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A 4.81% 11/15/25 549300BTFXNHDCUHER30 ADAMS OUTDOOR ADVERTISING LP SER 2018-1 CL A REGD 144A P/P 4.81000000 006346AS9 1361889.85000000 NS USD 1433529.61000000 0.352710864372 Long ABS-CBDO CORP US Y 2 2048-11-15 Fixed 4.81000000 N N N N N N NWSB 2018-1 A V/R 11/25/24 N/A NEWTEK SMALL BUSINESS LOAN TRUST 2018-1 SER 2018-1 CL A V/R 144A P/P 3.52275000 65252MAA7 656515.18000000 NS USD 657340.55000000 0.161734471307 Long ABS-CBDO CORP US Y 2 2044-02-25 Variable 3.52275000 N N N N N N PSTAT 2019-3A B V/R 08/20/27 N/A PALMER SQUARE LOAN FUNDING 2019-3 LTD SER 2019-3A CL B V/R REGD 144A P/P 4.26625000 69689LAE6 1940000.00000000 NS USD 1904107.87000000 0.468493659287 Long ABS-CBDO CORP KY Y 2 2027-08-20 Variable 4.26625000 N N N N N N SYNIT 2018-A1 3.38% 09/15/21 N/A SYNCHRONY CARD ISSUANCE TRUST SER 2018-A1 CL A REGD 3.38000000 87166PAA9 1400000.00000000 NS USD 1437512.16000000 0.353690745529 Long ABS-CBDO CORP US N 2 2024-09-15 Fixed 3.38000000 N N N N N N PSEG POWER LLC 3% 06/15/21 N/A PSEG POWER LLC REGD 3.00000000 69362BBB7 830000.00000000 NS USD 840459.15000000 0.206789640896 Long DBT CORP US N 2 2021-06-15 Fixed 3.00000000 N N N N N N F/C US 10YR ULTRA FUT DEC19 N/A FUTURE CONTRACT ON US 10YR ULTRA FUT DEC19 0.00000000 N/A 39.00000000 NC USD 5542265.63000000 1.363639290951 N/A DIR CORP US N 1 GOLDMAN SACHS AND CO. LLC FOR8UP27PHTHYVLBNG30 Long F/C US 10YR ULTRA FUT DEC19 US 10YR ULTRA FUT DEC19 2019-12-19 5624531.25000000 USD -82265.63000000 N N N US TREAS NTS 1.5% 08/15/26 N/A UNITED STATES TREASURY NOTE 1.50000000 9128282A7 800000.00000000 NS USD 794656.25000000 0.195520127984 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N N SPRINT SPECTRUM 3.36% 09/20/21 N/A SPRINT SPECTRUM / SPEC I REGD 144A P/P 3.36000000 85208NAA8 627500.00000000 NS USD 631421.88000000 0.155357347015 Long DBT CORP US Y 2 2021-09-20 Fixed 3.36000000 N N N N N N ANHEUSER-BUSCH 5.45% 01/23/39 N/A ANHEUSER-BUSCH INBEV WOR REGD 5.45000000 03523TBU1 1310000.00000000 NS USD 1649493.64000000 0.405847443598 Long DBT CORP US N 2 2039-01-23 Fixed 5.45000000 N N N N N N AEGON NV V/R 04/11/48 O4QK7KMMK83ITNTHUG69 AEGON NV REGD V/R 5.50000000 007924AJ2 4175000.00000000 NS USD 4488125.00000000 1.104274677773 Long DBT CORP NL N 2 2048-04-11 Variable 5.50000000 N N N N N N PSTAT 2019-2A B V/R 04/20/27 N/A PALMER SQUARE LOAN FUNDING 2019-2 LTD SER 2019-2A CL B V/R REGD 144A P/P 4.21588000 69689PAE7 1520000.00000000 NS USD 1494846.89000000 0.367797592040 Long ABS-CBDO CORP KY Y 2 2027-04-20 Variable 4.21588000 N N N N N N BNP PARIBAS V/R 01/10/25 R0MUWSFPU8MPRO8K5P83 BNP PARIBAS REGD V/R 144A P/P 4.70500000 09659W2G8 1470000.00000000 NS USD 1598176.41000000 0.393221164779 Long DBT CORP FR Y 2 2025-01-10 Variable 4.70500000 N N N N N N SIDC 2019-1A A 4.54% 02/26/24 N/A STACK INFRASTRUCTURE ISSUER LLC SERIES 2019-1 SER 2019-1A CL A2 REGD 144A P/P 4.54000000 85236KAA0 2215133.33000000 NS USD 2319848.44000000 0.570783988539 Long ABS-CBDO CORP US Y 2 2044-02-25 Fixed 4.54000000 N N N N N N OXFIN 2019-1A 4.459% 03/15/24 N/A OXFORD FINANCE FUNDING 2019-1 LLC SER 2019-1A CL A2 REGD 144A P/P 4.45900000 69145AAB4 1280000.00000000 NS USD 1312844.67000000 0.323017100666 Long ABS-CBDO CORP US Y 2 2027-02-15 Fixed 4.45900000 N N N N N N T/L CENTURYLINK 0% 11/01/2022 N/A T/L CENTURYLINK INC REGD 4.53588000 15670BAD4 1344736.84000000 NS USD 1346081.58000000 0.331194831474 Long LON CORP US N 2 2022-11-01 Variable 4.53588000 N N N N N N MFIT 2018-AA A 4.2% 01/20/22 N/A MARINER FINANCE ISSUANCE TRUST 2018-A SER 2018-AA CL A REGD 144A P/P 4.20000000 56846PAA2 2000000.00000000 NS USD 2047828.40000000 0.503855183744 Long ABS-CBDO CORP US Y 2 2030-11-20 Fixed 4.20000000 N N N N N N T/L HELIX GEN FUNDIN 0% 06/03/24 N/A T/L HELIX GEN FUNDING ZCP REGD 5.53588000 N/A 3995696.20000000 NS USD 3734297.75000000 0.918800266167 Long LON CORP US N 2 2024-06-03 Variable 5.53588000 N N N N N N CREDIT ACCEPTA 6.125% 02/15/21 N/A CREDIT ACCEPTANC REGD 6.12500000 225310AG6 1800000.00000000 NS USD 1804500.00000000 0.443985774915 Long DBT CORP US N 2 2021-02-15 Fixed 6.12500000 N N N N N N T/L KESTREL ACQUIS 0% 06/02/25 N/A T/L KESTREL ACQUISITION LLC REGD 6.04000000 N/A 2969924.80000000 NS USD 2732330.82000000 0.672272660816 Long LON CORP US N 2 2025-06-02 Variable 6.04000000 N N N N N N OSCAR 2018-2A 3.39% 08/10/21 N/A OSCAR US FUNDING TRUST IX LLC SER 2018-2A CL A3 REGD 144A P/P 3.39000000 68784XAD8 550000.00000000 NS USD 558546.40000000 0.137426797578 Long ABS-CBDO CORP JP Y 2 2022-09-12 Fixed 3.39000000 N N N N N N FREED 2018-2 B 4.61% 10/20/25 N/A FREED ABS TRUST 2018-2 SER 2018-2 CL B REGD 144A P/P 4.61000000 35634BAB1 2700000.00000000 NS USD 2772839.25000000 0.682239502979 Long ABS-CBDO CORP US Y 2 2025-10-20 Fixed 4.61000000 N N N N N N T/L PANTHER BF 0% 04/30/26 N/A T/L PANTHER BF AGGREGATOR 2 L REGD 5.29963000 C8000CAB9 1395000.00000000 NS USD 1374660.90000000 0.338226591816 Long LON CORP US N 2 2026-04-30 Variable 5.29963000 N N N N N N AMERICAN ELECTR 3.65% 12/01/21 1B4S6S7G0TW5EE83BO58 AMERICAN ELECTRIC POWER REGD SER I 3.65000000 025537AL5 655000.00000000 NS USD 676574.48000000 0.166466857739 Long DBT CORP US N 2 2021-12-01 Fixed 3.65000000 N N N N N N WELLS FARGO BANK V/R 05/27/22 N/A WELLS FARGO BANK NA REGD V/R SER BKNT 2.89700000 94988J5X1 2485000.00000000 NS USD 2515991.11000000 0.619043647910 Long DBT CORP US N 2 2022-05-27 Variable 2.89700000 N N N N N N ATHENE GLOBAL FUND 4% 01/25/22 549300LM1QSI4MSIL320 ATHENE GLOBAL FUNDING REGD 144A P/P MTN 4.00000000 04685A2B6 3002000.00000000 NS USD 3112824.86000000 0.765890805011 Long DBT CORP US Y 2 2022-01-25 Fixed 4.00000000 N N N N N N T/L TPF II POWER 0% 10/02/2023 N/A T/L TPF II POWER LLC TL B 5.53588000 87264NAB3 3847925.97000000 NS USD 3835920.44000000 0.943803884215 Long LON CORP US N 2 2023-10-02 Variable 5.53588000 N N N N N N DRIVE 2018-5 A 3.34% 08/17/20 N/A DRIVE AUTO RECEIVABLES TRUST 2018-5 SER 2018-5 CL A3 REGD 3.34000000 26208MAD8 1816182.26000000 NS USD 1820472.99000000 0.447915827751 Long ABS-CBDO CORP US N 2 2022-10-15 Fixed 3.34000000 N N N N N N MFIT 2019-AA A 2.96% 08/21/23 N/A MARINER FINANCE ISSUANCE TRUST 2019-A SER 2019-AA CL A REGD 144A P/P 2.96000000 56847MAA8 690000.00000000 NS USD 699018.51000000 0.171989068906 Long ABS-CBDO CORP US Y 2 2032-07-20 Fixed 2.96000000 N N N N N N US T BILL ZCP 03/12/20 N/A UNITED STATES TREASURY BILL ZCP 0.00000000 912796TK5 1000000.00000000 PA USD 994380.83000000 0.244661093581 Long STIV UST US N 2 2020-03-12 Fixed 0.00000000 N N N N N N FCRT 2018-2 A2 3.32% 04/15/22 N/A FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2018-2 SER 2018-2 CL A2 REGD 144A P/P 3.32000000 35105MAB7 733530.87000000 NS USD 736122.80000000 0.181118344023 Long ABS-CBDO CORP US Y 2 2022-04-15 Fixed 3.32000000 N N N N N N BRIGHTSPHERE INV 4.8% 07/27/26 N/A BRIGHTSPHERE INVESTMENT REGD 4.80000000 10948WAA1 750000.00000000 NS USD 781843.19000000 0.192367555873 Long DBT CORP US N 2 2026-07-27 Fixed 4.80000000 N N N N N N T/L DELL 0% 9/11/25 N/A T/L DELL INTERNATIONAL LLC ZCP REGD 3.79000000 N/A 2873953.63000000 NS USD 2884271.12000000 0.709656607525 Long LON CORP US N 2 2025-09-11 Variable 3.79000000 N N N N N N MDCP 2018-2A 4.605% 07/20/24 N/A ELM 2018-2 TRUST SER 2018-2A CL A2 REGD 144A P/P 4.60500000 289333AB2 1200000.00000000 NS USD 1213762.20000000 0.298638487630 Long ABS-CBDO CORP US Y 2 2027-10-20 Fixed 4.60500000 N N N N N N SPART 2019-T2 2.32% 10/15/22 N/A SPS SERVICER ADVANCE RECEIVABLES TRUS SER 2019-T2 CL AT2 REGD 144A P/P 2.32000000 78469QBB7 2870000.00000000 NS USD 2881310.38000000 0.708928136235 Long ABS-CBDO CORP US Y 2 2052-10-15 Fixed 2.32000000 N N N N N N PNC FINANCIAL SE 3.5% 01/23/24 CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES REGD 3.50000000 693475AV7 425000.00000000 NS USD 449568.76000000 0.110613540751 Long DBT CORP US N 2 2024-01-23 Fixed 3.50000000 N N N N N N APPLE INC 2.05% 09/11/26 HWUPKR0MPOU8FGXBT394 APPLE INC REGD 2.05000000 037833DN7 660000.00000000 NS USD 657487.67000000 0.161770669250 Long DBT CORP US N 2 2026-09-11 Fixed 2.05000000 N N N N N N RBIT 2018-1 M1 V/R 12/25/20 N/A RMF BUYOUT ISSUANCE TRUST 2018-1 SER 2018-1 CL M1 V/R REGD 144A P/P 3.91190000 76971BAB6 2500000.00000000 NS USD 2519062.75000000 0.619799405441 Long ABS-CBDO CORP US Y 2 2028-11-25 Variable 3.91190000 N N N N N N T/L SS&C TECHNOLOG 0% 04/16/25 N/A T/L SS&C TECHNOLOGIES HOLDINGS INC REGD 4.03588000 78466DBE3 456519.52000000 NS USD 457281.91000000 0.112511312366 Long LON CORP US N 2 2025-04-16 Variable 4.03588000 N N N N N N T/L VISTRA OPER 0% 12/31/25 N/A T/L VISTRA OPERATIONS COMPANY LLC ZCP REGD 3.82751667 N/A 1855000.00000000 NS USD 1860806.15000000 0.457839545843 Long LON CORP US N 2 2025-12-31 Variable 3.82751667 N N N N N N NHLT 2018-3A M1 V/R 06/25/21 N/A NATIONSTAR HECM LOAN TRUST 2018-3 SER 2018-3A CL M1 V/R REGD 144A P/P 3.90310000 63863BAB5 2500000.00000000 NS USD 2529646.75000000 0.622403531482 Long ABS-CBDO CORP US Y 2 2028-11-25 Variable 3.90310000 N N N N N N OMFIT 2019-1A 3.48% 05/14/22 N/A ONEMAIN FINANCIAL ISSUANCE TRUST 2019-1 SER 2019-1A CL A REGD 144A P/P 3.48000000 68267DAA4 1080000.00000000 NS USD 1097217.68000000 0.269963447994 Long ABS-CBDO CORP US Y 2 2031-02-14 Fixed 3.48000000 N N N N N N NWSB 2018-1 B V/R 11/25/24 N/A NEWTEK SMALL BUSINESS LOAN TRUST 2018-1 SER 2018-1 CL B V/R 144A P/P 4.82275000 65252MAB5 311423.87000000 NS USD 313941.39000000 0.077243286958 Long ABS-CBDO CORP US Y 2 2044-02-25 Variable 4.82275000 N N N N N N ENABLE MIDSTREA 4.15% 09/15/29 N/A ENABLE MIDSTREAM PARTNER REGD 4.15000000 292480AM2 1730000.00000000 NS USD 1639167.89000000 0.403306858330 Long DBT CORP US N 2 2029-09-15 Fixed 4.15000000 N N N N N N T/L SS&C TECHNOLOGI 0% 4/16/25 N/A T/L SS&C TECHNOLOGIES HOLDINGS INC REGD 4.03588000 78466DBF0 732513.90000000 NS USD 734257.28000000 0.180659344665 Long LON CORP US N 2 2025-04-16 Variable 4.03588000 N N N N N N LFT 2017-2A A 2.8% 05/20/26 N/A LENDMARK FUNDING TRUST 2017-2 SER 2017-2A CL A REGD 144A P/P 2.80000000 52603LAA3 300000.00000000 NS USD 299992.41000000 0.073811228940 Long ABS-CBDO CORP US Y 2 2026-05-20 Fixed 2.80000000 N N N N N N BUNGE LTD FINAN 4.35% 03/15/24 N/A BUNGE LTD FINANCE CORP REGD 4.35000000 120568BA7 3025000.00000000 NS USD 3200423.53000000 0.787443901925 Long DBT CORP US N 2 2024-03-15 Fixed 4.35000000 N N N N N N CGCC 2014-FL2 D V/R 11/15/31 N/A CG-CCRE COMMERCIAL MORTGAGE TRUST 2014-FL2 SER 2014-FL2 CL D V/R REGD 144A P/P 5.91350000 12528PAD4 786000.00000000 NS USD 785620.36000000 0.193296904585 Long ABS-CBDO CORP US Y 2 2031-11-15 Variable 5.91350000 N N N N N N CGCC 2014-FL2 ST V/R 11/15/31 N/A CG-CCRE COMMERCIAL MORTGAGE TRUST 2014-FL2 SER 2014-FL2 CL STC2 V/R REGD 144A P/P 6.66350000 12528PAK8 1375472.50000000 NS USD 1371762.16000000 0.337513375232 Long ABS-CBDO CORP US Y 2 2031-11-15 Variable 6.66350000 N N N N N N CFMT 2018-RM2 A V/R 10/25/23 N/A CASCADE FUNDING MORTGAGE TRUST 2018-RM2 SER 2018-RM2 CL A V/R REGD 144A P/P 4.00000000 14727QAA3 1094592.20000000 NS USD 1127478.78000000 0.277408999633 Long ABS-CBDO CORP US Y 2 2068-10-25 Variable 4.00000000 N N N N N N T/L UNITED RENTALS 0% 10/31/25 N/A T/L UNITED RENTALS INC ZCP REGD 3.53588000 N/A 1980000.00000000 NS USD 1987781.40000000 0.489081000410 Long LON CORP US N 2 2025-10-31 Variable 3.53588000 N N N N N N SCENTRE GROUP TR 3.5% 02/12/25 N/A SCENTRE GROUP TRUST 1/2 REGD 144A P/P 3.50000000 806213AB0 1380000.00000000 NS USD 1436109.78000000 0.353345698829 Long DBT CORP AU Y 2 2025-02-12 Fixed 3.50000000 N N N N N N FHLB D/N 11/01/19 N/A FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000 313384NS4 1500000.00000000 PA USD 1500000.00000000 0.369065482057 Long STIV USGA US N 2 2019-11-01 Fixed 0.00000000 N N N N N N SANTANDER HOLDIN 3.7% 03/28/22 N/A SANTANDER HOLDINGS USA REGD SER WI 3.70000000 80282KAT3 810000.00000000 NS USD 832677.76000000 0.204875079262 Long DBT CORP US N 2 2022-03-28 Fixed 3.70000000 N N N N N N MEDNAX INC 6.25% 01/15/27 N/A MEDNAX INC REGD 144A P/P 6.25000000 58502BAC0 4415000.00000000 NS USD 4370850.00000000 1.075419908167 Long DBT CORP US Y 2 2027-01-15 Fixed 6.25000000 N N N N N N SIRIUS INTERNATI 4.6% 11/01/26 N/A SIRIUS INTERNATIONAL GRP REGD 144A P/P 4.60000000 82968FAA2 2995000.00000000 NS USD 2935100.00000000 0.722162730925 Long DBT CORP BM Y 2 2026-11-01 Fixed 4.60000000 N N N N N N OPTN 2018-D B 4.83% 12/01/21 N/A OPORTUN FUNDING XII LLC SER 2018-D CL B REGD 144A P/P 4.83000000 68377EAB7 2070000.00000000 NS USD 2121205.38000000 0.521909124075 Long ABS-CBDO CORP US Y 2 2024-12-09 Fixed 4.83000000 N N N N N N AVOLON HOLDINGS 5.25% 05/15/24 N/A AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.25000000 05401AAD3 335000.00000000 NS USD 365317.50000000 0.089884052827 Long DBT CORP KY Y 2 2024-05-15 Fixed 5.25000000 N N N N N N NFMOT 2018-2A 3.69% 10/15/21 N/A NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2018-2A CL A2 REGD 144A P/P 3.69000000 65341KBD7 1370000.00000000 NS USD 1411416.74000000 0.347270133021 Long ABS-CBDO CORP US Y 2 2023-10-15 Fixed 3.69000000 N N N N N N NFMOT 2017-1A 2.54% 04/15/20 N/A NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2017-1A CL A2 REGD 144A P/P 2.54000000 65341KAT3 300000.00000000 NS USD 300445.32000000 0.073922664571 Long ABS-CBDO CORP US Y 2 2022-04-18 Fixed 2.54000000 N N N N N N DAIMLER FINANCE 2.3% 02/12/21 N/A DAIMLER FINANCE NA LLC REGD 144A P/P 2.30000000 233851CZ5 1110000.00000000 NS USD 1114006.10000000 0.274094132207 Long DBT CORP US Y 2 2021-02-12 Fixed 2.30000000 N N N N N N NOVA GAS TRANS 7.875% 04/01/23 N/A NOVA GAS TRANSMISSION REGD 7.87500000 669771AS6 1335000.00000000 NS USD 1548232.75000000 0.380932844144 Long DBT CORP CA N 2 2023-04-01 Fixed 7.87500000 N N N N N N WISCONSIN PUBLI 3.35% 11/21/21 N/A WISCONSIN PUBLIC SERVICE REGD 3.35000000 976843BL5 1355000.00000000 NS USD 1395331.98000000 0.343312579886 Long DBT CORP US N 2 2021-11-21 Fixed 3.35000000 N N N N N N OSCAR 2019-2A 2.59% 08/10/22 N/A OSCAR US FUNDING XI LLC SER 2019-2A CL A3 REGD 144A P/P 2.59000000 68784EAC2 1580000.00000000 NS USD 1593506.99000000 0.392072283617 Long ABS-CBDO CORP JP Y 2 2023-09-11 Fixed 2.59000000 N N N N N N MSC 2019-BPR A V/R 05/15/21 N/A MORGAN STANLEY CAPITAL I TRUST 2019-BPR SER 2019-BPR CL A V/R REGD 144A P/P 3.32125000 61769GAA5 3070000.00000000 NS USD 3066092.50000000 0.754392604364 Long ABS-CBDO CORP US Y 2 2036-05-15 Variable 3.32125000 N N N N N N CCG 2018-2 A2 3.09% 12/15/25 N/A CCG RECEIVABLES TRUST 2018-2 SER 2018-2 CL A2 REGD 144A P/P 3.09000000 12509KAB2 561909.91000000 NS USD 567240.81000000 0.139566001990 Long ABS-CBDO CORP US Y 2 2025-12-15 Fixed 3.09000000 N N N N N N US TIPS 1% 02/15/49 N/A UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000 912810SG4 1162298.40000000 NS USD 1306891.94000000 0.321552469222 Long DBT UST US N 2 2049-02-15 Fixed 1.00000000 N N N N N N PARK AEROSPACE 5.25% 08/15/22 N/A PARK AEROSPACE HOLDINGS REGD 144A P/P 5.25000000 70014LAA8 600000.00000000 NS USD 638970.00000000 0.157214514046 Long DBT CORP KY Y 2 2022-08-15 Fixed 5.25000000 N N N N N N MFIT 2017-BA A 2.92% 04/20/21 N/A MARINER FINANCE ISSUANCE TRUST 2017-B SER 2017-BA CL A REGD 144A P/P 2.92000000 56846MAA9 205000.00000000 NS USD 205633.39000000 0.050594790805 Long ABS-CBDO CORP US Y 2 2029-12-20 Fixed 2.92000000 N N N N N N EFF 2018-3 A2 3.38% 10/20/21 N/A ENTERPRISE FLEET FINANCING 2018-3 LLC SER 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