0001752724-24-142908.txt : 20240625
0001752724-24-142908.hdr.sgml : 20240625
20240625095755
ACCESSION NUMBER: 0001752724-24-142908
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240625
DATE AS OF CHANGE: 20240625
PERIOD START: 20240430
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AB CORPORATE SHARES
CENTRAL INDEX KEY: 0001274676
ORGANIZATION NAME:
IRS NUMBER: 000000000
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21497
FILM NUMBER: 241066621
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
2024-04-30
2024-04-30
N
403848320.69
2725833.65
401122487.04
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1165999.18000000
0.00000000
0.00000000
709026.62000000
USD
N
Bloomberg US Aggregate Ex Government
I05128US
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBS7
3200000.00000000
PA
USD
2929344.00000000
0.730286656730
Long
DBT
CORP
JP
N
2
2027-07-09
Fixed
1.55400000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBJ8
1000000.00000000
PA
USD
860420.00000000
0.214503057744
Long
DBT
US
N
2
2028-01-31
Fixed
1.50000000
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
80573.08000000
OU
Notional Amount
USD
-10208.62000000
-0.00254501313
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
-7120.86000000
USD
80573.08000000
USD
-3087.76000000
N
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust 2023-1
35105NAB5
1081284.38000000
PA
USD
1080177.47000000
0.269288684853
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
5.43000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990F6X7
1000000.00000000
PA
USD
996289.90000000
0.248375479358
Long
DBT
MUN
US
N
2
2025-03-15
Fixed
5.11300000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BC6
1000000.00000000
PA
USD
943980.00000000
0.235334599903
Long
DBT
CORP
US
N
2
2027-06-02
Fixed
3.55000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AV5
2000000.00000000
PA
USD
1937400.00000000
0.482994612019
Long
DBT
CORP
US
N
2
2025-03-11
Fixed
1.90000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
1000000.00000000
PA
USD
959570.00000000
0.239221193277
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.55900000
N
N
N
N
N
N
State of Hawaii Airports System Revenue
N/A
HAWAII ST ARPTS SYS REVENUE
419794F56
1000000.00000000
PA
USD
955371.00000000
0.238174380860
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
1.39200000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAL9
1135000.00000000
PA
USD
1113389.60000000
0.277568482439
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.40000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KQ9
1000000.00000000
PA
USD
988590.00000000
0.246455891140
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.55000000
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2023-A
98163UAB6
1598534.45000000
PA
USD
1600080.55000000
0.398900735236
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
5.92000000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
549300OVTYLM7DH6CM14
Kite Realty Group Trust
76131VAA1
1000000.00000000
PA
USD
979690.00000000
0.244237117502
Long
DBT
US
N
2
2025-03-15
Fixed
4.00000000
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
732899.55000000
0.182712157428
Long
DBT
MUN
US
N
2
2024-11-15
Fixed
1.11500000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAR0
2750000.00000000
PA
USD
2616872.50000000
0.652387384040
Long
DBT
CORP
JP
N
2
2025-07-16
Fixed
1.85100000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAD8
2500000.00000000
PA
USD
2448800.00000000
0.610486841081
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
179677.56000000
PA
USD
179315.49000000
0.044703424962
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
0.95000000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
DETROIT MI
2510936D7
1245000.00000000
PA
USD
1255465.22000000
0.312987992586
Long
DBT
MUN
US
N
2
2028-05-01
Fixed
6.84400000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAB9
1100000.00000000
PA
USD
1096557.00000000
0.273372108378
Long
DBT
CORP
FR
N
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABM0
2875000.00000000
PA
USD
2834261.25000000
0.706582488285
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBY1
2000000.00000000
PA
USD
1810680.00000000
0.451403264215
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.20000000
N
N
N
N
N
N
HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866AX6
1400000.00000000
PA
USD
1311926.00000000
0.327063688122
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.30000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAA1
1000000.00000000
PA
USD
986060.00000000
0.245825161106
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.76000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AV7L0
16000000.00000000
PA
USD
15955200.00000000
3.977637882567
Long
DBT
USGSE
US
N
2
2025-02-28
Fixed
5.00000000
N
N
N
N
N
N
U.S. Bank National Association
N/A
US Bank NA
90357PAV6
814729.42000000
PA
USD
817186.48000000
0.203724923534
Long
ABS-O
CORP
US
N
2
2032-08-25
Fixed
6.78900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJT9
15000000.00000000
PA
USD
14650781.25000000
3.652445754939
Long
DBT
UST
US
N
2
2027-01-15
Fixed
4.00000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAH2
1301000.00000000
PA
USD
1301676.52000000
0.324508488568
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.12500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754QAA6
1705922.28000000
PA
USD
1747313.41000000
0.435605947423
Long
ABS-MBS
USGSE
US
N
2
2043-05-25
Floating
7.63000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753BAA0
1029116.99000000
PA
USD
1036228.50000000
0.258332188665
Long
ABS-MBS
USGSE
US
N
2
2043-09-25
Floating
7.28000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAP0
3000000.00000000
PA
USD
2811780.00000000
0.700977903470
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
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
14324.11000000
OU
Notional Amount
USD
-1814.87000000
-0.00045244783
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
-1285.61000000
USD
14324.11000000
USD
-529.26000000
N
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust 2021-1
35105WAJ8
2780.59000000
PA
USD
2775.58000000
0.000691953228
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.02000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes Series 2023-A
80290CBU7
342984.77000000
PA
USD
343658.74000000
0.085674264371
Long
ABS-O
CORP
US
N
2
2033-06-15
Fixed
6.49300000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGT0
1250000.00000000
PA
USD
1235325.00000000
0.307967027507
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.09300000
N
N
N
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
OKLAHOMA ST DEV FIN AUTH
6789084C5
1552446.40000000
PA
USD
1463530.19000000
0.364858674665
Long
DBT
MUN
US
N
2
2037-05-01
Fixed
3.87700000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452153GQ6
1000000.00000000
PA
USD
995887.00000000
0.248275036223
Long
DBT
MUN
US
N
2
2025-05-01
Fixed
5.25400000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCA6
2600000.00000000
PA
USD
2474914.00000000
0.616997071957
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
996370.00000000
0.248395448321
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.07900000
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
1345932.14000000
0.335541432725
Long
DBT
MUN
US
N
2
2025-03-15
Fixed
0.87000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
646140DN0
2000000.00000000
PA
USD
1940654.20000000
0.483805885409
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
0.89700000
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
935719.30000000
0.233275204016
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
149955.42000000
OU
Notional Amount
USD
-18999.36000000
-0.00473654821
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-13250.11000000
USD
149955.42000000
USD
-5749.25000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBK1
2500000.00000000
PA
USD
2410725.00000000
0.600994728016
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.08300000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEK5
2000000.00000000
PA
USD
1787700.00000000
0.445674340820
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
2.25000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CB4
3000000.00000000
PA
USD
2841450.00000000
0.708374646599
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N1
14687DAC6
265525.22000000
PA
USD
251931.71000000
0.062806678293
Long
ABS-O
CORP
US
N
2
2028-01-10
Fixed
1.30000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754EAA3
785114.52000000
PA
USD
789465.00000000
0.196813947237
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Floating
7.03000000
N
N
N
N
N
N
UPMC
5493001YCBUGKVU74S74
UPMC
90320WAD5
2250000.00000000
PA
USD
2207722.50000000
0.550386121778
Long
DBT
CORP
US
N
2
2025-04-03
Fixed
3.60000000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AA9
2220000.00000000
PA
USD
2030334.30000000
0.506163171001
Long
DBT
CORP
US
N
2
2026-10-25
Fixed
1.75000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAS3
2000000.00000000
PA
USD
2074020.00000000
0.517054033870
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.41300000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AWER7
1600000.00000000
PA
USD
1587616.00000000
0.395793317825
Long
DBT
USGSE
US
N
2
2025-06-06
Fixed
4.62500000
N
N
N
N
N
N
Dext ABS
N/A
Dext ABS 2023-1 LLC
25216BAB8
2063189.51000000
PA
USD
2044752.44000000
0.509757619197
Long
ABS-O
CORP
US
N
2
2032-03-15
Fixed
5.99000000
N
N
N
N
N
N
OMNICOM GP/OMNICOM CAP
N/A
Omnicom Group Inc / Omnicom Capital Inc
681919BA3
2000000.00000000
PA
USD
1978380.00000000
0.493210942771
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.65000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P3
14688GAB0
527078.70000000
PA
USD
527558.18000000
0.131520469942
Long
ABS-O
CORP
US
N
2
2026-11-10
Fixed
6.09000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBM2
2000000.00000000
PA
USD
1943100.00000000
0.484415624349
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.65000000
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
2961480.00000000
0.738298174668
Long
DBT
US
N
2
2026-04-15
Fixed
5.37500000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2023-2
91683VAA2
1725402.43000000
PA
USD
1725834.30000000
0.430251196519
Long
ABS-O
CORP
US
N
2
2033-06-20
Fixed
6.77000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2021-Z1
00834CAA3
18190.86000000
PA
USD
18096.69000000
0.004511512215
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
2187630.00000000
0.545377053314
Long
DBT
CORP
US
N
2
2025-03-03
Fixed
2.00000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TFT7
2000000.00000000
PA
USD
1868600.00000000
0.465842743893
Long
DBT
CORP
US
N
2
2029-01-08
Fixed
3.65000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS2UFK1 CDS USD R F 1.00000 IS2UFK1 CCPCDX / Short: SS2UFK1 CDS USD P V 03MEVENT IS2UFL2 CCPCDX
000000000
18070000.00000000
OU
Notional Amount
USD
401216.30000000
0.100023387609
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.IG.S42
2I65BYEE1
Y
sell protection
2029-06-20
390905.72000000
USD
0.00000000
USD
18070000.00000000
USD
10310.58000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2OYH3 IRS USD R F 5.05700 IS2OYH3 CCPOIS / Short: SS2OYH3 IRS USD P V 00MSOFR IS2OYI4 CCPOIS
000000000
55500000.00000000
OU
Notional Amount
USD
-184892.47000000
-0.04609376835
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-07-31
0.00000000
USD
0.00000000
USD
55500000.00000000
USD
-184892.47000000
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AW6
1000000.00000000
PA
USD
983220.00000000
0.245117147945
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
8057.30000000
OU
Notional Amount
USD
-1020.86000000
-0.00025450081
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-729.81000000
USD
8057.30000000
USD
-291.05000000
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C27
779000.00000000
PA
USD
752467.26000000
0.187590395530
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AJ3
1700000.00000000
PA
USD
1608642.00000000
0.401035108221
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBM5
123121.21000000
PA
USD
130333.71000000
0.032492247184
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Floating
12.19500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000KIGZAWUOW4E32
Freddie Mac STACR REMIC Trust 2023-HQA2
35564K2F5
1421690.33000000
PA
USD
1432748.24000000
0.357184721946
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Floating
7.33000000
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
130259.79000000
OU
Notional Amount
USD
-16503.92000000
-0.00411443400
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-11171.73000000
USD
130259.79000000
USD
-5332.19000000
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AW6
613000.00000000
PA
USD
603982.77000000
0.150573151472
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.70000000
N
N
N
N
N
N
LSTAR Commercial Mortgage Trust
N/A
LSTAR Commercial Mortgage Trust 2016-4
50219QAC8
17292.07000000
PA
USD
17279.57000000
0.004307803864
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
995972.10000000
0.248296251688
Long
ABS-MBS
CORP
US
N
2
2033-11-15
Floating
6.36800000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2024-X1
00834XAA7
1166000.00000000
PA
USD
1166055.27000000
0.290698055500
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
6.27000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BS2
2300000.00000000
PA
USD
2185782.00000000
0.544916346158
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
1.41200000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AT4
2680000.00000000
PA
USD
2490068.40000000
0.620775070072
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAK6
2000000.00000000
PA
USD
1746280.00000000
0.435348317888
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.70000000
N
N
N
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313AH6
2000000.00000000
PA
USD
1876180.00000000
0.467732440991
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.95000000
N
N
N
N
N
N
Texas Natural Gas Securitization Finance Corp
N/A
TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE
88258MAA3
1940080.35000000
PA
USD
1919573.31000000
0.478550410914
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
5.10200000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
1150000.00000000
PA
USD
1130335.00000000
0.281792977586
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
1948540.00000000
0.485771818573
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
1611015.60000000
0.401626847671
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
2.40000000
N
N
N
N
N
N
TRANE TECH FIN LTD
549300A5OEF3CJI2CO89
Trane Technologies Financing Ltd
456873AB4
2000000.00000000
PA
USD
1976380.00000000
0.492712341954
Long
DBT
CORP
IE
N
2
2024-11-01
Fixed
3.55000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJK6
1000000.00000000
PA
USD
934100.00000000
0.232871511864
Long
DBT
CORP
US
N
2
2026-10-24
Fixed
1.19700000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBG0
3000000.00000000
PA
USD
2669730.00000000
0.665564780399
Long
DBT
US
N
2
2027-07-15
Fixed
1.80000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAK7
1000000.00000000
PA
USD
997070.00000000
0.248569958607
Long
DBT
CORP
ES
N
2
2026-09-14
Fixed
5.86200000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BA1
1000000.00000000
PA
USD
981380.00000000
0.244658435193
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CD4
1000000.00000000
PA
USD
834300.00000000
0.207991331066
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AG3
2000000.00000000
PA
USD
1963880.00000000
0.489596086844
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
1957900.00000000
0.488105270399
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
911076.40000000
0.227131718972
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
1.42500000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130B0TY5
9480000.00000000
PA
USD
9436581.60000000
2.352543650602
Long
DBT
USGSE
US
N
2
2027-04-09
Fixed
4.75000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AN1
3000000.00000000
PA
USD
2992080.00000000
0.745926767177
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
N
San Jose Evergreen Community College District
5493006H31JIFYW6Z091
SAN JOSE CA EVERGREEN CMNTY CLG DIST
798189HD1
1000000.00000000
PA
USD
988671.80000000
0.246476283914
Long
DBT
MUN
US
N
2
2043-07-01
Floating
6.58600000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AWN63
3750000.00000000
PA
USD
3641775.00000000
0.907895996276
Long
DBT
USGSE
US
N
2
2028-06-30
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRI80KQJUNK40
Freddie Mac STACR REMIC Trust 2023-DNA2
35564KT58
1365696.40000000
PA
USD
1392411.61000000
0.347128783598
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Floating
7.43000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAE2
2000000.00000000
PA
USD
1846540.00000000
0.460343176875
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.20000000
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
26410.05000000
OU
Notional Amount
USD
-3346.15000000
-0.00083419656
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
-3254.75000000
USD
26410.05000000
USD
-91.40000000
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
PPG Industries Inc
693506BU0
2000000.00000000
PA
USD
1846120.00000000
0.460238470703
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.20000000
N
N
N
N
N
N
Louisiana Local Government Environmental Facilities & Community Development Auth
5493004WIZ1HV87IVF85
LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH
54627RAR1
2770346.23000000
PA
USD
2739752.19000000
0.683021340991
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
5.08100000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063D3P1
2000000.00000000
PA
USD
2010218.20000000
0.501148219047
Long
DBT
MUN
US
N
2
2029-03-01
Fixed
5.10000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2023-1
03067BAB5
1101954.58000000
PA
USD
1102079.87000000
0.274748962126
Long
ABS-O
CORP
US
N
2
2026-10-19
Fixed
5.84000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CT5
3000000.00000000
PA
USD
2751570.00000000
0.685967525855
Long
DBT
CORP
US
N
2
2027-02-21
Fixed
2.20000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBE5
1000000.00000000
PA
USD
993780.00000000
0.247749760262
Long
DBT
CORP
US
N
2
2026-09-09
Fixed
5.80700000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAF3
1000000.00000000
PA
USD
943720.00000000
0.235269781797
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.54000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
2000000.00000000
PA
USD
1757960.00000000
0.438260146663
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
YMCA OF GREATER NY
N/A
YMCA of Greater New York
98425BAU0
1765000.00000000
PA
USD
1617604.85000000
0.403269550390
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
2.30300000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAF8
1000000.00000000
PA
USD
891030.00000000
0.222134143257
Long
DBT
CORP
IM
N
2
2028-11-01
Fixed
3.37500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZF2
2000000.00000000
PA
USD
2000680.00000000
0.498770341888
Long
DBT
CORP
CA
N
2
2024-09-10
Floating
5.70300000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
207942AA1
2264661.12000000
PA
USD
2292969.38000000
0.571638203811
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Floating
7.23000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AK5
2000000.00000000
PA
USD
1880860.00000000
0.468899166905
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.45000000
N
N
N
N
N
N
Tobacco Settlement Finance Authority
N/A
TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED
88880LAW3
4000000.00000000
PA
USD
3733487.20000000
0.930759885228
Long
DBT
MUN
US
N
2
2049-06-01
Fixed
4.87500000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BB1
183000.00000000
PA
USD
180104.94000000
0.044900235169
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
2000000.00000000
PA
USD
1935360.00000000
0.482486039185
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BG1
2000000.00000000
PA
USD
1900140.00000000
0.473705678786
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BHTF4
10715.77000000
PA
USD
10570.26000000
0.002635170139
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
1922220.00000000
0.479210231813
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKS7
3000000.00000000
PA
USD
2746560.00000000
0.684718530807
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.75000000
N
N
N
N
N
N
State of Hawaii
N/A
HAWAII ST
419792L95
2000000.00000000
PA
USD
1979963.00000000
0.493605585319
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
4.58800000
N
N
N
N
N
N
Metropolitan Transportation Authority Payroll Mobility Tax Revenue
N/A
MET TRANSPRTN AUTH NY PAYROLL MOBILITY REVENUE
59261CAF0
3000000.00000000
PA
USD
2999305.80000000
0.747728162071
Long
DBT
MUN
US
N
2
2024-12-19
Fixed
5.37000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
2000000.00000000
PA
USD
1883400.00000000
0.469532389943
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.66800000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRILHAKSCHN59
Freddie Mac STACR REMIC Trust 2023-DNA1
35564KP37
340490.66000000
PA
USD
346439.03000000
0.086367391805
Long
ABS-MBS
USGSE
US
N
2
2043-03-25
Floating
7.43000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
2000000.00000000
PA
USD
1865940.00000000
0.465179604805
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
Inland Empire Tobacco Securitization Corp
N/A
INLAND EMPIRE CA TOBACCO SECURITIZATION AUTH TOB SETTLEMENT
45734TAJ3
660000.00000000
PA
USD
619983.28000000
0.154562085156
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
2558952.00000000
0.637947779712
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
996360.00000000
0.248392955317
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
1238588.00000000
0.308780494741
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.90000000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BC1
2000000.00000000
PA
USD
1873500.00000000
0.467064315896
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCM5
1000000.00000000
PA
USD
971730.00000000
0.242252686248
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
2.63600000
N
N
N
N
N
N
California State Public Works Board
N/A
CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE
13068XLJ6
3900000.00000000
PA
USD
3876544.23000000
0.966424061290
Long
DBT
MUN
US
N
2
2027-04-01
Fixed
4.91700000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
1000000.00000000
PA
USD
958390.00000000
0.238927018794
Long
DBT
CORP
GB
N
2
2026-06-04
Fixed
2.09900000
N
N
N
N
N
N
California Earthquake Authority
254900P2MGLOUH3QS859
CALIFORNIA ST EARTHQUAKE AUTH
13017HAP1
2000000.00000000
PA
USD
1999222.00000000
0.498406861892
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
992380.00000000
0.247400739690
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
1746815.00000000
0.435481693606
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.62500000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: IS1PYB1 CDS USD R F 3.00000 IS1PYB1 CMBX / Short: IS1PYB1 CDS USD P V 01MEVENT IS1PYC2 CMBX
000000000
150403.04000000
OU
Notional Amount
USD
-19056.07000000
-0.00475068604
N/A
DCR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-20593.05000000
USD
150403.04000000
USD
1536.98000000
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BB5
3000000.00000000
PA
USD
2848590.00000000
0.710154651518
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVF3
1700000.00000000
PA
USD
1545657.00000000
0.385332921972
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
1.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
2850000.00000000
PA
USD
2747799.00000000
0.685027414014
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.18800000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C92
950000.00000000
PA
USD
969380.00000000
0.241666830287
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
6.80000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAM6
30693.57000000
PA
USD
30769.34000000
0.007670809040
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Floating
8.34500000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452153GP8
1500000.00000000
PA
USD
1500000.00000000
0.373950613207
Long
DBT
MUN
US
N
2
2024-05-01
Fixed
5.25400000
N
N
N
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
4378079.79000000
NS
USD
4378079.79000000
1.091457081428
Long
STIV
RF
US
N
1
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAD8
1000000.00000000
PA
USD
954130.00000000
0.237864999053
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AW3
1075000.00000000
PA
USD
1055671.50000000
0.263179336513
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
2191005.00000000
0.546218442194
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
2.40000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDY7
3000000.00000000
PA
USD
2903160.00000000
0.723758974826
Long
DBT
CORP
US
N
2
2027-03-16
Fixed
4.12500000
N
N
N
N
N
N
City of San Antonio TX
N/A
SAN ANTONIO TX
79623PQQ1
3000000.00000000
PA
USD
3008820.00000000
0.750100056021
Long
DBT
MUN
US
N
2
2026-02-01
Fixed
5.63500000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432AR1
2000000.00000000
PA
USD
1964580.00000000
0.489770597130
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Theorem Funding Trust
N/A
Theorem Funding Trust 2023-1
88338QAA8
375812.80000000
PA
USD
379288.84000000
0.094556862867
Long
ABS-O
CORP
US
N
2
2029-04-15
Fixed
7.58000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AX4
1000000.00000000
PA
USD
877090.00000000
0.218658895558
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.80000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494AX1
3000000.00000000
PA
USD
2983020.00000000
0.743668105473
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.95000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2021-1
14316NAF6
500000.00000000
PA
USD
477977.30000000
0.119159936289
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
0.94000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp
501889AD1
852000.00000000
PA
USD
851412.12000000
0.212257389577
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.75000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BF9
1000000.00000000
PA
USD
968840.00000000
0.241532208066
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJD2
1000000.00000000
PA
USD
950330.00000000
0.236917657499
Long
DBT
CORP
US
N
2
2026-06-19
Fixed
1.31900000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2023-3
69548BAA7
1546481.59000000
PA
USD
1555783.52000000
0.387857467548
Long
ABS-O
CORP
US
N
2
2030-12-16
Fixed
7.60000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2023-1
337955AC2
1354585.10000000
PA
USD
1351695.91000000
0.336978342943
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
5.38000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAQ4
2500000.00000000
PA
USD
2500000.00000000
0.623251022012
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
2977209.00000000
0.742219420798
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
0.89700000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2024-R03
207941AA3
2041144.61000000
PA
USD
2043736.05000000
0.509504232754
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Floating
6.48000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GA
62620HCZ3
385000.00000000
PA
USD
351959.76000000
0.087743712050
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
1.89700000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR4 Trust
46187XAA3
296891.27000000
PA
USD
296984.26000000
0.074038297426
Long
ABS-O
CORP
US
N
2
2038-01-17
Floating
6.53500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
1000000.00000000
PA
USD
926390.00000000
0.230949405712
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAT7
2100000.00000000
PA
USD
2097585.00000000
0.522928798003
Long
DBT
US
N
2
2024-05-15
Fixed
3.37500000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST SPL OBLG REVENUE
576004HG3
1318854.86000000
PA
USD
1275115.43000000
0.317886797972
Long
DBT
MUN
US
N
2
2031-07-15
Fixed
4.11000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NP6
2000000.00000000
PA
USD
1868680.00000000
0.465862687925
Long
DBT
CORP
US
N
2
2028-02-07
Fixed
3.40000000
N
N
N
N
N
N
CENCORA INC
AI8GXW8LG5WK7E9UD086
Cencora Inc
03073EAM7
1350000.00000000
PA
USD
1323324.00000000
0.329905214181
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR Debt Notes 2015-DNA1
3137G0EW5
13369.53000000
PA
USD
13486.51000000
0.003362192456
Long
ABS-MBS
USGSE
US
N
2
2027-10-25
Floating
8.74500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBT1
3100000.00000000
PA
USD
3009542.00000000
0.750280050916
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
978124.50000000
0.243846837712
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
3.29200000
N
N
N
N
N
N
Tricolor Auto Securitization Trust
N/A
Tricolor Auto Securitization Trust 2023-1
89616KAA2
775109.48000000
PA
USD
775120.41000000
0.193237835086
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
6.48000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753ACJ1
900779.84000000
PA
USD
915929.34000000
0.228341558898
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Floating
7.83000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDT0
1500000.00000000
PA
USD
1509975.00000000
0.376437384785
Long
DBT
CORP
US
N
2
2025-04-07
Floating
6.65300000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
26138EAX7
3000000.00000000
PA
USD
2831220.00000000
0.705824303417
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.43000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2023-1
505710AB9
1283462.31000000
PA
USD
1282643.72000000
0.319763603747
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
5.68000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130ATT31
6000000.00000000
PA
USD
5977080.00000000
1.490088487460
Long
DBT
USGSE
US
N
2
2024-10-03
Fixed
4.50000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2023-2
959926AB2
1403506.25000000
PA
USD
1403219.23000000
0.349823127682
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
5.87000000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAL9
1000000.00000000
PA
USD
998380.00000000
0.248896542142
Long
DBT
CORP
US
N
2
2024-05-18
Fixed
2.75000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CY4
1000000.00000000
PA
USD
975170.00000000
0.243110279654
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
2.37500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CJ6
2210000.00000000
PA
USD
2121091.70000000
0.528789027923
Long
DBT
CORP
GB
N
2
2026-04-18
Fixed
1.64500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
3000000.00000000
PA
USD
2738970.00000000
0.682826340704
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137APFR6
14660.03000000
PA
USD
14445.65000000
0.003601306450
Long
ABS-MBS
USGSE
US
N
2
2027-01-15
Fixed
1.75000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BF1
1000000.00000000
PA
USD
978630.00000000
0.243972859068
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.84100000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2023-1
02530UAA6
142593.27000000
PA
USD
142561.19000000
0.035540562946
Long
ABS-O
CORP
US
N
2
2026-09-14
Fixed
5.45000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709224W54
760000.00000000
PA
USD
727249.40000000
0.181303572723
Long
DBT
MUN
US
N
2
2025-12-01
Fixed
2.55600000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B93
1000000.00000000
PA
USD
862990.00000000
0.215143759794
Long
DBT
CORP
US
N
2
2029-02-10
Fixed
2.90000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCE3
2000000.00000000
PA
USD
1881100.00000000
0.468958999003
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.12500000
N
N
N
N
N
N
ARCHER-DANIELS-MIDLAND C
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483BL5
3000000.00000000
PA
USD
2815800.00000000
0.701980091113
Long
DBT
CORP
US
N
2
2026-08-11
Fixed
2.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABU8
3402000.00000000
PA
USD
3216420.90000000
0.801855045259
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
93728.09000000
PA
USD
92977.23000000
0.023179261448
Long
ABS-O
CORP
US
N
2
2028-09-25
Fixed
0.87500000
N
N
N
N
N
N
EIDP INC
GLU7INWNWH88J9XBXD45
EIDP Inc
263534CN7
1265000.00000000
PA
USD
1209112.30000000
0.301432190681
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
980385.00000000
0.244410381286
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
1353118.50000000
0.337332995211
Long
DBT
CORP
NL
N
2
2027-04-01
Floating
6.36500000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AT9
2000000.00000000
PA
USD
1909460.00000000
0.476029158597
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.60000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BM3
2000000.00000000
PA
USD
1961860.00000000
0.489092500018
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.93000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AU4
1000000.00000000
PA
USD
990320.00000000
0.246887180847
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo Inc
92940PAE4
1000000.00000000
PA
USD
939310.00000000
0.234170366994
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.90000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH
64578EMK0
1050000.00000000
PA
USD
1038326.94000000
0.258855330615
Long
DBT
MUN
US
N
2
2026-03-01
Fixed
4.92700000
N
N
N
N
N
N
Antonio B Won Pat International Airport Authority
N/A
GUAM INTERNATIONAL ARPT AUTH
40064REC9
740000.00000000
PA
USD
705357.86000000
0.175846002851
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
2.49900000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2R7
1000000.00000000
PA
USD
999780.00000000
0.249245562715
Long
DBT
CORP
US
N
2
2024-09-13
Floating
5.62300000
N
N
N
N
N
N
Dallas Fort Worth International Airport
N/A
DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE
23503CBU0
1125000.00000000
PA
USD
1111081.16000000
0.276992987403
Long
DBT
MUN
US
N
2
2026-11-01
Fixed
4.73800000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAF9
1000000.00000000
PA
USD
972480.00000000
0.242439661554
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
2.30000000
N
N
N
N
N
N
Tennessee Energy Acquisition Corp
549300OJ2Z8PGEY46K92
TENNESSEE ST ENERGY ACQUISITION CORP GAS REVENUE
880443JG2
2000000.00000000
PA
USD
1963538.20000000
0.489510875964
Long
DBT
MUN
US
N
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEU4
1000000.00000000
PA
USD
976830.00000000
0.243524118333
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
3.37500000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RGU2
3000000.00000000
PA
USD
2979017.70000000
0.742670330447
Long
ABS-O
CORP
US
N
2
2028-02-22
Fixed
5.44000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
778000.00000000
PA
USD
679596.07000000
0.169423578073
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAZ4
2000000.00000000
PA
USD
1854040.00000000
0.462212929941
Long
DBT
US
N
2
2027-03-15
Fixed
2.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKA8
22000000.00000000
PA
USD
21553125.00000000
5.373202873527
Long
DBT
UST
US
N
2
2027-02-15
Fixed
4.12500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRHY5YZIPQD14
Freddie Mac STACR REMIC Trust 2023-HQA1
35564KX79
2139739.56000000
PA
USD
2163811.63000000
0.539439123936
Long
ABS-MBS
USGSE
US
N
2
2043-05-25
Floating
7.33000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYA6
2000000.00000000
PA
USD
1848260.00000000
0.460771973578
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
1.43100000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772KNV7
1000000.00000000
PA
USD
995932.60000000
0.248286404322
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
0.50800000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-N1
14688FAB2
661959.18000000
PA
USD
663199.82000000
0.165335986245
Long
ABS-O
CORP
US
N
2
2027-04-12
Fixed
6.36000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH LEASE REVENUE
645913AA2
3000000.00000000
PA
USD
3170286.00000000
0.790353595829
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
7.42500000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AG8
2275000.00000000
PA
USD
2103692.50000000
0.524451400250
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
1300195.00000000
0.324139145026
Long
DBT
CORP
US
N
2
2025-06-01
Floating
5.88700000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAQ5
1500000.00000000
PA
USD
1480800.00000000
0.369164045358
Long
DBT
CORP
KY
N
2
2024-11-28
Fixed
3.60000000
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
992784.70000000
0.247501631565
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
1.27200000
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
100268.72000000
OU
Notional Amount
USD
-12704.05000000
-0.00316712485
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-9093.35000000
USD
100268.72000000
USD
-3610.70000000
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AQ9
1000000.00000000
PA
USD
980770.00000000
0.244506361943
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.30000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AR6
2640000.00000000
PA
USD
2543296.80000000
0.634044931952
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AR3
2000000.00000000
PA
USD
1955100.00000000
0.487407229254
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
1000000.00000000
0.249300408805
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
360279.10000000
0.089817726913
Long
DBT
MUN
US
N
2
2025-08-01
Fixed
0.98200000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AS2
2000000.00000000
PA
USD
1905340.00000000
0.475002040912
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.12500000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
2250000.00000000
PA
USD
2238457.50000000
0.558048369842
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
963173.67000000
0.240119589681
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
1.25800000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAJ0
2385000.00000000
PA
USD
2253562.65000000
0.561814089912
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.45000000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BL7
2000000.00000000
PA
USD
1791860.00000000
0.446711430521
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.80000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2024-1
69548AAA9
256979.66000000
PA
USD
257506.13000000
0.064196383478
Long
ABS-O
CORP
US
N
2
2031-07-15
Fixed
6.66000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2023-1
52608LAB6
2497787.19000000
PA
USD
2513890.17000000
0.626713847072
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
6.92000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-1
23344GAE1
79370.45000000
PA
USD
78972.99000000
0.019687998691
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
98925.47000000
PA
USD
102620.03000000
0.025583215430
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Floating
11.44500000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829AZ0
2500000.00000000
PA
USD
2433100.00000000
0.606572824663
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.75000000
N
N
N
N
N
N
2024-06-17
AB CORPORATE SHARES
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer