0001752724-23-040513.txt : 20230224
0001752724-23-040513.hdr.sgml : 20230224
20230224162211
ACCESSION NUMBER: 0001752724-23-040513
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: 23667703
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
S000021040
NVIT Short Term Bond Fund
C000059825
Class I
C000059826
Class II
C000059827
Class Y
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000353905
XXXXXXXX
S000021040
C000059825
C000059826
C000059827
Nationwide Variable Insurance Trust
811-03213
0000353905
549300WLMVM3JP578846
One Nationwide Plaza Location:N0900
Mail Code 5-02-210T
Columbus
43215
614-435-3820
NVIT Short Term Bond Fund
S000021040
549300UQ781MJCK8JH31
2022-12-31
2022-12-31
N
1187973247.24
11289837.79
1176683409.45
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
54388612.09000000
KYD
USD
UST
Portfolio excl Derivatives
N/A
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2021-1, Class B
11042CAB6
4303784.43000000
PA
USD
3551881.44000000
0.301855317366
Long
ABS-O
CORP
US
Y
2
2031-09-15
Fixed
3.90000000
N
N
N
N
N
N
PTC, Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAB6
1350000.00000000
PA
USD
1285781.45000000
0.109271656222
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
3.62500000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CM6
5000000.00000000
PA
USD
5003487.55000000
0.425219520375
Long
DBT
CORP
US
N
2
2024-11-29
Fixed
4.70000000
N
N
N
N
N
N
NRZ Advance Receivables Trust
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust, Series 2020-T2, Class AT2
62942QCW1
9000000.00000000
PA
USD
8667943.20000000
0.736641914926
Long
ABS-O
CORP
US
Y
2
2053-09-15
Fixed
1.47540000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
-343.00000000
NC
USD
31333.05000000
0.002662827549
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 5 Year Note
2023-03-31
-37019882.98000000
USD
31333.05000000
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017DB2
2596000.00000000
PA
USD
2574148.43000000
0.218763042745
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
3.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCT6
50250000.00000000
PA
USD
46944492.19000000
3.989560132571
Long
DBT
UST
US
N
2
2024-08-15
Fixed
0.37500000
N
N
N
N
N
N
LCM 37 Ltd.
N/A
LCM 37 Ltd., Series 37A, Class A1
50204JAA5
1700000.00000000
PA
USD
1677179.20000000
0.142534447798
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
5.34360960
N
N
N
N
N
N
LL ABS Trust
N/A
LL ABS Trust, Series 2022-1A, Class A
50203YAA3
1780833.29000000
PA
USD
1744025.07000000
0.148215319090
Long
ABS-O
CORP
US
Y
2
2029-11-15
Fixed
3.76000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAB8
1750000.00000000
PA
USD
1660159.38000000
0.141088024753
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
Ares LVI CLO Ltd.
N/A
Ares LVI CLO Ltd., Series 2020-56A, Class AR
04018NAN1
2700000.00000000
PA
USD
2631606.30000000
0.223646078364
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-25
Floating
5.51842920
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-236.00000000
NC
USD
146933.60000000
0.012487097108
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Note
2023-03-22
-26502062.50000000
USD
146933.60000000
N
N
N
Goodgreen
N/A
Goodgreen, Series 2022-1A, Class A
38218JAA4
2093989.33000000
PA
USD
1826964.44000000
0.155263890467
Long
ABS-O
CORP
KY
Y
2
2056-10-15
Fixed
3.84000000
N
Y
N
N
N
N
Goodgreen Trust
N/A
Goodgreen Trust, Series 2017-1A, Class A
38217VAA8
250425.44000000
PA
USD
231976.20000000
0.019714410701
Long
ABS-O
CORP
US
Y
2
2052-10-15
Fixed
3.74000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWES8
5860320.00000000
PA
USD
5641032.63000000
0.479401050843
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BD1
2000000.00000000
PA
USD
1948223.62000000
0.165569056583
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.87500000
N
N
N
N
N
GSAA Trust
N/A
GSAA Trust, Series 2004-NC1, Class AF6
36228FC38
1861.92000000
PA
USD
1724.67000000
0.000146570435
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
5.26200120
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96950FAQ7
4500000.00000000
PA
USD
4382236.40000000
0.372422723462
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
Var Energi ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAD2
1000000.00000000
PA
USD
1018601.78000000
0.086565491772
Long
DBT
CORP
NO
Y
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
Fells Point Funding Trust
N/A
Fells Point Funding Trust
314382AA0
4700000.00000000
PA
USD
4277428.59000000
0.363515670880
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828K74
6000000.00000000
PA
USD
5665546.86000000
0.481484383522
Long
DBT
UST
US
N
2
2025-08-15
Fixed
2.00000000
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAG8
9957000.00000000
PA
USD
9646193.04000000
0.819778112152
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAB9
2620000.00000000
PA
USD
2564745.43000000
0.217963932303
Long
DBT
CORP
FR
Y
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
Wellman Park CLO Ltd.
N/A
Wellman Park CLO Ltd., Series 2021-1A, Class A
949723AA8
10000000.00000000
PA
USD
9782580.00000000
0.831368907000
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-15
Floating
5.17914000
N
N
N
N
N
N
RASC Trust
N/A
RASC Trust, Series 2005-KS12, Class M2
753910AE8
2786990.33000000
PA
USD
2768594.52000000
0.235287971068
Long
ABS-O
CORP
US
N
2
2036-01-25
Floating
5.07871080
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
1500000.00000000
PA
USD
1326090.65000000
0.112697318526
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.59300080
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BR9
650000.00000000
PA
USD
649213.05000000
0.055173128539
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
RR 19 Ltd.
549300RJ4N2AJDFNE876
RR 19 Ltd., Series 2021-19A, Class A1
74983AAA1
8750000.00000000
PA
USD
8567501.25000000
0.728105893326
Long
ABS-CBDO
CORP
KY
Y
2
2035-10-15
Floating
5.21913960
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CT4
3000000.00000000
PA
USD
3003965.46000000
0.255290882481
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.12500000
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2016-3A, Class A1
64829HAA5
0.01000000
PA
USD
0.01000000
0.000000000849
Long
ABS-MBS
CORP
US
Y
2
2056-09-25
Variable
3.75000120
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAC9
1350000.00000000
PA
USD
1272820.50000000
0.108170174728
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
6000000.00000000
PA
USD
5396508.12000000
0.458620226703
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
1.80000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XT2
16000000.00000000
PA
USD
15415624.96000000
1.310091128692
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.00000000
N
N
N
N
N
N
Visio Trust
N/A
Visio Trust, Series 2019-2, Class A1
92837DAA5
4193030.37810000
PA
USD
3888144.66000000
0.330432521506
Long
ABS-MBS
CORP
US
Y
2
2054-11-25
Variable
2.72199960
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBV2
16000000.00000000
PA
USD
15140000.00000000
1.286667244427
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.37500000
N
N
N
N
N
N
Soundview Home Loan Trust
N/A
Soundview Home Loan Trust, Series 2006-WF2, Class M1
83612MAF4
15846.54000000
PA
USD
15828.06000000
0.001345141766
Long
ABS-O
CORP
US
N
2
2036-12-25
Floating
4.71871080
N
N
N
N
N
N
Tricon American Homes Trust
N/A
Tricon American Homes Trust, Series 2020-SFR2, Class C
89613JAE0
1000000.00000000
PA
USD
826290.90000000
0.070222023474
Long
ABS-O
CORP
US
Y
2
2039-11-17
Fixed
2.03200000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFM8
1000000.00000000
PA
USD
1003750.00000000
0.085303318797
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDQ1
3000000.00000000
PA
USD
2686523.43000000
0.228313190143
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.25000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal, Series H
06368LAP1
10000000.00000000
PA
USD
9866786.70000000
0.838525181944
Long
DBT
CORP
CA
N
2
2024-09-14
Fixed
4.25000000
N
N
N
N
N
Cedar Funding VIII CLO Ltd.
549300PTCF9P2JDL1E69
Cedar Funding VIII CLO Ltd., Series 2017-8A, Class A1R
15032EAL3
1550000.00000000
PA
USD
1511820.40000000
0.128481491950
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-17
Floating
5.22914040
N
N
N
N
N
N
LCM 34 Ltd.
54930038DJKYPKSVRB29
LCM 34 Ltd., Series 34A, Class A1
50203CAA1
11450000.00000000
PA
USD
11178795.30000000
0.950025742712
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-20
Floating
5.41257120
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EWM7
5000000.00000000
PA
USD
4999342.45000000
0.424867250600
Long
DBT
CORP
US
N
2
2024-10-11
Fixed
4.55000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EKR0
3492556.00000000
PA
USD
3174003.08000000
0.269741466099
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
3.50000000
N
N
N
N
N
N
Dryden 76 CLO Ltd.
N/A
Dryden 76 CLO Ltd., Series 2019-76A, Class A1R
26252WAU3
200000.00000000
PA
USD
194461.40000000
0.016526229437
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-20
Floating
5.39256960
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CU7
2750000.00000000
PA
USD
2719688.26000000
0.231131690831
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-RPL2, Class M1
69357QAD8
1900000.00000000
PA
USD
1639150.71000000
0.139302610781
Long
ABS-MBS
CORP
US
Y
2
2051-10-25
Variable
2.93000040
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEU1
24000000.00000000
PA
USD
23196562.56000000
1.971351204045
Long
DBT
UST
US
N
2
2025-06-15
Fixed
2.87500000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust, Series 2022-NQM1, Class A16
36264EBB9
3777342.30000000
PA
USD
3301053.81000000
0.280538824928
Long
ABS-MBS
CORP
US
Y
2
2062-05-25
Variable
3.99999960
N
N
N
N
N
N
CANTOR FITZGERAL & CO
5493004J7H4GCPG6OB62
Government Agency Repurchase Agreement
N/A
4722833.50000000
PA
USD
4722833.50000000
0.401368240774
Long
RA
CORP
US
N
2
Repurchase
Y
4.30000000
2023-01-03
36452547.40322200
USD
4817290.17023600
USD
AMBS
N
N
SPGN Mortgage Trust
N/A
SPGN Mortgage Trust, Series 2022-TFLM, Class D
78473HAL0
5730000.00000000
PA
USD
5298584.29000000
0.450298206590
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Floating
7.83560880
N
N
N
N
N
N
Bacardi Ltd.
549300R32WTQNHNN5055
Bacardi Ltd.
067316AE9
5000000.00000000
PA
USD
4851517.90000000
0.412304436438
Long
DBT
CORP
BM
Y
2
2025-05-15
Fixed
4.45000000
N
N
N
N
N
N
N/A
N/A
CDI
N/A
110000000.00000000
PA
USD
-752304.34000000
-0.06393430331
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American Investment Grade Index Series 39-V1
Markit CDX North American Investment Grade Index Series 39-V1
Y
Receipt of notional amount upon default event with regard to the reference instrument
2027-12-20
0.00000000
USD
158014.55000000
USD
110000000.00000000
USD
-752304.34000000
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAD4
1670000.00000000
PA
USD
1601631.22000000
0.136114030939
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700BC9
1400000.00000000
PA
USD
1186433.51000000
0.100828608653
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
E3
N/A
E3, Series 2019-1, Class A
269330AA4
1283287.45000000
PA
USD
1099678.02000000
0.093455725743
Long
ABS-O
CORP
KY
Y
2
2055-09-20
Fixed
3.10000000
N
Y
N
N
N
N
Daimler Trucks Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AB6
5000000.00000000
PA
USD
4803451.75000000
0.408219552636
Long
DBT
CORP
US
Y
2
2023-12-14
Fixed
1.12500000
N
N
N
N
N
National Australia Bank Ltd.
549300E2IPL06NDXMZ63
National Australia Bank Ltd.
63254ABG2
2500000.00000000
PA
USD
2510062.05000000
0.213316685681
Long
DBT
CORP
AU
N
2
2024-11-22
Fixed
5.13200000
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687CZ7
6000000.00000000
PA
USD
5869688.28000000
0.498833265843
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.70000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CES6
1000000.00000000
PA
USD
929062.50000000
0.078956029509
Long
DBT
UST
US
N
2
2029-05-31
Fixed
2.75000000
N
N
N
N
N
N
Citizens Bank NA
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
75524KPT5
4000000.00000000
PA
USD
4045033.64000000
0.343765672866
Long
DBT
CORP
US
N
2
2025-10-24
Variable
6.06399840
N
N
N
N
N
N
Carlyle Global Market Strategies CLO Ltd.
549300N3CJKPCWZ7KX23
Carlyle Global Market Strategies CLO Ltd., Series 2016-1A, Class A1R2
14312HAU0
700000.00000000
PA
USD
681349.90000000
0.057904266732
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-20
Floating
5.38256880
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WCU2
7000000.00000000
PA
USD
6870874.15000000
0.583918673010
Long
DBT
CORP
US
Y
2
2023-06-09
Fixed
0.85000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z94
24000000.00000000
PA
USD
20452500.00000000
1.738148072433
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBT5
5000000.00000000
PA
USD
5050495.85000000
0.429214503190
Long
DBT
CORP
US
N
2
2025-10-27
Variable
5.85200160
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
255000.00000000
PA
USD
222027.40000000
0.018868915650
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
2120000.00000000
PA
USD
1778417.95000000
0.151138185149
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114TZE5
10000000.00000000
PA
USD
9306421.10000000
0.790902720753
Long
DBT
CORP
CA
N
2
2024-09-10
Fixed
0.70000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2022-3, Class A1
92538UAA9
4654381.64000000
PA
USD
4393648.77000000
0.373392599463
Long
ABS-MBS
CORP
US
Y
2
2067-02-25
Variable
4.12999920
N
N
N
N
N
N
Golden Bear LLC
549300T04S4BVE82F105
Golden Bear LLC, Series 2016-1A, Class A
38081EAA9
606962.43000000
PA
USD
532425.99000000
0.045248023871
Long
ABS-O
CORP
US
Y
2
2047-09-20
Fixed
3.75000000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust, Series 2022-1A, Class A
58940BAE6
8500000.00000000
PA
USD
8081106.40000000
0.686769808692
Long
ABS-O
CORP
US
Y
2
2026-09-21
Fixed
2.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust, Series 2018-3, Class A1
89175MAA1
414414.88000000
PA
USD
391782.65000000
0.033295502159
Long
ABS-MBS
CORP
US
Y
2
2058-05-25
Variable
3.75000120
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175AY0
4000000.00000000
PA
USD
3920403.92000000
0.333174062667
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AB4
4000000.00000000
PA
USD
3889384.88000000
0.330537921140
Long
DBT
CORP
CH
Y
2
2024-07-30
Variable
1.00800000
N
N
N
N
N
N
Reese Park CLO Ltd.
N/A
Reese Park CLO Ltd., Series 2020-1A, Class AR
758465BA5
1300000.00000000
PA
USD
1264348.80000000
0.107450210468
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-15
Floating
5.20913880
N
N
N
N
N
N
Tricon American Homes Trust
N/A
Tricon American Homes Trust, Series 2019-SFR1, Class A
89612LAA4
5157128.54000000
PA
USD
4724728.07000000
0.401529250098
Long
ABS-O
CORP
US
Y
2
2038-03-17
Fixed
2.75000000
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAC7
10000000.00000000
PA
USD
9707682.70000000
0.825003787937
Long
DBT
CORP
US
Y
2
2024-03-15
Fixed
3.42800000
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
595000.00000000
PA
USD
527010.95000000
0.044787828719
Long
DBT
CORP
CA
Y
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WDK3
5000000.00000000
PA
USD
4891035.20000000
0.415662799417
Long
DBT
CORP
US
Y
2
2025-08-26
Fixed
4.15000000
N
N
N
N
N
Viasat, Inc.
UFC8NYMNFSYIHNSM2I38
Viasat, Inc.
92552VAL4
1350000.00000000
PA
USD
1226272.50000000
0.104214310336
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.62500000
N
N
N
N
N
N
Cedar Funding XII CLO Ltd.
N/A
Cedar Funding XII CLO Ltd., Series 2020-12A, Class A1R
15033TAN5
3300000.00000000
PA
USD
3203280.30000000
0.272229579704
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-25
Floating
5.48843040
N
N
N
N
N
N
UBS AG
254900R882POXXVAK772
UBS AG
870836AC7
5000000.00000000
PA
USD
5176422.15000000
0.439916302756
Long
DBT
CORP
CH
N
2
2025-07-15
Fixed
7.50000000
N
N
N
N
N
N
GoldentTree Loan Management US CLO 1 Ltd.
N/A
GoldentTree Loan Management US CLO 1 Ltd., Series 2021-9A, Class A
38138JAC7
10000000.00000000
PA
USD
9782340.00000000
0.831348510690
Long
ABS-CBDO
CORP
KY
Y
2
2033-01-20
Floating
5.31257040
N
N
N
N
N
N
FCI Funding LLC
N/A
FCI Funding LLC, Series 2021-1A, Class A
30260GAA4
1352012.29000000
PA
USD
1320410.90000000
0.112214627094
Long
ABS-O
CORP
US
Y
2
2033-04-15
Fixed
1.13000000
N
N
N
N
N
N
Tricon American Homes Trust
N/A
Tricon American Homes Trust, Series 2019-SFR1, Class E
89612LAE6
2000000.00000000
PA
USD
1787213.80000000
0.151885697176
Long
ABS-O
CORP
US
Y
2
2038-03-17
Fixed
3.39700000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAF9
3000000.00000000
PA
USD
2961300.00000000
0.251664974301
Long
DBT
CORP
FR
Y
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCF5
9000000.00000000
PA
USD
8881374.87000000
0.754780325674
Long
DBT
CORP
US
N
2
2024-06-20
Fixed
4.20000000
N
N
N
N
N
N
HB Fuller Co.
JSMX3Z5FOYM8V0Q52357
HB Fuller Co.
359694AB2
250000.00000000
PA
USD
230625.00000000
0.019599579474
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDR0
5000000.00000000
PA
USD
4807981.15000000
0.408604482003
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.37500000
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CM6
1350000.00000000
PA
USD
1204170.57000000
0.102335986071
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDN8
89000000.00000000
PA
USD
83298437.50000000
7.079086594663
Long
DBT
UST
US
N
2
2024-12-15
Fixed
1.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YET8
5000000.00000000
PA
USD
4914277.10000000
0.417638003606
Long
DBT
CORP
US
N
2
2026-07-17
Variable
4.67899920
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M56
4000000.00000000
PA
USD
3785937.52000000
0.321746485893
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
Cedar Funding VII CLO Ltd.
549300G87EGFMLOYN341
Cedar Funding VII CLO Ltd., Series 2018-7A, Class A1
15032FAA4
3000000.00000000
PA
USD
2962305.00000000
0.251750383850
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-20
Floating
5.24256840
N
N
N
N
N
N
Cedar Funding XII CLO Ltd.
N/A
Cedar Funding XII CLO Ltd., Series 2020-12A, Class BR
15033TAS4
700000.00000000
PA
USD
659824.20000000
0.056074913158
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-25
Floating
5.95842840
N
N
N
N
N
N
Owl Rock CLO I Ltd.
N/A
Owl Rock CLO I Ltd., Series 2019-1A, Class A
69122DAA7
10000000.00000000
PA
USD
9766670.00000000
0.830016801593
Long
ABS-CBDO
CORP
KY
Y
2
2031-05-20
Floating
6.47543160
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBG6
4000000.00000000
PA
USD
3815834.36000000
0.324287257673
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833CG3
5000000.00000000
PA
USD
4900014.80000000
0.416425927369
Long
DBT
CORP
US
N
2
2024-02-09
Fixed
3.00000000
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
6800000.00000000
PA
USD
6748755.61000000
0.573540474506
Long
DBT
CORP
FR
Y
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
Huntington National Bank (The)
2WHM8VNJH63UN14OL754
Huntington National Bank (The)
44644MAH4
5000000.00000000
PA
USD
5009929.35000000
0.425766974342
Long
DBT
CORP
US
N
2
2025-11-18
Variable
5.69900160
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2013-2, Class A
02377UAB0
1235200.43000000
PA
USD
1233513.15000000
0.104829654271
Long
ABS-O
CORP
US
N
2
2023-01-15
Fixed
4.95000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2015-2, Class B
02377BAC0
2480991.75000000
PA
USD
2438421.16000000
0.207228311406
Long
ABS-O
CORP
US
N
2
2023-09-22
Fixed
4.40000000
N
N
N
N
N
N
AREIT Trust
N/A
AREIT Trust, Series 2022-CRE6, Class A
04002VAA9
2661921.49000000
PA
USD
2542005.39000000
0.216031378498
Long
ABS-MBS
CORP
KY
Y
2
2037-01-16
Floating
5.07570840
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CS6
2000000.00000000
PA
USD
1851764.20000000
0.157371488807
Long
DBT
CORP
GB
N
2
2025-05-24
Variable
0.97599960
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJH3
10000000.00000000
PA
USD
9588534.60000000
0.814878031167
Long
DBT
CORP
US
N
2
2024-10-24
Variable
0.81000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-1, Class B
90933HAA3
0.11000000
PA
USD
0.10000000
0.000000008498
Long
ABS-O
CORP
US
N
2
2026-01-07
Fixed
3.65000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAL6
2000000.00000000
PA
USD
1955440.00000000
0.166182337942
Long
DBT
CORP
US
Y
2
2025-05-13
Fixed
5.12500000
N
N
N
N
N
N
International Game Technology plc
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AF0
1750000.00000000
PA
USD
1632145.20000000
0.138707250131
Long
DBT
CORP
GB
Y
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
Tricon American Homes Trust
N/A
Tricon American Homes Trust, Series 2017-SFR2, Class A
89613FAA6
12724695.57000000
PA
USD
12337881.37000000
1.048530239392
Long
ABS-O
CORP
US
Y
2
2036-01-17
Fixed
2.92800000
N
N
N
N
N
N
JBS USA LUX SA
N/A
JBS USA LUX SA
46590XAF3
3045000.00000000
PA
USD
2520177.81000000
0.214176369766
Long
DBT
CORP
US
Y
2
2029-02-02
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418ECU2
2978692.61000000
PA
USD
2649244.35000000
0.225145041454
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.00000000
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 38 Ltd.
549300SM4FYZ8US63U33
Neuberger Berman Loan Advisers CLO 38 Ltd., Series 2020-38A, Class AR
64133RAJ5
9300000.00000000
PA
USD
9075051.60000000
0.771239870224
Long
ABS-CBDO
CORP
KY
Y
2
2035-10-20
Floating
5.38256880
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NX5
3500000.00000000
PA
USD
3514969.43000000
0.298718363985
Long
DBT
CORP
US
N
2
2026-09-29
Variable
5.60999880
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BFN5
7000000.00000000
PA
USD
6958084.63000000
0.591330223076
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
4.12500000
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2014-3A, Class AFX3
64829DAG1
0.02000000
PA
USD
0.02000000
0.000000001699
Long
ABS-MBS
CORP
US
Y
2
2054-11-25
Variable
3.75000120
N
N
N
N
N
N
37 Capital CLO I
N/A
37 Capital CLO I, Series 2021-1A, Class A
88430TAA9
9400000.00000000
PA
USD
9044839.80000000
0.768672331687
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-15
Floating
5.27914080
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2020-1, Class A1
03464RAA1
2382892.83000000
PA
USD
2225639.30000000
0.189145124519
Long
ABS-MBS
CORP
US
Y
2
2059-12-25
Variable
2.46600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410DWE6
28313.15000000
PA
USD
27925.50000000
0.002373238185
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Variable
3.81300120
N
N
N
N
N
N
FCI Funding LLC
N/A
FCI Funding LLC, Series 2019-1A, Class A
30259MAA4
52825.57490000
PA
USD
52775.61000000
0.004485115501
Long
ABS-O
CORP
US
Y
2
2031-02-18
Fixed
3.63000000
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939UAH9
2000000.00000000
PA
USD
1999490.50000000
0.169925953229
Long
DBT
CORP
US
N
2
2025-09-27
Fixed
5.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2022-1, Class A2
92538WAB3
3191792.62000000
PA
USD
2685507.92000000
0.228226887405
Long
ABS-MBS
CORP
US
Y
2
2067-01-25
Variable
3.03199920
N
N
N
N
N
N
Triton Container International Ltd.
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAB1
10000000.00000000
PA
USD
9248173.60000000
0.785952578724
Long
DBT
CORP
BM
Y
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
Five Corners Funding Trust
N/A
Five Corners Funding Trust
33829TAA4
7577000.00000000
PA
USD
7511733.77000000
0.638381888422
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
4.41900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403FFL3
185029.04000000
PA
USD
183496.66000000
0.015594395104
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Variable
4.13499960
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBL5
1350000.00000000
PA
USD
1358558.95000000
0.115456624873
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2022-1, Class A3
92538WAC1
3175424.44000000
PA
USD
2579445.86000000
0.219213242855
Long
ABS-MBS
CORP
US
Y
2
2067-01-25
Variable
3.28799880
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes, Series 2020-SFR1, Class B
89613GAB2
4760000.00000000
PA
USD
4178965.36000000
0.355147810059
Long
ABS-O
CORP
US
Y
2
2038-07-17
Fixed
2.04900000
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 32 Ltd.
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd., Series 2019-32A, Class AR
64132DAJ7
2000000.00000000
PA
USD
1966842.00000000
0.167151332652
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-20
Floating
5.21656920
N
N
N
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Government Agency Repurchase Agreement
N/A
6000000.00000000
PA
USD
6000000.00000000
0.509907758689
Long
RA
CORP
US
N
2
Repurchase
Y
4.30000000
2023-01-03
32307063.48000000
USD
6120000.00480000
USD
AMBS
N
N
Tricon American Homes Trust
N/A
Tricon American Homes Trust, Series 2020-SFR2, Class D
89613JAG5
5764000.00000000
PA
USD
4747909.40000000
0.403499306769
Long
ABS-O
CORP
US
Y
2
2039-11-17
Fixed
2.28100000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZF0
100000000.00000000
PA
USD
91843750.00000000
7.805306785359
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140JHAG8
2602689.83000000
PA
USD
2484860.44000000
0.211174936269
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31413MRL3
64062.28000000
PA
USD
63169.38000000
0.005368426162
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Variable
3.98000160
N
N
N
N
N
N
Tricon American Homes Trust
N/A
Tricon American Homes Trust, Series 2020-SFR2, Class E1
89613JAJ9
2826000.00000000
PA
USD
2311226.58000000
0.196418727538
Long
ABS-O
CORP
US
Y
2
2039-11-17
Fixed
2.73000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCR0
7500000.00000000
PA
USD
7385676.45000000
0.627668954171
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.70000000
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAF2
2120000.00000000
PA
USD
2099351.20000000
0.178412577515
Long
DBT
CORP
US
Y
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C8, Class XA
61761QAF0
1151008.32000000
PA
USD
1.15000000
0.000000097732
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
0.95725080
N
N
N
N
N
N
ARES XLIV CLO Ltd.
N/A
ARES XLIV CLO Ltd., Series 2017-44A, Class A1R
04016NAM5
10500000.00000000
PA
USD
10227136.50000000
0.869149375088
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
5.15913840
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2022-3, Class A2
92538UAB7
6206756.98000000
PA
USD
5609793.58000000
0.476746211848
Long
ABS-MBS
CORP
US
Y
2
2067-02-25
Variable
4.12999920
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AL5
2810000.00000000
PA
USD
2803199.80000000
0.238228887862
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
BAT International Finance plc
21380041YBGOQDFAC823
BAT International Finance plc
05530QAP5
2250000.00000000
PA
USD
2083862.79000000
0.177096300777
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.44800000
N
N
N
N
N
N
Renew
N/A
Renew, Series 2018-1, Class A
75973FAA9
1812903.67650000
PA
USD
1665335.49000000
0.141527914528
Long
ABS-O
CORP
KY
Y
2
2053-09-20
Fixed
3.95000000
N
Y
N
N
N
N
Avant Credit Card Master Trust
N/A
Avant Credit Card Master Trust, Series 2021-1A, Class A
05351KAA7
2250000.00000000
PA
USD
2058467.40000000
0.174938083044
Long
ABS-O
CORP
US
Y
2
2027-04-15
Fixed
1.37000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4WH6
156955.69000000
PA
USD
157221.04000000
0.013361371354
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Variable
2.59099920
N
Y
N
N
N
N
Apidos CLO XXXIII
549300DDYHDQJDDDWB27
Apidos CLO XXXIII, Series 2020-33A, Class AR
03768MAJ6
12500000.00000000
PA
USD
12190375.00000000
1.035994465639
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-24
Floating
5.47457040
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BU2
3500000.00000000
PA
USD
3525290.62000000
0.299595506462
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.95000000
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAS2
5000000.00000000
PA
USD
4887344.70000000
0.415349163653
Long
DBT
CORP
NL
Y
2
2024-03-16
Fixed
3.12500000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBT9
1400000.00000000
PA
USD
1304898.00000000
0.110896269083
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR3, Class E1
001807AE6
2082000.00000000
PA
USD
1854478.21000000
0.157602137933
Long
ABS-O
CORP
US
Y
2
2037-09-17
Fixed
2.55600000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
987.00000000
NC
USD
63647.36000000
0.005409047114
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 2 Year Note
2023-03-31
202412110.36000000
USD
63647.36000000
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2022-1A, Class B
96042WAE7
500000.00000000
PA
USD
481674.25000000
0.040934906206
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
2.75000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2020-1, Class A
90931GAA7
2371150.00000000
PA
USD
2337825.62000000
0.198679237016
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAH6
650000.00000000
PA
USD
643747.00000000
0.054708598322
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
5.62500000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200KS9
5000000.00000000
PA
USD
4918857.25000000
0.418027245943
Long
DBT
CORP
US
N
2
2025-07-27
Fixed
4.00000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2J0
3500000.00000000
PA
USD
3458967.02000000
0.293959020091
Long
DBT
CORP
CA
N
2
2024-09-13
Fixed
4.28500000
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2016-3, Class B
023771S41
0.05000000
PA
USD
0.04000000
0.000000003399
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
3.75000000
N
N
N
N
N
N
Carlyle US CLO Ltd.
N/A
Carlyle US CLO Ltd., Series 2020-2A, Class BR
14315GAS4
150000.00000000
PA
USD
135368.40000000
0.011504232906
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-25
Floating
6.35843160
N
N
N
N
N
N
Ares LXIII CLO Ltd.
N/A
Ares LXIII CLO Ltd., Series 2022-63A, Class A1A
039937AA5
5000000.00000000
PA
USD
4873485.00000000
0.414171302226
Long
ABS-CBDO
CORP
KY
Y
2
2035-04-20
Floating
5.34332160
N
N
N
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-NC1, Class A2C
61744CMH6
1296950.28000000
PA
USD
1291975.70000000
0.109798072244
Long
ABS-O
CORP
US
N
2
2035-01-25
Floating
5.14870920
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3C5
3000000.00000000
PA
USD
2939877.90000000
0.249844425135
Long
DBT
CORP
US
N
2
2026-08-15
Variable
4.53999960
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust, Series 2017-CH1, Class A2
81746HAB7
71366.42000000
PA
USD
65171.96000000
0.005538614675
Long
ABS-MBS
CORP
US
Y
2
2047-08-25
Variable
3.49999920
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZR8
5000000.00000000
PA
USD
5057238.65000000
0.429787537530
Long
DBT
CORP
CA
N
2
2024-10-25
Fixed
5.66000000
N
N
N
N
N
Renew
N/A
Renew, Series 2017-2A, Class A
75973KAA8
1620150.99000000
PA
USD
1420796.27000000
0.120745840265
Long
ABS-O
CORP
KY
Y
2
2053-09-22
Fixed
3.22000000
N
Y
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AN1
4000000.00000000
PA
USD
3889709.16000000
0.330565479955
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
Equifax, Inc.
5493004MCF8JDC86VS77
Equifax, Inc.
294429AQ8
5000000.00000000
PA
USD
4765927.75000000
0.405030589513
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.60000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEM0
5000000.00000000
PA
USD
5021220.15000000
0.426726518762
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
5.00000000
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBS4
10000000.00000000
PA
USD
9643475.80000000
0.819547188526
Long
DBT
CORP
US
N
2
2024-09-16
Variable
0.65300040
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAG7
1000000.00000000
PA
USD
911821.68000000
0.077490824862
Long
DBT
CORP
US
Y
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAY2
2896000.00000000
PA
USD
2852800.11000000
0.242444151679
Long
DBT
CORP
US
N
2
2024-12-05
Variable
4.02300000
N
N
N
N
N
N
GE HealthCare Technologies, Inc.
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAA1
9000000.00000000
PA
USD
9032402.34000000
0.767615338795
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
5.55000000
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AF2
7470000.00000000
PA
USD
7205897.03000000
0.612390467319
Long
DBT
CORP
FR
Y
2
2025-03-17
Fixed
4.37500000
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58769JAA5
2750000.00000000
PA
USD
2765543.61000000
0.235028690622
Long
DBT
CORP
US
Y
2
2024-11-27
Fixed
5.50000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2022-2CP, Class A
35633LAA2
690873.39000000
PA
USD
686610.91000000
0.058351371701
Long
ABS-O
CORP
US
Y
2
2029-05-18
Fixed
3.03000000
N
N
N
N
N
N
Linde, Inc.
ZU69GUVJQGZ6Z1UOOO79
Linde, Inc.
53522KAA1
4000000.00000000
PA
USD
4010982.68000000
0.340871864750
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
4.80000000
N
N
N
N
N
N
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
N/A
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WCH1, Class M4
70069FFL6
453545.72000000
PA
USD
443266.29000000
0.037670820072
Long
ABS-O
CORP
US
N
2
2036-01-25
Floating
5.63370840
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MX6
5000000.00000000
PA
USD
4682203.75000000
0.397915336648
Long
DBT
CORP
US
N
2
2025-05-01
Variable
0.98100000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEX5
30000000.00000000
PA
USD
29281640.70000000
2.488489296682
Long
DBT
UST
US
N
2
2024-06-30
Fixed
3.00000000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610AK1
3250000.00000000
PA
USD
3152307.54000000
0.267897678737
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
4.30000000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2003-QS20, Class CB
76110HMB2
29634.55000000
PA
USD
19262.46000000
0.001637012967
Long
ABS-MBS
CORP
US
N
2
2018-11-25
Fixed
5.00000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-2, Class B
90932KAA7
132309.49000000
PA
USD
113884.26000000
0.009678411294
Long
ABS-O
CORP
US
N
2
2028-05-01
Fixed
3.50000000
N
N
N
N
N
N
SPGN Mortgage Trust
N/A
SPGN Mortgage Trust, Series 2022-TFLM, Class C
78473HAJ5
1270000.00000000
PA
USD
1185882.19000000
0.100781754928
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Floating
6.98560920
N
N
N
N
N
N
Carlyle US CLO Ltd.
N/A
Carlyle US CLO Ltd., Series 2020-2A, Class A1R
14315GAN5
150000.00000000
PA
USD
145522.65000000
0.012367188050
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-25
Floating
5.49843120
N
N
N
N
N
N
Tricon Residential Trust
N/A
Tricon Residential Trust, Series 2022-SFR1, Class D
89616QAD3
2250000.00000000
PA
USD
2050032.15000000
0.174221216474
Long
ABS-O
CORP
US
Y
2
2039-04-17
Fixed
4.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2016-2A, Class A1
64829GAA7
4030617.57000000
PA
USD
3731441.35000000
0.317115149243
Long
ABS-MBS
CORP
US
Y
2
2035-11-26
Variable
3.75000120
N
N
N
N
N
N
Apidos CLO XXXV
549300KJKTO0Q1OATW69
Apidos CLO XXXV, Series 2021-35A, Class A
03768UAA7
7600000.00000000
PA
USD
7394480.80000000
0.628417188566
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-20
Floating
5.29256880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128JN3K9
106062.91960000
PA
USD
104843.52000000
0.008910087382
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Variable
4.31499960
N
Y
N
N
N
N
Sun Communities Operating LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AF4
1786000.00000000
PA
USD
1486800.81000000
0.126355211440
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
2.30000000
N
N
N
N
N
N
Goodgreen
N/A
Goodgreen, Series 2019-2A, Class A
38218EAA5
4935077.48000000
PA
USD
4243960.35000000
0.360671385006
Long
ABS-O
CORP
KY
Y
2
2055-04-15
Fixed
2.76000000
N
Y
N
N
N
N
Eleven Madison Mortgage Trust
N/A
Eleven Madison Mortgage Trust, Series 2015-11MD, Class A
556227AA4
2025000.00000000
PA
USD
1870235.53000000
0.158941267887
Long
ABS-MBS
CORP
US
Y
2
2035-09-10
Variable
3.55479840
N
N
N
N
N
N
Atalaya Equipment Leasing Trust
N/A
Atalaya Equipment Leasing Trust, Series 2021-1A, Class A2
046497AB9
1490332.71000000
PA
USD
1447342.13000000
0.123001830260
Long
ABS-O
CORP
US
Y
2
2026-05-15
Fixed
1.23000000
N
N
N
N
N
N
Magnetite XXXII Ltd.
549300QUG3I8PF6T6C52
Magnetite XXXII Ltd., Series 2022-32A, Class A
55953WAA8
10000000.00000000
PA
USD
9862700.00000000
0.838177875271
Long
ABS-CBDO
CORP
KY
Y
2
2035-04-15
Floating
5.21361000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust, Series 2015-2A, Class A
42770UAA1
288121.98000000
PA
USD
272776.06000000
0.023181771563
Long
ABS-O
CORP
US
Y
2
2040-09-20
Fixed
3.99000000
N
Y
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR3, Class E2
001807AF3
3718000.00000000
PA
USD
3312942.86000000
0.281549211401
Long
ABS-O
CORP
US
Y
2
2037-09-17
Fixed
2.75600000
N
N
N
N
N
N
Shire Acquisitions Investments Ireland DAC
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
4060000.00000000
PA
USD
3989917.25000000
0.339081627050
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.87500000
N
N
N
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331BD8
9250000.00000000
PA
USD
9092273.07000000
0.772703430419
Long
DBT
CORP
US
N
2
2024-11-01
Variable
4.21999920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EGJ3
3913218.56000000
PA
USD
3670749.04000000
0.311957235949
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
Tricon American Homes Trust
N/A
Tricon American Homes Trust, Series 2018-SFR1, Class E
89613TAE8
6250000.00000000
PA
USD
5846106.88000000
0.496829209373
Long
ABS-O
CORP
US
Y
2
2037-05-17
Fixed
4.56400000
N
N
N
N
N
N
Ashtead Capital, Inc.
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AJ2
3726000.00000000
PA
USD
3397083.66000000
0.288699885858
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2018-5A, Class A1
64829XAA0
0.01000000
PA
USD
0.01000000
0.000000000849
Long
ABS-MBS
CORP
US
Y
2
2057-12-25
Variable
4.74999840
N
N
N
N
N
N
Moog, Inc.
549300WM2I4U7OBAHG07
Moog, Inc.
615394AM5
2000000.00000000
PA
USD
1850000.00000000
0.157221558929
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
5000000.00000000
PA
USD
4736391.90000000
0.402520496334
Long
DBT
CORP
FR
Y
2
2025-11-19
Variable
2.81900160
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2022-1, Class A1
92538WAA5
9592606.61000000
PA
USD
8337051.43000000
0.708521201458
Long
ABS-MBS
CORP
US
Y
2
2067-01-25
Variable
2.72400120
N
N
N
N
N
N
Amsted Industries, Inc.
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AH0
2100000.00000000
PA
USD
1992186.00000000
0.169305183025
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
5.62500000
N
N
N
N
N
N
Invesco CLO Ltd.
N/A
Invesco CLO Ltd., Series 2021-2A, Class A
46149MAA4
10000000.00000000
PA
USD
9710280.00000000
0.825224518508
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-15
Floating
5.19914160
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2022-1A, Class C
96042WAF4
3050000.00000000
PA
USD
2901178.30000000
0.246555554085
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
3.11000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NQ0
5000000.00000000
PA
USD
4903187.70000000
0.416695575090
Long
DBT
CORP
US
N
2
2025-05-24
Variable
4.14000000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2015-1, Class B
009090AB7
5390985.35000000
PA
USD
5352921.76000000
0.454916056180
Long
ABS-O
CORP
CA
Y
2
2023-03-15
Fixed
3.87500000
N
N
N
N
N
N
NRZ Advance Receivables Trust
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust, Series 2020-T2, Class BT2
62942QCX9
600000.00000000
PA
USD
575670.66000000
0.048923155997
Long
ABS-O
CORP
US
Y
2
2053-09-15
Fixed
1.72370000
N
N
N
N
N
N
Chase Mortgage Finance Corp.
N/A
Chase Mortgage Finance Corp., Series 2016-SH1, Class M2
16163YAC8
725291.45000000
PA
USD
607633.58000000
0.051639512813
Long
ABS-MBS
CORP
US
Y
2
2045-04-25
Variable
3.75000120
N
N
N
N
N
N
Cedar Funding II CLO Ltd.
254900Q56WTD2BRLBE32
Cedar Funding II CLO Ltd., Series 2013-1A, Class ARR
15032TBE5
5000000.00000000
PA
USD
4837895.00000000
0.411146699371
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-20
Floating
5.32257120
N
N
N
N
N
N
Invesco CLO Ltd.
25490016C8NV86EY2059
Invesco CLO Ltd., Series 2021-1A, Class A1
46090XAA9
1350000.00000000
PA
USD
1312047.45000000
0.111503862420
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
5.07913920
N
N
N
N
N
N
Pricoa Global Funding I
635400IBXEBMD9ADYA79
Pricoa Global Funding I
74153WCR8
3000000.00000000
PA
USD
2939730.81000000
0.249831924746
Long
DBT
CORP
US
Y
2
2025-08-28
Fixed
4.20000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFX4
20000000.00000000
PA
USD
20000781.20000000
1.699758918955
Long
DBT
UST
US
N
2
2024-11-30
Fixed
4.50000000
N
N
N
N
N
Open Text Corp.
549300HP7ONDQODZJV16
Open Text Corp., Term Loan
68371YAJ2
923655.32000000
PA
USD
901524.54000000
0.076615726265
Long
LON
CORP
CA
N
2
2025-05-30
Variable
5.82143000
N
N
N
N
N
N
Cedar Funding X CLO Ltd.
N/A
Cedar Funding X CLO Ltd., Series 2019-10A, Class AR
15033XAJ5
2750000.00000000
PA
USD
2683450.00000000
0.228051995842
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-20
Floating
5.34256920
N
N
N
N
N
N
Carlyle US CLO Ltd.
N/A
Carlyle US CLO Ltd., Series 2021-1A, Class A1
14316MAA9
7000000.00000000
PA
USD
6845300.00000000
0.581745263426
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
5.21913960
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2015-1, Class B
023770AB6
1396417.88000000
PA
USD
1381263.53000000
0.117386165123
Long
ABS-O
CORP
US
N
2
2023-05-01
Fixed
3.70000000
N
N
N
N
N
N
Southwick Park CLO LLC
N/A
Southwick Park CLO LLC, Series 2019-4A, Class A1R
846031AN2
5000000.00000000
PA
USD
4907895.00000000
0.417095623222
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Floating
5.30256960
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 40 Ltd.
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class A
64134JAA1
5000000.00000000
PA
USD
4920185.00000000
0.418140084281
Long
ABS-CBDO
CORP
KY
Y
2
2033-04-16
Floating
5.13914040
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBV7
4000000.00000000
PA
USD
3922218.52000000
0.333328275770
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.50000000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BN2
650000.00000000
PA
USD
541125.00000000
0.045987305986
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
Atalaya Equipment Leasing Trust
N/A
Atalaya Equipment Leasing Trust, Series 2021-1A, Class B
046497AC7
600000.00000000
PA
USD
562491.60000000
0.047803138506
Long
ABS-O
CORP
US
Y
2
2027-02-15
Fixed
2.08000000
N
N
N
N
N
N
Magnetite XXVIII Ltd.
54930077HHZ1QV5CPQ30
Magnetite XXVIII Ltd., Series 2020-28A, Class AR
55955LAJ1
10600000.00000000
PA
USD
10305150.40000000
0.875779357237
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-20
Floating
5.37257160
N
N
N
N
N
N
RR 1 LLC
N/A
RR 1 LLC, Series 2017-1A, Class A1AB
78108YAL6
4900000.00000000
PA
USD
4790867.20000000
0.407150059355
Long
ABS-CBDO
CORP
US
Y
2
2035-07-15
Floating
5.22914040
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAS7
9000000.00000000
PA
USD
8895684.24000000
0.755996402138
Long
DBT
CORP
US
N
2
2024-06-27
Fixed
4.20000000
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LBJ7
6000000.00000000
PA
USD
5666561.88000000
0.481570644617
Long
DBT
CORP
US
Y
2
2024-11-21
Fixed
2.25000000
N
N
N
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
76131VAA1
7650000.00000000
PA
USD
7276805.77000000
0.618416620100
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EKU3
3499999.89000000
PA
USD
3451597.45000000
0.293332719938
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHR3
5000000.00000000
PA
USD
4867279.70000000
0.413643947123
Long
DBT
CORP
US
N
2
2025-03-15
Variable
3.45800160
N
N
N
N
N
N
2023-01-30
Nationwide Variable Insurance Trust
David Majewski
David Majewski
Treasurer