0001752724-22-187409.txt : 20220823
0001752724-22-187409.hdr.sgml : 20220823
20220823133031
ACCESSION NUMBER: 0001752724-22-187409
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: 221186643
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
S000021033
NVIT BNY Mellon Core Plus Bond Fund
C000059803
Class I
C000059804
Class II
C000059805
Class Y
C000112230
Class P
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000353905
XXXXXXXX
S000021033
C000059805
C000112230
C000059803
C000059804
Nationwide Variable Insurance Trust
811-03213
0000353905
549300WLMVM3JP578846
One Nationwide Plaza Location:N0900
Mail Code 5-02-210T
Columbus
43215
614-435-3820
NVIT BNY Mellon Core Plus Bond Fund
S000021033
549300QJN4THXEBOQE72
2022-12-31
2022-06-30
N
1875202113.77
25789079.36
1849413034.41
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
4524485.30999999
RUB
USD
N
Wynn Las Vegas LLC
N/A
Wynn Las Vegas LLC
983130AV7
1063000.00000000
PA
USD
972645.00000000
0.052592091755
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DP9
4738000.00000000
PA
USD
4201391.32000000
0.227174311082
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WR26
17276525.82000000
PA
USD
15871359.81000000
0.858183624463
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.50000000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAL5
895000.00000000
PA
USD
756790.64000000
0.040920585392
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2021-3, Class A1
92539LAA8
3523481.52000000
PA
USD
3114123.44000000
0.168384421546
Long
ABS-MBS
CORP
US
Y
2
2066-06-25
Variable
1.04600160
N
N
N
N
N
N
Fortress Credit Opportunities IX CLO Ltd.
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd., Series 2017-9A, Class A1TR
34961JAY0
7250000.00000000
PA
USD
6978277.25000000
0.377323892508
Long
ABS-CBDO
CORP
KY
Y
2
2033-10-15
Floating
2.59428960
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBC3
655000.00000000
PA
USD
614671.65000000
0.033236039681
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JN4
5280000.00000000
PA
USD
4643476.31000000
0.251078381281
Long
DBT
NUSS
US
N
2
2027-11-24
Fixed
0.75000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RHJ4
2955000.00000000
PA
USD
2909604.14000000
0.157325815589
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAK8
330000.00000000
PA
USD
294937.50000000
0.015947627410
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
AES Panama Generation Holdings SRL
N/A
AES Panama Generation Holdings SRL
00109AAB3
4000000.00000000
PA
USD
3417349.84000000
0.184780239806
Long
DBT
CORP
PA
Y
2
2030-05-31
Fixed
4.37500000
N
N
N
N
N
N
Hungary
5299003F3UFKGCCMAP43
Hungary Government Bond
445545AQ9
3990000.00000000
PA
USD
3865512.00000000
0.209012909938
Long
DBT
NUSS
HU
Y
2
2034-06-16
Fixed
5.50000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAN8
5000000.00000000
PA
USD
3462145.55000000
0.187202398035
Long
DBT
CORP
US
N
2
2051-11-30
Fixed
3.25000000
N
N
N
N
N
N
Trestles CLO IV Ltd.
254900EO5I6CR0IOWS98
Trestles CLO IV Ltd., Series 2021-4A, Class A
89532WAA7
1450000.00000000
PA
USD
1402979.40000000
0.075860793338
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-21
Floating
2.26829160
N
N
N
N
N
N
CITGO Petroleum Corp.
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp.
17302XAK2
1207000.00000000
PA
USD
1167772.50000000
0.063142871725
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAG6
70000.00000000
PA
USD
61998.07000000
0.003352310643
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CD0
1820000.00000000
PA
USD
1330264.68000000
0.071929020464
Long
DBT
CORP
GB
Y
2
2028-08-19
Variable
4.29999840
N
N
N
N
N
N
CSN Inova Ventures
222100R8R68DM7VM3661
CSN Inova Ventures
12642KAB0
219000.00000000
PA
USD
190803.75000000
0.010316989577
Long
DBT
CORP
KY
Y
2
2028-01-28
Fixed
6.75000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EE6
2595000.00000000
PA
USD
1984940.07000000
0.107328110761
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
2.37500000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DC6
10130000.00000000
PA
USD
8743807.56000000
0.472788252127
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140L06D4
1614449.04000000
PA
USD
1408944.06000000
0.076183309719
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp, Series H
316773CM0
2560000.00000000
PA
USD
2149120.00000000
0.116205518184
Long
DBT
CORP
US
N
2
2023-06-30
Variable
5.10000120
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBE7
2677000.00000000
PA
USD
2409467.21000000
0.130282806770
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAG2
1535000.00000000
PA
USD
1216771.67000000
0.065792316121
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138MRLJ8
96794.55000000
PA
USD
95118.18000000
0.005143155056
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFT6
1185000.00000000
PA
USD
869276.22000000
0.047002816776
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust, Series 2014-C22, Class AS
92890KBC8
2620000.00000000
PA
USD
2575212.67000000
0.139244864294
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
4.06900080
N
N
N
N
N
N
Consolidated Communications, Inc.
549300WW675Y48HDVX34
Consolidated Communications, Inc.
20903XAF0
100000.00000000
PA
USD
85058.00000000
0.004599188954
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBX3
4610000.00000000
PA
USD
3684651.57000000
0.199233567701
Long
DBT
CORP
US
N
2
2032-02-04
Variable
1.95300000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LD1
2080000.00000000
PA
USD
1999822.53000000
0.108132823376
Long
DBT
CORP
US
N
2
2028-01-10
Variable
3.88699920
N
N
N
N
N
N
Argentine Republic (The)
549300KPBYGYF7HCHO27
Argentine Republic
040114HX1
758076.00000000
PA
USD
172382.48000000
0.009320929224
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BB2
500000.00000000
PA
USD
467500.00000000
0.025278290533
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.37500000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
27927IAE3
396900.00000000
PA
USD
255512.96000000
0.013815894840
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
5.00000040
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RLV2
1290000.00000000
PA
USD
966142.79000000
0.052240509395
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCZ2
77531000.00000000
PA
USD
70807608.59000000
3.828653052214
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.87500000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
N/A
97034.00000000
PA
USD
40067.06000000
0.002166474403
Long
DBT
NUSS
EC
Y
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XHRP4
18200000.00000000
PA
USD
18488404.66000000
0.999690405334
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
560000.00000000
PA
USD
484400.00000000
0.026192093977
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.55000040
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A78
2900000.00000000
PA
USD
2824861.00000000
0.152743651495
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
3.37000000
N
N
N
N
N
N
Anheuser-Busch Cos. LLC
N/A
Anheuser-Busch Cos. LLC
03522AAJ9
2805000.00000000
PA
USD
2636390.95000000
0.142552847900
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QGYP6
3679042.71000000
PA
USD
3207586.67000000
0.173438091454
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WPG73
409216.60000000
PA
USD
402148.32000000
0.021744646140
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
197677AG2
85000.00000000
PA
USD
89037.50000000
0.004814365333
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.69000000
N
N
N
N
N
N
Ardagh Metal Packaging Finance USA LLC
N/A
Ardagh Metal Packaging Finance USA LLC
03969YAC2
200000.00000000
PA
USD
197946.00000000
0.010703179674
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QPCQ8
9496755.49000000
PA
USD
9375865.31000000
0.506964379268
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Parkland Corp.
549300XHQS1JYWBNK868
Parkland Corp.
70137WAL2
3000000.00000000
PA
USD
2433697.50000000
0.131592967861
Long
DBT
CORP
CA
Y
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
200000.00000000
PA
USD
180626.00000000
0.009766666322
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYJ7
6565000.00000000
PA
USD
5308828.68000000
0.287054788801
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.38299840
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAF9
200000.00000000
PA
USD
198234.00000000
0.010718752183
Long
DBT
CORP
AT
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EA4
2035000.00000000
PA
USD
1393615.03000000
0.075354450524
Long
DBT
CORP
US
N
2
2060-08-20
Fixed
2.55000000
N
N
N
N
N
N
Nexa Resources SA
549300QRMRHM7GAU7L47
Nexa Resources SA
N/A
200000.00000000
PA
USD
186810.00000000
0.010101042683
Long
DBT
CORP
LU
Y
2
2027-05-04
Fixed
5.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31398AFD9
3060000.00000000
PA
USD
3731912.84000000
0.201789041742
Long
DBT
USGA
US
N
2
2037-07-15
Fixed
5.62500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
759000.00000000
PA
USD
578737.50000000
0.031293036722
Long
DBT
NUSS
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
88339WAA4
2000000.00000000
PA
USD
1487735.56000000
0.080443661438
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
3.50000000
N
N
N
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CAQ7
3515000.00000000
PA
USD
3034964.04000000
0.164104177029
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBW9
2320000.00000000
PA
USD
2017280.16000000
0.109076778549
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138W9GW4
925956.62000000
PA
USD
909916.71000000
0.049200297233
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X7Y86
1613970.92000000
PA
USD
1513951.88000000
0.081861209574
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAD1
385000.00000000
PA
USD
348485.19000000
0.018843015784
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.50000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BN1
5750000.00000000
PA
USD
5465499.66000000
0.295526178214
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138X6TP0
331956.73000000
PA
USD
333975.05000000
0.018058434962
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.00000000
N
N
N
N
N
N
Lions Gate Capital Holdings LLC
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAE1
695000.00000000
PA
USD
542100.00000000
0.029312002776
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAW1
1655000.00000000
PA
USD
1316341.16000000
0.071176158895
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.10000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BT9
2675000.00000000
PA
USD
1866720.82000000
0.100935852904
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
Parkland Corp.
549300XHQS1JYWBNK868
Parkland Corp.
70137WAG3
5948000.00000000
PA
USD
4821694.51000000
0.260714854945
Long
DBT
CORP
CA
Y
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAE9
340000.00000000
PA
USD
312660.47000000
0.016905929837
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.95000000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CF2
6985000.00000000
PA
USD
6628113.16000000
0.358390096569
Long
DBT
CORP
US
Y
2
2035-02-01
Fixed
4.80000000
N
N
N
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
N/A
650000.00000000
PA
USD
443147.76000000
0.023961535457
Long
DBT
NUSS
DO
Y
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp., Series C
337932AJ6
450000.00000000
PA
USD
379975.50000000
0.020545734940
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
5.34999960
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAN2
340000.00000000
PA
USD
298616.90000000
0.016146577018
Long
DBT
CORP
CA
Y
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179MX47
511171.55000000
PA
USD
506089.20000000
0.027364855258
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
3.50000000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
5750000.00000000
PA
USD
4328830.00000000
0.234065074672
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.12500000
N
N
N
N
N
N
DataBank Issuer
N/A
DataBank Issuer, Series 2021-2A, Class A2
23802WAG6
4008000.00000000
PA
USD
3569952.45000000
0.193031647532
Long
ABS-O
CORP
US
Y
2
2051-10-25
Fixed
2.40000000
N
N
N
N
N
N
Banco de Credito e Inversiones SA
549300E9E5Y3PKW24142
Banco de Credito e Inversiones SA
05890MAA1
200000.00000000
PA
USD
187750.00000000
0.010151869620
Long
DBT
CORP
CL
Y
2
2027-10-12
Fixed
3.50000000
N
N
N
N
N
N
SRM Escrow Issuer LLC
N/A
SRM Escrow Issuer LLC
85236FAA1
2156000.00000000
PA
USD
1822315.88000000
0.098534824081
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JH1
1410000.00000000
PA
USD
972144.35000000
0.052565021004
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
University of Michigan
N/A
University of Michigan, RB
914455VJ6
3285000.00000000
PA
USD
3032526.40000000
0.163972370886
Long
DBT
MUN
US
N
2
2047-04-01
Fixed
3.59900000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133AGNS4
2492419.19000000
PA
USD
2175138.84000000
0.117612388337
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCD3
55000.00000000
PA
USD
47038.75000000
0.002543442115
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XBS43
2302612.19000000
PA
USD
2074491.64000000
0.112170272481
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
Ukraine Government Bond
N/A
120000.00000000
PA
USD
30000.00000000
0.001622136290
Long
DBT
NUSS
UA
Y
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
Taylor Morrison Communities, Inc.
549300O1Z08HI2MRK572
Taylor Morrison Communities, Inc.
87724RAJ1
180000.00000000
PA
USD
149487.37000000
0.008082962930
Long
DBT
CORP
US
Y
2
2030-08-01
Fixed
5.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XCCQ9
1541569.08000000
PA
USD
1388943.30000000
0.075101844431
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZR7
585000.00000000
PA
USD
524437.29000000
0.028356958680
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11300000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CS7
360000.00000000
PA
USD
276085.80000000
0.014928293186
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
5.29100000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp., Series N
89832QAD1
2185000.00000000
PA
USD
1955356.50000000
0.105728491343
Long
DBT
CORP
US
N
2
2024-09-01
Variable
4.79999880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132MANN7
348803.38000000
PA
USD
343093.72000000
0.018551492479
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
3.50000000
N
N
N
N
N
N
Nielsen Finance LLC
N/A
Nielsen Finance LLC
65409QBF8
290000.00000000
PA
USD
266266.40000000
0.014397346349
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
5.87500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYB4
5415000.00000000
PA
USD
4495723.72000000
0.243089220004
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.61500040
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AV1
785000.00000000
PA
USD
771984.70000000
0.041742146596
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568QAB3
200000.00000000
PA
USD
171410.00000000
0.009268346054
Long
DBT
NUSS
ID
Y
2
2042-10-24
Fixed
5.25000000
N
N
N
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAF3
150000.00000000
PA
USD
123562.50000000
0.006681173848
Long
DBT
CORP
US
Y
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAF8
110000.00000000
PA
USD
93492.30000000
0.005055241758
Long
DBT
CORP
US
Y
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
Massachusetts Mutual Life Insurance Co.
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co.
575767AN8
5250000.00000000
PA
USD
3827564.27000000
0.206961030272
Long
DBT
CORP
US
Y
2
2070-10-15
Fixed
3.72900000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AR0
385000.00000000
PA
USD
341310.20000000
0.018455055395
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2018-C6, Class A4
17327GAY0
4505000.00000000
PA
USD
4500055.76000000
0.243323458647
Long
ABS-MBS
CORP
US
N
2
2051-11-10
Fixed
4.41200000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96950FAL8
1955000.00000000
PA
USD
1968579.76000000
0.106443489008
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2019-4, Class A1
92537KAA2
438713.65000000
PA
USD
436294.41000000
0.023590966532
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
2.64200040
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAA9
355000.00000000
PA
USD
326738.45000000
0.017667143246
Long
DBT
CORP
FR
Y
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
Braskem Netherlands Finance BV
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAE5
6500000.00000000
PA
USD
5134415.00000000
0.277624030136
Long
DBT
CORP
NL
Y
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUV1
5963000.00000000
PA
USD
5623489.62000000
0.304068886472
Long
DBT
CORP
US
Y
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series U
38144GAG6
1060000.00000000
PA
USD
822900.62000000
0.044495231983
Long
DBT
CORP
US
N
2
2026-08-10
Variable
3.65000040
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAK2
602000.00000000
PA
USD
749685.36000000
0.040536394307
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XHAE7
8300505.50000000
PA
USD
8266828.27000000
0.446997404916
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series HH
48128BAG6
775000.00000000
PA
USD
654503.82000000
0.035389813298
Long
DBT
CORP
US
N
2
2025-02-01
Variable
4.60000080
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
Ukraine Government Bond
903724AW2
228000.00000000
PA
USD
56316.00000000
0.003045074245
Long
DBT
NUSS
UA
Y
2
2040-05-31
Floating
0.00001080
N
N
N
N
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAF3
4135000.00000000
PA
USD
2768742.70000000
0.149709267128
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAU4
3845000.00000000
PA
USD
4048257.50000000
0.218894180190
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.80000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2019-NQM5, Class A1
64830PAA4
1335569.03000000
PA
USD
1264881.23000000
0.068393658229
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
2.70986040
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBU9
5750000.00000000
PA
USD
4195787.25000000
0.226871292238
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.10000000
N
N
N
N
N
N
J M Smucker Co. (The)
5493000WDH6A0LHDJD55
J M Smucker Co. (The)
832696AV0
4817000.00000000
PA
USD
3370212.27000000
0.182231454374
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
2.75000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BH3
430000.00000000
PA
USD
444694.06000000
0.024045145769
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
9.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SC3
5250000.00000000
PA
USD
5080810.56000000
0.274725573220
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.12500000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Republic of Senegal
N/A
400000.00000000
PA
USD
253520.00000000
0.013708133082
Long
DBT
NUSS
SN
Y
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC, Series 2021-1A, Class A2I
233046AN1
4165070.00000000
PA
USD
3697978.22000000
0.199954155788
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.04500000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAP2
6105000.00000000
PA
USD
6034939.02000000
0.326316453259
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.50000000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
018820AB6
8200000.00000000
PA
USD
5986000.00000000
0.323670261246
Long
DBT
CORP
DE
Y
2
2027-10-30
Variable
3.20000040
N
N
N
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BN6
1511000.00000000
PA
USD
1742439.87000000
0.094215831595
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBR5
4275000.00000000
PA
USD
3581322.77000000
0.193646454489
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AR4
1385000.00000000
PA
USD
1267275.00000000
0.068523092268
Long
DBT
CORP
NL
N
2
2026-11-16
Variable
5.74999920
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2013-GC11, Class B
17320DAQ1
4100000.00000000
PA
USD
4067723.98000000
0.219946756312
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
3.73200120
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161NAX9
6194000.00000000
PA
USD
5943670.91000000
0.321381476144
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AD0
1890000.00000000
PA
USD
1391512.50000000
0.075240764183
Long
DBT
CORP
GB
N
2
2031-06-28
Variable
4.60000080
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAF6
140000.00000000
PA
USD
116522.75000000
0.006300526049
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
N
Sasol Financing USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
200000.00000000
PA
USD
176296.00000000
0.009532537984
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
N
Transcanada Trust
549300Y0MFCAXLBWUV51
Transcanada Trust, Series 16-A
89356BAB4
1515000.00000000
PA
USD
1439250.00000000
0.077821988556
Long
DBT
CORP
CA
N
2
2076-08-15
Variable
5.87499840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140LPPZ9
2434164.85000000
PA
USD
2195008.06000000
0.118686741098
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
TELUS Corp.
L2TEUTQ8OSHMJWVLCE40
TELUS Corp.
87971MBW2
9000000.00000000
PA
USD
8075580.93000000
0.436656429891
Long
DBT
CORP
CA
N
2
2032-05-13
Fixed
3.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XAA77
11151922.45000000
PA
USD
10428175.51000000
0.563864064758
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
2.00000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBR3
100000.00000000
PA
USD
97571.00000000
0.005275782001
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CS9
385000.00000000
PA
USD
305798.96000000
0.016534919691
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N
Jackson Financial, Inc.
213800WXW2KG1N4CO374
Jackson Financial, Inc.
46817MAK3
10714000.00000000
PA
USD
8532454.85000000
0.461360155424
Long
DBT
CORP
US
Y
2
2031-11-23
Fixed
3.12500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
-471.00000000
NC
USD
749561.16000000
0.040529678663
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Ultra Bond
2022-09-21
-72695906.25000000
USD
749561.16000000
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200JZ5
2635000.00000000
PA
USD
2570010.86000000
0.138963596134
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust
N/A
Navient Private Education Refi Loan Trust, Series 2021-EA, Class A
63942EAA6
6626103.67000000
PA
USD
5942684.02000000
0.321328113808
Long
ABS-O
CORP
US
Y
2
2069-12-16
Fixed
0.97000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCA1
1505000.00000000
PA
USD
1105417.62000000
0.059771267933
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QLEL6
1441400.71000000
PA
USD
1298910.29000000
0.070233650668
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Voya CLO Ltd.
N/A
Voya CLO Ltd., Series 2019-2A, Class A
92917RAC3
14600000.00000000
PA
USD
14274843.40000000
0.771858050873
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Floating
2.33271000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
Ukraine Government Bond
N/A
300000.00000000
PA
USD
72840.00000000
0.003938546914
Long
DBT
NUSS
UA
Y
2
2029-05-21
Fixed
6.87600000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
400000.00000000
PA
USD
199000.00000000
0.010760170729
Long
DBT
NUSS
GH
Y
2
2029-04-07
Fixed
7.75000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBG4
125000.00000000
PA
USD
105796.25000000
0.005720531218
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC, Series YYY
26443TAB2
2500000.00000000
PA
USD
1932577.73000000
0.104496815694
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.25000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBC3
430000.00000000
PA
USD
391596.70000000
0.021174107282
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBC8
825000.00000000
PA
USD
763166.25000000
0.041265322337
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CN4
590000.00000000
PA
USD
519377.00000000
0.028083342678
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667BB6
2350000.00000000
PA
USD
2253603.75000000
0.121855080940
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.60000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
445000.00000000
PA
USD
297589.30000000
0.016091013443
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp., Series Q
89832QAF6
650000.00000000
PA
USD
588250.00000000
0.031807389104
Long
DBT
CORP
US
N
2
2030-03-01
Variable
5.10000120
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Republic of Angola
N/A
1000000.00000000
PA
USD
720500.00000000
0.038958306586
Long
DBT
NUSS
AO
Y
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WGFE9
477906.80000000
PA
USD
467309.93000000
0.025268013218
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
Republic of Cote d'Ivoire
254900ICW11T82O6H590
Republic of Cote d'Ivoire
N/A
1313890.08000000
PA
USD
1133230.19000000
0.061275127238
Long
DBT
NUSS
CI
Y
2
2032-12-31
Variable
5.74999920
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
11949100.00000000
PA
USD
10825137.78000000
0.585328294901
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
Textainer Marine Containers VII Ltd.
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd., Series 2020-2A, Class A
88315LAG3
3523556.78000000
PA
USD
3188793.16000000
0.172421903634
Long
ABS-O
CORP
BM
Y
2
2045-09-20
Fixed
2.10000000
N
N
N
N
N
N
Energy Transfer LP
N/A
Energy Transfer LP
75886AAJ7
4000000.00000000
PA
USD
4019991.28000000
0.217365791481
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.50000000
N
N
N
N
N
N
AES Andes SA
549300IF4IFG0FS0RM26
AES Andes SA
00105DAG0
5000000.00000000
PA
USD
4418723.55000000
0.238925727665
Long
DBT
CORP
CL
Y
2
2079-10-07
Variable
6.35000040
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBD1
479000.00000000
PA
USD
434984.69000000
0.023520148387
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
8.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
6444600.00000000
PA
USD
4100376.75000000
0.221712331086
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
530000.00000000
PA
USD
455800.00000000
0.024645657379
Long
DBT
NUSS
GH
Y
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TAK1
566034.08000000
PA
USD
557503.75000000
0.030144902173
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MBT56
183.42000000
PA
USD
188.38000000
0.000010185934
Long
ABS-MBS
USGSE
US
N
2
2023-04-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140L2QD8
1673418.26000000
PA
USD
1459667.36000000
0.078925979910
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGL7
3125000.00000000
PA
USD
2978909.06000000
0.161073216451
Long
DBT
CORP
US
N
2
2028-04-24
Variable
3.70500120
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AR8
4695000.00000000
PA
USD
3865529.98000000
0.209013882138
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.15000000
N
N
N
N
N
N
LABL, Inc.
5493004FUZN8R6Y3VB98
LABL, Inc.
50168QAC9
1187000.00000000
PA
USD
958415.87000000
0.051822705483
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
5.87500000
N
N
N
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
N/A
322820.00000000
PA
USD
19046.38000000
0.001029860806
Long
DBT
NUSS
VE
Y
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418ED72
9761833.61000000
PA
USD
9399529.70000000
0.508243941462
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XHBZ9
9253182.68000000
PA
USD
9211627.01000000
0.498083815708
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Wynn Las Vegas LLC
N/A
Wynn Las Vegas LLC
983130AX3
375000.00000000
PA
USD
321183.75000000
0.017366793897
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YB0
594500.00000000
PA
USD
541273.67000000
0.029267322114
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust
N/A
Navient Private Education Refi Loan Trust, Series 2021-GA, Class A
63942KAA2
6410450.10000000
PA
USD
5667543.68000000
0.306450942788
Long
ABS-O
CORP
US
Y
2
2070-04-15
Fixed
1.58000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X84A2
1685072.26000000
PA
USD
1469178.48000000
0.079440257674
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series FF
060505FL3
1000000.00000000
PA
USD
878031.42000000
0.047476221031
Long
DBT
CORP
US
N
2
2028-03-15
Variable
5.87499840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SGL5
174119.34000000
PA
USD
171638.29000000
0.009280689970
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class A5
95000XAF4
3895000.00000000
PA
USD
3744399.83000000
0.202464228397
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.41800000
N
N
N
N
N
N
Turkiye Ihracat Kredi Bankasi A/S
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi A/S
90015LAB3
200000.00000000
PA
USD
188800.00000000
0.010208644390
Long
DBT
NUSS
TR
Y
2
2023-10-24
Fixed
5.37500000
N
N
N
N
N
N
Altice France Holding SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
1010000.00000000
PA
USD
716887.90000000
0.038762995970
Long
DBT
CORP
LU
Y
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
N/A
789800.00000000
PA
USD
44228.80000000
0.002391504719
Long
DBT
CORP
VE
Y
2
2027-04-12
Fixed
5.37500000
Y
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SX7
68814400.00000000
PA
USD
58091718.86000000
3.141089512139
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
Omnicom Group, Inc.
N/A
Omnicom Group, Inc.
68217FAA0
7500000.00000000
PA
USD
7281335.70000000
0.393710629509
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.60000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
705000.00000000
PA
USD
679443.75000000
0.036738345483
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BR7
2505000.00000000
PA
USD
1791284.39000000
0.096856913878
Long
DBT
CORP
US
N
2
2051-12-14
Fixed
3.15000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
-295.00000000
NC
USD
-72811.60000000
-0.00393701129
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 5 Year Note
2022-09-30
-33113750.00000000
USD
-72811.60000000
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132CWRM8
10890679.37000000
PA
USD
10187258.34000000
0.550837381939
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
2.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AD0
1040000.00000000
PA
USD
760864.00000000
0.041140836894
Long
DBT
CORP
CH
Y
2
2031-02-10
Variable
4.37500080
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
N/A
940000.00000000
PA
USD
1181894.04000000
0.063906440476
Long
DBT
NUSS
ID
Y
2
2035-10-12
Fixed
8.50000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBL3
885000.00000000
PA
USD
539850.00000000
0.029190342554
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
6.12500000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAH4
2120000.00000000
PA
USD
1996602.71000000
0.107958723814
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132L7NM7
145033.32000000
PA
USD
149031.25000000
0.008058299970
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140KHUF6
1563845.69000000
PA
USD
1415181.11000000
0.076520554558
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBJ8
850000.00000000
PA
USD
548250.00000000
0.029644540716
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KMR72
8579757.30000000
PA
USD
8261329.22000000
0.446700064630
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
3.50000000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35908MAA8
570000.00000000
PA
USD
438694.80000000
0.023720758523
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XHGS0
14013660.89000000
PA
USD
13093851.28000000
0.708000378302
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class A4
94989JAZ9
3795000.00000000
PA
USD
3718977.04000000
0.201089587388
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.54000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BV5
2565000.00000000
PA
USD
1735723.06000000
0.093852645553
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAC0
590000.00000000
PA
USD
550175.00000000
0.029748627795
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SR0
12950700.00000000
PA
USD
9014901.33000000
0.487446620212
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBQ9
1975000.00000000
PA
USD
1446600.46000000
0.078219436820
Long
DBT
CORP
IT
Y
2
2032-06-01
Variable
4.19799960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TLS2
664612.84000000
PA
USD
653472.30000000
0.035334037764
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.50000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CX1
1930000.00000000
PA
USD
1757110.33000000
0.095009081114
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
4641000.00000000
PA
USD
3936821.07000000
0.212868677615
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XHJU2
5975118.48000000
PA
USD
5611127.83000000
0.303400469532
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2021-3FP, Class B
30322MAB5
2880000.00000000
PA
USD
2791637.57000000
0.150947220445
Long
ABS-O
CORP
US
Y
2
2028-11-20
Fixed
1.01000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TD0
2978300.00000000
PA
USD
2451047.83000000
0.132531121193
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
N/A
950000.00000000
PA
USD
876052.00000000
0.047369191397
Long
DBT
NUSS
SA
Y
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
AerCap Global Aviation Trust
635400FBSV8LXXNRV758
AerCap Global Aviation Trust
00773HAA5
229000.00000000
PA
USD
210186.16000000
0.011365019932
Long
DBT
CORP
US
Y
2
2045-06-15
Variable
6.50000160
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133A2D64
1325251.36000000
PA
USD
1242873.84000000
0.067203692029
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFL3
6085000.00000000
PA
USD
4863203.68000000
0.262959305980
Long
DBT
CORP
US
N
2
2030-09-18
Fixed
1.50000000
N
N
N
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
N/A
320000.00000000
PA
USD
252351.97000000
0.013644976287
Long
DBT
NUSS
DO
Y
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
GCAT Trust
N/A
GCAT Trust, Series 2019-NQM3, Class A1
36167VAA2
1041305.18000000
PA
USD
1004008.34000000
0.054287945489
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
2.68599960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132L5R62
112674.47000000
PA
USD
113661.49000000
0.006145814260
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
4630000.00000000
PA
USD
3671443.78000000
0.198519406519
Long
DBT
CORP
US
N
2
2032-04-28
Variable
1.92800160
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
131000.00000000
PA
USD
80630.50000000
0.004359788673
Long
DBT
NUSS
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust, Series 2021-3, Class A1
85573JAA4
2749248.52000000
PA
USD
2461151.47000000
0.133077437230
Long
ABS-MBS
CORP
US
Y
2
2056-06-25
Variable
1.12700160
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BT0
1720000.00000000
PA
USD
1362859.39000000
0.073691455864
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AD4
195000.00000000
PA
USD
205046.40000000
0.011087106892
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
Realogy Group LLC
N/A
Realogy Group LLC
75606DAE1
100000.00000000
PA
USD
96311.50000000
0.005207679312
Long
DBT
CORP
US
Y
2
2023-06-01
Fixed
4.87500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133BDNG6
9500000.00000000
PA
USD
9384235.95000000
0.507416989898
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACR4
2561000.00000000
PA
USD
2211611.25000000
0.119584495667
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
2.40000000
N
N
N
N
N
N
Turkiye Vakiflar Bankasi TAO
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
90015WAK9
200000.00000000
PA
USD
173886.00000000
0.009402226369
Long
DBT
NUSS
TR
Y
2
2026-01-08
Fixed
6.50000000
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
255000.00000000
PA
USD
215701.95000000
0.011663265370
Long
DBT
CORP
CA
Y
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703DBG5
6699000.00000000
PA
USD
4532410.16000000
0.245072900194
Long
DBT
CORP
US
Y
2
2051-12-15
Fixed
3.45000000
N
N
N
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Sultanate of Oman Government Bond
N/A
549000.00000000
PA
USD
472304.70000000
0.025538086474
Long
DBT
NUSS
OM
Y
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAE1
785000.00000000
PA
USD
704686.65000000
0.038103259622
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAP4
350000.00000000
PA
USD
334250.00000000
0.018073301841
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.12500000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
27927IAF0
750130.00000000
PA
USD
361603.83000000
0.019552356519
Long
DBT
NUSS
EC
Y
2
2035-07-31
Variable
1.00000080
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
3905000.00000000
PA
USD
3528362.75000000
0.190782842142
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series FF
48128BAF8
1385000.00000000
PA
USD
1222262.50000000
0.066089211942
Long
DBT
CORP
US
N
2
2024-08-01
Variable
5.00000040
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust, Series 2019-7A, Class A1
64034WAA3
2891497.40000000
PA
USD
2874888.06000000
0.155448675147
Long
ABS-O
CORP
US
Y
2
2068-01-25
Floating
2.12357160
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MF5
5475000.00000000
PA
USD
5362485.41000000
0.289956073101
Long
DBT
CORP
US
N
2
2025-04-24
Variable
3.35199960
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AR5
345000.00000000
PA
USD
282158.25000000
0.015256637903
Long
DBT
CORP
US
Y
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series U
172967MG3
1239000.00000000
PA
USD
1090320.00000000
0.058954921356
Long
DBT
CORP
US
N
2
2024-09-12
Variable
5.00000040
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2E3
7020000.00000000
PA
USD
7001890.30000000
0.378600678686
Long
DBT
CORP
FR
Y
2
2023-03-01
Fixed
3.50000000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RAP3
7586000.00000000
PA
USD
7625902.36000000
0.412341765636
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000044
N
N
N
N
N
N
PGT Innovations, Inc.
549300LRW9WM59C1S579
PGT Innovations, Inc.
69336VAB7
823000.00000000
PA
USD
648902.58000000
0.035086947476
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
4.37500000
N
N
N
N
N
N
Sasol Financing USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAA3
400000.00000000
PA
USD
391200.00000000
0.021152657233
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
5.87500000
N
N
N
N
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAR8
616000.00000000
PA
USD
549780.00000000
0.029727269667
Long
DBT
CORP
US
Y
2
2032-06-15
Fixed
6.37500000
N
N
N
N
N
N
Argentine Republic (The)
549300KPBYGYF7HCHO27
Argentine Republic
040114HU7
1780588.00000000
PA
USD
504752.17000000
0.027292560429
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
2.00000160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QPCL9
9753644.95000000
PA
USD
9393539.70000000
0.507920054916
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBV0
12930000.00000000
PA
USD
12251777.02000000
0.662468404409
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
Ukraine Government Bond
N/A
410000.00000000
PA
USD
105780.00000000
0.005719652561
Long
DBT
NUSS
UA
Y
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBH0
2625000.00000000
PA
USD
2128865.68000000
0.115110342600
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.25000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCY4
1856000.00000000
PA
USD
1707520.00000000
0.092327671981
Long
DBT
CORP
US
Y
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WNF1
12837989.31000000
PA
USD
12124263.35000000
0.655573586019
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series BB
949746TD3
1335000.00000000
PA
USD
1149768.75000000
0.062169387184
Long
DBT
CORP
US
N
2
2026-03-15
Variable
3.89999880
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CM6
735000.00000000
PA
USD
667289.89000000
0.036081171570
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
69346VAA7
500000.00000000
PA
USD
462872.50000000
0.025028076010
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
MF1 Ltd.
N/A
MF1 Ltd., Series 2022-FL8, Class A
55284JAA7
4332500.00000000
PA
USD
4189748.02000000
0.226544743767
Long
ABS-CBDO
CORP
KY
Y
2
2037-02-19
Floating
2.14224120
N
N
N
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CAP9
1046000.00000000
PA
USD
951597.43000000
0.051454024184
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.49300000
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAH8
355000.00000000
PA
USD
364318.75000000
0.019699155527
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAA4
1302000.00000000
PA
USD
1315155.08000000
0.071112026114
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
6395000.00000000
PA
USD
5640566.18000000
0.304992236728
Long
DBT
CORP
FR
Y
2
2026-12-14
Variable
1.48799880
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series KK
48128BAN1
450000.00000000
PA
USD
368550.00000000
0.019927944333
Long
DBT
CORP
US
N
2
2026-06-01
Variable
3.65000040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138AG3Q9
10624.78000000
PA
USD
10937.58000000
0.000591408181
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.50000000
N
N
N
N
N
N
BAT International Finance plc
21380041YBGOQDFAC823
BAT International Finance plc
05530QAN0
3036000.00000000
PA
USD
2686502.72000000
0.145262451924
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
-8.00000000
NC
USD
4799.93000000
0.000259538021
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 2 Year Note
2022-09-30
-1680125.01000000
USD
4799.93000000
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102AQ8
1293000.00000000
PA
USD
1052754.14000000
0.056923689863
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXR0
4720000.00000000
PA
USD
3728516.52000000
0.201605398611
Long
DBT
CORP
US
N
2
2032-01-27
Variable
1.99199880
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGC2
5420000.00000000
PA
USD
4256987.51000000
0.230180464330
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2021-2, Class B
262104AD4
6250000.00000000
PA
USD
6108437.50000000
0.330290604983
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
0.58000000
N
N
N
N
N
N
Banque Ouest Africaine de Developpement
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
N/A
200000.00000000
PA
USD
181752.00000000
0.009827550504
Long
DBT
NUSS
US
Y
2
2027-07-27
Fixed
5.00000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
242000.00000000
PA
USD
115767.96000000
0.006259713641
Long
DBT
NUSS
GH
Y
2
2042-05-07
Fixed
8.87500000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
State of Qatar
N/A
1000000.00000000
PA
USD
1004714.00000000
0.054326101379
Long
DBT
NUSS
QA
Y
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp, Series L
316773DB3
655000.00000000
PA
USD
609953.60000000
0.032980929011
Long
DBT
CORP
US
N
2
2025-09-30
Variable
4.50000000
N
N
N
N
N
N
Turkiye Ihracat Kredi Bankasi A/S
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi A/S
90015LAF4
200000.00000000
PA
USD
195976.00000000
0.010596659391
Long
DBT
NUSS
TR
Y
2
2024-01-24
Fixed
8.25000000
N
N
N
N
N
N
Nielsen Co. Luxembourg SARL (The)
549300MFMRJBOPHHM352
Nielsen Co. Luxembourg SARL (The)
65410CAC4
505000.00000000
PA
USD
493637.50000000
0.026691576776
Long
DBT
CORP
LU
Y
2
2025-02-01
Fixed
5.00000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BH9
425000.00000000
PA
USD
400949.25000000
0.021679810974
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.50000000
N
N
N
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
N/A
150000.00000000
PA
USD
111867.42000000
0.006048806725
Long
DBT
NUSS
DO
Y
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
N/A
400000.00000000
PA
USD
236120.00000000
0.012767294033
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp., Series 20-A
8426EPAD0
3120000.00000000
PA
USD
2466308.40000000
0.133356278673
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.75000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAR4
5103000.00000000
PA
USD
3867178.93000000
0.209103042859
Long
DBT
CORP
US
N
2
2031-10-28
Fixed
2.87500000
N
N
N
N
N
N
Taylor Morrison Communities, Inc.
549300O1Z08HI2MRK572
Taylor Morrison Communities, Inc.
87724RAA0
260000.00000000
PA
USD
239644.60000000
0.012957873419
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
5.87500000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
3413000.00000000
PA
USD
3714151.58000000
0.200828668928
Long
DBT
CORP
US
Y
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAA3
174000.00000000
PA
USD
158915.94000000
0.008592777115
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133A3GU6
1023774.29000000
PA
USD
965407.95000000
0.052200775707
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp., Series M
14040HCF0
1000000.00000000
PA
USD
802500.00000000
0.043392145781
Long
DBT
CORP
US
N
2
2026-09-01
Variable
3.94999920
N
N
N
N
N
N
Sasol Financing USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAB1
400000.00000000
PA
USD
362200.00000000
0.019584592152
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
4000000.00000000
PA
USD
3874235.08000000
0.209484577426
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.62500000
N
N
N
N
N
N
Kyndryl Holdings, Inc.
549300LQ4LWX2R8ZV130
Kyndryl Holdings, Inc.
50155QAA8
1054000.00000000
PA
USD
887226.96000000
0.047973435003
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
2.05000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAP8
2930000.00000000
PA
USD
2784912.49000000
0.150583587234
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAK8
770000.00000000
PA
USD
744012.50000000
0.040229655904
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132JA6S9
757372.78000000
PA
USD
761413.36000000
0.041170541454
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
4.00000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBH2
135000.00000000
PA
USD
111836.70000000
0.006047145657
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Hess Midstream Operations LP
N/A
Hess Midstream Operations LP
428102AF4
627000.00000000
PA
USD
562732.50000000
0.030427627010
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
5.50000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2022-NQM1, Class A1
64830JAA8
8971127.12000000
PA
USD
8065429.94000000
0.436107553582
Long
ABS-MBS
CORP
US
Y
2
2026-01-25
Variable
2.27652840
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785JJ6
1365000.00000000
PA
USD
1196884.05000000
0.064716968450
Long
DBT
NUSS
US
N
2
2027-10-21
Fixed
0.62500000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BL0
610000.00000000
PA
USD
517511.80000000
0.027982489058
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCY5
62976200.00000000
PA
USD
56405518.98000000
3.049914644837
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
200000.00000000
PA
USD
92878.00000000
0.005022025814
Long
DBT
NUSS
GH
Y
2
2035-02-11
Fixed
7.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SY5
20013000.00000000
PA
USD
16699910.29000000
0.902984351212
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
GLP Capital LP
N/A
GLP Capital LP
361841AR0
1358000.00000000
PA
USD
1088396.59000000
0.058850920251
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
American Airlines, Inc.
N/A
American Airlines, Inc.
00253XAA9
805000.00000000
PA
USD
739621.93000000
0.039992252473
Long
DBT
CORP
US
Y
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JT5
5875000.00000000
PA
USD
4745019.48000000
0.256568943319
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.25000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAJ5
1296000.00000000
PA
USD
1512800.66000000
0.081798961716
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBE5
4550000.00000000
PA
USD
3969890.83000000
0.214656799543
Long
DBT
CORP
US
N
2
2030-10-15
Variable
2.73899880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417GBQ8
596576.57000000
PA
USD
586243.57000000
0.031698899007
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
Macy's Retail Holdings LLC
N/A
Macy's Retail Holdings LLC
55617LAQ5
3942000.00000000
PA
USD
3307514.09000000
0.178841287936
Long
DBT
CORP
US
Y
2
2030-03-15
Fixed
5.87500000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AQ7
705000.00000000
PA
USD
594857.85000000
0.032164683547
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
N/A
790000.00000000
PA
USD
769728.05000000
0.041620126801
Long
DBT
NUSS
ID
Y
2
2042-01-17
Fixed
5.25000000
N
N
N
N
N
N
Sealed Air Corp.
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211KAZ3
6640000.00000000
PA
USD
5777176.75000000
0.312378935506
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
1.57300000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325BM6
290000.00000000
PA
USD
227038.83000000
0.012276264186
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.12500000
N
N
N
N
N
N
Eastern & Southern African Trade & Development Bank (The)
2138004HC83AB2ENIZ64
Eastern & Southern African Trade & Development Bank
N/A
200000.00000000
PA
USD
188776.00000000
0.010207346681
Long
DBT
NUSS
US
Y
2
2024-05-23
Fixed
4.87500000
N
N
N
N
N
N
Americredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2022-1, Class A2
03066TAB7
2966000.00000000
PA
USD
2934757.64000000
0.158685895762
Long
ABS-O
CORP
US
N
2
2026-01-20
Fixed
2.05000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBL4
9110000.00000000
PA
USD
7414333.84000000
0.400901999826
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
4317000.00000000
PA
USD
3807649.08000000
0.205884191857
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDJ6
1370000.00000000
PA
USD
1172418.60000000
0.063394091973
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039482AD6
4222000.00000000
PA
USD
3808131.65000000
0.205910285001
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBW0
7820000.00000000
PA
USD
7289468.60000000
0.394150385250
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.35000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
7235000.00000000
PA
USD
6266378.56000000
0.338830669158
Long
DBT
CORP
US
N
2
2031-01-22
Variable
2.69899920
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537AK7
3156000.00000000
PA
USD
3053077.38000000
0.165083587235
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.03100000
N
N
N
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
N/A
100000.00000000
PA
USD
85259.81000000
0.004610101065
Long
DBT
NUSS
DO
Y
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MAFA2
281642.01000000
PA
USD
276910.91000000
0.014972907882
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
NBK Tier 1 Financing 2 Ltd.
549300HMWSJFNREWT164
NBK Tier 1 Financing 2 Ltd.
62878WAA6
200000.00000000
PA
USD
188020.00000000
0.010166468847
Long
DBT
CORP
AE
Y
2
2025-08-27
Variable
4.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-3, Class B
80287EAD7
5875000.00000000
PA
USD
5777292.88000000
0.312385214795
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
0.60000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBJ3
385000.00000000
PA
USD
375725.35000000
0.020315924188
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
1000000.00000000
PA
USD
941401.83000000
0.050902735759
Long
DBT
CORP
NL
N
2
2025-04-16
Variable
6.50000160
N
N
N
N
N
N
Ardagh Metal Packaging Finance USA LLC
N/A
Ardagh Metal Packaging Finance USA LLC
03969YAB4
3043000.00000000
PA
USD
2442007.50000000
0.132042299614
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Republic of Angola
N/A
200000.00000000
PA
USD
141080.00000000
0.007628366264
Long
DBT
NUSS
AO
Y
2
2049-11-26
Fixed
9.12500000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABT1
550000.00000000
PA
USD
456626.50000000
0.024690347234
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.87500000
N
N
N
N
N
N
Republic of Cote d'Ivoire
254900ICW11T82O6H590
Republic of Cote d'Ivoire
N/A
1350000.00000000
PA
USD
1056051.00000000
0.057101955071
Long
DBT
NUSS
CI
Y
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MBYW1
2216.17000000
PA
USD
2276.08000000
0.000123070398
Long
ABS-MBS
USGSE
US
N
2
2023-06-01
Fixed
5.00000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDE3
10208000.00000000
PA
USD
7914099.58000000
0.427924937953
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
N/A
1200000.00000000
PA
USD
1173000.00000000
0.063425528974
Long
DBT
CORP
ES
Y
2
2024-02-08
Variable
7.50000175
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AJ4
145000.00000000
PA
USD
142635.78000000
0.007712489170
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QNYW6
9184273.20000000
PA
USD
9000986.61000000
0.486694234469
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
3.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-1, Class B
80286EAD8
4273000.00000000
PA
USD
4117152.15000000
0.222619397257
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
2.36000000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BP8
810000.00000000
PA
USD
665046.86000000
0.035959888225
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WEXD6
572868.15000000
PA
USD
561333.03000000
0.030351955974
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AT7
7843000.00000000
PA
USD
7050667.98000000
0.381238146850
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138EPEE0
601236.00000000
PA
USD
605466.17000000
0.032738288242
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCD5
245000.00000000
PA
USD
233975.00000000
0.012651311288
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.25000000
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAE3
4095000.00000000
PA
USD
3966046.36000000
0.214448924399
Long
DBT
CORP
US
Y
2
2025-03-15
Fixed
3.63800000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AN8
1705000.00000000
PA
USD
1239466.97000000
0.067019478447
Long
DBT
CORP
CH
Y
2
2030-01-24
Variable
5.10000120
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BY5
10000000.00000000
PA
USD
8369557.80000000
0.452552114875
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACA1
2985000.00000000
PA
USD
2591546.88000000
0.140128074788
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
1410000.00000000
PA
USD
1168467.00000000
0.063180424181
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
N/A
600000.00000000
PA
USD
357096.00000000
0.019308612697
Long
DBT
NUSS
EG
Y
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325CU7
1000000.00000000
PA
USD
668299.78000000
0.036135777544
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BU7
2835000.00000000
PA
USD
2270431.89000000
0.122764998827
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Stellantis Finance US, Inc.
549300QZ0AI8Q7LNON33
Stellantis Finance US, Inc.
85855CAB6
1521000.00000000
PA
USD
1204238.96000000
0.065114657331
Long
DBT
CORP
US
Y
2
2031-09-15
Fixed
2.69100000
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAJ1
115000.00000000
PA
USD
106087.50000000
0.005736279458
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAX8
3130000.00000000
PA
USD
2710238.83000000
0.146545892105
Long
ABS-O
CORP
US
Y
2
2031-10-15
Fixed
2.59300000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp., Series P
89832QAE9
590000.00000000
PA
USD
574328.00000000
0.031054609722
Long
DBT
CORP
US
N
2
2025-09-01
Variable
4.95000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCL7
12218000.00000000
PA
USD
11890416.60000000
0.642929209363
Long
DBT
CORP
US
N
2
2024-12-06
Floating
2.19999960
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc., Series B
174610AP0
2650000.00000000
PA
USD
2325690.67000000
0.125752907907
Long
DBT
CORP
US
N
2
2023-07-06
Variable
6.00000120
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2V4
3183000.00000000
PA
USD
3014769.95000000
0.163012258154
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.52599840
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAD8
1800000.00000000
PA
USD
1868322.29000000
0.101022446324
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JL8
3870000.00000000
PA
USD
3548652.85000000
0.191879952394
Long
DBT
NUSS
US
N
2
2025-10-28
Fixed
0.50000000
N
N
N
N
N
N
Trivium Packaging Finance BV
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
585000.00000000
PA
USD
548498.13000000
0.029657957405
Long
DBT
CORP
NL
Y
2
2027-08-15
Fixed
8.49999960
N
N
N
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc.
23345MAA5
675000.00000000
PA
USD
572062.50000000
0.030932111397
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Outfront Media Capital LLC
N/A
Outfront Media Capital LLC
69007TAC8
120000.00000000
PA
USD
94544.50000000
0.005112135485
Long
DBT
CORP
US
Y
2
2030-03-15
Fixed
4.62500000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B85
10914000.00000000
PA
USD
9799680.60000000
0.529880584686
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.30000000
N
N
N
N
N
N
Baker Hughes Holdings LLC
N/A
Baker Hughes Holdings LLC
05724BAD1
2886000.00000000
PA
USD
2647146.36000000
0.143134405930
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.06100000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBN4
2665000.00000000
PA
USD
2009095.48000000
0.108634223000
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
3.50000000
N
N
N
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AT9
265000.00000000
PA
USD
318922.20000000
0.017244509153
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
8220200.00000000
PA
USD
6166113.33000000
0.333409206882
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
USA Compression Partners LP
N/A
USA Compression Partners LP
91740PAF5
85000.00000000
PA
USD
75437.50000000
0.004078996881
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TB4
1645000.00000000
PA
USD
1234264.06000000
0.066738150809
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
AMC Networks, Inc.
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAF0
5799000.00000000
PA
USD
4698291.81000000
0.254042321676
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325BK0
132000.00000000
PA
USD
121873.13000000
0.006589827568
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.37500000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC, Series E
29379VBN2
2500000.00000000
PA
USD
2076952.58000000
0.112303338483
Long
DBT
CORP
US
N
2
2077-08-16
Variable
5.24999880
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
400000.00000000
PA
USD
351960.00000000
0.019030902964
Long
DBT
NUSS
NG
Y
2
2025-11-21
Fixed
7.62500000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
795000.00000000
PA
USD
709696.50000000
0.038374148272
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co., Series F
233331BG1
2645000.00000000
PA
USD
2432793.05000000
0.131544063156
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.05000000
N
N
N
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBE9
1972000.00000000
PA
USD
1573049.91000000
0.085056711547
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
1276000.00000000
PA
USD
1236176.04000000
0.066841533881
Long
DBT
CORP
CH
Y
2
2025-08-07
Variable
6.87499920
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
303000.00000000
PA
USD
187102.50000000
0.010116858512
Long
DBT
NUSS
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
3440000.00000000
PA
USD
3314006.22000000
0.179192325258
Long
DBT
CORP
US
N
2
2025-07-22
Variable
2.72000160
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RC4
1745000.00000000
PA
USD
1790942.57000000
0.096838431257
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.62500000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDP8
2741000.00000000
PA
USD
2276458.09000000
0.123090842750
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.40000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132GUKJ2
287691.85000000
PA
USD
282980.19000000
0.015301081193
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
4400000.00000000
PA
USD
3494643.64000000
0.188959609074
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AB6
450000.00000000
PA
USD
360000.00000000
0.019465635490
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AE0
3130000.00000000
PA
USD
2443180.12000000
0.132105704596
Long
DBT
CORP
US
Y
2
2031-02-10
Fixed
1.80000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBF4
6555000.00000000
PA
USD
5702211.81000000
0.308325490515
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 Notes
912828ZV5
736900.00000000
PA
USD
649537.05000000
0.035121254036
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
Romania Government Bond
N/A
200000.00000000
PA
USD
129996.00000000
0.007029040975
Long
DBT
NUSS
RO
Y
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585ABH4
9845000.00000000
PA
USD
9960269.89000000
0.538563841861
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
1250000.00000000
PA
USD
1101462.50000000
0.059557409810
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCE1
855000.00000000
PA
USD
709887.81000000
0.038384492635
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series W
172967MU2
840000.00000000
PA
USD
726600.00000000
0.039288140965
Long
DBT
CORP
US
N
2
2025-12-10
Variable
3.99999960
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
435000.00000000
PA
USD
318150.30000000
0.017202771586
Long
DBT
NUSS
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
New Economy Assets Phase 1 Sponsor LLC
N/A
New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1
643821AA9
7268000.00000000
PA
USD
6338515.83000000
0.342731218611
Long
ABS-O
CORP
US
Y
2
2061-10-20
Fixed
1.91000000
N
N
N
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAE6
1250000.00000000
PA
USD
1045744.34000000
0.056544661497
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-234.00000000
NC
USD
-264579.59000000
-0.01430613849
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Note
2022-09-21
-27736312.50000000
USD
-264579.59000000
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133A1QB1
134782.34000000
PA
USD
126577.25000000
0.006844185027
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
Textainer Marine Containers VII Ltd.
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd., Series 2021-2A, Class A
88315LAQ1
3422666.73000000
PA
USD
3041212.23000000
0.164442024221
Long
ABS-O
CORP
BM
Y
2
2046-04-20
Fixed
2.23000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAZ9
5265000.00000000
PA
USD
4650316.83000000
0.251448256472
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJZ6
1420000.00000000
PA
USD
1133837.21000000
0.061307949544
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBQ4
6234000.00000000
PA
USD
5948358.12000000
0.321634919259
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179M2Q2
623488.11000000
PA
USD
618997.61000000
0.033469949572
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Q5
5055000.00000000
PA
USD
3914666.01000000
0.211670726720
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.06799920
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJT7
5870000.00000000
PA
USD
4927969.78000000
0.266461287354
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.68700040
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
N/A
185000.00000000
PA
USD
219159.13000000
0.011850199275
Long
DBT
NUSS
ID
Y
2
2038-01-17
Fixed
7.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDF5
7135600.00000000
PA
USD
6433468.09000000
0.347865402173
Long
DBT
UST
US
N
2
2028-10-31
Fixed
1.37500000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp., Series 2021-B, Class A
69335PED3
8280000.00000000
PA
USD
7676277.88000000
0.415065630942
Long
ABS-O
CORP
US
Y
2
2026-08-15
Fixed
0.77000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDH2
97000.00000000
PA
USD
90790.06000000
0.004909128372
Long
DBT
NUSS
MX
N
2
2025-10-16
Fixed
6.87500000
N
N
N
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAG3
2250000.00000000
PA
USD
1955427.66000000
0.105732339051
Long
DBT
CORP
NL
Y
2
2027-01-19
Fixed
3.25700000
N
N
N
N
N
N
Southern Gas Corridor CJSC
213800DG58KG59XY6318
Southern Gas Corridor CJSC
84302LAA0
206000.00000000
PA
USD
202079.41000000
0.010926678153
Long
DBT
NUSS
AZ
Y
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
Cerberus Loan Funding XXXVII LP
635400N8FQLKT6GMFM47
Cerberus Loan Funding XXXVII LP, Series 2022-1A, Class A1
15672QAA5
5600000.00000000
PA
USD
5401426.80000000
0.292061681165
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
2.64701880
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
N/A
310000.00000000
PA
USD
199569.21000000
0.010790948602
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
5.00000040
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2N2
1680000.00000000
PA
USD
1571727.80000000
0.084985223460
Long
DBT
CORP
US
N
2
2026-04-30
Variable
2.18800080
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series X
060505EH3
1240000.00000000
PA
USD
1205280.00000000
0.065170947623
Long
DBT
CORP
US
N
2
2024-09-05
Variable
6.24999960
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BE1
3485000.00000000
PA
USD
3368288.53000000
0.182127435425
Long
DBT
CORP
US
Y
2
2025-05-13
Fixed
3.35000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TQP3
391652.92000000
PA
USD
384988.67000000
0.020816803106
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
3.50000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Republic of Angola
N/A
240000.00000000
PA
USD
189268.80000000
0.010233992973
Long
DBT
NUSS
AO
Y
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31292LGC3
472711.21700000
PA
USD
464968.66000000
0.025141417917
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.50000000
N
N
N
N
N
N
Argentine Republic (The)
549300KPBYGYF7HCHO27
Argentine Republic
040114HS2
1280000.00000000
PA
USD
300394.98000000
0.016242719955
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000040
N
N
N
N
N
N
Avis Budget Car Rental LLC
N/A
Avis Budget Car Rental LLC
053773BF3
2483000.00000000
PA
USD
2065393.76000000
0.111678339103
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
5.37500000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BN3
4000000.00000000
PA
USD
3585418.80000000
0.193867931786
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CR1
490000.00000000
PA
USD
384155.10000000
0.020771730968
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.62500000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAV6
3471000.00000000
PA
USD
3429792.29000000
0.185453018129
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.35000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
116000.00000000
PA
USD
78856.80000000
0.004263882568
Long
DBT
NUSS
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
N/A
150000.00000000
PA
USD
139125.00000000
0.007522657049
Long
DBT
NUSS
DO
Y
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
Korea National Oil Corp.
988400ZTQ08W926ONT36
Korea National Oil Corp.
50066PAR1
2812000.00000000
PA
USD
2650079.67000000
0.143293013550
Long
DBT
NUSS
KR
Y
2
2025-04-18
Fixed
1.75000000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AG4
1476000.00000000
PA
USD
1432677.17000000
0.077466587687
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.70000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
400000.00000000
PA
USD
192500.00000000
0.010408707866
Long
DBT
NUSS
GH
Y
2
2034-04-07
Fixed
8.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ABQZ5
291573.41000000
PA
USD
294996.93000000
0.015950840862
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
300000.00000000
PA
USD
208050.00000000
0.011249515177
Long
DBT
NUSS
NG
Y
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBG8
2941000.00000000
PA
USD
2300450.88000000
0.124388161930
Long
DBT
CORP
CA
N
2
2041-12-02
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140L6UV4
3255256.11000000
PA
USD
2933496.02000000
0.158617678442
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
5240000.00000000
PA
USD
4890261.86000000
0.264422374505
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Braskem Idesa SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAA6
2000000.00000000
PA
USD
1715520.00000000
0.092760241659
Long
DBT
CORP
MX
Y
2
2029-11-15
Fixed
7.45000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DG7
4607000.00000000
PA
USD
4152591.50000000
0.224535645782
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
Leviathan Bond Ltd.
254900D9T8VKYVQNZ220
Leviathan Bond Ltd.
N/A
105286.00000000
PA
USD
94746.87000000
0.005123077875
Long
DBT
CORP
IL
Y
2
2030-06-30
Fixed
6.75000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series T
38144GAE1
605000.00000000
PA
USD
471888.75000000
0.025515595554
Long
DBT
CORP
US
N
2
2026-05-10
Variable
3.80000160
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
71376LAD2
55000.00000000
PA
USD
54728.06000000
0.002959212408
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
Radiate Holdco LLC
N/A
Radiate Holdco LLC
75026JAE0
395000.00000000
PA
USD
305285.63000000
0.016507163317
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179VXX3
11746939.65000000
PA
USD
10486356.17000000
0.567009963425
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XA7B2
2949161.05000000
PA
USD
2657971.48000000
0.143719733263
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
N/A
830693.00000000
PA
USD
46518.81000000
0.002515328330
Long
DBT
NUSS
VE
Y
2
2026-11-15
Variable
6.00000000
Y
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
-451.00000000
NC
USD
-194042.08000000
-0.01049208999
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Ultra Note
2022-09-21
-57446125.00000000
USD
-194042.08000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
N/A
430000.00000000
PA
USD
245100.00000000
0.013252853496
Long
DBT
NUSS
EG
Y
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series U
949746RN3
645000.00000000
PA
USD
628810.50000000
0.034000544405
Long
DBT
CORP
US
N
2
2025-06-15
Variable
5.87499840
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International, Series B
281020AT4
2457000.00000000
PA
USD
1954863.60000000
0.105701839644
Long
DBT
CORP
US
N
2
2026-12-15
Variable
5.00000040
N
N
N
N
N
N
Liberty Mutual Group, Inc.
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBM5
5514000.00000000
PA
USD
4396451.59000000
0.237721455845
Long
DBT
CORP
US
Y
2
2051-12-15
Variable
4.12499880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138A5PY2
210217.06000000
PA
USD
216977.48000000
0.011732234820
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABE7
625000.00000000
PA
USD
561939.13000000
0.030384728535
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
N/A
476700.00000000
PA
USD
193966.77000000
0.010488017894
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
0.50000040
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 47 Ltd.
549300JRWXK6DFJD7D06
Neuberger Berman Loan Advisers CLO 47 Ltd., Series 2022-47A, Class A
64135DAA3
12721428.00000000
PA
USD
12230212.96000000
0.661302409599
Long
ABS-CBDO
CORP
KY
Y
2
2035-04-14
Floating
1.54788840
N
N
N
N
N
N
Realogy Group LLC
N/A
Realogy Group LLC
75606DAL5
1105000.00000000
PA
USD
837943.60000000
0.045308624109
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.75000000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AN4
780000.00000000
PA
USD
740376.00000000
0.040033025950
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
IHS Netherlands Holdco BV
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
200000.00000000
PA
USD
175180.00000000
0.009472194514
Long
DBT
CORP
NL
Y
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AF7
5207000.00000000
PA
USD
5218307.16000000
0.282160180711
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWQ3
2200000.00000000
PA
USD
2137452.48000000
0.115574641263
Long
DBT
CORP
US
N
2
2025-09-29
Variable
3.27200040
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBM4
1829000.00000000
PA
USD
1210691.13000000
0.065463533968
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.40000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
505000.00000000
PA
USD
421675.00000000
0.022800477348
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179VHT0
439978.90000000
PA
USD
431086.22000000
0.023309353399
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3135G06G3
2245000.00000000
PA
USD
2061128.30000000
0.111447700521
Long
DBT
USGA
US
N
2
2025-11-07
Fixed
0.50000000
N
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AV7
2695000.00000000
PA
USD
1969874.14000000
0.106513477700
Long
DBT
CORP
US
N
2
2041-08-19
Fixed
2.75000000
N
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AQ9
2270000.00000000
PA
USD
2018012.29000000
0.109116365703
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBY6
2740000.00000000
PA
USD
2663214.08000000
0.144003206987
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.30000000
N
N
N
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Sultanate of Oman Government Bond
N/A
200000.00000000
PA
USD
175790.00000000
0.009505177952
Long
DBT
NUSS
OM
Y
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CV5
1560000.00000000
PA
USD
1455115.77000000
0.078679869933
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
Volkswagen Auto Lease Trust
N/A
Volkswagen Auto Lease Trust, Series 2022-A, Class A3
92868AAC9
1034000.00000000
PA
USD
1031413.45000000
0.055769772939
Long
ABS-O
CORP
US
N
2
2025-07-21
Fixed
3.44000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCW9
76638600.00000000
PA
USD
69759088.56000000
3.771958305801
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.75000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBM0
2105000.00000000
PA
USD
2100811.56000000
0.113593422394
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
2.30000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RH3
30177900.00000000
PA
USD
28584129.66000000
1.545578468852
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.12500000
N
N
N
N
N
N
Southwestern Public Service Co.
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co., Series 8
845743BU6
2825000.00000000
PA
USD
2156617.06000000
0.116610893287
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
Virgin Media Vendor Financing Notes IV DAC
635400ZZNJSEA4CAJR23
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
440000.00000000
PA
USD
364086.29000000
0.019686586134
Long
DBT
CORP
IE
Y
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Flexential Issuer
N/A
Flexential Issuer, Series 2021-1A, Class A2
33938MAA7
4941000.00000000
PA
USD
4517304.80000000
0.244256135106
Long
ABS-O
CORP
US
Y
2
2051-11-27
Fixed
3.25000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBK6
4411000.00000000
PA
USD
3646768.71000000
0.197185195634
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
State of California
N/A
State of California, GO
13063A5G5
3000000.00000000
PA
USD
4069464.00000000
0.220040841298
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KPMD7
14000000.00000000
PA
USD
14112437.78000000
0.763076582538
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
Apidos CLO XXXIX
N/A
Apidos CLO XXXIX, Series 2022-39A, Class A1
03766HAA8
8660000.00000000
PA
USD
8443462.76000000
0.456548245465
Long
ABS-CBDO
CORP
KY
Y
2
2035-04-21
Floating
2.03949000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAL5
630000.00000000
PA
USD
496125.00000000
0.026826078910
Long
DBT
CORP
US
Y
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
Abu Dhabi Crude Oil Pipeline LLC
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
00401MAB2
200000.00000000
PA
USD
189150.00000000
0.010227569314
Long
DBT
CORP
AE
Y
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
Banque Ouest Africaine de Developpement
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
200000.00000000
PA
USD
166000.00000000
0.008975820809
Long
DBT
NUSS
US
Y
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WAWV5
559917.20000000
PA
USD
564904.38000000
0.030545063189
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.00000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EK2
2530000.00000000
PA
USD
1886949.75000000
0.102029655620
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.70000000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Republic of Chile
168863DT2
200000.00000000
PA
USD
163261.27000000
0.008827734365
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QHPZ2
21481832.84000000
PA
USD
20620662.90000000
1.114984187757
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
2.50000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBD6
345000.00000000
PA
USD
209635.80000000
0.011335261301
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
80414L2E4
200000.00000000
PA
USD
184432.00000000
0.009972461346
Long
DBT
NUSS
SA
Y
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
Nielsen Finance LLC
N/A
Nielsen Finance LLC
65409QBD3
890000.00000000
PA
USD
826543.00000000
0.044692179876
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.62500000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CH0
1625000.00000000
PA
USD
1322116.25000000
0.071488424997
Long
DBT
CORP
US
N
2
2026-09-15
Variable
3.54999960
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBH3
930000.00000000
PA
USD
845646.10000000
0.045725107602
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138XRXG9
126074.34000000
PA
USD
128438.45000000
0.006944822363
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ASK0
1290000.00000000
PA
USD
952017.63000000
0.051476744906
Long
DBT
CORP
FR
Y
2
2031-02-25
Variable
4.62499920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128PLLY6
894.95000000
PA
USD
919.14000000
0.000049699011
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Fixed
5.00000000
N
N
N
N
N
N
Westlake Corp.
GOXNEVUM0LL78B1OS344
Westlake Corp.
960413BA9
2530000.00000000
PA
USD
1703483.10000000
0.092109391915
Long
DBT
CORP
US
N
2
2061-08-15
Fixed
3.37500000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DA5
5190000.00000000
PA
USD
3846307.29000000
0.207974488036
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.80000000
N
N
N
N
N
N
Bolivarian Republic of Venezuela
529900XM8PJTJK5OJI77
Bolivarian Republic of Venezuela
N/A
542900.00000000
PA
USD
43432.00000000
0.002348420779
Long
DBT
NUSS
VE
Y
2
2024-10-13
Fixed
8.25000000
Y
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAP9
285000.00000000
PA
USD
287493.75000000
0.015545134842
Long
DBT
CORP
LU
N
2
2039-10-15
Fixed
6.99999840
N
N
N
N
N
N
Outfront Media Capital LLC
N/A
Outfront Media Capital LLC
69007TAB0
531000.00000000
PA
USD
463961.25000000
0.025086946040
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Republic of Angola
N/A
200000.00000000
PA
USD
165680.00000000
0.008958518022
Long
DBT
NUSS
AO
Y
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
Virgin Media Finance plc
2138001LVYC87DDHT482
Virgin Media Finance plc
92769VAJ8
585000.00000000
PA
USD
463612.50000000
0.025068088705
Long
DBT
CORP
GB
Y
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DF4
3045000.00000000
PA
USD
2912207.64000000
0.157466589983
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.00000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp., Series L
89832QAB5
760000.00000000
PA
USD
651171.55000000
0.035209633428
Long
DBT
CORP
US
N
2
2024-12-15
Floating
4.93085880
N
N
N
N
N
N
Nexa Resources SA
549300QRMRHM7GAU7L47
Nexa Resources SA
91832CAA4
318000.00000000
PA
USD
297027.90000000
0.016060657866
Long
DBT
CORP
LU
Y
2
2027-05-04
Fixed
5.37500000
N
N
N
N
N
N
Graham Packaging Co., Inc.
549300YS0ZFT826HIK72
Graham Packaging Co., Inc.
384701AA6
295000.00000000
PA
USD
236737.50000000
0.012800683005
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
7.12500000
N
N
N
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Sultanate of Oman Government Bond
N/A
200000.00000000
PA
USD
167528.00000000
0.009058441618
Long
DBT
NUSS
OM
Y
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAH5
350000.00000000
PA
USD
337305.50000000
0.018238516422
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2G7
8980000.00000000
PA
USD
7896793.52000000
0.426989178354
Long
DBT
CORP
US
N
2
2030-10-30
Variable
2.87899920
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CN7
7857000.00000000
PA
USD
6039318.96000000
0.326553281913
Long
DBT
CORP
GB
N
2
2030-12-17
Variable
4.60000080
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series R
38144GAB7
1144000.00000000
PA
USD
1029977.90000000
0.055692151014
Long
DBT
CORP
US
N
2
2025-02-10
Variable
4.95000000
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAK1
315000.00000000
PA
USD
331892.35000000
0.017945820853
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
Purewest Funding LLC
549300CU0IQI7FATI376
Purewest Funding LLC, Series 2021-1, Class A1
746245AA7
2380139.17000000
PA
USD
2297720.66000000
0.124240535632
Long
ABS-O
CORP
US
Y
2
2036-12-22
Fixed
4.09100000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2020-1, Class B
90932VAA3
45650.00000000
PA
USD
43349.66000000
0.002343968556
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKA6
5145000.00000000
PA
USD
4157655.88000000
0.224809482935
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.29899960
N
N
N
N
N
N
Taylor Morrison Communities, Inc.
549300O1Z08HI2MRK572
Taylor Morrison Communities, Inc.
87724RAB8
465000.00000000
PA
USD
417226.62000000
0.022559948061
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133ABJ68
1875125.86000000
PA
USD
1690165.17000000
0.091389275329
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
Romania Government Bond
N/A
918000.00000000
PA
USD
705618.86000000
0.038153665345
Long
DBT
NUSS
RO
Y
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series S
949746RG8
1290000.00000000
PA
USD
1166418.00000000
0.063069632272
Long
DBT
CORP
US
N
2
2024-06-15
Variable
5.90000040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140L2PP2
2269759.31000000
PA
USD
1979852.55000000
0.107053022400
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DG2
3725000.00000000
PA
USD
3400410.69000000
0.183864319475
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
Argentine Republic (The)
549300KPBYGYF7HCHO27
Argentine Republic
040114HV5
1840000.00000000
PA
USD
492586.40000000
0.026634742528
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
2.49999840
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2022-2, Class B
03065WAE5
1814000.00000000
PA
USD
1837825.44000000
0.099373444752
Long
ABS-O
CORP
US
N
2
2028-04-18
Fixed
4.81000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBP5
694000.00000000
PA
USD
527011.36000000
0.028496141759
Long
DBT
CORP
US
Y
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
Romania Government Bond
N/A
290000.00000000
PA
USD
224750.00000000
0.012152504379
Long
DBT
NUSS
RO
Y
2
2048-06-15
Fixed
5.12500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJB6
4605000.00000000
PA
USD
3905698.75000000
0.211185856124
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.59200000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
Ukraine Government Bond
N/A
1500000.00000000
PA
USD
372900.00000000
0.020163154096
Long
DBT
NUSS
UA
Y
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JG9
3450000.00000000
PA
USD
2848737.90000000
0.154034704362
Long
DBT
NUSS
US
N
2
2030-08-26
Fixed
0.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFU8
4155000.00000000
PA
USD
4134905.67000000
0.223579351560
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGB4
3500000.00000000
PA
USD
2805853.61000000
0.151715898925
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CB0
3765000.00000000
PA
USD
2964801.43000000
0.160310399831
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
3.10000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
9155000.00000000
PA
USD
6959404.60000000
0.376303425493
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
Tunisian Republic
N/A
Banque Centrale de Tunisie
N/A
200000.00000000
PA
USD
109864.00000000
0.005940479382
Long
DBT
NUSS
TN
Y
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
Kentucky Utilities Co.
AGX0G2MXE54NFNNICD28
Kentucky Utilities Co.
491674BM8
2345000.00000000
PA
USD
1828681.02000000
0.098878994901
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.30000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JP6
3230000.00000000
PA
USD
2892424.43000000
0.156396887887
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
940000.00000000
PA
USD
733070.28000000
0.039637996832
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Braskem Idesa SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAB4
3628000.00000000
PA
USD
2800598.32000000
0.151431739037
Long
DBT
CORP
MX
Y
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-3, Class A
69546RAA4
1446079.76000000
PA
USD
1406358.70000000
0.076043516176
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
1.15000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBV7
2385000.00000000
PA
USD
1706343.00000000
0.092264030168
Long
DBT
CORP
US
N
2
2041-11-19
Variable
2.52500040
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABG2
330000.00000000
PA
USD
271425.00000000
0.014676278092
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138W9GU8
572147.88000000
PA
USD
562237.27000000
0.030400849325
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series V
172967MK4
750000.00000000
PA
USD
609375.00000000
0.032949643409
Long
DBT
CORP
US
N
2
2025-01-30
Variable
4.70000160
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AZ7
2420000.00000000
PA
USD
2176543.01000000
0.117688313508
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.30000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
Ukraine Government Bond
N/A
290000.00000000
PA
USD
71212.40000000
0.003850540613
Long
DBT
NUSS
UA
Y
2
2032-09-25
Fixed
7.37500000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd.
335934AR6
405000.00000000
PA
USD
373005.00000000
0.020168831573
Long
DBT
CORP
CA
Y
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XGRA9
9011274.00000000
PA
USD
8689095.27000000
0.469829892421
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCN8
340000.00000000
PA
USD
349958.80000000
0.018922695660
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XDTV8
16876057.97000000
PA
USD
15823253.03000000
0.855582432674
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.00000000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAC5
540000.00000000
PA
USD
435164.40000000
0.023529865525
Long
DBT
CORP
FR
Y
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EE3
1484000.00000000
PA
USD
1077791.82000000
0.058277507508
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
2.80000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DN7
4080000.00000000
PA
USD
3267839.81000000
0.176696051622
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAM8
35000.00000000
PA
USD
32389.82000000
0.001751356749
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
5310000.00000000
PA
USD
4466665.43000000
0.241518003111
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
USA Compression Partners LP
N/A
USA Compression Partners LP
91740PAC2
425000.00000000
PA
USD
386622.50000000
0.020905146271
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBK5
220000.00000000
PA
USD
161072.62000000
0.008709391412
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833CJ7
2545000.00000000
PA
USD
2528594.90000000
0.136724185076
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKH4
4105000.00000000
PA
USD
3353717.76000000
0.181339576265
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SB89
369854.38000000
PA
USD
364624.88000000
0.019715708347
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XBNR7
9412467.25000000
PA
USD
9164923.60000000
0.495558505832
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
3.50000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBJ3
2510000.00000000
PA
USD
1855711.15000000
0.100340546728
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
Howard Midstream Energy Partners LLC
N/A
Howard Midstream Energy Partners LLC
442722AA2
970000.00000000
PA
USD
835658.45000000
0.045185063285
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TCX1
383225.75000000
PA
USD
377248.64000000
0.020398290321
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.50000000
N
N
N
N
N
N
Marathon Oil Corp.
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849AP1
1710000.00000000
PA
USD
1669484.30000000
0.090271035671
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
200000.00000000
PA
USD
93900.00000000
0.005077286590
Long
DBT
NUSS
GH
Y
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
State of Qatar
N/A
230000.00000000
PA
USD
228030.74000000
0.012329897959
Long
DBT
NUSS
QA
Y
2
2030-04-16
Fixed
3.75000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BF8
4385000.00000000
PA
USD
4026645.79000000
0.217725608886
Long
DBT
CORP
US
Y
2
2030-05-13
Fixed
3.75000000
N
N
N
N
N
N
Orbia Advance Corp. SAB de CV
549300MVHZ20SBIOEQ79
Orbia Advance Corp. SAB de CV
68560EAB4
6351000.00000000
PA
USD
5096677.50000000
0.275583517860
Long
DBT
CORP
MX
Y
2
2031-05-11
Fixed
2.87500000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325DQ5
330000.00000000
PA
USD
223426.24000000
0.012080927074
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAS3
95000.00000000
PA
USD
93987.62000000
0.005082024309
Long
DBT
CORP
LU
N
2
2041-03-01
Fixed
6.75000000
N
N
N
N
N
N
Triton Container International Ltd.
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAC9
3567000.00000000
PA
USD
2883085.75000000
0.155891934162
Long
DBT
CORP
BM
Y
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
Southern Gas Corridor CJSC
213800DG58KG59XY6318
Southern Gas Corridor CJSC
N/A
2000000.00000000
PA
USD
1961936.00000000
0.106084252868
Long
DBT
NUSS
AZ
Y
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AL9
2540000.00000000
PA
USD
2000063.87000000
0.108145872922
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAK6
3615000.00000000
PA
USD
3465669.99000000
0.187392968769
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264AAX3
2975000.00000000
PA
USD
2655565.35000000
0.143589630904
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.37500000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAH5
270000.00000000
PA
USD
225890.10000000
0.012214150965
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
N
Tronox, Inc.
549300EPZ4YXC7E5P181
Tronox, Inc.
897051AC2
290000.00000000
PA
USD
233189.00000000
0.012608811318
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.62500000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2021-5, Class A
91679JAA5
2129996.09000000
PA
USD
2050852.68000000
0.110892085317
Long
ABS-O
CORP
US
Y
2
2031-11-20
Fixed
1.31000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RF95
31721.50000000
PA
USD
31382.60000000
0.001696895145
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
3.50000000
N
N
N
N
N
N
FHLB
2549001DPIFGXC1TOL40
FHLB
3133XGAY0
2310000.00000000
PA
USD
2783999.90000000
0.150534242389
Long
DBT
USGA
US
N
2
2036-07-15
Fixed
5.50000000
N
N
N
N
N
N
NOVA Chemicals Corp.
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAR0
348000.00000000
PA
USD
298479.60000000
0.016139153041
Long
DBT
CORP
CA
Y
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc.
23345MAC1
3995000.00000000
PA
USD
3662680.96000000
0.198045590241
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140L3AR2
2481506.74000000
PA
USD
2163568.85000000
0.116986784982
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABS3
215000.00000000
PA
USD
180984.19000000
0.009786034089
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XHSM0
6696000.00000000
PA
USD
6646014.76000000
0.359358057737
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SAM5
2457000.00000000
PA
USD
1834471.04000000
0.099192068286
Long
DBT
CORP
US
N
2
2042-08-09
Fixed
4.25000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBX2
3585000.00000000
PA
USD
2490349.93000000
0.134656233284
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
EIG Pearl Holdings Sarl
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
28249NAB7
9720000.00000000
PA
USD
7680491.28000000
0.415293454577
Long
DBT
CORP
LU
Y
2
2046-11-30
Fixed
4.38700000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKJ0
12145000.00000000
PA
USD
9205892.51000000
0.497773744356
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Radiate Holdco LLC
N/A
Radiate Holdco LLC
75026JAC4
160000.00000000
PA
USD
137964.80000000
0.007459923631
Long
DBT
CORP
US
Y
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series Q
38148BAE8
968000.00000000
PA
USD
934410.40000000
0.050524700681
Long
DBT
CORP
US
N
2
2024-08-10
Variable
5.50000080
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series JJ
060505FP4
1870000.00000000
PA
USD
1743868.50000000
0.094293079347
Long
DBT
CORP
US
N
2
2024-06-20
Variable
5.12499960
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAV3
1655000.00000000
PA
USD
1431980.48000000
0.077428916816
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.05000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
2425000.00000000
PA
USD
1764260.25000000
0.095395685937
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc., Series C
02005NBN9
695000.00000000
PA
USD
512736.25000000
0.027724269293
Long
DBT
CORP
US
N
2
2028-05-15
Variable
4.70000160
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAN9
335000.00000000
PA
USD
309617.05000000
0.016741368436
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MBVP9
102.36790000
PA
USD
105.14000000
0.000005685046
Long
ABS-MBS
USGSE
US
N
2
2023-04-01
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TA6
92399800.00000000
PA
USD
70285207.01000000
3.800406166836
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
Consolidated Communications, Inc.
549300WW675Y48HDVX34
Consolidated Communications, Inc.
20903XAH6
155000.00000000
PA
USD
123902.35000000
0.006699549948
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XA5M0
951085.79000000
PA
USD
829397.51000000
0.044846526685
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAX3
5542000.00000000
PA
USD
4436323.06000000
0.239877354461
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
MF1 Ltd.
N/A
MF1 Ltd., Series 2021-FL7, Class AS
55284AAC2
6378500.00000000
PA
USD
6051354.39000000
0.327204052172
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-16
Floating
3.06228960
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
1600000.00000000
PA
USD
1321996.85000000
0.071481968895
Long
DBT
CORP
CH
Y
2
2026-08-21
Variable
6.37499880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EES5
9541857.13000000
PA
USD
9420385.66000000
0.509371648448
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCS8
20509100.00000000
PA
USD
17655451.11000000
0.954651599264
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACB9
2990000.00000000
PA
USD
2515918.55000000
0.136038759497
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BA0
7254000.00000000
PA
USD
7108309.21000000
0.384354877885
Long
DBT
CORP
NL
N
2
2026-03-28
Variable
3.86899920
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CP9
792000.00000000
PA
USD
659157.84000000
0.035641461790
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Republic of Kenya
N/A
200000.00000000
PA
USD
124228.00000000
0.006717158238
Long
DBT
NUSS
KE
Y
2
2034-01-23
Fixed
6.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
2825000.00000000
PA
USD
2680487.66000000
0.144937210354
Long
DBT
CORP
US
N
2
2029-01-24
Variable
3.77200080
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services, Series C
254709AN8
3050000.00000000
PA
USD
2378734.62000000
0.128621058451
Long
DBT
CORP
US
N
2
2027-10-30
Variable
5.50000080
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CW3
3910000.00000000
PA
USD
3591224.46000000
0.194181850845
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140LNPB7
1434006.59000000
PA
USD
1292197.10000000
0.069870660363
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BN2
520000.00000000
PA
USD
443300.00000000
0.023969767258
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CQ1
360000.00000000
PA
USD
256440.36000000
0.013866040480
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
117.00000000
NC
USD
-88320.02000000
-0.00477557032
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Long Bond
2022-09-21
16219125.00000000
USD
-88320.02000000
N
N
N
Alpek SAB de CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AE0
4982000.00000000
PA
USD
3994368.32000000
0.215980327037
Long
DBT
CORP
MX
Y
2
2031-02-25
Fixed
3.25000000
N
N
N
N
N
N
MCF CLO IX Ltd.
N/A
MCF CLO IX Ltd., Series 2019-1A, Class A1R
55281XAM3
6213000.00000000
PA
USD
5973491.96000000
0.322993936392
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-17
Floating
2.35121040
N
N
N
N
N
N
American Airlines, Inc.
N/A
American Airlines, Inc.
00253XAB7
500000.00000000
PA
USD
426880.00000000
0.023081917995
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
220000.00000000
PA
USD
187000.00000000
0.010111316213
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BD3
1745000.00000000
PA
USD
1732504.72000000
0.093678626016
Long
DBT
CORP
US
Y
2
2023-05-12
Fixed
3.12500000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CQ7
1223000.00000000
PA
USD
988709.89000000
0.053460739791
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZN3
22085400.00000000
PA
USD
19547304.31000000
1.056946390357
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CD9
1099000.00000000
PA
USD
998470.40000000
0.053988502374
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-3A, Class B
30166YAD4
2644000.00000000
PA
USD
2650447.13000000
0.143312882557
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
4.86000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138X3EQ1
331197.17000000
PA
USD
325460.49000000
0.017598042402
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140K45H9
749585.95000000
PA
USD
701031.97000000
0.037905646654
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348BP0
5312000.00000000
PA
USD
3617899.67000000
0.195624211719
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
2.90000000
N
N
N
N
N
N
Organon & Co.
N/A
Organon & Co.
68622TAB7
795000.00000000
PA
USD
685949.85000000
0.037090138180
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SWX1
14751.26000000
PA
USD
14541.37000000
0.000786269466
Long
ABS-MBS
USGA
US
N
2
2047-02-20
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335BM60
768779.95000000
PA
USD
753026.02000000
0.040717027834
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAK0
10050000.00000000
PA
USD
8127217.22000000
0.439448466555
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AH8
690000.00000000
PA
USD
684193.65000000
0.036995178322
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.37500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAH9
9650000.00000000
PA
USD
9476377.20000000
0.512399178749
Long
DBT
CORP
US
N
2
2025-03-01
Variable
3.21999840
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEF4
120000.00000000
PA
USD
117079.69000000
0.006330640469
Long
DBT
UST
US
N
2
2027-03-31
Fixed
2.50000000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BS1
1124000.00000000
PA
USD
896216.68000000
0.048459520038
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70300000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp., Series C
337932AC1
45000.00000000
PA
USD
50512.50000000
0.002731271979
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
7.37500000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AZ2
5610000.00000000
PA
USD
4785247.36000000
0.258744113454
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.55000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAP5
7900000.00000000
PA
USD
6519151.89000000
0.352498428890
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.90000000
N
N
N
N
N
N
Abu Dhabi Crude Oil Pipeline LLC
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
N/A
550000.00000000
PA
USD
520162.50000000
0.028125815614
Long
DBT
CORP
AE
Y
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AC1
3407000.00000000
PA
USD
2822273.63000000
0.152603749270
Long
DBT
CORP
CA
Y
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc., Series B
02005NBM1
1820000.00000000
PA
USD
1443287.14000000
0.078040281599
Long
DBT
CORP
US
N
2
2026-05-15
Variable
4.70000160
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series CC
48128BAD3
1430000.00000000
PA
USD
1242312.50000000
0.067173339696
Long
DBT
CORP
US
N
2
2022-11-01
Variable
4.62499920
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEE7
9518200.00000000
PA
USD
9111073.84000000
0.492646784167
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417G6A9
218844.53000000
PA
USD
215053.90000000
0.011628224523
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AM6
36000.00000000
PA
USD
34875.00000000
0.001885733438
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A86
7453000.00000000
PA
USD
6562366.50000000
0.354835095130
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138X32U5
94250.07000000
PA
USD
95084.89000000
0.005141355026
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2012-LC5, Class B
94988HAF8
3110000.00000000
PA
USD
3106280.13000000
0.167960324286
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
4.14200000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2019-6, Class A1
03464VAA2
786950.55000000
PA
USD
772680.70000000
0.041779780158
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
2.62000080
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SW9
2702000.00000000
PA
USD
2119064.60000000
0.114580386348
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
2022-08-01
Nationwide Variable Insurance Trust
Lee Cummings
Lee Cummings
Treasurer