Destinations Low Duration Fixed Income Fund
Overview
The Destinations Low Duration Fixed Income Fund seeks current income and invests in multi-sector fixed income, investment-grade corporate credit, high yield corporate credit and low duration securities.
Employing a multi-manager approach, the Fund currently allocates assets among the following sub-advisers:
- CrossingBridge Advisors, LLC is the sub-adviser of CrossingBridge Low Duration High Yield which invests in a number of underlying event driven high yield credit opportunities with an estimated holding life of several months to three years.
- DoubleLine Capital LP is the sub-adviser of DoubleLine Low Duration which seeks to maximize current income through investing in a variety of fixed income sectors with an average effective duration of three years of less.
I Share Fund performance as of 3/31/2022 | ||||||||||||||
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MTD | QTD | YTD | 1 Year | 3 Years | 5 Years | Since Inception | ||||||||
Destinations Low Duration Fixed Income Fund |
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ICE BofA US High Yield 0-3 Year Index |
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ICE BofA US Treasury 1-3 Year Treasury Index |
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Performance data quoted represents past performance; past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance quoted. Performance data current to the most recent month-end may be obtained by calling 1-877-771-7979.
*The Fund’s adviser, Brinker Capital Investments, LLC (“Brinker Capital” or the “Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.39% more than the total amount of sub-advisory fees paid by the Adviser. This fee waiver and reimbursement agreement shall remain in effect until June 30, 2022 and may be amended or terminated only with the consent of the Board of Trustees.
ICE BofA US High Yield 0-3 Year Index: A subset of The Bank of America Merrill Lynch US High Yield Index including all securities with an average life of less than 3 years.
ICE BofA US Treasury 1-3 Year Treasury Index: An unmanaged index that tracks the performance of the direct sovereign debt of the US Government having a maturity of at least one year and less than three years.
An investment in the Destinations Low Duration Fixed Income Fund is subject to risk, including the possible loss of principal amount invested.
Derivatives, such as futures, involve risks different from, or possibly greater than, risks associated with investing directly in securities and other traditional investments. Specific risk issues include tax issues, increased potential for losses and/or costs to the Fund, and a potential reduction in gains to the Fund.
The prices of the Fund’s fixed income securities respond to economic developments, particularly interest rate changes, as well as to perceptions about the creditworthiness of individual issuers, including governments and their agencies. Generally, the Fund’s fixed income securities will decrease in value if interest rates rise and vice versa. In a low interest rate environment, risks associated with rising rates are heightened.
Foreign securities subject the Fund to the risks associated with investing in the particular country of an issuer, including the political, regulatory, economic, social, diplomatic and other conditions or events, as well as risks associated with less developed custody and settlement practices. Foreign securities may be more volatile and less liquid than securities of U.S. companies. Risks of foreign investment tend to be greater in emerging markets, which tend to be more likely to experience political turmoil or rapid change to market or economic conditions.
The risk that debt instruments quality are predominantly speculative. Known as ‘junk bonds,’ these have a higher degree of default risk and may be less liquid than higher-rated bonds, may be subject to greater price volatility.
Liquidity risk refers to the possibility that securities cannot be readily sold within seven days at approximately the price at which the Fund has valued them.
With securities lending risk, the Fund may lose money from securities lending if, for example, it is delayed in or prevented from selling the collateral after the loan is made or recovering the securities loaned or if it incurs losses on the reinvestment of cash collateral.
- Ticker: DLDFX
- CUSIP: 10964R707
- Benchmark: ICE BofA US High Yield 0-3 Year Index, ICE BofA US Treasury 1-3 Year Treasury Index
- Inception date: 03/20/2017
- Gross expense ratio: 0.95%
- Net expense ratio: 0.95%*
Daily NAV | Date: | 05/13/2022 |
NAV: $9.51 NAV change: $0.00 Total assets ($m): $524.4
Management team
- Amy L. Magnotta Head of Discretionary Portfolios
Amy L. Magnotta, CFA, is Head of Discretionary Portfolios at Brinker Capital with portfolio management responsibilities for the Destinations program. Ms. Magnotta joined Brinker Capital in 2006 as a senior analyst and has been portfolio manager for the Destinations program since 2007. Prior to joining Brinker Capital, Ms. Magnotta was an associate at Franklin Park Associates from 2004 to 2006 and an associate at BlackRock from 2001 to 2004. Ms. Magnotta has a B.S. in Finance from Lehigh University.
- Leigh A. Lowman Senior Portfolio Manager
Leigh A. Lowman, CFA is Senior Portfolio Manager at Brinker Capital with portfolio management responsibilities for the Destinations program. Prior to joining Brinker Capital in 2015, Ms. Lowman was an outreach analyst for The Investment Fund for Foundations (TIFF) and a senior associate for Mondrian Investment Partners. Ms. Lowman was previously at Brinker Capital from 2004 to 2010 as an investment associate and operations analyst. Ms. Lowman has a B.A. in Economics from Wittenberg University.
Performance
I Share Fund performance as of 3/31/2022 | ||||||||||||||||||||
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Annualized | ||||||||||||||||||||
MTD | QTD | YTD | 1 Year | 3 Years | 5 Years | Since Inception | Inception Date | Gross expense ratio | Net expense ratio* | |||||||||||
Destinations Low Duration Fixed Income Fund |
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ICE BofA US High Yield 0-3 Year Index |
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ICE BofA US Treasury 1-3 Year Treasury Index |
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Performance data quoted represents past performance; past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance quoted. Performance data current to the most recent month-end may be obtained by calling 1-877-771-7979.
*The Fund’s adviser, Brinker Capital Investments, LLC (“Brinker Capital” or the “Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.39% more than the total amount of sub-advisory fees paid by the Adviser. This fee waiver and reimbursement agreement shall remain in effect until June 30, 2022 and may be amended or terminated only with the consent of the Board of Trustees.
ICE BofA US High Yield 0-3 Year Index: A subset of The Bank of America Merrill Lynch US High Yield Index including all securities with an average life of less than 3 years.
Holdings
Security Description | Ticker Symbol | Security ID | Security Type Description | Quantity | Base Market Value | Percent TNA |
---|---|---|---|---|---|---|
EURO | CASHEUR | CURRENCY | -13,982.8700 | -14,749.13 | -.00 | |
US DOLLARS | CASHUSD | CURRENCY | 49,647,619.2500 | 49,647,619.25 | 8.64 | |
ST ENERGY TRANSITION I LTD | STET/U | BP6NLV5 | OTHER EQUITY | 15,207.0000 | 151,765.86 | .03 |
BGP ACQUISITION CORP-A | 08862W109 | COMMON STOCK | 145,755.0000 | 1,406,535.75 | .24 | |
SILVER SPIKE III ACQUISITI-A | 828175109 | COMMON STOCK | 299,915.0000 | 2,999,150.00 | .52 | |
FINANCIALS ACQUISITIO-DI /GBP/ | BPSPGW5 | COMMON STOCK | 150,348.0000 | 1,876,371.79 | .33 | |
FINANCIALS ACQUISITION CORP WRT 04/04/27 /GBP/ | BPSPHR7 | WARRANTS | 75,173.0000 | 24,104.21 | .00 | |
BULLPEN PARLAY WT EX 12/07/26 | 34MNP5 | WARRANTS | 26,430.0000 | 6,070.97 | .00 | |
CRESCERA CAPITAL ACQUISITION | CRECU | BLD19B0 | OTHER EQUITY | 41,264.0000 | 414,703.20 | .07 |
TAILWIND INTERNATIONAL ACQ-A | BLH1J50 | COMMON STOCK | 65,340.0000 | 642,292.20 | .11 | |
EJF ACQUISITION CORP-A | EJFA | BM98SC6 | COMMON STOCK | 15,516.0000 | 153,142.92 | .03 |
TEKKORP DIGITAL ACQUISITIO-A | BMCM643 | COMMON STOCK | 115,315.0000 | 1,138,159.05 | .20 | |
CROWN PROPTECH ACQUISITION-A | BMFNCJ0 | COMMON STOCK | 500.0000 | 4,935.00 | .00 | |
RMG ACQUISITION CORP III -A | BMFNCM3 | COMMON STOCK | 49,915.0000 | 491,163.60 | .09 | |
BRIGADE-M3 EUROPEAN ACQUIS-A | BMG7365 | COMMON STOCK | 260,629.0000 | 2,528,101.30 | .44 | |
BRIGADE-M3 EUROPE WRT 01/17/27 | BMG7376 | WARRANTS | 130,314.0000 | 26,062.80 | .00 | |
VECTOR ACQUISITION CORP II-A | VAQC | BMG7QH7 | COMMON STOCK | 139,747.0000 | 1,373,713.01 | .24 |
DUDDELL STREET ACQUISITION-A | DSAC | BMXW8Y6 | COMMON STOCK | 12,897.0000 | 128,067.21 | .02 |
SILVER CREST ACQUISITION C-A | BMYS199 | COMMON STOCK | 23,979.0000 | 235,953.36 | .04 | |
CRESCENT COVE ACQUISITION-A | BMZ5LS8 | COMMON STOCK | 23,979.0000 | 235,713.57 | .04 | |
AUTHENTIC EQUITY ACQUISITI-A | BMZ9Z00 | COMMON STOCK | 23,979.0000 | 236,193.15 | .04 | |
OAKTREE ACQ CORP II - CL A | OACB | BN2BDZ7 | COMMON STOCK | 52,110.0000 | 517,973.40 | .09 |
COHN ROBBINS HOLDINGS-CL A | CRHC | BNC1BW0 | COMMON STOCK | 31,129.0000 | 308,799.68 | .05 |
ITIQUIRA ACQUISITION CORP-A | ITQ | BNDJVQ7 | COMMON STOCK | 23,979.0000 | 235,953.36 | .04 |
ELLIOTT OPPORTUNITY II COR-A | BNK8ZN2 | COMMON STOCK | 48,662.0000 | 476,400.98 | .08 | |
GLOBAL PARTNER ACQUISITION-A | BNQNWX0 | COMMON STOCK | 29,178.0000 | 287,111.52 | .05 | |
PERIDOT ACQUISITION CORP-A | PDOT | BNSNZN9 | COMMON STOCK | 39,200.0000 | 384,356.00 | .07 |
BULLPEN PARLAY ACQUISITION-A | BNZJ5F2 | COMMON STOCK | 52,860.0000 | 524,371.20 | .09 | |
PYROPHYTE ACQUISITION CORP | PHYT/U | BPGMYJ1 | OTHER EQUITY | 29,037.0000 | 294,435.18 | .05 |
CARTESIAN GROWTH CORP-A | GLBL | G19276107 | COMMON STOCK | 67,049.0000 | 661,773.63 | .12 |
ENTERPRISE 4.0 TECHNOLOGY AC | ENTF | G3137C106 | COMMON STOCK | 26,968.0000 | 268,601.28 | .05 |
ICONIC SPORTS ACQ CORP-A | ICNC | G4712C107 | COMMON STOCK | 208,716.0000 | 2,101,770.12 | .37 |
PONTEM CORP-CLASS A | PNTM | G71707106 | COMMON STOCK | 3,310.0000 | 32,570.40 | .01 |
HAMBRO PERKS ACQ-CLASS A /GBP/ | BMCP7B6 | COMMON STOCK | 262,512.0000 | 3,292,704.75 | .57 | |
HAMBRO PERKS WT EX 06/30/24 | BPGZVF5 | WARRANTS | 131,256.0000 | 17,330.02 | .00 | |
HIRO METAVERSE AC-CLASS /GBP/ | BNNWYQ7 | COMMON STOCK | 144,837.0000 | 1,830,359.12 | .32 | |
HIRO METAV WRT 12/21/26 /GBP/ | BNNWYR8 | WARRANTS | 72,418.0000 | 16,391.16 | .00 | |
GP BULLHOUND ACQUISITIO- /EUR/ | BMC45N1 | COMMON STOCK | 116,382.0000 | 1,212,866.12 | .21 | |
GP BULLHOU WRT 03/11/27 /EUR/ | BMC4Y56 | WARRANTS | 58,191.0000 | 18,413.96 | .00 | |
ADIT EDTECH ACQUISITION | ADEX | 007024102 | COMMON STOCK | 12,138.0000 | 119,802.06 | .02 |
ARBOR RAPHA CAPITAL BIOHOLDI | ARCK | 03881F104 | COMMON STOCK | 44,058.0000 | 442,782.90 | .08 |
ARBOR RAPHA CAPIT WRT 03/14/23 | 03881F112 | WARRANTS | 14,685.0000 | 2,232.12 | .00 | |
ARROWROOT ACQUISITION CORP-A | ARRW | 04282M102 | COMMON STOCK | 10,094.0000 | 98,820.26 | .02 |
ATHLON ACQUISITION CORP-A | 04748A106 | COMMON STOCK | 23,979.0000 | 235,473.78 | .04 | |
ATLANTIC AVENUE ACQUISI-CL A | ASAQ | 04906P101 | COMMON STOCK | 177,273.0000 | 1,753,229.97 | .31 |
BERENSON ACQUISITION CO-CL A | 083690107 | COMMON STOCK | 146,774.0000 | 1,433,981.98 | .25 | |
BERENSON ACQU WT EX 9/30/26 | 083690115 | WARRANTS | 73,387.0000 | 18,038.52 | .00 | |
BITE ACQUISITION CORP | BITE | 09175K105 | COMMON STOCK | 30,427.0000 | 298,184.60 | .05 |
BLOCKCHAIN MOON ACQUISITION | BMAQ | 09370F109 | COMMON STOCK | 110,902.0000 | 1,095,711.76 | .19 |
CASCADE ACQUISITION COR-CL A | CAS | 147151104 | COMMON STOCK | 26,559.0000 | 267,449.13 | .05 |
CLARIM ACQUISITION CORP-CL A | 18049C108 | COMMON STOCK | 46,688.0000 | 458,476.16 | .08 | |
DHB CAPITAL CORP-CL A | 23291W109 | COMMON STOCK | 7,704.0000 | 75,499.20 | .01 | |
DHB CAP CORP WT EX 03/15/26 | 23291W117 | WARRANTS | 2,568.0000 | 585.25 | .00 | |
EMPOWERMENT & INCLUSION-CL A | 29248N100 | COMMON STOCK | 42,568.0000 | 418,017.76 | .07 | |
EQUITY DISTRIBUTION ACQUIS-A | EQD | 29465E106 | COMMON STOCK | 59,814.0000 | 592,158.60 | .10 |
EVEREST CONSOLIDATOR ACQUISI | MNTN/U | 29978K201 | OTHER EQUITY | 11,349.0000 | 114,057.45 | .02 |
EXECUTIVE NETWORK PARTNER-A | ENPC | 30158L100 | COMMON STOCK | 147,546.0000 | 1,460,705.40 | .25 |
FG MERGER CORP | 30324Y101 | COMMON STOCK | 109,961.0000 | 1,096,311.17 | .19 | |
FG MERGER CORP WT EX 03/01/27 | 30324Y119 | WARRANTS | 82,470.0000 | 12,378.75 | .00 | |
FORUM MERGER IV CORP-A | 349875104 | COMMON STOCK | 58,605.0000 | 573,742.95 | .10 | |
SUPERIOR ENERGY SERVICES INC | 34F1LL | COMMON STOCK | 3,121.0000 | 165,413.00 | .03 | |
AXON INFRASTRUCTURE ACQ | 34JWX5 | COMMON STOCK | 8,000.0000 | 4,000.00 | .00 | |
BERENSON ACQUISITION CORP I | 34KRVP | OTHER EQUITY | 25,927.0000 | 6,372.86 | .00 | |
REVELSTONE CAPITAL ACQUISITI | 34MJXD | OTHER EQUITY | 12,300.0000 | 3,199.23 | .00 | |
ALPHA PARTNERS TECHNOLOGY CL A | 34MKQ9 | COMMON STOCK | 16,305.0000 | 4,482.24 | .00 | |
G&P ACQUISITION CORP-CL A | GAPA | 36146G103 | COMMON STOCK | 76,630.0000 | 764,001.10 | .13 |
GSR II METEORA ACQUISIT-CL A | 36263W105 | COMMON STOCK | 121,848.0000 | 1,202,639.76 | .21 | |
GSR II METEORA AC RTS 03/01/27 | 36263W113 | RIGHTS | 7,615.0000 | 10,661.00 | .00 | |
GSR II METEO WT EX 03/01/2027 | 36263W121 | WARRANTS | 121,848.0000 | 18,898.62 | .00 | |
GLOBAL CONSUMER ACQUISITION | GACQ | 37892B108 | COMMON STOCK | 150,413.0000 | 1,508,642.39 | .26 |
GOAL ACQUISITIONS CORP | 38021H107 | COMMON STOCK | 13,500.0000 | 132,300.00 | .02 | |
GOLDEN FALCON ACQUISITI-CL A | 38102H109 | COMMON STOCK | 90,017.0000 | 885,767.28 | .15 | |
HAMILTON LANE ALL-CLASS A | 40749M103 | COMMON STOCK | 70,544.0000 | 694,152.96 | .12 | |
HEALTHCARE SERVICES ACQUI-A | HCAR | 42227K104 | COMMON STOCK | 23,979.0000 | 236,193.15 | .04 |
HEARTLAND MEDIA ACQUISITION | HMA/U | 42237V207 | OTHER EQUITY | 94,617.0000 | 947,116.17 | .16 |
IGNYTE ACQUISITION CORP | 45175H106 | COMMON STOCK | 23,979.0000 | 236,672.73 | .04 | |
ISHARES CORE 1-5 YEAR USD BO | ISTB | 46432F859 | POOLED INVESTMENTS | 582,755.0000 | 27,937,274.70 | 4.86 |
ISLEWORTH HEALTHCARE ACQUISI | 46468P102 | COMMON STOCK | 51,527.0000 | 511,663.11 | .09 | |
KNIGHTSWAN ACQUISITION COR-A | 499103109 | COMMON STOCK | 23,921.0000 | 237,774.74 | .04 | |
KNIGHTSWAN ACQU WT EX 1/6/2023 | 499103117 | WARRANTS | 43,305.0000 | 6,500.08 | .00 | |
LEAFLY HOLDINGS INC | LFLY | 52178J105 | COMMON STOCK | 10,622.0000 | 120,134.82 | .02 |
LEAFLY HLDGS WT EX 01/17/2027 | 52178J113 | WARRANTS | 84,970.0000 | 134,252.60 | .02 | |
LIGHTJUMP ACQUISITION CORP | LJAQ | 53228M106 | COMMON STOCK | 47,500.0000 | 472,150.00 | .08 |
MASON INDUSTRIAL TECHN-CL A | MIT | 57520Y106 | COMMON STOCK | 468,448.0000 | 4,595,474.88 | .80 |
NEW PROVIDENCE ACQUISITION-A | 64823D102 | COMMON STOCK | 61,279.0000 | 609,726.05 | .11 | |
NEW PROVIDENCE WT EX 11/09/28 | 64823D110 | WARRANTS | 20,426.0000 | 5,410.85 | .00 | |
NEWHOLD INVESTMENT CORP-A | NHIC | 651448102 | COMMON STOCK | 85,044.0000 | 186,246.36 | .03 |
OMNILIT ACQUISITION CORP-A | 68218C108 | COMMON STOCK | 15,841.0000 | 158,410.00 | .03 | |
OMNILIT ACQU WT EX 11/12/2026 | 68218C116 | WARRANTS | 7,920.0000 | 1,884.96 | .00 | |
OMNICHANNEL ACQUISITION-CL A | OCA | 68218L108 | COMMON STOCK | 120,600.0000 | 1,203,588.00 | .21 |
ONE EQUITY PARTNERS OPEN-A | 68237L105 | COMMON STOCK | 43,737.0000 | 429,059.97 | .07 | |
OYSTER ENTERPRISES-CL A | 69242M104 | COMMON STOCK | 23,979.0000 | 235,233.99 | .04 | |
PWP FORWARD ACQUISITION CO-A | 74709Q101 | COMMON STOCK | 12,783.0000 | 125,017.74 | .02 | |
REVELSTONE CAPITAL ACQUISI-A | 76137R106 | COMMON STOCK | 109,333.0000 | 1,080,210.04 | .19 | |
REVELSTONE CAP WT EX 12/21/28 | 76137R114 | WARRANTS | 54,666.0000 | 14,218.63 | .00 | |
SEAPORT GLOBAL ACQUISITION-A | 81221H105 | COMMON STOCK | 125,542.0000 | 1,247,887.48 | .22 | |
SHOULDERUP TECHNOLOGY ACQU-A | SUAC | 82537G104 | COMMON STOCK | 7,877.0000 | 78,218.61 | .01 |
SHOULDERUP TECHNO WRT 07/26/23 | 82537G112 | WARRANTS | 3,938.0000 | 839.98 | .00 | |
SPORTSMAP TECH ACQUISITION C | 84921J108 | COMMON STOCK | 17,952.0000 | 178,622.40 | .03 | |
TECH AND ENERGY TRANSITION-A | 87823R102 | COMMON STOCK | 25,622.0000 | 250,583.16 | .04 | |
TISHMAN SPEYER INNOVATI-CL A | 88825H100 | COMMON STOCK | 85,905.0000 | 843,587.10 | .15 | |
26 CAPITAL ACQUISITION COR-A | 90138P100 | COMMON STOCK | 21,581.0000 | 213,004.47 | .04 | |
ZANITE ACQUISITION CORP-CL A | ZNTE | 98907K103 | COMMON STOCK | 17,748.0000 | 182,449.44 | .03 |
MACQUARIE GROUP L V/R 03/27/24 | 55608JAL2 | CORPORATE BONDS | 80,000.0000 | 80,488.78 | .01 | |
MACQUARIE BANK L 2.1% 10/17/22 | 55608PBC7 | CORPORATE BONDS | 80,000.0000 | 79,955.40 | .01 | |
CAI 2020-1A A 2.22% 03/27/28 | 12807CAA1 | ASSET BACKED | 432,708.3300 | 397,408.72 | .07 | |
RIAL 2022-FL8 A V/R 01/19/27 | 76243NAA4 | ASSET BACKED | 200,000.0000 | 199,845.80 | .03 | |
TRITON INTERNATI 0.8% 08/01/23 | 89680YAD7 | CORPORATE BONDS | 165,000.0000 | 158,833.04 | .03 | |
INKIA ENERGY L 5.875% 11/09/27 | BDG1353 | CORPORATE BONDS | 200,000.0000 | 189,252.00 | .03 | |
GOLAR LNG LTD 7% 10/20/25 | G4023LAB7 | CORPORATE BONDS | 12,891,000.0000 | 12,762,090.00 | 2.22 | |
FED REPUBLIC O 2.875% 06/06/25 | 105756CD0 | GOVERNMENT BONDS | 200,000.0000 | 191,284.00 | .03 | |
ITAU UNIBANCO HLD V/R 04/15/31 | 46556M2A9 | CORPORATE BONDS | 200,000.0000 | 179,633.00 | .03 | |
BANK OF MONTREAL V/R 03/08/24 | 06368FAH2 | CORPORATE BONDS | 160,000.0000 | 160,094.50 | .03 | |
BANK OF NOVA SC 0.65% 07/31/24 | 0641596E1 | CORPORATE BONDS | 70,000.0000 | 65,610.89 | .01 | |
CANADIAN PACIFI 1.35% 12/02/24 | 13645RBD5 | CORPORATE BONDS | 170,000.0000 | 161,023.83 | .03 | |
COLUMBIA CARE IN 9.5% 02/03/26 | 197309AP2 | CORPORATE BONDS | 10,225,000.0000 | 10,327,250.00 | 1.80 | |
GREENFIRE RESOURC 12% 08/15/25 | 36136LAA2 | CORPORATE BONDS | 2,134,000.0000 | 2,267,375.00 | .39 | |
ROCKPOINT GAS STOR 7% 03/31/23 | 77381WAA4 | CORPORATE BONDS | 11,497,000.0000 | 11,382,030.00 | 1.98 | |
TACORA RESOURCE 8.25% 05/15/26 | 87356LAA8 | CORPORATE BONDS | 5,851,000.0000 | 5,573,077.50 | .97 | |
TORONTO-DOMINION 0.7% 09/10/24 | 89114TZE5 | CORPORATE BONDS | 170,000.0000 | 160,072.29 | .03 | |
MEGLOBAL CANADA UL 5% 05/18/25 | BMFG2R7 | CORPORATE BONDS | 200,000.0000 | 203,626.40 | .04 | |
COPPER MOUNTAIN MI 8% 04/09/26 | C2783GAA8 | CORPORATE BONDS | 7,294,466.0000 | 7,399,323.95 | 1.29 | |
ACREC 2021-FL1 A V/R 09/16/26 | 00500RAA3 | ASSET BACKED | 209,000.0000 | 205,750.26 | .04 | |
ALLEG 2019-1A AR V/R 07/20/32 | 01750FAJ5 | ASSET BACKED | 1,000,000.0000 | 991,062.00 | .17 | |
ARCLO 2020-FL1 A V/R 12/15/24 | 03880WAC2 | ASSET BACKED | 177,000.0000 | 176,170.60 | .03 | |
ARCLO 2021-FL2 A V/R 02/15/26 | 03881EAA5 | ASSET BACKED | 225,000.0000 | 222,756.30 | .04 | |
AVOLON HOLDING 5.125% 10/01/23 | 05401AAB7 | CORPORATE BONDS | 15,000.0000 | 15,169.78 | .00 | |
BSPRT 2019-FL5 A V/R 05/15/29 | 05587TAA4 | ASSET BACKED | 123,497.7700 | 123,111.84 | .02 | |
BRSP 2021-FL1 A V/R 08/19/38 | 05591XAA9 | ASSET BACKED | 184,000.0000 | 179,865.70 | .03 | |
BSPRT 2021-FL6 A V/R 03/15/36 | 05601HAA2 | ASSET BACKED | 193,000.0000 | 189,497.09 | .03 | |
BSPRT 2021-FL7 A V/R 12/15/38 | 05602CAA2 | ASSET BACKED | 209,000.0000 | 207,636.07 | .04 | |
BCC 2019-1A AR V/R 04/19/34 | 05683VAS3 | ASSET BACKED | 500,000.0000 | 493,887.00 | .09 | |
BCC 2021-1A A V/R 04/18/34 | 05684LAC9 | ASSET BACKED | 500,000.0000 | 493,991.05 | .09 | |
CHCP 2021-FL1 A V/R 02/15/38 | 12546JAA2 | ASSET BACKED | 250,000.0000 | 246,816.58 | .04 | |
CHCP 2021-FL1 AS V/R 02/15/38 | 12546JAC8 | ASSET BACKED | 100,000.0000 | 98,826.19 | .02 | |
CLNC 2019-FL1 AS V/R 12/19/25 | 12565DAC7 | ASSET BACKED | 177,000.0000 | 174,575.10 | .03 | |
CGMS 2021-7A A1 V/R 10/15/35 | 14316WAA7 | ASSET BACKED | 1,000,000.0000 | 989,564.00 | .17 | |
FSRIA 2021-FL3 A V/R 08/16/26 | 30323CAA8 | ASSET BACKED | 209,000.0000 | 203,519.60 | .04 | |
FPPC 2022-1A A V/R 04/14/35 | 35455DAA5 | ASSET BACKED | 1,000,000.0000 | 998,587.00 | .17 | |
GALXY 2018-27A A V/R 05/16/31 | 36320UAC4 | ASSET BACKED | 500,000.0000 | 494,375.00 | .09 | |
GWOLF 2015-1A A1 V/R 01/27/31 | 39808PAL0 | ASSET BACKED | 500,000.0000 | 496,750.00 | .09 | |
GWOLF 2018-2A A1 V/R 10/20/31 | 39809AAA6 | ASSET BACKED | 1,000,000.0000 | 994,000.00 | .17 | |
GSTNE 2021-FL3 A V/R 07/15/39 | 39809PAA3 | ASSET BACKED | 184,000.0000 | 179,450.47 | .03 | |
GSM 2021-IIIA A1 V/R 04/15/34 | 402512AA5 | ASSET BACKED | 1,000,000.0000 | 994,193.00 | .17 | |
HGI 2021-FL1 A V/R 06/16/36 | 40441LAA4 | ASSET BACKED | 200,000.0000 | 197,822.02 | .03 | |
HLSY 2021-5A A1A V/R 01/30/35 | 406371AA2 | ASSET BACKED | 500,000.0000 | 495,264.00 | .09 | |
HAYFN 2018-8A A V/R 04/20/31 | 42086PAC7 | ASSET BACKED | 500,000.0000 | 496,611.75 | .09 | |
LNCR 2019-CRE3 A V/R 02/15/24 | 53947DAC0 | ASSET BACKED | 159,300.0000 | 157,707.00 | .03 | |
MF1 2021-FL6 A V/R 06/16/26 | 55283TAA6 | ASSET BACKED | 200,000.0000 | 196,505.20 | .03 | |
MF1 2021-FL7 A V/R 10/16/36 | 55284AAA6 | ASSET BACKED | 208,000.0000 | 204,053.99 | .04 | |
MDPK 2019-34A AR V/R 04/25/32 | 55819GAL3 | ASSET BACKED | 500,000.0000 | 497,645.50 | .09 | |
MP21 2021-3A A1 V/R 10/17/34 | 56606KAA3 | ASSET BACKED | 1,000,000.0000 | 991,649.00 | .17 | |
NLY 2019-FL2 AS V/R 12/15/22 | 629167AC1 | ASSET BACKED | 341,000.0000 | 338,186.75 | .06 | |
WOODS 2017-16A A V/R 11/15/30 | 66859WAA0 | ASSET BACKED | 988,760.7200 | 982,988.93 | .17 | |
OCP 2014-5A A1R V/R 04/26/31 | 67102SAL8 | ASSET BACKED | 250,000.0000 | 248,201.65 | .04 | |
OCTR 2014-5A ARR V/R 10/13/31 | 67515EAR7 | ASSET BACKED | 982,915.5700 | 972,641.55 | .17 | |
PFP 2019-6 A V/R 06/14/22 | 69346WAA5 | ASSET BACKED | 57,683.1400 | 57,195.57 | .01 | |
PFP 2021-8 A V/R 08/09/37 | 69357XAA9 | ASSET BACKED | 209,000.0000 | 203,256.47 | .04 | |
SA GLOBAL SUKU 1.602% 06/17/26 | 78397PAB7 | CORPORATE BONDS | 200,000.0000 | 184,228.80 | .03 | |
STWD 2021-FL2 A V/R 03/18/25 | 78486BAA2 | ASSET BACKED | 200,000.0000 | 198,511.12 | .03 | |
SNDPT 2017-4A A1 V/R 01/21/31 | 83609TAA5 | ASSET BACKED | 500,000.0000 | 497,010.35 | .09 | |
SNDPT 2014-2RA A V/R 10/20/31 | 83613WAA2 | ASSET BACKED | 1,000,000.0000 | 993,799.00 | .17 | |
STCR 2018-2A A V/R 08/18/31 | 85816LAA6 | ASSET BACKED | 1,000,000.0000 | 993,959.50 | .17 | |
TRTX 2021-FL4 A V/R 03/15/38 | 87276WAA1 | ASSET BACKED | 200,000.0000 | 197,619.34 | .03 | |
VIBR 2018-8A A1A V/R 01/20/31 | 92558FAA7 | ASSET BACKED | 500,000.0000 | 497,273.00 | .09 | |
WELF 2019-XA A1R V/R 07/20/32 | 94949WAM8 | ASSET BACKED | 500,000.0000 | 495,155.00 | .09 | |
PERU ENHANCED PAS ZCP 06/02/25 | B1VYKW9 | CORPORATE BONDS | 96,625.8000 | 91,069.82 | .02 | |
SABLE INTL FINA 5.75% 09/07/27 | BJN5MK8 | CORPORATE BONDS | 200,000.0000 | 196,938.00 | .03 | |
INTEROCEANICA 0% 11/30/25 | P52715AB8 | CORPORATE BONDS | 29,952.6000 | 27,863.41 | .00 | |
AES ANDES SA V/R 03/26/79 | 00105DAF2 | CORPORATE BONDS | 200,000.0000 | 194,002.00 | .03 | |
REPUBLIC OF CH 3.125% 01/21/26 | 168863CA4 | GOVERNMENT BONDS | 200,000.0000 | 195,412.00 | .03 | |
EMPRESA ELECTRIC 5.5% 05/14/27 | BK254C2 | CORPORATE BONDS | 158,480.0000 | 148,378.48 | .03 | |
GUACOLDA ENERGI 4.56% 04/30/25 | P3711HAF6 | CORPORATE BONDS | 200,000.0000 | 67,370.00 | .01 | |
EMPRESA ELECTR 4.875% 05/25/29 | P3713QAA5 | CORPORATE BONDS | 130,400.0000 | 120,620.00 | .02 | |
GNL QUINTERO S 4.634% 07/31/29 | P4909LAA8 | CORPORATE BONDS | 176,480.0000 | 172,244.48 | .03 | |
REPUBLIC OF COLO 4.5% 01/28/26 | 195325CX1 | GOVERNMENT BONDS | 200,000.0000 | 191,522.00 | .03 | |
ECOPETROL SA 4.125% 01/16/25 | 279158AK5 | CORPORATE BONDS | 100,000.0000 | 96,751.00 | .02 | |
ECOPETROL SA 5.875% 09/18/23 | EC23 | BDV82X0 | CORPORATE BONDS | 150,000.0000 | 151,939.50 | .03 |
BBVA COLOMBIA 4.875% 04/21/25 | P1024TAN9 | CORPORATE BONDS | 200,000.0000 | 195,502.00 | .03 | |
BANCO RESERVAS REP 7% 02/01/23 | B9L68W7 | CORPORATE BONDS | 150,000.0000 | 151,537.50 | .03 | |
LR GLOBAL HO V/R 02/03/25/EUR/ | BMFN5V3 | CORPORATE BONDS | 4,350,000.0000 | 4,450,728.44 | .77 | |
RELIANCE INDUS 4.125% 01/28/25 | Y72596BU5 | CORPORATE BONDS | 250,000.0000 | 250,875.00 | .04 | |
FREEPORT INDON 4.763% 04/14/27 | 69377FAA4 | CORPORATE BONDS | 200,000.0000 | 198,734.00 | .03 | |
PERUSAHAAN PENER 1.5% 06/09/26 | 71567RAR7 | CORPORATE BONDS | 200,000.0000 | 183,300.00 | .03 | |
PT PERTAMINA (PE 4.3% 05/20/23 | Y7138AAE0 | CORPORATE BONDS | 200,000.0000 | 201,500.58 | .04 | |
LINKEM SPA V/R 08/09/22/EUR/ | 333CY4 | CORPORATE BONDS | 13,337,000.0000 | 14,060,129.77 | 2.45 | |
GALAXY PIPELINE 1.75% 09/30/27 | BNC1DT1 | CORPORATE BONDS | 178,404.0000 | 167,676.42 | .03 | |
NIELSEN CO LUX SAR 5% 02/01/25 | 65410CAC4 | CORPORATE BONDS | 5,047,000.0000 | 5,053,132.11 | .88 | |
MILLICOM INTL 5.125% 01/15/28 | L6388GAB6 | CORPORATE BONDS | 180,000.0000 | 169,650.00 | .03 | |
T/L MALLINCKRODT 0% 2/28/22 | LX161074 | LOAN | 18,274,629.0000 | 18,103,395.73 | 3.15 | |
T/L INTELSAT 0% 11/27/23 | LX169475 | LOAN | 6,236,000.0000 | 6,048,920.00 | 1.05 | |
T/L INTELSAT JAC 0% 01/02/2024 | LX170311 | LOAN | 4,482,000.0000 | 4,347,540.00 | .76 | |
TNB GLOBAL VEN 3.244% 10/19/26 | BYM79R6 | CORPORATE BONDS | 200,000.0000 | 193,964.00 | .03 | |
PETRONAS CAPITAL 3.5% 03/18/25 | Y68856AN6 | CORPORATE BONDS | 200,000.0000 | 200,129.65 | .03 | |
GAMING INNOV V/R 06/11/24/SEK/ | X3R8C1AA4 | CORPORATE BONDS | 5,500,000.0000 | 567,935.80 | .10 | |
ALTERA SHUTTLE 7.125% 08/15/22 | BYWX770 | CORPORATE BONDS | 1,400,000.0000 | 1,372,000.00 | .24 | |
AZERION HO 7.25% 04/28/24/EUR/ | BMD6871 | CORPORATE BONDS | 2,529,000.0000 | 2,636,004.85 | .46 | |
T/L LEALAND FINAN 0% 06/28/24 | LX188995 | LOAN | 2,695,935.1100 | 1,752,357.82 | .30 | |
T/L AVAST SOFTWA 0% 03/22/2028 | LX193330 | LOAN | 5,429,128.2000 | 5,380,266.05 | .94 | |
MHH HOLDING BV V/R 02/10/25 | N4071MAA0 | CORPORATE BONDS | 3,860,000.0000 | 3,908,250.00 | .68 | |
MINEJESA CAPIT 4.625% 08/10/30 | N57445AA1 | CORPORATE BONDS | 200,000.0000 | 181,654.00 | .03 | |
FIVEN AS V/R 06/21/24/EUR/ | BN6M4M0 | CORPORATE BONDS | 6,305,000.0000 | 6,783,524.04 | 1.18 | |
NOR5KE VIKIN V/R 05/03/24/NOK/ | R3R18DAA5 | CORPORATE BONDS | 19,200,000.0000 | 2,046,711.94 | .36 | |
NORDIC CAPIT V/R 06/30/24/NOK/ | R4976GAB3 | CORPORATE BONDS | 20,400,000.0000 | 2,170,296.04 | .38 | |
REPUBLIC OF PAN 3.75% 03/16/25 | 698299BE3 | GOVERNMENT BONDS | 200,000.0000 | 199,008.00 | .03 | |
BANCO CONTINENT 2.75% 12/10/25 | 059490AB8 | CORPORATE BONDS | 150,000.0000 | 136,500.00 | .02 | |
REPUBLIC OF PE 2.392% 01/23/26 | 715638DE9 | GOVERNMENT BONDS | 50,000.0000 | 46,898.00 | .01 | |
BANCO INTERNAC DE V/R 07/08/30 | P13435AD7 | CORPORATE BONDS | 150,000.0000 | 140,625.00 | .02 | |
CORP FINANCIERA D V/R 07/15/29 | P3R94GAA7 | GOVERNMENT BONDS | 200,000.0000 | 195,502.00 | .03 | |
TRANSPORT DE GA 4.25% 04/30/28 | P9367RAG6 | CORPORATE BONDS | 200,000.0000 | 193,502.00 | .03 | |
STATE OF QATAR 3.25% 06/02/26 | BDDRJ90 | GOVERNMENT BONDS | 200,000.0000 | 198,556.00 | .03 | |
QATAR ENERGY 1.375% 09/12/26 | M8180AAC2 | CORPORATE BONDS | 250,000.0000 | 226,375.00 | .04 | |
UNITED OVERSEAS B V/R 03/16/31 | BN767V1 | CORPORATE BONDS | 200,000.0000 | 182,992.00 | .03 | |
PSA TREASURY PTE 2.5% 04/12/26 | BYQ9N32 | CORPORATE BONDS | 200,000.0000 | 192,939.15 | .03 | |
SINGTEL GROUP T 3.25% 06/30/25 | BYTGS46 | CORPORATE BONDS | 200,000.0000 | 198,764.00 | .03 | |
DBS GROUP HOLDING V/R 03/10/31 | Y20246J57 | CORPORATE BONDS | 200,000.0000 | 183,644.00 | .03 | |
REPUBLIC OF SO 4.875% 04/14/26 | 836205AT1 | GOVERNMENT BONDS | 200,000.0000 | 197,120.00 | .03 | |
NONGHYUP BANK 1.25% 07/20/25 | 65540KAD7 | CORPORATE BONDS | 200,000.0000 | 185,930.33 | .03 | |
KOREA ELECTRIC 1.125% 06/15/25 | Y4907LAB8 | GOVERNMENT BONDS | 200,000.0000 | 185,874.00 | .03 | |
DESENIO GROU V/R 12/16/24/SEK/ | W2R21YAA0 | CORPORATE BONDS | 6,250,000.0000 | 531,495.06 | .09 | |
ADDVISE GROU V/R 05/21/24/SEK/ | W49283AB5 | CORPORATE BONDS | 20,620,000.0000 | 2,152,119.90 | .37 | |
STOCKWIK FOR V/R 09/03/23/SEK/ | W8858WAB6 | CORPORATE BONDS | 12,500,000.0000 | 1,260,303.75 | .22 | |
ABU DHABI GOVT I 2.5% 04/16/25 | 29135LAG5 | GOVERNMENT BONDS | 200,000.0000 | 195,522.40 | .03 | |
IMPALA GROUP V/R 10/20/24/SEK/ | G4722LAA3 | CORPORATE BONDS | 13,750,000.0000 | 1,379,411.09 | .24 | |
BAT INTL FINAN 1.668% 03/25/26 | 05530QAN0 | CORPORATE BONDS | 135,000.0000 | 121,099.72 | .02 | |
ROYALTY PHARMA 0.75% 09/02/23 | 78081BAG8 | CORPORATE BONDS | 150,000.0000 | 145,170.65 | .03 | |
ROYALTY PHARMA P 1.2% 09/02/25 | 78081BAH6 | CORPORATE BONDS | 15,000.0000 | 13,618.72 | .00 | |
AT&T INC 4.45% 04/01/24 | 00206RDC3 | CORPORATE BONDS | 160,000.0000 | 163,785.18 | .03 | |
ACCSS 2004-2 A3 V/R 10/25/24 | 00432CBW0 | ASSET BACKED | 80,828.5000 | 80,270.60 | .01 | |
ACCSS 2007-A A3 V/R 05/25/36 | 00432CDJ7 | ASSET BACKED | 179,821.4000 | 174,722.26 | .03 | |
AFFRM 2020-Z2 A 1.9% 01/15/24 | 00834AAA7 | ASSET BACKED | 80,180.3100 | 79,413.99 | .01 | |
AFFRM 2021-Z1 1.07% 08/15/24 | 00834CAA3 | ASSET BACKED | 163,004.9400 | 159,929.10 | .03 | |
AMERICAN EXPRESS V/R 03/04/25 | 025816CR8 | CORPORATE BONDS | 65,000.0000 | 65,435.68 | .01 | |
AMERICAN EXPRE 3.375% 05/03/24 | 025816CV9 | CORPORATE BONDS | 95,000.0000 | 94,924.17 | .02 | |
ANA INTL/ANA HOLD 15% 08/15/25 | 03254TAA1 | CORPORATE BONDS | 3,041,175.0000 | 3,238,851.38 | .56 | |
AOMT 2020-6 A1 V/R 09/25/24 | 03465AAA7 | ASSET BACKED | 257,044.9800 | 248,861.57 | .04 | |
AQFIT 2020-AA A 1.9% 12/17/25 | 038413AA8 | ASSET BACKED | 71,566.8600 | 69,217.31 | .01 | |
AMMST 2021-MF 2.023% 06/15/26 | 03881VAC3 | ASSET BACKED | 183,000.0000 | 169,714.71 | .03 | |
ARIVO 2019-1 A 2.99% 09/25/23 | 04046LAA9 | ASSET BACKED | 37,241.1900 | 37,298.57 | .01 | |
ATHENE GLOBAL FUN V/R 05/24/24 | 04685A2X8 | CORPORATE BONDS | 165,000.0000 | 163,085.88 | .03 | |
ATMOS ENERGY C 0.625% 03/09/23 | 049560AU9 | CORPORATE BONDS | 60,000.0000 | 58,945.11 | .01 | |
BBCMS 2019-BWAY V/R 11/15/21 | 05492NAA1 | ASSET BACKED | 200,000.0000 | 197,092.92 | .03 | |
BAT CAPITAL CO 2.789% 09/06/24 | BTI24 | 05526DBG9 | CORPORATE BONDS | 40,000.0000 | 39,071.18 | .01 |
BSREP 2021-DC A V/R 08/15/26 | 05591UAA5 | ASSET BACKED | 184,000.0000 | 180,932.57 | .03 | |
BPR 2021-TY A V/R 09/15/38 | 05592AAA8 | ASSET BACKED | 208,000.0000 | 204,216.27 | .04 | |
BX 2021-VIEW A V/R 06/15/23 | 05606GAA9 | ASSET BACKED | 183,000.0000 | 180,483.66 | .03 | |
BX 2021-21M A V/R 10/15/26 | 05609CAA5 | ASSET BACKED | 209,000.0000 | 203,368.87 | .04 | |
BXHPP 2021-FILM V/R 08/15/26 | 05609JAJ1 | ASSET BACKED | 209,000.0000 | 200,391.10 | .03 | |
BX 2021-XL2 B V/R 10/15/23 | 05609KAC3 | ASSET BACKED | 198,864.7600 | 193,517.57 | .03 | |
BX 2021-VOLT B V/R 09/15/23 | 05609VAG0 | ASSET BACKED | 208,000.0000 | 202,612.76 | .04 | |
BANK 2017-BNK6 X V/R 07/15/60 | 060352AG6 | ASSET BACKED | 1,770,516.7800 | 54,425.15 | .01 | |
BANK OF AMERICA C V/R 03/05/24 | 06051GHE2 | CORPORATE BONDS | 110,000.0000 | 110,017.68 | .02 | |
BANK OF AMERICA C V/R 04/22/25 | 06051GJU4 | CORPORATE BONDS | 55,000.0000 | 54,553.99 | .01 | |
BANK 2017-BNK4 X V/R 05/15/50 | 06541FBB4 | ASSET BACKED | 1,382,590.9900 | 69,373.02 | .01 | |
BOMFT 2019-SBR1 V/R 06/28/34 | 07333YAA6 | ASSET BACKED | 138,411.5600 | 138,673.84 | .02 | |
BMARK 2018-B4 XA V/R 06/15/28 | 08161HAG5 | ASSET BACKED | 10,658,314.6500 | 223,722.29 | .04 | |
BMARK 2020-B16 X V/R 01/15/30 | 08161NAG2 | ASSET BACKED | 3,677,590.4200 | 208,749.59 | .04 | |
BOEING CO 4.508% 05/01/23 | 097023CS2 | CORPORATE BONDS | 160,000.0000 | 161,477.04 | .03 | |
BRAVO 2021-A A1 V/R 01/25/24 | 105693AA3 | ASSET BACKED | 686,874.9600 | 653,024.46 | .11 | |
BRAVO 2022-RPL 2.75% 09/25/61 | 10569XAA7 | ASSET BACKED | 972,839.0500 | 925,268.58 | .16 | |
BRIGHTHSE FIN GL 0.6% 06/28/23 | 10921U2D9 | CORPORATE BONDS | 70,000.0000 | 68,092.28 | .01 | |
BX 2018-EXCL A V/R 09/15/20 | 12433WAA9 | ASSET BACKED | 191,575.3800 | 189,544.51 | .03 | |
CD 2017-CD4 XA V/R 04/10/27 | 12515DAS3 | ASSET BACKED | 1,594,653.3400 | 65,887.57 | .01 | |
CFCRE 2017-C8 XA V/R 05/15/27 | 12532CBE4 | ASSET BACKED | 1,088,687.4100 | 63,697.03 | .01 | |
CFCRE 2017-C8 XB V/R 05/15/27 | 12532CBF1 | ASSET BACKED | 287,000.0000 | 11,518.06 | .00 | |
CSAIL 2017-C8 XA V/R 06/15/27 | 12595BAF8 | ASSET BACKED | 590,432.8100 | 24,547.78 | .00 | |
CSAIL 2017-CX10 V/R 11/15/27 | 12595JAN4 | ASSET BACKED | 4,675,942.8800 | 131,584.31 | .02 | |
CSAIL 2018-CX12 V/R 08/15/28 | 12595XAV5 | ASSET BACKED | 3,311,183.1700 | 91,849.57 | .02 | |
COLT 2021-RPL1 A V/R 09/25/61 | 12598PAA5 | ASSET BACKED | 871,347.3600 | 820,244.67 | .14 | |
COMM 2013-CR9 XA V/R 07/10/23 | 12625UBC6 | ASSET BACKED | 15,359,336.3600 | 3,696.99 | .00 | |
CSMC 2017-CHOP E V/R 06/15/19 | 12651QAN9 | ASSET BACKED | 573,000.0000 | 540,432.46 | .09 | |
CSMC 2020-RPL3 A V/R 03/25/60 | 12656PAC0 | ASSET BACKED | 519,982.2900 | 509,123.86 | .09 | |
C3NANO INC 6.5% 02/15/24 | 12656VAA1 | CORPORATE BONDS | 1,160,000.0000 | 1,151,385.18 | .20 | |
CAPITAL ONE FINA 3.2% 01/30/23 | 14040HBU8 | CORPORATE BONDS | 35,000.0000 | 35,217.24 | .01 | |
CAPITAL ONE FINA 3.9% 01/29/24 | 14040HCA1 | CORPORATE BONDS | 125,000.0000 | 125,601.50 | .02 | |
CENGAGE LEARNING 9.5% 06/15/24 | 15137NAA1 | CORPORATE BONDS | 8,769,000.0000 | 8,593,620.00 | 1.50 | |
CHOBANI LLC/FINA 7.5% 04/15/25 | 17027NAA0 | CORPORATE BONDS | 8,848,000.0000 | 8,295,265.44 | 1.44 | |
CITIGROUP INC V/R 06/01/24 | 172967MA6 | CORPORATE BONDS | 115,000.0000 | 115,413.96 | .02 | |
CITIGROUP INC V/R 11/03/25 | 172967ND9 | CORPORATE BONDS | 45,000.0000 | 42,081.34 | .01 | |
COLT 2021-1R A1 V/R 05/25/65 | 19688BAA2 | ASSET BACKED | 162,944.9300 | 160,678.50 | .03 | |
COLT 2020-2 A1 V/R 03/25/65 | 19688JAA5 | ASSET BACKED | 74,258.0600 | 74,135.85 | .01 | |
COMM 2013-LC6 XA V/R 01/10/23 | 20048EAZ4 | ASSET BACKED | 1,336,701.3400 | 4,163.16 | .00 | |
COMM 2018-HCLV A V/R 09/15/20 | 20048KAA5 | ASSET BACKED | 227,000.0000 | 222,159.45 | .04 | |
CBSLT 2020-AGS 1.98% 06/25/29 | 20267WAA3 | ASSET BACKED | 201,267.2400 | 195,434.13 | .03 | |
CONAGRA BRANDS I 4.3% 05/01/24 | 205887CA8 | CORPORATE BONDS | 160,000.0000 | 162,007.25 | .03 | |
COOKS VENTURE IN 5.5% 01/15/25 | 216378AA7 | CORPORATE BONDS | 1,805,000.0000 | 1,793,628.50 | .31 | |
DBJPM 2016-C3 2.89% 07/10/26 | 23312VAF3 | ASSET BACKED | 200,000.0000 | 191,808.32 | .03 | |
DEL MONTE FOO 11.875% 05/15/25 | 245223AC6 | CORPORATE BONDS | 6,392,000.0000 | 6,979,872.24 | 1.21 | |
DIEBOLD NIXDORF 8.5% 04/15/24 | 253651AC7 | CORPORATE BONDS | 4,284,000.0000 | 2,815,401.96 | .49 | |
DIEBOLD NIXDOR 9.375% 07/15/25 | 253657AA8 | CORPORATE BONDS | 432,000.0000 | 382,320.00 | .07 | |
DISH DBS CORP 5.875% 07/15/22 | 25470XAJ4 | CORPORATE BONDS | 8,698,000.0000 | 8,708,350.62 | 1.52 | |
DOLLAR TREE INC 4% 05/15/25 | 256746AG3 | CORPORATE BONDS | 150,000.0000 | 150,870.69 | .03 | |
ENERGY TRANSFER 4.05% 03/15/25 | ETP25 | 29273RBD0 | CORPORATE BONDS | 15,000.0000 | 14,916.50 | .00 |
ENERGY TRANSFER 4.5% 04/15/24 | 29278NAH6 | CORPORATE BONDS | 25,000.0000 | 25,204.95 | .00 | |
ENERGY TRANSFE 5.875% 01/15/24 | 29278NAM5 | CORPORATE BONDS | 115,000.0000 | 118,484.44 | .02 | |
ENTERGY LOUISIA 0.95% 10/01/24 | 29364WBK3 | CORPORATE BONDS | 170,000.0000 | 160,322.11 | .03 | |
CGCMT 2019-PRM 4.35% 05/10/24 | 29429JAJ9 | ASSET BACKED | 386,000.0000 | 391,791.43 | .07 | |
EQUS 2021-EQAZ A V/R 10/15/23 | 29478JAA8 | ASSET BACKED | 209,000.0000 | 203,765.18 | .04 | |
EART 2021-1A C 0.74% 02/15/24 | 30166RAE7 | ASSET BACKED | 700,000.0000 | 686,127.05 | .12 | |
EXPEDIA GROUP I 6.25% 05/01/25 | 30212PAS4 | CORPORATE BONDS | 150,000.0000 | 156,557.99 | .03 | |
FSRIA 2021-FL2 A V/R 05/16/38 | 30319YAA6 | ASSET BACKED | 200,000.0000 | 197,121.60 | .03 | |
FNA 2020-M49 1A1 V/R 11/25/30 | 3136BCC73 | ASSET BACKED | 1,180,930.8000 | 1,077,423.87 | .19 | |
FNA 2021-M5 A1 V/R 01/25/33 | 3136BD5K0 | ASSET BACKED | 687,801.3400 | 631,274.87 | .11 | |
FNA 2021-M6 A1 V/R 03/25/33 | 3136BFHB2 | ASSET BACKED | 1,064,555.2500 | 981,739.35 | .17 | |
FNA 2021-M7 A1 V/R 03/25/31 | 3136BFQY2 | ASSET BACKED | 273,214.8000 | 253,092.20 | .04 | |
FNA 2022-M5 A1 V/R 01/01/34 | 3136BLN63 | ASSET BACKED | 59,206.5600 | 56,245.73 | .01 | |
FORD MOTOR CRE 2.979% 08/03/22 | 345397YQ0 | CORPORATE BONDS | 5,483,000.0000 | 5,483,000.00 | .95 | |
BRAZOS ELECTRIC 0% 3/23/49 | 34F872 | CORPORATE BONDS | 4,493,333.3300 | 4,044,000.00 | .70 | |
BRAZOS ELECTRIC 0% 3/23/49 | 34G3VQ | CORPORATE BONDS | 6,027,000.0000 | 5,424,300.00 | .94 | |
BUZZFEED 7.00 9/30/2026 | 34H158 | CORPORATE BONDS | 9,800,000.0000 | 9,615,760.00 | 1.67 | |
FREEPORT-MCMOR 4.125% 03/01/28 | 35671DCE3 | CORPORATE BONDS | 150,000.0000 | 145,041.00 | .03 | |
FRESH MARKET IN 9.75% 05/01/23 | 35804HAA4 | CORPORATE BONDS | 15,943,000.0000 | 15,544,425.00 | 2.71 | |
FXI HOLDINGS I 7.875% 11/01/24 | 36120RAA7 | CORPORATE BONDS | 4,626,000.0000 | 4,559,755.68 | .79 | |
G-III APPAREL 7.875% 08/15/25 | 36237HAA9 | CORPORATE BONDS | 2,503,000.0000 | 2,603,120.00 | .45 | |
GSMS 2016-GS4 XA V/R 11/10/26 | 36251XAT4 | ASSET BACKED | 3,728,148.3700 | 80,257.71 | .01 | |
GSMS 2017-GS6 XA V/R 05/10/27 | 36253PAE2 | ASSET BACKED | 1,728,127.1900 | 74,876.64 | .01 | |
GSMS 2017-GS8 XA V/R 11/10/27 | 36254KAP7 | ASSET BACKED | 3,569,483.0200 | 134,304.30 | .02 | |
GSMS 2021-IP A V/R 10/15/23 | 36262MAA6 | ASSET BACKED | 208,000.0000 | 203,719.76 | .04 | |
GENERAL MOTORS 5.25% 03/01/26 | 37045XBG0 | CORPORATE BONDS | 155,000.0000 | 159,164.85 | .03 | |
GSFMT 2020-AA 1.65% 02/20/24 | 37186XAE5 | ASSET BACKED | 250,000.0000 | 247,028.85 | .04 | |
GETTY IMAGES IN 9.75% 03/01/27 | 374276AJ2 | CORPORATE BONDS | 8,209,000.0000 | 8,486,053.75 | 1.48 | |
GLENCORE FUNDI 4.125% 05/30/23 | 378272AF5 | CORPORATE BONDS | 80,000.0000 | 80,513.60 | .01 | |
GLENCORE FUNDING L 4% 04/16/25 | 378272AL2 | CORPORATE BONDS | 60,000.0000 | 59,667.62 | .01 | |
GLENCORE FUNDI 4.125% 03/12/24 | 378272AT5 | CORPORATE BONDS | 15,000.0000 | 15,064.37 | .00 | |
GOLDMAN SACHS GR 3.5% 04/01/25 | 38141GXJ8 | CORPORATE BONDS | 160,000.0000 | 157,583.28 | .03 | |
HCA INC 5% 03/15/24 | 404119BN8 | CORPORATE BONDS | 155,000.0000 | 158,604.23 | .03 | |
INNOVATE CORP 8.5% 02/01/26 | 404139AJ6 | CORPORATE BONDS | 9,643,000.0000 | 9,312,100.46 | 1.62 | |
HAWAIIAN AIRLINE 3.9% 01/15/26 | 419838AA5 | CORPORATE BONDS | 3,470,463.6900 | 3,178,764.28 | .55 | |
HERCULES ACHIEVEM V/R 12/22/24 | 42704WAA8 | CORPORATE BONDS | 911,000.0000 | 911,000.00 | .16 | |
HERTZ 2021-1A 1.56% 12/25/24 | 42806MAB5 | ASSET BACKED | 500,000.0000 | 469,886.50 | .08 | |
HGVT 2020-AA A 2.74% 02/25/39 | 43285HAA6 | ASSET BACKED | 289,400.1400 | 281,308.37 | .05 | |
HYATT HOTELS COR 1.3% 10/01/23 | 448579AL6 | CORPORATE BONDS | 140,000.0000 | 136,029.38 | .02 | |
HYUNDAI CAPITAL AM 1% 09/17/24 | 44891ABY2 | CORPORATE BONDS | 170,000.0000 | 158,217.49 | .03 | |
STONEX GROUP I 8.625% 06/15/25 | 46116VAE5 | CORPORATE BONDS | 8,637,000.0000 | 9,032,401.86 | 1.57 | |
IHSFR 2018-SFR1 V/R 03/17/20 | 46185JAA6 | ASSET BACKED | 169,073.1900 | 167,803.38 | .03 | |
JPMBB 2015-C32 X V/R 09/15/25 | 46590JAY3 | ASSET BACKED | 938,741.3100 | 20,908.87 | .00 | |
JPMORGAN CHASE & 3.9% 07/15/25 | 46625HMN7 | CORPORATE BONDS | 160,000.0000 | 160,636.80 | .03 | |
JPMCC 2014-C20 X V/R 06/15/24 | 46642CBL3 | ASSET BACKED | 1,858,401.8300 | 19,751.65 | .00 | |
JPMBB 2016-C1 3.576% 01/15/26 | 46645LAY3 | ASSET BACKED | 200,000.0000 | 197,992.48 | .03 | |
JPMORGAN CHASE & V/R 04/26/26 | 46647PDB9 | CORPORATE BONDS | 80,000.0000 | 80,000.00 | .01 | |
JPMCC 2020-MKST V/R 12/15/21 | 46652DAU9 | ASSET BACKED | 4,075,000.0000 | 4.08 | .00 | |
KEURIG DR PEPPE 0.75% 03/15/24 | 49271VAL4 | CORPORATE BONDS | 170,000.0000 | 162,209.09 | .03 | |
LCCM 2021-FL3 A V/R 11/15/38 | 50190FAA9 | ASSET BACKED | 210,000.0000 | 207,933.60 | .04 | |
LCCM 2021-FL2 A V/R 12/13/38 | 50202KAA4 | ASSET BACKED | 184,000.0000 | 180,821.95 | .03 | |
LMREC 2019-CRE3 V/R 01/22/24 | 50209TAA8 | ASSET BACKED | 173,000.0000 | 171,672.50 | .03 | |
LRK 2019-A A1F 2.34% 08/25/21 | 51889RAA7 | ASSET BACKED | 28,988.4300 | 28,751.88 | .01 | |
LMAT 2020-GS4 A1 V/R 02/25/60 | 52474KAA1 | ASSET BACKED | 313,570.9300 | 308,607.70 | .05 | |
LMAT 2021-SL1 A V/R 09/25/60 | 52475PAA9 | ASSET BACKED | 309,466.5300 | 307,620.28 | .05 | |
LMAT 2021-GS4 A1 V/R 11/25/60 | 52475WAA4 | ASSET BACKED | 443,281.2400 | 415,193.74 | .07 | |
LEVEL 3 FINANCI 5.25% 03/15/26 | 527298BM4 | CORPORATE BONDS | 10,407,000.0000 | 10,121,327.85 | 1.76 | |
ME 2019-1 A2 6.448% 07/30/24 | 55282GAA5 | ASSET BACKED | 488,750.0000 | 490,897.08 | .09 | |
MHP 2022-MHIL A V/R 01/15/24 | 55293DAA9 | ASSET BACKED | 209,000.0000 | 203,767.41 | .04 | |
MAGALLANES INC 3.788% 03/15/25 | 55903VAU7 | CORPORATE BONDS | 155,000.0000 | 152,750.22 | .03 | |
MFT 2019-4A C 3.76% 12/17/29 | 57110AAC8 | ASSET BACKED | 186,000.0000 | 185,238.37 | .03 | |
MARSH & MCLENN 3.875% 03/15/24 | 571748BF8 | CORPORATE BONDS | 160,000.0000 | 161,887.48 | .03 | |
MARRIOTT INTERNA 3.6% 04/15/24 | 571900BB4 | CORPORATE BONDS | 160,000.0000 | 160,471.62 | .03 | |
MRT MID PART/MRT 10% 02/29/24 | 573334AF6 | CORPORATE BONDS | 5,520,260.0000 | 5,575,462.88 | .97 | |
MERCURY CHILE HO 6.5% 01/24/27 | 58937CAA7 | CORPORATE BONDS | 200,000.0000 | 188,930.00 | .03 | |
LEAFLY HOLDINGS IN 8% 01/31/25 | 58953MAA4 | CORPORATE BONDS | 8,497,000.0000 | 8,751,910.00 | 1.52 | |
MERITOR INC 6.25% 06/01/25 | 59001KAG5 | CORPORATE BONDS | 2,070,000.0000 | 2,143,485.00 | .37 | |
MF1 2020-FL3 A V/R 07/15/35 | 59319WAA9 | ASSET BACKED | 37,681.8400 | 36,957.00 | .01 | |
MICROCHIP TECH 0.972% 02/15/24 | 595017BB9 | CORPORATE BONDS | 165,000.0000 | 157,247.22 | .03 | |
MSC 2016-UB12 XA V/R 11/15/26 | 61691EBB0 | ASSET BACKED | 3,562,880.0900 | 88,629.85 | .02 | |
MSC 2017-H1 XA V/R 05/15/27 | 61691JAW4 | ASSET BACKED | 890,565.2800 | 40,606.04 | .01 | |
MSC 2021-L6 A2 V/R 05/15/31 | 61692CAX6 | ASSET BACKED | 184,000.0000 | 171,166.33 | .03 | |
MORGAN STANLEY V/R 01/25/24 | 6174468W2 | CORPORATE BONDS | 160,000.0000 | 156,677.84 | .03 | |
MSC 2016-UB11 XA V/R 08/15/26 | 61767FBB6 | ASSET BACKED | 1,340,378.2900 | 61,557.01 | .01 | |
MOTEL 2021-MTL6 V/R 09/15/26 | 61977KAA4 | ASSET BACKED | 153,436.2600 | 151,134.87 | .03 | |
MSC 2021-ILP A V/R 11/15/23 | 62479WAA9 | ASSET BACKED | 209,307.8500 | 205,623.11 | .04 | |
NYMT 2020-SP2 A1 V/R 10/25/23 | 62955DAA4 | ASSET BACKED | 415,035.9100 | 406,306.04 | .07 | |
NATHAN'S FAMOU 6.625% 11/01/25 | 632347AC4 | CORPORATE BONDS | 2,306,000.0000 | 2,303,117.50 | .40 | |
NAVSL 2020-GA 1.17% 02/15/28 | 63941UAA1 | ASSET BACKED | 97,021.5800 | 93,462.23 | .02 | |
NRZT 2020-NQM1 A V/R 02/25/25 | 64830VAB9 | ASSET BACKED | 189,158.4900 | 183,825.81 | .03 | |
NISSAN MOTOR A 1.125% 09/16/24 | 65480CAB1 | CORPORATE BONDS | 45,000.0000 | 41,819.72 | .01 | |
OBX 2022-NQM1 A1 V/R 01/25/26 | 67114VAA1 | ASSET BACKED | 748,218.5400 | 707,837.86 | .12 | |
OMNICOM GP/OMNI 3.65% 11/01/24 | 681919BA3 | CORPORATE BONDS | 160,000.0000 | 160,159.44 | .03 | |
PRPM 2021-4 A1 V/R 04/25/24 | 693583AA4 | ASSET BACKED | 570,064.7500 | 539,033.05 | .09 | |
PACIFIC GAS & E 1.75% 06/16/22 | 694308JE8 | CORPORATE BONDS | 60,000.0000 | 59,959.31 | .01 | |
PACIFIC GAS & E 3.25% 02/16/24 | 694308KA4 | CORPORATE BONDS | 105,000.0000 | 103,579.85 | .02 | |
PAID 2022-1 A 2.03% 10/15/29 | 69546MAA5 | ASSET BACKED | 250,000.0000 | 244,620.63 | .04 | |
PAID 2021-3 B 1.74% 05/15/29 | 69546RAB2 | ASSET BACKED | 649,993.0400 | 608,972.30 | .11 | |
PAID 2020-3 A 2.1% 05/17/27 | 69546TAA0 | ASSET BACKED | 35,429.7000 | 35,411.49 | .01 | |
PAID 2021-5 A 1.53% 08/15/29 | 69547EAA2 | ASSET BACKED | 435,285.9900 | 424,106.54 | .07 | |
PAID 2021-1 A 1.18% 11/15/27 | 69547JAA1 | ASSET BACKED | 210,942.3000 | 207,600.00 | .04 | |
PENSKE TRUCK LEA 2.7% 11/01/24 | 709599BG8 | CORPORATE BONDS | 165,000.0000 | 160,431.82 | .03 | |
PIONEER NATURA 1.125% 01/15/26 | 723787AT4 | CORPORATE BONDS | 25,000.0000 | 22,645.59 | .00 | |
PIONEER NATURAL 0.55% 05/15/23 | 723787AU1 | CORPORATE BONDS | 140,000.0000 | 136,426.08 | .02 | |
PRET 2021-NPL3 A V/R 07/25/24 | 74143EAA0 | ASSET BACKED | 467,727.8000 | 439,437.47 | .08 | |
REPUBLIC SERVICE 2.5% 08/15/24 | 760759AU4 | CORPORATE BONDS | 165,000.0000 | 161,427.77 | .03 | |
SMR 2022-IND A V/R 02/15/24 | 78458MAA2 | ASSET BACKED | 183,272.1900 | 181,032.95 | .03 | |
SREIT 2021-MFP A V/R 11/15/26 | 78472UAA6 | ASSET BACKED | 210,000.0000 | 205,898.87 | .04 | |
SALLY HOLDINGS/ 8.75% 04/30/25 | 79546VAM8 | CORPORATE BONDS | 6,597,000.0000 | 6,918,603.75 | 1.20 | |
SCHLUMBERGER HL 3.75% 05/01/24 | 806851AJ0 | CORPORATE BONDS | 160,000.0000 | 160,971.74 | .03 | |
CHARLES SCHWAB CO V/R 03/03/27 | 808513BZ7 | CORPORATE BONDS | 160,000.0000 | 160,075.40 | .03 | |
SOUTHERN CAL EDIS V/R 04/01/24 | 842400HC0 | CORPORATE BONDS | 160,000.0000 | 160,129.21 | .03 | |
SOUTHWEST AIRLI 4.75% 05/04/23 | 844741BH0 | CORPORATE BONDS | 160,000.0000 | 162,790.12 | .03 | |
SURGERY CENTER 6.75% 07/01/25 | 84611WAB0 | CORPORATE BONDS | 3,162,000.0000 | 3,102,712.50 | .54 | |
NORTONLIFELOCK INC 5% 04/15/25 | 871503AU2 | CORPORATE BONDS | 2,195,000.0000 | 2,192,387.95 | .38 | |
TEGNA INC 4.75% 03/15/26 | 87901JAF2 | CORPORATE BONDS | 1,409,000.0000 | 1,396,671.25 | .24 | |
THRM 2020-1A B 3.95% 10/15/26 | 88337YAB0 | ASSET BACKED | 146,512.1100 | 147,036.23 | .03 | |
TIGO ENERGY INC 5.5% 01/15/25 | 88675PAD5 | CORPORATE BONDS | 2,475,000.0000 | 2,459,407.50 | .43 | |
UBSCM 2017-C1 XA V/R 06/15/50 | 90276EAF4 | ASSET BACKED | 856,283.8800 | 51,907.50 | .01 | |
US TREAS NTS 0.375% 04/15/24 | 91282CBV2 | GOVERNMENT BONDS | 1,700,000.0000 | 1,624,695.30 | .28 | |
US TREAS NTS 0.125% 04/30/23 | 91282CBX8 | GOVERNMENT BONDS | 2,700,000.0000 | 2,646,210.92 | .46 | |
US TREAS NTS 1.5% 02/29/24 | 91282CEA5 | GOVERNMENT BONDS | 1,270,000.0000 | 1,243,558.21 | .22 | |
US TREAS NTS 2.25% 03/31/24 | 91282CEG2 | GOVERNMENT BONDS | 2,890,000.0000 | 2,865,615.63 | .50 | |
WI TREASURY SE 2.625% 04/15/25 | 91282CEH0 | GOVERNMENT BONDS | 2,060,000.0000 | 2,045,193.75 | .36 | |
UPHEALTH INC 6.25% 06/15/26 | 91532BAA9 | CORPORATE BONDS | 8,251,000.0000 | 6,167,879.27 | 1.07 | |
UPST 2021-3 A 0.83% 03/20/24 | 91679LAA0 | ASSET BACKED | 214,912.4900 | 210,449.45 | .04 | |
UPST 2020-3 A 1.702% 11/20/30 | 91680EAA3 | ASSET BACKED | 148,393.6600 | 147,955.04 | .03 | |
VCAT 2021-NPL4 A V/R 08/26/24 | 91823DAA3 | ASSET BACKED | 650,103.8200 | 615,549.70 | .11 | |
VMC 2022-FL5 A V/R 02/18/39 | 91835BAA3 | ASSET BACKED | 150,000.0000 | 149,650.50 | .03 | |
VOLT 2021-NPL1 A V/R 02/27/51 | 91835MAA9 | ASSET BACKED | 554,558.2700 | 534,223.56 | .09 | |
VCC 2021-2 A V/R 03/25/28 | 92259MAA4 | ASSET BACKED | 1,265,028.3400 | 1,146,857.11 | .20 | |
VCC 2021-2 M1 V/R 09/25/28 | 92259MAE6 | ASSET BACKED | 462,251.5300 | 408,895.96 | .07 | |
VERIZON COMMUNICA V/R 05/15/25 | 92343VEP5 | CORPORATE BONDS | 160,000.0000 | 161,781.21 | .03 | |
VERUS 2019-INV2 V/R 07/25/59 | 92537HAC5 | ASSET BACKED | 652,547.1200 | 652,199.31 | .11 | |
VERUS 2020-2 A1 V/R 05/25/60 | 92537UAA0 | ASSET BACKED | 66,741.8100 | 65,932.00 | .01 | |
VERUS 2021-R1 A2 V/R 10/25/63 | 92538BAB9 | ASSET BACKED | 351,843.1400 | 340,029.83 | .06 | |
VERUS 2021-7 A1 V/R 10/25/66 | 92538QAA8 | ASSET BACKED | 626,540.7500 | 581,956.24 | .10 | |
VSTA 2020-2 A1 V/R 10/25/25 | 92838TAA9 | ASSET BACKED | 142,466.5900 | 138,012.51 | .02 | |
VOLT 2021-NPL8 A V/R 04/25/51 | 92872VAA1 | ASSET BACKED | 745,237.9400 | 708,041.40 | .12 | |
VOLT 2021-NPL3 A V/R 01/25/24 | 92873AAA6 | ASSET BACKED | 358,303.0100 | 342,253.72 | .06 | |
ANTHEM INC 3.3% 01/15/23 | 94973VBA4 | CORPORATE BONDS | 35,000.0000 | 35,187.14 | .01 | |
ANTHEM INC 3.5% 08/15/24 | 94973VBJ5 | CORPORATE BONDS | 125,000.0000 | 125,157.50 | .02 | |
WFCM 2015-NXS2 X V/R 07/15/58 | 94989MAH2 | ASSET BACKED | 4,749,553.7300 | 81,866.63 | .01 | |
WFCM 2015-LC22 X V/R 09/15/58 | 94989TBC7 | ASSET BACKED | 2,365,633.2600 | 50,536.31 | .01 | |
WELLS FARGO & COM V/R 06/02/24 | 95000U2R3 | CORPORATE BONDS | 165,000.0000 | 162,190.53 | .03 | |
WFCM 2021-C60 2.042% 07/15/26 | 95003DBB3 | ASSET BACKED | 185,000.0000 | 172,772.85 | .03 | |
WFCM 2021-SAVE A V/R 02/15/23 | 95003LAA8 | ASSET BACKED | 90,902.1800 | 89,531.21 | .02 | |
WELLTOWER INC 3.625% 03/15/24 | 95040QAG9 | CORPORATE BONDS | 155,000.0000 | 154,842.55 | .03 | |
ZIMMER BIOMET H 1.45% 11/22/24 | 98956PAU6 | CORPORATE BONDS | 170,000.0000 | 160,877.69 | .03 | |
T/L EVEREST ACQ 0% 11/23/2021 | LX123577 | LOAN | 4,764,000.0000 | 4,761,022.50 | .83 | |
T/L K & N ENGINEERING INC 0% 10/20/23 | LX155531 | LOAN | 7,826,507.3700 | 6,989,071.08 | 1.22 | |
T/L ACCESS CIG LLC 0% 02/27/25 | LX171326 | LOAN | 1,548,604.2600 | 1,531,182.46 | .27 | |
T/L PIXELLE SPECI 0% 10/31/24 | LX176344 | LOAN | 4,277,402.1600 | 4,231,420.09 | .74 | |
T/L MONITRONICS 0% 04/29/24 | LX182627 | LOAN | 2,431,000.0000 | 1,861,732.73 | .32 | |
T/L GOLDEN NUGGET 0% 10/04/23 | LX188946 | LOAN | 3,717,444.0400 | 3,940,490.68 | .69 | |
T/L FIRST BRANDS 0% 03/30/27 | LX193456 | LOAN | 2,595,000.0000 | 2,584,464.30 | .45 | |
T/L MONEYGRAM INT 0% 07/21/26 | LX196365 | LOAN | 2,306,976.5600 | 2,293,134.70 | .40 | |
T/L QUARTERNORTH 0% 8/27/2026 | LX197535 | LOAN | 8,190,229.9800 | 8,200,467.77 | 1.43 | |
AMPBELL SOUP CO DISC 6/29/22 | 13443DFV6 | SHORT TERMS | 7,144,000.0000 | 7,129,389.09 | 1.24 | |
CONSTELLATION DISC 05/09/22 | 21037DE91 | SHORT TERMS | 4,465,000.0000 | 4,463,938.22 | .78 | |
CROWN CASTLE INTL 0% 5/17/22 | 22823QEH0 | SHORT TERMS | 7,241,000.0000 | 7,237,437.43 | 1.26 | |
FMC CORP DISC 05/19/22 | 34410XEK2 | SHORT TERMS | 5,060,000.0000 | 5,056,871.40 | .88 | |
GNRL MTRS FINC DISC 05/10/22 | 37046UEA5 | SHORT TERMS | 7,000,000.0000 | 6,998,128.20 | 1.22 | |
HUMANA INC DISC 5/12/22 | 44486JEC9 | SHORT TERMS | 8,371,000.0000 | 8,368,802.61 | 1.46 | |
JABIL INC DISC 05/11/22 | 46652MEB7 | SHORT TERMS | 8,000,000.0000 | 7,997,189.60 | 1.39 | |
MOTOROLA SOLUTIONS DISC 5/2/22 | 62010ME21 | SHORT TERMS | 10,649,000.0000 | 10,648,500.56 | 1.85 | |
US T BILL ZCP 06/30/22 | 912796R50 | SHORT TERMS | 500,000.0000 | 499,428.24 | .09 | |
US T BILL ZCP 04/20/23 | 912796V48 | SHORT TERMS | 1,280,000.0000 | 1,254,671.86 | .22 | |
GBP/USD FWD 20220516 000000010 USD | GBP | 1295901281 | FORWARD | -5,563,000.0000 | -6,995,090.99 | -1.22 |
EUR/USD FWD 20220516 000000010 USD | EUR | 1295901282 | FORWARD | 1,043,925.0000 | 1,101,725.95 | .19 |
EUR/USD FWD 20220516 000000010 USD | EUR | 1295901282 | FORWARD | -28,833,000.0000 | -30,429,450.70 | -5.30 |
NOK/USD FWD 20220516 000000010 USD | NOK | 1295901280 | FORWARD | -39,850,000.0000 | -4,247,993.72 | -.74 |
SEK/USD FWD 20220516 000000010 USD | SEK | 1295901283 | FORWARD | -57,955,000.0000 | -5,904,137.91 | -1.03 |
USD/NOK FWD 20220516 000000010 USD | USD | 1295901280 | FORWARD | 4,537,050.1100 | 4,537,050.11 | .79 |
USD/GBP FWD 20220516 000000010 USD | USD | 1295901281 | FORWARD | 7,269,208.5300 | 7,269,208.53 | 1.27 |
USD/EUR FWD 20220516 000000010 USD | USD | 1295901282 | FORWARD | 31,498,034.1900 | 31,498,034.19 | 5.48 |
USD/EUR FWD 20220516 000000010 USD | USD | 1295901282 | FORWARD | -1,127,733.3900 | -1,127,733.39 | -.20 |
USD/SEK FWD 20220516 000000010 USD | USD | 1295901283 | FORWARD | 6,130,138.1100 | 6,130,138.11 | 1.07 |
As of 04/29/2022.
Distributions
Fund Name | Fund Cusip | Distribution Type | Amount per Share | Ex Date | Reinvest Date | Reinvest Price | |||
---|---|---|---|---|---|---|---|---|---|
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.026796 | 4/28/2022 | 4/28/2022 | $9.56 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.026842 | 3/30/2022 | 3/30/2022 | $9.65 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.135259 | 12/29/2021 | 12/29/2021 | $9.69 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Short-Term Capital Gains | 0.008508 | 12/16/2021 | 12/16/2021 | $9.81 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.028341 | 11/29/2021 | 11/29/2021 | $9.81 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.028124 | 10/28/2021 | 10/28/2021 | $9.84 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.037587 | 9/29/2021 | 9/29/2021 | $9.85 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.020750 | 8/30/2021 | 8/30/2021 | $9.72 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.021763 | 7/29/2021 | 7/29/2021 | $9.73 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.025403 | 6/29/2021 | 6/29/2021 | $9.73 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.019935 | 5/27/2021 | 5/27/2021 | $9.74 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.026386 | 4/29/2021 | 4/29/2021 | $9.75 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.025535 | 3/30/2021 | 3/30/2021 | $9.73 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.012005 | 2/25/2021 | 2/25/2021 | $9.71 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.057717 | 12/29/2020 | 12/29/2020 | $9.53 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.025549 | 11/25/2020 | 11/25/2020 | $9.50 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.025442 | 10/29/2020 | 10/29/2020 | $9.43 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.032416 | 9/29/2020 | 9/29/2020 | $9.47 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.029759 | 8/28/2020 | 8/28/2020 | $9.48 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.026978 | 7/30/2020 | 7/30/2020 | $9.45 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.032442 | 6/29/2020 | 6/29/2020 | $9.40 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.030151 | 5/28/2020 | 5/28/2020 | $9.29 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.034927 | 4/29/2020 | 4/29/2020 | $9.24 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.030020 | 3/30/2020 | 3/30/2020 | $9.15 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.032401 | 2/27/2020 | 2/27/2020 | $9.77 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.010295 | 1/30/2020 | 1/30/2020 | $9.81 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.043339 | 12/27/2019 | 12/27/2019 | $9.77 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.028224 | 11/26/2019 | 11/26/2019 | $9.78 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.026504 | 10/30/2019 | 10/30/2019 | $9.82 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.025330 | 9/26/2019 | 9/26/2019 | $9.83 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.029094 | 8/29/2019 | 8/29/2019 | $9.84 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.028281 | 7/30/2019 | 7/30/2019 | $9.86 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.032629 | 6/27/2019 | 6/27/2019 | $9.87 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.030354 | 5/30/2019 | 5/30/2019 | $9.86 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.029771 | 4/29/2019 | 4/29/2019 | $9.86 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.026273 | 3/28/2019 | 3/28/2019 | $9.85 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.026270 | 2/27/2019 | 2/27/2019 | $9.83 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.014762 | 1/30/2019 | 1/30/2019 | $9.82 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.039992 | 12/27/2018 | 12/27/2018 | $9.75 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.027698 | 11/29/2018 | 11/29/2018 | $9.81 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.027159 | 10/30/2018 | 10/30/2018 | $9.83 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.017652 | 9/27/2018 | 9/27/2018 | $9.87 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.031590 | 8/30/2018 | 8/30/2018 | $9.87 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.027097 | 7/30/2018 | 7/30/2018 | $9.87 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.032537 | 6/28/2018 | 6/28/2018 | $9.86 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.029990 | 5/30/2018 | 5/30/2018 | $9.87 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.028139 | 4/27/2018 | 4/27/2018 | $9.88 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.027834 | 3/28/2018 | 3/28/2018 | $9.89 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.026794 | 2/27/2018 | 2/27/2018 | $9.89 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.026765 | 1/30/2018 | 1/30/2018 | $9.92 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.029381 | 12/28/2017 | 12/28/2017 | $9.93 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.028311 | 11/29/2017 | 11/29/2017 | $9.95 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.024746 | 10/30/2017 | 10/30/2017 | $9.97 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.024770 | 9/28/2017 | 9/28/2017 | $9.97 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.022880 | 8/30/2017 | 8/30/2017 | $9.98 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.019404 | 7/27/2017 | 7/27/2017 | $9.98 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.029469 | 6/29/2017 | 6/29/2017 | $9.98 | |||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.017697 | 5/30/2017 | 5/30/2017 | $10.00 |
Fees and expenses
Type | Amount |
---|---|
Management Fees | 0.70% |
Distribution and Service (12b-1) Fees | None |
Other Expenses | 0.25% |
AFFE | None |
Total Annual Fund Operating Expenses | 0.95% |
Fee waivers and expense reimbursements | 0.00% |
Total Annual Fund Operating Expenses Less Fee Waivers and Expense Reimbursements | 0.95%* |
*The Fund’s adviser, Brinker Capital Investments, LLC (“Brinker Capital” or the “Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.39% more than the total amount of sub-advisory fees paid by the Adviser. This fee waiver and reimbursement agreement shall remain in effect until June 30, 2022 and may be amended or terminated only with the consent of the Board of Trustees.
Overview
The Destinations Low Duration Fixed Income Fund seeks current income and invests in multi-sector fixed income, investment-grade corporate credit, high yield corporate credit and low duration securities.
Employing a multi-manager approach, the Fund currently allocates assets among the following sub-advisers:
- CrossingBridge Advisors, LLC is the sub-adviser of CrossingBridge Low Duration High Yield which invests in a number of underlying event driven high yield credit opportunities with an estimated holding life of several months to three years.
- DoubleLine Capital LP is the sub-adviser of DoubleLine Low Duration which seeks to maximize current income through investing in a variety of fixed income sectors with an average effective duration of three years of less.
Z Share Fund performance as of 3/31/2022 | ||||||||||||||
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MTD | QTD | YTD | 1 Year | 3 Years | 5 Years | Since Inception | ||||||||
Destinations Low Duration Fixed Income Fund |
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ICE BofA US High Yield 0-3 Year Index |
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ICE BofA US Treasury 1-3 Year Treasury Index |
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Performance data quoted represents past performance; past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance quoted. Performance data current to the most recent month-end may be obtained by calling 1-877-771-7979.
*The Fund’s adviser, Brinker Capital Investments, LLC (“Brinker Capital” or the “Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.39% more than the total amount of sub-advisory fees paid by the Adviser. This fee waiver and reimbursement agreement shall remain in effect until June 30, 2022 and may be amended or terminated only with the consent of the Board of Trustees.
ICE BofA US High Yield 0-3 Year Index: A subset of The Bank of America Merrill Lynch US High Yield Index including all securities with an average life of less than 3 years.
ICE BofA US Treasury 1-3 Year Treasury Index: An unmanaged index that tracks the performance of the direct sovereign debt of the US Government having a maturity of at least one year and less than three years.
An investment in the Destinations Low Duration Fixed Income Fund is subject to risk, including the possible loss of principal amount invested.
Derivatives, such as futures, involve risks different from, or possibly greater than, risks associated with investing directly in securities and other traditional investments. Specific risk issues include tax issues, increased potential for losses and/or costs to the Fund, and a potential reduction in gains to the Fund.
The prices of the Fund’s fixed income securities respond to economic developments, particularly interest rate changes, as well as to perceptions about the creditworthiness of individual issuers, including governments and their agencies. Generally, the Fund’s fixed income securities will decrease in value if interest rates rise and vice versa. In a low interest rate environment, risks associated with rising rates are heightened.
Foreign securities subject the Fund to the risks associated with investing in the particular country of an issuer, including the political, regulatory, economic, social, diplomatic and other conditions or events, as well as risks associated with less developed custody and settlement practices. Foreign securities may be more volatile and less liquid than securities of U.S. companies. Risks of foreign investment tend to be greater in emerging markets, which tend to be more likely to experience political turmoil or rapid change to market or economic conditions.
The risk that debt instruments quality are predominantly speculative. Known as ‘junk bonds,’ these have a higher degree of default risk and may be less liquid than higher-rated bonds, may be subject to greater price volatility.
Liquidity risk refers to the possibility that securities cannot be readily sold within seven days at approximately the price at which the Fund has valued them.
With securities lending risk, the Fund may lose money from securities lending if, for example, it is delayed in or prevented from selling the collateral after the loan is made or recovering the securities loaned or if it incurs losses on the reinvestment of cash collateral.
- Ticker: DLDZX
- CUSIP: 10964R814
- Benchmark: ICE BofA US High Yield 0-3 Year Index, ICE BofA US Treasury 1-3 Year Treasury Index
- Inception date: 07/16/2018
- Gross expense ratio: 0.80%
- Net expense ratio: 0.80%*
Daily NAV | Date: | 05/13/2022 |
NAV: $9.72 NAV change: $0.00 Total assets ($m): $46.1
Management team
- Amy L. Magnotta Head of Discretionary Portfolios
Amy L. Magnotta, CFA, is Head of Discretionary Portfolios at Brinker Capital with portfolio management responsibilities for the Destinations program. Ms. Magnotta joined Brinker Capital in 2006 as a senior analyst and has been portfolio manager for the Destinations program since 2007. Prior to joining Brinker Capital, Ms. Magnotta was an associate at Franklin Park Associates from 2004 to 2006 and an associate at BlackRock from 2001 to 2004. Ms. Magnotta has a B.S. in Finance from Lehigh University.
- Leigh A. Lowman Senior Portfolio Manager
Leigh A. Lowman, CFA is Senior Portfolio Manager at Brinker Capital with portfolio management responsibilities for the Destinations program. Prior to joining Brinker Capital in 2015, Ms. Lowman was an outreach analyst for The Investment Fund for Foundations (TIFF) and a senior associate for Mondrian Investment Partners. Ms. Lowman was previously at Brinker Capital from 2004 to 2010 as an investment associate and operations analyst. Ms. Lowman has a B.A. in Economics from Wittenberg University.
Performance
Z Share Fund performance as of 3/31/2022 | ||||||||||||||||||||
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Annualized | ||||||||||||||||||||
MTD | QTD | YTD | 1 Year | 3 Years | 5 Years | Since Inception | Inception Date | Gross expense ratio | Net expense ratio* | |||||||||||
Destinations Low Duration Fixed Income Fund |
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ICE BofA US High Yield 0-3 Year Index |
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ICE BofA US Treasury 1-3 Year Treasury Index |
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Performance data quoted represents past performance; past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance quoted. Performance data current to the most recent month-end may be obtained by calling 1-877-771-7979.
*The Fund’s adviser, Brinker Capital Investments, LLC (“Brinker Capital” or the “Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.39% more than the total amount of sub-advisory fees paid by the Adviser. This fee waiver and reimbursement agreement shall remain in effect until June 30, 2022 and may be amended or terminated only with the consent of the Board of Trustees.
ICE BofA US High Yield 0-3 Year Index: A subset of The Bank of America Merrill Lynch US High Yield Index including all securities with an average life of less than 3 years.
Holdings
Security Description | Ticker Symbol | Security ID | Security Type Description | Quantity | Base Market Value | Percent TNA |
---|---|---|---|---|---|---|
EURO | CASHEUR | CURRENCY | -13,982.8700 | -14,749.13 | -.00 | |
US DOLLARS | CASHUSD | CURRENCY | 49,647,619.2500 | 49,647,619.25 | 8.64 | |
ST ENERGY TRANSITION I LTD | STET/U | BP6NLV5 | OTHER EQUITY | 15,207.0000 | 151,765.86 | .03 |
BGP ACQUISITION CORP-A | 08862W109 | COMMON STOCK | 145,755.0000 | 1,406,535.75 | .24 | |
SILVER SPIKE III ACQUISITI-A | 828175109 | COMMON STOCK | 299,915.0000 | 2,999,150.00 | .52 | |
FINANCIALS ACQUISITIO-DI /GBP/ | BPSPGW5 | COMMON STOCK | 150,348.0000 | 1,876,371.79 | .33 | |
FINANCIALS ACQUISITION CORP WRT 04/04/27 /GBP/ | BPSPHR7 | WARRANTS | 75,173.0000 | 24,104.21 | .00 | |
BULLPEN PARLAY WT EX 12/07/26 | 34MNP5 | WARRANTS | 26,430.0000 | 6,070.97 | .00 | |
CRESCERA CAPITAL ACQUISITION | CRECU | BLD19B0 | OTHER EQUITY | 41,264.0000 | 414,703.20 | .07 |
TAILWIND INTERNATIONAL ACQ-A | BLH1J50 | COMMON STOCK | 65,340.0000 | 642,292.20 | .11 | |
EJF ACQUISITION CORP-A | EJFA | BM98SC6 | COMMON STOCK | 15,516.0000 | 153,142.92 | .03 |
TEKKORP DIGITAL ACQUISITIO-A | BMCM643 | COMMON STOCK | 115,315.0000 | 1,138,159.05 | .20 | |
CROWN PROPTECH ACQUISITION-A | BMFNCJ0 | COMMON STOCK | 500.0000 | 4,935.00 | .00 | |
RMG ACQUISITION CORP III -A | BMFNCM3 | COMMON STOCK | 49,915.0000 | 491,163.60 | .09 | |
BRIGADE-M3 EUROPEAN ACQUIS-A | BMG7365 | COMMON STOCK | 260,629.0000 | 2,528,101.30 | .44 | |
BRIGADE-M3 EUROPE WRT 01/17/27 | BMG7376 | WARRANTS | 130,314.0000 | 26,062.80 | .00 | |
VECTOR ACQUISITION CORP II-A | VAQC | BMG7QH7 | COMMON STOCK | 139,747.0000 | 1,373,713.01 | .24 |
DUDDELL STREET ACQUISITION-A | DSAC | BMXW8Y6 | COMMON STOCK | 12,897.0000 | 128,067.21 | .02 |
SILVER CREST ACQUISITION C-A | BMYS199 | COMMON STOCK | 23,979.0000 | 235,953.36 | .04 | |
CRESCENT COVE ACQUISITION-A | BMZ5LS8 | COMMON STOCK | 23,979.0000 | 235,713.57 | .04 | |
AUTHENTIC EQUITY ACQUISITI-A | BMZ9Z00 | COMMON STOCK | 23,979.0000 | 236,193.15 | .04 | |
OAKTREE ACQ CORP II - CL A | OACB | BN2BDZ7 | COMMON STOCK | 52,110.0000 | 517,973.40 | .09 |
COHN ROBBINS HOLDINGS-CL A | CRHC | BNC1BW0 | COMMON STOCK | 31,129.0000 | 308,799.68 | .05 |
ITIQUIRA ACQUISITION CORP-A | ITQ | BNDJVQ7 | COMMON STOCK | 23,979.0000 | 235,953.36 | .04 |
ELLIOTT OPPORTUNITY II COR-A | BNK8ZN2 | COMMON STOCK | 48,662.0000 | 476,400.98 | .08 | |
GLOBAL PARTNER ACQUISITION-A | BNQNWX0 | COMMON STOCK | 29,178.0000 | 287,111.52 | .05 | |
PERIDOT ACQUISITION CORP-A | PDOT | BNSNZN9 | COMMON STOCK | 39,200.0000 | 384,356.00 | .07 |
BULLPEN PARLAY ACQUISITION-A | BNZJ5F2 | COMMON STOCK | 52,860.0000 | 524,371.20 | .09 | |
PYROPHYTE ACQUISITION CORP | PHYT/U | BPGMYJ1 | OTHER EQUITY | 29,037.0000 | 294,435.18 | .05 |
CARTESIAN GROWTH CORP-A | GLBL | G19276107 | COMMON STOCK | 67,049.0000 | 661,773.63 | .12 |
ENTERPRISE 4.0 TECHNOLOGY AC | ENTF | G3137C106 | COMMON STOCK | 26,968.0000 | 268,601.28 | .05 |
ICONIC SPORTS ACQ CORP-A | ICNC | G4712C107 | COMMON STOCK | 208,716.0000 | 2,101,770.12 | .37 |
PONTEM CORP-CLASS A | PNTM | G71707106 | COMMON STOCK | 3,310.0000 | 32,570.40 | .01 |
HAMBRO PERKS ACQ-CLASS A /GBP/ | BMCP7B6 | COMMON STOCK | 262,512.0000 | 3,292,704.75 | .57 | |
HAMBRO PERKS WT EX 06/30/24 | BPGZVF5 | WARRANTS | 131,256.0000 | 17,330.02 | .00 | |
HIRO METAVERSE AC-CLASS /GBP/ | BNNWYQ7 | COMMON STOCK | 144,837.0000 | 1,830,359.12 | .32 | |
HIRO METAV WRT 12/21/26 /GBP/ | BNNWYR8 | WARRANTS | 72,418.0000 | 16,391.16 | .00 | |
GP BULLHOUND ACQUISITIO- /EUR/ | BMC45N1 | COMMON STOCK | 116,382.0000 | 1,212,866.12 | .21 | |
GP BULLHOU WRT 03/11/27 /EUR/ | BMC4Y56 | WARRANTS | 58,191.0000 | 18,413.96 | .00 | |
ADIT EDTECH ACQUISITION | ADEX | 007024102 | COMMON STOCK | 12,138.0000 | 119,802.06 | .02 |
ARBOR RAPHA CAPITAL BIOHOLDI | ARCK | 03881F104 | COMMON STOCK | 44,058.0000 | 442,782.90 | .08 |
ARBOR RAPHA CAPIT WRT 03/14/23 | 03881F112 | WARRANTS | 14,685.0000 | 2,232.12 | .00 | |
ARROWROOT ACQUISITION CORP-A | ARRW | 04282M102 | COMMON STOCK | 10,094.0000 | 98,820.26 | .02 |
ATHLON ACQUISITION CORP-A | 04748A106 | COMMON STOCK | 23,979.0000 | 235,473.78 | .04 | |
ATLANTIC AVENUE ACQUISI-CL A | ASAQ | 04906P101 | COMMON STOCK | 177,273.0000 | 1,753,229.97 | .31 |
BERENSON ACQUISITION CO-CL A | 083690107 | COMMON STOCK | 146,774.0000 | 1,433,981.98 | .25 | |
BERENSON ACQU WT EX 9/30/26 | 083690115 | WARRANTS | 73,387.0000 | 18,038.52 | .00 | |
BITE ACQUISITION CORP | BITE | 09175K105 | COMMON STOCK | 30,427.0000 | 298,184.60 | .05 |
BLOCKCHAIN MOON ACQUISITION | BMAQ | 09370F109 | COMMON STOCK | 110,902.0000 | 1,095,711.76 | .19 |
CASCADE ACQUISITION COR-CL A | CAS | 147151104 | COMMON STOCK | 26,559.0000 | 267,449.13 | .05 |
CLARIM ACQUISITION CORP-CL A | 18049C108 | COMMON STOCK | 46,688.0000 | 458,476.16 | .08 | |
DHB CAPITAL CORP-CL A | 23291W109 | COMMON STOCK | 7,704.0000 | 75,499.20 | .01 | |
DHB CAP CORP WT EX 03/15/26 | 23291W117 | WARRANTS | 2,568.0000 | 585.25 | .00 | |
EMPOWERMENT & INCLUSION-CL A | 29248N100 | COMMON STOCK | 42,568.0000 | 418,017.76 | .07 | |
EQUITY DISTRIBUTION ACQUIS-A | EQD | 29465E106 | COMMON STOCK | 59,814.0000 | 592,158.60 | .10 |
EVEREST CONSOLIDATOR ACQUISI | MNTN/U | 29978K201 | OTHER EQUITY | 11,349.0000 | 114,057.45 | .02 |
EXECUTIVE NETWORK PARTNER-A | ENPC | 30158L100 | COMMON STOCK | 147,546.0000 | 1,460,705.40 | .25 |
FG MERGER CORP | 30324Y101 | COMMON STOCK | 109,961.0000 | 1,096,311.17 | .19 | |
FG MERGER CORP WT EX 03/01/27 | 30324Y119 | WARRANTS | 82,470.0000 | 12,378.75 | .00 | |
FORUM MERGER IV CORP-A | 349875104 | COMMON STOCK | 58,605.0000 | 573,742.95 | .10 | |
SUPERIOR ENERGY SERVICES INC | 34F1LL | COMMON STOCK | 3,121.0000 | 165,413.00 | .03 | |
AXON INFRASTRUCTURE ACQ | 34JWX5 | COMMON STOCK | 8,000.0000 | 4,000.00 | .00 | |
BERENSON ACQUISITION CORP I | 34KRVP | OTHER EQUITY | 25,927.0000 | 6,372.86 | .00 | |
REVELSTONE CAPITAL ACQUISITI | 34MJXD | OTHER EQUITY | 12,300.0000 | 3,199.23 | .00 | |
ALPHA PARTNERS TECHNOLOGY CL A | 34MKQ9 | COMMON STOCK | 16,305.0000 | 4,482.24 | .00 | |
G&P ACQUISITION CORP-CL A | GAPA | 36146G103 | COMMON STOCK | 76,630.0000 | 764,001.10 | .13 |
GSR II METEORA ACQUISIT-CL A | 36263W105 | COMMON STOCK | 121,848.0000 | 1,202,639.76 | .21 | |
GSR II METEORA AC RTS 03/01/27 | 36263W113 | RIGHTS | 7,615.0000 | 10,661.00 | .00 | |
GSR II METEO WT EX 03/01/2027 | 36263W121 | WARRANTS | 121,848.0000 | 18,898.62 | .00 | |
GLOBAL CONSUMER ACQUISITION | GACQ | 37892B108 | COMMON STOCK | 150,413.0000 | 1,508,642.39 | .26 |
GOAL ACQUISITIONS CORP | 38021H107 | COMMON STOCK | 13,500.0000 | 132,300.00 | .02 | |
GOLDEN FALCON ACQUISITI-CL A | 38102H109 | COMMON STOCK | 90,017.0000 | 885,767.28 | .15 | |
HAMILTON LANE ALL-CLASS A | 40749M103 | COMMON STOCK | 70,544.0000 | 694,152.96 | .12 | |
HEALTHCARE SERVICES ACQUI-A | HCAR | 42227K104 | COMMON STOCK | 23,979.0000 | 236,193.15 | .04 |
HEARTLAND MEDIA ACQUISITION | HMA/U | 42237V207 | OTHER EQUITY | 94,617.0000 | 947,116.17 | .16 |
IGNYTE ACQUISITION CORP | 45175H106 | COMMON STOCK | 23,979.0000 | 236,672.73 | .04 | |
ISHARES CORE 1-5 YEAR USD BO | ISTB | 46432F859 | POOLED INVESTMENTS | 582,755.0000 | 27,937,274.70 | 4.86 |
ISLEWORTH HEALTHCARE ACQUISI | 46468P102 | COMMON STOCK | 51,527.0000 | 511,663.11 | .09 | |
KNIGHTSWAN ACQUISITION COR-A | 499103109 | COMMON STOCK | 23,921.0000 | 237,774.74 | .04 | |
KNIGHTSWAN ACQU WT EX 1/6/2023 | 499103117 | WARRANTS | 43,305.0000 | 6,500.08 | .00 | |
LEAFLY HOLDINGS INC | LFLY | 52178J105 | COMMON STOCK | 10,622.0000 | 120,134.82 | .02 |
LEAFLY HLDGS WT EX 01/17/2027 | 52178J113 | WARRANTS | 84,970.0000 | 134,252.60 | .02 | |
LIGHTJUMP ACQUISITION CORP | LJAQ | 53228M106 | COMMON STOCK | 47,500.0000 | 472,150.00 | .08 |
MASON INDUSTRIAL TECHN-CL A | MIT | 57520Y106 | COMMON STOCK | 468,448.0000 | 4,595,474.88 | .80 |
NEW PROVIDENCE ACQUISITION-A | 64823D102 | COMMON STOCK | 61,279.0000 | 609,726.05 | .11 | |
NEW PROVIDENCE WT EX 11/09/28 | 64823D110 | WARRANTS | 20,426.0000 | 5,410.85 | .00 | |
NEWHOLD INVESTMENT CORP-A | NHIC | 651448102 | COMMON STOCK | 85,044.0000 | 186,246.36 | .03 |
OMNILIT ACQUISITION CORP-A | 68218C108 | COMMON STOCK | 15,841.0000 | 158,410.00 | .03 | |
OMNILIT ACQU WT EX 11/12/2026 | 68218C116 | WARRANTS | 7,920.0000 | 1,884.96 | .00 | |
OMNICHANNEL ACQUISITION-CL A | OCA | 68218L108 | COMMON STOCK | 120,600.0000 | 1,203,588.00 | .21 |
ONE EQUITY PARTNERS OPEN-A | 68237L105 | COMMON STOCK | 43,737.0000 | 429,059.97 | .07 | |
OYSTER ENTERPRISES-CL A | 69242M104 | COMMON STOCK | 23,979.0000 | 235,233.99 | .04 | |
PWP FORWARD ACQUISITION CO-A | 74709Q101 | COMMON STOCK | 12,783.0000 | 125,017.74 | .02 | |
REVELSTONE CAPITAL ACQUISI-A | 76137R106 | COMMON STOCK | 109,333.0000 | 1,080,210.04 | .19 | |
REVELSTONE CAP WT EX 12/21/28 | 76137R114 | WARRANTS | 54,666.0000 | 14,218.63 | .00 | |
SEAPORT GLOBAL ACQUISITION-A | 81221H105 | COMMON STOCK | 125,542.0000 | 1,247,887.48 | .22 | |
SHOULDERUP TECHNOLOGY ACQU-A | SUAC | 82537G104 | COMMON STOCK | 7,877.0000 | 78,218.61 | .01 |
SHOULDERUP TECHNO WRT 07/26/23 | 82537G112 | WARRANTS | 3,938.0000 | 839.98 | .00 | |
SPORTSMAP TECH ACQUISITION C | 84921J108 | COMMON STOCK | 17,952.0000 | 178,622.40 | .03 | |
TECH AND ENERGY TRANSITION-A | 87823R102 | COMMON STOCK | 25,622.0000 | 250,583.16 | .04 | |
TISHMAN SPEYER INNOVATI-CL A | 88825H100 | COMMON STOCK | 85,905.0000 | 843,587.10 | .15 | |
26 CAPITAL ACQUISITION COR-A | 90138P100 | COMMON STOCK | 21,581.0000 | 213,004.47 | .04 | |
ZANITE ACQUISITION CORP-CL A | ZNTE | 98907K103 | COMMON STOCK | 17,748.0000 | 182,449.44 | .03 |
MACQUARIE GROUP L V/R 03/27/24 | 55608JAL2 | CORPORATE BONDS | 80,000.0000 | 80,488.78 | .01 | |
MACQUARIE BANK L 2.1% 10/17/22 | 55608PBC7 | CORPORATE BONDS | 80,000.0000 | 79,955.40 | .01 | |
CAI 2020-1A A 2.22% 03/27/28 | 12807CAA1 | ASSET BACKED | 432,708.3300 | 397,408.72 | .07 | |
RIAL 2022-FL8 A V/R 01/19/27 | 76243NAA4 | ASSET BACKED | 200,000.0000 | 199,845.80 | .03 | |
TRITON INTERNATI 0.8% 08/01/23 | 89680YAD7 | CORPORATE BONDS | 165,000.0000 | 158,833.04 | .03 | |
INKIA ENERGY L 5.875% 11/09/27 | BDG1353 | CORPORATE BONDS | 200,000.0000 | 189,252.00 | .03 | |
GOLAR LNG LTD 7% 10/20/25 | G4023LAB7 | CORPORATE BONDS | 12,891,000.0000 | 12,762,090.00 | 2.22 | |
FED REPUBLIC O 2.875% 06/06/25 | 105756CD0 | GOVERNMENT BONDS | 200,000.0000 | 191,284.00 | .03 | |
ITAU UNIBANCO HLD V/R 04/15/31 | 46556M2A9 | CORPORATE BONDS | 200,000.0000 | 179,633.00 | .03 | |
BANK OF MONTREAL V/R 03/08/24 | 06368FAH2 | CORPORATE BONDS | 160,000.0000 | 160,094.50 | .03 | |
BANK OF NOVA SC 0.65% 07/31/24 | 0641596E1 | CORPORATE BONDS | 70,000.0000 | 65,610.89 | .01 | |
CANADIAN PACIFI 1.35% 12/02/24 | 13645RBD5 | CORPORATE BONDS | 170,000.0000 | 161,023.83 | .03 | |
COLUMBIA CARE IN 9.5% 02/03/26 | 197309AP2 | CORPORATE BONDS | 10,225,000.0000 | 10,327,250.00 | 1.80 | |
GREENFIRE RESOURC 12% 08/15/25 | 36136LAA2 | CORPORATE BONDS | 2,134,000.0000 | 2,267,375.00 | .39 | |
ROCKPOINT GAS STOR 7% 03/31/23 | 77381WAA4 | CORPORATE BONDS | 11,497,000.0000 | 11,382,030.00 | 1.98 | |
TACORA RESOURCE 8.25% 05/15/26 | 87356LAA8 | CORPORATE BONDS | 5,851,000.0000 | 5,573,077.50 | .97 | |
TORONTO-DOMINION 0.7% 09/10/24 | 89114TZE5 | CORPORATE BONDS | 170,000.0000 | 160,072.29 | .03 | |
MEGLOBAL CANADA UL 5% 05/18/25 | BMFG2R7 | CORPORATE BONDS | 200,000.0000 | 203,626.40 | .04 | |
COPPER MOUNTAIN MI 8% 04/09/26 | C2783GAA8 | CORPORATE BONDS | 7,294,466.0000 | 7,399,323.95 | 1.29 | |
ACREC 2021-FL1 A V/R 09/16/26 | 00500RAA3 | ASSET BACKED | 209,000.0000 | 205,750.26 | .04 | |
ALLEG 2019-1A AR V/R 07/20/32 | 01750FAJ5 | ASSET BACKED | 1,000,000.0000 | 991,062.00 | .17 | |
ARCLO 2020-FL1 A V/R 12/15/24 | 03880WAC2 | ASSET BACKED | 177,000.0000 | 176,170.60 | .03 | |
ARCLO 2021-FL2 A V/R 02/15/26 | 03881EAA5 | ASSET BACKED | 225,000.0000 | 222,756.30 | .04 | |
AVOLON HOLDING 5.125% 10/01/23 | 05401AAB7 | CORPORATE BONDS | 15,000.0000 | 15,169.78 | .00 | |
BSPRT 2019-FL5 A V/R 05/15/29 | 05587TAA4 | ASSET BACKED | 123,497.7700 | 123,111.84 | .02 | |
BRSP 2021-FL1 A V/R 08/19/38 | 05591XAA9 | ASSET BACKED | 184,000.0000 | 179,865.70 | .03 | |
BSPRT 2021-FL6 A V/R 03/15/36 | 05601HAA2 | ASSET BACKED | 193,000.0000 | 189,497.09 | .03 | |
BSPRT 2021-FL7 A V/R 12/15/38 | 05602CAA2 | ASSET BACKED | 209,000.0000 | 207,636.07 | .04 | |
BCC 2019-1A AR V/R 04/19/34 | 05683VAS3 | ASSET BACKED | 500,000.0000 | 493,887.00 | .09 | |
BCC 2021-1A A V/R 04/18/34 | 05684LAC9 | ASSET BACKED | 500,000.0000 | 493,991.05 | .09 | |
CHCP 2021-FL1 A V/R 02/15/38 | 12546JAA2 | ASSET BACKED | 250,000.0000 | 246,816.58 | .04 | |
CHCP 2021-FL1 AS V/R 02/15/38 | 12546JAC8 | ASSET BACKED | 100,000.0000 | 98,826.19 | .02 | |
CLNC 2019-FL1 AS V/R 12/19/25 | 12565DAC7 | ASSET BACKED | 177,000.0000 | 174,575.10 | .03 | |
CGMS 2021-7A A1 V/R 10/15/35 | 14316WAA7 | ASSET BACKED | 1,000,000.0000 | 989,564.00 | .17 | |
FSRIA 2021-FL3 A V/R 08/16/26 | 30323CAA8 | ASSET BACKED | 209,000.0000 | 203,519.60 | .04 | |
FPPC 2022-1A A V/R 04/14/35 | 35455DAA5 | ASSET BACKED | 1,000,000.0000 | 998,587.00 | .17 | |
GALXY 2018-27A A V/R 05/16/31 | 36320UAC4 | ASSET BACKED | 500,000.0000 | 494,375.00 | .09 | |
GWOLF 2015-1A A1 V/R 01/27/31 | 39808PAL0 | ASSET BACKED | 500,000.0000 | 496,750.00 | .09 | |
GWOLF 2018-2A A1 V/R 10/20/31 | 39809AAA6 | ASSET BACKED | 1,000,000.0000 | 994,000.00 | .17 | |
GSTNE 2021-FL3 A V/R 07/15/39 | 39809PAA3 | ASSET BACKED | 184,000.0000 | 179,450.47 | .03 | |
GSM 2021-IIIA A1 V/R 04/15/34 | 402512AA5 | ASSET BACKED | 1,000,000.0000 | 994,193.00 | .17 | |
HGI 2021-FL1 A V/R 06/16/36 | 40441LAA4 | ASSET BACKED | 200,000.0000 | 197,822.02 | .03 | |
HLSY 2021-5A A1A V/R 01/30/35 | 406371AA2 | ASSET BACKED | 500,000.0000 | 495,264.00 | .09 | |
HAYFN 2018-8A A V/R 04/20/31 | 42086PAC7 | ASSET BACKED | 500,000.0000 | 496,611.75 | .09 | |
LNCR 2019-CRE3 A V/R 02/15/24 | 53947DAC0 | ASSET BACKED | 159,300.0000 | 157,707.00 | .03 | |
MF1 2021-FL6 A V/R 06/16/26 | 55283TAA6 | ASSET BACKED | 200,000.0000 | 196,505.20 | .03 | |
MF1 2021-FL7 A V/R 10/16/36 | 55284AAA6 | ASSET BACKED | 208,000.0000 | 204,053.99 | .04 | |
MDPK 2019-34A AR V/R 04/25/32 | 55819GAL3 | ASSET BACKED | 500,000.0000 | 497,645.50 | .09 | |
MP21 2021-3A A1 V/R 10/17/34 | 56606KAA3 | ASSET BACKED | 1,000,000.0000 | 991,649.00 | .17 | |
NLY 2019-FL2 AS V/R 12/15/22 | 629167AC1 | ASSET BACKED | 341,000.0000 | 338,186.75 | .06 | |
WOODS 2017-16A A V/R 11/15/30 | 66859WAA0 | ASSET BACKED | 988,760.7200 | 982,988.93 | .17 | |
OCP 2014-5A A1R V/R 04/26/31 | 67102SAL8 | ASSET BACKED | 250,000.0000 | 248,201.65 | .04 | |
OCTR 2014-5A ARR V/R 10/13/31 | 67515EAR7 | ASSET BACKED | 982,915.5700 | 972,641.55 | .17 | |
PFP 2019-6 A V/R 06/14/22 | 69346WAA5 | ASSET BACKED | 57,683.1400 | 57,195.57 | .01 | |
PFP 2021-8 A V/R 08/09/37 | 69357XAA9 | ASSET BACKED | 209,000.0000 | 203,256.47 | .04 | |
SA GLOBAL SUKU 1.602% 06/17/26 | 78397PAB7 | CORPORATE BONDS | 200,000.0000 | 184,228.80 | .03 | |
STWD 2021-FL2 A V/R 03/18/25 | 78486BAA2 | ASSET BACKED | 200,000.0000 | 198,511.12 | .03 | |
SNDPT 2017-4A A1 V/R 01/21/31 | 83609TAA5 | ASSET BACKED | 500,000.0000 | 497,010.35 | .09 | |
SNDPT 2014-2RA A V/R 10/20/31 | 83613WAA2 | ASSET BACKED | 1,000,000.0000 | 993,799.00 | .17 | |
STCR 2018-2A A V/R 08/18/31 | 85816LAA6 | ASSET BACKED | 1,000,000.0000 | 993,959.50 | .17 | |
TRTX 2021-FL4 A V/R 03/15/38 | 87276WAA1 | ASSET BACKED | 200,000.0000 | 197,619.34 | .03 | |
VIBR 2018-8A A1A V/R 01/20/31 | 92558FAA7 | ASSET BACKED | 500,000.0000 | 497,273.00 | .09 | |
WELF 2019-XA A1R V/R 07/20/32 | 94949WAM8 | ASSET BACKED | 500,000.0000 | 495,155.00 | .09 | |
PERU ENHANCED PAS ZCP 06/02/25 | B1VYKW9 | CORPORATE BONDS | 96,625.8000 | 91,069.82 | .02 | |
SABLE INTL FINA 5.75% 09/07/27 | BJN5MK8 | CORPORATE BONDS | 200,000.0000 | 196,938.00 | .03 | |
INTEROCEANICA 0% 11/30/25 | P52715AB8 | CORPORATE BONDS | 29,952.6000 | 27,863.41 | .00 | |
AES ANDES SA V/R 03/26/79 | 00105DAF2 | CORPORATE BONDS | 200,000.0000 | 194,002.00 | .03 | |
REPUBLIC OF CH 3.125% 01/21/26 | 168863CA4 | GOVERNMENT BONDS | 200,000.0000 | 195,412.00 | .03 | |
EMPRESA ELECTRIC 5.5% 05/14/27 | BK254C2 | CORPORATE BONDS | 158,480.0000 | 148,378.48 | .03 | |
GUACOLDA ENERGI 4.56% 04/30/25 | P3711HAF6 | CORPORATE BONDS | 200,000.0000 | 67,370.00 | .01 | |
EMPRESA ELECTR 4.875% 05/25/29 | P3713QAA5 | CORPORATE BONDS | 130,400.0000 | 120,620.00 | .02 | |
GNL QUINTERO S 4.634% 07/31/29 | P4909LAA8 | CORPORATE BONDS | 176,480.0000 | 172,244.48 | .03 | |
REPUBLIC OF COLO 4.5% 01/28/26 | 195325CX1 | GOVERNMENT BONDS | 200,000.0000 | 191,522.00 | .03 | |
ECOPETROL SA 4.125% 01/16/25 | 279158AK5 | CORPORATE BONDS | 100,000.0000 | 96,751.00 | .02 | |
ECOPETROL SA 5.875% 09/18/23 | EC23 | BDV82X0 | CORPORATE BONDS | 150,000.0000 | 151,939.50 | .03 |
BBVA COLOMBIA 4.875% 04/21/25 | P1024TAN9 | CORPORATE BONDS | 200,000.0000 | 195,502.00 | .03 | |
BANCO RESERVAS REP 7% 02/01/23 | B9L68W7 | CORPORATE BONDS | 150,000.0000 | 151,537.50 | .03 | |
LR GLOBAL HO V/R 02/03/25/EUR/ | BMFN5V3 | CORPORATE BONDS | 4,350,000.0000 | 4,450,728.44 | .77 | |
RELIANCE INDUS 4.125% 01/28/25 | Y72596BU5 | CORPORATE BONDS | 250,000.0000 | 250,875.00 | .04 | |
FREEPORT INDON 4.763% 04/14/27 | 69377FAA4 | CORPORATE BONDS | 200,000.0000 | 198,734.00 | .03 | |
PERUSAHAAN PENER 1.5% 06/09/26 | 71567RAR7 | CORPORATE BONDS | 200,000.0000 | 183,300.00 | .03 | |
PT PERTAMINA (PE 4.3% 05/20/23 | Y7138AAE0 | CORPORATE BONDS | 200,000.0000 | 201,500.58 | .04 | |
LINKEM SPA V/R 08/09/22/EUR/ | 333CY4 | CORPORATE BONDS | 13,337,000.0000 | 14,060,129.77 | 2.45 | |
GALAXY PIPELINE 1.75% 09/30/27 | BNC1DT1 | CORPORATE BONDS | 178,404.0000 | 167,676.42 | .03 | |
NIELSEN CO LUX SAR 5% 02/01/25 | 65410CAC4 | CORPORATE BONDS | 5,047,000.0000 | 5,053,132.11 | .88 | |
MILLICOM INTL 5.125% 01/15/28 | L6388GAB6 | CORPORATE BONDS | 180,000.0000 | 169,650.00 | .03 | |
T/L MALLINCKRODT 0% 2/28/22 | LX161074 | LOAN | 18,274,629.0000 | 18,103,395.73 | 3.15 | |
T/L INTELSAT 0% 11/27/23 | LX169475 | LOAN | 6,236,000.0000 | 6,048,920.00 | 1.05 | |
T/L INTELSAT JAC 0% 01/02/2024 | LX170311 | LOAN | 4,482,000.0000 | 4,347,540.00 | .76 | |
TNB GLOBAL VEN 3.244% 10/19/26 | BYM79R6 | CORPORATE BONDS | 200,000.0000 | 193,964.00 | .03 | |
PETRONAS CAPITAL 3.5% 03/18/25 | Y68856AN6 | CORPORATE BONDS | 200,000.0000 | 200,129.65 | .03 | |
GAMING INNOV V/R 06/11/24/SEK/ | X3R8C1AA4 | CORPORATE BONDS | 5,500,000.0000 | 567,935.80 | .10 | |
ALTERA SHUTTLE 7.125% 08/15/22 | BYWX770 | CORPORATE BONDS | 1,400,000.0000 | 1,372,000.00 | .24 | |
AZERION HO 7.25% 04/28/24/EUR/ | BMD6871 | CORPORATE BONDS | 2,529,000.0000 | 2,636,004.85 | .46 | |
T/L LEALAND FINAN 0% 06/28/24 | LX188995 | LOAN | 2,695,935.1100 | 1,752,357.82 | .30 | |
T/L AVAST SOFTWA 0% 03/22/2028 | LX193330 | LOAN | 5,429,128.2000 | 5,380,266.05 | .94 | |
MHH HOLDING BV V/R 02/10/25 | N4071MAA0 | CORPORATE BONDS | 3,860,000.0000 | 3,908,250.00 | .68 | |
MINEJESA CAPIT 4.625% 08/10/30 | N57445AA1 | CORPORATE BONDS | 200,000.0000 | 181,654.00 | .03 | |
FIVEN AS V/R 06/21/24/EUR/ | BN6M4M0 | CORPORATE BONDS | 6,305,000.0000 | 6,783,524.04 | 1.18 | |
NOR5KE VIKIN V/R 05/03/24/NOK/ | R3R18DAA5 | CORPORATE BONDS | 19,200,000.0000 | 2,046,711.94 | .36 | |
NORDIC CAPIT V/R 06/30/24/NOK/ | R4976GAB3 | CORPORATE BONDS | 20,400,000.0000 | 2,170,296.04 | .38 | |
REPUBLIC OF PAN 3.75% 03/16/25 | 698299BE3 | GOVERNMENT BONDS | 200,000.0000 | 199,008.00 | .03 | |
BANCO CONTINENT 2.75% 12/10/25 | 059490AB8 | CORPORATE BONDS | 150,000.0000 | 136,500.00 | .02 | |
REPUBLIC OF PE 2.392% 01/23/26 | 715638DE9 | GOVERNMENT BONDS | 50,000.0000 | 46,898.00 | .01 | |
BANCO INTERNAC DE V/R 07/08/30 | P13435AD7 | CORPORATE BONDS | 150,000.0000 | 140,625.00 | .02 | |
CORP FINANCIERA D V/R 07/15/29 | P3R94GAA7 | GOVERNMENT BONDS | 200,000.0000 | 195,502.00 | .03 | |
TRANSPORT DE GA 4.25% 04/30/28 | P9367RAG6 | CORPORATE BONDS | 200,000.0000 | 193,502.00 | .03 | |
STATE OF QATAR 3.25% 06/02/26 | BDDRJ90 | GOVERNMENT BONDS | 200,000.0000 | 198,556.00 | .03 | |
QATAR ENERGY 1.375% 09/12/26 | M8180AAC2 | CORPORATE BONDS | 250,000.0000 | 226,375.00 | .04 | |
UNITED OVERSEAS B V/R 03/16/31 | BN767V1 | CORPORATE BONDS | 200,000.0000 | 182,992.00 | .03 | |
PSA TREASURY PTE 2.5% 04/12/26 | BYQ9N32 | CORPORATE BONDS | 200,000.0000 | 192,939.15 | .03 | |
SINGTEL GROUP T 3.25% 06/30/25 | BYTGS46 | CORPORATE BONDS | 200,000.0000 | 198,764.00 | .03 | |
DBS GROUP HOLDING V/R 03/10/31 | Y20246J57 | CORPORATE BONDS | 200,000.0000 | 183,644.00 | .03 | |
REPUBLIC OF SO 4.875% 04/14/26 | 836205AT1 | GOVERNMENT BONDS | 200,000.0000 | 197,120.00 | .03 | |
NONGHYUP BANK 1.25% 07/20/25 | 65540KAD7 | CORPORATE BONDS | 200,000.0000 | 185,930.33 | .03 | |
KOREA ELECTRIC 1.125% 06/15/25 | Y4907LAB8 | GOVERNMENT BONDS | 200,000.0000 | 185,874.00 | .03 | |
DESENIO GROU V/R 12/16/24/SEK/ | W2R21YAA0 | CORPORATE BONDS | 6,250,000.0000 | 531,495.06 | .09 | |
ADDVISE GROU V/R 05/21/24/SEK/ | W49283AB5 | CORPORATE BONDS | 20,620,000.0000 | 2,152,119.90 | .37 | |
STOCKWIK FOR V/R 09/03/23/SEK/ | W8858WAB6 | CORPORATE BONDS | 12,500,000.0000 | 1,260,303.75 | .22 | |
ABU DHABI GOVT I 2.5% 04/16/25 | 29135LAG5 | GOVERNMENT BONDS | 200,000.0000 | 195,522.40 | .03 | |
IMPALA GROUP V/R 10/20/24/SEK/ | G4722LAA3 | CORPORATE BONDS | 13,750,000.0000 | 1,379,411.09 | .24 | |
BAT INTL FINAN 1.668% 03/25/26 | 05530QAN0 | CORPORATE BONDS | 135,000.0000 | 121,099.72 | .02 | |
ROYALTY PHARMA 0.75% 09/02/23 | 78081BAG8 | CORPORATE BONDS | 150,000.0000 | 145,170.65 | .03 | |
ROYALTY PHARMA P 1.2% 09/02/25 | 78081BAH6 | CORPORATE BONDS | 15,000.0000 | 13,618.72 | .00 | |
AT&T INC 4.45% 04/01/24 | 00206RDC3 | CORPORATE BONDS | 160,000.0000 | 163,785.18 | .03 | |
ACCSS 2004-2 A3 V/R 10/25/24 | 00432CBW0 | ASSET BACKED | 80,828.5000 | 80,270.60 | .01 | |
ACCSS 2007-A A3 V/R 05/25/36 | 00432CDJ7 | ASSET BACKED | 179,821.4000 | 174,722.26 | .03 | |
AFFRM 2020-Z2 A 1.9% 01/15/24 | 00834AAA7 | ASSET BACKED | 80,180.3100 | 79,413.99 | .01 | |
AFFRM 2021-Z1 1.07% 08/15/24 | 00834CAA3 | ASSET BACKED | 163,004.9400 | 159,929.10 | .03 | |
AMERICAN EXPRESS V/R 03/04/25 | 025816CR8 | CORPORATE BONDS | 65,000.0000 | 65,435.68 | .01 | |
AMERICAN EXPRE 3.375% 05/03/24 | 025816CV9 | CORPORATE BONDS | 95,000.0000 | 94,924.17 | .02 | |
ANA INTL/ANA HOLD 15% 08/15/25 | 03254TAA1 | CORPORATE BONDS | 3,041,175.0000 | 3,238,851.38 | .56 | |
AOMT 2020-6 A1 V/R 09/25/24 | 03465AAA7 | ASSET BACKED | 257,044.9800 | 248,861.57 | .04 | |
AQFIT 2020-AA A 1.9% 12/17/25 | 038413AA8 | ASSET BACKED | 71,566.8600 | 69,217.31 | .01 | |
AMMST 2021-MF 2.023% 06/15/26 | 03881VAC3 | ASSET BACKED | 183,000.0000 | 169,714.71 | .03 | |
ARIVO 2019-1 A 2.99% 09/25/23 | 04046LAA9 | ASSET BACKED | 37,241.1900 | 37,298.57 | .01 | |
ATHENE GLOBAL FUN V/R 05/24/24 | 04685A2X8 | CORPORATE BONDS | 165,000.0000 | 163,085.88 | .03 | |
ATMOS ENERGY C 0.625% 03/09/23 | 049560AU9 | CORPORATE BONDS | 60,000.0000 | 58,945.11 | .01 | |
BBCMS 2019-BWAY V/R 11/15/21 | 05492NAA1 | ASSET BACKED | 200,000.0000 | 197,092.92 | .03 | |
BAT CAPITAL CO 2.789% 09/06/24 | BTI24 | 05526DBG9 | CORPORATE BONDS | 40,000.0000 | 39,071.18 | .01 |
BSREP 2021-DC A V/R 08/15/26 | 05591UAA5 | ASSET BACKED | 184,000.0000 | 180,932.57 | .03 | |
BPR 2021-TY A V/R 09/15/38 | 05592AAA8 | ASSET BACKED | 208,000.0000 | 204,216.27 | .04 | |
BX 2021-VIEW A V/R 06/15/23 | 05606GAA9 | ASSET BACKED | 183,000.0000 | 180,483.66 | .03 | |
BX 2021-21M A V/R 10/15/26 | 05609CAA5 | ASSET BACKED | 209,000.0000 | 203,368.87 | .04 | |
BXHPP 2021-FILM V/R 08/15/26 | 05609JAJ1 | ASSET BACKED | 209,000.0000 | 200,391.10 | .03 | |
BX 2021-XL2 B V/R 10/15/23 | 05609KAC3 | ASSET BACKED | 198,864.7600 | 193,517.57 | .03 | |
BX 2021-VOLT B V/R 09/15/23 | 05609VAG0 | ASSET BACKED | 208,000.0000 | 202,612.76 | .04 | |
BANK 2017-BNK6 X V/R 07/15/60 | 060352AG6 | ASSET BACKED | 1,770,516.7800 | 54,425.15 | .01 | |
BANK OF AMERICA C V/R 03/05/24 | 06051GHE2 | CORPORATE BONDS | 110,000.0000 | 110,017.68 | .02 | |
BANK OF AMERICA C V/R 04/22/25 | 06051GJU4 | CORPORATE BONDS | 55,000.0000 | 54,553.99 | .01 | |
BANK 2017-BNK4 X V/R 05/15/50 | 06541FBB4 | ASSET BACKED | 1,382,590.9900 | 69,373.02 | .01 | |
BOMFT 2019-SBR1 V/R 06/28/34 | 07333YAA6 | ASSET BACKED | 138,411.5600 | 138,673.84 | .02 | |
BMARK 2018-B4 XA V/R 06/15/28 | 08161HAG5 | ASSET BACKED | 10,658,314.6500 | 223,722.29 | .04 | |
BMARK 2020-B16 X V/R 01/15/30 | 08161NAG2 | ASSET BACKED | 3,677,590.4200 | 208,749.59 | .04 | |
BOEING CO 4.508% 05/01/23 | 097023CS2 | CORPORATE BONDS | 160,000.0000 | 161,477.04 | .03 | |
BRAVO 2021-A A1 V/R 01/25/24 | 105693AA3 | ASSET BACKED | 686,874.9600 | 653,024.46 | .11 | |
BRAVO 2022-RPL 2.75% 09/25/61 | 10569XAA7 | ASSET BACKED | 972,839.0500 | 925,268.58 | .16 | |
BRIGHTHSE FIN GL 0.6% 06/28/23 | 10921U2D9 | CORPORATE BONDS | 70,000.0000 | 68,092.28 | .01 | |
BX 2018-EXCL A V/R 09/15/20 | 12433WAA9 | ASSET BACKED | 191,575.3800 | 189,544.51 | .03 | |
CD 2017-CD4 XA V/R 04/10/27 | 12515DAS3 | ASSET BACKED | 1,594,653.3400 | 65,887.57 | .01 | |
CFCRE 2017-C8 XA V/R 05/15/27 | 12532CBE4 | ASSET BACKED | 1,088,687.4100 | 63,697.03 | .01 | |
CFCRE 2017-C8 XB V/R 05/15/27 | 12532CBF1 | ASSET BACKED | 287,000.0000 | 11,518.06 | .00 | |
CSAIL 2017-C8 XA V/R 06/15/27 | 12595BAF8 | ASSET BACKED | 590,432.8100 | 24,547.78 | .00 | |
CSAIL 2017-CX10 V/R 11/15/27 | 12595JAN4 | ASSET BACKED | 4,675,942.8800 | 131,584.31 | .02 | |
CSAIL 2018-CX12 V/R 08/15/28 | 12595XAV5 | ASSET BACKED | 3,311,183.1700 | 91,849.57 | .02 | |
COLT 2021-RPL1 A V/R 09/25/61 | 12598PAA5 | ASSET BACKED | 871,347.3600 | 820,244.67 | .14 | |
COMM 2013-CR9 XA V/R 07/10/23 | 12625UBC6 | ASSET BACKED | 15,359,336.3600 | 3,696.99 | .00 | |
CSMC 2017-CHOP E V/R 06/15/19 | 12651QAN9 | ASSET BACKED | 573,000.0000 | 540,432.46 | .09 | |
CSMC 2020-RPL3 A V/R 03/25/60 | 12656PAC0 | ASSET BACKED | 519,982.2900 | 509,123.86 | .09 | |
C3NANO INC 6.5% 02/15/24 | 12656VAA1 | CORPORATE BONDS | 1,160,000.0000 | 1,151,385.18 | .20 | |
CAPITAL ONE FINA 3.2% 01/30/23 | 14040HBU8 | CORPORATE BONDS | 35,000.0000 | 35,217.24 | .01 | |
CAPITAL ONE FINA 3.9% 01/29/24 | 14040HCA1 | CORPORATE BONDS | 125,000.0000 | 125,601.50 | .02 | |
CENGAGE LEARNING 9.5% 06/15/24 | 15137NAA1 | CORPORATE BONDS | 8,769,000.0000 | 8,593,620.00 | 1.50 | |
CHOBANI LLC/FINA 7.5% 04/15/25 | 17027NAA0 | CORPORATE BONDS | 8,848,000.0000 | 8,295,265.44 | 1.44 | |
CITIGROUP INC V/R 06/01/24 | 172967MA6 | CORPORATE BONDS | 115,000.0000 | 115,413.96 | .02 | |
CITIGROUP INC V/R 11/03/25 | 172967ND9 | CORPORATE BONDS | 45,000.0000 | 42,081.34 | .01 | |
COLT 2021-1R A1 V/R 05/25/65 | 19688BAA2 | ASSET BACKED | 162,944.9300 | 160,678.50 | .03 | |
COLT 2020-2 A1 V/R 03/25/65 | 19688JAA5 | ASSET BACKED | 74,258.0600 | 74,135.85 | .01 | |
COMM 2013-LC6 XA V/R 01/10/23 | 20048EAZ4 | ASSET BACKED | 1,336,701.3400 | 4,163.16 | .00 | |
COMM 2018-HCLV A V/R 09/15/20 | 20048KAA5 | ASSET BACKED | 227,000.0000 | 222,159.45 | .04 | |
CBSLT 2020-AGS 1.98% 06/25/29 | 20267WAA3 | ASSET BACKED | 201,267.2400 | 195,434.13 | .03 | |
CONAGRA BRANDS I 4.3% 05/01/24 | 205887CA8 | CORPORATE BONDS | 160,000.0000 | 162,007.25 | .03 | |
COOKS VENTURE IN 5.5% 01/15/25 | 216378AA7 | CORPORATE BONDS | 1,805,000.0000 | 1,793,628.50 | .31 | |
DBJPM 2016-C3 2.89% 07/10/26 | 23312VAF3 | ASSET BACKED | 200,000.0000 | 191,808.32 | .03 | |
DEL MONTE FOO 11.875% 05/15/25 | 245223AC6 | CORPORATE BONDS | 6,392,000.0000 | 6,979,872.24 | 1.21 | |
DIEBOLD NIXDORF 8.5% 04/15/24 | 253651AC7 | CORPORATE BONDS | 4,284,000.0000 | 2,815,401.96 | .49 | |
DIEBOLD NIXDOR 9.375% 07/15/25 | 253657AA8 | CORPORATE BONDS | 432,000.0000 | 382,320.00 | .07 | |
DISH DBS CORP 5.875% 07/15/22 | 25470XAJ4 | CORPORATE BONDS | 8,698,000.0000 | 8,708,350.62 | 1.52 | |
DOLLAR TREE INC 4% 05/15/25 | 256746AG3 | CORPORATE BONDS | 150,000.0000 | 150,870.69 | .03 | |
ENERGY TRANSFER 4.05% 03/15/25 | ETP25 | 29273RBD0 | CORPORATE BONDS | 15,000.0000 | 14,916.50 | .00 |
ENERGY TRANSFER 4.5% 04/15/24 | 29278NAH6 | CORPORATE BONDS | 25,000.0000 | 25,204.95 | .00 | |
ENERGY TRANSFE 5.875% 01/15/24 | 29278NAM5 | CORPORATE BONDS | 115,000.0000 | 118,484.44 | .02 | |
ENTERGY LOUISIA 0.95% 10/01/24 | 29364WBK3 | CORPORATE BONDS | 170,000.0000 | 160,322.11 | .03 | |
CGCMT 2019-PRM 4.35% 05/10/24 | 29429JAJ9 | ASSET BACKED | 386,000.0000 | 391,791.43 | .07 | |
EQUS 2021-EQAZ A V/R 10/15/23 | 29478JAA8 | ASSET BACKED | 209,000.0000 | 203,765.18 | .04 | |
EART 2021-1A C 0.74% 02/15/24 | 30166RAE7 | ASSET BACKED | 700,000.0000 | 686,127.05 | .12 | |
EXPEDIA GROUP I 6.25% 05/01/25 | 30212PAS4 | CORPORATE BONDS | 150,000.0000 | 156,557.99 | .03 | |
FSRIA 2021-FL2 A V/R 05/16/38 | 30319YAA6 | ASSET BACKED | 200,000.0000 | 197,121.60 | .03 | |
FNA 2020-M49 1A1 V/R 11/25/30 | 3136BCC73 | ASSET BACKED | 1,180,930.8000 | 1,077,423.87 | .19 | |
FNA 2021-M5 A1 V/R 01/25/33 | 3136BD5K0 | ASSET BACKED | 687,801.3400 | 631,274.87 | .11 | |
FNA 2021-M6 A1 V/R 03/25/33 | 3136BFHB2 | ASSET BACKED | 1,064,555.2500 | 981,739.35 | .17 | |
FNA 2021-M7 A1 V/R 03/25/31 | 3136BFQY2 | ASSET BACKED | 273,214.8000 | 253,092.20 | .04 | |
FNA 2022-M5 A1 V/R 01/01/34 | 3136BLN63 | ASSET BACKED | 59,206.5600 | 56,245.73 | .01 | |
FORD MOTOR CRE 2.979% 08/03/22 | 345397YQ0 | CORPORATE BONDS | 5,483,000.0000 | 5,483,000.00 | .95 | |
BRAZOS ELECTRIC 0% 3/23/49 | 34F872 | CORPORATE BONDS | 4,493,333.3300 | 4,044,000.00 | .70 | |
BRAZOS ELECTRIC 0% 3/23/49 | 34G3VQ | CORPORATE BONDS | 6,027,000.0000 | 5,424,300.00 | .94 | |
BUZZFEED 7.00 9/30/2026 | 34H158 | CORPORATE BONDS | 9,800,000.0000 | 9,615,760.00 | 1.67 | |
FREEPORT-MCMOR 4.125% 03/01/28 | 35671DCE3 | CORPORATE BONDS | 150,000.0000 | 145,041.00 | .03 | |
FRESH MARKET IN 9.75% 05/01/23 | 35804HAA4 | CORPORATE BONDS | 15,943,000.0000 | 15,544,425.00 | 2.71 | |
FXI HOLDINGS I 7.875% 11/01/24 | 36120RAA7 | CORPORATE BONDS | 4,626,000.0000 | 4,559,755.68 | .79 | |
G-III APPAREL 7.875% 08/15/25 | 36237HAA9 | CORPORATE BONDS | 2,503,000.0000 | 2,603,120.00 | .45 | |
GSMS 2016-GS4 XA V/R 11/10/26 | 36251XAT4 | ASSET BACKED | 3,728,148.3700 | 80,257.71 | .01 | |
GSMS 2017-GS6 XA V/R 05/10/27 | 36253PAE2 | ASSET BACKED | 1,728,127.1900 | 74,876.64 | .01 | |
GSMS 2017-GS8 XA V/R 11/10/27 | 36254KAP7 | ASSET BACKED | 3,569,483.0200 | 134,304.30 | .02 | |
GSMS 2021-IP A V/R 10/15/23 | 36262MAA6 | ASSET BACKED | 208,000.0000 | 203,719.76 | .04 | |
GENERAL MOTORS 5.25% 03/01/26 | 37045XBG0 | CORPORATE BONDS | 155,000.0000 | 159,164.85 | .03 | |
GSFMT 2020-AA 1.65% 02/20/24 | 37186XAE5 | ASSET BACKED | 250,000.0000 | 247,028.85 | .04 | |
GETTY IMAGES IN 9.75% 03/01/27 | 374276AJ2 | CORPORATE BONDS | 8,209,000.0000 | 8,486,053.75 | 1.48 | |
GLENCORE FUNDI 4.125% 05/30/23 | 378272AF5 | CORPORATE BONDS | 80,000.0000 | 80,513.60 | .01 | |
GLENCORE FUNDING L 4% 04/16/25 | 378272AL2 | CORPORATE BONDS | 60,000.0000 | 59,667.62 | .01 | |
GLENCORE FUNDI 4.125% 03/12/24 | 378272AT5 | CORPORATE BONDS | 15,000.0000 | 15,064.37 | .00 | |
GOLDMAN SACHS GR 3.5% 04/01/25 | 38141GXJ8 | CORPORATE BONDS | 160,000.0000 | 157,583.28 | .03 | |
HCA INC 5% 03/15/24 | 404119BN8 | CORPORATE BONDS | 155,000.0000 | 158,604.23 | .03 | |
INNOVATE CORP 8.5% 02/01/26 | 404139AJ6 | CORPORATE BONDS | 9,643,000.0000 | 9,312,100.46 | 1.62 | |
HAWAIIAN AIRLINE 3.9% 01/15/26 | 419838AA5 | CORPORATE BONDS | 3,470,463.6900 | 3,178,764.28 | .55 | |
HERCULES ACHIEVEM V/R 12/22/24 | 42704WAA8 | CORPORATE BONDS | 911,000.0000 | 911,000.00 | .16 | |
HERTZ 2021-1A 1.56% 12/25/24 | 42806MAB5 | ASSET BACKED | 500,000.0000 | 469,886.50 | .08 | |
HGVT 2020-AA A 2.74% 02/25/39 | 43285HAA6 | ASSET BACKED | 289,400.1400 | 281,308.37 | .05 | |
HYATT HOTELS COR 1.3% 10/01/23 | 448579AL6 | CORPORATE BONDS | 140,000.0000 | 136,029.38 | .02 | |
HYUNDAI CAPITAL AM 1% 09/17/24 | 44891ABY2 | CORPORATE BONDS | 170,000.0000 | 158,217.49 | .03 | |
STONEX GROUP I 8.625% 06/15/25 | 46116VAE5 | CORPORATE BONDS | 8,637,000.0000 | 9,032,401.86 | 1.57 | |
IHSFR 2018-SFR1 V/R 03/17/20 | 46185JAA6 | ASSET BACKED | 169,073.1900 | 167,803.38 | .03 | |
JPMBB 2015-C32 X V/R 09/15/25 | 46590JAY3 | ASSET BACKED | 938,741.3100 | 20,908.87 | .00 | |
JPMORGAN CHASE & 3.9% 07/15/25 | 46625HMN7 | CORPORATE BONDS | 160,000.0000 | 160,636.80 | .03 | |
JPMCC 2014-C20 X V/R 06/15/24 | 46642CBL3 | ASSET BACKED | 1,858,401.8300 | 19,751.65 | .00 | |
JPMBB 2016-C1 3.576% 01/15/26 | 46645LAY3 | ASSET BACKED | 200,000.0000 | 197,992.48 | .03 | |
JPMORGAN CHASE & V/R 04/26/26 | 46647PDB9 | CORPORATE BONDS | 80,000.0000 | 80,000.00 | .01 | |
JPMCC 2020-MKST V/R 12/15/21 | 46652DAU9 | ASSET BACKED | 4,075,000.0000 | 4.08 | .00 | |
KEURIG DR PEPPE 0.75% 03/15/24 | 49271VAL4 | CORPORATE BONDS | 170,000.0000 | 162,209.09 | .03 | |
LCCM 2021-FL3 A V/R 11/15/38 | 50190FAA9 | ASSET BACKED | 210,000.0000 | 207,933.60 | .04 | |
LCCM 2021-FL2 A V/R 12/13/38 | 50202KAA4 | ASSET BACKED | 184,000.0000 | 180,821.95 | .03 | |
LMREC 2019-CRE3 V/R 01/22/24 | 50209TAA8 | ASSET BACKED | 173,000.0000 | 171,672.50 | .03 | |
LRK 2019-A A1F 2.34% 08/25/21 | 51889RAA7 | ASSET BACKED | 28,988.4300 | 28,751.88 | .01 | |
LMAT 2020-GS4 A1 V/R 02/25/60 | 52474KAA1 | ASSET BACKED | 313,570.9300 | 308,607.70 | .05 | |
LMAT 2021-SL1 A V/R 09/25/60 | 52475PAA9 | ASSET BACKED | 309,466.5300 | 307,620.28 | .05 | |
LMAT 2021-GS4 A1 V/R 11/25/60 | 52475WAA4 | ASSET BACKED | 443,281.2400 | 415,193.74 | .07 | |
LEVEL 3 FINANCI 5.25% 03/15/26 | 527298BM4 | CORPORATE BONDS | 10,407,000.0000 | 10,121,327.85 | 1.76 | |
ME 2019-1 A2 6.448% 07/30/24 | 55282GAA5 | ASSET BACKED | 488,750.0000 | 490,897.08 | .09 | |
MHP 2022-MHIL A V/R 01/15/24 | 55293DAA9 | ASSET BACKED | 209,000.0000 | 203,767.41 | .04 | |
MAGALLANES INC 3.788% 03/15/25 | 55903VAU7 | CORPORATE BONDS | 155,000.0000 | 152,750.22 | .03 | |
MFT 2019-4A C 3.76% 12/17/29 | 57110AAC8 | ASSET BACKED | 186,000.0000 | 185,238.37 | .03 | |
MARSH & MCLENN 3.875% 03/15/24 | 571748BF8 | CORPORATE BONDS | 160,000.0000 | 161,887.48 | .03 | |
MARRIOTT INTERNA 3.6% 04/15/24 | 571900BB4 | CORPORATE BONDS | 160,000.0000 | 160,471.62 | .03 | |
MRT MID PART/MRT 10% 02/29/24 | 573334AF6 | CORPORATE BONDS | 5,520,260.0000 | 5,575,462.88 | .97 | |
MERCURY CHILE HO 6.5% 01/24/27 | 58937CAA7 | CORPORATE BONDS | 200,000.0000 | 188,930.00 | .03 | |
LEAFLY HOLDINGS IN 8% 01/31/25 | 58953MAA4 | CORPORATE BONDS | 8,497,000.0000 | 8,751,910.00 | 1.52 | |
MERITOR INC 6.25% 06/01/25 | 59001KAG5 | CORPORATE BONDS | 2,070,000.0000 | 2,143,485.00 | .37 | |
MF1 2020-FL3 A V/R 07/15/35 | 59319WAA9 | ASSET BACKED | 37,681.8400 | 36,957.00 | .01 | |
MICROCHIP TECH 0.972% 02/15/24 | 595017BB9 | CORPORATE BONDS | 165,000.0000 | 157,247.22 | .03 | |
MSC 2016-UB12 XA V/R 11/15/26 | 61691EBB0 | ASSET BACKED | 3,562,880.0900 | 88,629.85 | .02 | |
MSC 2017-H1 XA V/R 05/15/27 | 61691JAW4 | ASSET BACKED | 890,565.2800 | 40,606.04 | .01 | |
MSC 2021-L6 A2 V/R 05/15/31 | 61692CAX6 | ASSET BACKED | 184,000.0000 | 171,166.33 | .03 | |
MORGAN STANLEY V/R 01/25/24 | 6174468W2 | CORPORATE BONDS | 160,000.0000 | 156,677.84 | .03 | |
MSC 2016-UB11 XA V/R 08/15/26 | 61767FBB6 | ASSET BACKED | 1,340,378.2900 | 61,557.01 | .01 | |
MOTEL 2021-MTL6 V/R 09/15/26 | 61977KAA4 | ASSET BACKED | 153,436.2600 | 151,134.87 | .03 | |
MSC 2021-ILP A V/R 11/15/23 | 62479WAA9 | ASSET BACKED | 209,307.8500 | 205,623.11 | .04 | |
NYMT 2020-SP2 A1 V/R 10/25/23 | 62955DAA4 | ASSET BACKED | 415,035.9100 | 406,306.04 | .07 | |
NATHAN'S FAMOU 6.625% 11/01/25 | 632347AC4 | CORPORATE BONDS | 2,306,000.0000 | 2,303,117.50 | .40 | |
NAVSL 2020-GA 1.17% 02/15/28 | 63941UAA1 | ASSET BACKED | 97,021.5800 | 93,462.23 | .02 | |
NRZT 2020-NQM1 A V/R 02/25/25 | 64830VAB9 | ASSET BACKED | 189,158.4900 | 183,825.81 | .03 | |
NISSAN MOTOR A 1.125% 09/16/24 | 65480CAB1 | CORPORATE BONDS | 45,000.0000 | 41,819.72 | .01 | |
OBX 2022-NQM1 A1 V/R 01/25/26 | 67114VAA1 | ASSET BACKED | 748,218.5400 | 707,837.86 | .12 | |
OMNICOM GP/OMNI 3.65% 11/01/24 | 681919BA3 | CORPORATE BONDS | 160,000.0000 | 160,159.44 | .03 | |
PRPM 2021-4 A1 V/R 04/25/24 | 693583AA4 | ASSET BACKED | 570,064.7500 | 539,033.05 | .09 | |
PACIFIC GAS & E 1.75% 06/16/22 | 694308JE8 | CORPORATE BONDS | 60,000.0000 | 59,959.31 | .01 | |
PACIFIC GAS & E 3.25% 02/16/24 | 694308KA4 | CORPORATE BONDS | 105,000.0000 | 103,579.85 | .02 | |
PAID 2022-1 A 2.03% 10/15/29 | 69546MAA5 | ASSET BACKED | 250,000.0000 | 244,620.63 | .04 | |
PAID 2021-3 B 1.74% 05/15/29 | 69546RAB2 | ASSET BACKED | 649,993.0400 | 608,972.30 | .11 | |
PAID 2020-3 A 2.1% 05/17/27 | 69546TAA0 | ASSET BACKED | 35,429.7000 | 35,411.49 | .01 | |
PAID 2021-5 A 1.53% 08/15/29 | 69547EAA2 | ASSET BACKED | 435,285.9900 | 424,106.54 | .07 | |
PAID 2021-1 A 1.18% 11/15/27 | 69547JAA1 | ASSET BACKED | 210,942.3000 | 207,600.00 | .04 | |
PENSKE TRUCK LEA 2.7% 11/01/24 | 709599BG8 | CORPORATE BONDS | 165,000.0000 | 160,431.82 | .03 | |
PIONEER NATURA 1.125% 01/15/26 | 723787AT4 | CORPORATE BONDS | 25,000.0000 | 22,645.59 | .00 | |
PIONEER NATURAL 0.55% 05/15/23 | 723787AU1 | CORPORATE BONDS | 140,000.0000 | 136,426.08 | .02 | |
PRET 2021-NPL3 A V/R 07/25/24 | 74143EAA0 | ASSET BACKED | 467,727.8000 | 439,437.47 | .08 | |
REPUBLIC SERVICE 2.5% 08/15/24 | 760759AU4 | CORPORATE BONDS | 165,000.0000 | 161,427.77 | .03 | |
SMR 2022-IND A V/R 02/15/24 | 78458MAA2 | ASSET BACKED | 183,272.1900 | 181,032.95 | .03 | |
SREIT 2021-MFP A V/R 11/15/26 | 78472UAA6 | ASSET BACKED | 210,000.0000 | 205,898.87 | .04 | |
SALLY HOLDINGS/ 8.75% 04/30/25 | 79546VAM8 | CORPORATE BONDS | 6,597,000.0000 | 6,918,603.75 | 1.20 | |
SCHLUMBERGER HL 3.75% 05/01/24 | 806851AJ0 | CORPORATE BONDS | 160,000.0000 | 160,971.74 | .03 | |
CHARLES SCHWAB CO V/R 03/03/27 | 808513BZ7 | CORPORATE BONDS | 160,000.0000 | 160,075.40 | .03 | |
SOUTHERN CAL EDIS V/R 04/01/24 | 842400HC0 | CORPORATE BONDS | 160,000.0000 | 160,129.21 | .03 | |
SOUTHWEST AIRLI 4.75% 05/04/23 | 844741BH0 | CORPORATE BONDS | 160,000.0000 | 162,790.12 | .03 | |
SURGERY CENTER 6.75% 07/01/25 | 84611WAB0 | CORPORATE BONDS | 3,162,000.0000 | 3,102,712.50 | .54 | |
NORTONLIFELOCK INC 5% 04/15/25 | 871503AU2 | CORPORATE BONDS | 2,195,000.0000 | 2,192,387.95 | .38 | |
TEGNA INC 4.75% 03/15/26 | 87901JAF2 | CORPORATE BONDS | 1,409,000.0000 | 1,396,671.25 | .24 | |
THRM 2020-1A B 3.95% 10/15/26 | 88337YAB0 | ASSET BACKED | 146,512.1100 | 147,036.23 | .03 | |
TIGO ENERGY INC 5.5% 01/15/25 | 88675PAD5 | CORPORATE BONDS | 2,475,000.0000 | 2,459,407.50 | .43 | |
UBSCM 2017-C1 XA V/R 06/15/50 | 90276EAF4 | ASSET BACKED | 856,283.8800 | 51,907.50 | .01 | |
US TREAS NTS 0.375% 04/15/24 | 91282CBV2 | GOVERNMENT BONDS | 1,700,000.0000 | 1,624,695.30 | .28 | |
US TREAS NTS 0.125% 04/30/23 | 91282CBX8 | GOVERNMENT BONDS | 2,700,000.0000 | 2,646,210.92 | .46 | |
US TREAS NTS 1.5% 02/29/24 | 91282CEA5 | GOVERNMENT BONDS | 1,270,000.0000 | 1,243,558.21 | .22 | |
US TREAS NTS 2.25% 03/31/24 | 91282CEG2 | GOVERNMENT BONDS | 2,890,000.0000 | 2,865,615.63 | .50 | |
WI TREASURY SE 2.625% 04/15/25 | 91282CEH0 | GOVERNMENT BONDS | 2,060,000.0000 | 2,045,193.75 | .36 | |
UPHEALTH INC 6.25% 06/15/26 | 91532BAA9 | CORPORATE BONDS | 8,251,000.0000 | 6,167,879.27 | 1.07 | |
UPST 2021-3 A 0.83% 03/20/24 | 91679LAA0 | ASSET BACKED | 214,912.4900 | 210,449.45 | .04 | |
UPST 2020-3 A 1.702% 11/20/30 | 91680EAA3 | ASSET BACKED | 148,393.6600 | 147,955.04 | .03 | |
VCAT 2021-NPL4 A V/R 08/26/24 | 91823DAA3 | ASSET BACKED | 650,103.8200 | 615,549.70 | .11 | |
VMC 2022-FL5 A V/R 02/18/39 | 91835BAA3 | ASSET BACKED | 150,000.0000 | 149,650.50 | .03 | |
VOLT 2021-NPL1 A V/R 02/27/51 | 91835MAA9 | ASSET BACKED | 554,558.2700 | 534,223.56 | .09 | |
VCC 2021-2 A V/R 03/25/28 | 92259MAA4 | ASSET BACKED | 1,265,028.3400 | 1,146,857.11 | .20 | |
VCC 2021-2 M1 V/R 09/25/28 | 92259MAE6 | ASSET BACKED | 462,251.5300 | 408,895.96 | .07 | |
VERIZON COMMUNICA V/R 05/15/25 | 92343VEP5 | CORPORATE BONDS | 160,000.0000 | 161,781.21 | .03 | |
VERUS 2019-INV2 V/R 07/25/59 | 92537HAC5 | ASSET BACKED | 652,547.1200 | 652,199.31 | .11 | |
VERUS 2020-2 A1 V/R 05/25/60 | 92537UAA0 | ASSET BACKED | 66,741.8100 | 65,932.00 | .01 | |
VERUS 2021-R1 A2 V/R 10/25/63 | 92538BAB9 | ASSET BACKED | 351,843.1400 | 340,029.83 | .06 | |
VERUS 2021-7 A1 V/R 10/25/66 | 92538QAA8 | ASSET BACKED | 626,540.7500 | 581,956.24 | .10 | |
VSTA 2020-2 A1 V/R 10/25/25 | 92838TAA9 | ASSET BACKED | 142,466.5900 | 138,012.51 | .02 | |
VOLT 2021-NPL8 A V/R 04/25/51 | 92872VAA1 | ASSET BACKED | 745,237.9400 | 708,041.40 | .12 | |
VOLT 2021-NPL3 A V/R 01/25/24 | 92873AAA6 | ASSET BACKED | 358,303.0100 | 342,253.72 | .06 | |
ANTHEM INC 3.3% 01/15/23 | 94973VBA4 | CORPORATE BONDS | 35,000.0000 | 35,187.14 | .01 | |
ANTHEM INC 3.5% 08/15/24 | 94973VBJ5 | CORPORATE BONDS | 125,000.0000 | 125,157.50 | .02 | |
WFCM 2015-NXS2 X V/R 07/15/58 | 94989MAH2 | ASSET BACKED | 4,749,553.7300 | 81,866.63 | .01 | |
WFCM 2015-LC22 X V/R 09/15/58 | 94989TBC7 | ASSET BACKED | 2,365,633.2600 | 50,536.31 | .01 | |
WELLS FARGO & COM V/R 06/02/24 | 95000U2R3 | CORPORATE BONDS | 165,000.0000 | 162,190.53 | .03 | |
WFCM 2021-C60 2.042% 07/15/26 | 95003DBB3 | ASSET BACKED | 185,000.0000 | 172,772.85 | .03 | |
WFCM 2021-SAVE A V/R 02/15/23 | 95003LAA8 | ASSET BACKED | 90,902.1800 | 89,531.21 | .02 | |
WELLTOWER INC 3.625% 03/15/24 | 95040QAG9 | CORPORATE BONDS | 155,000.0000 | 154,842.55 | .03 | |
ZIMMER BIOMET H 1.45% 11/22/24 | 98956PAU6 | CORPORATE BONDS | 170,000.0000 | 160,877.69 | .03 | |
T/L EVEREST ACQ 0% 11/23/2021 | LX123577 | LOAN | 4,764,000.0000 | 4,761,022.50 | .83 | |
T/L K & N ENGINEERING INC 0% 10/20/23 | LX155531 | LOAN | 7,826,507.3700 | 6,989,071.08 | 1.22 | |
T/L ACCESS CIG LLC 0% 02/27/25 | LX171326 | LOAN | 1,548,604.2600 | 1,531,182.46 | .27 | |
T/L PIXELLE SPECI 0% 10/31/24 | LX176344 | LOAN | 4,277,402.1600 | 4,231,420.09 | .74 | |
T/L MONITRONICS 0% 04/29/24 | LX182627 | LOAN | 2,431,000.0000 | 1,861,732.73 | .32 | |
T/L GOLDEN NUGGET 0% 10/04/23 | LX188946 | LOAN | 3,717,444.0400 | 3,940,490.68 | .69 | |
T/L FIRST BRANDS 0% 03/30/27 | LX193456 | LOAN | 2,595,000.0000 | 2,584,464.30 | .45 | |
T/L MONEYGRAM INT 0% 07/21/26 | LX196365 | LOAN | 2,306,976.5600 | 2,293,134.70 | .40 | |
T/L QUARTERNORTH 0% 8/27/2026 | LX197535 | LOAN | 8,190,229.9800 | 8,200,467.77 | 1.43 | |
AMPBELL SOUP CO DISC 6/29/22 | 13443DFV6 | SHORT TERMS | 7,144,000.0000 | 7,129,389.09 | 1.24 | |
CONSTELLATION DISC 05/09/22 | 21037DE91 | SHORT TERMS | 4,465,000.0000 | 4,463,938.22 | .78 | |
CROWN CASTLE INTL 0% 5/17/22 | 22823QEH0 | SHORT TERMS | 7,241,000.0000 | 7,237,437.43 | 1.26 | |
FMC CORP DISC 05/19/22 | 34410XEK2 | SHORT TERMS | 5,060,000.0000 | 5,056,871.40 | .88 | |
GNRL MTRS FINC DISC 05/10/22 | 37046UEA5 | SHORT TERMS | 7,000,000.0000 | 6,998,128.20 | 1.22 | |
HUMANA INC DISC 5/12/22 | 44486JEC9 | SHORT TERMS | 8,371,000.0000 | 8,368,802.61 | 1.46 | |
JABIL INC DISC 05/11/22 | 46652MEB7 | SHORT TERMS | 8,000,000.0000 | 7,997,189.60 | 1.39 | |
MOTOROLA SOLUTIONS DISC 5/2/22 | 62010ME21 | SHORT TERMS | 10,649,000.0000 | 10,648,500.56 | 1.85 | |
US T BILL ZCP 06/30/22 | 912796R50 | SHORT TERMS | 500,000.0000 | 499,428.24 | .09 | |
US T BILL ZCP 04/20/23 | 912796V48 | SHORT TERMS | 1,280,000.0000 | 1,254,671.86 | .22 | |
GBP/USD FWD 20220516 000000010 USD | GBP | 1295901281 | FORWARD | -5,563,000.0000 | -6,995,090.99 | -1.22 |
EUR/USD FWD 20220516 000000010 USD | EUR | 1295901282 | FORWARD | 1,043,925.0000 | 1,101,725.95 | .19 |
EUR/USD FWD 20220516 000000010 USD | EUR | 1295901282 | FORWARD | -28,833,000.0000 | -30,429,450.70 | -5.30 |
NOK/USD FWD 20220516 000000010 USD | NOK | 1295901280 | FORWARD | -39,850,000.0000 | -4,247,993.72 | -.74 |
SEK/USD FWD 20220516 000000010 USD | SEK | 1295901283 | FORWARD | -57,955,000.0000 | -5,904,137.91 | -1.03 |
USD/NOK FWD 20220516 000000010 USD | USD | 1295901280 | FORWARD | 4,537,050.1100 | 4,537,050.11 | .79 |
USD/GBP FWD 20220516 000000010 USD | USD | 1295901281 | FORWARD | 7,269,208.5300 | 7,269,208.53 | 1.27 |
USD/EUR FWD 20220516 000000010 USD | USD | 1295901282 | FORWARD | 31,498,034.1900 | 31,498,034.19 | 5.48 |
USD/EUR FWD 20220516 000000010 USD | USD | 1295901282 | FORWARD | -1,127,733.3900 | -1,127,733.39 | -.20 |
USD/SEK FWD 20220516 000000010 USD | USD | 1295901283 | FORWARD | 6,130,138.1100 | 6,130,138.11 | 1.07 |
As of 04/29/2022.
Distributions
Fund Name | Fund Cusip | Distribution Type | Amount per Share | Ex Date | Reinvest Date | Reinvest Price | |||
---|---|---|---|---|---|---|---|---|---|
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.027986 | 4/28/2022 | 4/28/2022 | $9.77 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.028074 | 3/30/2022 | 3/30/2022 | $9.86 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.136498 | 12/29/2021 | 12/29/2021 | $9.90 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Short-Term Capital Gains | 0.008508 | 12/16/2021 | 12/16/2021 | $10.02 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.029555 | 11/29/2021 | 11/29/2021 | $10.02 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.029379 | 10/28/2021 | 10/28/2021 | $10.05 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.038804 | 9/29/2021 | 9/29/2021 | $10.06 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.021925 | 8/30/2021 | 8/30/2021 | $9.93 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.022994 | 7/29/2021 | 7/29/2021 | $9.94 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.026602 | 6/29/2021 | 6/29/2021 | $9.94 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.021106 | 5/27/2021 | 5/27/2021 | $9.94 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.027588 | 4/29/2021 | 4/29/2021 | $9.95 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.026775 | 3/30/2021 | 3/30/2021 | $9.93 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.013122 | 2/25/2021 | 2/25/2021 | $9.91 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.058898 | 12/29/2020 | 12/29/2020 | $9.73 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.026682 | 11/25/2020 | 11/25/2020 | $9.69 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.026652 | 10/29/2020 | 10/29/2020 | $9.62 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.033587 | 9/29/2020 | 9/29/2020 | $9.67 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.030889 | 8/28/2020 | 8/28/2020 | $9.67 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.028171 | 7/30/2020 | 7/30/2020 | $9.64 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.033603 | 6/29/2020 | 6/29/2020 | $9.59 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.031312 | 5/28/2020 | 5/28/2020 | $9.48 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.036063 | 4/29/2020 | 4/29/2020 | $9.42 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.031234 | 3/30/2020 | 3/30/2020 | $9.33 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.033489 | 2/27/2020 | 2/27/2020 | $9.96 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.011602 | 1/30/2020 | 1/30/2020 | $10.00 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.044545 | 12/27/2019 | 12/27/2019 | $9.97 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.029459 | 11/26/2019 | 11/26/2019 | $9.97 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.027669 | 10/30/2019 | 10/30/2019 | $10.01 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.026539 | 9/26/2019 | 9/26/2019 | $10.03 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.030347 | 8/29/2019 | 8/29/2019 | $10.03 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.029546 | 7/30/2019 | 7/30/2019 | $10.05 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.033763 | 6/27/2019 | 6/27/2019 | $10.06 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.031607 | 5/30/2019 | 5/30/2019 | $10.05 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.030984 | 4/29/2019 | 4/29/2019 | $10.05 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.027524 | 3/28/2019 | 3/28/2019 | $10.03 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.027379 | 2/27/2019 | 2/27/2019 | $10.02 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.015903 | 1/30/2019 | 1/30/2019 | $10.01 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.041159 | 12/27/2018 | 12/27/2018 | $9.94 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.028913 | 11/29/2018 | 11/29/2018 | $10.00 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.028417 | 10/30/2018 | 10/30/2018 | $10.02 | |||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.018460 | 9/27/2018 | 9/27/2018 | $10.05 |
Fees and expenses
Type | Amount |
---|---|
Management Fees | 0.70% |
Distribution and Service (12b-1) Fees | None |
Other Expenses | 0.10% |
AFFE | None |
Total Annual Fund Operating Expenses | 0.80% |
Fee waivers and expense reimbursements | 0.00% |
Total Annual Fund Operating Expenses Less Fee Waivers and Expense Reimbursements | 0.80%* |
*The Fund’s adviser, Brinker Capital Investments, LLC (“Brinker Capital” or the “Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.39% more than the total amount of sub-advisory fees paid by the Adviser. This fee waiver and reimbursement agreement shall remain in effect until June 30, 2022 and may be amended or terminated only with the consent of the Board of Trustees.

1-877-771-7979
Monday – Friday 8:30 am – 5:00 pm EST
Brinker Capital Destinations Funds
P.O. Box 2175
Milwaukee, WI 53201
Brinker Capital Destinations Funds
235 W. Galena Street
Milwaukee, WI 53212
Brinker Capital Investments LLC
1055 Westlakes Drive, Suite 250
Berwyn, PA 19312
www.brinkercapital.com
Foreside Fund Services, LLC
Three Canal Plaza, Suite 100
Portland, ME 04101
www.foreside.com
marketingmembers@brinkercapital.com
Mutual fund investing involves risk. The value of your investment in a Fund could go down. Multi-investment management styles may lead to overlapping securities transactions and higher transaction expenses compared to single investment management styles. Outcomes depend on the skill of the sub-advisers and adviser and the allocation of assets amongst them, as well as market fluctuations and industry/economic trends etc.
Before investing you should consider the Destinations Funds’ investment objectives, risks, charges and expenses carefully. The prospectus contains this and other information about the Funds. You may obtain a copy of the prospectus by calling 1-877-771-7979. The prospectus should be read carefully before investing.
Any tax or legal information provided is not an exhaustive interpretation of some of the current income tax regulations. Investors must consult their tax advisor or legal counsel for advice and information concerning their particular situation. Neither the Funds nor any of their representatives may give legal or tax advice.
The Destinations Funds are distributed by Foreside Fund Services, LLC.