0001752724-23-040506.txt : 20230224 0001752724-23-040506.hdr.sgml : 20230224 20230224162158 ACCESSION NUMBER: 0001752724-23-040506 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221231 FILED AS OF DATE: 20230224 DATE AS OF CHANGE: 20230224 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: 23667690 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 2022-12-31 N 1801355493.67 40603079.77 1760752413.90 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 6999282.08999999 USD UST Bloomberg US Aggregate Bond Total Return LBUSTRUU Index United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TJ7 530000.00000000 PA USD 436670.31000000 0.024800210782 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 American International Group, Inc. 026874DP9 4738000.00000000 PA USD 4007649.71000000 0.227610064786 Long DBT CORP US N 2 2050-06-30 Fixed 4.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA 36179WR26 16392386.31000000 PA USD 14205610.67000000 0.806792059908 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 775621.44000000 0.044050568034 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 3214461.34000000 PA USD 2567096.79000000 0.145795443455 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 6976008.00000000 0.396194714539 Long ABS-CBDO CORP KY Y 2 2033-10-15 Floating 5.62914000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 Scientific Games International, Inc. 80874YBC3 655000.00000000 PA USD 624811.05000000 0.035485457527 Long DBT CORP US Y 2 2028-05-15 Fixed 7.00000000 N N N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206RHJ4 2955000.00000000 PA USD 2810107.54000000 0.159596972170 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 ONEOK, Inc. 682680BG7 1246000.00000000 PA USD 1245938.36000000 0.070761701086 Long DBT CORP US N 2 2032-11-15 Fixed 6.10000000 N N N N N Genesis Energy LP N/A Genesis Energy LP 37185LAK8 330000.00000000 PA USD 301938.99000000 0.017148293400 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N AES Panama Generation Holdings SRL N/A AES Panama Generation Holdings SRL 00109AAB3 4000000.00000000 PA USD 3474800.00000000 0.197347450588 Long DBT CORP PA Y 2 2030-05-31 Fixed 4.37500000 N N N N N N NXP BV N/A NXP BV 62954HAN8 5000000.00000000 PA USD 3113498.50000000 0.176827728613 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 1418297.20000000 0.080550632150 Long ABS-CBDO CORP KY Y 2 2034-07-21 Floating 5.44757040 N N N N N N CITGO Petroleum Corp. YX52P86PXMLYDOTUQ225 CITGO Petroleum Corp. 17302XAK2 2363000.00000000 PA USD 2304775.68000000 0.130897204047 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 62872.64000000 0.003570782553 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 1396750.41000000 0.079326905871 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 208968.03000000 0.011868109812 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 1833887.15000000 0.104153607033 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 8875571.51000000 0.504078338324 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140L06D4 1527190.44000000 PA USD 1254830.23000000 0.071266705079 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 Constellation Brands, Inc. 21036PBE7 2677000.00000000 PA USD 2346004.80000000 0.133238766647 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 1161543.31000000 0.065968576889 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3138MRLJ8 91949.30000000 PA USD 86066.82000000 0.004888070538 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 799855.79000000 0.045426931332 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 718172CW7 871000.00000000 PA USD 883610.70000000 0.050183699481 Long DBT CORP US N 2 2029-11-17 Fixed 5.62500000 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 2451064.50000000 0.139205516951 Long ABS-MBS CORP US N 2 2057-09-15 Variable 4.06900080 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PBX3 4610000.00000000 PA USD 3526300.24000000 0.200272350170 Long DBT CORP US N 2 2032-02-04 Variable 1.95300000 N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967LD1 2080000.00000000 PA USD 1943693.19000000 0.110389920505 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 201236.90000000 0.011429028772 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 486477.38000000 0.027628948633 Long DBT CORP US N 2 2026-06-15 Fixed 6.37500000 N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 Republic of Ecuador 27927IAE3 396900.00000000 PA USD 255035.43000000 0.014484457211 Long DBT NUSS EC Y 2 2030-07-31 Variable 5.50000080 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206RLV2 1290000.00000000 PA USD 863436.90000000 0.049037950661 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 Celanese US Holdings LLC 15089QAM6 7573000.00000000 PA USD 7469448.39000000 0.424219119680 Long DBT CORP US N 2 2027-07-15 Fixed 6.16500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CCZ2 63781000.00000000 PA USD 56633043.56000000 3.216411524579 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 37897.30000000 0.002152335541 Long DBT NUSS EC Y 2 2030-07-31 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XHRP4 17844113.73000000 PA USD 17302903.72000000 0.982699417783 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N N/A N/A U.S. Treasury 10 Year Note N/A -584.00000000 NC USD 907063.07000000 0.051515651084 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Note 2023-03-22 -65581375.00000000 USD 907063.07000000 N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958667AC1 560000.00000000 PA USD 488835.20000000 0.027762858431 Long DBT CORP US N 2 2030-02-01 Fixed 4.29999840 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 345397A78 2900000.00000000 PA USD 2828330.56000000 0.160631928581 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 2549955.99000000 0.144821950540 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140QGYP6 3544229.08000000 PA USD 2893249.54000000 0.164318930768 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3138WPG73 384870.58000000 PA USD 360247.30000000 0.020459849843 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 89094.71000000 0.005060036226 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 195789.04000000 0.011119623545 Long DBT CORP US Y 2 2027-06-15 Fixed 6.00000000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140QPCQ8 9321491.06000000 PA USD 8748672.57000000 0.496871252365 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 2482500.00000000 0.140990861656 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 163500.00000000 0.009285802973 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 5093840.55000000 0.289299080880 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 198932.79000000 0.011298169375 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 1231383.34000000 0.069935064707 Long DBT CORP US N 2 2060-08-20 Fixed 2.55000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71643VAB1 759000.00000000 PA USD 596002.47000000 0.033849305858 Long DBT NUSS MX N 2 2032-02-16 Fixed 6.70000000 N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 Williams Cos., Inc. (The) 88339WAA4 2000000.00000000 PA USD 1361104.84000000 0.077302454862 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 2959255.79000000 0.168067683260 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 1980710.18000000 0.112492259806 Long DBT CORP US N 2 2028-06-15 Fixed 1.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3138W9GW4 894120.35000000 PA USD 835613.55000000 0.047457754048 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140X7Y86 1490455.04000000 PA USD 1321570.03000000 0.075057118738 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 336978.60000000 0.019138329576 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 3388000.00000000 PA USD 3124581.88000000 0.177457197010 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3138X6TP0 287292.25000000 PA USD 276825.58000000 0.015722004855 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 Crown Castle, Inc. 22822VAW1 1655000.00000000 PA USD 1304377.38000000 0.074080681060 Long DBT CORP US N 2 2031-04-01 Fixed 2.10000000 N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 Gilead Sciences, Inc. 375558BT9 2675000.00000000 PA USD 1710220.80000000 0.097130112473 Long DBT CORP US N 2 2050-10-01 Fixed 2.80000000 N N N N N Parkland Corp. 549300XHQS1JYWBNK868 Parkland Corp. 70137WAG3 5948000.00000000 PA USD 4956268.25000000 0.281485813159 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 290079.82000000 0.016474764862 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 6192763.88000000 0.351711224764 Long DBT CORP US Y 2 2035-02-01 Fixed 4.80000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 FirstEnergy Corp., Series C 337932AJ6 450000.00000000 PA USD 401754.86000000 0.022817226137 Long DBT CORP US N 2 2047-07-15 Fixed 5.34999960 N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA 36179MX47 472323.10000000 PA USD 445015.63000000 0.025274174068 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, Series DM3N 86964WAK8 5750000.00000000 PA USD 4482723.00000000 0.254591330649 Long DBT CORP AT N 2 2032-01-15 Fixed 3.12500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 UMBS 3132DPBW7 4559254.27000000 PA USD 4689174.55000000 0.266316519743 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N DataBank Issuer N/A DataBank Issuer, Series 2021-2A, Class A2 23802WAG6 4008000.00000000 PA USD 3470911.97000000 0.197126634193 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 184095.93000000 0.010455526202 Long DBT CORP CL Y 2 2027-10-12 Fixed 3.50000000 N N N N N N Smyrna Ready Mix Concrete LLC 549300S7RFWHQFOIOY93 Smyrna Ready Mix Concrete LLC 85236FAA1 2710000.00000000 PA USD 2424637.00000000 0.137704596106 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 954665.54000000 0.054219181099 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 914455VJ6 3285000.00000000 PA USD 2782326.34000000 0.158019169420 Long DBT MUN US N 2 2047-04-01 Fixed 3.59900000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 UMBS 3133AGNS4 2264788.45000000 PA USD 1860874.60000000 0.105686329623 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XHQF7 7520582.07000000 PA USD 6920907.63000000 0.393065349526 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.50000000 N N N N N N CCO Holdings LLC N/A CCO Holdings LLC 1248EPCD3 55000.00000000 PA USD 47432.83000000 0.002693895497 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XBS43 2181822.91000000 PA USD 1852542.63000000 0.105213124535 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Taylor Morrison Communities, Inc. 549300O1Z08HI2MRK572 Taylor Morrison Communities, Inc. 87724RAJ1 180000.00000000 PA USD 155922.18000000 0.008855429006 Long DBT CORP US Y 2 2030-08-01 Fixed 5.12500000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XCCQ9 1503548.44000000 PA USD 1276446.21000000 0.072494360929 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 529743.83000000 0.030086219153 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XTAN1 4091327.20000000 PA USD 3661981.44000000 0.207978214943 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 Ford Motor Co. 345370CS7 360000.00000000 PA USD 274325.30000000 0.015580004197 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 1967051.60000000 0.111716535753 Long DBT CORP US N 2 2024-09-01 Variable 4.79999880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3132MANN7 324602.17000000 PA USD 303178.69000000 0.017218700801 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 3.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GYB4 5415000.00000000 PA USD 4318412.84000000 0.245259515529 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 768161.91000000 0.043626912218 Long DBT CORP US Y 2 2027-05-15 Fixed 6.50000000 N N N N N N Rexford Industrial Realty LP 549300028US163ELJN70 Rexford Industrial Realty LP 76169XAB0 3445000.00000000 PA USD 2639768.28000000 0.149922740935 Long DBT CORP US N 2 2031-09-01 Fixed 2.15000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 Iron Mountain, Inc. 46284VAF8 110000.00000000 PA USD 95942.00000000 0.005448920543 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 3440611.55000000 0.195405755110 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 342775.13000000 0.019467537133 Long DBT CORP US Y 2 2027-10-15 Fixed 4.75000000 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 4283701.79000000 0.243288139558 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 1940577.52000000 0.110212969448 Long DBT CORP US N 2 2023-11-15 Fixed 4.50000000 N N N N N Verus Securitization Trust N/A Verus Securitization Trust, Series 2019-4, Class A1 92537KAA2 351037.68000000 PA USD 332978.90000000 0.018911171006 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 323362.40000000 0.018365012448 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 5709000.00000000 PA USD 4422570.48000000 0.251175034325 Long DBT CORP NL Y 2 2050-01-31 Fixed 5.87500000 N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 Jackson National Life Global Funding 46849LUV1 5963000.00000000 PA USD 5534176.46000000 0.314307475390 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 855950.00000000 0.048612740396 Long DBT CORP US N 2 2026-08-10 Variable 3.65000040 N N N N N Dell International LLC N/A Dell International LLC 24703TAK2 602000.00000000 PA USD 685835.81000000 0.038951291765 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XHAE7 7999066.79000000 PA USD 7559874.83000000 0.429354790049 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 682968.75000000 0.038788460240 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 63560.02000000 0.003609821545 Long DBT NUSS UA Y 2 2041-08-01 Floating 0.00001080 N N N N N N Viatris, Inc. 254900ZZTSW7NL773X71 Viatris, Inc. 92556VAF3 4135000.00000000 PA USD 2547730.01000000 0.144695528450 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 3991043.67000000 0.226666942978 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 1209838.90000000 PA USD 1087040.98000000 0.061737298862 Long ABS-MBS CORP US Y 2 2059-11-25 Variable 2.70986040 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828YM6 993000.00000000 PA USD 940828.71000000 0.053433333532 Long DBT UST US N 2 2024-10-31 Fixed 1.50000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 Fidelity National Information Services, Inc. 31620MBU9 5750000.00000000 PA USD 3960065.83000000 0.224907590569 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 3204152.55000000 0.181976325842 Long DBT CORP US N 2 2041-09-15 Fixed 2.75000000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140QPH59 5137356.04000000 PA USD 4876906.83000000 0.276978568451 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 Republic of Senegal N/A 400000.00000000 PA USD 281131.20000000 0.015966537815 Long DBT NUSS SN Y 2 2048-03-13 Fixed 6.75000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 718172CP2 5645000.00000000 PA USD 4565164.85000000 0.259273524997 Long DBT CORP US N 2 2030-05-01 Fixed 2.10000000 N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 DB Master Finance LLC, Series 2021-1A, Class A2I 233046AN1 4144140.00000000 PA USD 3537313.58000000 0.200897840722 Long ABS-O CORP US Y 2 2051-11-20 Fixed 2.04500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CFV8 1399600.00000000 PA USD 1428248.06000000 0.081115780317 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAP2 6105000.00000000 PA USD 5938121.60000000 0.337249096075 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 6094733.97000000 0.346143723665 Long DBT CORP DE Y 2 2027-10-30 Variable 3.20000040 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 Kingdom of Saudi Arabia 80413TBA6 3676000.00000000 PA USD 3883686.65000000 0.220569718907 Long DBT NUSS SA Y 2 2032-10-25 Fixed 5.50000000 N N N N N N N/A N/A U.S. Treasury 2 Year Note N/A -38.00000000 NC USD -8652.45000000 -0.00049140639 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 2 Year Note 2023-03-31 -7792968.79000000 USD -8652.45000000 N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 Sysco Corp. 871829BN6 1511000.00000000 PA USD 1646841.73000000 0.093530567784 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 3547919.29000000 0.201500180376 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N ING Groep NV 549300NYKK9MWM7GGW15 ING Groep NV 456837AR4 1385000.00000000 PA USD 1229028.20000000 0.069801307117 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 4069591.53000000 0.231127982439 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 5750495.04000000 0.326593051618 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 1353104.00000000 0.076848055940 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 109613.22000000 0.006225362472 Long DBT CORP US N 2 2029-08-15 Fixed 3.75000000 N N N N N Sasol Financing USA LLC 549300XRB1PFMESFEL85 Sasol Financing USA LLC 80386WAC9 200000.00000000 PA USD 176813.43000000 0.010041924611 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 1440141.26000000 0.081791241552 Long DBT CORP CA N 2 2076-08-15 Variable 5.87499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140LPPZ9 2395572.45000000 PA USD 2034008.96000000 0.115519305493 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 7684206.57000000 0.436416074704 Long DBT CORP CA N 2 2032-05-13 Fixed 3.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XAA77 10315942.07000000 PA USD 9201920.08000000 0.522612947019 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 96810.05000000 0.005498220490 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 289154.25000000 0.016422198130 Long DBT CORP US Y 2 2032-02-15 Fixed 3.87500000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 International Business Machines Corp. 459200JZ5 2635000.00000000 PA USD 2507121.95000000 0.142389238271 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 6125315.83000000 PA USD 5131295.29000000 0.291426281712 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 1072221.07000000 0.060895618346 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140QLEL6 1381549.54000000 PA USD 1173173.71000000 0.066629112687 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 14343054.60000000 0.814598036996 Long ABS-CBDO CORP KY Y 2 2032-07-20 Floating 5.51256840 N N N N N N CANTOR FITZGERAL & CO 5493004J7H4GCPG6OB62 Government Agency Repurchase Agreement N/A 906946.30000000 PA USD 906946.30000000 0.051509019260 Long RA CORP US N 2 Repurchase Y 4.30000000 2023-01-03 7000141.54489600 USD 925085.22603700 USD AMBS N N Enel Finance America LLC 549300EGNLVUJX1DEC60 Enel Finance America LLC 29280HAA0 1292000.00000000 PA USD 1336004.59000000 0.075876913724 Long DBT CORP US Y 2 2027-10-14 Fixed 7.10000000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 Community Health Systems, Inc. 12543DBG4 125000.00000000 PA USD 107182.50000000 0.006087312398 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 1734600.78000000 0.098514746667 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AZ1 1359000.00000000 PA USD 1192377.52000000 0.067719771989 Long DBT CORP CH Y 2 2033-08-12 Variable 6.53699880 N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 Community Health Systems, Inc. 12543DBC3 430000.00000000 PA USD 391478.45000000 0.022233588715 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 744183.00000000 0.042265056354 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 Calpine Corp. 131347CN4 590000.00000000 PA USD 526452.75000000 0.029899305878 Long DBT CORP US Y 2 2028-03-15 Fixed 5.12500000 N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CBB6 18500000.00000000 PA USD 15672246.14000000 0.890088011027 Long DBT UST US N 2 2027-12-31 Fixed 0.62500000 N N N N N N Amur Equipment Finance Receivables XI LLC 549300IFG1NMINYRYF89 Amur Equipment Finance Receivables XI LLC, Series 2022-2A, Class A2 03236XAB3 795000.00000000 PA USD 786224.31000000 0.044652746393 Long ABS-O CORP US Y 2 2028-06-21 Fixed 5.30000000 N N N N N N Stryker Corp. 5493002F0SC4JTBU5137 Stryker Corp. 863667BB6 2350000.00000000 PA USD 2257034.80000000 0.128185813188 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 245922.16000000 0.013966879048 Long DBT CORP US Y 2 2030-12-01 Fixed 4.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XJK44 14745381.33000000 PA USD 14740496.33000000 0.837170303651 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 5.00000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 Truist Financial Corp., Series Q 89832QAF6 650000.00000000 PA USD 601250.00000000 0.034147333563 Long DBT CORP US N 2 2030-03-01 Variable 5.10000120 N N N N N Republic of Angola 549300QHR2R3J8JSGK83 Republic of Angola N/A 1000000.00000000 PA USD 790000.00000000 0.044867182561 Long DBT NUSS AO Y 2 2048-05-08 Fixed 9.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3138WGFE9 451197.82000000 PA USD 419181.14000000 0.023806932575 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 0.09200000 PA USD 0.09000000 0.000000005111 Long DBT NUSS CI Y 2 2032-12-31 Variable 5.74999920 N N N N N N Textainer Marine Containers VII Ltd. 549300X48KLHDDGPK024 Textainer Marine Containers VII Ltd., Series 2020-2A, Class A 88315LAG3 3310520.11000000 PA USD 2882883.34000000 0.163730193821 Long ABS-O CORP BM Y 2 2045-09-20 Fixed 2.10000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 UMBS 3132DN2T9 9309815.37000000 PA USD 9499174.87000000 0.539495206424 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Energy Transfer LP N/A Energy Transfer LP 75886AAJ7 4000000.00000000 PA USD 3970745.76000000 0.225514145467 Long DBT CORP US N 2 2023-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 31418CU77 4564002.50000000 PA USD 4221521.44000000 0.239756674855 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N AES Andes SA 549300IF4IFG0FS0RM26 AES Andes SA 00105DAG0 5000000.00000000 PA USD 4599393.60000000 0.261217509269 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 433537.11000000 0.024622264128 Long DBT CORP US Y 2 2027-12-15 Fixed 8.00000000 N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SN9 7737800.00000000 PA USD 4164205.86000000 0.236501499422 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA 36179TAK1 516075.24000000 PA USD 481156.76000000 0.027326769862 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128MBT56 36.11000000 PA USD 36.35000000 0.000002064458 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140L2QD8 1634020.86000000 PA USD 1341107.70000000 0.076166739253 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N NBM US Holdings, Inc. 5493008K1QMSP0J8UC24 NBM US Holdings, Inc. 62877VAA9 4285000.00000000 PA USD 4255047.85000000 0.241660770498 Long DBT CORP US Y 2 2026-05-14 Fixed 7.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GGL7 3125000.00000000 PA USD 2891854.53000000 0.164239702707 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 3710936.92000000 0.210758587675 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 1034197.49000000 0.058736110871 Long DBT CORP US Y 2 2028-11-01 Fixed 5.87500000 N N N N N Petroleos de Venezuela SA 549300YWR8TN1OFD4P06 Petroleos de Venezuela SA N/A 322820.00000000 PA USD 15333.95000000 0.000870874853 Long DBT NUSS VE Y 2 2024-05-16 Fixed 6.00000000 Y N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 31418ED72 9501891.95000000 PA USD 8635237.21000000 0.490428815648 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XHBZ9 8852370.06000000 PA USD 8332497.37000000 0.473235038851 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 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 5988325.91000000 PA USD 5070697.60000000 0.287984702447 Long ABS-O CORP US Y 2 2070-04-15 Fixed 1.58000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140X84A2 1614270.72000000 PA USD 1319147.84000000 0.074919553117 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 880660.00000000 0.050016117714 Long DBT CORP US N 2 2028-03-15 Variable 5.87499840 N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA 36179SGL5 159916.15000000 PA USD 149139.50000000 0.008470214143 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 3584131.48000000 0.203556811946 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 198452.00000000 0.011270863435 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 596194.64000000 0.033860219943 Long DBT CORP LU Y 2 2028-02-15 Fixed 6.00000000 N N N N N Petroleos de Venezuela SA 549300YWR8TN1OFD4P06 Petroleos de Venezuela SA N/A 789800.00000000 PA USD 35541.00000000 0.002018512070 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 42514400.00000000 PA USD 30500760.78000000 1.732257217949 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 7194548.40000000 0.408606476595 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 695263.95000000 0.039486752624 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 1646647.12000000 0.093519515123 Long DBT CORP US N 2 2051-12-14 Fixed 3.15000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 UMBS 3132CWRM8 9997007.67000000 PA USD 8920946.46000000 0.506655358787 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 790148.99000000 0.044875644284 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 1186750.00000000 0.067400163170 Long DBT NUSS ID Y 2 2035-10-12 Fixed 8.50000000 N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 Community Health Systems, Inc. 12543DBL3 885000.00000000 PA USD 438232.65000000 0.024888942167 Long DBT CORP US Y 2 2030-04-01 Fixed 6.12500000 N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 Kinder Morgan, Inc. 49456BAH4 2120000.00000000 PA USD 1933040.13000000 0.109784891659 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3132L7NM7 125060.06000000 PA USD 122993.56000000 0.006985284190 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140KHUF6 1369215.04000000 PA USD 1173792.76000000 0.066664270952 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 UMBS 3133KPME5 18129468.57000000 PA USD 17455069.92000000 0.991341530030 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 Community Health Systems, Inc. 12543DBJ8 850000.00000000 PA USD 436868.54000000 0.024811469037 Long DBT CORP US Y 2 2029-04-15 Fixed 6.87500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 UMBS 3133KMR72 7962326.11000000 PA USD 7244200.10000000 0.411426390377 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 440995.23000000 0.025045839864 Long DBT CORP US N 2 2029-11-01 Fixed 5.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XHGS0 13386209.21000000 PA USD 11846361.30000000 0.672801082450 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 3613496.91000000 0.205224589299 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 1559693.75000000 0.088581093950 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 567875.00000000 0.032251837084 Long DBT CORP US Y 2 2026-04-15 Fixed 5.75000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HBQ9 1975000.00000000 PA USD 1451048.16000000 0.082410686962 Long DBT CORP IT Y 2 2032-06-01 Variable 4.19799960 N N N N N N Marlette Funding Trust N/A Marlette Funding Trust, Series 2022-3A, Class A 57109NAA7 1039542.26000000 PA USD 1031277.90000000 0.058570295963 Long ABS-O CORP US Y 2 2032-11-15 Fixed 5.18000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 Global Payments, Inc. 37940XAQ5 2653000.00000000 PA USD 2526585.88000000 0.143494670804 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA 36179TLS2 607338.63000000 PA USD 565415.10000000 0.032112129765 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GBA5 1371000.00000000 PA USD 1448828.50000000 0.082284623809 Long DBT CORP NL Y 2 2032-10-14 Fixed 7.50000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 Boeing Co. (The) 097023CX1 1930000.00000000 PA USD 1758122.34000000 0.099850627840 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 4040898.74000000 0.229498406936 Long DBT CORP US Y 2 2029-04-15 Fixed 4.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XHJU2 5903265.24000000 PA USD 5228880.12000000 0.296968504982 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 1492326.35000000 PA USD 1474667.80000000 0.083752138481 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 2071081.88000000 0.117624821278 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 848068.80000000 0.048165136296 Long DBT NUSS SA Y 2 2039-04-16 Fixed 4.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 UMBS 3132DMVD4 11683167.87000000 PA USD 10091103.87000000 0.573113164027 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N AerCap Global Aviation Trust 635400FBSV8LXXNRV758 AerCap Global Aviation Trust 00773HAA5 229000.00000000 PA USD 215860.17000000 0.012259541335 Long DBT CORP US Y 2 2045-06-15 Variable 6.50000160 N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 UMBS 3133A2D64 1260264.58000000 PA USD 1117419.06000000 0.063462588560 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 EQT Corp. 26884LAP4 1196000.00000000 PA USD 1190186.82000000 0.067595353588 Long DBT CORP US N 2 2025-10-01 Fixed 5.67800000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VFL3 6085000.00000000 PA USD 4730686.56000000 0.268674148770 Long DBT CORP US N 2 2030-09-18 Fixed 1.50000000 N N N N N GCAT Trust N/A GCAT Trust, Series 2019-NQM3, Class A1 36167VAA2 870702.40000000 PA USD 806145.56000000 0.045784151913 Long ABS-MBS CORP US Y 2 2059-11-25 Variable 2.68599960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3132L5R62 108268.99000000 PA USD 103866.09000000 0.005898960534 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 3493457.83000000 0.198407101556 Long DBT CORP US N 2 2032-04-28 Variable 1.92800160 N N N N N N CREDIT SUISSE NEW YORK BRANCH ANGGYXNX0JLX3X63JN86 Treasury Repurchase Agreement N/A 22000000.00000000 PA USD 22000000.00000000 1.249465843483 Long RA CORP US N 2 Repurchase Y 4.27000000 2023-01-03 23000582.00000000 USD 22450664.90700000 USD UST N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QDF6 131000.00000000 PA USD 82795.09000000 0.004702256225 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 2473648.18000000 PA USD 1958883.48000000 0.111252636346 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 1248632.38000000 0.070914704994 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 Ukraine Government Bond N/A 120000.00000000 PA USD 24885.00000000 0.001413316250 Long DBT NUSS UA Y 2 2027-09-01 Fixed 7.75000000 N N N N N N Sprint Capital Corp. 549300L17W0GQBR1PO80 Sprint Capital Corp. 852060AD4 195000.00000000 PA USD 202398.30000000 0.011494989210 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 UMBS 3133BDNG6 9304933.63000000 PA USD 8729356.21000000 0.495774200909 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Turkiye Vakiflar Bankasi TAO 789000KAIHOLSQKQ9858 Turkiye Vakiflar Bankasi TAO 90015WAK9 200000.00000000 PA USD 188424.00000000 0.010701334186 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 225861.84000000 0.012827575201 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 4099811.85000000 0.232844312331 Long DBT CORP US Y 2 2051-12-15 Fixed 3.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XDEG7 15380568.11000000 PA USD 13891395.05000000 0.788946528787 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Oman Government International Bond 549300SZ20F0QTKNQC75 Sultanate of Oman Government Bond N/A 549000.00000000 PA USD 513619.15000000 0.029170435658 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 722097.95000000 0.041010760189 Long DBT CORP US Y 2 2028-03-15 Fixed 5.25000000 N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 OneMain Finance Corp. 85172FAP4 350000.00000000 PA USD 338544.50000000 0.019227263147 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 344863.30000000 0.019586132455 Long DBT NUSS EC Y 2 2035-07-31 Variable 2.49999840 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 Iron Mountain, Inc. 46284VAC5 3905000.00000000 PA USD 3591038.00000000 0.203949060166 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 1267179.02000000 0.071968041048 Long DBT CORP US N 2 2024-08-01 Variable 5.00000040 N N N N N N Nelnet Student Loan Trust N/A Nelnet Student Loan Trust, Series 2019-7A, Class A1 64034WAA3 922416.15000000 PA USD 921376.40000000 0.052328560945 Long ABS-O CORP US Y 2 2068-01-25 Floating 4.88871000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967MF5 5475000.00000000 PA USD 5308988.36000000 0.301518164512 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 290027.89000000 0.016471815555 Long DBT CORP US Y 2 2031-09-15 Fixed 4.50000000 N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc., Series U 172967MG3 1239000.00000000 PA USD 1102725.21000000 0.062628067483 Long DBT CORP US N 2 2024-09-12 Variable 5.00000040 N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2E3 7020000.00000000 PA USD 7002733.19000000 0.397712542360 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 7336420.60000000 0.416663952415 Long DBT CORP US N 2 2036-12-15 Fixed 6.40000088 N N N N N N Sasol Financing USA LLC 549300XRB1PFMESFEL85 Sasol Financing USA LLC 80386WAA3 400000.00000000 PA USD 391035.88000000 0.022208453438 Long DBT CORP US N 2 2024-03-27 Fixed 5.87500000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 Ukraine Government Bond N/A 1500000.00000000 PA USD 322312.50000000 0.018305384530 Long DBT NUSS UA Y 2 2030-11-01 Fixed 9.75000000 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 Argentine Republic 040114HU7 1780588.00000000 PA USD 563258.78000000 0.031989663938 Long DBT NUSS AR N 2 2038-01-09 Variable 3.87500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140QPCL9 9620159.19000000 PA USD 8742773.54000000 0.496536223433 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 12024695.06000000 0.682929352535 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 Constellation Brands, Inc. 21036PBH0 2625000.00000000 PA USD 2085285.93000000 0.118431524701 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp. 88033GCY4 1856000.00000000 PA USD 1755112.93000000 0.099679711704 Long DBT CORP US Y 2 2026-01-01 Fixed 4.87500000 N N N N N N Endeavor Energy Resources LP N/A Endeavor Energy Resources LP 29260FAE0 4555000.00000000 PA USD 4361503.60000000 0.247706807928 Long DBT CORP US Y 2 2028-01-30 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA 36179WNF1 12020119.85000000 PA USD 10753738.92000000 0.610746794103 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 1168478.78000000 0.066362469292 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 655603.98000000 0.037234308175 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N MF1 Ltd. N/A MF1 Ltd., Series 2022-FL8, Class A 55284JAA7 4332500.00000000 PA USD 4151859.01000000 0.235800273634 Long ABS-CBDO CORP KY Y 2 2037-02-19 Floating 5.17570920 N N N N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 Carrier Global Corp. 14448CAP9 1046000.00000000 PA USD 942877.77000000 0.053549707645 Long DBT CORP US N 2 2027-02-15 Fixed 2.49300000 N N N N N N Sprint LLC 549300ZTTY7CXOLJ6539 Sprint LLC 85207UAH8 355000.00000000 PA USD 361936.70000000 0.020555797461 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 1302823.72000000 0.073992442646 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 5558299.11000000 0.315677494809 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 385312.50000000 0.021883400355 Long DBT CORP US N 2 2026-06-01 Variable 3.65000040 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3138AG3Q9 9825.68000000 PA USD 9712.18000000 0.000551592598 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 2690061.34000000 0.152779080054 Long DBT CORP GB N 2 2026-03-25 Fixed 1.66800000 N N N N N Western Digital Corp. 549300QQXOOYEF89IC56 Western Digital Corp. 958102AQ8 1293000.00000000 PA USD 1000355.31000000 0.056814081417 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 3595774.16000000 0.204218045172 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 3780397.70000000 0.214703536406 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 5377054.30000000 PA USD 5309349.12000000 0.301538653480 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 187564.00000000 0.010652491430 Long DBT NUSS US Y 2 2027-07-27 Fixed 5.00000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 State of Qatar N/A 1000000.00000000 PA USD 972500.00000000 0.055232069672 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 608506.40000000 0.034559452833 Long DBT CORP US N 2 2025-09-30 Variable 4.50000000 N N N N N Turkiye Ihracat Kredi Bankasi A/S 789000JVRVYLAXGDWR11 Turkiye Ihracat Kredi Bankasi A/S 90015LAF4 200000.00000000 PA USD 202138.00000000 0.011480205757 Long DBT NUSS TR Y 2 2024-01-24 Fixed 8.25000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc. 893647BH9 425000.00000000 PA USD 420498.08000000 0.023881726736 Long DBT CORP US N 2 2027-03-15 Fixed 7.50000000 N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 Arab Republic of Egypt N/A 400000.00000000 PA USD 265870.40000000 0.015099817436 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 2390869.73000000 0.135786821084 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 3810535.23000000 0.216415164330 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 249631.53000000 0.014177548645 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 3551283.80000000 0.201691264028 Long DBT CORP US Y 2 2037-12-15 Fixed 7.76800000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 UMBS 3133A3GU6 964404.03000000 PA USD 863492.87000000 0.049041129416 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 785380.66000000 0.044604832218 Long DBT CORP US N 2 2026-09-01 Variable 3.94999920 N N N N N Sasol Financing USA LLC 549300XRB1PFMESFEL85 Sasol Financing USA LLC 80386WAB1 400000.00000000 PA USD 362397.41000000 0.020581962980 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 3772060.20000000 0.214230017248 Long DBT CORP US N 2 2027-01-20 Fixed 3.62500000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 30303M8J4 4840000.00000000 PA USD 3846109.53000000 0.218435567637 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAP8 2930000.00000000 PA USD 2759312.35000000 0.156712115128 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 Caesars Entertainment, Inc. 28470RAK8 770000.00000000 PA USD 756563.50000000 0.042968193258 Long DBT CORP US Y 2 2027-07-01 Fixed 8.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3132JA6S9 746205.77000000 PA USD 717763.85000000 0.040764609739 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 112924.80000000 0.006413440021 Long DBT CORP US Y 2 2029-01-15 Fixed 6.00000000 N N N N N New Residential Mortgage Loan Trust N/A New Residential Mortgage Loan Trust, Series 2022-NQM1, Class A1 64830JAA8 8610475.82000000 PA USD 7398155.27000000 0.420170105211 Long ABS-MBS CORP US Y 2 2061-04-25 Variable 2.27652840 N N N N N N Ukraine 6354001WLTJXOMEXPY07 Ukraine Government Bond N/A 410000.00000000 PA USD 87073.75000000 0.004945258022 Long DBT NUSS UA Y 2 2029-09-01 Fixed 7.75000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc. 893647BL0 610000.00000000 PA USD 572820.50000000 0.032532711327 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 3131800.00000000 PA USD 2689677.91000000 0.152757303569 Long DBT UST US N 2 2028-09-30 Fixed 1.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SY5 20013000.00000000 PA USD 15044929.05000000 0.854460225709 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 1085564.56000000 0.061653447209 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N American Airlines, Inc. N/A American Airlines, Inc. 00253XAA9 805000.00000000 PA USD 774125.43000000 0.043965603788 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 4775509.14000000 0.271219797985 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 1452321.07000000 0.082482980488 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 3815703.03000000 0.216708663857 Long DBT CORP US N 2 2030-10-15 Variable 2.73899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 31417GBQ8 563850.52000000 PA USD 527484.19000000 0.029957885381 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 2885000.00000000 PA USD 2503401.05000000 0.142177913841 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 608231.70000000 0.034543851548 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 772728.69000000 0.043886277474 Long DBT NUSS ID Y 2 2042-01-17 Fixed 5.25000000 N N N N N Ukraine 6354001WLTJXOMEXPY07 Ukraine Government Bond N/A 290000.00000000 PA USD 52577.00000000 0.002986052984 Long DBT NUSS UA Y 2 2034-09-25 Fixed 7.37500000 N N N N N N Sealed Air Corp. Q0M0CZB4YN6JZ65WXI09 Sealed Air Corp. 81211KAZ3 6640000.00000000 PA USD 5733643.12000000 0.325635965325 Long DBT CORP US Y 2 2026-10-15 Fixed 1.57300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140QDKB9 2119763.08000000 PA USD 1888746.23000000 0.107269268245 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Republic of Colombia 195325BM6 290000.00000000 PA USD 230557.60000000 0.013094265734 Long DBT NUSS CO N 2 2041-01-18 Fixed 6.12500000 N N N N N N AmeriCredit Automobile Receivables Trust N/A AmeriCredit Automobile Receivables Trust, Series 2022-1, Class A2 03066TAB7 1582336.83000000 PA USD 1563611.30000000 0.088803586901 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 7267343.17000000 0.412740775626 Long DBT CORP US Y 2 2034-04-15 Fixed 3.46900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XHQK6 3424850.26000000 PA USD 3310593.42000000 0.188021518179 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 Paramount Global 92556HAD9 4317000.00000000 PA USD 3533332.36000000 0.200671731704 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp. 88033GDJ6 1370000.00000000 PA USD 1226588.40000000 0.069662741355 Long DBT CORP US Y 2 2028-10-01 Fixed 6.12500000 N N N N N Archer-Daniels-Midland Co. 549300LO13MQ9HYSTR83 Archer-Daniels-Midland Co. 039482AD6 4222000.00000000 PA USD 3627297.78000000 0.206008394557 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 7105230.10000000 0.403533741820 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 5978618.23000000 0.339549057709 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 3042968.08000000 0.172822030853 Long DBT CORP US N 2 2024-03-15 Fixed 2.03100000 N N N N N N Jackson Financial, Inc. 213800WXW2KG1N4CO374 Jackson Financial, Inc. 46817MAL1 10714000.00000000 PA USD 8212074.86000000 0.466395774622 Long DBT CORP US N 2 2031-11-23 Fixed 3.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128MAFA2 262858.02000000 PA USD 245345.71000000 0.013934140204 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XJC43 13618629.70000000 PA USD 13461201.75000000 0.764514172675 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N NBK Tier 1 Financing 2 Ltd. 549300HMWSJFNREWT164 NBK Tier 1 Financing 2 Ltd. 62878WAA6 200000.00000000 PA USD 183271.20000000 0.010408686567 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 4647285.66000000 PA USD 4612409.18000000 0.261956714844 Long ABS-O CORP US N 2 2025-12-15 Fixed 0.60000000 N N N N N N N/A N/A U.S. Treasury Ultra Bond N/A -19.00000000 NC USD 54892.50000000 0.003117559264 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Ultra Bond 2023-03-22 -2551937.50000000 USD 54892.50000000 N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 Freeport-McMoRan, Inc. 35671DBJ3 385000.00000000 PA USD 363587.13000000 0.020649531821 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N ING Groep NV 549300NYKK9MWM7GGW15 ING Groep NV 456837AF0 1000000.00000000 PA USD 945488.17000000 0.053697962446 Long DBT CORP NL N 2 2025-04-16 Variable 6.50000160 N N N N N Ardagh Metal Packaging Finance USA LLC N/A Ardagh Metal Packaging Finance USA LLC 03969YAB4 3043000.00000000 PA USD 2411660.57000000 0.136967614013 Long DBT CORP US Y 2 2029-09-01 Fixed 4.00000000 N N N N N Republic of Angola 549300QHR2R3J8JSGK83 Republic of Angola N/A 200000.00000000 PA USD 155760.00000000 0.008846218171 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 454480.51000000 0.025811721535 Long DBT CORP US N 2 2031-02-15 Fixed 2.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XJ4X8 8754109.00000000 PA USD 7544783.55000000 0.428497697372 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 UMBS 3132DNS53 6228698.15000000 PA USD 5676785.54000000 0.322406801500 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128MBYW1 646.37000000 PA USD 650.71000000 0.000036956359 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 7696981.45000000 0.437141609986 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 1171320.00000000 0.066523833263 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 144178.18000000 0.008188441422 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140QNYW6 8579392.52000000 PA USD 8036549.56000000 0.456427007940 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 4141201.88000000 0.235195013637 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 660822.30000000 0.037530676930 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3138WEXD6 523005.79000000 PA USD 486979.21000000 0.027657449517 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 6859786.54000000 0.389594044332 Long DBT CORP US N 2 2050-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3138EPEE0 543539.68000000 PA USD 520630.04000000 0.029568611457 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 236376.00000000 0.013424715373 Long DBT CORP US N 2 2029-09-01 Fixed 5.25000000 N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 Warnermedia Holdings, Inc. 55903VAE3 4095000.00000000 PA USD 3894190.86000000 0.221166293980 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 986626.89000000 0.056034390878 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 8092529.80000000 0.459606344203 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 2563613.58000000 0.145597618368 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 937667.22000000 0.053253780179 Long DBT CORP US Y 2 2028-11-01 Fixed 5.75000000 N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 Arab Republic of Egypt N/A 600000.00000000 PA USD 399248.40000000 0.022674874493 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 680305.89000000 0.038637226030 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 2207069.47000000 0.125348087134 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N Stellantis Finance US, Inc. 549300QZ0AI8Q7LNON33 Stellantis Finance US, Inc. 85855CAB6 1521000.00000000 PA USD 1160526.57000000 0.065910832257 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 109906.65000000 0.006242027506 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 2402534.79000000 0.136449325358 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 564099.00000000 0.032037383311 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 11984819.10000000 0.680664641172 Long DBT CORP US N 2 2024-12-06 Floating 5.00123160 N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 Citizens Financial Group, Inc., Series B 174610AP0 2650000.00000000 PA USD 2438326.72000000 0.138482088722 Long DBT CORP US N 2 2023-07-06 Variable 6.00000120 N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U2V4 3183000.00000000 PA USD 2947461.12000000 0.167397817928 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 1836280.51000000 0.104289535286 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N Trivium Packaging Finance BV 724500GMZWW3PVYET548 Trivium Packaging Finance BV 89686QAB2 585000.00000000 PA USD 536752.07000000 0.030484244449 Long DBT CORP NL Y 2 2027-08-15 Fixed 8.49999960 N N N N N N Alcoa Nederland Holding BV 5493000UL1QLQLT1VQ42 Alcoa Nederland Holding BV 013822AE1 2375000.00000000 PA USD 2288694.28000000 0.129983878592 Long DBT CORP NL Y 2 2027-12-15 Fixed 5.50000000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XJXV0 6061808.00000000 PA USD 5212663.99000000 0.296047527684 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N DT Midstream, Inc. N/A DT Midstream, Inc. 23345MAA5 675000.00000000 PA USD 579899.25000000 0.032934741160 Long DBT CORP US Y 2 2029-06-15 Fixed 4.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XJSJ3 8800736.37000000 PA USD 8843036.49000000 0.502230547588 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Outfront Media Capital LLC N/A Outfront Media Capital LLC 69007TAC8 120000.00000000 PA USD 99278.82000000 0.005638431571 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 9963172.32000000 0.565847432117 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 2586642.35000000 0.146905512074 Long DBT CORP US N 2 2026-12-15 Fixed 2.06100000 N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 Duke Energy Corp. 26441CBN4 2665000.00000000 PA USD 1850197.17000000 0.105079916710 Long DBT CORP US N 2 2051-06-15 Fixed 3.50000000 N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 Discover Financial Services 254709AS7 1606000.00000000 PA USD 1632461.32000000 0.092713848188 Long DBT CORP US N 2 2032-11-29 Fixed 6.70000000 N N N N N N Sprint Capital Corp. 549300L17W0GQBR1PO80 Sprint Capital Corp. 852060AT9 265000.00000000 PA USD 315376.50000000 0.017911462026 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 5224322.46000000 0.296709657687 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TB4 1645000.00000000 PA USD 1041876.18000000 0.059172213638 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 3613342.40000000 0.205215814073 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Republic of Colombia 195325BK0 132000.00000000 PA USD 123687.15000000 0.007024675872 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.37500000 N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 Enterprise Products Operating LLC, Series E 29379VBN2 2500000.00000000 PA USD 2010821.25000000 0.114202384964 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 367972.00000000 0.020898565698 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 714881.04000000 0.040600883710 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 2395744.01000000 0.136063650464 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 1481420.75000000 0.084135664861 Long DBT CORP US N 2 2052-06-01 Fixed 4.00000000 N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG N/A 1276000.00000000 PA USD 1245064.66000000 0.070712080254 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 193313.61000000 0.010979034217 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 3288706.63000000 0.186778481973 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 1604173.06000000 0.091107247523 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 2272853.65000000 0.129084227405 Long DBT CORP US N 2 2028-10-15 Fixed 2.40000000 N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3132GUKJ2 265494.69000000 PA USD 248804.13000000 0.014130557370 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 3369964.71000000 0.191393445404 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 372586.50000000 0.021160641158 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N PERSHING LLC ZI8Q1A8EI8LQFJNM0D94 Government Agency Repurchase Agreement N/A 4000000.00000000 PA USD 4000000.00000000 0.227175607906 Long RA CORP US N 2 Repurchase Y 4.33000000 2023-01-03 6154283.07200000 USD 3726303.01040000 USD AMBS 295062.40000000 USD 353696.98944000 USD UST N N 7-Eleven, Inc. 549300K23JPL0SS3LB18 7-Eleven, Inc. 817826AE0 3130000.00000000 PA USD 2390358.71000000 0.135757798264 Long DBT CORP US Y 2 2031-02-10 Fixed 1.80000000 N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 Constellation Brands, Inc. 21036PBF4 6555000.00000000 PA USD 5580009.63000000 0.316910519954 Long DBT CORP US N 2 2030-05-01 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TG3 4462600.00000000 PA USD 3575658.25000000 0.203075584152 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N Romania 315700IASY927EDWBK92 Romania Government Bond N/A 200000.00000000 PA USD 132356.00000000 0.007517013690 Long DBT NUSS RO Y 2 2051-02-14 Fixed 4.00000000 N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp. 56585ABH4 9845000.00000000 PA USD 9694466.21000000 0.550586563645 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 1158657.50000000 0.065804680479 Long DBT CORP US Y 2 2026-04-15 Fixed 4.37500000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 Ukraine Government Bond N/A 300000.00000000 PA USD 56775.00000000 0.003224473784 Long DBT NUSS UA Y 2 2031-05-21 Fixed 6.87600000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc., Series W 172967MU2 840000.00000000 PA USD 731740.80000000 0.041558415267 Long DBT CORP US N 2 2025-12-10 Variable 3.99999960 N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QDE9 435000.00000000 PA USD 329228.88000000 0.018698192738 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 6141239.78000000 0.348784970079 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 1137700.00000000 0.064614422278 Long DBT CORP US Y 2 2028-01-15 Fixed 6.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 UMBS 3133A1QB1 121493.88000000 PA USD 107840.58000000 0.006124687329 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 3271666.77000000 PA USD 2781126.47000000 0.157951024121 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 4570246.18000000 0.259562113555 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 1058942.49000000 0.060141475975 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 5865695.28000000 0.333135722756 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA 36179M2Q2 578600.98000000 PA USD 545131.49000000 0.030960144407 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 3605683.58000000 0.204780839800 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 4698254.61000000 0.266832211781 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 221537.50000000 0.012581979059 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 3059100.00000000 PA USD 2640505.18000000 0.149964592361 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 7634588.90000000 0.433598093617 Long ABS-O CORP US Y 2 2026-08-15 Fixed 0.77000000 N N N N N N EDP Finance BV 5299007L43AQDFOW5739 EDP Finance BV 26835PAJ9 653000.00000000 PA USD 670667.99000000 0.038089852082 Long DBT CORP NL Y 2 2027-10-11 Fixed 6.30000000 N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QDH2 97000.00000000 PA USD 94953.25000000 0.005392765572 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 2011402.87000000 0.114235417434 Long DBT CORP NL Y 2 2027-01-19 Fixed 3.25700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3138EKFG5 5426273.77000000 PA USD 5065965.01000000 0.287715920194 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 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 5461909.60000000 0.310203158427 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 5.64360840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XJR88 6066624.19000000 PA USD 5989755.75000000 0.340181600928 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 Republic of Ecuador N/A 310000.00000000 PA USD 199196.23000000 0.011313131160 Long DBT NUSS EC Y 2 2030-07-31 Variable 5.50000080 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U2N2 1680000.00000000 PA USD 1563505.19000000 0.088797560500 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 1190847.48000000 0.067632875048 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 3328206.54000000 0.189021835990 Long DBT CORP US Y 2 2025-05-13 Fixed 3.35000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA 36179TQP3 357136.17000000 PA USD 333698.51000000 0.018952040466 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 210134.40000000 0.011934352515 Long DBT NUSS AO Y 2 2029-11-26 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 31292LGC3 430966.81700000 PA USD 403870.37000000 0.022937374205 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 345202.74000000 0.019605410577 Long DBT NUSS AR N 2 2030-07-09 Variable 0.50000040 N N N N N N Charter Communications Operating LLC N/A Charter Communications Operating LLC 161175BN3 2009000.00000000 PA USD 1644748.49000000 0.093411684517 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 372496.79000000 0.021155546177 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 3356221.67000000 0.190612924537 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 80260.25000000 0.004558292771 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Republic of Colombia 195325EF8 1130000.00000000 PA USD 1132822.16000000 0.064337390711 Long DBT NUSS CO N 2 2033-04-20 Fixed 8.00000000 N N N N N Korea National Oil Corp. 988400ZTQ08W926ONT36 Korea National Oil Corp. 50066PAR1 2812000.00000000 PA USD 2594811.86000000 0.147369490424 Long DBT NUSS KR Y 2 2025-04-18 Fixed 1.75000000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3138ABQZ5 283750.89000000 PA USD 279118.36000000 0.015852220777 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 225519.00000000 0.012808103979 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 2217213.93000000 0.125924230601 Long DBT CORP CA N 2 2041-12-02 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140L6UV4 3164294.22000000 PA USD 2687426.25000000 0.152629423011 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140QPPX9 8996107.52000000 PA USD 8871697.92000000 0.503858342033 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABF1 5240000.00000000 PA USD 4746469.29000000 0.269570511590 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 1447000.00000000 PA USD 1142349.92000000 0.064878509379 Long DBT CORP MX Y 2 2029-11-15 Fixed 7.45000000 N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 Boeing Co. (The) 097023DG7 4607000.00000000 PA USD 4185748.04000000 0.237724963882 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 Illumina, Inc. 452327AP4 1565000.00000000 PA USD 1584492.65000000 0.089989520246 Long DBT CORP US N 2 2027-12-13 Fixed 5.75000000 N N N N N N Leviathan Bond Ltd. 254900D9T8VKYVQNZ220 Leviathan Bond Ltd. N/A 105286.00000000 PA USD 99096.45000000 0.005628074067 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 492894.53000000 0.027993403621 Long DBT CORP US N 2 2026-05-10 Variable 3.80000160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA 36179VXX3 11031387.28000000 PA USD 9308741.40000000 0.528679746596 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XA7B2 2910619.96000000 PA USD 2472216.74000000 0.140406835196 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 37381.19000000 0.002123023640 Long DBT NUSS VE Y 2 2026-11-15 Variable 6.00000000 Y N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 Arab Republic of Egypt N/A 430000.00000000 PA USD 270951.60000000 0.015388398610 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 622425.00000000 0.035349944437 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 2053928.17000000 0.116650595153 Long DBT CORP US N 2 2026-12-15 Variable 5.00000040 N N N N N Liberty Mutual Group, Inc. QUR0DG15Z6FFGYCHH861 Liberty Mutual Group, Inc. 53079EBM5 5514000.00000000 PA USD 4491704.57000000 0.255101429056 Long DBT CORP US Y 2 2051-12-15 Variable 4.12499880 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3138A5PY2 195283.96000000 PA USD 193590.20000000 0.010994742842 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 580356.25000000 0.032960695973 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 194532.38000000 0.011048252920 Long DBT NUSS EC Y 2 2040-07-31 Variable 1.50000120 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 12373789.54000000 0.702755790213 Long ABS-CBDO CORP KY Y 2 2035-04-14 Floating 5.12709840 N N N N N N N/A N/A U.S. Treasury Long Bond N/A 258.00000000 NC USD -270468.88000000 -0.01536098305 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Long Bond 2023-03-22 32338687.50000000 USD -270468.88000000 N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 Post Holdings, Inc. 737446AN4 780000.00000000 PA USD 734249.15000000 0.041700874251 Long DBT CORP US Y 2 2028-01-15 Fixed 5.62500000 N N N N N IHS Netherlands Holdco BV 5493006Z6YQYCCN2XI74 IHS Netherlands Holdco BV 44963LAC0 200000.00000000 PA USD 175336.00000000 0.009958015596 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 5172637.65000000 0.293774275654 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 2119982.30000000 0.120402066938 Long DBT CORP US N 2 2025-09-29 Variable 3.27200040 N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 Altria Group, Inc. 02209SBM4 1829000.00000000 PA USD 1213078.43000000 0.068895457443 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 343400.00000000 0.019503025938 Long DBT CORP US Y 2 2028-04-01 Fixed 7.50000000 N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA 36179VHT0 396080.21000000 PA USD 369879.13000000 0.021006879052 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.50000000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 Moody's Corp. 615369AV7 2695000.00000000 PA USD 1876944.69000000 0.106599012739 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 1980201.61000000 0.112463376132 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NBY6 2740000.00000000 PA USD 2582047.85000000 0.146644572491 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 193000.00000000 0.010961223081 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 1487557.45000000 0.084484191999 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N N/A N/A U.S. Treasury 10 Year Ultra Note N/A -346.00000000 NC USD 423653.92000000 0.024060959204 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2023-03-22 -40925312.50000000 USD 423653.92000000 N N N METROPOLITAN LIFE INSURANCE COMPANY 549300H7EXFMRS487544 Treasury Repurchase Agreement N/A 5000000.00000000 PA USD 5000000.00000000 0.283969509882 Long RA CORP US N 2 Repurchase Y 4.30000000 2023-01-03 10958137.02199800 USD 5102650.22699900 USD UST N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CCW9 6968600.00000000 PA USD 6170205.34000000 0.350430037255 Long DBT UST US N 2 2026-08-31 Fixed 0.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RH3 26177900.00000000 PA USD 22119302.99000000 1.256241525803 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 1948365.01000000 0.110655251392 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 384607.20000000 0.021843343616 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 4307434.35000000 0.244636004244 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 3536332.80000000 0.200842138399 Long DBT CORP US Y 2 2033-04-15 Fixed 3.41900000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CFF3 12341600.00000000 PA USD 11238569.50000000 0.638282214539 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 Duke Energy Corp. 26441CBU8 7175000.00000000 PA USD 6366852.27000000 0.361598383721 Long DBT CORP US N 2 2052-08-15 Fixed 5.00000000 N N N N N N State of California N/A State of California 13063A5G5 3000000.00000000 PA USD 3754896.00000000 0.213255195356 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 UMBS 3133KPMD7 13844750.64000000 PA USD 13343472.65000000 0.757827877710 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XBGG9 15664140.53000000 PA USD 13498994.94000000 0.766660595404 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Apidos CLO XXXIX Ltd. N/A Apidos CLO XXXIX Ltd., Series 2022-39A, Class A1 03766HAA8 8660000.00000000 PA USD 8528004.28000000 0.484338639133 Long ABS-CBDO CORP KY Y 2 2035-04-21 Floating 5.28770880 N N N N N N Abu Dhabi Crude Oil Pipeline LLC 549300DONDFW2383FV66 Abu Dhabi Crude Oil Pipeline LLC 00401MAB2 200000.00000000 PA USD 183500.00000000 0.010421681012 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 169920.00000000 0.009650419823 Long DBT NUSS US Y 2 2031-10-22 Fixed 4.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3138WAWV5 542284.36000000 PA USD 519417.42000000 0.029499742036 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 1667879.12000000 0.094725363250 Long DBT CORP US N 2 2051-08-05 Fixed 2.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140QHPZ2 19953869.26000000 PA USD 18308316.96000000 1.039800758781 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.50000000 N N N N N N Saudi Arabian Oil Co. 5586006WD91QHB7J4X50 Saudi Arabian Oil Co. 80414L2E4 200000.00000000 PA USD 178540.80000000 0.010140028694 Long DBT NUSS SA Y 2 2039-04-16 Fixed 4.25000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 American Express Co. 025816CH0 1625000.00000000 PA USD 1334937.50000000 0.075816309519 Long DBT CORP US N 2 2026-09-15 Variable 3.54999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3138XRXG9 95609.29000000 PA USD 93289.34000000 0.005298265631 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 996654.61000000 0.056603904224 Long DBT CORP FR Y 2 2031-02-25 Variable 4.62499920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128PLLY6 440.05000000 PA USD 443.01000000 0.000025160266 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 5.00000000 N N N N N N N/A N/A U.S. Treasury 5 Year Note N/A 425.00000000 NC USD -278628.21000000 -0.01582438324 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2023-03-31 45870117.40000000 USD -278628.21000000 N N N Westlake Corp. GOXNEVUM0LL78B1OS344 Westlake Corp. 960413BA9 2530000.00000000 PA USD 1491986.51000000 0.084735735599 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 3595686.96000000 0.204213092744 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 0.002466672750 Long DBT NUSS VE Y 2 2024-10-13 Fixed 8.25000000 Y N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 UMBS 3132DNYC1 12037586.51000000 PA USD 10384013.22000000 0.589748628939 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 ArcelorMittal SA 03938LAP9 285000.00000000 PA USD 289229.40000000 0.016426466192 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 478030.85000000 0.027149237236 Long DBT CORP US Y 2 2027-08-15 Fixed 5.00000000 N N N N N Republic of Angola 549300QHR2R3J8JSGK83 Republic of Angola N/A 200000.00000000 PA USD 181760.00000000 0.010322859623 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 469205.10000000 0.026647988456 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 2844184.99000000 0.161532363525 Long DBT CORP US N 2 2026-08-15 Fixed 3.00000000 N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 Truist Financial Corp., Series L 89832QAB5 760000.00000000 PA USD 752020.00000000 0.042710150164 Long DBT CORP US N 2 2024-12-15 Floating 7.87100040 N N N N N Graham Packaging Co., Inc. 549300YS0ZFT826HIK72 Graham Packaging Co., Inc. 384701AA6 295000.00000000 PA USD 246132.52000000 0.013978826214 Long DBT CORP US Y 2 2028-08-15 Fixed 7.12500000 N N N N N Oman Government International Bond 549300SZ20F0QTKNQC75 Sultanate of Oman Government Bond N/A 200000.00000000 PA USD 181870.40000000 0.010329129670 Long DBT NUSS OM Y 2 2047-03-08 Fixed 6.50000000 N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 Caesars Entertainment, Inc. 28470RAH5 350000.00000000 PA USD 340086.43000000 0.019314835368 Long DBT CORP US Y 2 2025-07-01 Fixed 6.25000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust, Series 2022-5, Class A3 80287HAC2 1751000.00000000 PA USD 1718563.25000000 0.097603912760 Long ABS-O CORP US N 2 2026-08-17 Fixed 4.11000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U2G7 8980000.00000000 PA USD 7627653.85000000 0.433204225067 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 5582000.00000000 PA USD 4342703.51000000 0.246639077460 Long DBT CORP GB N 2 2030-12-17 Variable 4.60000080 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust, Series 2022-C, Class A4 34535AAE0 4071000.00000000 PA USD 4028355.46000000 0.228786025121 Long ABS-O CORP US N 2 2027-12-15 Fixed 4.59000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ACS2 2561000.00000000 PA USD 2161297.84000000 0.122748537667 Long DBT CORP US N 2 2029-03-15 Fixed 2.40000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 UMBS 3132DN3Z4 10620808.96000000 PA USD 10630569.38000000 0.603751515322 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The), Series R 38144GAB7 1144000.00000000 PA USD 1041022.63000000 0.059123737203 Long DBT CORP US N 2 2025-02-10 Variable 4.95000000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 Newell Brands, Inc. 651229BD7 1344000.00000000 PA USD 1328355.84000000 0.075442511366 Long DBT CORP US N 2 2029-09-15 Fixed 6.62500000 N N N N N Sprint LLC 549300ZTTY7CXOLJ6539 Sprint LLC 85207UAK1 315000.00000000 PA USD 331476.39000000 0.018825837601 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 2068516.62000000 PA USD 1961164.12000000 0.111382162791 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 41910.00000000 PA USD 39872.56000000 0.002264518264 Long ABS-O CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XHYK7 13446286.14000000 PA USD 12686371.16000000 0.720508520099 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GKA6 5145000.00000000 PA USD 3962199.59000000 0.225028775125 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 435403.99000000 0.024728291528 Long DBT CORP US Y 2 2028-01-15 Fixed 5.75000000 N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 UMBS 3133ABJ68 1785654.40000000 PA USD 1519351.92000000 0.086289924012 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 721309.32000000 0.040965970814 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 1155336.90000000 0.065616090648 Long DBT CORP US N 2 2024-06-15 Variable 5.90000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140L2PP2 2159512.47000000 PA USD 1772411.83000000 0.100662183735 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 3332410.59000000 0.189260600394 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 Argentine Republic 040114HV5 1840000.00000000 PA USD 519043.98000000 0.029478532921 Long DBT NUSS AR N 2 2041-07-09 Variable 3.49999920 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 1780872.73000000 0.101142711260 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 510274.81000000 0.028980497540 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 229825.00000000 0.013052658521 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 3750477.41000000 0.213004246388 Long DBT CORP US N 2 2031-04-29 Variable 2.59200000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GFU8 4155000.00000000 PA USD 4071343.98000000 0.231227510912 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135CB0 3765000.00000000 PA USD 2681458.45000000 0.152290488363 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 6575925.08000000 0.373472444398 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 137700.00000000 0.007820520302 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 1647080.28000000 0.093544115969 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 2612483.43000000 0.148373127838 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 756161.09000000 0.042945338823 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N Braskem Idesa SAPI YH0V7ZHY352ITDGEYB83 Braskem Idesa SAPI 10554NAB4 3628000.00000000 PA USD 2589733.30000000 0.147081059185 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 791066.34000000 PA USD 770734.51000000 0.043773020210 Long ABS-O CORP US Y 2 2029-05-15 Fixed 1.15000000 N N N N N N Kyndryl Holdings, Inc. 549300LQ4LWX2R8ZV130 Kyndryl Holdings, Inc. 50155QAJ9 1054000.00000000 PA USD 859950.33000000 0.048839934746 Long DBT CORP US N 2 2026-10-15 Fixed 2.05000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PBV7 2385000.00000000 PA USD 1559261.34000000 0.088556535699 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 272995.80000000 0.015504496705 Long DBT CORP US Y 2 2029-05-01 Fixed 6.75000000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3138W9GU8 530968.23000000 PA USD 496500.39000000 0.028198194480 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 623400.70000000 0.035405358247 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 2167981.47000000 0.123128127094 Long DBT CORP US N 2 2026-02-15 Fixed 1.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XGRA9 8357162.00000000 PA USD 7655895.32000000 0.434808168346 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XDTV8 15570310.33000000 PA USD 13760413.56000000 0.781507578883 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 422884.80000000 0.024017277878 Long DBT CORP FR Y 2 2028-01-15 Fixed 5.50000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650DN7 4080000.00000000 PA USD 3215411.65000000 0.182615774064 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 32291.40000000 0.001833954606 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 4260815.05000000 0.241988312289 Long DBT CORP US N 2 2048-02-15 Fixed 4.25000000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 Community Health Systems, Inc. 12543DBK5 220000.00000000 PA USD 159724.40000000 0.009071371916 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 2433324.43000000 0.138197989154 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 3217587.63000000 0.182739356459 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA 36179SB89 340104.16000000 PA USD 317532.41000000 0.018033904567 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XBNR7 8676039.01000000 PA USD 7983491.90000000 0.453413656399 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 1829133.16000000 0.103883609391 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 929789.71000000 0.052806385648 Long DBT CORP US Y 2 2027-01-15 Fixed 6.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA 36179TCX1 350434.51000000 PA USD 326891.85000000 0.018565463685 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 1633002.46000000 0.092744581640 Long DBT CORP US N 2 2027-07-15 Fixed 4.40000000 N N N N N State of Qatar 52990074F6OJOAXK4P65 State of Qatar N/A 230000.00000000 PA USD 222525.00000000 0.012638063037 Long DBT NUSS QA Y 2 2030-04-16 Fixed 3.75000000 N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668BF8 4385000.00000000 PA USD 3853368.65000000 0.218847841387 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 4106000.00000000 PA USD 3207812.50000000 0.182184188684 Long DBT CORP MX Y 2 2031-05-11 Fixed 2.87500000 N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Republic of Colombia 195325DQ5 330000.00000000 PA USD 224758.33000000 0.012764902562 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 91608.47000000 0.005202802465 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 1418000.00000000 PA USD 1103857.17000000 0.062692355909 Long DBT CORP BM Y 2 2031-06-15 Fixed 3.15000000 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 VMware, Inc. 928563AL9 2540000.00000000 PA USD 1927514.31000000 0.109471058780 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264AAX3 2975000.00000000 PA USD 2538863.78000000 0.144191980653 Long DBT CORP US N 2 2040-04-15 Fixed 4.37500000 N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC 92840VAH5 270000.00000000 PA USD 232636.56000000 0.013212337984 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 241062.50000000 0.013690879995 Long DBT CORP US Y 2 2029-03-15 Fixed 4.62500000 N N N N N Upstart Securitization Trust N/A Upstart Securitization Trust, Series 2021-5, Class A 91679JAA5 1365790.19000000 PA USD 1307408.53000000 0.074252831896 Long ABS-O CORP US Y 2 2031-11-20 Fixed 1.31000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA 36179RF95 29151.52000000 PA USD 27186.99000000 0.001544055245 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 3.50000000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 NOVA Chemicals Corp. 66977WAR0 348000.00000000 PA USD 312581.60000000 0.017752728750 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 3509787.28000000 0.199334514738 Long DBT CORP US Y 2 2032-04-15 Fixed 4.30000000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140L3AR2 2391028.52000000 PA USD 1957968.73000000 0.111200684124 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 182004.12000000 0.010336724150 Long DBT CORP US N 2 2029-02-15 Fixed 2.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XHSM0 6516484.73000000 PA USD 6139325.13000000 0.348676229635 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 1820857.32000000 0.103413592145 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 2413661.01000000 0.137081226806 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 7460624.88000000 0.423717998118 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 8197099.91000000 0.465545288780 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The), Series Q 38148BAE8 968000.00000000 PA USD 938451.15000000 0.053298302622 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 1730814.67000000 0.098299718707 Long DBT CORP US N 2 2024-06-20 Variable 5.12499960 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 Crown Castle, Inc. 22822VAV3 1655000.00000000 PA USD 1429926.29000000 0.081211093547 Long DBT CORP US N 2 2026-07-15 Fixed 1.05000000 N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BA4 2425000.00000000 PA USD 1367675.75000000 0.077675642481 Long DBT CORP US Y 2 2030-01-15 Fixed 5.75000000 N N N N N N Teva Pharmaceutical Finance Netherlands III BV 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAQ4 841000.00000000 PA USD 748950.14000000 0.042535800836 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 Ally Financial, Inc., Series C 02005NBN9 695000.00000000 PA USD 435243.75000000 0.024719190873 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 318544.80000000 0.018091402146 Long DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128MBVP9 32.99790000 PA USD 33.22000000 0.000001886693 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 41100700.00000000 PA USD 28126686.17000000 1.597424257263 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140XA5M0 914562.23000000 PA USD 746276.02000000 0.042383927127 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 4332518.13000000 0.246060609986 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 6013161.84000000 0.341510924110 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 5.78913840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA 3617MVTY1 3728404.61000000 PA USD 3340468.70000000 0.189718251903 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 31418EES5 9218966.93000000 PA USD 8651582.57000000 0.491357132422 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. 87264ACB9 2990000.00000000 PA USD 2442591.01000000 0.138724274390 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 6980275.24000000 0.396437067749 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 679578.69000000 0.038595925505 Long DBT CORP US Y 2 2029-02-01 Fixed 4.62500000 N N N N N Republic of Kenya 549300VVURQQYU45PR87 Republic of Kenya N/A 200000.00000000 PA USD 153600.00000000 0.008723543343 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 2587006.24000000 0.146926178807 Long DBT CORP US N 2 2029-01-24 Variable 3.77200080 N N N N N N Hilton Grand Vacations Trust N/A Hilton Grand Vacations Trust, Series 2022-2A, Class A 43283GAA0 587429.14000000 PA USD 563549.79000000 0.032006191532 Long ABS-O CORP US Y 2 2037-01-25 Fixed 4.30000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 Discover Financial Services, Series C 254709AN8 3050000.00000000 PA USD 2427856.61000000 0.137887450321 Long DBT CORP US N 2 2027-10-30 Variable 5.50000080 N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 Boeing Co. (The) 097023CW3 3910000.00000000 PA USD 3625257.57000000 0.205892523070 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140LNPB7 1381565.84000000 PA USD 1173214.30000000 0.066631417951 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 432900.00000000 0.024586080165 Long DBT CORP US Y 2 2027-09-15 Fixed 4.62500000 N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 Ford Motor Co. 345370CQ1 360000.00000000 PA USD 258405.44000000 0.014675853229 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N Alpek SAB de CV 549300PWKJTP62D4IQ66 Alpek SAB de CV 020564AE0 4982000.00000000 PA USD 4151258.28000000 0.235766155833 Long DBT CORP MX Y 2 2031-02-25 Fixed 3.25000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 Avis Budget Rental Car Funding AESOP LLC, Series 2020-1A, Class A 05377RDU5 2475000.00000000 PA USD 2290242.24000000 0.130071793281 Long ABS-O CORP US Y 2 2026-08-20 Fixed 2.33000000 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 6066646.57000000 0.344548530622 Long ABS-CBDO CORP KY Y 2 2031-07-17 Floating 5.36361120 N N N N N N American Airlines, Inc. N/A American Airlines, Inc. 00253XAB7 500000.00000000 PA USD 456977.92000000 0.025953559193 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 191844.40000000 0.010895592048 Long DBT CORP US Y 2 2028-05-01 Fixed 5.00000000 N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668BD3 1745000.00000000 PA USD 1731059.28000000 0.098313611063 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 1025979.47000000 0.058269377449 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 10186500.00000000 PA USD 8771133.60000000 0.498146901901 Long DBT UST US N 2 2027-04-30 Fixed 0.50000000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 Newell Brands, Inc. 651229BC9 1515000.00000000 PA USD 1503637.50000000 0.085397440783 Long DBT CORP US N 2 2027-09-15 Fixed 6.37500000 N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119CD9 1099000.00000000 PA USD 999187.07000000 0.056747732509 Long DBT CORP US Y 2 2027-03-15 Fixed 3.12500000 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 2602328.71000000 0.147796401666 Long ABS-O CORP US N 2 2026-12-15 Fixed 4.86000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 Netflix, Inc. 64110LAT3 1862000.00000000 PA USD 1887192.86000000 0.107181046301 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3138X3EQ1 307661.22000000 PA USD 287785.46000000 0.016344459205 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3140K45H9 691733.91000000 PA USD 613008.18000000 0.034815126485 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 3307192.87000000 0.187828387676 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 688374.80000000 0.039095490914 Long DBT CORP US Y 2 2031-04-30 Fixed 5.12500000 N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA 36179SWX1 13575.74000000 PA USD 12661.04000000 0.000719069864 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 31335BM60 717703.17000000 PA USD 665790.97000000 0.037812867087 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 7835902.59000000 0.445031483594 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 682325.14000000 0.038751907117 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 9379186.16000000 0.532680579390 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 112607.81000000 0.006395436922 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 840443.88000000 0.047732087337 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 50681.25000000 0.002878385944 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 4716757.34000000 0.267883054015 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 6187438.71000000 0.351408787581 Long DBT CORP US N 2 2058-04-15 Fixed 4.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CFY2 590800.00000000 PA USD 586830.56000000 0.033328397301 Long DBT UST US N 2 2029-11-30 Fixed 3.87500000 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 504625.00000000 0.028659622784 Long DBT CORP AE Y 2 2047-11-02 Fixed 4.60000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 Ally Financial, Inc., Series B 02005NBM1 1820000.00000000 PA USD 1217125.00000000 0.069125277943 Long DBT CORP US N 2 2026-05-15 Variable 4.70000160 N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co., Series CC 48128BAD3 1430000.00000000 PA USD 1410838.00000000 0.080126995076 Long DBT CORP US N 2 2023-05-01 Floating 7.01957160 N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 Cheniere Energy Partners LP 16411QAN1 630000.00000000 PA USD 500665.25000000 0.028434733131 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 31417G6A9 203936.99000000 PA USD 190741.20000000 0.010832937015 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 34814.88000000 0.001977272882 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 6670435.00000000 0.378840031530 Long DBT CORP US N 2 2027-08-17 Fixed 4.12500000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 3138X32U5 91721.27000000 PA USD 87932.13000000 0.004994008771 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.00000000 N N N N N N Synchrony Bank 549300UATVPGSLE43Z27 Synchrony Bank 87166FAD5 2951000.00000000 PA USD 2896262.17000000 0.164490029781 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N Angel Oak Mortgage Trust N/A Angel Oak Mortgage Trust, Series 2019-6, Class A1 03464VAA2 611267.97000000 PA USD 581345.79000000 0.033016895811 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 821200.00000000 PA USD 580421.60000000 0.032964407455 Long DBT UST US N 2 2041-02-15 Fixed 1.87500000 N N N N N N 2023-01-30 Nationwide Variable Insurance Trust David Majewski David Majewski Treasurer