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