0001752724-23-200021.txt : 20230831
0001752724-23-200021.hdr.sgml : 20230831
20230831124117
ACCESSION NUMBER: 0001752724-23-200021
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20230831
DATE AS OF CHANGE: 20230831
PERIOD START: 20221031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AB BOND FUND, INC.
CENTRAL INDEX KEY: 0000003794
IRS NUMBER: 132754393
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02383
FILM NUMBER: 231227975
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/A
1
primary_doc.xml
NPORT-P/A
false
0001752724-22-289174
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
2022-10-31
2022-10-31
N
87728942.96
18312100.32
69416842.64
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
200000.00000000
0.00000000
0.00000000
396603.79000000
CAD
EUR
USD
N
Securities Portfolio ex-derivatives
SecuritiesPortfolio
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
45674GAA2
200000.00000000
PA
USD
168702.00000000
0.243027475154
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
356000.00000000
PA
323604.70000000
0.466176057125
Long
DBT
NUSS
ES
N
2
2027-07-30
Fixed
0.80000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
101000.00000000
PA
USD
80342.67000000
0.115739447293
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
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
45000.00000000
PA
USD
38725.65000000
0.055787109478
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
3008.82000000
PA
USD
2926.08000000
0.004215230610
Long
LON
CORP
US
N
2
2027-01-23
Floating
8.00400000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YCL1
200000.00000000
PA
USD
193168.00000000
0.278272523862
Long
DBT
CORP
JP
N
2
2028-09-13
Fixed
5.41400000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BK6
200000.00000000
PA
USD
192830.00000000
0.277785610330
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
4.26900000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
22000.00000000
PA
USD
19214.80000000
0.027680313983
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
Endurance International Group Holdings, Inc.
549300UTQC2651SB0W88
Endurance International Group Holdings, Inc. Initial Term Loan
29279UAB2
88127.02000000
PA
USD
74813.67000000
0.107774521506
Long
LON
CORP
US
N
2
2028-02-10
Floating
6.69800000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C15
90278LAZ2
740981.70000000
PA
USD
33075.42000000
0.047647543077
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
0.97800000
N
N
N
N
N
N
VIKING OCEAN CRUISES SHI
N/A
Viking Ocean Cruises Ship VII Ltd
92682RAA0
14000.00000000
PA
USD
10921.26000000
0.015732867679
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
5.62500000
N
N
N
N
N
N
Consumer Loan Underlying Bond (CLUB) Certificate
N/A
CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-43
21055AAA5
112.21000000
PA
USD
104.05000000
0.000149891576
Long
ABS-O
CORP
US
N
2
2044-11-15
Variable
0.38900000
N
N
N
N
N
N
Consumer Loan Underlying Bond Credit Trust
N/A
CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-HP1
21055MAB7
0.01000000
PA
USD
0.01000000
0.000000014405
Long
ABS-O
CORP
US
N
N/A
2026-12-15
Fixed
3.48000000
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
172050.00000000
0.247850512147
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
Barclays Commercial Mortgage Trust 2019-C3
05550MAV6
984934.72000000
PA
USD
61909.35000000
0.089184911968
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
1.33400000
N
N
N
N
N
N
ALLEGIANT TRAVEL CO
549300JM9OZXOHWL2K18
Allegiant Travel Co
01748XAD4
47000.00000000
PA
USD
44291.86000000
0.063805638971
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ATUC6
28113.61000000
PA
USD
4338.54000000
0.006249981755
Long
ABS-MBS
USGSE
US
N
2
2046-09-25
Fixed
5.00000000
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMO
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive PLC
000000000
116000.00000000
PA
108555.48000000
0.156382047744
Long
DBT
CORP
GB
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
57000.00000000
PA
USD
54563.25000000
0.078602321749
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAH4
35000.00000000
PA
USD
31191.30000000
0.044933331470
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A9H76
134469.45000000
PA
USD
5674.80000000
0.008174961269
Long
ABS-MBS
USGSE
US
N
2
2031-12-25
Fixed
3.50000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054AE9
56000.00000000
PA
USD
54369.28000000
0.078322893886
Long
DBT
CORP
US
N
2
2024-03-28
Fixed
3.30000000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAB2
29000.00000000
PA
USD
24142.50000000
0.034779023478
Long
DBT
CORP
PE
N
2
2026-02-11
Fixed
4.37500000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAL8
40000.00000000
PA
USD
38908.80000000
0.056050950346
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.05000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAY4
105000.00000000
PA
USD
89005.35000000
0.128218666558
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
59998.50000000
PA
USD
55105.02000000
0.079382780755
Long
LON
CORP
US
N
2
2028-10-20
Floating
10.60800000
N
N
N
N
N
N
FIVE POINT OP CO LP/FIVE
N/A
Five Point Operating Co LP / Five Point Capital Corp
33834YAA6
85000.00000000
PA
USD
70922.30000000
0.102168720591
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.87500000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
87000.00000000
PA
USD
81800.88000000
0.117840104633
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.87500000
N
N
N
N
N
N
Amentum Government Services Holdings LLC
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC Initial Term Loan (First Lien)
57776DAB9
2932.50000000
PA
USD
2837.19000000
0.004087178114
Long
LON
CORP
US
N
3
2027-01-29
Floating
8.17000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
100000.00000000
PA
80542.35000000
0.116027100825
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XGQ1
24000.00000000
PA
USD
25543.46000000
0.036797208038
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Floating
9.08600000
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
26892.26000000
PA
USD
25809.85000000
0.037180962167
Long
LON
CORP
US
N
2
2025-10-02
Floating
7.50400000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
10YR MINI JGB FUT DEC22
000000000
-3.00000000
NC
479.53000000
0.000690797768
N/A
DIR
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
SGX Mini Japan Government 10 Year Bond Futures
BJZ2 Comdty
2022-12-12
-44660304.00000000
JPY
479.53000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KKY4
150000.00000000
PA
USD
137665.52000000
0.198317173130
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
4.49700000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
41984LAA5
23806.00000000
PA
USD
21963.18000000
0.031639554846
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
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
41785.51000000
0.060195059888
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.54800000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XDB7
117850.81000000
PA
USD
122437.06000000
0.176379471240
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Floating
13.83600000
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
54668.22000000
0.078753538652
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
RITE AID CORP
529900W353T1JY1DKT44
Rite Aid Corp
767754CK8
9000.00000000
PA
USD
6341.31000000
0.009135117298
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.50000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2017-C8
12532CBE4
277675.06000000
PA
USD
14019.12000000
0.020195559848
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
1.48100000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
52000.00000000
PA
USD
50113.44000000
0.072192047483
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
6.10000000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2021-1 Ltd
437307AB7
211089.89000000
PA
USD
209689.46000000
0.302072886096
Long
ABS-MBS
CORP
BM
N
2
2033-07-25
Floating
5.13600000
N
N
N
N
N
N
ADVISOR GROUP HOLDINGS I
549300XL60BDV6UW5C86
Advisor Group Holdings Inc
00791GAA5
52000.00000000
PA
USD
51924.60000000
0.074801154914
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
10.75000000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco Inc
880349AS4
26000.00000000
PA
USD
25833.86000000
0.037215550315
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.87500000
N
N
N
N
N
N
PPM Clo, Ltd.
5493001Z3ZE83NGK8Y12
PPM CLO 5 Ltd
69356TAG6
250000.00000000
PA
USD
205006.75000000
0.295327102477
Long
ABS-CBDO
CORP
KY
N
2
2034-10-18
Floating
7.24400000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
12000.00000000
PA
USD
10613.52000000
0.015289545874
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SS1THX6 IRS CAD R F 1.98500 IS1THX6 CCPVANILLA / Short: SS1THX6 IRS CAD P V 03MCDOR IS1THY7 CCPVANILLA
000000000
680000.00000000
OU
Notional Amount
-20443.78000000
-0.02945074887
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-05-22
0.19000000
CAD
0.00000000
CAD
680000.00000000
CAD
-20443.82000000
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MAY5
936354.36000000
PA
USD
67445.79000000
0.097160555615
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.60400000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
22000.00000000
PA
USD
15259.42000000
0.021982302017
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AE4
2000.00000000
PA
USD
1900.32000000
0.002737548882
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.95000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
45000.00000000
PA
USD
36742.50000000
0.052930237969
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
549300RRU6BWJLD0YT71
ASP Unifrax Holdings Inc
90473LAA0
10000.00000000
PA
USD
8040.20000000
0.011582491646
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
7000.00000000
PA
USD
6042.40000000
0.008704515748
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
SoFi Consumer Loan Program 2020-1 Trust
83407AAD4
100000.00000000
PA
USD
96387.38000000
0.138853016550
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
Wells Fargo Commercial Mortgage Trust 2018-C48
95001RAY5
794792.05000000
PA
USD
34078.70000000
0.049092840734
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Variable
0.94700000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: IS20CG6 CDS USD R F 3.00000 IS20CG6 CMBX / Short: IS20CG6 CDS USD P V 01MEVENT IS20CH7 CMBX
000000000
25200.44000000
OU
Notional Amount
USD
-5705.80000000
-0.00821961901
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
-2039.02000000
USD
25200.44000000
USD
-3666.78000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BDA55
91379.35000000
PA
USD
7869.90000000
0.011337162136
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Floating
2.68800000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
200000.00000000
PA
USD
159792.00000000
0.230191973479
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAP0
111000.00000000
PA
USD
98686.77000000
0.142165454732
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA4
35564KNK1
593013.33000000
PA
USD
557432.06000000
0.803021340067
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
3.94700000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAR2
16000.00000000
PA
USD
15667.04000000
0.022569508211
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
ELDORADO GOLD CORP
5493004PWQ01YDD1IH62
Eldorado Gold Corp
284902AF0
28000.00000000
PA
USD
22647.80000000
0.032625799645
Long
DBT
CORP
CA
N
2
2029-09-01
Fixed
6.25000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAN2
80000.00000000
PA
USD
75346.40000000
0.108541957736
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAB6
125000.00000000
PA
USD
109125.00000000
0.157202482639
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
6.25000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0426B4
2480975.00000000
PA
USD
2326494.36000000
3.351483979277
Long
ABS-MBS
USGSE
US
N
2
2052-11-15
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
125000.00000000
PA
USD
121663.75000000
0.175265462059
Long
DBT
CORP
US
N
2
2024-09-05
Fixed
6.25000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BG6
153000.00000000
PA
USD
149926.23000000
0.215979615750
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAC8
209000.00000000
PA
USD
207802.43000000
0.299354482423
Long
DBT
CORP
IE
N
2
2026-10-14
Fixed
7.58300000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAK2
33000.00000000
PA
USD
32527.77000000
0.046858613504
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
9925.00000000
PA
USD
8992.74000000
0.012954694650
Long
LON
CORP
US
N
2
2028-11-03
Floating
7.25400000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AX6
114000.00000000
PA
USD
101420.10000000
0.146103014978
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.62500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRF8
144000.00000000
PA
USD
132479.80000000
0.190846767098
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
5.39700000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAJ4
46000.00000000
PA
USD
45323.80000000
0.065292223437
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
185241.42000000
0.266853710072
Long
ABS-MBS
CORP
BM
N
2
2032-01-26
Floating
5.14700000
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMO
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive PLC
47010BAJ3
217000.00000000
PA
USD
200260.62000000
0.288489957744
Long
DBT
CORP
GB
N
2
2025-10-15
Fixed
7.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CET4
872700.00000000
PA
USD
813247.31000000
1.171541774404
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.62500000
N
N
N
N
N
N
ACM Auto Trust
N/A
ACM Auto Trust 2022-1
00091QAA0
36786.40000000
PA
USD
36637.66000000
0.052779208339
Long
ABS-O
CORP
US
N
2
2029-04-20
Fixed
3.23000000
N
N
N
N
N
N
BFLD Trust
N/A
BFLD 2019-DPLO
054970AL2
59000.00000000
PA
USD
55704.38000000
0.080246202335
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Floating
5.25200000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAR5
40000.00000000
PA
USD
39308.80000000
0.056627179377
Long
DBT
CORP
US
N
2
2024-07-05
Fixed
5.90000000
N
N
N
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp. Term B Loan (First Lien)
71360HAB3
19342.25000000
PA
USD
18589.26000000
0.026779178212
Long
LON
CORP
US
N
2
2028-02-01
Floating
7.50400000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAS2
50000.00000000
PA
USD
48037.00000000
0.069200784958
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
4.87500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
USD
16612.50000000
0.023931511961
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
Y
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
62000.00000000
PA
USD
61910.10000000
0.089185992398
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.75000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAA9
158000.00000000
PA
USD
128722.60000000
0.185434247805
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 15 Ltd
05875TAG2
250000.00000000
PA
USD
212711.75000000
0.306426714195
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
7.17900000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAP9
88628.14000000
PA
USD
91077.92000000
0.131204354067
Long
ABS-MBS
USGSE
US
N
2
2024-11-25
Floating
8.48600000
N
N
N
N
N
N
Restoration Hardware, Inc.
5493008MTS3OGGMHGK69
Restoration Hardware, Inc. 2022 Incremental Term Loan
76133MAC5
60000.00000000
PA
USD
56500.20000000
0.081392638805
Long
LON
CORP
US
N
2
2028-10-20
Floating
7.07900000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AX9
215000.00000000
PA
USD
198432.10000000
0.285855841973
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.85000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAL4
45000.00000000
PA
USD
42296.08000000
0.060930573030
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
5.34500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286X3
4465300.00000000
PA
USD
4130402.50000000
5.950144580070
Long
DBT
UST
US
N
2
2026-05-31
Fixed
2.12500000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2012-C1
90269GAN1
17489.79000000
PA
USD
15915.53000000
0.022927476091
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Variable
6.44500000
N
N
N
N
N
N
BREAD FINANCIAL HLDGS
549300G8S4PO686J7H97
Bread Financial Holdings Inc
018581AK4
35000.00000000
PA
USD
30780.75000000
0.044341904398
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC22
000000000
15.00000000
NC
USD
-33605.29000000
-0.04841085926
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note Future
FVZ2 Comdty
2022-12-30
1632511.54000000
USD
-33605.29000000
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771AK4
106000.00000000
PA
USD
104567.94000000
0.150637706964
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
6.75000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
8000.00000000
PA
USD
7117.52000000
0.010253304139
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
N/A
McGraw-Hill Education Inc
57767XAA8
56000.00000000
PA
USD
49299.04000000
0.071018845175
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
2071287.78000000
PA
USD
205067.02000000
0.295413925786
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Variable
1.77900000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
114000.00000000
PA
USD
111047.40000000
0.159971839364
Long
DBT
CORP
XX
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282A7
4002600.00000000
PA
USD
3600463.78000000
5.186729391701
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
US ACUTE CARE SOLUTIONS
N/A
US Acute Care Solutions LLC
90367UAA9
81000.00000000
PA
USD
73341.45000000
0.105653681744
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.37500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
33000.00000000
PA
USD
27023.70000000
0.038929601192
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810EV6
2176600.00000000
PA
USD
2303795.06000000
3.318783990144
Long
DBT
UST
US
N
2
2025-08-15
Fixed
6.87500000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
15000.00000000
PA
USD
14105.40000000
0.020319852450
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.87500000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
73000.00000000
PA
USD
51930.01000000
0.074808948412
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
11000.00000000
PA
USD
9692.38000000
0.013962576849
Long
DBT
CORP
VG
N
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac - STACR
B1V7KEBTPIMZEU4LTD58
Freddie Mac STACR REMIC Trust 2022-HQA3
35564KE39
138571.65000000
PA
USD
137799.46000000
0.198510123421
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Floating
5.29700000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAE2
17000.00000000
PA
USD
15827.17000000
0.022800187098
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
4.75000000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAB8
146000.00000000
PA
USD
133161.13000000
0.191828272413
Long
DBT
CORP
NL
N
2
2027-02-01
Fixed
5.40000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
32000.00000000
PA
USD
25826.88000000
0.037205495118
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
152000.00000000
PA
USD
150488.34000000
0.216789376002
Long
ABS-MBS
CORP
BM
N
2
2029-03-25
Floating
6.28600000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AA8
12000.00000000
PA
USD
11571.84000000
0.016670075387
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BK4
200000.00000000
PA
USD
175236.00000000
0.252440176383
Long
DBT
CORP
GB
N
2
2028-03-13
Fixed
4.04100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FNJF8
74808.61000000
PA
USD
15705.61000000
0.022625071096
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
Triangle Re 2021-3 Ltd
89600HAA7
124539.99000000
PA
USD
123818.28000000
0.178369218897
Long
ABS-MBS
CORP
BM
N
2
2034-02-25
Floating
4.89700000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAB7
230000.00000000
PA
USD
203604.72000000
0.293307376505
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
4.99700000
N
N
N
N
N
N
SUNNOVA ENERGY CORP
549300TH3GCD8YQUDR46
Sunnova Energy Corp
86745GAF0
25000.00000000
PA
USD
22047.00000000
0.031760303640
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.87500000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABC4
200000.00000000
PA
USD
176454.00000000
0.254194793783
Long
DBT
CORP
DK
N
2
2028-04-01
Fixed
4.29800000
N
N
N
N
N
N
Granite Generation LLC
549300ERB8DGZI3MXK42
Granite Generation LLC Term Loan
38750BAB3
24353.99000000
PA
USD
23650.40000000
0.034070117712
Long
LON
CORP
US
N
2
2026-11-09
Floating
7.50400000
N
N
N
N
N
N
Parkway Generation, LLC
254900ATQHHVKF65MT32
Parkway Generation, LLC Term Loan C
000000000
9316.00000000
PA
USD
9207.28000000
0.013263755091
Long
LON
CORP
US
N
2
2029-02-18
Floating
8.50400000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAA4
60000.00000000
PA
USD
53994.00000000
0.077782275808
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-26759.20000000
-0.03854856974
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1155501.83000000
EUR
1118301.60000000
USD
2022-12-08
-26759.20000000
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AV0
115000.00000000
PA
USD
105770.10000000
0.152369505695
Long
DBT
CORP
US
N
2
2029-03-12
Fixed
4.87500000
N
N
N
N
N
N
Zacapa S.a r.l.
213800VIVQIJLORBU468
Zacapa S.a r.l. Initial Term Loan (2022)
000000000
43221.60000000
PA
USD
41190.18000000
0.059337443815
Long
LON
CORP
LU
N
2
2029-03-22
Floating
7.80300000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AU8
200000.00000000
PA
USD
170350.00000000
0.245401538764
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2019-2
96041LAG7
14000.00000000
PA
USD
13882.54000000
0.019998806445
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
4.02000000
N
N
N
N
N
N
Presidio Holdings Inc.
N/A
Presidio Holdings Inc. Initial Term Loan (2020)
74101YAD0
9286.25000000
PA
USD
9077.31000000
0.013076523873
Long
LON
CORP
US
N
3
2027-01-22
Floating
7.92000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C4
12531YAQ1
82552.02000000
PA
USD
3416.78000000
0.004922119575
Long
ABS-MBS
CORP
US
N
2
2058-05-10
Variable
1.60800000
N
N
N
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-2 Ltd
26982AAB0
150000.00000000
PA
USD
146030.18000000
0.210367072955
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
5.04700000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BQ4
36000.00000000
PA
USD
29047.32000000
0.041844772673
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.00000000
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
41400.92000000
0.059641030080
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
4645819.94000000
PA
USD
218567.71000000
0.314862649592
Long
ABS-MBS
CORP
US
N
2
2052-05-10
Variable
1.12900000
N
N
N
N
N
N
Kronos Acquisition Holdings Inc.
N/A
Kronos Acquisition Holdings Inc. Tranche B-1 Term Loan
49387TAW6
39300.00000000
PA
USD
37067.37000000
0.053398236782
Long
LON
CORP
US
N
2
2026-12-22
Floating
6.82000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BJ0
31000.00000000
PA
USD
25316.46000000
0.036470198063
Long
DBT
CORP
LR
N
2
2026-08-31
Fixed
5.50000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBE0
268000.00000000
PA
USD
239490.16000000
0.345002957339
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya Inc
053499AL3
51000.00000000
PA
USD
21577.08000000
0.031083349774
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.12500000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
116000.00000000
PA
USD
107173.56000000
0.154391291686
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: IS21ZR1 CDS USD R F 3.00000 IS21ZR1 CMBX / Short: IS21ZR1 CDS USD P V 01MEVENT IS21ZS2 CMBX
000000000
12600.21000000
OU
Notional Amount
USD
-2852.90000000
-0.00410980950
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
-2962.90000000
USD
12600.21000000
USD
110.00000000
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBM5
62537.16000000
PA
USD
65011.64000000
0.093653985873
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Floating
10.33600000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AQ2
7000.00000000
PA
USD
4119.50000000
0.005934438737
Long
DBT
CORP
CO
N
2
2051-11-02
Fixed
5.87500000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: IS1ZLI7 CDS USD R F 3.00000 IS1ZLI7 CMBX / Short: IS1ZLI7 CDS USD P V 01MEVENT IS1ZLJ8 CMBX
000000000
37100.63000000
OU
Notional Amount
USD
-8400.20000000
-0.01210109777
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
-2193.48000000
USD
37100.63000000
USD
-6206.72000000
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAH6
35000.00000000
PA
USD
27130.95000000
0.039084102601
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
200000.00000000
PA
USD
199016.00000000
0.286696992302
Long
DBT
CORP
FR
N
2
2025-12-23
Fixed
8.12500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA
USD
XXXX
N
N
N
Cross Financial Corp.
2549008J3I495E70LU05
Cross Financial Corp. Term B-1 Loan
22750JAD6
49251.79000000
PA
USD
48266.75000000
0.069531756508
Long
LON
CORP
US
N
2
2027-09-15
Floating
7.81300000
N
N
N
N
N
N
EMPIRE COMMUNITIES CORP
549300JM1L6KK2QFP273
Empire Communities Corp
29163VAC7
143000.00000000
PA
USD
123949.54000000
0.178558308453
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
7.00000000
N
N
N
N
N
N
GIP II Blue Holding, L.P.
N/A
GIP II Blue Holding, L.P. Initial Term Loan
31575AAB3
88184.33000000
PA
USD
87280.44000000
0.125733808511
Long
LON
CORP
US
N
2
2028-09-29
Floating
8.17400000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
102000.00000000
PA
USD
99163.38000000
0.142852046029
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.87500000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484AE8
59000.00000000
PA
USD
52264.56000000
0.075290891968
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
61000.00000000
PA
USD
58560.00000000
0.084359930202
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AHN6
200000.00000000
PA
USD
187256.00000000
0.269755858777
Long
DBT
CORP
FR
N
2
2024-03-25
Fixed
6.62500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AW6
26000.00000000
PA
USD
24181.30000000
0.034834917694
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.45000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
USD
181037.50000000
0.260797658197
Long
DBT
NUSS
CI
N
2
2028-03-03
Fixed
6.37500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
20000.00000000
PA
USD
17580.40000000
0.025325842160
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.30000000
N
N
N
N
N
N
Radnor Re LTD
254900JBDDKUTX6TX151
Radnor RE 2019-1 Ltd
75049SAB9
95779.26000000
PA
USD
93698.92000000
0.134980094796
Long
ABS-MBS
CORP
BM
N
2
2029-02-25
Floating
5.53600000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAE7
16000.00000000
PA
USD
17195.68000000
0.024771625078
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A4F79
78851.03000000
PA
USD
2410.15000000
0.003471996000
Long
ABS-MBS
USGSE
US
N
2
2041-03-25
Floating
2.96400000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Long: IS1ZN03 CDS USD R F 3.00000 IS1ZN03 CMBX / Short: IS1ZN03 CDS USD P V 01MEVENT IS1ZN14 CMBX
000000000
2100.02000000
OU
Notional Amount
USD
-475.48000000
-0.00068496344
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
-121.75000000
USD
2100.02000000
USD
-353.73000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
282000.00000000
PA
USD
195245.52000000
0.281265342206
Long
DBT
CORP
FR
N
2
2031-02-25
Fixed
4.62500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284V9
743200.00000000
PA
USD
689898.63000000
0.993849048389
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0MD8
149386.12000000
PA
USD
151652.29000000
0.218466130455
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Floating
6.83600000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE5 Mortgage Trust
12623SAQ3
100000.00000000
PA
USD
97549.74000000
0.140527480493
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Variable
4.35800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B5WA9
39095.21000000
PA
USD
4190.29000000
0.006036416870
Long
ABS-MBS
USGSE
US
N
2
2049-08-25
Floating
2.46400000
N
N
N
N
N
N
SOLARIS MIDSTREAM HOLDIN
5493007AWQW8ZKCHVV46
Solaris Midstream Holdings LLC
83419MAA0
54000.00000000
PA
USD
51664.50000000
0.074426461986
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.62500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YER2
51000.00000000
PA
USD
47205.60000000
0.068003092916
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.21000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAE0
56000.00000000
PA
USD
51679.60000000
0.074448214632
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-HQA1
35564KTB5
19900.00000000
PA
USD
19016.66000000
0.027394878932
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
6.49700000
N
N
N
N
N
N
CANADA HOUSING TRUST
549300M44WH89JG50067
Canada Housing Trust No 1
13509PFA6
5065000.00000000
PA
3507745.33000000
5.053161735101
Long
DBT
NUSS
CA
N
2
2025-12-15
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20755DAA4
238321.02000000
PA
USD
237284.75000000
0.341825904169
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
5.54700000
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
14955.92000000
0.021545088239
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBR1
53000.00000000
PA
USD
46512.80000000
0.067005064233
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAN6
216000.00000000
PA
USD
206025.12000000
0.296794138374
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.37500000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AN3
81000.00000000
PA
USD
72487.71000000
0.104423807311
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFA4
7900000.00000000
PA
USD
7687687.50000000
11.07467180532
Long
DBT
UST
US
N
2
2024-07-31
Fixed
3.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC22
000000000
-70.00000000
NC
USD
482558.96000000
0.695161205332
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note Future
TYZ2 Comdty
2022-12-20
-8224121.46000000
USD
482558.96000000
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS MORTGAGE TRUST 2017-C1
07332VBJ3
1318231.14000000
PA
USD
64350.64000000
0.092701767399
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Variable
1.43600000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAR4
150000.00000000
PA
USD
106056.00000000
0.152781365395
Long
DBT
CORP
US
N
2
2031-10-28
Fixed
2.87500000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BS1TGT5 IRS USD R V 03MLIBOR IS1TGU6 CCPVANILLA / Short: BS1TGT5 IRS USD P F 2.20600 IS1TGT5 CCPVANILLA
000000000
260000.00000000
OU
Notional Amount
USD
9832.55000000
0.014164501907
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
9832.55000000
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: IS1ZLG5 CDS USD R F 3.00000 IS1ZLG5 CMBX / Short: IS1ZLG5 CDS USD P V 01MEVENT IS1ZLH6 CMBX
000000000
55300.96000000
OU
Notional Amount
USD
-12521.06000000
-0.01803749569
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
-3245.91000000
USD
55300.96000000
USD
-9275.15000000
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
62000.00000000
PA
USD
43029.24000000
0.061986743221
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBB9
21342.15000000
PA
USD
21684.50000000
0.031238096080
Long
ABS-MBS
USGSE
US
N
2
2025-07-25
Floating
8.58600000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAA9
200000.00000000
PA
USD
189258.00000000
0.272639885080
Long
DBT
CORP
FI
N
2
2026-03-26
Fixed
6.62500000
N
N
N
N
Y
Nordea Bank Abp
Nordea Bank Abp
USD
XXXX
N
N
N
CURO GROUP HOLDINGS CORP
54930007KH8KCGJ4YE72
Curo Group Holdings Corp
23131LAC1
53000.00000000
PA
USD
31283.25000000
0.045065792119
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
7.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
200000.00000000
PA
USD
193668.00000000
0.278992810151
Long
DBT
CORP
CH
N
2
2024-01-31
Fixed
7.00000000
N
N
N
N
Y
UBS Group AG
UBS Group AG
USD
XXXX
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAS0
2000.00000000
PA
USD
1764.12000000
0.002541342897
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
4.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS5
36252HAF8
1439454.17000000
PA
USD
41835.29000000
0.060266771591
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Variable
0.84200000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAC6
84000.00000000
PA
USD
81895.80000000
0.117976843782
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828D56
523900.00000000
PA
USD
503598.88000000
0.725470737140
Long
DBT
UST
US
N
2
2024-08-15
Fixed
2.37500000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AS0
89000.00000000
PA
USD
89938.95000000
0.129563585117
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
8.87500000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AA8
200000.00000000
PA
USD
194500.00000000
0.280191366537
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BV4
147000.00000000
PA
USD
147069.09000000
0.211863698213
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.75000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-3 Ltd
69688FAG5
250000.00000000
PA
USD
213665.00000000
0.307799940006
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
7.02900000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group Inc
346232AF8
41000.00000000
PA
USD
35230.48000000
0.050752063418
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.85000000
N
N
N
N
N
N
VERITAS US INC/BERMUDA L
N/A
Veritas US Inc / Veritas Bermuda Ltd
92346LAE3
214000.00000000
PA
USD
179941.90000000
0.259219366880
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.50000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2022-2 Ltd
07876GAA8
200000.00000000
PA
USD
199998.60000000
0.288112498917
Long
ABS-MBS
CORP
US
N
2
2032-09-27
Floating
7.02500000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XYW8
180000.00000000
PA
USD
179444.05000000
0.258502177822
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
7.13600000
N
N
N
N
N
N
Padagis LLC
N/A
Padagis LLC Term B Loan
69526PAC8
28235.29000000
PA
USD
23858.82000000
0.034370361849
Long
LON
CORP
US
N
3
2028-07-06
Floating
8.49100000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBJ6
28000.00000000
PA
USD
24169.04000000
0.034817256275
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A.
05971U2C0
119000.00000000
PA
USD
104339.20000000
0.150308190392
Long
DBT
CORP
PE
N
2
2030-07-01
Fixed
3.12500000
N
N
N
N
Y
Banco de Credito del Peru
Banco de Credito del Peru
USD
XXXX
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AR4Q8
168867.55000000
PA
USD
27528.94000000
0.039657436081
Long
ABS-MBS
USGSE
US
N
2
2046-05-25
Fixed
5.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DQ9
200000.00000000
PA
USD
200394.00000000
0.288682101315
Long
DBT
CORP
GB
N
2
2026-11-03
Fixed
7.33600000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) DEC22
000000000
-32.00000000
NC
USD
137210.31000000
0.197661410086
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Notes Futures
TUZ2 Comdty
2022-12-30
-6677460.29000000
USD
137210.31000000
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
73179PAM8
16000.00000000
PA
USD
15684.96000000
0.022595323272
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
BELLEMEADE RE LT
254900K56RF3Z7VQ3U81
Bellemeade Re 2019-1 Ltd
07876RAB2
17101.40000000
PA
USD
17084.64000000
0.024611663899
Long
ABS-MBS
CORP
BM
N
2
2029-03-25
Floating
5.33600000
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
107059.62000000
0.154227152847
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Fixed
3.49900000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BR1
9000.00000000
PA
USD
8977.32000000
0.012932481021
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAX2
17872.15000000
PA
USD
18079.29000000
0.026044529414
Long
ABS-MBS
USGSE
US
N
2
2025-05-25
Floating
7.58600000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBH6
2562.40000000
PA
USD
2626.96000000
0.003784326541
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Floating
9.13600000
N
N
N
N
N
N
KLEOPATRA FINCO SARL
222100M6T1N8VIC8M726
Kleopatra Finco Sarl
000000000
100000.00000000
PA
81265.75000000
0.117069211029
Long
DBT
CORP
LU
N
2
2026-03-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20755DAB2
73000.00000000
PA
USD
68979.21000000
0.099369558419
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
6.59700000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAL6
15000.00000000
PA
USD
14300.85000000
0.020601412360
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
178000.00000000
PA
USD
154552.06000000
0.222643459601
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
211746.75000000
0.305036561657
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
7.49300000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
78000.00000000
PA
USD
60268.26000000
0.086820802715
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS20CK0 CDS USD R F 3.00000 IS20CK0 CMBX / Short: IS20CK0 CDS USD P V 01MEVENT IS20CL1 CMBX
000000000
16800.27000000
OU
Notional Amount
USD
-3803.86000000
-0.00547973640
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-1359.68000000
USD
16800.27000000
USD
-2444.18000000
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
7361.55000000
0.010604847065
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
4.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285M8
3613100.00000000
PA
USD
3394055.81000000
4.889383730115
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.12500000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
53000.00000000
PA
USD
48881.90000000
0.070417924729
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
150000.00000000
PA
USD
131881.50000000
0.189984872524
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.10000000
N
N
N
N
N
N
LSB INDUSTRIES
5493001H215A0HG0MI71
LSB Industries Inc
502160AN4
34000.00000000
PA
USD
30955.64000000
0.044593846136
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
Morgan Stanley Capital I Trust 2019-BPR
61769GAL1
133000.00000000
PA
USD
123241.24000000
0.177537950896
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
7.66200000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDA1
128000.00000000
PA
USD
119151.36000000
0.171646181918
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
4.32300000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAM7
104000.00000000
PA
USD
97189.04000000
0.140007865964
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAK5
59000.00000000
PA
USD
52497.02000000
0.075625767470
Long
DBT
CORP
CA
N
2
2027-02-15
Fixed
4.62500000
N
N
N
N
N
N
MILLENNIUM ESCROW CORP
N/A
Millennium Escrow Corp
60041CAA6
50000.00000000
PA
USD
36007.50000000
0.051871417123
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAP5
116000.00000000
PA
USD
102938.40000000
0.148290236324
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.44800000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
59000.00000000
PA
USD
58328.88000000
0.084026985068
Long
DBT
CORP
IL
N
2
2023-06-30
Fixed
5.75000000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
12000.00000000
PA
USD
9590.88000000
0.013816358732
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS2IE86 CDS EUR R F 5.00000 IS2IE86 CCPITRAXX / Short: SS2IE86 CDS EUR P V 03MEVENT IS2IE97 CCPITRAXX
000000000
1560000.00000000
OU
Notional Amount
-24252.07000000
-0.03493686701
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S38
2I667KJQ2
Y
sell protection
2027-12-20
0.00000000
EUR
-66061.17000000
EUR
1560000.00000000
EUR
40780.01000000
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AJ1
35000.00000000
PA
USD
34024.90000000
0.049015337929
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
4.62500000
N
N
N
N
N
N
Sixth Street CLO LTD.
N/A
Sixth Street CLO XVII Ltd
83012FAG3
250000.00000000
PA
USD
217411.75000000
0.313197405314
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
7.39300000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAG1
12000.00000000
PA
USD
11871.00000000
0.017101037080
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.12500000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2019-C18
90278PBB5
1265200.95000000
PA
USD
58997.33000000
0.084989935808
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Variable
1.02300000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAA1
28000.00000000
PA
USD
25966.08000000
0.037406022821
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.25000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
96759.00000000
PA
USD
51270.18000000
0.073858415407
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.50000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
891906AF6
216000.00000000
PA
USD
196501.68000000
0.283074931856
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.45000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
097793AE3
30000.00000000
PA
USD
27655.50000000
0.039839754947
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
ECO MATERIAL TECH INC
N/A
Eco Material Technologies Inc
27900QAA4
92000.00000000
PA
USD
86076.12000000
0.123998898144
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
7.87500000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
222000.00000000
PA
USD
192902.46000000
0.277889994219
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
31000.00000000
PA
USD
31803.21000000
0.045814832237
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BC9
53000.00000000
PA
USD
51896.54000000
0.074760732448
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.37500000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BB1
7000.00000000
PA
USD
6753.67000000
0.009729151806
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAL9
6000.00000000
PA
USD
5924.94000000
0.008535306093
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
HSBC Securities USA, Inc.
CYYGQCGNHMHPSMRL3R97
JPMCB/HSBC BANK REVERSE REPO
000000000
-2128500.00000000
PA
USD
-2128500.00000000
-3.06625873354
Short
RA
CORP
US
N
1
Reverse repurchase
N
3.05000000
2024-09-28
2200000.00000000
USD
2072812.50000000
USD
UST
N
N
N
ACProducts Holdings, Inc.
N/A
ACProducts Holdings, Inc. Initial Term Loan
00488YAB2
100725.00000000
PA
USD
69856.82000000
0.100633819320
Long
LON
CORP
US
N
2
2028-05-17
Floating
7.92400000
N
N
N
N
N
N
LINDBLAD EXPEDITIONS LLC
549300MPUWOG67Y2R254
Lindblad Expeditions LLC
53523LAA8
28000.00000000
PA
USD
25082.12000000
0.036132614285
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
159000.00000000
PA
USD
157918.80000000
0.227493492925
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
2727.71000000
0.003929464228
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
77673.82000000
NZD
47899.86000000
USD
2022-11-18
2727.71000000
N
N
N
VIRTUSA CORP
C77OMXDER63WLJCSKT03
Virtusa Corp
92837TAA0
10000.00000000
PA
USD
7195.80000000
0.010366072161
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
7.12500000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BP4
210000.00000000
PA
USD
194000.10000000
0.279471224305
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.65000000
N
N
N
N
N
N
DIRECTV Financing, LLC
N/A
DIRECTV Financing, LLC Closing Date Term Loan
25460HAB8
27300.00000000
PA
USD
25955.48000000
0.037390752752
Long
LON
CORP
US
N
2
2027-08-02
Floating
8.75400000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: IS22KG8 CDS USD R F 3.00000 IS22KG8 CMBX / Short: IS22KG8 CDS USD P V 01MEVENT IS22KH9 CMBX
000000000
350006.04000000
OU
Notional Amount
USD
-79247.21000000
-0.11416135765
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
-123301.63000000
USD
350006.04000000
USD
44054.42000000
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAB0
200000.00000000
PA
USD
190628.00000000
0.274613469512
Long
DBT
CORP
IE
N
2
2025-04-10
Fixed
4.26300000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
IYX6OWO7BT5DKO3BYG52
Entegris Escrow Corp
29365BAA1
112000.00000000
PA
USD
100010.40000000
0.144072239814
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Radnor Re LTD
254900YVLP8CB4GC2O97
Radnor RE 2020-1 Ltd
750493AC2
150000.00000000
PA
USD
142860.95000000
0.205801567122
Long
ABS-MBS
CORP
BM
N
2
2030-01-25
Floating
5.33600000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
200000.00000000
PA
USD
175500.00000000
0.252820487543
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.62500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
47000.00000000
PA
USD
50600.67000000
0.072893937660
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CJ7
200000.00000000
PA
USD
183936.00000000
0.264973157816
Long
DBT
CORP
GB
N
2
2026-03-30
Fixed
3.97100000
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
39126.88000000
0.056365110414
Long
LON
CORP
US
N
2
2027-04-27
Floating
7.87800000
N
N
N
N
N
N
SHEA HOMES LP/FNDG CP
N/A
Shea Homes LP / Shea Homes Funding Corp
82088KAE8
11000.00000000
PA
USD
9276.30000000
0.013363183410
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAB3
15000.00000000
PA
USD
14842.95000000
0.021382346755
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
RP ESCROW ISSUER LLC
N/A
RP Escrow Issuer LLC
74969PAA6
39000.00000000
PA
USD
29342.43000000
0.042269900047
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
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
33000.00000000
PA
USD
28741.35000000
0.041404000681
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD1 Mortgage Trust
12514MBD6
1512436.21000000
PA
USD
56116.98000000
0.080840582581
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.36800000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AF4
150000.00000000
PA
USD
121012.50000000
0.174327289167
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBL1
56000.00000000
PA
USD
50046.64000000
0.072095817234
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAU5
5000.00000000
PA
USD
3758.75000000
0.005414752179
Long
DBT
CORP
BM
N
2
2028-01-26
Fixed
2.85000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
21000.00000000
PA
USD
20387.85000000
0.029370177646
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AF5
107000.00000000
PA
USD
98942.90000000
0.142534428586
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.45000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
15000.00000000
PA
USD
10331.25000000
0.014882915452
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
LOXAM SAS
969500BNA2YRNE1R5K91
Loxam SAS
000000000
100000.00000000
PA
87626.13000000
0.126231800046
Long
DBT
CORP
FR
N
2
2027-02-15
Fixed
4.50000000
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
232524.76000000
OU
Notional Amount
USD
-25513.13000000
-0.03675351547
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
-22600.47000000
USD
232524.76000000
USD
-2912.66000000
N
N
N
FINThrive Software Intermediate Holdings, Inc.
N/A
FINThrive Software Intermediate Holdings, Inc. Initial Loan (Second Lien)
000000000
20000.00000000
PA
USD
17090.00000000
0.024619385368
Long
LON
CORP
US
N
2
2029-12-17
Floating
10.50400000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
22976.00000000
PA
USD
21855.92000000
0.031485039032
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
30000.00000000
PA
USD
28162.50000000
0.040570125244
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
Dufry One BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
100000.00000000
PA
94501.38000000
0.136136096667
Long
DBT
CORP
NL
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KB32
184000.00000000
PA
USD
179400.28000000
0.258439123960
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
6.99700000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2017-P7
17325HBU7
823524.41000000
PA
USD
30728.99000000
0.044267340361
Long
ABS-MBS
CORP
US
N
2
2050-04-14
Variable
1.11100000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BK2
35000.00000000
PA
USD
35613.90000000
0.051304407756
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
EC FINANCE PLC
213800NKPB53RHYDQE45
EC Finance PLC
000000000
100000.00000000
PA
87104.33000000
0.125480109275
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
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
26000.00000000
PA
USD
21130.72000000
0.030440335798
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Univision Communications Inc.
549300YQDE2JSGTL8V47
Univision Communications Inc. 2017 Replacement Repriced First-Lien Term Loan
914908AX6
1653.36000000
PA
USD
1642.13000000
0.002365607448
Long
LON
CORP
US
N
2
2024-03-15
Floating
6.50400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ASJX5
223296.37000000
PA
USD
45155.64000000
0.065049976753
Long
ABS-MBS
USGSE
US
N
2
2046-06-25
Fixed
5.00000000
N
N
N
N
N
N
ADAMS HOMES INC
N/A
Adams Homes Inc
00623PAA9
13000.00000000
PA
USD
10511.80000000
0.015143010831
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.50000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: IS21ZX7 CDS USD R F 3.00000 IS21ZX7 CMBX / Short: IS21ZX7 CDS USD P V 01MEVENT IS21ZY8 CMBX
000000000
13300.22000000
OU
Notional Amount
USD
-3011.39000000
-0.00433812585
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
-3096.24000000
USD
13300.22000000
USD
84.85000000
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BD7
53000.00000000
PA
USD
51794.25000000
0.074613376279
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
6.62500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE16 Mortgage Trust
12591VAQ4
100000.00000000
PA
USD
90471.89000000
0.130331323867
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Variable
4.91700000
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
84324.81000000
0.121476008981
Long
ABS-MBS
CORP
US
N
2
2037-03-10
Variable
3.53400000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
100000.00000000
PA
74816.68000000
0.107778857629
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAG1
300000.00000000
PA
USD
205500.00000000
0.296037664901
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAE8
250000.00000000
PA
USD
244557.50000000
0.352302828390
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.87500000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: IS220T1 CDS USD R F 3.00000 IS220T1 CMBX / Short: IS220T1 CDS USD P V 01MEVENT IS220U2 CMBX
000000000
7000.10000000
OU
Notional Amount
USD
-1584.94000000
-0.00228322110
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
-1777.76000000
USD
7000.10000000
USD
192.82000000
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AK1
12000.00000000
PA
USD
11981.04000000
0.017259557687
Long
DBT
CORP
US
N
2
2023-02-01
Variable
8.11800000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AJ6
32000.00000000
PA
USD
26928.96000000
0.038793121346
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK29
06541TBL2
985082.24000000
PA
USD
73718.92000000
0.106197454675
Long
ABS-MBS
CORP
US
N
2
2053-11-15
Variable
1.34100000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BK7
42000.00000000
PA
USD
32956.98000000
0.047476921661
Long
DBT
CORP
LR
N
2
2027-07-15
Fixed
5.37500000
N
N
N
N
N
N
Freddie Mac - STACR
5493003FQV7GR462GO02
Freddie Mac Stacr Remic Trust 2020-DNA1
35565HAH8
29083.45000000
PA
USD
28561.38000000
0.041144740834
Long
ABS-MBS
USGSE
US
N
2
2050-01-25
Floating
5.28600000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
549300KR7NUJOX0UJ040
Exeter Automobile Receivables Trust 2019-1
30167DAE7
40000.00000000
PA
USD
39638.42000000
0.057102020910
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828G38
6987700.00000000
PA
USD
6678712.64000000
9.621170289516
Long
DBT
UST
US
N
2
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
371400.00000000
PA
USD
316502.44000000
0.455944736123
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
200000.00000000
PA
USD
168537.50000000
0.242790500965
Long
DBT
CORP
MX
N
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
200000.00000000
PA
USD
176146.00000000
0.253751097429
Long
DBT
CORP
ES
N
2
2028-03-24
Fixed
4.17500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFB2
6249800.00000000
PA
USD
5841609.94000000
8.415263094426
Long
DBT
UST
US
N
2
2027-07-31
Fixed
2.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS7
36254CAX8
3284689.12000000
PA
USD
120441.34000000
0.173504491733
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Variable
1.08300000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMH9
225000.00000000
PA
USD
206368.00000000
0.297288081900
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
4.79700000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828K74
2661700.00000000
PA
USD
2490353.06000000
3.587534329262
Long
DBT
UST
US
N
2
2025-08-15
Fixed
2.00000000
N
N
N
N
N
N
ALBION FINANCING 1SARL /
N/A
Albion Financing 1 SARL / Aggreko Holdings Inc
013304AA8
200000.00000000
PA
USD
170968.00000000
0.246291812617
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
6.12500000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAC6
20000.00000000
PA
USD
20515.20000000
0.029553634564
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B4ZB7
45975.34000000
PA
USD
4129.36000000
0.005948642783
Long
ABS-MBS
USGSE
US
N
2
2049-06-25
Floating
2.46400000
N
N
N
N
N
N
CASTLELAKE AVIATION FIN
2138006F7SMD1COVC345
Castlelake Aviation Finance DAC
14856HAA6
62000.00000000
PA
USD
52686.98000000
0.075899418637
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
5.00000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAQ4
8000.00000000
PA
USD
7627.36000000
0.010987765663
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
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AH1
156000.00000000
PA
USD
154405.68000000
0.222432588587
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
2673.87000000
PA
USD
2645.87000000
0.003811567768
Long
ABS-MBS
USGSE
US
N
2
2049-10-25
Floating
5.53600000
N
N
N
N
N
N
Coral-US Co-Borrower LLC
N/A
Coral-US Co-Borrower LLC Term B-6 Loan
000000000
30000.00000000
PA
USD
28971.30000000
0.041735260346
Long
LON
CORP
US
N
2
2029-10-15
Floating
6.41200000
N
N
N
N
N
N
CHILE ELEC PEC SPA
N/A
Chile Electricity PEC SpA
000000000
200000.00000000
PA
USD
138787.50000000
0.199933466752
Long
DBT
CORP
CL
N
2
2028-01-25
None
0.00000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C14
90278KBB6
948983.41000000
PA
USD
41695.48000000
0.060065365139
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
0.95000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
68000.00000000
PA
USD
64806.72000000
0.093358783740
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
Long: IS2GK37 TRS USD R F 1.00000 IS2GK37 IBOXXTRS / Short: IS2GK37 TRS USD P V 00MSOFR IS2GK48 IBOXXTRS
000000000
150000.00000000
OU
Notional Amount
USD
-6570.28000000
-0.00946496520
N/A
DCR
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
Markit iBoxx USD Contingent Convertible Liquid Developed Market AT1
IBXXC1D1 Index
Y
equity-performance leg
2022-12-20
0.00000000
USD
0.00000000
USD
150000.00000000
USD
-6570.28000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A4F53
66798.97000000
PA
USD
7199.60000000
0.010371546336
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
2.36400000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2020-1 Ltd
43731WAD7
150000.00000000
PA
USD
149820.20000000
0.215826871839
Long
ABS-MBS
CORP
BM
N
2
2030-10-25
Floating
8.83600000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
000000000
368000.00000000
PA
USD
261280.00000000
0.376392803335
Long
DBT
CORP
CH
N
2
2027-02-11
Fixed
5.25000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG
USD
XXXX
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
20000.00000000
PA
USD
19515.20000000
0.028113061985
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AR5
188000.00000000
PA
USD
178306.72000000
0.256863771411
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.50000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
000000000
200000.00000000
PA
USD
187344.00000000
0.269882629164
Long
DBT
CORP
SE
N
2
2027-06-30
Fixed
6.87500000
N
N
N
N
Y
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB
USD
XXXX
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282N9
1597300.00000000
PA
USD
1530413.06000000
2.204671088163
Long
DBT
UST
US
N
2
2024-07-31
Fixed
2.12500000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE DEC22
000000000
-5.00000000
NC
17734.73000000
0.025548165726
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEZ2 Comdty
2022-12-08
-616295.60000000
EUR
17734.73000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEW7
2228400.00000000
PA
USD
2131603.88000000
3.070730097959
Long
DBT
UST
US
N
2
2027-06-30
Fixed
3.25000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
41000.00000000
PA
USD
37305.49000000
0.053741265925
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
99000.00000000
PA
USD
94350.96000000
0.135919405740
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
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
73435.80000000
0.105789599767
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.32100000
N
N
N
N
N
N
Seaworld Parks & Entertainment, Inc.
549300UZV72O3371JJ53
Seaworld Parks & Entertainment, Inc. Term B Loan
78488CAH3
141570.00000000
PA
USD
137971.29000000
0.198757657007
Long
LON
CORP
US
N
2
2028-08-25
Floating
6.81300000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AU8
6000.00000000
PA
USD
6251.46000000
0.009005681852
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
9.37500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS3
36251PAF1
1292846.68000000
PA
USD
45782.03000000
0.065952337010
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
1.19700000
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA Inc
103557AC8
16000.00000000
PA
USD
13998.56000000
0.020165941675
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
10000.00000000
PA
USD
8242.90000000
0.011874495708
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
114000.00000000
PA
USD
90008.70000000
0.129664065055
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.37500000
N
N
N
N
N
N
NEW MOUNTAIN CLO LTD
549300CEYMYPINCEX579
New Mountain CLO 3 Ltd
647550AJ1
250000.00000000
PA
USD
218725.75000000
0.315090317683
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
7.59300000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
168000.00000000
PA
USD
145908.00000000
0.210191063798
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.)
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) 2019 Term Loan
81527CAM9
10622.75000000
PA
USD
10347.20000000
0.014905892585
Long
LON
CORP
US
N
2
2026-09-03
Floating
7.50400000
N
N
N
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAA9
40503.00000000
PA
USD
41118.65000000
0.059234399658
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
15000.00000000
PA
USD
13045.80000000
0.018793421745
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
29039.93000000
PA
USD
27689.24000000
0.039888359866
Long
ABS-MBS
CORP
US
N
2
2023-05-27
Floating
6.34600000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2018-4
30166EAJ5
115000.00000000
PA
USD
114339.11000000
0.164713786527
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
5.38000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAM5
57000.00000000
PA
USD
49061.61000000
0.070676810027
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.95000000
N
N
N
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
921309.22000000
NS
USD
921309.22000000
1.327212798741
Long
STIV
RF
US
N
1
N
N
N
CALLON PETROLEUM
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBD3
21000.00000000
PA
USD
20941.41000000
0.030167621003
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: IS20CQ6 CDS USD R F 3.00000 IS20CQ6 CMBX / Short: IS20CQ6 CDS USD P V 01MEVENT IS20CR7 CMBX
000000000
16800.27000000
OU
Notional Amount
USD
-3803.86000000
-0.00547973640
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
-1366.20000000
USD
16800.27000000
USD
-2437.66000000
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy Inc
644393AA8
75000.00000000
PA
USD
73646.25000000
0.106092768266
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
WFRBS Commercial Mortgage Trust 2011-C4
92936CAY5
25000.00000000
PA
USD
20000.00000000
0.028811451571
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
4.84300000
N
N
N
N
N
N
BFLD Trust
N/A
BFLD 2019-DPLO
054970AN8
10000.00000000
PA
USD
9405.45000000
0.013549233359
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Floating
5.65200000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAJ8
81000.00000000
PA
USD
71205.48000000
0.102576661933
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS2IS17 CDS USD R F 5.00000 IS2IS17 CCPCDX / Short: SS2IS17 CDS USD P V 03MEVENT IS2IS28 CCPCDX
000000000
6200000.00000000
OU
Notional Amount
USD
-11302.16000000
-0.01628158177
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S39
2I65BRZH6
Y
sell protection
2027-12-20
0.00000000
USD
-247903.31000000
USD
6200000.00000000
USD
236601.15000000
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C1
90276EAF4
1055687.39000000
PA
USD
54501.13000000
0.078512833380
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
1.52600000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 98 CLO Ltd
26248AAJ3
250000.00000000
PA
USD
217384.00000000
0.313157429425
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
7.06300000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEV3
279000.00000000
PA
USD
281524.95000000
0.405557123161
Long
DBT
CORP
US
N
2
2028-10-18
Fixed
6.29600000
N
N
N
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust 2014-STAR
85571XAA5
88634.16000000
PA
USD
60601.79000000
0.087301276887
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Floating
4.88300000
N
N
N
N
N
N
Oaktown Re Ltd
254900KOPN6EP9T3LD85
Oaktown Re II Ltd
67400CAA6
30982.97000000
PA
USD
30943.24000000
0.044575983036
Long
ABS-MBS
CORP
US
N
2
2028-07-25
Floating
5.13600000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
549300G1IXWLFE766Q13
UBS-Barclays Commercial Mortgage Trust 2013-C6
90349GAS4
80800.00000000
PA
USD
66094.40000000
0.095213780238
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
4.31600000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AS3
100000.00000000
PA
USD
93443.00000000
0.134611423461
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.50000000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
06279JAC3
200000.00000000
PA
USD
193278.00000000
0.278430986846
Long
DBT
CORP
IE
N
2
2026-09-16
Fixed
6.25300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M56
2791500.00000000
PA
USD
2617031.25000000
3.770023456082
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: IS1UV26 CDS USD R F 5.00000 IS1UV26 CMBX / Short: IS1UV26 CDS USD P V 01MEVENT IS1UV37 CMBX
000000000
141119.98000000
OU
Notional Amount
USD
-53756.52000000
-0.07744016863
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
-26280.37000000
USD
141119.98000000
USD
-27476.15000000
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R03
20753MAF5
2307.33000000
PA
USD
2301.37000000
0.003315290515
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Floating
5.73600000
N
N
N
N
N
N
STATE AGE ROADS
254900FGEO8P5USHG994
State Agency of Roads of Ukraine
857329AA4
200000.00000000
PA
USD
25912.50000000
0.037328836942
Long
DBT
CORP
UA
Y
2
2030-06-24
Fixed
6.25000000
N
Y
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAQ2
39000.00000000
PA
USD
37956.36000000
0.054678891399
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
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
75939.38000000
0.109396188463
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBU5
46000.00000000
PA
USD
37904.00000000
0.054603463019
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
16000.00000000
PA
USD
973.00000000
0.001401677118
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AL3
55000.00000000
PA
USD
49891.88000000
0.071872874222
Long
DBT
CORP
CO
N
2
2026-06-26
Fixed
5.37500000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBU7
9454.82000000
PA
USD
9744.42000000
0.014037544246
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Floating
10.53600000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
000000000
12000.00000000
PA
USD
9990.00000000
0.014391320060
Long
DBT
CORP
PE
N
2
2026-02-11
Fixed
4.37500000
N
N
N
N
N
N
Regatta XXIV Funding Ltd.
N/A
Regatta XXIV Funding Ltd
75889HAJ9
250000.00000000
PA
USD
208977.50000000
0.301047256043
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
7.34300000
N
N
N
N
N
N
Galaxy CLO Ltd
549300QQ6WEN7DIBD138
Galaxy 30 Clo Ltd
36321RAG1
250000.00000000
PA
USD
219475.75000000
0.316170747117
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
7.21400000
N
N
N
N
N
N
COLONY MORTGAGE CAPITAL LTD
N/A
CLNY Trust 2019-IKPR
12564NAL6
120000.00000000
PA
USD
109483.48000000
0.157718899097
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
5.43700000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
90000.00000000
PA
USD
35848.13000000
0.051641833071
Long
DBT
NUSS
SV
N
2
2029-02-28
Fixed
8.62500000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT DEC22
000000000
-2.00000000
NC
2627.00000000
0.003784384163
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Futures
DUZ2 Comdty
2022-12-08
-216528.24000000
EUR
2627.00000000
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
15000.00000000
PA
USD
14005.35000000
0.020175723163
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R07
20754MBZ9
229217.31000000
PA
USD
230225.68000000
0.331656801496
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
5.97500000
N
N
N
N
N
N
RENK AG FRANKFURT
894500DAJJ2W78HOJY11
Renk AG/Frankfurt am Main
000000000
100000.00000000
PA
89128.26000000
0.128395727334
Long
DBT
CORP
DE
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
200000.00000000
PA
USD
172918.00000000
0.249100929145
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
Summit Midstream Holdings LLC / Summit Midstream Finance Corp
86614WAE6
40000.00000000
PA
USD
38410.00000000
0.055332392743
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.50000000
N
N
N
N
N
N
PROG HOLDINGS INC
549300DHYTLBOVRXIG52
PROG Holdings Inc
74319RAA9
30000.00000000
PA
USD
24382.20000000
0.035124328725
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
6.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493007OD9MH69ES1S63
Wells Fargo Commercial Mortgage Trust 2016-LC24
95000HBJ0
799121.05000000
PA
USD
37725.55000000
0.054346392842
Long
ABS-MBS
CORP
US
N
2
2049-10-15
Variable
1.60500000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: IS22013 CDS USD R F 3.00000 IS22013 CMBX / Short: IS22013 CDS USD P V 01MEVENT IS22024 CMBX
000000000
18200.31000000
OU
Notional Amount
USD
-4120.86000000
-0.00593639791
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
-4236.94000000
USD
18200.31000000
USD
116.08000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
784100.00000000
PA
USD
609025.17000000
0.877344959577
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YQ7
4589500.00000000
PA
USD
4131984.22000000
5.952423162529
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.62500000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAP6
3000.00000000
PA
USD
2979.33000000
0.004291941100
Long
DBT
CORP
BM
N
2
2023-04-01
Fixed
5.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
150000.00000000
PA
USD
130387.50000000
0.187832657091
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAA5
167000.00000000
PA
USD
157751.54000000
0.227252542755
Long
DBT
US
N
2
2025-06-15
Fixed
9.75000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAF7
2000.00000000
PA
USD
1781.88000000
0.002566927466
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.25000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
65104.87000000
PA
USD
63335.02000000
0.091238693076
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
4.64700000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
150000.00000000
PA
USD
126579.00000000
0.182346236426
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBX2
200000.00000000
PA
USD
179496.00000000
0.258577015567
Long
DBT
CORP
GB
N
2
2029-03-15
Fixed
8.00000000
N
N
N
N
Y
Barclays PLC
Barclays PLC
USD
XXXX
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS210V0 CDS USD R F 3.00000 IS210V0 CMBX / Short: IS210V0 CDS USD P V 01MEVENT IS210W1 CMBX
000000000
109201.87000000
OU
Notional Amount
USD
-24725.12000000
-0.03561832987
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-22562.68000000
USD
109201.87000000
USD
-2162.44000000
N
N
N
HSBC Securities USA, Inc.
CYYGQCGNHMHPSMRL3R97
JPMCB/HSBC BANK REVERSE REPO
000000000
-12890750.00000000
PA
USD
-12890750.00000000
-18.5700609675
Short
RA
CORP
US
N
1
Reverse repurchase
N
3.05000000
2022-12-31
13600000.00000000
USD
12715156.02000000
USD
UST
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0GJ2
84642.98000000
PA
USD
86357.21000000
0.124403828690
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Floating
8.28600000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
31000.00000000
PA
USD
29168.21000000
0.042018923492
Long
DBT
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: IS20CI8 CDS USD R F 3.00000 IS20CI8 CMBX / Short: IS20CI8 CDS USD P V 01MEVENT IS20CJ9 CMBX
000000000
8400.15000000
OU
Notional Amount
USD
-1901.93000000
-0.00273986820
N/A
DCR
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-679.69000000
USD
8400.15000000
USD
-1222.24000000
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
209272.28000000
OU
Notional Amount
USD
-22938.57000000
-0.03304467493
N/A
DCR
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.A.6
137BEOAF1
Y
sell protection
2063-05-11
0.00000000
USD
-6319.12000000
USD
209272.28000000
USD
-16619.45000000
N
N
N
Banff Guarantor Inc.
5493006T045HLTF7YX04
Banff Guarantor Inc. Initial Term Loan (Second Lien)
000000000
10000.00000000
PA
USD
9170.00000000
0.013210050545
Long
LON
CORP
US
N
2
2026-02-27
Floating
9.25400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z78
498500.00000000
PA
USD
444132.34000000
0.639804870272
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
Parkway Generation, LLC
254900ATQHHVKF65MT32
Parkway Generation, LLC Term Loan B
000000000
49750.00000000
PA
USD
49169.42000000
0.070832118157
Long
LON
CORP
US
N
2
2029-02-18
Floating
8.50400000
N
N
N
N
N
N
BELLEMEADE RE LT
254900KXN235YISGF415
Bellemeade Re 2019-4 Ltd
07876LAD1
150000.00000000
PA
USD
142608.90000000
0.205438470803
Long
ABS-MBS
CORP
BM
N
2
2029-10-25
Floating
6.43600000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS20MD3 CDS USD R F 3.00000 IS20MD3 CMBX / Short: IS20MD3 CDS USD P V 01MEVENT IS20ME4 CMBX
000000000
280004.83000000
OU
Notional Amount
USD
-63397.76000000
-0.09132907460
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-33205.15000000
USD
280004.83000000
USD
-30192.61000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT DEC22
000000000
-9.00000000
NC
11415.83000000
0.016445331659
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
Montreal Exchange 10 Year Canadian Bond Futures
CNZ2 Comdty
2022-12-19
-1122822.36000000
CAD
11415.83000000
N
N
N
ZIPRECRUITER INC
549300HLOVNNFCY2IV80
ZipRecruiter Inc
98980BAA1
63000.00000000
PA
USD
51603.93000000
0.074339206505
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-10074.26000000
-0.01451270270
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
4921314.34000000
CAD
3606177.48000000
USD
2023-01-19
-10074.26000000
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-DC2 Mortgage Trust
12594CBG4
2489953.32000000
PA
USD
58131.70000000
0.083742932967
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
0.93600000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R02
20753KAB8
1376.13000000
PA
USD
1374.35000000
0.001979850923
Long
ABS-MBS
USGSE
US
N
2
2031-08-25
Floating
5.88600000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2011-C4
92936CAW9
60000.00000000
PA
USD
53645.54000000
0.077280293888
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
4.84300000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAF6
180000.00000000
PA
USD
110165.40000000
0.158701254350
Long
DBT
US
N
2
2031-10-15
Fixed
3.45000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX Group Inc
00213MAV6
53000.00000000
PA
USD
51801.67000000
0.074624065327
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
Ascend Learning, LLC
549300T466HKRLVCD610
Ascend Learning, LLC Initial Term Loan (Second Lien)
04349HAM6
30000.00000000
PA
USD
25387.50000000
0.036572536339
Long
LON
CORP
US
N
2
2029-12-10
Floating
9.50400000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C2
90276CAF8
2068454.82000000
PA
USD
79632.61000000
0.114716554328
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
1.08700000
N
N
N
N
N
N
Orbit Private Holdings I Ltd
254900X6HLK0YPTHHF09
Orbit Private Holdings I Ltd Initial Dollar Term Loan (First Lien)
04225VAD4
29775.00000000
PA
USD
28956.19000000
0.041713493294
Long
LON
CORP
US
N
3
2028-12-11
Floating
8.17400000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300WF5YRKNHB1FX69
GS Mortgage Securities Trust 2013-GC13
36198EBB0
100000.00000000
PA
USD
43254.61000000
0.062311405063
Long
ABS-MBS
CORP
US
N
2
2046-07-10
Variable
4.07300000
N
N
N
N
N
N
Loyalty Ventures Inc.
549300Q3YKVWNY6JIJ44
Loyalty Ventures Inc. Term B Loan
54912FAD2
78295.39000000
PA
USD
24271.57000000
0.034964958181
Long
LON
CORP
US
N
2
2027-11-03
Floating
8.25400000
N
N
N
N
N
N
LIFEPT/LEGACY LIFEPT
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
7000.00000000
PA
USD
5590.90000000
0.008054097229
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
FIRST-CITIZENS BANK/TRST
L9VVX1KT5TFTKS0MLF66
First-Citizens Bank & Trust Co
125581HA9
15000.00000000
PA
USD
14766.00000000
0.021271494695
Long
DBT
CORP
US
N
2
2024-06-19
Fixed
3.92900000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAT8
52000.00000000
PA
USD
48657.44000000
0.070094573808
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
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
44000.00000000
PA
USD
39835.84000000
0.057386418749
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
400000.00000000
PA
USD
376376.00000000
0.542196944842
Long
DBT
CORP
SE
N
2
2024-09-17
Fixed
5.62500000
N
N
N
N
Y
Swedbank AB
Swedbank AB
USD
XXXX
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBX2
74000.00000000
PA
USD
75638.36000000
0.108962547306
Long
DBT
CORP
US
N
2
2032-10-19
Fixed
7.75000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
15000.00000000
PA
USD
14748.15000000
0.021245780475
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAD3
72000.00000000
PA
USD
62989.20000000
0.090740514267
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AD3
154000.00000000
PA
USD
152983.60000000
0.220383979135
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.50000000
N
N
N
N
N
N
2023-08-15
AB BOND FUND, INC.
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer