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