0.023993434724
Long
DBT
CORP
US
N
2
2025-05-15
Variable
1.22475000
N
N
N
N
N
N
FNA 2021-M6 A1 V/R 03/25/33
N/A
FANNIE MAE-ACES SER 2021-M6 CL A1 V/R 1.53200000
3136BFHB2
1086692.84000000
NS
USD
1111031.93000000
0.199476045784
Long
ABS-CBDO
CORP
US
N
2
2033-03-25
Variable
1.53200000
N
N
N
N
N
N
BANK OF NOVA SC 0.55% 09/15/23
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA REGD 0.55000000
064159YM2
35000.00000000
NS
USD
35103.35000000
0.006302498841
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.55000000
N
N
N
N
N
N
BANCO DE CREDITO V/R 07/01/30
N/A
BANCO DE CREDITO DEL PER REGD V/R REG S EMTN 0.00000000
05971V2C8
50000.00000000
NS
USD
50000.00000000
0.008977061792
Long
DBT
CORP
PE
N
2
2030-07-01
Variable
0.00000000
N
N
N
N
N
N
WILLIAMS ROWLAND ACQUISITION
N/A
WILLIAMS ROWLAND ACQUISITION 0.00000000
96951B201
113984.00000000
NS
USD
1139840.00000000
0.204648282274
Long
EC
CORP
US
N
1
N
N
N
GAMING INNOV V/R 06/11/24/SEK/
N/A
GAMING INNOVATION GRP /SEK/ REGD V/R 8.50000000
X3R8C1AA4
6250000.00000000
NS
738131.12000000
0.132524973506
Long
DBT
CORP
MT
N
2
2024-06-11
Variable
8.50000000
N
N
N
N
N
N
SEAPORT GLOBAL ACQUI-CLASS A
N/A
SEAPORT GLOBAL ACQUI-CLASS A 0.00000000
812227106
50471.00000000
NS
USD
506728.84000000
0.090978722176
Long
EC
CORP
US
N
1
N
N
DISRUPTIVE ACQUISITION COR-A
N/A
DISRUPTIVE ACQUISITION COR-A 0.00000000
G2770Y102
63566.00000000
NS
USD
615318.88000000
0.110475112158
Long
EC
CORP
US
N
1
N
N
N
NORTONLIFELOCK INC 5% 04/15/25
YF6ZV0M6AU4FY94MK914
NORTONLIFELOCK INC REGD 144A P/P 5.00000000
871503AU2
442000.00000000
NS
USD
446826.64000000
0.080223807157
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
5.00000000
N
N
N
N
N
N
COGENT COMMUNI 5.375% 03/01/22
N/A
COGENT COMMUNICATIONS GR REGD P/P 5.37500000
19240CAA1
835000.00000000
NS
USD
843350.00000000
0.151416101256
Long
DBT
CORP
US
Y
2
2022-03-01
Fixed
5.37500000
N
N
N
N
N
N
EMPOWERMENT & WT EX 01/12/28
N/A
EMPOWERMENT & INCLUSION CAP I CORP WARRANTS EXP 01/12/28 0.00000000
29248N118
9294.00000000
NS
USD
5568.04000000
0.000999692782
N/A
DE
CORP
US
N
1
EMPOWERMENT & INCLUSION CAP I CORP
N/A
Call
Purchased
EMPOWERMENT & INCLUSION CAP I CORP
EMPOWERMENT & INCLUSION CAP I CORP
9294.00000000
USD
0.00000000
USD
2028-01-12
XXXX
5568.04000000
N
N
N
BRAZOS ELECTRIC 0% 3/23/49
N/A
BRAZOS ELECTRIC POWER COOP INC TRADE CLAIM MERCURIA ENERGY 0.00000000
N/A
6027000.00000000
NS
USD
5424300.00000000
0.973885525638
Long
DBT
CORP
US
N
2
2049-03-23
Fixed
0.00000000
N
N
N
N
N
N
BAIDU INC 3.075% 04/07/25
254900AL64IANZYI1E02
BAIDU INC REGD 3.07500000
056752AQ1
200000.00000000
NS
USD
211794.00000000
0.038025756506
Long
DBT
CORP
CN
N
2
2025-04-07
Fixed
3.07500000
N
N
N
N
N
N
KOREA ELECTRIC 1.125% 06/15/25
N/A
KOREA ELECTRIC POWER CO REGD REG S EMTN 1.12500000
Y4907LAB8
200000.00000000
NS
USD
199959.62000000
0.035900997295
Long
DBT
USGA
KR
N
2
2025-06-15
Fixed
1.12500000
N
N
N
N
N
N
T/L MALLINCKRODT 0% 2/28/22
N/A
T/L MALLINCKRODT INTERNATIONAL FINANCE S.A REGD 0.00000000
L6232UAG2
15219000.00000000
NS
USD
14961190.14000000
2.686150567569
Long
LON
CORP
LU
N
2
2022-02-28
Variable
0.00000000
Y
N
N
N
N
N
DESENIO HOLD V/R 12/16/24/SEK/
64884XU1OA337HY7A137
DESENIO HOLDING AB /SEK/ REGD V/R REG S 5.50000000
N/A
6250000.00000000
NS
735526.62000000
0.132057358357
Long
DBT
CORP
SE
N
2
2024-12-16
Variable
5.50000000
N
N
N
N
N
N
ALTERA SHUTTLE 7.125% 08/15/22
N/A
ALTERA SHUTTLE TANKERS REGD 7.12500000
R9138LAB6
3000000.00000000
NS
USD
3022500.00000000
0.542663385366
Long
DBT
CORP
BM
N
2
2022-08-15
Fixed
7.12500000
N
N
N
N
N
N
ARIVO 2019-1 A 2.99% 09/25/23
N/A
ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2019-1 SER 2019-1 CL A REGD 144A P/P 2.99000000
04046LAA9
112083.65000000
NS
USD
113141.87000000
0.020313631166
Long
ABS-CBDO
CORP
US
Y
2
2024-07-15
Fixed
2.99000000
N
N
N
N
N
N
THRM 2020-1A B 3.95% 10/15/26
N/A
THEOREM FUNDING TRUST 2020-1 SER 2020-1A CL B REGD 144A P/P 3.95000000
88337YAB0
150000.00000000
NS
USD
153450.12000000
0.027550624186
Long
ABS-CBDO
CORP
US
Y
2
2026-10-15
Fixed
3.95000000
N
N
N
N
N
N
STATE GRID OVERSEA 1% 08/05/25
N/A
STATE GRID OVERSEAS INV REGD REG S EMTN 1.00000000
G8450LAX2
200000.00000000
NS
USD
198006.00000000
0.035550241946
Long
DBT
CORP
VG
N
2
2025-08-05
Fixed
1.00000000
N
N
N
N
N
N
VALERO ENERGY CO 1.2% 03/15/24
549300XTO5VR8SKV1V74
VALERO ENERGY CORP REGD 1.20000000
91913YBA7
135000.00000000
NS
USD
136046.54000000
0.024425963925
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
1.20000000
N
N
N
N
N
N
CLARIM ACQUISITION CORP WT EX 02/02/28
N/A
CLARIM ACQUISITION CORP WARRANTS EXP 02/02/28 0.00000000
18049C116
14457.00000000
NS
USD
8529.63000000
0.001531420311
N/A
DE
CORP
US
N
1
CLARIM ACQUISITION CORP
N/A
Call
Purchased
CLARIM ACQUISITION CORP
CLARIM ACQUISITION CORP
14457.00000000
USD
0.00000000
USD
2028-02-02
XXXX
8529.63000000
N
N
N
ISHARES CORE 1-5 YEAR USD BO
N/A
ISHARES CORE 1-5 YEAR USD BOND ETF 0.00000000
46432F859
685915.00000000
NS
USD
35194298.65000000
6.318827874606
Long
EC
PF
US
N
1
N
N
CITIGROUP INC V/R 06/01/24
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC REGD V/R 1.15763000
172967MA6
140000.00000000
NS
USD
141783.19000000
0.025455929155
Long
DBT
CORP
US
N
2
2024-06-01
Variable
1.15763000
N
N
N
N
N
N
PUERTO RICO HIGHW ZCP 07/01/22
549300J6QBXVWJXB7Y41
PUERTO RICO HIGHWAY & TRANSPRT REGD ZCP OID B/E 0.00000000
745185BJ6
1900000.00000000
NS
USD
1783781.94000000
0.320262414000
Long
DBT
MUN
PR
N
2
2022-07-01
Fixed
0.00000000
N
N
N
N
N
N
ATLANTIC COASTAL ACQUISITI-A
549300DD1GOILOBIY455
ATLANTIC COASTAL ACQUISITI-A 0.00000000
048453104
3.00000000
NS
USD
29.04000000
0.000005213877
Long
EC
CORP
US
N
1
N
N
N
SCOTIABANK PERU S V/R 12/13/27
N/A
SCOTIABANK PERU SA REGD V/R 4.50000000
P8542TAP2
100000.00000000
NS
USD
102001.00000000
0.018313385598
Long
DBT
CORP
PE
N
2
2027-12-13
Variable
4.50000000
N
N
N
N
N
N
FORESIGHT ACQUISITION CORP-A
N/A
FORESIGHT ACQUISITION CORP-A 0.00000000
34552Y106
224.00000000
NS
USD
2201.92000000
0.000395335438
Long
EC
CORP
US
N
1
N
N
N
ACCSS 2004-2 A3 V/R 10/25/24
635400C9RW3TYNTIJP57
ACCESSLEX INSTITUTE SER 2004-2 CL A3 V/R 0.31525000
00432CBW0
173512.78000000
NS
USD
171660.11000000
0.030820068296
Long
ABS-CBDO
CORP
US
N
2
2024-10-25
Variable
0.31525000
N
N
N
N
N
N
VNV GLOBAL 5.75% 10/04/22/SEK/
549300ONMNSTOBAU0S14
VNV GLOBAL AB /SEK/ REGD REG S 5.75000000
W98223AA3
5040000.00000000
NS
599297.85000000
0.107598676633
Long
DBT
CORP
SE
N
2
2022-10-04
Fixed
5.75000000
N
N
N
N
N
N
OMNICHANNEL ACQUISITION-CL A
N/A
OMNICHANNEL ACQUISITION-CL A 0.00000000
68218L108
120600.00000000
NS
USD
1183086.00000000
0.212412722560
Long
EC
CORP
US
N
1
N
N
VERUS 2021-R1 A2 V/R 10/25/63
N/A
VERUS SECURITIZATION TRUST 2021-R1 SER 2021-R1 CL A2 V/R REGD 144A P/P 1.05700000
92538BAB9
638167.16000000
NS
USD
637780.11000000
0.114507829151
Long
ABS-CBDO
CORP
US
Y
2
2063-10-25
Variable
1.05700000
N
N
N
N
N
N
DOLLAR TREE INC 3.7% 05/15/23
549300PMSTQITB1WHR43
DOLLAR TREE INC REGD 3.70000000
256746AF5
130000.00000000
NS
USD
136709.22000000
0.024544942311
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.70000000
N
N
N
N
N
N
BRIGHT LIGHTS ACQUISITI-CL A
N/A
BRIGHT LIGHTS ACQUISITI-CL A 0.00000000
10920K101
4140.00000000
NS
USD
40240.80000000
0.007224882963
Long
EC
CORP
US
N
1
N
N
N
MP21 2021-3A A1 V/R 10/17/34
N/A
MARBLE POINT CLO XXI LTD SER 2021-3A CL A1 V/R REGD 144A P/P 0.00000000
56606KAA3
1000000.00000000
NS
USD
1000000.00000000
0.179541235853
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-17
Variable
0.00000000
N
N
N
N
N
N
HGVT 2020-AA A 2.74% 02/25/39
N/A
HILTON GRAND VACATIONS TRUST 2020-A SER 2020-AA CL A REGD 144A P/P 2.74000000
43285HAA6
346649.41000000
NS
USD
361888.78000000
0.064973958802
Long
ABS-CBDO
CORP
US
Y
2
2039-02-25
Fixed
2.74000000
N
N
N
N
N
N
GLENCORE FUNDI 4.125% 05/30/23
N/A
GLENCORE FUNDING LLC REGD P/P 4.12500000
378272AF5
80000.00000000
NS
USD
84600.80000000
0.015189332186
Long
DBT
CORP
US
Y
2
2023-05-30
Fixed
4.12500000
N
N
N
N
N
N
BXHPP 2021-FILM V/R 08/15/26
N/A
BXHPP TRUST 2021-FILM SER 2021-FILM CL B V/R REGD 144A P/P 0.99600000
05609JAJ1
209000.00000000
NS
USD
209304.45000000
0.037578779622
Long
ABS-CBDO
CORP
US
Y
2
2036-08-15
Variable
0.99600000
N
N
N
N
N
N
EMPRESA ELECTR 4.875% 05/25/29
N/A
EMPRESA ELECTRICA ANGAMO REGD 4.87500000
P3713QAA5
139100.00000000
NS
USD
136667.14000000
0.024537387216
Long
DBT
CORP
CL
N
2
2029-05-25
Fixed
4.87500000
N
N
N
N
N
N
BANK OF AMERICA C V/R 03/05/24
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP REGD V/R MTN 0.92075000
06051GHE2
90000.00000000
NS
USD
90813.81000000
0.016304823679
Long
DBT
CORP
US
N
2
2024-03-05
Variable
0.92075000
N
N
N
N
N
N
WELF 2019-XA A1R V/R 07/20/32
N/A
WELLFLEET CLO X LTD SER 2019-XA CL A1R V/R REGD 144A P/P 1.34374000
94949WAM8
500000.00000000
NS
USD
500187.50000000
0.089804281908
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Variable
1.34374000
N
N
N
N
N
N
C3NANO INC 6.5% 02/15/24
N/A
C3NANO INC REGD 144A P/P SER 2021 6.50000000
12656VAA1
1370000.00000000
NS
USD
1392365.70000000
0.249987058537
Long
DBT
CORP
US
Y
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
KEURIG DR PEPPE 0.75% 03/15/24
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC REGD 0.75000000
49271VAL4
135000.00000000
NS
USD
135161.15000000
0.024266999910
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.75000000
N
N
N
N
N
N
HERTZ 2021-1A 1.56% 12/25/24
N/A
HERTZ VEHICLE FINANCING LLC SER 2021-1A CL B REGD 144A P/P 1.56000000
42806MAB5
500000.00000000
NS
USD
503963.65000000
0.090482256546
Long
ABS-CBDO
CORP
US
Y
2
2025-12-26
Fixed
1.56000000
N
N
N
N
N
N
HAMILTON LANE ALL-CLASS A
N/A
HAMILTON LANE ALL-CLASS A 0.00000000
40749M103
70544.00000000
NS
USD
682160.48000000
0.122475935629
Long
EC
CORP
US
N
1
N
N
N
BGP ACQUISITION CORP-A
N/A
BGP ACQUISITION CORP-A 0.00000000
08862W109
137418.00000000
NS
USD
1312341.90000000
0.235619486587
Long
EC
CORP
CA
N
2
N
N
N
GLOBAL CONSUMER ACQUISITION
N/A
GLOBAL CONSUMER ACQUISITION 0.00000000
37892B108
88196.00000000
NS
USD
863438.84000000
0.155022876417
Long
EC
CORP
US
N
1
N
N
N
26 CAPITAL ACQUISITION COR-A
N/A
26 CAPITAL ACQUISITION COR-A 0.00000000
90138P100
21948.00000000
NS
USD
212676.12000000
0.038184133421
Long
EC
CORP
US
N
1
N
N
N
BANK 2017-BNK4 X V/R 05/15/50
N/A
BANK 2017-BNK4 SER 2017-BNK4 CL XA V/R REGD 1.54686200
06541FBB4
1510867.50000000
NS
USD
83854.66000000
0.015055369288
Long
ABS-CBDO
CORP
US
N
2
2050-05-15
Variable
1.54686200
N
N
N
N
N
N
T/L K & N ENGINEERING INC 0% 10/20/23
N/A
T/L K & N ENGINEERING INC REGD 0.00000000
48234KAC6
7888458.60000000
NS
USD
7486147.21000000
1.344072121862
Long
LON
CORP
US
N
2
2023-10-20
Variable
5.75000000
N
N
N
N
N
N
JACK CREEK INVESTMENT C-CL A
N/A
JACK CREEK INVESTMENT C-CL A 0.00000000
G4989X115
23979.00000000
NS
USD
231876.93000000
0.041631470578
Long
EC
CORP
US
N
1
N
N
N
ITIQUIRA ACQUISITION CORP-A
N/A
ITIQUIRA ACQUISITION CORP-A 0.00000000
G49773107
23979.00000000
NS
USD
231157.56000000
0.041502313999
Long
EC
CORP
US
N
1
N
N
N
BUZZFEED 7.00 9/30/2026
N/A
BUZZFEED 7.00 9/30/2026 7.00000000
N/A
9800000.00000000
NS
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2026-09-30
Fixed
7.00000000
N
N
N
N
N
BUZZFEED 7.00 9/30/2026 7.00
BUZZFEED 7.00 9/30/2026 7.00
USD
XXXX
N
N
N
EDIFY ACQUISITION CORP-CL A
N/A
EDIFY ACQUISITION CORP-CL A 0.00000000
28059Q103
5.00000000
NS
USD
48.35000000
0.000008680818
Long
EC
CORP
US
N
1
N
N
N
VERUS 2019-INV2 V/R 07/25/59
N/A
VERUS SECURITIZATION TRUST 2019-INV2 SER 2019-INV2 CL A3 V/R REGD 144A P/P 3.21900000
92537HAC5
1139046.80000000
NS
USD
1151389.74000000
0.206721936868
Long
ABS-CBDO
CORP
US
Y
2
2059-07-25
Variable
3.21900000
N
N
N
N
N
N
AXON INFRASTRUCTURE ACQUISI
N/A
AXON INFRASTRUCTURE ACQUISI 0.00000000
05467C207
160000.00000000
NS
USD
1580800.00000000
0.283818785636
Long
EC
CORP
US
N
1
N
N
GRUPO AVAL LTD 4.75% 09/26/22
N/A
GRUPO AVAL LTD REGD 4.75000000
G42045AB3
200000.00000000
NS
USD
205590.00000000
0.036911882679
Long
DBT
CORP
KY
N
2
2022-09-26
Fixed
4.75000000
N
N
N
N
N
N
MALAYAN BANKING B V/R 10/29/26
5493004OT3TOY404V310
MALAYAN BANKING BHD REGD V/R REG S 3.90500000
Y54561BN7
200000.00000000
NS
USD
198840.00000000
0.035699979337
Long
DBT
CORP
MY
N
2
2026-10-29
Variable
3.90500000
N
N
N
N
N
N
DHC ACQUISITION CORP-A
N/A
DHC ACQUISITION CORP-A 0.00000000
G2758T109
3300.00000000
NS
USD
31812.00000000
0.005711565794
Long
EC
CORP
US
N
1
N
N
N
MARTIN MARIETTA 0.65% 07/15/23
5299005MZ4WZECVATV08
MARTIN MARIETTA REGD 0.65000000
573284AY2
35000.00000000
NS
USD
35081.43000000
0.006298563297
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
STWD 2021-FL2 A V/R 03/18/25
N/A
STWD 2021-FL2 LTD SER 2021-FL2 CL A V/R REGD 144A P/P 1.28850000
78486BAA2
200000.00000000
NS
USD
200121.48000000
0.035930057839
Long
ABS-CBDO
CORP
KY
Y
2
2038-04-18
Variable
1.28850000
N
N
N
N
N
N
COMM 2018-HCLV A V/R 09/15/20
N/A
COMM 2018-HCLV MORTGAGE TRUST SER 2018-HCLV CL A V/R REGD 144A P/P 1.09600000
20048KAA5
227000.00000000
NS
USD
226034.07000000
0.040582436272
Long
ABS-CBDO
CORP
US
Y
2
2033-09-15
Variable
1.09600000
N
N
N
N
N
N
OYSTER ENTERPRISES-CL A
N/A
OYSTER ENTERPRISES-CL A 0.00000000
69242M104
23979.00000000
NS
USD
231157.56000000
0.041502313999
Long
EC
CORP
US
N
1
N
N
N
POSCO 2.375% 11/12/22
988400E5HRVX81AYLM04
POSCO REGD REG S 2.37500000
Y70750BT3
200000.00000000
NS
USD
203922.00000000
0.036612407897
Long
DBT
CORP
KR
N
2
2022-11-12
Fixed
2.37500000
N
N
N
N
N
N
TECH AND ENERGY TRANSITION-A
N/A
TECH AND ENERGY TRANSITION-A 0.00000000
87823R102
25622.00000000
NS
USD
246996.08000000
0.044345981454
Long
EC
CORP
US
N
1
N
N
N
TNB GLOBAL VEN 3.244% 10/19/26
N/A
TNB GLOBAL VENTURES CAP REGD REG S EMTN 3.24400000
Y8850AAA2
200000.00000000
NS
USD
214454.00000000
0.038503336193
Long
DBT
CORP
MY
N
2
2026-10-19
Fixed
3.24400000
N
N
N
N
N
N
TUATARA CAPITAL ACQUISITIO-A
N/A
TUATARA CAPITAL ACQUISITIO-A 0.00000000
G9118J101
1.00000000
NS
USD
9.63000000
0.000001728982
Long
EC
CORP
US
N
1
N
N
N
INTEROCEANICA 0% 11/30/25
N/A
INTEROCEANICA IV FINANCE SERIES REGS REGD ZCP 0.00000000
P52715AB8
35807.55000000
NS
USD
33938.40000000
0.006093342278
Long
DBT
CORP
KY
N
2
2025-11-30
Fixed
0.00000000
N
N
N
N
N
N
MINEJESA CAPIT 4.625% 08/10/30
N/A
MINEJESA CAPITAL BV REGD REG S 4.62500000
N57445AA1
200000.00000000
NS
USD
208750.00000000
0.037479232984
Long
DBT
CORP
NL
N
2
2030-08-10
Fixed
4.62500000
N
N
N
N
N
N
MFT 2019-2A A 3.13% 07/16/29
N/A
MARLETTE FUNDING TRUST 2019-2 SER 2019-2A CL A REGD 144A P/P 3.13000000
57109HAA0
16124.73000000
NS
USD
16149.76000000
0.002899547869
Long
ABS-CBDO
CORP
US
Y
2
2029-07-16
Fixed
3.13000000
N
N
N
N
N
N
LMREC 2019-CRE3 V/R 01/22/24
N/A
LMREC 2019-CRE3 INC SER 2019-CRE3 CL A V/R REGD 1.48588000
50209TAA8
173000.00000000
NS
USD
172992.16000000
0.031059226199
Long
ABS-CBDO
CORP
US
Y
2
2035-12-22
Variable
1.48588000
N
N
N
N
N
N
CGCMT 2019-PRM 4.35% 05/10/24
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-PRM SER 2019-PRM CL D REGD 144A P/P 4.35000000
29429JAJ9
386000.00000000
NS
USD
400371.32000000
0.071883161592
Long
ABS-CBDO
CORP
US
Y
2
2036-05-10
Fixed
4.35000000
N
N
N
N
N
N
GSMS 2017-GS8 XA V/R 11/10/27
N/A
GS MORTGAGE SECURITIES TRUST 2017-GS8 SER 2017-GS8 CL XA V/R REGD 1.11260800
36254KAP7
3584072.23000000
NS
USD
160012.34000000
0.028728813275
Long
ABS-CBDO
CORP
US
N
2
2050-11-10
Variable
1.11260800
N
N
N
N
N
N
TENCENT HOLDING 1.81% 01/26/26
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD REGD 144A P/P MTN 1.81000000
88032WAT3
200000.00000000
NS
USD
202467.40000000
0.036351247215
Long
DBT
CORP
CN
Y
2
2026-01-26
Fixed
1.81000000
N
N
N
N
N
N
ONE EQUITY PARTNERS OPEN-A
N/A
ONE EQUITY PARTNERS OPEN-A 0.00000000
68237L105
43737.00000000
NS
USD
422062.05000000
0.075777542063
Long
EC
CORP
US
N
1
N
N
N
NORDIC CAPIT V/R 06/30/24/NOK/
N/A
NORDIC CAPITAL PRTNS II /NOK/ REGD V/R 0.00000000
R4976GAB3
20400000.00000000
NS
2376585.97000000
0.426695182165
Long
DBT
CORP
NO
N
2
2024-06-30
Variable
0.00000000
N
N
N
N
N
N
BRSP 2021-FL1 A V/R 08/19/38
N/A
BRSP 2021-FL1 LTD SER 2021-FL1 CL A V/R REGD 144A P/P 1.23650000
05591XAA9
184000.00000000
NS
USD
184000.00000000
0.033035587396
Long
ABS-CBDO
CORP
KY
Y
2
2038-08-19
Variable
1.23650000
N
N
N
N
N
N
GCAT 2019-NQM1 A V/R 02/25/59
N/A
GCAT 2019-NQM1 LLC SER 2019-NQM1 CL A1 V/R REGD 144A P/P 2.98500000
36166PAA6
336102.88000000
NS
USD
337428.07000000
0.060582252699
Long
ABS-CBDO
CORP
US
Y
2
2059-02-25
Variable
2.98500000
N
N
N
N
N
N
CSC HOLDINGS LL 6.75% 11/15/21
N/A
CSC HOLDINGS LLC REGD 6.75000000
126307AF4
15164000.00000000
NS
USD
15321705.60000000
2.750877958802
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
6.75000000
N
N
N
N
N
N
BSPRT 2021-FL6 A V/R 03/15/36
N/A
BSPRT 2021-FL6 ISSUER LTD SER 2021-FL6 CL A V/R REGD 144A P/P 1.19550000
05601HAA2
193000.00000000
NS
USD
192999.96000000
0.034651451338
Long
ABS-CBDO
CORP
KY
Y
2
2036-03-15
Variable
1.19550000
N
N
N
N
N
N
TISHMAN SPEYER INNOVATI-CL A
N/A
TISHMAN SPEYER INNOVATI-CL A 0.00000000
88825H100
85905.00000000
NS
USD
839291.85000000
0.150687495990
Long
EC
CORP
US
N
1
N
N
N
SUPERIOR ENERGY SERVICES INC
N/A
SUPERIOR ENERGY SERVICES INC NEW 0.00000000
N/A
3121.00000000
NS
USD
124449.88000000
0.022343885256
Long
EC
CORP
US
N
2
N
N
N
SEVEN OAKS ACQUISITION COR-A
N/A
SEVEN OAKS ACQUISITION COR-A 0.00000000
81787X106
38349.00000000
NS
USD
379271.61000000
0.068094893583
Long
EC
CORP
US
N
1
N
N
GENERAL MOTORS 5.25% 03/01/26
N/A
GENERAL MOTORS FINL CO REGD 5.25000000
37045XBG0
120000.00000000
NS
USD
138149.05000000
0.024803451168
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
PRPM 2021-4 A1 V/R 04/25/24
N/A
PRPM 2021-4 LLC SER 2021-4 CL A1 V/R REGD 144A P/P 1.86700000
693583AA4
657410.01000000
NS
USD
657408.50000000
0.118031934550
Long
ABS-CBDO
CORP
US
Y
2
2026-04-25
Variable
1.86700000
N
N
N
N
N
N
Federated Investors, Inc.
R05X5UQ874RGFF7HHD84
Federated Government Obligations Fund
608919718
20957270.20000000
OU
N/A
USD
20957270.20000000
3.762694191816
Long
STIV
RF
US
N
1
N
N
BX 2021-VIEW A V/R 06/15/23
N/A
BX TRUST 2021-VIEW SER 2021-VIEW CL A V/R REGD 144A P/P 1.37600000
05606GAA9
183000.00000000
NS
USD
182999.95000000
0.032856037184
Long
ABS-CBDO
CORP
US
Y
2
2023-06-15
Variable
1.37600000
N
N
N
N
N
N
ROYAL BANK OF CAN V/R 01/20/26
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 0.54775000
78016EZP5
140000.00000000
NS
USD
140826.89000000
0.025284233871
Long
DBT
CORP
CA
N
2
2026-01-20
Variable
0.54775000
N
N
N
N
N
N
JPMORGAN CHASE & 3.9% 07/15/25
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO REGD 3.90000000
46625HMN7
15000.00000000
NS
USD
16521.91000000
0.002966364140
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.90000000
N
N
N
N
N
N
PFP 2019-6 A V/R 06/14/22
N/A
PFP 2019-6 LTD SER 2019-6 CL A V/R REGD 144A P/P 1.14550000
69346WAA5
122123.55000000
NS
USD
121977.00000000
0.021899901325
Long
ABS-CBDO
CORP
KY
Y
2
2037-04-14
Variable
1.14550000
N
N
N
N
N
N
MACQUARIE GROUP L V/R 03/27/24
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP LTD REGD V/R 144A P/P MTN 4.15000000
55608JAL2
55000.00000000
NS
USD
57956.53000000
0.010405587021
Long
DBT
CORP
AU
Y
2
2024-03-27
Variable
4.15000000
N
N
N
N
N
N
ATHLON ACQUISITION CORP-A
N/A
ATHLON ACQUISITION CORP-A 0.00000000
04748A106
23979.00000000
NS
USD
232836.09000000
0.041803679349
Long
EC
CORP
US
N
1
N
N
N
MF1 2021-FL6 A V/R 06/16/26
N/A
MF1 2021-FL6 LTD SER 2021-FL6 CL A V/R REGD 144A P/P 1.19550000
55283TAA6
200000.00000000
NS
USD
200121.80000000
0.035930115293
Long
ABS-CBDO
CORP
KY
Y
2
2036-07-16
Variable
1.19550000
N
N
N
N
N
N
JPMBB 2016-C1 3.576% 01/15/26
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C1 SER 2016-C1 CL A5 REGD 3.57610000
46645LAY3
200000.00000000
NS
USD
218923.70000000
0.039305831655
Long
ABS-CBDO
CORP
US
N
2
2049-03-15
Fixed
3.57610000
N
N
N
N
N
N
JPMORGAN CHASE & V/R 04/01/23
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO REGD V/R 3.20700000
46647PBB1
120000.00000000
NS
USD
121985.09000000
0.021901353814
Long
DBT
CORP
US
N
2
2023-04-01
Variable
3.20700000
N
N
N
N
N
N
GSM 2021-IIIA A1 V/R 04/15/34
N/A
GULF STREAM MERIDIAN 3 LTD SER 2021-IIIA CL A1 V/R REGD 144A P/P 1.44613000
402512AA5
1000000.00000000
NS
USD
1000647.00000000
0.179657399032
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Variable
1.44613000
N
N
N
N
N
N
IHSFR 2017-SFR2 V/R 12/17/19
N/A
INVITATION HOMES 2017-SFR2 TRUST SER 2017-SFR2 CL A V/R REGD 144A P/P 0.94300000
46187BAA1
59747.34000000
NS
USD
59803.30000000
0.010737158390
Long
ABS-CBDO
CORP
US
Y
2
2036-12-17
Variable
0.94300000
N
N
N
N
N
N
FSRIA 2021-FL2 A V/R 04/16/28
N/A
FS RIALTO SER 2021-FL2 CL A V/R REGD 144A P/P 1.31550000
30319YAA6
200000.00000000
NS
USD
200247.40000000
0.035952665672
Long
ABS-CBDO
CORP
US
Y
2
2028-04-16
Variable
1.31550000
N
N
N
N
N
N
SOUTHERN CAL EDIS V/R 04/01/24
N/A
SOUTHERN CAL EDISON REGD V/R 0.84528000
842400HC0
135000.00000000
NS
USD
135615.07000000
0.024348497268
Long
DBT
CORP
US
N
2
2024-04-01
Variable
0.84528000
N
N
N
N
N
N
CFCRE 2017-C8 XA V/R 05/15/27
N/A
CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 SER 2017-C8 CL XA V/R REGD 1.71412500
12532CBE4
1265867.04000000
NS
USD
82166.54000000
0.014752282137
Long
ABS-CBDO
CORP
US
N
2
2050-06-15
Variable
1.71412500
N
N
N
N
N
N
BANCO RESERVAS REP 7% 02/01/23
N/A
BANCO RESERVAS REP DOMIN REGD REG S 7.00000000
P10475AA2
150000.00000000
NS
USD
157876.50000000
0.028345341922
Long
DBT
CORP
DO
N
2
2023-02-01
Fixed
7.00000000
N
N
N
N
N
N
US T BILL ZCP 10/07/21
N/A
UNITED STATES TREASURY BILL ZCP 0.00000000
9127964V8
6600000.00000000
PA
USD
6599732.70000000
1.184924165258
Long
STIV
UST
US
N
2
2021-10-07
Fixed
0.00000000
N
N
N
N
N
N
NYMT 2020-SP2 A1 V/R 10/25/23
N/A
NYMT LOAN TRUST 2020-SP2 SER 2020-SP2 CL A1 V/R REGD 144A P/P 2.94390000
62955DAA4
516934.87000000
NS
USD
521959.84000000
0.093713314739
Long
ABS-CBDO
CORP
US
Y
2
2060-10-25
Variable
2.94390000
N
N
N
N
N
N
PBF LOGISTICS 6.875% 05/15/23
N/A
PBF LOGISTICS LP/FINANCE REGD SER WI 6.87500000
69318UAB1
4289000.00000000
NS
USD
4162260.05000000
0.747297313319
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
6.87500000
N
N
N
N
N
N
VCAT 2021-NPL4 A V/R 08/25/51
N/A
VCAT 2021-NPL4 LLC SER 2021-NPL4 CL A1 V/R REGD 144A P/P 1.86770000
91823DAA3
800000.00000000
NS
USD
800360.80000000
0.143697767160
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
1.86770000
N
N
N
N
N
N
GSTNE 2021-FL3 A V/R 07/15/39
N/A
GREYSTONE CRE NOTES 2021-FL3 LTD SER 2021-FL3 CL A V/R REGD 144A P/P 1.10700000
39809PAA3
184000.00000000
NS
USD
184057.87000000
0.033045977448
Long
ABS-CBDO
CORP
KY
Y
2
2039-07-15
Variable
1.10700000
N
N
N
N
N
N
KISMET ACQUISITION TWO-CL A
N/A
KISMET ACQUISITION TWO-CL A 0.00000000
G52807107
965.00000000
NS
USD
9389.45000000
0.001685793456
Long
EC
CORP
US
N
1
N
N
N
LINKEM SPA V/R 08/09/22/EUR/
8156008F52B23E338F42
LINKEM SPA /EUR/ REGD V/R 6.00000000
N/A
10578000.00000000
NS
12488724.30000000
2.242240995051
Long
DBT
CORP
IT
Y
2
2022-08-09
Variable
6.00000000
N
N
N
N
N
N
TAILWIND INTL A WT EX 02/23/28
N/A
TAILWIND INTL ACQUISITION CORP WARRANTS EXP 02/23/28 0.00000000
G8662F119
21780.00000000
NS
USD
12410.24000000
0.002228149826
N/A
DE
CORP
KY
N
1
TAILWIND INTL ACQUISITION CORP
N/A
Call
Purchased
TAILWIND INTL ACQUISITION CORP
TAILWIND INTL ACQUISITION CORP
21780.00000000
USD
0.00000000
USD
2028-02-23
XXXX
12410.24000000
N
N
N
T/L INTELSAT JACKSON HOLDINGS SA 0% 07/13/22
N/A
T/L INTELSAT JACKSON HOLDINGS SA REGD 0.00000000
L5137LAK1
1328000.00000000
NS
USD
1333391.68000000
0.239398790103
Long
LON
CORP
LU
N
2
2022-07-13
Variable
6.50000000
N
N
N
N
N
N
VECTOR ACQUISITION CORP II-A
N/A
VECTOR ACQUISITION CORP II-A 0.00000000
G9460A104
319748.00000000
NS
USD
3123937.96000000
0.560875682067
Long
EC
CORP
US
N
1
N
N
N
DUDDELL STREET ACQUISITION-A
213800ES9QGPFJR85C09
DUDDELL STREET ACQUISITION-A 0.00000000
G28553108
12897.00000000
NS
USD
125745.75000000
0.022576547358
Long
EC
CORP
HK
N
1
N
N
N
MSC 2021-L6 A 2.126% 05/15/31
N/A
MORGAN STANLEY CAPITAL I TRUST 2021-L6 SER 2021-L6 CL A2 REGD 2.12600000
61692CAX6
184000.00000000
NS
USD
190223.05000000
0.034152881484
Long
ABS-CBDO
CORP
US
N
2
2054-06-15
Fixed
2.12600000
N
N
N
N
N
N
EPIPHANY TECHNOLOGY ACQ-CL A
N/A
EPIPHANY TECHNOLOGY ACQ-CL A 0.00000000
29429X109
1460.00000000
NS
USD
14118.20000000
0.002534799076
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDING 3.625% 05/01/22
N/A
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 3.62500000
05401AAE1
115000.00000000
NS
USD
117022.72000000
0.021010403771
Long
DBT
CORP
IE
Y
2
2022-05-01
Fixed
3.62500000
N
N
N
N
N
N
PRPM 2020-3 A1 V/R 09/25/23
N/A
PRPM 2020-3 LLC SER 2020-3 CL A1 V/R REGD 144A P/P 2.85700000
693585AA9
563500.44000000
NS
USD
564790.01000000
0.101403096392
Long
ABS-CBDO
CORP
US
Y
2
2025-09-25
Variable
2.85700000
N
N
N
N
N
N
T/L LABL INC ZCP 07/02/26
N/A
T/L LABL INC ZCP TERM LOAN 0.00000000
50168EAE2
7729000.00000000
NS
USD
7717406.50000000
1.385592700591
Long
LON
CORP
US
N
2
2026-07-02
Fixed
0.00000000
N
N
N
N
N
N
FRESH MARKET IN 9.75% 05/01/23
N/A
FRESH MARKET INC REGD 144A P/P 9.75000000
35804HAA4
13344000.00000000
NS
USD
13710426.24000000
2.461586871203
Long
DBT
CORP
US
Y
2
2023-05-01
Fixed
9.75000000
N
N
N
N
N
N
CD 2017-CD4 XA V/R 04/10/27
N/A
CD 2017-CD4 MORTGAGE TRUST SER 2017-CD4 CL XA V/R REGD 1.43528300
12515DAS3
1648340.14000000
NS
USD
82591.40000000
0.014828562026
Long
ABS-CBDO
CORP
US
N
2
2050-05-10
Variable
1.43528300
N
N
N
N
N
N
ADDVISE GROU V/R 05/21/24/SEK/
549300C17TZXE1IEOA66
ADDVISE GROUP AB /SEK/ REGD V/R REG S 7.25000000
W49283AB5
9530000.00000000
NS
1115679.02000000
0.200310390066
Long
DBT
CORP
SE
N
2
2024-05-21
Variable
7.25000000
N
N
N
N
N
N
SCP & CO HEALTHCARE ACQUIS-A
N/A
SCP & CO HEALTHCARE ACQUIS-A 0.00000000
784065104
2220.00000000
NS
USD
21489.60000000
0.003858269341
Long
EC
CORP
US
N
1
N
N
N
GLADSTONE ACQUISITION CORP
N/A
GLADSTONE ACQUISITION CORP 0.00000000
37653T207
175790.00000000
NS
USD
1761415.80000000
0.316246769583
Long
EC
CORP
US
N
1
N
N
N
DIEBOLD NIXDORF 8.5% 04/15/24
549300XZK6EWDBAZSY16
DIEBOLD NIXDORF INC REGD SER WI 8.50000000
253651AC7
5893000.00000000
NS
USD
6018226.25000000
1.080519778568
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.50000000
N
N
N
N
N
N
ARCLO 2020-FL1 A V/R 12/15/24
N/A
ARBOR REALTY COLLATERALIZED LOAN OBLIGATI SER 2020-FL1 CL AS V/R REGD 144A P/P 1.56448000
03880WAC2
177000.00000000
NS
USD
177053.06000000
0.031788325203
Long
ABS-CBDO
CORP
KY
Y
2
2035-02-15
Variable
1.56448000
N
N
N
N
N
N
RXR ACQUISITION CORP
N/A
RXR ACQUISITION CORP 0.00000000
74981W206
7815.00000000
NS
USD
77368.50000000
0.013890836106
Long
EC
CORP
US
N
1
N
N
N
BCC 2019-1A AR V/R 04/19/34
N/A
BAIN CAPITAL CREDIT CLO 2019-1 SER 2019-1A CL AR V/R REGD 144A P/P 1.26388000
05683VAS3
500000.00000000
NS
USD
499873.50000000
0.089747905960
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-19
Variable
1.26388000
N
N
N
N
N
N
NOBLE ROCK ACQUISITION CORP
N/A
NOBLE ROCK ACQUISITION CORP 0.00000000
G6546R127
14797.00000000
NS
USD
145602.48000000
0.026141649202
Long
EC
CORP
US
N
1
N
N
N
PWP FORWARD A WT EX 03/12/2025
N/A
PWP FORWARD ACQUISITION CORP I WARRANTS EXP 03/12/2025 0.00000000
74709Q119
1506.00000000
NS
USD
1310.07000000
0.000235211586
N/A
DE
CORP
US
N
1
PWP FORWARD ACQUISITION CORP I
N/A
Call
Purchased
PWP FORWARD ACQUISITION CORP I
PWP FORWARD ACQUISITION CORP I
1506.00000000
USD
0.00000000
USD
2025-03-12
XXXX
1310.07000000
N
N
N
ROTH CH ACQUISITION IV CO
N/A
ROTH CH ACQUISITION IV CO 0.00000000
77867P203
40773.00000000
NS
USD
407730.00000000
0.073204348094
Long
EC
CORP
US
N
1
N
N
N
BANCO CONTINENT 2.75% 12/10/25
N/A
BANCO CONTINENTAL S.A.E. REGD 144A P/P 2.75000000
059490AB8
150000.00000000
NS
USD
148944.00000000
0.026741589832
Long
DBT
CORP
PY
Y
2
2025-12-10
Fixed
2.75000000
N
N
N
N
N
N
BBVA COLOMBIA 4.875% 04/21/25
N/A
BBVA COLOMBIA SA REGD 4.87500000
P1024TAN9
200000.00000000
NS
USD
210052.00000000
0.037712995673
Long
DBT
CORP
CO
N
2
2025-04-21
Fixed
4.87500000
N
N
N
N
N
N
ANZU SPECIAL ACQUISITION COR
N/A
ANZU SPECIAL ACQUISITION COR 0.00000000
03737A200
38728.00000000
NS
USD
379534.40000000
0.068142075224
Long
EC
CORP
US
N
1
N
N
N
KREF 2021-FL2 A V/R 02/15/39
N/A
KREF 2021-FL2 LTD SER 2021-FL2 CL A V/R REGD 144A P/P 1.16300000
48275RAA5
350000.00000000
NS
USD
350000.00000000
0.062839432548
Long
ABS-CBDO
CORP
KY
Y
2
2039-02-15
Variable
1.16300000
N
N
N
N
N
N
ABU DHABI GOVT I 2.5% 04/16/25
N/A
ABU DHABI GOVT INT'L REGD 144A P/P MTN 2.50000000
29135LAG5
200000.00000000
NS
USD
212250.00000000
0.038107627309
Long
DBT
USGA
AE
Y
2
2025-04-16
Fixed
2.50000000
N
N
N
N
N
N
SINGTEL GROUP T 3.25% 06/30/25
N/A
SINGTEL GROUP TREASURY P REGD REG S EMTN 3.25000000
Y7996PAH1
200000.00000000
NS
USD
215830.48000000
0.038750471113
Long
DBT
CORP
SG
N
2
2025-06-30
Fixed
3.25000000
N
N
N
N
N
N
OMNICOM GP/OMNI 3.65% 11/01/24
N/A
OMNICOM GP/OMNICOM CAP REGD 3.65000000
681919BA3
125000.00000000
NS
USD
135557.91000000
0.024338234691
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.65000000
N
N
N
N
N
N
CFCRE 2017-C8 XB V/R 05/15/27
N/A
CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 SER 2017-C8 CL XB V/R REGD 1.08621100
12532CBF1
287000.00000000
NS
USD
13795.40000000
0.002476843165
Long
ABS-CBDO
CORP
US
N
2
2050-06-15
Variable
1.08621100
N
N
N
N
N
N
UBSCM 2012-C1 XA V/R 05/10/45
N/A
UBS COMMERCIAL MORTGAGE TRUST 2012-C1 SER 2012-C1 CL XA V/R REGD 2.19987200
90269GAG6
1445541.07000000
NS
USD
4728.22000000
0.000848910462
Long
ABS-CBDO
CORP
US
Y
2
2045-05-10
Variable
2.19987200
N
N
N
N
N
N
WELLS FARGO & COM V/R 06/02/24
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY REGD V/R MTN 1.65400000
95000U2R3
135000.00000000
NS
USD
137845.52000000
0.024748955017
Long
DBT
CORP
US
N
2
2024-06-02
Variable
1.65400000
N
N
N
N
N
N
SOUTHWEST AIRLI 4.75% 05/04/23
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO REGD 4.75000000
844741BH0
130000.00000000
NS
USD
138792.43000000
0.024918964409
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
4.75000000
N
N
N
N
N
N
ATLANTIC AVENUE ACQUISI-CL A
N/A
ATLANTIC AVENUE ACQUISI-CL A 0.00000000
04906P101
177273.00000000
NS
USD
1733729.94000000
0.311276016063
Long
EC
CORP
US
N
1
N
N
N
ITAU UNIBANCO HLD V/R 04/15/31
N/A
ITAU UNIBANCO HLDG SA/KY REGD V/R REG S 3.87500000
46556M2A9
200000.00000000
NS
USD
198752.00000000
0.035684179708
Long
DBT
CORP
KY
N
2
2031-04-15
Variable
3.87500000
N
N
N
N
N
N
ME 2019-1 A2 6.448% 07/30/24
N/A
ME FUNDING LLC 2019-1 SER 2019-1 CL A2 REGD 144A P/P 6.44800000
55282GAA5
491250.00000000
NS
USD
520395.86000000
0.093432515837
Long
ABS-CBDO
CORP
US
Y
2
2049-07-30
Fixed
6.44800000
N
N
N
N
N
N
LMAT 2021-SL1 A V/R 09/25/60
N/A
LEGACY MORTGAGE ASSET TRUST 2021-SL1 SER 2021-SL1 CL A V/R REGD 144A P/P 1.99100000
52475PAA9
731209.41000000
NS
USD
732500.73000000
0.131514086327
Long
ABS-CBDO
CORP
US
Y
2
2060-09-25
Variable
1.99100000
N
N
N
N
N
N
CGMS 2014-3RA A1 V/R 07/27/31
N/A
CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3-R LTD SER 2014-3RA CL A1A V/R REGD 1.17888000
14315LAA2
991832.70000000
NS
USD
992113.39000000
0.178125264147
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-27
Variable
1.17888000
N
N
N
N
N
N
CHCP 2021-FL1 AS V/R 02/15/38
N/A
CHCP 2021-FL1 LTD SER 2021-FL1 CL AS V/R REGD 144A P/P 1.46448000
12546JAC8
100000.00000000
NS
USD
100093.08000000
0.017970835283
Long
ABS-CBDO
CORP
KY
Y
2
2038-02-15
Variable
1.46448000
N
N
N
N
N
N
PERUSAHAAN PENER 1.5% 06/09/26
N/A
PERUSAHAAN PENERBIT SBSN REGD REG S 1.50000000
71567RAR7
200000.00000000
NS
USD
200324.00000000
0.035966418531
Long
DBT
USGA
ID
N
2
2026-06-09
Fixed
1.50000000
N
N
N
N
N
N
FORD MOTOR CRE 3.813% 10/12/21
N/A
FORD MOTOR CREDIT CO LLC REGD SER FXD 3.81300000
345397ZH9
6336000.00000000
NS
USD
6338977.92000000
1.138107929802
Long
DBT
CORP
US
N
2
2021-10-12
Fixed
3.81300000
N
N
N
N
N
N
PACIFIC GAS & E 1.75% 06/16/22
N/A
PACIFIC GAS & ELECTRIC REGD 1.75000000
694308JE8
135000.00000000
NS
USD
134940.46000000
0.024227376954
Long
DBT
CORP
US
N
2
2022-06-16
Fixed
1.75000000
N
N
N
N
N
N
GIGCAPITAL4 INC
549300XGCF2ELN28CS63
GIGCAPITAL4 INC 0.00000000
37518G101
83918.00000000
NS
USD
829109.84000000
0.148859405331
Long
EC
CORP
US
N
1
N
N
HCA INC 5% 03/15/24
N/A
HCA INC REGD 5.00000000
404119BN8
125000.00000000
NS
USD
137487.70000000
0.024684711572
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
BANK OF NOVA SC 0.65% 07/31/24
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA REGD 0.65000000
0641596E1
100000.00000000
NS
USD
100048.07000000
0.017962754132
Long
DBT
CORP
CA
N
2
2024-07-31
Fixed
0.65000000
N
N
N
N
N
N
ARCLO 2021-FL2 A V/R 02/15/26
N/A
ARBOR REALTY COLLATERALIZED LOAN OBLIGATIO SER 2021-FL2 CL A V/R REGD 144A P/P 1.19550000
03881EAA5
225000.00000000
NS
USD
225069.30000000
0.040409220274
Long
ABS-CBDO
CORP
KY
Y
2
2036-05-15
Variable
1.19550000
N
N
N
N
N
N
ANTHEM INC 3.3% 01/15/23
8MYN82XMYQH89CTMTH67
ANTHEM INC REGD 3.30000000
94973VBA4
35000.00000000
NS
USD
36382.06000000
0.006532080015
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.30000000
N
N
N
N
N
N
BANK OF AMERICA C V/R 04/22/25
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP REGD V/R 0.71539000
06051GJU4
50000.00000000
NS
USD
50454.33000000
0.009058632762
Long
DBT
CORP
US
N
2
2025-04-22
Variable
0.71539000
N
N
N
N
N
N
SLIDE 2018-FUN A V/R 06/15/21
N/A
SLIDE 2018-FUN SER 2018-FUN CL A V/R REGD 144A P/P 1.24600000
831350AA1
159224.45000000
NS
USD
159224.40000000
0.028587345553
Long
ABS-CBDO
CORP
US
Y
2
2031-06-15
Variable
1.24600000
N
N
N
N
N
N
VERUS 2020-2 A1 V/R 05/25/60
N/A
VERUS SECURITIZATION TRUST 2020-2 SER 2020-2 CL A1 V/R REGD 144A P/P 2.22600000
92537UAA0
164844.22000000
NS
USD
165874.81000000
0.029781368384
Long
ABS-CBDO
CORP
US
Y
2
2060-05-25
Variable
2.22600000
N
N
N
N
N
N
MRT MID PART/MRT 10% 02/29/24
N/A
MRT MID PART/MRT MID FIN REGD P/P 10.00000000
573334AF6
5520260.00000000
NS
USD
5658266.50000000
1.015892160196
Long
DBT
CORP
US
Y
2
2024-02-29
Fixed
10.00000000
N
N
N
N
N
N
BAT INTL FINAN 1.668% 03/25/26
N/A
BAT INTL FINANCE PLC REGD 1.66800000
05530QAN0
135000.00000000
NS
USD
135781.54000000
0.024378385497
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
BOEING CO 4.508% 05/01/23
RVHJWBXLJ1RFUBSY1F30
BOEING CO REGD 4.50800000
097023CS2
130000.00000000
NS
USD
137729.01000000
0.024728036668
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50800000
N
N
N
N
N
N
REPUBLIC OF COLO 4.5% 01/28/26
N/A
REPUBLIC OF COLOMBIA REGD 4.50000000
195325CX1
200000.00000000
NS
USD
217128.00000000
0.038983429458
Long
DBT
USGA
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
DISH NETWORK C 2.375% 03/15/24
529900U350CWHH15G169
DISH NETWORK CORP REGD CONVERTIBLE 2.37500000
25470MAD1
6502000.00000000
NS
USD
6306940.00000000
1.132355802051
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.37500000
N
N
N
N
N
DISH NETWORK CORP-A
DISH NETWORK CORP-A
USD
XXXX
N
N
N
TAILWIND INTERNATIONAL ACQ-A
N/A
TAILWIND INTERNATIONAL ACQ-A 0.00000000
G8662F101
65340.00000000
NS
USD
633798.00000000
0.113792876201
Long
EC
CORP
US
N
1
N
N
N
JPMCC 2014-C20 X V/R 06/15/24
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUS SER 2014-C20 CL XA V/R REGD 1.00949500
46642CBL3
1961284.74000000
NS
USD
30818.26000000
0.005533148487
Long
ABS-CBDO
CORP
US
N
2
2047-07-15
Variable
1.00949500
N
N
N
N
N
N
GOAL ACQUISITIONS CORP
N/A
GOAL ACQUISITIONS CORP 0.00000000
38021H107
13500.00000000
NS
USD
130410.00000000
0.023413972567
Long
EC
CORP
US
N
1
N
N
N
ROYALTY PHARMA 0.75% 09/02/23
549300FGFN7VOK8BZR03
ROYALTY PHARMA PLC REGD SER WI 0.75000000
78081BAG8
135000.00000000
NS
USD
135589.83000000
0.024343965647
Long
DBT
CORP
US
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
OAKTREE ACQ CORP II - CL A
N/A
OAKTREE ACQ CORP II - CL A 0.00000000
G6715X103
52110.00000000
NS
USD
511720.20000000
0.091874877119
Long
EC
CORP
US
N
1
N
N
N
PUERTO RICO HIGHW ZCP 07/01/23
549300J6QBXVWJXB7Y41
PUERTO RICO HIGHWAY & TRANSPRT REGD ZCP OID B/E 0.00000000
745185BK3
2820000.00000000
NS
USD
2488815.25000000
0.446844965795
Long
DBT
MUN
PR
N
2
2023-07-01
Fixed
0.00000000
N
N
N
N
N
N
CENGAGE LEARNING 9.5% 06/15/24
N/A
CENGAGE LEARNING INC REGD 144A P/P 9.50000000
15137NAA1
7701000.00000000
NS
USD
7912777.50000000
1.420669851381
Long
DBT
CORP
US
Y
2
2024-06-15
Fixed
9.50000000
N
N
N
N
N
N
T/L CHANGE HEALTH ZCP 03/01/24
N/A
T/L CHANGE HEALTHCARE HOLDINGS ZCP TERM LOAN 0.00000000
15911AAC7
3181079.46000000
NS
USD
3173126.76000000
0.569707100009
Long
LON
CORP
US
N
2
2024-03-01
Variable
3.50000000
N
N
N
N
N
N
SPRINT COMMUNIC 11.5% 11/15/21
N/A
SPRINT COMMUNICATIONS REGD 11.50000000
852061AM2
1201000.00000000
NS
USD
1225740.60000000
0.220070982159
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
11.50000000
N
N
N
N
N
N
DELL INT LLC / 7.125% 06/15/24
N/A
DELL INT LLC / EMC CORP REGD 144A P/P 7.12500000
25272KAW3
12718000.00000000
NS
USD
12988257.50000000
2.331927803129
Long
DBT
CORP
US
Y
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
ATMOS ENERGY C 0.625% 03/09/23
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP REGD 0.62500000
049560AU9
60000.00000000
NS
USD
60005.91000000
0.010773535239
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.62500000
N
N
N
N
N
N
GOLDMAN SACHS GR 3.5% 04/01/25
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC REGD 3.50000000
38141GXJ8
125000.00000000
NS
USD
135337.63000000
0.024298685347
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
AEQUI ACQUISITION CORP-CL A
N/A
AEQUI ACQUISITION CORP-CL A 0.00000000
00775W102
5.00000000
NS
USD
48.55000000
0.000008716727
Long
EC
CORP
US
N
1
N
N
N
MSC 2016-UB12 XA V/R 11/15/26
N/A
MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 SER 2016-UB12 CL XA V/R REGD 0.84881100
61691EBB0
4003230.73000000
NS
USD
106807.00000000
0.019176260777
Long
ABS-CBDO
CORP
US
N
2
2049-12-15
Variable
0.84881100
N
N
N
N
N
N
FORUM MERGER IV CORP-A
N/A
FORUM MERGER IV CORP-A 0.00000000
349875104
58605.00000000
NS
USD
571398.75000000
0.102589637739
Long
EC
CORP
US
N
1
N
N
N
AMMST 2021-MF 2.023% 06/15/26
N/A
ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2 SER 2021-MF2 CL A2 REGD 144A P/P 2.02320000
03881VAC3
183000.00000000
NS
USD
188326.67000000
0.033812403075
Long
ABS-CBDO
CORP
US
Y
2
2054-06-15
Fixed
2.02320000
N
N
N
N
N
N
TAILWIND TWO ACQUISITION-A
N/A
TAILWIND TWO ACQUISITION-A 0.00000000
G86613109
63698.00000000
NS
USD
633795.10000000
0.113792355531
Long
EC
CORP
US
N
1
N
N
N
T/L PIXELLE SPECI 0% 10/31/24
N/A
T/L PIXELLE SPECIALTY SOLUTIONS LLC REGD 0.00000000
72582PAB5
4277402.16000000
NS
USD
4268034.65000000
0.766288215725
Long
LON
CORP
US
N
2
2024-10-31
Variable
7.50000000
N
N
N
N
N
N
AFFRM 2021-Z1 1.07% 08/15/24
N/A
AFFIRM ASSET SECURITIZATION TRUST 2021-Z1 SER 2021-Z1 CL A REGD 144A P/P 1.07000000
00834CAA3
257218.18000000
NS
USD
257570.77000000
0.046244574365
Long
ABS-CBDO
CORP
US
Y
2
2025-08-15
Fixed
1.07000000
N
N
N
N
N
N
COMM 2014-FL5 D V/R 10/15/16
N/A
COMM 2014-FL5 MORTGAGE TRUST SER 2014-FL5 CL D V/R REGD 4.09550000
12635HAF7
343599.04000000
NS
USD
326633.70000000
0.058644218169
Long
ABS-CBDO
CORP
US
Y
2
2031-10-15
Variable
4.09550000
N
N
N
N
N
N
T/L THE HERTZ CORP 0% 12/31/21
N/A
T/L THE HERTZ CORPORATION REGD 0.00000000
42804VAW1
4143106.61000000
NS
USD
4143106.61000000
0.743858481030
Long
LON
CORP
US
N
2
2021-12-31
Variable
0.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL 2.85% 11/01/22
N/A
HYUNDAI CAPITAL AMERICA REGD 144A P/P 2.85000000
44891ABC0
135000.00000000
NS
USD
138516.25000000
0.024869378710
Long
DBT
CORP
US
Y
2
2022-11-01
Fixed
2.85000000
N
N
N
N
N
N
HAYFN 2018-8A A V/R 04/20/31
N/A
HAYFIN US XII LTD SER 2018-8A CL A V/R REGD 144A P/P 1.25425000
42086PAC7
500000.00000000
NS
USD
498772.05000000
0.089550150266
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Variable
1.25425000
N
N
N
N
N
N
SILVER CREST ACQUISITION C-A
N/A
SILVER CREST ACQUISITION C-A 0.00000000
G81355102
23979.00000000
NS
USD
235233.99000000
0.042234201279
Long
EC
CORP
HK
N
1
N
N
N
ALPHA PARTNERS TECHNOLOGY ME
N/A
ALPHA PARTNERS TECHNOLOGY ME 0.00000000
G63290129
241235.00000000
NS
USD
2402700.60000000
0.431383835109
Long
EC
CORP
US
N
1
N
N
N
GLADSTONE LAND CORP /PFD/
54930002B3Q17H38FG74
GLADSTONE LAND CORP /PREFERRED/ 0.00000000
376549507
142531.00000000
NS
USD
3697254.14000000
0.663809577558
Long
EP
CORP
US
N
1
N
N
N
STRATIM CLOUD ACQUISITION CO
N/A
STRATIM CLOUD ACQUISITION CO 0.00000000
86309R206
106549.00000000
NS
USD
1045245.69000000
0.187664702952
Long
EC
CORP
US
N
1
N
N
N
LNCR 2019-CRE2 A V/R 10/15/23
N/A
LOANCORE 2019-CRE2 ISSUER LTD SER 2019-CRE2 CL A V/R REGD 144A P/P 1.22550000
53946JAA2
123024.44000000
NS
USD
123023.51000000
0.022087793024
Long
ABS-CBDO
CORP
KY
Y
2
2036-05-15
Variable
1.22550000
N
N
N
N
N
N
STCR 2018-2A A V/R 08/18/31
N/A
STEELE CREEK CLO 2018-2 LTD SER 2018-2A CL A V/R REGD 144A P/P 1.32450000
85816LAA6
1000000.00000000
NS
USD
999823.10000000
0.179509475008
Long
ABS-CBDO
CORP
KY
Y
2
2031-08-18
Variable
1.32450000
N
N
N
N
N
N
AT&T INC 4.45% 04/01/24
549300Z40J86GGSTL398
AT&T INC REGD SER WI 4.45000000
00206RDC3
125000.00000000
NS
USD
136001.16000000
0.024417816343
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.45000000
N
N
N
N
N
N
CF ACQUISITION CORP VI-CLS A
N/A
CF ACQUISITION CORP VI-CLS A 0.00000000
12521J103
46444.00000000
NS
USD
451435.68000000
0.081051319895
Long
EC
CORP
US
N
1
N
N
N
WFCM 2015-NXS2 X V/R 07/15/58
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2 SER 2015-NXS2 CL XA V/R REGD 0.80333400
94989MAH2
4892042.34000000
NS
USD
105624.09000000
0.018963879654
Long
ABS-CBDO
CORP
US
N
2
2058-07-15
Variable
0.80333400
N
N
N
N
N
N
BXMT 2021-FL4 A V/R 05/15/38
N/A
BXMT 2021-FL4 LTD SER 2021-FL4 CL A V/R REGD 144A P/P 1.14550000
05609GAA6
193000.00000000
NS
USD
192988.63000000
0.034649417135
Long
ABS-CBDO
CORP
US
Y
2
2038-05-15
Variable
1.14550000
N
N
N
N
N
N
FREED 2020-FP1 2.52% 03/18/27
N/A
FREED ABS TRUST 2020-1 SER 2020-FP1 CL A REGD 144A P/P 2.52000000
35634TAA4
58724.18000000
NS
USD
58914.53000000
0.010577587525
Long
ABS-CBDO
CORP
US
Y
2
2027-03-18
Fixed
2.52000000
N
N
N
N
N
N
INKIA ENERGY L 5.875% 11/09/27
N/A
INKIA ENERGY LTD REGD REG S 5.87500000
G4808VAC4
200000.00000000
NS
USD
204752.00000000
0.036761427123
Long
DBT
CORP
PE
N
2
2027-11-09
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
SEK/USD FWD 20210915 000000010 USD
N/A
1.00000000
NC
N/A
-33571.06000000
-0.00602738960
N/A
DFE
N/A
N
2
BROWN BROTHERS HARRIMAN AND CO
5493006KMX1VFTPYPW14
-44324000.00000000
SEK
5102643.97000000
USD
2021-09-15
-33571.06000000
N
N
N
UNITEDHEALTH GR 0.55% 05/15/24
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC REGD 0.55000000
91324PEB4
65000.00000000
NS
USD
65021.98000000
0.011674126646
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.55000000
N
N
N
N
N
N
ASTRAZENECA PLC 3.5% 08/17/23
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC REGD 3.50000000
046353AR9
130000.00000000
NS
USD
137466.10000000
0.024680833481
Long
DBT
CORP
GB
N
2
2023-08-17
Fixed
3.50000000
N
N
N
N
N
N
HERCULES ACHIEVEM V/R 12/22/24
N/A
HERCULES ACHIEVEMENT/VAR REGD V/R 9.00000000
42704WAA8
911000.00000000
NS
USD
908722.50000000
0.163153160697
Long
DBT
CORP
US
Y
2
2024-12-22
Variable
9.00000000
N
N
N
N
N
N
T/L CINCINNATI BEL 0% 10/02/24
N/A
T/L CINCINNATI BELL INC REGD 0.00000000
N/A
6676245.33000000
NS
USD
6666698.30000000
1.196947251842
Long
LON
CORP
US
N
2
2024-10-02
Variable
4.25000000
N
N
N
N
N
N
OCP 2014-5A A1R V/R 04/26/31
N/A
OCP CLO 2014-5 LTD SER 2014-5A CL A1R V/R REGD 144A P/P 1.20525000
67102SAL8
250000.00000000
NS
USD
250000.00000000
0.044885308963
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-26
Variable
1.20525000
N
N
N
N
N
N
PRET 2021-NPL3 A V/R 07/25/24
N/A
PRET 2021-NPL3 LLC SER 2021-NPL3 CL A1 V/R REGD 144A P/P 1.86770000
74143EAA0
495946.93000000
NS
USD
496068.68000000
0.089064783875
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
1.86770000
N
N
N
N
N
N
JPMBB 2015-C32 X V/R 09/15/25
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C32 SER 2015-C32 CL XA V/R REGD 1.35690100
46590JAY3
1006996.46000000
NS
USD
28793.65000000
0.005169647505
Long
ABS-CBDO
CORP
US
N
2
2048-11-15
Variable
1.35690100
N
N
N
N
N
N
VOLT 2021-NPL8 A V/R 04/25/51
N/A
VOLT XCIX LLC SER 2021-NPL8 CL A1 V/R REGD 144A P/P 2.11570000
92872VAA1
819675.30000000
NS
USD
821914.33000000
0.147567514573
Long
ABS-CBDO
CORP
US
Y
2
2051-04-25
Variable
2.11570000
N
N
N
N
N
N
CAI 2020-1A A 2.22% 03/27/28
N/A
CAL FUNDING IV LTD SER 2020-1A CL A REGD 144A P/P 2.22000000
12807CAA1
461041.67000000
NS
USD
466793.95000000
0.083808762671
Long
ABS-CBDO
CORP
BM
Y
2
2045-09-25
Fixed
2.22000000
N
N
N
N
N
N
FNA 2020-M49 1A1 V/R 11/25/30
N/A
FANNIE MAE-ACES SER 2020-M49 CL 1A1 V/R 1.29800000
3136BCC73
1192474.27000000
NS
USD
1203944.92000000
0.216157758835
Long
ABS-CBDO
CORP
US
N
2
2030-11-25
Variable
1.29800000
N
N
N
N
N
N
TLG ACQUISITION ONE COR-CL A
N/A
TLG ACQUISITION ONE COR-CL A 0.00000000
87257M108
2500.00000000
NS
USD
24675.00000000
0.004430179994
Long
EC
CORP
US
N
1
N
N
N
OCTR 2014-5A ARR V/R 10/13/31
N/A
OCEAN TRAILS CLO V SER 2014-5A CL ARR V/R REGD 144A P/P 1.40863000
67515EAR7
982915.57000000
NS
USD
982916.75000000
0.176474088035
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-13
Variable
1.40863000
N
N
N
N
N
N
PERIDOT ACQUISITION CORP-A
N/A
PERIDOT ACQUISITION CORP-A 0.00000000
G7008B105
39200.00000000
NS
USD
378656.32000000
0.067984423656
Long
EC
CORP
US
N
1
N
N
RMG ACQUISITION CORP III -A
N/A
RMG ACQUISITION CORP III -A 0.00000000
G76088106
49915.00000000
NS
USD
481679.75000000
0.086481377600
Long
EC
CORP
US
N
1
N
N
N
TEKKORP DIGITAL ACQUISITIO-A
N/A
TEKKORP DIGITAL ACQUISITIO-A 0.00000000
G8739H106
115315.00000000
NS
USD
1126627.55000000
0.202276102673
Long
EC
CORP
US
N
1
N
N
N
GSMS 2017-GS6 XA V/R 05/10/27
N/A
GS MORTGAGE SECURITIES TRUST 2017-GS6 SER 2017-GS6 CL XA V/R REGD 1.17413400
36253PAE2
1748198.55000000
NS
USD
90356.52000000
0.016222721268
Long
ABS-CBDO
CORP
US
N
2
2050-05-10
Variable
1.17413400
N
N
N
N
N
N
HGI 2021-FL1 A V/R 06/16/36
N/A
HGI CRE CLO 2021-FL1 LTD SER 2021-FL1 CL A V/R REGD 144A P/P 1.14550000
40441LAA4
200000.00000000
NS
USD
200062.78000000
0.035919518769
Long
ABS-CBDO
CORP
KY
Y
2
2036-06-16
Variable
1.14550000
N
N
N
N
N
N
SCLP 2018-2 C 4.25% 01/25/23
N/A
SOFI CONSUMER LOAN PROGRAM 2018-2 TRUST SER 2018-2 CL C REGD 144A P/P 4.25000000
78471WAD7
350000.00000000
NS
USD
358467.94000000
0.064359776961
Long
ABS-CBDO
CORP
US
Y
2
2027-04-26
Fixed
4.25000000
N
N
N
N
N
N
SUMMIT MATERIA 5.125% 06/01/25
N/A
SUMMIT MATERIALS LLC/FIN REGD 144A P/P 5.12500000
86614RAL1
552000.00000000
NS
USD
559728.00000000
0.100494256861
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF PAN 3.75% 03/16/25
N/A
REPUBLIC OF PANAMA REGD 3.75000000
698299BE3
200000.00000000
NS
USD
216588.00000000
0.038886477190
Long
DBT
USGA
PA
N
2
2025-03-16
Fixed
3.75000000
N
N
N
N
N
N
FED REPUBLIC O 2.875% 06/06/25
N/A
FED REPUBLIC OF BRAZIL REGD 2.87500000
105756CD0
200000.00000000
NS
USD
206506.00000000
0.037076342451
Long
DBT
USGA
BR
N
2
2025-06-06
Fixed
2.87500000
N
N
N
N
N
N
BRIGHTHSE FIN GL 0.6% 06/28/23
549300BLFX3KJ2IFOA78
BRIGHTHSE FIN GL REGD 144A P/P MTN 0.60000000
10921U2D9
60000.00000000
NS
USD
60051.65000000
0.010781747456
Long
DBT
CORP
US
Y
2
2023-06-28
Fixed
0.60000000
N
N
N
N
N
N
EMPOWERMENT & INCLUSION-CL A
N/A
EMPOWERMENT & INCLUSION-CL A 0.00000000
29248N100
42568.00000000
NS
USD
423551.60000000
0.076044977711
Long
EC
CORP
US
N
1
N
N
N
LR GLOBAL HO V/R 02/03/25/EUR/
529900YM1HDMG9MCJD66
LR GLOBAL HOLDING /EUR/ REGD V/R 7.25000000
D5S31RAA6
4201000.00000000
NS
5145969.80000000
0.923913777555
Long
DBT
CORP
DE
N
2
2025-02-03
Variable
7.25000000
N
N
N
N
N
N
COPPER MOUNTAIN MI 8% 04/09/26
5493006C53WJSL5MMV91
COPPER MOUNTAIN MINING C REGD 8.00000000
C2783GAA8
8000000.00000000
NS
USD
8366666.40000000
1.502161625427
Long
DBT
CORP
CA
N
2
2026-04-09
Fixed
8.00000000
N
N
N
N
N
N
AES ANDES SA V/R 03/26/79
N/A
AES ANDES SA REGD V/R 144A P/P 7.12500000
00105DAF2
200000.00000000
NS
USD
214000.00000000
0.038421824472
Long
DBT
CORP
CL
Y
2
2079-03-26
Variable
7.12500000
N
N
N
N
N
N
CRESCENT COVE ACQUISITION-A
N/A
CRESCENT COVE ACQUISITION-A 0.00000000
G2554Y104
23979.00000000
NS
USD
231397.35000000
0.041545366192
Long
EC
CORP
US
N
1
N
N
N
KOREA EAST-WEST 1.75% 05/06/25
N/A
KOREA EAST-WEST POWER CO REGD 144A P/P 1.75000000
5006EPAK7
200000.00000000
NS
USD
204631.64000000
0.036739817540
Long
DBT
CORP
KR
Y
2
2025-05-06
Fixed
1.75000000
N
N
N
N
N
N
NRZT 2020-RPL2 A V/R 08/25/23
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL2 SER 2020-RPL2 CL A1 V/R REGD 144A P/P 3.57800000
64831BAA4
663279.01000000
NS
USD
675253.85000000
0.121235910743
Long
ABS-CBDO
CORP
US
Y
2
2025-08-25
Variable
3.57800000
N
N
N
N
N
N
BBCMS 2019-BWAY V/R 11/15/21
N/A
BBCMS 2019-BWAY MORTGAGE TRUST SER 2019-BWAY CL A V/R REGD 144A P/P 1.05200000
05492NAA1
200000.00000000
NS
USD
199460.68000000
0.035811416991
Long
ABS-CBDO
CORP
US
Y
2
2034-11-15
Variable
1.05200000
N
N
N
N
N
N
ALLEG 2019-1A AR V/R 07/20/32
N/A
ALLEGRO CLO X LTD SER 2019-1A CL AR V/R REGD 144A P/P 1.33825000
01750FAJ5
1000000.00000000
NS
USD
1000608.00000000
0.179650396924
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Variable
1.33825000
N
N
N
N
N
N
890 5TH AVENUE PARTNERS-CL A
N/A
890 5TH AVENUE PARTNERS-CL A 0.00000000
28250A105
331829.00000000
NS
USD
3288425.39000000
0.590407958531
Long
EC
CORP
US
N
1
N
N
N
SCHLUMBERGER HL 3.75% 05/01/24
N/A
SCHLUMBERGER HLDGS CORP REGD 144A P/P 3.75000000
806851AJ0
125000.00000000
NS
USD
134099.60000000
0.024076407911
Long
DBT
CORP
US
Y
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
CGMS 2021-7A A1 V/R 10/15/35
N/A
CARLYLE GLOBAL MARKET STRATEGIES SER 2021-7A CL A1 V/R REGD 144A P/P 0.00000000
14316WAA7
1000000.00000000
NS
USD
1000000.00000000
0.179541235853
Long
ABS-CBDO
CORP
KY
Y
2
2035-10-15
Variable
0.00000000
N
N
N
N
N
N
BANCO LATINOAM 2.375% 09/14/25
549300CN3134K4LC0651
BANCO LATINOAMERICANO SA REGD 144A P/P 2.37500000
05968CAC6
200000.00000000
NS
USD
205340.00000000
0.036866997370
Long
DBT
CORP
PA
Y
2
2025-09-14
Fixed
2.37500000
N
N
N
N
N
N
VIBR 2018-8A A1A V/R 01/20/31
N/A
VIBRANT CLO VIII LTD SER 2018-8A CL A1A V/R REGD P/P 1.27425000
92558FAA7
500000.00000000
NS
USD
499998.75000000
0.089770393500
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Variable
1.27425000
N
N
N
N
N
N
DBJPM 2016-C3 2.89% 07/10/26
N/A
DBJPM 16-C3 MORTGAGE TRUST SER 2016-C3 CL A5 REGD 2.89000000
23312VAF3
200000.00000000
NS
USD
213861.12000000
0.038396889785
Long
ABS-CBDO
CORP
US
N
2
2049-08-10
Fixed
2.89000000
N
N
N
N
N
N
PONO CAPITAL CORP
N/A
PONO CAPITAL CORP 0.00000000
732450200
190871.00000000
NS
USD
1916344.84000000
0.344062920894
Long
EC
CORP
US
N
1
N
N
N
CF ACQUISITION CORP IV-CL A
N/A
CF ACQUISITION CORP IV-CL A 0.00000000
12520T102
41903.00000000
NS
USD
406040.07000000
0.072900935973
Long
EC
CORP
US
N
1
N
N
N
CROWN PROPTECH ACQUISITION-A
N/A
CROWN PROPTECH ACQUISITION-A 0.00000000
G25741102
500.00000000
NS
USD
4845.00000000
0.000869877287
Long
EC
CORP
US
N
1
N
N
N
NAVSL 2020-GA 1.17% 02/15/28
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G SER 2020-GA CL A REGD 144A P/P 1.17000000
63941UAA1
135682.51000000
NS
USD
136623.03000000
0.024529467652
Long
ABS-CBDO
CORP
US
Y
2
2069-09-16
Fixed
1.17000000
N
N
N
N
N
N
2021-09-30
Brinker Capital Destinations Trust
Donna Marley
Donna Marley
Chief Operating Officer