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 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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 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