NPORT-P/A false 0001752724-23-070278 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 2023-01-31 N 86496649.07 13599234.56 72897414.51 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 164000.00000000 0.00000000 0.00000000 454337.26000000 CAD EUR USD N 65% Bloomberg 1-5 Year US Government/Credit Index + 35% US Corporate High Yield Index SecuritiesPortfolio BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 356000.00000000 PA 353509.10000000 0.484940518640 Long DBT NUSS ES N 2 2027-07-30 Fixed 0.80000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCK6 32000.00000000 PA USD 27840.00000000 0.038190654891 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 45000.00000000 PA USD 40227.75000000 0.055184055937 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N Rockwood Service Corporation 549300PFYAJBMVGJ7074 77447JAH0 3000.94000000 PA USD 2994.19000000 0.004107402189 Long LON CORP US N 2 2027-01-23 Floating 8.82000000 N N N N N N Endurance International Group Holdings, Inc. 549300UTQC2651SB0W88 29279UAB2 87903.92000000 PA USD 82776.48000000 0.113552010803 Long LON CORP US N 2 2028-02-10 Floating 8.07200000 N N N N N N UBS Commercial Mortgage Trust N/A 90278LAZ2 595974.00000000 PA USD 23862.92000000 0.032734933276 Long ABS-MBS CORP US N 2 2051-12-15 Variable 0.89700000 N N N N N N VIKING OCEAN CRUISES SHI N/A 92682RAA0 14000.00000000 PA USD 11972.94000000 0.016424368519 Long DBT CORP BM N 2 2029-02-15 Fixed 5.62500000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 108000.00000000 PA USD 105102.36000000 0.144178446802 Long DBT CORP US N 2 2029-04-15 Fixed 9.29000000 N N N N N N Consumer Loan Underlying Bond (CLUB) Certificate N/A 21055AAA5 36.45000000 PA USD 34.32000000 0.000047079859 Long ABS-O CORP US N 2 2044-11-15 Variable -9.56900000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAN0 200000.00000000 PA USD 182568.00000000 0.250445096341 Long DBT CORP IE N 2 2026-08-15 Fixed 4.12500000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05550MAV6 962217.92000000 PA USD 58771.98000000 0.080622859390 Long ABS-MBS CORP US N 2 2052-05-15 Variable 1.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ATUC6 26670.27000000 PA USD 3957.10000000 0.005428313235 Long ABS-MBS USGSE US N 2 2046-09-25 Fixed 5.00000000 N N N N N N Allied Universal N/A 019576AA5 57000.00000000 PA USD 54884.73000000 0.075290365740 Long DBT CORP US N 2 2026-07-15 Fixed 6.62500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 200000.00000000 PA USD 175214.00000000 0.240356947057 Long DBT CORP ES N 2 2027-09-14 Fixed 1.72200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9H76 117326.00000000 PA USD 4164.56000000 0.005712904947 Long ABS-MBS USGSE US N 2 2031-12-25 Fixed 3.50000000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 92863UAB2 29000.00000000 PA USD 25530.88000000 0.035023025400 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAY4 105000.00000000 PA USD 93398.55000000 0.128123268332 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N American Tire Distributors, Inc. HZ8T88YVE2JVXJ0BTQ24 03021BAL8 59847.75000000 PA USD 54882.18000000 0.075286867674 Long LON CORP US N 2 2028-10-20 Floating 11.06800000 N N N N N N FIVE POINT OP CO LP/FIVE N/A 33834YAA6 85000.00000000 PA USD 76519.55000000 0.104968812013 Long DBT CORP US N 2 2025-11-15 Fixed 7.87500000 N N N N N N Amentum Government Services Holdings LLC 5493008CT6B5L54YSE94 57776DAB9 2925.00000000 PA USD 2893.32000000 0.003969029655 Long LON CORP US N 3 2027-01-29 Floating 8.57000000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 000000000 100000.00000000 PA 95669.23000000 0.131238166186 Long DBT NUSS SN N 2 2028-03-13 Fixed 4.75000000 N N N N N N Boxer Parent Company Inc. (aka BMC Software, Inc.) 5493006T045HLTF7YX04 05988HAE7 26813.76000000 PA USD 26314.49000000 0.036097974361 Long LON CORP US N 2 2025-10-02 Floating 8.32000000 N N N N N N Freddie Mac - STACR N/A 35564KKY4 150000.00000000 PA USD 143632.10000000 0.197033188303 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 5.81000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CQ1 340000.00000000 PA USD 348136.20000000 0.477570024040 Long DBT CORP GB N 2 2027-01-09 Fixed 6.17000000 N N N N N N HAWAIIAN BRAND INTELLECT N/A 41984LAA5 93941.00000000 PA USD 89787.87000000 0.123170170853 Long DBT CORP KY N 2 2026-01-20 Fixed 5.75000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBJ1 155000.00000000 PA USD 137241.65000000 0.188266828010 Long DBT CORP US N 2 2030-05-06 Fixed 3.40000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46640LAN2 75000.00000000 PA USD 32625.00000000 0.044754673700 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.54800000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XDB7 119385.88000000 PA USD 125561.80000000 0.172244517647 Long ABS-MBS USGSE US N 2 2029-01-25 Floating 14.75600000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 59000.00000000 PA USD 56221.69000000 0.077124395121 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N RITE AID CORP 529900W353T1JY1DKT44 767754CK8 9000.00000000 PA USD 5935.95000000 0.008142881390 Long DBT CORP US N 2 2025-07-01 Fixed 7.50000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12532CBE4 276202.96000000 PA USD 13390.32000000 0.018368717313 Long ABS-MBS CORP US N 2 2050-06-15 Variable 1.48000000 N N N N N N Home Re Ltd N/A 437307AB7 146288.27000000 PA USD 146023.90000000 0.200314237454 Long ABS-MBS CORP BM N 2 2033-07-25 Floating 6.05600000 N N N N N N ADVISOR GROUP HOLDINGS I 549300XL60BDV6UW5C86 00791GAA5 52000.00000000 PA USD 53734.20000000 0.073712079311 Long DBT CORP US N 2 2027-08-01 Fixed 10.75000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 200000.00000000 PA USD 190672.00000000 0.261562088699 Long DBT CORP DK N 2 2025-12-20 Fixed 3.24400000 N N N N N N PPM Clo, Ltd. 5493001Z3ZE83NGK8Y12 69356TAG6 250000.00000000 PA USD 217048.25000000 0.297744784858 Long ABS-CBDO CORP KY N 2 2034-10-18 Floating 7.84500000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 680000.00000000 OU Notional Amount -19964.08000000 -0.02738654057 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-05-22 0.16000000 CAD 0.00000000 CAD 680000.00000000 CAD -19964.09000000 N N N Wells Fargo Commercial Mortgage Trust N/A 95002MAY5 933592.86000000 PA USD 66031.34000000 0.090581182396 Long ABS-MBS CORP US N 2 2052-08-15 Variable 1.60300000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AE4 2000.00000000 PA USD 1916.48000000 0.002629009564 Long DBT CORP US N 2 2025-06-01 Fixed 3.95000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 45000.00000000 PA USD 41950.35000000 0.057547102708 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N UNIFRAX ESCROW ISS CORP 549300RRU6BWJLD0YT71 90473LAA0 10000.00000000 PA USD 8540.30000000 0.011715504668 Long DBT CORP US N 2 2028-09-30 Fixed 5.25000000 N N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 018581AL2 7000.00000000 PA USD 6420.89000000 0.008808117603 Long DBT CORP US N 2 2026-01-15 Fixed 7.00000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST N/A 83407AAD4 100000.00000000 PA USD 97305.94000000 0.133483389848 Long ABS-O CORP US N 2 2029-01-25 Fixed 2.94000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300REQJRID6TODX95 95001RAY5 781897.27000000 PA USD 32553.43000000 0.044656494635 Long ABS-MBS CORP US N 2 2052-01-15 Variable 0.94400000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 22267.47000000 OU Notional Amount USD -5431.42000000 -0.00745077179 N/A DCR US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -1790.42000000 USD 22267.47000000 USD -3641.00000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BDA55 89252.47000000 PA USD 9207.96000000 0.012631394490 Long ABS-MBS USGSE US N 2 2044-08-15 Floating 1.64100000 N N N N N N Freddie Mac - STACR N/A 35564KNK1 230502.34000000 PA USD 221294.79000000 0.303570149212 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 5.26000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAR2 16000.00000000 PA USD 15872.00000000 0.021773063018 Long DBT CORP BM N 2 2023-09-25 Fixed 4.40000000 N N N N N N ELDORADO GOLD CORP 5493004PWQ01YDD1IH62 284902AF0 28000.00000000 PA USD 25261.25000000 0.034653149456 Long DBT CORP CA N 2 2029-09-01 Fixed 6.25000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAB6 86000.00000000 PA USD 76632.02000000 0.105123097321 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BG6 153000.00000000 PA USD 159950.79000000 0.219419016538 Long DBT CORP PA N 2 2026-02-01 Fixed 10.50000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAC8 209000.00000000 PA USD 216306.64000000 0.296727451109 Long DBT CORP IE N 2 2026-10-14 Fixed 7.58300000 N N N N N N WOLVERINE WORLD WIDE 549300OVC7PK14LQ8D87 978097AG8 169000.00000000 PA USD 135771.22000000 0.186249705716 Long DBT CORP US N 2 2029-08-15 Fixed 4.00000000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAK2 33000.00000000 PA USD 32736.00000000 0.044906942475 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N Chariot Buyer LLC 25490092IFNOZBRVE539 15963CAC0 9900.00000000 PA USD 9545.28000000 0.013094126951 Long LON CORP US N 2 2028-11-03 Floating 7.82000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 13000.00000000 PA USD 13309.40000000 0.018257712004 Long DBT CORP CO N 2 2033-01-13 Fixed 8.87500000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KRF8 144000.00000000 PA USD 141400.70000000 0.193972174391 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 6.71000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAJ4 11000.00000000 PA USD 11014.30000000 0.015109315020 Long DBT CORP US N 2 2027-05-15 Fixed 7.37500000 N N N N N N BELLEMEADE RE LT N/A 078774AB2 193000.00000000 PA USD 186461.62000000 0.255786328298 Long ABS-MBS CORP BM N 2 2032-01-26 Floating 6.46000000 N N N N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 47010BAJ3 217000.00000000 PA USD 213608.29000000 0.293025879499 Long DBT CORP GB N 2 2025-10-15 Fixed 7.75000000 N N N N N N ACM Auto Trust N/A 00091QAA0 11301.62000000 PA USD 11278.57000000 0.015471838165 Long ABS-O CORP US N 2 2029-04-20 Fixed 3.23000000 N N N N N N BFLD Trust N/A 054970AL2 59000.00000000 PA USD 57333.44000000 0.078649483504 Long ABS-MBS CORP US N 2 2034-10-15 Floating 6.29900000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAB3 19292.25000000 PA USD 19171.67000000 0.026299519851 Long LON CORP US N 2 2028-02-01 Floating 8.32000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAS2 50000.00000000 PA USD 49064.50000000 0.067306227977 Long DBT CORP US N 2 2025-06-13 Fixed 4.87500000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 100000.00000000 PA USD 21331.25000000 0.029262011750 Long DBT NUSS UA N 2 2027-09-01 Fixed 7.75000000 N Y N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAA9 158000.00000000 PA USD 141541.14000000 0.194164828686 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N Ballyrock Ltd N/A 05875TAG2 250000.00000000 PA USD 231424.75000000 0.317466334787 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 7.89200000 N N N N N N Alliance Bernstein 5493006YWHO7MNK2U579 018616748 668919.12000000 NS USD 668919.12000000 0.917617071190 Long STIV RF US N 1 N N N Restoration Hardware, Inc. 5493008MTS3OGGMHGK69 76133MAC5 59850.00000000 PA USD 58129.31000000 0.079741250620 Long LON CORP US N 2 2028-10-20 Floating 7.91100000 N N N N N N Great Wolf Trust N/A 39152TAL4 45000.00000000 PA USD 43418.52000000 0.059561124755 Long ABS-MBS CORP US N 2 2036-12-15 Floating 6.52500000 N N N N N N UBS Commercial Mortgage Trust N/A 90269GAN1 17489.79000000 PA USD 15897.52000000 0.021808071118 Long ABS-MBS CORP US N 2 2045-05-10 Variable 6.63300000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAH5 35000.00000000 PA USD 37098.25000000 0.050891036738 Long DBT CORP US N 2 2027-12-15 Fixed 11.25000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBG3 272000.00000000 PA USD 275601.28000000 0.378067290661 Long DBT CORP JP N 2 2026-01-09 Fixed 5.70900000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBL4 57000.00000000 PA USD 57950.76000000 0.079496317379 Long DBT CORP BM N 2 2028-02-01 Fixed 8.37500000 N N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 018581AK4 35000.00000000 PA USD 31744.65000000 0.043547017700 Long DBT CORP US N 2 2024-12-15 Fixed 4.75000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AK4 42000.00000000 PA USD 42588.42000000 0.058422401241 Long DBT CORP US N 2 2027-09-30 Fixed 6.75000000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 57767XAA8 56000.00000000 PA USD 49329.84000000 0.067670218939 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N Bank N/A 06540YAN9 2039274.03000000 PA USD 202438.94000000 0.277703868320 Long ABS-MBS CORP US N 2 2063-03-15 Variable 1.76400000 N N N N N N US ACUTE CARE SOLUTIONS N/A 90367UAA9 81000.00000000 PA USD 73356.84000000 0.100630235644 Long DBT CORP US N 2 2026-03-01 Fixed 6.37500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 33000.00000000 PA USD 28544.01000000 0.039156409307 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N Fannie Mae - CAS N/A 207932AA2 133681.03000000 PA USD 134181.53000000 0.184068983655 Long ABS-MBS USGSE US N 2 2042-12-25 Floating 6.71000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAA0 15000.00000000 PA USD 14754.60000000 0.020240224017 Long DBT CORP US N 2 2027-06-15 Fixed 5.87500000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAA2 73000.00000000 PA USD 61195.17000000 0.083946969054 Long DBT CORP US N 2 2028-05-01 Fixed 5.25000000 N N N N N N CNTL AMR BOTTLING CORP N/A 15239XAA6 11000.00000000 PA USD 10494.44000000 0.014396175873 Long DBT CORP VG N 2 2029-04-27 Fixed 5.25000000 N N N N N N Freddie Mac - STACR B1V7KEBTPIMZEU4LTD58 35564KE39 135983.47000000 PA USD 135899.19000000 0.186425253780 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 6.61000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAB8 115000.00000000 PA USD 112843.75000000 0.154798014111 Long DBT CORP NL N 2 2027-02-01 Fixed 5.40000000 N N N N N N DISH DBS CORP N/A 25470XBF1 32000.00000000 PA USD 26245.44000000 0.036003252209 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N BELLEMEADE RE LT 254900K56RF3Z7VQ3U81 07876RAC0 152000.00000000 PA USD 153066.48000000 0.209975183658 Long ABS-MBS CORP BM N 2 2029-03-25 Floating 7.20600000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAM1 103000.00000000 PA USD 104347.24000000 0.143142580160 Long DBT CORP CA N 2 2028-02-15 Fixed 7.75000000 N N N N N N NABORS INDUSTRIES LTD 5493008TXYN3II3PU369 629571AA8 12000.00000000 PA USD 11670.00000000 0.016008798224 Long DBT CORP BM N 2 2026-01-15 Fixed 7.25000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 200000.00000000 PA USD 191826.00000000 0.263145135241 Long DBT CORP GB N 2 2028-03-13 Fixed 4.04100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FNJF8 71813.60000000 PA USD 14669.46000000 0.020123429752 Long ABS-MBS USGSE US N 2 2041-04-15 Fixed 6.00000000 N N N N N N Genworth Mortgage Insurance Corporation N/A 89600HAA7 110182.27000000 PA USD 109995.18000000 0.150890372092 Long ABS-MBS CORP BM N 2 2034-02-25 Floating 6.21000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFU0 102800.00000000 PA USD 104759.63000000 0.143708292954 Long DBT UST US N 2 2027-10-31 Fixed 4.12500000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 20754KAB7 230000.00000000 PA USD 217648.43000000 0.298568106239 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 6.31000000 N N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 86745GAF0 25000.00000000 PA USD 22501.25000000 0.030867006945 Long DBT CORP US N 2 2026-09-01 Fixed 5.87500000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABC4 200000.00000000 PA USD 192534.00000000 0.264116363103 Long DBT CORP DK N 2 2028-04-01 Fixed 4.29800000 N N N N N N Granite Generation LLC 549300ERB8DGZI3MXK42 38750BAB3 24099.99000000 PA USD 23446.40000000 0.032163554986 Long LON CORP US N 2 2026-11-09 Floating 8.32000000 N N N N N N Parkway Generation, LLC 254900ATQHHVKF65MT32 000000000 15661.63000000 PA USD 15399.30000000 0.021124617523 Long LON CORP US N 2 2029-02-18 Floating 9.42600000 N N N N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 -9.00000000 NC -8941.90000000 -0.01226641583 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Short Montreal Exchange 10 Year Canadian Bond Futures CNH3 Comdty 2023-03-22 -1124442.36000000 CAD -8941.90000000 N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAA4 60000.00000000 PA USD 54655.20000000 0.074975498606 Long DBT CORP US N 2 2027-08-15 Fixed 5.12500000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AV0 115000.00000000 PA USD 114684.90000000 0.157323686677 Long DBT CORP US N 2 2029-03-12 Fixed 4.87500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -11.00000000 NC USD -19374.65000000 -0.02657796594 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra 10-Year U.S. Treasury Notes Futures UXYH3 Comdty 2023-03-22 -1313859.73000000 USD -19374.65000000 N N N Zacapa S.a r.l. 213800VIVQIJLORBU468 000000000 43113.01000000 PA USD 42250.75000000 0.057959188654 Long LON CORP LU N 2 2029-03-22 Floating 8.83000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041LAG7 14000.00000000 PA USD 13940.92000000 0.019124025308 Long ABS-O CORP US N 2 2025-04-15 Fixed 4.02000000 N N N N N N Presidio Holdings Inc. N/A 74101YAD0 9262.50000000 PA USD 9227.77000000 0.012658569665 Long LON CORP US N 3 2027-01-22 Floating 8.33000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12531YAQ1 82148.90000000 PA USD 3167.45000000 0.004345078657 Long ABS-MBS CORP US N 2 2058-05-10 Variable 1.60700000 N N N N N N Eagle Re Ltd N/A 26982AAB0 150000.00000000 PA USD 148537.11000000 0.203761835722 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 6.36000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 36000.00000000 PA USD 31033.08000000 0.042570892546 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 46000.00000000 PA USD 41664.96000000 0.057155607342 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N GS Mortgage Securities Trust N/A 36260JAF4 4638602.09000000 PA USD 212514.31000000 0.291525167838 Long ABS-MBS CORP US N 2 2052-05-10 Variable 1.12700000 N N N N N N Kronos Acquisition Holdings Inc. N/A 49387TAW6 39200.00000000 PA USD 38046.74000000 0.052192166561 Long LON CORP US N 2 2026-12-22 Floating 8.48500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BJ0 31000.00000000 PA USD 27731.36000000 0.038041623542 Long DBT CORP LR N 2 2026-08-31 Fixed 5.50000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 268000.00000000 PA USD 249534.80000000 0.342309534127 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102AM7 116000.00000000 PA USD 112043.24000000 0.153699881886 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 11133.74000000 OU Notional Amount USD -2715.71000000 -0.00372538589 N/A DCR US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -2601.67000000 USD 11133.74000000 USD -114.04000000 N N N eG Global Finance PLC 549300TL8Q5207VYET27 000000000 144000.00000000 PA 139382.41000000 0.191203502808 Long DBT CORP GB N 2 2025-02-07 Fixed 4.37500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -11.00000000 NC USD -6288.73000000 -0.00862682173 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year US Treasury Note Future TYH3 Comdty 2023-03-22 -1253383.15000000 USD -6288.73000000 N N N ACM Auto Trust N/A 00461VAA1 180000.00000000 PA USD 180032.27000000 0.246966605345 Long ABS-O CORP US N 2 2030-01-22 Fixed 6.61000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AQ2 7000.00000000 PA USD 4838.75000000 0.006637752563 Long DBT CORP CO N 2 2051-11-02 Fixed 5.87500000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAS4 359000.00000000 PA USD 371399.86000000 0.509482897982 Long DBT CORP GB N 2 2026-11-21 Fixed 6.83300000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 32782.65000000 OU Notional Amount USD -7996.24000000 -0.01096916818 N/A DCR US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -1926.04000000 USD 32782.65000000 USD -6070.20000000 N N N CONSOLIDATED COMMUNICATI 549300WW675Y48HDVX34 20903XAH6 35000.00000000 PA USD 26728.45000000 0.036665840866 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AJ4 200000.00000000 PA USD 206436.00000000 0.283186998314 Long DBT CORP FR N 2 2025-12-23 Fixed 8.12500000 N N N N Y Credit Agricole SA USD XXXX N N N Cross Financial Corp. 2549008J3I495E70LU05 22750JAD6 49127.10000000 PA USD 48717.87000000 0.066830724144 Long LON CORP US N 2 2027-09-15 Floating 8.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFX4 2732200.00000000 PA USD 2739884.31000000 3.758547992980 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 31575AAB3 86606.07000000 PA USD 86416.40000000 0.118545219444 Long LON CORP US N 2 2028-09-29 Floating 9.23000000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BD3 102000.00000000 PA USD 102128.52000000 0.140098960555 Long DBT CORP US N 2 2027-12-15 Fixed 5.87500000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AE8 59000.00000000 PA USD 55195.68000000 0.075716924078 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N GATES GLOBAL/GATES CORP N/A 36740LAA0 61000.00000000 PA USD 60075.09000000 0.082410453654 Long DBT CORP US N 2 2026-01-15 Fixed 6.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AHN6 200000.00000000 PA USD 196790.00000000 0.269954704597 Long DBT CORP FR N 2 2024-03-25 Fixed 6.62500000 N N N N Y BNP Paribas SA USD XXXX N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229AW6 26000.00000000 PA USD 24697.66000000 0.033880021899 Long DBT CORP US N 2 2026-04-01 Fixed 4.45000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 20000.00000000 PA USD 18310.00000000 0.025117488902 Long DBT CORP US N 2 2030-02-01 Fixed 5.30000000 N N N N N N Radnor Re LTD 254900JBDDKUTX6TX151 75049SAB9 95779.26000000 PA USD 95006.13000000 0.130328531729 Long ABS-MBS CORP BM N 2 2029-02-25 Floating 6.45600000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAE7 16000.00000000 PA USD 16974.24000000 0.023285105670 Long DBT CORP BM N 2 2025-05-15 Fixed 13.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1611.16000000 -0.00221017440 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 110538.96000000 GBP 134818.39000000 USD 2023-03-24 -1611.16000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A4F79 72003.65000000 PA USD 2353.05000000 0.003227892259 Long ABS-MBS USGSE US N 2 2041-03-25 Floating 2.04400000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1855.61000000 OU Notional Amount USD -452.62000000 -0.00062089993 N/A DCR GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -106.92000000 USD 1855.61000000 USD -345.70000000 N N N United States Treasury 254900HROIFWPRGM1V77 9128284V9 743200.00000000 PA USD 714052.63000000 0.979530803389 Long DBT UST US N 2 2028-08-15 Fixed 2.87500000 N N N N N N COMM Mortgage Trust N/A 12623SAQ3 100000.00000000 PA USD 97030.06000000 0.133104940212 Long ABS-MBS CORP US N 2 2045-12-10 Variable 4.42100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B5WA9 38118.53000000 PA USD 4858.98000000 0.006665503890 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 1.54400000 N N N N N N SOLARIS MIDSTREAM HOLDIN 5493007AWQW8ZKCHVV46 83419MAA0 25000.00000000 PA USD 25012.50000000 0.034311916503 Long DBT CORP US N 2 2026-04-01 Fixed 7.62500000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 40000.00000000 PA USD 40760.80000000 0.055915289004 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N PRESIDIO HOLDING INC N/A 74101XAE0 56000.00000000 PA USD 52172.40000000 0.071569616495 Long DBT CORP US N 2 2027-02-01 Fixed 4.87500000 N N N N N N Freddie Mac - STACR N/A 35564KTB5 19900.00000000 PA USD 19962.22000000 0.027383989040 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 7.81000000 N N N N N N CANADA HOUSING TRUST 549300M44WH89JG50067 13509PFA6 5065000.00000000 PA 3641105.18000000 4.994834459458 Long DBT NUSS CA N 2 2025-12-15 Fixed 1.95000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 17000.00000000 PA USD 15538.00000000 0.021314884902 Long DBT CORP CA N 2 2028-01-15 Fixed 3.87500000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAN6 64000.00000000 PA USD 63616.64000000 0.087268719237 Long DBT CORP US N 2 2026-11-15 Fixed 4.37500000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -2275.77000000 -0.00312188026 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 77673.82000000 NZD 47932.58000000 USD 2023-02-02 -2275.77000000 N N N BLOCK INC 549300OHIIUWSTIZME52 852234AN3 36000.00000000 PA USD 32729.76000000 0.044898382500 Long DBT CORP US N 2 2026-06-01 Fixed 2.75000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AV1 200000.00000000 PA USD 188590.00000000 0.258706020326 Long DBT CORP GB N 2 2026-02-05 Fixed 2.43800000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFA4 5400900.00000000 PA USD 5281911.42000000 7.245677306258 Long DBT UST US N 2 2024-07-31 Fixed 3.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 14.46000000 0.000019836094 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 130819.04000000 USD 120149.79000000 EUR 2023-02-27 14.46000000 N N N Barclays Commercial Mortgage Securities LLC N/A 07332VBJ3 1313754.37000000 PA USD 60536.49000000 0.083043397913 Long ABS-MBS CORP US N 2 2050-02-15 Variable 1.46000000 N N N N N N ANGI GROUP LLC N/A 001846AA2 260000.00000000 PA USD 199321.20000000 0.273426981381 Long DBT CORP US N 2 2028-08-15 Fixed 3.87500000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 260000.00000000 OU Notional Amount USD 10183.94000000 0.013970234840 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-05-24 0.00000000 USD 0.00000000 USD 260000.00000000 USD 10183.94000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CGE5 12239300.00000000 PA USD 12225913.27000000 16.77139491459 Long DBT UST US N 2 2026-01-15 Fixed 3.87500000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 48864.73000000 OU Notional Amount USD -11918.93000000 -0.01635027809 N/A DCR US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -2850.17000000 USD 48864.73000000 USD -9068.76000000 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 62000.00000000 PA USD 51445.74000000 0.070572791018 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBB9 20244.45000000 PA USD 21164.84000000 0.029033732049 Long ABS-MBS USGSE US N 2 2025-07-25 Floating 9.50600000 N N N N N N CURO GROUP HOLDINGS CORP 54930007KH8KCGJ4YE72 23131LAC1 53000.00000000 PA USD 24048.75000000 0.032989853154 Long DBT CORP US N 2 2028-08-01 Fixed 7.50000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 000000000 27000.00000000 PA USD 27251.64000000 0.037383548076 Long DBT CORP US N 2 2028-02-01 Fixed 6.12500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 200000.00000000 PA USD 199138.00000000 0.273175669313 Long DBT CORP CH N 2 2024-01-31 Fixed 7.00000000 N N N N Y UBS Group AG USD XXXX N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAS0 2000.00000000 PA USD 1928.04000000 0.002644867466 Long DBT CORP BM N 2 2026-06-15 Fixed 4.25000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AE3 56000.00000000 PA USD 57015.84000000 0.078213802757 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N GS Mortgage Securities Trust N/A 36252HAF8 1417052.33000000 PA USD 39261.28000000 0.053858261316 Long ABS-MBS CORP US N 2 2050-03-10 Variable 0.82800000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 84000.00000000 PA USD 85788.36000000 0.117683679972 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AS0 89000.00000000 PA USD 90696.34000000 0.124416401609 Long DBT CORP US N 2 2024-06-01 Fixed 8.87500000 N N N N N N ACU PETROLEO LUXEMBOURG N/A 000000000 248469.99000000 PA USD 232521.32000000 0.318970599386 Long DBT CORP LU N 2 2032-01-13 Fixed 7.50000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 035198AA8 200000.00000000 PA USD 208750.00000000 0.286361322144 Long DBT NUSS AO N 2 2025-11-12 Fixed 9.50000000 N N N N N N Palmer Square CLO Ltd N/A 69688FAG5 250000.00000000 PA USD 236237.25000000 0.324068077843 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 7.74200000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -2.00000000 NC 2123.47000000 0.002912956535 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 2 Year Euro SCHATZ Futures DUH2 Comdty 2023-03-08 -213443.24000000 EUR 2123.47000000 N N N VERITAS US INC/BERMUDA L N/A 92346LAE3 214000.00000000 PA USD 141167.24000000 0.193651916119 Long DBT CORP US N 2 2025-09-01 Fixed 7.50000000 N N N N N N BELLEMEADE RE LT N/A 07876GAA8 200000.00000000 PA USD 199998.56000000 0.274356177574 Long ABS-MBS CORP US N 2 2032-09-27 Floating 8.31000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 28000.00000000 PA USD 24890.04000000 0.034143927006 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGC9 816000.00000000 PA USD 823905.00000000 1.130225270042 Long DBT UST US N 2 2027-12-31 Fixed 3.87500000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2C0 119000.00000000 PA USD 109327.09000000 0.149973892400 Long DBT CORP PE N 2 2030-07-01 Fixed 3.12500000 N N N N Y Banco de Credito del Peru USD XXXX N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AR4Q8 161614.13000000 PA USD 25065.35000000 0.034384415645 Long ABS-MBS USGSE US N 2 2046-05-25 Fixed 5.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DQ9 200000.00000000 PA USD 211146.00000000 0.289648132816 Long DBT CORP GB N 2 2026-11-03 Fixed 7.33600000 N N N N N N BELLEMEADE RE LT 254900K56RF3Z7VQ3U81 07876RAB2 1240.57000000 PA USD 1240.30000000 0.001701432085 Long ABS-MBS CORP BM N 2 2029-03-25 Floating 6.25600000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639YAV9 110000.00000000 PA USD 107925.30000000 0.148050929824 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.49900000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XAX2 16821.80000000 PA USD 17161.63000000 0.023542165542 Long ABS-MBS USGSE US N 2 2025-05-25 Floating 8.50600000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBH6 2388.38000000 PA USD 2479.03000000 0.003400710459 Long ABS-MBS USGSE US N 2 2028-04-25 Floating 10.05600000 N N N N N N KLEOPATRA FINCO SARL 222100M6T1N8VIC8M726 000000000 100000.00000000 PA 91044.49000000 0.124893990564 Long DBT CORP LU N 2 2026-03-01 Fixed 4.25000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAL6 15000.00000000 PA USD 14523.75000000 0.019923546119 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N DISH DBS CORP N/A 25470XBE4 178000.00000000 PA USD 153373.70000000 0.210396625217 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N Rockford Tower CLO Ltd N/A 77341LAG4 250000.00000000 PA USD 228972.25000000 0.314102017937 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 8.05800000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AC6 78000.00000000 PA USD 56649.84000000 0.077711727337 Long DBT CORP US N 2 2028-11-01 Fixed 5.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 14844.96000000 OU Notional Amount USD -3620.93000000 -0.00496715833 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -1193.91000000 USD 14844.96000000 USD -2427.02000000 N N N HILTON GRAND VAC BOR ESC N/A 43284MAB4 9000.00000000 PA USD 7800.93000000 0.010701243730 Long DBT CORP US N 2 2031-07-01 Fixed 4.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285M8 2932600.00000000 PA USD 2851953.50000000 3.912283472836 Long DBT UST US N 2 2028-11-15 Fixed 3.12500000 N N N N N N DISH DBS Corp N/A 25470XAW5 53000.00000000 PA USD 50044.19000000 0.068650157672 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N LSB INDUSTRIES 5493001H215A0HG0MI71 502160AN4 34000.00000000 PA USD 30636.38000000 0.042026703149 Long DBT CORP US N 2 2028-10-15 Fixed 6.25000000 N N N N N N Morgan Stanley Capital I Trust N/A 61769GAL1 133000.00000000 PA USD 119547.79000000 0.163994554269 Long ABS-MBS CORP US N 2 2036-05-15 Floating 8.70900000 N N N N N N MILLENNIUM ESCROW CORP N/A 60041CAA6 50000.00000000 PA USD 34753.50000000 0.047674530343 Long DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -41717.01000000 -0.05722700905 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1268574.64000000 EUR 1339659.22000000 USD 2023-02-27 -41717.01000000 N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAP5 116000.00000000 PA USD 111060.72000000 0.152352070024 Long DBT CORP GB N 2 2028-03-16 Fixed 4.44800000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 59000.00000000 PA USD 58734.50000000 0.080571444673 Long DBT CORP IL N 2 2023-06-30 Fixed 5.75000000 N N N N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 92676XAD9 12000.00000000 PA USD 10233.00000000 0.014037534895 Long DBT CORP BM N 2 2027-09-15 Fixed 5.87500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1380000.00000000 OU Notional Amount 59103.46000000 0.081077580593 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S38 2I667KJQ2 Y sell protection 2027-12-20 0.00000000 EUR -56451.08000000 EUR 1380000.00000000 EUR 119485.70000000 N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410345AJ1 35000.00000000 PA USD 34413.40000000 0.047207984304 Long DBT CORP US N 2 2024-05-15 Fixed 4.62500000 N N N N N N Sixth Street CLO LTD. N/A 83012FAG3 250000.00000000 PA USD 239652.00000000 0.328752400357 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 7.95800000 N N N N N N UBS Commercial Mortgage Trust N/A 90278PBB5 1261148.80000000 PA USD 57853.56000000 0.079362979316 Long ABS-MBS CORP US N 2 2052-12-15 Variable 1.02000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAA1 28000.00000000 PA USD 26873.00000000 0.036864133221 Long DBT CORP US N 2 2026-05-01 Fixed 7.25000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 32578.00000000 PA USD 21619.58000000 0.029657540182 Long DBT NUSS EC N 2 2030-07-31 Variable 5.50000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 891906AF6 216000.00000000 PA USD 208498.32000000 0.286016069844 Long DBT CORP US N 2 2028-06-01 Fixed 4.45000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 097793AE3 30000.00000000 PA USD 28082.10000000 0.038522765435 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N ECO MATERIAL TECH INC N/A 27900QAA4 92000.00000000 PA USD 88588.64000000 0.121525078215 Long DBT CORP US N 2 2027-01-31 Fixed 7.87500000 N N N N N N SHEA HOMES LP/FNDG CP N/A 82088KAK4 11000.00000000 PA USD 9795.83000000 0.013437829127 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BC9 53000.00000000 PA USD 53286.20000000 0.073097517049 Long DBT CORP US N 2 2027-09-15 Fixed 6.37500000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BB1 7000.00000000 PA USD 6839.77000000 0.009382733319 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCW8 271000.00000000 PA USD 282157.07000000 0.387060462838 Long DBT CORP JP N 2 2030-01-13 Fixed 5.71000000 N N N N N N ACProducts Holdings, Inc. 254900KTNXVUUHWHBF39 00488YAB2 100470.00000000 PA USD 80763.81000000 0.110791048685 Long LON CORP US N 2 2028-05-17 Floating 8.98000000 N N N N N N LINDBLAD EXPEDITIONS LLC 549300MPUWOG67Y2R254 53523LAA8 28000.00000000 PA USD 27416.48000000 0.037609674066 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 150190AF3 29000.00000000 PA USD 28799.90000000 0.039507436846 Long DBT CORP US N 2 2025-05-01 Fixed 5.50000000 N N N N N N VIRTUSA CORP C77OMXDER63WLJCSKT03 92837TAA0 10000.00000000 PA USD 8402.30000000 0.011526197542 Long DBT CORP US N 2 2028-12-15 Fixed 7.12500000 N N N N N N INTERPUBLIC GROUP COS 5493008IUOJ5VWTRC333 460690BP4 105000.00000000 PA USD 103630.80000000 0.142159774385 Long DBT CORP US N 2 2028-10-01 Fixed 4.65000000 N N N N N N DIRECTV Financing, LLC N/A 25460HAB8 26625.00000000 PA USD 26145.22000000 0.035865771338 Long LON CORP US N 2 2027-08-02 Floating 9.57000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KMA4 217594.10000000 PA USD 215011.26000000 0.294950460788 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 5.16000000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 309270.41000000 OU Notional Amount USD -75436.22000000 -0.10348270992 N/A DCR US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -108268.56000000 USD 309270.41000000 USD 32832.34000000 N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 750098AB1 105000.00000000 PA USD 63131.25000000 0.086602865718 Long DBT CORP US N 2 2028-02-15 Fixed 3.50000000 N N N N N N AIB Group PLC 635400AKJBGNS5WNQL34 00135TAB0 200000.00000000 PA USD 195774.00000000 0.268560965180 Long DBT CORP IE N 2 2025-04-10 Fixed 4.26300000 N N N N N N ENTEGRIS ESCROW CORP IYX6OWO7BT5DKO3BYG52 29365BAA1 112000.00000000 PA USD 105080.64000000 0.144148651507 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N Radnor Re LTD 254900YVLP8CB4GC2O97 750493AC2 150000.00000000 PA USD 147244.55000000 0.201988713851 Long ABS-MBS CORP BM N 2 2030-01-25 Floating 6.25600000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 80007RAF2 200000.00000000 PA USD 197250.00000000 0.270585728349 Long DBT CORP KY N 2 2025-08-08 Fixed 5.62500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AZ5 47000.00000000 PA USD 50429.12000000 0.069178201091 Long DBT CORP LR N 2 2025-06-01 Fixed 11.50000000 N N N N N N Crown Subsea Communications Holding, Inc. 5493003AYLUE132FIO27 22860EAE2 40068.49000000 PA USD 39858.13000000 0.054677014634 Long LON CORP US N 2 2027-04-27 Floating 9.31600000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAB3 15000.00000000 PA USD 14924.85000000 0.020473771395 Long DBT CORP US N 2 2025-05-15 Fixed 6.00000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -5.00000000 NC 12040.84000000 0.016517513112 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short CME 1 Year Mid-Curve 3 Month Eurodollar Option OEH2 Comdty 2023-03-08 -597575.60000000 EUR 12040.84000000 N N N RP ESCROW ISSUER LLC N/A 74969PAA6 39000.00000000 PA USD 31816.59000000 0.043645704328 Long DBT CORP US N 2 2025-12-15 Fixed 5.25000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AX3 33000.00000000 PA USD 31168.50000000 0.042756660451 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N CD Commercial Mortgage Trust N/A 12514MBD6 1505301.03000000 PA USD 52380.41000000 0.071854962692 Long ABS-MBS CORP US N 2 2049-08-10 Variable 1.36600000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A 84859BAB7 134323.00000000 PA USD 137437.95000000 0.188536110538 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 150000.00000000 PA USD 134248.50000000 0.184160852483 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAU5 5000.00000000 PA USD 4353.85000000 0.005972571221 Long DBT CORP BM N 2 2028-01-26 Fixed 2.85000000 N N N N N N United Auto Credit Securitization Trust N/A 90945CAA0 180000.00000000 PA USD 180019.57000000 0.246949183602 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 37185LAM4 21000.00000000 PA USD 20731.62000000 0.028439444854 Long DBT CORP US N 2 2027-01-15 Fixed 8.00000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 15000.00000000 PA USD 11813.25000000 0.016205307251 Long DBT CORP CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N LOXAM SAS 969500BNA2YRNE1R5K91 000000000 100000.00000000 PA 102898.78000000 0.141155596109 Long DBT CORP FR N 2 2027-02-15 Fixed 4.50000000 N N N N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -21762.31000000 -0.02985333587 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 4871930.59000000 CAD 3641367.02000000 USD 2023-03-30 -21762.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 177812.56000000 OU Notional Amount USD -25893.46000000 -0.03552040929 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 -17175.24000000 USD 177812.56000000 USD -8718.22000000 N N N FINThrive Software Intermediate Holdings, Inc. N/A 000000000 20000.00000000 PA USD 13675.00000000 0.018759238708 Long LON CORP US N 3 2029-12-17 Floating 11.32000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 22976.00000000 PA USD 22700.29000000 0.031140048179 Long DBT CORP IL N 2 2025-06-30 Fixed 6.12500000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 30000.00000000 PA USD 29512.50000000 0.040484974945 Long DBT CORP IL N 2 2027-06-30 Fixed 6.50000000 N N N N N N Dufry One BV 7245003K5MN9U7XW0808 000000000 100000.00000000 PA 106421.14000000 0.145987537027 Long DBT CORP NL N 2 2024-10-15 Fixed 2.50000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KB32 184000.00000000 PA USD 187669.27000000 0.257442971416 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 8.31000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17325HBU7 820401.80000000 PA USD 29342.65000000 0.040251976283 Long ABS-MBS CORP US N 2 2050-04-14 Variable 1.11000000 N N N N N N EC FINANCE PLC 213800NKPB53RHYDQE45 000000000 100000.00000000 PA 98788.26000000 0.135516822735 Long DBT CORP GB N 2 2026-10-15 Fixed 3.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 26000.00000000 PA USD 22229.48000000 0.030494195369 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 914908AX6 1653.36000000 PA USD 1650.70000000 0.002264415015 Long LON CORP US N 2 2024-03-15 Floating 7.32000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ASJX5 214670.75000000 PA USD 34628.90000000 0.047503605213 Long ABS-MBS USGSE US N 2 2046-06-25 Fixed 5.00000000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 11752.27000000 OU Notional Amount USD -2866.58000000 -0.00393234797 N/A DCR US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -2718.74000000 USD 11752.27000000 USD -147.84000000 N N N PMT Credit Risk Transfer Trust N/A 69349MAA4 14433.38000000 PA USD 14069.94000000 0.019301013752 Long ABS-MBS CORP US N 2 2031-11-27 Floating 8.21700000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 21384.00000000 PA USD 10381.93000000 0.014241835694 Long DBT NUSS EC N 2 2035-07-31 Variable 2.50000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BD7 53000.00000000 PA USD 53729.81000000 0.073706057150 Long DBT CORP US N 2 2029-09-15 Fixed 6.62500000 N N N N N N COMM Mortgage Trust N/A 12591VAQ4 100000.00000000 PA USD 85530.20000000 0.117329538468 Long ABS-MBS CORP US N 2 2047-04-10 Variable 4.92600000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05525BAL4 100000.00000000 PA USD 63824.38000000 0.087553695050 Long ABS-MBS CORP US N 2 2037-03-10 Variable 3.53400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGD7 10466200.00000000 PA USD 10461293.97000000 14.35070645552 Long DBT UST US N 2 2024-12-31 Fixed 4.25000000 N N N N N N AUTONATION INC N/A 05329WAQ5 150000.00000000 PA USD 140962.50000000 0.193371055678 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 100000.00000000 PA 91048.84000000 0.124899957854 Long DBT NUSS CI N 2 2031-10-17 Fixed 5.87500000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAG1 300000.00000000 PA USD 280500.00000000 0.384787309516 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 6185.39000000 OU Notional Amount USD -1508.72000000 -0.00206964816 N/A DCR US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -1561.00000000 USD 6185.39000000 USD 52.28000000 N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAN2 250000.00000000 PA USD 253070.00000000 0.347159088838 Long DBT CORP FR N 2 2027-01-18 Fixed 5.97500000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AK1 12000.00000000 PA USD 12086.88000000 0.016580670358 Long DBT CORP US N 2 2023-05-01 Variable 8.49200000 N N N N N N Bank N/A 06541TBL2 982969.10000000 PA USD 73142.73000000 0.100336521523 Long ABS-MBS CORP US N 2 2053-11-15 Variable 1.33800000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BK7 42000.00000000 PA USD 36492.96000000 0.050060705506 Long DBT CORP LR N 2 2027-07-15 Fixed 5.37500000 N N N N N N Freddie Mac - STACR 5493003FQV7GR462GO02 35565HAH8 26217.84000000 PA USD 26152.47000000 0.035875716821 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 6.20600000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCX1 67000.00000000 PA USD 67394.63000000 0.092451331028 Long DBT CORP US N 2 2029-02-01 Fixed 5.46800000 N N N N N N Exeter Automobile Receivables Trust 549300KR7NUJOX0UJ040 30167DAE7 40000.00000000 PA USD 39668.32000000 0.054416635029 Long ABS-O CORP US N 2 2026-01-15 Fixed 5.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828G38 0.00000000 PA USD 0.00000000 0.000000 Long DBT UST US N 2 2024-11-15 Fixed 2.25000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 200000.00000000 PA USD 183537.50000000 0.251775047487 Long DBT CORP MX N 2 2029-05-15 Fixed 4.68800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 22000.00000000 PA USD 22238.04000000 0.030505937898 Long DBT CORP US N 2 2029-02-01 Fixed 5.12300000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -30.00000000 NC USD -5552.87000000 -0.00761737578 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUH3 Comdty 2023-03-31 -6163900.27000000 USD -5552.87000000 N N N GS Mortgage Securities Trust N/A 36254CAX8 3278574.86000000 PA USD 115784.18000000 0.158831668829 Long ABS-MBS CORP US N 2 2050-08-10 Variable 1.08200000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KMH9 225000.00000000 PA USD 216704.25000000 0.297272888835 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 6.11000000 N N N N N N ALBION FINANCING 1SARL / N/A 013304AA8 200000.00000000 PA USD 180058.00000000 0.247001901521 Long DBT CORP LU N 2 2026-10-15 Fixed 6.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796Y29 358300.00000000 PA USD 350286.02000000 0.480519127261 Long STIV UST US N 2 2023-07-27 None 0.00000000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAC6 20000.00000000 PA USD 20529.40000000 0.028162041326 Long DBT CORP US N 2 2025-05-01 Fixed 8.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4ZB7 44331.52000000 PA USD 4933.09000000 0.006767167303 Long ABS-MBS USGSE US N 2 2049-06-25 Floating 1.54400000 N N N N N N CASTLELAKE AVIATION FIN 2138006F7SMD1COVC345 14856HAA6 62000.00000000 PA USD 56533.46000000 0.077552078328 Long DBT CORP IE N 2 2027-04-15 Fixed 5.00000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAQ4 8000.00000000 PA USD 7832.48000000 0.010744523729 Long DBT CORP BM N 2 2024-05-01 Fixed 4.12500000 N N N N N N BLUE RACER MID LLC/FINAN N/A 095796AH1 8000.00000000 PA USD 8122.96000000 0.011143001510 Long DBT CORP US N 2 2025-12-15 Fixed 7.62500000 N N N N N N Freddie Mac - STACR N/A 35565AAH3 2134.47000000 PA USD 2134.47000000 0.002928046233 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 6.45600000 N N N N N N Coral-US Co-Borrower LLC N/A 000000000 30000.00000000 PA USD 29775.00000000 0.040845070020 Long LON CORP US N 2 2029-10-15 Floating 7.45900000 N N N N N N CHILE ELEC PEC SPA N/A 000000000 200000.00000000 PA USD 147662.50000000 0.202562053801 Long DBT CORP CL N 2 2028-01-25 None 0.00000000 N N N N N N UBS Commercial Mortgage Trust N/A 90278KBB6 814019.36000000 PA USD 32393.49000000 0.044437090420 Long ABS-MBS CORP US N 2 2051-12-15 Variable 0.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A4F53 65199.54000000 PA USD 8607.77000000 0.011808059391 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 1.44400000 N N N N N N CNTL AMR BOTTLING CORP N/A 000000000 10000.00000000 PA USD 9540.40000000 0.013087432612 Long DBT CORP VG N 2 2029-04-27 Fixed 5.25000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -5277.38000000 -0.00723946114 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 255894.81000000 EUR 273371.58000000 USD 2023-02-27 -5277.38000000 N N N Home Re Ltd N/A 43731WAD7 150000.00000000 PA USD 151888.56000000 0.208359323881 Long ABS-MBS CORP BM N 2 2030-10-25 Floating 9.75600000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 000000000 368000.00000000 PA USD 278252.16000000 0.381703743363 Long DBT CORP CH N 2 2027-02-11 Fixed 5.25000000 N N N N Y Credit Suisse Group AG USD XXXX N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 20000.00000000 PA USD 19853.20000000 0.027234436411 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AR5 64000.00000000 PA USD 64917.76000000 0.089053583637 Long DBT CORP US N 2 2029-06-15 Fixed 7.50000000 N N N N N N SKANDINAVISKA ENSKILDA F3JS33DEI6XQ4ZBPTN86 000000000 200000.00000000 PA USD 200142.00000000 0.274552947241 Long DBT CORP SE N 2 2027-06-30 Fixed 6.87500000 N N N N Y Skandinaviska Enskilda Banken AB USD XXXX N N N United States Treasury 254900HROIFWPRGM1V77 91282CEW7 2228400.00000000 PA USD 2186965.69000000 3.000059336397 Long DBT UST US N 2 2027-06-30 Fixed 3.25000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 41000.00000000 PA USD 40246.83000000 0.055210229705 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 44000.00000000 PA USD 43150.80000000 0.059193868932 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CG2 200000.00000000 PA USD 189100.00000000 0.259405633616 Long DBT CORP DE N 2 2025-04-01 Fixed 1.44700000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639EAR2 100000.00000000 PA USD 73445.22000000 0.100751474512 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.79700000 N N N N N N Seaworld Parks & Entertainment, Inc. 549300UZV72O3371JJ53 78488CAH3 141212.50000000 PA USD 140682.95000000 0.192987571569 Long LON CORP US N 2 2028-08-25 Floating 7.62500000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AU8 6000.00000000 PA USD 6425.22000000 0.008814057457 Long DBT CORP US N 2 2025-07-01 Fixed 9.37500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -34.00000000 NC USD 14580.11000000 0.020000860247 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year US Treasury Note Future FVH3 Comdty 2023-03-31 -3728814.50000000 USD 14580.11000000 N N N GS Mortgage Securities Trust N/A 36251PAF1 1287721.37000000 PA USD 43133.26000000 0.059169807722 Long ABS-MBS CORP US N 2 2049-10-10 Variable 1.19600000 N N N N N N RADIATE HOLDCO / FINANCE N/A 75026JAC4 85000.00000000 PA USD 65108.30000000 0.089314964649 Long DBT CORP US N 2 2026-09-15 Fixed 4.50000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBU0 359000.00000000 PA USD 370897.26000000 0.508793435944 Long DBT CORP IT N 2 2025-11-21 Fixed 7.00000000 N N N N N N LEGACY LIFEPOINT HEALTH N/A 53219LAS8 114000.00000000 PA USD 99664.50000000 0.136718840674 Long DBT CORP US N 2 2027-02-15 Fixed 4.37500000 N N N N N N NEW MOUNTAIN CLO LTD 549300CEYMYPINCEX579 647550AJ1 250000.00000000 PA USD 231126.25000000 0.317056855244 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 8.15800000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 23000.00000000 PA USD 20463.10000000 0.028071091598 Long DBT CORP US N 2 2027-08-31 Fixed 3.37500000 N N N N N N EMBECTA CORP 549300RPG8GXVDHNXZ62 29082KAA3 27000.00000000 PA USD 22234.77000000 0.030501452142 Long DBT CORP US N 2 2030-02-15 Fixed 5.00000000 N N N N N N Staples Inc XQM2JINI1UL7642TU573 855030AN2 15000.00000000 PA USD 13317.00000000 0.018268137614 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 69345WAA6 28064.39000000 PA USD 27400.04000000 0.037587121826 Long ABS-MBS CORP US N 2 2023-05-27 Floating 7.26700000 N N N N N N Exeter Automobile Receivables Trust N/A 30166EAJ5 115000.00000000 PA USD 114518.53000000 0.157095461848 Long ABS-O CORP US N 2 2025-07-15 Fixed 5.38000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAM5 57000.00000000 PA USD 52719.87000000 0.072320630785 Long DBT CORP US N 2 2027-12-01 Fixed 3.95000000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 14844.96000000 OU Notional Amount USD -3620.93000000 -0.00496715833 N/A DCR US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -1199.64000000 USD 14844.96000000 USD -2421.29000000 N N N NEW FORTRESS ENERGY INC N/A 644393AA8 75000.00000000 PA USD 71952.00000000 0.098703089106 Long DBT CORP US N 2 2025-09-15 Fixed 6.75000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936CAY5 25000.00000000 PA USD 20327.54000000 0.027885131642 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.84500000 N N N N N N BFLD Trust N/A 054970AN8 10000.00000000 PA USD 9673.60000000 0.013270155142 Long ABS-MBS CORP US N 2 2034-10-15 Floating 6.69900000 N N N N N N Pinewood Finance Co Ltd N/A 000000000 118000.00000000 PA 135106.70000000 0.185338123317 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 68245XAJ8 35000.00000000 PA USD 32304.65000000 0.044315220528 Long DBT CORP CA N 2 2028-01-15 Fixed 4.37500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CS6 156000.00000000 PA USD 164157.24000000 0.225189385801 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 3290000.00000000 OU Notional Amount USD 110318.67000000 0.151334132687 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S39 2I65BRZH6 Y sell protection 2027-12-20 0.00000000 USD -125094.04000000 USD 3290000.00000000 USD 235412.71000000 N N N UBS Commercial Mortgage Trust N/A 90276EAF4 1049803.00000000 PA USD 52108.13000000 0.071481451503 Long ABS-MBS CORP US N 2 2050-06-15 Variable 1.52500000 N N N N N N Dryden Senior Loan Fund N/A 26248AAJ3 250000.00000000 PA USD 220578.00000000 0.302586863310 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 7.73900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEV3 279000.00000000 PA USD 294894.63000000 0.404533730012 Long DBT CORP US N 2 2028-10-18 Fixed 6.29600000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAA5 88634.16000000 PA USD 61431.29000000 0.084270876289 Long ABS-MBS CORP US N 2 2027-11-15 Floating 5.93000000 N N N N N N Oaktown Re Ltd 254900KOPN6EP9T3LD85 67400CAA6 30982.97000000 PA USD 30970.52000000 0.042485073315 Long ABS-MBS CORP US N 2 2028-07-25 Floating 6.05600000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 150000.00000000 OU Notional Amount USD 6180.91000000 0.008478915255 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Markit iBoxx USD Contingent Convertible Liquid Developed Market AT1 IBXXC1D1 INDEX Y equity-performance leg 2023-06-20 0.00000000 USD 0.00000000 USD 150000.00000000 USD 6180.91000000 N N N UBS-Barclays Commercial Mortgage Trust 549300G1IXWLFE766Q13 90349GAS4 80800.00000000 PA USD 65822.03000000 0.090294052872 Long ABS-MBS CORP US N 2 2046-04-10 Variable 4.32400000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 173000.00000000 PA USD 169950.01000000 0.233135854189 Long DBT CORP US N 2 2028-08-28 Fixed 6.40000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBQ4 271000.00000000 PA USD 277899.66000000 0.381220187119 Long DBT CORP FR N 2 2027-01-12 Fixed 6.44700000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAC3 200000.00000000 PA USD 202772.00000000 0.278160756952 Long DBT CORP IE N 2 2026-09-16 Fixed 6.25300000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 133973.41000000 OU Notional Amount USD -49359.53000000 -0.06771094740 N/A DCR US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -24794.39000000 USD 133973.41000000 USD -24565.14000000 N N N Fannie Mae - CAS N/A 20753MAF5 1563.56000000 PA USD 1563.56000000 0.002144877168 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 6.65600000 N N N N N N STATE AGE ROADS 254900FGEO8P5USHG994 857329AA4 200000.00000000 PA USD 35662.50000000 0.048921488148 Long DBT CORP UA Y 2 2030-06-24 Fixed 6.25000000 N Y N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAE6 82000.00000000 PA USD 77759.78000000 0.106670148074 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 16000.00000000 PA USD 1000.00000000 0.001371790764 Long DBT NUSS LB N 2 2022-10-04 Fixed 6.10000000 Y N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AL3 55000.00000000 PA USD 52974.63000000 0.072670108200 Long DBT CORP CO N 2 2026-06-26 Fixed 5.37500000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBU7 8536.66000000 PA USD 9051.53000000 0.012416805260 Long ABS-MBS USGSE US N 2 2028-08-25 Floating 11.45600000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 000000000 12000.00000000 PA USD 10564.50000000 0.014492283534 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N Regatta XXIV Funding Ltd. N/A 75889HAJ9 250000.00000000 PA USD 231696.50000000 0.317839118928 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 7.90800000 N N N N N N Galaxy CLO Ltd 549300QQ6WEN7DIBD138 36321RAG1 250000.00000000 PA USD 227494.25000000 0.312074511186 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 8.00800000 N N N N N N COLONY MORTGAGE CAPITAL LTD N/A 12564NAL6 120000.00000000 PA USD 111884.83000000 0.153482576511 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.48400000 N N N N N N VOC Escrow Ltd N/A 91832VAA2 226000.00000000 PA USD 198895.82000000 0.272843449026 Long DBT CORP BM N 2 2028-02-15 Fixed 5.00000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865BA2 150000.00000000 PA USD 141226.50000000 0.193733208439 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 000000000 90000.00000000 PA USD 47604.38000000 0.065303248846 Long DBT NUSS SV N 2 2029-02-28 Fixed 8.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFZ9 4966800.00000000 PA USD 5016468.00000000 6.881544474134 Long DBT UST US N 2 2027-11-30 Fixed 3.87500000 N N N N N N RENK AG FRANKFURT 894500DAJJ2W78HOJY11 000000000 100000.00000000 PA 105760.16000000 0.145080810767 Long DBT CORP DE N 2 2025-07-15 Fixed 5.75000000 N N N N N N HSBC Securities USA, Inc. CYYGQCGNHMHPSMRL3R97 000000000 -9003125.00000000 PA USD -9003125.00000000 -12.3504037290 Short RA CORP US N 1 Reverse repurchase N 4.39000000 2024-01-23 9000000.00000000 USD 8998593.75000000 USD UST N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AY3 200000.00000000 PA USD 146108.00000000 0.200429605058 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N SUMMIT MID HLDS LLC / FI N/A 86614WAE6 40000.00000000 PA USD 38928.40000000 0.053401619607 Long DBT CORP US N 2 2026-10-15 Fixed 8.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493007OD9MH69ES1S63 95000HBJ0 794128.02000000 PA USD 35522.62000000 0.048729602056 Long ABS-MBS CORP US N 2 2049-10-15 Variable 1.60600000 N N N N N N UMBS, TBA N/A 01F042624 3805433.00000000 PA USD 3758757.08000000 5.156228249335 Long ABS-MBS USGSE US N 2 2053-02-15 Fixed 4.50000000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 16082.05000000 OU Notional Amount USD -3922.68000000 -0.00538109619 N/A DCR US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -3720.37000000 USD 16082.05000000 USD -202.31000000 N N N United States Treasury 254900HROIFWPRGM1V77 912828ZQ6 309100.00000000 PA USD 252206.28000000 0.345974245719 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAP6 3000.00000000 PA USD 2994.99000000 0.004108499622 Long DBT CORP BM N 2 2023-04-01 Fixed 5.00000000 N N N N N N Regatta XX Funding Ltd N/A 75884YAG3 250000.00000000 PA USD 235086.50000000 0.322489489620 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 7.89200000 N N N N N N DIVERSIFIED HEALTHCARE T N/A 25525PAA5 167000.00000000 PA USD 163890.46000000 0.224823419460 Long DBT US N 2 2025-06-15 Fixed 9.75000000 N N N N N N PRESIDIO HOLDING INC N/A 74101XAF7 2000.00000000 PA USD 1922.94000000 0.002637871333 Long DBT CORP US N 2 2028-02-01 Fixed 8.25000000 N N N N N N Freddie Mac - STACR N/A 35564KHE2 62347.15000000 PA USD 61686.65000000 0.084621176779 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 5.96000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAD2 282000.00000000 PA USD 297103.92000000 0.407564413631 Long DBT CORP NO N 2 2028-01-15 Fixed 7.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBX2 200000.00000000 PA USD 200586.00000000 0.275162022340 Long DBT CORP GB N 2 2029-03-15 Fixed 8.00000000 N N N N Y Barclays PLC USD XXXX N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 96492.36000000 OU Notional Amount USD -23536.10000000 -0.03228660461 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -19811.82000000 USD 96492.36000000 USD -3724.28000000 N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0GJ2 78453.79000000 PA USD 80801.89000000 0.110843286477 Long ABS-MBS USGSE US N 2 2028-03-25 Floating 9.20600000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 7422.49000000 OU Notional Amount USD -1810.47000000 -0.00248358602 N/A DCR US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -596.82000000 USD 7422.49000000 USD -1213.65000000 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 160031.31000000 OU Notional Amount USD -23286.34000000 -0.03194398615 N/A DCR US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 CMBX.NA.A.6 137BEOAF1 Y sell protection 2063-05-11 0.00000000 USD -4802.21000000 USD 160031.31000000 USD -18484.13000000 N N N Banff Guarantor Inc. 5493006T045HLTF7YX04 000000000 10000.00000000 PA USD 9400.00000000 0.012894833188 Long LON CORP US N 3 2026-02-27 Floating 10.07000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z78 498500.00000000 PA USD 457062.19000000 0.626993691164 Long DBT UST US N 2 2027-01-31 Fixed 1.50000000 N N N N N N Parkway Generation, LLC 254900ATQHHVKF65MT32 000000000 102980.02000000 PA USD 101435.32000000 0.139148035196 Long LON CORP US N 2 2029-02-18 Floating 9.42600000 N N N N N N BELLEMEADE RE LT 254900KXN235YISGF415 07876LAD1 150000.00000000 PA USD 145243.70000000 0.199243966300 Long ABS-MBS CORP BM N 2 2029-10-25 Floating 7.35600000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 247416.33000000 OU Notional Amount USD -60348.96000000 -0.08278614599 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -29156.75000000 USD 247416.33000000 USD -31192.21000000 N N N ZIPRECRUITER INC 549300HLOVNNFCY2IV80 98980BAA1 63000.00000000 PA USD 55094.13000000 0.075577618726 Long DBT CORP US N 2 2030-01-15 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFQ9 1750000.00000000 PA USD 1750000.00000000 2.400633838337 Long DBT UST US N 2 2024-10-31 Fixed 4.37500000 N N N N N N AVIS BUDGET FINANCE PLC 549300W3BJJPGKCIOI13 000000000 131000.00000000 PA 138114.28000000 0.189463893786 Long DBT CORP JE N 2 2024-11-15 Fixed 4.12500000 N N N N N N COMM Mortgage Trust N/A 12594CBG4 2444771.91000000 PA USD 53773.25000000 0.073765647741 Long ABS-MBS CORP US N 2 2049-02-10 Variable 0.93100000 N N N N N N Fannie Mae - CAS N/A 20753KAB8 869.09000000 PA USD 869.09000000 0.001192209635 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 6.80600000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936CAW9 60000.00000000 PA USD 54055.47000000 0.074152794530 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.84500000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAV6 53000.00000000 PA USD 51959.08000000 0.071276986089 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N Ascend Learning, LLC 549300T466HKRLVCD610 04349HAM6 30000.00000000 PA USD 25939.20000000 0.035583155005 Long LON CORP US N 2 2029-12-10 Floating 10.32000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276CAF8 2032219.38000000 PA USD 74819.81000000 0.102637124379 Long ABS-MBS CORP US N 2 2050-08-15 Variable 1.07500000 N N N N N N Orbit Private Holdings I Ltd 254900X6HLK0YPTHHF09 04225VAD4 29700.00000000 PA USD 29650.40000000 0.040674144891 Long LON CORP US N 2 2028-12-11 Floating 9.54100000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AS7 69000.00000000 PA USD 73735.47000000 0.101149636781 Long DBT CORP US N 2 2032-11-29 Fixed 6.70000000 N N N N N N GS Mortgage Securities Trust 549300WF5YRKNHB1FX69 36198EBB0 100000.00000000 PA USD 43328.12000000 0.059437114870 Long ABS-MBS CORP US N 2 2046-07-10 Variable 4.07900000 N N N N N N Loyalty Ventures Inc. 549300Q3YKVWNY6JIJ44 54912FAD2 76739.85000000 PA USD 29736.69000000 0.040792516716 Long LON CORP US N 2 2027-11-03 Floating 11.25000000 N N N N N N LIFEPT/LEGACY LIFEPT N/A 53219LAR0 7000.00000000 PA USD 6131.51000000 0.008411148792 Long DBT CORP US N 2 2026-12-01 Fixed 9.75000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CW7 66000.00000000 PA USD 68933.04000000 0.094561707659 Long DBT CORP US N 2 2029-11-17 Fixed 5.62500000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAT8 52000.00000000 PA USD 50878.88000000 0.069795177705 Long DBT CORP BM N 2 2025-08-11 Fixed 5.25000000 N N N N N N NGL ENRGY OP/FIN CORP N/A 62922LAA6 44000.00000000 PA USD 41799.56000000 0.057340250379 Long DBT CORP US N 2 2026-02-01 Fixed 7.50000000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 000000000 400000.00000000 PA USD 389000.00000000 0.533626607493 Long DBT CORP SE N 2 2024-09-17 Fixed 5.62500000 N N N N Y Swedbank AB USD XXXX N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAE3 181000.00000000 PA USD 153669.00000000 0.210801715030 Long DBT CORP US N 2 2025-08-01 Fixed 4.75000000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 000000000 25000.00000000 PA USD 25538.00000000 0.035032792550 Long DBT CORP US N 2 2030-01-01 Fixed 7.50000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAD3 72000.00000000 PA USD 67176.72000000 0.092152404103 Long DBT CORP US N 2 2027-06-15 Fixed 4.87500000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AD3 154000.00000000 PA USD 153818.28000000 0.211006495955 Long DBT CORP US N 2 2023-02-15 Fixed 3.50000000 N N N N N N 2023-06-06 AB BOND FUND, INC. Joseph Mantineo Joseph Mantineo Treasurer and Chief Financial Officer XXXX