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