0001003715-26-001576.txt : 20260428
0001003715-26-001576.hdr.sgml : 20260428
20260428131743
ACCESSION NUMBER: 0001003715-26-001576
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20260228
FILED AS OF DATE: 20260428
DATE AS OF CHANGE: 20260428
PERIOD START: 20260228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Brinker Capital Destinations Trust
CENTRAL INDEX KEY: 0001688680
ORGANIZATION NAME:
EIN: 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: 26906053
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
C000176699
C000202459
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
2026-02-28
2026-02-28
N
288345835.38
14196457.52
274149377.86
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
22027805.10000000
CAD
EUR
GBP
NOK
PEN
SEK
SGD
USD
N
ABBVIE INC 2.95% 11/21/26
FR5LCKFTG8054YNNRU85
ABBVIE INC REGD SER WI 2.95000000
00287YBV0
890000.00000000
PA
USD
884347.55000000
0.322578718545
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
ACREC 2026-FL4 A V/R 02/18/30
N/A
ACREC 2026-FL4 LLC SER 2026-FL4 CL A V/R REGD 144A P/P 5.11406000
004970AA7
180000.00000000
PA
USD
180225.36000000
0.065739839136
Long
ABS-CBDO
CORP
KY
Y
2
2043-01-18
Variable
5.11406000
N
N
N
N
N
N
ACREC 2021-FL1 A V/R 09/16/26
N/A
ACREC 2021-FL1 LTD SER 2021-FL1 CL AS V/R REGD 144A P/P 5.28051000
00500RAC9
88987.63000000
PA
USD
88995.61000000
0.032462451928
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-16
Variable
5.28051000
N
N
N
N
N
N
AERCAP IRELAND 5.75% 06/06/28
N/A
AERCAP IRELAND CAP/GLOBA REGD 5.75000000
00774MBC8
258000.00000000
PA
USD
267188.58000000
0.097460947052
Long
DBT
CORP
IE
N
2
2028-06-06
Fixed
5.75000000
N
N
N
N
N
N
AFFRM 2025-X1 5.08% 04/15/30
N/A
AFFIRM ASSET SECURITIZATION TRUST 2025-X1 SER 2025-X1 CL A REGD 144A P/P 5.08000000
00834MAA1
56582.84000000
PA
USD
56655.96000000
0.020666091034
Long
ABS-CBDO
CORP
US
Y
2
2030-04-15
Fixed
5.08000000
N
N
N
N
N
N
AFFRM 2025-X2 4.45% 10/15/30
N/A
AFFIRM ASSET SECURITIZATION TRUST 2025-X2 SER 2025-X2 CL A REGD 144A P/P 4.45000000
00835DAA0
152633.79000000
PA
USD
152808.78000000
0.055739240115
Long
ABS-CBDO
CORP
US
Y
2
2030-10-15
Fixed
4.45000000
N
N
N
N
N
N
AGREE LP 2.9% 10/01/30
N/A
AGREE LP REGD 2.90000000
008513AA1
84000.00000000
PA
USD
79427.64000000
0.028972394765
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
AIRBNB INC ZCP 03/15/26
549300HMUDNO0RY56D37
AIRBNB INC REGD ZCP CONVERTIBLE 0.00000000
009066AB7
1750000.00000000
PA
USD
1741250.00000000
0.635146434980
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.00000000
N
N
N
N
N
AIRBNB INC-CLASS A
AIRBNB INC-CLASS A
USD
XXXX
N
N
N
ALTRIA GROUP INC 6.2% 11/01/28
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC REGD 6.20000000
02209SBQ5
28000.00000000
PA
USD
29546.19000000
0.010777405453
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.20000000
N
N
N
N
N
N
ALTRIA GROUP INC 4.5% 08/06/30
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC REGD 4.50000000
02209SBU6
47000.00000000
PA
USD
47819.05000000
0.017442698711
Long
DBT
CORP
US
N
2
2030-08-06
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN ELECTRI 5.2% 01/15/29
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER REGD 5.20000000
025537AY7
147000.00000000
PA
USD
152001.80000000
0.055444882343
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.20000000
N
N
N
N
N
N
AMERICAN EXPRESS V/R 04/25/29
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO REGD V/R 4.73100000
025816ED7
256000.00000000
PA
USD
260239.92000000
0.094926321566
Long
DBT
CORP
US
N
2
2029-04-25
Variable
4.73100000
N
N
N
N
N
N
AMERICAN NATIO 4.875% 01/23/31
N/A
AMERICAN NATIONAL GF REGD 144A P/P MTN 4.87500000
02771D2E3
92000.00000000
PA
USD
91958.28000000
0.033543129193
Long
DBT
CORP
US
Y
2
2031-01-23
Fixed
4.87500000
N
N
N
N
N
N
AMERICAN TOWER C 4.9% 03/15/30
5493006ORUSIL88JOE18
AMERICAN TOWER CORP REGD 4.90000000
03027XCN8
288000.00000000
PA
USD
295956.60000000
0.107954503603
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.90000000
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
130349.52000000
PA
USD
122291.12000000
0.044607476753
Long
ABS-CBDO
CORP
US
Y
2
2065-05-25
Variable
1.26100000
N
N
N
N
N
N
APPLOVIN CORP 5.125% 12/01/29
549300LLVXMUAOL3SQ07
APPLOVIN CORP REGD 5.12500000
03831WAB4
98000.00000000
PA
USD
100082.25000000
0.036506466212
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.12500000
N
N
N
N
N
N
ESSENTIAL UTIL 3.566% 05/01/29
549300ILTEOF3E3QY357
ESSENTIAL UTILITIES INC REGD 3.56600000
03836WAB9
4000.00000000
PA
USD
3939.27000000
0.001436906416
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.56600000
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
10950.85000000
PA
USD
10425.82000000
0.003802970512
Long
ABS-CBDO
CORP
US
Y
2
2046-07-17
Fixed
1.90000000
N
N
N
N
N
N
ARCLO 2021-FL4 A V/R 08/15/26
N/A
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2021-FL4 CL A V/R REGD 144A P/P 5.12413000
03880RAA7
111479.83000000
PA
USD
111490.70000000
0.040667865406
Long
ABS-CBDO
CORP
KY
Y
2
2036-11-15
Variable
5.12413000
N
N
N
N
N
N
ARCREN 2025-FL1 V/R 02/20/29
N/A
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2025-FL1 CL A V/R REGD 144A P/P 5.02124000
03881KAA1
210000.00000000
PA
USD
210018.54000000
0.076607337809
Long
ABS-CBDO
CORP
US
Y
2
2043-01-20
Variable
5.02124000
N
N
N
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
PA
USD
181446.60000000
0.066185304309
Long
ABS-CBDO
CORP
US
Y
2
2054-06-15
Fixed
2.02320000
N
N
N
N
N
N
ARDN 2025-ARCP A V/R 06/15/27
N/A
ARDN 2025-ARCP MORTGAGE TRUST SER 2025-ARCP CL A V/R REGD 144A P/P 5.40965000
039961AA5
120000.00000000
PA
USD
120288.22000000
0.043876889650
Long
ABS-CBDO
CORP
US
Y
2
2035-06-15
Variable
5.40965000
N
N
N
N
N
N
AREIT 2025-CRE11 V/R 07/25/43
N/A
AREIT 2025-CRE11 SER 2025-CRE11 CL A V/R REGD 144A P/P 5.20965000
04002DAA9
190000.00000000
PA
USD
190375.19000000
0.069442138255
Long
ABS-CBDO
CORP
US
Y
2
2043-07-25
Variable
5.20965000
N
N
N
N
N
N
ARROW ELECTRONI 5.15% 08/21/29
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC REGD 5.15000000
04273WAF8
128000.00000000
PA
USD
131323.93000000
0.047902326470
Long
DBT
CORP
US
N
2
2029-08-21
Fixed
5.15000000
N
N
N
N
N
N
ATHENE GLOBAL 4.721% 10/08/29
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING REGD 144A P/P 4.72100000
04685A4C2
107000.00000000
PA
USD
107056.84000000
0.039050550045
Long
DBT
CORP
US
Y
2
2029-10-08
Fixed
4.72100000
N
N
N
N
N
N
ATHENE GLOBAL 5.033% 07/17/30
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING REGD 144A P/P 5.03300000
04685A4R9
181000.00000000
PA
USD
182031.74000000
0.066398742693
Long
DBT
CORP
US
Y
2
2030-07-17
Fixed
5.03300000
N
N
N
N
N
N
ATLASSIAN CORPO 5.25% 05/15/29
549300V7ZY5P02D2MY38
ATLASSIAN CORPORATION REGD 5.25000000
049468AA9
76000.00000000
PA
USD
77341.95000000
0.028211608796
Long
DBT
CORP
AU
N
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
AVNT 2024-REV1 5.92% 04/15/27
N/A
AVANT LOANS FUNDING TRUST 2024-REV1 SER 2024-REV1 CL A REGD 144A P/P 5.92000000
05352UAA4
500000.00000000
PA
USD
501550.50000000
0.182947889181
Long
ABS-CBDO
CORP
US
Y
2
2033-10-15
Fixed
5.92000000
N
N
N
N
N
N
AVERY DENNISON 4.875% 12/06/28
549300PW7VPFCYKLIV37
AVERY DENNISON CORP REGD 4.87500000
053611AJ8
17000.00000000
PA
USD
17332.22000000
0.006322181044
Long
DBT
CORP
US
N
2
2028-12-06
Fixed
4.87500000
N
N
N
N
N
N
AVIATION CAPITA 6.25% 04/15/28
N/A
AVIATION CAPITAL GROUP REGD 144A P/P 6.25000000
05369AAN1
16000.00000000
PA
USD
16627.12000000
0.006064985494
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
6.25000000
N
N
N
N
N
N
AVIATION CAPITAL 4.8% 10/24/30
N/A
AVIATION CAPITAL GROUP REGD 144A P/P 4.80000000
05369AAT8
189000.00000000
PA
USD
190958.65000000
0.069654963834
Long
DBT
CORP
US
Y
2
2030-10-24
Fixed
4.80000000
N
N
N
N
N
N
AVOLON HOLDING 6.375% 05/04/28
N/A
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 6.37500000
05401AAS0
75000.00000000
PA
USD
78168.34000000
0.028513046650
Long
DBT
CORP
IE
Y
2
2028-05-04
Fixed
6.37500000
N
N
N
N
N
N
AVOLON HOLDING 5.375% 05/30/30
N/A
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.37500000
05401AAZ4
174000.00000000
PA
USD
179968.86000000
0.065646277005
Long
DBT
CORP
IE
Y
2
2030-05-30
Fixed
5.37500000
N
N
N
N
N
N
BANK5 2025-5YR19 V/R 12/15/58
N/A
BANK5 2025-5YR19 SER 2025-5YR19 CL XA V/R REGD 1.12749000
05494RBR2
4739749.93000000
PA
USD
232696.60000000
0.084879492274
Long
ABS-CBDO
CORP
US
N
2
2058-12-15
Variable
1.12749000
N
N
N
N
N
N
BAT CAPITAL CO 4.906% 04/02/30
N/A
BAT CAPITAL CORP REGD 4.90600000
05526DBN4
7000.00000000
PA
USD
7192.94000000
0.002623730192
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.90600000
N
N
N
N
N
N
BAT INTL FINAN 5.931% 02/02/29
N/A
BAT INTL FINANCE PLC REGD 5.93100000
05530QAQ3
75000.00000000
PA
USD
79007.63000000
0.028819189967
Long
DBT
CORP
GB
N
2
2029-02-02
Fixed
5.93100000
N
N
N
N
N
N
BFLD 2024-VICT A V/R 07/15/26
N/A
BFLD 2024-VICT MORTGAGE TRUST SER 2024-VICT CL A V/R REGD 144A P/P 5.54965000
05555VAA7
150000.00000000
PA
USD
150188.19000000
0.054783341538
Long
ABS-CBDO
CORP
US
Y
2
2041-07-15
Variable
5.54965000
N
N
N
N
N
N
BMO 2024-C9 A 5.477% 04/15/29
N/A
BMO 2024-C9 MORTGAGE TRUST SER 2024-C9 CL A1 REGD 5.47770000
05593MAA1
240773.38000000
PA
USD
244876.76000000
0.089322383990
Long
ABS-CBDO
CORP
US
N
2
2057-07-15
Fixed
5.47770000
N
N
N
N
N
N
BMO 2024-5C6 4.868% 08/15/29
N/A
BMO 2024-5C6 MORTGAGE TRUST SER 2024-5C6 CL A2 REGD 4.86880000
05593QAB0
241000.00000000
PA
USD
245890.49000000
0.089692156852
Long
ABS-CBDO
CORP
US
N
2
2057-09-15
Fixed
4.86880000
N
N
N
N
N
N
BX 2025-LUNR A V/R 06/15/27
N/A
BX TRUST 2025-LUNR SER 2025-LUNR CL A V/R REGD 144A P/P 5.15965000
05594CAA2
1546655.24000000
PA
USD
1548587.32000000
0.564869901251
Long
ABS-CBDO
CORP
US
Y
2
2040-06-15
Variable
5.15965000
N
N
N
N
N
N
BSPDF 2026-FL3 A V/R 02/18/31
N/A
BSPDF 2026-FL3 ISSUER LLC SER 2026-FL3 CL A V/R REGD 144A P/P 0.00000000
05594VAA0
150000.00000000
PA
USD
150000.00000000
0.054714696480
Long
ABS-CBDO
CORP
US
Y
2
2043-09-18
Variable
0.00000000
N
N
N
N
N
N
BSPRT 2022-FL8 A V/R 02/15/37
N/A
BSPRT 2022-FL8 ISSUER LTD SER 2022-FL8 CL A V/R REGD 144A P/P 5.15819000
055983AA8
9900.30000000
PA
USD
9873.77000000
0.003601602191
Long
ABS-CBDO
CORP
KY
Y
2
2037-02-15
Variable
5.15819000
N
N
N
N
N
N
BMO 2023-C5 A 5.739% 02/15/28
N/A
BMO 2023-C5 MORTGAGE TRUST SER 2023-C5 CL A1 REGD 5.73960000
055988AA7
106063.52000000
PA
USD
106960.28000000
0.039015328371
Long
ABS-CBDO
CORP
US
N
2
2056-06-15
Fixed
5.73960000
N
N
N
N
N
N
BXP 2017-GM A 3.379% 06/13/27
N/A
BXP TRUST 2017-GM SER 2017-GM CL A REGD 144A P/P 3.37900000
056083AA6
100000.00000000
PA
USD
98597.76000000
0.035964976747
Long
ABS-CBDO
CORP
US
Y
2
2039-06-13
Fixed
3.37900000
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 4.50448000
05609CAA5
62181.18000000
PA
USD
62161.75000000
0.022674408559
Long
ABS-CBDO
CORP
US
Y
2
2036-10-15
Variable
4.50448000
N
N
N
N
N
N
BX 2021-XL2 A V/R 10/15/23
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-XL2 SER 2021-XL2 CL A V/R REGD 144A P/P 4.46298000
05609KAA7
86935.28000000
PA
USD
86908.11000000
0.031701005735
Long
ABS-CBDO
CORP
US
Y
2
2038-10-15
Variable
4.46298000
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 4.77218000
05609KAC3
77000.00000000
PA
USD
76975.94000000
0.028078101289
Long
ABS-CBDO
CORP
US
Y
2
2038-10-15
Variable
4.77218000
N
N
N
N
N
N
BX 2021-PAC A V/R 10/15/23
N/A
BX 2021-LBA3 MORTGAGE TRUST SER 2021-PAC CL A V/R REGD 144A P/P 4.46358000
05609PAA6
160000.00000000
PA
USD
159700.00000000
0.058252913519
Long
ABS-CBDO
CORP
US
Y
2
2036-10-15
Variable
4.46358000
N
N
N
N
N
N
BX 2021-ACNT B V/R 11/15/26
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-ACNT SER 2021-ACNT CL B V/R REGD 144A P/P 5.02448000
05609QAC0
104587.45000000
PA
USD
104554.77000000
0.038137883374
Long
ABS-CBDO
CORP
US
Y
2
2038-11-15
Variable
5.02448000
N
N
N
N
N
N
BX 2022-LP2 A V/R 02/15/24
N/A
BX COMMERCIAL MORTGAGE TRUST 2022-LP2 SER 2022-LP2 CL A V/R REGD 144A P/P 4.67255000
05610HAA1
24243.47000000
PA
USD
24235.89000000
0.008840395768
Long
ABS-CBDO
CORP
US
Y
2
2039-02-15
Variable
4.67255000
N
N
N
N
N
N
BSPRT 2023-FL10 V/R 09/15/27
N/A
BSPRT 2023-FL10 ISSUER LTD SER 2023-FL10 CL A V/R REGD 144A P/P 5.91865000
05610VAA0
200464.57000000
PA
USD
200324.41000000
0.073071261938
Long
ABS-CBDO
CORP
US
Y
2
2035-09-15
Variable
5.91865000
N
N
N
N
N
N
BRSP 2024-FL2 A V/R 08/19/27
N/A
BRSP 2024-FL2 LTD SER 2024-FL2 CL A V/R REGD 144A P/P 5.61150000
05613BAA1
277000.00000000
PA
USD
277346.80000000
0.101166306546
Long
ABS-CBDO
CORP
KY
Y
2
2037-08-19
Variable
5.61150000
N
N
N
N
N
N
BXMT 2026-FL6 A V/R 11/19/30
N/A
BXMT 2026-FL6 LTD SER 2026-FL6 CL A V/R REGD 144A P/P 5.15000000
05620AAA4
240000.00000000
PA
USD
240149.76000000
0.087598141522
Long
ABS-CBDO
CORP
KY
Y
2
2043-08-19
Variable
5.15000000
N
N
N
N
N
N
BLP 2024-IND2 A V/R 03/15/26
N/A
BLP COMMERCIAL MORTGAGE TRUST 2024-IND2 SER 2024-IND2 CL A V/R REGD 144A P/P 5.00180000
05625AAA9
274129.87000000
PA
USD
274129.87000000
0.099992884222
Long
ABS-CBDO
CORP
US
Y
2
2041-03-15
Variable
5.00180000
N
N
N
N
N
N
BCC 2022-6A A1R V/R 01/22/38
N/A
BAIN CAPITAL CREDIT CLO 2022-6 LTD SER 2022-6A CL A1R V/R REGD 144A P/P 5.03920000
05685LAN4
500000.00000000
PA
USD
501621.65000000
0.182973842186
Long
ABS-CBDO
CORP
JE
Y
2
2038-01-22
Variable
5.03920000
N
N
N
N
N
N
BANCO DE CREDITO V/R 09/30/31
N/A
BANCO DE CREDITO DEL PER REGD V/R EMTN 3.25000000
05971V2D6
200000.00000000
PA
USD
197682.30000000
0.072107513627
Long
DBT
CORP
PE
N
2
2031-09-30
Variable
3.25000000
N
N
N
N
N
N
BANCO SANTANDER 4.55% 11/20/30
N/A
BANCO SANTANDER CHILE REGD 144A P/P MTN 4.55000000
05973N2A8
150000.00000000
PA
USD
151018.50000000
0.055086209269
Long
DBT
CORP
CL
Y
2
2030-11-20
Fixed
4.55000000
N
N
N
N
N
N
BANK 2017-BNK6 X V/R 07/15/60
N/A
BANK 2017-BNK6 SER 2017-BNK6 CL XA V/R REGD 0.75491400
060352AG6
1372666.40000000
PA
USD
9485.54000000
0.003459989613
Long
ABS-CBDO
CORP
US
N
2
2060-07-15
Variable
0.75491400
N
N
N
N
N
N
BANK OF AMERICA C V/R 04/23/27
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP REGD V/R MTN 3.55900000
06051GHT9
58000.00000000
PA
USD
57957.91000000
0.021140996362
Long
DBT
CORP
US
N
2
2027-04-23
Variable
3.55900000
N
N
N
N
N
N
BANK OF AMERICA C V/R 01/24/29
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP REGD V/R 4.97900000
06051GMK2
157000.00000000
PA
USD
159804.97000000
0.058291202864
Long
DBT
CORP
US
N
2
2029-01-24
Variable
4.97900000
N
N
N
N
N
N
BANK 2021-BN3 2.218% 12/15/30
N/A
BANK 2021-BNK33 SER 2021-BN33 CL ASB REGD 2.21800000
06541CBE5
220000.00000000
PA
USD
210725.92000000
0.076865365022
Long
ABS-CBDO
CORP
US
N
2
2064-05-15
Fixed
2.21800000
N
N
N
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 1.32279100
06541FBB4
1202273.19000000
PA
USD
12194.18000000
0.004448005716
Long
ABS-CBDO
CORP
US
N
2
2050-05-15
Variable
1.32279100
N
N
N
N
N
N
BANK5 2024-5Y 5.188% 05/15/29
N/A
BANK5 2024-5YR8 SER 2024-5YR8 CL A1 REGD 5.18800000
065923AS3
229639.06000000
PA
USD
233550.11000000
0.085190822544
Long
ABS-CBDO
CORP
US
N
2
2057-08-15
Fixed
5.18800000
N
N
N
N
N
N
BANK5 2024-5Y 5.702% 02/15/29
N/A
BANK5 2024-5YR5 SER 2024-5YR5 CL A3 REGD 5.70200000
065931AZ0
206943.97000000
PA
USD
215181.44000000
0.078490581185
Long
ABS-CBDO
CORP
US
N
2
2029-02-15
Fixed
5.70200000
N
N
N
N
N
N
BARC 2025-NQM3 A V/R 05/25/65
N/A
BARCLAYS MORTGAGE LOAN TRUST 2025-NQM3 SER 2025-NQM3 CL A3 V/R REGD 144A P/P 5.94500000
06745VAC2
652217.61000000
PA
USD
660432.62000000
0.240902468995
Long
ABS-CBDO
CORP
US
Y
2
2065-05-25
Variable
5.94500000
N
N
N
N
N
N
BBCMS 2025-5C 4.971% 12/15/29
N/A
BBCMS MORTGAGE TRUST 2025-5C33 SER 2025-5C33 CL A1 REGD 4.97100000
072924AA1
235553.76000000
PA
USD
239422.38000000
0.087332819016
Long
ABS-CBDO
CORP
US
N
2
2058-03-15
Fixed
4.97100000
N
N
N
N
N
N
BDS 2021-FL10 A V/R 12/16/36
N/A
BDS 2021-FL10 LTD SER 2021-FL10 CL A V/R REGD 144A P/P 5.13051000
07335YAA4
52154.08000000
PA
USD
52159.64000000
0.019025992474
Long
ABS-CBDO
CORP
KY
Y
2
2036-12-16
Variable
5.13051000
N
N
N
N
N
N
BBCMS 2024-C2 5.229% 11/15/28
N/A
BBCMS MORTGAGE TRUST 2024-C24 SER 2024-C24 CL A1 REGD 5.22900000
07336VAS0
161459.35000000
PA
USD
163042.10000000
0.059471993433
Long
ABS-CBDO
CORP
US
N
2
2057-02-15
Fixed
5.22900000
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 0.46093100
08161HAG5
9163160.41000000
PA
USD
96021.67000000
0.035025310197
Long
ABS-CBDO
CORP
US
N
2
2051-07-15
Variable
0.46093100
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 0.90959300
08161NAG2
3538692.54000000
PA
USD
96430.79000000
0.035174542708
Long
ABS-CBDO
CORP
US
N
2
2053-02-15
Variable
0.90959300
N
N
N
N
N
N
BMARK 2019-B1 2.914% 12/15/24
N/A
BENCHMARK 2019-B14 MORTGAGE TRUST SER 2019-B14 CL A2 REGD 2.91470000
08162YAB8
147656.40000000
PA
USD
143547.98000000
0.052361227707
Long
ABS-CBDO
CORP
US
N
2
2062-12-15
Fixed
2.91470000
N
N
N
N
N
N
BMARK 2024-V5 5.805% 01/10/29
N/A
BENCHMARK 2024-V5 MORTGAGE TRUST SER 2024-V5 CL A3 REGD 5.80530000
08163XAY9
235000.00000000
PA
USD
245104.48000000
0.089405448195
Long
ABS-CBDO
CORP
US
N
2
2057-01-10
Fixed
5.80530000
N
N
N
N
N
N
BMARK 2025-V19 X V/R 12/15/30
N/A
BENCHMARK 2025-V19 MORTGAGE TRUST SER 2025-V19 CL XA V/R REGD 1.10483100
08164DAP1
4900000.00000000
PA
USD
232760.29000000
0.084902724134
Long
ABS-CBDO
CORP
US
N
2
2058-01-15
Variable
1.10483100
N
N
N
N
N
N
BMARK 2026-B4 4.216% 05/15/29
N/A
BENCHMARK 2026-B42 MORTGAGE TRUST SER 2026-B42 CL A1 REGD 4.21617000
08164FAA9
325000.00000000
PA
USD
325279.96000000
0.118650628551
Long
ABS-CBDO
CORP
US
N
2
2059-03-15
Fixed
4.21617000
N
N
N
N
N
N
BMARK 2025-V1 4.653% 12/15/29
N/A
BENCHMARK 2025-V16 MORTGAGE TRUST SER 2025-V16 CL A1 REGD 4.65300000
08164RAA3
280128.00000000
PA
USD
282235.74000000
0.102949619000
Long
ABS-CBDO
CORP
US
N
2
2058-08-15
Fixed
4.65300000
N
N
N
N
N
N
BSP 2025-46A A V/R 01/25/39
N/A
BENEFIT STREET PARTNERS CLO 46 LTD SER 2025-46A CL A V/R REGD 144A P/P 4.88082000
08186HAA9
500000.00000000
PA
USD
500185.00000000
0.182449803061
Long
ABS-CBDO
CORP
KY
Y
2
2039-01-25
Variable
4.88082000
N
N
N
N
N
N
BMARK 2024-V8 5.514% 04/15/29
N/A
BENCHMARK 2024-V8 MORTGAGE TRUST SER 2024-V8 CL A1 REGD 5.51400000
08190AAA8
227103.76000000
PA
USD
231423.84000000
0.084415234426
Long
ABS-CBDO
CORP
US
N
2
2057-07-15
Fixed
5.51400000
N
N
N
N
N
N
BIOGEN INC 5.05% 01/15/31
W8J5WZB5IY3K0NDQT671
BIOGEN INC REGD 5.05000000
09062XAN3
159000.00000000
PA
USD
165026.26000000
0.060195744848
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.05000000
N
N
N
N
N
N
BLACK HILLS COR 4.55% 01/31/31
3MGELCRSTNSAMJ962671
BLACK HILLS CORP REGD 4.55000000
092113AY5
156000.00000000
PA
USD
157560.97000000
0.057472671005
Long
DBT
CORP
US
N
2
2031-01-31
Fixed
4.55000000
N
N
N
N
N
N
BMO 2024-5C4 6.017% 11/15/28
N/A
BMO 2024-5C4 MORTGAGE TRUST SER 2024-5C4 CL A1 REGD 6.01710000
09660SAS9
228646.54000000
PA
USD
234281.69000000
0.085457677062
Long
ABS-CBDO
CORP
US
N
2
2057-05-15
Fixed
6.01710000
N
N
N
N
N
N
BOARDWALK PIPEL 4.45% 07/15/27
N/A
BOARDWALK PIPELINES LP REGD 4.45000000
096630AF5
55000.00000000
PA
USD
55235.67000000
0.020148019459
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.45000000
N
N
N
N
N
N
BRAEMAR HOTELS & 4.5% 06/01/26
549300JDUUEBN868C776
BRAEMAR HOTELS & RESORTS REGD CONVERTIBLE 4.50000000
10482BAB7
1142000.00000000
PA
USD
1116876.00000000
0.407396875644
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.50000000
N
N
N
N
N
BRAEMAR HOTELS & RESORTS
BRAEMAR HOTELS & RESORTS
USD
XXXX
N
N
N
BRAVO 2023-NQM5 V/R 06/25/63
N/A
BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM5 SER 2023-NQM5 CL A1 V/R REGD 144A P/P 6.50500000
10569UAA3
332445.70000000
PA
USD
333626.51000000
0.121695154883
Long
ABS-CBDO
CORP
US
Y
2
2063-06-25
Variable
6.50500000
N
N
N
N
N
N
BRAVO 2022-RPL1 V/R 09/25/61
N/A
BRAVO RESIDENTIAL FUNDING TRUST 2022-RPL1 SER 2022-RPL1 CL A1 V/R REGD 144A P/P 2.75000000
10569XAA7
661262.32000000
PA
USD
616415.84000000
0.224846703943
Long
ABS-CBDO
CORP
US
Y
2
2061-09-25
Variable
2.75000000
N
N
N
N
N
N
BROADCOM INC 4.35% 02/15/30
549300WV6GIDOZJTV909
BROADCOM INC REGD 4.35000000
11135FCB5
67000.00000000
PA
USD
67831.74000000
0.024742620439
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.35000000
N
N
N
N
N
N
BROWN & BROWN IN 4.5% 03/15/29
549300PC8KTJ71XKFY89
BROWN & BROWN INC REGD 4.50000000
115236AB7
26000.00000000
PA
USD
26116.48000000
0.009526368508
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
BROWN & BROWN IN 4.7% 06/23/28
549300PC8KTJ71XKFY89
BROWN & BROWN INC REGD 4.70000000
115236AJ0
25000.00000000
PA
USD
25236.42000000
0.009205353737
Long
DBT
CORP
US
N
2
2028-06-23
Fixed
4.70000000
N
N
N
N
N
N
BRSP 2026-FL3 A V/R 01/19/31
N/A
BRSP 2026-FL3 LTD SER 2026-FL3 CL A V/R REGD 144A P/P 5.15000000
116686AA4
240000.00000000
PA
USD
240132.96000000
0.087592013476
Long
ABS-CBDO
CORP
US
Y
2
2043-08-19
Variable
5.15000000
N
N
N
N
N
N
BUNGE LTD FINANC 4.2% 09/17/29
N/A
BUNGE LTD FINANCE CORP REGD 4.20000000
120568BE9
79000.00000000
PA
USD
79511.78000000
0.029003086062
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
4.20000000
N
N
N
N
N
N
BX 2022-LBA6 A V/R 01/15/27
N/A
BX TRUST 2022-LBA6 SER 2022-LBA6 CL A V/R REGD 144A P/P 4.65965000
12433EAA9
160000.00000000
PA
USD
160087.39000000
0.058394219694
Long
ABS-CBDO
CORP
US
Y
2
2039-01-15
Variable
4.65965000
N
N
N
N
N
N
BX 2025-BCAT A V/R 08/15/27
N/A
BX COMMERCIAL MORTGAGE TRUST 2025-BCAT SER 2025-BCAT CL A V/R REGD 144A P/P 5.03965000
12433HAA2
114994.18000000
PA
USD
115030.12000000
0.041958920679
Long
ABS-CBDO
CORP
US
Y
2
2042-08-15
Variable
5.03965000
N
N
N
N
N
N
BX 2026-CSMO A V/R 02/15/28
N/A
BX COMMERCIAL MORTGAGE TRUST 2026-CSMO SER 2026-CSMO CL A V/R REGD 144A P/P 5.06724000
12433LAA3
120000.00000000
PA
USD
120000.00000000
0.043771757184
Long
ABS-CBDO
CORP
US
Y
2
2042-02-15
Variable
5.06724000
N
N
N
N
N
N
BX 2026-XL6 A V/R 03/15/28
N/A
BX COMMERCIAL MORTGAGE TRUST 2026-XL6 SER 2026-XL6 CL A V/R REGD 144A P/P 0.00000000
12433NAA9
130000.00000000
PA
USD
130081.74000000
0.047449219478
Long
ABS-CBDO
CORP
US
Y
2
2043-03-15
Variable
0.00000000
N
N
N
N
N
N
BX 2021-SDMF B V/R 09/15/23
N/A
BX TRUST 2021-SDMF SER 2021-SDMF CL B V/R REGD 144A P/P 4.51248000
12434CAG9
111357.13000000
PA
USD
111287.53000000
0.040593756173
Long
ABS-CBDO
CORP
US
Y
2
2034-09-15
Variable
4.51248000
N
N
N
N
N
N
BX 2021-LGCY B V/R 10/15/23
N/A
BX TRUST 2021-LGCY SER 2021-LGCY CL B V/R REGD 144A P/P 4.62948000
12434DAG7
160000.00000000
PA
USD
159900.00000000
0.058325866448
Long
ABS-CBDO
CORP
US
Y
2
2036-10-15
Variable
4.62948000
N
N
N
N
N
N
BX 2021-RISE A V/R 11/15/23
N/A
BX TRUST 2021-RISE SER 2021-RISE CL A V/R REGD 144A P/P 4.52198000
12434EAA8
160612.53000000
PA
USD
160585.58000000
0.058575941792
Long
ABS-CBDO
CORP
US
Y
2
2036-11-15
Variable
4.52198000
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 1.20433300
12515DAS3
1209077.92000000
PA
USD
9691.97000000
0.003535287979
Long
ABS-CBDO
CORP
US
N
2
2050-05-10
Variable
1.20433300
N
N
N
N
N
N
CF 2019-CF1 A 3.623% 04/15/24
N/A
CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1 SER 2019-CF1 CL A2 REGD 3.62340000
12529MAB4
156580.99000000
PA
USD
154901.58000000
0.056502619560
Long
ABS-CBDO
CORP
US
N
2
2052-05-15
Fixed
3.62340000
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 0.86364700
12532CBF1
287000.00000000
PA
USD
2508.47000000
0.000915001164
Long
ABS-CBDO
CORP
US
N
2
2050-06-15
Variable
0.86364700
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 1.05020500
12595BAF8
549524.78000000
PA
USD
4455.55000000
0.001625227106
Long
ABS-CBDO
CORP
US
N
2
2050-06-15
Variable
1.05020500
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 0.83611700
12595JAN4
3343837.95000000
PA
USD
39128.59000000
0.014272726170
Long
ABS-CBDO
CORP
US
N
2
2050-11-15
Variable
0.83611700
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 0.54542300
12595XAV5
2915481.35000000
PA
USD
31759.80000000
0.011584852115
Long
ABS-CBDO
CORP
US
N
2
2051-08-15
Variable
0.54542300
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
494803.14000000
PA
USD
462478.34000000
0.168695746680
Long
ABS-CBDO
CORP
US
Y
2
2061-09-25
Variable
1.66540000
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
268020.83000000
PA
USD
258241.55000000
0.094197386846
Long
ABS-CBDO
CORP
BM
Y
2
2045-09-25
Fixed
2.22000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20260316 000000010 USD
N/A
1.00000000
NC
N/A
-109408.93000000
-0.03990850931
N/A
DFE
N/A
N
2
BROWN BROTHERS HARRIMAN AND CO
5493006KMX1VFTPYPW14
-8137500.00000000
EUR
9512478.96000000
USD
2026-03-16
-109408.93000000
N
N
N
N/A
N/A
SEK/USD FWD 20260316 000000010 USD
N/A
1.00000000
NC
N/A
-72939.88000000
-0.02660588930
N/A
DFE
N/A
N
2
BROWN BROTHERS HARRIMAN AND CO
5493006KMX1VFTPYPW14
-38715000.00000000
SEK
4218638.24000000
USD
2026-03-16
-72939.88000000
N
N
N
N/A
N/A
NOK/USD FWD 20260316 000000010 USD
N/A
1.00000000
NC
N/A
-7011.54000000
-0.00255756188
N/A
DFE
N/A
N
2
BROWN BROTHERS HARRIMAN AND CO
5493006KMX1VFTPYPW14
-4000000.00000000
NOK
413597.64000000
USD
2026-03-16
-7011.54000000
N
N
N
CANADIAN IMPERIAL V/R 09/08/28
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK REGD V/R 4.24300000
13607QFD9
247000.00000000
PA
USD
248112.32000000
0.090502601879
Long
DBT
CORP
CA
N
2
2028-09-08
Variable
4.24300000
N
N
N
N
N
N
CANADIAN PACIFIC 4.8% 03/30/30
N/A
CANADIAN PACIFIC RAILWAY REGD 4.80000000
13645RBJ2
185000.00000000
PA
USD
190436.87000000
0.069464636938
Long
DBT
CORP
CA
N
2
2030-03-30
Fixed
4.80000000
N
N
N
N
N
N
CANNABIST COMPANY HOLDIN /CAD/
9845007B45659F4F4F75
CANNABIST COMPANY HOLDINGS I /CAD/ 0.00000000
13765Y103
3224763.00000000
NS
94547.04000000
0.034487417311
Long
EC
CORP
US
N
1
N
N
N
CANNABIST CO HLDGS INC /CAD/
N/A
CANNABIST CO HLDGS INC /CAD/ 0.00000000
13765Y509
3224763.00000000
NS
0.00000000
0.000000
Long
EC
CORP
CA
N
2
N
N
N
CANNABIST CO HL 9.25% 12/31/28
9845007B45659F4F4F75
CANNABIST CO HLDGS INC REGD 9.25000000
13766HAA7
9071000.00000000
PA
USD
4694203.49000000
1.712279461161
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
9.25000000
N
N
N
N
N
N
CARDINAL HEALT 5.125% 02/15/29
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC REGD 5.12500000
14149YBN7
78000.00000000
PA
USD
80450.33000000
0.029345435918
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.12500000
N
N
N
N
N
N
CGMS 2019-4A A11 V/R 04/15/35
N/A
CARLYLE US CLO 2019-4 LTD SER 2019-4A CL A11R V/R REGD 144A P/P 4.99219000
14317VAQ3
1000000.00000000
PA
USD
1002223.00000000
0.365575515006
Long
ABS-CBDO
CORP
KY
Y
2
2035-04-15
Variable
4.99219000
N
N
N
N
N
N
CGMS 2023-3A A1R V/R 10/15/38
N/A
CARLYLE US CLO 2023-3 LTD SER 2023-3A CL A1R V/R REGD 144A P/P 4.90219000
14318FAL8
1000000.00000000
PA
USD
1000983.20000000
0.365123279802
Long
ABS-CBDO
CORP
KY
Y
2
2038-10-15
Variable
4.90219000
N
N
N
N
N
N
CARMX 2026-1 A 3.87% 12/15/27
N/A
CARMAX AUTO OWNER TRUST 2026-1 SER 2026-1 CL A2A REGD 3.87000000
14320XAB7
175000.00000000
PA
USD
175201.93000000
0.063907469485
Long
ABS-CBDO
CORP
US
N
2
2029-04-16
Fixed
3.87000000
N
N
N
N
N
N
CARVL 2024-1A A V/R 04/20/37
N/A
CARVAL CLO IX-C LTD SER 2024-1A CL A V/R REGD 144A P/P 5.34763000
14688HAA0
500000.00000000
PA
USD
501647.30000000
0.182983198399
Long
ABS-CBDO
CORP
JE
Y
2
2037-04-20
Variable
5.34763000
N
N
N
N
N
N
CRVNA 2024-P3 4.31% 05/10/29
N/A
CARVANA AUTO RECEIVABLES TRUST 2024-P3 SER 2024-P3 CL A4 REGD 4.31000000
146919AD7
300000.00000000
PA
USD
303259.98000000
0.110618518403
Long
ABS-CBDO
CORP
US
N
2
2030-09-10
Fixed
4.31000000
N
N
N
N
N
N
CENTERPOINT ENER 5.4% 06/01/29
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC REGD 5.40000000
15189TBG1
50000.00000000
PA
USD
52017.00000000
0.018973962445
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.40000000
N
N
N
N
N
N
DAYFORCE INC 0.25% 03/15/26
549300T64GVCHFJ8L449
DAYFORCE INC REGD CONVERTIBLE 0.25000000
15677JAD0
486000.00000000
PA
USD
485028.00000000
0.176921065364
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.25000000
N
N
N
N
N
DAYFORCE INC
DAYFORCE INC
USD
XXXX
N
N
N
CHARLES RIVER L 4.25% 05/01/28
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORI REGD 144A P/P 4.25000000
159864AE7
826000.00000000
PA
USD
815012.47000000
0.297287732827
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
CHENIERE ENERGY 4.5% 10/01/29
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS REGD 4.50000000
16411QAG6
133000.00000000
PA
USD
133790.58000000
0.048802073177
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
CGCMT 2017-P7 3.442% 01/14/27
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7 SER 2017-P7 CL A3 REGD 3.44200000
17325HBN3
231365.02000000
PA
USD
229870.47000000
0.083848619972
Long
ABS-CBDO
CORP
US
N
2
2050-04-14
Fixed
3.44200000
N
N
N
N
N
N
CITIGROUP INC V/R 09/19/30
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC REGD V/R 4.54200000
17327CAT0
201000.00000000
PA
USD
203371.78000000
0.074182834769
Long
DBT
CORP
US
N
2
2030-09-19
Variable
4.54200000
N
N
N
N
N
N
CITIGROUP INC V/R 03/04/29
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC REGD V/R 4.78600000
17327CAW3
95000.00000000
PA
USD
96427.95000000
0.035173506776
Long
DBT
CORP
US
N
2
2029-03-04
Variable
4.78600000
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
73836.57000000
PA
USD
68082.89000000
0.024834231079
Long
ABS-CBDO
CORP
US
Y
2
2065-05-25
Variable
0.85700000
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 4.95601000
20048KAA5
227000.00000000
PA
USD
209359.17000000
0.076366822946
Long
ABS-CBDO
CORP
US
Y
2
2033-09-15
Variable
4.95601000
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
98323.22000000
PA
USD
89397.96000000
0.032609214982
Long
ABS-CBDO
CORP
US
Y
2
2050-08-25
Fixed
1.98000000
N
N
N
N
N
N
COMPASS GROUP D 5.25% 04/15/29
N/A
COMPASS GROUP DIVERSIFIE REGD 144A P/P 5.25000000
20451RAB8
3307424.00000000
PA
USD
3095913.24000000
1.129279688382
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
CAS 2024-R01 1M1 V/R 01/25/44
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2024-R01 SER 2024-R01 CL 1M1 V/R REGD 144A P/P 4.71721000
20753UAA8
362527.08000000
PA
USD
362639.46000000
0.132278053238
Long
ABS-CBDO
CORP
US
Y
2
2044-01-25
Variable
4.71721000
N
N
N
N
N
N
CONSTELLATION EN 3.9% 01/08/28
N/A
CONSTELLATION EN GEN LLC REGD 3.90000000
210385AP5
136000.00000000
PA
USD
136057.18000000
0.049628848718
Long
DBT
CORP
US
N
2
2028-01-08
Fixed
3.90000000
N
N
N
N
N
N
CROSS 2024-H1 A1 V/R 12/25/68
N/A
CROSS 2024-H1 MORTGAGE TRUST SER 2024-H1 CL A1 V/R REGD 144A P/P 6.08500000
22757AAA4
438216.87000000
PA
USD
441634.52000000
0.161092658114
Long
ABS-CBDO
CORP
US
Y
2
2068-12-25
Variable
6.08500000
N
N
N
N
N
N
CROSS 2024-H5 A1 V/R 08/26/69
N/A
CROSS 2024-H5 MORTGAGE TRUST SER 2024-H5 CL A1 V/R REGD 144A P/P 5.85400000
22757HAA9
526693.86000000
PA
USD
532336.07000000
0.194177376638
Long
ABS-CBDO
CORP
US
Y
2
2069-08-26
Variable
5.85400000
N
N
N
N
N
N
CROWN CASTLE IN DISC 03/19/26
N/A
CROWN CASTLE INTL CORP________ DISCOUNT COMMERCIAL PAPER 0.00000000
22823QCK5
1003000.00000000
PA
USD
1000668.43000000
0.365008462835
Long
STIV
CORP
US
N
2
2026-03-19
Fixed
0.00000000
N
N
N
N
N
N
CUBESMART LP 4.375% 02/15/29
N/A
CUBESMART LP REGD 4.37500000
22966RAE6
312000.00000000
PA
USD
314388.18000000
0.114677692305
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.37500000
N
N
N
N
N
N
DBJPM 2020-C9 A 1.9% 08/15/25
N/A
DBJPM 20-C9 MORTGAGE TRUST SER 2020-C9 CL A2 REGD 1.90000000
233063AF3
15022.94000000
PA
USD
14994.11000000
0.005469321184
Long
ABS-CBDO
CORP
US
N
2
2053-08-15
Fixed
1.90000000
N
N
N
N
N
N
DCP MIDSTREAM 5.125% 05/15/29
N/A
DCP MIDSTREAM OPERATING REGD 5.12500000
23311VAH0
24000.00000000
PA
USD
24682.43000000
0.009003277772
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.12500000
N
N
N
N
N
N
DBJPM 2016-C3 2.89% 07/10/26
N/A
DBJPM 2016-C3 MORTGAGE TRUST SER 2016-C3 CL A5 REGD 2.89000000
23312VAF3
200000.00000000
PA
USD
198932.54000000
0.072563556974
Long
ABS-CBDO
CORP
US
N
2
2049-08-10
Fixed
2.89000000
N
N
N
N
N
N
DTE ENERGY CO 5.2% 04/01/30
549300IX8SD6XXD71I78
DTE ENERGY CO REGD 5.20000000
233331BN6
95000.00000000
PA
USD
98781.40000000
0.036031962126
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.20000000
N
N
N
N
N
N
DT MIDSTREAM I 4.125% 06/15/29
N/A
DT MIDSTREAM INC REGD 144A P/P 4.12500000
23345MAA5
28000.00000000
PA
USD
27803.20000000
0.010141624327
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
DARDEN RESTAURA 4.35% 10/15/27
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURANTS INC REGD 4.35000000
237194AP0
48000.00000000
PA
USD
48328.89000000
0.017628670317
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.35000000
N
N
N
N
N
N
COLO 2023-1A 5.116% 02/25/28
N/A
DATABANK ISSUER SER 2023-1A CL A2 REGD 144A P/P 5.11600000
23802WAL5
500000.00000000
PA
USD
499843.45000000
0.182325217697
Long
ABS-CBDO
CORP
US
Y
2
2053-02-25
Fixed
5.11600000
N
N
N
N
N
N
DAFC 2017-AMO A V/R 06/05/27
N/A
DEL AMO FASHION CENTER TRUST 2017-AMO SER 2017-AMO CL A V/R REGD 144A P/P 3.63618000
24500EAA2
170000.00000000
PA
USD
165800.75000000
0.060478251416
Long
ABS-CBDO
CORP
US
Y
2
2035-06-05
Variable
3.63618000
N
N
N
N
N
N
DELL INT LLC / E 4.5% 02/15/31
N/A
DELL INT LLC / EMC CORP REGD 4.50000000
24703DBS9
155000.00000000
PA
USD
155752.59000000
0.056813037919
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
DELTA AIR LINES 4.95% 07/10/28
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC REGD 4.95000000
247361A24
159000.00000000
PA
USD
161643.07000000
0.058961676755
Long
DBT
CORP
US
N
2
2028-07-10
Fixed
4.95000000
N
N
N
N
N
N
DEVON ENERGY CO 5.25% 10/15/27
54930042348RKR3ZPN35
DEVON ENERGY CORPORATION REGD SER WI 5.25000000
25179MBD4
27000.00000000
PA
USD
27000.50000000
0.009848827748
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
DOMINION ENERGY IN 5% 06/15/30
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC REGD 5.00000000
25746UDW6
92000.00000000
PA
USD
94846.59000000
0.034596682560
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.00000000
N
N
N
N
N
N
DPABS 2017-1A 4.118% 07/25/27
N/A
DOMINO'S PIZZA MASTER ISSUER LLC SER 2017-1A CL A23 REGD 144A P/P 4.11800000
25755TAH3
470000.00000000
PA
USD
468801.69000000
0.171002281186
Long
ABS-CBDO
CORP
US
Y
2
2047-07-25
Fixed
4.11800000
N
N
N
N
N
N
DROPBOX INC ZCP 03/01/26
549300JCDF7UAR6TJR51
DROPBOX INC REGD ZCP CONVERTIBLE 0.00000000
26210CAC8
1216000.00000000
PA
USD
1214784.00000000
0.443110252331
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.00000000
N
N
N
N
N
DROPBOX INC-CLASS A
DROPBOX INC-CLASS A
USD
XXXX
N
N
N
ELEMENT FLEET 5.037% 03/25/30
5493000PGBS1C22ELQ16
ELEMENT FLEET MANAGEMENT REGD 144A P/P 5.03700000
286181AP7
266000.00000000
PA
USD
272668.43000000
0.099459802582
Long
DBT
CORP
CA
Y
2
2030-03-25
Fixed
5.03700000
N
N
N
N
N
N
ELEMENT FLEET 4.641% 11/24/30
5493000PGBS1C22ELQ16
ELEMENT FLEET MANAGEMENT REGD 144A P/P 4.64100000
286181AR3
30000.00000000
PA
USD
30296.06000000
0.011050931516
Long
DBT
CORP
CA
Y
2
2030-11-24
Fixed
4.64100000
N
N
N
N
N
N
ENBRIDGE INC 6% 11/15/28
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC REGD 6.00000000
29250NBX2
44000.00000000
PA
USD
46352.41000000
0.016907720295
Long
DBT
CORP
CA
N
2
2028-11-15
Fixed
6.00000000
N
N
N
N
N
N
ENERGY TRANSFER 6.05% 12/01/26
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP REGD 6.05000000
29273VAR1
183000.00000000
PA
USD
185438.08000000
0.067641255087
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
6.05000000
N
N
N
N
N
N
EQUINIX EU 2 FIN 4.6% 11/15/30
N/A
EQUINIX EU 2 FINANCING C REGD 4.60000000
29390XAG9
159000.00000000
PA
USD
160893.77000000
0.058688358607
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.60000000
N
N
N
N
N
N
CGCMT 2016-P3 3.329% 02/15/26
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P3 SER 2016-P3 CL A4 REGD 3.32900000
29429CAD7
187194.09000000
PA
USD
186419.78000000
0.067999344538
Long
ABS-CBDO
CORP
US
N
2
2049-04-15
Fixed
3.32900000
N
N
N
N
N
N
CGCMT 2016-P4 2.902% 07/10/26
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P4 SER 2016-P4 CL A4 REGD 2.90200000
29429EAD3
200000.00000000
PA
USD
198966.12000000
0.072575805771
Long
ABS-CBDO
CORP
US
N
2
2049-07-10
Fixed
2.90200000
N
N
N
N
N
N
EQUIFAX INC 4.8% 09/15/29
5493004MCF8JDC86VS77
EQUIFAX INC REGD 4.80000000
294429AX3
112000.00000000
PA
USD
114018.61000000
0.041589957595
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.80000000
N
N
N
N
N
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 4.67928000
29478JAA8
166120.82000000
PA
USD
166120.82000000
0.060595001636
Long
ABS-CBDO
CORP
US
Y
2
2038-10-15
Variable
4.67928000
N
N
N
N
N
N
ESSENTIAL UTILIT 4.8% 08/15/27
549300ILTEOF3E3QY357
ESSENTIAL UTILITIES INC REGD 4.80000000
29670GAJ1
63000.00000000
PA
USD
63668.62000000
0.023224061457
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
ESSENTIAL PROPE 2.95% 07/15/31
N/A
ESSENTIAL PROPER REGD 2.95000000
29670VAA7
171000.00000000
PA
USD
157831.20000000
0.057571241354
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95000000
N
N
N
N
N
N
EURONET WORLDWIDE INC
YG3575C4DSHJPA5KET68
EURONET WORLDWIDE INC 0.00000000
298736109
393.00000000
NS
USD
27333.15000000
0.009970166707
Long
EC
CORP
US
N
1
N
N
N
EURONET WORLDW 0.625% 10/01/30
YG3575C4DSHJPA5KET68
EURONET WORLDWIDE INC REGD 144A P/P CONVERTIBLE 0.62500000
298736AM1
572000.00000000
PA
USD
508365.00000000
0.185433577842
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
0.62500000
N
N
N
N
N
EURONET WORLDWIDE INC
EURONET WORLDWIDE INC
USD
XXXX
N
N
N
EVERGY KANSAS CE 4.7% 03/13/28
N/A
EVERGY KANSAS CENTRAL REGD 4.70000000
30036FAE1
157000.00000000
PA
USD
159307.21000000
0.058109637615
Long
DBT
CORP
US
N
2
2028-03-13
Fixed
4.70000000
N
N
N
N
N
N
EXELON CORP 5.15% 03/15/29
3SOUA6IRML7435B56G12
EXELON CORP REGD 5.15000000
30161NBM2
98000.00000000
PA
USD
101300.63000000
0.036950888158
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.15000000
N
N
N
N
N
N
EXTRA SPACE STOR 5.5% 07/01/30
N/A
EXTRA SPACE STORAGE LP REGD 5.50000000
30225VAK3
313000.00000000
PA
USD
327462.61000000
0.119446782099
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.50000000
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 4.99413000
30319YAA6
118601.12000000
PA
USD
119064.78000000
0.043430621994
Long
ABS-CBDO
CORP
US
Y
2
2038-05-16
Variable
4.99413000
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 5.02413000
30323CAA8
159285.44000000
PA
USD
158974.02000000
0.057988101684
Long
ABS-CBDO
CORP
KY
Y
2
2036-11-16
Variable
5.02413000
N
N
N
N
N
N
FAIR ISAAC CORP 5.25% 05/15/26
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORP REGD 144A P/P 5.25000000
303250AE4
1115000.00000000
PA
USD
1115127.11000000
0.406758942407
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.25000000
N
N
N
N
N
N
FSRIA 2026-FL11 V/R 01/19/44
N/A
FS RIALTO 2026-FL11 ISSUER LLC SER 2026-FL11 CL A V/R REGD 144A P/P 5.10000000
30343TAA7
230000.00000000
PA
USD
230790.81000000
0.084184327464
Long
ABS-CBDO
CORP
KY
Y
2
2044-01-19
Variable
5.10000000
N
N
N
N
N
N
UMBS P#SD5219 6% 04/01/54
N/A
FREDDIE MAC POOL UMBS P#SD5219 6.00000000
3132DSYQ9
407634.32000000
PA
USD
423572.75000000
0.154504363025
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
6.00000000
N
N
N
N
N
N
UMBS P#SD8342 5.5% 07/01/53
N/A
FREDDIE MAC POOL UMBS P#SD8342 5.50000000
3132DWHT3
276996.47000000
PA
USD
282495.19000000
0.103044257187
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
5.50000000
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 1.25500000
3136BCC73
875026.49000000
PA
USD
826640.85000000
0.301529354709
Long
ABS-CBDO
CORP
US
N
2
2030-11-25
Variable
1.25500000
N
N
N
N
N
N
FNA 2021-M7 A1 V/R 03/25/31
N/A
FANNIE MAE-ACES SER 2021-M7 CL A1 V/R 1.70800000
3136BFQY2
122047.36000000
PA
USD
118213.43000000
0.043120079615
Long
ABS-CBDO
CORP
US
N
2
2031-03-25
Variable
1.70800000
N
N
N
N
N
N
FHR 4987 BF V/R 06/25/50
N/A
FREDDIE MAC REMICS SER 4987 CL BF V/R 4.18169000
3137FTQU4
997071.87000000
PA
USD
985695.98000000
0.359547042453
Long
ABS-CBDO
CORP
US
N
2
2050-06-25
Variable
4.18169000
N
N
N
N
N
N
FHR 5475 FG V/R 11/25/54
N/A
FREDDIE MAC REMICS SER 5475 CL FG V/R 4.81721000
3137HHDJ7
362689.77000000
PA
USD
365108.44000000
0.133178649847
Long
ABS-CBDO
CORP
US
N
2
2054-11-25
Variable
4.81721000
N
N
N
N
N
N
FHR 5512 FA V/R 03/25/55
N/A
FREDDIE MAC REMICS SER 5512 CL FA V/R 4.56721000
3137HK5H3
692714.31000000
PA
USD
692738.07000000
0.252686354938
Long
ABS-CBDO
CORP
US
N
2
2055-03-25
Variable
4.56721000
N
N
N
N
N
N
FHR 5524 AF V/R 04/25/55
N/A
FREDDIE MAC REMICS SER 5524 CL AF V/R 4.86721000
3137HKVA9
195137.70000000
PA
USD
196617.43000000
0.071719086701
Long
ABS-CBDO
CORP
US
N
2
2055-04-25
Variable
4.86721000
N
N
N
N
N
N
FHR 5596 FH V/R 11/25/55
N/A
FREDDIE MAC REMICS SER 5596 CL FH V/R 4.86721000
3137HNTT5
566123.43000000
PA
USD
569073.73000000
0.207577976080
Long
ABS-CBDO
CORP
US
N
2
2055-11-25
Variable
4.86721000
N
N
N
N
N
N
FHR 5638 AF V/R 03/25/56
N/A
FREDDIE MAC REMICS SER 5638 CL AF V/R 4.67924000
3137HQM24
331000.00000000
PA
USD
331641.71000000
0.120971170020
Long
ABS-CBDO
CORP
US
N
2
2056-03-25
Variable
4.67924000
N
N
N
N
N
N
UMBS P#CB9973 5.5% 02/01/55
N/A
FANNIE MAE POOL UMBS P#CB9973 5.50000000
3140QWCK6
401098.58000000
PA
USD
413162.83000000
0.150707192270
Long
ABS-MBS
USGSE
US
N
2
2055-02-01
Fixed
5.50000000
N
N
N
N
N
N
UMBS P#FA1444 5.5% 04/01/55
N/A
FANNIE MAE POOL UMBS P#FA1444 5.50000000
3140W1TA1
319665.35000000
PA
USD
325268.18000000
0.118646331623
Long
ABS-MBS
USGSE
US
N
2
2055-04-01
Fixed
5.50000000
N
N
N
N
N
N
UMBS P#FS6084 6% 10/01/53
N/A
FANNIE MAE POOL UMBS P#FS6084 6.00000000
3140XMXN1
267141.17000000
PA
USD
276620.67000000
0.100901439995
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
6.00000000
N
N
N
N
N
N
UMBS P#MA5112 5% 08/01/43
N/A
FANNIE MAE POOL UMBS P#MA5112 5.00000000
31418EVE7
367526.52000000
PA
USD
372801.22000000
0.135984703999
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#MA5806 5.5% 08/01/45
N/A
FANNIE MAE POOL UMBS P#MA5806 5.50000000
31418FNY9
379798.64000000
PA
USD
388181.34000000
0.141594827983
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
5.50000000
N
N
N
N
N
N
UMBS P#SL0105 5% 06/01/53
N/A
FREDDIE MAC POOL UMBS P#SL0105 5.00000000
31427MDK4
804602.78000000
PA
USD
812438.94000000
0.296349000075
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#SL0223 5.5% 02/01/55
N/A
FREDDIE MAC POOL UMBS P#SL0223 5.50000000
31427MG96
397350.43000000
PA
USD
408784.92000000
0.149110285491
Long
ABS-MBS
USGA
US
N
2
2055-02-01
Fixed
5.50000000
N
N
N
N
N
N
EFMT 2022-3 A1 V/R 08/25/67
N/A
ELLINGTON FINANCIAL MORTGAGE TRUST 2022-3 SER 2022-3 CL A1 V/R REGD 144A P/P 5.00000000
31573EAA9
904463.50000000
PA
USD
901708.23000000
0.328911280791
Long
ABS-CBDO
CORP
US
Y
2
2067-08-25
Variable
5.00000000
N
N
N
N
N
N
FIDELITY NATL INF 0% 03/02/26
N/A
FIDELITY NATL INFO SERV 144A__ COMMERCIAL PAPER_____ 0.00000000
31622GC21
2296000.00000000
PA
USD
2295275.38000000
0.837235305043
Long
STIV
CORP
US
N
2
2026-03-02
Fixed
0.00000000
N
N
N
N
N
N
FFML 2003-FF2 M1 V/R 07/25/33
N/A
FIRST FRANKLIN MORTGAGE LOAN TRUST 2003-FF2 SER 2003-FF2 CL M1 V/R REGD 5.58582000
32027NCX7
488045.48000000
PA
USD
484789.29000000
0.176833992396
Long
ABS-CBDO
CORP
US
N
2
2033-07-25
Variable
5.58582000
N
N
N
N
N
N
FIRSTENERGY TRA 4.55% 01/15/30
N/A
FIRSTENERGY TRANSMISSION REGD SER WI 4.55000000
33767BAG4
4000.00000000
PA
USD
4059.63000000
0.001480809488
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.55000000
N
N
N
N
N
N
FISERV INC 4.75% 03/15/30
GI7UBEJLXYLGR2C7GV83
FISERV INC REGD 4.75000000
337738BM9
252000.00000000
PA
USD
253971.31000000
0.092639754276
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.75000000
N
N
N
N
N
N
FLAT 2021-2A AR V/R 10/15/34
N/A
FLATIRON RR CLO 22 LLC SER 2021-2A CL AR V/R REGD 144A P/P 4.58219000
33883QAQ8
1421000.00000000
PA
USD
1421840.52000000
0.518637149972
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Variable
4.58219000
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
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
FPPC 2022-1A AR V/R 04/14/38
N/A
FRANKLIN PARK PLACE CLO I LLC SER 2022-1A CL AR V/R REGD 144A P/P 4.91693000
35455DAL1
500000.00000000
PA
USD
500712.55000000
0.182642234649
Long
ABS-CBDO
CORP
KY
Y
2
2038-04-14
Variable
4.91693000
N
N
N
N
N
N
FREEPORT-MCMOR 4.125% 03/01/28
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC REGD 4.12500000
35671DCE3
200000.00000000
PA
USD
200010.07000000
0.072956601820
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.12500000
N
N
N
N
N
N
GATX CORP 4.7% 04/01/29
549300IHYHCQP2PIR591
GATX CORP REGD 4.70000000
361448BE2
81000.00000000
PA
USD
82499.82000000
0.030093017406
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.70000000
N
N
N
N
N
N
GATX CORP 4% 06/30/30
549300IHYHCQP2PIR591
GATX CORP REGD 4.00000000
361448BF9
5000.00000000
PA
USD
4967.26000000
0.001811880821
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
4.00000000
N
N
N
N
N
N
GCI LLC 4.75% 10/15/28
N/A
GCI LLC REGD 144A P/P 4.75000000
36166TAB6
1701000.00000000
PA
USD
1671343.41000000
0.609646982621
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
4.75000000
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 0.49925000
36251XAT4
3250880.06000000
PA
USD
2996.01000000
0.001092838518
Long
ABS-CBDO
CORP
US
N
2
2049-11-10
Variable
0.49925000
N
N
N
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 0.99323000
36253PAE2
1632952.84000000
PA
USD
14371.45000000
0.005242196831
Long
ABS-CBDO
CORP
US
N
2
2050-05-10
Variable
0.99323000
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 0.92495800
36254KAP7
3092368.12000000
PA
USD
31970.14000000
0.011661576710
Long
ABS-CBDO
CORP
US
N
2
2050-11-10
Variable
0.92495800
N
N
N
N
N
N
GPMT 2021-FL4 A V/R 12/15/36
N/A
GPMT 2021-FL4 LTD SER 2021-FL4 CL A V/R REGD 144A P/P 5.13764000
36262TAA1
172141.66000000
PA
USD
171725.51000000
0.062639394384
Long
ABS-CBDO
CORP
KY
Y
2
2036-12-15
Variable
5.13764000
N
N
N
N
N
N
GPMT 2021-FL3 AS V/R 12/16/24
N/A
GPMT 2021-FL3 LTD SER 2021-FL3 CL AS V/R REGD 144A P/P 5.63051000
36264BAC4
108762.75000000
PA
USD
108493.30000000
0.039574519864
Long
ABS-CBDO
CORP
KY
Y
2
2035-07-16
Variable
5.63051000
N
N
N
N
N
N
GE HEALTHCARE TE 4.8% 08/14/29
549300OI9J7XOWZMUN85
GE HEALTHCARE TECH INC REGD 4.80000000
36266GAA5
208000.00000000
PA
USD
213302.04000000
0.077805042515
Long
DBT
CORP
US
N
2
2029-08-14
Fixed
4.80000000
N
N
N
N
N
N
GE HEALTHCARE T 4.15% 12/15/28
549300OI9J7XOWZMUN85
GE HEALTHCARE TECH INC REGD 4.15000000
36266GAD9
80000.00000000
PA
USD
80420.26000000
0.029334467445
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.15000000
N
N
N
N
N
N
GSMS 2023-SHIP A V/R 09/06/26
N/A
GS MORTGAGE SECURITIES CORP TRUST 2023-SHIP SER 2023-SHIP CL A V/R REGD 144A P/P 4.32233000
36270GAA9
250000.00000000
PA
USD
249686.35000000
0.091076752370
Long
ABS-CBDO
CORP
US
Y
2
2038-09-10
Variable
4.32233000
N
N
N
N
N
N
GENUINE PARTS DISC 03/10/26
N/A
GENUINE PARTS DISC 03/10/26 0.00000000
37255GCA4
2429000.00000000
PA
USD
2425981.24000000
0.884912181430
Long
STIV
CORP
US
N
2
2026-03-10
Fixed
0.00000000
N
N
N
N
N
N
GETTY IMAGES I 11.25% 02/21/30
N/A
GETTY IMAGES INC REGD 144A P/P 11.25000000
374276AM5
2169000.00000000
PA
USD
1919376.36000000
0.700120633131
Long
DBT
CORP
US
Y
2
2030-02-21
Fixed
11.25000000
N
N
N
N
N
N
GETTY IMAGES INC 14% 03/01/28
N/A
GETTY IMAGES INC REGD 144A P/P 14.00000000
374276AP8
721000.00000000
PA
USD
666023.75000000
0.242941915534
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
14.00000000
N
N
N
N
N
GLOBAL PAYMENTS 5.3% 08/15/29
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC REGD 5.30000000
37940XAN2
40000.00000000
PA
USD
41089.84000000
0.014988120826
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
GLOBAL PAYMENT 4.875% 11/15/30
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC REGD 4.87500000
37940XAW2
79000.00000000
PA
USD
78907.37000000
0.028782618664
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.87500000
N
N
N
N
N
N
GSAR 2024-3A A 5.59% 10/15/29
N/A
GLS AUTO SELECT RECEIVABLES TRUST 2024-3 SER 2024-3A CL A2 REGD 144A P/P 5.59000000
37989EAC0
245849.78000000
PA
USD
248433.22000000
0.090619654853
Long
ABS-CBDO
CORP
US
Y
2
2029-10-15
Fixed
5.59000000
N
N
N
N
N
N
GO DADDY OPCO/F 5.25% 12/01/27
N/A
GO DADDY OPCO/FINCO REGD 144A P/P 5.25000000
38016LAA3
1841000.00000000
PA
USD
1831283.20000000
0.667987363055
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
GOLDMAN SACHS GRO V/R 10/21/29
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC REGD V/R 4.15300000
38141GD27
81000.00000000
PA
USD
81025.39000000
0.029555197473
Long
DBT
CORP
US
N
2
2029-10-21
Variable
4.15300000
N
N
N
N
N
N
GOLDMAN SACHS GRO V/R 01/21/32
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC REGD V/R 4.51600000
38145GAR1
39000.00000000
PA
USD
39240.82000000
0.014313663706
Long
DBT
CORP
US
N
2
2032-01-21
Variable
4.51600000
N
N
N
N
N
N
GOLDMAN SACHS BAN V/R 03/18/27
N/A
GOLDMAN SACHS BANK USA REGD V/R SER BKNT 4.46065000
38151LAE0
78000.00000000
PA
USD
78015.37000000
0.028457248602
Long
DBT
CORP
US
Y
2
2027-03-18
Variable
4.46065000
N
N
N
N
N
N
GNR 2025-211 FD V/R 12/20/55
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-211 CL FD V/R 4.76154000
38385KRD4
897346.56000000
PA
USD
902138.30000000
0.329068155121
Long
ABS-CBDO
CORP
US
N
2
2055-12-20
Variable
4.76154000
N
N
N
N
N
N
GWT 2024-WOLF A V/R 03/15/29
N/A
GREAT WOLF TRUST 2024-WOLF SER 2024-WOLF CL A V/R REGD 144A P/P 5.20165000
39152MAA3
150000.00000000
PA
USD
150046.88000000
0.054731796647
Long
ABS-CBDO
CORP
US
Y
2
2039-03-15
Variable
5.20165000
N
N
N
N
N
N
GSKY 2025-3A A 4.34% 12/27/60
N/A
GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3 SER 2025-3A CL A1 REGD 144A P/P 4.34000000
39571WAA4
173164.47000000
PA
USD
173493.93000000
0.063284451474
Long
ABS-CBDO
CORP
US
Y
2
2060-12-27
Fixed
4.34000000
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 5.10924000
39809AAA6
1962.44000000
PA
USD
1963.65000000
0.000716270091
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-20
Variable
5.10924000
N
N
N
N
N
N
GSTNE 2021-FL3 A V/R 07/15/39
N/A
GREYSTONE CRE NOTES 2021-FL3 LTD SER 2021-FL3 CL A V/R REGD 144A P/P 4.79854000
39809PAA3
39800.85000000
PA
USD
39779.71000000
0.014510231724
Long
ABS-CBDO
CORP
KY
Y
2
2039-07-15
Variable
4.79854000
N
N
N
N
N
N
GRUBHUB HOLDINGS 13% 07/31/30
N/A
GRUBHUB HOLDINGS INC REGD 144A P/P 13.00000000
40010PAC2
3565490.00000000
PA
USD
2384667.46000000
0.869842375209
Long
DBT
CORP
US
Y
2
2030-07-31
Fixed
13.00000000
N
N
Y
N
N
HCA INC 5.25% 06/15/26
N/A
HCA INC REGD 5.25000000
404119BT5
1550000.00000000
PA
USD
1551024.09000000
0.565758748791
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
HCA INC DISC 03/02/26
N/A
HCA INC DISCOUNT______________ COMMERCIAL PAPER 0.00000000
40412DC23
1391000.00000000
PA
USD
1390534.85000000
0.507217948424
Long
STIV
CORP
US
N
2
2026-03-02
Fixed
0.00000000
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 5.13845000
406371AA2
500000.00000000
PA
USD
501137.00000000
0.182797059001
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-30
Variable
5.13845000
N
N
N
N
N
N
HERTZ 2025-1A 4.91% 09/25/28
N/A
HERTZ VEHICLE FINANCING III LLC SER 2025-1A CL A REGD 144A P/P 4.91000000
42806MCT4
992000.00000000
PA
USD
1009983.87000000
0.368406405983
Long
ABS-CBDO
CORP
US
Y
2
2029-09-25
Fixed
4.91000000
N
N
N
N
N
N
HP ENTERPRISE C 4.55% 10/15/29
549300BX44RGX6ANDV88
HP ENTERPRISE CO REGD 4.55000000
42824CBT5
213000.00000000
PA
USD
215547.39000000
0.078624066807
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.55000000
N
N
N
N
N
N
HP ENTERPRISE C 4.05% 09/15/27
549300BX44RGX6ANDV88
HP ENTERPRISE CO REGD 4.05000000
42824CCB3
141000.00000000
PA
USD
141252.29000000
0.051523841163
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.05000000
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
72114.08000000
PA
USD
71049.63000000
0.025916392936
Long
ABS-CBDO
CORP
US
Y
2
2039-02-25
Fixed
2.74000000
N
N
N
N
N
N
AMRIZE FINANCE U 4.7% 04/07/28
N/A
AMRIZE FINANCE US LLC REGD SER WI 4.70000000
43475RAQ9
90000.00000000
PA
USD
91393.30000000
0.033337044465
Long
DBT
CORP
US
N
2
2028-04-07
Fixed
4.70000000
N
N
N
N
N
N
HOLOGIC INC 3.25% 02/15/29
549300DYP6F5ZJL0LB74
HOLOGIC INC REGD 144A P/P 3.25000000
436440AP6
1200000.00000000
PA
USD
1193774.40000000
0.435446693083
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
HYUNDAI CAPITAL 5.4% 06/24/31
N/A
HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.40000000
44891ADD6
150000.00000000
PA
USD
157219.46000000
0.057348100231
Long
DBT
CORP
US
Y
2
2031-06-24
Fixed
5.40000000
N
N
N
N
N
N
HYUNDAI CAPITAL 4.55% 09/26/29
N/A
HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.55000000
44891ADG9
114000.00000000
PA
USD
115623.74000000
0.042175452267
Long
DBT
CORP
US
Y
2
2029-09-26
Fixed
4.55000000
N
N
N
N
N
N
ICAHN ENTERPRIS 5.25% 05/15/27
N/A
ICAHN ENTERPRISES/FIN REGD SER WI 5.25000000
451102BZ9
2734000.00000000
PA
USD
2692853.85000000
0.982257873798
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
ILLUMINA INC 4.65% 09/09/26
SQ95QG8SR5Q56LSNF682
ILLUMINA INC REGD 4.65000000
452327AQ2
70000.00000000
PA
USD
70233.14000000
0.025618566253
Long
DBT
CORP
US
N
2
2026-09-09
Fixed
4.65000000
N
N
N
N
N
N
IMOLA MERGER CO 4.75% 05/15/29
N/A
IMOLA MERGER CORP REGD 144A P/P 4.75000000
45258LAA5
2845000.00000000
PA
USD
2796792.33000000
1.020170956371
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
IMPERIAL BRANDS 5.5% 02/01/30
N/A
IMPERIAL BRANDS FIN PLC REGD 144A P/P MTN 5.50000000
45262BAG8
301000.00000000
PA
USD
314416.62000000
0.114688066212
Long
DBT
CORP
GB
Y
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
INCREF 2025-FL1 V/R 10/19/42
N/A
INCREF 2025-FL1 LLC SER 2025-FL1 CL A V/R REGD 144A P/P 5.39441000
45339NAA4
250000.00000000
PA
USD
250729.93000000
0.091457413457
Long
ABS-CBDO
CORP
US
Y
2
2042-10-19
Variable
5.39441000
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
733822.00000000
NS
USD
35971954.44000000
13.12129712669
Long
EC
PF
US
N
1
N
N
N
ITRON INC ZCP 03/15/26
24F6LSZD18II6ICG6S41
ITRON INC REGD ZCP CONVERTIBLE 0.00000000
465741AN6
1530000.00000000
PA
USD
1516995.00000000
0.553346139918
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.00000000
N
N
N
N
N
ITRON INC
ITRON INC
USD
XXXX
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 1.09667700
46590JAY3
277558.45000000
PA
USD
23.31000000
0.000008502663
Long
ABS-CBDO
CORP
US
N
2
2048-11-15
Variable
1.09667700
N
N
N
N
N
N
JPMCC 2016-JP 2.821% 07/15/26
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 20 SER 2016-JP2 CL A4 REGD 2.82180000
46590MAR1
273411.33000000
PA
USD
272106.61000000
0.099254870510
Long
ABS-CBDO
CORP
US
N
2
2049-08-15
Fixed
2.82180000
N
N
N
N
N
N
JPMORGAN CHASE & V/R 04/22/28
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO REGD V/R SER . 4.60237500
46647PEF9
182000.00000000
PA
USD
182963.82000000
0.066738732521
Long
DBT
CORP
US
N
2
2028-04-22
Variable
4.60237500
N
N
N
N
N
N
JPMORGAN CHASE & V/R 01/24/29
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO REGD V/R 4.91500000
46647PEU6
127000.00000000
PA
USD
129319.04000000
0.047171013485
Long
DBT
CORP
US
N
2
2029-01-24
Variable
4.91500000
N
N
N
N
N
N
JACOBS SOLUTION 4.75% 03/03/31
254900E3KHXCC2C8K272
JACOBS SOLUTIONS INC REGD 4.75000000
46982LAA6
91000.00000000
PA
USD
91138.48000000
0.033244095139
Long
DBT
CORP
US
N
2
2031-03-03
Fixed
4.75000000
N
N
N
N
N
N
ZIFF DAVIS INC 1.75% 11/01/26
5493008OJYGLHD7MXA18
ZIFF DAVIS INC REGD CONVERTIBLE 1.75000000
48123VAE2
1027000.00000000
PA
USD
1001325.00000000
0.365247956357
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
1.75000000
N
N
N
N
N
ZIFF DAVIS INC
ZIFF DAVIS INC
USD
XXXX
N
N
KREF 2021-FL2 A V/R 02/15/39
N/A
KREF 2021-FL2 LTD SER 2021-FL2 CL A V/R REGD 144A P/P 4.84854000
48275RAA5
81723.67000000
PA
USD
81700.17000000
0.029801333359
Long
ABS-CBDO
CORP
KY
Y
2
2039-02-15
Variable
4.84854000
N
N
N
N
N
N
KREF 2021-FL2 B V/R 02/15/39
N/A
KREF 2021-FL2 LTD SER 2021-FL2 CL B V/R REGD 144A P/P 5.42854000
48275RAE7
220000.00000000
PA
USD
218097.09000000
0.079554107217
Long
ABS-CBDO
CORP
KY
Y
2
2039-02-15
Variable
5.42854000
N
N
N
N
N
N
KINDER MORGAN INC 5% 02/01/29
549300WR7IX8XE0TBO16
KINDER MORGAN INC REGD 5.00000000
494553AD2
76000.00000000
PA
USD
78293.14000000
0.028558569277
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.00000000
N
N
N
N
N
N
LEXT 2026-450 A V/R 03/15/28
N/A
LEX TRUST 2026-450 SER 2026-450 CL A V/R REGD 144A P/P 5.00000000
501970AA5
100000.00000000
PA
USD
99968.75000000
0.036465065425
Long
ABS-CBDO
CORP
US
Y
2
2043-03-15
Variable
5.00000000
N
N
N
N
N
N
LMNT 2025-FL3 A V/R 12/21/30
N/A
LMNT CRE 2025-FL3 LLC SER 2025-FL3 CL A V/R REGD 144A P/P 5.22702000
50208TAA9
250000.00000000
PA
USD
250778.85000000
0.091475257743
Long
ABS-CBDO
CORP
US
Y
2
2043-07-21
Variable
5.22702000
N
N
N
N
N
N
LPL HOLDINGS I 4.625% 11/15/27
N/A
LPL HOLDINGS INC REGD 144A P/P 4.62500000
50212YAC8
110000.00000000
PA
USD
109932.54000000
0.040099503729
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
4.62500000
N
N
N
N
N
N
LSB INDUSTRIES 6.25% 10/15/28
5493001H215A0HG0MI71
LSB INDUSTRIES REGD 144A P/P 7.29200000
502160AN4
1050000.00000000
PA
USD
1055495.70000000
0.385007512415
Long
DBT
CORP
US
Y
2
2028-10-15
Variable
7.29200000
N
N
N
N
N
N
LABORATORY CORP 4.35% 04/01/30
OZ7UA8IXAIFILY2VZH07
LABORATORY CORP OF AMER REGD 4.35000000
50540RAZ5
114000.00000000
PA
USD
114941.61000000
0.041926635361
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.35000000
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
43327.00000000
NS
USD
0.00000000
0.000000
N/A
DE
CORP
US
N
3
N/A
N/A
Call
Purchased
LEAFLY HLDGS
LEAFLY HLDGS
43327.00000000
USD
0.00000000
USD
2027-01-17
XXXX
0.00000000
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 5.65000000
52475WAA4
276388.47000000
PA
USD
276646.98000000
0.100911036953
Long
ABS-CBDO
CORP
US
Y
2
2060-11-25
Variable
5.65000000
N
N
N
N
N
N
LNCR 2025-CRE9 A V/R 08/18/42
N/A
LOANCORE 2025-CRE9 ISSUER LLC SER 2025-CRE9 CL A V/R REGD 144A P/P 5.11406000
538912AA4
230000.00000000
PA
USD
230269.45000000
0.083994153770
Long
ABS-CBDO
CORP
US
Y
2
2042-08-18
Variable
5.11406000
N
N
N
N
N
N
LNCR 2021-CRE6 A V/R 11/15/38
N/A
LOANCORE 2021-CRE6 ISSUER LTD SER 2021-CRE6 CL A V/R REGD 144A P/P 5.07413000
53948HAA4
53903.83000000
PA
USD
53859.38000000
0.019645997528
Long
ABS-CBDO
CORP
KY
Y
2
2038-11-15
Variable
5.07413000
N
N
N
N
N
N
LYRA 2025-1A 5.604% 09/20/30
9845007N9EAB0C048A12
LYRA MUSIC ASSETS DELAWARE LP SER 2025-1A CL A2 REGD 144A P/P 5.60400000
552339AD5
798352.76000000
PA
USD
809611.77000000
0.295317748418
Long
ABS-CBDO
CORP
US
Y
2
2065-09-20
Fixed
5.60400000
N
N
N
N
N
N
M&T BANK CORPORAT V/R 01/16/29
549300WYXDDBYRASEG81
M&T BANK CORPORATION REGD V/R MTN 4.83300000
55261FAU8
53000.00000000
PA
USD
53861.00000000
0.019646588447
Long
DBT
CORP
US
N
2
2029-01-16
Variable
4.83300000
N
N
N
N
N
N
MF1 2021-FL7 AS V/R 10/16/36
N/A
MF1 2021-FL7 LTD SER 2021-FL7 CL AS V/R REGD 144A P/P 5.23051000
55284AAC2
330000.00000000
PA
USD
329552.36000000
0.120209049012
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-16
Variable
5.23051000
N
N
N
N
N
N
MF1 2022-FL8 A V/R 02/19/37
N/A
MF1 2022-FL8 LTD SER 2022-FL8 CL A V/R REGD 144A P/P 5.01724000
55284JAA7
38139.90000000
PA
USD
38131.83000000
0.013909143364
Long
ABS-CBDO
CORP
KY
Y
2
2037-02-19
Variable
5.01724000
N
N
N
N
N
N
MFRA 2023-NQM3 A V/R 07/25/68
N/A
MFA 2023-NQM3 TRUST SER 2023-NQM3 CL A1 V/R REGD 144A P/P 6.61700000
55286MAA8
379566.30000000
PA
USD
381386.66000000
0.139116368958
Long
ABS-CBDO
CORP
US
Y
2
2068-07-25
Variable
6.61700000
N
N
N
N
N
N
MF1 2026-FL21 A V/R 02/18/41
N/A
MF1 2026-FL21 LLC SER 2026-FL21 CL A V/R REGD 144A P/P 5.01406000
55287NAA5
240000.00000000
PA
USD
240003.67000000
0.087544853055
Long
ABS-CBDO
CORP
US
Y
2
2041-02-18
Variable
5.01406000
N
N
N
N
N
N
MFRA 2025-NQM4 A V/R 09/25/29
N/A
MFA 2025-NQM4 TRUST SER 2025-NQM4 CL A3 V/R REGD 144A P/P 5.68500000
55287RAG3
1130600.49000000
PA
USD
1137717.96000000
0.414999285747
Long
ABS-CBDO
CORP
US
Y
2
2070-08-25
Variable
5.68500000
N
N
N
N
N
N
MPLX LP 4.8% 02/15/29
N/A
MPLX LP REGD 4.80000000
55336VAS9
158000.00000000
PA
USD
161055.98000000
0.058747527080
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.80000000
N
N
N
N
N
N
MDPK 2023-63A A1 V/R 07/21/38
N/A
MADISON PARK FUNDING LXIII LTD SER 2023-63A CL A1R V/R REGD 144A P/P 5.06969000
55817GAN1
1000000.00000000
PA
USD
1004457.10000000
0.366390435696
Long
ABS-CBDO
CORP
KY
Y
2
2038-07-21
Variable
5.06969000
N
N
N
N
N
N
MFIT 2025-AA A 4.98% 05/20/29
N/A
MARINER FINANCE ISSUANCE TRUST 2025-A SER 2025-AA CL A REGD 144A P/P 4.98000000
567920AA1
250000.00000000
PA
USD
254398.98000000
0.092795753171
Long
ABS-CBDO
CORP
US
Y
2
2038-05-20
Variable
4.98000000
N
N
N
N
N
N
MFT 2025-1A B 4.95% 07/16/35
N/A
MARLETTE FUNDING TRUST 2025-1 SER 2025-1A CL B REGD 144A P/P 4.95000000
570920AB4
200000.00000000
PA
USD
200918.82000000
0.073288081690
Long
ABS-CBDO
CORP
US
Y
2
2035-07-16
Fixed
4.95000000
N
N
N
N
N
N
MARS INC 4.8% 03/01/30
54930073HKEO6GZBSS03
MARS INC REGD 144A P/P 4.80000000
571676AY1
185000.00000000
PA
USD
190179.01000000
0.069370578727
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.80000000
N
N
N
N
N
N
MARRIOTT INTERNA 4.8% 03/15/30
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL REGD 4.80000000
571903BR3
106000.00000000
PA
USD
108851.99000000
0.039705357294
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.80000000
N
N
N
N
N
N
MARVELL TECHNOL 5.75% 02/15/29
254900WVU0BM7ZCJ9E93
MARVELL TECHNOLOGY INC REGD 5.75000000
573874AP9
63000.00000000
PA
USD
65834.85000000
0.024014225570
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.75000000
N
N
N
N
N
N
MARVELL TECHNOL 4.75% 07/15/30
254900WVU0BM7ZCJ9E93
MARVELL TECHNOLOGY INC REGD 4.75000000
573874AR5
81000.00000000
PA
USD
82578.62000000
0.030121760860
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.75000000
N
N
N
N
N
N
MASTEC INC 4.5% 08/15/28
549300TMDIT8WREDOF45
MASTEC INC REGD 144A P/P 4.50000000
576323AP4
165000.00000000
PA
USD
164930.50000000
0.060160814986
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
MF1 2024-FL15 A V/R 08/18/41
N/A
MF1 2024-FL15 SER 2024-FL15 CL A V/R REGD 144A P/P 5.35206000
58003MAA4
250000.00000000
PA
USD
250927.23000000
0.091529381521
Long
ABS-CBDO
CORP
US
Y
2
2041-08-18
Variable
5.35206000
N
N
N
N
N
N
LEAFLY HOLDINGS IN 8% 07/01/25
N/A
LEAFLY HOLDINGS INC REGD 144A CONVERTIBLE 8.00000000
58953MAA4
6897000.00000000
PA
USD
5862450.00000000
2.138414482557
Long
DBT
CORP
US
Y
3
2026-08-01
Fixed
8.00000000
N
N
N
N
N
LEAFLY HOLDINGS INC
LEAFLY HOLDINGS INC
USD
XXXX
N
N
N
MERITAGE HOMES 5.125% 06/06/27
52990044W9UMFJO2FB97
MERITAGE HOMES CORP REGD 5.12500000
59001ABA9
77000.00000000
PA
USD
77508.08000000
0.028272207146
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
5.12500000
N
N
N
N
N
N
MOLEX ELECTRONI 4.75% 04/30/28
N/A
MOLEX ELECTRONICS TECH REGD 144A P/P 4.75000000
60856BAE4
67000.00000000
PA
USD
67912.62000000
0.024772122603
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.75000000
N
N
N
N
N
N
MSC 2024-NSTB A V/R 07/24/32
N/A
MORGAN STANLEY CAPITAL I TRUST 2024-NSTB SER 2024-NSTB CL A V/R REGD 144A P/P 3.90000000
61690BAA0
145859.62000000
PA
USD
144007.13000000
0.052528709393
Long
ABS-CBDO
CORP
US
Y
2
2057-09-24
Variable
3.90000000
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 0.63872500
61691EBB0
3153512.55000000
PA
USD
4889.52000000
0.001783524018
Long
ABS-CBDO
CORP
US
N
2
2049-12-15
Variable
0.63872500
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 1.29496600
61691JAW4
759474.33000000
PA
USD
8709.27000000
0.003176833764
Long
ABS-CBDO
CORP
US
N
2
2050-06-15
Variable
1.29496600
N
N
N
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
121327.69000000
PA
USD
119195.10000000
0.043478158123
Long
ABS-CBDO
CORP
US
N
2
2054-06-15
Variable
2.12600000
N
N
N
N
N
N
MSC 2016-UB11 XA V/R 08/15/26
N/A
MORGAN STANLEY CAPITAL I TRUST 2016-UBS11 SER 2016-UB11 CL XA V/R REGD 1.39040000
61767FBB6
786093.54000000
PA
USD
1238.80000000
0.000451870440
Long
ABS-CBDO
CORP
US
N
2
2049-08-15
Variable
1.39040000
N
N
N
N
N
N
NGPL PIPECO LL 4.875% 08/15/27
N/A
NGPL PIPECO LLC REGD 144A P/P 4.87500000
62912XAF1
123000.00000000
PA
USD
123856.74000000
0.045178559574
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
4.87500000
N
N
N
N
N
N
NXP BV/NXP FDG/N 4.3% 08/19/28
N/A
NXP BV/NXP FDG/NXP USA REGD 4.30000000
62954HBF4
121000.00000000
PA
USD
121809.69000000
0.044431868111
Long
DBT
CORP
NL
N
2
2028-08-19
Fixed
4.30000000
N
N
N
N
N
N
NATIONAL FUEL GA 5.5% 03/15/30
8JB38FFW1Y3C1HM8E841
NATIONAL FUEL GAS CO REGD 5.50000000
636180BT7
78000.00000000
PA
USD
81170.79000000
0.029608234253
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.50000000
N
N
N
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
34438.30000000
PA
USD
32615.37000000
0.011896933801
Long
ABS-CBDO
CORP
US
Y
2
2069-09-16
Fixed
1.17000000
N
N
N
N
N
N
NAVSL 2022-A A 2.23% 07/15/70
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A SER 2022-A CL A REGD 144A P/P 2.23000000
63942MAA8
217880.95000000
PA
USD
202100.38000000
0.073719073002
Long
ABS-CBDO
CORP
US
Y
2
2070-07-15
Fixed
2.23000000
N
N
N
N
N
N
NEW ENTERPRISE 9.75% 07/15/28
549300O5DQ5Y61B8VF38
NEW ENTERPRISE STONE & L REGD 144A P/P 9.75000000
644274AG7
214000.00000000
PA
USD
215605.00000000
0.078645080898
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
N
NRZT 2024-NQM1 A V/R 02/25/28
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM1 SER 2024-NQM1 CL A1 V/R REGD 144A P/P 6.12900000
64828DAA5
1000333.49000000
PA
USD
1009625.69000000
0.368275754583
Long
ABS-CBDO
CORP
US
Y
2
2064-03-25
Variable
6.12900000
N
N
N
N
N
N
NRZT 2019-RPL3 A V/R 07/25/59
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 SER 2019-RPL3 CL A1 V/R REGD 144A P/P 2.75000000
64830NAA9
645814.70000000
PA
USD
629233.21000000
0.229522027338
Long
ABS-CBDO
CORP
US
Y
2
2059-07-25
Variable
2.75000000
N
N
N
N
N
N
NRZT 2020-NQM1 A V/R 02/25/25
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 SER 2020-NQM1 CL A2 V/R REGD 144A P/P 2.71825000
64830VAB9
99747.11000000
PA
USD
95437.86000000
0.034812356951
Long
ABS-CBDO
CORP
US
Y
2
2060-01-26
Variable
2.71825000
N
N
N
N
N
N
NIAGARA MOHAWK 4.647% 10/03/30
N/A
NIAGARA MOHAWK POWER REGD 144A P/P 4.64700000
653522DT6
160000.00000000
PA
USD
162504.37000000
0.059275848542
Long
DBT
CORP
US
Y
2
2030-10-03
Fixed
4.64700000
N
N
N
N
N
N
NISOURCE INC 5.2% 07/01/29
549300D8GOWWH0SJB189
NISOURCE INC REGD 5.20000000
65473PAS4
159000.00000000
PA
USD
164646.74000000
0.060057309370
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.20000000
N
N
N
N
N
N
WBRK 2025-WBRK A V/R 03/05/30
N/A
NJ 2025-WBRK SER 2025-WBRK CL A V/R REGD 144A P/P 5.86700000
65486BAA9
120000.00000000
PA
USD
125673.88000000
0.045841387998
Long
ABS-CBDO
CORP
US
Y
2
2035-03-05
Variable
5.86700000
N
N
N
N
N
N
NORTHROP GRUMMA 7.75% 02/15/31
N/A
NORTHROP GRUMMAN SYSTEMS REGD 7.75000000
666807AW2
132000.00000000
PA
USD
153288.89000000
0.055914367268
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.75000000
N
N
N
N
N
N
NORTHROP GRUMMA 4.65% 07/15/30
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP REGD 4.65000000
666807CN0
148000.00000000
PA
USD
151550.35000000
0.055280209345
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.65000000
N
N
N
N
N
N
GEN DIGITAL INC 6.75% 09/30/27
YF6ZV0M6AU4FY94MK914
GEN DIGITAL INC REGD 144A P/P 6.75000000
668771AK4
2350000.00000000
PA
USD
2367885.85000000
0.863721037225
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
6.75000000
N
N
N
N
N
N
OBX 2023-NQM1 A1 V/R 11/25/62
N/A
OBX 2023-NQM1 TRUST SER 2023-NQM1 CL A1 V/R REGD 144A P/P 6.12000000
670855AA3
604274.99000000
PA
USD
605067.80000000
0.220707340181
Long
ABS-CBDO
CORP
US
Y
2
2062-11-25
Variable
6.12000000
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
490055.87000000
PA
USD
452390.22000000
0.165015957187
Long
ABS-CBDO
CORP
US
Y
2
2061-11-25
Variable
2.30500000
N
N
N
N
N
N
OBX 2024-NQM7 A1 V/R 03/25/64
N/A
OBX 2024-NQM7 TRUST SER 2024-NQM7 CL A1 V/R REGD 144A P/P 6.24300000
67119FAA1
549082.17000000
PA
USD
555742.98000000
0.202715389813
Long
ABS-CBDO
CORP
US
Y
2
2064-03-25
Variable
6.24300000
N
N
N
N
N
N
OBX 2025-NQM7 A1 V/R 04/25/29
N/A
OBX 2025-NQM7 TRUST SER 2025-NQM7 CL A1 V/R REGD 144A P/P 5.56000000
67121DAA2
752803.52000000
PA
USD
761356.72000000
0.277716012322
Long
ABS-CBDO
CORP
US
Y
2
2055-05-25
Variable
5.56000000
N
N
N
N
N
N
OBX 2025-NQM14 A V/R 07/25/65
N/A
OBX 2025-NQM14 TRUST SER 2025-NQM14 CL A3 V/R REGD 144A P/P 5.61800000
673924AE6
503934.90000000
PA
USD
507274.07000000
0.185035645150
Long
ABS-CBDO
CORP
US
Y
2
2065-07-25
Variable
5.61800000
N
N
N
N
N
N
OAKTREE STRATEG 6.19% 07/15/30
2549006RRE0JC7G43241
OAKTREE STRATEGIC CREDIT REGD 144A P/P 6.19000000
67403AAF6
573000.00000000
PA
USD
568889.77000000
0.207510873977
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
6.19000000
N
N
N
N
N
N
OBX 2024-NQM5 A1 V/R 03/25/28
N/A
OBX 2024-NQM5 TRUST SER 2024-NQM5 CL A1 V/R REGD 144A P/P 5.98800000
67448NAA6
520871.97000000
PA
USD
525722.28000000
0.191764899889
Long
ABS-CBDO
CORP
US
Y
2
2064-01-25
Variable
5.98800000
N
N
N
N
N
N
OCP 2024-31A AR V/R 04/20/39
N/A
OCP CLO 2024-31 LTD SER 2024-31A CL AR V/R REGD 144A P/P 0.00000000
67570AAN6
1000000.00000000
PA
USD
999995.00000000
0.364762819381
Long
ABS-CBDO
CORP
JE
Y
2
2039-04-20
Variable
0.00000000
N
N
N
N
N
N
OCT51 2021-1A AR V/R 07/20/34
N/A
OCTAGON INVESTMENT PARTNERS 51 LTD SER 2021-1A CL AR V/R REGD 144A P/P 4.65763000
675943AA2
1000000.00000000
PA
USD
999500.00000000
0.364582260883
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-20
Variable
4.65763000
N
N
N
N
N
N
OMEGA HLTHCARE 4.75% 01/15/28
549300OJ7ENK42CZ8E73
OMEGA HLTHCARE INVESTORS REGD 4.75000000
681936BK5
75000.00000000
PA
USD
75722.69000000
0.027620960000
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
ORACLE CORP 2.65% 07/15/26
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP REGD 2.65000000
68389XBM6
1831000.00000000
PA
USD
1820035.84000000
0.663884723798
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.65000000
N
N
N
N
N
N
ORACLE CORP 3.25% 11/15/27
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP REGD 3.25000000
68389XBN4
1182000.00000000
PA
USD
1160674.90000000
0.423373165775
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.25000000
N
N
N
N
N
N
PLYM 2026-IND A V/R 03/15/31
N/A
PLYM COMMERCIAL MORTGAGE TRUST 2026-IND SER 2026-IND CL A V/R REGD 144A P/P 0.00000000
69292BAA5
100000.00000000
PA
USD
100000.00000000
0.036476464320
Long
ABS-CBDO
CORP
US
Y
2
2043-03-15
Variable
0.00000000
N
N
N
N
N
N
FREEPORT INDON 4.763% 04/14/27
549300T4HTQHRKLNE619
FREEPORT INDONESIA PT REGD 144A P/P MTN 4.76300000
69377FAA4
200000.00000000
PA
USD
200520.80000000
0.073142898067
Long
DBT
CORP
ID
Y
2
2027-04-14
Fixed
4.76300000
N
N
N
N
N
N
PRPM 2025-NQM2 A V/R 04/25/70
N/A
PRPM 2025-NQM2 TRUST SER 2025-NQM2 CL A1 V/R REGD 144A P/P 5.68800000
693983AA6
708924.45000000
PA
USD
716112.45000000
0.261212502318
Long
ABS-CBDO
CORP
US
Y
2
2070-04-25
Variable
5.68800000
N
N
N
N
N
N
PAID 2025-3 A 5.365% 05/15/27
N/A
PAGAYA AI DEBT GRANTOR TRUST 2025-3 SER 2025-3 CL A2 REGD 144A P/P 5.36500000
69544TAB0
368258.10000000
PA
USD
372585.57000000
0.135906042504
Long
ABS-CBDO
CORP
US
Y
2
2032-12-15
Fixed
5.36500000
N
N
N
N
N
N
PAID 2025-2 B 5.329% 10/15/32
N/A
PAGAYA AI DEBT GRANTOR TRUST 2025-2 SER 2025-2 CL B REGD 144A P/P 5.32900000
69545GAC5
249973.74000000
PA
USD
250915.57000000
0.091525128365
Long
ABS-CBDO
CORP
US
Y
2
2032-10-15
Fixed
5.32900000
N
N
N
N
N
N
PAYCHEX INC 5.1% 04/15/30
529900K900DW6SUBM174
PAYCHEX INC REGD 5.10000000
704326AA5
75000.00000000
PA
USD
76594.14000000
0.027938834148
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.10000000
N
N
N
N
N
N
PENNANTPARK FLO 4.25% 04/01/26
529900BH3IP6381K4L72
PENNANTPARK FLOATING RAT REGD 4.25000000
70806AAA4
1270000.00000000
PA
USD
1267871.94000000
0.462474855823
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.25000000
N
N
N
N
N
N
PENSKE TRUCK LE 5.25% 02/01/30
N/A
PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.25000000
709599CB8
159000.00000000
PA
USD
164670.83000000
0.060066096551
Long
DBT
CORP
US
Y
2
2030-02-01
Fixed
5.25000000
N
N
N
N
N
N
PERUSAHAAN LIS 4.125% 05/15/27
N/A
PERUSAHAAN LISTRIK NEGAR REGD REG S EMTN 4.12500000
71568QAC1
200000.00000000
PA
USD
199642.50000000
0.072822525281
Long
DBT
CORP
ID
N
2
2027-05-15
Fixed
4.12500000
N
N
N
N
N
N
PETROBRAS GLOB 7.375% 01/17/27
N/A
PETROBRAS GLOBAL FINANCE REGD 7.37500000
71647NAS8
100000.00000000
PA
USD
102449.70000000
0.037370028266
Long
DBT
CORP
NL
N
2
2027-01-17
Fixed
7.37500000
N
N
N
N
N
N
PETROBRAS GLOB 5.999% 01/27/28
N/A
PETROBRAS GLOBAL FINANCE REGD SER WI 5.99900000
71647NAY5
50000.00000000
PA
USD
50990.80000000
0.018599640968
Long
DBT
CORP
NL
N
2
2028-01-27
Fixed
5.99900000
N
N
N
N
N
N
PFP 2026-13 A V/R 08/18/43
N/A
PFP 2026-13 LTD SER 2026-13 CL A V/R REGD 144A P/P 5.16603000
716966AA4
160000.00000000
PA
USD
160650.43000000
0.058599596779
Long
ABS-CBDO
CORP
KY
Y
2
2043-08-18
Variable
5.16603000
N
N
N
N
N
N
PFIZER INC 4.2% 11/15/30
765LHXWGK1KXCLTFYQ30
PFIZER INC REGD 4.20000000
717081FD0
429000.00000000
PA
USD
433383.92000000
0.158083130949
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.20000000
N
N
N
N
N
N
PHILLIPS EDISO 2.625% 11/15/31
N/A
PHILLIPS EDISON GROCERY REGD 2.62500000
71845JAA6
173000.00000000
PA
USD
157149.96000000
0.057322749089
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.62500000
N
N
N
N
N
N
PINNACLE WEST CA 4.9% 05/15/28
TWSEY0NEDUDCKS27AH81
PINNACLE WEST CAPITAL REGD 4.90000000
723484AM3
44000.00000000
PA
USD
44854.21000000
0.016361229906
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.90000000
N
N
N
N
N
N
PRIME SECSRVC B 5.75% 04/15/26
N/A
PRIME SECSRVC BRW/FINANC REGD 144A P/P 5.75000000
74166MAC0
102000.00000000
PA
USD
102203.90000000
0.037280369117
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
PUBLIC SERVICE 5.875% 10/15/28
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRIS REGD 5.87500000
744573AW6
150000.00000000
PA
USD
156716.43000000
0.057164612673
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
5.87500000
N
N
N
N
N
N
QUANTA SERVICES 4.5% 01/15/31
SHVRXXEACT60MMH07S24
QUANTA SERVICES INC REGD 4.50000000
74762EAN2
81000.00000000
PA
USD
81957.61000000
0.029895238369
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.50000000
N
N
N
N
N
N
QUEST DIAGNOSTIC 4.2% 06/30/29
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTICS INC REGD 4.20000000
74834LBA7
93000.00000000
PA
USD
93681.91000000
0.034171848475
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.20000000
N
N
N
N
N
N
RCKTL 2025-2A 4.48% 05/25/26
N/A
RCKTL 2025-2 SER 2025-2A CL A REGD 144A P/P 4.48000000
74939HAA1
175894.68000000
PA
USD
176069.52000000
0.064223935642
Long
ABS-CBDO
CORP
US
Y
2
2034-11-27
Fixed
4.48000000
N
N
N
N
N
N
RCKTL 2025-2A 4.95% 12/25/27
N/A
RCKTL 2025-2 SER 2025-2A CL C REGD 144A P/P 4.95000000
74939HAC7
250000.00000000
PA
USD
251007.60000000
0.091558697655
Long
ABS-CBDO
CORP
US
Y
2
2034-11-27
Fixed
4.95000000
N
N
N
N
N
N
REACH 2025-2A 4.93% 09/15/27
N/A
REACH ABS TRUST 2025-2 SER 2025-2A CL A REGD 144A P/P 4.93000000
75525QAA8
159212.64000000
PA
USD
159936.76000000
0.058339275196
Long
ABS-CBDO
CORP
US
Y
2
2032-08-18
Fixed
4.93000000
N
N
N
N
N
N
REPUBLIC SERVIC 4.75% 07/15/30
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC REGD 4.75000000
760759BL3
157000.00000000
PA
USD
161392.06000000
0.058870117182
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.75000000
N
N
N
N
N
N
RIO TINTO FIN 4.875% 03/14/30
N/A
RIO TINTO FIN USA PLC REGD 4.87500000
76720AAS5
108000.00000000
PA
USD
111542.44000000
0.040686738328
Long
DBT
CORP
GB
N
2
2030-03-14
Fixed
4.87500000
N
N
N
N
N
N
ROCKT 2024-1A A1 V/R 04/20/37
N/A
ROCKFORD TOWER CLO 2024-1 LTD SER 2024-1A CL A1 V/R REGD 144A P/P 5.27763000
77342BAA8
1000000.00000000
PA
USD
1003230.50000000
0.365943015384
Long
ABS-CBDO
CORP
KY
Y
2
2037-04-20
Variable
5.27763000
N
N
N
N
N
N
ROPER TECHNOLOG 4.25% 09/15/28
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC REGD 4.25000000
776696AK2
49000.00000000
PA
USD
49220.68000000
0.017953963778
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.25000000
N
N
N
N
N
N
ROYAL BANK OF CAN V/R 10/18/28
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 4.54160000
78017FZU0
77000.00000000
PA
USD
77257.75000000
0.028180895613
Long
DBT
CORP
CA
N
2
2028-10-18
Variable
4.54160000
N
N
N
N
N
N
RYDER SYSTEM INC 4.3% 12/01/30
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC REGD MTN 4.30000000
78355HLG2
63000.00000000
PA
USD
63272.28000000
0.023079490638
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.30000000
N
N
N
N
N
N
SS&C TECHNOLOGIE 5.5% 09/30/27
N/A
SS&C TECHNOLOGIES INC REGD 144A P/P 5.50000000
78466CAC0
2653000.00000000
PA
USD
2649010.15000000
0.966265242211
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
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 4.50493000
78472UAA6
176156.72000000
PA
USD
176101.67000000
0.064235662825
Long
ABS-CBDO
CORP
US
Y
2
2038-11-15
Variable
4.50493000
N
N
N
N
N
N
STWD 2021-FL2 A V/R 03/18/25
N/A
STWD 2021-FL2 LTD SER 2021-FL2 CL A V/R REGD 144A P/P 4.98051000
78486BAA2
81096.66000000
PA
USD
80445.17000000
0.029343553732
Long
ABS-CBDO
CORP
KY
Y
2
2038-04-18
Variable
4.98051000
N
N
N
N
N
N
SWK HOLDINGS CORP /PFD/
N/A
SWK HOLDINGS CORP /PREFERRED/ 0.00000000
78501P302
56213.00000000
NS
USD
1450295.40000000
0.529016484122
Long
EP
CORP
US
N
1
N
N
N
SDART 2024-5 C 4.78% 01/15/31
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5 SER 2024-5 CL C REGD 4.78000000
802920AF5
250000.00000000
PA
USD
252543.75000000
0.092119030862
Long
ABS-CBDO
CORP
US
N
2
2031-01-15
Fixed
4.78000000
N
N
N
N
N
N
SDR 2024-DSNY A V/R 05/15/26
N/A
SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY SER 2024-DSNY CL A V/R REGD 144A P/P 5.05130000
811304AA2
330000.00000000
PA
USD
329793.75000000
0.120297099550
Long
ABS-CBDO
CORP
US
Y
2
2039-05-15
Variable
5.05130000
N
N
N
N
N
N
SLAM 2024-1A 5.335% 09/15/31
N/A
SLAM LTD SER 2024-1A CL A REGD 144A P/P 5.33500000
83100AAA0
317945.05000000
PA
USD
324746.31000000
0.118455971899
Long
ABS-CBDO
CORP
US
Y
2
2049-09-15
Fixed
5.33500000
N
N
N
N
N
N
SCLP 2025-3 A 4.47% 08/15/34
N/A
SOFI CONSUMER LOAN PROGRAM 2025-3 TRUST SER 2025-3 CL A REGD 144A P/P 4.47000000
83390JAA0
125852.03000000
PA
USD
126202.15000000
0.046034082216
Long
ABS-CBDO
CORP
US
Y
2
2034-08-15
Fixed
4.47000000
N
N
N
N
N
N
SCLP 2025-4 A 4.24% 02/25/28
N/A
SOFI CONSUMER LOAN PROGRAM 2025-4 TRUST SER 2025-4 CL A REGD 144A P/P 4.24000000
83405UAA8
149012.72000000
PA
USD
149294.59000000
0.054457387853
Long
ABS-CBDO
CORP
US
Y
2
2035-08-25
Fixed
4.24000000
N
N
N
N
N
N
SCLP 2025-1 A 4.8% 02/27/34
N/A
SOFI CONSUMER LOAN PROGRAM 2025-1 TRUST SER 2025-1 CL A REGD 144A P/P 4.80000000
83406YAA9
182240.37000000
PA
USD
183159.41000000
0.066810076838
Long
ABS-CBDO
CORP
US
Y
2
2034-02-27
Fixed
4.80000000
N
N
N
N
N
N
SCLP 2025-2 B 4.97% 06/25/34
N/A
SOFI CONSUMER LOAN PROGRAM 2025-2 TRUST SER 2025-2 CL B REGD 144A P/P 4.97000000
83407HAB3
250000.00000000
PA
USD
253895.78000000
0.092612203602
Long
ABS-CBDO
CORP
US
Y
2
2034-06-25
Fixed
4.97000000
N
N
N
N
N
N
SCLP 2026-1 A 4.06% 05/25/28
N/A
SOFI CONSUMER LOAN PROGRAM TRUST 2026-1 SER 2026-1 CL A REGD 144A P/P 4.06000000
83408AAA9
475000.00000000
PA
USD
475255.36000000
0.173356351821
Long
ABS-CBDO
CORP
US
Y
2
2035-12-26
Fixed
4.06000000
N
N
N
N
N
N
SOLRR 2021-1 2.636% 09/15/28
N/A
LUNAR 2021-1 STRUCTURED AIRCRAFT PORTFOLIO NOTES SER 2021-1 CL A REGD 144A P/P 2.63600000
83438LAA9
321906.69000000
PA
USD
309545.73000000
0.112911337759
Long
ABS-CBDO
CORP
IE
Y
2
2046-10-15
Variable
2.63600000
N
N
N
N
N
N
SONOCO PRODUCTS 4.45% 09/01/26
GKOMIK4RDJGHEF0VNP11
SONOCO PRODUCTS CO REGD 4.45000000
835495AQ5
63000.00000000
PA
USD
63121.27000000
0.023024407530
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.45000000
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 5.17924000
83613WAA2
269178.18000000
PA
USD
269765.74000000
0.098401003900
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Variable
5.17924000
N
N
N
N
N
N
SOUTHERN CO GAS 4.05% 09/15/28
N/A
SOUTHERN CO GAS CAPITAL REGD SER A 4.05000000
8426EPAJ7
27000.00000000
PA
USD
27078.80000000
0.009877388820
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.05000000
N
N
N
N
N
N
SOUTHERN POWER 4.25% 10/01/30
N/A
SOUTHERN POWER CO REGD SER A 4.25000000
843646AX8
66000.00000000
PA
USD
66327.06000000
0.024193766375
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
4.25000000
N
N
N
N
N
N
SREIT 2021-MFP2 V/R 11/15/23
N/A
SREIT TRUST 2021-MFP2 SER 2021-MFP2 CL A V/R REGD 144A P/P 4.59628000
85236WCE4
120000.00000000
PA
USD
119962.50000000
0.043758078510
Long
ABS-CBDO
CORP
US
Y
2
2036-11-15
Variable
4.59628000
N
N
N
N
N
N
STANLEY BLACK & D 0% 03/18/26
N/A
STANLEY BLACK & DECKER 144A___ COMMERCIAL PAPER 0.00000000
85462DCJ0
2080000.00000000
PA
USD
2075658.62000000
0.757126875939
Long
STIV
CORP
US
N
2
2026-03-18
Fixed
0.00000000
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 5.11695000
85816LAA6
9200.96000000
PA
USD
9209.91000000
0.003359449535
Long
ABS-CBDO
CORP
KY
Y
2
2031-08-18
Variable
5.11695000
N
N
N
N
N
N
STORE CAPITAL L 4.95% 02/11/31
254900Z9PIEFQ6AYXK50
STORE CAPITAL LLC REGD 144A P/P 4.95000000
862123AC0
155000.00000000
PA
USD
156380.16000000
0.057041953266
Long
DBT
CORP
US
Y
2
2031-02-11
Fixed
4.95000000
N
N
N
N
N
N
SYSCO CORPORATIO 5.1% 09/23/30
5RGWIFLMGH3YS7KWI652
SYSCO CORPORATION REGD 5.10000000
871829BU0
81000.00000000
PA
USD
84086.00000000
0.030671599788
Long
DBT
CORP
US
N
2
2030-09-23
Fixed
5.10000000
N
N
N
N
N
N
T-MOBILE USA INC 3.5% 04/15/31
N/A
T-MOBILE USA INC REGD 3.50000000
87264ABW4
324000.00000000
PA
USD
313005.34000000
0.114173281166
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
TRTX 2022-FL5 A V/R 02/15/39
N/A
TRTX 2022-FL5 ISSUER LTD SER 2022-FL5 CL A V/R REGD 144A P/P 5.31406000
87277JAA9
163070.14000000
PA
USD
162492.77000000
0.059271617272
Long
ABS-CBDO
CORP
KY
Y
2
2039-02-15
Variable
5.31406000
N
N
N
N
N
N
TARGA RESOURCES 5.5% 03/01/30
N/A
TARGA RESOURCES PARTNERS REGD 5.50000000
87612BBQ4
117000.00000000
PA
USD
119113.79000000
0.043448499110
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
TARGA RESOURCES 4.35% 04/15/31
5493003QENHHS261UR94
TARGA RESOURCES CORP REGD 4.35000000
87612GAT8
187000.00000000
PA
USD
187015.02000000
0.068216467044
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.35000000
N
N
N
N
N
N
TSET 2024-1A A 5.08% 09/20/29
N/A
TESLA SUSTAINABLE ENERGY TRUST 2024-1 SER 2024-1A CL A2 REGD 144A P/P 5.08000000
88164AAB0
427762.35000000
PA
USD
429768.85000000
0.156764481230
Long
ABS-CBDO
CORP
US
Y
2
2050-06-21
Fixed
5.08000000
N
N
N
N
N
N
TEXTRON INC 3.9% 09/17/29
3PPKBHUG1HD6BO7RNR87
TEXTRON INC REGD 3.90000000
883203CA7
35000.00000000
PA
USD
34784.41000000
0.012688122902
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
3.90000000
N
N
N
N
N
N
TRITON CONTAINE 3.15% 06/15/31
N/A
TRITON CONTAINER REGD 144A P/P 3.15000000
89680YAC9
257000.00000000
PA
USD
237746.36000000
0.086721466178
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
TRUIST FINANCIAL V/R 10/30/29
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP REGD V/R MTN 7.16100000
89788MAQ5
264000.00000000
PA
USD
284207.06000000
0.103668686837
Long
DBT
CORP
US
N
2
2029-10-30
Variable
7.16100000
N
N
N
N
N
N
AOTA 2015-1211 3.9% 08/10/25
N/A
1211 AVENUE OF THE AMERICAS TRUST 2015-1211 SER 2015-1211 CL A1A1 REGD 144A P/P 3.90050000
90117PAA3
120000.00000000
PA
USD
115199.99000000
0.042020883249
Long
ABS-CBDO
CORP
US
Y
2
2035-08-10
Fixed
3.90050000
N
N
N
N
N
N
PRK 2017-280P A V/R 09/15/19
N/A
280 PARK AVENUE 2017-280P MORTGAGE TRUST SER 2017-280P CL A V/R REGD 144A P/P 4.84900000
90205FAA8
200000.00000000
PA
USD
199250.00000000
0.072679355158
Long
ABS-CBDO
CORP
US
Y
2
2034-09-15
Variable
4.84900000
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 1.45676700
90276EAF4
691337.00000000
PA
USD
7287.11000000
0.002658080079
Long
ABS-CBDO
CORP
US
N
2
2050-06-15
Variable
1.45676700
N
N
N
N
N
N
UBER TECHNOLOGI 4.15% 01/15/31
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC REGD 4.15000000
90353TAT7
87000.00000000
PA
USD
86659.30000000
0.031610248644
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.15000000
N
N
N
N
N
N
UNITED OVERSEAS B V/R 10/14/31
IO66REGK3RCBAMA8HR66
UNITED OVERSEAS BANK LTD REGD V/R REG S EMTN 2.00000000
91127LAE0
200000.00000000
PA
USD
197343.73000000
0.071984015262
Long
DBT
CORP
SG
N
2
2031-10-14
Variable
2.00000000
N
N
N
N
N
N
US TIPS 2.375% 01/15/27
N/A
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.37500000
912810PS1
241035.00000000
PA
USD
244506.15000000
0.089187198566
Long
DBT
UST
US
N
2
2027-01-15
Fixed
2.37500000
N
N
N
N
N
N
US TREAS NTS 0.5% 06/30/27
N/A
UNITED STATES TREASURY NOTE 0.50000000
912828ZV5
4450000.00000000
PA
USD
4279996.12000000
1.561191257630
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
US TREAS NTS 0.875% 11/15/30
N/A
UNITED STATES TREASURY NOTE 0.87500000
91282CAV3
2800000.00000000
PA
USD
2482484.37000000
0.905522525485
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
N
US TREAS NTS 0.75% 01/31/28
N/A
UNITED STATES TREASURY NOTE 0.75000000
91282CBJ9
11300000.00000000
PA
USD
10751332.00000000
3.921705780959
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
N
US TIPS 0.125% 04/15/27
N/A
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000
91282CEJ6
367270.40000000
PA
USD
364198.47000000
0.132846724965
Long
DBT
UST
US
N
2
2027-04-15
Fixed
0.12500000
N
N
N
N
N
N
US TIPS 1.625% 10/15/27
N/A
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.62500000
91282CFR7
185968.10000000
PA
USD
188974.06000000
0.068931055570
Long
DBT
UST
US
N
2
2027-10-15
Fixed
1.62500000
N
N
N
N
N
N
US TREAS NTS 3.5% 10/31/27
N/A
UNITED STATES TREASURY NOTE 3.50000000
91282CPE5
2500000.00000000
PA
USD
2502832.03000000
0.912944632425
Long
DBT
UST
US
N
2
2027-10-31
Fixed
3.50000000
N
N
N
N
N
N
US TREAS NTS 3.5% 11/15/28
N/A
UNITED STATES TREASURY NOTE 3.50000000
91282CPK1
5500000.00000000
PA
USD
5515683.58000000
2.011926353090
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.50000000
N
N
N
N
N
N
US TREAS NTS 3.5% 01/15/29
N/A
UNITED STATES TREASURY NOTE 3.50000000
91282CPT2
2299000.00000000
PA
USD
2306004.78000000
0.841149010805
Long
DBT
UST
US
N
2
2029-01-15
Fixed
3.50000000
N
N
N
N
N
N
UNPPK 2022-1A A1 V/R 04/20/35
N/A
UNITY-PEACE PARK CLO LTD SER 2022-1A CL A1R V/R REGD 144A P/P 4.72312000
913318AL5
500000.00000000
PA
USD
500348.50000000
0.182509442080
Long
ABS-CBDO
CORP
JE
Y
2
2035-04-20
Variable
4.72312000
N
N
N
N
N
N
UPHEALTH INC
549300OSKGXG2OH2XE50
UPHEALTH INC 0.00000000
91532B200
161689.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
UMPT 2025-ST7 4.546% 11/15/32
N/A
UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST7 SER 2025-ST7 CL A REGD 144A P/P 4.54600000
91533RAA3
229705.50000000
PA
USD
229952.30000000
0.083878468663
Long
ABS-CBDO
CORP
US
Y
2
2032-11-15
Fixed
4.54600000
N
N
N
N
N
N
UPST 2025-4 A 4.344% 11/20/26
N/A
UPSTART SECURITIZATION TRUST__ 2025-4 SER 2025-4 CL A1 REGD 144A P/P 4.34400000
91684AAA7
98593.01000000
PA
USD
98616.24000000
0.035971717597
Long
ABS-CBDO
CORP
US
N
2
2026-11-20
Fixed
4.34400000
N
N
N
N
N
N
UPST 2025-3 A2 4.6% 09/20/35
N/A
UPSTART SECURITIZATION TRUST 2025-3 SER 2025-3 CL A2 REGD 144A P/P 4.60000000
91684FAB4
242439.93000000
PA
USD
242840.97000000
0.088579799777
Long
ABS-CBDO
CORP
US
Y
2
2035-09-20
Fixed
4.60000000
N
N
N
N
N
N
UPST 2024-1 A 5.33% 11/20/34
N/A
UPSTART SECURITIZATION TRUST SER 2024-1 CL A REGD 144A P/P 5.33000000
91684NAA9
86243.46000000
PA
USD
86601.33000000
0.031589103238
Long
ABS-CBDO
CORP
US
Y
2
2034-11-20
Fixed
5.33000000
N
N
N
N
N
N
UPST 2025-1 A 5.45% 04/20/35
N/A
UPSTART SECURITIZATION TRUST 2025-1 SER 2025-1 CL A REGD 144A P/P 5.45000000
91684PAA4
134037.47000000
PA
USD
135171.51000000
0.049305787616
Long
ABS-CBDO
CORP
US
Y
2
2035-04-20
Fixed
5.45000000
N
N
N
N
N
N
VDC 2021-1A A 2.165% 10/15/26
N/A
VANTAGE DATA CENTERS ISSUER LLC SER 2021-1A CL A2 REGD 144A P/P 2.16500000
92212KAD8
205000.00000000
PA
USD
201474.49000000
0.073490770459
Long
ABS-CBDO
CORP
US
Y
2
2046-10-15
Fixed
2.16500000
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
676433.02000000
PA
USD
588658.39000000
0.214721767598
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
1.52000000
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
264464.05000000
PA
USD
220291.68000000
0.080354616056
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
1.82000000
N
N
N
N
N
N
VCC 2024-5 A V/R 02/25/32
N/A
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-5 SER 2024-5 CL A V/R REGD 144A P/P 5.49000000
92261ABA5
696810.54000000
PA
USD
703362.30000000
0.256561698403
Long
ABS-CBDO
CORP
US
Y
2
2054-10-25
Variable
5.49000000
N
N
N
N
N
N
VCC 2025-4 A V/R 06/25/25
N/A
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-4 SER 2025-4 CL A V/R REGD 144A P/P 5.19000000
92262JAA6
851856.93000000
PA
USD
860458.30000000
0.313864764792
Long
ABS-CBDO
CORP
US
Y
2
2055-09-25
Variable
5.19000000
N
N
N
N
N
N
VERISK ANALYTIC 4.45% 03/15/31
549300I1YSWNIRKBWP67
VERISK ANALYTICS INC REGD 4.45000000
92345YAP1
28000.00000000
PA
USD
28136.38000000
0.010263156611
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.45000000
N
N
N
N
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
59118.41000000
PA
USD
57568.69000000
0.020999022667
Long
ABS-CBDO
CORP
US
Y
2
2063-10-25
Variable
1.05700000
N
N
N
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 2.82900000
92538QAA8
406142.73000000
PA
USD
381052.94000000
0.138994639701
Long
ABS-CBDO
CORP
US
Y
2
2066-10-25
Variable
2.82900000
N
N
N
N
N
N
VERUS 2024-2 A1 S/UP 02/25/69
N/A
VERUS SECURITIZATION TRUST 2024-2 SER 2024-2 CL A1 S/UP REGD 144A P/P 6.09500000
92539UAA8
704698.63000000
PA
USD
711037.25000000
0.259361248801
Long
ABS-CBDO
CORP
US
Y
2
2069-02-25
Variable
6.09500000
N
N
N
N
N
N
VERUS 2023-INV2 V/R 08/25/68
N/A
VERUS SECURITIZATION TRUST 2023-INV2 SER 2023-INV2 CL A1 V/R REGD 144A P/P 6.44300000
92540BAA7
381343.96000000
PA
USD
382583.79000000
0.139553039655
Long
ABS-CBDO
CORP
US
Y
2
2068-08-25
Variable
6.44300000
N
N
N
N
N
N
VERUS 2024-1 A1 V/R 01/25/28
N/A
VERUS SECURITIZATION TRUST 2024-1 SER 2024-1 CL A1 V/R REGD 144A P/P 5.71200000
92540EAA1
337491.94000000
PA
USD
339334.04000000
0.123777060027
Long
ABS-CBDO
CORP
US
Y
2
2069-01-25
Variable
5.71200000
N
N
N
N
N
N
VICI PROPERTIES 4.25% 12/01/26
N/A
VICI PROPERTIES / NOTE REGD 144A P/P 4.25000000
92564RAA3
225000.00000000
PA
USD
224652.34000000
0.081945230645
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.25000000
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
35024.67000000
PA
USD
34147.94000000
0.012455961150
Long
ABS-CBDO
CORP
US
Y
2
2065-04-25
Variable
1.47500000
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 0.00000000
94989MAH2
169671.78000000
PA
USD
1.70000000
0.000000620099
Long
ABS-CBDO
CORP
US
N
2
2058-07-15
Variable
0.00000000
N
N
N
N
N
N
WELLS FARGO & COM V/R 10/23/29
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY REGD V/R 6.30300000
95000U3G6
76000.00000000
PA
USD
80151.25000000
0.029236342108
Long
DBT
CORP
US
N
2
2029-10-23
Variable
6.30300000
N
N
N
N
N
N
WELLS FARGO & COM V/R 04/22/28
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY REGD V/R MTN 4.75237500
95000U3M3
77000.00000000
PA
USD
77475.86000000
0.028260454429
Long
DBT
CORP
US
N
2
2028-04-22
Variable
4.75237500
N
N
N
N
N
N
WELLS FARGO & COM V/R 04/23/31
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY REGD V/R 5.15000000
95000U3W1
150000.00000000
PA
USD
155285.25000000
0.056642568811
Long
DBT
CORP
US
N
2
2031-04-23
Variable
5.15000000
N
N
N
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
164931.64000000
PA
USD
163198.09000000
0.059528893070
Long
ABS-CBDO
CORP
US
N
2
2054-08-15
Fixed
2.04200000
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 5.27448000
95003LAA8
14850.43000000
PA
USD
14813.30000000
0.005403368089
Long
ABS-CBDO
CORP
US
Y
2
2040-02-15
Variable
5.27448000
N
N
N
N
N
N
WESTERN MIDSTRE 4.05% 02/01/30
N/A
WESTERN MIDSTREAM OPERAT REGD 4.05000000
958667AC1
100000.00000000
PA
USD
98784.17000000
0.036032972524
Long
DBT
CORP
US
N
2
2030-02-01
Variable
4.05000000
N
N
N
N
N
N
WESTERN MIDSTRE 6.35% 01/15/29
N/A
WESTERN MIDSTREAM OPERAT REGD 6.35000000
958667AF4
16000.00000000
PA
USD
16907.56000000
0.006167280090
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.35000000
N
N
N
N
N
N
WILLIAMS COMPANI 4.8% 11/15/29
D71FAKCBLFS2O0RBPG08
WILLIAMS COMPANIES INC REGD 4.80000000
969457CL2
109000.00000000
PA
USD
111720.93000000
0.040751845169
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.80000000
N
N
N
N
N
N
WILLIAMS SCOTS 4.625% 08/15/28
N/A
WILLIAMS SCOTSMAN INC REGD 144A P/P 4.62500000
96950GAE2
1370000.00000000
PA
USD
1362265.39000000
0.496906248933
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.62500000
N
N
N
N
N
N
XPO INC 6.25% 06/01/28
54930096DB9LCLPN7H13
XPO INC REGD 144A P/P 6.25000000
98379KAA0
2077000.00000000
PA
USD
2110391.93000000
0.769796359369
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF PARAGU 5% 04/15/26
N/A
REPUBLIC OF PARAGUAY REGD REG S 5.00000000
P75744AD7
50000.00000000
PA
USD
50044.00000000
0.018254281804
Long
DBT
USGA
PY
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
BRF GMBH 4.35% 09/29/26
N/A
BRF GMBH REGD REG S 4.35000000
A08163AA4
200000.00000000
PA
USD
198021.72000000
0.072231322042
Long
DBT
CORP
AT
N
2
2026-09-29
Fixed
4.35000000
N
N
N
N
N
N
MEXICO CITY AR 3.875% 04/30/28
N/A
MEXICO CITY ARPT TRUST REGD REG S 3.87500000
P6629MAC6
200000.00000000
PA
USD
197945.28000000
0.072203439433
Long
DBT
CORP
MX
N
2
2028-04-30
Fixed
3.87500000
N
N
N
N
N
N
AI CANDELARIA -S 7.5% 12/15/28
N/A
AI CANDELARIA -SPAIN- SA REGD REG S 7.50000000
E0R75QAA6
147916.23000000
PA
USD
150134.97000000
0.054763928764
Long
DBT
CORP
ES
N
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
TELFON CELUAR 5.875% 04/15/27
N/A
TELFON CELUAR DEL PARAGU REGD REG S 5.87500000
P90475AB3
200000.00000000
PA
USD
199500.00000000
0.072770546319
Long
DBT
CORP
PY
N
2
2027-04-15
Fixed
5.87500000
N
N
N
N
N
N
GOLD FIELDS OR 6.125% 05/15/29
N/A
GOLD FIELDS OROGEN HOLD REGD REG S 6.12500000
G40365AB7
200000.00000000
PA
USD
210205.89000000
0.076675676465
Long
DBT
CORP
IM
N
2
2029-05-15
Fixed
6.12500000
N
N
N
N
N
N
PRUMO PARTICIPAC 7.5% 12/31/31
N/A
PRUMO PARTICIPACOES E IN REGD REG S 7.50000000
P7922DAB0
130743.72000000
PA
USD
133329.57000000
0.048633913029
Long
DBT
CORP
BR
N
2
2031-12-31
Fixed
7.50000000
N
N
N
N
N
N
MERCER PARK OPPORTUNITIES CO
N/A
MERCER PARK OPPORTUNITIES CO 0.00000000
G6002A105
140700.00000000
NS
USD
1470315.00000000
0.536318926374
Long
EC
CORP
KY
N
1
N
N
N
SECOP GROUP V/R 12/29/26/EUR/
3912009IWWPURB35WO49
SECOP GROUP HLDG GMBH /EUR/ REGD V/R 10.42200000
D6T985AB9
659000.00000000
PA
786462.86000000
0.286873844521
Long
DBT
CORP
DE
N
2
2026-12-29
Variable
10.42200000
N
N
N
N
N
N
GALAXY PIPELINE 2.16% 03/31/34
549300L82YB0C6JQIC26
GALAXY PIPELINE ASSETS REGD 2.16000000
G3R238AC7
139838.00000000
PA
USD
127596.21000000
0.046542586014
Long
DBT
CORP
JE
N
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
CHILE ELEC PEC SP ZCP 01/25/28
N/A
CHILE ELEC PEC SPA REGD ZCP 0.00000000
P2550MAA2
222079.72000000
PA
USD
201759.43000000
0.073594706497
Long
DBT
CORP
CL
N
2
2028-01-25
Fixed
0.00000000
N
N
N
N
N
N
K2 CAPITAL ACQUISITION CORP
N/A
K2 CAPITAL ACQUISITION CORP 0.00000000
G5226B121
17000.00000000
NS
USD
171020.00000000
0.062382049280
Long
EC
CORP
US
N
1
N
N
N
XSOLLA SPAC 1
N/A
XSOLLA SPAC 1 0.00000000
G9833K128
29000.00000000
NS
USD
287100.00000000
0.104723929064
Long
EC
CORP
US
N
1
N
N
N
INDOFOOD CBP S 3.398% 06/09/31
N/A
INDOFOOD CBP SUKSES MAKM REGD 3.39800000
Y71260AA4
200000.00000000
PA
USD
188025.34000000
0.068584996058
Long
DBT
CORP
ID
N
2
2031-06-09
Fixed
3.39800000
N
N
N
N
N
N
IMPALA GROUP 12% 10/30/27/SEK/
549300H2NW5AUSWVQK84
IMPALA GROUP PLC /SEK/ REGD 0.00000000
G4722LAA3
18018500.00000000
PA
1197514.39000000
0.436810909201
Long
DBT
CORP
GB
N
2
2027-10-30
Fixed
0.00000000
Y
N
N
N
N
N
REPUBLIC DIGITAL ACQUIS-CL A
N/A
REPUBLIC DIGITAL ACQUIS-CL A 0.00000000
G7515A103
63658.00000000
NS
USD
651221.34000000
0.237542519732
Long
EC
CORP
US
N
1
N
N
N
SIZZLE ACQUISITION CORP-CL A
N/A
SIZZLE ACQUISITION CORP-CL A 0.00000000
G8193F109
5728.00000000
NS
USD
58654.72000000
0.021395168013
Long
EC
CORP
US
N
1
N
N
N
CANTOR EQUITY PARTNERS I-A
N/A
CANTOR EQUITY PARTNERS I-A 0.00000000
G1827K107
30783.00000000
NS
USD
322298.01000000
0.117562918623
Long
EC
CORP
US
N
1
N
N
N
MOUNTAIN LAKE ACQUISITION-A
N/A
MOUNTAIN LAKE ACQUISITION-A 0.00000000
G6301B101
24631.00000000
NS
USD
258379.19000000
0.094247593051
Long
EC
CORP
US
N
1
N
N
N
NOVEDO HOLDI V/R 09/23/27/SEK/
984500F0A56FIF3C6091
NOVEDO HOLDINGS AB /SEK/ REGD V/R REG S 8.84200000
W6S19YAD8
2500000.00000000
PA
246456.84000000
0.089898741308
Long
DBT
CORP
SE
N
2
2027-09-23
Variable
8.84200000
N
N
N
N
N
N
OP HOLDCO GM V/R 06/05/29/EUR/
391200EJZNGLOEMJB140
OP HOLDCO GMBH /EUR/ REGD V/R 8.52900000
D5882UAA9
2300000.00000000
PA
2581826.99000000
0.941759200824
Long
DBT
CORP
DE
Y
2
2029-06-05
Variable
8.52900000
N
N
N
N
N
N
CAL REDWOOD ACQUISIT-CL A
N/A
CAL REDWOOD ACQUISIT-CL A 0.00000000
G17564108
18800.00000000
NS
USD
191008.00000000
0.069672964969
Long
EC
CORP
US
N
1
N
N
N
XFLH CAPITAL CORP
N/A
XFLH CAPITAL CORP 0.00000000
G9834D123
34000.00000000
NS
USD
338640.00000000
0.123523898774
Long
EC
CORP
US
N
1
N
N
N
OTG ACQUISITION CORP I-CL A
N/A
OTG ACQUISITION CORP I-CL A 0.00000000
G6791A100
39246.00000000
NS
USD
394422.30000000
0.143871309531
Long
EC
CORP
US
N
1
N
N
N
AZERION GROU V/R 10/02/29/EUR/
7245007RB3M5PMWY6N86
AZERION GROUP NV /EUR/ REGD V/R 7.51600000
N0795QAC0
1400000.00000000
PA
1571534.06000000
0.573240060680
Long
DBT
CORP
NL
N
2
2029-10-02
Variable
7.51600000
N
N
N
N
N
N
JACKSON ACQUISITION CO-CL A
N/A
JACKSON ACQUISITION CO-CL A 0.00000000
G4992A110
17102.00000000
NS
USD
179742.02000000
0.065563533794
Long
EC
CORP
US
N
1
N
N
N
M3-BRIGADE ACQUISITION V-A
N/A
M3-BRIGADE ACQUISITION V-A 0.00000000
G63212107
60817.00000000
NS
USD
649525.56000000
0.236923959145
Long
EC
CORP
US
N
1
N
N
N
FORUM ENERGY TE 10.5% 11/07/29
549300SF93HLCR1REE27
FORUM ENERGY TECHNOLOGIE REGD REG S 10.50000000
U02634AD2
2400000.00000000
PA
USD
2476685.50000000
0.903407302738
Long
DBT
CORP
US
N
2
2029-11-07
Fixed
10.50000000
N
N
N
N
N
N
NMP ACQUISITION CORP - A
N/A
NMP ACQUISITION CORP - A 0.00000000
G6375X104
26500.00000000
NS
USD
268445.00000000
0.097919244645
Long
EC
CORP
US
N
1
N
N
N
WESTIN ACQUISITION CORP-A
N/A
WESTIN ACQUISITION CORP-A 0.00000000
G9584S106
13500.00000000
NS
USD
134325.00000000
0.048997010698
Long
EC
CORP
SG
N
1
N
N
N
SOLARIUS CAPITAL ACQUIS-CL A
N/A
SOLARIUS CAPITAL ACQUIS-CL A 0.00000000
G82617104
63760.00000000
NS
USD
646526.40000000
0.235829971618
Long
EC
CORP
US
N
1
N
N
N
CABONLINE GR 10% 03/19/28/SEK/
549300PB67LZ38PTO750
CABONLINE GROUP HOLD /SEK/ REGD REG S 10.00000000
W2R513AD5
15590000.00000000
PA
1631882.10000000
0.595252891959
Long
DBT
CORP
SE
N
2
2028-03-19
Fixed
10.00000000
N
N
N
N
N
N
FORMYCON AG V/R 07/09/29/EUR/
39120005TZ76GQOY8Z19
FORMYCON AG /EUR/ REGD V/R 9.03200000
D2R73JAA1
1199000.00000000
PA
1360079.11000000
0.496108771289
Long
DBT
CORP
DE
N
2
2029-07-09
Variable
9.03200000
N
N
N
N
N
N
BLUEPORT ACQUISITION LT-CL A
N/A
BLUEPORT ACQUISITION LT-CL A 0.00000000
G1196A102
8000.00000000
NS
USD
79760.00000000
0.029093627942
Long
EC
CORP
US
N
1
N
N
N
CROWN RESERVE ACQUISITI-CL A
N/A
CROWN RESERVE ACQUISITI-CL A 0.00000000
G2574F119
52635.00000000
NS
USD
526350.00000000
0.191993869950
Long
EC
CORP
KY
N
1
N
N
N
HARVARD AVE ACQUISITION-CL A
N/A
HARVARD AVE ACQUISITION-CL A 0.00000000
G4330A103
35000.00000000
NS
USD
350350.00000000
0.127795292746
Long
EC
CORP
KR
N
1
N
N
N
ARMADA ACQUISITION CORP III
N/A
ARMADA ACQUISITION CORP III 0.00000000
G0R38M127
30000.00000000
NS
USD
299100.00000000
0.109101104782
Long
EC
CORP
US
N
1
N
N
N
TITAN ACQUISITION CORP-CL A
N/A
TITAN ACQUISITION CORP-CL A 0.00000000
G8901A103
129696.00000000
NS
USD
1333274.88000000
0.486331535897
Long
EC
CORP
US
N
1
N
N
N
EURO ENTMT I V/R 09/29/30/EUR/
549300A3OF2TBEL6BF72
EURO ENTMT INTRESSENTER /EUR/ REGD V/R 9.28300000
W2788FAA3
1400000.00000000
PA
1604775.85000000
0.585365490349
Long
DBT
CORP
SE
N
2
2030-09-29
Variable
9.28300000
N
N
N
N
N
N
AI INFRASTRUCTURE AC-A
N/A
AI INFRASTRUCTURE AC-A 0.00000000
G01336109
18800.00000000
NS
USD
188376.00000000
0.068712904428
Long
EC
CORP
US
N
1
N
N
N
APEX TREASURY CORP-CL A
N/A
APEX TREASURY CORP-CL A 0.00000000
G04104108
26300.00000000
NS
USD
260896.00000000
0.095165636353
Long
EC
CORP
US
N
1
N
N
N
APEX TECH ACQUISITION INC
N/A
APEX TECH ACQUISITION INC 0.00000000
G0R21F121
34000.00000000
NS
USD
340000.00000000
0.124019978689
Long
EC
CORP
US
N
1
N
N
N
PALOMA ACQUISITION CORP I
N/A
PALOMA ACQUISITION CORP I 0.00000000
G6881J128
15000.00000000
NS
USD
149775.00000000
0.054632624436
Long
EC
CORP
US
N
1
N
N
N
WHITE PEARL ACQUISITION CORP
N/A
WHITE PEARL ACQUISITION CORP 0.00000000
G96193118
19000.00000000
NS
USD
191710.00000000
0.069929029748
Long
EC
CORP
US
N
1
N
N
N
ALLTUB GROUP V/R 04/30/30/EUR/
6367000ADQ65VWM8QH87
ALLTUB GROUP SAS /EUR/ REGD V/R 8.49900000
F0229CAA0
174000.00000000
PA
213826.27000000
0.077996263084
Long
DBT
CORP
FR
N
2
2030-04-30
Variable
8.49900000
N
N
N
N
N
N
Federated Investors, Inc.
R05X5UQ874RGFF7HHD84
Federated Government Obligations Fund
608919718
4109477.91000000
OU
N/A
USD
4109477.91000000
1.498992243600
Long
STIV
RF
US
N
1
N
N
AGRICULTURE AND NATURAL
N/A
AGRICULTURE AND NATURAL SOLUTIONS ACQUISITION CORPORATION 0.00000000
G0131Y100
62000.00000000
NS
USD
696880.00000000
0.254197184556
Long
EC
CORP
KY
N
1
N
N
N
BIOCEANICO SOVERE ZCP 06/05/34
N/A
BIOCEANICO SOVEREIGN REGD ZCP REG S 0.00000000
G11176AA5
206728.96000000
PA
USD
171485.81000000
0.062551960299
Long
DBT
CORP
KY
N
2
2034-06-05
Fixed
0.00000000
N
N
N
N
N
N
DRUGS MADE IN AMER ACQUISITION
N/A
DRUGS MADE IN AMER ACQUISITION II CORP 0.00000000
G2851K104
26300.00000000
NS
USD
262474.00000000
0.095741234960
Long
EC
CORP
KY
N
1
N
N
N
LIMA METRO LIN 5.875% 07/05/34
5493009BVQNQT1UKQ352
LIMA METRO LINE 2 FIN LT REGD 5.87500000
G54897AA4
111838.80000000
PA
USD
115908.05000000
0.042279158502
Long
DBT
CORP
KY
N
2
2034-07-05
Fixed
5.87500000
N
N
N
N
N
N
RUTAS 2 & 7 FINAN ZCP 09/30/36
N/A
RUTAS 2 & 7 FINANCE LTD REGD ZCP REG S 0.00000000
G77265AA7
146666.64000000
PA
USD
113404.11000000
0.041365809722
Long
DBT
CORP
KY
N
2
2036-09-30
Fixed
0.00000000
N
N
N
N
N
N
TRANSLATIONAL DEVELOPMENT AC
N/A
TRANSLATIONAL DEVELOPMENT AC 0.00000000
G9008W105
21800.00000000
NS
USD
229554.00000000
0.083733182906
Long
EC
CORP
US
N
1
N
N
N
WHITE PEARL ACQUISITION CORP
N/A
WHITE PEARL ACQUISITION CORP 0.00000000
G96193100
11000.00000000
NS
USD
108570.00000000
0.039602497312
Long
EC
CORP
VG
N
1
N
N
N
WEN ACQUSITION CORP
N/A
WEN ACQUSITION CORP 0.00000000
G9R39C103
65883.00000000
NS
USD
670030.11000000
0.244403294010
Long
EC
CORP
KY
N
1
N
N
N
T/L K&N PARENT INC 0% 02/03/27
N/A
T/L K&N PARENT INC REGD 0.00000000
N/A
2851239.44000000
PA
USD
2836983.24000000
1.034831179317
Long
LON
CORP
US
N
3
2027-02-03
Variable
11.78748000
N
N
N
N
N
N
CHILE ELECTRICI 6.01% 01/20/33
N/A
CHILE ELECTRICITY LUX REGD REG S 6.01000000
L15669AA9
172000.00000000
PA
USD
180799.18000000
0.065949148384
Long
DBT
CORP
LU
N
2
2033-01-20
Fixed
6.01000000
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
PA
USD
179557.77000000
0.065496325908
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
ULTRAPAR INTERN 5.25% 06/06/29
N/A
ULTRAPAR INTERNATIONL SA REGD REG S 5.25000000
L9412AAB3
200000.00000000
PA
USD
201224.34000000
0.073399524584
Long
DBT
CORP
LU
N
2
2029-06-06
Fixed
5.25000000
N
N
N
N
N
N
T/L 888 ACQUIS 0% 07/03/2028_
N/A
T/L 888 ACQUISITIONS LIMITED REGD 0.00000000
X2300HAB5
1569502.00000000
PA
USD
1465522.49000000
0.534570788173
Long
LON
CORP
US
N
2
2028-07-03
Variable
0.00000000
N
N
N
N
N
N
T/L DISH DBS ISSUE 0% 06/29/29
N/A
T/L DISH DBS ISSUER LLC REGD 0.00000000
N/A
2047373.58000000
PA
USD
2055563.07000000
0.749796729814
Long
LON
CORP
US
N
2
2029-06-29
Variable
11.25000000
N
N
N
N
N
N
T/L MARELLI NORTH 0% 03/13/26
N/A
T/L MARELLI NORTH AMERICA_____ INC REGD 0.00000000
N/A
1753267.82000000
PA
USD
1788333.18000000
0.652320714334
Long
LON
CORP
US
N
2
2026-03-13
Variable
11.65997000
N
N
N
N
N
N
T/L MARELLI NORTH 0% 03/13/26
N/A
T/L MARELLI NORTH AMERICA INC 0% 0.00000000
N/A
1168845.21000000
PA
USD
1192222.11000000
0.434880472575
Long
LON
CORP
US
N
2
2026-03-13
Variable
11.67451080
N
N
N
N
N
N
MINEJESA CAPIT 4.625% 08/10/30
N/A
MINEJESA CAPITAL BV REGD REG S 4.62500000
N57445AA1
129800.00000000
PA
USD
129842.70000000
0.047362026138
Long
DBT
CORP
NL
N
2
2030-08-10
Fixed
4.62500000
N
N
N
N
N
N
BANCO INTERNAC DE V/R 04/30/35
N/A
BANCO INTERNAC DEL PERU REGD V/R REG S 6.39700000
P13435AG0
150000.00000000
PA
USD
155707.50000000
0.056796590681
Long
DBT
CORP
PE
N
2
2035-04-30
Variable
6.39700000
N
N
N
N
N
N
BANCO SANTANDER M V/R 10/01/28
N/A
BANCO SANTANDER MEXICO REGD V/R REG S 7.52500000
P1507SAG2
200000.00000000
PA
USD
213420.40000000
0.077848216058
Long
DBT
CORP
MX
N
2
2028-10-01
Variable
7.52500000
N
N
N
N
N
N
CEMEX SAB DE CV V/R /PERP/
549300RIG2CXWN6IV731
CEMEX SAB DE CV REGD V/R /PERP/ REG S 5.12500000
P2253TJS9
200000.00000000
PA
USD
199676.20000000
0.072834817849
Long
DBT
CORP
MX
N
2
2174-09-08
Variable
5.12500000
N
N
N
N
N
N
CODELCO INC 3% 09/30/29
N/A
CODELCO INC REGD REG S 3.00000000
P3143NBE3
200000.00000000
PA
USD
191673.62000000
0.069915759611
Long
DBT
CORP
CL
N
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
GNL QUINTERO S 4.634% 07/31/29
549300JJJIQXE6E1QY27
GNL QUINTERO SA REGD 4.63400000
P4909LAA8
82400.00000000
PA
USD
82831.06000000
0.030213842047
Long
DBT
CORP
CL
N
2
2029-07-31
Fixed
4.63400000
N
N
N
N
N
N
REPUBLIC OF GUAT 4.5% 05/03/26
N/A
REPUBLIC OF GUATEMALA REGD REG S 4.50000000
P5015VAF3
200000.00000000
PA
USD
200072.00000000
0.072979191695
Long
DBT
USGA
GT
N
2
2026-05-03
Fixed
4.50000000
N
N
N
N
N
N
MEXICO GENERADOR 5.5% 12/06/32
N/A
MEXICO GENERADORA DE ENE REGD 5.50000000
P66208AA0
207848.00000000
PA
USD
210609.37000000
0.076822851703
Long
DBT
CORP
MX
N
2
2032-12-06
Fixed
5.50000000
N
N
N
N
N
N
PROSOMNUS SLEEP TECHNOLOGIES
N/A
PROSOMNUS SLEEP TECHNOLOGIES INC 0.00000000
N/A
833981.00000000
NS
USD
833981.00000000
0.304206781904
Long
EC
CORP
US
N
3
N
N
N
EQVA ASA V/R 02/04/30/NOK/
N/A
EQVA ASA /NOK/ REGD V/R 11.86000000
R2R90QAB7
4000000.00000000
PA
420695.64000000
0.153454895022
Long
DBT
CORP
NO
Y
2
2030-02-04
Variable
11.86000000
N
N
N
N
N
N
NBM US HOLDINGS IN 7% 05/14/26
N/A
NBM US HOLDINGS INC REGD REG S 7.00000000
U63768AA0
200000.00000000
PA
USD
199478.70000000
0.072762776832
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
7.00000000
N
N
N
N
N
N
OFFICE CHERIFIEN 6.1% 04/30/30
N/A
OFFICE CHERIFIEN DES PHO REGD REG S 6.10000000
V6560ABM3
200000.00000000
PA
USD
208999.70000000
0.076235701000
Long
DBT
CORP
MA
N
2
2030-04-30
Fixed
6.10000000
N
N
N
N
N
N
GO NORTH GROUP AB /SEK/
N/A
GO NORTH GROUP AB /SEK/ 0.00000000
W3578F115
438406339.00000000
NS
0.00000000
0.000000
Long
EC
CORP
SE
N
3
N
N
N
GO NORTH GROUP AB V/R 02/09/26
636700UB68QRCB53V204
GO NORTH GROUP AB REGD V/R EMTN 9.58339500
W3578FAJ6
1193803.00000000
PA
USD
1193803.00000000
0.435457125352
Long
DBT
CORP
SE
N
3
2030-01-22
Variable
9.58339500
N
N
N
N
N
N
GO NORTH GRO V/R 03/17/2026
N/A
GO NORTH GROUP AB VARIABLE REGD 1.00000000
W3578FAW7
1642106.00000000
PA
USD
1642106.00000000
0.598982209194
Long
DBT
CORP
SE
N
3
2026-03-17
Variable
1.00000000
N
N
N
N
N
N
MAGLE CHEMOS V/R 07/04/28/SEK/
549300FNJZS6NGFB6M31
MAGLE CHEMOSWED HOLD /SEK/ REGD V/R REG S 8.45800000
W4147YAA4
11250000.00000000
PA
1208746.17000000
0.440907865425
Long
DBT
CORP
SE
N
2
2028-07-04
Variable
8.45800000
N
N
N
N
N
N
TRUSTLY AB V/R 10/08/30/EUR/
549300MVSSPGPLS7JG31
TRUSTLY AB /EUR/ REGD V/R 8.77600000
W9679YAA9
1800000.00000000
PA
1978007.87000000
0.721507334957
Long
DBT
CORP
SE
N
2
2030-10-08
Variable
8.77600000
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
PA
USD
199812.40000000
0.072884498793
Long
DBT
CORP
SG
N
2
2031-03-10
Variable
1.82200000
N
N
N
N
N
N
JSW INFRASTRUCT 4.95% 01/21/29
N/A
JSW INFRASTRUCTURE REGD REG S EMTN 4.95000000
Y4470XAA1
200000.00000000
PA
USD
200498.65000000
0.073134818530
Long
DBT
CORP
IN
N
2
2029-01-21
Fixed
4.95000000
N
N
N
N
N
N
JSW HYDRO ENER 4.125% 05/18/31
N/A
JSW HYDRO ENERGY LT REGD REG S 4.12500000
Y4S71YAA2
139000.00000000
PA
USD
131318.56000000
0.047900367684
Long
DBT
CORP
IN
N
2
2031-05-18
Fixed
4.12500000
N
N
N
N
N
N
MISC CAPITAL TW 3.75% 04/06/27
N/A
MISC CAPITAL TWO LABUAN REGD REG S EMTN 3.75000000
Y6080GAB3
200000.00000000
PA
USD
199327.00000000
0.072707442036
Long
DBT
CORP
MY
N
2
2027-04-06
Fixed
3.75000000
N
N
N
N
N
N
OVERSEA-CHINESE B V/R 06/15/32
5493007O3QFXCPOGWK22
OVERSEA-CHINESE BANKING REGD V/R REG S 4.60200000
Y65738T58
200000.00000000
PA
USD
201083.60000000
0.073348187608
Long
DBT
CORP
SG
N
2
2032-06-15
Variable
4.60200000
N
N
N
N
N
N
2026-03-30
Brinker Capital Destinations Trust
Brian Ferko
Brian Ferko
Chief Operating Officer and Chief Compliance Officer