TELEPHONE & DATA SYS /PREFERRED/ 0.00000000

NPORT-P/A false 0001752724-23-166784 0001688680 XXXXXXXX S000056101 C000202453 C000176693 Brinker Capital Destinations Trust 811-23207 0001688680 549300X40Y9W6WTS8B82 1055 Westlakes Drive, Suite 250 NULL Berwyn 19312 800-333-4573 Destinations Multi Strategy Alternatives Fund S000056101 549300B0D7EK5JLACQ88 2024-02-29 2023-05-31 N 839455399.90 57891626.41 781563773.49 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 186828924.47000000 CAD EUR GBP USD N 60% Russell 3000 Index 40% ICE BofA US 3M Treasury Bill RUSSELL.MC.RAY/MERRILL.MC.G0O1 TELEPHONE & DATA SYS /PFD/ N/A TELEPHONE & DATA SYS /PREFERRED/ 0.00000000 879433761 31246.00000000 NS USD 355267.02000000 0.045455922094 Long EP CORP US N 1 N N N LOGISTICS INNOV WT EX 06/15/28 N/A LOGISTICS INNOVATION TECHNOLOGIES CORP WARRANTS EXP 06/15/28 0.00000000 54141L118 185925.00000000 NS USD 278.89000000 0.000035683588 N/A DE CORP US N 1 LOGISTICS INNOVATION N/A Call Purchased LOGISTICS INNOVATION LOGISTICS INNOVATION 185925.00000000 USD 0.00000000 USD 2028-06-15 XXXX 278.89000000 N N N ARES ACQUISITION CORP II N/A ARES ACQUISITION CORP II 0.00000000 G33033112 299624.00000000 NS USD 3044179.84000000 0.389498585177 Long EC CORP US N 1 N N N CAS 2019-R01 2B1 V/R 07/25/31 N/A CONNECTICUT AVENUE SECURITIES TRUST 2019-R01 SER 2019-R01 CL 2B1 V/R REGD 144A P/P 9.48800000 20754FAL6 6734000.00000000 NS USD 7079792.92000000 0.905849677293 Long ABS-CBDO CORP US Y 2 2031-07-25 Variable 9.48800000 N N N N N N FHLT 2003-A M1 V/R 08/25/33 N/A FREMONT HOME LOAN TRUST 2003-A SER 2003-A CL M1 V/R REGD 6.11300000 35729PBL3 4457904.05000000 NS USD 4372688.54000000 0.559479429359 Long ABS-CBDO CORP US N 2 2033-08-25 Variable 6.11300000 N N N N N N SOMALOGIC INC WRT 12/31/27 N/A SOMALOGIC INC WARRANT EXPIRES_ 12/31/27_ 0.00000000 83444K113 77310.00000000 NS USD 22937.88000000 0.002934869908 N/A DE CORP US N 1 SOMALOGIC INC N/A Call Purchased SOMALOGIC INC SOMALOGIC INC 77310.00000000 USD 0.00000000 USD 2027-12-31 XXXX 22937.88000000 N N CHEC 2004-1 A3 V/R 07/25/34 N/A CHEC LOAN TRUST 2004-1 SER 2004-1 CL A3 V/R REGD 144A P/P 6.13800000 162765AC5 2133857.28000000 NS USD 2028095.42000000 0.259491993973 Long ABS-CBDO CORP US Y 2 2034-07-25 Variable 6.13800000 N N N N N N DICE THERAPEUTICS INC N/A DICE THERAPEUTICS INC 0.00000000 23345J104 199689.00000000 NS USD 6312169.29000000 0.807633299303 Long EC CORP US N 1 N N N ALBERTSONS COS INC - CLASS A 549300YKWOC0AOR16R51 ALBERTSONS COS INC - CLASS A 0.00000000 013091103 224458.00000000 NS USD 4569964.88000000 0.584720663240 Long EC CORP US N 1 N N N ACTIVISION BLIZZARD INC 549300TPQQDBP9GNOF40 ACTIVISION BLIZZARD INC 0.00000000 00507V109 24258.00000000 NS USD 1945491.60000000 0.248922949858 Long EC CORP US N 1 N N N PALM VALLEY CAPITAL-INV N/A PALM VALLEY CAPITAL FUND CL INV USD INC 0.00000000 81752T684 1897743.14000000 NS USD 23532014.94000000 3.010888648909 Long EC RF US N 1 N N N ZEROFOX HLDGS WT EX 08/03/27 N/A ZEROFOX HLDGS INC WARRANTS EXPIRE 08/03/2027 0.00000000 98955G111 244085.00000000 NS USD 9616.95000000 0.001230475404 N/A DE CORP US N 1 ZEROFOX HLDGS N/A Call Purchased ZEROFOX HLDGS ZEROFOX HLDGS 244085.00000000 USD 0.00000000 USD 2027-08-03 XXXX 9616.95000000 N N N NCR CORP 6.125% 09/01/29 549300YKTY8JX1DV2R67 NCR CORP REGD 144A P/P 6.12500000 62886EAV0 1201000.00000000 NS USD 1191137.99000000 0.152404452509 Long DBT CORP US Y 2 2029-09-01 Fixed 6.12500000 N N N N N N HEAT 2005-6 M5 V/R 12/25/35 N/A HOME EQUITY ASSET TRUST 2005-6 SER 2005-6 CL M5 V/R REGD 6.08300000 437084NG7 2370000.00000000 NS USD 2152916.53000000 0.275462681744 Long ABS-CBDO CORP US N 2 2035-12-25 Variable 6.08300000 N N N N N N CWALT 2005-61 2A V/R 12/25/35 N/A ALTERNATIVE LOAN TRUST 2005-61 SER 2005-61 CL 2A2 V/R REGD 5.89800000 12668AVQ5 2009090.23000000 NS USD 1838438.71000000 0.235225681173 Long ABS-CBDO CORP US N 2 2035-12-25 Variable 5.89800000 N N N N N N INDX 2006-FLX1 A V/R 11/25/36 N/A INDYMAC INDX MORTGAGE LOAN TRUST 2006-R1 SER 2006-FLX1 CL A1 V/R REGD 5.55800000 45667WAA6 3562001.89000000 NS USD 3299043.16000000 0.422107993218 Long ABS-CBDO CORP US N 2 2036-11-25 Variable 5.55800000 N N N N N N STACR 2016-HQA3 V/R 03/25/29 N/A FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES SER 2016-HQA3 CL B V/R REGD 14.13800000 3137G0LF4 1981663.17000000 NS USD 2060828.83000000 0.263680188348 Long ABS-CBDO CORP US N 2 2029-03-25 Variable 14.13800000 N N N N N N CAS 2016-C02 1B V/R 09/25/28 N/A FANNIE MAE CONNECTICUT AVENUE SECURITIES SER 2016-C02 CL 1B V/R REGD 17.38800000 30711XCH5 3391270.15000000 NS USD 3922079.89000000 0.501824678040 Long ABS-CBDO CORP US N 2 2028-09-25 Variable 17.38800000 N N N N N N STACR 2018-HRP1 V/R 05/25/43 N/A STACR TRUST 2018-HRP1 SER 2018-HRP1 CL B2 V/R REGD 144A P/P 16.88800000 3137G0VB2 4757132.00000000 NS USD 5285250.72000000 0.676240493645 Long ABS-CBDO CORP US Y 2 2043-05-25 Variable 16.88800000 N N N N N N SURF 2004-BC1 M1 V/R 02/25/35 N/A SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SER 2004-BC1 CL M1 V/R REGD 5.90300000 84751PBZ1 2551867.49000000 NS USD 2457556.08000000 0.314440889324 Long ABS-CBDO CORP US N 2 2035-02-25 Variable 5.90300000 N N N N N N CAS 2016-C03 1B V/R 10/25/28 N/A FANNIE MAE CONNECTICUT AVENUE SECURITIES SER 2016-C03 CL 1B V/R REGD 16.88800000 30711XCR3 486060.28000000 NS USD 549174.87000000 0.070266162356 Long ABS-CBDO CORP US N 2 2028-10-25 Variable 16.88800000 N N N N N N ELAT 2007-1 A1 V/R 05/25/37 N/A ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 6.23800000 288542AA1 1658744.01000000 NS USD 1579193.14000000 0.202055570327 Long ABS-CBDO CORP US Y 2 2037-05-25 Variable 6.23800000 N N N N N N IVERIC BIO INC 549300GZXI59U71XPM70 IVERIC BIO INC 0.00000000 46583P102 100507.00000000 NS USD 3794139.25000000 0.485454850735 Long EC CORP US N 1 N N N N/A N/A CFD GSCNNED3 N/A 1.00000000 NC USD -189951.36000000 -0.02430401285 N/A DE US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GSCNNED3 GSCNNED3 Paysafe Limited 0.0625 0.60375 USD Alight, Inc. 0.66 5.5836 USD Dun & Bradstreet Holdings, Inc. 0.99 9.9000 USD Ceridian HCM Holding Inc. 0.07 4.3295 USD Y Performance leg 2049-12-29 -9567439.34000000 USD 9567439.34000000 USD 9567439.34000000 USD -189951.36000000 N N N STACR 2021-HQA2 V/R 12/25/33 N/A FREDDIE MAC STACR REMIC TRUST 2021-HQA2 SER 2021-HQA2 CL B2 V/R REGD 144A P/P 10.42299000 35564KGS2 2990000.00000000 NS USD 2564605.23000000 0.328137679481 Long ABS-CBDO CORP US Y 2 2033-12-25 Variable 10.42299000 N N N N N N ARMT 2005-2 6M2 V/R 06/25/35 N/A ADJUSTABLE RATE MORTGAGE TRUST 2005-2 SER 2005-2 CL 6M2 V/R REGD 6.11800000 007036HA7 2043980.92000000 NS USD 1995174.74000000 0.255279838661 Long ABS-CBDO CORP US N 2 2035-06-25 Variable 6.11800000 N N N N N N MLMI 2005-FM1 M1 V/R 05/25/36 N/A MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIE SER 2005-FM1 CL M1 V/R REGD 5.85800000 59020UC29 513942.06000000 NS USD 503757.37000000 0.064455056271 Long ABS-CBDO CORP US N 2 2036-05-25 Variable 5.85800000 N N N N N N EMLT 2003-2 1A1 V/R 09/25/33 N/A EQUIFIRST MORTGAGE LOAN TRUST 2003-2 SER 2003-2 CL 1A1 V/R REGD 6.23043000 29445FAF5 2705177.14000000 NS USD 2593650.26000000 0.331853950755 Long ABS-CBDO CORP US N 2 2033-09-25 Variable 6.23043000 N N N N N N BIOHAVEN LTD N/A BIOHAVEN LTD 0.00000000 G1110E107 146843.00000000 NS USD 2571220.93000000 0.328984149114 Long EC CORP US N 1 N N N STACR 2017-DNA2 V/R 10/25/29 N/A FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES SER 2017-DNA2 CL B2 V/R REGD 16.38800000 3137G0PS2 554123.82000000 NS USD 613125.71000000 0.078448583570 Long ABS-CBDO CORP US N 2 2029-10-25 Variable 16.38800000 N N N N N N PPSI 2005-WCH1 M V/R 01/25/36 N/A PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUG SER 2005-WCH1 CL M5 V/R REGD 6.45800000 70069FFM4 3600000.00000000 NS USD 3253204.80000000 0.416243038680 Long ABS-CBDO CORP US N 2 2036-01-25 Variable 6.45800000 N N N N N N PPSI 2005-WCW2 M V/R 07/25/35 N/A PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUG SER 2005-WCW2 CL M2 V/R REGD 5.93300000 70069FLH8 983588.60000000 NS USD 969140.67000000 0.124000203549 Long ABS-CBDO CORP US N 2 2035-07-25 Variable 5.93300000 N N N N N N TMTS 2006-7 1A2C V/R 07/25/37 N/A TERWIN MORTGAGE TRUST 2006-7 SER 2006-7 CL 1A2C V/R REGD 144A P/P 5.67800000 88156PAD3 2465000.00000000 NS USD 1982849.45000000 0.253702834913 Long ABS-CBDO CORP US Y 2 2037-07-25 Variable 5.67800000 N N N N N N NRG ENERGY INC V/R /PERP/ 5E2UPK5SW04M13XY7I38 NRG ENERGY INC REGD V/R /PERP/ 144A P/P 10.25000000 629377CU4 2400000.00000000 NS USD 2274000.00000000 0.290955143666 Long DBT CORP US Y 2 2171-09-15 Variable 10.25000000 N N N N N N CAS 2017-C02 2B1 V/R 09/25/29 N/A FANNIE MAE CONNECTICUT AVENUE SECURITIES SER 2017-C02 CL 2B1 V/R REGD 10.63800000 30711XGQ1 5234000.00000000 NS USD 5763942.50000000 0.737488442467 Long ABS-CBDO CORP US N 2 2029-09-25 Variable 10.63800000 N N N N N N STACR 2020-DNA1 V/R 01/25/50 N/A FREDDIE MAC STACR REMIC TRUST 2020-DNA1 SER 2020-DNA1 CL B2 V/R REGD 144A P/P 10.38800000 35565HBE4 5438000.00000000 NS USD 5221194.55000000 0.668044595604 Long ABS-CBDO CORP US Y 2 2050-01-25 Variable 10.38800000 N N N N N N INSPIRATO INC WT EX 12/15/27 N/A INSPIRATO INC WARRANT EXP 12/15/2027 0.00000000 45791E115 131807.00000000 NS USD 8053.41000000 0.001030422631 N/A DE CORP US N 1 INSPIRATO INC N/A Call Purchased INSPIRATO INC INSPIRATO INC 131807.00000000 USD 0.00000000 USD 2027-12-15 XXXX 8053.41000000 N N N BLUE FOUNDRY BANCORP 5493008KPK5NJT0FNK56 BLUE FOUNDRY BANCORP 0.00000000 09549B104 942569.00000000 NS USD 8765891.70000000 1.121583675872 Long EC CORP US N 1 N N N PAGAYA TECHNOL WT EX 06/22/27 N/A PAGAYA TECHNOLOGIES LTD WARRANTS EXPIRE 06/22/2027 0.00000000 M7S64L107 358816.00000000 NS USD 33908.11000000 0.004338495609 N/A DE CORP IL N 1 N/A N/A Call Purchased PAGAYA TECHNOLOGIES PAGAYA TECHNOLOGIES 358816.00000000 USD 0.00000000 USD 2027-06-22 XXXX 33908.11000000 N N N N/A N/A CXT 2I65BYEB7 01.000 SP 12/20/2027 A3-E7 GOLDNY LONG N/A 1.00000000 NC USD -1786921.44000000 -0.22863411798 N/A DCR US N 2 GOLDMAN SACHS N/A CDX.NA.IG.39 2I65BYEB7 Y 2027-12-20 -20000000.00000000 USD 17366000.00000000 USD 20000000.00000000 USD 847078.56000000 N N N KOHL'S CORPORA 4.625% 05/01/31 549300JF6LPRTRJ0FH50 KOHL'S CORPORATION REGD 4.62500000 500255AX2 2794000.00000000 NS USD 1819229.28000000 0.232767861268 Long DBT CORP US N 2 2031-05-01 Fixed 4.62500000 N N N N N N HILLMAN SOLUTIONS CORP N/A HILLMAN SOLUTIONS CORP 0.00000000 431636109 742956.00000000 NS USD 6017943.60000000 0.769987530656 Long EC CORP US N 1 N N N VITESSE ENERGY INC N/A VITESSE ENERGY INC 0.00000000 92852X103 41751.00000000 NS USD 964030.59000000 0.123346375906 Long EC CORP US N 1 N N N BRIDGER AEROSPACE WRT 01/25/28 N/A BRIDGER AEROSPACE GROUP HOLDINGS INC WARRANT EXPIRES 01/25/28 0.00000000 96812F110 468723.00000000 NS USD 93978.96000000 0.012024477488 N/A DE CORP US N 1 BRIDGER AEROSPACE N/A Call Purchased BRIDGER AEROSPACE GROUP BRIDGER AEROSPACE GROUP 468723.00000000 USD 0.00000000 USD 2028-01-25 XXXX 93978.96000000 N N N N/A N/A CFD CANNAE HOLDINGS INC N/A 1.00000000 NC USD -94564.80000000 -0.01209943490 N/A DE US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CFD CANNAE HOLDINGS INC CFD CANNAE HOLDINGS INC Y Performance leg 2049-12-31 -9385556.40000000 USD 9385556.40000000 USD 9385556.40000000 USD -94564.80000000 N N N STACR 2020-HQA3 V/R 07/25/50 N/A FREDDIE MAC STACR REMIC TRUST 2020-HQA3 SER 2020-HQA3 CL B2 V/R REGD 144A P/P 15.13800000 35565MBE3 1280000.00000000 NS USD 1512920.58000000 0.193576088262 Long ABS-CBDO CORP US Y 2 2050-07-25 Variable 15.13800000 N N N N N N SENIOR CONNECT ACQUISITION CORP I WT EX 12/15/25 N/A SENIOR CONNECT ACQUISITION CORP I WARRANTS EXP 12/15/25 0.00000000 81723H116 232452.00000000 NS USD 278.94000000 0.000035689985 N/A DE CORP US N 1 SENIOR CONNECT ACQUISITION N/A Call Purchased SENIOR CONNECT SENIOR CONNECT 232452.00000000 USD 0.00000000 USD 2025-12-15 XXXX 278.94000000 N N N TEGNA INC 5% 09/15/29 549300YC5EDBGX85AO10 TEGNA INC REGD 5.00000000 87901JAH8 2188000.00000000 NS USD 1876111.54000000 0.240045867482 Long DBT CORP US N 2 2029-09-15 Fixed 5.00000000 N N N N N N EQRX INC WT EX 04/09/2028 N/A EQRX INC WARRANTS EXP 04/09/2028_ 0.00000000 26886C115 88320.00000000 NS USD 12188.16000000 0.001559458154 N/A DE CORP US N 1 EQRX INC N/A Call Purchased EQRX INC EQRX INC 88320.00000000 USD 0.00000000 USD 2028-04-09 XXXX 12188.16000000 N N N PLAYA HOTELS & RESORTS NV 529900BUP3KWPCJNLS49 PLAYA HOTELS & RESORTS NV 0.00000000 N70544106 340052.00000000 NS USD 3023062.28000000 0.386796622686 Long EC CORP US N 1 N N N STACR 2019-HQA1 V/R 02/25/49 N/A FREDDIE MAC STACR TRUST 2019-HQA1 SER 2019-HQA1 CL B2 V/R REGD 144A P/P 17.38800000 35563MBE5 4030000.00000000 NS USD 4715494.94000000 0.603341032420 Long ABS-CBDO CORP US Y 2 2049-02-25 Variable 17.38800000 N N N N N N SCREAMING EAG WT EX 1/10/2027 N/A SCREAMING EAGLE ACQUISITION___ CORP WARRANT EXP 1/10/2027 0.00000000 G79407121 491405.00000000 NS USD 73710.75000000 0.009431188151 N/A DE CORP KY N 1 N/A N/A Call Purchased SCREAMING EAG SCREAMING EAG 491405.00000000 USD 0.00000000 USD 2027-01-10 XXXX 73710.75000000 N N N N/A N/A CXT 2I65BRZD5 05.000 SP A15-E25 12/20/2025 MSCSNY LONG N/A 1.00000000 NC USD 561044.19000000 0.071784825375 N/A DCR US N 2 MORGAN STAN AND CO INTL 4PQUHN3JPFGFNF3BB653 CDX.NA.HY.35 2I65BRZD5 Y 2025-12-20 -10000000.00000000 USD 10246500.00000000 USD 10000000.00000000 USD 314544.19000000 N N N NCR CORP 5.75% 09/01/27 549300YKTY8JX1DV2R67 NCR CORP REGD 144A P/P 5.75000000 62886EAU2 5086000.00000000 NS USD 5058372.34000000 0.647211719833 Long DBT CORP US Y 2 2027-09-01 Fixed 5.75000000 N N N N N N STACR 2020-DNA5 V/R 10/25/50 N/A FREDDIE MAC STACR REMIC TRUST 2020-DNA5 SER 2020-DNA5 CL B2 V/R REGD 144A P/P 16.47299000 35566ABE8 3780000.00000000 NS USD 4617401.17000000 0.590790070704 Long ABS-CBDO CORP US Y 2 2050-10-25 Variable 16.47299000 N N N N N N RELAY THERAPEUTICS INC N/A RELAY THERAPEUTICS INC 0.00000000 75943R102 238041.00000000 NS USD 2651776.74000000 0.339291153191 Long EC CORP US N 1 N N N STACR 2019-FTR1 V/R 01/25/48 N/A FREDDIE MAC STACR TRUST 2019-FTR1 SER 2019-FTR1 CL B2 V/R REGD 144A P/P 13.48800000 35564PAC2 5800000.00000000 NS USD 6225536.14000000 0.796548708008 Long ABS-CBDO CORP US Y 2 2048-01-25 Variable 13.48800000 N N N N N N T/L PLAYA HOTELS 0% 01/05/29 N/A T/L PLAYA HOTELS & RESORTS BV REGD 0.00000000 N/A 9424380.00000000 NS USD 9380839.36000000 1.200265375416 Long LON CORP NL N 2 2029-01-05 Variable 9.31642000 N N N N N N BALTA 2006-8 3A1 V/R 02/25/34 N/A BEAR STEARNS ALT-A TRUST 2006-8 SER 2006-8 CL 3A1 V/R REGD 5.45800000 07387QAX8 649817.56000000 NS USD 575373.68000000 0.073618263731 Long ABS-CBDO CORP US N 2 2034-02-25 Variable 5.45800000 N N N N N N AMIT 2005-4 M3 V/R 10/25/35 N/A AAMES MORTGAGE INVESTMENT TRUST 2005-4 SER 2005-4 CL M3 V/R REGD 5.91800000 00252FCV1 1868547.56000000 NS USD 1827261.81000000 0.233795612332 Long ABS-CBDO CORP US N 2 2035-10-25 Variable 5.91800000 N N N N N N HLM 9A-2016 A2R V/R 07/19/30 N/A HPS LOAN MANAGEMENT 9-2016 LTD SER 9A-2016 CL A2R V/R REGD 144A P/P 6.96500000 40436QAN2 3000000.00000000 NS USD 2915591.40000000 0.373045872761 Long ABS-CBDO CORP KY Y 2 2030-07-19 Variable 6.96500000 N N N N N N CINEMARK USA I 5.875% 03/15/26 N/A CINEMARK USA INC REGD 144A P/P 5.87500000 172441BD8 5081000.00000000 NS USD 4826950.00000000 0.617601552646 Long DBT CORP US Y 2 2026-03-15 Fixed 5.87500000 N N N N N N EMIR 2019-1 M1B V/R 04/25/29 N/A EAGLE RE 2019-1 LTD SER 2019-1 CL M1B V/R REGD 144A P/P 6.93800000 269822AB8 3007823.78000000 NS USD 3003854.35000000 0.384338994703 Long ABS-CBDO CORP US Y 2 2029-04-25 Variable 6.93800000 N N N N N N Federated Investors, Inc. R05X5UQ874RGFF7HHD84 Federated Government Obligations Fund 608919718 1287775.00000000 OU N/A USD 1287775.00000000 0.164769023805 Long STIV RF US N 1 N N WILLSCOT MOBILE MINI HOLDING 549300HJ4VIXF476Q166 WILLSCOT MOBILE MINI HOLDING 0.00000000 971378104 271405.00000000 NS USD 11692127.40000000 1.495991472044 Long EC CORP US N 1 N N N STACR 2021-DNA5 V/R 01/25/34 N/A FREDDIE MAC STACR REMIC TRUST 2021-DNA5 SER 2021-DNA5 CL B2 V/R REGD 144A P/P 10.47299000 35564KJB6 3060000.00000000 NS USD 2664127.80000000 0.340871454174 Long ABS-CBDO CORP US Y 2 2034-01-25 Variable 10.47299000 N N N N N N HORIZON THERAPEUTICS PLC 529900P0GSQ79OOZEV53 HORIZON THERAPEUTICS PLC 0.00000000 G46188101 98213.00000000 NS USD 9824246.39000000 1.256998689451 Long EC CORP US N 1 N N N N/A N/A CXT 2I65BRYO2 05.000 SP A15-E25 12/20/2025 MSCSNY LONG N/A 1.00000000 NC USD 558266.41000000 0.071429412280 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC 9R7GPTSO7KV3UQJZQ078 CDX.NA.HY.35 2I65BRYO2 Y 2025-12-20 -10000000.00000000 USD 10405000.00000000 USD 10000000.00000000 USD 153266.41000000 N N N GOLDEN ENTERTAINMENT INC 549300P8YYCKQVJ0Y638 GOLDEN ENTERTAINMENT INC 0.00000000 381013101 485595.00000000 NS USD 20462973.30000000 2.618209030930 Long EC CORP US N 1 N N N CRINETICS PHARMACEUTICALS IN 549300Q1CNFXK5P31D28 CRINETICS PHARMACEUTICALS IN 0.00000000 22663K107 638785.00000000 NS USD 13944676.55000000 1.784202009227 Long EC CORP US N 1 N N N VMWARE INC-CLASS A 549300BUDHS3LRWBE814 VMWARE INC-CLASS A 0.00000000 928563402 23505.00000000 NS USD 3203496.45000000 0.409882924293 Long EC CORP US N 1 N N N X4 PHARMACEUTICALS INC WT EX 4/12/24 N/A X4 PHARMACEUTICALS INC WARRANTS EXP 4/12/24 0.00000000 98420X111 23299.00000000 NS USD 121.15000000 0.000015500974 N/A DE CORP US N 1 N/A N/A Call Purchased X4 PHARMACEUTICALS INC X4 PHARMACEUTICALS INC 23299.00000000 USD 0.00000000 USD 2024-04-12 XXXX 121.15000000 N N N STACR 2019-DNA1 V/R 01/25/49 N/A FREDDIE MAC STACR TRUST 2019-DNA1 SER 2019-DNA1 CL B1 V/R REGD 144A P/P 9.78800000 35563KBD1 5000000.00000000 NS USD 5399599.50000000 0.690871261328 Long ABS-CBDO CORP US Y 2 2049-01-25 Variable 9.78800000 N N N N N N KEARNY FINANCIAL CORP/MD N/A KEARNY FINANCIAL CORP/MD 0.00000000 48716P108 1001177.00000000 NS USD 6838038.91000000 0.874917587270 Long EC CORP US N 1 N N N JPMORGAN STRAT INC OPP-R6 N/A JPMORGAN STRATEGIC INCOME OPPORTUNITIES FUND CL R6 0.00000000 48121L114 10739659.60300000 NS USD 122217326.28000000 15.63753725869 Long EC RF US N 1 N N N CWL 2004-2 M1 V/R 05/25/34 N/A COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2004-2 CL M1 V/R REGD 5.88800000 1266713Z7 1046165.10000000 NS USD 1033359.93000000 0.132216968729 Long ABS-CBDO CORP US N 2 2034-05-25 Variable 5.88800000 N N N N N N STACR 2019-DNA2 V/R 03/25/49 N/A FREDDIE MAC STACR TRUST 2019-DNA2 SER 2019-DNA2 CL B1 V/R REGD 144A P/P 9.48800000 35564LBD8 5000000.00000000 NS USD 5327039.00000000 0.681587246068 Long ABS-CBDO CORP US Y 2 2049-03-25 Variable 9.48800000 N N N N N N TEGNA INC 4.625% 03/15/28 549300YC5EDBGX85AO10 TEGNA INC REGD 4.62500000 87901JAJ4 2028000.00000000 NS USD 1764360.00000000 0.225747413051 Long DBT CORP US N 2 2028-03-15 Fixed 4.62500000 N N N N N N ANCHC 2021-18A A V/R 04/15/34 N/A ANCHORAGE CAPITAL CLO 18 LTD SER 2021-18A CL A1 V/R REGD 144A P/P 6.41029000 03331AAA9 5000000.00000000 NS USD 4875000.00000000 0.623749483453 Long ABS-CBDO CORP KY Y 2 2034-04-15 Variable 6.41029000 N N N N N N STACR 2017-DNA3 V/R 03/25/30 N/A FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES SER 2017-DNA3 CL B1 V/R REGD 9.58800000 3137G0RJ0 4000000.00000000 NS USD 4347347.20000000 0.556237040080 Long ABS-CBDO CORP US N 2 2030-03-25 Variable 9.58800000 N N N N N N ABFC 2003-OPT1 A V/R 04/25/33 N/A ABFC 2003-OPT1 TRUST SER 2003-OPT1 CL A3 V/R REGD 5.81800000 04542BDG4 3138614.71000000 NS USD 2934011.24000000 0.375402665722 Long ABS-CBDO CORP US N 2 2033-04-25 Variable 5.81800000 N N N N N N FTAC ZEUS WT EX 11/23/2026 N/A FTAC ZEUS ACQUISITION CORP WARRANTS EXP 11/23/2026 0.00000000 30320F114 183154.00000000 NS USD 2765.63000000 0.000353858519 N/A DE CORP US N 1 FTAC ZEUS ACQUISITION N/A Call Purchased FTAC ZEUS FTAC ZEUS 183154.00000000 USD 0.00000000 USD 2026-11-23 XXXX 2765.63000000 N N N FULL HOUSE RESO 8.25% 02/15/28 5493009DKIWW0H901Y82 FULL HOUSE RESORTS INC REGD 144A P/P 8.25000000 359678AC3 13656000.00000000 NS USD 12802500.00000000 1.638062105006 Long DBT CORP US Y 2 2028-02-15 Fixed 8.25000000 N N N N N N STACR 2018-HRP1 V/R 04/25/43 N/A STACR TRUST 2018-HRP1 SER 2018-HRP1 CL B1 V/R REGD 144A P/P 8.88800000 3137G0VA4 5419875.77000000 NS USD 5440721.15000000 0.696132719369 Long ABS-CBDO CORP US Y 2 2043-04-25 Variable 8.88800000 N N N N N N STACR 2019-HRP1 V/R 02/25/49 N/A FREDDIE MAC STACR TRUST 2019-HRP1 SER 2019-HRP1 CL B2 V/R REGD 144A P/P 14.63800000 35564RCC6 5000000.00000000 NS USD 5074528.50000000 0.649278878080 Long ABS-CBDO CORP US Y 2 2049-02-25 Variable 14.63800000 N N N N N N VYSPK 2022-1A B V/R 10/20/34 N/A VALLEY STREAM PARK CLO LTD SER 2022-1A CL B V/R REGD 144A P/P 8.24845000 92013AAC3 16150000.00000000 NS USD 16220720.85000000 2.075418718240 Long ABS-CBDO CORP JE Y 2 2034-10-20 Variable 8.24845000 N N N N N N ABSHE 2007-HE1 A V/R 12/25/36 N/A ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST SERIES SER 2007-HE1 CL A4 V/R REGD 5.27800000 04544RAC9 1199228.49000000 NS USD 1149855.17000000 0.147122372991 Long ABS-CBDO CORP US N 2 2036-12-25 Variable 5.27800000 N N N N N N LBMLT 2004-4 M1 V/R 10/25/34 N/A LONG BEACH MORTGAGE LOAN TRUST 2004-4 SER 2004-4 CL M1 V/R REGD 6.03800000 542514HT4 2372783.02000000 NS USD 2200205.53000000 0.281513243657 Long ABS-CBDO CORP US N 2 2034-10-25 Variable 6.03800000 N N N N N N CAS 2016-C03 2M2 V/R 10/25/28 N/A FANNIE MAE CONNECTICUT AVENUE SECURITIES SER 2016-C03 CL 2M2 V/R REGD 11.03800000 30711XCT9 3048378.59000000 NS USD 3246069.29000000 0.415330060080 Long ABS-CBDO CORP US N 2 2028-10-25 Variable 11.03800000 N N N N N N STACR 2019-HQA2 V/R 04/25/49 N/A FREDDIE MAC STACR TRUST 2019-HQA2 SER 2019-HQA2 CL B1 V/R REGD 144A P/P 9.23800000 35564MBD6 5500000.00000000 NS USD 5684533.25000000 0.727328139150 Long ABS-CBDO CORP US Y 2 2049-04-25 Variable 9.23800000 N N N N N N STACR 2020-DNA6 V/R 12/25/50 N/A FREDDIE MAC STACR REMIC TRUST 2020-DNA6 SER 2020-DNA6 CL B2 V/R REGD 144A P/P 10.62299000 35566CBE4 5600000.00000000 NS USD 5355206.64000000 0.685191256509 Long ABS-CBDO CORP US Y 2 2050-12-25 Variable 10.62299000 N N N N N N SASC 2007-BC3 2A V/R 06/25/13 N/A STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUS SER 2007-BC3 CL 2A3 V/R REGD 5.31800000 86363WAG4 860988.60000000 NS USD 815069.58000000 0.104287021436 Long ABS-CBDO CORP US N 2 2047-05-25 Variable 5.31800000 N N N N N N CWL 2007-12 2A3 V/R 09/25/35_ N/A COUNTRYWIDE ASSET-BACKED CERTI FICATES SER 2007-12 CL 2A3 V/R 5.93800000 126697AE1 210813.43000000 NS USD 208750.81000000 0.026709376391 Long ABS-CBDO CORP US N 2 2047-08-25 Variable 5.93800000 N N N N N N ISHARES RUSSELL 2000 ETF N/A ISHARES RUSSELL 2000 ETF 0.00000000 464287655 -46521.00000000 NS USD -8083954.17000000 -1.03433071544 Short EC PF US N 1 N N N SPDR S&P REGIONAL BANKING ETF_ N/A SPDR S&P REGIONAL BANKING ETF_ 0.00000000 78464A698 -154691.00000000 NS USD -6028308.27000000 -0.77131367579 Short EC PF US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 BROADCOM INC 0.00000000 11135F101 -3005.00000000 NS USD -2427919.80000000 -0.31064896843 Short EC CORP US N 1 N N N STACR 2019-DNA4 V/R 10/25/49 N/A FREDDIE MAC STACR TRUST 2019-DNA4 SER 2019-DNA4 CL B2 V/R REGD 144A P/P 11.38800000 35565ABE9 4588000.00000000 NS USD 4630787.69000000 0.592502857357 Long ABS-CBDO CORP US Y 2 2049-10-25 Variable 11.38800000 N N N N N N CWL 2007-2 2A3 V/R 08/25/37 N/A CWABS ASSET-BACKED CERTIFICATES TRUST 2007-2 SER 2007-2 CL 2A3 V/R REGD 5.27800000 12668NAD9 539124.42000000 NS USD 530318.79000000 0.067853553092 Long ABS-CBDO CORP US N 2 2037-08-25 Variable 5.27800000 N N N N N N STACR 2017-HQA3 V/R 04/25/30 N/A FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES SER 2017-HQA3 CL B1 V/R REGD 9.58800000 3137G0SE0 4290000.00000000 NS USD 4652930.57000000 0.595336008119 Long ABS-CBDO CORP US N 2 2030-04-25 Variable 9.58800000 N N N N N N TARGET HOSPITALITY CORP N/A TARGET HOSPITALITY CORP 0.00000000 87615L107 199720.00000000 NS USD 2822043.60000000 0.361076561596 Long EC CORP US N 1 N N FIRST LIGHT ACQUISITION GR-A N/A FIRST LIGHT ACQUISITION GR-A FOUNDERS SHARES 0.00000000 N/A 70340.00000000 NS USD 0.00000000 0.000000 Long EC PF US N 3 N N N MLMI 2006-OPT1 A V/R 08/25/37 N/A MERRILL LYNCH MORTGAGE INVESTORS TRUST SE SER 2006-OPT1 CL A2C V/R REGD 5.43800000 59022VAD3 1919210.91000000 NS USD 1785646.50000000 0.228470991180 Long ABS-CBDO CORP US N 2 2037-08-25 Variable 5.43800000 N N N N N N STCR 2016-1A ER V/R 06/15/31 N/A STEELE CREEK CLO 2016-1 LTD SER 2016-1A CL ER V/R REGD 144A P/P 10.61629000 85816TAF8 380000.00000000 NS USD 281729.61000000 0.036046912556 Long ABS-CBDO CORP KY Y 2 2031-06-15 Variable 10.61629000 N N N N N N ACCR 2006-2 M1 V/R 09/25/36 N/A ACCREDITED MORTGAGE LOAN TRUST 2006-2 SER 2006-2 CL M1 V/R REGD 5.40800000 00437NAE2 2430000.00000000 NS USD 2215794.53000000 0.283507834569 Long ABS-CBDO CORP US N 2 2036-09-25 Variable 5.40800000 N N N N N N AMC NETWORKS INC 5% 04/01/24 549300VGG9K75226LR46 AMC NETWORKS INC REGD 5.00000000 00164VAD5 301000.00000000 NS USD 295654.66000000 0.037828603375 Long DBT CORP US N 2 2024-04-01 Fixed 5.00000000 N N N N N N LONGF 2013-1A ER V/R 04/15/29 N/A LONGFELLOW PLACE CLO LTD SER 2013-1A CL ERR V/R REGD 144A P/P 12.96029000 54303NAF7 1300000.00000000 NS USD 1136284.89000000 0.145386074501 Long ABS-CBDO CORP KY Y 2 2029-04-15 Variable 12.96029000 N N N N N N CARR 2006-NC3 A3 V/R 08/25/36 N/A CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-NC3 SER 2006-NC3 CL A3 V/R REGD 5.28800000 144528AC0 2359201.69000000 NS USD 2214127.06000000 0.283294484097 Long ABS-CBDO CORP US N 2 2036-08-25 Variable 5.28800000 N N N N N N STACR 2019-DNA3 V/R 07/25/49 N/A FREDDIE MAC STACR TRUST 2019-DNA3 SER 2019-DNA3 CL B2 V/R REGD 144A P/P 13.28800000 35564TBE9 4870000.00000000 NS USD 5181926.91000000 0.663020355570 Long ABS-CBDO CORP US Y 2 2049-07-25 Variable 13.28800000 N N N N N N STACR 2020-HQA4 V/R 09/25/50 N/A FREDDIE MAC STACR REMIC TRUST 2020-HQA4 SER 2020-HQA4 CL B2 V/R REGD 144A P/P 14.53800000 35565RBE2 1260000.00000000 NS USD 1430942.18000000 0.183087065769 Long ABS-CBDO CORP US Y 2 2050-09-25 Variable 14.53800000 N N N N N N SASC 2005-WF4 M8 V/R 11/25/35 N/A STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUS SER 2005-WF4 CL M8 V/R REGD 7.76300000 863576DN1 2600000.00000000 NS USD 2405497.64000000 0.307780084184 Long ABS-CBDO CORP US N 2 2035-11-25 Variable 7.76300000 N N N N N N RAND PARENT LLC 8.5% 02/15/30 N/A RAND PARENT LLC REGD 144A P/P 8.50000000 753272AA1 -2941000.00000000 NS USD -2538817.96000000 -0.32483823407 Short DBT CORP US Y 2 2030-02-15 Fixed 8.50000000 N N N N N N N/A N/A CXT 2I65BRZH6 05.000 SP A25-E35 12/20/2027 MSCSNY LONG N/A 1.00000000 NC USD 1874657.72000000 0.239859853231 N/A DCR US N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 CDX.NA.HY.39 2I65BRZH6 Y 2027-12-20 -25000000.00000000 USD 26437500.00000000 USD 25000000.00000000 USD 437157.72000000 N N N HMBT 2005-4 M3 V/R 10/25/35 N/A HOMEBANC MORTGAGE TRUST 2005-4 SER 2005-4 CL M3 V/R REGD 5.94800000 43739EBW6 2448030.00000000 NS USD 2123513.51000000 0.271700606147 Long ABS-CBDO CORP US N 2 2035-10-25 Variable 5.94800000 N N N N N N STACR 2016-DNA4 V/R 03/25/29 N/A FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES SER 2016-DNA4 CL B V/R REGD 13.73800000 3137G0LK3 1066883.56000000 NS USD 1133563.78000000 0.145037912253 Long ABS-CBDO CORP US N 2 2029-03-25 Variable 13.73800000 N N N N N N RAMP 2004-RS8 MI V/R 08/25/34 N/A RAMP SERIES 2004-RS8 TRUST SER 2004-RS8 CL MII2 V/R REGD 6.86300000 76112BAN0 2519523.06000000 NS USD 2401703.11000000 0.307294579337 Long ABS-CBDO CORP US N 2 2034-08-25 Variable 6.86300000 N N N N N N Federated Investors, Inc. R05X5UQ874RGFF7HHD84 Federated Government Obligations Fund 608919718 1287775.00000000 OU N/A USD 1287775.00000000 0.164769023805 Long STIV RF US N 1 N N N/A N/A CXT 2I65BYEB7 01.000 SP 12/20/2027 A3 - E7 GOLDNY LONG N/A 1.00000000 NC USD -1786921.44000000 -0.22863411798 N/A DCR US N 2 GOLDMAN SACHS N/A CDX.NA.IG.39 2I65BYEB7 Y 2027-12-20 -20000000.00000000 USD 15954000.11000000 USD 20000000.00000000 USD 2259078.45000000 N N N WILLIAMS SCOTS 6.125% 06/15/25 N/A WILLIAMS SCOTSMAN INTL REGD 144A P/P 6.12500000 71953LAA9 3351000.00000000 NS USD 3334642.50000000 0.426662879359 Long DBT CORP US Y 2 2025-06-15 Fixed 6.12500000 N N N N N N SPDR S&P BIOTECH ETF N/A SPDR S&P BIOTECH ETF 0.00000000 78464A870 -244995.00000000 NS USD -20559980.40000000 -2.63062095472 Short EC PF US N 1 N N N CAS 2016-C06 1B V/R 04/25/29 N/A FANNIE MAE CONNECTICUT AVENUE SECURITIES SER 2016-C06 CL 1B V/R REGD 14.38800000 30711XDY7 4649686.81000000 NS USD 4928344.87000000 0.630574885526 Long ABS-CBDO CORP US N 2 2029-04-25 Variable 14.38800000 N N N N N N TMTS 2006-5 1A2C V/R 07/25/37 N/A TERWIN MORTGAGE TRUST 2006-5 SER 2006-5 CL 1A2C V/R REGD 144A P/P 5.73800000 8815612G8 6738000.00000000 NS USD 6209221.97000000 0.794461332601 Long ABS-CBDO CORP US Y 2 2037-07-25 Variable 5.73800000 N N N N N N N/A N/A CXT 2I65BYEB7 01.000 SP 12/20/2027 A3-E7 GOLDNY LONG N/A 1.00000000 NC USD -1786921.44000000 -0.22863411798 N/A DCR US N 2 GOLDMAN SACHS AND CO. LLC FOR8UP27PHTHYVLBNG30 CDX.NA.IG.39 2I65BYEB7 Y 2027-12-20 -20000000.00000000 USD 17944000.00000000 USD 20000000.00000000 USD 269078.56000000 N N N STACR 2019-DNA2 V/R 03/25/49 N/A FREDDIE MAC STACR TRUST 2019-DNA2 SER 2019-DNA2 CL B2 V/R REGD 144A P/P 15.63800000 35564LBE6 5000000.00000000 NS USD 5758628.00000000 0.736808459568 Long ABS-CBDO CORP US Y 2 2049-03-25 Variable 15.63800000 N N N N N N N/A N/A CXT 2I65BRZF0 05.000 SP A25 - E35 12/20/2026 MSCSNY LONG N/A 1.00000000 NC USD 2245702.98000000 0.287334579233 N/A DCR US N 2 morgan stanley 7CPI4ZQUQVBDH8SA1F44 CDX.NA.HY.37 2I65BRZF0 Y 2026-12-20 -20000000.00000000 USD 21234622.22000000 USD 20000000.00000000 USD 1011080.76000000 N N N STACR 2019-FTR4 V/R 11/25/47 N/A FREDDIE MAC STACR TRUST 2019-FTR4 SER 2019-FTR4 CL B2 V/R REGD 144A P/P 10.13800000 35565GAE7 4349000.00000000 NS USD 3818201.07000000 0.488533527206 Long ABS-CBDO CORP US Y 2 2047-11-25 Variable 10.13800000 N N N N N N CAS 2019-HRP1 B1 V/R 11/25/39 N/A CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 SER 2019-HRP1 CL B1 V/R REGD 144A P/P 14.38800000 20754PAD2 8873000.00000000 NS USD 9185701.38000000 1.175297741729 Long ABS-CBDO CORP US Y 2 2039-11-25 Variable 14.38800000 N N N N N N N/A N/A CFD GSCBGDEN N/A 1.00000000 NC USD 167131.14000000 0.021384197383 N/A DE US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GSCBGDEN GSCBGDEN Red Rock Resorts, Inc. 0.58616 26.7230344 USD Churchill Downs Incorporated 0.20072 27.2617904 USD Boyd Gaming Corporation 0.45658 29.0978434 USD Penn Entertainment, Inc. 0.62853 15.7383912 USD Caesars Entertainment, Inc. 0.34235 14.0397735 USD Y Performance leg 2049-12-21 -8645362.02000000 USD 8645362.02000000 USD 8645362.02000000 USD 167131.14000000 N N N DBALT 2007-OA5 A V/R 12/25/15 N/A DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERI SER 2007-OA5 CL A1A V/R REGD 5.33800000 25150XAA0 3199711.22000000 NS USD 2865763.44000000 0.366670454440 Long ABS-CBDO CORP US N 2 2047-08-25 Variable 5.33800000 N N N N N N VISTRA CORP V/R /PERP/ 549300KP43CPCUJOOG15 VISTRA CORP REGD V/R /PERP/ 144A P/P 7.00000000 92840MAC6 13154000.00000000 NS USD 11570258.40000000 1.480398502649 Long DBT CORP US Y 2 2171-06-15 Variable 7.00000000 N N N N N N VIBR 2018-8A A1B V/R 01/20/31 N/A VIBRANT CLO VIII LTD SER 2018-8A CL A1B V/R REGD 144A P/P 6.56006000 92558FAJ8 1291000.00000000 NS USD 1260233.15000000 0.161245082326 Long ABS-CBDO CORP KY Y 2 2031-01-20 Variable 6.56006000 N N N N N N STACR 2021-HQA1 V/R 08/25/33 N/A FREDDIE MAC STACR REMIC TRUST 2021-HQA1 SER 2021-HQA1 CL B2 V/R REGD 144A P/P 9.97299000 35564KCP2 2601000.00000000 NS USD 2206078.21000000 0.282264644911 Long ABS-CBDO CORP US Y 2 2033-08-25 Variable 9.97299000 N N N N N N N/A N/A CXT 2I65BYEB7 01.000 SP 12/20/2027 A3- E7 MSCSNY LONG N/A 1.00000000 NC USD -1786921.44000000 -0.22863411798 N/A DCR US N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 CDX.NA.IG.39 2I65BYEB7 Y 2027-12-20 -20000000.00000000 USD 17369200.00000000 USD 20000000.00000000 USD 843878.56000000 N N N STRAS 2021-2A A V/R 12/28/29 N/A STRATUS CLO 2021-2 LTD SER 2021-2A CL A V/R REGD 144A P/P 6.15043000 86315TAA3 6498876.95000000 NS USD 6431814.39000000 0.822941723780 Long ABS-CBDO CORP KY Y 2 2029-12-28 Variable 6.15043000 N N N N N N MABS 2004-WMC1 M V/R 02/25/34 N/A MASTR ASSET BACKED SECURITIES TRUST 2004-WMC1 SER 2004-WMC1 CL M1 V/R REGD 5.91800000 57643LCW4 2364848.09000000 NS USD 2351509.87000000 0.300872423948 Long ABS-CBDO CORP US N 2 2034-02-25 Variable 5.91800000 N N N N N N XENON PHARMACEUTICALS INC 549300XV44Q9Z1MIPQ03 XENON PHARMACEUTICALS INC 0.00000000 98420N105 255592.00000000 NS USD 9847959.76000000 1.260032782228 Long EC CORP CA N 1 N N N STACR 2019-HQA1 V/R 02/25/49 N/A FREDDIE MAC STACR TRUST 2019-HQA1 SER 2019-HQA1 CL B1 V/R REGD 144A P/P 9.53800000 35563MBD7 5620000.00000000 NS USD 5928778.54000000 0.758578984991 Long ABS-CBDO CORP US Y 2 2049-02-25 Variable 9.53800000 N N N N N N STACR 2020-HQA3 V/R 07/25/50 N/A FREDDIE MAC STACR REMIC TRUST 2020-HQA3 SER 2020-HQA3 CL B1 V/R REGD 144A P/P 10.88800000 35565MBD5 3309229.05000000 NS USD 3548020.37000000 0.453964281655 Long ABS-CBDO CORP US Y 2 2050-07-25 Variable 10.88800000 N N N N N N STACR 2015-DNA2 V/R 12/25/27 N/A FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES SER 2015-DNA2 CL B V/R REGD 12.68800000 3137G0FZ7 5393870.24000000 NS USD 5494814.36000000 0.703053870506 Long ABS-CBDO CORP US N 2 2027-12-25 Variable 12.68800000 N N N N N N GXO LOGISTICS INC 5493007CNWMXN78JRN66 GXO LOGISTICS INC 0.00000000 36262G101 51347.00000000 NS USD 2871324.24000000 0.367381951082 Long EC CORP US N 1 N N N CALUMET SPECIALTY 11% 04/15/25 N/A CALUMET SPECIALTY PROD REGD 144A P/P 11.00000000 131477AT8 10360000.00000000 NS USD 10671096.92000000 1.365352039328 Long DBT CORP US Y 2 2025-04-15 Fixed 11.00000000 N N N N N N STRUCTURED ASSET INV 2004-2 A4 20340325 FLT N/A STRUCTURED ASSET INV 2004-2 A4 20340325 FLT 5.84300000 86358EGW0 3874735.99000000 NS USD 3713767.83000000 0.475171439102 Long ABS-CBDO CORP US N 2 2034-03-25 Variable 5.84300000 N N N N N N NHEL 2006-1 A2C V/R 05/25/36 N/A NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-1 SER 2006-1 CL A2C V/R REGD 5.45800000 669884AD0 1219806.42000000 NS USD 1200101.67000000 0.153551342923 Long ABS-CBDO CORP US N 2 2036-05-25 Variable 5.45800000 N N N N N N CAS 2016-C04 1B V/R 01/25/29 N/A FANNIE MAE CONNECTICUT AVENUE SECURITIES SER 2016-C04 CL 1B V/R REGD 15.38800000 30711XDB7 1259978.64000000 NS USD 1370101.03000000 0.175302525075 Long ABS-CBDO CORP US N 2 2029-01-25 Variable 15.38800000 N N N N N N ARROW BIDCO LLC 9.5% 03/15/24 N/A ARROW BIDCO LLC REGD 144A P/P 9.50000000 042728AA3 14932000.00000000 NS USD 14939568.28000000 1.911497025161 Long DBT CORP US Y 2 2024-03-15 Fixed 9.50000000 N N N N N N OOMLT 2005-3 M2 V/R 08/25/35 N/A OPTION ONE MORTGAGE LOAN TRUST 2005-3 SER 2005-3 CL M2 V/R REGD 5.87300000 68389FHT4 73641.46000000 NS USD 73382.00000000 0.009389125045 Long ABS-CBDO CORP US N 2 2035-08-25 Variable 5.87300000 N N N N N N VENTR 2014-18A E V/R 10/15/29 N/A VENTURE XVIII CLO LTD SER 2014-18A CL ER V/R REGD P/P 11.85029000 92329HAH6 1030000.00000000 NS USD 687591.95000000 0.087976435618 Long ABS-CBDO CORP KY N 2 2029-10-15 Variable 11.85029000 N N N N N N STACR 2016-DNA1 V/R 07/25/28 N/A FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES SER 2016-DNA1 CL B V/R REGD 15.13800000 3137G0HZ5 1910914.96000000 NS USD 2115940.27000000 0.270731620601 Long ABS-CBDO CORP US N 2 2028-07-25 Variable 15.13800000 N N N N N N SASC 2006-BC6 A4 V/R 01/25/37 N/A STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUS SER 2006-BC6 CL A4 V/R REGD 5.30800000 86362VAD4 771132.56000000 NS USD 752904.30000000 0.096333060146 Long ABS-CBDO CORP US N 2 2037-01-25 Variable 5.30800000 N N N N N N FNBA 2004-AR1 M2 V/R 08/19/34 N/A FNBA MORTGAGE LOAN TRUST 2004-AR1 SER 2004-AR1 CL M2 V/R REGD 6.78243000 30251YAE8 2665570.05000000 NS USD 2653876.99000000 0.339559877263 Long ABS-CBDO CORP US N 2 2034-08-19 Variable 6.78243000 N N N N N N GLOBAL X US INFRASTRUCTURE N/A GLOBAL X US INFRASTRUCTURE DEVELOPMENT ETF 0.00000000 37954Y673 -231255.00000000 NS USD -6308636.40000000 -0.80718127093 Short EC PF US N 1 N N N SASC 2006-GEL1 M V/R 11/25/35 N/A STRUCTURED ASSET SECURITIES CORP MORTGAGE L SER 2006-GEL1 CL M2 V/R REGD 144A P/P 6.33800000 863576EH3 1230307.01000000 NS USD 1209524.29000000 0.154756954074 Long ABS-CBDO CORP US Y 2 2035-11-25 Variable 6.33800000 N N N N N N FIRST LIGHT ACQUI WRT 10/07/23 N/A FIRST LIGHT ACQUISITION GROUP_ INC WARRANT EXPIRES 10/07/23 0.00000000 320703119 556875.00000000 NS USD 22831.88000000 0.002921307355 N/A DE CORP US N 1 FIRST LIGHT ACQUISITION N/A Call Purchased FIRST LIGHT FIRST LIGHT 556875.00000000 USD 0.00000000 USD 2023-10-07 XXXX 22831.88000000 N N N STACR 2021-DNA2 V/R 08/25/33 N/A FREDDIE MAC STRUCTURED AGENCY CREDIT RISK SER 2021-DNA2 CL B2 V/R REGD 144A P/P 10.97299000 35564KDY2 1280000.00000000 NS USD 1185696.00000000 0.151708157442 Long ABS-CBDO CORP US Y 2 2033-08-25 Variable 10.97299000 N N N N N N JPMAC 2007-CH4 A V/R 11/25/13 N/A JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH4 SER 2007-CH4 CL A5 V/R REGD 5.37800000 46630CAE4 1982021.37000000 NS USD 1960109.13000000 0.250793242533 Long ABS-CBDO CORP US N 2 2037-05-25 Variable 5.37800000 N N N N N N GOLDEN ENTERTA 7.625% 04/15/26 549300P8YYCKQVJ0Y638 GOLDEN ENTERTAINMENT INC REGD 144A P/P 7.62500000 381013AA9 16856000.00000000 NS USD 16877070.00000000 2.159397680964 Long DBT CORP US Y 2 2026-04-15 Fixed 7.62500000 N N N N N N CAS 2016-C01 1B V/R 08/25/28 N/A FANNIE MAE CONNECTICUT AVENUE SECURITIES SER 2016-C01 CL 1B V/R REGD 16.88800000 30711XBQ6 531575.82000000 NS USD 595287.68000000 0.076166232390 Long ABS-CBDO CORP US N 2 2028-08-25 Variable 16.88800000 N N N N N N 2023-06-30 Brinker Capital Destinations Trust Brian Ferko Brian Ferko Chief Operating Officer and Chief Compliance Officer XXXX