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 9/30/24 | ||||||||||||||||||
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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 Corporate & Government 1-3 Year 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, Orion Portfolio Solutions, LLC d.b.a. Brinker Capital Investments (“the Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.444% 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, 2025 and may be amended or terminated only with the consent of the Board of Trustees.
**Annual expenses have been restated based on estimated current expenses as of April 30, 2024 using the Fund’s assets as of April 30, 2024. Consequently, the Fund’s Total Annual Fund Operating Expenses will differ from the numbers shown in the Fund's financial statements (or the “Financial Highlights” section in the prospectus).
ICE BofA US Corporate & Government 1-3 Year Index: A subset of the ICE BofA U.S. Corporate & Government Index that tracks the performance of US dollar denominated investment grade debt publicly issued in the US domestic market, including US Treasury, US agency, foreign government, supranational and corporate securities with a remaining term to final maturity less than 3 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 Corporate & Government 1-3 Year Index
- Inception date: 03/20/2017
- Gross expense ratio:
0.99% - Net expense ratio:*
0.95%
Daily NAV | Date: | 11/01/2024 |
NAV: $9.34 NAV change: $0.00 Total assets ($m): $348.7
Management team
- Brian Storey CFA, Deputy CIO of Destinations Portfolios, Brinker Capital Investments
Brian Storey is a senior portfolio manager at Brinker Capital Investments, a brand entity of Orion Advisor Solutions. In this role, he has portfolio management responsibilities for Brinker Capital’s Destinations program. Brian is involved in all aspects of the investment process for these multi-asset class portfolio solutions, including asset allocation, portfolio construction, manager research, and due diligence.
Prior to joining Brinker Capital, Brian was a Senior Portfolio Manager at First Citizens Bank where he oversaw portfolio construction for the globally-diversified investment strategies utilized by the firm’s private wealth and institutional clients. Previously, he served in various leadership and operational roles during his five years as an officer in the U.S. Coast Guard.
Brian graduated from the United States Coast Guard Academy with a Bachelor of Science in management and earned his Master of Business Administration from Duke University’s Fuqua School of Business where he graduated as a Fuqua scholar. Brian is a CFA® charterholder and holds the FINRA Series 65 license. He is a member of the CFA® Institute and the CFA® Society North Carolina.
- Andrew Goins Andrew Goins, CFA, Senior Portfolio Manager
Andrew Goins is a senior portfolio manager at Brinker Capital Investments, a brand entity of Orion Advisor Solutions. In this role, he has portfolio management responsibilities for Brinker Capital’s Destinations program. Andrew is involved in all aspects of the investment process for these multi-asset class portfolio solutions, including asset allocation, portfolio construction, manager research, and due diligence. Andrew first joined Brinker Capital in 2010. He held several roles focusing on manager research and due diligence as well as managing multi-asset class portfolios before moving into a senior portfolio manager role in 2023.
Prior to joining Brinker Capital, Andrew was an investment management analyst at Budros, Ruhlin & Roe, an independent RIA in Columbus, OH. Andrew graduated from The Ohio State University with a Bachelor of Science in Business Administration. Andrew is a CFA® charterholder and holds the FINRA Series 7 license. He is a member of the CFA® Institute and the CFA® Society North Carolina.
Performance
I Share Fund performance as of 9/30/24 | ||||||||||||||||||
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Annualized | ||||||||||||||||||
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 Corporate & Government 1-3 Year 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, Orion Portfolio Solutions, LLC d.b.a. Brinker Capital Investments (“the Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.444% 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, 2025 and may be amended or terminated only with the consent of the Board of Trustees.
**Annual expenses have been restated based on estimated current expenses as of April 30, 2024 using the Fund’s assets as of April 30, 2024. Consequently, the Fund’s Total Annual Fund Operating Expenses will differ from the numbers shown in the Fund's financial statements (or the “Financial Highlights” section in the prospectus).
ICE BofA US Corporate & Government 1-3 Year Index: A subset of the ICE BofA U.S. Corporate & Government Index that tracks the performance of US dollar denominated investment grade debt publicly issued in the US domestic market, including US Treasury, US agency, foreign government, supranational and corporate securities with a remaining term to final maturity less than 3 years.
Holdings
Security Description | Ticker Symbol | Security ID | Security Type Description | Quantity | Base Market Value | Percent TNA |
---|---|---|---|---|---|---|
EURO | CASHEUR | CURRENCY | .0100 | .01 | .00 | |
BRITISH POUNDS | CASHGBP | CURRENCY | .0200 | .03 | .00 | |
US DOLLARS | CASHUSD | CURRENCY | 15,110,830.0700 | 15,110,830.07 | 3.90 | |
CARTESIAN GROWTH CORP II- A | RENE | BLDCJ35 | COMMON STOCK | 315,000.0000 | 3,609,900.00 | .93 |
SLAM CORP-A | SLAMF | BMVD711 | COMMON STOCK | 175,000.0000 | 1,949,500.00 | .50 |
LEGATO MERGER CORP III | LEGT | BRBZFX0 | COMMON STOCK | 46,400.0000 | 473,048.00 | .12 |
BERENSON ACQUISITION CORP I | 34KRVP | OTHER EQUITY | 25,927.0000 | .00 | .00 | |
ALPHA PARTNERS TECHNOLOGY CL A | 34MKQ9 | COMMON STOCK | 16,305.0000 | 859.27 | .00 | |
K&N HOLDCO LLC CLASS A COMMON | 34TZG0 | COMMON STOCK | 273,338.0000 | 615,010.50 | .16 | |
GLADSTONE LAND CORP /PFD/ | LANDM | 376549507 | PREFERRED STOCK | 45,017.0000 | 1,102,916.50 | .28 |
ISHARES CORE 1-5 YEAR USD BO | ISTB | 46432F859 | POOLED INVESTMENTS | 1,357,169.0000 | 66,066,986.92 | 17.04 |
LEAFLY HLDGS WT EX 01/17/2027 | 52178J113 | WARRANTS | 43,327.0000 | 1,369.13 | .00 | |
SWK HOLDINGS CORP /PFD/ | SWKHL | 78501P302 | PREFERRED STOCK | 164,056.0000 | 4,175,225.20 | 1.08 |
TRAILBLAZER MERGER CORP I | TBMC | 89278D109 | COMMON STOCK | 103,700.0000 | 1,140,700.00 | .29 |
UPHEALTH INC | UPHL | 91532B200 | COMMON STOCK | 161,689.0000 | 9,701.34 | .00 |
PROSOMNUS SLEEP TECHNOLOGIES | PSTI | COMMON STOCK | 833,981.0000 | 1,004,613.51 | .26 | |
TACORA RES WT EX 05/15/2026 | TCRAWTS | WARRANTS | 26,982,731.0000 | .00 | .00 | |
COMMONWEALTH BANK V/R 09/12/25 | 2027A0KR9 | CORPORATE BONDS | 220,000.0000 | 220,683.22 | .06 | |
INFRABUILD AUST 14.5% 11/15/28 | 45682RAC4 | CORPORATE BONDS | 3,898,000.0000 | 3,939,474.72 | 1.02 | |
CAI 2020-1A A 2.22% 03/27/28 | 12807CAA1 | ASSET BACKED | 330,000.0000 | 307,668.04 | .08 | |
BANCO BTG PACTUA 4.5% 01/10/25 | 05971BAE9 | CORPORATE BONDS | 200,000.0000 | 199,166.14 | .05 | |
PRUMO PARTICIPAC 7.5% 12/31/31 | BK5WLZ2 | CORPORATE BONDS | 148,915.1500 | 149,503.81 | .04 | |
ALGONQUIN PWR & S/UP 06/15/26 | 015857AF2 | CORPORATE BONDS | 63,000.0000 | 63,761.40 | .02 | |
BANK OF NOVA SC 4.75% 02/02/26 | 06417XAN1 | CORPORATE BONDS | 221,000.0000 | 222,458.14 | .06 | |
CANNABIST CO HLD 9.5% 02/03/26 | 13765YAG8 | CORPORATE BONDS | 13,681,000.0000 | 10,260,750.00 | 2.65 | |
MEGLOBAL CANADA UL 5% 05/18/25 | BMFG2R7 | CORPORATE BONDS | 200,000.0000 | 199,749.80 | .05 | |
ACREC 2021-FL1 A V/R 09/16/26 | 00500RAA3 | ASSET BACKED | 144,056.4000 | 143,066.01 | .04 | |
ACREC 2021-FL1 A V/R 09/16/26 | 00500RAC9 | ASSET BACKED | 350,000.0000 | 346,969.21 | .09 | |
ARCLO 2021-FL3 A V/R 07/15/26 | 03880KAA2 | ASSET BACKED | 311,566.3300 | 310,008.50 | .08 | |
ARCLO 2021-FL4 A V/R 08/15/26 | 03880RAA7 | ASSET BACKED | 304,510.6800 | 304,130.04 | .08 | |
ARCLO 2022-FL1 A V/R 12/15/26 | 03880XAA4 | ASSET BACKED | 301,833.7200 | 301,079.14 | .08 | |
AVOLON HOLDING 2.125% 02/21/26 | 05401AAM3 | CORPORATE BONDS | 314,000.0000 | 302,080.77 | .08 | |
BRSP 2021-FL1 A V/R 08/19/38 | 05591XAA9 | ASSET BACKED | 253,440.8400 | 252,190.49 | .07 | |
BSPRT 2021-FL6 A V/R 03/15/36 | 05601HAA2 | ASSET BACKED | 97,820.3400 | 97,422.99 | .03 | |
BSPRT 2021-FL7 A V/R 12/15/38 | 05602CAA2 | ASSET BACKED | 320,934.0200 | 319,730.52 | .08 | |
BRSP 2024-FL2 A V/R 08/19/27 | 05613BAA1 | ASSET BACKED | 277,000.0000 | 277,069.25 | .07 | |
BDS 2021-FL10 A V/R 12/16/36 | 07335YAA4 | ASSET BACKED | 179,713.1800 | 179,207.83 | .05 | |
CQS 2021-1A A V/R 01/20/35 | 12659UAA0 | ASSET BACKED | 500,000.0000 | 500,256.40 | .13 | |
CGMS 2019-4A A11 V/R 04/15/35 | 14317VAQ3 | ASSET BACKED | 1,000,000.0000 | 1,000,535.10 | .26 | |
FSRIA 2021-FL3 A V/R 08/16/26 | 30323CAA8 | ASSET BACKED | 169,979.4400 | 168,970.10 | .04 | |
FPPC 2022-1A A V/R 04/14/35 | 35455DAA5 | ASSET BACKED | 1,000,000.0000 | 1,000,488.10 | .26 | |
GPMT 2021-FL4 A V/R 12/15/36 | 36262TAA1 | ASSET BACKED | 237,098.4300 | 232,334.46 | .06 | |
GPMT 2021-FL3 A V/R 08/16/24 | 36264BAA8 | ASSET BACKED | 147,321.6300 | 145,501.77 | .04 | |
GALXY 2018-27A A V/R 05/16/31 | 36320UAC4 | ASSET BACKED | 240,886.3400 | 241,115.45 | .06 | |
GWOLF 2018-2A A1 V/R 10/20/31 | 39809AAA6 | ASSET BACKED | 792,324.3400 | 793,004.47 | .20 | |
GSTNE 2021-FL3 A V/R 07/15/39 | 39809PAA3 | ASSET BACKED | 477,518.8900 | 475,728.19 | .12 | |
HGI 2021-FL1 A V/R 06/16/36 | 40441LAA4 | ASSET BACKED | 29,727.7000 | 29,579.06 | .01 | |
HLSY 2021-5A A1A V/R 01/30/35 | 406371AA2 | ASSET BACKED | 500,000.0000 | 500,355.05 | .13 | |
JTWN 2021-16A A V/R 07/25/34 | 47048RAC9 | ASSET BACKED | 1,000,000.0000 | 1,000,794.90 | .26 | |
KREF 2021-FL2 A V/R 02/15/39 | 48275RAA5 | ASSET BACKED | 329,332.3400 | 325,318.44 | .08 | |
KREF 2021-FL2 B V/R 02/15/39 | 48275RAE7 | ASSET BACKED | 220,000.0000 | 213,174.46 | .05 | |
LMNT 2021-FL1 A V/R 06/15/39 | 50203JAA6 | ASSET BACKED | 184,811.4100 | 183,540.83 | .05 | |
LNCR 2021-CRE5 A V/R 07/15/36 | 53947XAA0 | ASSET BACKED | 247,968.5500 | 247,271.26 | .06 | |
LNCR 2021-CRE6 A V/R 11/15/38 | 53948HAA4 | ASSET BACKED | 296,842.8800 | 295,173.14 | .08 | |
MF1 2021-FL6 A V/R 06/16/26 | 55283TAA6 | ASSET BACKED | 149,563.2800 | 148,581.85 | .04 | |
MF1 2021-FL7 AS V/R 10/16/36 | 55284AAC2 | ASSET BACKED | 330,000.0000 | 325,462.50 | .08 | |
MF1 2022-FL8 A V/R 02/19/37 | 55284JAA7 | ASSET BACKED | 96,866.3400 | 96,382.01 | .02 | |
MP22 2021-2A A V/R 07/25/34 | 56606GAA2 | ASSET BACKED | 500,000.0000 | 500,243.55 | .13 | |
MP21 2021-3A A1 V/R 10/17/34 | 56606KAA3 | ASSET BACKED | 1,000,000.0000 | 1,000,707.00 | .26 | |
MP8 2015-2A ARR V/R 04/28/34 | 62481WAL1 | ASSET BACKED | 630,000.0000 | 630,002.02 | .16 | |
WOODS 2017-16A A V/R 11/15/30 | 66859WAA0 | ASSET BACKED | 612,380.5200 | 612,995.29 | .16 | |
OCP 2014-5A A1R V/R 04/26/31 | 67102SAL8 | ASSET BACKED | 148,716.5600 | 148,882.39 | .04 | |
OCTR 2014-5A ARR V/R 10/13/31 | 67515EAR7 | ASSET BACKED | 592,105.5300 | 592,774.96 | .15 | |
ROCKT 2024-1A A1 V/R 04/20/37 | 77342BAA8 | ASSET BACKED | 1,000,000.0000 | 1,005,588.90 | .26 | |
STWD 2021-FL2 A V/R 03/18/25 | 78486BAA2 | ASSET BACKED | 157,853.3900 | 155,620.59 | .04 | |
SNDPT 2017-4A A1 V/R 01/21/31 | 83609TAA5 | ASSET BACKED | 232,597.6400 | 232,827.40 | .06 | |
SNDPT 2014-2RA A V/R 10/20/31 | 83613WAA2 | ASSET BACKED | 935,270.6900 | 936,097.19 | .24 | |
STCR 2018-2A A V/R 08/18/31 | 85816LAA6 | ASSET BACKED | 577,801.4700 | 578,606.12 | .15 | |
TRTX 2021-FL4 A V/R 03/15/38 | 87276WAA1 | ASSET BACKED | 101,515.2300 | 100,626.97 | .03 | |
TRTX 2022-FL5 A V/R 02/15/39 | 87277JAA9 | ASSET BACKED | 314,353.1200 | 312,388.41 | .08 | |
VIBR 2018-8A A1A V/R 01/20/31 | 92558FAA7 | ASSET BACKED | 177,935.5000 | 178,055.05 | .05 | |
WWICK 2024-4A A1 V/R 07/20/37 | 93655QAA3 | ASSET BACKED | 1,000,000.0000 | 1,000,750.00 | .26 | |
WELF 2020-2A AR V/R 07/15/34 | 94950AAN0 | ASSET BACKED | 1,000,000.0000 | 1,000,756.20 | .26 | |
WINDR 2017-1A AR V/R 04/18/36 | 97315TAC6 | ASSET BACKED | 2,000,000.0000 | 2,000,023.20 | .52 | |
WINDR 2019-1A AR V/R 07/20/34 | 97316JAC7 | ASSET BACKED | 1,300,000.0000 | 1,300,665.60 | .34 | |
BIOCEANICO SOVERE ZCP 06/05/34 | G11176AA5 | CORPORATE BONDS | 253,471.5400 | 198,358.32 | .05 | |
LIMA METRO LIN 5.875% 07/05/34 | G54897AA4 | CORPORATE BONDS | 252,875.3100 | 256,917.15 | .07 | |
INTEROCEANICA 0% 11/30/25 | P52715AB8 | CORPORATE BONDS | 5,656.0000 | 5,411.15 | .00 | |
CHILE ELEC PEC SP ZCP 01/25/28 | BMH58C9 | CORPORATE BONDS | 296,428.7200 | 243,071.55 | .06 | |
GNL QUINTERO S 4.634% 07/31/29 | P4909LAA8 | CORPORATE BONDS | 117,680.0000 | 117,105.76 | .03 | |
BANCOLOMBIA SA V/R 12/18/29 | 05968LAL6 | CORPORATE BONDS | 200,000.0000 | 197,963.56 | .05 | |
REPUBLIC OF COLO 4.5% 01/28/26 | 195325CX1 | GOVERNMENT BONDS | 400,000.0000 | 395,044.71 | .10 | |
ECOPETROL SA 5.375% 06/26/26 | EC26 | 279158AL3 | CORPORATE BONDS | 208,000.0000 | 207,566.32 | .05 |
EMPRESAS PUBLIC 4.25% 07/18/29 | BKFH1P7 | CORPORATE BONDS | 200,000.0000 | 182,524.60 | .05 | |
BANCO DE BOGOTA 6.25% 05/12/26 | BYYSPR9 | CORPORATE BONDS | 200,000.0000 | 201,069.88 | .05 | |
BBVA COLOMBIA 4.875% 04/21/25 | P1024TAN9 | CORPORATE BONDS | 200,000.0000 | 198,695.14 | .05 | |
OLEODUCTO CENTRAL 4% 07/14/27 | P7358RAD8 | CORPORATE BONDS | 200,000.0000 | 191,491.48 | .05 | |
SECOP GROUP V/R 12/29/26/EUR/ | BLBM551 | CORPORATE BONDS | 659,000.0000 | 740,901.51 | .19 | |
BANCO INDUSTRIAL V/R 01/29/31 | 34D241 | CORPORATE BONDS | 300,000.0000 | 294,036.00 | .08 | |
REPUBLIC OF GUAT 4.5% 05/03/26 | P5015VAF3 | GOVERNMENT BONDS | 400,000.0000 | 393,677.11 | .10 | |
ADANI PORTS AND SP 4% 07/30/27 | BF0MQ91 | CORPORATE BONDS | 200,000.0000 | 191,296.59 | .05 | |
ADANI TRANS STEP-O 4% 08/03/26 | BYP1WK9 | CORPORATE BONDS | 200,000.0000 | 193,974.46 | .05 | |
BHARTI AIRTEL 4.375% 06/10/25 | Y0889VAA8 | CORPORATE BONDS | 200,000.0000 | 199,360.84 | .05 | |
ADANI INTERNATIONA 3% 02/16/31 | Y0R14UAA9 | CORPORATE BONDS | 166,000.0000 | 147,017.98 | .04 | |
JSW HYDRO ENER 4.125% 05/18/31 | Y4S71YAA2 | CORPORATE BONDS | 152,000.0000 | 138,797.97 | .04 | |
PT PERTAMINA (PE 1.4% 02/09/26 | 69370RAK3 | CORPORATE BONDS | 200,000.0000 | 191,244.60 | .05 | |
FREEPORT INDON 4.763% 04/14/27 | 69377FAA4 | CORPORATE BONDS | 200,000.0000 | 200,650.63 | .05 | |
PERUSAHAAN LIS 4.125% 05/15/27 | 71568QAC1 | CORPORATE BONDS | 200,000.0000 | 198,236.78 | .05 | |
PT ADARO INDONE 4.25% 10/31/24 | BKS4906 | CORPORATE BONDS | 250,000.0000 | 249,157.60 | .06 | |
BANK NEGARA IND 3.75% 03/30/26 | BMYBGT3 | CORPORATE BONDS | 200,000.0000 | 194,629.20 | .05 | |
INDO ASAHAN/MIN 4.75% 05/15/25 | Y7140WAE8 | CORPORATE BONDS | 200,000.0000 | 199,517.64 | .05 | |
CARVL 2024-1A A V/R 04/20/37 | 14688HAA0 | ASSET BACKED | 500,000.0000 | 502,840.50 | .13 | |
KTAMA 2023-1A A1 V/R 10/20/36 | 48585JAA8 | ASSET BACKED | 500,000.0000 | 504,249.70 | .13 | |
KTAMA 2024-2A A1 V/R 04/20/37 | 485862AA4 | ASSET BACKED | 1,000,000.0000 | 1,005,245.80 | .26 | |
SNDPT 2024-38A A V/R 02/20/37 | 835937AA1 | ASSET BACKED | 2,000,000.0000 | 2,008,403.00 | .52 | |
JBS USA HOLD/FOOD/ 3% 02/02/29 | 46590XAN6 | CORPORATE BONDS | 100,000.0000 | 93,054.36 | .02 | |
JBS USA HOLD/FOO 2.5% 01/15/27 | 46590XAS5 | CORPORATE BONDS | 100,000.0000 | 95,672.81 | .02 | |
COSAN LUXEMBOURG S 7% 01/20/27 | L20041AD8 | CORPORATE BONDS | 200,000.0000 | 200,586.60 | .05 | |
GUARA NORTE SA 5.198% 06/15/34 | L4R02QAA8 | CORPORATE BONDS | 165,630.0000 | 157,778.49 | .04 | |
MINERVA LUXEMB 5.875% 01/19/28 | L6401PAH6 | CORPORATE BONDS | 200,000.0000 | 199,483.32 | .05 | |
NEXA RESOURCES S 6.5% 01/18/28 | L67359AA4 | CORPORATE BONDS | 200,000.0000 | 206,569.00 | .05 | |
BANCO INBURSA 4.375% 04/11/27 | P13296AM3 | CORPORATE BONDS | 300,000.0000 | 294,523.68 | .08 | |
BANCO NACIONAL CO V/R 08/11/31 | P1451JAA1 | CORPORATE BONDS | 200,000.0000 | 182,473.50 | .05 | |
BANCO SANTANDER M V/R 10/01/28 | P1507SAG2 | CORPORATE BONDS | 200,000.0000 | 210,399.20 | .05 | |
BBVA BANCOMER SA V/R 11/12/29 | P16259AL0 | CORPORATE BONDS | 200,000.0000 | 199,075.84 | .05 | |
BBVA BANCOMER SA V/R 01/18/33 | P16259AM8 | CORPORATE BONDS | 200,000.0000 | 190,257.00 | .05 | |
CEMEX SAB DE CV 5.45% 11/19/29 | P2253TJN0 | CORPORATE BONDS | 200,000.0000 | 202,667.40 | .05 | |
COMISION FEDERA 4.75% 02/23/27 | P29595AB4 | CORPORATE BONDS | 200,000.0000 | 198,284.92 | .05 | |
MEXICO GENERADOR 5.5% 12/06/32 | P66208AA0 | CORPORATE BONDS | 241,936.0000 | 241,644.66 | .06 | |
AZERION GROU V/R 10/02/26/EUR/ | BS298J5 | CORPORATE BONDS | 2,846,000.0000 | 3,215,545.27 | .83 | |
PETROBRAS GLOB 7.375% 01/17/27 | PBR/27 | 71647NAS8 | CORPORATE BONDS | 200,000.0000 | 209,607.80 | .05 |
HMH HOLDING BV 9.875% 11/16/26 | BLDB460 | CORPORATE BONDS | 3,600,000.0000 | 3,717,000.00 | .96 | |
SUZANO INTL FINANC 4% 01/14/25 | BN6M6L3 | CORPORATE BONDS | 250,000.0000 | 248,891.33 | .06 | |
T/L LEALAND FINA 0% 06/30/25 | LX188994 | LOAN | 59,085.8900 | 20,916.41 | .01 | |
T/L LEALAND FINAN 0% 06/30/27 | LX188995 | LOAN | 2,695,935.1100 | 1,381,666.74 | .36 | |
T/L CLEAR CHANNEL 0% 12/31/49 | LX227962 | LOAN | 2,883,000.0000 | 2,861,377.50 | .74 | |
BRASKEM NETHERLAN V/R 01/23/81 | N15516AF9 | CORPORATE BONDS | 200,000.0000 | 200,195.20 | .05 | |
MV24 CAPITAL B 6.748% 06/01/34 | N53766AA4 | CORPORATE BONDS | 157,660.0000 | 154,177.53 | .04 | |
AIDER KONSER V/R 09/05/28/NOK/ | R0R48YAD3 | CORPORATE BONDS | 6,150,000.0000 | 587,073.93 | .15 | |
MULTIBANK INC. 7.75% 02/03/28 | 625454AB9 | CORPORATE BONDS | 200,000.0000 | 210,000.00 | .05 | |
INTERCORP FIN 4.125% 10/19/27 | BF08ZF8 | CORPORATE BONDS | 260,000.0000 | 251,003.35 | .06 | |
GLOBAL BANK CORPO V/R 04/16/29 | P47718AE4 | CORPORATE BONDS | 200,000.0000 | 196,094.00 | .05 | |
BANCO CONTINENT 2.75% 12/10/25 | 059490AB8 | CORPORATE BONDS | 150,000.0000 | 145,377.90 | .04 | |
BANCO CONTINENT 2.75% 12/10/25 | P09110AB6 | CORPORATE BONDS | 150,000.0000 | 145,377.90 | .04 | |
REPUBLIC OF PARA 4.7% 03/27/27 | P75744AE5 | GOVERNMENT BONDS | 300,000.0000 | 299,099.85 | .08 | |
BANCO DE CREDITO V/R 07/01/30 | 05971V2C8 | CORPORATE BONDS | 250,000.0000 | 243,878.90 | .06 | |
BANCO DE CREDITO V/R 09/30/31 | 05971V2D6 | CORPORATE BONDS | 100,000.0000 | 94,840.58 | .02 | |
REPUBLIC OF PE 2.392% 01/23/26 | 715638DE9 | GOVERNMENT BONDS | 50,000.0000 | 48,424.90 | .01 | |
INRETAIL SHOPPI 5.75% 04/03/28 | BFMNPM8 | CORPORATE BONDS | 300,000.0000 | 302,154.90 | .08 | |
BANCO INTERNAC DE V/R 07/08/30 | P13435AD7 | CORPORATE BONDS | 300,000.0000 | 295,118.73 | .08 | |
CIA DE MINAS BUE 5.5% 07/23/26 | P6680PAA9 | CORPORATE BONDS | 200,000.0000 | 197,377.80 | .05 | |
OVERSEA-CHINESE B V/R 09/10/30 | 69033DAD9 | CORPORATE BONDS | 200,000.0000 | 194,205.15 | .05 | |
UNITED OVERSEAS B V/R 10/14/31 | 91127LAE0 | CORPORATE BONDS | 200,000.0000 | 189,505.69 | .05 | |
DBS GROUP HOLDING V/R 03/10/31 | Y20246J57 | CORPORATE BONDS | 200,000.0000 | 192,318.00 | .05 | |
MEDCO OAK TREE 7.375% 05/14/26 | Y59501AA7 | CORPORATE BONDS | 200,000.0000 | 202,876.00 | .05 | |
AI CANDELARIA -S 7.5% 12/15/28 | BGL1H02 | CORPORATE BONDS | 191,666.2200 | 190,135.19 | .05 | |
CONNECT FINCO S 6.75% 10/01/26 | 20752TAA2 | CORPORATE BONDS | 5,004,000.0000 | 5,004,000.00 | 1.29 | |
CONNECT FINCO SARL 9% 09/15/29 | 20752TAB0 | CORPORATE BONDS | 1,066,000.0000 | 1,031,605.60 | .27 | |
NOVEDO HOLDI V/R 09/23/27/SEK/ | BRBV3X4 | CORPORATE BONDS | 10,000,000.0000 | 994,481.12 | .26 | |
CABONLINE GR 14% 03/19/26/SEK/ | W2R513AD5 | CORPORATE BONDS | 15,590,000.0000 | 1,561,908.91 | .40 | |
GO NORTH GRO 15% 02/02/28/SEK/ | W3578FAH0 | CORPORATE BONDS | 1,707,880.0000 | .00 | .00 | |
NOVEDO HOLDI V/R 11/26/24/SEK/ | W6S19YAA4 | CORPORATE BONDS | 5,000,000.0000 | 494,778.97 | .13 | |
STOCKWIK FOR V/R 03/20/26/SEK/ | W8858WAC4 | CORPORATE BONDS | 25,000,000.0000 | 2,480,048.84 | .64 | |
GO NORTH GROUP AB V/R 02/09/26 | W3578FAJ6 | CORPORATE BONDS | 2,308,965.0000 | 1,985,709.90 | .51 | |
IMPALA GROUP 12% 10/30/27/SEK/ | BPCK7V2 | CORPORATE BONDS | 15,097,904.0000 | 996,016.73 | .26 | |
ACHV 2023-3PL 7.35% 08/19/30 | 000876AC6 | ASSET BACKED | 250,000.0000 | 252,856.35 | .07 | |
ACHV 2023-4CP 7.71% 12/25/25 | 00092CAC6 | ASSET BACKED | 550,000.0000 | 557,417.80 | .14 | |
AGCO CORP 5.45% 03/21/27 | 001084AR3 | CORPORATE BONDS | 65,000.0000 | 66,321.34 | .02 | |
ABBVIE INC 2.6% 11/21/24 | 00287YBZ1 | CORPORATE BONDS | 4,688,000.0000 | 4,671,952.23 | 1.20 | |
ACCSS 2007-A A3 V/R 05/25/36 | 00432CDJ7 | ASSET BACKED | 76,488.1700 | 74,922.19 | .02 | |
ACCR 2005-1 M4 V/R 04/25/35 | 004375CW9 | ASSET BACKED | 532,105.5800 | 532,531.90 | .14 | |
AFFRM 2024-A A 5.61% 09/15/26 | 00834BAA5 | ASSET BACKED | 275,000.0000 | 278,588.09 | .07 | |
AFFRM 2023-A 1 6.61% 01/15/25 | 00834JAE0 | ASSET BACKED | 500,000.0000 | 502,095.95 | .13 | |
AFFRM 2023-X1 7.11% 11/15/28 | 00834KAA5 | ASSET BACKED | 131,808.3500 | 132,338.23 | .03 | |
ACAR 2024-3 A 5.76% 11/12/27 | 02490BAA6 | ASSET BACKED | 224,754.3100 | 225,687.51 | .06 | |
ACAR 2024-2 A 5.9% 06/12/25 | 02531BAA7 | ASSET BACKED | 342,164.4700 | 343,228.26 | .09 | |
AMERICAN ELECTRI 5.2% 01/15/29 | 025537AY7 | CORPORATE BONDS | 289,000.0000 | 298,238.42 | .08 | |
AMERICAN NATION 5.75% 10/01/29 | 025676AN7 | CORPORATE BONDS | 56,000.0000 | 56,323.61 | .01 | |
AMERICAN EXPRESS V/R 02/16/28 | 025816DQ9 | CORPORATE BONDS | 265,000.0000 | 266,966.97 | .07 | |
AMGEN INC 5.507% 03/02/26 | 031162DN7 | CORPORATE BONDS | 263,000.0000 | 263,091.96 | .07 | |
AOMT 2020-6 A1 V/R 09/25/24 | 03465AAA7 | ASSET BACKED | 168,795.1500 | 153,781.23 | .04 | |
ELEVANCE HEALTH 5.15% 06/15/29 | 036752AY9 | CORPORATE BONDS | 140,000.0000 | 145,259.78 | .04 | |
ASHPL 2023-1A A 7% 11/20/26 | 03790CAA9 | ASSET BACKED | 169,972.9800 | 171,390.15 | .04 | |
AQFIT 2020-AA A 1.9% 12/17/25 | 038413AA8 | ASSET BACKED | 16,366.5800 | 15,479.60 | .00 | |
AMMST 2021-MF 2.023% 06/15/26 | 03881VAC3 | ASSET BACKED | 183,000.0000 | 173,888.27 | .04 | |
ARROW ELECTRONI 5.15% 08/21/29 | 04273WAF8 | CORPORATE BONDS | 143,000.0000 | 145,223.43 | .04 | |
ATHENE GLOBAL FUN V/R 05/08/26 | 04685A3W9 | CORPORATE BONDS | 350,000.0000 | 349,683.25 | .09 | |
AVNT 2024-REV1 5.92% 04/15/27 | 05352UAA4 | ASSET BACKED | 500,000.0000 | 506,548.65 | .13 | |
AVIATION CAPITA 1.95% 01/30/26 | 05369AAK7 | CORPORATE BONDS | 301,000.0000 | 289,981.93 | .07 | |
BAMLL 2015-20 3.218% 04/14/25 | 05526QAA4 | ASSET BACKED | 100,000.0000 | 98,447.96 | .03 | |
BFLD 2024-VICT A V/R 07/15/26 | 05555VAA7 | ASSET BACKED | 150,000.0000 | 150,000.00 | .04 | |
BPR 2021-TY A V/R 09/15/38 | 05592AAA8 | ASSET BACKED | 208,000.0000 | 206,180.00 | .05 | |
BMO 2024-C9 A 5.477% 04/15/29 | 05593MAA1 | ASSET BACKED | 322,202.8300 | 329,082.09 | .08 | |
BMO 2023-C5 A 5.739% 02/15/28 | 055988AA7 | ASSET BACKED | 190,388.5000 | 193,342.61 | .05 | |
BX 2019-CALM A V/R 11/15/21 | 05608FAA9 | ASSET BACKED | 80,656.2100 | 80,631.00 | .02 | |
BX 2021-VINO A V/R 05/15/23 | 05608KAA8 | ASSET BACKED | 310,008.8200 | 308,265.02 | .08 | |
BX 2021-21M A V/R 10/15/26 | 05609CAA5 | ASSET BACKED | 141,057.1500 | 140,087.38 | .04 | |
BX 2021-XL2 A V/R 10/15/23 | 05609KAA7 | ASSET BACKED | 262,766.0400 | 260,631.07 | .07 | |
BX 2022-LP2 A V/R 02/15/24 | 05610HAA1 | ASSET BACKED | 151,847.1200 | 150,992.98 | .04 | |
BX 2022-MVRK A V/R 03/15/27 | 05610JAA7 | ASSET BACKED | 237,584.2800 | 234,052.38 | .06 | |
BSPRT 2023-FL10 V/R 09/15/27 | 05610VAA0 | ASSET BACKED | 330,000.0000 | 331,339.80 | .09 | |
BLP 2024-IND2 A V/R 03/15/26 | 05625AAA9 | ASSET BACKED | 320,000.0000 | 319,000.00 | .08 | |
BANK 2017-BNK6 X V/R 07/15/60 | 060352AG6 | ASSET BACKED | 1,449,599.4100 | 25,337.26 | .01 | |
BANK 2017-BNK4 X V/R 05/15/50 | 06541FBB4 | ASSET BACKED | 1,236,620.1800 | 33,839.37 | .01 | |
BANK5 2024-5Y 5.188% 05/15/29 | 065923AS3 | ASSET BACKED | 324,690.0000 | 329,870.59 | .09 | |
BBCMS 2024-C2 5.229% 11/15/28 | 07336VAS0 | ASSET BACKED | 269,679.7100 | 272,867.92 | .07 | |
BMARK 2018-B4 XA V/R 06/15/28 | 08161HAG5 | ASSET BACKED | 9,418,012.6300 | 127,473.74 | .03 | |
BMARK 2020-B16 X V/R 01/15/30 | 08161NAG2 | ASSET BACKED | 3,652,652.7400 | 139,759.63 | .04 | |
BMARK 2021-B2 0.725% 05/15/26 | 08163HAA6 | ASSET BACKED | 62,280.6200 | 59,921.00 | .02 | |
BMARK 2024-V8 5.514% 04/15/29 | 08190AAA8 | ASSET BACKED | 319,737.8600 | 326,380.29 | .08 | |
BMO 2024-5C4 6.017% 11/15/28 | 09660SAS9 | ASSET BACKED | 308,861.8500 | 317,750.99 | .08 | |
BOEING CO 4.875% 05/01/25 | 097023CT0 | CORPORATE BONDS | 273,000.0000 | 271,959.36 | .07 | |
BRAVO 2023-NQM5 V/R 06/25/63 | 10569UAA3 | ASSET BACKED | 481,089.0200 | 488,130.00 | .13 | |
BRAVO 2022-RPL1 V/R 09/25/61 | 10569XAA7 | ASSET BACKED | 782,241.8300 | 719,041.85 | .19 | |
BLAST 2024-3 A 5.54% 06/16/25 | 10805NAB1 | ASSET BACKED | 250,000.0000 | 250,585.25 | .06 | |
BRISTOL-MYERS SQU V/R 02/20/26 | 110122EM6 | CORPORATE BONDS | 155,000.0000 | 155,420.39 | .04 | |
BROADCOM INC 3.625% 10/15/24 | 11135FAY7 | CORPORATE BONDS | 2,223,000.0000 | 2,220,922.87 | .57 | |
BROADCOM INC 3.15% 11/15/25 | 11135FBB6 | CORPORATE BONDS | 231,000.0000 | 227,742.06 | .06 | |
BROADCOM INC 4.35% 02/15/30 | 11135FCB5 | CORPORATE BONDS | 91,000.0000 | 90,822.63 | .02 | |
BX 2021-CIP A V/R 12/15/23 | 12434FAA5 | ASSET BACKED | 328,469.0200 | 325,800.21 | .08 | |
CD 2017-CD4 XA V/R 04/10/27 | 12515DAS3 | ASSET BACKED | 1,300,774.6600 | 31,794.97 | .01 | |
CFCRE 2017-C8 XB V/R 05/15/27 | 12532CBF1 | ASSET BACKED | 287,000.0000 | 5,873.74 | .00 | |
CSAIL 2017-C8 XA V/R 06/15/27 | 12595BAF8 | ASSET BACKED | 560,492.5400 | 12,296.59 | .00 | |
CSAIL 2017-CX10 V/R 11/15/27 | 12595JAN4 | ASSET BACKED | 3,484,090.4000 | 65,383.14 | .02 | |
CSAIL 2018-CX12 V/R 08/15/28 | 12595XAV5 | ASSET BACKED | 2,994,480.9200 | 54,562.74 | .01 | |
COLT 2021-RPL1 A V/R 09/25/61 | 12598PAA5 | ASSET BACKED | 618,831.1700 | 563,036.24 | .15 | |
CADENCE DESIGN S 4.3% 09/10/29 | 127387AN8 | CORPORATE BONDS | 164,000.0000 | 164,643.12 | .04 | |
CAMPBELL SOUP CO 5.2% 03/19/27 | 134429BM0 | CORPORATE BONDS | 98,000.0000 | 100,568.07 | .03 | |
CARLISLE COS INC 3.5% 12/01/24 | 142339AG5 | CORPORATE BONDS | 619,000.0000 | 617,320.97 | .16 | |
CRVNA 2024-N1 5.76% 07/10/25 | 14687QAB9 | ASSET BACKED | 371,823.0100 | 372,942.38 | .10 | |
CRVNA 2023-P5 5.77% 09/10/25 | 14687RAB7 | ASSET BACKED | 246,849.1500 | 247,616.46 | .06 | |
CRVNA 2024-P3 4.31% 05/10/29 | 146919AD7 | ASSET BACKED | 300,000.0000 | 299,240.70 | .08 | |
CHEGG INC 0.125% 03/15/25 | 163092AD1 | CORPORATE BONDS | 1,978,000.0000 | 1,893,935.18 | .49 | |
CITZN 2023-2 A 6.09% 04/15/25 | 17295FAB0 | ASSET BACKED | 132,943.5000 | 133,411.59 | .03 | |
CITGO PETROLEUM CO 7% 06/15/25 | 17302XAK2 | CORPORATE BONDS | 2,913,000.0000 | 2,911,154.32 | .75 | |
CGCMT 2015-GC 3.137% 12/10/24 | 17323CAE7 | ASSET BACKED | 131,102.4200 | 130,606.30 | .03 | |
CGCMT 2015-P1 3.717% 07/15/25 | 17324DAU8 | ASSET BACKED | 200,000.0000 | 197,857.08 | .05 | |
CGCMT 2017-P7 3.442% 01/14/27 | 17325HBN3 | ASSET BACKED | 252,125.0900 | 245,635.67 | .06 | |
CITIGROUP INC V/R 09/19/30 | 17327CAT0 | CORPORATE BONDS | 255,000.0000 | 255,295.72 | .07 | |
COLT 2021-1R A1 V/R 05/25/65 | 19688BAA2 | ASSET BACKED | 106,103.8700 | 92,492.95 | .02 | |
COMM 2018-HCLV A V/R 09/15/20 | 20048KAA5 | ASSET BACKED | 227,000.0000 | 210,271.10 | .05 | |
CBSLT 2020-AGS 1.98% 06/25/29 | 20267WAA3 | ASSET BACKED | 128,411.1100 | 113,057.39 | .03 | |
CAS 2024-R01 1M1 V/R 01/25/44 | 20753UAA8 | ASSET BACKED | 828,407.7300 | 828,865.26 | .21 | |
CPS 2024-A A 5.71% 06/16/25 | 22411CAA8 | ASSET BACKED | 145,415.7800 | 145,920.43 | .04 | |
CROSS 2024-H1 A1 V/R 12/25/68 | 22757AAA4 | ASSET BACKED | 871,519.7100 | 880,907.72 | .23 | |
CROSS 2024-H5 A1 V/R 08/26/69 | 22757HAA9 | ASSET BACKED | 780,928.0200 | 788,623.44 | .20 | |
CROWN CASTLE INC 4.9% 09/01/29 | 22822VBF7 | CORPORATE BONDS | 345,000.0000 | 350,672.00 | .09 | |
CROWNROCK LP/CROWN 5% 05/01/29 | 228701AG3 | CORPORATE BONDS | 2,216,000.0000 | 2,242,108.91 | .58 | |
DBJPM 2020-C9 A 1.9% 08/15/25 | 233063AF3 | ASSET BACKED | 285,427.9500 | 271,393.29 | .07 | |
DBJPM 2016-C3 2.89% 07/10/26 | 23312VAF3 | ASSET BACKED | 200,000.0000 | 192,967.78 | .05 | |
COLO 2021-1A A 2.06% 02/25/26 | 23802WAA9 | ASSET BACKED | 500,000.0000 | 476,732.25 | .12 | |
COLO 2023-1A 5.116% 02/25/28 | 23802WAL5 | ASSET BACKED | 500,000.0000 | 495,932.05 | .13 | |
DAFC 2017-AMO A V/R 06/05/27 | 24500EAA2 | ASSET BACKED | 170,000.0000 | 161,166.29 | .04 | |
DELTA AIR LINES 2.9% 10/28/24 | 247361ZU5 | CORPORATE BONDS | 1,018,000.0000 | 1,014,376.63 | .26 | |
DISCOVERY COMMUN 3.9% 11/15/24 | 25470DBC2 | CORPORATE BONDS | 1,310,000.0000 | 1,306,515.83 | .34 | |
DPABS 2017-1A 4.118% 07/25/27 | 25755TAH3 | ASSET BACKED | 470,000.0000 | 461,538.59 | .12 | |
DRIVE 2021-3 C 1.47% 01/15/27 | 262081AE2 | ASSET BACKED | 123,781.1800 | 123,150.63 | .03 | |
ELP 2021-ELP A V/R 11/15/23 | 26863LAA2 | ASSET BACKED | 149,825.6100 | 148,608.28 | .04 | |
BUZZFEED INC 8.5% 12/03/26 | 28250AAA3 | CORPORATE BONDS | 6,811,000.0000 | 6,232,065.00 | 1.61 | |
ENERGY TRANSFER 6.05% 12/01/26 | 29273VAR1 | CORPORATE BONDS | 256,000.0000 | 264,976.13 | .07 | |
CGCMT 2016-P3 3.063% 01/15/26 | 29429CAC9 | ASSET BACKED | 248,000.0000 | 243,511.13 | .06 | |
CGCMT 2016-P3 3.329% 02/15/26 | 29429CAD7 | ASSET BACKED | 400,000.0000 | 390,401.76 | .10 | |
CGCMT 2016-P4 2.902% 07/10/26 | 29429EAD3 | ASSET BACKED | 200,000.0000 | 193,297.16 | .05 | |
EQUIFAX INC 2.6% 12/01/24 | 294429AQ8 | CORPORATE BONDS | 2,471,000.0000 | 2,459,620.92 | .63 | |
EQUIFAX INC 4.8% 09/15/29 | 294429AX3 | CORPORATE BONDS | 131,000.0000 | 132,482.79 | .03 | |
EQUS 2021-EQAZ A V/R 10/15/23 | 29478JAA8 | ASSET BACKED | 208,995.8100 | 207,297.72 | .05 | |
ESSENTIAL UTILIT 4.8% 08/15/27 | 29670GAJ1 | CORPORATE BONDS | 101,000.0000 | 102,348.37 | .03 | |
EXELON CORP 5.15% 03/15/29 | 30161NBM2 | CORPORATE BONDS | 140,000.0000 | 145,051.52 | .04 | |
EART 2023-5A A2 6.2% 10/15/24 | 30168DAB2 | ASSET BACKED | 66,686.2300 | 66,719.53 | .02 | |
EXPEDIA GROUP I 6.25% 05/01/25 | 30212PAS4 | CORPORATE BONDS | 270,000.0000 | 270,691.13 | .07 | |
ESA 2021-ESH A V/R 07/15/26 | 30227FAA8 | ASSET BACKED | 311,862.3700 | 311,472.54 | .08 | |
FSRIA 2021-FL2 A V/R 05/16/38 | 30319YAA6 | ASSET BACKED | 317,512.0200 | 314,733.79 | .08 | |
UMBS P#SD5219 6% 04/01/54 | 3132DSYQ9 | MBS/PASS THRU CERTS | 517,783.4800 | 534,868.21 | .14 | |
FNR 2019-14 FA V/R 04/25/49 | 3136B4FM5 | ASSET BACKED | 1,416,126.6000 | 1,405,040.03 | .36 | |
FNR 2019-43 FD V/R 08/25/49 | 3136B5ZG3 | ASSET BACKED | 213,364.7100 | 210,742.65 | .05 | |
FNA 2020-M49 1A1 V/R 11/25/30 | 3136BCC73 | ASSET BACKED | 1,050,316.7300 | 969,716.47 | .25 | |
FNA 2021-M7 A1 V/R 03/25/31 | 3136BFQY2 | ASSET BACKED | 165,243.8000 | 156,010.22 | .04 | |
FHR 4631 FA V/R 11/15/46 | 3137BSZ55 | ASSET BACKED | 342,756.1600 | 340,039.17 | .09 | |
FHR 4987 BF V/R 06/25/50 | 3137FTQU4 | ASSET BACKED | 1,198,948.5500 | 1,184,980.32 | .31 | |
FHR 4990 FN V/R 05/25/50 | 3137FUY81 | ASSET BACKED | 680,548.1600 | 663,356.63 | .17 | |
UMBS P#FS6084 6% 10/01/53 | 3140XMXN1 | MBS/PASS THRU CERTS | 341,848.9600 | 352,979.39 | .09 | |
UMBS P#MA5112 5% 08/01/43 | 31418EVE7 | MBS/PASS THRU CERTS | 451,945.5700 | 458,059.26 | .12 | |
EFMT 2022-3 A1 V/R 08/25/67 | 31573EAA9 | ASSET BACKED | 1,068,471.4600 | 1,063,335.10 | .27 | |
FFML 2003-FF2 M1 V/R 07/25/33 | 32027NCX7 | ASSET BACKED | 970,632.1200 | 960,743.71 | .25 | |
FISERV INC 4.75% 03/15/30 | 337738BM9 | CORPORATE BONDS | 332,000.0000 | 338,402.85 | .09 | |
FIVE POINT OP CO S/UP 01/15/28 | 33834YAB4 | CORPORATE BONDS | 1,470,955.0000 | 1,505,045.85 | .39 | |
FORD MOTOR COM 4.346% 12/08/26 | 345370CR9 | CORPORATE BONDS | 289,000.0000 | 286,531.02 | .07 | |
FORD MOTOR CRE 4.063% 11/01/24 | 345397ZX4 | CORPORATE BONDS | 2,628,000.0000 | 2,624,991.39 | .68 | |
FREEPORT-MCMOR 4.125% 03/01/28 | 35671DCE3 | CORPORATE BONDS | 250,000.0000 | 248,114.00 | .06 | |
GCAT 2022-NQM4 A V/R 08/25/26 | 36170HAA8 | ASSET BACKED | 819,560.3200 | 815,321.88 | .21 | |
GSMS 2015-GC3 3.506% 09/10/25 | 36250VAD4 | ASSET BACKED | 237,000.0000 | 231,011.86 | .06 | |
GSMS 2016-GS4 XA V/R 11/10/26 | 36251XAT4 | ASSET BACKED | 3,572,492.3600 | 31,688.01 | .01 | |
GSMS 2017-GS6 XA V/R 05/10/27 | 36253PAE2 | ASSET BACKED | 1,657,087.6100 | 33,776.09 | .01 | |
GSMS 2017-GS8 XA V/R 11/10/27 | 36254KAP7 | ASSET BACKED | 3,149,304.2400 | 70,762.35 | .02 | |
GSMS 2021-IP A V/R 10/15/23 | 36262MAA6 | ASSET BACKED | 208,000.0000 | 206,221.41 | .05 | |
GE HEALTHCARE TE 4.8% 08/14/29 | 36266GAA5 | CORPORATE BONDS | 287,000.0000 | 292,410.19 | .08 | |
GE HEALTHCARE T 5.55% 11/15/24 | 36267VAB9 | CORPORATE BONDS | 1,266,000.0000 | 1,266,479.09 | .33 | |
GSMS 2023-SHIP A V/R 09/06/26 | 36270GAA9 | ASSET BACKED | 250,000.0000 | 247,948.03 | .06 | |
GCAR 2023-4A A2 6.4% 03/17/25 | 362929AB7 | ASSET BACKED | 199,656.7400 | 200,400.26 | .05 | |
GANNETT HOLDINGS L 6% 11/01/26 | 36474GAA3 | CORPORATE BONDS | 3,233,000.0000 | 3,238,580.16 | .84 | |
GENERAL MOTORS 5.25% 03/01/26 | 37045XBG0 | CORPORATE BONDS | 278,000.0000 | 279,865.53 | .07 | |
GENERAL MOTORS F 3.5% 11/07/24 | 37045XCD6 | CORPORATE BONDS | 397,000.0000 | 396,364.27 | .10 | |
GENERAL MOTORS F 1.2% 10/15/24 | 37045XDM5 | CORPORATE BONDS | 1,704,000.0000 | 1,701,223.83 | .44 | |
GENUINE PARTS C 4.95% 08/15/29 | 372460AF2 | CORPORATE BONDS | 242,000.0000 | 246,151.48 | .06 | |
GETTY IMAGES IN 9.75% 03/01/27 | 374276AJ2 | CORPORATE BONDS | 2,126,000.0000 | 2,125,152.58 | .55 | |
GLENCORE FUNDING L 4% 04/16/25 | 378272AL2 | CORPORATE BONDS | 60,000.0000 | 59,688.37 | .02 | |
GLENCORE FUNDI 1.625% 09/01/25 | 378272AX6 | CORPORATE BONDS | 212,000.0000 | 206,367.60 | .05 | |
GLENCORE FUNDING V/R 04/04/27 | 378272BW7 | CORPORATE BONDS | 220,000.0000 | 220,962.79 | .06 | |
GSAR 2024-3A A 5.59% 10/15/29 | 37989EAC0 | ASSET BACKED | 500,000.0000 | 507,926.35 | .13 | |
GOLDMAN SACHS BAN V/R 03/18/27 | 38151LAE0 | CORPORATE BONDS | 167,000.0000 | 167,008.35 | .04 | |
GWT 2024-WOLF A V/R 03/15/29 | 39152MAA3 | ASSET BACKED | 320,000.0000 | 319,300.00 | .08 | |
HCA INC 5.375% 02/01/25 | HCA/25C | 404119BR9 | CORPORATE BONDS | 253,000.0000 | 253,080.88 | .07 |
INNOVATE CORP 8.5% 02/01/26 | 404139AJ6 | CORPORATE BONDS | 235,000.0000 | 186,696.76 | .05 | |
HTS 2021-1 A 1.411% 08/23/23 | 40456HAA5 | ASSET BACKED | 2,289,616.6900 | 1,880,227.73 | .48 | |
WELLTOWER OP LLC 4% 06/01/25 | HCN25 | 42217KBF2 | CORPORATE BONDS | 266,000.0000 | 264,417.10 | .07 |
HERTZ 2021-1A 1.56% 12/25/24 | 42806MAB5 | ASSET BACKED | 250,000.0000 | 248,265.18 | .06 | |
HP ENTERPRISE C 4.55% 10/15/29 | 42824CBT5 | CORPORATE BONDS | 282,000.0000 | 281,275.77 | .07 | |
HGVT 2020-AA A 2.74% 02/25/39 | 43285HAA6 | ASSET BACKED | 121,299.4900 | 117,795.71 | .03 | |
HYUNDAI CAPITAL 4.55% 09/26/29 | 44891ADG9 | CORPORATE BONDS | 141,000.0000 | 140,702.75 | .04 | |
ICAHN ENTERPRIS 6.25% 05/15/26 | 451102BT3 | CORPORATE BONDS | 864,000.0000 | 857,260.97 | .22 | |
ICAHN ENTERPRIS 5.25% 05/15/27 | 451102BZ9 | CORPORATE BONDS | 1,927,000.0000 | 1,846,531.37 | .48 | |
ILLUMINA INC 4.65% 09/09/26 | 452327AQ2 | CORPORATE BONDS | 81,000.0000 | 81,504.01 | .02 | |
JPMBB 2015-C32 X V/R 09/15/25 | 46590JAY3 | ASSET BACKED | 759,938.1000 | 3,511.90 | .00 | |
JPMCC 2016-JP 2.821% 07/15/26 | 46590MAR1 | ASSET BACKED | 285,000.0000 | 275,449.62 | .07 | |
JPMORGAN CHASE & 3.9% 07/15/25 | 46625HMN7 | CORPORATE BONDS | 239,000.0000 | 238,095.25 | .06 | |
JPMCC 2014-C20 X V/R 06/15/24 | 46642CBL3 | ASSET BACKED | 483,941.4400 | .00 | .00 | |
JPMBB 2015-C3 3.801% 08/15/25 | 46644YAU4 | ASSET BACKED | 236,132.2300 | 232,903.88 | .06 | |
JPMBB 2016-C1 3.576% 01/15/26 | 46645LAY3 | ASSET BACKED | 200,000.0000 | 196,686.04 | .05 | |
JPMORGAN CHASE & V/R 04/22/28 | 46647PEF9 | CORPORATE BONDS | 233,000.0000 | 233,383.29 | .06 | |
KROGER CO 4.6% 08/15/27 | 501044DS7 | CORPORATE BONDS | 144,000.0000 | 145,238.00 | .04 | |
LCCM 2021-FL3 A V/R 11/15/38 | 50190FAA9 | ASSET BACKED | 230,728.1100 | 228,522.93 | .06 | |
LCCM 2021-FL2 A V/R 12/13/38 | 50202KAA4 | ASSET BACKED | 114,722.3400 | 113,647.64 | .03 | |
LABORATORY CORP 4.35% 04/01/30 | 50540RAZ5 | CORPORATE BONDS | 140,000.0000 | 138,793.54 | .04 | |
LRK 2019-A A1F 2.34% 08/25/21 | 51889RAA7 | ASSET BACKED | 6,393.0500 | 6,301.83 | .00 | |
LMAT 2021-SL1 A V/R 09/25/60 | 52475PAA9 | ASSET BACKED | 39,294.0800 | 39,258.20 | .01 | |
LMAT 2021-GS4 A1 V/R 11/25/60 | 52475WAA4 | ASSET BACKED | 324,312.3800 | 324,261.79 | .08 | |
LDPT 2022-C A 6.56% 07/15/24 | 525919AA4 | ASSET BACKED | 31,881.8000 | 31,890.34 | .01 | |
LBZZ 2024-2A A 5.99% 12/15/26 | 525920AB0 | ASSET BACKED | 500,000.0000 | 506,204.80 | .13 | |
LBZZ 2023-2A A 7.09% 07/15/26 | 52608MAB4 | ASSET BACKED | 325,364.0400 | 332,301.29 | .09 | |
MFRA 2023-NQM3 A V/R 07/25/68 | 55286MAA8 | ASSET BACKED | 556,578.7300 | 564,341.67 | .15 | |
MHC 2021-MHC2 A V/R 05/15/38 | 55293AAA5 | ASSET BACKED | 281,186.8600 | 279,956.67 | .07 | |
MHP 2022-MHIL A V/R 01/15/24 | 55293DAA9 | ASSET BACKED | 190,527.3100 | 188,860.20 | .05 | |
MHC 2021-MHC A V/R 04/15/26 | 55316VAA2 | ASSET BACKED | 285,218.0700 | 283,970.24 | .07 | |
MFT 2024-1A A 5.95% 02/15/26 | 57108VAA0 | ASSET BACKED | 429,723.9700 | 432,291.27 | .11 | |
MARRIOTT INTERNA 4.8% 03/15/30 | 571903BR3 | CORPORATE BONDS | 131,000.0000 | 132,862.02 | .03 | |
MF1 2024-FL15 A V/R 08/18/41 | 58003MAA4 | ASSET BACKED | 250,000.0000 | 250,000.00 | .06 | |
LEAFLY HOLDINGS IN 8% 01/31/25 | 58953MAA4 | CORPORATE BONDS | 8,497,000.0000 | 7,222,450.00 | 1.86 | |
MICROCHIP TECHN 4.25% 09/01/25 | 595017BA1 | CORPORATE BONDS | 102,000.0000 | 101,531.53 | .03 | |
MSC 2024-NSTB A V/R 07/25/32 | 61690BAA0 | ASSET BACKED | 162,000.0000 | 156,356.03 | .04 | |
MSBAM 2015-C23 A V/R 06/15/25 | 61690QAG4 | ASSET BACKED | 253,000.0000 | 249,590.09 | .06 | |
MSC 2016-UB12 XA V/R 11/15/26 | 61691EBB0 | ASSET BACKED | 3,390,766.6000 | 36,084.20 | .01 | |
MSC 2017-H1 XA V/R 05/15/27 | 61691JAW4 | ASSET BACKED | 792,035.3300 | 17,610.03 | .00 | |
MSC 2021-L6 A2 V/R 05/15/31 | 61692CAX6 | ASSET BACKED | 179,665.1900 | 163,594.75 | .04 | |
MORGAN STANLEY 3.875% 01/27/26 | 61746BDZ6 | CORPORATE BONDS | 245,000.0000 | 243,917.48 | .06 | |
MSC 2016-UBS9 3.594% 01/15/26 | 61766CAE9 | ASSET BACKED | 237,000.0000 | 231,766.61 | .06 | |
MSC 2016-UB11 XA V/R 08/15/26 | 61767FBB6 | ASSET BACKED | 1,126,417.7100 | 22,521.37 | .01 | |
MSC 2021-ILP A V/R 11/15/36 | 62479WAA9 | ASSET BACKED | 209,307.8500 | 207,607.22 | .05 | |
NGPL PIPECO LL 4.875% 08/15/27 | 62912XAF1 | CORPORATE BONDS | 138,000.0000 | 138,563.62 | .04 | |
NAVSL 2020-GA 1.17% 02/15/28 | 63941UAA1 | ASSET BACKED | 53,143.3400 | 49,258.96 | .01 | |
NAVSL 2022-A A 2.23% 07/15/70 | 63942MAA8 | ASSET BACKED | 277,388.3000 | 253,290.08 | .07 | |
NRZT 2024-NQM1 A V/R 02/25/28 | 64828DAA5 | ASSET BACKED | 1,600,691.6100 | 1,619,287.80 | .42 | |
NRZT 2019-RPL3 A V/R 07/25/59 | 64830NAA9 | ASSET BACKED | 906,892.3400 | 872,033.21 | .22 | |
NRZT 2020-NQM1 A V/R 02/25/25 | 64830VAB9 | ASSET BACKED | 122,904.7900 | 115,586.99 | .03 | |
NISOURCE INC 5.2% 07/01/29 | 65473PAS4 | CORPORATE BONDS | 219,000.0000 | 226,763.79 | .06 | |
OBX 2023-NQM1 A1 V/R 11/25/62 | 670855AA3 | ASSET BACKED | 762,441.7100 | 767,867.63 | .20 | |
OBX 2022-NQM1 A1 V/R 01/25/26 | 67114VAA1 | ASSET BACKED | 565,765.0300 | 509,277.92 | .13 | |
OPG 2021-PORT A V/R 10/15/23 | 67118AAA3 | ASSET BACKED | 359,722.6000 | 356,125.37 | .09 | |
OBX 2024-NQM7 A1 V/R 03/25/64 | 67119FAA1 | ASSET BACKED | 939,580.2600 | 955,803.62 | .25 | |
OBX 2024-NQM10 A V/R 05/25/64 | 67119MAA6 | ASSET BACKED | 1,434,875.1500 | 1,457,251.74 | .38 | |
OBX 2024-NQM5 A1 V/R 03/25/28 | 67448NAA6 | ASSET BACKED | 899,398.8200 | 911,115.65 | .23 | |
OCCIDENTAL PETRO 5.2% 08/01/29 | 674599EJ0 | CORPORATE BONDS | 121,000.0000 | 123,008.72 | .03 | |
ONEOK INC 4.4% 10/15/29 | 682680CC5 | CORPORATE BONDS | 235,000.0000 | 234,204.90 | .06 | |
ORACLE CORP 5.8% 11/10/25 | 68389XCF0 | CORPORATE BONDS | 261,000.0000 | 265,070.09 | .07 | |
PNC FINANCIAL SER V/R 06/12/26 | 693475BQ7 | CORPORATE BONDS | 138,000.0000 | 138,894.73 | .04 | |
PRPM 2021-4 A1 V/R 04/25/24 | 693583AA4 | ASSET BACKED | 395,583.8800 | 394,976.94 | .10 | |
PACIFIC GAS & EL 2.1% 08/01/27 | 694308JF5 | CORPORATE BONDS | 142,000.0000 | 133,074.86 | .03 | |
PACIFIC GAS & E 4.95% 06/08/25 | 694308KE6 | CORPORATE BONDS | 150,000.0000 | 149,877.11 | .04 | |
PAID 2023-5 A 7.179% 04/15/31 | 69546PAA8 | ASSET BACKED | 52,143.9700 | 52,225.40 | .01 | |
PAID 2022-3 A 6.06% 03/15/30 | 69547MAA4 | ASSET BACKED | 16,597.5200 | 16,601.71 | .00 | |
PAID 2023-3 A 7.6% 12/16/30 | 69548BAA7 | ASSET BACKED | 147,670.0200 | 148,549.69 | .04 | |
PAID 2023-7 A 7.228% 07/15/31 | 69548RAA2 | ASSET BACKED | 115,178.1600 | 115,339.39 | .03 | |
PENSKE TRUCK LEA 4.4% 07/01/27 | 709599BN3 | CORPORATE BONDS | 246,000.0000 | 246,088.48 | .06 | |
PRET 2021-NPL3 A V/R 07/25/24 | 74143EAA0 | ASSET BACKED | 315,583.0700 | 311,956.77 | .08 | |
PMIT 2024-1A A 6.12% 01/15/26 | 74363CAA7 | ASSET BACKED | 442,564.9700 | 443,845.53 | .11 | |
PMIT 2023-1A A 7.06% 06/15/25 | 74390NAA0 | ASSET BACKED | 133,113.6400 | 133,651.57 | .03 | |
QUANTA SERVICES 4.75% 08/09/27 | 74762EAK8 | CORPORATE BONDS | 131,000.0000 | 132,388.15 | .03 | |
RYDER SYSTEM IN 5.25% 06/01/28 | 78355HKW8 | CORPORATE BONDS | 272,000.0000 | 280,719.19 | .07 | |
SREIT 2021-MFP A V/R 11/15/26 | 78472UAA6 | ASSET BACKED | 200,941.2100 | 199,936.50 | .05 | |
SDR 2024-DSNY A V/R 05/15/26 | 811304AA2 | ASSET BACKED | 330,000.0000 | 328,556.25 | .08 | |
SHERWIN-WILLIAM 4.55% 03/01/28 | 824348BS4 | CORPORATE BONDS | 57,000.0000 | 57,756.37 | .01 | |
6297782 LLC 4.911% 09/01/27 | 83007CAA0 | CORPORATE BONDS | 27,000.0000 | 27,206.40 | .01 | |
SIZZLING PLATT/F 8.5% 11/28/25 | 830146AB2 | CORPORATE BONDS | 4,150,000.0000 | 4,168,351.30 | 1.08 | |
SLAM 2024-1A 5.335% 09/15/31 | 83100AAA0 | ASSET BACKED | 350,000.0000 | 349,057.42 | .09 | |
SONOCO PRODUCTS 4.45% 09/01/26 | 835495AQ5 | CORPORATE BONDS | 63,000.0000 | 63,011.24 | .02 | |
SOUTHERN COPPE 3.875% 04/23/25 | 84265VAH8 | CORPORATE BONDS | 100,000.0000 | 99,241.82 | .03 | |
TAKE-TWO INTERA 4.95% 03/28/28 | 874054AK5 | CORPORATE BONDS | 266,000.0000 | 271,362.95 | .07 | |
TAPESTRY INC 7.05% 11/27/25 | 876030AB3 | CORPORATE BONDS | 3,877,000.0000 | 3,953,697.06 | 1.02 | |
THRM 2023-1A A 7.58% 04/15/29 | 88338QAA8 | ASSET BACKED | 142,940.9700 | 144,515.51 | .04 | |
TPC GROUP INC 13% 12/16/27 | 89236YAG9 | CORPORATE BONDS | 4,953,621.0000 | 5,003,157.21 | 1.29 | |
TRUIST FINANCIAL V/R 07/28/26 | 89788MAH5 | CORPORATE BONDS | 266,000.0000 | 264,941.70 | .07 | |
UBSCM 2017-C1 XA V/R 06/15/50 | 90276EAF4 | ASSET BACKED | 792,433.1000 | 23,430.58 | .01 | |
UBER TECHNOLOGIES 8% 11/01/26 | 90353TAC4 | CORPORATE BONDS | 1,764,000.0000 | 1,767,060.40 | .46 | |
UBER TECHNOLOGIE 7.5% 09/15/27 | 90353TAE0 | CORPORATE BONDS | 736,000.0000 | 750,011.23 | .19 | |
US BANCORP V/R 07/23/30 | 91159HJS0 | CORPORATE BONDS | 170,000.0000 | 174,982.96 | .05 | |
US TREAS NTS 0.5% 06/30/27 | 912828ZV5 | GOVERNMENT BONDS | 15,000,000.0000 | 13,800,000.00 | 3.56 | |
US TREAS NTS 0.75% 01/31/28 | 91282CBJ9 | GOVERNMENT BONDS | 19,000,000.0000 | 17,324,140.72 | 4.47 | |
US TREAS NTS 0.75% 05/31/26 | 91282CCF6 | GOVERNMENT BONDS | 1,550,000.0000 | 1,476,314.46 | .38 | |
US TREAS NTS 0.625% 07/31/26 | 91282CCP4 | GOVERNMENT BONDS | 2,450,000.0000 | 2,318,408.20 | .60 | |
US TREAS NTS 0.875% 09/30/26 | 91282CCZ2 | GOVERNMENT BONDS | 800,000.0000 | 757,812.50 | .20 | |
VCAT 2021-NPL4 A V/R 08/26/24 | 91823DAA3 | ASSET BACKED | 72,297.5100 | 71,488.26 | .02 | |
VMC 2022-FL5 A V/R 02/18/39 | 91835BAA3 | ASSET BACKED | 100,783.8000 | 100,051.23 | .03 | |
VOLT 2021-NPL1 A V/R 02/27/51 | 91835MAA9 | ASSET BACKED | 150,470.1300 | 149,378.48 | .04 | |
VDC 2021-1A A 2.165% 10/15/26 | 92212KAD8 | ASSET BACKED | 205,000.0000 | 194,498.20 | .05 | |
VCC 2021-2 A V/R 03/25/28 | 92259MAA4 | ASSET BACKED | 816,968.1900 | 687,694.57 | .18 | |
VCC 2021-2 M1 V/R 09/25/28 | 92259MAE6 | ASSET BACKED | 319,289.8300 | 245,088.50 | .06 | |
VERALTO CORP 5.5% 09/18/26 | 92338CAB9 | CORPORATE BONDS | 240,000.0000 | 245,371.57 | .06 | |
VERUS 2019-INV2 V/R 07/25/59 | 92537HAC5 | ASSET BACKED | 108,514.2700 | 107,398.91 | .03 | |
VERUS 2020-2 A1 V/R 05/25/60 | 92537UAA0 | ASSET BACKED | 2,231.1900 | 2,221.40 | .00 | |
VERUS 2021-R1 A2 V/R 10/25/63 | 92538BAB9 | ASSET BACKED | 136,162.9700 | 128,664.13 | .03 | |
VERUS 2021-7 A1 V/R 10/25/66 | 92538QAA8 | ASSET BACKED | 483,151.2700 | 433,191.16 | .11 | |
VERUS 2023-1 A1 V/R 12/25/2067 | 92539BAA0 | ASSET BACKED | 458,159.2200 | 460,488.73 | .12 | |
VERUS 2024-2 A1 S/UP 02/25/69 | 92539UAA8 | ASSET BACKED | 1,367,209.8900 | 1,387,426.00 | .36 | |
VERUS 2023-INV2 V/R 08/25/68 | 92540BAA7 | ASSET BACKED | 565,147.9600 | 574,069.50 | .15 | |
VERUS 2024-1 A1 V/R 01/25/28 | 92540EAA1 | ASSET BACKED | 605,470.3800 | 610,771.76 | .16 | |
VICI PROPERTIES 4.25% 12/01/26 | 92564RAA3 | CORPORATE BONDS | 287,000.0000 | 284,208.67 | .07 | |
VSTA 2020-2 A1 V/R 10/25/25 | 92838TAA9 | ASSET BACKED | 71,119.9000 | 66,818.32 | .02 | |
VOLT 2021-NPL8 A V/R 04/25/51 | 92872VAA1 | ASSET BACKED | 306,228.0100 | 304,528.11 | .08 | |
VOLT 2021-NPL3 A V/R 01/25/24 | 92873AAA6 | ASSET BACKED | 136,708.3200 | 136,804.96 | .04 | |
WFRBS 2014-C2 3.752% 09/15/24 | 92890KBA2 | ASSET BACKED | 21,692.0800 | 21,395.33 | .01 | |
WFRBS 2014-C2 3.607% 11/15/47 | 92939KAE8 | ASSET BACKED | 245,580.1400 | 245,015.31 | .06 | |
WFCM 2015-C28 3.54% 04/15/25 | 94989JAZ9 | ASSET BACKED | 320,000.0000 | 316,898.75 | .08 | |
WFCM 2015-NXS2 X V/R 07/15/58 | 94989MAH2 | ASSET BACKED | 4,248,200.5500 | 7,481.93 | .00 | |
WFCM 2015-C30 3.664% 07/15/25 | 94989NBE6 | ASSET BACKED | 236,000.0000 | 233,431.80 | .06 | |
WFCM 2015-LC22 X V/R 09/15/58 | 94989TBC7 | ASSET BACKED | 2,109,796.4900 | 9,587.97 | .00 | |
WFCM 2016-C33 3.426% 02/15/26 | 95000LAZ6 | ASSET BACKED | 325,000.0000 | 319,284.32 | .08 | |
WELLS FARGO & COM V/R 10/30/25 | 95000U2H5 | CORPORATE BONDS | 272,000.0000 | 271,256.62 | .07 | |
WELLS FARGO & COM V/R 04/22/28 | 95000U3M3 | CORPORATE BONDS | 199,000.0000 | 199,857.09 | .05 | |
WFCM 2021-C60 2.042% 07/15/26 | 95003DBB3 | ASSET BACKED | 185,000.0000 | 175,239.05 | .05 | |
WFCM 2021-SAVE A V/R 02/15/23 | 95003LAA8 | ASSET BACKED | 57,264.5600 | 56,835.08 | .01 | |
WLAKE 2023-4A 6.23% 04/15/25 | 96041AAC0 | ASSET BACKED | 238,945.8400 | 240,258.35 | .06 | |
WLAKE 2024-1A 5.62% 03/15/27 | 96043RAB3 | ASSET BACKED | 750,000.0000 | 752,171.25 | .19 | |
WILLIAMS COMPANI 4.8% 11/15/29 | 969457CL2 | CORPORATE BONDS | 131,000.0000 | 132,920.31 | .03 | |
ZIMMER BIOMET H 1.45% 11/22/24 | 98956PAU6 | CORPORATE BONDS | 2,831,000.0000 | 2,815,024.30 | .73 | |
T/L K&N PARENT INC 0% 02/03/27 | KPPEF23 | LOAN | 2,895,217.4000 | 2,880,741.31 | .74 | |
T/L LIONS GATE CAP 0% 03/24/25 | LX171958 | LOAN | 2,351,396.8700 | 2,346,247.31 | .61 | |
T/L NAI ENTERT 0% 05/08/2025 | LX172966 | LOAN | 1,850,213.0700 | 1,845,587.54 | .48 | |
T/L GETTY IMAGES 0% 02/19/2026 | LX178592 | LOAN | 2,426,411.0500 | 2,409,741.61 | .62 | |
T/L FIRST BRANDS G 0% 03/30/27 | LX209837 | LOAN | 256,285.4400 | 253,210.01 | .07 | |
T/L K&N PARENT 0% 08/03/2027 | LX211035 | LOAN | 3,370,623.2400 | 2,662,792.36 | .69 | |
T/L CENGAGE LEARN 0% 03/18/31 | LX227474 | LOAN | 1,439,392.5000 | 1,441,666.74 | .37 | |
PROSOMNUS NEW 8% 12/31/2026 | PSTSR | CORPORATE BONDS | 5,648,632.0000 | 4,250,595.58 | 1.10 | |
NBM US HOLDINGS IN 7% 05/14/26 | U63768AA0 | CORPORATE BONDS | 200,000.0000 | 201,300.00 | .05 | |
GOLD FIELDS OR 6.125% 05/15/29 | BJDQNP3 | CORPORATE BONDS | 200,000.0000 | 209,750.37 | .05 | |
TACORA RESOURCES 13% 11/03/23 | 87356LAC4 | SHORT TERMS | 1,468,461.0000 | 293,692.20 | .08 | |
BACARDI-MARTIN DISC 10/03/24 | 05634EK35 | SHORT TERMS | 3,385,000.0000 | 3,383,530.91 | .87 | |
CONAGRA BRANDS I DISC 10/04/24 | 20600GK47 | SHORT TERMS | 2,968,000.0000 | 2,966,301.12 | .77 | |
MICROCHIP TECH DISC 10/04/24 | 59501QK43 | SHORT TERMS | 2,794,000.0000 | 2,792,421.11 | .72 | |
PENSKE TRK LSG DISC 10/01/24 | 70962AK13 | SHORT TERMS | 2,208,000.0000 | 2,207,693.75 | .57 | |
EUR/USD FWD 20241015 000000010 USD | EUR | 1296268869 | FORWARD | -3,620,000.0000 | -4,031,858.36 | -1.04 |
NOK/USD FWD 20241015 000000010 USD | NOK | 1296268871 | FORWARD | -6,345,000.0000 | -601,266.16 | -.16 |
SEK/USD FWD 20241015 000000010 USD | SEK | 1296268870 | FORWARD | -67,365,000.0000 | -6,637,363.67 | -1.71 |
USD/EUR FWD 20241015 000000010 USD | USD | 1296268869 | FORWARD | 4,001,113.6000 | 4,001,113.60 | 1.03 |
USD/SEK FWD 20241015 000000010 USD | USD | 1296268870 | FORWARD | 6,523,576.3400 | 6,523,576.34 | 1.68 |
USD/NOK FWD 20241015 000000010 USD | USD | 1296268871 | FORWARD | 588,709.0300 | 588,709.03 | .15 |
As of 09/30/2024.
Distributions
Fund Name | Fund Cusip | Distribution Type | Amount per Share | Ex Date | Reinvest Date | Reinvest Price | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.038754 | 10/30/24 | 10/30/24 | 9.34 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.04355 | 9/27/24 | 9/27/24 | 9.41 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.04261 | 8/29/24 | 8/29/24 | 9.37 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.049087 | 7/30/24 | 7/30/24 | $9.37 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.045196 | 6/27/24 | 6/27/24 | $9.35 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.039381 | 5/30/24 | 5/30/24 | $9.35 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.044277 | 4/29/24 | 4/29/24 | $9.31 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.041654 | 3/27/24 | 3/27/24 | $9.35 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.027983 | 2/28/24 | 2/28/24 | $9.29 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0 | 1/30/24 | 1/30/24 | $9.27 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.118168 | 12/28/23 | 12/28/23 | $9.22 | |||||||||||
Destinations Low Duration Fixed Income Fund - Class I | 10964R707 | Dividend | 0.048552 | 11/29/23 | 11/29/23 | $9.22 | |||||||||||
Destinations Low Duration Fixed Income Fund - Class I | 10964R707 | Dividend | 0.040739 | 10/30/23 | 10/30/23 | $9.07 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.043388 | 9/28/23 | 9/28/23 | $9.08 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.045218 | 8/30/23 | 8/30/23 | $9.14 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.049087 | 7/27/23 | 7/27/23 | $9.12 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.046761 | 6/29/23 | 6/29/23 | $9.10 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.042984 | 5/25/23 | 5/25/23 | $9.13 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.050851 | 4/27/23 | 4/27/23 | $9.16 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.046094 | 3/30/23 | 3/30/23 | $9.15 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0 | 2/27/23 | 2/27/23 | $9.17 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0 | 1/30/23 | 1/30/23 | $9.18 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.212592 | 12/29/22 | 12/29/22 | $9.05 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Short-Term Capital Gains | 0.005916 | 12/15/22 | 12/15/22 | $9.25 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.03134 | 11/29/22 | 11/29/22 | $9.19 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.033359 | 10/27/22 | 10/27/22 | $9.22 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.041972 | 9/29/22 | 9/29/22 | $9.21 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.03462 | 8/29/22 | 8/29/22 | $9.30 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.034936 | 7/28/22 | 7/28/22 | $9.33 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.030226 | 6/29/22 | 6/29/22 | $9.37 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.037817 | 5/26/22 | 5/26/22 | $9.47 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.026796 | 4/28/22 | 4/28/22 | $9.56 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.026842 | 3/30/22 | 3/30/22 | $9.65 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.135259 | 12/29/21 | 12/29/21 | $9.69 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Short-Term Capital Gains | 0.008508 | 12/16/21 | 12/16/21 | $9.81 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.028341 | 11/29/21 | 11/29/21 | $9.81 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.028124 | 10/28/21 | 10/28/21 | $9.84 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.037587 | 9/29/21 | 9/29/21 | $9.85 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.02075 | 8/30/21 | 8/30/21 | $9.72 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.021763 | 7/29/21 | 7/29/21 | $9.73 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.025403 | 6/29/21 | 6/29/21 | $9.73 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.019935 | 5/27/21 | 5/27/21 | $9.74 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.026386 | 4/29/21 | 4/29/21 | $9.75 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.025535 | 3/30/21 | 3/30/21 | $9.73 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.012005 | 2/25/21 | 2/25/21 | $9.71 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.057717 | 12/29/20 | 12/29/20 | $9.53 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.025549 | 11/25/20 | 11/25/20 | $9.50 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.025442 | 10/29/20 | 10/29/20 | $9.43 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.032416 | 9/29/20 | 9/29/20 | $9.47 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.029759 | 8/28/20 | 8/28/20 | $9.48 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.026978 | 7/30/20 | 7/30/20 | $9.45 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.032442 | 6/29/20 | 6/29/20 | $9.40 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.030151 | 5/28/20 | 5/28/20 | $9.29 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.034927 | 4/29/20 | 4/29/20 | $9.24 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.03002 | 3/30/20 | 3/30/20 | $9.15 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.032401 | 2/27/20 | 2/27/20 | $9.77 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.010295 | 1/30/20 | 1/30/20 | $9.81 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.043339 | 12/27/19 | 12/27/19 | $9.77 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.028224 | 11/26/19 | 11/26/19 | $9.78 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.026504 | 10/30/19 | 10/30/19 | $9.82 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.02533 | 9/26/19 | 9/26/19 | $9.83 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.029094 | 8/29/19 | 8/29/19 | $9.84 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.028281 | 7/30/19 | 7/30/19 | $9.86 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.032629 | 6/27/19 | 6/27/19 | $9.87 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.030354 | 5/30/19 | 5/30/19 | $9.86 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.029771 | 4/29/19 | 4/29/19 | $9.86 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.026273 | 3/28/19 | 3/28/19 | $9.85 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.02627 | 2/27/19 | 2/27/19 | $9.83 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.014762 | 1/30/19 | 1/30/19 | $9.82 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.039992 | 12/27/18 | 12/27/18 | $9.75 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.027698 | 11/29/18 | 11/29/18 | $9.81 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.027159 | 10/30/18 | 10/30/18 | $9.83 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.017652 | 9/27/18 | 9/27/18 | $9.87 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.03159 | 8/30/18 | 8/30/18 | $9.87 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.027097 | 7/30/18 | 7/30/18 | $9.87 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.032537 | 6/28/18 | 6/28/18 | $9.86 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.02999 | 5/30/18 | 5/30/18 | $9.87 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.028139 | 4/27/18 | 4/27/18 | $9.88 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.027834 | 3/28/18 | 3/28/18 | $9.89 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.026794 | 2/27/18 | 2/27/18 | $9.89 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.026765 | 1/30/18 | 1/30/18 | $9.92 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.029381 | 12/28/17 | 12/28/17 | $9.93 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.028311 | 11/29/17 | 11/29/17 | $9.95 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.024746 | 10/30/17 | 10/30/17 | $9.97 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.02477 | 9/28/17 | 9/28/17 | $9.97 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.02288 | 8/30/17 | 8/30/17 | $9.98 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.019404 | 7/27/17 | 7/27/17 | $9.98 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.029469 | 6/29/17 | 6/29/17 | $9.98 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R707 | Dividend | 0.017697 | 5/30/17 | 5/30/17 | $10.00 |
Fees and expenses
Type | Amount |
---|---|
Management Fees | 0.70% |
Distribution and Service (12b-1) Fees | None |
Other Expenses | 0.29% |
AFFE | 0.01% |
Total Annual Fund Operating Expenses | 1.00% |
Fee waivers and expense reimbursements | (0.06)%* |
Total Annual Fund Operating Expenses Less Fee Waivers and Expense Reimbursements | 0.94% |
The Fund’s adviser, Orion Portfolio Solutions, LLC d.b.a. Brinker Capital Investments (“the Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.444% 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, 2025 and may be amended or terminated only with the consent of the Board of Trustees.
**Annual expenses have been restated based on estimated current expenses as of April 30, 2024 using the Fund’s assets as of April 30, 2024. Consequently, the Fund’s Total Annual Fund Operating Expenses will differ from the numbers shown in the Fund's financial statements (or the “Financial Highlights” section in the prospectus).
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 9/30/2024 | ||||||||||||
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Annualized | ||||||||||||
QTD | YTD | 1 Year | 3 Years | 5 Years | Since Inception | |||||||
Destinations Low Duration Fixed Income Fund |
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ICE BofA US Corporate & Government 1-3 Year 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, Orion Portfolio Solutions, LLC d.b.a. Brinker Capital Investments (“the Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.444% 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, 2025 and may be amended or terminated only with the consent of the Board of Trustees.
**Annual expenses have been restated based on estimated current expenses as of April 30, 2024 using the Fund’s assets as of April 30, 2024. Consequently, the Fund’s Total Annual Fund Operating Expenses will differ from the numbers shown in the Fund's financial statements (or the “Financial Highlights” section in the prospectus).
ICE BofA US Corporate & Government 1-3 Year Index: A subset of the ICE BofA U.S. Corporate & Government Index that tracks the performance of US dollar denominated investment grade debt publicly issued in the US domestic market, including US Treasury, US agency, foreign government, supranational and corporate securities with a remaining term to final maturity less than 3 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 Corporate & Government 1-3 Year Index
- Inception date: 07/16/2018
- Gross expense ratio:
0.84% - Net expense ratio:*
0.80%
Daily NAV | Date: | 11/01/2024 |
NAV: $9.59 NAV change: $0.00 Total assets ($m): $31.6
Management team
- Brian Storey CFA, Deputy CIO of Destinations Portfolios, Brinker Capital Investments
Brian Storey is a senior portfolio manager at Brinker Capital Investments, a brand entity of Orion Advisor Solutions. In this role, he has portfolio management responsibilities for Brinker Capital’s Destinations program. Brian is involved in all aspects of the investment process for these multi-asset class portfolio solutions, including asset allocation, portfolio construction, manager research, and due diligence.
Prior to joining Brinker Capital, Brian was a Senior Portfolio Manager at First Citizens Bank where he oversaw portfolio construction for the globally-diversified investment strategies utilized by the firm’s private wealth and institutional clients. Previously, he served in various leadership and operational roles during his five years as an officer in the U.S. Coast Guard.
Brian graduated from the United States Coast Guard Academy with a Bachelor of Science in management and earned his Master of Business Administration from Duke University’s Fuqua School of Business where he graduated as a Fuqua scholar. Brian is a CFA® charterholder and holds the FINRA Series 65 license. He is a member of the CFA® Institute and the CFA® Society North Carolina.
- Andrew Goins Andrew Goins, CFA, Senior Portfolio Manager
Andrew Goins is a senior portfolio manager at Brinker Capital Investments, a brand entity of Orion Advisor Solutions. In this role, he has portfolio management responsibilities for Brinker Capital’s Destinations program. Andrew is involved in all aspects of the investment process for these multi-asset class portfolio solutions, including asset allocation, portfolio construction, manager research, and due diligence. Andrew first joined Brinker Capital in 2010. He held several roles focusing on manager research and due diligence as well as managing multi-asset class portfolios before moving into a senior portfolio manager role in 2023.
Prior to joining Brinker Capital, Andrew was an investment management analyst at Budros, Ruhlin & Roe, an independent RIA in Columbus, OH. Andrew graduated from The Ohio State University with a Bachelor of Science in Business Administration. Andrew is a CFA® charterholder and holds the FINRA Series 7 license. He is a member of the CFA® Institute and the CFA® Society North Carolina.
Performance
Z Share Fund performance as of 9/30/2024 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized | ||||||||||||
QTD | YTD | 1 Year | 3 Years | 5 Years | Since Inception | |||||||
Destinations Low Duration Fixed Income Fund |
|
|
|
|
|
| ||||||
ICE BofA US Corporate & Government 1-3 Year Index |
|
|
|
|
|
|
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, Orion Portfolio Solutions, LLC d.b.a. Brinker Capital Investments (“the Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.444% 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, 2025 and may be amended or terminated only with the consent of the Board of Trustees.
**Annual expenses have been restated based on estimated current expenses as of April 30, 2024 using the Fund’s assets as of April 30, 2024. Consequently, the Fund’s Total Annual Fund Operating Expenses will differ from the numbers shown in the Fund's financial statements (or the “Financial Highlights” section in the prospectus).
ICE BofA US Corporate & Government 1-3 Year Index: A subset of the ICE BofA U.S. Corporate & Government Index that tracks the performance of US dollar denominated investment grade debt publicly issued in the US domestic market, including US Treasury, US agency, foreign government, supranational and corporate securities with a remaining term to final maturity less than 3 years.
Holdings
Security Description | Ticker Symbol | Security ID | Security Type Description | Quantity | Base Market Value | Percent TNA |
---|---|---|---|---|---|---|
EURO | CASHEUR | CURRENCY | .0100 | .01 | .00 | |
BRITISH POUNDS | CASHGBP | CURRENCY | .0200 | .03 | .00 | |
US DOLLARS | CASHUSD | CURRENCY | 15,110,830.0700 | 15,110,830.07 | 3.90 | |
CARTESIAN GROWTH CORP II- A | RENE | BLDCJ35 | COMMON STOCK | 315,000.0000 | 3,609,900.00 | .93 |
SLAM CORP-A | SLAMF | BMVD711 | COMMON STOCK | 175,000.0000 | 1,949,500.00 | .50 |
LEGATO MERGER CORP III | LEGT | BRBZFX0 | COMMON STOCK | 46,400.0000 | 473,048.00 | .12 |
BERENSON ACQUISITION CORP I | 34KRVP | OTHER EQUITY | 25,927.0000 | .00 | .00 | |
ALPHA PARTNERS TECHNOLOGY CL A | 34MKQ9 | COMMON STOCK | 16,305.0000 | 859.27 | .00 | |
K&N HOLDCO LLC CLASS A COMMON | 34TZG0 | COMMON STOCK | 273,338.0000 | 615,010.50 | .16 | |
GLADSTONE LAND CORP /PFD/ | LANDM | 376549507 | PREFERRED STOCK | 45,017.0000 | 1,102,916.50 | .28 |
ISHARES CORE 1-5 YEAR USD BO | ISTB | 46432F859 | POOLED INVESTMENTS | 1,357,169.0000 | 66,066,986.92 | 17.04 |
LEAFLY HLDGS WT EX 01/17/2027 | 52178J113 | WARRANTS | 43,327.0000 | 1,369.13 | .00 | |
SWK HOLDINGS CORP /PFD/ | SWKHL | 78501P302 | PREFERRED STOCK | 164,056.0000 | 4,175,225.20 | 1.08 |
TRAILBLAZER MERGER CORP I | TBMC | 89278D109 | COMMON STOCK | 103,700.0000 | 1,140,700.00 | .29 |
UPHEALTH INC | UPHL | 91532B200 | COMMON STOCK | 161,689.0000 | 9,701.34 | .00 |
PROSOMNUS SLEEP TECHNOLOGIES | PSTI | COMMON STOCK | 833,981.0000 | 1,004,613.51 | .26 | |
TACORA RES WT EX 05/15/2026 | TCRAWTS | WARRANTS | 26,982,731.0000 | .00 | .00 | |
COMMONWEALTH BANK V/R 09/12/25 | 2027A0KR9 | CORPORATE BONDS | 220,000.0000 | 220,683.22 | .06 | |
INFRABUILD AUST 14.5% 11/15/28 | 45682RAC4 | CORPORATE BONDS | 3,898,000.0000 | 3,939,474.72 | 1.02 | |
CAI 2020-1A A 2.22% 03/27/28 | 12807CAA1 | ASSET BACKED | 330,000.0000 | 307,668.04 | .08 | |
BANCO BTG PACTUA 4.5% 01/10/25 | 05971BAE9 | CORPORATE BONDS | 200,000.0000 | 199,166.14 | .05 | |
PRUMO PARTICIPAC 7.5% 12/31/31 | BK5WLZ2 | CORPORATE BONDS | 148,915.1500 | 149,503.81 | .04 | |
ALGONQUIN PWR & S/UP 06/15/26 | 015857AF2 | CORPORATE BONDS | 63,000.0000 | 63,761.40 | .02 | |
BANK OF NOVA SC 4.75% 02/02/26 | 06417XAN1 | CORPORATE BONDS | 221,000.0000 | 222,458.14 | .06 | |
CANNABIST CO HLD 9.5% 02/03/26 | 13765YAG8 | CORPORATE BONDS | 13,681,000.0000 | 10,260,750.00 | 2.65 | |
MEGLOBAL CANADA UL 5% 05/18/25 | BMFG2R7 | CORPORATE BONDS | 200,000.0000 | 199,749.80 | .05 | |
ACREC 2021-FL1 A V/R 09/16/26 | 00500RAA3 | ASSET BACKED | 144,056.4000 | 143,066.01 | .04 | |
ACREC 2021-FL1 A V/R 09/16/26 | 00500RAC9 | ASSET BACKED | 350,000.0000 | 346,969.21 | .09 | |
ARCLO 2021-FL3 A V/R 07/15/26 | 03880KAA2 | ASSET BACKED | 311,566.3300 | 310,008.50 | .08 | |
ARCLO 2021-FL4 A V/R 08/15/26 | 03880RAA7 | ASSET BACKED | 304,510.6800 | 304,130.04 | .08 | |
ARCLO 2022-FL1 A V/R 12/15/26 | 03880XAA4 | ASSET BACKED | 301,833.7200 | 301,079.14 | .08 | |
AVOLON HOLDING 2.125% 02/21/26 | 05401AAM3 | CORPORATE BONDS | 314,000.0000 | 302,080.77 | .08 | |
BRSP 2021-FL1 A V/R 08/19/38 | 05591XAA9 | ASSET BACKED | 253,440.8400 | 252,190.49 | .07 | |
BSPRT 2021-FL6 A V/R 03/15/36 | 05601HAA2 | ASSET BACKED | 97,820.3400 | 97,422.99 | .03 | |
BSPRT 2021-FL7 A V/R 12/15/38 | 05602CAA2 | ASSET BACKED | 320,934.0200 | 319,730.52 | .08 | |
BRSP 2024-FL2 A V/R 08/19/27 | 05613BAA1 | ASSET BACKED | 277,000.0000 | 277,069.25 | .07 | |
BDS 2021-FL10 A V/R 12/16/36 | 07335YAA4 | ASSET BACKED | 179,713.1800 | 179,207.83 | .05 | |
CQS 2021-1A A V/R 01/20/35 | 12659UAA0 | ASSET BACKED | 500,000.0000 | 500,256.40 | .13 | |
CGMS 2019-4A A11 V/R 04/15/35 | 14317VAQ3 | ASSET BACKED | 1,000,000.0000 | 1,000,535.10 | .26 | |
FSRIA 2021-FL3 A V/R 08/16/26 | 30323CAA8 | ASSET BACKED | 169,979.4400 | 168,970.10 | .04 | |
FPPC 2022-1A A V/R 04/14/35 | 35455DAA5 | ASSET BACKED | 1,000,000.0000 | 1,000,488.10 | .26 | |
GPMT 2021-FL4 A V/R 12/15/36 | 36262TAA1 | ASSET BACKED | 237,098.4300 | 232,334.46 | .06 | |
GPMT 2021-FL3 A V/R 08/16/24 | 36264BAA8 | ASSET BACKED | 147,321.6300 | 145,501.77 | .04 | |
GALXY 2018-27A A V/R 05/16/31 | 36320UAC4 | ASSET BACKED | 240,886.3400 | 241,115.45 | .06 | |
GWOLF 2018-2A A1 V/R 10/20/31 | 39809AAA6 | ASSET BACKED | 792,324.3400 | 793,004.47 | .20 | |
GSTNE 2021-FL3 A V/R 07/15/39 | 39809PAA3 | ASSET BACKED | 477,518.8900 | 475,728.19 | .12 | |
HGI 2021-FL1 A V/R 06/16/36 | 40441LAA4 | ASSET BACKED | 29,727.7000 | 29,579.06 | .01 | |
HLSY 2021-5A A1A V/R 01/30/35 | 406371AA2 | ASSET BACKED | 500,000.0000 | 500,355.05 | .13 | |
JTWN 2021-16A A V/R 07/25/34 | 47048RAC9 | ASSET BACKED | 1,000,000.0000 | 1,000,794.90 | .26 | |
KREF 2021-FL2 A V/R 02/15/39 | 48275RAA5 | ASSET BACKED | 329,332.3400 | 325,318.44 | .08 | |
KREF 2021-FL2 B V/R 02/15/39 | 48275RAE7 | ASSET BACKED | 220,000.0000 | 213,174.46 | .05 | |
LMNT 2021-FL1 A V/R 06/15/39 | 50203JAA6 | ASSET BACKED | 184,811.4100 | 183,540.83 | .05 | |
LNCR 2021-CRE5 A V/R 07/15/36 | 53947XAA0 | ASSET BACKED | 247,968.5500 | 247,271.26 | .06 | |
LNCR 2021-CRE6 A V/R 11/15/38 | 53948HAA4 | ASSET BACKED | 296,842.8800 | 295,173.14 | .08 | |
MF1 2021-FL6 A V/R 06/16/26 | 55283TAA6 | ASSET BACKED | 149,563.2800 | 148,581.85 | .04 | |
MF1 2021-FL7 AS V/R 10/16/36 | 55284AAC2 | ASSET BACKED | 330,000.0000 | 325,462.50 | .08 | |
MF1 2022-FL8 A V/R 02/19/37 | 55284JAA7 | ASSET BACKED | 96,866.3400 | 96,382.01 | .02 | |
MP22 2021-2A A V/R 07/25/34 | 56606GAA2 | ASSET BACKED | 500,000.0000 | 500,243.55 | .13 | |
MP21 2021-3A A1 V/R 10/17/34 | 56606KAA3 | ASSET BACKED | 1,000,000.0000 | 1,000,707.00 | .26 | |
MP8 2015-2A ARR V/R 04/28/34 | 62481WAL1 | ASSET BACKED | 630,000.0000 | 630,002.02 | .16 | |
WOODS 2017-16A A V/R 11/15/30 | 66859WAA0 | ASSET BACKED | 612,380.5200 | 612,995.29 | .16 | |
OCP 2014-5A A1R V/R 04/26/31 | 67102SAL8 | ASSET BACKED | 148,716.5600 | 148,882.39 | .04 | |
OCTR 2014-5A ARR V/R 10/13/31 | 67515EAR7 | ASSET BACKED | 592,105.5300 | 592,774.96 | .15 | |
ROCKT 2024-1A A1 V/R 04/20/37 | 77342BAA8 | ASSET BACKED | 1,000,000.0000 | 1,005,588.90 | .26 | |
STWD 2021-FL2 A V/R 03/18/25 | 78486BAA2 | ASSET BACKED | 157,853.3900 | 155,620.59 | .04 | |
SNDPT 2017-4A A1 V/R 01/21/31 | 83609TAA5 | ASSET BACKED | 232,597.6400 | 232,827.40 | .06 | |
SNDPT 2014-2RA A V/R 10/20/31 | 83613WAA2 | ASSET BACKED | 935,270.6900 | 936,097.19 | .24 | |
STCR 2018-2A A V/R 08/18/31 | 85816LAA6 | ASSET BACKED | 577,801.4700 | 578,606.12 | .15 | |
TRTX 2021-FL4 A V/R 03/15/38 | 87276WAA1 | ASSET BACKED | 101,515.2300 | 100,626.97 | .03 | |
TRTX 2022-FL5 A V/R 02/15/39 | 87277JAA9 | ASSET BACKED | 314,353.1200 | 312,388.41 | .08 | |
VIBR 2018-8A A1A V/R 01/20/31 | 92558FAA7 | ASSET BACKED | 177,935.5000 | 178,055.05 | .05 | |
WWICK 2024-4A A1 V/R 07/20/37 | 93655QAA3 | ASSET BACKED | 1,000,000.0000 | 1,000,750.00 | .26 | |
WELF 2020-2A AR V/R 07/15/34 | 94950AAN0 | ASSET BACKED | 1,000,000.0000 | 1,000,756.20 | .26 | |
WINDR 2017-1A AR V/R 04/18/36 | 97315TAC6 | ASSET BACKED | 2,000,000.0000 | 2,000,023.20 | .52 | |
WINDR 2019-1A AR V/R 07/20/34 | 97316JAC7 | ASSET BACKED | 1,300,000.0000 | 1,300,665.60 | .34 | |
BIOCEANICO SOVERE ZCP 06/05/34 | G11176AA5 | CORPORATE BONDS | 253,471.5400 | 198,358.32 | .05 | |
LIMA METRO LIN 5.875% 07/05/34 | G54897AA4 | CORPORATE BONDS | 252,875.3100 | 256,917.15 | .07 | |
INTEROCEANICA 0% 11/30/25 | P52715AB8 | CORPORATE BONDS | 5,656.0000 | 5,411.15 | .00 | |
CHILE ELEC PEC SP ZCP 01/25/28 | BMH58C9 | CORPORATE BONDS | 296,428.7200 | 243,071.55 | .06 | |
GNL QUINTERO S 4.634% 07/31/29 | P4909LAA8 | CORPORATE BONDS | 117,680.0000 | 117,105.76 | .03 | |
BANCOLOMBIA SA V/R 12/18/29 | 05968LAL6 | CORPORATE BONDS | 200,000.0000 | 197,963.56 | .05 | |
REPUBLIC OF COLO 4.5% 01/28/26 | 195325CX1 | GOVERNMENT BONDS | 400,000.0000 | 395,044.71 | .10 | |
ECOPETROL SA 5.375% 06/26/26 | EC26 | 279158AL3 | CORPORATE BONDS | 208,000.0000 | 207,566.32 | .05 |
EMPRESAS PUBLIC 4.25% 07/18/29 | BKFH1P7 | CORPORATE BONDS | 200,000.0000 | 182,524.60 | .05 | |
BANCO DE BOGOTA 6.25% 05/12/26 | BYYSPR9 | CORPORATE BONDS | 200,000.0000 | 201,069.88 | .05 | |
BBVA COLOMBIA 4.875% 04/21/25 | P1024TAN9 | CORPORATE BONDS | 200,000.0000 | 198,695.14 | .05 | |
OLEODUCTO CENTRAL 4% 07/14/27 | P7358RAD8 | CORPORATE BONDS | 200,000.0000 | 191,491.48 | .05 | |
SECOP GROUP V/R 12/29/26/EUR/ | BLBM551 | CORPORATE BONDS | 659,000.0000 | 740,901.51 | .19 | |
BANCO INDUSTRIAL V/R 01/29/31 | 34D241 | CORPORATE BONDS | 300,000.0000 | 294,036.00 | .08 | |
REPUBLIC OF GUAT 4.5% 05/03/26 | P5015VAF3 | GOVERNMENT BONDS | 400,000.0000 | 393,677.11 | .10 | |
ADANI PORTS AND SP 4% 07/30/27 | BF0MQ91 | CORPORATE BONDS | 200,000.0000 | 191,296.59 | .05 | |
ADANI TRANS STEP-O 4% 08/03/26 | BYP1WK9 | CORPORATE BONDS | 200,000.0000 | 193,974.46 | .05 | |
BHARTI AIRTEL 4.375% 06/10/25 | Y0889VAA8 | CORPORATE BONDS | 200,000.0000 | 199,360.84 | .05 | |
ADANI INTERNATIONA 3% 02/16/31 | Y0R14UAA9 | CORPORATE BONDS | 166,000.0000 | 147,017.98 | .04 | |
JSW HYDRO ENER 4.125% 05/18/31 | Y4S71YAA2 | CORPORATE BONDS | 152,000.0000 | 138,797.97 | .04 | |
PT PERTAMINA (PE 1.4% 02/09/26 | 69370RAK3 | CORPORATE BONDS | 200,000.0000 | 191,244.60 | .05 | |
FREEPORT INDON 4.763% 04/14/27 | 69377FAA4 | CORPORATE BONDS | 200,000.0000 | 200,650.63 | .05 | |
PERUSAHAAN LIS 4.125% 05/15/27 | 71568QAC1 | CORPORATE BONDS | 200,000.0000 | 198,236.78 | .05 | |
PT ADARO INDONE 4.25% 10/31/24 | BKS4906 | CORPORATE BONDS | 250,000.0000 | 249,157.60 | .06 | |
BANK NEGARA IND 3.75% 03/30/26 | BMYBGT3 | CORPORATE BONDS | 200,000.0000 | 194,629.20 | .05 | |
INDO ASAHAN/MIN 4.75% 05/15/25 | Y7140WAE8 | CORPORATE BONDS | 200,000.0000 | 199,517.64 | .05 | |
CARVL 2024-1A A V/R 04/20/37 | 14688HAA0 | ASSET BACKED | 500,000.0000 | 502,840.50 | .13 | |
KTAMA 2023-1A A1 V/R 10/20/36 | 48585JAA8 | ASSET BACKED | 500,000.0000 | 504,249.70 | .13 | |
KTAMA 2024-2A A1 V/R 04/20/37 | 485862AA4 | ASSET BACKED | 1,000,000.0000 | 1,005,245.80 | .26 | |
SNDPT 2024-38A A V/R 02/20/37 | 835937AA1 | ASSET BACKED | 2,000,000.0000 | 2,008,403.00 | .52 | |
JBS USA HOLD/FOOD/ 3% 02/02/29 | 46590XAN6 | CORPORATE BONDS | 100,000.0000 | 93,054.36 | .02 | |
JBS USA HOLD/FOO 2.5% 01/15/27 | 46590XAS5 | CORPORATE BONDS | 100,000.0000 | 95,672.81 | .02 | |
COSAN LUXEMBOURG S 7% 01/20/27 | L20041AD8 | CORPORATE BONDS | 200,000.0000 | 200,586.60 | .05 | |
GUARA NORTE SA 5.198% 06/15/34 | L4R02QAA8 | CORPORATE BONDS | 165,630.0000 | 157,778.49 | .04 | |
MINERVA LUXEMB 5.875% 01/19/28 | L6401PAH6 | CORPORATE BONDS | 200,000.0000 | 199,483.32 | .05 | |
NEXA RESOURCES S 6.5% 01/18/28 | L67359AA4 | CORPORATE BONDS | 200,000.0000 | 206,569.00 | .05 | |
BANCO INBURSA 4.375% 04/11/27 | P13296AM3 | CORPORATE BONDS | 300,000.0000 | 294,523.68 | .08 | |
BANCO NACIONAL CO V/R 08/11/31 | P1451JAA1 | CORPORATE BONDS | 200,000.0000 | 182,473.50 | .05 | |
BANCO SANTANDER M V/R 10/01/28 | P1507SAG2 | CORPORATE BONDS | 200,000.0000 | 210,399.20 | .05 | |
BBVA BANCOMER SA V/R 11/12/29 | P16259AL0 | CORPORATE BONDS | 200,000.0000 | 199,075.84 | .05 | |
BBVA BANCOMER SA V/R 01/18/33 | P16259AM8 | CORPORATE BONDS | 200,000.0000 | 190,257.00 | .05 | |
CEMEX SAB DE CV 5.45% 11/19/29 | P2253TJN0 | CORPORATE BONDS | 200,000.0000 | 202,667.40 | .05 | |
COMISION FEDERA 4.75% 02/23/27 | P29595AB4 | CORPORATE BONDS | 200,000.0000 | 198,284.92 | .05 | |
MEXICO GENERADOR 5.5% 12/06/32 | P66208AA0 | CORPORATE BONDS | 241,936.0000 | 241,644.66 | .06 | |
AZERION GROU V/R 10/02/26/EUR/ | BS298J5 | CORPORATE BONDS | 2,846,000.0000 | 3,215,545.27 | .83 | |
PETROBRAS GLOB 7.375% 01/17/27 | PBR/27 | 71647NAS8 | CORPORATE BONDS | 200,000.0000 | 209,607.80 | .05 |
HMH HOLDING BV 9.875% 11/16/26 | BLDB460 | CORPORATE BONDS | 3,600,000.0000 | 3,717,000.00 | .96 | |
SUZANO INTL FINANC 4% 01/14/25 | BN6M6L3 | CORPORATE BONDS | 250,000.0000 | 248,891.33 | .06 | |
T/L LEALAND FINA 0% 06/30/25 | LX188994 | LOAN | 59,085.8900 | 20,916.41 | .01 | |
T/L LEALAND FINAN 0% 06/30/27 | LX188995 | LOAN | 2,695,935.1100 | 1,381,666.74 | .36 | |
T/L CLEAR CHANNEL 0% 12/31/49 | LX227962 | LOAN | 2,883,000.0000 | 2,861,377.50 | .74 | |
BRASKEM NETHERLAN V/R 01/23/81 | N15516AF9 | CORPORATE BONDS | 200,000.0000 | 200,195.20 | .05 | |
MV24 CAPITAL B 6.748% 06/01/34 | N53766AA4 | CORPORATE BONDS | 157,660.0000 | 154,177.53 | .04 | |
AIDER KONSER V/R 09/05/28/NOK/ | R0R48YAD3 | CORPORATE BONDS | 6,150,000.0000 | 587,073.93 | .15 | |
MULTIBANK INC. 7.75% 02/03/28 | 625454AB9 | CORPORATE BONDS | 200,000.0000 | 210,000.00 | .05 | |
INTERCORP FIN 4.125% 10/19/27 | BF08ZF8 | CORPORATE BONDS | 260,000.0000 | 251,003.35 | .06 | |
GLOBAL BANK CORPO V/R 04/16/29 | P47718AE4 | CORPORATE BONDS | 200,000.0000 | 196,094.00 | .05 | |
BANCO CONTINENT 2.75% 12/10/25 | 059490AB8 | CORPORATE BONDS | 150,000.0000 | 145,377.90 | .04 | |
BANCO CONTINENT 2.75% 12/10/25 | P09110AB6 | CORPORATE BONDS | 150,000.0000 | 145,377.90 | .04 | |
REPUBLIC OF PARA 4.7% 03/27/27 | P75744AE5 | GOVERNMENT BONDS | 300,000.0000 | 299,099.85 | .08 | |
BANCO DE CREDITO V/R 07/01/30 | 05971V2C8 | CORPORATE BONDS | 250,000.0000 | 243,878.90 | .06 | |
BANCO DE CREDITO V/R 09/30/31 | 05971V2D6 | CORPORATE BONDS | 100,000.0000 | 94,840.58 | .02 | |
REPUBLIC OF PE 2.392% 01/23/26 | 715638DE9 | GOVERNMENT BONDS | 50,000.0000 | 48,424.90 | .01 | |
INRETAIL SHOPPI 5.75% 04/03/28 | BFMNPM8 | CORPORATE BONDS | 300,000.0000 | 302,154.90 | .08 | |
BANCO INTERNAC DE V/R 07/08/30 | P13435AD7 | CORPORATE BONDS | 300,000.0000 | 295,118.73 | .08 | |
CIA DE MINAS BUE 5.5% 07/23/26 | P6680PAA9 | CORPORATE BONDS | 200,000.0000 | 197,377.80 | .05 | |
OVERSEA-CHINESE B V/R 09/10/30 | 69033DAD9 | CORPORATE BONDS | 200,000.0000 | 194,205.15 | .05 | |
UNITED OVERSEAS B V/R 10/14/31 | 91127LAE0 | CORPORATE BONDS | 200,000.0000 | 189,505.69 | .05 | |
DBS GROUP HOLDING V/R 03/10/31 | Y20246J57 | CORPORATE BONDS | 200,000.0000 | 192,318.00 | .05 | |
MEDCO OAK TREE 7.375% 05/14/26 | Y59501AA7 | CORPORATE BONDS | 200,000.0000 | 202,876.00 | .05 | |
AI CANDELARIA -S 7.5% 12/15/28 | BGL1H02 | CORPORATE BONDS | 191,666.2200 | 190,135.19 | .05 | |
CONNECT FINCO S 6.75% 10/01/26 | 20752TAA2 | CORPORATE BONDS | 5,004,000.0000 | 5,004,000.00 | 1.29 | |
CONNECT FINCO SARL 9% 09/15/29 | 20752TAB0 | CORPORATE BONDS | 1,066,000.0000 | 1,031,605.60 | .27 | |
NOVEDO HOLDI V/R 09/23/27/SEK/ | BRBV3X4 | CORPORATE BONDS | 10,000,000.0000 | 994,481.12 | .26 | |
CABONLINE GR 14% 03/19/26/SEK/ | W2R513AD5 | CORPORATE BONDS | 15,590,000.0000 | 1,561,908.91 | .40 | |
GO NORTH GRO 15% 02/02/28/SEK/ | W3578FAH0 | CORPORATE BONDS | 1,707,880.0000 | .00 | .00 | |
NOVEDO HOLDI V/R 11/26/24/SEK/ | W6S19YAA4 | CORPORATE BONDS | 5,000,000.0000 | 494,778.97 | .13 | |
STOCKWIK FOR V/R 03/20/26/SEK/ | W8858WAC4 | CORPORATE BONDS | 25,000,000.0000 | 2,480,048.84 | .64 | |
GO NORTH GROUP AB V/R 02/09/26 | W3578FAJ6 | CORPORATE BONDS | 2,308,965.0000 | 1,985,709.90 | .51 | |
IMPALA GROUP 12% 10/30/27/SEK/ | BPCK7V2 | CORPORATE BONDS | 15,097,904.0000 | 996,016.73 | .26 | |
ACHV 2023-3PL 7.35% 08/19/30 | 000876AC6 | ASSET BACKED | 250,000.0000 | 252,856.35 | .07 | |
ACHV 2023-4CP 7.71% 12/25/25 | 00092CAC6 | ASSET BACKED | 550,000.0000 | 557,417.80 | .14 | |
AGCO CORP 5.45% 03/21/27 | 001084AR3 | CORPORATE BONDS | 65,000.0000 | 66,321.34 | .02 | |
ABBVIE INC 2.6% 11/21/24 | 00287YBZ1 | CORPORATE BONDS | 4,688,000.0000 | 4,671,952.23 | 1.20 | |
ACCSS 2007-A A3 V/R 05/25/36 | 00432CDJ7 | ASSET BACKED | 76,488.1700 | 74,922.19 | .02 | |
ACCR 2005-1 M4 V/R 04/25/35 | 004375CW9 | ASSET BACKED | 532,105.5800 | 532,531.90 | .14 | |
AFFRM 2024-A A 5.61% 09/15/26 | 00834BAA5 | ASSET BACKED | 275,000.0000 | 278,588.09 | .07 | |
AFFRM 2023-A 1 6.61% 01/15/25 | 00834JAE0 | ASSET BACKED | 500,000.0000 | 502,095.95 | .13 | |
AFFRM 2023-X1 7.11% 11/15/28 | 00834KAA5 | ASSET BACKED | 131,808.3500 | 132,338.23 | .03 | |
ACAR 2024-3 A 5.76% 11/12/27 | 02490BAA6 | ASSET BACKED | 224,754.3100 | 225,687.51 | .06 | |
ACAR 2024-2 A 5.9% 06/12/25 | 02531BAA7 | ASSET BACKED | 342,164.4700 | 343,228.26 | .09 | |
AMERICAN ELECTRI 5.2% 01/15/29 | 025537AY7 | CORPORATE BONDS | 289,000.0000 | 298,238.42 | .08 | |
AMERICAN NATION 5.75% 10/01/29 | 025676AN7 | CORPORATE BONDS | 56,000.0000 | 56,323.61 | .01 | |
AMERICAN EXPRESS V/R 02/16/28 | 025816DQ9 | CORPORATE BONDS | 265,000.0000 | 266,966.97 | .07 | |
AMGEN INC 5.507% 03/02/26 | 031162DN7 | CORPORATE BONDS | 263,000.0000 | 263,091.96 | .07 | |
AOMT 2020-6 A1 V/R 09/25/24 | 03465AAA7 | ASSET BACKED | 168,795.1500 | 153,781.23 | .04 | |
ELEVANCE HEALTH 5.15% 06/15/29 | 036752AY9 | CORPORATE BONDS | 140,000.0000 | 145,259.78 | .04 | |
ASHPL 2023-1A A 7% 11/20/26 | 03790CAA9 | ASSET BACKED | 169,972.9800 | 171,390.15 | .04 | |
AQFIT 2020-AA A 1.9% 12/17/25 | 038413AA8 | ASSET BACKED | 16,366.5800 | 15,479.60 | .00 | |
AMMST 2021-MF 2.023% 06/15/26 | 03881VAC3 | ASSET BACKED | 183,000.0000 | 173,888.27 | .04 | |
ARROW ELECTRONI 5.15% 08/21/29 | 04273WAF8 | CORPORATE BONDS | 143,000.0000 | 145,223.43 | .04 | |
ATHENE GLOBAL FUN V/R 05/08/26 | 04685A3W9 | CORPORATE BONDS | 350,000.0000 | 349,683.25 | .09 | |
AVNT 2024-REV1 5.92% 04/15/27 | 05352UAA4 | ASSET BACKED | 500,000.0000 | 506,548.65 | .13 | |
AVIATION CAPITA 1.95% 01/30/26 | 05369AAK7 | CORPORATE BONDS | 301,000.0000 | 289,981.93 | .07 | |
BAMLL 2015-20 3.218% 04/14/25 | 05526QAA4 | ASSET BACKED | 100,000.0000 | 98,447.96 | .03 | |
BFLD 2024-VICT A V/R 07/15/26 | 05555VAA7 | ASSET BACKED | 150,000.0000 | 150,000.00 | .04 | |
BPR 2021-TY A V/R 09/15/38 | 05592AAA8 | ASSET BACKED | 208,000.0000 | 206,180.00 | .05 | |
BMO 2024-C9 A 5.477% 04/15/29 | 05593MAA1 | ASSET BACKED | 322,202.8300 | 329,082.09 | .08 | |
BMO 2023-C5 A 5.739% 02/15/28 | 055988AA7 | ASSET BACKED | 190,388.5000 | 193,342.61 | .05 | |
BX 2019-CALM A V/R 11/15/21 | 05608FAA9 | ASSET BACKED | 80,656.2100 | 80,631.00 | .02 | |
BX 2021-VINO A V/R 05/15/23 | 05608KAA8 | ASSET BACKED | 310,008.8200 | 308,265.02 | .08 | |
BX 2021-21M A V/R 10/15/26 | 05609CAA5 | ASSET BACKED | 141,057.1500 | 140,087.38 | .04 | |
BX 2021-XL2 A V/R 10/15/23 | 05609KAA7 | ASSET BACKED | 262,766.0400 | 260,631.07 | .07 | |
BX 2022-LP2 A V/R 02/15/24 | 05610HAA1 | ASSET BACKED | 151,847.1200 | 150,992.98 | .04 | |
BX 2022-MVRK A V/R 03/15/27 | 05610JAA7 | ASSET BACKED | 237,584.2800 | 234,052.38 | .06 | |
BSPRT 2023-FL10 V/R 09/15/27 | 05610VAA0 | ASSET BACKED | 330,000.0000 | 331,339.80 | .09 | |
BLP 2024-IND2 A V/R 03/15/26 | 05625AAA9 | ASSET BACKED | 320,000.0000 | 319,000.00 | .08 | |
BANK 2017-BNK6 X V/R 07/15/60 | 060352AG6 | ASSET BACKED | 1,449,599.4100 | 25,337.26 | .01 | |
BANK 2017-BNK4 X V/R 05/15/50 | 06541FBB4 | ASSET BACKED | 1,236,620.1800 | 33,839.37 | .01 | |
BANK5 2024-5Y 5.188% 05/15/29 | 065923AS3 | ASSET BACKED | 324,690.0000 | 329,870.59 | .09 | |
BBCMS 2024-C2 5.229% 11/15/28 | 07336VAS0 | ASSET BACKED | 269,679.7100 | 272,867.92 | .07 | |
BMARK 2018-B4 XA V/R 06/15/28 | 08161HAG5 | ASSET BACKED | 9,418,012.6300 | 127,473.74 | .03 | |
BMARK 2020-B16 X V/R 01/15/30 | 08161NAG2 | ASSET BACKED | 3,652,652.7400 | 139,759.63 | .04 | |
BMARK 2021-B2 0.725% 05/15/26 | 08163HAA6 | ASSET BACKED | 62,280.6200 | 59,921.00 | .02 | |
BMARK 2024-V8 5.514% 04/15/29 | 08190AAA8 | ASSET BACKED | 319,737.8600 | 326,380.29 | .08 | |
BMO 2024-5C4 6.017% 11/15/28 | 09660SAS9 | ASSET BACKED | 308,861.8500 | 317,750.99 | .08 | |
BOEING CO 4.875% 05/01/25 | 097023CT0 | CORPORATE BONDS | 273,000.0000 | 271,959.36 | .07 | |
BRAVO 2023-NQM5 V/R 06/25/63 | 10569UAA3 | ASSET BACKED | 481,089.0200 | 488,130.00 | .13 | |
BRAVO 2022-RPL1 V/R 09/25/61 | 10569XAA7 | ASSET BACKED | 782,241.8300 | 719,041.85 | .19 | |
BLAST 2024-3 A 5.54% 06/16/25 | 10805NAB1 | ASSET BACKED | 250,000.0000 | 250,585.25 | .06 | |
BRISTOL-MYERS SQU V/R 02/20/26 | 110122EM6 | CORPORATE BONDS | 155,000.0000 | 155,420.39 | .04 | |
BROADCOM INC 3.625% 10/15/24 | 11135FAY7 | CORPORATE BONDS | 2,223,000.0000 | 2,220,922.87 | .57 | |
BROADCOM INC 3.15% 11/15/25 | 11135FBB6 | CORPORATE BONDS | 231,000.0000 | 227,742.06 | .06 | |
BROADCOM INC 4.35% 02/15/30 | 11135FCB5 | CORPORATE BONDS | 91,000.0000 | 90,822.63 | .02 | |
BX 2021-CIP A V/R 12/15/23 | 12434FAA5 | ASSET BACKED | 328,469.0200 | 325,800.21 | .08 | |
CD 2017-CD4 XA V/R 04/10/27 | 12515DAS3 | ASSET BACKED | 1,300,774.6600 | 31,794.97 | .01 | |
CFCRE 2017-C8 XB V/R 05/15/27 | 12532CBF1 | ASSET BACKED | 287,000.0000 | 5,873.74 | .00 | |
CSAIL 2017-C8 XA V/R 06/15/27 | 12595BAF8 | ASSET BACKED | 560,492.5400 | 12,296.59 | .00 | |
CSAIL 2017-CX10 V/R 11/15/27 | 12595JAN4 | ASSET BACKED | 3,484,090.4000 | 65,383.14 | .02 | |
CSAIL 2018-CX12 V/R 08/15/28 | 12595XAV5 | ASSET BACKED | 2,994,480.9200 | 54,562.74 | .01 | |
COLT 2021-RPL1 A V/R 09/25/61 | 12598PAA5 | ASSET BACKED | 618,831.1700 | 563,036.24 | .15 | |
CADENCE DESIGN S 4.3% 09/10/29 | 127387AN8 | CORPORATE BONDS | 164,000.0000 | 164,643.12 | .04 | |
CAMPBELL SOUP CO 5.2% 03/19/27 | 134429BM0 | CORPORATE BONDS | 98,000.0000 | 100,568.07 | .03 | |
CARLISLE COS INC 3.5% 12/01/24 | 142339AG5 | CORPORATE BONDS | 619,000.0000 | 617,320.97 | .16 | |
CRVNA 2024-N1 5.76% 07/10/25 | 14687QAB9 | ASSET BACKED | 371,823.0100 | 372,942.38 | .10 | |
CRVNA 2023-P5 5.77% 09/10/25 | 14687RAB7 | ASSET BACKED | 246,849.1500 | 247,616.46 | .06 | |
CRVNA 2024-P3 4.31% 05/10/29 | 146919AD7 | ASSET BACKED | 300,000.0000 | 299,240.70 | .08 | |
CHEGG INC 0.125% 03/15/25 | 163092AD1 | CORPORATE BONDS | 1,978,000.0000 | 1,893,935.18 | .49 | |
CITZN 2023-2 A 6.09% 04/15/25 | 17295FAB0 | ASSET BACKED | 132,943.5000 | 133,411.59 | .03 | |
CITGO PETROLEUM CO 7% 06/15/25 | 17302XAK2 | CORPORATE BONDS | 2,913,000.0000 | 2,911,154.32 | .75 | |
CGCMT 2015-GC 3.137% 12/10/24 | 17323CAE7 | ASSET BACKED | 131,102.4200 | 130,606.30 | .03 | |
CGCMT 2015-P1 3.717% 07/15/25 | 17324DAU8 | ASSET BACKED | 200,000.0000 | 197,857.08 | .05 | |
CGCMT 2017-P7 3.442% 01/14/27 | 17325HBN3 | ASSET BACKED | 252,125.0900 | 245,635.67 | .06 | |
CITIGROUP INC V/R 09/19/30 | 17327CAT0 | CORPORATE BONDS | 255,000.0000 | 255,295.72 | .07 | |
COLT 2021-1R A1 V/R 05/25/65 | 19688BAA2 | ASSET BACKED | 106,103.8700 | 92,492.95 | .02 | |
COMM 2018-HCLV A V/R 09/15/20 | 20048KAA5 | ASSET BACKED | 227,000.0000 | 210,271.10 | .05 | |
CBSLT 2020-AGS 1.98% 06/25/29 | 20267WAA3 | ASSET BACKED | 128,411.1100 | 113,057.39 | .03 | |
CAS 2024-R01 1M1 V/R 01/25/44 | 20753UAA8 | ASSET BACKED | 828,407.7300 | 828,865.26 | .21 | |
CPS 2024-A A 5.71% 06/16/25 | 22411CAA8 | ASSET BACKED | 145,415.7800 | 145,920.43 | .04 | |
CROSS 2024-H1 A1 V/R 12/25/68 | 22757AAA4 | ASSET BACKED | 871,519.7100 | 880,907.72 | .23 | |
CROSS 2024-H5 A1 V/R 08/26/69 | 22757HAA9 | ASSET BACKED | 780,928.0200 | 788,623.44 | .20 | |
CROWN CASTLE INC 4.9% 09/01/29 | 22822VBF7 | CORPORATE BONDS | 345,000.0000 | 350,672.00 | .09 | |
CROWNROCK LP/CROWN 5% 05/01/29 | 228701AG3 | CORPORATE BONDS | 2,216,000.0000 | 2,242,108.91 | .58 | |
DBJPM 2020-C9 A 1.9% 08/15/25 | 233063AF3 | ASSET BACKED | 285,427.9500 | 271,393.29 | .07 | |
DBJPM 2016-C3 2.89% 07/10/26 | 23312VAF3 | ASSET BACKED | 200,000.0000 | 192,967.78 | .05 | |
COLO 2021-1A A 2.06% 02/25/26 | 23802WAA9 | ASSET BACKED | 500,000.0000 | 476,732.25 | .12 | |
COLO 2023-1A 5.116% 02/25/28 | 23802WAL5 | ASSET BACKED | 500,000.0000 | 495,932.05 | .13 | |
DAFC 2017-AMO A V/R 06/05/27 | 24500EAA2 | ASSET BACKED | 170,000.0000 | 161,166.29 | .04 | |
DELTA AIR LINES 2.9% 10/28/24 | 247361ZU5 | CORPORATE BONDS | 1,018,000.0000 | 1,014,376.63 | .26 | |
DISCOVERY COMMUN 3.9% 11/15/24 | 25470DBC2 | CORPORATE BONDS | 1,310,000.0000 | 1,306,515.83 | .34 | |
DPABS 2017-1A 4.118% 07/25/27 | 25755TAH3 | ASSET BACKED | 470,000.0000 | 461,538.59 | .12 | |
DRIVE 2021-3 C 1.47% 01/15/27 | 262081AE2 | ASSET BACKED | 123,781.1800 | 123,150.63 | .03 | |
ELP 2021-ELP A V/R 11/15/23 | 26863LAA2 | ASSET BACKED | 149,825.6100 | 148,608.28 | .04 | |
BUZZFEED INC 8.5% 12/03/26 | 28250AAA3 | CORPORATE BONDS | 6,811,000.0000 | 6,232,065.00 | 1.61 | |
ENERGY TRANSFER 6.05% 12/01/26 | 29273VAR1 | CORPORATE BONDS | 256,000.0000 | 264,976.13 | .07 | |
CGCMT 2016-P3 3.063% 01/15/26 | 29429CAC9 | ASSET BACKED | 248,000.0000 | 243,511.13 | .06 | |
CGCMT 2016-P3 3.329% 02/15/26 | 29429CAD7 | ASSET BACKED | 400,000.0000 | 390,401.76 | .10 | |
CGCMT 2016-P4 2.902% 07/10/26 | 29429EAD3 | ASSET BACKED | 200,000.0000 | 193,297.16 | .05 | |
EQUIFAX INC 2.6% 12/01/24 | 294429AQ8 | CORPORATE BONDS | 2,471,000.0000 | 2,459,620.92 | .63 | |
EQUIFAX INC 4.8% 09/15/29 | 294429AX3 | CORPORATE BONDS | 131,000.0000 | 132,482.79 | .03 | |
EQUS 2021-EQAZ A V/R 10/15/23 | 29478JAA8 | ASSET BACKED | 208,995.8100 | 207,297.72 | .05 | |
ESSENTIAL UTILIT 4.8% 08/15/27 | 29670GAJ1 | CORPORATE BONDS | 101,000.0000 | 102,348.37 | .03 | |
EXELON CORP 5.15% 03/15/29 | 30161NBM2 | CORPORATE BONDS | 140,000.0000 | 145,051.52 | .04 | |
EART 2023-5A A2 6.2% 10/15/24 | 30168DAB2 | ASSET BACKED | 66,686.2300 | 66,719.53 | .02 | |
EXPEDIA GROUP I 6.25% 05/01/25 | 30212PAS4 | CORPORATE BONDS | 270,000.0000 | 270,691.13 | .07 | |
ESA 2021-ESH A V/R 07/15/26 | 30227FAA8 | ASSET BACKED | 311,862.3700 | 311,472.54 | .08 | |
FSRIA 2021-FL2 A V/R 05/16/38 | 30319YAA6 | ASSET BACKED | 317,512.0200 | 314,733.79 | .08 | |
UMBS P#SD5219 6% 04/01/54 | 3132DSYQ9 | MBS/PASS THRU CERTS | 517,783.4800 | 534,868.21 | .14 | |
FNR 2019-14 FA V/R 04/25/49 | 3136B4FM5 | ASSET BACKED | 1,416,126.6000 | 1,405,040.03 | .36 | |
FNR 2019-43 FD V/R 08/25/49 | 3136B5ZG3 | ASSET BACKED | 213,364.7100 | 210,742.65 | .05 | |
FNA 2020-M49 1A1 V/R 11/25/30 | 3136BCC73 | ASSET BACKED | 1,050,316.7300 | 969,716.47 | .25 | |
FNA 2021-M7 A1 V/R 03/25/31 | 3136BFQY2 | ASSET BACKED | 165,243.8000 | 156,010.22 | .04 | |
FHR 4631 FA V/R 11/15/46 | 3137BSZ55 | ASSET BACKED | 342,756.1600 | 340,039.17 | .09 | |
FHR 4987 BF V/R 06/25/50 | 3137FTQU4 | ASSET BACKED | 1,198,948.5500 | 1,184,980.32 | .31 | |
FHR 4990 FN V/R 05/25/50 | 3137FUY81 | ASSET BACKED | 680,548.1600 | 663,356.63 | .17 | |
UMBS P#FS6084 6% 10/01/53 | 3140XMXN1 | MBS/PASS THRU CERTS | 341,848.9600 | 352,979.39 | .09 | |
UMBS P#MA5112 5% 08/01/43 | 31418EVE7 | MBS/PASS THRU CERTS | 451,945.5700 | 458,059.26 | .12 | |
EFMT 2022-3 A1 V/R 08/25/67 | 31573EAA9 | ASSET BACKED | 1,068,471.4600 | 1,063,335.10 | .27 | |
FFML 2003-FF2 M1 V/R 07/25/33 | 32027NCX7 | ASSET BACKED | 970,632.1200 | 960,743.71 | .25 | |
FISERV INC 4.75% 03/15/30 | 337738BM9 | CORPORATE BONDS | 332,000.0000 | 338,402.85 | .09 | |
FIVE POINT OP CO S/UP 01/15/28 | 33834YAB4 | CORPORATE BONDS | 1,470,955.0000 | 1,505,045.85 | .39 | |
FORD MOTOR COM 4.346% 12/08/26 | 345370CR9 | CORPORATE BONDS | 289,000.0000 | 286,531.02 | .07 | |
FORD MOTOR CRE 4.063% 11/01/24 | 345397ZX4 | CORPORATE BONDS | 2,628,000.0000 | 2,624,991.39 | .68 | |
FREEPORT-MCMOR 4.125% 03/01/28 | 35671DCE3 | CORPORATE BONDS | 250,000.0000 | 248,114.00 | .06 | |
GCAT 2022-NQM4 A V/R 08/25/26 | 36170HAA8 | ASSET BACKED | 819,560.3200 | 815,321.88 | .21 | |
GSMS 2015-GC3 3.506% 09/10/25 | 36250VAD4 | ASSET BACKED | 237,000.0000 | 231,011.86 | .06 | |
GSMS 2016-GS4 XA V/R 11/10/26 | 36251XAT4 | ASSET BACKED | 3,572,492.3600 | 31,688.01 | .01 | |
GSMS 2017-GS6 XA V/R 05/10/27 | 36253PAE2 | ASSET BACKED | 1,657,087.6100 | 33,776.09 | .01 | |
GSMS 2017-GS8 XA V/R 11/10/27 | 36254KAP7 | ASSET BACKED | 3,149,304.2400 | 70,762.35 | .02 | |
GSMS 2021-IP A V/R 10/15/23 | 36262MAA6 | ASSET BACKED | 208,000.0000 | 206,221.41 | .05 | |
GE HEALTHCARE TE 4.8% 08/14/29 | 36266GAA5 | CORPORATE BONDS | 287,000.0000 | 292,410.19 | .08 | |
GE HEALTHCARE T 5.55% 11/15/24 | 36267VAB9 | CORPORATE BONDS | 1,266,000.0000 | 1,266,479.09 | .33 | |
GSMS 2023-SHIP A V/R 09/06/26 | 36270GAA9 | ASSET BACKED | 250,000.0000 | 247,948.03 | .06 | |
GCAR 2023-4A A2 6.4% 03/17/25 | 362929AB7 | ASSET BACKED | 199,656.7400 | 200,400.26 | .05 | |
GANNETT HOLDINGS L 6% 11/01/26 | 36474GAA3 | CORPORATE BONDS | 3,233,000.0000 | 3,238,580.16 | .84 | |
GENERAL MOTORS 5.25% 03/01/26 | 37045XBG0 | CORPORATE BONDS | 278,000.0000 | 279,865.53 | .07 | |
GENERAL MOTORS F 3.5% 11/07/24 | 37045XCD6 | CORPORATE BONDS | 397,000.0000 | 396,364.27 | .10 | |
GENERAL MOTORS F 1.2% 10/15/24 | 37045XDM5 | CORPORATE BONDS | 1,704,000.0000 | 1,701,223.83 | .44 | |
GENUINE PARTS C 4.95% 08/15/29 | 372460AF2 | CORPORATE BONDS | 242,000.0000 | 246,151.48 | .06 | |
GETTY IMAGES IN 9.75% 03/01/27 | 374276AJ2 | CORPORATE BONDS | 2,126,000.0000 | 2,125,152.58 | .55 | |
GLENCORE FUNDING L 4% 04/16/25 | 378272AL2 | CORPORATE BONDS | 60,000.0000 | 59,688.37 | .02 | |
GLENCORE FUNDI 1.625% 09/01/25 | 378272AX6 | CORPORATE BONDS | 212,000.0000 | 206,367.60 | .05 | |
GLENCORE FUNDING V/R 04/04/27 | 378272BW7 | CORPORATE BONDS | 220,000.0000 | 220,962.79 | .06 | |
GSAR 2024-3A A 5.59% 10/15/29 | 37989EAC0 | ASSET BACKED | 500,000.0000 | 507,926.35 | .13 | |
GOLDMAN SACHS BAN V/R 03/18/27 | 38151LAE0 | CORPORATE BONDS | 167,000.0000 | 167,008.35 | .04 | |
GWT 2024-WOLF A V/R 03/15/29 | 39152MAA3 | ASSET BACKED | 320,000.0000 | 319,300.00 | .08 | |
HCA INC 5.375% 02/01/25 | HCA/25C | 404119BR9 | CORPORATE BONDS | 253,000.0000 | 253,080.88 | .07 |
INNOVATE CORP 8.5% 02/01/26 | 404139AJ6 | CORPORATE BONDS | 235,000.0000 | 186,696.76 | .05 | |
HTS 2021-1 A 1.411% 08/23/23 | 40456HAA5 | ASSET BACKED | 2,289,616.6900 | 1,880,227.73 | .48 | |
WELLTOWER OP LLC 4% 06/01/25 | HCN25 | 42217KBF2 | CORPORATE BONDS | 266,000.0000 | 264,417.10 | .07 |
HERTZ 2021-1A 1.56% 12/25/24 | 42806MAB5 | ASSET BACKED | 250,000.0000 | 248,265.18 | .06 | |
HP ENTERPRISE C 4.55% 10/15/29 | 42824CBT5 | CORPORATE BONDS | 282,000.0000 | 281,275.77 | .07 | |
HGVT 2020-AA A 2.74% 02/25/39 | 43285HAA6 | ASSET BACKED | 121,299.4900 | 117,795.71 | .03 | |
HYUNDAI CAPITAL 4.55% 09/26/29 | 44891ADG9 | CORPORATE BONDS | 141,000.0000 | 140,702.75 | .04 | |
ICAHN ENTERPRIS 6.25% 05/15/26 | 451102BT3 | CORPORATE BONDS | 864,000.0000 | 857,260.97 | .22 | |
ICAHN ENTERPRIS 5.25% 05/15/27 | 451102BZ9 | CORPORATE BONDS | 1,927,000.0000 | 1,846,531.37 | .48 | |
ILLUMINA INC 4.65% 09/09/26 | 452327AQ2 | CORPORATE BONDS | 81,000.0000 | 81,504.01 | .02 | |
JPMBB 2015-C32 X V/R 09/15/25 | 46590JAY3 | ASSET BACKED | 759,938.1000 | 3,511.90 | .00 | |
JPMCC 2016-JP 2.821% 07/15/26 | 46590MAR1 | ASSET BACKED | 285,000.0000 | 275,449.62 | .07 | |
JPMORGAN CHASE & 3.9% 07/15/25 | 46625HMN7 | CORPORATE BONDS | 239,000.0000 | 238,095.25 | .06 | |
JPMCC 2014-C20 X V/R 06/15/24 | 46642CBL3 | ASSET BACKED | 483,941.4400 | .00 | .00 | |
JPMBB 2015-C3 3.801% 08/15/25 | 46644YAU4 | ASSET BACKED | 236,132.2300 | 232,903.88 | .06 | |
JPMBB 2016-C1 3.576% 01/15/26 | 46645LAY3 | ASSET BACKED | 200,000.0000 | 196,686.04 | .05 | |
JPMORGAN CHASE & V/R 04/22/28 | 46647PEF9 | CORPORATE BONDS | 233,000.0000 | 233,383.29 | .06 | |
KROGER CO 4.6% 08/15/27 | 501044DS7 | CORPORATE BONDS | 144,000.0000 | 145,238.00 | .04 | |
LCCM 2021-FL3 A V/R 11/15/38 | 50190FAA9 | ASSET BACKED | 230,728.1100 | 228,522.93 | .06 | |
LCCM 2021-FL2 A V/R 12/13/38 | 50202KAA4 | ASSET BACKED | 114,722.3400 | 113,647.64 | .03 | |
LABORATORY CORP 4.35% 04/01/30 | 50540RAZ5 | CORPORATE BONDS | 140,000.0000 | 138,793.54 | .04 | |
LRK 2019-A A1F 2.34% 08/25/21 | 51889RAA7 | ASSET BACKED | 6,393.0500 | 6,301.83 | .00 | |
LMAT 2021-SL1 A V/R 09/25/60 | 52475PAA9 | ASSET BACKED | 39,294.0800 | 39,258.20 | .01 | |
LMAT 2021-GS4 A1 V/R 11/25/60 | 52475WAA4 | ASSET BACKED | 324,312.3800 | 324,261.79 | .08 | |
LDPT 2022-C A 6.56% 07/15/24 | 525919AA4 | ASSET BACKED | 31,881.8000 | 31,890.34 | .01 | |
LBZZ 2024-2A A 5.99% 12/15/26 | 525920AB0 | ASSET BACKED | 500,000.0000 | 506,204.80 | .13 | |
LBZZ 2023-2A A 7.09% 07/15/26 | 52608MAB4 | ASSET BACKED | 325,364.0400 | 332,301.29 | .09 | |
MFRA 2023-NQM3 A V/R 07/25/68 | 55286MAA8 | ASSET BACKED | 556,578.7300 | 564,341.67 | .15 | |
MHC 2021-MHC2 A V/R 05/15/38 | 55293AAA5 | ASSET BACKED | 281,186.8600 | 279,956.67 | .07 | |
MHP 2022-MHIL A V/R 01/15/24 | 55293DAA9 | ASSET BACKED | 190,527.3100 | 188,860.20 | .05 | |
MHC 2021-MHC A V/R 04/15/26 | 55316VAA2 | ASSET BACKED | 285,218.0700 | 283,970.24 | .07 | |
MFT 2024-1A A 5.95% 02/15/26 | 57108VAA0 | ASSET BACKED | 429,723.9700 | 432,291.27 | .11 | |
MARRIOTT INTERNA 4.8% 03/15/30 | 571903BR3 | CORPORATE BONDS | 131,000.0000 | 132,862.02 | .03 | |
MF1 2024-FL15 A V/R 08/18/41 | 58003MAA4 | ASSET BACKED | 250,000.0000 | 250,000.00 | .06 | |
LEAFLY HOLDINGS IN 8% 01/31/25 | 58953MAA4 | CORPORATE BONDS | 8,497,000.0000 | 7,222,450.00 | 1.86 | |
MICROCHIP TECHN 4.25% 09/01/25 | 595017BA1 | CORPORATE BONDS | 102,000.0000 | 101,531.53 | .03 | |
MSC 2024-NSTB A V/R 07/25/32 | 61690BAA0 | ASSET BACKED | 162,000.0000 | 156,356.03 | .04 | |
MSBAM 2015-C23 A V/R 06/15/25 | 61690QAG4 | ASSET BACKED | 253,000.0000 | 249,590.09 | .06 | |
MSC 2016-UB12 XA V/R 11/15/26 | 61691EBB0 | ASSET BACKED | 3,390,766.6000 | 36,084.20 | .01 | |
MSC 2017-H1 XA V/R 05/15/27 | 61691JAW4 | ASSET BACKED | 792,035.3300 | 17,610.03 | .00 | |
MSC 2021-L6 A2 V/R 05/15/31 | 61692CAX6 | ASSET BACKED | 179,665.1900 | 163,594.75 | .04 | |
MORGAN STANLEY 3.875% 01/27/26 | 61746BDZ6 | CORPORATE BONDS | 245,000.0000 | 243,917.48 | .06 | |
MSC 2016-UBS9 3.594% 01/15/26 | 61766CAE9 | ASSET BACKED | 237,000.0000 | 231,766.61 | .06 | |
MSC 2016-UB11 XA V/R 08/15/26 | 61767FBB6 | ASSET BACKED | 1,126,417.7100 | 22,521.37 | .01 | |
MSC 2021-ILP A V/R 11/15/36 | 62479WAA9 | ASSET BACKED | 209,307.8500 | 207,607.22 | .05 | |
NGPL PIPECO LL 4.875% 08/15/27 | 62912XAF1 | CORPORATE BONDS | 138,000.0000 | 138,563.62 | .04 | |
NAVSL 2020-GA 1.17% 02/15/28 | 63941UAA1 | ASSET BACKED | 53,143.3400 | 49,258.96 | .01 | |
NAVSL 2022-A A 2.23% 07/15/70 | 63942MAA8 | ASSET BACKED | 277,388.3000 | 253,290.08 | .07 | |
NRZT 2024-NQM1 A V/R 02/25/28 | 64828DAA5 | ASSET BACKED | 1,600,691.6100 | 1,619,287.80 | .42 | |
NRZT 2019-RPL3 A V/R 07/25/59 | 64830NAA9 | ASSET BACKED | 906,892.3400 | 872,033.21 | .22 | |
NRZT 2020-NQM1 A V/R 02/25/25 | 64830VAB9 | ASSET BACKED | 122,904.7900 | 115,586.99 | .03 | |
NISOURCE INC 5.2% 07/01/29 | 65473PAS4 | CORPORATE BONDS | 219,000.0000 | 226,763.79 | .06 | |
OBX 2023-NQM1 A1 V/R 11/25/62 | 670855AA3 | ASSET BACKED | 762,441.7100 | 767,867.63 | .20 | |
OBX 2022-NQM1 A1 V/R 01/25/26 | 67114VAA1 | ASSET BACKED | 565,765.0300 | 509,277.92 | .13 | |
OPG 2021-PORT A V/R 10/15/23 | 67118AAA3 | ASSET BACKED | 359,722.6000 | 356,125.37 | .09 | |
OBX 2024-NQM7 A1 V/R 03/25/64 | 67119FAA1 | ASSET BACKED | 939,580.2600 | 955,803.62 | .25 | |
OBX 2024-NQM10 A V/R 05/25/64 | 67119MAA6 | ASSET BACKED | 1,434,875.1500 | 1,457,251.74 | .38 | |
OBX 2024-NQM5 A1 V/R 03/25/28 | 67448NAA6 | ASSET BACKED | 899,398.8200 | 911,115.65 | .23 | |
OCCIDENTAL PETRO 5.2% 08/01/29 | 674599EJ0 | CORPORATE BONDS | 121,000.0000 | 123,008.72 | .03 | |
ONEOK INC 4.4% 10/15/29 | 682680CC5 | CORPORATE BONDS | 235,000.0000 | 234,204.90 | .06 | |
ORACLE CORP 5.8% 11/10/25 | 68389XCF0 | CORPORATE BONDS | 261,000.0000 | 265,070.09 | .07 | |
PNC FINANCIAL SER V/R 06/12/26 | 693475BQ7 | CORPORATE BONDS | 138,000.0000 | 138,894.73 | .04 | |
PRPM 2021-4 A1 V/R 04/25/24 | 693583AA4 | ASSET BACKED | 395,583.8800 | 394,976.94 | .10 | |
PACIFIC GAS & EL 2.1% 08/01/27 | 694308JF5 | CORPORATE BONDS | 142,000.0000 | 133,074.86 | .03 | |
PACIFIC GAS & E 4.95% 06/08/25 | 694308KE6 | CORPORATE BONDS | 150,000.0000 | 149,877.11 | .04 | |
PAID 2023-5 A 7.179% 04/15/31 | 69546PAA8 | ASSET BACKED | 52,143.9700 | 52,225.40 | .01 | |
PAID 2022-3 A 6.06% 03/15/30 | 69547MAA4 | ASSET BACKED | 16,597.5200 | 16,601.71 | .00 | |
PAID 2023-3 A 7.6% 12/16/30 | 69548BAA7 | ASSET BACKED | 147,670.0200 | 148,549.69 | .04 | |
PAID 2023-7 A 7.228% 07/15/31 | 69548RAA2 | ASSET BACKED | 115,178.1600 | 115,339.39 | .03 | |
PENSKE TRUCK LEA 4.4% 07/01/27 | 709599BN3 | CORPORATE BONDS | 246,000.0000 | 246,088.48 | .06 | |
PRET 2021-NPL3 A V/R 07/25/24 | 74143EAA0 | ASSET BACKED | 315,583.0700 | 311,956.77 | .08 | |
PMIT 2024-1A A 6.12% 01/15/26 | 74363CAA7 | ASSET BACKED | 442,564.9700 | 443,845.53 | .11 | |
PMIT 2023-1A A 7.06% 06/15/25 | 74390NAA0 | ASSET BACKED | 133,113.6400 | 133,651.57 | .03 | |
QUANTA SERVICES 4.75% 08/09/27 | 74762EAK8 | CORPORATE BONDS | 131,000.0000 | 132,388.15 | .03 | |
RYDER SYSTEM IN 5.25% 06/01/28 | 78355HKW8 | CORPORATE BONDS | 272,000.0000 | 280,719.19 | .07 | |
SREIT 2021-MFP A V/R 11/15/26 | 78472UAA6 | ASSET BACKED | 200,941.2100 | 199,936.50 | .05 | |
SDR 2024-DSNY A V/R 05/15/26 | 811304AA2 | ASSET BACKED | 330,000.0000 | 328,556.25 | .08 | |
SHERWIN-WILLIAM 4.55% 03/01/28 | 824348BS4 | CORPORATE BONDS | 57,000.0000 | 57,756.37 | .01 | |
6297782 LLC 4.911% 09/01/27 | 83007CAA0 | CORPORATE BONDS | 27,000.0000 | 27,206.40 | .01 | |
SIZZLING PLATT/F 8.5% 11/28/25 | 830146AB2 | CORPORATE BONDS | 4,150,000.0000 | 4,168,351.30 | 1.08 | |
SLAM 2024-1A 5.335% 09/15/31 | 83100AAA0 | ASSET BACKED | 350,000.0000 | 349,057.42 | .09 | |
SONOCO PRODUCTS 4.45% 09/01/26 | 835495AQ5 | CORPORATE BONDS | 63,000.0000 | 63,011.24 | .02 | |
SOUTHERN COPPE 3.875% 04/23/25 | 84265VAH8 | CORPORATE BONDS | 100,000.0000 | 99,241.82 | .03 | |
TAKE-TWO INTERA 4.95% 03/28/28 | 874054AK5 | CORPORATE BONDS | 266,000.0000 | 271,362.95 | .07 | |
TAPESTRY INC 7.05% 11/27/25 | 876030AB3 | CORPORATE BONDS | 3,877,000.0000 | 3,953,697.06 | 1.02 | |
THRM 2023-1A A 7.58% 04/15/29 | 88338QAA8 | ASSET BACKED | 142,940.9700 | 144,515.51 | .04 | |
TPC GROUP INC 13% 12/16/27 | 89236YAG9 | CORPORATE BONDS | 4,953,621.0000 | 5,003,157.21 | 1.29 | |
TRUIST FINANCIAL V/R 07/28/26 | 89788MAH5 | CORPORATE BONDS | 266,000.0000 | 264,941.70 | .07 | |
UBSCM 2017-C1 XA V/R 06/15/50 | 90276EAF4 | ASSET BACKED | 792,433.1000 | 23,430.58 | .01 | |
UBER TECHNOLOGIES 8% 11/01/26 | 90353TAC4 | CORPORATE BONDS | 1,764,000.0000 | 1,767,060.40 | .46 | |
UBER TECHNOLOGIE 7.5% 09/15/27 | 90353TAE0 | CORPORATE BONDS | 736,000.0000 | 750,011.23 | .19 | |
US BANCORP V/R 07/23/30 | 91159HJS0 | CORPORATE BONDS | 170,000.0000 | 174,982.96 | .05 | |
US TREAS NTS 0.5% 06/30/27 | 912828ZV5 | GOVERNMENT BONDS | 15,000,000.0000 | 13,800,000.00 | 3.56 | |
US TREAS NTS 0.75% 01/31/28 | 91282CBJ9 | GOVERNMENT BONDS | 19,000,000.0000 | 17,324,140.72 | 4.47 | |
US TREAS NTS 0.75% 05/31/26 | 91282CCF6 | GOVERNMENT BONDS | 1,550,000.0000 | 1,476,314.46 | .38 | |
US TREAS NTS 0.625% 07/31/26 | 91282CCP4 | GOVERNMENT BONDS | 2,450,000.0000 | 2,318,408.20 | .60 | |
US TREAS NTS 0.875% 09/30/26 | 91282CCZ2 | GOVERNMENT BONDS | 800,000.0000 | 757,812.50 | .20 | |
VCAT 2021-NPL4 A V/R 08/26/24 | 91823DAA3 | ASSET BACKED | 72,297.5100 | 71,488.26 | .02 | |
VMC 2022-FL5 A V/R 02/18/39 | 91835BAA3 | ASSET BACKED | 100,783.8000 | 100,051.23 | .03 | |
VOLT 2021-NPL1 A V/R 02/27/51 | 91835MAA9 | ASSET BACKED | 150,470.1300 | 149,378.48 | .04 | |
VDC 2021-1A A 2.165% 10/15/26 | 92212KAD8 | ASSET BACKED | 205,000.0000 | 194,498.20 | .05 | |
VCC 2021-2 A V/R 03/25/28 | 92259MAA4 | ASSET BACKED | 816,968.1900 | 687,694.57 | .18 | |
VCC 2021-2 M1 V/R 09/25/28 | 92259MAE6 | ASSET BACKED | 319,289.8300 | 245,088.50 | .06 | |
VERALTO CORP 5.5% 09/18/26 | 92338CAB9 | CORPORATE BONDS | 240,000.0000 | 245,371.57 | .06 | |
VERUS 2019-INV2 V/R 07/25/59 | 92537HAC5 | ASSET BACKED | 108,514.2700 | 107,398.91 | .03 | |
VERUS 2020-2 A1 V/R 05/25/60 | 92537UAA0 | ASSET BACKED | 2,231.1900 | 2,221.40 | .00 | |
VERUS 2021-R1 A2 V/R 10/25/63 | 92538BAB9 | ASSET BACKED | 136,162.9700 | 128,664.13 | .03 | |
VERUS 2021-7 A1 V/R 10/25/66 | 92538QAA8 | ASSET BACKED | 483,151.2700 | 433,191.16 | .11 | |
VERUS 2023-1 A1 V/R 12/25/2067 | 92539BAA0 | ASSET BACKED | 458,159.2200 | 460,488.73 | .12 | |
VERUS 2024-2 A1 S/UP 02/25/69 | 92539UAA8 | ASSET BACKED | 1,367,209.8900 | 1,387,426.00 | .36 | |
VERUS 2023-INV2 V/R 08/25/68 | 92540BAA7 | ASSET BACKED | 565,147.9600 | 574,069.50 | .15 | |
VERUS 2024-1 A1 V/R 01/25/28 | 92540EAA1 | ASSET BACKED | 605,470.3800 | 610,771.76 | .16 | |
VICI PROPERTIES 4.25% 12/01/26 | 92564RAA3 | CORPORATE BONDS | 287,000.0000 | 284,208.67 | .07 | |
VSTA 2020-2 A1 V/R 10/25/25 | 92838TAA9 | ASSET BACKED | 71,119.9000 | 66,818.32 | .02 | |
VOLT 2021-NPL8 A V/R 04/25/51 | 92872VAA1 | ASSET BACKED | 306,228.0100 | 304,528.11 | .08 | |
VOLT 2021-NPL3 A V/R 01/25/24 | 92873AAA6 | ASSET BACKED | 136,708.3200 | 136,804.96 | .04 | |
WFRBS 2014-C2 3.752% 09/15/24 | 92890KBA2 | ASSET BACKED | 21,692.0800 | 21,395.33 | .01 | |
WFRBS 2014-C2 3.607% 11/15/47 | 92939KAE8 | ASSET BACKED | 245,580.1400 | 245,015.31 | .06 | |
WFCM 2015-C28 3.54% 04/15/25 | 94989JAZ9 | ASSET BACKED | 320,000.0000 | 316,898.75 | .08 | |
WFCM 2015-NXS2 X V/R 07/15/58 | 94989MAH2 | ASSET BACKED | 4,248,200.5500 | 7,481.93 | .00 | |
WFCM 2015-C30 3.664% 07/15/25 | 94989NBE6 | ASSET BACKED | 236,000.0000 | 233,431.80 | .06 | |
WFCM 2015-LC22 X V/R 09/15/58 | 94989TBC7 | ASSET BACKED | 2,109,796.4900 | 9,587.97 | .00 | |
WFCM 2016-C33 3.426% 02/15/26 | 95000LAZ6 | ASSET BACKED | 325,000.0000 | 319,284.32 | .08 | |
WELLS FARGO & COM V/R 10/30/25 | 95000U2H5 | CORPORATE BONDS | 272,000.0000 | 271,256.62 | .07 | |
WELLS FARGO & COM V/R 04/22/28 | 95000U3M3 | CORPORATE BONDS | 199,000.0000 | 199,857.09 | .05 | |
WFCM 2021-C60 2.042% 07/15/26 | 95003DBB3 | ASSET BACKED | 185,000.0000 | 175,239.05 | .05 | |
WFCM 2021-SAVE A V/R 02/15/23 | 95003LAA8 | ASSET BACKED | 57,264.5600 | 56,835.08 | .01 | |
WLAKE 2023-4A 6.23% 04/15/25 | 96041AAC0 | ASSET BACKED | 238,945.8400 | 240,258.35 | .06 | |
WLAKE 2024-1A 5.62% 03/15/27 | 96043RAB3 | ASSET BACKED | 750,000.0000 | 752,171.25 | .19 | |
WILLIAMS COMPANI 4.8% 11/15/29 | 969457CL2 | CORPORATE BONDS | 131,000.0000 | 132,920.31 | .03 | |
ZIMMER BIOMET H 1.45% 11/22/24 | 98956PAU6 | CORPORATE BONDS | 2,831,000.0000 | 2,815,024.30 | .73 | |
T/L K&N PARENT INC 0% 02/03/27 | KPPEF23 | LOAN | 2,895,217.4000 | 2,880,741.31 | .74 | |
T/L LIONS GATE CAP 0% 03/24/25 | LX171958 | LOAN | 2,351,396.8700 | 2,346,247.31 | .61 | |
T/L NAI ENTERT 0% 05/08/2025 | LX172966 | LOAN | 1,850,213.0700 | 1,845,587.54 | .48 | |
T/L GETTY IMAGES 0% 02/19/2026 | LX178592 | LOAN | 2,426,411.0500 | 2,409,741.61 | .62 | |
T/L FIRST BRANDS G 0% 03/30/27 | LX209837 | LOAN | 256,285.4400 | 253,210.01 | .07 | |
T/L K&N PARENT 0% 08/03/2027 | LX211035 | LOAN | 3,370,623.2400 | 2,662,792.36 | .69 | |
T/L CENGAGE LEARN 0% 03/18/31 | LX227474 | LOAN | 1,439,392.5000 | 1,441,666.74 | .37 | |
PROSOMNUS NEW 8% 12/31/2026 | PSTSR | CORPORATE BONDS | 5,648,632.0000 | 4,250,595.58 | 1.10 | |
NBM US HOLDINGS IN 7% 05/14/26 | U63768AA0 | CORPORATE BONDS | 200,000.0000 | 201,300.00 | .05 | |
GOLD FIELDS OR 6.125% 05/15/29 | BJDQNP3 | CORPORATE BONDS | 200,000.0000 | 209,750.37 | .05 | |
TACORA RESOURCES 13% 11/03/23 | 87356LAC4 | SHORT TERMS | 1,468,461.0000 | 293,692.20 | .08 | |
BACARDI-MARTIN DISC 10/03/24 | 05634EK35 | SHORT TERMS | 3,385,000.0000 | 3,383,530.91 | .87 | |
CONAGRA BRANDS I DISC 10/04/24 | 20600GK47 | SHORT TERMS | 2,968,000.0000 | 2,966,301.12 | .77 | |
MICROCHIP TECH DISC 10/04/24 | 59501QK43 | SHORT TERMS | 2,794,000.0000 | 2,792,421.11 | .72 | |
PENSKE TRK LSG DISC 10/01/24 | 70962AK13 | SHORT TERMS | 2,208,000.0000 | 2,207,693.75 | .57 | |
EUR/USD FWD 20241015 000000010 USD | EUR | 1296268869 | FORWARD | -3,620,000.0000 | -4,031,858.36 | -1.04 |
NOK/USD FWD 20241015 000000010 USD | NOK | 1296268871 | FORWARD | -6,345,000.0000 | -601,266.16 | -.16 |
SEK/USD FWD 20241015 000000010 USD | SEK | 1296268870 | FORWARD | -67,365,000.0000 | -6,637,363.67 | -1.71 |
USD/EUR FWD 20241015 000000010 USD | USD | 1296268869 | FORWARD | 4,001,113.6000 | 4,001,113.60 | 1.03 |
USD/SEK FWD 20241015 000000010 USD | USD | 1296268870 | FORWARD | 6,523,576.3400 | 6,523,576.34 | 1.68 |
USD/NOK FWD 20241015 000000010 USD | USD | 1296268871 | FORWARD | 588,709.0300 | 588,709.03 | .15 |
As of 09/30/2024.
Distributions
Fund Name | Fund Cusip | Distribution Type | Amount per Share | Ex Date | Reinvest Date | Reinvest Price | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.03996 | 10/30/24 | 10/30/24 | 9.59 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.044727 | 9/27/24 | 9/27/24 | 9.67 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.043813 | 8/29/24 | 8/29/24 | 9.62 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.050173 | 7/30/24 | 7/30/24 | $9.62 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.046281 | 6/27/24 | 6/27/24 | $9.60 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.041765 | 5/30/24 | 5/30/24 | $9.59 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.045432 | 4/29/24 | 4/29/24 | $9.56 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.02849 | 3/27/24 | 3/27/24 | $9.60 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.029133 | 2/28/24 | 2/28/24 | $9.52 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0 | 1/30/24 | 1/30/24 | $9.50 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.119277 | 12/28/23 | 12/28/23 | $9.44 | |||||||||||
Destinations Low Duration Fixed Income Fund - Class Z | 10964R814 | Dividend | 0.04969 | 11/29/23 | 11/29/23 | $9.44 | |||||||||||
Destinations Low Duration Fixed Income Fund - Class Z | 10964R814 | Dividend | 0.041854 | 10/30/23 | 10/30/23 | $9.29 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.044515 | 9/28/23 | 9/28/23 | $9.30 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.046386 | 8/30/23 | 8/30/23 | $9.35 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.050173 | 7/27/23 | 7/27/23 | $9.34 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.047894 | 6/29/23 | 6/29/23 | $9.31 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.044155 | 5/25/23 | 5/25/23 | $9.34 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.051918 | 4/27/23 | 4/27/23 | $9.38 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.047296 | 3/30/23 | 3/30/23 | $9.36 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0 | 2/27/23 | 2/27/23 | $9.38 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0 | 1/30/23 | 1/30/23 | $9.39 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.213771 | 12/29/22 | 12/29/22 | $9.26 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Short-Term Capital Gains | 0.005916 | 12/15/22 | 12/15/22 | $9.46 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.032546 | 11/29/22 | 11/29/22 | $9.39 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.034461 | 10/27/22 | 10/27/22 | $9.43 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.043109 | 9/29/22 | 9/29/22 | $9.41 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.03582 | 8/29/22 | 8/29/22 | $9.50 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.03613 | 7/28/22 | 7/28/22 | $9.54 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.03139 | 6/29/22 | 6/29/22 | $9.58 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.03899 | 5/26/22 | 5/26/22 | $9.68 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.027986 | 4/28/22 | 4/28/22 | $9.77 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.028074 | 3/30/22 | 3/30/22 | $9.86 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.136498 | 12/29/21 | 12/29/21 | $9.90 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Short-Term Capital Gains | 0.008508 | 12/16/21 | 12/16/21 | $10.02 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.029555 | 11/29/21 | 11/29/21 | $10.02 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.029379 | 10/28/21 | 10/28/21 | $10.05 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.038804 | 9/29/21 | 9/29/21 | $10.06 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.021925 | 8/30/21 | 8/30/21 | $9.93 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.022994 | 7/29/21 | 7/29/21 | $9.94 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.026602 | 6/29/21 | 6/29/21 | $9.94 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.021106 | 5/27/21 | 5/27/21 | $9.94 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.027588 | 4/29/21 | 4/29/21 | $9.95 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.026775 | 3/30/21 | 3/30/21 | $9.93 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.013122 | 2/25/21 | 2/25/21 | $9.91 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.058898 | 12/29/20 | 12/29/20 | $9.73 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.026682 | 11/25/20 | 11/25/20 | $9.69 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.026652 | 10/29/20 | 10/29/20 | $9.62 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.033587 | 9/29/20 | 9/29/20 | $9.67 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.030889 | 8/28/20 | 8/28/20 | $9.67 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.028171 | 7/30/20 | 7/30/20 | $9.64 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.033603 | 6/29/20 | 6/29/20 | $9.59 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.031312 | 5/28/20 | 5/28/20 | $9.48 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.036063 | 4/29/20 | 4/29/20 | $9.42 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.031234 | 3/30/20 | 3/30/20 | $9.33 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.033489 | 2/27/20 | 2/27/20 | $9.96 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.011602 | 1/30/20 | 1/30/20 | $10.00 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.044545 | 12/27/19 | 12/27/19 | $9.97 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.029459 | 11/26/19 | 11/26/19 | $9.97 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.027669 | 10/30/19 | 10/30/19 | $10.01 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.026539 | 9/26/19 | 9/26/19 | $10.03 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.030347 | 8/29/19 | 8/29/19 | $10.03 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.029546 | 7/30/19 | 7/30/19 | $10.05 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.033763 | 6/27/19 | 6/27/19 | $10.06 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.031607 | 5/30/19 | 5/30/19 | $10.05 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.030984 | 4/29/19 | 4/29/19 | $10.05 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.027524 | 3/28/19 | 3/28/19 | $10.03 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.027379 | 2/27/19 | 2/27/19 | $10.02 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.015903 | 1/30/19 | 1/30/19 | $10.01 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.041159 | 12/27/18 | 12/27/18 | $9.94 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.028913 | 11/29/18 | 11/29/18 | $10.00 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.028417 | 10/30/18 | 10/30/18 | $10.02 | |||||||||||
Destinations Low Duration Fixed Income Fund | 10964R814 | Dividend | 0.01846 | 9/27/18 | 9/27/18 | $10.05 |
Fees and expenses
Type | Amount |
---|---|
Management Fees | 0.70% |
Distribution and Service (12b-1) Fees | None |
Other Expenses | 0.14% |
AFFE | 0.01% |
Total Annual Fund Operating Expenses | 0.85% |
Fee waivers and expense reimbursements | (0.06)%* |
Total Annual Fund Operating Expenses Less Fee Waivers and Expense Reimbursements | 0.79% |
The Fund’s adviser, Orion Portfolio Solutions, LLC d.b.a. Brinker Capital Investments (“the Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.444% 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, 2025 and may be amended or terminated only with the consent of the Board of Trustees.
**Annual expenses have been restated based on estimated current expenses as of April 30, 2024 using the Fund’s assets as of April 30, 2024. Consequently, the Fund’s Total Annual Fund Operating Expenses will differ from the numbers shown in the Fund's financial statements (or the “Financial Highlights” section in the prospectus).
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.