0001752724-22-097487.txt : 20220428 0001752724-22-097487.hdr.sgml : 20220428 20220428142222 ACCESSION NUMBER: 0001752724-22-097487 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220228 FILED AS OF DATE: 20220428 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: 22865396 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 C000202459 Class Z DLDZX NPORT-P 1 primary_doc.xml NPORT-P false 0001688680 XXXXXXXX S000056107 C000202459 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 2022-02-28 N 652028077.75 63382235.77 588645841.98 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 67060280.69000000 COP EUR GBP NOK SEK SGD USD N EQUS 2021-EQAZ A V/R 10/15/23 N/A EQUS 2021-EQAZ MORTGAGE TRUST SER 2021-EQAZ CL A V/R REGD 144A P/P 0.94580000 29478JAA8 209000.00000000 NS USD 204813.06000000 0.034793936420 Long ABS-CBDO CORP US Y 2 2038-10-15 Variable 0.94580000 N N N N N N MARRIOTT INTERNA 3.6% 04/15/24 225YDZ14ZO8E1TXUSU86 MARRIOTT INTERNATIONAL REGD SER FXD 3.60000000 571900BB4 130000.00000000 NS USD 133451.87000000 0.022670995101 Long DBT CORP US N 2 2024-04-15 Fixed 3.60000000 N N N N N N NISSAN MOTOR A 1.125% 09/16/24 N/A NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 1.12500000 65480CAB1 30000.00000000 NS USD 28879.32000000 0.004906060306 Long DBT CORP US Y 2 2024-09-16 Fixed 1.12500000 N N N N N N MICROCHIP TECH 0.972% 02/15/24 5493007PTFULNYZJ1R12 MICROCHIP TECHNOLOGY INC REGD 0.97200000 595017BB9 135000.00000000 NS USD 131557.56000000 0.022349187001 Long DBT CORP US N 2 2024-02-15 Fixed 0.97200000 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 0.69814200 12595JAN4 4680939.96000000 NS USD 142360.49000000 0.024184404245 Long ABS-CBDO CORP US N 2 2050-11-15 Variable 0.69814200 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 251708.69000000 NS USD 249679.29000000 0.042415875929 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 129681.96000000 0.022030557382 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N N T/L INTELSAT JACKSO 0% 1/02/24 N/A T/L INTELSAT JACKSON HOLDINGS SA REGD 0.00000000 L5137LAG0 8537.36000000 NS USD 8537.36000000 0.001450338962 Long LON CORP LU N 3 2024-01-02 Variable 0.00000000 N N N N N N ENPRO INDUSTRIE 5.75% 10/15/26 549300Y5CFT2LKCFDN54 ENPRO INDUSTRIES INC REGD SER WI 5.75000000 29355XAG2 1583000.00000000 NS USD 1642338.76000000 0.279002864349 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 202305.35000000 0.034367923048 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 126746.48000000 NS USD 126821.48000000 0.021544614937 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 1.71400000 89624CAA0 1000000.00000000 NS USD 1000857.30000000 0.170027073772 Long ABS-CBDO CORP KY Y 2 2032-07-20 Variable 1.71400000 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 138366.54000000 0.023505906290 Long DBT CORP US N 2 2024-01-25 Variable 0.52900000 N N N N N N GOLAR LNG LTD 7% 10/20/25 213800C2VSFZG3EZLO34 GOLAR LNG LTD REGD 144A P/P 7.00000000 G4023LAB7 3278000.00000000 NS USD 3163270.00000000 0.537380845052 Long DBT CORP BM Y 2 2025-10-20 Fixed 7.00000000 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 1120.93000000 0.000190425196 N/A DE CORP US N 1 N/A N/A Call Purchased DHB CAPITAL CORP-CL A DHB CAPITAL CORP-CL A 2568.00000000 USD 0.00000000 USD 2026-03-15 XXXX 1120.93000000 N N N LMAT 2021-GS4 A1 V/R 11/25/60 N/A LEGACY MORTGAGE ASSET TRUST 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 1.65000000 52475WAA4 457168.31000000 NS USD 440932.16000000 0.074906187822 Long ABS-CBDO CORP US Y 2 2060-11-25 Variable 1.65000000 N N N N N N ZANITE ACQUISITION CORP-CL A N/A ZANITE ACQUISITION CORP-CL A 0.00000000 98907K103 17748.00000000 NS USD 181384.56000000 0.030813869234 Long EC CORP US N 1 N N SURGERY CENTER 6.75% 07/01/25 N/A SURGERY CENTER HOLDINGS REGD 144A P/P 6.75000000 84611WAB0 3162000.00000000 NS USD 3146190.00000000 0.534479270152 Long DBT CORP US Y 2 2025-07-01 Fixed 6.75000000 N N N N N N DOLLAR TREE INC 4% 05/15/25 549300PMSTQITB1WHR43 DOLLAR TREE INC REGD 4.00000000 256746AG3 125000.00000000 NS USD 130281.56000000 0.022132418291 Long DBT CORP US N 2 2025-05-15 Fixed 4.00000000 N N N N N N INNOVATE CORP 8.5% 02/01/26 549300S6O246JWQQ1K58 INNOVATE CORP REGD 144A P/P 8.50000000 404139AJ6 9643000.00000000 NS USD 9561613.08000000 1.624340545384 Long DBT CORP US Y 2 2026-02-01 Fixed 8.50000000 N N N N N N CASCADE ACQUISITION COR-CL A N/A CASCADE ACQUISITION COR-CL A 0.00000000 147151104 26559.00000000 NS USD 266652.36000000 0.045299285407 Long EC CORP US N 1 N N N FPPC 2022-1A A V/R 04/14/35 N/A FRANKLIN PARK PLACE CLO I LLC SER 2022-1A CL A V/R REGD 144A P/P 0.00000000 35455DAA5 1000000.00000000 NS USD 999757.00000000 0.169840153229 Long ABS-CBDO CORP KY Y 2 2035-04-14 Variable 0.00000000 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 880366.26000000 0.149557883062 Long EC CORP US N 1 N N N FINTECH EVOLUTION ACQUISIT-A N/A FINTECH EVOLUTION ACQUISIT-A 0.00000000 G3R19A104 23979.00000000 NS USD 233075.88000000 0.039595264822 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 1.46100000 3136BD5K0 690435.03000000 NS USD 669484.33000000 0.113732958301 Long ABS-CBDO CORP US N 2 2033-01-25 Variable 1.46100000 N N N N N N US TREAS NTS 0.125% 02/28/23 N/A UNITED STATES TREASURY NOTE 0.12500000 91282CBN0 1590000.00000000 NS USD 1574845.31000000 0.267536980249 Long DBT UST US N 2 2023-02-28 Fixed 0.12500000 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 1.50400000 83613WAA2 1000000.00000000 NS USD 999221.00000000 0.169749096781 Long ABS-CBDO CORP KY N 2 2031-10-20 Variable 1.50400000 N N N N N N KNIGHTSWAN ACQUISITION CORP N/A KNIGHTSWAN ACQUISITION CORP 0.00000000 499103208 86611.00000000 NS USD 862645.56000000 0.146547465127 Long EC CORP US N 1 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 7228866.69000000 1.228050242516 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 0.56991200 36251XAT4 3738177.76000000 NS USD 86489.85000000 0.014693019780 Long ABS-CBDO CORP US N 2 2049-11-10 Variable 0.56991200 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 0.56898400 12595XAV5 3316865.17000000 NS USD 98622.01000000 0.016754048524 Long ABS-CBDO CORP US N 2 2051-08-15 Variable 0.56898400 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 124186.85000000 0.021097040213 Long EC CORP US N 1 N N N MSC 2021-ILP A V/R 11/15/23 N/A MORGAN STANLEY CAPITAL I INC SER 2021-ILP CL A V/R REGD 144A P/P 0.96990000 62479WAA9 209307.85000000 NS USD 206389.24000000 0.035061700139 Long ABS-CBDO CORP US Y 2 2023-11-15 Variable 0.96990000 N N N N N N BPR 2021-TY A V/R 09/15/38 N/A BPR TRUST 2021-TY SER 2021-TY CL A V/R REGD 144A P/P 1.24100000 05592AAA8 208000.00000000 NS USD 205667.32000000 0.034939059334 Long ABS-CBDO CORP US Y 2 2038-09-15 Variable 1.24100000 N N N 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 191592.00000000 0.032547923783 Long DBT CORP KY Y 2 2026-06-17 Fixed 1.60200000 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 1.34100000 95003LAA8 90902.18000000 NS USD 90104.61000000 0.015307100394 Long ABS-CBDO CORP US Y 2 2040-02-15 Variable 1.34100000 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 693203.98000000 0.117762486466 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 534824.73000000 NS USD 530219.19000000 0.090074396553 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 74882.88000000 0.012721211067 Long EC CORP US N 1 N N N PETRONAS CAPITAL 3.5% 03/18/25 N/A PETRONAS CAPITAL LTD REGD EMTN 3.50000000 Y68856AN6 200000.00000000 NS USD 206523.08000000 0.035084437070 Long DBT CORP MY N 2 2025-03-18 Fixed 3.50000000 N N N 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 1.77643000 66859WAA0 988760.72000000 NS USD 989392.44000000 0.168079406909 Long ABS-CBDO CORP KY Y 2 2030-11-15 Variable 1.77643000 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 1.37771000 55819GAL3 500000.00000000 NS USD 499830.50000000 0.084911922306 Long ABS-CBDO CORP KY Y 2 2032-04-25 Variable 1.37771000 N N N 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 0.00000000 46652DAU9 4075000.00000000 NS USD 295.44000000 0.000050189770 Long ABS-CBDO CORP US Y 2 2036-12-15 Variable 0.00000000 N N N N N N N/A N/A GBP/USD FWD 20220315 000000010 USD N/A 1.00000000 NC N/A 69439.10000000 0.011796413912 N/A DFE N/A N 2 BROWN BROTHERS HARRIMAN AND CO 5493006KMX1VFTPYPW14 -4065000.00000000 GBP 5524123.62000000 USD 2022-03-15 69439.10000000 N N N BANCOLOMBIA SA V/R 10/18/27 54930052NWJRPNMP1W58 BANCOLOMBIA SA REGD V/R 4.87500000 05968LAK8 200000.00000000 NS USD 198560.00000000 0.033731657618 Long DBT CORP CO N 2 2027-10-18 Variable 4.87500000 N N N N N N HIRO METAVERSE AC-CLASS /GBP/ 222100X27S5HMALJTB53 HIRO METAVERSE AC-CLASS A-DI /GBP/ 0.00000000 L48022112 144837.00000000 NS 1943277.99000000 0.330126852414 Long EC CORP LU 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 1.21281000 12546JAA2 250000.00000000 NS USD 248967.85000000 0.042295015482 Long ABS-CBDO CORP KY Y 2 2038-02-15 Variable 1.21281000 N N N N N N NOR5KE VIKIN V/R 05/03/24/NOK/ N/A NOR5KE VIKING I AS /NOK/ REGD V/R REG S 9.13000000 R3R18DAA5 19200000.00000000 NS 2219921.19000000 0.377123396053 Long DBT CORP NO N 2 2024-05-03 Variable 9.13000000 N N N N N N HLSY 2021-5A A1A V/R 01/30/35 N/A HALSEYPOINT CLO 5 LTD SER 2021-5A CL A1A V/R REGD 144A P/P 1.47123000 406371AA2 500000.00000000 NS USD 495908.00000000 0.084245562379 Long ABS-CBDO CORP KY Y 2 2035-01-30 Variable 1.47123000 N N N N N N COOKS VENTURE IN 5.5% 01/15/25 N/A COOKS VENTURE INC REGD 144A P/P SER CLIP 5.50000000 216378AA7 1805000.00000000 NS USD 1803917.00000000 0.306452007531 Long DBT CORP US Y 3 2025-01-15 Fixed 5.50000000 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 93925.29000000 NS USD 93788.78000000 0.015932972478 Long ABS-CBDO CORP US Y 2 2025-01-15 Fixed 1.90000000 N N N N N N DP CAP ACQUISITION CORP-CL A N/A DP CAP ACQUISITION CORP-CL A 0.00000000 G2R05B100 38018.00000000 NS USD 375237.66000000 0.063745911928 Long EC CORP US N 1 N N N G&P ACQUISITION CORP-CL A N/A G&P ACQUISITION CORP-CL A 0.00000000 36146G103 76630.00000000 NS USD 757104.40000000 0.128617981476 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 454741.12000000 0.077252073754 Long EC CORP US N 1 N N N SIMON PROPERTY GR V/R 01/11/24 N/A SIMON PROPERTY GROUP LP REGD V/R 0.48000000 828807DR5 140000.00000000 NS USD 140122.43000000 0.023804199402 Long DBT CORP US N 2 2024-01-11 Variable 0.48000000 N N N N N N PONTEM CORP-CLASS A N/A PONTEM CORP-CLASS A 0.00000000 G71707106 4417.00000000 NS USD 43065.75000000 0.007316071384 Long EC CORP US N 1 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 249504.15000000 0.042386122895 Long ABS-CBDO CORP US Y 2 2025-09-22 Fixed 1.65000000 N N N N N N LEAFLY HLDGS WT EX 01/17/2027 N/A LEAFLY HLDGS INC WARRANTS EXP 01/17/2027 0.00000000 52178J113 84970.00000000 NS USD 82140.50000000 0.013954145963 N/A DE CORP US N 1 N/A N/A Call Purchased LEAFLY HLDGS INC LEAFLY HLDGS INC 84970.00000000 USD 0.00000000 USD 2027-01-17 XXXX 82140.50000000 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 0.79857400 060352AG6 1798853.75000000 NS USD 58579.13000000 0.009951506631 Long ABS-CBDO CORP US N 2 2060-07-15 Variable 0.79857400 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 207080.00000000 0.035179047439 Long DBT USGA QA N 2 2026-06-02 Fixed 3.25000000 N N N N N N EXPEDIA GROUP I 6.25% 05/01/25 N/A EXPEDIA GROUP INC REGD 144A P/P 6.25000000 30212PAS4 120000.00000000 NS USD 131774.91000000 0.022386110731 Long DBT CORP US Y 2 2025-05-01 Fixed 6.25000000 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 1.52838500 90276EAF4 859563.91000000 NS USD 55562.81000000 0.009439089863 Long ABS-CBDO CORP US N 2 2050-06-15 Variable 1.52838500 N N N N N N ATHENE GLOBAL FUN V/R 05/24/24 549300LM1QSI4MSIL320 ATHENE GLOBAL FUNDING REGD V/R 144A P/P 0.74926000 04685A2X8 135000.00000000 NS USD 135136.35000000 0.022957156980 Long DBT CORP US Y 2 2024-05-24 Variable 0.74926000 N N N 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 1.41771000 39808PAL0 500000.00000000 NS USD 500372.20000000 0.085003947079 Long ABS-CBDO CORP KY Y 2 2031-01-27 Variable 1.41771000 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 1.49548300 61767FBB6 1346501.58000000 NS USD 66527.55000000 0.011301795622 Long ABS-CBDO CORP US N 2 2049-08-15 Variable 1.49548300 N N N N N N PFP 2021-8 A V/R 08/09/37 N/A PFP 2021-8 LTD SER 2021-8 CL A V/R REGD 144A P/P 1.12571000 69357XAA9 209000.00000000 NS USD 207144.71000000 0.035190040466 Long ABS-CBDO CORP KY Y 2 2037-08-09 Variable 1.12571000 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 173700.00000000 0.029508405158 Long DBT CORP LU N 2 2028-01-15 Fixed 5.12500000 N N N N N N MERCURY CHILE HO 6.5% 01/24/27 N/A MERCURY CHILE HOLDCO LLC REGD 144A P/P 6.50000000 58937CAA7 200000.00000000 NS USD 193000.00000000 0.032787116842 Long DBT CORP US Y 2 2027-01-24 Fixed 6.50000000 N N N N N N QATAR ENERGY 1.375% 09/12/26 N/A QATAR ENERGY REGD REG S 1.37500000 M8180AAC2 250000.00000000 NS USD 237650.00000000 0.040372322889 Long DBT CORP QA N 2 2026-09-12 Fixed 1.37500000 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 3.49100000 12651QAN9 573000.00000000 NS USD 544349.89000000 0.092474940138 Long ABS-CBDO CORP US Y 2 2032-07-15 Variable 3.49100000 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 200107.02000000 0.033994467594 Long ABS-CBDO CORP US Y 2 2025-02-18 Fixed 2.10000000 N N N N N N LEAFLY HOLDINGS INC N/A LEAFLY HOLDINGS INC 0.00000000 52178J105 10622.00000000 NS USD 78709.02000000 0.013371201219 Long EC CORP US N 1 N N N ROCKPOINT GAS STOR 7% 03/31/23 N/A ROCKPOINT GAS STORAGE CA REGD 144A P/P 7.00000000 77381WAA4 9320000.00000000 NS USD 9308350.00000000 1.581315850068 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 233915.15000000 0.039737841214 Long EC CORP US N 1 N N N BULLPEN PARLAY ACQUISITION C N/A BULLPEN PARLAY ACQUISITION C 0.00000000 G1792A126 52870.00000000 NS USD 528700.00000000 0.089816314377 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 180675.88000000 0.030693477659 Long ABS-CBDO CORP US N 2 2054-08-15 Fixed 2.04200000 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 8637000.00000000 NS USD 9047257.50000000 1.536961081652 Long DBT CORP US Y 2 2025-06-15 Fixed 8.62500000 N N N N N N GP BULLHOUND ACQUISITIO- /EUR/ 222100ZBHCPS2HGR4491 GP BULLHOUND ACQUISITIO-CL A /EUR/ 0.00000000 925424BF9 116382.00000000 NS 1315431.26000000 0.223467349327 Long EC CORP LU N 1 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 212035.46000000 NS USD 211165.33000000 0.035873069159 Long ABS-CBDO CORP US Y 2 2060-01-26 Variable 2.71825000 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 2306000.00000000 NS USD 2329060.00000000 0.395664053646 Long DBT CORP US Y 2 2025-11-01 Fixed 6.62500000 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 1.56114000 53947DAC0 159300.00000000 NS USD 157756.78000000 0.026799948075 Long ABS-CBDO CORP KY Y 2 2034-04-15 Variable 1.56114000 N N N N N N BANCO INTERNAC DE V/R 07/08/30 N/A BANCO INTERNAC DEL PERU REGD V/R REG S 4.00000000 P13435AD7 150000.00000000 NS USD 144000.00000000 0.024462926556 Long DBT CORP PE N 2 2030-07-08 Variable 4.00000000 N N N N N N SYSTEM1 INC N/A SYSTEM1 INC 0.00000000 87200P109 133499.00000000 NS USD 1779541.67000000 0.302311091506 Long EC CORP US N 1 N N N TRANSPORT DE GA 4.25% 04/30/28 529900SKHHNI5HVI0Y66 TRANSPORT DE GAS PERU REGD 4.25000000 P9367RAG6 200000.00000000 NS USD 205502.00000000 0.034910974535 Long DBT CORP PE N 2 2028-04-30 Fixed 4.25000000 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 201502.00000000 0.034231448798 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 3940490.68000000 0.669416209030 Long LON CORP US N 2 2023-10-04 Variable 13.00000000 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 417314.48000000 NS USD 392051.93000000 0.066602344234 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 235233.99000000 0.039961887645 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 140000.00000000 NS USD 144867.72000000 0.024610336074 Long DBT CORP US N 2 2024-03-15 Fixed 3.87500000 N N N N N N ANTHEM INC 3.5% 08/15/24 8MYN82XMYQH89CTMTH67 ANTHEM INC REGD 3.50000000 94973VBJ5 90000.00000000 NS USD 92544.61000000 0.015721611094 Long DBT CORP US N 2 2024-08-15 Fixed 3.50000000 N N N 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 251570.92000000 NS USD 249202.98000000 0.042334959703 Long ABS-CBDO CORP US Y 2 2031-07-20 Fixed 0.83000000 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 155850.00000000 0.026476021554 Long DBT CORP CO N 2 2023-09-18 Fixed 5.87500000 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 4557999.04000000 0.774319414992 Long EC CORP US N 1 N N N US TREAS NTS 0.375% 04/15/24 N/A UNITED STATES TREASURY NOTE 0.37500000 91282CBV2 2220000.00000000 NS USD 2167188.29000000 0.368165055359 Long DBT UST US N 2 2024-04-15 Fixed 0.37500000 N N N 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 360162.55000000 0.061184930617 Long ABS-CBDO CORP US Y 2 2034-04-10 Fixed 3.55100000 N N N N N N REVELSTONE CAPITAL ACQUISITI N/A REVELSTONE CAPITAL ACQUISITI CORP - FOUNDER SHARES 0.00000000 N/A 12300.00000000 NS USD 3659.25000000 0.000621638638 Long EC CORP US N 3 N N N CAPITAL ONE FINA 3.9% 01/29/24 ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CO REGD 3.90000000 14040HCA1 100000.00000000 NS USD 103182.12000000 0.017528726551 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 1.71281000 12565DAC7 177000.00000000 NS USD 175902.60000000 0.029882586005 Long ABS-CBDO CORP KY Y 2 2035-08-20 Variable 1.71281000 N N N N N N PACIFIC GAS & E 3.25% 02/16/24 N/A PACIFIC GAS & ELECTRIC REGD 3.25000000 694308KA4 75000.00000000 NS USD 75492.39000000 0.012824755500 Long DBT CORP US N 2 2024-02-16 Fixed 3.25000000 N N N N N N ALPHA PARTNERS TECHNOLOGY CL A N/A ALPHA PARTNERS TECHNOLOGY FOUNDER SHARES CLASS A 0.00000000 N/A 16305.00000000 NS USD 8141.09000000 0.001383020046 Long EC CORP US N 3 N N N ADIT EDTECH ACQUISITION N/A ADIT EDTECH ACQUISITION 0.00000000 007024102 12138.00000000 NS USD 120044.82000000 0.020393386216 Long EC CORP US N 1 N N N BITE ACQUISITION CORP N/A BITE ACQUISITION CORP 0.00000000 09175K105 30427.00000000 NS USD 296358.98000000 0.050345888625 Long EC CORP US N 1 N N N VERUS 2021-7 A1 V/R 10/25/66 N/A VERUS SECURITIZATION TRUST 2021-7 SER 2021-7 CL A1 V/R REGD 144A P/P 1.82900000 92538QAA8 660822.23000000 NS USD 644629.77000000 0.109510629996 Long ABS-CBDO CORP US Y 2 2066-10-25 Variable 1.82900000 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 0.92664700 08161NAG2 3678138.32000000 NS USD 225475.40000000 0.038304084378 Long ABS-CBDO CORP US N 2 2053-02-15 Variable 0.92664700 N N N N 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 79006.74000000 NS USD 78227.20000000 0.013289348946 Long ABS-CBDO CORP US Y 2 2046-07-17 Fixed 1.90000000 N N N 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 0.274793594830 Long LON CORP NL N 2 2024-06-28 Variable 0.00000000 N N N N N N US TREAS BDS 1.5% 2/15/25 N/A UNITED STATES TREASURY NOTE 1.50000000 91282CDZ1 1550000.00000000 NS USD 1543824.21000000 0.262267071284 Long DBT UST US N 2 2025-02-15 Fixed 1.50000000 N N N N N N T/L INTELSAT JACK ZCP 11/27/23 N/A T/L INTELSAT JACKSON HLDG REGD ZCP TERM LOAN 0.00000000 L5137LAF2 6236000.00000000 NS USD 6236000.00000000 1.059380625033 Long LON CORP LU N 3 2023-11-27 Variable 0.00000000 Y 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 15444.15000000 0.002623674355 Long DBT CORP US Y 2 2025-04-16 Fixed 4.00000000 N N N N N N ISLEWORTH HEALTHCARE ACQUISI N/A ISLEWORTH HEALTHCARE ACQUISI 0.00000000 46468P102 51527.00000000 NS USD 508571.49000000 0.086396854225 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 131171.68000000 0.022283633153 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 96625.80000000 NS USD 91006.04000000 0.015460236615 Long DBT CORP KY N 2 2025-06-02 Fixed 0.00000000 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 48979.00000000 0.008320622776 Long DBT USGA PE N 2 2026-01-23 Fixed 2.39200000 N N N N 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 1.34068000 61691JAW4 892908.50000000 NS USD 44252.10000000 0.007517610224 Long ABS-CBDO CORP US N 2 2050-06-15 Variable 1.34068000 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 1.19250100 12595BAF8 590494.64000000 NS USD 28590.04000000 0.004856917005 Long ABS-CBDO CORP US N 2 2050-06-15 Variable 1.19250100 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 4493.49000000 NS USD 4494.68000000 0.000763562685 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 0.687000520788 Long DBT CORP US N 3 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 308177.10000000 0.052353567802 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 7001203.13000000 1.189374430379 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 4000.00000000 0.000679525737 Long EC CORP US N 3 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 252040.00000000 0.042816916730 Long DBT CORP SG N 2 2023-01-23 Fixed 2.37500000 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 1.14200000 05591UAA5 184000.00000000 NS USD 181235.92000000 0.030788618057 Long ABS-CBDO CORP US Y 2 2038-08-15 Variable 1.14200000 N N N N N N EJF ACQUISITION CORP-A N/A EJF ACQUISITION CORP-A 0.00000000 G2955B109 15516.00000000 NS USD 153608.40000000 0.026095215330 Long EC CORP US N 1 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 1157181.56000000 0.196583663295 Long DBT CORP GB Y 2 2023-07-03 Variable 7.00000000 N N N N N N CRESCERA CAPITAL ACQUISITION N/A CRESCERA CAPITAL ACQUISITION 0.00000000 G26507122 41264.00000000 NS USD 412640.00000000 0.070099875098 Long EC CORP US N 1 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 1.39114000 50202KAA4 184000.00000000 NS USD 182643.18000000 0.031027685405 Long ABS-CBDO CORP US Y 2 2038-12-13 Variable 1.39114000 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 186937.83000000 0.031757266707 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 217250.07000000 NS USD 214256.56000000 0.036398211746 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 15507.81000000 0.002634489007 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 1.09114000 61977KAA4 200420.82000000 NS USD 197968.71000000 0.033631208424 Long ABS-CBDO CORP US Y 2 2038-09-15 Variable 1.09114000 N N N N N N LAKERS GROUP V/R 06/09/25/NOK/ N/A LAKERS GROUP AB /NOK/ REGD V/R 6.28000000 W5303EAA5 6800000.00000000 NS 758209.01000000 0.128805634207 Long DBT CORP SE N 2 2025-06-09 Variable 6.28000000 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 5224608.89000000 NS USD 5204650.88000000 0.884173557141 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 1.31971000 87276WAA1 200000.00000000 NS USD 198705.60000000 0.033756392354 Long ABS-CBDO CORP KY Y 2 2038-03-15 Variable 1.31971000 N N N N N N COLT 2021-RPL1 A V/R 09/25/61 N/A COLT 2021-RPL1 TRUST SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.66540000 12598PAA5 918857.12000000 NS USD 897134.05000000 0.152406419279 Long ABS-CBDO CORP US Y 2 2061-09-25 Variable 1.66540000 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 15529.94000000 0.002638248483 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 204493.00000000 0.034739564168 Long DBT CORP KY N 2 2027-09-07 Fixed 5.75000000 N N N N N N EQUITY DISTRIBUTION ACQUIS-A N/A EQUITY DISTRIBUTION ACQUIS-A 0.00000000 29465E106 59814.00000000 NS USD 589167.90000000 0.100088687965 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 72000.00000000 0.012231463278 Long DBT CORP CL N 2 2025-04-30 Fixed 4.56000000 N N N N N N BERENSON ACQU WT EX 9/30/26 N/A BERENSON ACQUISITION CORP I WARRANTS EXP 9/30/2026 0.00000000 083690115 73387.00000000 NS USD 24217.71000000 0.004114139313 N/A DE CORP US N 1 BERENSON ACQUISITION CORP I N/A Call Purchased BERENSON ACQUISITION CO-CL A BERENSON ACQUISITION CO-CL A 73387.00000000 USD 0.00000000 USD 2026-09-30 XXXX 24217.71000000 N N N UNITED OVERSEAS B V/R 03/16/31 IO66REGK3RCBAMA8HR66 UNITED OVERSEAS BANK LTD REGD V/R EMTN SER GMTN 1.75000000 Y9T10P5L5 200000.00000000 NS USD 192102.00000000 0.032634563314 Long DBT CORP SG N 2 2031-03-16 Variable 1.75000000 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 32641.86000000 NS USD 32709.44000000 0.005556726586 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 0.79757000 00432CDJ7 191982.78000000 NS USD 186868.99000000 0.031745572069 Long ABS-CBDO CORP US N 2 2036-05-25 Variable 0.79757000 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 204768.00000000 0.034786281562 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 144A P/P 1.34114000 05587TAA4 147616.67000000 NS USD 146970.85000000 0.024967618815 Long ABS-CBDO CORP KY Y 2 2029-05-15 Variable 1.34114000 N N N N N N OBX 2022-NQM1 A1 V/R 01/25/26 N/A OBX 2022-NQM1 TRUST SER 2022-NQM1 CL A1 V/R REGD 144A P/P 2.30500000 67114VAA1 800000.00000000 NS USD 790974.64000000 0.134371906431 Long ABS-CBDO CORP US Y 2 2061-11-25 Variable 2.30500000 N N N N N N WELLTOWER INC 3.625% 03/15/24 T6IZ0MBEG5ACZDTR7D06 WELLTOWER INC REGD 3.62500000 95040QAG9 140000.00000000 NS USD 143801.20000000 0.024429154127 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 2.21281000 59319WAA9 43805.96000000 NS USD 43736.56000000 0.007430029549 Long ABS-CBDO CORP US Y 2 2035-07-15 Variable 2.21281000 N N N N N N FSRIA 2021-FL3 A V/R 08/16/26 N/A FS RIALTO 2021-FL3 SER 2021-FL3 CL A V/R REGD 144A P/P 1.37571000 30323CAA8 209000.00000000 NS USD 208096.08000000 0.035351660567 Long ABS-CBDO CORP KY Y 2 2036-11-16 Variable 1.37571000 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 177400.93000000 NS USD 174882.46000000 0.029709283159 Long ABS-CBDO CORP US Y 2 2065-04-25 Variable 1.47500000 N N N N N N HAWAIIAN AIRLINE 3.9% 01/15/26 N/A HAWAIIAN AIRLINES 13-1A REGD SER A 3.90000000 419838AA5 3425284.65000000 NS USD 3367247.31000000 0.572032803064 Long DBT CORP US N 2 2026-01-15 Fixed 3.90000000 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 62667.92000000 NS USD 62755.99000000 0.010661077599 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 35490.69000000 0.006029209325 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 703275.99000000 NS USD 689654.59000000 0.117159511002 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 1.26418400 20048EAZ4 1357138.72000000 NS USD 7069.47000000 0.001200971704 Long ABS-CBDO CORP US N 2 2046-01-10 Variable 1.26418400 N N N N N N PIONEER NATURAL 0.55% 05/15/23 FY8JBF7CCL2VE4F1B628 PIONEER NATURAL RESOURCE REGD 0.55000000 723787AU1 140000.00000000 NS USD 138193.52000000 0.023476513404 Long DBT CORP US N 2 2023-05-15 Fixed 0.55000000 N N N N N N BLOCKCHAIN MOON ACQUISITION 549300W5G04TQZZCFC27 BLOCKCHAIN MOON ACQUISITION 0.00000000 09370F109 110902.00000000 NS USD 1089057.64000000 0.185010674047 Long EC CORP US N 1 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 130942.77000000 0.022244745594 Long DBT CORP US Y 2 2024-11-01 Fixed 2.70000000 N N N N N N VCC 2021-2 A V/R 03/25/28 N/A VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-2 SER 2021-2 CL A V/R REGD 144A P/P 1.52000000 92259MAA4 1301962.69000000 NS USD 1237184.32000000 0.210174646921 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 186519.75000000 NS USD 187298.21000000 0.031818488578 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 0.77569900 94989TBC7 2390275.18000000 NS USD 55379.57000000 0.009407960789 Long ABS-CBDO CORP US N 2 2058-09-15 Variable 0.77569900 N N N N N N BSPRT 2021-FL7 A V/R 12/15/38 N/A BSPRT 2021-FL7 ISSUER LTD SER 2021-FL7 CL A V/R REGD 144A P/P 1.51114000 05602CAA2 209000.00000000 NS USD 207833.99000000 0.035307136342 Long ABS-CBDO CORP KY Y 2 2038-12-15 Variable 1.51114000 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 2529000.00000000 NS 2843764.47000000 0.483102787311 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 0.50762500 08161HAG5 10669302.62000000 NS USD 244972.52000000 0.041616283090 Long ABS-CBDO CORP US N 2 2051-07-15 Variable 0.50762500 N N N N N N HYUNDAI CAPITAL AM 1% 09/17/24 N/A HYUNDAI CAPITAL AMERICA REGD 144A P/P 1.00000000 44891ABY2 25000.00000000 NS USD 24041.02000000 0.004084122962 Long DBT CORP US Y 2 2024-09-17 Fixed 1.00000000 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 129633.66000000 0.022022352109 Long DBT CORP US N 2 2025-02-15 Fixed 2.24200000 N N N N N N CORP FINANCIERA D V/R 07/15/29 N/A CORP FINANCIERA DE DESAR REGD V/R 5.25000000 P3R94GAA7 200000.00000000 NS USD 199202.00000000 0.033840721499 Long DBT USGA PE N 2 2029-07-15 Variable 5.25000000 N N N N N N GSR II METEORA ACQUISITION C N/A GSR II METEORA ACQUISITION C 0.00000000 36263W204 121848.00000000 NS USD 1218480.00000000 0.206997130210 Long EC CORP US N 1 N N N GLOBAL PARTNER ACQUISITION-A N/A GLOBAL PARTNER ACQUISITION-A 0.00000000 G3934P102 29178.00000000 NS USD 284485.50000000 0.048328804811 Long EC CORP US N 1 N N N VOLT 2021-NPL1 A V/R 02/27/51 N/A VOLT XCII LLC SER 2021-NPL1 CL A1 V/R REGD 144A P/P 1.89250000 91835MAA9 566098.55000000 NS USD 554315.38000000 0.094167891874 Long ABS-CBDO CORP US Y 2 2051-02-27 Variable 1.89250000 N N N N N N CHOBANI LLC/FINA 7.5% 04/15/25 N/A CHOBANI LLC/FINANCE CORP REGD 144A P/P 7.50000000 17027NAA0 8848000.00000000 NS USD 8803760.00000000 1.495595377075 Long DBT CORP US Y 2 2025-04-15 Fixed 7.50000000 N N N N N N SMR 2022-IND A V/R 02/15/24 N/A SMR 2022-IND MORTGAGE TRUST SER 2022-IND CL A V/R REGD 144A P/P 1.71000000 78458MAA2 190000.00000000 NS USD 188085.60000000 0.031952251521 Long ABS-CBDO CORP US Y 2 2039-02-15 Variable 1.71000000 N N N N N N EQ HEALTH ACQUISITION CORP-A N/A EQ HEALTH ACQUISITION CORP-A 0.00000000 26886A101 23879.00000000 NS USD 232820.25000000 0.039551838031 Long EC CORP US N 1 N N N PARKER-HANNIFI DISC 04/12/22 N/A PARKER-HANNIFI DISC 04/12/22 0.00000000 70109MDC5 5242000.00000000 PA USD 5239501.66000000 0.890094057638 Long STIV CORP US N 2 2022-04-12 Fixed 0.00000000 N N N 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 1.79114000 629167AC1 341000.00000000 NS USD 338948.24000000 0.057581013204 Long ABS-CBDO CORP KY N 2 2036-02-15 Variable 1.79114000 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 0.05358700 12625UBC6 16394290.54000000 NS USD 6921.67000000 0.001175863228 Long ABS-CBDO CORP US N 2 2045-07-10 Variable 0.05358700 N N N N N N FNR 2019-5 FA V/R 03/25/49 N/A FANNIE MAE REMICS SER 2019-5 CL FA V/R 0.58686000 3136B3L32 724626.15000000 NS USD 729603.39000000 0.123946070449 Long ABS-CBDO CORP US N 2 2049-03-25 Variable 0.58686000 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 209149.96000000 NS USD 209260.37000000 0.035549451822 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 1.47857000 36320UAC4 500000.00000000 NS USD 495002.05000000 0.084091658294 Long ABS-CBDO CORP KY Y 2 2031-05-16 Variable 1.47857000 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 135000.00000000 NS USD 132535.69000000 0.022515353128 Long DBT CORP US Y 2 2023-08-01 Fixed 0.80000000 N N N N N N EXECUTIVE NETWORK PARTNER-A N/A EXECUTIVE NETWORK PARTNER-A 0.00000000 30158L100 57452.00000000 NS USD 565040.42000000 0.095989877053 Long EC CORP US N 1 N N N CANADIAN PACIFI 1.35% 12/02/24 N/A CANADIAN PACIFIC RAILWAY REGD 1.35000000 13645RBD5 135000.00000000 NS USD 131704.46000000 0.022374142584 Long DBT CORP CA N 2 2024-12-02 Fixed 1.35000000 N N N N N N TACORA RESOURCE 8.25% 05/15/26 549300L67A19OXSFBA84 TACORA RESOURCES INC REGD 144A P/P 8.25000000 87356LAA8 5851000.00000000 NS USD 5755921.25000000 0.977824158349 Long DBT CORP CA Y 2 2026-05-15 Fixed 8.25000000 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 1.43400000 39809AAA6 1000000.00000000 NS USD 997602.20000000 0.169474092714 Long ABS-CBDO CORP KY Y 2 2031-10-20 Variable 1.43400000 N N N N N N ELLIOTT OPPORTUNITY II COR-A 549300796AMMETN58424 ELLIOTT OPPORTUNITY II COR-A 0.00000000 G30092103 48662.00000000 NS USD 471534.78000000 0.080105004804 Long EC CORP US N 1 N N N HAMBRO PERKS ACQ-CLASS A /GBP/ 2138002WGRFJRKBEVT75 HAMBRO PERKS ACQ-CLASS A /GBP/ 0.00000000 G48105103 262512.00000000 NS 3522123.43000000 0.598343380487 Long EC CORP GG N 1 N N N STOCKWIK FOR V/R 09/03/23/SEK/ 213800X1259MBEKD5H24 STOCKWIK FORVALTNING /SEK/ REGD V/R 7.00000000 W8858WAB6 12500000.00000000 NS 1321138.24000000 0.224436859276 Long DBT CORP SE N 2 2023-09-03 Variable 7.00000000 N N N N N N FG MERGER CORP N/A FG MERGER CORP 0.00000000 30324Y200 109961.00000000 NS USD 1098510.39000000 0.186616520776 Long EC CORP US N 1 N N N ENTERPRISE 4.0 TECHNOLOGY N/A ENTERPRISE 4.0 TECHNOLOGY ACQUISITION CORP 0.00000000 G3137C106 26968.00000000 NS USD 267252.88000000 0.045401302606 Long EC CORP US N 1 N N N FNA 2021-M7 A1 V/R 03/25/31 N/A FANNIE MAE-ACES SER 2021-M7 CL A1 V/R 1.71900000 3136BFQY2 295863.14000000 NS USD 290105.61000000 0.049283557159 Long ABS-CBDO CORP US N 2 2031-03-25 Variable 1.71900000 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 369728.16000000 NS USD 363144.15000000 0.061691449102 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 176480.00000000 NS USD 178687.76000000 0.030355732981 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 2021-2 SER 2021-2 CL M1 V/R REGD 144A P/P 1.82000000 92259MAE6 473783.28000000 NS USD 441942.67000000 0.075077854710 Long ABS-CBDO CORP US Y 2 2051-08-25 Variable 1.82000000 N N N N N N PAID 2022-1 A 2.03% 10/15/29 N/A PAGAYA AI DEBT TRUST 2022-1 SER 2022-1 CL A REGD 144A P/P 2.03000000 69546MAA5 250000.00000000 NS USD 247746.28000000 0.042087493418 Long ABS-CBDO CORP US Y 2 2029-10-15 Fixed 2.03000000 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 337033.85000000 NS USD 335844.59000000 0.057053760690 Long ABS-CBDO CORP US Y 2 2060-02-25 Variable 3.25000000 N N N N N N US TREAS BDS 0% 12/15/24 N/A UNITED STATES TREASURY BOND REGD/144A/ 1.00000000 91282CDN8 330000.00000000 NS USD 324457.03000000 0.055119225663 Long DBT UST US Y 2 2024-12-15 Fixed 1.00000000 N N N N N N HEALTHCARE SERVICES ACQUI-A N/A HEALTHCARE SERVICES ACQUI-A 0.00000000 42227K104 23979.00000000 NS USD 234514.62000000 0.039839680037 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 11438000.00000000 NS USD 11443719.00000000 1.944075398801 Long DBT CORP US N 2 2022-03-15 Fixed 5.80000000 N N N N N N ZIMMER BIOMET H 1.45% 11/22/24 2P2YLDVPES3BXQ1FRB91 ZIMMER BIOMET HOLDINGS REGD 1.45000000 98956PAU6 135000.00000000 NS USD 131902.99000000 0.022407869145 Long DBT CORP US N 2 2024-11-22 Fixed 1.45000000 N N N N N N BERENSON ACQUISITION CORP I N/A BERENSON ACQUISITION CORP I FOUNDER SHARES 0.00000000 N/A 25927.00000000 NS USD 8555.91000000 0.001453490263 Long EC CORP US N 3 N N N ENERGY TRANSFE 5.875% 01/15/24 MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP REGD SER * 5.87500000 29278NAM5 85000.00000000 NS USD 89829.57000000 0.015260376204 Long DBT CORP US N 2 2024-01-15 Fixed 5.87500000 N N N N N N T/L INTELSAT JACK ZCP 01/02/24 N/A T/L INTELSAT JACKSON HLDG REGD ZCP TERM LOAN 0.00000000 N/A 4482000.00000000 NS USD 4482000.00000000 0.761408589063 Long LON CORP LU N 3 2024-01-02 Variable 0.00000000 Y 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 1.37400000 83609TAA5 500000.00000000 NS USD 496921.35000000 0.084417711731 Long ABS-CBDO CORP KY Y 2 2031-01-21 Variable 1.37400000 N N N N N N GETTY IMAGES IN 9.75% 03/01/27 N/A GETTY IMAGES INC REGD 144A P/P 9.75000000 374276AJ2 8209000.00000000 NS USD 8547621.25000000 1.452082158815 Long DBT CORP US Y 2 2027-03-01 Fixed 9.75000000 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 0.82000000 46185JAA6 169501.38000000 NS USD 168827.31000000 0.028680625591 Long ABS-CBDO CORP US Y 2 2037-03-17 Variable 0.82000000 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 174632.07000000 NS USD 172435.27000000 0.029293551011 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 469775.00000000 0.079806050853 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 80425.43000000 0.013662787412 Long DBT CORP AU Y 2 2022-10-17 Fixed 2.10000000 N N N N N N SREIT 2021-MFP A V/R 11/15/26 N/A SREIT TRUST 2021-MFP SER 2021-MFP CL A V/R REGD 144A P/P 0.92194000 78472UAA6 210000.00000000 NS USD 205794.37000000 0.034960642770 Long ABS-CBDO CORP US Y 2 2038-11-15 Variable 0.92194000 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 259610.00000000 0.044102919189 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 284850.75000000 NS USD 281651.68000000 0.047847391404 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 193021.85000000 0.032790828752 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 10094.00000000 NS USD 97911.80000000 0.016633397030 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 78641.60000000 0.013359747812 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 1.60643000 92343VEP5 130000.00000000 NS USD 132289.80000000 0.022473580982 Long DBT CORP US N 2 2025-05-15 Variable 1.60643000 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 1.48300000 3136BFHB2 1070540.21000000 NS USD 1038153.26000000 0.176362964954 Long ABS-CBDO CORP US N 2 2033-03-25 Variable 1.48300000 N N N N N N ST ENERGY TRANSITION I LTD N/A ST ENERGY TRANSITION I LTD 0.00000000 G8465L123 15207.00000000 NS USD 151917.93000000 0.025808035862 Long EC CORP US N 1 N N N N/A N/A EUR/USD FWD 20220315 000000010 USD N/A 1.00000000 NC N/A 732565.75000000 0.124449320415 N/A DFE N/A N 2 BROWN BROTHERS HARRIMAN AND CO 5493006KMX1VFTPYPW14 -29243000.00000000 EUR 33540730.60000000 USD 2022-03-15 732565.75000000 N N N BLOCKCHAIN COINVESTORS ACQUI N/A BLOCKCHAIN COINVESTORS ACQUI 0.00000000 G11765123 18710.00000000 NS USD 188596.80000000 0.032039094910 Long EC CORP KY N 1 N N N ACREC 2021-FL1 A V/R 09/16/26 N/A ACREC 2021-FL1 LTD SER 2021-FL1 CL A V/R REGD 144A P/P 1.28671000 00500RAA3 209000.00000000 NS USD 207778.60000000 0.035297726609 Long ABS-CBDO CORP KY Y 2 2036-10-16 Variable 1.28671000 N N N N N N GAMING INNOV V/R 06/11/24/SEK/ N/A GAMING INNOVATION GRP /SEK/ REGD V/R 8.50000000 X3R8C1AA4 5500000.00000000 NS 591856.85000000 0.100545490648 Long DBT CORP MT N 2 2024-06-11 Variable 8.50000000 N N N N N N PYROPHYTE ACQUISITION CORP N/A PYROPHYTE ACQUISITION CORP 0.00000000 G7308P119 29037.00000000 NS USD 293854.44000000 0.049920413777 Long EC CORP US N 1 N N N DISRUPTIVE ACQUISITION COR-A N/A DISRUPTIVE ACQUISITION COR-A 0.00000000 G2770Y102 37898.00000000 NS USD 367989.58000000 0.062514597701 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 2195000.00000000 NS USD 2196053.60000000 0.373068735627 Long DBT CORP US Y 2 2025-04-15 Fixed 5.00000000 N N N N N N BX 2021-XL2 B V/R 10/15/23 N/A BX COMMERCIAL MORTGAGE TRUST 2021-XL2 SER 2021-XL2 CL B V/R REGD 144A P/P 1.18870000 05609KAC3 209000.00000000 NS USD 204563.29000000 0.034751505134 Long ABS-CBDO CORP US Y 2 2038-10-15 Variable 1.18870000 N N N 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 0.921487864715 Long DBT CORP US N 3 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 201942.64000000 0.034306305353 Long DBT CORP CN N 2 2025-04-07 Fixed 3.07500000 N N N N N N N/A N/A NOK/USD FWD 20220315 000000010 USD N/A 1.00000000 NC N/A 17448.61000000 0.002964194895 N/A DFE N/A N 2 BROWN BROTHERS HARRIMAN AND CO 5493006KMX1VFTPYPW14 -47045000.00000000 NOK 5356324.52000000 USD 2022-03-15 17448.61000000 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 192796.00000000 0.032752461030 Long DBT USGA KR N 2 2025-06-15 Fixed 1.12500000 N N N N N N ALTERA SHUTTLE 7.125% 08/15/22 N/A ALTERA SHUTTLE TANKERS REGD 7.12500000 R9138LAB6 1400000.00000000 NS USD 1351000.00000000 0.229509817899 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 53630.26000000 NS USD 53855.62000000 0.009149069977 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 151081.25000000 0.025665899463 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 191688.14000000 0.032564256184 Long DBT CORP VG N 2 2025-08-05 Fixed 1.00000000 N N N N N N US TREAS NTS 0.375% 03/31/22 N/A UNITED STATES TREASURY NOTE 0.37500000 912828ZG8 790000.00000000 NS USD 790124.16000000 0.134227425669 Long DBT UST US N 2 2022-03-31 Fixed 0.37500000 N N N 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 33897919.30000000 5.758627154483 Long EC PF US N 1 N N DESENIO GROU V/R 12/16/24/SEK/ 64884XU1OA337HY7A137 DESENIO GROUP AB /SEK/ REGD V/R REG S 5.50000000 W2R21YAA0 6250000.00000000 NS 548219.54000000 0.093132321831 Long DBT CORP SE N 2 2024-12-16 Variable 5.50000000 N N N N N N CITIGROUP INC V/R 06/01/24 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC REGD V/R 1.19388000 172967MA6 100000.00000000 NS USD 100737.02000000 0.017113349456 Long DBT CORP US N 2 2024-06-01 Variable 1.19388000 N N N N N N DBS GROUP HOLDING V/R 03/10/31 5493007FKT78NKPM5V55 DBS GROUP HOLDINGS LTD REGD V/R EMTN SER GMTN 1.82200000 Y20246J57 200000.00000000 NS USD 192676.00000000 0.032732075258 Long DBT CORP SG N 2 2031-03-10 Variable 1.82200000 N N N N N N SALLY HOLDINGS/ 8.75% 04/30/25 N/A SALLY HOLDINGS/SALLY CAP REGD 144A P/P 8.75000000 79546VAM8 6597000.00000000 NS USD 6918471.81000000 1.175319915066 Long DBT CORP US Y 2 2025-04-30 Fixed 8.75000000 N N N N N N ACCSS 2004-2 A3 V/R 10/25/24 635400C9RW3TYNTIJP57 ACCESSLEX INSTITUTE SER 2004-2 CL A3 V/R 0.44771000 00432CBW0 116386.67000000 NS USD 115392.36000000 0.019603019637 Long ABS-CBDO CORP US N 2 2024-10-25 Variable 0.44771000 N N N N N N OMNICHANNEL ACQUISITION-CL A N/A OMNICHANNEL ACQUISITION-CL A 0.00000000 68218L108 120600.00000000 NS USD 1198764.00000000 0.203647747849 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 420387.97000000 NS USD 416692.63000000 0.070788341695 Long ABS-CBDO CORP US Y 2 2063-10-25 Variable 1.05700000 N N N N N N BX 2021-VOLT B V/R 09/15/23 N/A BX COMMERCIAL MORTGAGE TRUST 2021-VOLT SER 2021-VOLT CL B V/R REGD 144A P/P 1.14114000 05609VAG0 208000.00000000 NS USD 201105.55000000 0.034164099303 Long ABS-CBDO CORP US Y 2 2036-09-15 Variable 1.14114000 N N N 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 1.48129000 56606KAA3 1000000.00000000 NS USD 993373.00000000 0.168755630152 Long ABS-CBDO CORP KY Y 2 2034-10-17 Variable 1.48129000 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 309531.41000000 NS USD 309798.57000000 0.052629025452 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 81997.60000000 0.013929869906 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 1.09100000 05609JAJ1 209000.00000000 NS USD 202197.53000000 0.034349606432 Long ABS-CBDO CORP US Y 2 2036-08-15 Variable 1.09100000 N N N N N N EMPRESA ELECTR 4.875% 05/25/29 N/A EMPRESA ELECTRICA ANGAMO REGD 4.87500000 P3713QAA5 130400.00000000 NS USD 123880.00000000 0.021044912095 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 0.97013000 06051GHE2 90000.00000000 NS USD 90526.51000000 0.015378773371 Long DBT CORP US N 2 2024-03-05 Variable 0.97013000 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 1.42400000 94949WAM8 500000.00000000 NS USD 495436.50000000 0.084165463283 Long ABS-CBDO CORP KY Y 2 2032-07-20 Variable 1.42400000 N N N N N N C3NANO INC 6.5% 02/15/24 N/A C3NANO INC REGD 144A P/P SER CLIP 6.50000000 12656VAA1 1370000.00000000 NS USD 1367946.96000000 0.232388791773 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 131647.46000000 0.022364459342 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 485041.65000000 0.082399571254 Long ABS-CBDO CORP US Y 2 2025-12-26 Fixed 1.56000000 N N N N N N BX 2021-21M A V/R 10/15/26 N/A BX COMMERCIAL MORTGAGE TRUST 2021-21M SER 2021-21M CL A V/R REGD 144A P/P 0.92100000 05609CAA5 209000.00000000 NS USD 202657.83000000 0.034427802856 Long ABS-CBDO CORP US Y 2 2036-10-15 Variable 0.92100000 N N N N N N TIGO ENERGY INC 5.5% 01/15/25 N/A TIGO ENERGY INC REGD 144A P/P SER CLIP 5.50000000 88675PAD5 2475000.00000000 NS USD 2473515.00000000 0.420204276255 Long DBT CORP US Y 3 2025-01-15 Fixed 5.50000000 N N N N N N APTIV PLC / AP 2.396% 02/18/25 N/A APTIV PLC / APTIV CORP REGD 2.39600000 00217GAA1 135000.00000000 NS USD 135041.82000000 0.022941098088 Long DBT CORP IE N 2 2025-02-18 Fixed 2.39600000 N N N N N N BRAVO 2022-RPL 2.75% 09/25/61 N/A BRAVO RESIDENTIAL FUNDING TRUST SER 2022-RPL1 CL A1 REGD 144A P/P 2.75000000 10569XAA7 1000000.00000000 NS USD 1003299.30000000 0.170441924234 Long ABS-CBDO CORP US Y 2 2061-09-25 Fixed 2.75000000 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 688509.44000000 0.116964971277 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 1339825.50000000 0.227611477810 Long EC CORP CA N 3 N N N GLOBAL CONSUMER ACQUISITION N/A GLOBAL CONSUMER ACQUISITION 0.00000000 37892B108 150413.00000000 NS USD 1496609.35000000 0.254246143142 Long EC CORP US N 1 N N N SHOULDERUP TECHNOLOGY ACQUIS N/A SHOULDERUP TECHNOLOGY ACQUIS 0.00000000 82537G203 7877.00000000 NS USD 79242.62000000 0.013461849952 Long EC CORP US N 1 N N N 26 CAPITAL ACQUISITION COR-A N/A 26 CAPITAL ACQUISITION COR-A 0.00000000 90138P100 21581.00000000 NS USD 213867.71000000 0.036332153350 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 1.33084300 06541FBB4 1386232.83000000 NS USD 74735.42000000 0.012696160351 Long ABS-CBDO CORP US N 2 2050-05-15 Variable 1.33084300 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 7847157.78000000 NS USD 6983970.42000000 1.186446912885 Long LON CORP US N 2 2023-10-20 Variable 5.75000000 N N N N N N ITIQUIRA ACQUISITION CORP-A N/A ITIQUIRA ACQUISITION CORP-A 0.00000000 G49773107 23979.00000000 NS USD 234035.04000000 0.039758208299 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 9579500.00000000 1.627379201011 Long DBT CORP US N 3 2026-09-30 Fixed 7.00000000 N N N N N BUZZFEED BUZZFEED USD XXXX N N N BERENSON ACQUISITION CO-CL A N/A BERENSON ACQUISITION CO-CL A 0.00000000 083690107 146774.00000000 NS USD 1425175.54000000 0.242110865033 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 744879.40000000 NS USD 747012.06000000 0.126903480280 Long ABS-CBDO CORP US Y 2 2059-07-25 Variable 3.21900000 N N N N N N BRIGADE-M3 EUROPEAN ACQUISIT 549300LVMHTTS14Q5L37 BRIGADE-M3 EUROPEAN ACQUISIT 0.00000000 G13707115 260629.00000000 NS USD 2533313.88000000 0.430362995766 Long EC CORP US N 1 N N N GRUPO AVAL LTD 4.75% 09/26/22 N/A GRUPO AVAL LTD REGD 4.75000000 G42045AB3 200000.00000000 NS USD 200998.00000000 0.034145828555 Long DBT CORP KY N 2 2022-09-26 Fixed 4.75000000 N N N N N N ICONIC SPORTS ACQUISITION CORP N/A ICONIC SPORTS ACQUISITION CORP 0.00000000 G4712C107 188128.00000000 NS USD 1873754.88000000 0.318316166762 Long EC CORP GB N 1 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 1.33671000 78486BAA2 200000.00000000 NS USD 197908.60000000 0.033620996851 Long ABS-CBDO CORP KY Y 2 2038-04-18 Variable 1.33671000 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 1.19100000 20048KAA5 227000.00000000 NS USD 222447.45000000 0.037789691888 Long ABS-CBDO CORP US Y 2 2033-09-15 Variable 1.19100000 N N N N N N OYSTER ENTERPRISES-CL A N/A OYSTER ENTERPRISES-CL A 0.00000000 69242M104 23979.00000000 NS USD 234035.04000000 0.039758208299 Long EC CORP US N 1 N N N PAID 2021-3 B 1.74% 05/15/29 N/A PAGAYA AI DEBT SELECTION TRUST 2021-3 SER 2021-3 CL B REGD 144A P/P 1.74000000 69546RAB2 650000.00000000 NS USD 624998.53000000 0.106175646785 Long ABS-CBDO CORP US Y 2 2029-05-15 Fixed 1.74000000 N N N N N N SPORTSMAP TECH ACQUISITION C N/A SPORTSMAP TECH ACQUISITION C 0.00000000 84921J108 35905.00000000 NS USD 354023.30000000 0.060141986021 Long EC CORP US N 1 N N N TECH AND ENERGY TRANSITION-A N/A TECH AND ENERGY TRANSITION-A 0.00000000 87823R102 25622.00000000 NS USD 249045.84000000 0.042308264535 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 204198.00000000 0.034689449145 Long DBT CORP MY N 2 2026-10-19 Fixed 3.24400000 N N N N N N INTEROCEANICA 0% 11/30/25 N/A INTEROCEANICA IV FINANCE SERIES REGS REGD ZCP 0.00000000 P52715AB8 29952.60000000 NS USD 28239.91000000 0.004797436418 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 195412.00000000 0.033196870862 Long DBT CORP NL N 2 2030-08-10 Fixed 4.62500000 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 1.58686000 50209TAA8 173000.00000000 NS USD 172190.31000000 0.029251936855 Long ABS-CBDO CORP US Y 2 2035-12-22 Variable 1.58686000 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 385409.07000000 0.065473845649 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 0.96447800 36254KAP7 3573958.90000000 NS USD 144197.45000000 0.024496469645 Long ABS-CBDO CORP US N 2 2050-11-10 Variable 0.96447800 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 426435.75000000 0.072443516897 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 6.80000000 R4976GAB3 20400000.00000000 NS 2294662.13000000 0.389820494150 Long DBT CORP NO N 2 2024-06-30 Variable 6.80000000 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 1.32071000 05591XAA9 184000.00000000 NS USD 183063.26000000 0.031099049198 Long ABS-CBDO CORP KY Y 2 2038-08-19 Variable 1.32071000 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 1.29114000 05601HAA2 193000.00000000 NS USD 192019.21000000 0.032620498830 Long ABS-CBDO CORP KY Y 2 2036-03-15 Variable 1.29114000 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 836714.70000000 0.142142293434 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 142005.50000000 0.024124098035 Long EC CORP US N 3 N N N IMPALA GROUP V/R 10/20/24/SEK/ 549300H2NW5AUSWVQK84 IMPALA GROUP PLC /SEK/ REGD V/R 9.00000000 G4722LAA3 13750000.00000000 NS 1438493.73000000 0.244373378254 Long DBT CORP GB N 2 2024-10-20 Variable 9.00000000 N N N N N N GENERAL MOTORS 5.25% 03/01/26 N/A GENERAL MOTORS FINL CO REGD 5.25000000 37045XBG0 120000.00000000 NS USD 130614.79000000 0.022189027881 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 598652.83000000 NS USD 579808.14000000 0.098498638510 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 2977241.15000000 OU N/A USD 2977241.15000000 0.505777997171 Long STIV RF US N 1 N N OMNILIT ACQUISITION CORP N/A OMNILIT ACQUISITION CORP 0.00000000 68218C207 15841.00000000 NS USD 158726.82000000 0.026964739862 Long EC CORP US N 1 N 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 1.47100000 05606GAA9 183000.00000000 NS USD 181291.44000000 0.030798049874 Long ABS-CBDO CORP US Y 2 2023-06-15 Variable 1.47100000 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 0.57413000 78016EZP5 140000.00000000 NS USD 139538.00000000 0.023704915595 Long DBT CORP CA N 2 2026-01-20 Variable 0.57413000 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 15689.55000000 0.002665363259 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 1.17571000 69346WAA5 69837.22000000 NS USD 69512.16000000 0.011808825450 Long ABS-CBDO CORP KY Y 2 2037-04-14 Variable 1.17571000 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 56238.64000000 0.009553900832 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 234035.04000000 0.039758208299 Long EC CORP US N 1 N N N TORONTO-DOMINION 0.7% 09/10/24 PT3QB789TSUIDF371261 TORONTO-DOMINION BANK REGD MTN 0.70000000 89114TZE5 135000.00000000 NS USD 130483.87000000 0.022166787004 Long DBT CORP CA N 2 2024-09-10 Fixed 0.70000000 N N N 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 1.22571000 55283TAA6 200000.00000000 NS USD 197997.80000000 0.033636150275 Long ABS-CBDO CORP KY Y 2 2036-07-16 Variable 1.22571000 N N N N N N CAMPBELL SOUP CO DISC 04/13/22 N/A CAMPBELL SOUP CO DISC 04/13/22 0.00000000 13443DDD8 4270000.00000000 PA USD 4267166.00000000 0.724912280981 Long STIV CORP US N 2 2022-04-13 Fixed 0.00000000 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 206435.32000000 0.035069528276 Long ABS-CBDO CORP US N 2 2049-03-17 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 120176.79000000 0.020415805469 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 1.56129000 402512AA5 1000000.00000000 NS USD 997436.00000000 0.169445858420 Long ABS-CBDO CORP KY Y 2 2034-04-15 Variable 1.56129000 N N N N N N FSRIA 2021-FL2 A V/R 05/16/38 N/A FS RIALTO SER 2021-FL2 CL A V/R REGD 144A P/P 1.34571000 30319YAA6 200000.00000000 NS USD 198006.60000000 0.033637645232 Long ABS-CBDO CORP US Y 2 2038-05-16 Variable 1.34571000 N N N N N N SOUTHERN CAL EDIS V/R 04/01/24 N/A SOUTHERN CAL EDISON REGD V/R 0.87944700 842400HC0 135000.00000000 NS USD 135260.55000000 0.022978256254 Long DBT CORP US N 2 2024-04-01 Variable 0.87944700 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 1.48894900 12532CBE4 1109472.86000000 NS USD 68181.10000000 0.011582703068 Long ABS-CBDO CORP US N 2 2050-06-15 Variable 1.48894900 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 153376.50000000 0.026055819826 Long DBT CORP DO N 2 2023-02-01 Fixed 7.00000000 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 437268.70000000 NS USD 433559.79000000 0.073653759031 Long ABS-CBDO CORP US Y 2 2060-10-25 Variable 2.94390000 N N N N N N VCAT 2021-NPL4 A V/R 08/26/24 N/A VCAT 2021-NPL4 LLC SER 2021-NPL4 CL A1 V/R REGD 144A P/P 1.86770000 91823DAA3 681986.44000000 NS USD 663376.94000000 0.112695426127 Long ABS-CBDO CORP US Y 2 2051-08-25 Variable 1.86770000 N N N N N N HEARTLAND MEDIA ACQUISITION N/A HEARTLAND MEDIA ACQUISITION 0.00000000 42237V207 94617.00000000 NS USD 944277.66000000 0.160415243370 Long EC CORP US N 1 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 1.21114000 39809PAA3 184000.00000000 NS USD 182624.54000000 0.031024518815 Long ABS-CBDO CORP KY Y 2 2039-07-15 Variable 1.21114000 N N N N N N LINKEM SPA V/R 08/09/22/EUR/ 8156008F52B23E338F42 LINKEM SPA /EUR/ REGD V/R 6.00000000 N/A 13337000.00000000 NS 14951038.93000000 2.539903939474 Long DBT CORP IT Y 2 2022-08-09 Variable 6.00000000 N N N N N N LEAFLY HOLDINGS IN 8% 01/31/25 N/A LEAFLY HOLDINGS INC REGD 144A CONVERTIBLE 8.00000000 58953MAA4 8497000.00000000 NS USD 8497000.00000000 1.443482548253 Long DBT CORP US Y 3 2025-01-31 Fixed 8.00000000 N N N N N LEAFLY HOLDINGS INC LEAFLY HOLDINGS INC USD XXXX N N N VECTOR ACQUISITION CORP II-A N/A VECTOR ACQUISITION CORP II-A 0.00000000 G9460A104 139747.00000000 NS USD 1361135.78000000 0.231231698744 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 127938.24000000 0.021734331728 Long EC CORP HK N 1 N N N MSC 2021-L6 A2 V/R 05/15/31 N/A MORGAN STANLEY CAPITAL I TRUST 2021-L6 SER 2021-L6 CL A2 V/R REGD 2.12600000 61692CAX6 184000.00000000 NS USD 179596.49000000 0.030510109337 Long ABS-CBDO CORP US N 2 2054-06-15 Variable 2.12600000 N N N N N N EVEREST CONSOLIDATOR ACQUISI N/A EVEREST CONSOLIDATOR ACQUISI 0.00000000 29978K201 11349.00000000 NS USD 112468.59000000 0.019106325396 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 115205.01000000 0.019571192350 Long DBT CORP IE Y 2 2022-05-01 Fixed 3.62500000 N N N N N N HAMBRO PERKS WT EX 06/30/24 N/A HAMBRO PERKS ACQUISITION____COMPANY LIMITED WARRANTS EXP 06/30/24 /GBP/ 0.00000000 G48105111 131256.00000000 NS 52831.85000000 0.008975150460 N/A DE CORP GG N 1 HAMBRO PERKS ACQUISITION____COMPANY LIMITED N/A Call Purchased HAMBRO PERKS ACQUISITION____COMPANY LIMITED HAMBRO PERKS ACQUISITION____COMPANY LIMITED 131256.00000000 GBP 0.00000000 GBP 2024-06-30 XXXX 52831.85000000 N N N FRESH MARKET IN 9.75% 05/01/23 N/A FRESH MARKET INC REGD 144A P/P 9.75000000 35804HAA4 14977000.00000000 NS USD 15126770.00000000 2.569757385717 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 1.27098600 12515DAS3 1637570.11000000 NS USD 74519.43000000 0.012659467660 Long ABS-CBDO CORP US N 2 2050-05-10 Variable 1.27098600 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 20620000.00000000 NS 2223618.46000000 0.377751493584 Long DBT CORP SE N 2 2024-05-21 Variable 7.25000000 N N N N N N US TREAS NTS 0.5% 11/30/23 N/A UNITED STATES TREASURY NOTE 0.50000000 91282CDM0 3720000.00000000 NS USD 3660567.20000000 0.621862406721 Long DBT UST US N 2 2023-11-30 Fixed 0.50000000 N N N N N N T/L QUARTERNORTH 0% 8/27/2026 N/A T/L QUARTERNORTH ENERGY HOLDING INC REGD 0.00000000 74771KAB3 8190229.98000000 NS USD 8217503.45000000 1.396001273424 Long LON CORP US N 2 2026-08-27 Variable 9.00000000 N N N N N N DIEBOLD NIXDORF 8.5% 04/15/24 549300XZK6EWDBAZSY16 DIEBOLD NIXDORF INC REGD SER WI 8.50000000 253651AC7 5893000.00000000 NS USD 5804605.00000000 0.986094623632 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 1.56281000 03880WAC2 177000.00000000 NS USD 176276.74000000 0.029946145445 Long ABS-CBDO CORP KY Y 2 2035-02-15 Variable 1.56281000 N N N 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 1.37800000 05683VAS3 500000.00000000 NS USD 497075.50000000 0.084443898954 Long ABS-CBDO CORP KY Y 2 2034-04-19 Variable 1.37800000 N N N 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 140926.50000000 0.023940795967 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 199702.00000000 0.033925662216 Long DBT CORP CO N 2 2025-04-21 Fixed 4.87500000 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 202300.00000000 0.034367014182 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 206534.00000000 0.035086292176 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 129260.66000000 0.021958986334 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 0.90234500 12532CBF1 287000.00000000 NS USD 12303.63000000 0.002090158312 Long ABS-CBDO CORP US N 2 2050-06-15 Variable 0.90234500 N N N N N N COLUMBIA CARE IN 9.5% 02/03/26 54930058IQZHXZUH2W23 COLUMBIA CARE INC REGD P/P 9.50000000 197309AP2 10225000.00000000 NS USD 10297064.47000000 1.749280082462 Long DBT CORP CA N 2 2026-02-03 Fixed 9.50000000 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 1.65277500 90269GAG6 9980.43000000 NS USD 1.38000000 0.000000234436 Long ABS-CBDO CORP US Y 2 2045-05-10 Variable 1.65277500 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 134531.50000000 0.022854404194 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 134374.70000000 0.022827766785 Long DBT CORP US N 2 2023-05-04 Fixed 4.75000000 N N N N N N PAID 2021-5 A 1.53% 08/15/29 N/A PAGAYA AI DEBT SELECTION TRUST 2021-5 SER 2021-5 CL A REGD 144A P/P 1.53000000 69547EAA2 492647.96000000 NS USD 488645.44000000 0.083011788269 Long ABS-CBDO CORP US Y 2 2029-08-15 Fixed 1.53000000 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 1742593.59000000 0.296034298677 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 187396.00000000 0.031835101284 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 488750.00000000 NS USD 505284.41000000 0.085838440360 Long ABS-CBDO CORP US Y 2 2049-07-30 Fixed 6.44800000 N N N N N N REVELSTONE CAPITAL ACQUISITI N/A REVELSTONE CAPITAL ACQUISITI 0.00000000 76137R205 109333.00000000 NS USD 1067090.08000000 0.181278793444 Long EC CORP US N 1 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 411779.56000000 NS USD 402836.12000000 0.068434377901 Long ABS-CBDO CORP US Y 2 2060-09-25 Variable 1.99100000 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 1.46281000 12546JAC8 100000.00000000 NS USD 99488.66000000 0.016901276269 Long ABS-CBDO CORP KY Y 2 2038-02-15 Variable 1.46281000 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 190050.00000000 0.032285966611 Long DBT CORP ID N 2 2026-06-09 Fixed 1.50000000 N N N N N N PACIFIC GAS & E 1.75% 06/16/22 N/A PACIFIC GAS & ELECTRIC REGD 1.75000000 694308JE8 60000.00000000 NS USD 59944.42000000 0.010183444054 Long DBT CORP US N 2 2022-06-16 Fixed 1.75000000 N N N N N N HCA INC 5% 03/15/24 N/A HCA INC REGD 5.00000000 404119BN8 125000.00000000 NS USD 131347.67000000 0.022313530587 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 96491.13000000 0.016392051573 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 COMMERCIAL REAL ESTATE NOTES 20 SER 2021-FL2 CL A V/R REGD 144A P/P 1.29114000 03881EAA5 225000.00000000 NS USD 223900.20000000 0.038036487142 Long ABS-CBDO CORP KY Y 2 2036-05-15 Variable 1.29114000 N N N N N N ANTHEM INC 3.3% 01/15/23 8MYN82XMYQH89CTMTH67 ANTHEM INC REGD 3.30000000 94973VBA4 35000.00000000 NS USD 35533.16000000 0.006036424190 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 0.73968000 06051GJU4 50000.00000000 NS USD 50113.50000000 0.008513353263 Long DBT CORP US N 2 2025-04-22 Variable 0.73968000 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 85367.16000000 NS USD 84842.69000000 0.014413197877 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 5630666.36000000 0.956545677968 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 128206.02000000 0.021779822578 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 133574.39000000 0.022691808974 Long DBT CORP US N 2 2023-05-01 Fixed 4.50800000 N N N N N N CITIGROUP INC V/R 11/03/25 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC REGD V/R 1.28100000 172967ND9 40000.00000000 NS USD 38731.57000000 0.006579774668 Long DBT CORP US N 2 2025-11-03 Variable 1.28100000 N N N N N N US TREAS NTS 0.125% 04/30/23 N/A UNITED STATES TREASURY NOTE 0.12500000 91282CBX8 2790000.00000000 NS USD 2755342.95000000 0.468081612660 Long DBT UST US N 2 2023-04-30 Fixed 0.12500000 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 202408.00000000 0.034385361377 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 7098000.00000000 NS USD 6753747.00000000 1.147336228059 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 636411.60000000 0.108114515488 Long EC CORP US N 1 N N N T/L ACCESS CIG LLC 0% 02/27/25 N/A T/L ACCESS CIG LLC REGD 0.00000000 N/A 6855911.03000000 NS USD 6775559.75000000 1.151041809317 Long LON CORP US N 2 2025-02-27 Variable 3.95857000 N N N 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 0.86087700 46642CBL3 1870408.18000000 NS USD 22440.60000000 0.003812241317 Long ABS-CBDO CORP US N 2 2047-07-15 Variable 0.86087700 N N N N N N GOAL ACQUISITIONS CORP N/A GOAL ACQUISITIONS CORP 0.00000000 38021H107 13500.00000000 NS USD 131625.00000000 0.022360643805 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 132460.62000000 0.022502600129 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 513283.50000000 0.087197337243 Long EC CORP US N 1 N N N CENGAGE LEARNING 9.5% 06/15/24 N/A CENGAGE LEARNING INC REGD 144A P/P 9.50000000 15137NAA1 8769000.00000000 NS USD 8783994.99000000 1.492237668825 Long DBT CORP US Y 2 2024-06-15 Fixed 9.50000000 N N N N N N DISH DBS CORP 5.875% 07/15/22 N/A DISH DBS CORP REGD 5.87500000 25470XAJ4 2432000.00000000 NS USD 2453280.00000000 0.416766725430 Long DBT CORP US N 2 2022-07-15 Fixed 5.87500000 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 59321.18000000 0.010077567149 Long DBT CORP US N 2 2023-03-09 Fixed 0.62500000 N N N N N N LCCM 2021-FL3 A V/R 11/15/38 N/A LCCM 2021-FL3 TRUST SER 2021-FL3 CL A V/R REGD 144A P/P 1.64114000 50190FAA9 210000.00000000 NS USD 209209.77000000 0.035540855821 Long ABS-CBDO CORP US Y 2 2038-11-15 Variable 1.64114000 N N N N N N GOLDMAN SACHS GR 3.5% 04/01/25 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC REGD 3.50000000 38141GXJ8 140000.00000000 NS USD 143904.77000000 0.024446748747 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N 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 0.65524200 61691EBB0 3574829.71000000 NS USD 95251.70000000 0.016181495426 Long ABS-CBDO CORP US N 2 2049-12-15 Variable 0.65524200 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 569054.55000000 0.096671803216 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 177980.84000000 0.030235640398 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 19786.00000000 NS USD 196277.12000000 0.033343838689 Long EC CORP US N 1 N N N SCIENTIFIC GAMES I 5% 10/15/25 N/A SCIENTIFIC GAMES INTERNA REGD 144A P/P 5.00000000 80874YAW0 3742000.00000000 NS USD 3779420.00000000 0.642053290869 Long DBT CORP US Y 2 2025-10-15 Fixed 5.00000000 N N N 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 4240873.15000000 0.720445613908 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 184664.62000000 NS USD 182817.40000000 0.031057282148 Long ABS-CBDO CORP US Y 2 2025-08-15 Fixed 1.07000000 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 110000.00000000 NS USD 110778.42000000 0.018819196892 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 1.37400000 42086PAC7 500000.00000000 NS USD 498398.10000000 0.084668584139 Long ABS-CBDO CORP KY Y 2 2031-04-20 Variable 1.37400000 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 234514.62000000 0.039839680037 Long EC CORP HK N 1 N N N NEW PROVIDENCE ACQUISITION C N/A NEW PROVIDENCE ACQUISITION C 0.00000000 64823D201 61279.00000000 NS USD 612790.00000000 0.104101644197 Long EC CORP US N 1 N N GP BULLHOU WRT 03/11/27 /EUR/ N/A GP BULLHOUND ACQUISITION I SE WARRANT EXPIRES 03/11/27 /EUR/ 0.00000000 N/A 58191.00000000 NS 12397.42000000 0.002106091492 N/A DE CORP LU N 3 GP BULLHOUND ACQUISITION I SE N/A Call Purchased GP BULLHOUND ACQUISITION I SE GP BULLHOUND ACQUISITION I SE 58191.00000000 EUR 0.00000000 EUR 2027-03-11 XXXX 12397.42000000 N N N CARTESIAN GROWTH CORP-A N/A CARTESIAN GROWTH CORP-A 0.00000000 G19276107 67049.00000000 NS USD 661103.14000000 0.112309149721 Long EC CORP US N 1 N N MHP 2022-MHIL A V/R 01/15/24 N/A MHP 2022-MHIL SER 2022-MHIL CL A V/R REGD 144A P/P 0.91379000 55293DAA9 209000.00000000 NS USD 204813.14000000 0.034793950010 Long ABS-CBDO CORP US Y 2 2027-01-15 Variable 0.91379000 N N N N N N GSMS 2021-IP A V/R 10/15/23 N/A GS MORTGAGE SECURITIES CORPORTATION TRU SER 2021-IP CL A V/R REGD 144A P/P 1.14100000 36262MAA6 208000.00000000 NS USD 205778.60000000 0.034957963740 Long ABS-CBDO CORP US Y 2 2036-10-15 Variable 1.14100000 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 1.68814000 85816LAA6 1000000.00000000 NS USD 997190.20000000 0.169404101563 Long ABS-CBDO CORP KY Y 2 2031-08-18 Variable 1.68814000 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 130496.41000000 0.022168917317 Long DBT CORP US N 2 2024-04-01 Fixed 4.45000000 N N N N N N MGM RESORTS INT 7.75% 03/15/22 54930066VBP7DZEGGJ87 MGM RESORTS INTL REGD 7.75000000 552953BX8 13003000.00000000 NS USD 13030306.30000000 2.213607125155 Long DBT CORP US N 2 2022-03-15 Fixed 7.75000000 N N N 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 0.64641400 94989MAH2 4771445.26000000 NS USD 89918.84000000 0.015275541520 Long ABS-CBDO CORP US N 2 2058-07-15 Variable 0.64641400 N N N N N N ENTERGY LOUISIA 0.95% 10/01/24 N/A ENTERGY LOUISIANA LLC REGD 0.95000000 29364WBK3 140000.00000000 NS USD 135884.88000000 0.023084318330 Long DBT CORP US N 2 2024-10-01 Fixed 0.95000000 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 195002.00000000 0.033127219474 Long DBT CORP PE N 2 2027-11-09 Fixed 5.87500000 N N N N N N FXI HOLDINGS I 7.875% 11/01/24 N/A FXI HOLDINGS INC REGD 144A P/P 7.87500000 36120RAA7 4385000.00000000 NS USD 4317471.00000000 0.733458166539 Long DBT CORP US Y 2 2024-11-01 Fixed 7.87500000 N N N N N N MHH HOLDING BV V/R 02/10/25 8945008FRZIYPW0VW366 MHH HOLDING BV REGD V/R 7.36629000 N4071MAA0 4723000.00000000 NS USD 4746615.00000000 0.806361764831 Long DBT CORP NL N 2 2025-02-10 Variable 7.36629000 N N N N N N UNITEDHEALTH GR 0.55% 05/15/24 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC REGD 0.55000000 91324PEB4 65000.00000000 NS USD 63309.15000000 0.010755049213 Long DBT CORP US N 2 2024-05-15 Fixed 0.55000000 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 905306.25000000 0.153794724337 Long DBT CORP US Y 2 2024-12-22 Variable 9.00000000 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 1.34714000 67102SAL8 250000.00000000 NS USD 249999.33000000 0.042470244784 Long ABS-CBDO CORP KY Y 2 2031-04-26 Variable 1.34714000 N N N N N N MF1 2021-FL7 A V/R 10/16/36 N/A MF1 2021-FL7 LTD SER 2021-FL7 CL A V/R REGD 144A P/P 1.20571000 55284AAA6 208000.00000000 NS USD 206299.39000000 0.035046436292 Long ABS-CBDO CORP KY Y 2 2036-10-16 Variable 1.20571000 N N N N N N ENERGY TRANSFER 4.5% 04/15/24 MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP REGD 4.50000000 29278NAH6 25000.00000000 NS USD 25992.39000000 0.004415624497 Long DBT CORP US N 2 2024-04-15 Fixed 4.50000000 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 474940.67000000 NS USD 464647.66000000 0.078935010979 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 1.19939300 46590JAY3 975300.38000000 NS USD 24040.76000000 0.004084078793 Long ABS-CBDO CORP US N 2 2048-11-15 Variable 1.19939300 N N N N N N ANA INTL/ANA HOLD 15% 08/15/25 N/A ANA INTL/ANA HOLD REGD P/P 15.00000000 03254TAA1 3041175.00000000 NS USD 3284469.00000000 0.557970305022 Long DBT CORP US Y 2 2025-08-15 Fixed 15.00000000 N N Y 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 768440.80000000 NS USD 751458.49000000 0.127658846187 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 439791.67000000 NS USD 422545.90000000 0.071782703599 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 1.25600000 3136BCC73 1184380.62000000 NS USD 1135907.59000000 0.192969610755 Long ABS-CBDO CORP US N 2 2030-11-25 Variable 1.25600000 N N N N N N LEVEL 3 FINANCI 5.25% 03/15/26 N/A LEVEL 3 FINANCING INC REGD SER WI 5.25000000 527298BM4 10407000.00000000 NS USD 10426461.09000000 1.771262165877 Long DBT CORP US N 2 2026-03-15 Fixed 5.25000000 N N N N N N SILVER SPIKE III ACQUISITI-A N/A SILVER SPIKE III ACQUISITI-A 0.00000000 828175109 299915.00000000 NS USD 2999150.00000000 0.509499904035 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 1.52443000 67515EAR7 982915.57000000 NS USD 982912.62000000 0.166978605793 Long ABS-CBDO CORP KY Y 2 2031-10-13 Variable 1.52443000 N N N N N N PERIDOT ACQUISITION CORP-A N/A PERIDOT ACQUISITION CORP-A 0.00000000 G7008B105 39200.00000000 NS USD 381024.00000000 0.064728903667 Long EC CORP US N 1 N N N RMG ACQUISITION CORP III -A N/A RMG ACQUISITION CORP III -A 0.00000000 G76088106 49915.00000000 NS USD 486671.25000000 0.082676410040 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 1132393.30000000 0.192372598129 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 1.01894900 36253PAE2 1730072.39000000 NS USD 80644.73000000 0.013700042410 Long ABS-CBDO CORP US N 2 2050-05-10 Variable 1.01894900 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 1.17571000 40441LAA4 200000.00000000 NS USD 198894.60000000 0.033788499946 Long ABS-CBDO CORP KY Y 2 2036-06-16 Variable 1.17571000 N N N N N N FNA 2022-M5 A1 V/R 01/01/34 N/A FANNIE MAE-ACES SER 2022-M5 CL A1 V/R 2.41880000 3136BLN63 64000.00000000 NS USD 64928.03000000 0.011030066870 Long ABS-CBDO CORP US N 2 2034-01-01 Variable 2.41880000 N N N N N N G-III APPAREL 7.875% 08/15/25 529900O5KABM3R3SFM87 G-III APPAREL GROUP LTD REGD 144A P/P 7.87500000 36237HAA9 4710000.00000000 NS USD 4963162.50000000 0.843149164751 Long DBT CORP US Y 2 2025-08-15 Fixed 7.87500000 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 311749.03000000 NS USD 312596.11000000 0.053104275560 Long ABS-CBDO CORP US Y 2 2027-04-26 Fixed 4.25000000 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 205320.00000000 0.034880056114 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 198908.00000000 0.033790776357 Long DBT USGA BR N 2 2025-06-06 Fixed 2.87500000 N N N N N N ENERGY TRANSFER 4.05% 03/15/25 MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP REGD 4.05000000 29273RBD0 15000.00000000 NS USD 15527.20000000 0.002637783008 Long DBT CORP US N 2 2025-03-15 Fixed 4.05000000 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 59079.73000000 0.010036549277 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 415676.52000000 0.070615723471 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 4350000.00000000 NS 4743584.70000000 0.805846973121 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 7600000.00000000 NS USD 7695000.00000000 1.307237637849 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 200002.00000000 0.033976626646 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 233795.25000000 0.039717472430 Long EC CORP US N 1 N N N N/A N/A SEK/USD FWD 20220315 000000010 USD N/A 1.00000000 NC N/A 133872.83000000 0.022742508390 N/A DFE N/A N 2 BROWN BROTHERS HARRIMAN AND CO 5493006KMX1VFTPYPW14 -54022000.00000000 SEK 5844948.96000000 USD 2022-03-15 133872.83000000 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 1.14700000 05492NAA1 200000.00000000 NS USD 198229.60000000 0.033675528792 Long ABS-CBDO CORP US Y 2 2034-11-15 Variable 1.14700000 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 1.40400000 01750FAJ5 1000000.00000000 NS USD 993842.00000000 0.168835304545 Long ABS-CBDO CORP KY Y 2 2032-07-20 Variable 1.40400000 N N N 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 128513.56000000 0.021832067915 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 US CLO 2021-7 LTD SER 2021-7A CL A1 V/R REGD 144A P/P 1.40129000 14316WAA7 1000000.00000000 NS USD 995027.00000000 0.169036614045 Long ABS-CBDO CORP KY Y 2 2035-10-15 Variable 1.40129000 N N N N N N BX 2018-EXCL A V/R 09/15/20 N/A BX TRUST 2018-EXCL SER 2018-EXCL CL A V/R REGD 144A P/P 1.27862700 12433WAA9 205971.42000000 NS USD 203389.59000000 0.034552115294 Long ABS-CBDO CORP US Y 2 2037-09-15 Variable 1.27862700 N N N N N N HYATT HOTELS COR 1.3% 10/01/23 T27JQIMTYSH41TCD5186 HYATT HOTELS CORP REGD 1.30000000 448579AL6 115000.00000000 NS USD 113174.11000000 0.019226180145 Long DBT CORP US N 2 2023-10-01 Fixed 1.30000000 N N N N N N HIRO METAV WRT 12/21/26 /GBP/ N/A HIRO METAVERSE ACQUISITIONS I SA WARRANT EXPIRES 12/21/26 /GBP/ 0.00000000 L48022104 72418.00000000 NS 29148.97000000 0.004951868835 N/A DE CORP LU N 1 HIRO METAVERSE ACQUISITIONS I SA N/A Call Purchased HIRO METAVERSE ACQUISITIONS I SA HIRO METAVERSE ACQUISITIONS I SA 72418.00000000 GBP 0.00000000 GBP 2026-12-21 XXXX 29148.97000000 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 1.39400000 92558FAA7 500000.00000000 NS USD 499293.20000000 0.084820645011 Long ABS-CBDO CORP KY N 2 2031-01-20 Variable 1.39400000 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 201163.72000000 0.034173981306 Long ABS-CBDO CORP US N 2 2049-08-10 Fixed 2.89000000 N N N N N N CF ACQUISITION CORP IV-CL A N/A CF ACQUISITION CORP IV-CL A 0.00000000 12520T102 41903.00000000 NS USD 411068.43000000 0.069832894532 Long EC CORP US N 1 N N N T/L MONEYGRAM INT 0% 07/14/26 N/A T/L MONEYGRAM INTERNATIONAL INC REGD 0.00000000 N/A 2313000.00000000 NS USD 2308374.00000000 0.392149886294 Long LON CORP US N 2 2026-07-14 Variable 0.00000000 N N N N N N CROWN PROPTECH ACQUISITION-A N/A CROWN PROPTECH ACQUISITION-A 0.00000000 G25741102 500.00000000 NS USD 4935.00000000 0.000838364878 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 104851.49000000 NS USD 103493.81000000 0.017581676896 Long ABS-CBDO CORP US Y 2 2069-09-16 Fixed 1.17000000 N N N N N N 2022-03-30 Brinker Capital Destinations Trust Donna Marley Donna Marley Chief Operating Officer