0001752724-22-289172.txt : 20221223
0001752724-22-289172.hdr.sgml : 20221223
20221222173345
ACCESSION NUMBER: 0001752724-22-289172
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221223
DATE AS OF CHANGE: 20221222
PERIOD START: 20230430
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AB CORPORATE SHARES
CENTRAL INDEX KEY: 0001274676
IRS NUMBER: 000000000
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21497
FILM NUMBER: 221482907
BUSINESS ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 2129691000
MAIL ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCEBERNSTEIN CORPORATE SHARES
DATE OF NAME CHANGE: 20031230
0001274676
S000029838
AB Taxable Multi-Sector Income Shares
C000091758
AB Taxable Multi-Sector Income Shares
CSHTX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001274676
XXXXXXXX
S000029838
C000091758
AB CORPORATE SHARES
811-21497
0001274676
549300BBBXET1QJ4NU38
ALLIANCEBERNSTEIN LP
1345 AVENUE OF THE AMERICAS
NEW YORK
10105
212-969-1000
AB Taxable Multi-Sector Income Shares
S000029838
549300L735J1X27FRL04
2023-04-30
2022-10-31
N
320911991.92
1813189.42
319098802.50
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
Bloomberg US Aggregate Ex Government
I05128US
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BK6
2000000.00000000
PA
USD
1928300.00000000
0.604295592742
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
4.26900000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: IS1UQM1 CDS USD R F 3.00000 IS1UQM1 CMBX / Short: IS1UQM1 CDS USD P V 01MEVENT IS1UQN2 CMBX
000000000
126002.17000000
OU
Notional Amount
USD
-28528.99000000
-0.00894048795
N/A
DCR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-11565.52000000
USD
126002.17000000
USD
-16963.47000000
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772KNU9
150000.00000000
PA
USD
146198.93000000
0.045816195126
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
0.30900000
N
N
N
N
N
N
State of Hawaii Airports System Revenue
N/A
HAWAII ST ARPTS SYS REVENUE
419794F56
1000000.00000000
PA
USD
912969.30000000
0.286108657521
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
1.39200000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AK6
1250000.00000000
PA
USD
1236050.00000000
0.387356514758
Long
DBT
CORP
US
N
2
2023-05-03
Fixed
2.40000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAL9
1135000.00000000
PA
USD
1090031.30000000
0.341596800570
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.40000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308AT6
1550000.00000000
PA
USD
1523495.00000000
0.477436765059
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.50000000
N
N
N
N
N
N
BELLEMEADE RE LT
254900SCWI9IDKK5LV64
Bellemeade Re 2019-3 Ltd
07877GAB5
79809.64000000
PA
USD
79723.04000000
0.024983810461
Long
ABS-MBS
CORP
BM
N
2
2029-07-25
Floating
5.18600000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
549300OVTYLM7DH6CM14
Kite Realty Group Trust
76131VAA1
1000000.00000000
PA
USD
943660.00000000
0.295726587692
Long
DBT
US
N
2
2025-03-15
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
46639EAJ0
750000.00000000
PA
USD
748168.50000000
0.234462960731
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.35300000
N
N
N
N
N
N
City & County of Denver CO Airport System Revenue
N/A
DENVER CITY & CNTY CO ARPT REVENUE
249182PL4
750000.00000000
PA
USD
691741.28000000
0.216779654007
Long
DBT
MUN
US
N
2
2024-11-15
Fixed
1.11500000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158BB1
1600000.00000000
PA
USD
1451040.00000000
0.454730631588
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.50000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAD8
2500000.00000000
PA
USD
2410800.00000000
0.755502678516
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2021-1
96043FAE3
2000000.00000000
PA
USD
1914727.80000000
0.600042301945
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
0.95000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABM0
2875000.00000000
PA
USD
2710377.50000000
0.849385042740
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAA1
1000000.00000000
PA
USD
950080.00000000
0.297738503735
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.76000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAH2
1500000.00000000
PA
USD
1501320.00000000
0.470487506765
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.12500000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: IS1NBC5 CDS USD R F 3.00000 IS1NBC5 CMBX / Short: IS1NBC5 CDS USD P V 01MEVENT IS1NBD6 CMBX
000000000
22400.36000000
OU
Notional Amount
USD
-5071.82000000
-0.00158941994
N/A
DCR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-2088.07000000
USD
22400.36000000
USD
-2983.75000000
N
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust 2021-1
35105WAJ8
850000.00000000
PA
USD
810553.37000000
0.254013291071
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.02000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGT0
1250000.00000000
PA
USD
1183337.50000000
0.370837336501
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.09300000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DP5
500000.00000000
PA
USD
489880.00000000
0.153519849075
Long
DBT
CORP
US
N
2
2024-04-22
Fixed
3.30000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
1000000.00000000
PA
USD
845620.00000000
0.265002561393
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
OKLAHOMA ST DEV FIN AUTH
6789084C5
1760000.00000000
PA
USD
1636936.05000000
0.512987211852
Long
DBT
MUN
US
N
2
2037-05-01
Fixed
3.87700000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCA6
2600000.00000000
PA
USD
2321488.00000000
0.727513855211
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBH0
1000000.00000000
PA
USD
962550.00000000
0.301646384273
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.07900000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412HLK7
2500000.00000000
PA
USD
2568968.75000000
0.805070006491
Long
DBT
MUN
US
N
2
2024-05-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NEW YORK ST URBAN DEV CORP REVENUE
650036DT0
1400000.00000000
PA
USD
1277607.80000000
0.400380004559
Long
DBT
MUN
US
N
2
2025-03-15
Fixed
0.87000000
N
N
N
N
N
N
DBWF Mortgage Trust
N/A
DBWF 2018-GLKS Mortgage Trust
23307GAA4
1000000.00000000
PA
USD
959928.50000000
0.300824851888
Long
ABS-MBS
CORP
US
N
2
2030-12-19
Floating
4.51000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBQ8
1800000.00000000
PA
USD
1757520.00000000
0.550776118942
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
1.51400000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2021-A
12656NAE1
486242.06000000
PA
USD
478368.20000000
0.149912251707
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
0.83000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
646140DN0
2000000.00000000
PA
USD
1829921.60000000
0.573465517784
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
0.89700000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBP0
2250000.00000000
PA
USD
2216227.50000000
0.694527050128
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.37500000
N
N
N
N
N
N
County of Broward FL Airport System Revenue
N/A
BROWARD CNTY FL ARPT SYS REVENUE
114894ZM3
1000000.00000000
PA
USD
904834.60000000
0.283559384401
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
2.38400000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: IS1N8C4 CDS USD R F 3.00000 IS1N8C4 CMBX / Short: IS1N8C4 CDS USD P V 01MEVENT IS1N8D5 CMBX
000000000
234504.05000000
OU
Notional Amount
USD
-53095.63000000
-0.01663924451
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-21520.53000000
USD
234504.05000000
USD
-31575.10000000
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YAY4
1000000.00000000
PA
USD
992480.00000000
0.311025924329
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.20000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-1
91681NAA2
58629.58000000
PA
USD
58215.49000000
0.018243719357
Long
ABS-O
CORP
US
N
2
2031-03-20
Fixed
0.87000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N1
14687DAC6
520733.88000000
PA
USD
490499.91000000
0.153714118059
Long
ABS-O
CORP
US
N
2
2028-01-10
Fixed
1.30000000
N
N
N
N
N
N
Port of Portland OR Airport Revenue
N/A
PORT OF PORTLAND OR ARPT REVENUE
735240Y49
1200000.00000000
PA
USD
1169304.96000000
0.366439783176
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
1.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FNK6
100000.00000000
PA
USD
100000.00000000
0.031338256118
Long
DBT
MUN
US
N
2
2022-11-01
Fixed
2.23700000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0BK4
35053.99000000
PA
USD
35053.79000000
0.010985246489
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Floating
7.58600000
N
N
N
N
N
N
UPMC
5493001YCBUGKVU74S74
UPMC
90320WAD5
2250000.00000000
PA
USD
2161957.50000000
0.677519778533
Long
DBT
CORP
US
N
2
2025-04-03
Fixed
3.60000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AW3
1300000.00000000
PA
USD
1276587.00000000
0.400060103641
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.70000000
N
N
N
N
N
N
OMNICOM GP/OMNICOM CAP
N/A
Omnicom Group Inc / Omnicom Capital Inc
681919BA3
2000000.00000000
PA
USD
1929720.00000000
0.604740595978
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.65000000
N
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAV8
1002000.00000000
PA
USD
943713.66000000
0.295743403800
Long
DBT
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBJ7
1715000.00000000
PA
USD
1623367.55000000
0.508735080571
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.45000000
N
N
N
N
N
N
Reedy Creek Improvement District
549300DLSKH6SZ96KV94
REEDY CREEK FL IMPT DIST
758449RU8
700000.00000000
PA
USD
685805.89000000
0.214919606287
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
1.54900000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVT3
1000000.00000000
PA
USD
995050.00000000
0.311831317511
Long
DBT
CORP
US
N
2
2023-07-10
Floating
3.17800000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AH2
3000000.00000000
PA
USD
2862960.00000000
0.897201737383
Long
DBT
US
N
2
2026-04-15
Fixed
5.37500000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBE8
500000.00000000
PA
USD
494200.00000000
0.154873661739
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.25000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAQ4
2250000.00000000
PA
USD
2247727.50000000
0.704398600806
Long
DBT
CORP
DK
N
2
2023-09-12
Floating
4.29600000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2021-Z1
00834CAA3
363282.11000000
PA
USD
352121.79000000
0.110348828400
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
1.07000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAN4
2250000.00000000
PA
USD
2114572.50000000
0.662670145871
Long
DBT
CORP
US
N
2
2025-03-03
Fixed
2.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2DUL6 IRS USD R V 00MSOFR IS2DUM7 CCPOIS / Short: BS2DUL6 IRS USD P F 1.47800 IS2DUL6 CCPOIS
000000000
20000000.00000000
OU
Notional Amount
USD
2107014.38000000
0.660301562867
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-03-31
0.00000000
USD
0.00000000
USD
20000000.00000000
USD
2107014.38000000
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AW6
1000000.00000000
PA
USD
963380.00000000
0.301906491798
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.65000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: IS1NCU0 CDS USD R F 3.00000 IS1NCU0 CMBX / Short: IS1NCU0 CDS USD P V 01MEVENT IS1NCV1 CMBX
000000000
12600.21000000
OU
Notional Amount
USD
-2852.90000000
-0.00089404910
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-1185.35000000
USD
12600.21000000
USD
-1667.55000000
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593S60
2000000.00000000
PA
USD
1915116.40000000
0.600164082408
Long
DBT
MUN
US
N
2
2024-01-01
Fixed
1.16800000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YAR2
2500000.00000000
PA
USD
2371625.00000000
0.743225916681
Long
DBT
CORP
US
N
2
2025-08-07
Fixed
3.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C27
779000.00000000
PA
USD
713673.06000000
0.223652691394
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBM5
205325.87000000
PA
USD
213450.25000000
0.066891586031
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Floating
10.33600000
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073EAS4
701000.00000000
PA
USD
689671.84000000
0.216131127599
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.73700000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS1N5S9 CDS USD R F 3.00000 IS1N5S9 CMBX / Short: IS1N5S9 CDS USD P V 01MEVENT IS1N5T0 CMBX
000000000
203703.51000000
OU
Notional Amount
USD
-46121.88000000
-0.01445379288
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-18144.84000000
USD
203703.51000000
USD
-27977.04000000
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAU9
1000000.00000000
PA
USD
908980.00000000
0.284858480470
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAP6
2000000.00000000
PA
USD
1941140.00000000
0.608319424827
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.15000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AW6
613000.00000000
PA
USD
570120.65000000
0.178665869484
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.45000000
N
N
N
N
N
N
LSTAR Commercial Mortgage Trust
N/A
LSTAR Commercial Mortgage Trust 2016-4
50219QAC8
28847.66000000
PA
USD
28642.88000000
0.008976179094
Long
ABS-MBS
CORP
US
N
2
2049-03-10
Fixed
2.57900000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2017-SCH
054966AA4
1000000.00000000
PA
USD
910407.20000000
0.285305740061
Long
ABS-MBS
CORP
US
N
2
2033-11-15
Floating
4.41300000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-2
30166RAE7
1958831.33000000
PA
USD
1914566.83000000
0.599991856754
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
0.74000000
N
N
N
N
N
N
County of Riverside CA
254900CB5HEOBAVTY629
RIVERSIDE CNTY CA PENSN OBLG
76913CAX7
200000.00000000
PA
USD
198567.72000000
0.062227660663
Long
DBT
MUN
US
N
2
2023-02-15
Fixed
2.36300000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BS2
2300000.00000000
PA
USD
2053187.00000000
0.643433000661
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
1.41200000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
1150000.00000000
PA
USD
1070822.50000000
0.335577097629
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.40600000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172BQ1
2000000.00000000
PA
USD
1898460.00000000
0.594944257116
Long
DBT
CORP
US
N
2
2025-08-11
Fixed
3.37500000
N
N
N
N
N
N
VF CORP
CWAJJ9DJ5Z7P057HV541
VF Corp
918204BA5
1670000.00000000
PA
USD
1547088.00000000
0.484830399825
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
2.40000000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Trane Technologies Luxembourg Finance SA
456873AB4
2000000.00000000
PA
USD
1930420.00000000
0.604959963771
Long
DBT
CORP
LU
N
2
2024-11-01
Fixed
3.55000000
N
N
N
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
Ovintiv Exploration Inc
651290AR9
2200000.00000000
PA
USD
2152546.00000000
0.674570378558
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.37500000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2021-B
12656QAC8
1000000.00000000
PA
USD
963357.90000000
0.301899566044
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
1.23000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AF0
1800000.00000000
PA
USD
1736352.00000000
0.544142436886
Long
DBT
CORP
US
N
2
2025-05-20
Fixed
3.45000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BA1
1000000.00000000
PA
USD
953560.00000000
0.298829075048
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
Florida Development Finance Corp
549300HC854CNBLMWC48
FLORIDA ST DEV FIN CORP
340618DE4
1000000.00000000
PA
USD
992042.90000000
0.310888944812
Long
DBT
MUN
US
N
2
2056-12-01
Floating
2.90000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AG3
2000000.00000000
PA
USD
1939700.00000000
0.607868153939
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBH4
2000000.00000000
PA
USD
1915800.00000000
0.600378310727
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.99200000
N
N
N
N
N
N
Florida Municipal Power Agency
549300M3I10QJUPNU131
FLORIDA ST MUNI PWR AGY
342816S22
1000000.00000000
PA
USD
865714.50000000
0.271299827269
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
1.42500000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AN1
3000000.00000000
PA
USD
2896230.00000000
0.907627975194
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769AD8
800000.00000000
PA
USD
783944.00000000
0.245674378549
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.37500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
615000.00000000
PA
USD
612761.40000000
0.192028736930
Long
DBT
CORP
US
N
2
2023-12-20
Fixed
3.00400000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: IS1PZ74 CDS USD R F 3.00000 IS1PZ74 CMBX / Short: IS1PZ74 CDS USD P V 01MEVENT IS1PZ85 CMBX
000000000
41300.70000000
OU
Notional Amount
USD
-9351.17000000
-0.00293049360
N/A
DCR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-5286.26000000
USD
41300.70000000
USD
-4064.91000000
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
2885000.00000000
PA
USD
2743577.30000000
0.859789281095
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SS2IWD7 IRS USD R F 4.12050 IS2IWD7 CCPOIS / Short: SS2IWD7 IRS USD P V 00MSOFR IS2IWE8 CCPOIS
000000000
16000000.00000000
OU
Notional Amount
USD
-97647.17000000
-0.03060092022
N/A
DIR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2025-03-31
0.00000000
USD
0.00000000
USD
16000000.00000000
USD
-97647.17000000
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106LBD0
1630000.00000000
PA
USD
1607538.60000000
0.503774563679
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.40000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NQ0
2000000.00000000
PA
USD
1942760.00000000
0.608827104576
Long
DBT
CORP
US
N
2
2025-05-24
Fixed
4.14000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGN8
2169000.00000000
PA
USD
1642345.11000000
0.514682316929
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584YXM6
385000.00000000
PA
USD
371934.18000000
0.116557685922
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
1.49400000
N
N
N
N
N
N
YMCA OF GREATER NY
N/A
YMCA of Greater New York
98425BAU0
1765000.00000000
PA
USD
1553605.95000000
0.486873011690
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
2.30300000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZF2
2000000.00000000
PA
USD
1969000.00000000
0.617050262982
Long
DBT
CORP
CA
N
2
2024-09-10
Floating
3.27900000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAU0
725000.00000000
PA
USD
714509.25000000
0.223914738758
Long
DBT
CORP
US
N
2
2024-07-23
Fixed
3.79700000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAA0
1000000.00000000
PA
USD
928550.00000000
0.290991377192
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBF5
2000000.00000000
PA
USD
1934440.00000000
0.606219761667
Long
DBT
CORP
JP
N
2
2024-07-10
Fixed
1.24100000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BB1
183000.00000000
PA
USD
176560.23000000
0.055330897081
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CE7
2300000.00000000
PA
USD
2196017.00000000
0.688193431876
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.86800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BHTF4
19298.48000000
PA
USD
19201.28000000
0.006017346304
Long
ABS-MBS
USGSE
US
N
2
2034-12-15
Fixed
5.00000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JZ5
2000000.00000000
PA
USD
1876540.00000000
0.588074911374
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867AW1
1000000.00000000
PA
USD
979520.00000000
0.306964486336
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.50000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109AW1
2000000.00000000
PA
USD
1983700.00000000
0.621656986631
Long
DBT
CORP
CA
N
2
2023-03-15
Fixed
3.00000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AC9
500000.00000000
PA
USD
497650.00000000
0.155954831576
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.87500000
N
N
N
N
N
N
City of Jacksonville FL
549300XQE0JVN9WV0J40
JACKSONVILLE FL SPL REVENUE
469487RN4
1500000.00000000
PA
USD
1438761.90000000
0.450882889164
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
0.59400000
N
N
N
N
N
N
Inland Empire Tobacco Securitization Corp
N/A
INLAND EMPIRE CA TOBACCO SECURITIZATION AUTH TOB SETTLEMENT
45734TAJ3
775000.00000000
PA
USD
714013.93000000
0.223759514108
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.67800000
N
N
N
N
N
N
PINNACLE WEST CAPITAL
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484AH4
2700000.00000000
PA
USD
2406915.00000000
0.754285187265
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.30000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AM6
1000000.00000000
PA
USD
958200.00000000
0.300283170131
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
2.70000000
N
N
N
N
N
N
HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866BF4
1300000.00000000
PA
USD
1173679.00000000
0.367810531034
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.90000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PCW4
250000.00000000
PA
USD
249612.50000000
0.078224204554
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.35000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCM5
1000000.00000000
PA
USD
917220.00000000
0.287440752774
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
2.63600000
N
N
N
N
N
N
California Earthquake Authority
254900P2MGLOUH3QS859
CALIFORNIA ST EARTHQUAKE AUTH
13017HAP1
2000000.00000000
PA
USD
1985983.00000000
0.622372439019
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.60300000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
1000000.00000000
PA
USD
943720.00000000
0.295745390645
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
2.72000000
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAM3
1750000.00000000
PA
USD
1630440.00000000
0.510951463066
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.62500000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: IS1PYB1 CDS USD R F 3.00000 IS1PYB1 CMBX / Short: IS1PYB1 CDS USD P V 01MEVENT IS1PYC2 CMBX
000000000
746212.87000000
OU
Notional Amount
USD
-168955.03000000
-0.05294756002
N/A
DCR
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-106051.86000000
USD
746212.87000000
USD
-62903.17000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
1850000.00000000
PA
USD
1683500.00000000
0.527579541762
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.18800000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAM6
52148.85000000
PA
USD
52238.55000000
0.016370650591
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Floating
6.48600000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XCL6
110313.07000000
PA
USD
113707.76000000
0.035634029055
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Floating
8.88600000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBL5
1655000.00000000
PA
USD
1631565.20000000
0.511304081123
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
1.57100000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CU2
250000.00000000
PA
USD
243195.00000000
0.076213071968
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.85000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AY0
1900000.00000000
PA
USD
1798996.00000000
0.563773974049
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.90000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCA1
500000.00000000
PA
USD
490175.00000000
0.153612296931
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.90000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AW3
1075000.00000000
PA
USD
1030839.00000000
0.323046965994
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.75000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AH6
2250000.00000000
PA
USD
2126925.00000000
0.666541203958
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
2.40000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAK1
1650000.00000000
PA
USD
1618683.00000000
0.507267024294
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.85000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432AR1
2000000.00000000
PA
USD
1917340.00000000
0.600860919871
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH REVENUE
64577B6G4
1440000.00000000
PA
USD
1458102.67000000
0.456943949202
Long
DBT
MUN
US
N
2
2023-09-01
Fixed
5.25000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAC1
200000.00000000
PA
USD
196280.00000000
0.061510729110
Long
DBT
CORP
GB
N
2
2024-08-01
Fixed
4.36300000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494AX1
3000000.00000000
PA
USD
2928360.00000000
0.917696956885
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.95000000
N
N
N
N
N
N
Tobacco Settlement Finance Authority
N/A
TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED
88880LAV5
886993.65000000
PA
USD
816411.13000000
0.255849010903
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
3.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2021-1
14316NAF6
500000.00000000
PA
USD
450104.20000000
0.141054806998
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
0.94000000
N
N
N
N
N
N
Metropolitan Pier & Exposition Authority
254900I3VDCQ58UGBR15
MET PIER & EXPOSITION AUTH IL REVENUE
592250EF7
1000000.00000000
PA
USD
977134.80000000
0.306217006251
Long
DBT
MUN
US
N
2
2024-06-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAD6
126305.84000000
PA
USD
127797.39000000
0.040049473391
Long
ABS-MBS
USGSE
US
N
2
2024-01-25
Floating
7.98600000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BF9
1000000.00000000
PA
USD
947790.00000000
0.297020857669
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
Ohio Turnpike & Infrastructure Commission
N/A
OHIO ST TURNPIKE COMMISSION
67760HMR9
700000.00000000
PA
USD
694312.01000000
0.217585275958
Long
DBT
MUN
US
N
2
2023-02-15
Fixed
1.74600000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAQ4
2500000.00000000
PA
USD
2383550.00000000
0.746963003723
Long
DBT
CORP
BM
N
2
2024-05-01
Fixed
4.12500000
N
N
N
N
N
N
City of Glendale AZ
5493002BC35ZY7XRQ949
GLENDALE AZ COPS
37828AAA7
3000000.00000000
PA
USD
2799629.10000000
0.877354937739
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
0.89700000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TXA6
1000000.00000000
PA
USD
977796.40000000
0.306424340154
Long
DBT
MUN
US
N
2
2049-09-01
Floating
2.36600000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GA
62620HCZ3
385000.00000000
PA
USD
337294.30000000
0.105702151608
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
1.89700000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466LAE4
625000.00000000
PA
USD
621018.75000000
0.194616446421
Long
DBT
CORP
US
N
2
2023-04-11
Fixed
3.25000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAJ9
1751000.00000000
PA
USD
1372924.08000000
0.430250464509
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.05000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BK3
1665000.00000000
PA
USD
1600814.25000000
0.501667269653
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.25000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR4 Trust
46187XAA3
315247.90000000
PA
USD
309855.17000000
0.097103206772
Long
ABS-O
CORP
US
N
2
2038-01-17
Floating
4.51200000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAT7
2100000.00000000
PA
USD
2035131.00000000
0.637774565136
Long
DBT
US
N
2
2024-05-15
Fixed
3.37500000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AT8
3000000.00000000
PA
USD
2928660.00000000
0.917790971653
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
3.80000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST SPL OBLG REVENUE
576004HG3
2000000.00000000
PA
USD
1908081.40000000
0.597959436090
Long
DBT
MUN
US
N
2
2031-07-15
Fixed
4.11000000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073EAM7
1350000.00000000
PA
USD
1292125.50000000
0.404929598568
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0EW5
45726.82000000
PA
USD
46085.12000000
0.014442272938
Long
ABS-MBS
USGSE
US
N
2
2027-10-25
Floating
6.88600000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: IS1ZQ82 CDS USD R F 2.00000 IS1ZQ82 CMBX / Short: IS1ZQ82 CDS USD P V 01MEVENT IS1ZQ93 CMBX
000000000
1453279.71000000
OU
Notional Amount
USD
-159295.61000000
-0.04992046624
N/A
DCR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
CMBX.NA.A.6
137BEOAF1
Y
sell protection
2063-05-11
12916.83000000
USD
0.00000000
USD
1453279.71000000
USD
-172212.44000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJX8
1000000.00000000
PA
USD
989000.00000000
0.309935353016
Long
DBT
CORP
US
N
2
2024-05-28
Floating
3.34200000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBT1
3100000.00000000
PA
USD
2897911.00000000
0.908154771279
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772KQH5
1000000.00000000
PA
USD
959258.70000000
0.300614948249
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
3.29200000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDT0
1500000.00000000
PA
USD
1462740.00000000
0.458397207554
Long
DBT
CORP
US
N
2
2025-04-07
Floating
4.35800000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130ATT31
30000000.00000000
PA
USD
29943660.00000000
9.383820862192
Long
DBT
USGSE
US
N
2
2024-10-03
Fixed
4.50000000
N
N
N
N
N
N
Kansas Development Finance Authority
549300WTL7BL8KBDPR87
KANSAS ST DEV FIN AUTH REVENUE
48542RSF2
1415000.00000000
PA
USD
1383087.51000000
0.433435506233
Long
DBT
MUN
US
N
2
2023-05-01
Fixed
0.40700000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAL9
1000000.00000000
PA
USD
971330.00000000
0.304397883160
Long
DBT
CORP
US
N
2
2024-05-18
Fixed
2.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAQ1
2000000.00000000
PA
USD
1980020.00000000
0.620503738806
Long
DBT
CORP
US
N
2
2024-04-24
Fixed
3.73700000
N
N
N
N
N
N
LYONDELLBASELL IND NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
552081AK7
1140000.00000000
PA
USD
1142952.60000000
0.358181413106
Long
DBT
CORP
NL
N
2
2024-04-15
Fixed
5.75000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CJ6
2210000.00000000
PA
USD
1931053.80000000
0.605158585639
Long
DBT
CORP
GB
N
2
2026-04-18
Fixed
1.64500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CG3
1400000.00000000
PA
USD
1371510.00000000
0.429807316497
Long
DBT
CORP
US
N
2
2024-02-09
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137APFR6
63651.78000000
PA
USD
61237.49000000
0.019190761457
Long
ABS-MBS
USGSE
US
N
2
2027-01-15
Fixed
1.75000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709224W54
760000.00000000
PA
USD
705196.48000000
0.220996279044
Long
DBT
MUN
US
N
2
2025-12-01
Fixed
2.55600000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CV7
1000000.00000000
PA
USD
949730.00000000
0.297628819838
Long
DBT
US
N
2
2025-09-01
Fixed
3.50000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
646140DM2
1000000.00000000
PA
USD
950564.90000000
0.297890462938
Long
DBT
MUN
US
N
2
2024-01-01
Fixed
0.63800000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
38122ND74
360000.00000000
PA
USD
352530.32000000
0.110476854578
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
1.85000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FNL4
1050000.00000000
PA
USD
1022498.30000000
0.320433136066
Long
DBT
MUN
US
N
2
2023-11-01
Fixed
2.39600000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABU8
1402000.00000000
PA
USD
1265935.90000000
0.396722234643
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACLN
N/A
JPMorgan Chase Bank NA - CACLN
46591HBR0
820082.52000000
PA
USD
790316.23000000
0.247671324307
Long
ABS-O
CORP
US
N
2
2028-09-25
Fixed
0.87500000
N
N
N
N
N
N
E.I. DU PONT DE NEMOURS
GLU7INWNWH88J9XBXD45
EI du Pont de Nemours and Co
263534CN7
1265000.00000000
PA
USD
1158727.35000000
0.363124944663
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.70000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAH8
1000000.00000000
PA
USD
954375.00000000
0.299084481835
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
3.87500000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AX1
1350000.00000000
PA
USD
1285591.50000000
0.402881956913
Long
DBT
CORP
NL
N
2
2027-04-01
Floating
4.06100000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AU4
1000000.00000000
PA
USD
952410.00000000
0.298468685102
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50000000
N
N
N
N
N
N
Antonio B Won Pat International Airport Authority
N/A
GUAM INTERNATIONAL ARPT AUTH
40064REC9
740000.00000000
PA
USD
675990.96000000
0.211843778385
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
2.49900000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2DUN8 IRS USD R F 1.03100 IS2DUN8 CCPOIS / Short: SS2DUN8 IRS USD P V 00MSOFR IS2DUO9 CCPOIS
000000000
44000000.00000000
OU
Notional Amount
USD
-2043401.24000000
-0.64036631412
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-01-31
0.00000000
USD
0.00000000
USD
44000000.00000000
USD
-2043401.24000000
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2R7
1000000.00000000
PA
USD
988500.00000000
0.309778661735
Long
DBT
CORP
US
N
2
2024-09-13
Floating
3.20800000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BZ6
3025000.00000000
PA
USD
2976327.75000000
0.932729213234
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAF9
1000000.00000000
PA
USD
915760.00000000
0.286983214235
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
2.30000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AG5
1000000.00000000
PA
USD
965750.00000000
0.302649208468
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.12500000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BV1
1665000.00000000
PA
USD
1633714.65000000
0.511977681270
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
1.14100000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEU4
1000000.00000000
PA
USD
960600.00000000
0.301035288278
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
3.37500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCR5
1500000.00000000
PA
USD
1486680.00000000
0.465899586069
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
5.10000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAK0
2000000.00000000
PA
USD
1953320.00000000
0.612136424422
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
788000.00000000
PA
USD
631957.09000000
0.198044331426
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AW6
875000.00000000
PA
USD
869548.75000000
0.272501414354
Long
DBT
CORP
US
N
2
2023-02-22
Fixed
2.40000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAA6
2200000.00000000
PA
USD
2142294.00000000
0.671357580541
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.45000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772KNV7
1000000.00000000
PA
USD
933897.20000000
0.292667096423
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
0.50800000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QRG7
1625000.00000000
PA
USD
1575235.03000000
0.493651188177
Long
DBT
MUN
US
N
2
2023-08-01
Fixed
0.59000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
640000.00000000
PA
USD
626003.20000000
0.196178486128
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.87500000
N
N
N
N
N
N
ENTERPRISE COMMUNITY
549300L4U1958WIM9C65
Enterprise Community Loan Fund Inc
29375EAB1
1180000.00000000
PA
USD
1161792.60000000
0.364085540559
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.68500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBQ7
1500000.00000000
PA
USD
1405485.00000000
0.440454489013
Long
DBT
CORP
GB
N
2
2024-12-10
Fixed
1.00700000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHR3
500000.00000000
PA
USD
482035.00000000
0.151061362883
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.45800000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAB9
1000000.00000000
PA
USD
995390.00000000
0.311937867582
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.25000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAF3
2400000.00000000
PA
USD
2256384.00000000
0.707111396947
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.80000000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AG8
2275000.00000000
PA
USD
2007187.00000000
0.629017402846
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.82700000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCG9
1300000.00000000
PA
USD
1269710.00000000
0.397904971768
Long
DBT
CORP
US
N
2
2025-06-01
Floating
3.38800000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642AS2
1500000.00000000
PA
USD
1491450.00000000
0.467394420886
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
2.75000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAQ5
1500000.00000000
PA
USD
1424790.00000000
0.446504339357
Long
DBT
CORP
KY
N
2
2024-11-28
Fixed
3.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFE6
37500000.00000000
PA
USD
36199218.75000000
11.34420388493
Long
DBT
UST
US
N
2
2025-08-15
Fixed
3.12500000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3A0
2000000.00000000
PA
USD
1982340.00000000
0.621230786348
Long
DBT
CORP
US
N
2
2024-01-03
Fixed
0.42300000
N
N
N
N
N
N
City of Houston TX Airport System Revenue
N/A
HOUSTON TX ARPT SYS REVENUE
442349EL6
1000000.00000000
PA
USD
939535.90000000
0.294434166671
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
1.27200000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BS7
1300000.00000000
PA
USD
1293838.00000000
0.405466266204
Long
DBT
CORP
US
N
2
2023-02-27
Fixed
3.40000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: IS1NQY2 CDS USD R F 3.00000 IS1NQY2 CMBX / Short: IS1NQY2 CDS USD P V 01MEVENT IS1NQZ3 CMBX
000000000
156802.70000000
OU
Notional Amount
USD
-35502.75000000
-0.01112594272
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-14769.19000000
USD
156802.70000000
USD
-20733.56000000
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AR3
2000000.00000000
PA
USD
1900120.00000000
0.595464472167
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBH7
1000000.00000000
PA
USD
951740.00000000
0.298258718786
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93200000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QZX1
380000.00000000
PA
USD
342035.99000000
0.107188114565
Long
DBT
MUN
US
N
2
2025-08-01
Fixed
0.98200000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MR9
1000000.00000000
PA
USD
978040.00000000
0.306500680145
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.67800000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AXR3
2000000.00000000
PA
USD
2022973.20000000
0.633964522634
Long
DBT
MUN
US
N
2
2048-11-15
Floating
5.00000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBC7
300000.00000000
PA
USD
296370.00000000
0.092877189659
Long
DBT
CORP
US
N
2
2023-07-03
Fixed
3.87500000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BM6
3000000.00000000
PA
USD
2978550.00000000
0.933425627631
Long
DBT
CORP
US
N
2
2024-03-18
Floating
3.48900000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
2250000.00000000
PA
USD
2152125.00000000
0.674438444500
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
State Board of Administration Finance Corp
549300S34SOJ0RULXM35
FLORIDA ST BRD OF ADMIN FIN CORP REVENUE
341271AD6
1010000.00000000
PA
USD
908931.72000000
0.284843350360
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
1.25800000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-1
23344GAE1
500000.00000000
PA
USD
477264.35000000
0.149566324367
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.84000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XCB8
189033.71000000
PA
USD
195314.15000000
0.061208048563
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Floating
9.58600000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829AZ0
2500000.00000000
PA
USD
2390325.00000000
0.749086170575
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.75000000
N
N
N
N
N
N
2022-11-25
AB CORPORATE SHARES
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer