0001752724-23-289618.txt : 20231222
0001752724-23-289618.hdr.sgml : 20231222
20231222141939
ACCESSION NUMBER: 0001752724-23-289618
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: 231509262
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
S000071835
Nationwide Bond Portfolio
C000227359
Class R6
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001048702
XXXXXXXX
S000071835
C000227359
Nationwide Mutual Funds
811-08495
0001048702
549300NXDT8MH8Z3PQ44
One Nationwide Plaza Location:N0900
Mail Code 5-02-210T
Columbus
43215
614-435-3820
Nationwide Bond Portfolio
S000071835
549300UDNENJLHLCX577
2023-10-31
2023-10-31
N
1172158398.25
253057408.26
919100989.99
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
78680022.76999999
EUR
USD
N
Bloomberg US Aggregate Bond Total Return
LEHM.MC.LEHMRT00001UUSD
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
8401400.00000000
PA
USD
5762835.31000000
0.627007844922
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WR26
3736926.78400000
PA
USD
2979068.54000000
0.324128531298
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BT5
500000.00000000
PA
USD
488179.28000000
0.053114868258
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWA60
3571402.84130000
PA
USD
2761156.89000000
0.300419314098
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AX6
250000.00000000
PA
USD
240747.49000000
0.026193801619
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XK6T2
2959264.20760000
PA
USD
2309217.29000000
0.251247394481
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 15 Year, Single Family
01F0204B2
1000000.00000000
PA
USD
846718.75000000
0.092124669565
Long
ABS-MBS
USGSE
US
N
2
2038-11-25
Fixed
2.00000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCP9
1000000.00000000
PA
USD
871135.23000000
0.094781230733
Long
DBT
CORP
US
N
2
2027-09-22
Variable
1.47000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBR5
847000.00000000
PA
USD
791973.58000000
0.086168287122
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.70000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
388405000.00000000
PA
87261.63000000
0.009494237407
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-12-20
50670.99000000
USD
0.00000000
USD
388405000.00000000
SEK
87261.63000000
N
N
N
N/A
N/A
CDI
N/A
21045002.00000000
PA
USD
6228.25000000
0.000677645880
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
Payout of notional amount upon default event with regard to the reference instrument
2028-12-20
215090.15000000
USD
0.00000000
USD
21045002.00000000
USD
6228.25000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140MDQT8
884090.87040000
PA
USD
651660.30000000
0.070901925587
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H0326B1
-1000000.00000000
PA
USD
-852239.62000000
-0.09272535110
Short
ABS-MBS
USGA
US
N
2
2053-11-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QFGN3
3608061.78740000
PA
USD
3146878.97000000
0.342386636971
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
4.00000000
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBN1
500000.00000000
PA
USD
497559.90000000
0.054135498211
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WLQ9
965149.03090000
PA
USD
798282.06000000
0.086854662185
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
2000000.00000000
PA
USD
1786786.82000000
0.194405929213
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H0626B8
23000000.00000000
PA
USD
22946887.48000000
2.496666604640
Long
ABS-MBS
USGA
US
N
2
2053-11-15
Fixed
6.50000000
N
N
N
N
N
N
Xilinx, Inc.
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919AK7
250000.00000000
PA
USD
203838.87000000
0.022178070986
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABJ86
932189.56920000
PA
USD
734614.16000000
0.079927469124
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAY1
1325000.00000000
PA
USD
990836.09000000
0.107804920328
Long
DBT
CORP
IE
N
2
2033-10-29
Fixed
3.40000000
N
N
N
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98388MAB3
850000.00000000
PA
USD
740872.24000000
0.080608360568
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.75000000
N
N
N
N
N
N/A
N/A
IRS
N/A
3520000.00000000
PA
-112005.77000000
-0.01218644862
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2033-12-20
0.00000000
USD
22113.29000000
USD
3520000.00000000
AUD
-112005.77000000
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAG4
100000.00000000
PA
USD
101322.06000000
0.011024039915
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
6.99999840
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TL2
12120000.00000000
PA
USD
10128721.81000000
1.102024904805
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200KT7
3760000.00000000
PA
USD
3563143.36000000
0.387677023396
Long
DBT
CORP
US
N
2
2027-07-27
Fixed
4.15000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
23760000.00000000
PA
USD
-867926.09000000
-0.09443206997
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2037-07-28
0.00000000
USD
345895.49000000
USD
23760000.00000000
USD
-867926.09000000
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661ED5
6100000.00000000
PA
USD
5046341.08000000
0.549051859910
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.70000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2019-GC41, Class A4
17328FAV7
500000.00000000
PA
USD
412149.00000000
0.044842623877
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Fixed
2.62000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AF2
35000.00000000
PA
USD
31699.73000000
0.003448993129
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QQ3Q6
0.00180000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
6.00000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAN4
250000.00000000
PA
USD
240984.17000000
0.026219552870
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
6.33000000
N
N
N
N
N
N
QatarEnergy
N/A
QatarEnergy
N/A
1570000.00000000
PA
USD
1226261.06000000
0.133419621277
Long
DBT
NUSS
QA
Y
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CP2
150000.00000000
PA
USD
129739.37000000
0.014115899276
Long
DBT
CORP
DE
N
2
2027-11-16
Variable
2.31100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QNDP4
3048690.77200000
PA
USD
2343328.11000000
0.254958718957
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
084659AM3
50000.00000000
PA
USD
44835.29000000
0.004878167958
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QPFK8
1296427.69850000
PA
USD
1080344.12000000
0.117543570485
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
Westinghouse Air Brake Technologies Corp.
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
960386AQ3
2000000.00000000
PA
USD
1903492.30000000
0.207103715558
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.20000000
N
N
N
N
N
N
Mexico City Airport Trust
N/A
Mexico City Airport Trust
N/A
2510000.00000000
PA
USD
2217673.10000000
0.241287206101
Long
DBT
CORP
MX
Y
2
2028-04-30
Fixed
3.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H0206B6
-3000000.00000000
PA
USD
-2312695.32000000
-0.25162581100
Short
ABS-MBS
USGA
US
N
2
2053-11-15
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
146.00000000
NC
USD
4084.60000000
0.000444412534
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Note
2023-12-19
15501093.75000000
USD
4084.60000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAT1
335000.00000000
PA
USD
323779.58000000
0.035227856734
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.65000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
455780CX2
1450000.00000000
PA
USD
837061.90000000
0.091073985243
Long
DBT
NUSS
ID
N
2
2071-03-12
Fixed
3.35000000
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAH4
728000.00000000
PA
USD
661818.61000000
0.072007169746
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QHF83
2825953.48000000
PA
USD
2091142.58000000
0.227520436032
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAL5
580000.00000000
PA
USD
531993.62000000
0.057881954844
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11000000
N
N
N
N
N
N
Public Storage Operating Co.
549300LMZF40TKJ6DM64
Public Storage Operating Co.
74460WAE7
950000.00000000
PA
USD
737391.32000000
0.080229629608
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
2.30000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWEF6
976175.57440000
PA
USD
748521.34000000
0.081440597731
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F0126B7
1000000.00000000
PA
USD
694531.25000000
0.075566369481
Long
ABS-MBS
USGSE
US
N
2
2053-11-25
Fixed
1.50000000
N
N
N
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434LAK1
979000.00000000
PA
USD
884992.45000000
0.096288923593
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179VDN7
165710.14600000
PA
USD
138108.72000000
0.015026501059
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
3.00000000
N
N
N
N
N
N
Ingersoll Rand, Inc.
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687VAB2
710000.00000000
PA
USD
670858.84000000
0.072990764595
Long
DBT
CORP
US
N
2
2033-08-14
Fixed
5.70000000
N
N
N
N
N
N
EIDP, Inc.
GLU7INWNWH88J9XBXD45
EIDP, Inc.
263534CP2
395000.00000000
PA
USD
315117.09000000
0.034285360741
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.30000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DVLR4
1462331.78000000
PA
USD
1139388.73000000
0.123967740477
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAU5
1400000.00000000
PA
USD
1240668.79000000
0.134987210710
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.75000000
N
N
N
N
N
N
Rogers Communications, Inc.
5493000M6Z4XFIP6PF03
Rogers Communications, Inc.
775109CG4
425000.00000000
PA
USD
386352.77000000
0.042035943188
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762PAE2
575000.00000000
PA
USD
433432.69000000
0.047158331317
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.40000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
14960000.00000000
PA
USD
-24240.62000000
-0.00263742725
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2033-10-05
0.00000000
USD
75626.04000000
USD
14960000.00000000
USD
-24240.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-99398.67000000
-0.01081477129
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
4199439.59000000
USD
3708592.29000000
CHF
2023-12-20
-99398.67000000
N
N
N
Piedmont Natural Gas Co., Inc.
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co., Inc.
720186AL9
100000.00000000
PA
USD
87095.41000000
0.009476152343
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.50000000
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AT2
100000.00000000
PA
USD
73859.23000000
0.008036029860
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.50000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAZ4
800000.00000000
PA
USD
600800.00000000
0.065368224661
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
14550.98000000
0.001583175315
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
2307555.38000000
NZD
1359157.04000000
USD
2023-12-20
14550.98000000
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DE2
502000.00000000
PA
USD
537466.30000000
0.058477393219
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
7.87500000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAV5
825000.00000000
PA
USD
641462.04000000
0.069792334790
Long
DBT
CORP
ES
N
2
2038-03-06
Fixed
4.66500000
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
Province of Ontario
683234AR9
40000.00000000
PA
USD
30442.93000000
0.003312250811
Long
DBT
NUSS
CA
N
2
2030-10-07
Fixed
1.12500000
N
N
N
N
N
N
GE HealthCare Technologies, Inc.
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAM5
670000.00000000
PA
USD
649032.97000000
0.070616066903
Long
DBT
CORP
US
N
2
2052-11-22
Fixed
6.37700000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2023-R03, Class 2M2
20753AAA2
514218.00000000
PA
USD
533966.08000000
0.058096562381
Long
ABS-MBS
CORP
US
Y
2
2043-04-25
Floating
9.22061880
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PER9
2075000.00000000
PA
USD
1994433.44000000
0.216998290908
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.35000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CC6
200000.00000000
PA
USD
176752.51000000
0.019231021609
Long
DBT
CORP
JP
N
2
2028-01-19
Variable
2.34100000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAP3
500000.00000000
PA
USD
488851.85000000
0.053188045201
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.75000000
N
N
N
N
N
N
McCormick & Co., Inc.
549300JQQA6MQ4OJP259
McCormick & Co., Inc.
579780AR8
250000.00000000
PA
USD
223605.12000000
0.024328677961
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.90000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F0206B0
-23000000.00000000
PA
USD
-16887031.25000000
-1.83734229795
Short
ABS-MBS
USGSE
US
N
2
2053-11-25
Fixed
2.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBW9
2495000.00000000
PA
USD
2082240.95000000
0.226551921135
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
18260000.00000000
PA
58476.86000000
0.006362397673
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2028-04-22
0.00000000
USD
25488.71000000
USD
18260000.00000000
EUR
58476.86000000
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
4270000.00000000
PA
USD
4119894.77000000
0.448252674610
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.12500000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCP8
1244000.00000000
PA
USD
1117107.81000000
0.121543532448
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XASY9
553382.69000000
PA
USD
409616.56000000
0.044567089412
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Bonds
912810TP3
2900000.00000000
PA
USD
2345068.81000000
0.255148110549
Long
DBT
UST
US
N
2
2053-02-15
Fixed
1.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300JPCJUA5JJLRW54
Wells Fargo Commercial Mortgage Trust, Series 2016-C33, Class A4
95000LAZ6
1225000.00000000
PA
USD
1143136.19000000
0.124375471515
Long
ABS-MBS
CORP
US
N
2
2059-03-15
Fixed
3.42600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XJCJ0
147100.32310000
PA
USD
114812.49000000
0.012491825299
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AM0
793000.00000000
PA
USD
764769.67000000
0.083208448073
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.59300000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBH7
400000.00000000
PA
USD
355124.32000000
0.038638226252
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
1.60000000
N
N
N
N
N
N
Huntsman International LLC
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBE1
1020000.00000000
PA
USD
912323.32000000
0.099262576140
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABW4
6021000.00000000
PA
USD
4998348.80000000
0.543830205215
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAN3
1640000.00000000
PA
USD
1524553.18000000
0.165874392107
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.90000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJY9
6475000.00000000
PA
USD
5093662.41000000
0.554200513923
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XDUC8
30582.78150000
PA
USD
22598.65000000
0.002458777680
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WTX6
20152349.56750000
PA
USD
15549484.61000000
1.691814586139
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.00000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AF5
1200000.00000000
PA
USD
1148193.59000000
0.124925726607
Long
DBT
CORP
GB
N
2
2028-09-30
Variable
5.51600000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWDC4
1036435.79100000
PA
USD
761382.81000000
0.082839951027
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HRV4
753000.00000000
PA
USD
696656.79000000
0.075797632424
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.95000000
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAB7
200000.00000000
PA
USD
192671.02000000
0.020962986885
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.45000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9606.68000000
0.001045225726
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
2133301.73000000
AUD
1365114.71000000
USD
2023-12-20
9606.68000000
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DE6
585000.00000000
PA
USD
569717.42000000
0.061986378668
Long
DBT
CORP
GB
N
2
2025-12-09
Variable
4.18000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TC2
40000000.00000000
PA
USD
24759375.20000000
2.693868842451
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AB7
910000.00000000
PA
USD
832085.95000000
0.090532592072
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Reliance Steel & Aluminum Co.
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509AF9
2100000.00000000
PA
USD
1929933.81000000
0.209980603983
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
1.30000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JH1
1500000.00000000
PA
USD
910136.40000000
0.099024634932
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
Canadian Natural Resources Ltd.
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd.
136385AX9
580000.00000000
PA
USD
537672.57000000
0.058499835802
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
3.85000000
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class A5
95002MAX7
530000.00000000
PA
USD
438960.95000000
0.047759816905
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
2.89200000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CY3
200000.00000000
PA
USD
193234.07000000
0.021024247836
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.95000000
N
N
N
N
N
N
HSBC USA, Inc.
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40428HTA0
220000.00000000
PA
USD
217140.06000000
0.023625266686
Long
DBT
CORP
US
N
2
2024-05-24
Fixed
3.75000000
N
N
N
N
N
N
NetApp, Inc.
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110DAL8
75000.00000000
PA
USD
70193.48000000
0.007637189031
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TG41
1533302.90000000
PA
USD
1324880.41000000
0.144149601015
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.50000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
26138EAS8
500000.00000000
PA
USD
477258.76000000
0.051926694149
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.40000000
N
N
N
N
N
N
Willis North America, Inc.
5493004KVU1HWZCP0C66
Willis North America, Inc.
970648AJ0
200000.00000000
PA
USD
167685.74000000
0.018244539155
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Utah Acquisition Sub, Inc.
254900JOFV74IJ7H9933
Utah Acquisition Sub, Inc.
62854AAN4
200000.00000000
PA
USD
187337.66000000
0.020382706801
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBC6
3825000.00000000
PA
USD
3171365.91000000
0.345050864327
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CV9
220000.00000000
PA
USD
217285.20000000
0.023641058204
Long
DBT
CORP
US
N
2
2024-05-03
Fixed
3.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFD2
2255000.00000000
PA
USD
2145469.89000000
0.233431354482
Long
DBT
CORP
US
N
2
2029-04-20
Variable
5.16400000
N
N
N
N
N
N
Wisconsin Power and Light Co.
JWBYHVQVMY66CVCOSO49
Wisconsin Power and Light Co.
976826BQ9
155000.00000000
PA
USD
133355.89000000
0.014509383783
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Structured Agency Credit Risk Debt Notes, Series 2023-HQA2, Class M1B
35564K2G3
653000.00000000
PA
USD
667573.52000000
0.072633315301
Long
ABS-MBS
CORP
US
Y
2
2043-06-25
Floating
8.67062160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABDR0
0.00150000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.50000000
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAH5
505000.00000000
PA
USD
363529.12000000
0.039552685064
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
16960000.00000000
PA
63869.21000000
0.006949095985
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2027-10-20
0.00000000
USD
50548.45000000
USD
16960000.00000000
EUR
63869.21000000
N
N
N
N/A
N/A
OIS
N/A
18650000.00000000
PA
USD
35386.76000000
0.003850149263
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2038-10-05
71801.34000000
USD
0.00000000
USD
18650000.00000000
USD
35386.76000000
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103AG3
200000.00000000
PA
USD
190849.65000000
0.020764818238
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
3.85000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
37330000.00000000
PA
-86467.52000000
-0.00940783667
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-12-20
0.00000000
USD
114122.98000000
USD
37330000.00000000
EUR
-86467.52000000
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAF3
370000.00000000
PA
USD
370923.51000000
0.040357209277
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.10000000
N
N
N
N
N
N
University of California
N/A
University of California, Series BG
91412HGG2
200000.00000000
PA
USD
156520.48000000
0.017029736852
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
1.61400000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABJ94
656525.41940000
PA
USD
517123.18000000
0.056264021650
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
Veralto Corp.
635400FJE6GSOJUSNY27
Veralto Corp.
92338CAE3
1250000.00000000
PA
USD
1168023.14000000
0.127083220747
Long
DBT
CORP
US
Y
2
2033-09-18
Fixed
5.45000000
N
N
N
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724PAD1
250000.00000000
PA
USD
207812.51000000
0.022610410854
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.30000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HVE9
850000.00000000
PA
USD
752794.66000000
0.081905543373
Long
DBT
CORP
CA
N
2
2026-06-22
Fixed
1.25000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series KF153, Class AS
3137H9Y94
800000.00000000
PA
USD
796040.88000000
0.086610817382
Long
ABS-MBS
USGSE
US
N
2
2033-02-25
Floating
5.99663160
N
N
N
N
N
N
Cintas Corp. No. 2
549300QVUQTTKMTE0G41
Cintas Corp. No. 2
17252MAN0
4000.00000000
PA
USD
3770.24000000
0.000410209546
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.70000000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust, Series 2021-B, Class A4
44891VAD3
1072170.62000000
PA
USD
1069740.33000000
0.116389857224
Long
ABS-O
CORP
US
Y
2
2025-08-15
Fixed
0.38000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QMHX5
1991135.21140000
PA
USD
1550467.50000000
0.168693921221
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLA5
635000.00000000
PA
USD
618783.66000000
0.067324882329
Long
DBT
CORP
US
N
2
2026-07-22
Variable
4.82700000
N
N
N
N
N
Thomson Reuters Corp.
549300561UZND4C7B569
Thomson Reuters Corp.
884903BV6
100000.00000000
PA
USD
93908.96000000
0.010217480018
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
3.35000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2018-B8, Class AS
08162UBA7
500000.00000000
PA
USD
438680.95000000
0.047729352353
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Variable
4.53240000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEG3
140000.00000000
PA
USD
131900.45000000
0.014351029042
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.70000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
Province of Ontario
683234AS7
50000.00000000
PA
USD
45201.78000000
0.004918042793
Long
DBT
NUSS
CA
N
2
2026-01-21
Fixed
0.62500000
N
N
N
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAX0
1846000.00000000
PA
USD
1652856.47000000
0.179834043048
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.55000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBR5
970000.00000000
PA
USD
814031.56000000
0.088568238840
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DVMC6
3722012.81560000
PA
USD
3028563.42000000
0.329513671836
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QN1
6830000.00000000
PA
USD
6465021.88000000
0.703407128314
Long
DBT
UST
US
N
2
2041-02-15
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XJZF3
0.00260000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
6.00000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEW8
1046000.00000000
PA
USD
879622.53000000
0.095704665709
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.05000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785JB3
1000000.00000000
PA
USD
950863.23000000
0.103455794342
Long
DBT
NUSS
US
N
2
2025-03-14
Fixed
1.62500000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F0406B8
6000000.00000000
PA
USD
5182500.00000000
0.563866218885
Long
ABS-MBS
USGSE
US
N
2
2053-11-25
Fixed
4.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
400000.00000000
PA
USD
346713.02000000
0.037723060226
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
1.72200000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CU7
200000.00000000
PA
USD
193659.24000000
0.021070507170
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076BN8
1658000.00000000
PA
USD
1544953.03000000
0.168093936012
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
4.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QNQM7
7903725.78300000
PA
USD
6088749.44000000
0.662467944906
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series N
06051GJQ3
200000.00000000
PA
USD
178946.82000000
0.019469766864
Long
DBT
CORP
US
N
2
2027-03-11
Variable
1.65800000
N
N
N
N
N
N
Hayfin US XII Ltd.
549300ROX4COSD406L14
Hayfin US XII Ltd., Series 2018-8A, Class A
42086PAC7
1806443.40280000
PA
USD
1797953.12000000
0.195620844671
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
6.79743000
N
N
N
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8G0
810000.00000000
PA
USD
761537.42000000
0.082856772900
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.50000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WXJ2
5842654.09700000
PA
USD
4656404.79000000
0.506626022680
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
2.50000000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AT7
2980000.00000000
PA
USD
2779181.79000000
0.302380458760
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.95000000
N
N
N
N
N
N
Southern Copper Corp.
2549007U6NAP46Q9TU15
Southern Copper Corp.
84265VAH8
185000.00000000
PA
USD
178941.68000000
0.019469207622
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
3.87500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
1975000.00000000
PA
USD
1397143.89000000
0.152012010129
Long
DBT
CORP
US
N
2
2036-09-16
Variable
2.48400000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810PU6
1000000.00000000
PA
USD
1001367.19000000
0.108950724774
Long
DBT
UST
US
N
2
2037-05-15
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
Euro-Bobl
N/A
-99.00000000
NC
18420.95000000
0.002004235682
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
Federal Republic of Germany
Euro-Bobl
2023-12-07
-11512710.00000000
EUR
18420.95000000
N
N
N
N/A
N/A
OIS
N/A
18260000.00000000
PA
-66454.37000000
-0.00723036649
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2028-04-22
32340.61000000
USD
0.00000000
USD
18260000.00000000
EUR
-66454.37000000
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAX8
300000.00000000
PA
USD
269332.99000000
0.029303960384
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
20980000.00000000
PA
-119352.04000000
-0.01298573729
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2047-08-11
0.00000000
USD
745282.95000000
USD
20980000.00000000
EUR
-119352.04000000
N
N
N
Consumers Energy Co.
7NKTFWJ1G6MELP9TU740
Consumers Energy Co.
210518DC7
100000.00000000
PA
USD
92019.76000000
0.010011931333
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.80000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
-93.00000000
NC
USD
133785.87000000
0.014556166455
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Long Bond
2023-12-19
-10177687.50000000
USD
133785.87000000
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBR6
1850000.00000000
PA
USD
1608193.90000000
0.174974667366
Long
DBT
CORP
US
N
2
2028-06-01
Variable
2.18200000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F0626B2
-3000000.00000000
PA
USD
-2981705.10000000
-0.32441539422
Short
ABS-MBS
USGSE
US
N
2
2053-11-25
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140MGNT4
2866355.40890000
PA
USD
2112697.70000000
0.229865675590
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
844000000.00000000
PA
93751.99000000
0.010200401372
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2033-08-03
0.00000000
USD
12486.72000000
USD
844000000.00000000
JPY
93751.99000000
N
N
N
Cintas Corp. No. 2
549300QVUQTTKMTE0G41
Cintas Corp. No. 2
17252MAP5
565000.00000000
PA
USD
546798.89000000
0.059492797413
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.45000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NA5
4150000.00000000
PA
USD
3652845.06000000
0.397436745230
Long
DBT
CORP
US
N
2
2027-06-09
Variable
1.46200000
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EJ2
975000.00000000
PA
USD
675727.95000000
0.073520533364
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
4840000.00000000
PA
11127.03000000
0.001210642804
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2028-12-20
61305.10000000
USD
0.00000000
USD
4840000.00000000
GBP
11127.03000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QRXJ7
2809488.78000000
PA
USD
2665418.08000000
0.290002742792
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.50000000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAP2
130000.00000000
PA
USD
123369.72000000
0.013422868797
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.70000000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Republic of Chile
168863DU9
860000.00000000
PA
USD
457683.23000000
0.049796837886
Long
DBT
NUSS
CL
N
2
2071-09-21
Fixed
3.25000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
1000000.00000000
PA
USD
930214.01000000
0.101209118489
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBR0
210000.00000000
PA
USD
184316.23000000
0.020053969259
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKG6
2300000.00000000
PA
USD
1922856.65000000
0.209210595020
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XS80
5704852.92000000
PA
USD
4710068.85000000
0.512464778223
Long
ABS-MBS
USGA
US
N
2
2053-02-20
Fixed
3.00000000
N
N
N
N
N
N
Halseypoint CLO 7 Ltd.
5493000LI3XMVBCJEF82
Halseypoint CLO 7 Ltd., Series 2023-7A, Class A
40638LAA7
2100000.00000000
PA
USD
2103931.20000000
0.228911863104
Long
ABS-CBDO
CORP
JE
Y
2
2036-07-20
Floating
7.50894120
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
2420000.00000000
PA
USD
2153679.61000000
0.234324588206
Long
DBT
CORP
US
N
2
2026-12-10
Variable
0.98500000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class A4
61765TAE3
535000.00000000
PA
USD
508810.73000000
0.055359610700
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
3.37200000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCB0
218000.00000000
PA
USD
194485.34000000
0.021160388479
Long
DBT
CORP
US
N
2
2027-04-22
Variable
1.57800000
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAQ8
100000.00000000
PA
USD
90494.16000000
0.009845943044
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
2.95000000
N
N
N
N
N
Aircastle Ltd.
549300PNK8AKY3OIKP58
Aircastle Ltd.
00928QAS0
75000.00000000
PA
USD
70330.46000000
0.007652092726
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
4.25000000
N
N
N
N
N
N
Carlisle Cos., Inc.
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339AJ9
371000.00000000
PA
USD
299849.14000000
0.032624177676
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.75000000
N
N
N
N
N
N
Clover CLO LLC
N/A
Clover CLO LLC, Series 2021-1A, Class A
00141YAA3
4500000.00000000
PA
USD
4442832.00000000
0.483388882003
Long
ABS-CBDO
CORP
US
Y
2
2034-04-22
Floating
6.77354040
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448FL7
760000.00000000
PA
USD
711645.52000000
0.077428435803
Long
DBT
CORP
US
N
2
2028-02-18
Fixed
3.60000000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HBE8
320000.00000000
PA
USD
313849.86000000
0.034147483619
Long
DBT
CORP
JP
N
2
2025-07-03
Fixed
5.09900000
N
N
N
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAJ4
675000.00000000
PA
USD
558536.38000000
0.060769859469
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
5.47600000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
-56.00000000
NC
USD
-23992.71000000
-0.00261045415
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Ultra Bond
2023-12-19
-6303500.00000000
USD
-23992.71000000
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAZ4
100000.00000000
PA
USD
89752.13000000
0.009765208717
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.90000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABKS0
1946325.68070000
PA
USD
1524831.98000000
0.165904726097
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BA0
1000000.00000000
PA
USD
931875.66000000
0.101389909286
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.20000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAF0
200000.00000000
PA
USD
194257.61000000
0.021135611006
Long
DBT
CORP
GB
N
2
2025-05-08
Fixed
4.45000000
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284AT3
300000.00000000
PA
USD
273708.23000000
0.029779995123
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.50000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAY4
2725000.00000000
PA
USD
2285889.33000000
0.248709266434
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418D4X7
1013072.15000000
PA
USD
745904.37000000
0.081155866234
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
AMMC CLO XI Ltd.
5493004OOK6VXHQ8DQ60
AMMC CLO XI Ltd., Series 2012-11A, Class A1R2
00176AAX3
2009411.86980000
PA
USD
1998106.92000000
0.217397972775
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-30
Floating
6.66159120
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCE3
115000.00000000
PA
USD
104516.60000000
0.011371612166
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.12500000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
Province of Ontario
68323AFG4
25000.00000000
PA
USD
21090.84000000
0.002294724979
Long
DBT
NUSS
CA
N
2
2029-10-02
Fixed
2.00000000
N
N
N
N
N
N
Barclays Dryrock Issuance Trust
213800R4G3N2G68CHU37
Barclays Dryrock Issuance Trust, Series 2023-1, Class A
06742LAX1
4400000.00000000
PA
USD
4302543.52000000
0.468125218758
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
4.72000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCN3
1425000.00000000
PA
USD
1306390.97000000
0.142137913485
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
4.65000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
2108000000.00000000
PA
257175.72000000
0.027981225436
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2033-12-20
0.00000000
USD
78519.86000000
USD
2108000000.00000000
JPY
257175.72000000
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWCZ4
715557.69450000
PA
USD
525899.94000000
0.057218950444
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAP6
575000.00000000
PA
USD
537728.50000000
0.058505921096
Long
DBT
CORP
US
Y
2
2033-06-30
Fixed
5.95000000
N
N
N
N
N
N
LPL Holdings, Inc.
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
1740000.00000000
PA
USD
1496167.54000000
0.162785978504
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KKNB1
1457690.40000000
PA
USD
1126394.82000000
0.122553977448
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TK4
12050000.00000000
PA
USD
9323216.83000000
1.014384374681
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAT0
730000.00000000
PA
USD
707582.69000000
0.076986391887
Long
DBT
CORP
GB
N
2
2026-08-11
Variable
4.71600000
N
N
N
N
N
N
Conoco Funding Co.
XX71EBFZWSRCIL200314
Conoco Funding Co.
20825UAC8
134000.00000000
PA
USD
144171.08000000
0.015686097781
Long
DBT
CORP
CA
N
2
2031-10-15
Fixed
7.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABGK2
913434.24870000
PA
USD
719503.33000000
0.078283381025
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAL9
500000.00000000
PA
USD
475086.13000000
0.051690307721
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
LCM 39 Ltd.
N/A
LCM 39 Ltd., Series 39A, Class A1
50204NAA6
745000.00000000
PA
USD
746353.67000000
0.081204750960
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-15
Floating
7.35387120
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CN7
2000000.00000000
PA
USD
1878818.94000000
0.204419205338
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.50000000
N
N
N
N
N
N
Aon Corp.
LTS3U8DGK38SETRUWX71
Aon Corp.
037389BE2
200000.00000000
PA
USD
163201.42000000
0.017756636297
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AT4
500000.00000000
PA
USD
453703.04000000
0.049363785366
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BB5
1300000.00000000
PA
USD
1203618.86000000
0.130956105271
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYV3
500000.00000000
PA
USD
442519.83000000
0.048147030067
Long
DBT
CORP
CA
N
2
2027-01-21
Fixed
2.05000000
N
N
N
N
N
N
Enstar Group Ltd.
213800AMAL5QFXVUCN04
Enstar Group Ltd.
29359UAC3
745000.00000000
PA
USD
550749.52000000
0.059922633747
Long
DBT
CORP
BM
N
2
2031-09-01
Fixed
3.10000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F0306B9
-13000000.00000000
PA
USD
-10400128.96000000
-1.13155453788
Short
ABS-MBS
USGSE
US
N
2
2053-11-25
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWBN2
4512576.01000000
PA
USD
3140689.91000000
0.341713255040
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
1.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X5TV5
797033.90600000
PA
USD
650883.88000000
0.070817449560
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
National Fuel Gas Co.
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co.
636180BQ3
740000.00000000
PA
USD
725791.33000000
0.078967527823
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QQUM5
13060098.11440000
PA
USD
12462995.39000000
1.355998473044
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.50000000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAK1
250000.00000000
PA
USD
225785.57000000
0.024565915221
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2023-BNK46, Class A4
06541DBH6
1750000.00000000
PA
USD
1668859.50000000
0.181575204267
Long
ABS-MBS
CORP
US
N
2
2056-08-15
Fixed
5.74500000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348AW6
305000.00000000
PA
USD
282499.08000000
0.030736456937
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140M9CJ4
1128934.06060000
PA
USD
832780.34000000
0.090608143073
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
Choice Hotels International, Inc.
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905AF3
465000.00000000
PA
USD
380828.83000000
0.041434927624
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.70000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWDQ3
1928361.17350000
PA
USD
1421935.08000000
0.154709340484
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418D3G5
6858050.30000000
PA
USD
5058523.21000000
0.550377299675
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TD0
4500000.00000000
PA
USD
2590136.73000000
0.281811983471
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
63743HEW8
100000.00000000
PA
USD
88801.04000000
0.009661728250
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.00000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
05531FBE2
1000000.00000000
PA
USD
959466.00000000
0.104391792681
Long
DBT
CORP
US
N
2
2025-06-05
Fixed
3.70000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
200000.00000000
PA
USD
193561.08000000
0.021059827168
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TM0
7040000.00000000
PA
USD
5968050.04000000
0.649335612190
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M2
20754EAB1
400000.00000000
PA
USD
403261.68000000
0.043875665937
Long
ABS-MBS
CORP
US
Y
2
2043-07-25
Floating
8.02062000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Series HH
571903BG7
2400000.00000000
PA
USD
1886012.21000000
0.205201847298
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076BL2
1190000.00000000
PA
USD
1125715.13000000
0.122480025836
Long
DBT
CORP
US
N
2
2028-02-23
Fixed
4.60000000
N
N
N
N
N
N
Edwards Lifesciences Corp.
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp.
28176EAD0
850000.00000000
PA
USD
796419.35000000
0.086651995664
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.30000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
600000.00000000
PA
USD
473999.21000000
0.051572048682
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAV1
742000.00000000
PA
USD
630111.99000000
0.068557426970
Long
DBT
CORP
US
N
2
2036-05-14
Fixed
4.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TAJ4
421548.77800000
PA
USD
353145.77000000
0.038422956111
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
3.00000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BY0
205000.00000000
PA
USD
180738.13000000
0.019664664924
Long
DBT
CORP
US
N
2
2027-03-03
Fixed
2.45000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CW6
100000.00000000
PA
USD
79973.58000000
0.008701283196
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CB9
450000.00000000
PA
USD
290937.45000000
0.031654568232
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QNQJ4
1754734.61080000
PA
USD
1294434.56000000
0.140837032502
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
100000.00000000
PA
USD
78744.08000000
0.008567511172
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2022-BNK40, Class A4
06541LBG0
2380000.00000000
PA
USD
1929094.24000000
0.209889257112
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.39349680
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCK9
3425000.00000000
PA
USD
3375007.50000000
0.367207470860
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
6.90000000
N
N
N
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748BN1
2700000.00000000
PA
USD
2123774.94000000
0.231070901144
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25000000
N
N
N
N
N
Diameter Capital CLO 4 Ltd.
25490087B17FBD0ODC27
Diameter Capital CLO 4 Ltd., Series 2022-4A, Class A1
25255NAA6
2000000.00000000
PA
USD
2001372.00000000
0.217753219917
Long
ABS-CBDO
CORP
KY
Y
2
2036-01-15
Floating
7.79387040
N
N
N
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507VAK5
410000.00000000
PA
USD
387728.52000000
0.042185627501
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AE9
16000.00000000
PA
USD
15828.65000000
0.001722188331
Long
DBT
CORP
US
N
2
2024-03-28
Fixed
3.30000000
N
N
N
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
N/A
2370000.00000000
PA
USD
2103849.00000000
0.228902919582
Long
DBT
NUSS
SA
Y
2
2029-04-16
Fixed
3.50000000
N
N
N
N
N
N
Public Storage Operating Co.
549300LMZF40TKJ6DM64
Public Storage Operating Co.
74460DAD1
550000.00000000
PA
USD
488568.96000000
0.053157266211
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.38500000
N
N
N
N
N
N
Public Storage Operating Co.
549300LMZF40TKJ6DM64
Public Storage Operating Co.
74460DAH2
600000.00000000
PA
USD
502616.88000000
0.054685707607
Long
DBT
CORP
US
N
2
2028-11-09
Fixed
1.95000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DPH92
927121.08000000
PA
USD
908521.37000000
0.098848916484
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
6.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368D3S1
670000.00000000
PA
USD
645813.31000000
0.070265761546
Long
DBT
CORP
CA
N
2
2025-06-07
Fixed
3.70000000
N
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAG9
100000.00000000
PA
USD
91113.80000000
0.009913361098
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XCXH6
849619.67710000
PA
USD
659725.66000000
0.071779452659
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
1852000.00000000
PA
USD
1557874.62000000
0.169499830482
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.75000000
N
N
N
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748BG6
1000000.00000000
PA
USD
935502.03000000
0.101784465492
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AL0
500000.00000000
PA
USD
452993.96000000
0.049286636064
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.48300000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBS3
90000.00000000
PA
USD
84463.76000000
0.009189823634
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.30000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCC7
1250000.00000000
PA
USD
1133735.30000000
0.123352636146
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCM5
1100000.00000000
PA
USD
1040796.17000000
0.113240675544
Long
DBT
CORP
US
N
2
2028-05-06
Fixed
4.50000000
N
N
N
N
N
CF SECURED LLC
254900OXTV81I73FAT50
Treasury Repurchase Agreement
N/A
2153767.50000000
PA
USD
2153767.50000000
0.234334150812
Long
RA
CORP
US
N
2
Repurchase
Y
5.30000000
2023-11-01
2251447.67570000
USD
2197166.34630000
USD
UST
N
N
N/A
N/A
OIS
N/A
11280000.00000000
PA
USD
-298999.35000000
-0.03253171884
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2033-12-20
0.00000000
USD
596441.77000000
USD
11280000.00000000
USD
-298999.35000000
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XBT2
600000.00000000
PA
USD
563612.48000000
0.061322149158
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
4.35000000
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra
816851BA6
100000.00000000
PA
USD
90600.89000000
0.009857555479
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.25000000
N
N
N
N
N
N
Palmer Square CLO Ltd.
549300Y43K78UTRMTN21
Palmer Square CLO Ltd., Series 2019-1A, Class A1R
69700GAJ1
4000000.00000000
PA
USD
3977304.00000000
0.432738517672
Long
ABS-CBDO
CORP
KY
Y
2
2034-11-14
Floating
6.78075840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q9W90
868642.22000000
PA
USD
763822.36000000
0.083105378877
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
GE Capital International Funding Co. Unlimited Co.
549300G6UZOB126GBY72
GE Capital International Funding Co. Unlimited Co.
36164QNA2
2025000.00000000
PA
USD
1763112.22000000
0.191830086051
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAP5
2330000.00000000
PA
USD
1287017.91000000
0.140030086357
Long
DBT
NUSS
MX
N
2
2071-04-19
Fixed
3.75000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CY4
3950000.00000000
PA
USD
3267023.47000000
0.355458595473
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
20000000.00000000
PA
16864.73000000
0.001834915877
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2033-12-20
19454.20000000
USD
0.00000000
USD
20000000.00000000
NOK
16864.73000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
2080000.00000000
PA
USD
1887190.76000000
0.205330075862
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDC7
5075000.00000000
PA
USD
4460516.16000000
0.485312953481
Long
DBT
CORP
US
N
2
2033-04-26
Variable
4.58600000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABB0
978000.00000000
PA
USD
944867.80000000
0.102803479736
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
Ares Capital Corp.
WEQ82666OJYSI5GUAB47
Ares Capital Corp.
04010LAZ6
500000.00000000
PA
USD
467600.39000000
0.050875844449
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.87500000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAN2
365000.00000000
PA
USD
342838.97000000
0.037301555948
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EU3
1000000.00000000
PA
USD
932840.45000000
0.101494880340
Long
DBT
NUSS
US
N
2
2025-04-29
Fixed
0.62500000
N
N
N
N
N
N
ONE Gas, Inc.
549300HXDWI0LATTX840
ONE Gas, Inc.
68235PAM0
195000.00000000
PA
USD
171792.32000000
0.018691343157
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
4.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XDE3
260332.07890000
PA
USD
235554.05000000
0.025628745106
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5166.01000000
0.000562072074
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
16156406.85000000
SEK
1456113.28000000
USD
2023-12-20
5166.01000000
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBD4
927000.00000000
PA
USD
868218.47000000
0.094463881494
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H0606B2
6000000.00000000
PA
USD
5878051.98000000
0.639543645803
Long
ABS-MBS
USGA
US
N
2
2053-11-15
Fixed
6.00000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2023-B, Class A2A
98164QAB4
2188882.54000000
PA
USD
2178369.56000000
0.237010903450
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
5.25000000
N
N
N
N
N
N
Cabot Corp.
K05C0SER542GQ6VLRO68
Cabot Corp.
127055AL5
720000.00000000
PA
USD
644134.15000000
0.070083065627
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179Q3H2
452424.36250000
PA
USD
379112.51000000
0.041248188624
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.00000000
N
N
N
N
N
N
FS KKR Capital Corp.
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AG2
200000.00000000
PA
USD
182957.85000000
0.019906174837
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.40000000
N
N
N
N
N
N
Broadcom Corp.
N/A
Broadcom Corp.
11134LAH2
1000000.00000000
PA
USD
934662.99000000
0.101693176286
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
Province of Quebec
748149AJ0
50000.00000000
PA
USD
46918.78000000
0.005104855778
Long
DBT
NUSS
CA
N
2
2026-04-20
Fixed
2.50000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BT8
255000.00000000
PA
USD
230630.74000000
0.025093079271
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
3.70000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series C
25746UDG1
100000.00000000
PA
USD
84096.10000000
0.009149821501
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418ECQ1
2829795.44000000
PA
USD
2175315.54000000
0.236678620052
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co., Series B
927804GH1
185000.00000000
PA
USD
173443.70000000
0.018871016557
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.75000000
N
N
N
N
N
Public Storage Operating Co.
549300LMZF40TKJ6DM64
Public Storage Operating Co.
74460WAD9
1910000.00000000
PA
USD
1617443.98000000
0.175981094310
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
1.85000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
47850000.00000000
PA
11934.57000000
0.001298504748
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2033-12-20
27270.18000000
USD
0.00000000
USD
47850000.00000000
SEK
11934.57000000
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CAP9
378000.00000000
PA
USD
338255.91000000
0.036802909983
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.49300000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBH5
300000.00000000
PA
USD
284316.91000000
0.030934240425
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
BAT International Finance plc
21380041YBGOQDFAC823
BAT International Finance plc
05530QAN0
1500000.00000000
PA
USD
1350852.06000000
0.146975367746
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBZ7
215000.00000000
PA
USD
209786.08000000
0.022825139161
Long
DBT
CORP
GB
N
2
2026-08-09
Variable
5.30400000
N
N
N
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608AJ1
200000.00000000
PA
USD
167657.81000000
0.018241500316
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140MMVR6
978437.79950000
PA
USD
722352.51000000
0.078593377427
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
3000000.00000000
PA
USD
2633520.81000000
0.286532256920
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.51200000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2020-BN27, Class A5
06539XAH7
796000.00000000
PA
USD
608552.11000000
0.066211669514
Long
ABS-MBS
CORP
US
N
2
2063-04-15
Fixed
2.14400000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457CJ7
975000.00000000
PA
USD
919869.14000000
0.100083576235
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.65000000
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBG6
1890000.00000000
PA
USD
1783630.80000000
0.194062548014
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418D3J9
3642375.95000000
PA
USD
2923833.63000000
0.318118864177
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABJH6
1141977.59370000
PA
USD
899527.24000000
0.097870337405
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.50000000
N
N
N
N
N
N
Kyndryl Holdings, Inc.
549300LQ4LWX2R8ZV130
Kyndryl Holdings, Inc.
50155QAK6
40000.00000000
PA
USD
32342.79000000
0.003518959325
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.70000000
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939UAJ5
180000.00000000
PA
USD
175622.12000000
0.019108032948
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
5.15000000
N
N
N
N
N
N
Golub Capital BDC, Inc.
2549005WE0QLGK9APF78
Golub Capital BDC, Inc.
38173MAB8
163000.00000000
PA
USD
142527.39000000
0.015507261068
Long
DBT
CORP
US
N
2
2026-08-24
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-135, Class A
38382XAA3
7764590.36000000
PA
USD
5957993.80000000
0.648241473449
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2X0
1605000.00000000
PA
USD
1547547.95000000
0.168376268424
Long
DBT
CORP
US
N
2
2026-04-25
Variable
3.90800000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2022-BNK43, Class A5
06541QAZ8
1250000.00000000
PA
USD
1082011.25000000
0.117724957516
Long
ABS-MBS
CORP
US
N
2
2055-08-15
Fixed
4.39900000
N
N
N
N
N
N
Hungary
5299003F3UFKGCCMAP43
Hungary Government Bond
N/A
940000.00000000
PA
USD
931822.00000000
0.101384070972
Long
DBT
NUSS
HU
Y
2
2028-05-22
Fixed
6.12500000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
14000000.00000000
PA
-188112.17000000
-0.02046697501
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2037-08-09
0.00000000
USD
575384.46000000
USD
14000000.00000000
EUR
-188112.17000000
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654AV7
105000.00000000
PA
USD
80959.73000000
0.008808578260
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.10000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
300000.00000000
PA
USD
293147.42000000
0.031895017325
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XB5T3
3864202.90000000
PA
USD
3143321.94000000
0.341999625093
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd.
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
N/A
2770000.00000000
PA
USD
2086794.15000000
0.227047318273
Long
DBT
CORP
JE
Y
2
2036-03-31
Fixed
2.62500000
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp., Series 20-A
8426EPAD0
100000.00000000
PA
USD
73815.43000000
0.008031264333
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.75000000
N
N
N
N
N
N
Columbia Pipelines Operating Co. LLC
N/A
Columbia Pipelines Operating Co. LLC
19828TAB2
1925000.00000000
PA
USD
1828067.40000000
0.198897337714
Long
DBT
CORP
US
Y
2
2033-11-15
Fixed
6.03600000
N
N
N
N
N
N
Indiana Michigan Power Co.
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co.
454889AS5
200000.00000000
PA
USD
186150.04000000
0.020253491403
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.85000000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680AS2
800000.00000000
PA
USD
743676.30000000
0.080913447825
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.00000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJM3
1025000.00000000
PA
USD
985600.38000000
0.107235264757
Long
DBT
CORP
US
N
2
2029-06-12
Variable
5.77500000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537AN1
100000.00000000
PA
USD
78579.73000000
0.008549629568
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
1000000.00000000
PA
USD
929403.86000000
0.101120972572
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.62500000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBU8
740000.00000000
PA
USD
647763.85000000
0.070477984144
Long
DBT
CORP
GB
N
2
2027-11-24
Variable
2.27900000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
250000.00000000
PA
1404.52000000
0.000152814545
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2033-12-20
0.00000000
USD
3785.94000000
USD
250000.00000000
GBP
1404.52000000
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
59022CAJ2
3050000.00000000
PA
USD
2898004.47000000
0.315308600639
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAP8
800000.00000000
PA
USD
762077.22000000
0.082915504204
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
Bank of America Merrill Lynch Commercial Mortgage Trust
N/A
Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2016-UB10, Class A4
06054MAE3
735000.00000000
PA
USD
676541.63000000
0.073609063353
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Fixed
3.17000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAV7
2400000.00000000
PA
USD
2229070.37000000
0.242527251550
Long
DBT
CORP
ES
N
2
2033-08-08
Fixed
6.92100000
N
N
N
N
N
N
Oncor Electric Delivery Co. LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JCF9
125000.00000000
PA
USD
110184.05000000
0.011988241901
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.15000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKW8
660000.00000000
PA
USD
627224.93000000
0.068243309150
Long
DBT
CORP
US
N
2
2028-07-22
Variable
4.94800000
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBD6
3000000.00000000
PA
USD
2538326.88000000
0.276174969632
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
1.90000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BJ1
170000.00000000
PA
USD
164217.38000000
0.017867174748
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
Southwestern Electric Power Co.
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co., Series N
845437BS0
250000.00000000
PA
USD
226293.97000000
0.024621230143
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.65000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBS9
1000000.00000000
PA
USD
948796.74000000
0.103230956155
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.15000000
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJS9
2000000.00000000
PA
USD
1765020.64000000
0.192037725910
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.73400000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
Province of Ontario
683234AQ1
25000.00000000
PA
USD
21764.42000000
0.002368011811
Long
DBT
NUSS
CA
N
2
2027-05-21
Fixed
1.05000000
N
N
N
N
N
N
Park Blue CLO 2022-II Ltd.
N/A
Park Blue CLO 2022-II Ltd., Series 2022-2A, Class A1
70018CAA4
1500000.00000000
PA
USD
1506439.50000000
0.163903588006
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-20
Floating
7.96582080
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAF7
1800000.00000000
PA
USD
1712750.51000000
0.186350632700
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
4.59700000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
22710000.00000000
PA
USD
699692.24000000
0.076127895369
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2053-05-11
114090.42000000
USD
0.00000000
USD
22710000.00000000
USD
699692.24000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RD63
329770.16950000
PA
USD
277521.03000000
0.030194835281
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
20980000.00000000
PA
39889.94000000
0.004340104127
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-12-20
0.00000000
USD
286139.51000000
USD
20980000.00000000
CAD
39889.94000000
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KA8
400000.00000000
PA
USD
369496.56000000
0.040201954303
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BB3
975000.00000000
PA
USD
1092209.82000000
0.118834582042
Long
DBT
CORP
CH
Y
2
2033-11-15
Variable
9.01600000
N
N
N
N
N
N
CIFC Funding Ltd.
635400A7PBKNR7KBOY58
CIFC Funding Ltd., Series 2018-2A, Class A1
17180WAA3
1873418.69000000
PA
USD
1864622.99000000
0.202874657987
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
6.71743080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DC67
2862112.78200000
PA
USD
2426234.16000000
0.263979060671
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
FS KKR Capital Corp.
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AL1
1350000.00000000
PA
USD
1160349.68000000
0.126248333168
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
913017DD8
800000.00000000
PA
USD
773819.09000000
0.084193042813
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra
816851BP3
200000.00000000
PA
USD
177268.33000000
0.019287143842
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261FAR5
1280000.00000000
PA
USD
1071467.28000000
0.116577752789
Long
DBT
CORP
US
N
2
2034-01-27
Variable
5.05300000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAJ5
825000.00000000
PA
USD
894750.66000000
0.097350636082
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co.
373334KQ3
390000.00000000
PA
USD
353083.68000000
0.038416200596
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.70000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BS2
1000000.00000000
PA
USD
924022.22000000
0.100535439528
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
1.41200000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCB3
1186000.00000000
PA
USD
890078.10000000
0.096842252341
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J9VA6
985763.31500000
PA
USD
914037.96000000
0.099449132353
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.00000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DG1
2215000.00000000
PA
USD
2112694.40000000
0.229865316544
Long
DBT
CORP
GB
N
2
2028-08-11
Variable
5.21000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XAH88
1199943.65000000
PA
USD
888082.71000000
0.096625149975
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
37 Capital CLO I
549300GZ8MP9ZGVMJ424
37 Capital CLO I, Series 2021-1A, Class A
88430TAA9
2500000.00000000
PA
USD
2456440.00000000
0.267265515623
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-15
Floating
6.85548000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAS9
1308000.00000000
PA
USD
1223479.09000000
0.133116937455
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.80000000
N
N
N
N
N
Barings BDC, Inc.
549300GSF4KFZP6ONG49
Barings BDC, Inc.
06759LAC7
25000.00000000
PA
USD
21877.15000000
0.002380277057
Long
DBT
CORP
US
N
2
2026-11-23
Fixed
3.30000000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2022-BNK39, Class A4
06539VAJ7
1900000.00000000
PA
USD
1482569.05000000
0.161306435978
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
2.92799880
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
Province of Alberta
013051EM5
60000.00000000
PA
USD
46503.55000000
0.005059677935
Long
DBT
NUSS
CA
N
2
2030-07-22
Fixed
1.30000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133AQNP8
625170.84900000
PA
USD
462246.35000000
0.050293314340
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RM2
11000000.00000000
PA
USD
7775195.34000000
0.845956584170
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BV6
1000000.00000000
PA
USD
964482.39000000
0.104937585804
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.62500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
400000.00000000
PA
USD
376929.94000000
0.041010720704
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2020-B16, Class A5
08161NAF4
750000.00000000
PA
USD
612279.75000000
0.066617244097
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.73200000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
825000.00000000
PA
USD
650830.65000000
0.070811658031
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
25462.35000000
0.002770353886
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
1768464.93000000
EUR
1901002.53000000
USD
2023-12-20
25462.35000000
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables Owner Trust, Series 2023-B, Class A3
65480MAD5
725000.00000000
PA
USD
726699.18000000
0.079066303693
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
5.93000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KPJL3
96948.18670000
PA
USD
71377.56000000
0.007766019270
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UCE7
100000.00000000
PA
USD
96407.96000000
0.010489376145
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140KSTQ0
270823.32080000
PA
USD
199488.95000000
0.021704791113
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
Province of Quebec
748148SC8
50000.00000000
PA
USD
46102.45000000
0.005016037465
Long
DBT
NUSS
CA
N
2
2025-07-23
Fixed
0.60000000
N
N
N
N
N
N
Ovintiv, Inc.
2549003MEX7YMKLGI239
Ovintiv, Inc.
651290AR9
40000.00000000
PA
USD
39309.63000000
0.004276965254
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.37500000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RHK1
1000000.00000000
PA
USD
815800.08000000
0.088760657303
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.85000000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CG7
250000.00000000
PA
USD
234291.91000000
0.025491421786
Long
DBT
CORP
US
N
2
2028-04-17
Fixed
4.20000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KPYR3
1526172.81000000
PA
USD
1319205.78000000
0.143532190082
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGJ7
1525000.00000000
PA
USD
1191426.29000000
0.129629529613
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023BS3
2650000.00000000
PA
USD
1598773.20000000
0.173949676631
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.37500000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDU7
70000.00000000
PA
USD
67559.41000000
0.007350597022
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.80000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CG2
1000000.00000000
PA
USD
976017.92000000
0.106192674214
Long
DBT
CORP
DE
N
2
2025-04-01
Variable
1.44700000
N
N
N
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364GAM5
100000.00000000
PA
USD
91009.15000000
0.009901974972
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABT1
2064000.00000000
PA
USD
1643557.77000000
0.178822326153
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EF39
2814590.41990000
PA
USD
2316634.29000000
0.252054378706
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
1.50000000
N
N
N
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAU4
2100000.00000000
PA
USD
1948579.94000000
0.212009339694
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XD2R6
30984.61160000
PA
USD
22901.26000000
0.002491702244
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAX5
100000.00000000
PA
USD
82120.32000000
0.008934852741
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.95000000
N
N
N
N
N
N
Aflac, Inc.
549300N0B7DOGLXWPP39
Aflac, Inc.
001055BJ0
167000.00000000
PA
USD
145473.64000000
0.015827818877
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.60000000
N
N
N
N
N
N
Unilever Capital Corp.
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp.
904764AY3
450000.00000000
PA
USD
413659.03000000
0.045006918119
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
2.90000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
24000000.00000000
PA
USD
-696783.32000000
-0.07581139913
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2038-05-10
0.00000000
USD
160936.18000000
USD
24000000.00000000
USD
-696783.32000000
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAR1
1470000.00000000
PA
USD
1122461.70000000
0.122126046237
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PES7
775000.00000000
PA
USD
732918.15000000
0.079742939892
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.87500000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
250000.00000000
PA
USD
240095.01000000
0.026122810508
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
14550000.00000000
PA
79542.54000000
0.008654385194
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-12-20
35851.18000000
USD
0.00000000
USD
14550000.00000000
GBP
79542.54000000
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKE8
1300000.00000000
PA
USD
1227679.75000000
0.133573977546
Long
DBT
CORP
US
N
2
2025-12-06
Variable
1.53000000
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBL5
106000.00000000
PA
USD
104759.80000000
0.011398072806
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N/A
N/A
OIS
N/A
1330000.00000000
PA
24900.98000000
0.002709275723
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2033-12-20
0.00000000
USD
7297.48000000
USD
1330000.00000000
CHF
24900.98000000
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCD5
600000.00000000
PA
USD
515190.97000000
0.056053793392
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434LAB1
35000.00000000
PA
USD
31523.87000000
0.003429859214
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.00000000
N
N
N
N
N
N
RR 26 Ltd.
N/A
RR 26 Ltd., Series 2023-26A, Class A1
74989MAA9
2200000.00000000
PA
USD
2190452.00000000
0.238325496746
Long
ABS-CBDO
CORP
KY
Y
2
2038-04-15
Floating
7.17387120
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KQK62
945724.38000000
PA
USD
926609.39000000
0.100816928726
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
6.00000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBV1
580000.00000000
PA
USD
534030.35000000
0.058103555084
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.65000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DVML6
9921884.38130000
PA
USD
8970212.26000000
0.975976781408
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
4.50000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AQ2
1235000.00000000
PA
USD
1096524.38000000
0.119304014677
Long
DBT
CORP
GB
N
2
2028-11-07
Variable
3.57400000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABKC5
978409.75580000
PA
USD
766485.18000000
0.083395098944
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBG7
2900000.00000000
PA
USD
2894076.00000000
0.314881175357
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41200000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BJ2
4400000.00000000
PA
USD
3928628.22000000
0.427442496829
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBT7
1375000.00000000
PA
USD
1231925.57000000
0.134035931134
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.62500000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABE81
0.00020000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
GLP Capital LP
N/A
GLP Capital LP
361841AK5
510000.00000000
PA
USD
478148.10000000
0.052023456095
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179MBF9
389000.00000000
PA
USD
345930.78000000
0.037637950972
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H0506B3
7000000.00000000
PA
USD
6513007.83000000
0.708628094293
Long
ABS-MBS
USGA
US
N
2
2053-11-15
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H0306B5
16000000.00000000
PA
USD
13185158.72000000
1.434571267314
Long
ABS-MBS
USGA
US
N
2
2053-11-15
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2V4
705000.00000000
PA
USD
642801.23000000
0.069938041303
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.52600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140M2NU2
94170.07230000
PA
USD
69584.31000000
0.007570910134
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261FAS3
1135000.00000000
PA
USD
1137834.79000000
0.123798668741
Long
DBT
CORP
US
N
2
2029-10-30
Variable
7.41300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QPK55
1974306.36840000
PA
USD
1763880.95000000
0.191913725391
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2014-C21, Class A5
46642EAY2
752000.00000000
PA
USD
737736.74000000
0.080267211985
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
3.77480000
N
N
N
N
N
N
Cardinal Health, Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149YBE7
500000.00000000
PA
USD
479735.48000000
0.052196166169
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179MK66
420402.65240000
PA
USD
353797.44000000
0.038493859092
Long
ABS-MBS
USGA
US
N
2
2042-08-20
Fixed
3.00000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBK1
491000.00000000
PA
USD
461454.15000000
0.050207121418
Long
DBT
CORP
US
N
2
2026-04-22
Variable
2.08300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DYX4
9308078.53200000
PA
USD
6871614.42000000
0.747645198388
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DR46
807379.45370000
PA
USD
668918.26000000
0.072779625665
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
1.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JT9
200000.00000000
PA
USD
193561.64000000
0.021059888098
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.40000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAX6
265000.00000000
PA
USD
239890.86000000
0.026100598586
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140MGM99
1192855.60780000
PA
USD
879239.55000000
0.095662996730
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACJ4
1300000.00000000
PA
USD
1231148.04000000
0.133951334337
Long
DBT
CORP
US
Y
2
2030-06-26
Fixed
5.70000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RS9
2000000.00000000
PA
USD
1267578.12000000
0.137914998874
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YAW9
400000.00000000
PA
USD
390022.46000000
0.042435212696
Long
DBT
CORP
JP
N
2
2025-07-16
Variable
2.83900000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
57515.25000000
0.006257772608
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
14595740.92000000
NOK
1366012.87000000
USD
2023-12-20
57515.25000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XDB9
2279621.35000000
PA
USD
1880050.16000000
0.204553164502
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
3.00000000
N
N
N
N
N
N
PPL Capital Funding, Inc.
549300MROK5WY0D2NU17
PPL Capital Funding, Inc.
69352PAL7
50000.00000000
PA
USD
46738.08000000
0.005085195262
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.10000000
N
N
N
N
N
N
Black Knight InfoServ LLC
549300H5PS5C68DAUX66
Black Knight InfoServ LLC
092174AA9
585000.00000000
PA
USD
519637.95000000
0.056537633585
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.62500000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
1930000.00000000
PA
-17060.94000000
-0.00185626391
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2033-12-20
1572.64000000
USD
0.00000000
USD
1930000.00000000
EUR
-17060.94000000
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AT9
855000.00000000
PA
USD
962427.33000000
0.104713991224
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACP0
2410000.00000000
PA
USD
2341166.18000000
0.254723496710
Long
DBT
CORP
US
Y
2
2030-09-21
Fixed
6.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EH45
340670.08210000
PA
USD
250884.63000000
0.027296742439
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
2.00000000
N
N
N
N
N
N
Genuine Parts Co.
549300D46DQVEU651W04
Genuine Parts Co.
372460AB1
1000000.00000000
PA
USD
945232.39000000
0.102843147847
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.75000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWEZ2
0.00100000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
2.00000000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAH0
430000.00000000
PA
USD
381360.12000000
0.041492733024
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.90000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PED0
1970000.00000000
PA
USD
1550103.50000000
0.168654317303
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
N
Public Storage Operating Co.
549300LMZF40TKJ6DM64
Public Storage Operating Co.
74460DAC3
150000.00000000
PA
USD
137335.98000000
0.014942425423
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.09400000
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAN0
800000.00000000
PA
USD
740875.81000000
0.080608748991
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.20000000
N
N
N
N
N
N
Willis North America, Inc.
5493004KVU1HWZCP0C66
Willis North America, Inc.
970648AG6
250000.00000000
PA
USD
232390.15000000
0.025284506548
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BX6
270000.00000000
PA
USD
239644.34000000
0.026073776724
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
N/A
N/A
Euro-buxl
N/A
-1.00000000
NC
3705.40000000
0.000403154826
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
N/A
Euro-buxl
2023-12-07
-120420.00000000
EUR
3705.40000000
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Republic of Panama
698299BL7
900000.00000000
PA
USD
476117.07000000
0.051802476026
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class A4
95002UAJ0
2815000.00000000
PA
USD
2120174.39000000
0.230679154205
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Fixed
2.09200000
N
N
N
N
N
N
Southern Power Co.
5LADC78JBG2BMZD5XF57
Southern Power Co.
843646AM2
150000.00000000
PA
USD
144826.78000000
0.015757439234
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.15000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class A5
46648KAU0
500000.00000000
PA
USD
444871.50000000
0.048402896400
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.40920000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TG3
2500000.00000000
PA
USD
1668261.73000000
0.181510165712
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680AU7
1460000.00000000
PA
USD
1361135.22000000
0.148094195830
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.55000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
2929000000.00000000
PA
-85194.08000000
-0.00926928389
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2026-08-02
80097.98000000
USD
0.00000000
USD
2929000000.00000000
JPY
-85194.08000000
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179MBE2
1450000.00000000
PA
USD
1424785.99000000
0.155019525113
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.87500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZD2
150000.00000000
PA
USD
138939.75000000
0.015116918762
Long
DBT
CORP
CA
N
2
2027-05-04
Fixed
3.62500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGF0
500000.00000000
PA
USD
461433.76000000
0.050204902945
Long
DBT
CORP
US
N
2
2028-01-20
Variable
3.82400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XFEU1
1514859.06000000
PA
USD
1330312.85000000
0.144740661199
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKC2
1209000.00000000
PA
USD
861647.90000000
0.093748990522
Long
DBT
CORP
US
N
2
2036-09-21
Variable
2.48200000
N
N
N
N
N
N
Agilent Technologies, Inc.
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846UAL5
250000.00000000
PA
USD
210898.56000000
0.022946179179
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
CDI
N/A
7904766.00000000
PA
USD
-23312.95000000
-0.00253649492
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American Investment Grade Index Series 40-V1
Markit CDX North American Investment Grade Index Series 40-V1
Y
Payout of notional amount upon default event with regard to the reference instrument
2028-06-20
118942.74000000
USD
0.00000000
USD
7904766.00000000
USD
-23312.95000000
N
N
N
Trinity Acquisition plc
549300FJZWZN6MJNGB63
Trinity Acquisition plc
89641UAC5
250000.00000000
PA
USD
239802.86000000
0.026091024012
Long
DBT
CORP
GB
N
2
2026-03-15
Fixed
4.40000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-125824.26000000
-0.01368992758
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
3493370.84000000
USD
506175112.00000000
JPY
2023-12-20
-125824.26000000
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAL8
643000.00000000
PA
USD
641017.10000000
0.069743924441
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.05000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust, Series 2020-1, Class A2A
89178WBB3
770000.00000000
PA
USD
626789.32000000
0.068195913923
Long
ABS-MBS
CORP
US
Y
2
2060-01-25
Variable
3.09999960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABHF2
2913339.39900000
PA
USD
2388936.94000000
0.259921049592
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
Helios Issuer LLC
N/A
Helios Issuer LLC, Series 2023-GRID1, Class 1A
86746BAA1
275000.00000000
PA
USD
270206.20000000
0.029398967354
Long
ABS-O
CORP
US
Y
2
2050-12-20
Fixed
5.75000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBP0
400000.00000000
PA
USD
322552.88000000
0.035094389355
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.95600000
N
N
N
N
N
N
BAT International Finance plc
21380041YBGOQDFAC823
BAT International Finance plc
05530QAP5
325000.00000000
PA
USD
299447.51000000
0.032580479540
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.44800000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133BFXZ8
31176.24280000
PA
USD
22935.18000000
0.002495392807
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
6103100000.00000000
PA
262027.56000000
0.028509115195
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2028-08-03
91575.36000000
USD
0.00000000
USD
6103100000.00000000
JPY
262027.56000000
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133AWWM2
385039.41910000
PA
USD
284149.60000000
0.030916036767
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABF9
100000.00000000
PA
USD
91945.87000000
0.010003891955
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.85000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-1, Class D
80286NAG1
500000.00000000
PA
USD
484268.60000000
0.052689378563
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.13000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J6GR2
239733.12890000
PA
USD
210807.56000000
0.022936278199
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables Owner Trust, Series 2023-A, Class A2A
65480WAB7
2200000.00000000
PA
USD
2191428.36000000
0.238431726640
Long
ABS-O
CORP
US
N
2
2026-02-17
Fixed
5.34000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VER1
3839000.00000000
PA
USD
3574403.87000000
0.388902189087
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
Fortinet, Inc.
549300O0QJWDBAS0QX03
Fortinet, Inc.
34959EAA7
2100000.00000000
PA
USD
1872115.18000000
0.203689823032
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.00000000
N
N
N
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315AZ6
230000.00000000
PA
USD
186950.88000000
0.020340624374
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3B7
366000.00000000
PA
USD
321696.88000000
0.035001254867
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.89700000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133AAKC5
120115.80890000
PA
USD
88937.28000000
0.009676551431
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
Invitation Homes Operating Partnership LP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAA0
1450000.00000000
PA
USD
1044040.80000000
0.113593697686
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
4700000.00000000
PA
USD
4279463.04000000
0.465614017024
Long
DBT
CORP
US
N
2
2030-01-23
Variable
4.43100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140MHSL4
1677075.08880000
PA
USD
1233869.93000000
0.134247481336
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAD4
300000.00000000
PA
USD
279134.19000000
0.030370350270
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RML3
1000000.00000000
PA
USD
907660.60000000
0.098755263010
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.70000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJD2
550000.00000000
PA
USD
505461.15000000
0.054995169791
Long
DBT
CORP
US
N
2
2026-06-19
Variable
1.31900000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
9720000.00000000
PA
USD
487016.88000000
0.052988396846
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2032-07-28
149227.85000000
USD
0.00000000
USD
9720000.00000000
USD
487016.88000000
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
466.00000000
NC
USD
-133289.72000000
-0.01450218435
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 2 Year Note
2023-12-29
94328594.22000000
USD
-133289.72000000
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DNU27
1182177.61750000
PA
USD
1022288.57000000
0.111227012171
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDH1
750000.00000000
PA
USD
551169.01000000
0.059968275086
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QMAF1
3375500.34780000
PA
USD
2625992.81000000
0.285713195677
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAE2
1250000.00000000
PA
USD
1144935.84000000
0.124571276983
Long
DBT
CORP
FR
Y
2
2028-09-12
Fixed
4.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series K126, Class A2
3137FXYV4
1000000.00000000
PA
USD
792778.60000000
0.086255874885
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
2.07400000
N
N
N
N
N
N
Discover Card Execution Note Trust
549300CKCX1QE4RUW216
Discover Card Execution Note Trust, Series 2023-A1, Class A
254683CY9
2300000.00000000
PA
USD
2232304.79000000
0.242879162824
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
4.31000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AQ3
5775000.00000000
PA
USD
5573336.31000000
0.606389980067
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAJ9
470000.00000000
PA
USD
396538.91000000
0.043144215305
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140LQRS1
505463.87430000
PA
USD
373152.68000000
0.040599747368
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBF0
780000.00000000
PA
USD
753095.80000000
0.081938307999
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLG2
2745000.00000000
PA
USD
2609848.58000000
0.283956671619
Long
DBT
CORP
US
N
2
2029-04-25
Variable
5.20200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QDV27
2280436.39880000
PA
USD
1779365.30000000
0.193598453203
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F0606B6
29000000.00000000
PA
USD
28218006.30000000
3.070174725881
Long
ABS-MBS
USGSE
US
N
2
2053-11-25
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
29938.31000000
0.003257347160
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
2605035.35000000
CAD
1910068.42000000
USD
2023-12-20
29938.31000000
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159TF3
1000000.00000000
PA
USD
953914.68000000
0.103787798118
Long
DBT
CORP
CA
N
2
2025-02-03
Fixed
2.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3140FXXE7
7805142.84430000
PA
USD
6424881.23000000
0.699039746445
Long
ABS-MBS
USGSE
US
N
2
2062-09-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XDA1
448487.76000000
PA
USD
357719.53000000
0.038920590217
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
2.50000000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654AU9
130000.00000000
PA
USD
108756.02000000
0.011832869421
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
1.70000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
Commonwealth of Massachusetts, Series A
57582PUT5
100000.00000000
PA
USD
97289.23000000
0.010585260059
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
4.91000000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131AX0
100000.00000000
PA
USD
86994.03000000
0.009465121999
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.15000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H0406B4
6000000.00000000
PA
USD
5273671.86000000
0.573785897027
Long
ABS-MBS
USGA
US
N
2
2053-11-15
Fixed
4.00000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WDL2
1000000.00000000
PA
USD
928651.85000000
0.101039152401
Long
DBT
CORP
US
N
2
2025-07-08
Fixed
1.20000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EG8
245000.00000000
PA
USD
226871.50000000
0.024684066546
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.35000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJK6
1000000.00000000
PA
USD
903350.27000000
0.098286290607
Long
DBT
CORP
US
N
2
2026-10-24
Variable
1.19700000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2017-BNK6, Class ASB
060352AC5
727061.92000000
PA
USD
693911.53000000
0.075498942723
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Fixed
3.28900000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series L
06051GFP9
1000000.00000000
PA
USD
966514.17000000
0.105158647474
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.95000000
N
N
N
N
N
N
FactSet Research Systems, Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075AA3
925000.00000000
PA
USD
835524.81000000
0.090906746821
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H0226B2
-4000000.00000000
PA
USD
-3185312.52000000
-0.34656828299
Short
ABS-MBS
USGA
US
N
2
2053-11-15
Fixed
2.50000000
N
N
N
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523CL2
4575000.00000000
PA
USD
3690729.50000000
0.401558647003
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAR3
165000.00000000
PA
USD
144629.06000000
0.015735926908
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.20000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KQK70
0.00280000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
6.00000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBE0
2600000.00000000
PA
USD
2194150.11000000
0.238727858406
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AN5
50000.00000000
PA
USD
45844.48000000
0.004987969820
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.00000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBF1
925000.00000000
PA
USD
667348.62000000
0.072608845738
Long
DBT
CORP
CA
N
2
2033-08-01
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABFH0
0.00190000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.50000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
637432NW1
100000.00000000
PA
USD
71587.00000000
0.007788806755
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.35000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAX3
600000.00000000
PA
USD
543335.93000000
0.059116020537
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.15000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XS98
4771796.55000000
PA
USD
4088297.44000000
0.444814822802
Long
ABS-MBS
USGA
US
N
2
2053-02-20
Fixed
3.50000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBH6
870000.00000000
PA
USD
787287.23000000
0.085658403001
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.45000000
N
N
N
N
N
N
GoldenTree Loan Opportunities IX Ltd.
549300IOBSI2NBFBJX90
GoldenTree Loan Opportunities IX Ltd., Series 2014-9A, Class AR2
38123HAN4
1060165.43150000
PA
USD
1058524.30000000
0.115169531044
Long
ABS-CBDO
CORP
KY
Y
2
2029-10-29
Floating
6.76158840
N
N
N
N
N
N
ConocoPhillips Co.
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co.
208251AE8
1981000.00000000
PA
USD
2113474.11000000
0.229950150529
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140L5BW5
675973.88910000
PA
USD
527711.64000000
0.057416066977
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
9330000.00000000
PA
USD
-278336.22000000
-0.03028352956
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2030-07-31
9676.04000000
USD
0.00000000
USD
9330000.00000000
USD
-278336.22000000
N
N
N
J M Smucker Co. (The)
5493000WDH6A0LHDJD55
J M Smucker Co. (The)
832696AW8
1369000.00000000
PA
USD
1358196.78000000
0.147774487764
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QPE86
2419552.36240000
PA
USD
2050575.03000000
0.223106606600
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2017-H1, Class AS
61691JAY0
500000.00000000
PA
USD
446624.10000000
0.048593582736
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.77300000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class A3
46644YAU4
345329.69880000
PA
USD
326000.97000000
0.035469548346
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.80140000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140LQPU8
4415364.95560000
PA
USD
3741874.64000000
0.407123339083
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
2450000.00000000
PA
USD
2177010.39000000
0.236863023074
Long
DBT
CORP
US
N
2
2027-05-04
Variable
1.59300000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2023-PRM3, Class A
17331LAA5
1500000.00000000
PA
USD
1476247.95000000
0.160618687834
Long
ABS-MBS
CORP
US
Y
2
2028-07-10
Variable
6.35973120
N
N
N
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAL3
810000.00000000
PA
USD
755311.64000000
0.082179395760
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26078JAC4
150000.00000000
PA
USD
146173.77000000
0.015903994402
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49300000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DY0
925000.00000000
PA
USD
694862.58000000
0.075602418838
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.70000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
11500000.00000000
PA
1097.41000000
0.000119400371
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2028-10-19
12314.52000000
USD
0.00000000
USD
11500000.00000000
EUR
1097.41000000
N
N
N
NXP BV
N/A
NXP BV
62954HBA5
400000.00000000
PA
USD
305468.49000000
0.033235574036
Long
DBT
CORP
US
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FPFQ7
886578.91100000
PA
USD
785696.52000000
0.085485330617
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAF6
870000.00000000
PA
USD
800478.30000000
0.087093617428
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAR7
200000.00000000
PA
USD
182765.66000000
0.019885264186
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.70000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
1700000.00000000
PA
3734.70000000
0.000406342724
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2033-12-20
85627.42000000
USD
0.00000000
USD
1700000.00000000
CAD
3734.70000000
N
N
N
Prospect Capital Corp.
549300FSD8T39P5Q0O47
Prospect Capital Corp.
74348TAU6
400000.00000000
PA
USD
359007.76000000
0.039060752181
Long
DBT
CORP
US
N
2
2026-01-22
Fixed
3.70600000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QY7
6500000.00000000
PA
USD
4529687.50000000
0.492838931666
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
Province of Ontario
68323AFF6
45000.00000000
PA
USD
41851.50000000
0.004553525723
Long
DBT
NUSS
CA
N
2
2026-06-15
Fixed
2.30000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAK0
230000.00000000
PA
USD
200305.76000000
0.021793661652
Long
DBT
CORP
US
N
2
2026-08-05
Fixed
1.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140MMT32
601998.54480000
PA
USD
443646.38000000
0.048269600928
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
Silver Point CLO 1 Ltd.
549300UJUGKIKZF7CD63
Silver Point CLO 1 Ltd., Series 2022-1A, Class A1
828085AA8
1100000.00000000
PA
USD
1108401.80000000
0.120596301393
Long
ABS-CBDO
CORP
JE
Y
2
2036-01-20
Floating
7.86582000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WTZ1
2628395.42200000
PA
USD
2172613.81000000
0.236384666501
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KQDS2
1435802.99660000
PA
USD
1406999.04000000
0.153084269881
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WR42
2613360.67650000
PA
USD
2232903.24000000
0.242944275364
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X9D77
3873646.34280000
PA
USD
2989621.91000000
0.325276758763
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CG3
1400000.00000000
PA
USD
1321698.31000000
0.143803382261
Long
DBT
CORP
US
N
2
2033-02-10
Fixed
5.20000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-3, Class D
80287EAF2
1000000.00000000
PA
USD
941914.20000000
0.102482122232
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.33000000
N
N
N
N
N
N
Wisconsin Power and Light Co.
JWBYHVQVMY66CVCOSO49
Wisconsin Power and Light Co.
976826BP1
35000.00000000
PA
USD
25964.31000000
0.002824968124
Long
DBT
CORP
US
N
2
2031-09-16
Fixed
1.95000000
N
N
N
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886FAE7
1546000.00000000
PA
USD
1165097.46000000
0.126764900994
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2017-GS7, Class A4
36254CAV2
1400000.00000000
PA
USD
1240140.86000000
0.134929770885
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
3.43000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CR8
2050000.00000000
PA
USD
1824617.10000000
0.198521938271
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.87500000
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAS0
1000000.00000000
PA
USD
922621.71000000
0.100383061279
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.35000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBJ9
2650000.00000000
PA
USD
1762468.28000000
0.191760024109
Long
DBT
CORP
US
Y
2
2041-02-15
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KQDT0
0.00450000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XDRN8
1543250.10190000
PA
USD
1201697.45000000
0.130747052074
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABLL4
977385.38650000
PA
USD
765479.87000000
0.083285719234
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RV2
2934700.00000000
PA
USD
2039501.87000000
0.221901824958
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QHE27
2201288.27050000
PA
USD
1923189.02000000
0.209246757532
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XHY43
309770.51910000
PA
USD
228581.35000000
0.024870101598
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
2.00000000
N
N
N
N
N
N
PARK BLUE CLO Ltd.
N/A
PARK BLUE CLO Ltd., Series 2023-3A, Class A1
70019AAA7
3500000.00000000
PA
USD
3499867.00000000
0.380792430659
Long
ABS-CBDO
CORP
KY
Y
2
2036-04-20
Floating
7.41582000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
4882000000.00000000
PA
182561.99000000
0.019863104488
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2028-12-20
106321.22000000
USD
0.00000000
USD
4882000000.00000000
JPY
182561.99000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WTY4
10563237.04390000
PA
USD
8422270.34000000
0.916359620077
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
National Fuel Gas Co.
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co.
636180BR1
200000.00000000
PA
USD
152032.70000000
0.016541457539
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.95000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
42343.40000000
0.004607045412
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1368114.48000000
GBP
1705874.58000000
USD
2023-12-20
42343.40000000
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCU8
425000.00000000
PA
USD
331115.22000000
0.036025988831
Long
DBT
CORP
US
N
2
2033-01-25
Variable
2.96300000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBK0
550000.00000000
PA
USD
504960.49000000
0.054940696996
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
3.75000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DQ0
1848000.00000000
PA
USD
1774072.15000000
0.193022548046
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBH8
979000.00000000
PA
USD
923839.80000000
0.100515591873
Long
DBT
CORP
US
N
2
2026-03-13
Variable
2.00500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179VHS2
2504390.51410000
PA
USD
2085049.81000000
0.226857530642
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
3.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class AS
46644UBE7
500000.00000000
PA
USD
454329.15000000
0.049431907369
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Variable
4.22629920
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBB3
800000.00000000
PA
USD
777240.56000000
0.084565305495
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QNW65
1815983.74000000
PA
USD
1455112.03000000
0.158319058063
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EA1
1305000.00000000
PA
USD
1030744.02000000
0.112146981803
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.62500000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F0526B3
-4000000.00000000
PA
USD
-3793750.00000000
-0.41276748054
Short
ABS-MBS
USGSE
US
N
2
2053-11-25
Fixed
5.50000000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAL1
2400000.00000000
PA
USD
2242920.91000000
0.244034217613
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KQK88
1882828.19000000
PA
USD
1843135.80000000
0.200536809346
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
6.00000000
N
N
N
N
N
N
Prospect Capital Corp.
549300FSD8T39P5Q0O47
Prospect Capital Corp.
74348TAW2
150000.00000000
PA
USD
115618.59000000
0.012579530569
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.43700000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2020-R01, Class 1M2
20754CAB5
90952.02790000
PA
USD
91861.55000000
0.009994717773
Long
ABS-MBS
CORP
US
Y
2
2040-01-25
Floating
7.48509840
N
N
N
N
N
N
Honda Motor Co. Ltd.
549300P7ZYCQJ36CCS16
Honda Motor Co. Ltd.
438127AB8
420000.00000000
PA
USD
379690.30000000
0.041311053315
Long
DBT
CORP
JP
N
2
2027-03-10
Fixed
2.53400000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140LQTK6
1198603.27510000
PA
USD
885089.60000000
0.096299493705
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.00000000
N
N
N
N
N
N
VICI Properties LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AA1
1090000.00000000
PA
USD
1054634.95000000
0.114746362095
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.37500000
N
N
N
N
N
N
Intuit, Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
46124HAD8
54000.00000000
PA
USD
41744.85000000
0.004541921992
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
1.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SS8
7000000.00000000
PA
USD
3428632.83000000
0.373042012503
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DNRD7
348862.05860000
PA
USD
272210.35000000
0.029617022826
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133A9HE8
165118.58190000
PA
USD
122249.19000000
0.013300952923
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The), Series 21-B
842587DH7
550000.00000000
PA
USD
461628.76000000
0.050226119330
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
Anheuser-Busch Cos. LLC
N/A
Anheuser-Busch Cos. LLC
03522AAH3
3025000.00000000
PA
USD
2662119.00000000
0.289643796382
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABD6
525000.00000000
PA
USD
488231.93000000
0.053120596682
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBT2
1000000.00000000
PA
USD
899369.63000000
0.097853189126
Long
DBT
CORP
US
N
2
2026-11-19
Variable
1.04500000
N
N
N
N
N
N
GMF Floorplan Owner Revolving Trust
N/A
GMF Floorplan Owner Revolving Trust, Series 2023-1, Class A1
361886CR3
2200000.00000000
PA
USD
2172424.10000000
0.236364025679
Long
ABS-O
CORP
US
Y
2
2028-06-15
Fixed
5.34000000
N
N
N
N
N
N
Arizona Public Service Co.
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co.
040555DD3
210000.00000000
PA
USD
155243.20000000
0.016890766269
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.20000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DP9
80000.00000000
PA
USD
69384.37000000
0.007549156268
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.37500000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2019-BN17, Class A4
065403BC0
1000000.00000000
PA
USD
879180.60000000
0.095656582853
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.71400000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAV8
525000.00000000
PA
USD
459692.33000000
0.050015431928
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
N/A
2010000.00000000
PA
USD
1893217.03000000
0.205985745921
Long
DBT
NUSS
ID
Y
2
2027-07-18
Fixed
3.85000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JR2
149000.00000000
PA
USD
119284.04000000
0.012978338757
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.20000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SA7
15500000.00000000
PA
USD
10699238.32000000
1.164098226041
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
Los Angeles Community College District
N/A
Los Angeles Community College District
54438CYN6
200000.00000000
PA
USD
162801.38000000
0.017713111156
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
1.80600000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series K077, Class A2
3137FG6X8
2000000.00000000
PA
USD
1876528.60000000
0.204170011830
Long
ABS-MBS
USGSE
US
N
2
2028-05-25
Variable
3.84999840
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBB6
1650000.00000000
PA
USD
1562992.96000000
0.170056715967
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
N/A
N/A
Euro-OAT
N/A
-5.00000000
NC
-1522.78000000
-0.00016568146
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
N/A
Euro-OAT
2023-12-07
-616450.00000000
EUR
-1522.78000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XBT2
478311.34000000
PA
USD
420611.44000000
0.045763354036
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
231.00000000
NC
USD
-73895.94000000
-0.00804002398
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 5 Year Note
2023-12-29
24134086.05000000
USD
-73895.94000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABE99
0.00310000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
PPM CLO Ltd.
N/A
PPM CLO Ltd., Series 2022-6A, Class A
69377WAA7
2890000.12000000
PA
USD
2892436.39000000
0.314702782556
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-20
Floating
7.86582000
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BK5
730000.00000000
PA
USD
617489.96000000
0.067184125218
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.45000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWEM1
384271.02380000
PA
USD
282866.70000000
0.030776454718
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
2.00000000
N
N
N
N
N
N
Kyndryl Holdings, Inc.
549300LQ4LWX2R8ZV130
Kyndryl Holdings, Inc.
50155QAJ9
5000.00000000
PA
USD
4357.75000000
0.000474131792
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.05000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KP4N5
1106987.79730000
PA
USD
814998.89000000
0.088673486251
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
2.00000000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2023-VLT2, Class A
123918AA2
2000000.00000000
PA
USD
1992868.40000000
0.216828011470
Long
ABS-MBS
CORP
US
Y
2
2040-06-15
Floating
7.61550120
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAL7
450000.00000000
PA
USD
408898.36000000
0.044488947836
Long
DBT
CORP
US
N
2
2027-09-12
Fixed
3.00000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179VN30
905181.22000000
PA
USD
753610.95000000
0.081994357334
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
3.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BZ6
850000.00000000
PA
USD
745630.77000000
0.081126098015
Long
DBT
CORP
JP
N
2
2027-10-13
Variable
1.64000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140L6P99
70908.13690000
PA
USD
52441.02000000
0.005705686379
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CN0
90000.00000000
PA
USD
82688.63000000
0.008996685989
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XDQC3
158815.84050000
PA
USD
117690.67000000
0.012804976959
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Union Electric Co.
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CR1
100000.00000000
PA
USD
84170.75000000
0.009157943568
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.95000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CX5
1775000.00000000
PA
USD
1556246.82000000
0.169322722633
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
2.25100000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QCP1
1200000.00000000
PA
USD
1073119.56000000
0.116757524111
Long
DBT
CORP
CA
N
2
2026-01-06
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
44.00000000
NC
USD
23342.44000000
0.002539703498
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Ultra Note
2023-12-19
4788437.50000000
USD
23342.44000000
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LBC9
940000.00000000
PA
USD
881214.16000000
0.095877838191
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.87500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133B2XK0
674072.94530000
PA
USD
497432.78000000
0.054121667305
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCD0
2250000.00000000
PA
USD
2011975.18000000
0.218906866809
Long
DBT
CORP
JP
N
2
2026-01-12
Fixed
0.94800000
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBT1
450000.00000000
PA
USD
429274.35000000
0.046705895725
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
Oncor Electric Delivery Co. LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JCK8
160000.00000000
PA
USD
142778.84000000
0.015534619324
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.55000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
23580000.00000000
PA
USD
416229.33000000
0.045286571827
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2047-07-28
406344.83000000
USD
0.00000000
USD
23580000.00000000
USD
416229.33000000
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
Province of Quebec
748149AN1
25000.00000000
PA
USD
23158.34000000
0.002519673055
Long
DBT
NUSS
CA
N
2
2027-04-12
Fixed
2.75000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KY6
1000000.00000000
PA
USD
921863.30000000
0.100300544775
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAM9
300000.00000000
PA
USD
272801.08000000
0.029681295414
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.87500000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DR8
1882000.00000000
PA
USD
1755158.58000000
0.190964714336
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DM9
1300000.00000000
PA
USD
1096505.07000000
0.119301913711
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
1.30000000
N
N
N
N
N
N
Assurant, Inc.
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAJ7
2530000.00000000
PA
USD
2395700.69000000
0.260656958929
Long
DBT
CORP
US
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series K086, Class A2
3137FKSH0
1000000.00000000
PA
USD
931517.10000000
0.101350897251
Long
ABS-MBS
USGSE
US
N
2
2028-11-25
Variable
3.85899840
N
N
N
N
N
N
Oaktree CLO Ltd.
N/A
Oaktree CLO Ltd., Series 2021-1A, Class A1
67402JAA9
3500000.00000000
PA
USD
3453670.50000000
0.375766160369
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-15
Floating
6.81548040
N
N
N
N
N
N
Diageo Capital plc
213800L23DJLALFC4O95
Diageo Capital plc
25243YBD0
400000.00000000
PA
USD
318022.99000000
0.034601528391
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
1257150000.00000000
PA
-147440.20000000
-0.01604178448
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2033-08-02
26542.69000000
USD
0.00000000
USD
1257150000.00000000
JPY
-147440.20000000
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2020-B21, Class A4
08163LAE9
300000.00000000
PA
USD
226024.35000000
0.024591894956
Long
ABS-MBS
CORP
US
N
2
2053-12-17
Fixed
1.70440000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F0626B2
16000000.00000000
PA
USD
15902427.20000000
1.730215435865
Long
ABS-MBS
USGSE
US
N
2
2053-11-25
Fixed
6.50000000
N
N
N
N
N
N
Benefit Street Partners CLO XXX Ltd.
N/A
Benefit Street Partners CLO XXX Ltd., Series 2023-30A, Class A
08186KAA2
3200000.00000000
PA
USD
3211264.00000000
0.349391855190
Long
ABS-CBDO
CORP
JE
Y
2
2036-04-25
Floating
7.47821880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QDVN1
1845621.09050000
PA
USD
1486209.42000000
0.161702515413
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
Reliance Steel & Aluminum Co.
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509AG7
620000.00000000
PA
USD
474610.38000000
0.051638545183
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.15000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133AAQB1
888495.75170000
PA
USD
657724.91000000
0.071561767114
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BZ2
1000000.00000000
PA
USD
881124.02000000
0.095868030781
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.65000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABLX8
0.00020000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.50000000
N
N
N
N
N
N
Interstate Power and Light Co.
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co.
461070AP9
100000.00000000
PA
USD
92626.70000000
0.010077967601
Long
DBT
CORP
US
N
2
2028-09-26
Fixed
4.10000000
N
N
N
N
N
N
Invesco CLO Ltd.
N/A
Invesco CLO Ltd., Series 2021-2A, Class A
46149MAA4
3000000.00000000
PA
USD
2974032.00000000
0.323580545814
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-15
Floating
6.77548080
N
N
N
N
N
N
N/A
N/A
OIS
N/A
915000000.00000000
PA
-106583.11000000
-0.01159645252
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2038-08-03
0.00000000
USD
46081.80000000
USD
915000000.00000000
JPY
-106583.11000000
N
N
N
FHLMC
549300NKHCH87PYOHD44
FHLMC STACR Trust, Series 2019-HQA2, Class M2
35564MAH8
832516.99930000
PA
USD
836140.20000000
0.090973702466
Long
ABS-MBS
CORP
US
Y
2
2049-04-25
Floating
7.48509840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2022-M1, Class A2
3136BKX80
1000000.00000000
PA
USD
746279.20000000
0.081196648478
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Variable
1.66911120
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFS8
1500000.00000000
PA
USD
1358675.46000000
0.147826569092
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.85000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NQ0
580000.00000000
PA
USD
572840.00000000
0.062326121529
Long
DBT
CORP
US
N
2
2025-05-24
Variable
4.14000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133B22F5
73388.83340000
PA
USD
54275.43000000
0.005905273804
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05329WAQ5
1250000.00000000
PA
USD
1094843.61000000
0.119121143587
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAT7
1375000.00000000
PA
USD
1111715.67000000
0.120956856983
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
300000.00000000
PA
USD
271964.15000000
0.029590235780
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
POSCO
9884000N94NH7G6LQ816
POSCO
73730EAD5
350000.00000000
PA
USD
344609.27000000
0.037494168078
Long
DBT
CORP
KR
Y
2
2028-01-17
Fixed
5.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABCB6
0.00050000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.50000000
N
N
N
N
N
N
OHA Credit Funding 6 Ltd.
N/A
OHA Credit Funding 6 Ltd., Series 2020-6A, Class AR
67098UAN5
3300000.00000000
PA
USD
3283354.80000000
0.357235476379
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-20
Floating
6.81743160
N
N
N
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AE1
280000.00000000
PA
USD
234701.78000000
0.025536016450
Long
DBT
CORP
US
N
2
2032-03-17
Fixed
4.20000000
N
N
N
N
N
N
AB BSL CLO 1 Ltd.
549300UT754V8VGM9T25
AB BSL CLO 1 Ltd., Series 2020-1A, Class A1R
00038KAN1
635000.00000000
PA
USD
627233.32000000
0.068244221998
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-15
Floating
6.76387080
N
N
N
N
N
N
FHLMC
5493000IRODEKU3J3Q16
FHLMC STACR REMIC Trust, Series 2022-HQA1, Class M1B
35564KTB5
650000.00000000
PA
USD
668266.89000000
0.072708755324
Long
ABS-MBS
CORP
US
Y
2
2042-03-25
Floating
8.82061920
N
N
N
N
N
N
NSTAR Electric Co.
54930080R72Y2Z31UR68
NSTAR Electric Co.
67021CAM9
100000.00000000
PA
USD
92220.07000000
0.010033725456
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.20000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAW5
1075000.00000000
PA
USD
905412.86000000
0.098510704466
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F0226B6
2000000.00000000
PA
USD
1534062.50000000
0.166909024874
Long
ABS-MBS
USGSE
US
N
2
2053-11-25
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
8000000.00000000
PA
USD
4792812.48000000
0.521467448321
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2023-A, Class A2A
448979AB0
2114763.30000000
PA
USD
2106455.45000000
0.229186506482
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
5.19000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2019-R07, Class 1M2
20753WAF3
15094.85710000
PA
USD
15094.75000000
0.001642338563
Long
ABS-MBS
CORP
US
Y
2
2039-10-25
Floating
7.53509880
N
N
N
N
N
N
State Board of Administration Finance Corp.
549300S34SOJ0RULXM35
State Board of Administration Finance Corp., Series A
341271AF1
75000.00000000
PA
USD
59612.21000000
0.006485925991
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
2.15400000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36178YCG8
614298.65200000
PA
USD
521911.26000000
0.056784974195
Long
ABS-MBS
USGA
US
N
2
2042-10-20
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
3280000.00000000
PA
-98593.70000000
-0.01072718896
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2033-12-20
0.00000000
USD
2306.24000000
USD
3280000.00000000
NZD
-98593.70000000
N
N
N
Mercedes-Benz Auto Receivables Trust
N/A
Mercedes-Benz Auto Receivables Trust, Series 2023-2, Class A2
58769FAB1
550000.00000000
PA
USD
549901.94000000
0.059830415372
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
5.92000000
N
N
N
N
N
N
CBRE Services, Inc.
549300CTE3HOMEUMM603
CBRE Services, Inc.
12505BAD2
800000.00000000
PA
USD
773732.98000000
0.084183673875
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.87500000
N
N
N
N
N
N
BBCMS Mortgage Trust
N/A
BBCMS Mortgage Trust, Series 2023-C21, Class AS
05553WAH2
900000.00000000
PA
USD
867581.01000000
0.094394524589
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Variable
6.50606040
N
N
N
N
N
N
N/A
N/A
IRS
N/A
35820000.00000000
PA
371105.08000000
0.040376964451
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2042-08-10
1599932.01000000
USD
0.00000000
USD
35820000.00000000
EUR
371105.08000000
N
N
N
Tucson Electric Power Co.
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co.
898813AS9
100000.00000000
PA
USD
74531.66000000
0.008109191569
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
1.50000000
N
N
N
N
N
N
Allegion US Holding Co., Inc.
5493002B66JX7J7SXI33
Allegion US Holding Co., Inc.
01748NAE4
60000.00000000
PA
USD
53925.72000000
0.005867224667
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.55000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
975000.00000000
PA
USD
750381.45000000
0.081642981366
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DUG5
10585496.81680000
PA
USD
7850779.76000000
0.854180318104
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QS5D9
1990672.94120000
PA
USD
1984043.44000000
0.215867838421
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
52595000.00000000
PA
281328.95000000
0.030609144486
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-12-20
135796.93000000
USD
0.00000000
USD
52595000.00000000
AUD
281328.95000000
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
Province of British Columbia
110709AE2
25000.00000000
PA
USD
19168.06000000
0.002085522723
Long
DBT
NUSS
CA
N
2
2031-01-29
Fixed
1.30000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CL2
500000.00000000
PA
USD
483685.13000000
0.052625895877
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.87500000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBX2
110000.00000000
PA
USD
112877.33000000
0.012281276076
Long
DBT
CORP
US
N
2
2032-10-19
Fixed
7.75000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
6550000.00000000
PA
USD
15142.99000000
0.001647587171
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-12-20
62470.91000000
USD
0.00000000
USD
6550000.00000000
USD
15142.99000000
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAX3
764000.00000000
PA
USD
591480.11000000
0.064354202252
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJX1
2505000.00000000
PA
USD
2213130.45000000
0.240792956824
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCH1
260000.00000000
PA
USD
228211.21000000
0.024829829636
Long
DBT
CORP
JP
N
2
2026-09-17
Fixed
1.40200000
N
N
N
N
N
N
Retail Opportunity Investments Partnership LP
549300KH0PNTJK9NTE57
Retail Opportunity Investments Partnership LP
76132FAC1
1700000.00000000
PA
USD
1650912.96000000
0.179622585328
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572QAK1
60000.00000000
PA
USD
47895.09000000
0.005211080231
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XJZE6
1836721.64000000
PA
USD
1799873.22000000
0.195829755337
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
154600000.00000000
PA
-38916.44000000
-0.00423418540
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-12-20
39781.97000000
USD
0.00000000
USD
154600000.00000000
NOK
-38916.44000000
N
N
N
Cedar Funding IX CLO Ltd.
N/A
Cedar Funding IX CLO Ltd., Series 2018-9A, Class A1
15033EAA6
1868894.76000000
PA
USD
1859664.29000000
0.202335141649
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
6.65742960
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AT5
250000.00000000
PA
USD
221311.50000000
0.024079127583
Long
DBT
CORP
CH
Y
2
2027-02-02
Variable
1.30500000
N
N
N
N
N
N
Southwick Park CLO LLC
N/A
Southwick Park CLO LLC, Series 2019-4A, Class A1R
846031AN2
2000000.00000000
PA
USD
1983858.00000000
0.215847662183
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Floating
6.73742880
N
N
N
N
N
N
Barings CLO Ltd.
549300T40QLO0VJIOB35
Barings CLO Ltd., Series 2019-3A, Class A1R
06761KAL5
3500000.00000000
PA
USD
3480281.00000000
0.378661435239
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
6.74742960
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122EB0
1190000.00000000
PA
USD
1177649.03000000
0.128130536559
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.25000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F0426B4
-2000000.00000000
PA
USD
-1785749.72000000
-0.19429309068
Short
ABS-MBS
USGSE
US
N
2
2053-11-25
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DVC3
476612.04750000
PA
USD
368742.49000000
0.040119910000
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBV7
45000.00000000
PA
USD
43945.21000000
0.004781325499
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.50000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AH6
200000.00000000
PA
USD
185165.91000000
0.020146416119
Long
DBT
CORP
NL
N
2
2027-03-29
Fixed
3.95000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F0326B5
24000000.00000000
PA
USD
19983125.76000000
2.174203485540
Long
ABS-MBS
USGSE
US
N
2
2053-11-25
Fixed
3.50000000
N
N
N
N
N
N
Schlumberger Finance Canada Ltd.
549300P4EXZFF0LRNF59
Schlumberger Finance Canada Ltd.
80685XAC5
1500000.00000000
PA
USD
1390744.73000000
0.151315768903
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
1.40000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TG33
392188.32000000
PA
USD
327935.03000000
0.035679977888
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DTQ5
10803553.60000000
PA
USD
8016116.53000000
0.872169284692
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDG8
1665000.00000000
PA
USD
1590918.46000000
0.173095065430
Long
DBT
CORP
US
N
2
2028-07-25
Variable
4.85100000
N
N
N
N
N
N
Cencora, Inc.
AI8GXW8LG5WK7E9UD086
Cencora, Inc.
03073EAR6
100000.00000000
PA
USD
82208.60000000
0.008944457779
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJF8
170000.00000000
PA
USD
157802.28000000
0.017169199219
Long
DBT
CORP
US
N
2
2028-07-22
Variable
4.54800000
N
N
N
N
N
Northwest Pipeline LLC
549300FFKMN9OW536A14
Northwest Pipeline LLC
66775VAB1
2000000.00000000
PA
USD
1876784.30000000
0.204197832495
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.00000000
N
N
N
N
N
N
Block Financial LLC
N/A
Block Financial LLC
093662AJ3
275000.00000000
PA
USD
231945.76000000
0.025236156040
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.50000000
N
N
N
N
N
N
IDEX Corp.
549300U5Y5EL6PHYLF13
IDEX Corp.
45167RAH7
1160000.00000000
PA
USD
905223.53000000
0.098490104989
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.62500000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2023-R05, Class 1M2
207942AB9
390000.00000000
PA
USD
397732.30000000
0.043274058491
Long
ABS-MBS
CORP
US
Y
2
2043-06-25
Floating
8.42064120
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAP5
1648000.00000000
PA
USD
1500262.01000000
0.163231464914
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.95000000
N
N
N
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corp.
87612GAA9
220000.00000000
PA
USD
182349.72000000
0.019840009094
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.20000000
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
913017CP2
825000.00000000
PA
USD
577144.90000000
0.062794503137
Long
DBT
CORP
US
N
2
2047-05-04
Fixed
4.05000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2023-4, Class A2A
379930AB6
2475000.00000000
PA
USD
2473975.60000000
0.269173423480
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
5.89000000
N
N
N
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR, Inc.
62944TAF2
300000.00000000
PA
USD
246224.70000000
0.026789732867
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.00000000
N
N
N
N
N
N
FS KKR Capital Corp.
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AH0
500000.00000000
PA
USD
426259.53000000
0.046377877365
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DPHP6
0.00180000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
6.00000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFP4
750000.00000000
PA
USD
696833.42000000
0.075816850116
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
5400000.00000000
PA
244330.05000000
0.026583591211
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2053-05-17
49419.86000000
USD
0.00000000
USD
5400000.00000000
EUR
244330.05000000
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2S1
1500000.00000000
PA
USD
1307501.07000000
0.142258694554
Long
DBT
CORP
US
N
2
2028-06-02
Variable
2.39300000
N
N
N
N
N
N
CDW LLC
N/A
CDW LLC
12513GBF5
125000.00000000
PA
USD
105532.60000000
0.011482154969
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAN2
380000.00000000
PA
USD
372215.77000000
0.040497809713
Long
DBT
CORP
US
N
2
2027-06-08
Variable
6.04700000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAS7
665000.00000000
PA
USD
656884.33000000
0.071470310352
Long
DBT
CORP
US
N
2
2024-06-27
Fixed
4.20000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QL5
7250000.00000000
PA
USD
6453632.81000000
0.702167975041
Long
DBT
UST
US
N
2
2040-11-15
Fixed
4.25000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAQ6
3650000.00000000
PA
USD
2810166.43000000
0.305751648687
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.05700000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEQ1
2475000.00000000
PA
USD
2429555.86000000
0.264340468181
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.30000000
N
N
N
N
N
N
Essential Utilities, Inc.
549300ILTEOF3E3QY357
Essential Utilities, Inc.
29670GAD4
50000.00000000
PA
USD
40379.65000000
0.004393385540
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.70400000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XC7K8
8540897.70000000
PA
USD
6575614.34000000
0.715439806029
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
1010000.00000000
PA
51123.80000000
0.005562370246
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2053-12-20
75014.95000000
USD
0.00000000
USD
1010000.00000000
EUR
51123.80000000
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315AY9
860000.00000000
PA
USD
776425.60000000
0.084476636240
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJZ3
4075000.00000000
PA
USD
3364506.15000000
0.366064903274
Long
DBT
CORP
US
N
2
2029-06-14
Variable
2.08700000
N
N
N
N
N
N
Ares Capital Corp.
WEQ82666OJYSI5GUAB47
Ares Capital Corp.
04010LBB8
500000.00000000
PA
USD
413830.46000000
0.045025570041
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.87500000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust, Series 2022-A3, Class A
14041NGB1
2200000.00000000
PA
USD
2170987.06000000
0.236207672893
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
4.95000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JF5
300000.00000000
PA
USD
254019.87000000
0.027637862733
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
Ares Capital Corp.
WEQ82666OJYSI5GUAB47
Ares Capital Corp.
04010LBA0
2350000.00000000
PA
USD
2063988.08000000
0.224565972888
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.15000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BW3
880000.00000000
PA
USD
846415.86000000
0.092091714536
Long
DBT
CORP
JP
N
2
2025-07-19
Variable
0.95300000
N
N
N
N
N
N
2023-11-30
Nationwide Mutual Funds
David Majewski
David Majewski
Treasurer