0001752724-23-289606.txt : 20231222
0001752724-23-289606.hdr.sgml : 20231222
20231222141936
ACCESSION NUMBER: 0001752724-23-289606
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20231222
DATE AS OF CHANGE: 20231222
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NATIONWIDE MUTUAL FUNDS
CENTRAL INDEX KEY: 0001048702
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08495
FILM NUMBER: 231509250
BUSINESS ADDRESS:
STREET 1: ONE NATIONWIDE PLAZA
STREET 2: MAIL CODE 05-02-210
CITY: COLUMBUS
STATE: OH
ZIP: 43215
BUSINESS PHONE: 614-435-5749
MAIL ADDRESS:
STREET 1: ONE NATIONWIDE PLAZA
STREET 2: MAIL CODE 05-02-210
CITY: COLUMBUS
STATE: OH
ZIP: 43215
FORMER COMPANY:
FORMER CONFORMED NAME: GARTMORE MUTUAL FUNDS
DATE OF NAME CHANGE: 20020125
FORMER COMPANY:
FORMER CONFORMED NAME: NATIONWIDE MUTUAL FUNDS
DATE OF NAME CHANGE: 19991015
FORMER COMPANY:
FORMER CONFORMED NAME: NATIONWIDE INVESTING FOUNDATION III
DATE OF NAME CHANGE: 19971029
0001048702
S000004971
Nationwide Bond Fund
C000013445
Class A
NBDAX
C000013447
Class C
GBDCX
C000013448
Institutional Service Class
MUIBX
C000120823
Class R6
NWIBX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001048702
XXXXXXXX
S000004971
C000013447
C000013445
C000013448
C000120823
Nationwide Mutual Funds
811-08495
0001048702
549300NXDT8MH8Z3PQ44
One Nationwide Plaza Location:N0900
Mail Code 5-02-210T
Columbus
43215
614-435-3820
Nationwide Bond Fund
S000004971
549300F3RPNCOQ27WN66
2023-10-31
2023-10-31
N
269088317.34
2938425.90
266149891.44
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
5771390.94000000
USD
UST
Bloomberg US Aggregate Bond Total Return
LEHM.MC.LEHMRT00001UUSD
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDK9
425000.00000000
PA
USD
397991.83000000
0.149536724530
Long
DBT
CORP
US
N
2
2033-09-14
Variable
5.71700000
N
N
N
N
N
N
Chase Mortgage Finance Corp.
N/A
Chase Mortgage Finance Corp., Series 2016-SH2, Class M2
16164AAC9
2487200.30000000
PA
USD
2137865.56000000
0.803256220933
Long
ABS-MBS
CORP
US
Y
2
2045-12-25
Variable
3.75000120
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2021-1, Class B
11042CAB6
757964.49000000
PA
USD
658729.35000000
0.247503144350
Long
ABS-O
CORP
US
Y
2
2031-09-15
Fixed
3.90000000
N
N
N
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
76131VAB9
549000.00000000
PA
USD
476709.99000000
0.179113351285
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2U6
750000.00000000
PA
USD
590524.94000000
0.221876829182
Long
DBT
CORP
US
N
2
2033-03-02
Variable
3.35000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEV9
1000000.00000000
PA
USD
918085.94000000
0.344950709929
Long
DBT
UST
US
N
2
2029-06-30
Fixed
3.25000000
N
N
N
N
N
N
Alliant Energy Finance LLC
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAB2
2000000.00000000
PA
USD
1867398.76000000
0.701634236969
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QB7A0
1144849.64000000
PA
USD
1020660.27000000
0.383490770737
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
2.50000000
N
N
N
N
N
N
Natixis Commercial Mortgage Securities Trust
N/A
Natixis Commercial Mortgage Securities Trust, Series 2019-LVL, Class A
63874TAA5
400000.00000000
PA
USD
346543.08000000
0.130205982097
Long
ABS-MBS
CORP
US
Y
2
2038-08-15
Fixed
3.88500000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CW7
165000.00000000
PA
USD
161469.04000000
0.060668459839
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
5.62500000
N
N
N
N
N
N
LCM 37 Ltd.
N/A
LCM 37 Ltd., Series 37A, Class A1
50204JAA5
500000.00000000
PA
USD
493598.00000000
0.185458651637
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
6.87386880
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332BB7
1000000.00000000
PA
USD
887964.97000000
0.333633414312
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
4.75000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132CW5W0
2177141.85000000
PA
USD
1901685.31000000
0.714516658154
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XTC0
486239.90000000
PA
USD
453149.96000000
0.170261185359
Long
ABS-MBS
USGA
US
N
2
2053-02-20
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
117.00000000
NC
USD
-378030.80000000
-0.14203680413
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Note
2023-12-19
12422109.38000000
USD
-378030.80000000
N
N
N
Invitation Homes Operating Partnership LP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAC6
1235000.00000000
PA
USD
875037.59000000
0.328776234048
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
2.70000000
N
N
N
N
N
N
Alexander Funding Trust II
N/A
Alexander Funding Trust II
014916AA8
280000.00000000
PA
USD
277987.72000000
0.104447805143
Long
DBT
CORP
US
Y
2
2028-07-31
Fixed
7.46700000
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAK7
515000.00000000
PA
USD
492838.97000000
0.185173462718
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
5.50000000
N
N
N
N
N
Ares LVI CLO Ltd.
N/A
Ares LVI CLO Ltd., Series 2020-56A, Class AR
04018NAN1
500000.00000000
PA
USD
495835.00000000
0.186299155456
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-25
Floating
6.79983120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179W7L6
1699999.87000000
PA
USD
1449678.44000000
0.544684963858
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWE41
953416.91000000
PA
USD
794480.72000000
0.298508752230
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
3.50000000
N
N
N
N
N
N
Goodgreen
N/A
Goodgreen, Series 2022-1A, Class A
38218JAA4
561302.56000000
PA
USD
474035.34000000
0.178108410052
Long
ABS-O
CORP
KY
Y
2
2056-10-15
Fixed
3.84000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust, Series 2015-3A, Class A
42771TAA3
372013.44000000
PA
USD
337792.00000000
0.126917955206
Long
ABS-O
CORP
US
Y
2
2041-09-20
Fixed
4.28000000
N
Y
N
N
N
N
Goodgreen Trust
N/A
Goodgreen Trust, Series 2017-1A, Class A
38217VAA8
86661.23000000
PA
USD
77412.80000000
0.029086166288
Long
ABS-O
CORP
US
Y
2
2052-10-15
Fixed
3.74000000
N
N
N
N
N
N
Anheuser-Busch Cos. LLC
N/A
Anheuser-Busch Cos. LLC
03522AAJ9
1000000.00000000
PA
USD
832776.44000000
0.312897531347
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172DB2
250000.00000000
PA
USD
230974.23000000
0.086783514639
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.37500000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DE6
175000.00000000
PA
USD
171642.62000000
0.064490959989
Long
DBT
CORP
US
N
2
2026-05-01
Variable
4.99000000
N
N
N
N
N
N
Fells Point Funding Trust
N/A
Fells Point Funding Trust
314382AA0
2625000.00000000
PA
USD
2368408.40000000
0.889877650216
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
Wellman Park CLO Ltd.
N/A
Wellman Park CLO Ltd., Series 2021-1A, Class A
949723AA8
1000000.00000000
PA
USD
991544.00000000
0.372550969168
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-15
Floating
6.75547920
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BB4
150000.00000000
PA
USD
116229.20000000
0.043670579526
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.07000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBW4
700000.00000000
PA
USD
480656.23000000
0.180596064645
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBP4
260000.00000000
PA
USD
259851.13000000
0.097633378166
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.05100000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEW7
2000000.00000000
PA
USD
1891796.88000000
0.710801296879
Long
DBT
UST
US
N
2
2027-06-30
Fixed
3.25000000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
02557TAD1
750000.00000000
PA
USD
743838.15000000
0.279480914298
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.69900000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABP1
385000.00000000
PA
USD
331606.93000000
0.124594050444
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
2.37500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXJ8
100000.00000000
PA
USD
96243.51000000
0.036161393671
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
J M Smucker Co. (The)
5493000WDH6A0LHDJD55
J M Smucker Co. (The)
832696AY4
750000.00000000
PA
USD
711777.98000000
0.267435006698
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
6.50000000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200KU4
850000.00000000
PA
USD
762480.85000000
0.286485501036
Long
DBT
CORP
US
N
2
2032-07-27
Fixed
4.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J6GM3
414064.63000000
PA
USD
366163.17000000
0.137577801748
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAA0
200000.00000000
PA
USD
190274.52000000
0.071491488863
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132D6E97
2999701.83000000
PA
USD
2893785.51000000
1.087276607306
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TC2
16000000.00000000
PA
USD
9903750.08000000
3.721117459945
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
GE HealthCare Technologies, Inc.
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAH6
1000000.00000000
PA
USD
976775.19000000
0.367001911860
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.85700000
N
N
N
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229BB1
450000.00000000
PA
USD
431807.76000000
0.162242320544
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TQ1
1000000.00000000
PA
USD
831406.25000000
0.312382712426
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.87500000
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBC6
500000.00000000
PA
USD
414557.64000000
0.155760965280
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
Visio Trust
N/A
Visio Trust, Series 2019-2, Class A2
92837DAB3
171972.03000000
PA
USD
161017.84000000
0.060498931308
Long
ABS-MBS
CORP
US
Y
2
2054-11-25
Variable
2.92399920
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAW1
875000.00000000
PA
USD
653926.98000000
0.245698758869
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
4.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140A1DZ7
247275.88000000
PA
USD
246341.13000000
0.092557291181
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGL9
3000000.00000000
PA
USD
2934843.75000000
1.102703342887
Long
DBT
UST
US
N
2
2026-02-15
Fixed
4.00000000
N
N
N
N
N
N
Duke Energy Ohio, Inc.
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio, Inc.
26442EAJ9
865000.00000000
PA
USD
812798.44000000
0.305391234842
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFM8
1000000.00000000
PA
USD
973320.31000000
0.365703816272
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.12500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NN7
450000.00000000
PA
USD
365318.92000000
0.137260593278
Long
DBT
CORP
US
N
2
2033-03-17
Variable
3.78500000
N
N
N
N
N
N
Cedar Funding VIII CLO Ltd.
549300PTCF9P2JDL1E69
Cedar Funding VIII CLO Ltd., Series 2017-8A, Class A1R
15032EAL3
500000.00000000
PA
USD
492418.00000000
0.185015292448
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-17
Floating
6.81444000
N
N
N
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912AF5
450000.00000000
PA
USD
444289.50000000
0.166932061326
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
5.37500000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Series 2015-RP2, Class A1
17323TAA8
136566.28000000
PA
USD
122523.76000000
0.046035622760
Long
ABS-MBS
CORP
US
Y
2
2053-01-25
Variable
3.49999920
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610AW5
1350000.00000000
PA
USD
895767.55000000
0.336565063075
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
2.63800000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBS9
1000000.00000000
PA
USD
857539.06000000
0.322201544160
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGD7
3300000.00000000
PA
USD
3257847.65000000
1.224064992990
Long
DBT
UST
US
N
2
2024-12-31
Fixed
4.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYG3
150000.00000000
PA
USD
130505.29000000
0.049034508071
Long
DBT
CORP
US
N
2
2027-09-10
Variable
1.54200000
N
N
N
N
N
N
Antero Midstream Partners LP
N/A
Antero Midstream Partners LP
03690EAA6
150000.00000000
PA
USD
151057.95000000
0.056756720501
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
7.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEU1
1000000.00000000
PA
USD
964257.81000000
0.362298780128
Long
DBT
UST
US
N
2
2025-06-15
Fixed
2.87500000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513ECR0
150000.00000000
PA
USD
138385.70000000
0.051995399754
Long
DBT
CORP
US
N
2
2033-02-27
Fixed
5.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140KDM98
4881309.75000000
PA
USD
3944733.39000000
1.482147284996
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAV2
250000.00000000
PA
USD
240678.49000000
0.090429678065
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.95000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
-64.00000000
NC
USD
686764.42000000
0.258036708669
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Long Bond
2023-12-19
-7004000.00000000
USD
686764.42000000
N
N
N
Metropolitan Washington Airports Authority Dulles Toll Road Revenue
N/A
Metropolitan Washington Airports Authority Dulles Toll Road Revenue, Series D
592643AA8
600000.00000000
PA
USD
669660.96000000
0.251610457692
Long
DBT
MUN
US
N
2
2046-10-01
Fixed
7.46200000
N
N
N
N
N
N
Welltower OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
42217KBF2
175000.00000000
PA
USD
169150.41000000
0.063554566595
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
3 Month SOFR
N/A
-500.00000000
NC
USD
-25000.00000000
-0.00939320315
N/A
DIR
US
N
1
CME3680
LCZ7XYGSLJUHFXXNXD88
Call
Written
N/A
3 Month SOFR
250000.00000000
94.93750000
USD
2023-12-15
XXXX
-183.60000000
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DH0
325000.00000000
PA
USD
297269.30000000
0.111692437066
Long
DBT
CORP
US
N
2
2029-08-18
Fixed
4.05000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBR1
900000.00000000
PA
USD
882949.22000000
0.331748855963
Long
DBT
UST
US
N
2
2024-03-15
Fixed
0.25000000
N
N
N
N
N
N
Five Corners Funding Trust IV
N/A
Five Corners Funding Trust IV
33835PAA4
575000.00000000
PA
USD
517729.49000000
0.194525531157
Long
DBT
CORP
US
Y
2
2053-02-15
Fixed
5.99700000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587CX3
200000.00000000
PA
USD
147527.22000000
0.055430125934
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.40000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133B93G7
8243692.83000000
PA
USD
6334590.66000000
2.380083878947
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2H5
170000.00000000
PA
USD
163118.98000000
0.061288388703
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.40600000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAK8
390000.00000000
PA
USD
382498.86000000
0.143715579942
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
GE Capital Funding LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAK9
322000.00000000
PA
USD
289248.80000000
0.108678909630
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.55000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CES6
2000000.00000000
PA
USD
1790703.12000000
0.672817527864
Long
DBT
UST
US
N
2
2029-05-31
Fixed
2.75000000
N
N
N
N
N
N
GE HealthCare Technologies, Inc.
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAD5
175000.00000000
PA
USD
174040.63000000
0.065391959793
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.60000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172BL2
150000.00000000
PA
USD
108181.80000000
0.040646945003
Long
DBT
CORP
US
N
2
2044-11-10
Fixed
4.25000000
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448FM5
175000.00000000
PA
USD
155100.91000000
0.058275774286
Long
DBT
CORP
US
N
2
2032-07-18
Fixed
3.90000000
N
N
N
N
N
N
CSL Finance plc
2549007CCNBNAF4HBC02
CSL Finance plc
12661PAE9
100000.00000000
PA
USD
80044.56000000
0.030074992541
Long
DBT
CORP
GB
Y
2
2052-04-27
Fixed
4.75000000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
913017CY3
1900000.00000000
PA
USD
1744717.07000000
0.655539275466
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XHHT7
7415078.00000000
PA
USD
5470553.06000000
2.055440650530
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CX5
200000.00000000
PA
USD
191079.76000000
0.071794040180
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
5.75000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DT4
775000.00000000
PA
USD
681622.43000000
0.256104718402
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CR5
825000.00000000
PA
USD
773657.25000000
0.290684788866
Long
DBT
CORP
US
N
2
2032-12-01
Fixed
4.70000000
N
N
N
N
N
N/A
N/A
U.S. Treasury 30 Year Bond
N/A
-10.00000000
NC
USD
-10.00000000
-0.00000375728
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Written
United States of America
U.S. Treasury 30 Year Bond
100000.00000000
128.00000000
USD
2023-11-24
XXXX
5771.25000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEY3
6000000.00000000
PA
USD
5789531.28000000
2.175289739430
Long
DBT
UST
US
N
2
2025-07-15
Fixed
3.00000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JG3
145000.00000000
PA
USD
107490.74000000
0.040387294324
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2005-15, Class A7
12669GR37
37455.82060000
PA
USD
19980.11000000
0.007507089291
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TD0
9500000.00000000
PA
USD
5468066.43000000
2.054506353699
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2022-3, Class A1
92538UAA9
281729.03000000
PA
USD
248695.71000000
0.093441973113
Long
ABS-MBS
CORP
US
Y
2
2067-02-25
Variable
4.12999920
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBS0
505000.00000000
PA
USD
445174.01000000
0.167264396611
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
Golden Bear LLC
549300T04S4BVE82F105
Golden Bear LLC, Series 2016-1A, Class A
38081EAA9
740606.16000000
PA
USD
649445.10000000
0.244014790495
Long
ABS-O
CORP
US
Y
2
2047-09-20
Fixed
3.75000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWF57
3854066.64000000
PA
USD
3555855.00000000
1.336034736201
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.00000000
N
N
N
N
N
N
DTE Electric Co.
9N0FWODEJVKHC2DYLO03
DTE Electric Co.
23338VAS5
825000.00000000
PA
USD
777231.04000000
0.292027562286
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.20000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAF0
850000.00000000
PA
USD
615202.18000000
0.231148762327
Long
DBT
CORP
FR
Y
2
2032-10-19
Variable
3.11600000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DPQF8
966887.09000000
PA
USD
809223.81000000
0.304048145810
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DQG67
512208.22000000
PA
USD
457707.94000000
0.171973746644
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 30 Year Bond
N/A
-10.00000000
NC
USD
-21875.00000000
-0.00821905276
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Put
Written
United States of America
U.S. Treasury 30 Year Bond
100000.00000000
110.00000000
USD
2023-11-24
XXXX
-12500.00000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XVT0
2387524.90000000
PA
USD
2285061.81000000
0.858561992130
Long
ABS-MBS
USGA
US
N
2
2053-03-20
Fixed
5.50000000
N
N
N
N
N
N
Reese Park CLO Ltd.
N/A
Reese Park CLO Ltd., Series 2020-1A, Class AR
758465BA5
400000.00000000
PA
USD
396990.40000000
0.149160459112
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-15
Floating
6.78548160
N
N
N
N
N
N
Apidos CLO XXXIV
5493001VH1Y9SEPJKZ47
Apidos CLO XXXIV, Series 2020-34A, Class A1R
03768WAL9
750000.00000000
PA
USD
744096.00000000
0.279577795795
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-20
Floating
6.82742880
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGJ4
2100000.00000000
PA
USD
1939792.97000000
0.728834777840
Long
DBT
UST
US
N
2
2030-01-31
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGG0
3000000.00000000
PA
USD
2956640.64000000
1.110893047524
Long
DBT
UST
US
N
2
2025-01-31
Fixed
4.12500000
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
200000.00000000
PA
USD
181972.42000000
0.068372156387
Long
DBT
CORP
CA
Y
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
CF SECURED LLC
254900OXTV81I73FAT50
Treasury Repurchase Agreement
N/A
1829740.00000000
PA
USD
1829740.00000000
0.687484781639
Long
RA
CORP
US
N
2
Repurchase
Y
5.30000000
2023-11-01
1912724.50270000
USD
1866609.62660000
USD
UST
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABT3
140000.00000000
PA
USD
116386.85000000
0.043729813065
Long
DBT
CORP
US
Y
2
2028-01-10
Fixed
1.80000000
N
N
N
N
N
N
FCI Funding LLC
N/A
FCI Funding LLC, Series 2021-1A, Class A
30260GAA4
111950.52000000
PA
USD
109346.20000000
0.041084442833
Long
ABS-O
CORP
US
Y
2
2033-04-15
Fixed
1.13000000
N
N
N
N
N
N
NYMT Loan Trust
N/A
NYMT Loan Trust, Series 2022-CP1, Class M2
62955VAD8
465000.00000000
PA
USD
325482.38000000
0.122292884749
Long
ABS-MBS
CORP
US
Y
2
2061-07-25
Fixed
3.51430000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGC9
900000.00000000
PA
USD
866742.19000000
0.325659418950
Long
DBT
UST
US
N
2
2027-12-31
Fixed
3.87500000
N
N
N
N
N
N
Apidos CLO XXII
5493003SQW0Q40KVFQ19
Apidos CLO XXII, Series 2015-22A, Class A1R
03765XAG1
975449.55000000
PA
USD
971763.33000000
0.365118815094
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
6.73742880
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AR0
45000.00000000
PA
USD
39765.37000000
0.014940967957
Long
DBT
CORP
US
N
2
2053-07-31
Fixed
5.60000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAN3
1000000.00000000
PA
USD
975328.37000000
0.366458300893
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWGS6
472324.36000000
PA
USD
461929.10000000
0.173559755181
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
6.00000000
N
N
N
N
N
N
Valero Energy Partners LP
549300WH1375KZXLJ231
Valero Energy Partners LP
91914JAB8
80000.00000000
PA
USD
75308.40000000
0.028295484019
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDN8
5000000.00000000
PA
USD
4762890.60000000
1.789551960449
Long
DBT
UST
US
N
2
2024-12-15
Fixed
1.00000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAJ8
1250000.00000000
PA
USD
919253.46000000
0.345389380031
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.45000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
100000.00000000
PA
USD
96467.13000000
0.036245413995
Long
DBT
CORP
FR
Y
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
Cargill, Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BZ6
1000000.00000000
PA
USD
945825.38000000
0.355373197743
Long
DBT
CORP
US
Y
2
2032-10-11
Fixed
5.12500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWCP6
4983428.05000000
PA
USD
3832556.87000000
1.439999411333
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142EY5
1000000.00000000
PA
USD
911455.09000000
0.342459313084
Long
DBT
CORP
US
N
2
2032-09-09
Fixed
4.15000000
N
N
N
N
N
Pfizer Investment Enterprises Pte. Ltd.
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte. Ltd.
716973AE2
825000.00000000
PA
USD
758177.29000000
0.284868532501
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
PPL Capital Funding, Inc.
549300MROK5WY0D2NU17
PPL Capital Funding, Inc.
69352PAQ6
95000.00000000
PA
USD
84013.70000000
0.031566310076
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.12500000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
549300U1MV4J7YQZG974
New Residential Mortgage Loan Trust, Series 2018-2A, Class A1
64828CAA7
0.01000000
PA
USD
0.01000000
0.000000003757
Long
ABS-MBS
CORP
US
Y
2
2058-02-25
Variable
4.50000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FX9
800000.00000000
PA
USD
649362.26000000
0.243983665177
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBK9
1000000.00000000
PA
USD
802361.32000000
0.301469715301
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368DH72
1350000.00000000
PA
USD
975129.33000000
0.366383515966
Long
DBT
CORP
CA
N
2
2037-01-10
Variable
3.08800000
N
N
N
N
N
N
Indiana Michigan Power Co.
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co.
454889AS5
1250000.00000000
PA
USD
1163437.74000000
0.437136282004
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.85000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286A3
4000000.00000000
PA
USD
3798281.24000000
1.427121093098
Long
DBT
UST
US
N
2
2026-01-31
Fixed
2.62500000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust, Series 2015-1A, Class A
42770LAA1
404469.96000000
PA
USD
360755.62000000
0.135546033119
Long
ABS-O
CORP
US
Y
2
2040-09-21
Fixed
3.84000000
N
N
N
N
N
N
AREIT Trust
N/A
AREIT Trust, Series 2022-CRE6, Class A
04002VAA9
536444.87000000
PA
USD
529277.97000000
0.198864619908
Long
ABS-MBS
CORP
KY
Y
2
2037-01-20
Floating
6.57128880
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2019-1A, Class A1
64830CAA3
0.70000000
PA
USD
0.63000000
0.000000236708
Long
ABS-MBS
CORP
US
Y
2
2057-09-25
Variable
3.87937440
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAA0
250000.00000000
PA
USD
238356.13000000
0.089557102094
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
Tricon American Homes Trust
N/A
Tricon American Homes Trust, Series 2017-SFR2, Class A
89613FAA6
0.02000000
PA
USD
0.02000000
0.000000007514
Long
ABS-O
CORP
US
Y
2
2036-01-17
Fixed
2.92800000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EKT6
1511096.31000000
PA
USD
1350722.77000000
0.507504535392
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBM3
575000.00000000
PA
USD
377832.89000000
0.141962443777
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418ERA0
697087.43000000
PA
USD
680430.71000000
0.255656955679
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
6.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHQ5
990000.00000000
PA
USD
875532.03000000
0.328962009062
Long
DBT
CORP
US
N
2
2030-02-07
Variable
3.97400000
N
N
N
N
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co.
373334KQ3
1250000.00000000
PA
USD
1131678.45000000
0.425203423483
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.70000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMM1
174000.00000000
PA
USD
124879.88000000
0.046920883312
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAC7
500000.00000000
PA
USD
491040.00000000
0.184497539090
Long
DBT
CORP
FR
Y
2
2024-07-11
Fixed
4.62500000
N
N
N
N
N
N
Foundry JV Holdco LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AA1
660000.00000000
PA
USD
612263.79000000
0.230044726558
Long
DBT
CORP
US
Y
2
2034-01-25
Fixed
5.87500000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BS8
553747.65300000
PA
USD
563851.38000000
0.211854822464
Long
DBT
CORP
US
Y
2
2032-01-10
Fixed
7.50700000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BS3
1000000.00000000
PA
USD
782688.64000000
0.294078136107
Long
DBT
CORP
AU
Y
2
2032-03-14
Fixed
3.78400000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AT8
350000.00000000
PA
USD
324584.94000000
0.121955691300
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
Black Hills Corp.
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AR0
675000.00000000
PA
USD
559056.72000000
0.210053333847
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.05000000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAB2
1020000.00000000
PA
USD
856572.38000000
0.321838335295
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
Jersey Central Power & Light Co.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co.
476556DD4
170000.00000000
PA
USD
130368.67000000
0.048983176094
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2020-1, Class A1
03464RAA1
290840.86000000
PA
USD
268099.37000000
0.100732473926
Long
ABS-MBS
CORP
US
Y
2
2059-12-25
Variable
2.46600000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
054989AB4
150000.00000000
PA
USD
141349.30000000
0.053108907629
Long
DBT
CORP
US
N
2
2033-08-02
Fixed
6.42100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QBJL3
1789459.44000000
PA
USD
1514298.27000000
0.568964451500
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLU1
400000.00000000
PA
USD
376669.07000000
0.141525163869
Long
DBT
CORP
US
N
2
2034-09-15
Variable
5.87200000
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGJ7
974000.00000000
PA
USD
760950.30000000
0.285910430352
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 30 Year Bond
N/A
10.00000000
NC
USD
156.25000000
0.000058707519
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
United States of America
U.S. Treasury 30 Year Bond
100000.00000000
123.00000000
USD
2023-11-24
XXXX
-14687.50000000
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PES7
575000.00000000
PA
USD
543777.98000000
0.204312681496
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.87500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAR0
350000.00000000
PA
USD
323545.85000000
0.121565275961
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
6.50000000
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 32 Ltd.
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd., Series 2019-32A, Class AR
64132DAJ7
500000.00000000
PA
USD
497018.50000000
0.186743829693
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-20
Floating
6.64841880
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AS0
215000.00000000
PA
USD
198087.17000000
0.074426921209
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
Appalachian Power Co.
3SCHO1ABYYIG382BEI70
Appalachian Power Co., Series Z
037735CY1
390000.00000000
PA
USD
246020.41000000
0.092436787657
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.70000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DL6
405000.00000000
PA
USD
389976.53000000
0.146525150880
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHE4
700000.00000000
PA
USD
665683.59000000
0.250116047915
Long
DBT
UST
US
N
2
2028-05-31
Fixed
3.62500000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAG0
250000.00000000
PA
USD
240120.00000000
0.090219837663
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABN4
810000.00000000
PA
USD
475997.56000000
0.178845671296
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q9W74
98414.28000000
PA
USD
86568.88000000
0.032526363069
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDU2
1208000.00000000
PA
USD
639997.42000000
0.240465031391
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62928CAA0
650000.00000000
PA
USD
508397.04000000
0.191019067206
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TF5
6000000.00000000
PA
USD
3961875.00000000
1.488587870002
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBP4
500000.00000000
PA
USD
287476.37000000
0.108012957827
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HS5
400000.00000000
PA
USD
399420.91000000
0.150073670080
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140JHAG8
980679.20000000
PA
USD
862268.46000000
0.323978512760
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2007-2CB, Class 2A14
02149HBE9
178974.23490000
PA
USD
89425.48000000
0.033599668035
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.75000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B85
450000.00000000
PA
USD
424939.30000000
0.159661646939
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.30000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824CBL2
250000.00000000
PA
USD
249549.06000000
0.093762600709
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAV2
2650000.00000000
PA
USD
2475534.02000000
0.930127758687
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.00000000
N
N
N
N
N
N
FMR LLC
6X064LF7Y6B4DKF2GZ26
FMR LLC
30251BAD0
925000.00000000
PA
USD
821361.25000000
0.308608523398
Long
DBT
CORP
US
Y
2
2033-02-01
Fixed
4.95000000
N
N
N
N
N
N
N/A
N/A
CDI
N/A
18000000.00000000
PA
USD
64592.39000000
0.024269177661
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American Investment Grade Index Series 41-V1
Markit CDX North American Investment Grade Index Series 41-V1
Y
Receipt of notional amount upon default event with regard to the reference instrument
2028-12-20
0.00000000
USD
253888.23000000
USD
18000000.00000000
USD
64592.39000000
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WEZ2
750000.00000000
PA
USD
670085.00000000
0.251769781447
Long
DBT
CORP
US
Y
2
2033-01-28
Fixed
4.55000000
N
N
N
N
N
N
Structured Asset Securities Corp. Mortgage Pass-Through Certificates
N/A
Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2004-6XS, Class A6
86359BJU6
0.43000000
PA
USD
0.43000000
0.000000161563
Long
ABS-O
CORP
US
N
2
2034-03-25
Variable
5.13000000
N
N
N
N
N
N
Dryden 86 CLO Ltd.
25490017VKY7XEFZL303
Dryden 86 CLO Ltd., Series 2020-86A, Class BR
26245XAQ0
850000.00000000
PA
USD
829900.05000000
0.311816790722
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-17
Floating
7.36444080
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TG3
1750000.00000000
PA
USD
1167783.21000000
0.438768997305
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
NYMT Loan Trust
N/A
NYMT Loan Trust, Series 2022-CP1, Class A2
62955VAB2
688000.00000000
PA
USD
526192.93000000
0.197705483610
Long
ABS-MBS
CORP
US
Y
2
2061-07-25
Fixed
3.01180000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CFD1
426802.77000000
PA
USD
352716.01000000
0.132525325519
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2022-3, Class A2
92538UAB7
375083.03000000
PA
USD
327284.40000000
0.122969954347
Long
ABS-MBS
CORP
US
Y
2
2067-02-25
Variable
4.12999920
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAE2
1000000.00000000
PA
USD
870149.00000000
0.326939453287
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CP1
350000.00000000
PA
USD
263795.17000000
0.099115264925
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
4.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJM96
77762.46000000
PA
USD
64258.56000000
0.024143748341
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Renew
N/A
Renew, Series 2018-1, Class A
75973FAA9
818508.99000000
PA
USD
724626.42000000
0.272262526984
Long
ABS-O
CORP
KY
Y
2
2053-09-20
Fixed
3.95000000
N
Y
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EP1
1650000.00000000
PA
USD
1416676.67000000
0.532285270655
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
3.35000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CK0
200000.00000000
PA
USD
191420.06000000
0.071921900461
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
Aventura Mall Trust
N/A
Aventura Mall Trust, Series 2018-AVM, Class A
05359AAA1
700000.00000000
PA
USD
623667.45000000
0.234329402362
Long
ABS-MBS
CORP
US
Y
2
2040-07-05
Variable
4.11231960
N
N
N
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167DF1
150000.00000000
PA
USD
145616.78000000
0.054712319893
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2020-1, Class A
90931GAA7
1099871.68000000
PA
USD
1082868.21000000
0.406864043468
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
92.00000000
NC
USD
-98877.00000000
-0.03715086993
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 2 Year Note
2023-12-29
18622812.59000000
USD
-98877.00000000
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AL4
250000.00000000
PA
USD
241479.98000000
0.090730820401
Long
DBT
CORP
US
Y
2
2025-04-07
Fixed
3.50000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918CE2
200000.00000000
PA
USD
123461.75000000
0.046388051985
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BN3
400000.00000000
PA
USD
303490.53000000
0.114029928157
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813CV9
600000.00000000
PA
USD
329709.55000000
0.123881151412
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.13200000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BQ1
250000.00000000
PA
USD
246483.98000000
0.092610963944
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
Ares LXIII CLO Ltd.
N/A
Ares LXIII CLO Ltd., Series 2022-63A, Class A1A
039937AA5
1000000.00000000
PA
USD
989936.00000000
0.371946798341
Long
ABS-CBDO
CORP
KY
Y
2
2035-04-20
Floating
6.79582080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q9N25
1343387.90000000
PA
USD
1217169.55000000
0.457324834293
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Huntington National Bank (The)
2WHM8VNJH63UN14OL754
Huntington National Bank (The)
44644MAJ0
1000000.00000000
PA
USD
916164.12000000
0.344228628102
Long
DBT
CORP
US
N
2
2030-01-10
Fixed
5.65000000
N
N
N
N
N
N
American Homes 4 Rent LP
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAE7
500000.00000000
PA
USD
403792.77000000
0.151716300846
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFN6
3000000.00000000
PA
USD
2967656.25000000
1.115031922028
Long
DBT
UST
US
N
2
2024-09-30
Fixed
4.25000000
N
N
N
N
N
Bacardi Ltd.
549300R32WTQNHNN5055
Bacardi Ltd.
067316AH2
460000.00000000
PA
USD
373586.07000000
0.140366794056
Long
DBT
CORP
BM
Y
2
2048-05-15
Fixed
5.30000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust, Series 2017-CH1, Class A2
81746HAB7
25150.51000000
PA
USD
22152.80000000
0.008323430034
Long
ABS-MBS
CORP
US
Y
2
2047-08-25
Variable
3.49999920
N
N
N
N
N
N
Var Energi ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAA8
1092245.00000000
PA
USD
1025890.69000000
0.385455986643
Long
DBT
CORP
NO
Y
2
2027-05-18
Fixed
5.00000000
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp.
001192AL7
275000.00000000
PA
USD
263951.64000000
0.099174055105
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.87500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZH0
150000.00000000
PA
USD
148158.68000000
0.055667383217
Long
DBT
CORP
US
N
2
2025-01-24
Variable
1.75700000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
8.00000000
NC
USD
-115269.20000000
-0.04330988052
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Ultra Bond
2023-12-19
900500.00000000
USD
-115269.20000000
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142FE8
200000.00000000
PA
USD
162392.36000000
0.061015377132
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
4.50000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EX7
1250000.00000000
PA
USD
899121.88000000
0.337825379200
Long
DBT
CORP
AU
N
2
2036-11-18
Variable
3.02000000
N
N
N
N
N
N
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
N/A
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WCH1, Class M4
70069FFL6
225592.72000000
PA
USD
219739.83000000
0.082562434578
Long
ABS-O
CORP
US
N
2
2036-01-25
Floating
6.68391840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418D7D8
1384586.84000000
PA
USD
963653.11000000
0.362071577330
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
1.50000000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust, Series 2017-GM, Class B
056083AG3
1300000.00000000
PA
USD
1141888.80000000
0.429039739156
Long
ABS-MBS
CORP
US
Y
2
2039-06-13
Variable
3.42479880
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBK6
400000.00000000
PA
USD
311009.66000000
0.116855076782
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
1000000.00000000
PA
USD
845937.50000000
0.317842511760
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBU8
200000.00000000
PA
USD
155275.67000000
0.058341436534
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XLJ3
746330.28150000
PA
USD
714829.43000000
0.268581522288
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
5.50000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CN3
1225000.00000000
PA
USD
1011624.73000000
0.380095864223
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X46N1
355486.64000000
PA
USD
321481.27000000
0.120789555186
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
3.00000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJP6
450000.00000000
PA
USD
453366.07000000
0.170342383965
Long
DBT
CORP
US
N
2
2027-10-26
Variable
6.78700000
N
N
N
N
N
N
American Home Mortgage Investment Trust
N/A
American Home Mortgage Investment Trust, Series 2004-3, Class 6A1
02660TBQ5
2566.35000000
PA
USD
2434.77000000
0.000914811569
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
4.82000040
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-2, Class B
90932KAA7
0.01000000
PA
USD
0.01000000
0.000000003757
Long
ABS-O
CORP
US
N
2
2028-05-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140MA5E0
4656801.35000000
PA
USD
3732244.11000000
1.402309085984
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
NYMT Loan Trust
N/A
NYMT Loan Trust, Series 2022-CP1, Class M1
62955VAC0
688000.00000000
PA
USD
500437.65000000
0.188028500516
Long
ABS-MBS
CORP
US
Y
2
2061-07-25
Fixed
3.21450000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EJ43
4786239.25000000
PA
USD
3989543.55000000
1.498983722448
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
3.50000000
N
N
N
N
N
N
Sun Communities Operating LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AF4
1131000.00000000
PA
USD
928344.46000000
0.348805124427
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
2.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EUFW4
662488.74000000
PA
USD
586054.88000000
0.220197301914
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDH6
375000.00000000
PA
USD
336836.23000000
0.126558845535
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.91200000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2021-1, Class A
11042CAA8
0.03000000
PA
USD
0.02000000
0.000000007514
Long
ABS-O
CORP
US
Y
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
Goodgreen
N/A
Goodgreen, Series 2019-2A, Class A
38218EAA5
895596.86000000
PA
USD
751460.13000000
0.282344706561
Long
ABS-O
CORP
KY
Y
2
2055-04-15
Fixed
2.76000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YES0
600000.00000000
PA
USD
520357.51000000
0.195512952188
Long
DBT
CORP
US
N
2
2037-04-20
Variable
5.29700000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CP8
500000.00000000
PA
USD
369689.90000000
0.138902893403
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
Magnetite XXXII Ltd.
549300QUG3I8PF6T6C52
Magnetite XXXII Ltd., Series 2022-32A, Class A
55953WAA8
500000.00000000
PA
USD
495418.50000000
0.186142664691
Long
ABS-CBDO
CORP
KY
Y
2
2035-04-15
Floating
6.74386920
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust, Series 2015-2A, Class A
42770UAA1
93390.16000000
PA
USD
83088.48000000
0.031218678899
Long
ABS-O
CORP
US
Y
2
2040-09-20
Fixed
3.99000000
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418ECP3
9781379.45000000
PA
USD
7187333.56000000
2.700483370897
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
76.00000000
NC
USD
-148026.11000000
-0.05561757293
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 5 Year Note
2023-12-29
7940218.79000000
USD
-148026.11000000
N
N
N
CSL Finance plc
2549007CCNBNAF4HBC02
CSL Finance plc
12661PAC3
1600000.00000000
PA
USD
1421094.29000000
0.533945094740
Long
DBT
CORP
GB
Y
2
2032-04-27
Fixed
4.25000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBH7
1010000.00000000
PA
USD
857525.46000000
0.322196434257
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
3.46200000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKA9
870000.00000000
PA
USD
535462.84000000
0.201188449524
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBV7
650000.00000000
PA
USD
388416.09000000
0.145938849682
Long
DBT
CORP
US
N
2
2041-11-19
Variable
2.52500000
N
N
N
N
N
N
N/A
N/A
3 Month SOFR
N/A
500.00000000
NC
USD
31250.00000000
0.011741503943
N/A
DIR
US
N
1
CME3680
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
94.68750000
USD
2023-12-15
XXXX
-6433.60000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHF1
2000000.00000000
PA
USD
1868593.76000000
0.702083232080
Long
DBT
UST
US
N
2
2030-05-31
Fixed
3.75000000
N
N
N
N
N
N
Ashtead Capital, Inc.
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AJ2
1600000.00000000
PA
USD
1430250.48000000
0.537385332851
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.00000000
N
N
N
N
N
N
Appalachian Power Co.
3SCHO1ABYYIG382BEI70
Appalachian Power Co., Series BB
037735DA2
225000.00000000
PA
USD
196406.11000000
0.073795299685
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
4.50000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABL0
460000.00000000
PA
USD
452823.42000000
0.170138495097
Long
DBT
CORP
US
Y
2
2030-04-08
Fixed
6.37500000
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAE2
600000.00000000
PA
USD
530319.22000000
0.199255846820
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.35000000
N
N
N
N
N
N
Nuveen Finance LLC
N/A
Nuveen Finance LLC
87246YAC0
1555000.00000000
PA
USD
1517255.56000000
0.570075588530
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
4.12500000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AV3
161000.00000000
PA
USD
118961.40000000
0.044697143912
Long
DBT
CORP
US
Y
2
2032-04-01
Fixed
2.87500000
N
N
N
N
N
N
Bacardi Ltd.
N/A
Bacardi Ltd.
05635JAC4
150000.00000000
PA
USD
132504.35000000
0.049785611139
Long
DBT
CORP
BM
Y
2
2043-06-15
Fixed
5.90000000
N
N
N
N
N
N
Cargill, Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BX1
200000.00000000
PA
USD
153381.24000000
0.057629645899
Long
DBT
CORP
US
Y
2
2052-04-22
Fixed
4.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828X88
2000000.00000000
PA
USD
1837812.50000000
0.690517846938
Long
DBT
UST
US
N
2
2027-05-15
Fixed
2.37500000
N
N
N
N
N
N
Invesco CLO Ltd.
N/A
Invesco CLO Ltd., Series 2021-2A, Class A
46149MAA4
1000000.00000000
PA
USD
991344.00000000
0.372475823543
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-15
Floating
6.77548080
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132D6DG2
1425004.80000000
PA
USD
1301228.09000000
0.488907992018
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XHLC9
1360089.28000000
PA
USD
1091873.77000000
0.410247685652
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Broad River Bsl Funding CLO Ltd.
5493000KEEYM16WOW109
Broad River Bsl Funding CLO Ltd., Series 2020-1A, Class AR
11124TAJ3
1000000.00000000
PA
USD
988053.00000000
0.371239302279
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-20
Floating
6.84743040
N
N
N
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102BW6
500000.00000000
PA
USD
479547.90000000
0.180179633891
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EB7
200000.00000000
PA
USD
199306.00000000
0.074884869921
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.87500000
N
N
N
N
N
N
Cytec Industries, Inc.
549300CC16G1Y2NHCH33
Cytec Industries, Inc.
232820AK6
600000.00000000
PA
USD
580391.50000000
0.218069410759
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XGQN2
1190741.57000000
PA
USD
1064788.08000000
0.400070830102
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TH1
3500000.00000000
PA
USD
2665332.04000000
1.001440213099
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
Metropolitan Edison Co.
N/A
Metropolitan Edison Co.
591894CC2
1000000.00000000
PA
USD
918522.92000000
0.345114895606
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.30000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
2100000.00000000
PA
USD
1258113.28000000
0.472708545246
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BQ2
1122072.51000000
PA
USD
1130488.05000000
0.424756156721
Long
ABS-O
CORP
US
N
2
2030-01-10
Fixed
6.94300000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BM6
490000.00000000
PA
USD
431172.03000000
0.162003458903
Long
DBT
CORP
US
N
2
2034-01-24
Variable
5.06800000
N
N
N
N
N
Invesco CLO Ltd.
25490016C8NV86EY2059
Invesco CLO Ltd., Series 2021-1A, Class A1
46090XAA9
400000.00000000
PA
USD
394187.20000000
0.148107218029
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
6.65547840
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAX0
550000.00000000
PA
USD
475283.30000000
0.178577303724
Long
DBT
CORP
US
Y
2
2053-05-01
Fixed
5.40000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFX4
1000000.00000000
PA
USD
990117.19000000
0.372014876520
Long
DBT
UST
US
N
2
2024-11-30
Fixed
4.50000000
N
N
N
N
N
N
Kentucky Utilities Co.
AGX0G2MXE54NFNNICD28
Kentucky Utilities Co., Series KENT
491674BN6
825000.00000000
PA
USD
786307.94000000
0.295438008915
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
5.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EHJ2
7080183.42000000
PA
USD
6120933.69000000
2.299806945959
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DVC3
928902.82000000
PA
USD
718668.23000000
0.270023867419
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140F5AD5
99586.15000000
PA
USD
82325.08000000
0.030931848047
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CW3
100000.00000000
PA
USD
86090.07000000
0.032346460685
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAM4
750000.00000000
PA
USD
643515.61000000
0.241786914327
Long
DBT
CORP
US
N
2
2034-01-26
Variable
5.12200000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZN3
2000000.00000000
PA
USD
1720703.12000000
0.646516559030
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.50000000
N
N
N
N
N
N
Magnetite XXVIII Ltd.
54930077HHZ1QV5CPQ30
Magnetite XXVIII Ltd., Series 2020-28A, Class AR
55955LAJ1
1000000.00000000
PA
USD
992040.00000000
0.372737330318
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-20
Floating
6.80743080
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828V98
1000000.00000000
PA
USD
920820.31000000
0.345978089646
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.25000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AP3
2000000.00000000
PA
USD
1878929.04000000
0.705966487468
Long
DBT
CORP
CH
Y
2
2028-05-12
Variable
4.75100000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2005-6, Class 1A5
576434V92
119457.70050000
PA
USD
75980.39000000
0.028547969562
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
RR 1 LLC
N/A
RR 1 LLC, Series 2017-1A, Class A1AB
78108YAL6
1000000.00000000
PA
USD
993099.00000000
0.373135226404
Long
ABS-CBDO
CORP
US
Y
2
2035-07-15
Floating
6.80547960
N
N
N
N
N
N
BBCMS Mortgage Trust
N/A
BBCMS Mortgage Trust, Series 2016-ETC, Class C
05491LAE8
6300000.00000000
PA
USD
5130835.92000000
1.927799366078
Long
ABS-MBS
CORP
US
Y
2
2036-08-14
Fixed
3.39100000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWGK3
439556.69000000
PA
USD
437099.79000000
0.164230685060
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
6.50000000
N
N
N
N
N
N
Northern California Power Agency
549300QYTU4PHD2XHS96
Northern California Power Agency, Series B
664845DQ4
500000.00000000
PA
USD
536424.85000000
0.201549903739
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
7.31100000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2018-RP1, Class A1
17326QAA1
128082.95000000
PA
USD
121597.67000000
0.045687664699
Long
ABS-MBS
CORP
US
Y
2
2064-09-25
Variable
2.99999880
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
806605AH4
665000.00000000
PA
USD
694436.71000000
0.260919403815
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EHK9
1860722.92000000
PA
USD
1663063.31000000
0.624859661223
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGH8
2100000.00000000
PA
USD
1991144.53000000
0.748129003257
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XVU7
680275.09500000
PA
USD
666951.62000000
0.250592482450
Long
ABS-MBS
USGA
US
N
2
2053-03-20
Fixed
6.00000000
N
N
N
N
N
N
2023-11-30
Nationwide Mutual Funds
David Majewski
David Majewski
Treasurer