0001752724-22-187407.txt : 20220823
0001752724-22-187407.hdr.sgml : 20220823
20220823133031
ACCESSION NUMBER: 0001752724-22-187407
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220823
DATE AS OF CHANGE: 20220823
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NATIONWIDE VARIABLE INSURANCE TRUST
CENTRAL INDEX KEY: 0000353905
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03213
FILM NUMBER: 221186642
BUSINESS ADDRESS:
STREET 1: ONE NATIONWIDE PLAZA
STREET 2: MAIL CODE 5-02-210
CITY: COLUMBUS
STATE: OH
ZIP: 43215
BUSINESS PHONE: 614-435-5749
MAIL ADDRESS:
STREET 1: ONE NATIONWIDE PLAZA
STREET 2: MAIL CODE 5-02-210
CITY: COLUMBUS
STATE: OH
ZIP: 43215
FORMER COMPANY:
FORMER CONFORMED NAME: GARTMORE VARIABLE INSURANCE TRUST
DATE OF NAME CHANGE: 20020125
FORMER COMPANY:
FORMER CONFORMED NAME: NATIONWIDE SEPARATE ACCOUNT TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: NATIONWIDE SEPARATE ACCOUNT MONEY MARKET TRUST
DATE OF NAME CHANGE: 19860226
0000353905
S000058808
NVIT DoubleLine Total Return Tactical Fund
C000192909
Class I
C000192910
Class II
C000192911
Class Y
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000353905
XXXXXXXX
S000058808
C000192911
C000192910
C000192909
Nationwide Variable Insurance Trust
811-03213
0000353905
549300WLMVM3JP578846
One Nationwide Plaza Location:N0900
Mail Code 5-02-210T
Columbus
43215
614-435-3820
NVIT DoubleLine Total Return Tactical Fund
S000058808
549300CN9NOZ0GD19B89
2022-12-31
2022-06-30
N
185756679.36
184279.71
185572399.65
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
10626918.28999999
USD
N
Sonic Automotive, Inc.
549300NTLRGJ2JCBZU03
Sonic Automotive, Inc.
83545GBD3
90000.00000000
PA
USD
69732.90000000
0.037577193662
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
Owens & Minor, Inc.
549300LMT5KQQXCEZ733
Owens & Minor, Inc.
690732AG7
70000.00000000
PA
USD
63942.90000000
0.034457117610
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
6.62500000
N
N
N
N
N
N
Clydesdale Acquisition Holdings, Inc.
N/A
Clydesdale Acquisition Holdings, Inc.
18972EAA3
65000.00000000
PA
USD
61075.95000000
0.032912194978
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.62500000
N
N
N
N
N
N
Viking Cruises Ltd.
549300IJP90T4MV2GL84
Viking Cruises Ltd.
92676XAD9
105000.00000000
PA
USD
78443.13000000
0.042270903511
Long
DBT
CORP
BM
Y
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
GoodLeap Sustainable Home Solutions Trust
N/A
GoodLeap Sustainable Home Solutions Trust, Series 2021-5CS, Class C
38237HAC1
482787.64000000
PA
USD
415569.12000000
0.223939077569
Long
ABS-O
CORP
US
Y
2
2048-10-20
Fixed
3.50000000
N
N
N
N
N
N
Santander Holdings USA, Inc.
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KAS5
175000.00000000
PA
USD
174741.51000000
0.094163523417
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
3.40000000
N
N
N
N
N
N
GPMT Ltd.
N/A
GPMT Ltd., Series 2021-FL3, Class A
36264BAA8
171987.97000000
PA
USD
168804.70000000
0.090964335385
Long
ABS-MBS
CORP
KY
Y
2
2035-07-16
Floating
2.86229160
N
N
N
N
N
N
CVR Partners LP
N/A
CVR Partners LP
12663QAC9
45000.00000000
PA
USD
40231.00000000
0.021679409263
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
6.12500000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EF8
50000.00000000
PA
USD
50671.25000000
0.027305380593
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2018-GS9, Class C
36255NAZ8
175000.00000000
PA
USD
161722.21000000
0.087147771061
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
4.50366840
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
019576AB3
70000.00000000
PA
USD
59243.80000000
0.031924898374
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
Nexstar Media, Inc.
5493006PK6I4I2OOT688
Nexstar Media, Inc.
65343HAA9
25000.00000000
PA
USD
22812.50000000
0.012293045756
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2018-EXCL, Class A
12433WAA9
29989.48000000
PA
USD
28713.40000000
0.015472882850
Long
ABS-MBS
CORP
US
Y
2
2037-09-15
Floating
2.41162560
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2017-GS8, Class XA
36254KAP7
5250663.17070000
PA
USD
189355.72000000
0.102038730089
Long
ABS-MBS
CORP
US
N
2
2050-11-10
Variable
1.10584080
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEV9
1700000.00000000
PA
USD
1720187.50000000
0.926963009178
Long
DBT
UST
US
N
2
2029-06-30
Fixed
3.25000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAH4
176000.00000000
PA
USD
175016.88000000
0.094311912940
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
3.60000000
N
N
N
N
N
N
Kronos Acquisition Holdings, Inc.
N/A
Kronos Acquisition Holdings, Inc.
50106GAF9
40000.00000000
PA
USD
30000.00000000
0.016166197158
Long
DBT
CORP
US
Y
2
2027-12-31
Fixed
7.00000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513ECP4
100000.00000000
PA
USD
74465.06000000
0.040127228047
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.03000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBE7
80000.00000000
PA
USD
72005.00000000
0.038801567547
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
71376LAE0
40000.00000000
PA
USD
33400.00000000
0.017998366170
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.25000000
N
N
N
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AG0
180000.00000000
PA
USD
165634.91000000
0.089256220382
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50000000
N
N
N
N
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAE6
100000.00000000
PA
USD
70830.56000000
0.038168693261
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAL7
205000.00000000
PA
USD
151403.32000000
0.081587197387
Long
DBT
CORP
GB
N
2
2040-09-02
Fixed
3.30000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAM2
200000.00000000
PA
USD
164595.68000000
0.088696207146
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAJ0
50000.00000000
PA
USD
43504.60000000
0.023443464697
Long
DBT
CORP
KY
Y
2
2027-02-15
Fixed
3.25000000
N
N
N
N
N
N
SG Commercial Mortgage Securities Trust
549300SZQW4U3UN4A157
SG Commercial Mortgage Securities Trust, Series 2016-C5, Class XA
78419CAG9
3000837.81070000
PA
USD
148023.53000000
0.079765919004
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
2.06079480
N
N
N
N
N
N
Invitation Homes Operating Partnership LP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAC6
190000.00000000
PA
USD
146141.67000000
0.078751835011
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
2.70000000
N
N
N
N
N
N
Omnicom Group, Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919BB1
190000.00000000
PA
USD
160184.24000000
0.086319000186
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.45000000
N
N
N
N
N
N
Equate Petrochemical BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
N/A
200000.00000000
PA
USD
177500.00000000
0.095649999857
Long
DBT
CORP
NL
Y
2
2028-04-28
Fixed
2.62500000
N
N
N
N
N
N
AEP Texas, Inc.
5493001L78U618KXNZ75
AEP Texas, Inc., Series H
00108WAK6
145000.00000000
PA
USD
113100.60000000
0.060946886613
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
VTR Comunicaciones SpA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
N/A
200000.00000000
PA
USD
144276.76000000
0.077746884920
Long
DBT
CORP
CL
Y
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
85000.00000000
PA
USD
67787.50000000
0.036528869663
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-WPT, Class FFX
46645WBJ1
113000.00000000
PA
USD
109038.95000000
0.058758172123
Long
ABS-MBS
CORP
US
Y
2
2033-07-05
Variable
5.54220000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3140LD3Y3
5900000.00000000
PA
USD
5007896.22000000
2.698621254801
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
2.08000000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAK4
30000.00000000
PA
USD
24675.90000000
0.013297182149
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FMWP7
1381392.88000000
PA
USD
1306230.77000000
0.703892805429
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418D4A7
1464592.30000000
PA
USD
1411199.75000000
0.760457779638
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
3.50000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AJ9
90000.00000000
PA
USD
75142.20000000
0.040492120671
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.00000040
N
N
N
N
N
N
Triton Container International Ltd.
N/A
Triton Container International Ltd.
89681LAA0
180000.00000000
PA
USD
146526.10000000
0.078958994051
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI LLC
36166TAB6
50000.00000000
PA
USD
43322.43000000
0.023345298159
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
30000.00000000
PA
USD
24514.35000000
0.013210127177
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2006-20, Class 1A36
12544ABM6
1175640.36350000
PA
USD
690660.38000000
0.372178395765
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
5.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2019-OC11, Class D
05606FAL7
100000.00000000
PA
USD
86993.10000000
0.046878253535
Long
ABS-MBS
CORP
US
Y
2
2041-12-09
Variable
4.07545560
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CER8
1750000.00000000
PA
USD
1734208.98000000
0.934518809516
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEH0
2650000.00000000
PA
USD
2621222.64000000
1.412506733190
Long
DBT
UST
US
N
2
2025-04-15
Fixed
2.62500000
N
N
N
N
N
N
Credit-Based Asset Servicing and Securitization LLC
N/A
Credit-Based Asset Servicing and Securitization LLC, Series 2006-CB4, Class AV3
12498QAC0
2407009.71000000
PA
USD
1678637.02000000
0.904572567453
Long
ABS-O
CORP
US
N
2
2036-05-25
Floating
1.92357000
N
N
N
N
N
N
Lions Gate Capital Holdings LLC
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAE1
50000.00000000
PA
USD
39000.00000000
0.021016056306
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital Aircraft, Series 2021-1A, Class B
09229CAB5
703936.61000000
PA
USD
567062.12000000
0.305574601109
Long
ABS-O
CORP
US
Y
2
2046-07-15
Fixed
3.44600000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Republic of Chile
168863DN5
200000.00000000
PA
USD
169792.44000000
0.091496602037
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class XA
12595JAN4
6272743.65860000
PA
USD
183121.46000000
0.098679254213
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
0.83391120
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEW7
2150000.00000000
PA
USD
2170996.08000000
1.169891688685
Long
DBT
UST
US
N
2
2027-06-30
Fixed
3.25000000
N
N
N
N
N
N
Parkland Corp.
549300XHQS1JYWBNK868
Parkland Corp.
70137WAG3
55000.00000000
PA
USD
44585.27000000
0.024025808840
Long
DBT
CORP
CA
Y
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class XA
94989JBC9
8408665.49070000
PA
USD
112299.41000000
0.060515146763
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
0.72230760
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2006-QS17, Class A7
74922SAG3
1037672.78000000
PA
USD
904072.51000000
0.487180481421
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.00000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJY9
60000.00000000
PA
USD
51810.47000000
0.027919275763
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161NBF7
20000.00000000
PA
USD
17241.47000000
0.009290966777
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
4.10000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2006-OA7, Class 1A2
02146BAB2
1658789.28450000
PA
USD
1466466.43000000
0.790239514478
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
1.41590160
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HR7
200000.00000000
PA
USD
156658.99000000
0.084419337302
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.35000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition Trust
N/A
JP Morgan Mortgage Acquisition Trust, Series 2006-RM1, Class A5
46629NAF0
1660117.12000000
PA
USD
819569.28000000
0.441643952196
Long
ABS-O
CORP
US
N
2
2036-08-25
Floating
2.10357000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-1A, Class D
30166RAF4
250000.00000000
PA
USD
235463.20000000
0.126884817162
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.08000000
N
N
N
N
N
N
McGraw-Hill Education, Inc.
N/A
McGraw-Hill Education, Inc.
57767XAA8
50000.00000000
PA
USD
42813.98000000
0.023071308061
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAQ2
85000.00000000
PA
USD
75969.60000000
0.040937984389
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
Boyne USA, Inc.
N/A
Boyne USA, Inc.
103557AC8
125000.00000000
PA
USD
108242.50000000
0.058328986532
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp.
65249BAB5
30000.00000000
PA
USD
26565.00000000
0.014315167584
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
5.12500000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCD3
50000.00000000
PA
USD
42762.50000000
0.023043566866
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
NetApp, Inc.
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110DAL8
140000.00000000
PA
USD
130588.02000000
0.070370389263
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.87500000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-VOLT, Class E
05609VAN5
134000.00000000
PA
USD
124826.84000000
0.067265843538
Long
ABS-MBS
CORP
US
Y
2
2036-09-15
Floating
3.32400960
N
N
N
N
N
N
MEG Energy Corp.
5493002WXPTG5ZC1T326
MEG Energy Corp.
552704AE8
60000.00000000
PA
USD
60424.80000000
0.032561307669
Long
DBT
CORP
CA
Y
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DP2
155000.00000000
PA
USD
111905.27000000
0.060302755264
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Soho Trust
N/A
Soho Trust, Series 2021-SOHO, Class B
83410JAE8
202000.00000000
PA
USD
165552.39000000
0.089211752562
Long
ABS-MBS
CORP
US
Y
2
2038-08-10
Variable
2.78647560
N
N
N
N
N
N
Sofi Professional Loan Program Trust
N/A
Sofi Professional Loan Program Trust, Series 2018-B, Class BFX
83404RAC2
500000.00000000
PA
USD
483420.95000000
0.260502612948
Long
ABS-O
CORP
US
Y
2
2047-08-25
Fixed
3.83000000
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco LP
86765LAQ0
35000.00000000
PA
USD
33368.30000000
0.017981283888
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AV1
55000.00000000
PA
USD
54088.10000000
0.029146629618
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
Franklin Park Place CLO I LLC
N/A
Franklin Park Place CLO I LLC, Series 2022-1A, Class A
35455DAA5
500000.00000000
PA
USD
477001.10000000
0.257043127587
Long
ABS-CBDO
CORP
KY
Y
2
2035-04-14
Floating
2.16987120
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AR0
75000.00000000
PA
USD
66489.00000000
0.035829142763
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BF3
90000.00000000
PA
USD
85679.67000000
0.046170481257
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust, Series 2021-1, Class F
437300AL0
638627.30000000
PA
USD
530355.39000000
0.285794326634
Long
ABS-O
CORP
US
Y
2
2041-09-17
Fixed
3.32500000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2006-HE3, Class A4
590212AD8
2175631.68000000
PA
USD
706514.63000000
0.380721826808
Long
ABS-O
CORP
US
N
2
2037-06-25
Floating
2.12357160
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAH5
205000.00000000
PA
USD
158774.02000000
0.085559070367
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEP2
1500000.00000000
PA
USD
1483125.00000000
0.799216372045
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
FS Rialto Issuer LLC
N/A
FS Rialto Issuer LLC, Series 2022-FL4, Class AS
30326MAC9
200000.00000000
PA
USD
194687.90000000
0.104912099195
Long
ABS-CBDO
CORP
US
Y
2
2039-01-19
Floating
3.19223880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XBAD2
2739591.90000000
PA
USD
2390216.59000000
1.288023754883
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Toorak Mortgage Corp. Ltd.
N/A
Toorak Mortgage Corp. Ltd., Series 2020-1, Class A2
89052WAB5
1100000.00000000
PA
USD
1068793.88000000
0.575944419545
Long
ABS-MBS
CORP
US
Y
2
2023-03-25
Variable
3.22819920
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2016-GS4, Class XA
36251XAT4
5497978.83680000
PA
USD
111878.92000000
0.060288555954
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
0.69360480
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2020-GT1, Class A
30259RAE5
1000000.00000000
PA
USD
926426.40000000
0.499226394521
Long
ABS-O
CORP
US
Y
2
2026-01-25
Variable
4.44999960
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd.
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAD2
192172.00000000
PA
USD
163274.78000000
0.087984409485
Long
DBT
CORP
JE
Y
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
Dollar Tree, Inc.
549300PMSTQITB1WHR43
Dollar Tree, Inc.
256746AG3
150000.00000000
PA
USD
149049.95000000
0.080319029274
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
BBCMS Mortgage Trust
N/A
BBCMS Mortgage Trust, Series 2021-C12, Class XA
05552XBJ6
2724130.90000000
PA
USD
167836.16000000
0.090442415098
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
1.07554680
N
N
N
N
N
N
Vornado Realty LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
60000.00000000
PA
USD
53452.53000000
0.028804137954
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2021-61, Class KZ
3136BGVC2
3056721.03000000
PA
USD
2102782.28000000
1.133133097360
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Fixed
2.50000000
N
N
N
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
25714PEN4
150000.00000000
PA
USD
124771.34000000
0.067235936074
Long
DBT
NUSS
DO
Y
2
2033-02-22
Fixed
6.00000000
N
N
N
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2017-CALI, Class F
12652FAQ5
250000.00000000
PA
USD
225958.95000000
0.121763231184
Long
ABS-MBS
CORP
US
Y
2
2032-11-10
Variable
3.90409920
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEU1
1100000.00000000
PA
USD
1095617.18000000
0.590398778086
Long
DBT
UST
US
N
2
2025-06-15
Fixed
2.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEM9
2000000.00000000
PA
USD
1976562.50000000
1.065116635732
Long
DBT
UST
US
N
2
2029-04-30
Fixed
2.87500000
N
N
N
N
N
N
WASH Multifamily Acquisition, Inc.
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition, Inc.
93710WAA3
55000.00000000
PA
USD
51837.50000000
0.027933841507
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
410000.00000000
PA
USD
315257.64000000
0.169883905470
Long
DBT
CORP
US
N
2
2036-09-16
Variable
2.48400000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599ED3
35000.00000000
PA
USD
36050.00000000
0.019426380252
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust, Series 2019-WOLF, Class E
39152TAN0
100000.00000000
PA
USD
92959.67000000
0.050093478435
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Floating
4.05600120
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAG6
160000.00000000
PA
USD
151553.02000000
0.081667866711
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.95000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2021-6, Class B1
92538MAE9
600000.00000000
PA
USD
454174.86000000
0.244742677713
Long
ABS-MBS
CORP
US
Y
2
2066-10-25
Variable
4.04700120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X8MP9
3104270.20000000
PA
USD
2801537.05000000
1.509673343279
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBH4
125000.00000000
PA
USD
123071.86000000
0.066320131782
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.99200000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class C
12595JAW4
405000.00000000
PA
USD
350962.23000000
0.189124153517
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
4.24189440
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBC8
80000.00000000
PA
USD
74004.00000000
0.039878775151
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
NESCO Holdings II, Inc.
254900FAHT0HW9T6L409
NESCO Holdings II, Inc.
64083YAA9
15000.00000000
PA
USD
12562.50000000
0.006769595060
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CN4
45000.00000000
PA
USD
39613.50000000
0.021346655038
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
Mattamy Group Corp.
5493008TNY7A82WCXU31
Mattamy Group Corp.
57701RAM4
60000.00000000
PA
USD
43848.84000000
0.023628966421
Long
DBT
CORP
CA
Y
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
ASP Unifrax Holdings, Inc.
549300RRU6BWJLD0YT71
ASP Unifrax Holdings, Inc.
90473LAA0
70000.00000000
PA
USD
55852.65000000
0.030097498391
Long
DBT
CORP
US
Y
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EJ2
170000.00000000
PA
USD
147211.12000000
0.079328132996
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2017-PANW, Class D
12595HAG3
152000.00000000
PA
USD
144125.66000000
0.077665461174
Long
ABS-MBS
CORP
US
Y
2
2029-10-10
Variable
4.34284200
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2020-77, Class S
3136BCVA5
6187838.63000000
PA
USD
531919.60000000
0.286637237543
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Floating
3.22434000
N
N
N
N
N
N
Smithfield Foods, Inc.
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
30000.00000000
PA
USD
24869.91000000
0.013401728946
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CS9
145000.00000000
PA
USD
137371.20000000
0.074025663438
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.21500000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700BC9
40000.00000000
PA
USD
33830.00000000
0.018230081662
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco LP
86765LAT4
20000.00000000
PA
USD
16485.68000000
0.008883691772
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
Banco Davivienda SA
549300P161V4IPKAQS70
Banco Davivienda SA
059501AD8
200000.00000000
PA
USD
159858.41000000
0.086143419119
Long
DBT
CORP
CO
Y
2
2031-04-22
Variable
6.64999920
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAZ1
220000.00000000
PA
USD
179457.99000000
0.096705108269
Long
DBT
CORP
AU
Y
2
2033-01-14
Variable
2.87100000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MV
35563PMN6
1925324.40000000
PA
USD
1821832.63000000
0.981736849572
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2020-151, Class MI
38382J3Q7
3466377.18000000
PA
USD
446203.51000000
0.240447130522
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.50000000
N
N
N
N
N
N
Med Trust
N/A
Med Trust, Series 2021-MDLN, Class G
58403YBA3
201000.00000000
PA
USD
180962.59000000
0.097515896944
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Floating
6.57500040
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96949LAD7
85000.00000000
PA
USD
81166.49000000
0.043738449334
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
N
N
N
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAE1
90000.00000000
PA
USD
75873.71000000
0.040886311834
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2017-ASHF, Class D
61691KAL5
111000.00000000
PA
USD
105479.69000000
0.056840182160
Long
ABS-MBS
CORP
US
Y
2
2034-11-15
Floating
3.52400040
N
N
N
N
N
N
Banco de Credito del Peru SA
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru SA
05971U2C0
100000.00000000
PA
USD
91379.50000000
0.049241967109
Long
DBT
CORP
PE
Y
2
2030-07-01
Variable
3.12500160
N
N
N
N
N
N
CAP SA
54930079GPG23NTBB003
CAP SA
N/A
200000.00000000
PA
USD
156750.00000000
0.084468380155
Long
DBT
CORP
CL
Y
2
2031-04-27
Fixed
3.90000000
N
N
N
N
N
N
Kronos Acquisition Holdings, Inc.
N/A
Kronos Acquisition Holdings, Inc.
50106GAE2
60000.00000000
PA
USD
51300.60000000
0.027644520465
Long
DBT
CORP
US
Y
2
2026-12-31
Fixed
5.00000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AV1
260000.00000000
PA
USD
195493.85000000
0.105346404082
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
1.87500000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
70000.00000000
PA
USD
67462.50000000
0.036353735861
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2014-11, Class KZ
3136AJHE9
2339577.84000000
PA
USD
2174376.74000000
1.171713435888
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
2.50000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAM3
125000.00000000
PA
USD
108064.52000000
0.058233077873
Long
DBT
CORP
KY
Y
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2022-49
38381EQ92
6752636.48000000
PA
USD
455015.60000000
0.245195729999
Long
ABS-MBS
USGA
US
N
2
2064-03-16
Variable
0.76093920
N
N
N
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216BL4
70000.00000000
PA
USD
61817.78000000
0.033311947313
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.92000000
N
N
N
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BR7
25000.00000000
PA
USD
17877.09000000
0.009633485385
Long
DBT
CORP
US
N
2
2051-12-14
Fixed
3.15000000
N
N
N
N
N
N
Hunt Oil Co. of Peru LLC Sucursal Del Peru
549300SVO0550J3IKN50
Hunt Oil Co. of Peru LLC Sucursal Del Peru
N/A
183200.00000000
PA
USD
167628.00000000
0.090330243245
Long
DBT
CORP
PE
Y
2
2028-06-01
Fixed
6.37500000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AK3
35000.00000000
PA
USD
18627.00000000
0.010037591815
Long
DBT
CORP
CA
Y
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Scientific Games Holdings LP
N/A
Scientific Games Holdings LP
80874DAA4
85000.00000000
PA
USD
72250.00000000
0.038933591491
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
6.62500000
N
N
N
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2021-ST4, Class A
91534HAA4
221278.65000000
PA
USD
208548.16000000
0.112381022389
Long
ABS-O
CORP
US
Y
2
2027-07-20
Fixed
2.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2016-GC36, Class D
17324TAN9
139000.00000000
PA
USD
90560.20000000
0.048800468265
Long
ABS-MBS
CORP
US
Y
2
2049-02-10
Fixed
2.85000000
N
N
N
N
N
N
Select Medical Corp.
549300X05KS0JKR8CB50
Select Medical Corp.
816196AT6
125000.00000000
PA
USD
116682.50000000
0.062877076666
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
Athene Holding Ltd.
549300H316CT32FQXI76
Athene Holding Ltd.
04686JAD3
190000.00000000
PA
USD
141348.17000000
0.076168746142
Long
DBT
CORP
BM
N
2
2051-05-25
Fixed
3.95000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBJ8
65000.00000000
PA
USD
41925.00000000
0.022592260529
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBG3
85000.00000000
PA
USD
84681.67000000
0.045632685765
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AT4
115000.00000000
PA
USD
102753.15000000
0.055370922720
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JG3
105000.00000000
PA
USD
80317.85000000
0.043281139949
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
45000.00000000
PA
USD
39097.17000000
0.021068418619
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
Capital Four US CLO I Ltd.
549300NMXY8VXHO96C52
Capital Four US CLO I Ltd., Series 2021-1A, Class A
14016TAA7
500000.00000000
PA
USD
477699.00000000
0.257419207220
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-18
Floating
1.45310040
N
N
N
N
N
N
ACRE Commercial Mortgage Ltd.
N/A
ACRE Commercial Mortgage Ltd., Series 2021-FL4, Class A
00489TAA4
127599.37000000
PA
USD
125035.73000000
0.067378408769
Long
ABS-MBS
CORP
KY
Y
2
2037-12-18
Floating
2.44229040
N
N
N
N
N
N
EverArc Escrow Sarl
N/A
EverArc Escrow Sarl
29977LAA9
95000.00000000
PA
USD
79962.93000000
0.043089883059
Long
DBT
CORP
LU
Y
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
Symphony CLO XV Ltd.
549300JNP1PJXORD0Y06
Symphony CLO XV Ltd., Series 2014-15A, Class AR3
87154EBE9
500000.00000000
PA
USD
486870.00000000
0.262361213692
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-17
Floating
2.12429160
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LP4
355000.00000000
PA
USD
335140.56000000
0.180598278963
Long
DBT
CORP
US
N
2
2028-07-24
Variable
3.66800040
N
N
N
N
N
N
Global Aircraft Leasing Co. Ltd.
N/A
Global Aircraft Leasing Co. Ltd.
37960JAA6
59059.00000000
PA
USD
44737.19000000
0.024107674462
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust, Series 2020-COR7, Class B
46652JBB7
158000.00000000
PA
USD
139464.47000000
0.075153670622
Long
ABS-MBS
CORP
US
N
2
2053-05-13
Variable
3.29370120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132XTTT5
668722.89000000
PA
USD
654832.53000000
0.352871726202
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
Antero Midstream Partners LP
N/A
Antero Midstream Partners LP
03690AAD8
24000.00000000
PA
USD
22320.00000000
0.012027650686
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Legacy LifePoint Health LLC
N/A
Legacy LifePoint Health LLC
53219LAS8
40000.00000000
PA
USD
34272.79000000
0.018468689344
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.37500000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
40000.00000000
PA
USD
33930.80000000
0.018284400085
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust, Series 2017-C3, Class B
90276GAX0
194000.00000000
PA
USD
180088.03000000
0.097044619964
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
4.09200120
N
N
N
N
N
N
Victoria's Secret & Co.
5493006T3O70U3UWVF17
Victoria's Secret & Co.
926400AA0
55000.00000000
PA
USD
41443.05000000
0.022332550572
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
4.62500000
N
N
N
N
N
N
BXMT Ltd.
N/A
BXMT Ltd., Series 2021-FL4, Class A
05609GAA6
125000.00000000
PA
USD
122911.03000000
0.066233464799
Long
ABS-MBS
CORP
KY
Y
2
2038-05-15
Floating
2.37399840
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class XA
17322AAJ1
3380488.34000000
PA
USD
46479.69000000
0.025046661080
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Variable
1.28317320
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAP0
210000.00000000
PA
USD
191385.18000000
0.103132351772
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Series HH
571903BG7
195000.00000000
PA
USD
161709.76000000
0.087141062089
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Federative Republic of Brazil
105756BY5
200000.00000000
PA
USD
153858.90000000
0.082910443735
Long
DBT
NUSS
BR
N
2
2047-02-21
Fixed
5.62500000
N
N
N
N
N
N
Advanced Drainage Systems, Inc.
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790RAB0
25000.00000000
PA
USD
24414.25000000
0.013156185966
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
6.37500000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TBC8
45000.00000000
PA
USD
37125.00000000
0.020005668984
Long
DBT
CORP
LU
Y
2
2030-03-15
Fixed
6.50000000
N
N
N
N
N
N
IndyMac IMSC Mortgage Loan Trust
N/A
IndyMac IMSC Mortgage Loan Trust, Series 2007-HOA1, Class A11
45670LAA5
741137.85170000
PA
USD
535684.43000000
0.288666003678
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
1.98357120
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust, Series 2020-COR7, Class XA
46652JAY8
1354433.13000000
PA
USD
115048.67000000
0.061996649403
Long
ABS-MBS
CORP
US
N
2
2053-05-13
Variable
1.77705000
N
N
N
N
N
N
Primo Water Holdings, Inc.
9845008F9A5F2E1D4832
Primo Water Holdings, Inc.
74168LAA4
45000.00000000
PA
USD
36752.85000000
0.019805127308
Long
DBT
CORP
US
Y
2
2029-04-30
Fixed
4.37500000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBH6
40000.00000000
PA
USD
33225.60000000
0.017904386677
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2006-13T1, Class A1
12668BZB2
1920083.69000000
PA
USD
1048696.14000000
0.565114285302
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CF66
1153386.13000000
PA
USD
1046362.35000000
0.563856668326
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
2.50000000
N
N
N
N
N
N
Minejesa Capital BV
549300KS7ERCP10BKC35
Minejesa Capital BV
N/A
200000.00000000
PA
USD
161806.00000000
0.087192923249
Long
DBT
CORP
NL
Y
2
2037-08-10
Fixed
5.62500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2022-4, Class A2
92538NAB3
955170.27000000
PA
USD
927639.59000000
0.499880150146
Long
ABS-MBS
CORP
US
Y
2
2067-04-25
Variable
4.74000120
N
N
N
N
N
N
SWF Escrow Issuer Corp.
N/A
SWF Escrow Issuer Corp.
78500AAA6
45000.00000000
PA
USD
30262.50000000
0.016307651384
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
Weatherford International Ltd.
549300A2JKMG5PGOGF82
Weatherford International Ltd.
947075AT4
45000.00000000
PA
USD
40387.50000000
0.021763742925
Long
DBT
CORP
BM
Y
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAA8
45000.00000000
PA
USD
34987.50000000
0.018853827436
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
Ocean Trails CLO X
635400RMMLHBGDGXBC03
Ocean Trails CLO X, Series 2020-10A, Class AR
67516CAN9
500000.00000000
PA
USD
480708.00000000
0.259040676796
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-15
Floating
2.26428840
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300C2HE5FJAWYZL57
CSAIL Commercial Mortgage Trust, Series 2016-C6, Class XA
12636MAG3
623008.57610000
PA
USD
34464.27000000
0.018571872791
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
2.02860720
N
N
N
N
N
N
WR Grace Holdings LLC
N/A
WR Grace Holdings LLC
92943GAA9
85000.00000000
PA
USD
62581.25000000
0.033723360865
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAR8
50000.00000000
PA
USD
44625.00000000
0.024047218273
Long
DBT
CORP
US
Y
2
2032-06-15
Fixed
6.37500000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCQ4
45000.00000000
PA
USD
36846.00000000
0.019855323350
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
75000.00000000
PA
USD
67525.49000000
0.036387679486
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
Republic of Philippines
718286CK1
200000.00000000
PA
USD
160183.79000000
0.086318757693
Long
DBT
NUSS
PH
N
2
2031-06-10
Fixed
1.64800000
N
N
N
N
N
N
Massachusetts Mutual Life Insurance Co.
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co.
575767AQ1
140000.00000000
PA
USD
108258.87000000
0.058337807887
Long
DBT
CORP
US
Y
2
2050-04-15
Fixed
3.37500000
N
N
N
N
N
N
Asset-Backed Securities Corp. Home Equity Loan Trust AMQ
N/A
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2007-HE2, Class A4
04544TAD3
1491335.68000000
PA
USD
1011080.11000000
0.544844013391
Long
ABS-O
CORP
US
N
2
2037-05-25
Floating
1.85357160
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAE0
40000.00000000
PA
USD
38751.20000000
0.020881984644
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust, Series 2019-WOLF, Class F
39152TAQ3
100000.00000000
PA
USD
91461.04000000
0.049285906833
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Floating
4.45500000
N
N
N
N
N
N
CD Mortgage Trust
N/A
CD Mortgage Trust, Series 2017-CD6, Class C
125039AK3
202000.00000000
PA
USD
184111.41000000
0.099212711775
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Variable
4.40613720
N
N
N
N
N
N
Trimaran Cavu Ltd.
N/A
Trimaran Cavu Ltd., Series 2021-3A, Class A
89624GAA1
500000.00000000
PA
USD
479228.00000000
0.258243144402
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-18
Floating
2.25429120
N
N
N
N
N
N
VOLT XCVI LLC
N/A
VOLT XCVI LLC, Series 2021-NPL5, Class A1
92873FAA5
406460.60000000
PA
USD
387932.91000000
0.209046663583
Long
ABS-O
CORP
US
Y
2
2051-03-27
Variable
2.11569840
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
69346VAA7
55000.00000000
PA
USD
50915.98000000
0.027437259040
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCP6
40000.00000000
PA
USD
30900.00000000
0.016651183073
Long
DBT
CORP
US
Y
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Federative Republic of Brazil
105756CE8
200000.00000000
PA
USD
163011.14000000
0.087842340944
Long
DBT
NUSS
BR
N
2
2031-09-12
Fixed
3.75000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AB3
45000.00000000
PA
USD
41456.25000000
0.022339663699
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.60000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust, Series 2016-C35, Class B
95000FAY2
200000.00000000
PA
USD
183677.80000000
0.098979050950
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Fixed
3.43800000
N
N
N
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AX0
70000.00000000
PA
USD
68425.00000000
0.036872401353
Long
DBT
CORP
US
Y
2
2030-06-30
Fixed
7.37500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2020-L4, Class B
61770KBB0
114000.00000000
PA
USD
99520.94000000
0.053629171249
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
3.08200000
N
N
N
N
N
N
WRKCo, Inc.
549300JEB576INN13W07
WRKCo, Inc.
96145DAF2
175000.00000000
PA
USD
173435.58000000
0.093459792688
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.75000000
N
N
N
N
N
N
Guardian Life Global Funding
635400NHILJ5JEKILC36
Guardian Life Global Funding
40139LBD4
190000.00000000
PA
USD
171338.48000000
0.092329721619
Long
DBT
CORP
US
Y
2
2026-05-13
Fixed
1.25000000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Republic of Chile
168863DS4
200000.00000000
PA
USD
152170.07000000
0.082000378443
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
N
Realogy Group LLC
N/A
Realogy Group LLC
75606DAQ4
90000.00000000
PA
USD
66600.00000000
0.035888957692
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2019-L3, Class XA
61691UBF5
3030205.87000000
PA
USD
112501.85000000
0.060624236261
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
0.76088160
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368DH72
195000.00000000
PA
USD
159567.19000000
0.085986488454
Long
DBT
CORP
CA
N
2
2037-01-10
Variable
3.08800080
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust, Series 2016-C4, Class XA
12531YAQ1
1954234.55000000
PA
USD
91811.70000000
0.049474868123
Long
ABS-MBS
CORP
US
N
2
2058-05-10
Variable
1.78556040
N
N
N
N
N
N
AmWINS Group, Inc.
549300SJE7MUB8NMRG61
AmWINS Group, Inc.
031921AB5
95000.00000000
PA
USD
77797.66000000
0.041923077002
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
Adani International Container Terminal Pvt Ltd.
335800J4SLERP6S94P28
Adani International Container Terminal Pvt Ltd.
N/A
192000.00000000
PA
USD
162916.02000000
0.087791083322
Long
DBT
CORP
IN
Y
2
2031-02-16
Fixed
3.00000000
N
N
N
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167DG9
65000.00000000
PA
USD
61295.00000000
0.033030235161
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXD1
344000.00000000
PA
USD
335744.88000000
0.180923930839
Long
DBT
CORP
US
N
2
2026-05-15
Floating
2.58129000
N
N
N
N
N
N
CLNC Ltd.
N/A
CLNC Ltd., Series 2019-FL1, Class A
12565DAA1
124745.81000000
PA
USD
122125.79000000
0.065810319977
Long
ABS-CBDO
CORP
KY
Y
2
2035-08-20
Floating
2.87362080
N
N
N
N
N
N
Cathedral Lake VIII Ltd.
N/A
Cathedral Lake VIII Ltd., Series 2021-8A, Class A1
14919GAA3
500000.00000000
PA
USD
481423.00000000
0.259425971161
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-20
Floating
2.28270960
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BD9
115000.00000000
PA
USD
101725.35000000
0.054817068805
Long
DBT
CORP
US
Y
2
2026-04-27
Fixed
1.62500000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2021-NQ1R, Class M1
64828BAD3
550000.00000000
PA
USD
490968.06000000
0.264569548556
Long
ABS-MBS
CORP
US
Y
2
2055-07-25
Variable
2.27324880
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust, Series 2012-SHOW, Class XB
05538UAN3
4823000.00000000
PA
USD
20059.34000000
0.010809441510
Long
ABS-MBS
CORP
US
Y
2
2036-11-05
Variable
0.27799920
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEQ0
1750000.00000000
PA
USD
1736601.56000000
0.935808106849
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.75000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBH2
60000.00000000
PA
USD
49705.20000000
0.026784802100
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Sprite Ltd.
N/A
Sprite Ltd., Series 2021-1, Class A
85208UAA2
473485.00000000
PA
USD
428265.90000000
0.230781032528
Long
ABS-O
CORP
KY
Y
2
2046-11-15
Fixed
3.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class C
95001GAM5
161000.00000000
PA
USD
146488.60000000
0.078938786304
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
4.29699960
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBE2
170000.00000000
PA
USD
167964.74000000
0.090511703419
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.75000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust, Series 2021-1, Class D
437300AG1
1086754.94000000
PA
USD
936381.75000000
0.504591066217
Long
ABS-O
CORP
US
Y
2
2041-09-17
Fixed
2.47700000
N
N
N
N
N
N
Transocean, Inc.
DOL4HJ22ADYSIWES4H94
Transocean, Inc.
893830BQ1
18000.00000000
PA
USD
16895.34000000
0.009104446583
Long
DBT
CORP
KY
Y
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BL0
45000.00000000
PA
USD
38177.10000000
0.020572617518
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700BB1
45000.00000000
PA
USD
37881.90000000
0.020413542138
Long
DBT
CORP
US
Y
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JS7
90000.00000000
PA
USD
88618.41000000
0.047754089599
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
1.36700000
N
N
N
N
N
N
Directv Financing LLC
N/A
Directv Financing LLC
25461LAA0
40000.00000000
PA
USD
34122.80000000
0.018387863747
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BR1
70000.00000000
PA
USD
56262.50000000
0.030318355588
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
LLPL Capital Pte. Ltd.
254900VXZ8FXTUQNON22
LLPL Capital Pte. Ltd.
N/A
174340.00000000
PA
USD
162150.15000000
0.087378376475
Long
DBT
CORP
SG
Y
2
2039-02-04
Fixed
6.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2013-20, Class MA
3136ACWC1
1710167.79000000
PA
USD
1646186.82000000
0.887086023085
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Fixed
2.50000000
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
94973VBA4
175000.00000000
PA
USD
175239.00000000
0.094431607464
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XGT66
2854287.96000000
PA
USD
2770767.50000000
1.493092456219
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
3.50000000
N
N
N
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735BF6
135000.00000000
PA
USD
128438.62000000
0.069212135124
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.87500000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABR5
275000.00000000
PA
USD
247470.63000000
0.133355299854
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
Hess Midstream Operations LP
N/A
Hess Midstream Operations LP
428104AA1
60000.00000000
PA
USD
53850.00000000
0.029018323900
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
5.12500000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAK6
40000.00000000
PA
USD
32900.00000000
0.017728929550
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AQ7
50000.00000000
PA
USD
42188.50000000
0.022734253628
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
Clarivate Science Holdings Corp.
N/A
Clarivate Science Holdings Corp.
18064PAD1
50000.00000000
PA
USD
41050.00000000
0.022120746445
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
4.87500000
N
N
N
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74739DAA2
50000.00000000
PA
USD
46706.00000000
0.025168613483
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
105000.00000000
PA
USD
105254.07000000
0.056718601580
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3140HX7C8
2100000.00000000
PA
USD
1902134.37000000
1.025009308274
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.08000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAS4
275000.00000000
PA
USD
257551.81000000
0.138787777970
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AP2
35000.00000000
PA
USD
29750.00000000
0.016031478849
Long
DBT
CORP
CA
Y
2
2027-02-01
Fixed
6.12500000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DF9
30000.00000000
PA
USD
30750.00000000
0.016570352087
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
Marble Point CLO XIV Ltd.
254900N4UCG37B1HFL93
Marble Point CLO XIV Ltd., Series 2018-2A, Class A1R
56608KAN3
500000.00000000
PA
USD
487477.50000000
0.262688579184
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-20
Floating
2.34271080
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDJ6
75000.00000000
PA
USD
64183.50000000
0.034586770511
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AM0
175000.00000000
PA
USD
167834.08000000
0.090441294242
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
4.10000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325DT9
250000.00000000
PA
USD
149735.59000000
0.080688502321
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.12500000
N
N
N
N
N
N
HPLY Trust
N/A
HPLY Trust, Series 2019-HIT, Class F
40443RAQ4
89228.78000000
PA
USD
82092.33000000
0.044237359733
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Floating
4.47400080
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2019-OC11, Class E
05606FAN3
211000.00000000
PA
USD
169507.69000000
0.091343157883
Long
ABS-MBS
CORP
US
Y
2
2041-12-09
Variable
4.07545560
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust, Series 2012-SHOW, Class XA
05538UAL7
8760000.00000000
PA
USD
116218.92000000
0.062627265810
Long
ABS-MBS
CORP
US
Y
2
2036-11-05
Variable
0.73000080
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
35000.00000000
PA
USD
29010.45000000
0.015632955145
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-52
38380RJ84
4876059.46020000
PA
USD
317051.14000000
0.170850374623
Long
ABS-MBS
USGA
US
N
2
2063-04-16
Variable
0.71748000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ2H2
507615.54000000
PA
USD
507511.97000000
0.273484618918
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Blackstone Holdings Finance Co. LLC
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co. LLC
09261BAD2
245000.00000000
PA
USD
194667.99000000
0.104901370229
Long
DBT
CORP
US
Y
2
2032-01-30
Fixed
2.00000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBV9
145000.00000000
PA
USD
148091.48000000
0.079802535441
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
Scripps Escrow, Inc.
N/A
Scripps Escrow, Inc.
81104PAA7
60000.00000000
PA
USD
52527.90000000
0.028305879591
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAC3
60000.00000000
PA
USD
47623.20000000
0.025662868017
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-SOAR, Class A
05608WAA2
198496.35000000
PA
USD
190520.09000000
0.102666177922
Long
ABS-MBS
CORP
US
Y
2
2038-06-15
Floating
1.99500120
N
N
N
N
N
N
Vivint Solar Financing VII LLC
N/A
Vivint Solar Financing VII LLC, Series 2020-1A, Class A
92855HAA3
421567.01000000
PA
USD
355303.72000000
0.191463666294
Long
ABS-O
CORP
US
Y
2
2051-07-31
Fixed
2.21000000
N
N
N
N
N
N
ModivCare Escrow Issuer, Inc.
N/A
ModivCare Escrow Issuer, Inc.
60783XAA2
70000.00000000
PA
USD
56541.88000000
0.030468905993
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABT1
20000.00000000
PA
USD
16604.60000000
0.008947774578
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.87500000
N
N
N
N
N
N
SunCoke Energy, Inc.
1KF1J2NXQE2PI0QOB943
SunCoke Energy, Inc.
86722AAD5
55000.00000000
PA
USD
43950.13000000
0.023683548891
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBS8
205000.00000000
PA
USD
147672.55000000
0.079576785275
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
3.00100000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2A0
175000.00000000
PA
USD
166024.11000000
0.089465949846
Long
DBT
CORP
US
N
2
2028-05-22
Variable
3.58400160
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BY4
80000.00000000
PA
USD
70009.16000000
0.037726062783
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.12500000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCH6
100000.00000000
PA
USD
92778.00000000
0.049995581333
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
CNX Resources Corp.
549300JK3KH8PWM3B226
CNX Resources Corp.
12653CAJ7
50000.00000000
PA
USD
46710.00000000
0.025170768976
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Option Care Health, Inc.
549300DI3Q5ACSYJRI17
Option Care Health, Inc.
68404LAA0
70000.00000000
PA
USD
60025.00000000
0.032345866148
Long
DBT
CORP
US
Y
2
2029-10-31
Fixed
4.37500000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAW9
105000.00000000
PA
USD
80044.94000000
0.043134076053
Long
DBT
CORP
FR
N
2
2060-06-29
Fixed
3.38600000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BX1
260000.00000000
PA
USD
196723.30000000
0.106008921785
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACD5
10000.00000000
PA
USD
8750.00000000
0.004715140838
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CET4
1550000.00000000
PA
USD
1520695.31000000
0.819462006671
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.62500000
N
N
N
N
N
N
Endo Luxembourg Finance Co. I Sarl
N/A
Endo Luxembourg Finance Co. I Sarl
29280BAA3
40000.00000000
PA
USD
30232.80000000
0.016291646848
Long
DBT
CORP
LU
Y
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
Dealer Tire LLC
N/A
Dealer Tire LLC
24229JAA1
35000.00000000
PA
USD
30236.50000000
0.016293640679
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
Aegis Asset-Backed Securities Corp. Mortgage Pass-Through Certificates
N/A
Aegis Asset-Backed Securities Corp. Mortgage Pass-Through Certificates, Series 2003-2, Class M2
00764MAJ6
1130875.91000000
PA
USD
1041156.96000000
0.561051622958
Long
ABS-O
CORP
US
N
2
2033-11-25
Floating
4.17357000
N
N
N
N
N
N
Griffon Corp.
5493000C2SGNC7ZN3242
Griffon Corp.
398433AP7
40000.00000000
PA
USD
36309.60000000
0.019566271745
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
Vontier Corp.
549300VVSQLG4P5K4639
Vontier Corp.
928881AB7
190000.00000000
PA
USD
165769.30000000
0.089328639556
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.80000000
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AT0
175000.00000000
PA
USD
170251.70000000
0.091744084961
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.10000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDU2
212000.00000000
PA
USD
147317.66000000
0.079385544551
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
Clarios Global LP
N/A
Clarios Global LP
69867DAA6
49000.00000000
PA
USD
47162.50000000
0.025414609116
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-B33, Class A2
12658WAC3
157000.00000000
PA
USD
135888.51000000
0.073226681476
Long
ABS-MBS
CORP
US
Y
2
2043-10-10
Fixed
3.16710000
N
N
N
N
N
N
Santander Holdings USA, Inc.
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KBC9
190000.00000000
PA
USD
167692.24000000
0.090364860462
Long
DBT
CORP
US
N
2
2028-01-06
Variable
2.49000120
N
N
N
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094AR5
45000.00000000
PA
USD
44685.77000000
0.024079965600
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.25000000
N
N
N
N
N
N
Legacy LifePoint Health LLC
N/A
Legacy LifePoint Health LLC
53219LAT6
30000.00000000
PA
USD
28998.30000000
0.015626407835
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
6.75000000
N
N
N
N
N
N
Coty, Inc.
549300BO9IWPF3S48F93
Coty, Inc.
222070AE4
40000.00000000
PA
USD
36650.00000000
0.019749704195
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
USA Compression Partners LP
N/A
USA Compression Partners LP
91740PAF5
105000.00000000
PA
USD
93187.50000000
0.050216249924
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
LCM XV LP
549300HV40B88JRNJD93
LCM XV LP, Series 15A, Class DR
50184NAQ5
250000.00000000
PA
USD
219710.50000000
0.118396108696
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-20
Floating
4.76271000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBF1
45000.00000000
PA
USD
33318.45000000
0.017954421057
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Callon Petroleum Co.
549300EFOWPEB0WLZW21
Callon Petroleum Co.
13123XBF8
60000.00000000
PA
USD
55208.40000000
0.029750329307
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
7.50000000
N
N
N
N
N
N
Bridge Street CLO II Ltd.
N/A
Bridge Street CLO II Ltd., Series 2021-1A, Class A1A
10806JAA1
500000.00000000
PA
USD
481632.50000000
0.259538865105
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-20
Floating
2.29271040
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
100000.00000000
PA
USD
61750.00000000
0.033275422485
Long
DBT
NUSS
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDP8
100000.00000000
PA
USD
83052.10000000
0.044754554102
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.40000000
N
N
N
N
N
N
Smithfield Foods, Inc.
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248AZ1
150000.00000000
PA
USD
144386.92000000
0.077806247196
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BX6
85000.00000000
PA
USD
77501.76000000
0.041763624410
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBF4
105000.00000000
PA
USD
91339.78000000
0.049220563064
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TG3
9400000.00000000
PA
USD
8878593.75000000
4.784436568555
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
Michaels Cos., Inc. (The)
549300H9LWMBP7HYLR98
Michaels Cos., Inc. (The)
55916AAA2
45000.00000000
PA
USD
35368.65000000
0.019059218971
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
Suburban Propane Partners LP
N/A
Suburban Propane Partners LP
864486AL9
140000.00000000
PA
USD
119052.50000000
0.064154206242
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-79
38381DBP4
5552324.14940000
PA
USD
420396.44000000
0.226540391131
Long
ABS-MBS
USGA
US
N
2
2063-08-16
Variable
0.90947160
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-VOLT, Class F
05609VAQ8
134000.00000000
PA
USD
124666.61000000
0.067179499879
Long
ABS-MBS
CORP
US
Y
2
2036-09-15
Floating
3.72400920
N
N
N
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331CAH1
25000.00000000
PA
USD
21097.00000000
0.011368608715
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2022-M4, Class A1X
3136BLQ78
1873503.85000000
PA
USD
1796263.03000000
0.967958076409
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
2.54800080
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AU5
65000.00000000
PA
USD
57637.83000000
0.031059484119
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
2.26800000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKC2
310000.00000000
PA
USD
240433.84000000
0.129563362037
Long
DBT
CORP
US
N
2
2036-09-21
Variable
2.48199840
N
N
N
N
N
N
NGL Energy Operating LLC
N/A
NGL Energy Operating LLC
62922LAA6
85000.00000000
PA
USD
76500.00000000
0.041223802755
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2020-C57, Class XA
95002XBH7
1076573.48000000
PA
USD
128134.96000000
0.069048500877
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Variable
2.22152040
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-NPL5, Class A1
74143KAA6
906300.92000000
PA
USD
849803.66000000
0.457936450465
Long
ABS-O
CORP
US
Y
2
2051-10-25
Variable
2.48699880
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-3, Class B
69546RAB2
499972.79000000
PA
USD
465783.35000000
0.250998182315
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
1.74000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL Commercial Mortgage Trust, Series 2019-C18, Class B
12597DAJ4
255000.00000000
PA
USD
227068.12000000
0.122360933214
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
3.59390000
N
N
N
N
N
N
One New York Plaza Trust
N/A
One New York Plaza Trust, Series 2020-1NYP, Class C
68249DAG4
150000.00000000
PA
USD
143323.38000000
0.077233133952
Long
ABS-MBS
CORP
US
Y
2
2036-01-15
Floating
3.52400040
N
N
N
N
N
N
Park Intermediate Holdings LLC
N/A
Park Intermediate Holdings LLC
70052LAC7
50000.00000000
PA
USD
42933.25000000
0.023135579472
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.87500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKS7
35000.00000000
PA
USD
34822.22000000
0.018764762467
Long
DBT
CORP
US
N
2
2025-04-25
Variable
3.84099840
N
N
N
N
N
N
Guacolda Energia SA
5299008J94I4A64AEC04
Guacolda Energia SA
N/A
200000.00000000
PA
USD
69762.65000000
0.037593225141
Long
DBT
CORP
CL
Y
2
2025-04-30
Fixed
4.56000000
N
N
N
N
N
N
ME Funding LLC
N/A
ME Funding LLC, Series 2019-1, Class A2
55282GAA5
731250.00000000
PA
USD
726868.35000000
0.391689901823
Long
ABS-O
CORP
US
Y
2
2049-07-30
Fixed
6.44800000
N
N
N
N
N
N
RP Escrow Issuer LLC
N/A
RP Escrow Issuer LLC
74969PAA6
95000.00000000
PA
USD
82111.21000000
0.044247533660
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
5.25000000
N
N
N
N
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAB2
45000.00000000
PA
USD
40736.59000000
0.021951858184
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.65000000
N
N
N
N
N
N
Cengage Learning, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning, Inc.
15137NAA1
50000.00000000
PA
USD
46250.00000000
0.024922887286
Long
DBT
CORP
US
Y
2
2024-06-15
Fixed
9.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3140HXNK2
2113000.00000000
PA
USD
1947843.82000000
1.049640907631
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.54000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-57, Class IA
38382QAV2
4059403.52000000
PA
USD
548978.71000000
0.295829935397
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.50000000
N
N
N
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BJ5
75000.00000000
PA
USD
55924.20000000
0.030136054771
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.30000000
N
N
N
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874AC8
140000.00000000
PA
USD
125414.81000000
0.067582684837
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.65000000
N
N
N
N
N
N
Pagaya AI Debt Trust
N/A
Pagaya AI Debt Trust, Series 2022-1, Class B
69546MAB3
500000.00000000
PA
USD
456488.60000000
0.245989490280
Long
ABS-O
CORP
US
Y
2
2029-10-15
Fixed
3.34400000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCX5
95000.00000000
PA
USD
94239.52000000
0.050783155349
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YAY6
24000.00000000
PA
USD
23193.86000000
0.012498550454
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class D
46643AAG8
200000.00000000
PA
USD
181525.90000000
0.097819449628
Long
ABS-MBS
CORP
US
Y
2
2047-09-15
Variable
4.13255520
N
N
N
N
N
N
MF1 Ltd.
N/A
MF1 Ltd., Series 2020-FL3, Class A
59319WAA9
10311.30000000
PA
USD
10243.25000000
0.005519813301
Long
ABS-MBS
CORP
KY
Y
2
2035-07-15
Floating
3.44315160
N
N
N
N
N
N
Wellfleet CLO X Ltd.
254900A99ZMAJM1OOV76
Wellfleet CLO X Ltd., Series 2019-XA, Class A2R
94949WAN6
500000.00000000
PA
USD
471855.50000000
0.254270301451
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Floating
2.81270880
N
N
N
N
N
N
First Student Bidco, Inc.
N/A
First Student Bidco, Inc.
337120AA7
50000.00000000
PA
USD
39989.46000000
0.021549249821
Long
DBT
CORP
US
Y
2
2029-07-31
Fixed
4.00000000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAM7
125000.00000000
PA
USD
124988.18000000
0.067352785347
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M7, Class X2
3136B9DK0
5186035.95000000
PA
USD
389815.13000000
0.210060941570
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
1.33200000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBE5
65000.00000000
PA
USD
59570.85000000
0.032101136867
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.75000000
N
N
N
N
N
N
Superior Plus LP
N/A
Superior Plus LP
86828LAC6
70000.00000000
PA
USD
59500.00000000
0.032062957698
Long
DBT
CORP
CA
Y
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BN1
190000.00000000
PA
USD
137233.20000000
0.073951298931
Long
DBT
CORP
PA
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918CE2
100000.00000000
PA
USD
78881.43000000
0.042507091651
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAG8
175000.00000000
PA
USD
164148.55000000
0.088455260755
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CR1
80000.00000000
PA
USD
62719.20000000
0.033797698428
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.62500000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust, Series 2017-C4, Class B
90276RBJ6
161000.00000000
PA
USD
149394.64000000
0.080504773490
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Variable
4.23900000
N
N
N
N
N
N
Bear Stearns ALT-A Trust
N/A
Bear Stearns ALT-A Trust, Series 2006-1, Class 11A1
07386HA92
1351928.73000000
PA
USD
1332691.60000000
0.718151838588
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.10357000
N
N
N
N
N
N
Adani Ports & Special Economic Zone Ltd.
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd.
N/A
200000.00000000
PA
USD
176834.85000000
0.095291568322
Long
DBT
CORP
IN
Y
2
2029-07-03
Fixed
4.37500000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBE9
45000.00000000
PA
USD
42201.45000000
0.022741232036
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
GS Mortgage Securities Corp. Trust
N/A
GS Mortgage Securities Corp. Trust, Series 2018-TWR, Class D
36251SAN8
100000.00000000
PA
USD
94821.07000000
0.051096537081
Long
ABS-MBS
CORP
US
Y
2
2031-07-15
Floating
2.92399920
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BH0
85000.00000000
PA
USD
57946.85000000
0.031226006727
Long
DBT
CORP
US
Y
2
2051-09-23
Fixed
3.37500000
N
N
N
N
N
N
Nationstar Mortgage Holdings, Inc.
N/A
Nationstar Mortgage Holdings, Inc.
63861CAE9
115000.00000000
PA
USD
88055.50000000
0.047450752464
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
5.75000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-1, Class B
69547JAB9
349855.78000000
PA
USD
324354.72000000
0.174786078431
Long
ABS-O
CORP
US
Y
2
2027-11-15
Fixed
2.13000000
N
N
N
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AV4
45000.00000000
PA
USD
37666.04000000
0.020297220961
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
38380R3P3
5418427.93000000
PA
USD
396599.12000000
0.213716652232
Long
ABS-MBS
USGA
US
N
2
2063-08-16
Floating
0.00000000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAL5
170000.00000000
PA
USD
163219.17000000
0.087954442744
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.30000000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABE7
15000.00000000
PA
USD
13486.54000000
0.007267535487
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Realogy Group LLC
N/A
Realogy Group LLC
75606DAL5
45000.00000000
PA
USD
34124.40000000
0.018388725944
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.75000000
N
N
N
N
N
N
JSW Hydro Energy Ltd.
3358006ZP5KO7VUH2790
JSW Hydro Energy Ltd.
46653YAA6
184000.00000000
PA
USD
146413.49000000
0.078898311535
Long
DBT
CORP
IN
Y
2
2031-05-18
Fixed
4.12500000
N
N
N
N
N
N
Hilcorp Energy I LP
N/A
Hilcorp Energy I LP
431318AS3
45000.00000000
PA
USD
42412.95000000
0.022855203726
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCC8
190000.00000000
PA
USD
159866.77000000
0.086147924099
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.58000120
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
019576AA5
35000.00000000
PA
USD
32117.05000000
0.017307018748
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
Thunderbolt III Aircraft Lease Ltd.
N/A
Thunderbolt III Aircraft Lease Ltd., Series 2019-1, Class A
88607AAA7
787441.85000000
PA
USD
675322.73000000
0.363913346636
Long
ABS-O
CORP
KY
Y
2
2039-11-15
Fixed
3.67100000
N
N
N
N
N
N
Securitized Asset-Backed Receivables LLC Trust
N/A
Securitized Asset-Backed Receivables LLC Trust, Series 2006-FR4, Class A2B
81377GAB5
4150231.72000000
PA
USD
1505289.46000000
0.811160206387
Long
ABS-O
CORP
US
N
2
2036-08-25
Floating
1.96356960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XCAE8
1741316.26000000
PA
USD
1625454.53000000
0.875913946829
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
Essential Utilities, Inc.
549300ILTEOF3E3QY357
Essential Utilities, Inc.
29670GAE2
195000.00000000
PA
USD
147082.35000000
0.079258742290
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35100000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2017-BNK6, Class XA
060352AG6
4204221.18000000
PA
USD
126782.49000000
0.068319690988
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Variable
0.92180880
N
N
N
N
N
N
Temasek Financial I Ltd.
549300XMGMDF3VRJMF12
Temasek Financial I Ltd.
87973PAU8
250000.00000000
PA
USD
204015.96000000
0.109938741097
Long
DBT
CORP
SG
Y
2
2030-10-06
Fixed
1.00000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAD8
70000.00000000
PA
USD
50334.20000000
0.027123753367
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
Glatfelter Corp.
549300LDQLQBT38QDY28
Glatfelter Corp.
377320AA4
90000.00000000
PA
USD
63000.00000000
0.033949014033
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.75000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2017-PANW, Class E
12595HAJ7
254000.00000000
PA
USD
234208.75000000
0.126208827628
Long
ABS-MBS
CORP
US
Y
2
2029-10-10
Variable
4.12684920
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EX7
200000.00000000
PA
USD
160966.58000000
0.086740582276
Long
DBT
CORP
AU
N
2
2036-11-18
Variable
3.02000040
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDP2
60000.00000000
PA
USD
55354.80000000
0.029829220349
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
6.12500000
N
N
N
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102BZ9
40000.00000000
PA
USD
35433.60000000
0.019094218788
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Oleoducto Central SA
254900W4CPYCQFVH5E92
Oleoducto Central SA
N/A
200000.00000000
PA
USD
166857.20000000
0.089914879752
Long
DBT
CORP
CO
Y
2
2027-07-14
Fixed
4.00000000
N
N
N
N
N
N
Marble Point CLO XXII Ltd.
549300MZC31PBFF01E87
Marble Point CLO XXII Ltd., Series 2021-2A, Class A
56606GAA2
500000.00000000
PA
USD
482336.00000000
0.259917962428
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-25
Floating
2.38399920
N
N
N
N
N
N
Madison IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAA5
55000.00000000
PA
USD
45426.87000000
0.024479324557
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-35
38380RWA4
4666487.33000000
PA
USD
369494.80000000
0.199110859533
Long
ABS-MBS
USGA
US
N
2
2062-12-16
Variable
0.99277920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XCQ92
370729.91000000
PA
USD
334008.49000000
0.179988236736
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust, Series 2021-MHC, Class A
55316VAA2
200000.00000000
PA
USD
194871.28000000
0.105010917769
Long
ABS-MBS
CORP
US
Y
2
2038-04-15
Floating
2.12496120
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370DA5
70000.00000000
PA
USD
52353.00000000
0.028211630662
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
Midwest Gaming Borrower LLC
N/A
Midwest Gaming Borrower LLC
59833DAB6
100000.00000000
PA
USD
81500.00000000
0.043918168948
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBK6
188000.00000000
PA
USD
155427.91000000
0.083755941235
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
AGL CLO 3 Ltd.
549300LS0REDUXQSHW18
AGL CLO 3 Ltd., Series 2020-3A, Class A
00119MAA7
1000000.00000000
PA
USD
973764.00000000
0.524735360342
Long
ABS-CBDO
CORP
KY
Y
2
2033-01-15
Floating
2.34429120
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2020-B19, Class XA
08162WBF2
1316113.84000000
PA
USD
114591.66000000
0.061750378944
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Variable
1.88723520
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAH4
80000.00000000
PA
USD
74831.24000000
0.040324552649
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
CD Mortgage Trust
N/A
CD Mortgage Trust, Series 2017-CD6, Class XA
125039AG2
5549015.77160000
PA
USD
164693.68000000
0.088749016723
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Variable
1.05826320
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEX5
1300000.00000000
PA
USD
1300660.15000000
0.700890947389
Long
DBT
UST
US
N
2
2024-06-30
Fixed
3.00000000
N
N
N
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CAS3
95000.00000000
PA
USD
71897.97000000
0.038743891944
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.57700000
N
N
N
N
N
N
Arconic Corp.
549300B4YFWH3U74B152
Arconic Corp.
03966VAA5
75000.00000000
PA
USD
70033.50000000
0.037739178957
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CN3
190000.00000000
PA
USD
158099.96000000
0.085195837472
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
N/A
200000.00000000
PA
USD
154350.00000000
0.083175084382
Long
DBT
NUSS
PE
Y
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-208
38381EHE1
6774827.69000000
PA
USD
453720.37000000
0.244497765214
Long
ABS-MBS
USGA
US
N
2
2064-06-16
Variable
0.75035880
N
N
N
N
N
N
FS RIALTO
N/A
FS RIALTO, Series 2021-FL2, Class A
30319YAA6
375000.00000000
PA
USD
360583.09000000
0.194308577504
Long
ABS-CBDO
CORP
KY
Y
2
2038-05-16
Floating
2.72928960
N
N
N
N
N
N
Metis Merger Sub LLC
N/A
Metis Merger Sub LLC
59155LAA0
90000.00000000
PA
USD
71518.25000000
0.038539270998
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
Monongahela Power Co.
N/A
Monongahela Power Co.
610202BP7
80000.00000000
PA
USD
79040.24000000
0.042592670111
Long
DBT
CORP
US
Y
2
2043-12-15
Fixed
5.40000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBD6
40000.00000000
PA
USD
24305.60000000
0.013097637388
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Garda World Security Corp.
549300ZF1NDXLMCHNO20
Garda World Security Corp.
36485MAL3
70000.00000000
PA
USD
53812.50000000
0.028998116153
Long
DBT
CORP
CA
Y
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAX9
200000.00000000
PA
USD
158752.00000000
0.085547204379
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AT6
45000.00000000
PA
USD
38453.63000000
0.020721632135
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
American Axle & Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PBB5
40000.00000000
PA
USD
32492.55000000
0.017509365649
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
DoubleLine Floating Rate Fund
5493004OMYPI8RQBET29
DoubleLine Floating Rate Fund, Class I
258620848
655195.79200000
NS
USD
5818138.63000000
3.135239206354
Long
RF
US
N
1
N
N
N
Dick's Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393AG7
40000.00000000
PA
USD
26598.34000000
0.014333133618
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
4.10000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCU8
185000.00000000
PA
USD
158796.76000000
0.085571324345
Long
DBT
CORP
US
N
2
2033-01-25
Variable
2.96300160
N
N
N
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2020-NET, Class A
126438AA8
158571.08000000
PA
USD
146234.76000000
0.078801998721
Long
ABS-MBS
CORP
US
Y
2
2037-08-15
Fixed
2.25690000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust, Series 2019-4A, Class C
57110AAC8
500000.00000000
PA
USD
490840.60000000
0.264500863773
Long
ABS-O
CORP
US
Y
2
2029-12-17
Fixed
3.76000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2014-GC21, Class XA
17322MBB1
2874093.51000000
PA
USD
48774.52000000
0.026283283555
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
1.30624200
N
N
N
N
N
N
Pike Corp.
549300P4EKEP6HK0NC58
Pike Corp.
721283AA7
140000.00000000
PA
USD
113653.40000000
0.061244775739
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition Trust
N/A
JP Morgan Mortgage Acquisition Trust, Series 2007-CH3, Class M2
46630XAH1
1500000.00000000
PA
USD
1334132.70000000
0.718928408813
Long
ABS-O
CORP
US
N
2
2037-03-25
Floating
1.94357160
N
N
N
N
N
N
Textron, Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203CC3
295000.00000000
PA
USD
242352.74000000
0.130597405894
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2019-64, Class D
3136B7DM0
455473.41000000
PA
USD
420374.22000000
0.226528417368
Long
ABS-MBS
USGSE
US
N
2
2049-11-25
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2018-33, Class A
3136B1YW8
718088.89000000
PA
USD
674360.22000000
0.363394675755
Long
ABS-MBS
USGSE
US
N
2
2048-05-25
Fixed
3.00000000
N
N
N
N
N
N
CSWF
N/A
CSWF, Series 2018-TOP, Class F
12653BAQ3
86257.91000000
PA
USD
84956.24000000
0.045780644190
Long
ABS-MBS
CORP
US
Y
2
2035-08-15
Floating
4.07400120
N
N
N
N
N
N
Mastr Asset-Backed Securities Trust
N/A
MASTR Asset-Backed Securities Trust, Series 2007-HE1, Class A3
576457AC9
1362976.99000000
PA
USD
1288158.14000000
0.694153948771
Long
ABS-O
CORP
US
N
2
2037-05-25
Floating
1.83357000
N
N
N
N
N
N
Morgan Stanley Residential Mortgage Loan Trust
N/A
Morgan Stanley Residential Mortgage Loan Trust, Series 2020-RPL1, Class A1
61771HAA9
481698.82000000
PA
USD
464935.36000000
0.250541223197
Long
ABS-MBS
CORP
US
Y
2
2060-10-25
Variable
2.69300160
N
N
N
N
N
N
SRS Distribution, Inc.
549300ZQ3XP75BCYM468
SRS Distribution, Inc.
78471RAB2
65000.00000000
PA
USD
56875.00000000
0.030648415447
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.62500000
N
N
N
N
N
N
Dick's Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393AF9
105000.00000000
PA
USD
82957.99000000
0.044703840741
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.15000000
N
N
N
N
N
N
Gulf Stream Meridian 3 Ltd.
N/A
Gulf Stream Meridian 3 Ltd., Series 2021-IIIA, Class A1
402512AA5
500000.00000000
PA
USD
487407.50000000
0.262650858058
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
2.36428920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3140HW3Z3
2200000.00000000
PA
USD
2006725.60000000
1.081370723116
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.44000000
N
N
N
N
N
N
Sunrun Atlas Issuer LLC
N/A
Sunrun Atlas Issuer LLC, Series 2019-2, Class A
86772FAA9
466423.67000000
PA
USD
422732.09000000
0.227799010411
Long
ABS-O
CORP
US
Y
2
2055-02-01
Fixed
3.61000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2021-B27, Class XA
08163HAG3
2005182.21210000
PA
USD
157799.62000000
0.085033992284
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
1.38542040
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2020-555, Class E
17328EAJ7
115000.00000000
PA
USD
89609.66000000
0.048288247696
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
3.61976760
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QKYB8
1601174.42000000
PA
USD
1495132.18000000
0.805686720018
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
LoanCore Issuer Ltd.
N/A
LoanCore Issuer Ltd., Series 2019-CRE2, Class AS
53946JAC8
188000.00000000
PA
USD
184646.34000000
0.099500971237
Long
ABS-CBDO
CORP
KY
Y
2
2036-05-15
Floating
2.82399840
N
N
N
N
N
N
Movida Europe SA
549300YRJE0V6QKU7C86
Movida Europe SA
N/A
200000.00000000
PA
USD
154950.00000000
0.083498408325
Long
DBT
CORP
LU
Y
2
2031-02-08
Fixed
5.25000000
N
N
N
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-B33, Class A1
12658WAA7
100000.00000000
PA
USD
89818.50000000
0.048400785984
Long
ABS-MBS
CORP
US
Y
2
2043-10-10
Fixed
3.05250000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DRT1
3010602.44000000
PA
USD
2811721.35000000
1.515161390003
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
Radiology Partners, Inc.
549300SFTAG2177WUZ08
Radiology Partners, Inc.
75041VAA2
45000.00000000
PA
USD
33795.90000000
0.018211706085
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
9.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WLBF9
1080318.72000000
PA
USD
1021973.98000000
0.550714428399
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2006-S1, Class 2A9
466247N82
376214.34000000
PA
USD
370289.11000000
0.199538891935
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.50000000
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 2017-C33, Class XA
61767CAW8
2464958.77000000
PA
USD
111379.16000000
0.060019248665
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Variable
1.40964120
N
N
N
N
N
N
NFP Corp.
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
35000.00000000
PA
USD
28876.40000000
0.015560719188
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AX5
55000.00000000
PA
USD
44368.23000000
0.023908851792
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The), Series A
842587DE4
175000.00000000
PA
USD
162380.38000000
0.087502441260
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.70000000
N
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAN4
195000.00000000
PA
USD
164120.35000000
0.088440064529
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.05000000
N
N
N
N
N
N
Empresas Publicas de Medellin ESP
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
N/A
200000.00000000
PA
USD
155958.26000000
0.084041732657
Long
DBT
NUSS
CO
Y
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XBA1
140000.00000000
PA
USD
133623.17000000
0.072005950374
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.25000000
N
N
N
N
N
N
Transocean Poseidon Ltd.
N/A
Transocean Poseidon Ltd.
89383JAA6
70312.50000000
PA
USD
61875.00000000
0.033342781640
Long
DBT
CORP
KY
Y
2
2027-02-01
Fixed
6.87500000
N
N
N
N
N
N
Rockford Tower CLO Ltd.
549300V5ZF7112UGSH89
Rockford Tower CLO Ltd., Series 2017-3A, Class A
77341DAA5
500000.00000000
PA
USD
490644.00000000
0.264394921295
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Floating
2.25271080
N
N
N
N
N
N
PMT Issuer Trust-FMSR
N/A
PMT Issuer Trust-FMSR, Series 2021-FT1, Class A
69346MAD1
850000.00000000
PA
USD
838188.23000000
0.451677206082
Long
ABS-O
CORP
US
Y
2
2026-03-25
Floating
4.62357000
N
N
N
N
N
N
Sunnova Helios II Issuer LLC
N/A
Sunnova Helios II Issuer LLC, Series 2021-A, Class A
86746EAA5
439225.30000000
PA
USD
382991.20000000
0.206383708311
Long
ABS-O
CORP
US
Y
2
2048-02-20
Fixed
1.80000000
N
N
N
N
N
N
Freeport Indonesia PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAB2
200000.00000000
PA
USD
181300.00000000
0.097697718163
Long
DBT
CORP
ID
Y
2
2032-04-14
Fixed
5.31500000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
70000.00000000
PA
USD
66082.63000000
0.035610160845
Long
DBT
CORP
US
Y
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2020-BN30, Class XB
06541UCC8
3036000.00000000
PA
USD
149074.89000000
0.080332468772
Long
ABS-MBS
CORP
US
N
2
2053-12-15
Variable
0.82712880
N
N
N
N
N
N
AdaptHealth LLC
N/A
AdaptHealth LLC
00653VAE1
95000.00000000
PA
USD
80076.34000000
0.043150996673
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.12500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class XA
95003CBU3
1672706.29000000
PA
USD
153638.07000000
0.082791444357
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
1.67563440
N
N
N
N
N
N
Affirm Asset Securitization Trust
N/A
Affirm Asset Securitization Trust, Series 2020-Z1, Class A
00832PAA6
50845.40000000
PA
USD
50642.23000000
0.027289742491
Long
ABS-O
CORP
US
Y
2
2024-10-15
Fixed
3.46000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKH4
200000.00000000
PA
USD
163396.72000000
0.088050119688
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2019-84, Class SA
38381XCM6
5469372.15000000
PA
USD
139069.18000000
0.074940659420
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Floating
1.80486000
N
N
N
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AR0
40000.00000000
PA
USD
37104.00000000
0.019994352646
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust, Series 2006-1, Class M2
68389FKS2
2049000.00000000
PA
USD
1559717.86000000
0.840490214569
Long
ABS-O
CORP
US
N
2
2036-01-25
Floating
2.19357000
N
N
N
N
N
N
PennyMac Financial Services, Inc.
549300W1D516HBDEU871
PennyMac Financial Services, Inc.
70932MAB3
90000.00000000
PA
USD
66150.00000000
0.035646464735
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAZ1
130000.00000000
PA
USD
125216.00000000
0.067475551448
Long
DBT
CORP
US
N
2
2026-06-18
Fixed
3.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796V48
2000000.00000000
PA
USD
1958715.48000000
1.055499354265
Long
STIV
UST
US
N
2
2023-04-20
None
0.00000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AL9
140000.00000000
PA
USD
110239.74000000
0.059405245719
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
Fertitta Entertainment LLC
N/A
Fertitta Entertainment LLC
31556TAC3
75000.00000000
PA
USD
57562.50000000
0.031018890798
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBC1
85000.00000000
PA
USD
77456.25000000
0.041739100289
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Series 4749, Class LV
3137FCUK8
769228.20000000
PA
USD
768397.20000000
0.414068687719
Long
ABS-MBS
USGSE
US
N
2
2038-04-15
Fixed
3.50000000
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BC3
105000.00000000
PA
USD
86664.84000000
0.046701363006
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust, Series 2022-4, Class A1
19685GAA4
978242.73000000
PA
USD
966289.19000000
0.520707385269
Long
ABS-MBS
CORP
US
Y
2
2067-03-25
Variable
4.30099920
N
N
N
N
N
N
New Century Home Equity Loan Trust
N/A
New Century Home Equity Loan Trust, Series 2006-1, Class A2C
64352VQS3
1500000.00000000
PA
USD
1324122.75000000
0.713534314638
Long
ABS-O
CORP
US
N
2
2036-05-25
Floating
2.18356920
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFR0
325000.00000000
PA
USD
261047.44000000
0.140671479429
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Series 5198, Class KZ
3137H5LR6
2214703.37000000
PA
USD
1512738.30000000
0.815174186922
Long
ABS-MBS
USGSE
US
N
2
2052-02-25
Fixed
2.00000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBS3
200000.00000000
PA
USD
158400.71000000
0.085357903599
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.72600000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DMJA4
1768671.44000000
PA
USD
1651935.66000000
0.890183919114
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XCDV7
1615093.08000000
PA
USD
1467422.97000000
0.790754968286
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBX2
160000.00000000
PA
USD
111145.32000000
0.059893238547
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06417XAH4
325000.00000000
PA
USD
320710.00000000
0.172822036361
Long
DBT
CORP
CA
N
2
2025-04-11
Fixed
3.45000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABV6
20000.00000000
PA
USD
17500.00000000
0.009430281676
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AQ2
200000.00000000
PA
USD
130730.10000000
0.070446952373
Long
DBT
NUSS
CO
N
2
2051-11-02
Fixed
5.87500000
N
N
N
N
N
N
Rattler Midstream LP
549300I45NRVEEN9M219
Rattler Midstream LP
75419TAA1
30000.00000000
PA
USD
29987.10000000
0.016159245694
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
5.62500000
N
N
N
N
N
N
Minerva Merger Sub, Inc.
N/A
Minerva Merger Sub, Inc.
60337JAA4
75000.00000000
PA
USD
62369.25000000
0.033609119738
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
Chase Mortgage Finance Trust
N/A
Chase Mortgage Finance Trust, Series 2007-S5, Class 1A10
161631AK2
1565917.28460000
PA
USD
833427.22000000
0.449111625204
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.00000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDS2
100000.00000000
PA
USD
80375.27000000
0.043312082050
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.10000000
N
N
N
N
N
N
Cedar Fair LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150190AE6
40000.00000000
PA
USD
35275.15000000
0.019008834323
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
N/A
Alliant Holdings Intermediate LLC
01883LAA1
40000.00000000
PA
USD
35495.20000000
0.019127413379
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Brighthouse Financial, Inc.
5493003T8SZSHOGGAW52
Brighthouse Financial, Inc.
10922NAH6
95000.00000000
PA
USD
64606.97000000
0.034814967162
Long
DBT
CORP
US
N
2
2051-12-22
Fixed
3.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3140LDLA5
1300000.00000000
PA
USD
1098325.25000000
0.591858084538
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
1.96000000
N
N
N
N
N
N
HSI Asset Securitization Corp. Trust
N/A
HSI Asset Securitization Corp. Trust, Series 2007-NC1, Class A3
40430TAC6
465761.51000000
PA
USD
328114.31000000
0.176812020871
Long
ABS-O
CORP
US
N
2
2037-04-25
Floating
1.80357120
N
N
N
N
N
N
GTCR AP Finance, Inc.
N/A
GTCR AP Finance, Inc.
40060QAA3
45000.00000000
PA
USD
42126.76000000
0.022700983594
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
Ferrellgas LP
N/A
Ferrellgas LP
315289AA6
35000.00000000
PA
USD
30386.48000000
0.016374460888
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
5.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Series 5004, Class LS
3137FVB92
3214535.65000000
PA
USD
522060.84000000
0.281324615613
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Floating
4.52643120
N
N
N
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AC5
140000.00000000
PA
USD
110825.60000000
0.059720949995
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132XSEH9
1605663.28000000
PA
USD
1571427.65000000
0.846800307030
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CP9
30000.00000000
PA
USD
24968.10000000
0.013454640909
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust, Series 2007-1, Class AF4
75970JAG1
2781357.06000000
PA
USD
939905.38000000
0.506489856127
Long
ABS-O
CORP
US
N
2
2037-04-25
Variable
5.76100080
N
N
N
N
N
N
BCPE Empire Holdings, Inc.
549300O2G0VI2955B626
BCPE Empire Holdings, Inc.
05552VAA0
60000.00000000
PA
USD
48845.10000000
0.026321317228
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
7.62500000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BN2
60000.00000000
PA
USD
51150.00000000
0.027563366155
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
95000.00000000
PA
USD
78023.50000000
0.042044776134
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
Generate CLO 9 Ltd.
549300OYEZ11WGJ2SS19
Generate CLO 9 Ltd., Series 9A, Class A
37147LAA7
500000.00000000
PA
USD
479397.50000000
0.258334483416
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-20
Floating
2.26271160
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCV9
80000.00000000
PA
USD
79932.47000000
0.043073468980
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.85000000
N
N
N
N
N
N
American Airlines, Inc.
N/A
American Airlines, Inc.
00253XAB7
205000.00000000
PA
USD
175020.80000000
0.094314025323
Long
DBT
CORP
US
Y
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABF4
30000.00000000
PA
USD
25500.00000000
0.013741267585
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
MEG Energy Corp.
5493002WXPTG5ZC1T326
MEG Energy Corp.
552704AF5
10000.00000000
PA
USD
9133.66000000
0.004921884944
Long
DBT
CORP
CA
Y
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35908MAB6
45000.00000000
PA
USD
34625.25000000
0.018658620605
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-64CB, Class 1A12
12668AZX6
1102513.17130000
PA
USD
952486.82000000
0.513269657447
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
2.42357040
N
N
N
N
N
N
BANK
549300GL0Y86051URC66
BANK, Series 2018-BN10, Class XA
065404BF1
2799017.48000000
PA
USD
89555.40000000
0.048259008434
Long
ABS-MBS
CORP
US
N
2
2061-02-15
Variable
0.84445560
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-21M, Class H
05609CAU1
201000.00000000
PA
USD
182406.82000000
0.098294153841
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
5.33400120
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR23, Class C
12593ABE4
407000.00000000
PA
USD
384908.73000000
0.207417013912
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
4.42826640
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599AX2
85000.00000000
PA
USD
82899.30000000
0.044672214271
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
4.20000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEN7
1550000.00000000
PA
USD
1529050.79000000
0.823964551239
Long
DBT
UST
US
N
2
2027-04-30
Fixed
2.75000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348BP0
45000.00000000
PA
USD
30648.62000000
0.016515721118
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
2.90000000
N
N
N
N
N
N
CWABS Trust
N/A
CWABS Asset-Backed Certificates Trust, Series 2007-BC3, Class 2A3
23246LAD1
0.07860000
PA
USD
0.09000000
0.000000048498
Long
ABS-O
CORP
US
N
2
2047-11-25
Floating
1.80357120
N
N
N
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163AA1
45000.00000000
PA
USD
42054.36000000
0.022661969171
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-129
38381DUB4
5568489.14000000
PA
USD
432332.49000000
0.232972409051
Long
ABS-MBS
USGA
US
N
2
2063-06-16
Variable
0.98357040
N
N
N
N
N
N
Hilcorp Energy I LP
N/A
Hilcorp Energy I LP
431318AU8
60000.00000000
PA
USD
52688.37000000
0.028392352580
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
LG Chem Ltd.
988400IES4EIG7O06940
LG Chem Ltd.
501955AD0
200000.00000000
PA
USD
167408.78000000
0.090212111453
Long
DBT
CORP
KR
Y
2
2031-07-07
Fixed
2.37500000
N
N
N
N
N
N
Premier Entertainment Sub LLC
N/A
Premier Entertainment Sub LLC
74052HAB0
30000.00000000
PA
USD
20820.40000000
0.011219556377
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
5.87500000
N
N
N
N
N
N
Petrobras Global Finance BV
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBJ7
200000.00000000
PA
USD
151700.00000000
0.081747070300
Long
DBT
CORP
NL
N
2
2051-06-10
Fixed
5.50000000
N
N
N
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2021-ST3, Class A
91681PAA7
291032.73000000
PA
USD
279573.17000000
0.150654499552
Long
ABS-O
CORP
US
Y
2
2027-05-20
Fixed
2.00000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR20, Class XA
12592LBK7
5621801.97190000
PA
USD
99342.86000000
0.053533208703
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Variable
1.13149440
N
N
N
N
N
N
NCL Corp. Ltd.
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HBE0
45000.00000000
PA
USD
38475.00000000
0.020733147856
Long
DBT
CORP
BM
Y
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa
836205AU8
200000.00000000
PA
USD
170620.00000000
0.091942551975
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
GCAT Trust
N/A
GCAT Trust, Series 2019-NQM3, Class M1
36167VAD6
700000.00000000
PA
USD
621100.55000000
0.334694464894
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
3.44999880
N
N
N
N
N
N
Premier Entertainment Sub LLC
N/A
Premier Entertainment Sub LLC
74052HAA2
60000.00000000
PA
USD
42717.60000000
0.023019371458
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
5.62500000
N
N
N
N
N
N
Acrisure LLC
N/A
Acrisure LLC
00489LAF0
35000.00000000
PA
USD
28294.51000000
0.015247154239
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
BBCMS Mortgage Trust
N/A
BBCMS Mortgage Trust, Series 2020-C6, Class XA
05492TAE0
1981745.54000000
PA
USD
116600.16000000
0.062832705844
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
1.16603640
N
N
N
N
N
N
Hess Midstream Operations LP
N/A
Hess Midstream Operations LP
428102AE7
85000.00000000
PA
USD
71184.53000000
0.038359438221
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Republic of Panama
698299BN3
200000.00000000
PA
USD
155806.46000000
0.083959931699
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25200000
N
N
N
N
N
N
2022-08-01
Nationwide Variable Insurance Trust
Lee Cummings
Lee Cummings
Treasurer