0001752724-23-288441.txt : 20231221
0001752724-23-288441.hdr.sgml : 20231221
20231221163410
ACCESSION NUMBER: 0001752724-23-288441
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20231221
DATE AS OF CHANGE: 20231221
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AB BOND FUND, INC.
CENTRAL INDEX KEY: 0000003794
ORGANIZATION NAME:
IRS NUMBER: 132754393
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02383
FILM NUMBER: 231505783
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 BOND FUND INC
DATE OF NAME CHANGE: 20030319
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCE BOND FUND INC
DATE OF NAME CHANGE: 19920703
0000003794
S000063356
AB Short Duration Income Portfolio
C000205394
Advisor Class
SHUYX
C000205395
Class C
SHUCX
C000205396
Class A
SHUAX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000003794
XXXXXXXX
S000063356
C000205395
C000205396
C000205394
AB BOND FUND, INC.
811-02383
0000003794
549300RYJMGGIS1UBQ97
ALLIANCEBERNSTEIN LP
1345 AVENUE OF THE AMERICAS
NEW YORK
10105
212-969-1000
AB Short Duration Income Portfolio
S000063356
5493005WIR43CV2V8071
2023-10-31
2023-10-31
N
109334090.28
1042653.36
108291436.92
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
360413.10000000
EUR
USD
N
65% Bloomberg 1-5 Year US Government/Credit Index + 35% US Corporate High Yield Index
SecuritiesPortfolio
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
45000.00000000
PA
USD
37866.15000000
0.034966892191
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
Rockwood Service Corporation
549300PFYAJBMVGJ7074
Rockwood Service Corporation Initial Term Loan
77447JAH0
2977.33000000
PA
USD
2975.48000000
0.002747659542
Long
LON
CORP
US
N
2
2027-01-23
Floating
9.43900000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAK8
165000.00000000
PA
USD
147305.40000000
0.136026821870
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.80000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451BB3
330000.00000000
PA
USD
327053.10000000
0.302011968168
Long
DBT
CORP
AU
N
2
2026-09-08
Fixed
5.25000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAA1
168000.00000000
PA
USD
151055.52000000
0.139489810363
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C15
90278LAZ2
590385.02000000
PA
USD
20189.16000000
0.018643357752
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
0.89600000
N
N
N
N
N
N
VIKING OCEAN CRUISES SHI
N/A
Viking Ocean Cruises Ship VII Ltd
92682RAA0
14000.00000000
PA
USD
12386.22000000
0.011437857278
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
5.62500000
N
N
N
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
Neptune Bidco US Inc
640695AA0
108000.00000000
PA
USD
95397.48000000
0.088093281161
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
9.29000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAN0
200000.00000000
PA
USD
176524.00000000
0.163008271956
Long
DBT
CORP
XX
N
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
132000.00000000
PA
USD
124127.52000000
0.114623578309
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.40000000
N
N
N
N
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust 2023-1
35105NAB5
135056.45000000
PA
USD
134287.37000000
0.124005529725
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
5.43000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CH2
7000.00000000
PA
USD
6110.72000000
0.005642846908
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
Barclays Commercial Mortgage Trust 2019-C3
05550MAV6
956269.76000000
PA
USD
51296.41000000
0.047368851553
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
1.30900000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109CF6
266000.00000000
PA
USD
254330.58000000
0.234857517116
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ATUC6
22998.89000000
PA
USD
3262.73000000
0.003012915972
Long
ABS-MBS
USGSE
US
N
2
2046-09-25
Fixed
5.00000000
N
N
N
N
N
N
RITCHIE BROS HLDGS INC
5493002H8U24DJXQ4886
Ritchie Bros Holdings Inc
76774LAB3
78000.00000000
PA
USD
76866.66000000
0.070981291029
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.75000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
57000.00000000
PA
USD
53362.26000000
0.049276527782
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAJ1
152000.00000000
PA
USD
148880.96000000
0.137481747619
Long
DBT
CORP
US
N
2
2026-10-28
Fixed
5.90000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KG5
158000.00000000
PA
USD
150338.58000000
0.138827763557
Long
DBT
CORP
US
N
2
2026-01-12
Fixed
3.70000000
N
N
N
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2023-1 Ltd
26982EAA4
350000.00000000
PA
USD
350203.88000000
0.323390186667
Long
ABS-MBS
CORP
BM
N
2
2033-09-26
Floating
7.32100000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAH5
387000.00000000
PA
USD
367290.09000000
0.339168174738
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAD3
66000.00000000
PA
USD
66939.84000000
0.061814527449
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.87500000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BF5
356000.00000000
PA
USD
346210.00000000
0.319702101889
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.95000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
200000.00000000
PA
USD
173478.00000000
0.160195491844
Long
DBT
CORP
ES
N
2
2027-09-14
Fixed
1.72200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A9H76
79690.21000000
PA
USD
1780.22000000
0.001643915761
Long
ABS-MBS
USGSE
US
N
2
2031-12-25
Fixed
3.50000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
43000.00000000
PA
USD
40991.90000000
0.037853316167
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.87500000
N
N
N
N
N
N
Mission Lane Credit Card Master Trust
N/A
Mission Lane Credit Card Master Trust
60510MAN8
200000.00000000
PA
USD
197997.24000000
0.182837392901
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
7.23000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
316000.00000000
PA
USD
304168.96000000
0.280879974124
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAF7
296000.00000000
PA
USD
270869.60000000
0.250130211311
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
2.63200000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886EAY4
105000.00000000
PA
USD
90706.35000000
0.083761331994
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
American Tire Distributors, Inc.
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors, Inc. Initial Term Loan
03021BAL8
59395.50000000
PA
USD
50337.69000000
0.046483536862
Long
LON
CORP
US
N
2
2028-10-20
Floating
11.90500000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BS7
151000.00000000
PA
USD
149665.16000000
0.138205904600
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco Inc
880349AU9
79000.00000000
PA
USD
63397.50000000
0.058543410082
Long
DBT
CORP
US
N
2
2028-11-17
Fixed
8.00000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue Inc
49177JAD4
247000.00000000
PA
USD
246009.53000000
0.227173576228
Long
DBT
CORP
US
N
2
2026-03-22
Fixed
5.35000000
N
N
N
N
N
N
Amentum Government Services Holdings LLC
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC Initial Term Loan (First Lien)
57776DAB9
2902.50000000
PA
USD
2844.45000000
0.002626661978
Long
LON
CORP
US
N
2
2027-01-29
Floating
9.43900000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AV0
169000.00000000
PA
USD
151099.52000000
0.139530441461
Long
DBT
CORP
GB
N
2
2026-04-08
Fixed
0.70000000
N
N
N
N
N
N
Boxer Parent Company Inc. (aka BMC Software, Inc.)
5493006T045HLTF7YX04
Boxer Parent Company Inc. (aka BMC Software, Inc.) 2021 Replacement Dollar Term Loan
05988HAE7
26578.26000000
PA
USD
26536.80000000
0.024504984655
Long
LON
CORP
US
N
2
2025-10-02
Floating
9.18900000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEY6
328000.00000000
PA
USD
315378.56000000
0.291231300433
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISONLNOUKGB71
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KKY4
150000.00000000
PA
USD
147722.13000000
0.136411644541
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
6.82100000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AZ9
437000.00000000
PA
USD
416063.33000000
0.384207045204
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.60000000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
41984LAA5
93941.00000000
PA
USD
69393.28000000
0.064080117480
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R02
20755AAB8
338313.80000000
PA
USD
342629.06000000
0.316395339968
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Floating
7.62100000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C14
46640LAN2
75000.00000000
PA
USD
31275.00000000
0.028880399863
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.15000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XDB7
117800.43000000
PA
USD
132789.62000000
0.122622456379
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Floating
15.68500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGJ4
379700.00000000
PA
USD
351163.17000000
0.324276027715
Long
DBT
UST
US
N
2
2030-01-31
Fixed
3.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
59000.00000000
PA
USD
54277.05000000
0.050121276015
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BL8
172000.00000000
PA
USD
165472.60000000
0.152803032914
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
4.75800000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2017-C8
12532CBE4
271529.77000000
PA
USD
10511.30000000
0.009706492312
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
1.47600000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAW4
68000.00000000
PA
USD
66389.76000000
0.061306564847
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.35000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBH8
156000.00000000
PA
USD
147168.84000000
0.135900717716
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
2.00500000
N
N
N
N
N
N
Reach Financial LLC
N/A
Reach ABS Trust 2023-1
75525AAA3
202298.90000000
PA
USD
202579.14000000
0.187068475367
Long
ABS-O
CORP
US
N
2
2031-02-18
Fixed
7.05000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAD8
379000.00000000
PA
USD
367042.55000000
0.338939587874
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAQ2
381000.00000000
PA
USD
368556.54000000
0.340337657789
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.60000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 78 CLO Ltd
26253LAA0
550000.00000000
PA
USD
545482.85000000
0.503717436497
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
6.84400000
N
N
N
N
N
N
Bankers Healthcare Group Securitization Trust
N/A
BHG Securitization Trust 2023-A
08860FAA6
141071.90000000
PA
USD
138904.57000000
0.128269209413
Long
ABS-O
CORP
US
N
2
2036-04-17
Fixed
5.55000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754NAB1
252158.97000000
PA
USD
257948.72000000
0.238198630784
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
8.07100000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
200000.00000000
PA
USD
185176.00000000
0.170997823342
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
OSAIC HOLDINGS INC
549300XL60BDV6UW5C86
Osaic Holdings Inc
00791GAA5
52000.00000000
PA
USD
51721.28000000
0.047761190977
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
10.75000000
N
N
N
N
N
N
SLM CORP
4K8SLPBF5DXXGPW03H93
SLM Corp
78442PGE0
23000.00000000
PA
USD
19994.87000000
0.018463943750
Long
DBT
CORP
US
N
2
2026-11-02
Fixed
3.12500000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAA9
131000.00000000
PA
USD
127185.28000000
0.117447218004
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
8.12500000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBH3
97000.00000000
PA
USD
98748.91000000
0.091188105734
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
8.25000000
N
N
N
N
N
N
Lobel Automobile Receivables Trust
N/A
Lobel Automobile Receivables Trust 2023-2
53949FAA7
250000.00000000
PA
USD
250031.78000000
0.230887858829
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
7.59000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MAY5
924867.13000000
PA
USD
56519.37000000
0.052191910651
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.60200000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DE6
297000.00000000
PA
USD
291294.63000000
0.268991379452
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
4.99000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT DEC23
000000000
-10.00000000
NC
USD
40501.22000000
0.037400205548
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYZ3 Comdty
2023-12-19
-1128782.47000000
USD
40501.22000000
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBH5
389000.00000000
PA
USD
368367.44000000
0.340163036410
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
549300RRU6BWJLD0YT71
ASP Unifrax Holdings Inc
90473LAA0
10000.00000000
PA
USD
6797.80000000
0.006277319974
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
BREAD FINANCIAL HLDGS
549300G8S4PO686J7H97
Bread Financial Holdings Inc
018581AL2
127000.00000000
PA
USD
115991.64000000
0.107110629703
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAH2
148000.00000000
PA
USD
147557.48000000
0.136259601125
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.12500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300REQJRID6TODX95
Wells Fargo Commercial Mortgage Trust 2018-C48
95001RAY5
754409.04000000
PA
USD
27411.68000000
0.025312878635
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Variable
0.93500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFP9
129000.00000000
PA
USD
124712.04000000
0.115163343979
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754QAA6
517606.36000000
PA
USD
524460.40000000
0.484304590387
Long
ABS-MBS
USGSE
US
N
2
2043-05-25
Floating
7.62100000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753BAA0
314308.97000000
PA
USD
314806.99000000
0.290703493234
Long
ABS-MBS
USGSE
US
N
2
2043-09-25
Floating
7.27100000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRUQLXTG4SV18
Freddie Mac STACR REMIC Trust 2022-DNA7
35564KL31
485971.97000000
PA
USD
492359.54000000
0.454661563281
Long
ABS-MBS
USGSE
US
N
2
2052-03-25
Floating
7.82100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BDA55
82393.02000000
PA
USD
5776.41000000
0.005334133671
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Floating
0.66500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISE4NWBTOSK36
Freddie Mac STACR REMIC Trust 2021-HQA4
35564KNK1
490423.88000000
PA
USD
483251.28000000
0.446250685875
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
6.27100000
N
N
N
N
N
N
ELDORADO GOLD CORP
5493004PWQ01YDD1IH62
Eldorado Gold Corp
284902AF0
28000.00000000
PA
USD
23905.00000000
0.022074690926
Long
DBT
CORP
CA
N
2
2029-09-01
Fixed
6.25000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAB6
86000.00000000
PA
USD
75231.08000000
0.069470940768
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
6.25000000
N
N
N
N
N
N
WOLVERINE WORLD WIDE
549300OVC7PK14LQ8D87
Wolverine World Wide Inc
978097AG8
81000.00000000
PA
USD
60316.65000000
0.055698448294
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.00000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAK2
33000.00000000
PA
USD
32454.84000000
0.029969904290
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
Chariot Buyer LLC
25490092IFNOZBRVE539
Chariot Buyer LLC Initial Term Loan (First Lien)
15963CAC0
9825.00000000
PA
USD
9530.25000000
0.008800557339
Long
LON
CORP
US
N
2
2028-11-03
Floating
8.67400000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AX6
408000.00000000
PA
USD
376865.52000000
0.348010452828
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.62500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRF8
144000.00000000
PA
USD
144269.45000000
0.133223322271
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
7.72100000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAJ4
11000.00000000
PA
USD
10287.86000000
0.009500160208
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.37500000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2022-1 Ltd
078774AB2
193000.00000000
PA
USD
192694.73000000
0.177940874625
Long
ABS-MBS
CORP
BM
N
2
2032-01-26
Floating
7.47100000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCP1
169000.00000000
PA
USD
151072.48000000
0.139505471805
Long
DBT
CORP
CA
N
2
2026-01-06
Fixed
0.75000000
N
N
N
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp. Term B Loan (First Lien)
71360HAB3
19086.90000000
PA
USD
18705.16000000
0.017272981624
Long
LON
CORP
US
N
2
2028-02-01
Floating
9.17400000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAY0
27000.00000000
PA
USD
23870.43000000
0.022042767811
Long
DBT
US
N
2
2026-10-01
Fixed
2.75000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEF9
123000.00000000
PA
USD
120360.42000000
0.111144909905
Long
DBT
CORP
US
N
2
2026-04-06
Fixed
5.40000000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 15 Ltd
05875TAG2
250000.00000000
PA
USD
233890.00000000
0.215981989575
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
8.75500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2K7
152000.00000000
PA
USD
149654.64000000
0.138196190074
Long
DBT
CORP
CA
N
2
2026-01-09
Fixed
5.10300000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BY5
405000.00000000
PA
USD
389553.30000000
0.359726780879
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.12500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAH5
378000.00000000
PA
USD
361991.70000000
0.334275461011
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
4.26000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAL4
45000.00000000
PA
USD
44262.96000000
0.040873924346
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.38100000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
43.94000000
0.000040575692
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
13990.12000000
CAD
10145.29000000
USD
2024-01-10
43.94000000
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAF0
156000.00000000
PA
USD
150547.80000000
0.139020964428
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.05000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJP6
84000.00000000
PA
USD
84582.12000000
0.078106009492
Long
DBT
CORP
US
N
2
2027-10-26
Fixed
6.78700000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBM9
12000.00000000
PA
USD
9027.60000000
0.008336393215
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.87500000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVK2
177000.00000000
PA
USD
159549.57000000
0.147333505342
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.70000000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771AK4
42000.00000000
PA
USD
40922.28000000
0.037789026689
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
6.75000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFB5
158000.00000000
PA
USD
147662.06000000
0.136356173858
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.50000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education Inc
57767XAA8
56000.00000000
PA
USD
47224.24000000
0.043608471124
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK28
06540YAN9
2029937.87000000
PA
USD
179173.28000000
0.165454707312
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Variable
1.76000000
N
N
N
N
N
N
Garrett Motion Sarl
549300LKYJ4RR1ELO069
Garrett Motion Sarl Third Amendment Incremental Dollar Term Loan
36649XAE8
42857.14000000
PA
USD
42857.14000000
0.039575742292
Long
LON
CORP
LU
N
3
2028-04-30
Floating
9.88300000
N
N
N
N
N
N
CURO GROUP HOLDINGS CORP
54930007KH8KCGJ4YE72
Curo Group Holdings Corp
23131LAE7
53000.00000000
PA
USD
20868.22000000
0.019270424877
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
7.50000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
224440.00000000
PA
USD
218016.53000000
0.201323886911
Long
DBT
CORP
XX
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAK1
345000.00000000
PA
USD
354370.20000000
0.327237508411
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAB2
51000.00000000
PA
USD
50617.50000000
0.046741922943
Long
DBT
CORP
KY
N
2
2026-05-31
Fixed
7.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBK1
325000.00000000
PA
USD
305405.75000000
0.282022068121
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.08300000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
407000.00000000
PA
USD
369446.11000000
0.341159117015
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.70000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBJ8
395000.00000000
PA
USD
386626.00000000
0.357023612389
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.80000000
N
N
N
N
N
N
US ACUTE CARE SOLUTIONS
N/A
US Acute Care Solutions LLC
90367UAA9
81000.00000000
PA
USD
69201.54000000
0.063903058236
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.37500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R01
207932AA2
321642.92000000
PA
USD
325355.19000000
0.300444060263
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Floating
7.72100000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
15000.00000000
PA
USD
14062.20000000
0.012985514275
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.87500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
856.86000000
0.000791253698
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
343066.49000000
USD
323952.39000000
EUR
2024-01-10
856.86000000
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EY0
9000.00000000
PA
USD
8419.41000000
0.007774769861
Long
DBT
CORP
US
N
2
2028-09-10
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRJ8RDHSNEL96
Freddie Mac STACR REMIC Trust 2022-HQA3
35564KE39
121529.55000000
PA
USD
123052.11000000
0.113630508099
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Floating
7.62100000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754EAA3
280339.16000000
PA
USD
280335.82000000
0.258871641168
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Floating
7.02100000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
32000.00000000
PA
USD
22877.76000000
0.021126102534
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
BELLEMEADE RE LT
254900K56RF3Z7VQ3U81
Bellemeade Re 2019-1 Ltd
07876RAC0
106871.35000000
PA
USD
107573.66000000
0.099337180352
Long
ABS-MBS
CORP
BM
N
2
2029-03-25
Floating
8.13900000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AF2
200000.00000000
PA
USD
193314.00000000
0.178512729628
Long
DBT
CORP
FR
N
2
2025-03-17
Fixed
4.37500000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
26000.00000000
PA
USD
21942.18000000
0.020262156107
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CB6
154000.00000000
PA
USD
149534.00000000
0.138084786990
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.60000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XCE8
53000.00000000
PA
USD
51764.57000000
0.047801166437
Long
DBT
US
N
2
2028-11-15
Fixed
5.80000000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAM1
103000.00000000
PA
USD
99026.26000000
0.091444220167
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
7.75000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AH8
47000.00000000
PA
USD
45961.77000000
0.042442663341
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.37500000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
5493008TXYN3II3PU369
Nabors Industries Ltd
629571AA8
12000.00000000
PA
USD
11243.40000000
0.010382538379
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
Verdant Receivables LLC
N/A
Verdant Receivables 2023-1 LLC
92339GAB9
460000.00000000
PA
USD
457122.65000000
0.422122619296
Long
ABS-O
CORP
US
N
2
2031-01-13
Fixed
6.24000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FNJF8
65055.08000000
PA
USD
13138.12000000
0.012132187339
Long
ABS-MBS
USGSE
US
N
2
2041-04-15
Fixed
6.00000000
N
N
N
N
N
N
Enact Mortgage Insurance Corporation
N/A
Triangle Re 2021-3 Ltd
89600HAA7
39461.27000000
PA
USD
39505.03000000
0.036480289784
Long
ABS-MBS
CORP
BM
N
2
2034-02-25
Floating
7.22100000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFU0
102800.00000000
PA
USD
100053.31000000
0.092392633107
Long
DBT
UST
US
N
2
2027-10-31
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAB7
230000.00000000
PA
USD
225710.43000000
0.208428696136
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
7.32100000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAV2
75000.00000000
PA
USD
67622.25000000
0.062444688078
Long
DBT
CORP
JP
N
2
2027-10-18
Fixed
3.35200000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXS8
429000.00000000
PA
USD
397893.21000000
0.367428137733
Long
DBT
CORP
US
N
2
2026-02-12
Fixed
0.85500000
N
N
N
N
N
N
Granite Generation LLC
549300ERB8DGZI3MXK42
Granite Generation LLC Term Loan
38750BAB3
23299.99000000
PA
USD
22830.26000000
0.021082239417
Long
LON
CORP
US
N
2
2026-11-09
Floating
9.18900000
N
N
N
N
N
N
Dext ABS
N/A
Dext ABS 2023-1 LLC
25216BAB8
210000.00000000
PA
USD
206742.38000000
0.190912952935
Long
ABS-O
CORP
US
N
2
2032-03-15
Fixed
5.99000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244BE8
152000.00000000
PA
USD
149294.40000000
0.137863532192
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
Parkway Generation, LLC
254900ATQHHVKF65MT32
Parkway Generation, LLC Term Loan C
000000000
15661.63000000
PA
USD
15069.46000000
0.013915652454
Long
LON
CORP
US
N
2
2029-02-18
Floating
10.39500000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAA4
60000.00000000
PA
USD
53304.00000000
0.049222728514
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDM5
125000.00000000
PA
USD
124071.25000000
0.114571616675
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.54600000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CF9
399000.00000000
PA
USD
388322.76000000
0.358590458345
Long
DBT
CORP
US
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
N
Zacapa S.a r.l.
213800VIVQIJLORBU468
Zacapa S.a r.l. Initial Term Loan (2022)
000000000
42787.21000000
PA
USD
42100.90000000
0.038877404527
Long
LON
CORP
LU
N
2
2029-03-22
Floating
9.39000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AH2
421000.00000000
PA
USD
403793.73000000
0.372876878804
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
210089.76000000
PA
USD
209561.30000000
0.193516039642
Long
ABS-O
CORP
US
N
2
2033-06-20
Fixed
6.77000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2023-A
56847FAA3
500000.00000000
PA
USD
499326.30000000
0.461094906671
Long
ABS-O
CORP
US
N
2
2035-10-22
Fixed
6.70000000
N
N
N
N
N
N
Presidio Holdings Inc.
N/A
Presidio Holdings Inc. Initial Term Loan (2020)
74101YAD0
9191.26000000
PA
USD
9172.14000000
0.008469866372
Long
LON
CORP
US
N
2
2027-01-22
Floating
8.98300000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2023-B
00792FAA6
150000.00000000
PA
USD
150055.05000000
0.138565942301
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
6.82000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C4
12531YAQ1
79043.19000000
PA
USD
2244.02000000
0.002072204473
Long
ABS-MBS
CORP
US
N
2
2058-05-10
Variable
1.60300000
N
N
N
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-2 Ltd
26982AAB0
150000.00000000
PA
USD
150040.58000000
0.138552580210
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
7.37100000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BQ4
36000.00000000
PA
USD
31334.76000000
0.028935584281
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAG5
393000.00000000
PA
USD
364762.95000000
0.336834527617
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.00000000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
46000.00000000
PA
USD
40281.74000000
0.037197530244
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC39
36260JAF4
4506163.66000000
PA
USD
175132.95000000
0.161723729023
Long
ABS-MBS
CORP
US
N
2
2052-05-10
Variable
1.10600000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BJ0
31000.00000000
PA
USD
29301.51000000
0.027058012002
Long
DBT
CORP
LR
N
2
2026-08-31
Fixed
5.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS2P7H7 CDS USD R F 5.00000 IS2P7H7 CCPCDX / Short: SS2P7H7 CDS USD P V 03MEVENT IS2P7I8 CCPCDX
000000000
3440000.00000000
OU
Notional Amount
USD
-1447.62000000
-0.00133678159
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S41
2I65BRZP8
Y
sell protection
2028-12-20
20932.61000000
USD
0.00000000
USD
3440000.00000000
USD
-22380.23000000
N
N
N
Home Re Ltd
N/A
Home RE 2023-1 Ltd
43731BAA9
550000.00000000
PA
USD
550257.84000000
0.508126824844
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
7.47100000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
378000.00000000
PA
USD
354439.26000000
0.327301280766
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2K2
169000.00000000
PA
USD
152378.85000000
0.140711818343
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
0.90000000
N
N
N
N
N
N
eG Global Finance PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
133167.77000000
PA
137775.35000000
0.127226449217
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
4.37500000
N
N
N
N
N
N
BAUSCH & LOMB ESCROW COR
N/A
Bausch & Lomb Escrow Corp
071705AA5
185000.00000000
PA
USD
183862.25000000
0.169784661861
Long
DBT
CORP
CA
N
2
2028-10-01
Fixed
8.37500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDD5
228000.00000000
PA
USD
204301.68000000
0.188659127453
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25000000
N
N
N
N
N
N
ACM Auto Trust
N/A
ACM Auto Trust 2023-1
00461VAA1
51464.41000000
PA
USD
51398.14000000
0.047462792499
Long
ABS-O
CORP
US
N
2
2030-01-22
Fixed
6.61000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CJ7
130000.00000000
PA
USD
122570.50000000
0.113185773027
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753YCH3
264015.92000000
PA
USD
265336.00000000
0.245020296661
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
7.32100000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS2P1N1 CDS USD R F 1.00000 IS2P1N1 CCPCDX / Short: SS2P1N1 CDS USD P V 03MEVENT IS2P1O2 CCPCDX
000000000
4080000.00000000
OU
Notional Amount
USD
42233.86000000
0.039000184318
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.IG.S41
2I65BYED3
Y
sell protection
2028-12-20
54470.72000000
USD
0.00000000
USD
4080000.00000000
USD
-12236.86000000
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAS4
359000.00000000
PA
USD
358526.12000000
0.331075226441
Long
DBT
CORP
GB
N
2
2026-11-21
Fixed
6.83300000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAG5
156000.00000000
PA
USD
149886.36000000
0.138410168211
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564K2F5
132939.95000000
PA
USD
133435.79000000
0.123219151758
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Floating
7.32100000
N
N
N
N
N
N
Cross Financial Corp.
2549008J3I495E70LU05
Cross Financial Corp. Term B-1 Loan
22750JAD6
48753.03000000
PA
USD
48671.61000000
0.044945021863
Long
LON
CORP
US
N
2
2027-09-15
Floating
9.43900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFX4
2732200.00000000
PA
USD
2704878.00000000
2.497776441915
Long
DBT
UST
US
N
2
2024-11-30
Fixed
4.50000000
N
N
N
N
N
N
GIP II Blue Holding, L.P.
N/A
GIP II Blue Holding, L.P. Initial Term Loan
31575AAB3
67304.83000000
PA
USD
67292.72000000
0.062140388856
Long
LON
CORP
US
N
2
2028-09-29
Floating
9.82500000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484AE8
59000.00000000
PA
USD
52977.87000000
0.048921568968
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
158000.00000000
PA
USD
151860.12000000
0.140232805399
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.45600000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGZ6
157000.00000000
PA
USD
150862.87000000
0.139311910794
Long
DBT
CORP
US
N
2
2026-01-23
Variable
3.36600000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAP6
80000.00000000
PA
USD
78897.60000000
0.072856730175
Long
DBT
CORP
US
N
2
2028-10-25
Fixed
6.75000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCP5
155000.00000000
PA
USD
150949.85000000
0.139392231087
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.75000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAP6
416000.00000000
PA
USD
402937.60000000
0.372086299212
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.15000000
N
N
N
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
61000.00000000
PA
USD
59611.64000000
0.055047418055
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKE8
87000.00000000
PA
USD
82167.15000000
0.075875943968
Long
DBT
CORP
US
N
2
2025-12-06
Fixed
1.53000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AW6
161000.00000000
PA
USD
148934.66000000
0.137531336028
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CN7
50000.00000000
PA
USD
46997.50000000
0.043399091688
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.50000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BG0
126000.00000000
PA
USD
122871.42000000
0.113463652800
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AV9
392000.00000000
PA
USD
387660.56000000
0.357978960318
Long
DBT
CORP
US
N
2
2026-03-29
Fixed
5.10000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AW6
26000.00000000
PA
USD
24532.30000000
0.022653961105
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.20000000
N
N
N
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
507447.42000000
NS
USD
507447.42000000
0.468594225390
Long
STIV
RF
US
N
1
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAX2
314000.00000000
PA
USD
291841.02000000
0.269495934582
Long
DBT
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
376000.00000000
PA
USD
367641.52000000
0.339492697166
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A4F79
53241.08000000
PA
USD
1427.28000000
0.001317998948
Long
ABS-MBS
USGSE
US
N
2
2041-03-25
Floating
1.11500000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAC7
88000.00000000
PA
USD
89241.68000000
0.082408805846
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.25000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
168000.00000000
PA
USD
151292.40000000
0.139708553421
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B5WA9
34966.35000000
PA
USD
3077.34000000
0.002841720534
Long
ABS-MBS
USGSE
US
N
2
2049-08-25
Floating
0.61500000
N
N
N
N
N
N
SOLARIS MIDSTREAM HOLDIN
5493007AWQW8ZKCHVV46
Solaris Midstream Holdings LLC
83419MAA0
25000.00000000
PA
USD
23894.75000000
0.022065225727
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.62500000
N
N
N
N
N
N
TRINITY INDUSTRIES INC
R1JB4KXN77XFCXOQKV49
Trinity Industries Inc
896522AJ8
174000.00000000
PA
USD
171835.44000000
0.158678696014
Long
DBT
CORP
US
N
2
2028-07-03
Fixed
7.75000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
000000000
186000.00000000
PA
USD
184214.40000000
0.170109849162
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.37500000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAB6
40000.00000000
PA
USD
38500.80000000
0.035552949609
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
3383.57000000
0.003124503743
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
108621.46000000
GBP
135418.70000000
USD
2023-11-17
3383.57000000
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2023-2
52608MAB4
210000.00000000
PA
USD
209027.32000000
0.193022944329
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
7.09000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAE0
56000.00000000
PA
USD
51182.32000000
0.047263496963
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRODEKU3J3Q16
Freddie Mac STACR REMIC Trust 2022-HQA1
35564KTB5
19900.00000000
PA
USD
20459.25000000
0.018892768054
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
8.82100000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R08
20755DAA4
506672.09000000
PA
USD
515049.56000000
0.475614300307
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
7.87100000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
17000.00000000
PA
USD
15190.52000000
0.014027443380
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-66.49000000
-0.00006139912
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
77673.82000000
NZD
45197.23000000
USD
2024-01-11
-66.49000000
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAZ6
378000.00000000
PA
USD
365397.48000000
0.337420474224
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.63800000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816CA5
155000.00000000
PA
USD
150055.50000000
0.138566357846
Long
DBT
CORP
US
N
2
2025-11-06
Fixed
4.20000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TKC8
154000.00000000
PA
USD
150145.38000000
0.138649356099
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
3.95000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207BA2
164000.00000000
PA
USD
148411.80000000
0.137048509301
Long
DBT
CORP
US
N
2
2027-03-17
Fixed
2.62500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
319000.00000000
PA
USD
306106.02000000
0.282668721282
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.40600000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDZ6
150000.00000000
PA
USD
149422.50000000
0.137981824094
Long
DBT
CORP
US
N
2
2025-10-10
Fixed
6.05000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KS9
154000.00000000
PA
USD
149965.20000000
0.138482971752
Long
DBT
CORP
US
N
2
2025-07-27
Fixed
4.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
152000.00000000
PA
USD
150393.36000000
0.138878349274
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913UAA8
153000.00000000
PA
USD
149153.58000000
0.137733494209
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.35000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AZ9
97000.00000000
PA
USD
92903.69000000
0.085790430566
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
6.00000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBC8
169000.00000000
PA
USD
148965.05000000
0.137559399188
Long
DBT
CORP
US
N
2
2027-06-10
Fixed
1.70000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2023-6
69547UAA6
100000.00000000
PA
USD
99958.53000000
0.092305110028
Long
ABS-O
CORP
US
N
2
2031-06-16
Fixed
7.12800000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS MORTGAGE TRUST 2017-C1
07332VBJ3
1292169.83000000
PA
USD
48293.94000000
0.044596268526
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Variable
1.45500000
N
N
N
N
N
N
ANGI GROUP LLC
N/A
ANGI Group LLC
001846AA2
127000.00000000
PA
USD
95450.66000000
0.088142389384
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGE5
2828100.00000000
PA
USD
2760048.84000000
2.548723074049
Long
DBT
UST
US
N
2
2026-01-15
Fixed
3.87500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
62000.00000000
PA
USD
55337.48000000
0.051100513183
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AB8
234000.00000000
PA
USD
228407.40000000
0.210919170062
Long
DBT
CORP
SG
N
2
2026-05-19
Fixed
4.45000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCX2
383000.00000000
PA
USD
361632.43000000
0.333943698860
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.75000000
N
N
N
N
N
N
SEALED AIR/SEALED AIR US
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp/Sealed Air Corp US
812127AA6
27000.00000000
PA
USD
25680.51000000
0.023714257313
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS5
36252HAF8
1407096.05000000
PA
USD
30170.25000000
0.027860236098
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Variable
0.82600000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523BZ2
154000.00000000
PA
USD
149429.28000000
0.137988084977
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
4.50000000
N
N
N
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
04288BAB6
38000.00000000
PA
USD
37522.72000000
0.034649757235
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
8.00000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
207052.50000000
PA
USD
204540.95000000
0.188880077518
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KT58
422526.05000000
PA
USD
425989.24000000
0.393372968459
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Floating
7.42100000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CY3
399000.00000000
PA
USD
391782.09000000
0.361784921451
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
4.87500000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-3 Ltd
69688FAG5
250000.00000000
PA
USD
240253.00000000
0.221857800425
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
8.60500000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2022-2 Ltd
07876GAA8
200000.00000000
PA
USD
205041.72000000
0.189342505586
Long
ABS-MBS
CORP
US
N
2
2032-09-27
Floating
9.32100000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBJ6
62000.00000000
PA
USD
52706.82000000
0.048671272169
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJB8
3657000.00000000
PA
USD
3649571.72000000
3.370138788255
Long
DBT
UST
US
N
2
2025-09-30
Fixed
5.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAE2
170000.00000000
PA
USD
151504.00000000
0.139903952065
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.20000000
N
N
N
N
N
N
COTY/HFC PRESTIGE/INT US
N/A
Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC
22207AAA0
76000.00000000
PA
USD
72749.48000000
0.067179346833
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
6.62500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGC9
816000.00000000
PA
USD
786165.00000000
0.725971528645
Long
DBT
UST
US
N
2
2027-12-31
Fixed
3.87500000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAA4
77000.00000000
PA
USD
76023.64000000
0.070202817657
Long
DBT
CORP
KY
N
2
2028-05-30
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AR4Q8
142620.64000000
PA
USD
21712.82000000
0.020050357274
Long
ABS-MBS
USGSE
US
N
2
2046-05-25
Fixed
5.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BQ7
413000.00000000
PA
USD
407531.88000000
0.376328813792
Long
DBT
CORP
US
N
2
2026-06-12
Fixed
5.81200000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
02557TAD1
142000.00000000
PA
USD
140845.54000000
0.130061567198
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.69900000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11
46639YAV9
110000.00000000
PA
USD
92537.50000000
0.085452278252
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Fixed
3.49900000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BT1
147000.00000000
PA
USD
147374.85000000
0.136090954365
Long
DBT
CORP
US
N
2
2027-10-20
Fixed
6.61500000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBH6
1936.71000000
PA
USD
2016.34000000
0.001861957009
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Floating
10.98500000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AP1
381000.00000000
PA
USD
356905.56000000
0.329578746160
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
AGL CLO 16 LTD
N/A
AGL CLO 16 Ltd
00120LAA6
500000.00000000
PA
USD
493508.50000000
0.455722552065
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
6.80700000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CT5
227000.00000000
PA
USD
203428.32000000
0.187852637092
Long
DBT
CORP
US
N
2
2027-02-21
Fixed
2.20000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS2OZF8 CDS EUR R F 5.00000 IS2OZF8 CCPITRAXX / Short: SS2OZF8 CDS EUR P V 03MEVENT IS2OZG9 CCPITRAXX
000000000
640000.00000000
OU
Notional Amount
17278.95000000
0.015955970750
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S40
2I667KKS6
Y
sell protection
2028-12-20
24399.09000000
EUR
0.00000000
EUR
640000.00000000
EUR
-8731.30000000
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAL6
15000.00000000
PA
USD
14146.35000000
0.013063221250
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
87000.00000000
PA
USD
70286.43000000
0.064904882601
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Rockford Tower CLO Ltd
N/A
Rockford Tower CLO 2021-2 Ltd
77341LAG4
250000.00000000
PA
USD
240046.25000000
0.221666880436
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
8.92700000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
78000.00000000
PA
USD
58179.42000000
0.053724857343
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAS2
545000.00000000
PA
USD
496587.65000000
0.458565944015
Long
DBT
CORP
GB
N
2
2028-03-18
Fixed
3.75000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAQ7
155000.00000000
PA
USD
150929.70000000
0.139373623891
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) DEC23
000000000
6.00000000
NC
USD
-64079.37000000
-0.05917307205
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USZ3 Comdty
2023-12-19
720704.37000000
USD
-64079.37000000
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAB4
9000.00000000
PA
USD
7144.20000000
0.006597197528
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
4.87500000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AQ2
156000.00000000
PA
USD
150925.32000000
0.139369579250
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.80000000
N
N
N
N
N
N
LSB INDUSTRIES
5493001H215A0HG0MI71
LSB Industries Inc
502160AN4
110000.00000000
PA
USD
97727.30000000
0.090244716276
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
7.29200000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-BPR
61769GAL1
133000.00000000
PA
USD
123444.43000000
0.113992789744
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
9.90700000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWR6
123000.00000000
PA
USD
119485.89000000
0.110337339127
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
4.75000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWK1
155000.00000000
PA
USD
148271.45000000
0.136918905332
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.15000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2919.09000000
0.002695587096
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
961527.02000000
EUR
1023722.15000000
USD
2024-01-10
2919.09000000
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAZ7
159000.00000000
PA
USD
152153.46000000
0.140503685542
Long
DBT
US
N
2
2025-01-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
207942AA1
211968.34000000
PA
USD
212808.24000000
0.196514374591
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Floating
7.22100000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300LGCRX4YI1JNS93
Neuberger Berman Loan Advisers Clo 42 Ltd
64133WAA3
500000.00000000
PA
USD
496126.00000000
0.458139640686
Long
ABS-CBDO
CORP
KY
N
2
2035-07-16
Floating
6.75500000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
12000.00000000
PA
USD
10807.20000000
0.009979736447
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBP4
150000.00000000
PA
USD
149935.50000000
0.138455545760
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.05100000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
155000.00000000
PA
USD
150365.50000000
0.138852622401
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2023-3
525931AB7
150000.00000000
PA
USD
149991.42000000
0.138507184192
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2019-C18
90278PBB5
1248313.61000000
PA
USD
49407.75000000
0.045624798603
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Variable
1.00900000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAA1
28000.00000000
PA
USD
27085.80000000
0.025011949947
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.25000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWP0
152000.00000000
PA
USD
150017.92000000
0.138531655195
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
4.80000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
097793AE3
30000.00000000
PA
USD
28057.20000000
0.025908973782
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABS5
49000.00000000
PA
USD
44183.79000000
0.040800816072
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.30000000
N
N
N
N
N
N
ECO MATERIAL TECH INC
N/A
Eco Material Technologies Inc
27900QAA4
92000.00000000
PA
USD
87322.72000000
0.080636772845
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
7.87500000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AZ6
155000.00000000
PA
USD
150619.70000000
0.139087359336
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
SHEA HOMES LP/FNDG CP
N/A
Shea Homes LP / Shea Homes Funding Corp
82088KAK4
11000.00000000
PA
USD
9721.69000000
0.008977339553
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BC9
15000.00000000
PA
USD
14048.70000000
0.012973047915
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.37500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC23
000000000
135.00000000
NC
USD
-259010.00000000
-0.23917865287
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVZ3 Comdty
2023-12-29
14363346.01000000
USD
-259010.00000000
N
N
N
NEW FORTRESS ENERGY INC
254900EICTYTCHA5X705
New Fortress Energy Inc
644393AB6
83000.00000000
PA
USD
74301.60000000
0.068612627289
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.50000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BB1
7000.00000000
PA
USD
6722.59000000
0.006207868499
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAC5
70000.00000000
PA
USD
71001.70000000
0.065565387272
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
157000.00000000
PA
USD
150252.14000000
0.138747941918
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797GY7
1000000.00000000
PA
USD
978087.78000000
0.903199558357
Long
STIV
UST
US
N
2
2024-03-28
None
0.00000000
N
N
N
N
N
N
Research-Driven Pagaya Motor Asset Trust I
N/A
Research-Driven Pagaya Motor Asset Trust 2023-3
76089RAA2
500000.00000000
PA
USD
500099.50000000
0.461808905878
Long
ABS-O
CORP
US
N
2
2032-01-26
Fixed
7.13000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BG1
164000.00000000
PA
USD
151558.96000000
0.139954704001
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.05000000
N
N
N
N
N
N
LINDBLAD EXPEDITIONS LLC
549300MPUWOG67Y2R254
Lindblad Expeditions LLC
53523LAA8
28000.00000000
PA
USD
25431.00000000
0.023483851284
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AF3
29000.00000000
PA
USD
28440.59000000
0.026263009162
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JZ5
158000.00000000
PA
USD
149452.20000000
0.138009250085
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
VIRTUSA CORP
C77OMXDER63WLJCSKT03
Virtusa Corp
92837TAA0
10000.00000000
PA
USD
7958.50000000
0.007349149874
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
7.12500000
N
N
N
N
N
N
DIRECTV Financing, LLC
N/A
DIRECTV Financing, LLC Closing Date Term Loan
25460HAB8
24600.00000000
PA
USD
23901.61000000
0.022071560485
Long
LON
CORP
US
N
2
2027-08-02
Floating
10.32500000
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540AQ2
163000.00000000
PA
USD
149678.01000000
0.138217770727
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISOMSKCX2AW62
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMA4
167510.16000000
PA
USD
166341.31000000
0.153605229306
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
6.17100000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JL2
372000.00000000
PA
USD
352607.64000000
0.325609900495
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRILHAKSCHN59
Freddie Mac STACR REMIC Trust 2023-DNA1
35564KP37
528858.23000000
PA
USD
532459.49000000
0.491691222449
Long
ABS-MBS
USGSE
US
N
2
2043-03-25
Floating
7.42100000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
394000.00000000
PA
USD
362078.12000000
0.334355264181
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IT1PBTE7DAT80
Freddie Mac STACR REMIC Trust 2021-DNA1
35564KAH2
172719.73000000
PA
USD
171857.75000000
0.158699297828
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Floating
7.12100000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAN2
209000.00000000
PA
USD
204581.74000000
0.188917744392
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.04700000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2H9
366000.00000000
PA
USD
333312.54000000
0.307792148188
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
0.80000000
N
N
N
N
N
N
BANIJAY ENTERTAINMENT
969500CE0IE2EZ5VBG13
Banijay Entertainment SASU
000000000
170000.00000000
PA
178031.51000000
0.164400358018
Long
DBT
CORP
FR
N
2
2029-05-01
Fixed
7.00000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
200000.00000000
PA
USD
192698.00000000
0.177943894254
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.37500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CE7
557000.00000000
PA
USD
502491.98000000
0.464018203370
Long
DBT
CORP
DE
N
2
2026-11-24
Fixed
2.12900000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
17000.00000000
PA
USD
17981.07000000
0.016604332264
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CZ0
37000.00000000
PA
USD
35552.19000000
0.032830102740
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.87500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC23
000000000
-10.00000000
NC
USD
37563.71000000
0.034687608797
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Notes
TYZ3 Comdty
2023-12-19
-1099282.46000000
USD
37563.71000000
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BW1
122000.00000000
PA
USD
119560.00000000
0.110405774824
Long
DBT
CORP
PA
N
2
2029-08-15
Fixed
7.00000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2023-1
69548JAA0
75739.38000000
PA
USD
75905.11000000
0.070093363020
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
7.55600000
N
N
N
N
N
N
Crown Subsea Communications Holding, Inc.
5493003AYLUE132FIO27
Crown Subsea Communications Holding, Inc. Initial Term Loan
22860EAE2
40068.49000000
PA
USD
40001.58000000
0.036938820961
Long
LON
CORP
US
N
2
2027-04-27
Floating
10.42900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGH8
865000.00000000
PA
USD
820668.75000000
0.757833466192
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TKT1
153000.00000000
PA
USD
149367.78000000
0.137931293783
Long
DBT
CORP
US
N
2
2026-05-18
Fixed
4.45000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABW6
50000.00000000
PA
USD
44435.00000000
0.041032791939
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.50000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
33000.00000000
PA
USD
30532.92000000
0.028195137924
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGM7
604500.00000000
PA
USD
542538.75000000
0.500998754315
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKM0
161000.00000000
PA
USD
154217.07000000
0.142409293279
Long
DBT
CORP
US
N
2
2026-04-02
Fixed
3.38400000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD1 Mortgage Trust
12514MBD6
1483360.12000000
PA
USD
38743.14000000
0.035776734617
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.36300000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AF4
150000.00000000
PA
USD
129646.50000000
0.119719992353
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AN8
46000.00000000
PA
USD
42928.12000000
0.039641287640
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
4.00000000
N
N
N
N
N
N
United Auto Credit Securitization Trust
N/A
United Auto Credit Securitization Trust 2023-1
90945CAA0
48583.05000000
PA
USD
48509.12000000
0.044794973064
Long
ABS-O
CORP
US
N
2
2025-07-10
Fixed
5.57000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
21000.00000000
PA
USD
20196.12000000
0.018649784853
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) DEC23
000000000
28.00000000
NC
USD
-7098.56000000
-0.00655505199
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUZ3 Comdty
2023-12-29
5674911.09000000
USD
-7098.56000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGP0
1674800.00000000
PA
USD
1620369.00000000
1.496303905540
Long
DBT
UST
US
N
2
2028-02-29
Fixed
4.00000000
N
N
N
N
N
N
LOXAM SAS
969500BNA2YRNE1R5K91
Loxam SAS
000000000
100000.00000000
PA
99196.90000000
0.091601794953
Long
DBT
CORP
FR
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AU5
29000.00000000
PA
USD
25716.91000000
0.023747870313
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.26800000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Long: IS2AX41 CDS USD R F 2.00000 IS2AX41 CMBX / Short: IS2AX41 CDS USD P V 01MEVENT IS2AX52 CMBX
000000000
114728.41000000
OU
Notional Amount
USD
-20927.73000000
-0.01932537843
N/A
DCR
GB
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
CMBX.NA.A.6
137BEOAF1
Y
sell protection
2063-05-11
0.00000000
USD
-10876.16000000
USD
114728.41000000
USD
-10051.57000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
161000.00000000
PA
USD
151455.92000000
0.139859553356
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.18800000
N
N
N
N
N
N
FINThrive Software Intermediate Holdings, Inc.
25490077VXHBSKJ52J14
FINThrive Software Intermediate Holdings, Inc. Initial Loan (Second Lien)
000000000
20000.00000000
PA
USD
11720.00000000
0.010822647047
Long
LON
CORP
US
N
2
2029-12-17
Floating
12.18900000
N
N
N
N
N
N
Banff Guarantor Inc.
5493006T045HLTF7YX04
Banff Guarantor Inc. Initial Term Loan (Second Lien)
10318UAB5
10000.00000000
PA
USD
9916.70000000
0.009157418427
Long
LON
CORP
US
N
2
2026-02-27
Floating
10.93900000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2023-1
52604EAA8
210000.00000000
PA
USD
206436.93000000
0.190630890005
Long
ABS-O
CORP
US
N
2
2033-05-20
Fixed
5.59000000
N
N
N
N
N
N
Asurion, LLC
549300KNQVXGIOXWK278
Asurion, LLC New B-11 Term Loan
04649VBC3
69650.00000000
PA
USD
66407.10000000
0.061322577194
Long
LON
CORP
US
N
2
2028-08-19
Floating
9.67400000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KB32
184000.00000000
PA
USD
192479.09000000
0.177741745307
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
9.32100000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2017-P7
17325HBU7
797281.41000000
PA
USD
22590.01000000
0.020860384387
Long
ABS-MBS
CORP
US
N
2
2050-04-14
Variable
1.08600000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BM4
149000.00000000
PA
USD
136542.11000000
0.126087633411
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.95000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAV2
122000.00000000
PA
USD
112660.90000000
0.104034910981
Long
DBT
CORP
US
N
2
2027-01-16
Fixed
3.01700000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABH4
154000.00000000
PA
USD
150775.24000000
0.139230990268
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
26000.00000000
PA
USD
20873.84000000
0.019275614576
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAK2
153000.00000000
PA
USD
149181.12000000
0.137758925583
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
4.75000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue Inc
49177JAB8
287000.00000000
PA
USD
286583.85000000
0.264641284806
Long
DBT
CORP
US
N
2
2025-03-22
Fixed
5.50000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BT5
252000.00000000
PA
USD
245992.32000000
0.227157683928
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAC4
441000.00000000
PA
USD
418844.16000000
0.386774958309
Long
DBT
CORP
JP
N
2
2026-03-09
Fixed
3.78400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ASJX5
192115.49000000
PA
USD
30983.25000000
0.028610987979
Long
ABS-MBS
USGSE
US
N
2
2046-06-25
Fixed
5.00000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAG5
330000.00000000
PA
USD
318895.50000000
0.294478962575
Long
DBT
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
654740BT5
66000.00000000
PA
USD
54719.94000000
0.050530255721
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
2.75000000
N
N
N
N
N
N
PMT Credit Risk Transfer Trust
N/A
PMT Credit Risk Transfer Trust 2019-3R
69349MAA4
13001.62000000
PA
USD
12915.08000000
0.011926224609
Long
ABS-MBS
CORP
US
N
2
2031-11-27
Floating
9.13500000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAD8
390000.00000000
PA
USD
364310.70000000
0.336416904569
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NL1
266000.00000000
PA
USD
254681.70000000
0.235181753279
Long
DBT
CORP
US
N
2
2026-03-17
Fixed
3.29000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAC9
6000.00000000
PA
USD
5200.08000000
0.004801930926
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
1.85000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE16 Mortgage Trust
12591VAQ4
100000.00000000
PA
USD
74908.83000000
0.069173364146
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Variable
4.91600000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAR5
257000.00000000
PA
USD
239942.91000000
0.221571452761
Long
DBT
CORP
US
N
2
2027-03-26
Fixed
3.30000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2013-WBRK
05525BAL4
100000.00000000
PA
USD
80156.37000000
0.074019121252
Long
ABS-MBS
CORP
US
N
2
2037-03-10
Variable
3.53400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGD7
1042400.00000000
PA
USD
1029044.25000000
0.950254497740
Long
DBT
UST
US
N
2
2024-12-31
Fixed
4.25000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CY3
128000.00000000
PA
USD
123669.76000000
0.114200867139
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.95000000
N
N
N
N
N
N
Granite Park Equipment Leasing LLC
N/A
Granite Park Equipment Leasing 2023-1 LLC
387422AC2
250000.00000000
PA
USD
248730.08000000
0.229685824728
Long
ABS-O
CORP
US
N
2
2032-09-20
Fixed
6.46000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHX2
3161200.00000000
PA
USD
3101927.50000000
2.864425469108
Long
DBT
UST
US
N
2
2028-08-31
Fixed
4.37500000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
42217KBF2
380000.00000000
PA
USD
367456.20000000
0.339321566368
Long
DBT
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAY5
238000.00000000
PA
USD
224338.80000000
0.207162086292
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
Theorem Funding Trust
N/A
Theorem Funding Trust 2023-1
88338QAA8
135863.32000000
PA
USD
136213.28000000
0.125783980593
Long
ABS-O
CORP
US
N
2
2029-04-15
Fixed
7.58000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AD7
154000.00000000
PA
USD
150405.64000000
0.138889689044
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.50000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK29
06541TBL2
975959.29000000
PA
USD
64721.62000000
0.059766147574
Long
ABS-MBS
CORP
US
N
2
2053-11-15
Variable
1.32900000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AC7
149000.00000000
PA
USD
146531.07000000
0.135311779183
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.05000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BK7
42000.00000000
PA
USD
38710.14000000
0.035746261293
Long
DBT
CORP
LR
N
2
2027-07-15
Fixed
5.37500000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAR9
294000.00000000
PA
USD
262827.18000000
0.242703566851
Long
DBT
CORP
AU
N
2
2027-01-12
Fixed
1.34000000
N
N
N
N
N
N
Freddie Mac - STACR
5493003FQV7GR462GO02
Freddie Mac Stacr Remic Trust 2020-DNA1
35565HAH8
17312.20000000
PA
USD
17328.47000000
0.016001699204
Long
ABS-MBS
USGSE
US
N
2
2050-01-25
Floating
7.13500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCC7
166000.00000000
PA
USD
150497.26000000
0.138974294072
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAZ9
47000.00000000
PA
USD
42189.55000000
0.038959266955
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.24400000
N
N
N
N
N
N
First Help Financial LLC
N/A
FHF Trust 2023-1
30331GAC5
201550.08000000
PA
USD
198862.65000000
0.183636541961
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
6.57000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS7
36254CAX8
3259182.26000000
PA
USD
99020.15000000
0.091438577985
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Variable
1.07900000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISOMSKCX2AW62
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMH9
225000.00000000
PA
USD
220996.64000000
0.204075821953
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
7.12100000
N
N
N
N
N
N
Theorem Funding Trust
N/A
Theorem Funding Trust 2022-3
882925AA8
151993.21000000
PA
USD
152559.54000000
0.140878673641
Long
ABS-O
CORP
US
N
2
2029-04-15
Fixed
7.60000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AT5
391000.00000000
PA
USD
365244.83000000
0.337279512017
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
ALBION FINANCING 1SARL /
N/A
Albion Financing 1 SARL / Aggreko Holdings Inc
013304AA8
200000.00000000
PA
USD
185026.00000000
0.170859308235
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
6.12500000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
913017CR8
161000.00000000
PA
USD
146637.19000000
0.135409774004
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
3.12500000
N
N
N
N
N
N
Baxalta Inc
5493000JW8DCO3T45R55
Baxalta Inc
07177MAB9
379000.00000000
PA
USD
367808.13000000
0.339646550513
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
4.00000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AD5
155000.00000000
PA
USD
150215.15000000
0.138713784092
Long
DBT
CORP
CA
N
2
2026-01-27
Fixed
4.65000000
N
N
N
N
Y
Royal Bank of Canada
Royal Bank of Canada
USD
XXXX
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BF9
157000.00000000
PA
USD
149869.06000000
0.138394192802
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACF2
173000.00000000
PA
USD
172000.06000000
0.158830711727
Long
DBT
CORP
US
N
2
2025-06-26
Fixed
5.80000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2023-3
69548BAA7
79792.99000000
PA
USD
80024.17000000
0.073897043271
Long
ABS-O
CORP
US
N
2
2030-12-16
Fixed
7.60000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBB1
197000.00000000
PA
USD
186247.74000000
0.171987504549
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
3.45000000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAC6
20000.00000000
PA
USD
20307.20000000
0.018752359907
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JBF4
154000.00000000
PA
USD
151457.46000000
0.139860975445
Long
DBT
CORP
AU
N
2
2026-08-09
Fixed
5.10800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B4ZB7
39839.73000000
PA
USD
3081.48000000
0.002845543551
Long
ABS-MBS
USGSE
US
N
2
2049-06-25
Floating
0.61500000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CB7
152000.00000000
PA
USD
149777.76000000
0.138309883274
Long
DBT
CORP
US
N
2
2026-05-18
Fixed
5.10400000
N
N
N
N
N
N
CASTLELAKE AVIATION FIN
2138006F7SMD1COVC345
Castlelake Aviation Finance DAC
14856HAA6
62000.00000000
PA
USD
54704.46000000
0.050515960962
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
5.00000000
N
N
N
N
N
N
BLUE RACER MID LLC/FINAN
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AH1
8000.00000000
PA
USD
8010.56000000
0.007397223850
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.62500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR Trust 2019-DNA4
35565AAH3
515.96000000
PA
USD
516.56000000
0.000477009092
Long
ABS-MBS
USGSE
US
N
2
2049-10-25
Floating
7.38500000
N
N
N
N
N
N
Coral-US Co-Borrower LLC
N/A
Coral-US Co-Borrower LLC Term B-6 Loan
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2029-10-15
Floating
8.44900000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CU1
151000.00000000
PA
USD
149172.90000000
0.137751334955
Long
DBT
CORP
US
N
2
2025-11-17
Fixed
5.00000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C14
90278KBB6
804476.63000000
PA
USD
27580.60000000
0.025468865114
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
0.88200000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAE6
160000.00000000
PA
USD
159497.60000000
0.147285514475
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJA0
4330000.00000000
PA
USD
4292112.50000000
3.963482821980
Long
DBT
UST
US
N
2
2028-09-30
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A4F53
60198.69000000
PA
USD
5044.10000000
0.004657893683
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
0.51500000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2023-5
69546PAA8
209401.46000000
PA
USD
209536.15000000
0.193492815276
Long
ABS-O
CORP
US
N
2
2031-04-15
Fixed
7.17900000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2020-1 Ltd
43731WAD7
65571.65000000
PA
USD
66133.20000000
0.061069648608
Long
ABS-MBS
CORP
BM
N
2
2030-10-25
Floating
10.68900000
N
N
N
N
N
N
COLUMBIA PIPELINE HOLDCO
N/A
Columbia Pipelines Holding Co LLC
19828AAA5
276000.00000000
PA
USD
275381.76000000
0.254296893487
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.05500000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
20000.00000000
PA
USD
19467.80000000
0.017977229367
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDE9
163000.00000000
PA
USD
148292.51000000
0.136938352853
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.95000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AR5
64000.00000000
PA
USD
62572.80000000
0.057781854022
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.50000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAP7
420000.00000000
PA
USD
403418.40000000
0.372530286303
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.80000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCZ7
50000.00000000
PA
USD
48459.00000000
0.044748690550
Long
DBT
CORP
US
N
2
2026-04-26
Fixed
4.08000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
161000.00000000
PA
USD
151423.72000000
0.139829818780
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.18800000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BZ2
161000.00000000
PA
USD
149535.19000000
0.138085885877
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
2.45000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBT1
385000.00000000
PA
USD
367324.65000000
0.339200088619
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
Howard Midstream Energy Partners LLC
442722AB0
107000.00000000
PA
USD
107898.80000000
0.099637425699
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
8.87500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
46639EAR2
100000.00000000
PA
USD
57000.00000000
0.052635740757
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
3.78400000
N
N
N
N
N
N
EMERALD DEBT MERGER
98450099EE3A0ZD5F786
Emerald Debt Merger Sub LLC
29103CAA6
69000.00000000
PA
USD
65692.14000000
0.060662358786
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.62500000
N
N
N
N
N
N
Tricolor Auto Securitization Trust
N/A
Tricolor Auto Securitization Trust 2023-1
89616KAA2
105453.25000000
PA
USD
105115.78000000
0.097067490274
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
486660.73000000
PA
USD
492475.45000000
0.454768598521
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Floating
7.82100000
N
N
N
N
N
N
Seaworld Parks & Entertainment, Inc.
549300UZV72O3371JJ53
Seaworld Parks & Entertainment, Inc. Term B Loan
78488CAH3
140140.00000000
PA
USD
139730.79000000
0.129032169093
Long
LON
CORP
US
N
2
2028-08-25
Floating
8.43900000
N
N
N
N
N
N
Merchants Fleet Funding LLC
254900Z2OOQUA5IN2X83
Merchants Fleet Funding LLC
588926AA3
550000.00000000
PA
USD
550532.68000000
0.508380621458
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
7.21000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AU8
6000.00000000
PA
USD
6181.86000000
0.005708540006
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
9.37500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
371000.00000000
PA
USD
364503.79000000
0.336595210449
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS3
36251PAF1
1270025.28000000
PA
USD
32761.83000000
0.030253389309
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
1.19300000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAC4
85000.00000000
PA
USD
65167.80000000
0.060178165378
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BS2P153 CDS USD R V 03MEVENT IS2P164 CCPITRAXX / Short: BS2P153 CDS USD P F 1.00000 IS2P153 CCPITRAXX
000000000
4080000.00000000
OU
Notional Amount
USD
-9659.30000000
-0.00891972650
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Australia S40
2I668IBN1
Y
buy protection
2028-12-20
0.00000000
USD
-32212.28000000
USD
4080000.00000000
USD
22552.98000000
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R3B1
110000.00000000
PA
USD
108498.50000000
0.100191209098
Long
DBT
CORP
US
N
2
2026-01-06
Fixed
4.80000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
114000.00000000
PA
USD
94242.66000000
0.087026881053
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.37500000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CY4
160000.00000000
PA
USD
152124.80000000
0.140477219923
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
2.37500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
23000.00000000
PA
USD
20338.21000000
0.018780995597
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
Embecta Corp
29082KAA3
48000.00000000
PA
USD
38099.52000000
0.035182393994
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.00000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBJ5
63000.00000000
PA
USD
61176.78000000
0.056492721622
Long
DBT
CORP
US
N
2
2026-07-24
Fixed
4.41400000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
15000.00000000
PA
USD
12223.20000000
0.011287319060
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2019-2R
69345WAA6
25786.96000000
PA
USD
25739.01000000
0.023768278205
Long
ABS-MBS
CORP
US
N
2
2025-05-29
Floating
9.19100000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAJ6
210000.00000000
PA
USD
209573.70000000
0.193527490225
Long
DBT
CORP
GB
N
2
2027-10-18
Fixed
6.55700000
N
N
N
N
N
N
Rad CLO Ltd
N/A
Rad CLO 14 Ltd
75009RAA1
550000.00000000
PA
USD
543939.00000000
0.502291792842
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
6.82500000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
254900EICTYTCHA5X705
New Fortress Energy Inc
644393AA8
75000.00000000
PA
USD
69616.50000000
0.064286246429
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.75000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2023-1 Ltd
07876XAA1
200000.00000000
PA
USD
200533.18000000
0.185179166242
Long
ABS-MBS
CORP
BM
N
2
2033-10-25
Floating
7.52100000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2011-C4
92936CAY5
25000.00000000
PA
USD
17168.49000000
0.015853968225
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
4.97900000
N
N
N
N
N
N
BFLD Trust
N/A
BFLD 2019-DPLO
054970AN8
10000.00000000
PA
USD
9773.14000000
0.009024850235
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Floating
7.68800000
N
N
N
N
N
N
Pinewood Finance Co Ltd
N/A
Pinewood Finance Co Ltd
000000000
118000.00000000
PA
135365.52000000
0.125001130144
Long
DBT
CORP
GB
N
2
2025-09-30
Fixed
3.25000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAJ8
35000.00000000
PA
USD
31516.10000000
0.029103039812
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAE6
129000.00000000
PA
USD
124339.23000000
0.114819078531
Long
DBT
CORP
US
N
2
2025-05-22
Fixed
3.75000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CV7
157000.00000000
PA
USD
150426.41000000
0.138908868769
Long
DBT
US
N
2
2025-09-01
Fixed
3.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABB0
156000.00000000
PA
USD
150720.96000000
0.139180866268
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHD6
3929500.00000000
PA
USD
3872399.45000000
3.575905501060
Long
DBT
UST
US
N
2
2025-05-31
Fixed
4.25000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BJ1
374000.00000000
PA
USD
358572.50000000
0.331118055312
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.00000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
167000.00000000
PA
USD
152322.37000000
0.140659662788
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C1
90276EAF4
1031242.33000000
PA
USD
41829.15000000
0.038626461324
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
1.52200000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DF4
161000.00000000
PA
USD
149256.66000000
0.137828681791
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.00000000
N
N
N
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust 2014-STAR
85571XAA5
80958.09000000
PA
USD
57885.03000000
0.053453007593
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Floating
8.50000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBN0
135000.00000000
PA
USD
131974.65000000
0.121869885333
Long
DBT
CORP
BM
N
2
2029-01-15
Fixed
8.12500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YET8
409000.00000000
PA
USD
397347.59000000
0.366924293648
Long
DBT
CORP
US
N
2
2026-07-17
Fixed
4.67900000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XSX3
337009.91000000
PA
USD
345828.52000000
0.319349830269
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Floating
8.23500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBQ2
64000.00000000
PA
USD
57945.60000000
0.053508939993
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
4.75000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
549300G1IXWLFE766Q13
UBS-Barclays Commercial Mortgage Trust 2013-C6
90349GAS4
79840.14000000
PA
USD
65468.91000000
0.060456220604
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
3.97000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CQ0
159000.00000000
PA
USD
151247.16000000
0.139666777264
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
2.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2K8
101000.00000000
PA
USD
95546.00000000
0.088230429586
Long
DBT
CORP
US
N
2
2026-02-11
Fixed
2.16400000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBQ9
153000.00000000
PA
USD
148685.40000000
0.137301160857
Long
DBT
CORP
US
N
2
2027-04-26
Fixed
4.94700000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BX3
377000.00000000
PA
USD
368159.35000000
0.339970879019
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.90000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414HAG8
82000.00000000
PA
USD
78423.98000000
0.072419373341
Long
DBT
CORP
US
N
2
2028-08-28
Fixed
6.65000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCT1
217000.00000000
PA
USD
205414.37000000
0.189686623284
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
1.56100000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBM6
68000.00000000
PA
USD
62572.24000000
0.057781336899
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.65000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667AH4
384000.00000000
PA
USD
366977.28000000
0.338879315334
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.37500000
N
N
N
N
N
N
WEA FINANCE LLC
3CYEJKBUJZO3UW777J80
WEA Finance LLC
92928QAH1
249000.00000000
PA
USD
213007.05000000
0.196697962515
Long
DBT
US
N
2
2027-01-15
Fixed
2.87500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
82000.00000000
PA
USD
76114.86000000
0.070287053311
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
NUSS
LB
N
2
2023-10-04
Fixed
6.10000000
Y
N
N
N
N
N
PPM Clo, Ltd.
N/A
PPM CLO 5 Ltd
69356TAA9
500000.00000000
PA
USD
491127.50000000
0.453523855596
Long
ABS-CBDO
CORP
KY
N
2
2034-10-18
Floating
6.85700000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBU7
6445.41000000
PA
USD
6748.30000000
0.006231609988
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Floating
12.38500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BJ1
214000.00000000
PA
USD
208857.58000000
0.192866200634
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.65000000
N
N
N
N
N
N
Regatta XXIV Funding Ltd.
N/A
Regatta XXIV Funding Ltd
75889HAJ9
250000.00000000
PA
USD
243551.75000000
0.224903978492
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
8.77700000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHQ7
3357100.00000000
PA
USD
3258485.19000000
3.008996170590
Long
DBT
UST
US
N
2
2028-07-31
Fixed
4.12500000
N
N
N
N
N
N
Galaxy CLO Ltd
549300QQ6WEN7DIBD138
Galaxy 30 Clo Ltd
36321RAG1
250000.00000000
PA
USD
229478.50000000
0.211908260271
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
8.74400000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
70000.00000000
PA
USD
64272.60000000
0.059351507217
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
VOC Escrow Ltd
N/A
VOC Escrow Ltd
91832VAA2
226000.00000000
PA
USD
203357.06000000
0.187786833182
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWF2
99000.00000000
PA
USD
95900.31000000
0.088557611504
Long
DBT
CORP
US
N
2
2025-06-06
Fixed
3.40000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CD0
151000.00000000
PA
USD
148911.67000000
0.137510106279
Long
DBT
CORP
US
N
2
2026-02-10
Fixed
4.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MQ1
158000.00000000
PA
USD
150730.42000000
0.139189601954
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
3.10600000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAN7
364000.00000000
PA
USD
363486.76000000
0.335656050319
Long
DBT
CORP
DE
N
2
2027-07-13
Fixed
7.14600000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFZ9
4166800.00000000
PA
USD
4016404.56000000
3.708884722775
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.87500000
N
N
N
N
N
N
RENK AG FRANKFURT
894500DAJJ2W78HOJY11
Renk AG/Frankfurt am Main
000000000
100000.00000000
PA
104139.29000000
0.096165766160
Long
DBT
CORP
DE
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AK5
31000.00000000
PA
USD
29614.30000000
0.027346852938
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
6.50000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
74166NAA2
7000.00000000
PA
USD
5853.68000000
0.005405487420
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEM3
296000.00000000
PA
USD
281824.56000000
0.260246394373
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
2.63000000
N
N
N
N
N
N
SUMMIT MID HLDS LLC / FI
N/A
Summit Midstream Holdings LLC / Summit Midstream Finance Corp
86614WAE6
40000.00000000
PA
USD
38401.60000000
0.035461344952
Long
SN
CORP
US
N
2
2026-10-15
Fixed
9.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493007OD9MH69ES1S63
Wells Fargo Commercial Mortgage Trust 2016-LC24
95000HBJ0
765550.36000000
PA
USD
26511.39000000
0.024481520195
Long
ABS-MBS
CORP
US
N
2
2049-10-15
Variable
1.60100000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
310000.00000000
PA
USD
288594.50000000
0.266497987475
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRHY5YZIPQD14
Freddie Mac STACR REMIC Trust 2023-HQA1
35564KX79
187996.11000000
PA
USD
188685.77000000
0.174238864462
Long
ABS-MBS
USGSE
US
N
2
2043-05-25
Floating
7.32100000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AY4
152000.00000000
PA
USD
149601.44000000
0.138147063382
Long
DBT
CORP
AU
N
2
2026-02-27
Fixed
4.87500000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAA1
179000.00000000
PA
USD
180285.22000000
0.166481510567
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
8.37500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISU5NYXNHD479
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
50322.35000000
PA
USD
50333.85000000
0.046479990876
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
6.97100000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2023-A
00834JAA8
383000.00000000
PA
USD
380834.21000000
0.351675276302
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
6.61000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
14000.00000000
PA
USD
13809.60000000
0.012752254834
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
GTCR W-2 MERGER SUB LLC
254900HJTH4LRJB6QF88
GTCR W-2 Merger Sub LLC
36268NAA8
200000.00000000
PA
USD
197222.00000000
0.182121509889
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0GJ2
62546.47000000
PA
USD
64719.72000000
0.059764393049
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Floating
10.13500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHY8
176000.00000000
PA
USD
165952.16000000
0.153245874946
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
2.01500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DS6
152000.00000000
PA
USD
149040.56000000
0.137629127693
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
5.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BN2
200000.00000000
PA
USD
194822.00000000
0.179905268173
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
5.55000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: IS1QA83 CDS USD R F 2.00000 IS1QA83 CMBX-A-476428 / Short: IS1QA83 CDS USD P V 00MEVENT IS1QA94 CMBX-A-476428
000000000
103255.57000000
OU
Notional Amount
USD
-18834.96000000
-0.01739284336
N/A
DCR
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.A.6
137BEOAF1
Y
sell protection
2063-05-11
0.00000000
USD
-3040.99000000
USD
103255.57000000
USD
-15793.97000000
N
N
N
Parkway Generation, LLC
254900ATQHHVKF65MT32
Parkway Generation, LLC Term Loan B
000000000
102201.82000000
PA
USD
98337.57000000
0.090808260373
Long
LON
CORP
US
N
2
2029-02-18
Floating
10.39500000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EB2
167000.00000000
PA
USD
150817.70000000
0.139270199278
Long
DBT
CORP
US
N
2
2026-02-08
Fixed
0.70000000
N
N
N
N
N
N
BELLEMEADE RE LT
254900KXN235YISGF415
Bellemeade Re 2019-4 Ltd
07876LAD1
150000.00000000
PA
USD
151265.06000000
0.139683306734
Long
ABS-MBS
CORP
BM
N
2
2029-10-25
Floating
8.28900000
N
N
N
N
N
N
ZIPRECRUITER INC
549300HLOVNNFCY2IV80
ZipRecruiter Inc
98980BAA1
63000.00000000
PA
USD
49162.68000000
0.045398492621
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3C5
125000.00000000
PA
USD
121142.50000000
0.111867109205
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.54000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFQ9
1750000.00000000
PA
USD
1731679.69000000
1.599091986635
Long
DBT
UST
US
N
2
2024-10-31
Fixed
4.37500000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAD5
163000.00000000
PA
USD
150145.82000000
0.138649762410
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.65000000
N
N
N
N
N
N
Lobel Automobile Receivables Trust
N/A
Lobel Automobile Receivables Trust 2023-1
53946XAA1
134773.83000000
PA
USD
134584.05000000
0.124279494138
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
6.97000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-DC2 Mortgage Trust
12594CBG4
2354486.92000000
PA
USD
36669.25000000
0.033861633978
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
0.92000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BT8
20000.00000000
PA
USD
19766.80000000
0.018253336147
Long
DBT
CORP
LR
N
2
2030-01-15
Fixed
7.25000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2011-C4
92936CAW9
60000.00000000
PA
USD
49086.28000000
0.045327942260
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
4.97900000
N
N
N
N
N
N
Theorem Funding Trust
N/A
Theorem Funding Trust 2022-1
88339XAA2
19710.03000000
PA
USD
19578.90000000
0.018079822889
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
1.85000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX Group Inc
00213MAV6
53000.00000000
PA
USD
51196.41000000
0.047276508148
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
165000.00000000
PA
USD
152011.20000000
0.140372317815
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.80000000
N
N
N
N
N
N
Ascend Learning, LLC
549300T466HKRLVCD610
Ascend Learning, LLC Initial Term Loan (Second Lien)
04349HAM6
30000.00000000
PA
USD
25224.90000000
0.023293531526
Long
LON
CORP
US
N
2
2029-12-10
Floating
11.17400000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NA5
170000.00000000
PA
USD
149601.70000000
0.138147303475
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
1.46200000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C2
90276CAF8
1992594.47000000
PA
USD
61649.28000000
0.056929044210
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
1.06900000
N
N
N
N
N
N
Orbit Private Holdings I Ltd
254900X6HLK0YPTHHF09
Orbit Private Holdings I Ltd Initial Dollar Term Loan (First Lien)
04225VAD4
29475.00000000
PA
USD
29475.00000000
0.027218218576
Long
LON
CORP
US
N
3
2028-12-11
Floating
10.08700000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300WF5YRKNHB1FX69
GS Mortgage Securities Trust 2013-GC13
36198EBB0
100000.00000000
PA
USD
36890.57000000
0.034066008402
Long
ABS-MBS
CORP
US
N
2
2046-07-10
Variable
3.82800000
N
N
N
N
N
N
Loyalty Ventures Inc.
549300Q3YKVWNY6JIJ44
Loyalty Ventures Inc. Term B Loan
54912FAD2
72365.77000000
PA
USD
361.83000000
0.000334126141
Long
LON
CORP
US
N
3
2027-11-03
Floating
14.00000000
Y
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KW0
153000.00000000
PA
USD
149292.81000000
0.137862063932
Long
DBT
CORP
US
N
2
2026-02-06
Fixed
4.50000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DN7
164000.00000000
PA
USD
150297.80000000
0.138790105916
Long
DBT
CORP
US
N
2
2026-09-11
Fixed
2.05000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CP3
168000.00000000
PA
USD
151134.48000000
0.139562724716
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.25000000
N
N
N
N
N
N
Prosper Marketplace Issuance Trust
N/A
Prosper Marketplace Issuance Trust Series 2023-1
74390NAA0
464540.05000000
PA
USD
464637.93000000
0.429062484731
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
7.06000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2023-1
52608LAB6
174336.19000000
PA
USD
173403.65000000
0.160126834523
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
6.92000000
N
N
N
N
N
N
HONDA MOTOR CO LTD
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
438127AB8
164000.00000000
PA
USD
148269.12000000
0.136916753731
Long
DBT
CORP
JP
N
2
2027-03-10
Fixed
2.53400000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
44000.00000000
PA
USD
42962.48000000
0.039673016834
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164VAE3
85000.00000000
PA
USD
77548.90000000
0.071611294674
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.75000000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAF7
25000.00000000
PA
USD
24563.00000000
0.022682310530
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2X0
156000.00000000
PA
USD
150423.00000000
0.138905719859
Long
DBT
CORP
US
N
2
2026-04-25
Fixed
3.90800000
N
N
N
N
N
N
2023-11-29
AB BOND FUND, INC.
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer