0001752724-24-029328.txt : 20240220
0001752724-24-029328.hdr.sgml : 20240220
20240220145720
ACCESSION NUMBER: 0001752724-24-029328
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240220
DATE AS OF CHANGE: 20240220
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NATIONWIDE VARIABLE INSURANCE TRUST
CENTRAL INDEX KEY: 0000353905
ORGANIZATION NAME:
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: 24652733
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 Loomis 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 Loomis Short Term Bond Fund
S000021040
549300UQ781MJCK8JH31
2023-12-31
2023-12-31
N
1173708046.21
25861985.42
1147846060.79
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
3889758.92000000
USD
UST
GE HealthCare Technologies, Inc.
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAB9
2925000.00000000
PA
USD
2926458.20000000
0.254952149070
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.55000000
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AU3
1950000.00000000
PA
USD
1833086.03000000
0.159697897881
Long
DBT
CORP
IT
Y
2
2026-09-22
Variable
2.56900000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2021-1, Class B
11042CAB6
1179883.65000000
PA
USD
1063579.57000000
0.092658728929
Long
ABS-O
CORP
US
Y
2
2031-09-15
Fixed
3.90000000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAP3
1430000.00000000
PA
USD
1566430.58000000
0.136466956110
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
11.50000000
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2S3
2400000.00000000
PA
USD
2378533.10000000
0.207217080865
Long
DBT
CORP
CA
N
2
2025-06-09
Variable
3.75000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2023-5A, Class A3
30168DAC0
1715000.00000000
PA
USD
1730053.41000000
0.150721727337
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
6.32000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACM7
4115000.00000000
PA
USD
4184947.47000000
0.364591351833
Long
DBT
CORP
US
Y
2
2026-09-21
Fixed
5.95000000
N
N
N
N
N
N
FS KKR Capital Corp.
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AM9
2200000.00000000
PA
USD
2330824.14000000
0.203060690768
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.87500000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2023-2A, Class B
22537EAC9
6600000.00000000
PA
USD
6595026.90000000
0.574556739382
Long
ABS-O
CORP
US
Y
2
2033-07-15
Fixed
6.61000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing LLC, Series 2023-2, Class A2
29375NAB1
3095000.00000000
PA
USD
3103363.62000000
0.270364095501
Long
ABS-O
CORP
US
Y
2
2030-04-22
Fixed
5.56000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
28504DAB9
1320000.00000000
PA
USD
1365733.96000000
0.118982327565
Long
DBT
NUSS
FR
Y
2
2028-05-23
Fixed
5.70000000
N
N
N
N
N
N
Cargill, Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781CA0
1580000.00000000
PA
USD
1576799.92000000
0.137370329860
Long
DBT
CORP
US
Y
2
2026-06-24
Fixed
4.50000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAM6
1620000.00000000
PA
USD
1661076.15000000
0.144712449407
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.16500000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAB8
1750000.00000000
PA
USD
1726189.33000000
0.150385089862
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.62500000
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
2699854.20000000
0.235210477452
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-25
Floating
6.79983120
N
N
N
N
N
N
Mineral Resources Ltd.
5299007V1ACKFFX2P066
Mineral Resources Ltd.
603051AE3
1485000.00000000
PA
USD
1579698.45000000
0.137622848913
Long
DBT
CORP
AU
Y
2
2028-10-01
Fixed
9.25000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EP8
2910000.00000000
PA
USD
2911868.10000000
0.253681063991
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.80000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CX6
3290000.00000000
PA
USD
3471986.28000000
0.302478389620
Long
DBT
CORP
GB
Y
2
2030-02-08
Variable
7.01800000
N
N
N
N
N
N
Blue Owl Capital Corp.
2549000BD79OOCPF2L94
Blue Owl Capital Corp.
69121KAC8
1810000.00000000
PA
USD
1733654.45000000
0.151035448848
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
3.75000000
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AU1
2985000.00000000
PA
USD
2948013.34000000
0.256830026316
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.70000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWES8
5549116.08000000
PA
USD
5380741.47000000
0.468768561726
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
1980538.58000000
0.172543919228
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.87500000
N
N
N
N
N
N
SBNA Auto Lease Trust
N/A
SBNA Auto Lease Trust, Series 2023-A, Class A3
78436TAC0
5725000.00000000
PA
USD
5835198.81000000
0.508360747083
Long
ABS-O
CORP
US
Y
2
2027-04-20
Fixed
6.51000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBU0
2275000.00000000
PA
USD
2330509.98000000
0.203033321244
Long
DBT
CORP
IT
Y
2
2025-11-21
Fixed
7.00000000
N
N
N
N
N
N
GSAA Trust
N/A
GSAA Trust, Series 2004-NC1, Class AF6
36228FC38
1226.50000000
PA
USD
1180.13000000
0.000102812566
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
5.26200120
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2023-2A, Class B
23346CAC2
3470000.00000000
PA
USD
3452333.88000000
0.300766278504
Long
ABS-O
CORP
US
Y
2
2029-02-15
Fixed
5.41000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2023-B, Class A3
891941AD8
2970000.00000000
PA
USD
2965444.61000000
0.258348633261
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
4.71000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96950FAQ7
4500000.00000000
PA
USD
4427843.09000000
0.385752344434
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
Fells Point Funding Trust
N/A
Fells Point Funding Trust
314382AA0
4700000.00000000
PA
USD
4429499.82000000
0.385896678248
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
Bank of Ireland Group plc
635400C8EK6DRI12LJ39
Bank of Ireland Group plc
06279JAC3
2390000.00000000
PA
USD
2415215.41000000
0.210412832565
Long
DBT
CORP
IE
Y
2
2026-09-16
Variable
6.25300000
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2023-4, Class B
02530CAC2
1725000.00000000
PA
USD
1746087.78000000
0.152118636779
Long
ABS-O
CORP
US
Y
2
2028-02-14
Fixed
6.63000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBP4
1100000.00000000
PA
USD
1109796.75000000
0.096685155606
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.05100000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
02557TAD1
2585000.00000000
PA
USD
2601973.47000000
0.226683137999
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.69900000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJF9
5195000.00000000
PA
USD
5422687.08000000
0.472422850522
Long
DBT
UST
US
N
2
2028-10-31
Fixed
4.87500000
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BR9
650000.00000000
PA
USD
649044.79000000
0.056544584868
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
EIDP, Inc.
GLU7INWNWH88J9XBXD45
EIDP, Inc.
263534CQ0
3755000.00000000
PA
USD
3740308.56000000
0.325854545114
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.50000000
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra
816851BQ1
2920000.00000000
PA
USD
2958231.91000000
0.257720265029
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.40000000
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2023-2, Class A
02529YAA1
0.01000000
PA
USD
0.01000000
0.000000000871
Long
ABS-O
CORP
US
Y
2
2026-10-13
Fixed
5.89000000
N
N
N
N
N
N
Element Fleet Management Corp.
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AK8
2500000.00000000
PA
USD
2581917.13000000
0.224935835753
Long
DBT
CORP
CA
Y
2
2028-12-04
Fixed
6.31900000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUY5
4180000.00000000
PA
USD
4072424.82000000
0.354788412759
Long
DBT
CORP
US
Y
2
2028-04-12
Fixed
5.25000000
N
N
N
N
N
World Omni Automobile Lease Securitization Trust
N/A
World Omni Automobile Lease Securitization Trust, Series 2023-A, Class A3
981944AD3
2665000.00000000
PA
USD
2664382.52000000
0.232120195469
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
5.07000000
N
N
N
N
N
N
M&T Equipment Notes
N/A
M&T Equipment Notes, Series 2023-1A, Class A3
551925AB6
2275000.00000000
PA
USD
2288865.44000000
0.199405261575
Long
ABS-O
CORP
US
Y
2
2030-07-15
Fixed
5.74000000
N
N
N
N
N
N
Reliance Steel & Aluminum Co.
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509AF9
3230000.00000000
PA
USD
3021115.74000000
0.263198685189
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
1.30000000
N
N
N
N
N
Harley-Davidson Financial Services, Inc.
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services, Inc.
41284VAC6
1730000.00000000
PA
USD
1795798.39000000
0.156449410016
Long
DBT
CORP
US
Y
2
2028-03-10
Fixed
6.50000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2023-B, Class A3
98164QAD0
2720000.00000000
PA
USD
2705619.09000000
0.235712712917
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
4.66000000
N
N
N
N
N
N
NetApp, Inc.
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110DAL8
3150000.00000000
PA
USD
2996893.90000000
0.261088485849
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.87500000
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DK3
1680000.00000000
PA
USD
1749180.37000000
0.152388062280
Long
DBT
CORP
US
N
2
2029-07-27
Variable
6.33900000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables Owner Trust, Series 2023-3, Class A3
43815QAC1
3670000.00000000
PA
USD
3717678.44000000
0.323883015936
Long
ABS-O
CORP
US
N
2
2028-02-18
Fixed
5.41000000
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AT7
1750000.00000000
PA
USD
1783903.15000000
0.155413100322
Long
DBT
CORP
US
Y
2
2028-09-20
Fixed
5.40000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2023-2, Class B
03065UAE9
5365000.00000000
PA
USD
5451807.31000000
0.474959796111
Long
ABS-O
CORP
US
N
2
2029-07-18
Fixed
5.84000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2023-3A, Class B
36267PAE6
3110000.00000000
PA
USD
3124856.47000000
0.272236546061
Long
ABS-O
CORP
US
Y
2
2028-01-18
Fixed
5.89000000
N
N
N
N
N
N
Hyatt Hotels Corp.
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AQ5
2050000.00000000
PA
USD
2094951.21000000
0.182511512785
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
5.75000000
N
N
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103HAM9
2570000.00000000
PA
USD
2631571.73000000
0.229261729415
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
5.75000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABE0
2825000.00000000
PA
USD
2873505.50000000
0.250338925937
Long
DBT
CORP
DK
Y
2
2026-09-22
Variable
6.25900000
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
875456.70000000
0.076269521663
Long
ABS-O
CORP
US
Y
2
2039-11-17
Fixed
2.03200000
N
N
N
N
N
N
Toyota Lease Owner Trust
5493000CIH8ERWDIA629
Toyota Lease Owner Trust, Series 2023-A, Class A3
89239MAC1
3405000.00000000
PA
USD
3398777.70000000
0.296100480378
Long
ABS-O
CORP
US
Y
2
2026-04-20
Fixed
4.93000000
N
N
N
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936BD1
1820000.00000000
PA
USD
1789233.61000000
0.155877488377
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.50000000
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JBQ0
2335000.00000000
PA
USD
2438194.37000000
0.212414752577
Long
DBT
CORP
AU
Y
2
2034-12-07
Variable
6.25500000
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TKX2
3700000.00000000
PA
USD
3744285.78000000
0.326201039312
Long
DBT
CORP
US
N
2
2026-08-14
Fixed
5.00000000
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAY1
4000000.00000000
PA
USD
4257897.32000000
0.370946720596
Long
DBT
CORP
ES
N
2
2028-11-07
Fixed
6.60700000
N
N
N
N
N
Kinetik Holdings LP
549300RD6AJIMYC0HY12
Kinetik Holdings LP
49461MAB6
3985000.00000000
PA
USD
4059961.84000000
0.353702641729
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
6.62500000
N
N
N
N
N
N
Piedmont Operating Partnership LP
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AG5
1720000.00000000
PA
USD
1815783.94000000
0.158190545058
Long
DBT
CORP
US
N
2
2028-07-20
Fixed
9.25000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDZ6
1995000.00000000
PA
USD
2017711.68000000
0.175782428404
Long
DBT
CORP
US
N
2
2025-10-10
Fixed
6.05000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EKR0
3335288.67000000
PA
USD
3059939.04000000
0.266580959287
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
3.50000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2022-4, Class A3
33843XAC3
1090000.00000000
PA
USD
1100853.57000000
0.095906028482
Long
ABS-O
CORP
US
Y
2
2027-06-15
Fixed
6.32000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust, Series 2022-NQM1, Class A16
36264EBB9
3496005.00000000
PA
USD
3113084.08000000
0.271210939022
Long
ABS-MBS
CORP
US
Y
2
2062-05-25
Variable
3.99999960
N
N
N
N
N
N
Mission Lane Credit Card Master Trust
N/A
Mission Lane Credit Card Master Trust, Series 2023-A, Class A
60510MAN8
765000.00000000
PA
USD
765766.45000000
0.066713340417
Long
ABS-O
CORP
US
Y
2
2028-07-17
Fixed
7.23000000
N
N
N
N
N
N
IQVIA, Inc.
549300PLWY28YB00C717
IQVIA, Inc.
46266TAE8
1295000.00000000
PA
USD
1351911.37000000
0.117778107725
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.25000000
N
N
N
N
N
N
SPGN Mortgage Trust
N/A
SPGN Mortgage Trust, Series 2022-TFLM, Class D
78473HAL0
2880000.00000000
PA
USD
2656094.40000000
0.231398136974
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Floating
8.86181040
N
N
N
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
00135TAC8
2290000.00000000
PA
USD
2361813.03000000
0.205760433448
Long
DBT
CORP
IE
Y
2
2026-10-14
Variable
7.58300000
N
N
N
N
N
Bacardi Ltd.
549300R32WTQNHNN5055
Bacardi Ltd.
067316AE9
5000000.00000000
PA
USD
4929455.60000000
0.429452673872
Long
DBT
CORP
BM
Y
2
2025-05-15
Fixed
4.45000000
N
N
N
N
N
N
BMW Vehicle Owner Trust
N/A
BMW Vehicle Owner Trust, Series 2023-A, Class A3
05592XAD2
1205000.00000000
PA
USD
1217526.82000000
0.106070566567
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
5.47000000
N
N
N
N
N
N
Fifth Third Auto Trust
N/A
Fifth Third Auto Trust, Series 2023-1, Class A3
31680EAD3
3725000.00000000
PA
USD
3776668.36000000
0.329022199841
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
5.53000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XEN2
2860000.00000000
PA
USD
2926814.12000000
0.254983156712
Long
DBT
CORP
US
N
2
2029-01-07
Fixed
5.80000000
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2023-3, Class C
02530EAE4
2915000.00000000
PA
USD
2940701.56000000
0.256193026264
Long
ABS-O
CORP
US
Y
2
2029-10-12
Fixed
6.44000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZZ0
2985000.00000000
PA
USD
3016866.87000000
0.262828524926
Long
DBT
CORP
CA
N
2
2026-07-20
Fixed
5.20000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGX3
10430000.00000000
PA
USD
10336292.92000000
0.900494698120
Long
DBT
UST
US
N
2
2025-04-30
Fixed
3.87500000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAD4
1670000.00000000
PA
USD
1646507.07000000
0.143443195585
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63861VAJ6
1645000.00000000
PA
USD
1702631.70000000
0.148332756295
Long
DBT
CORP
GB
Y
2
2027-10-18
Variable
6.55700000
N
N
N
N
N
Sitio Royalties Operating Partnership LP
N/A
Sitio Royalties Operating Partnership LP
82983MAB6
2595000.00000000
PA
USD
2688990.90000000
0.234264070057
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
7.87500000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Treasury Repurchase Agreement
N/A
5000000.00000000
PA
USD
5000000.00000000
0.435598480562
Long
RA
CORP
US
N
2
Repurchase
Y
5.31000000
2024-01-02
5229780.00000000
USD
5100004.07380000
USD
UST
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2018-1, Class A
34532RAA4
1950000.00000000
PA
USD
1909693.70000000
0.166371934812
Long
ABS-O
CORP
US
Y
2
2031-07-15
Fixed
3.19000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust, Series 2023-2A, Class A
57109LAA1
1931135.98000000
PA
USD
1926591.24000000
0.167844043361
Long
ABS-O
CORP
US
Y
2
2033-06-15
Fixed
6.04000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJB8
16895000.00000000
PA
USD
17067249.76000000
1.486893612568
Long
DBT
UST
US
N
2
2025-09-30
Fixed
5.00000000
N
N
N
N
N
N
Blackstone Secured Lending Fund
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAG7
1435000.00000000
PA
USD
1242410.70000000
0.108238442630
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
2.85000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
902674ZW3
2780000.00000000
PA
USD
2883286.62000000
0.251191054139
Long
DBT
CORP
CH
N
2
2028-09-11
Fixed
5.65000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2023-A, Class A3
344928AD8
1610000.00000000
PA
USD
1604050.57000000
0.139744398207
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
4.65000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust, Series 2023-1A, Class A
432917AA0
1557276.74000000
PA
USD
1584705.83000000
0.138059090337
Long
ABS-O
CORP
US
Y
2
2038-01-25
Fixed
5.72000000
N
N
N
N
N
N
Citizens Bank NA
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
75524KPT5
2355000.00000000
PA
USD
2297462.88000000
0.200154267935
Long
DBT
CORP
US
N
2
2025-10-24
Variable
6.06400000
N
N
N
N
N
N
LYB International Finance III LLC
N/A
LYB International Finance III LLC
50249AAF0
3260000.00000000
PA
USD
3044981.61000000
0.265277872531
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.25000000
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2023-2, Class A3
362583AD8
1660000.00000000
PA
USD
1649320.22000000
0.143688276358
Long
ABS-O
CORP
US
N
2
2028-02-16
Fixed
4.47000000
N
N
N
N
N
N
Carmax Auto Owner Trust
N/A
Carmax Auto Owner Trust, Series 2023-2, Class A3
142921AD7
5265000.00000000
PA
USD
5272064.05000000
0.459300617921
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
5.05000000
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
699302.80000000
0.060923047426
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-20
Floating
6.81743160
N
N
N
N
N
N
Jefferies Financial Group, Inc.
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233WBM0
1880000.00000000
PA
USD
1927758.15000000
0.167945704206
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
5.87500000
N
N
N
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust, Series 2023-B, Class A3
65473FAD9
2700000.00000000
PA
USD
2719538.82000000
0.236925395564
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
5.69000000
N
N
N
N
N
N
Med Trust
N/A
Med Trust, Series 2021-MDLN, Class A
58403YAD8
2498011.46000000
PA
USD
2449408.40000000
0.213391715463
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Floating
6.42647880
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25160PAN7
1130000.00000000
PA
USD
1172921.83000000
0.102184593393
Long
DBT
CORP
DE
N
2
2027-07-13
Variable
7.14600000
N
N
N
N
N
N
Blue Owl Credit Income Corp.
5493003I42XBWPE05N35
Blue Owl Credit Income Corp.
69120VAR2
1675000.00000000
PA
USD
1736170.73000000
0.151254666397
Long
DBT
CORP
US
Y
2
2028-06-13
Fixed
7.95000000
N
N
N
N
N
Auxilior Term Funding LLC
N/A
Auxilior Term Funding LLC, Series 2023-1A, Class A2
05335JAB9
1135000.00000000
PA
USD
1139144.45000000
0.099241918312
Long
ABS-O
CORP
US
Y
2
2028-12-15
Fixed
6.18000000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust, Series 2023-1A, Class A2
50117KAB6
2030074.43000000
PA
USD
2028429.66000000
0.176716175564
Long
ABS-O
CORP
US
Y
2
2026-02-17
Fixed
5.40000000
N
N
N
N
N
N
BANK5
N/A
BANK5, Series 2023-5YR3, Class A3
06211EAF8
1520000.00000000
PA
USD
1619766.11000000
0.141113531276
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Variable
6.72400080
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBT5
2395000.00000000
PA
USD
2388455.02000000
0.208081475520
Long
DBT
CORP
US
N
2
2025-10-27
Variable
5.85200000
N
N
N
N
N
N
GS Mortgage Securities Corp. Trust
N/A
GS Mortgage Securities Corp. Trust, Series 2012-BWTR, Class A
36192RAA0
1015000.00000000
PA
USD
726475.80000000
0.063290350929
Long
ABS-MBS
CORP
US
Y
2
2034-11-05
Fixed
2.95400000
N
N
N
N
N
N
BBCMS Mortgage Trust
N/A
BBCMS Mortgage Trust, Series 2020-BID, Class A
05493BAA6
825000.00000000
PA
USD
815403.93000000
0.071037742590
Long
ABS-MBS
CORP
US
Y
2
2037-10-15
Floating
7.61648040
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
255000.00000000
PA
USD
238485.03000000
0.020776743340
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DM9
5000000.00000000
PA
USD
5010210.20000000
0.436487990083
Long
DBT
CORP
US
N
2
2025-03-02
Fixed
5.25000000
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2022-3, Class A1
92538UAA9
4148576.46000000
PA
USD
3860670.23000000
0.336340417228
Long
ABS-MBS
CORP
US
Y
2
2067-02-25
Variable
4.12999920
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
4230000.00000000
PA
USD
4114001.98000000
0.358410602303
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
336037.18000000
PA
USD
324480.53000000
0.028268645168
Long
ABS-MBS
CORP
US
Y
2
2058-05-25
Variable
3.75000120
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CBS2
4180000.00000000
PA
USD
4175172.14000000
0.363739728054
Long
DBT
CORP
US
Y
2
2026-04-14
Fixed
5.20900000
N
N
N
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
00135TAD6
440000.00000000
PA
USD
463518.91000000
0.040381626581
Long
DBT
CORP
IE
Y
2
2029-09-13
Variable
6.60800000
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBU3
1395000.00000000
PA
USD
1433214.02000000
0.124861169886
Long
DBT
CORP
US
N
2
2030-01-03
Variable
6.84800000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2023-C, Class A3
44918CAD4
1360000.00000000
PA
USD
1388208.44000000
0.120940297433
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
5.54000000
N
N
N
N
N
N
JBS USA LUX SA
N/A
JBS USA LUX SA
47214BAA6
2325000.00000000
PA
USD
2449689.75000000
0.213416226590
Long
DBT
CORP
US
Y
2
2034-03-15
Fixed
6.75000000
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
1299959.70000000
0.113252094022
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-15
Floating
6.78548160
N
N
N
N
N
N
Antares Holdings LP
5493008EAIGV4283RM42
Antares Holdings LP
03666HAE1
2037000.00000000
PA
USD
1835320.70000000
0.159892581653
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
3.75000000
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
595000.00000000
PA
USD
568456.93000000
0.049523794994
Long
DBT
CORP
CA
Y
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WDK3
1206000.00000000
PA
USD
1193448.78000000
0.103972895039
Long
DBT
CORP
US
Y
2
2025-08-26
Fixed
4.15000000
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
3299798.70000000
0.287477459976
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-25
Floating
6.76982880
N
N
N
N
N
N
KeyBank NA
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327M3F9
2360000.00000000
PA
USD
2358273.21000000
0.205452045405
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.85000000
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAK1
3225000.00000000
PA
USD
3015563.21000000
0.262714950463
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
N
Harley-Davidson Motorcycle Trust
N/A
Harley-Davidson Motorcycle Trust, Series 2023-B, Class A4
41285YAD7
1460000.00000000
PA
USD
1504404.44000000
0.131063257643
Long
ABS-O
CORP
US
N
2
2031-04-15
Fixed
5.78000000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741BJ6
2895000.00000000
PA
USD
2894012.08000000
0.252125452955
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.25000000
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust, Series 2023-B, Class A3
448980AD4
2600000.00000000
PA
USD
2600039.00000000
0.226514607560
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
5.15000000
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556DA7
2575000.00000000
PA
USD
2643101.26000000
0.230266178565
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
5.00000000
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-4, Class B
802927AE3
2575000.00000000
PA
USD
2610199.99000000
0.227399829921
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
5.77000000
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
1903499.40000000
0.165832289278
Long
ABS-O
CORP
US
Y
2
2038-03-17
Fixed
3.39700000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2023-B, Class A2A
98164QAB4
1510334.38000000
PA
USD
1507310.24000000
0.131316410056
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
5.25000000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST, Series 2023-3PL, Class A
000876AA0
336428.12000000
PA
USD
336590.48000000
0.029323660331
Long
ABS-O
CORP
US
Y
2
2030-08-19
Fixed
6.60000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJE2
229370000.00000000
PA
USD
231986251.56000000
20.21057173819
Long
DBT
UST
US
N
2
2025-10-31
Fixed
5.00000000
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599BT0
2615000.00000000
PA
USD
2655122.02000000
0.231313423524
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.55000000
N
N
N
N
N
N
Ares Capital Corp.
WEQ82666OJYSI5GUAB47
Ares Capital Corp.
04010LBE2
1095000.00000000
PA
USD
1126313.05000000
0.098124050643
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
7.00000000
N
N
N
N
N
N
Tapestry, Inc.
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030AD9
4525000.00000000
PA
USD
4746699.30000000
0.413531000553
Long
DBT
CORP
US
N
2
2028-11-27
Fixed
7.35000000
N
N
N
N
N
Hercules Capital, Inc.
549300UJ5OC256GR2B73
Hercules Capital, Inc.
427096AJ1
665000.00000000
PA
USD
605092.61000000
0.052715484303
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YET8
5000000.00000000
PA
USD
4952014.65000000
0.431418011452
Long
DBT
CORP
US
N
2
2026-07-17
Variable
4.67900000
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAW4
1305000.00000000
PA
USD
1368573.96000000
0.119229747502
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.35000000
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-3, Class C
80285XAE5
1155000.00000000
PA
USD
1169629.00000000
0.101897723044
Long
ABS-O
CORP
US
N
2
2030-11-15
Fixed
5.77000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
3500000.00000000
PA
USD
3196920.20000000
0.278514716320
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.51200000
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
691712.70000000
0.060261800221
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-25
Floating
7.23983040
N
N
N
N
N
N
Owl Rock CLO I LLC
N/A
Owl Rock CLO I LLC, Series 2019-1A, Class A
69122DAA7
2656172.38000000
PA
USD
2656172.38000000
0.231404930568
Long
ABS-CBDO
CORP
KY
Y
2
2031-05-20
Floating
7.42871160
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AY5
840000.00000000
PA
USD
854741.20000000
0.074464793598
Long
DBT
CORP
GB
N
2
2027-08-07
Variable
5.98500000
N
N
N
N
N
Bayer US Finance LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAJ2
3990000.00000000
PA
USD
4078769.88000000
0.355341192458
Long
DBT
CORP
US
Y
2
2029-01-21
Fixed
6.25000000
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBG6
2000000.00000000
PA
USD
1975204.48000000
0.172079214057
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
Golub Capital BDC, Inc.
2549005WE0QLGK9APF78
Golub Capital BDC, Inc.
38173MAB8
1355000.00000000
PA
USD
1228045.62000000
0.106986961226
Long
DBT
CORP
US
N
2
2026-08-24
Fixed
2.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2023-2A, Class B
30168CAD0
4035000.00000000
PA
USD
4019411.18000000
0.350169880552
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.61000000
N
N
N
N
N
N
Citizens Auto Receivables Trust
N/A
Citizens Auto Receivables Trust, Series 2023-2, Class A2A
17295FAB0
2505000.00000000
PA
USD
2512107.44000000
0.218854036774
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
6.09000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2023-B, Class A3
344930AD4
2455000.00000000
PA
USD
2476237.96000000
0.215729098577
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.23000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DN6
745000.00000000
PA
USD
807927.98000000
0.070386440098
Long
DBT
CORP
US
N
2
2031-10-30
Variable
6.48900000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2023-B, Class A3
44933XAD9
1035000.00000000
PA
USD
1052497.30000000
0.091693244935
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.48000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCZ6
1945000.00000000
PA
USD
1995394.87000000
0.173838194698
Long
DBT
CORP
US
N
2
2029-06-08
Variable
6.31200000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAD9
1470000.00000000
PA
USD
1331625.50000000
0.116010808895
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
DC Commercial Mortgage Trust
N/A
DC Commercial Mortgage Trust, Series 2023-DC, Class A
24023AAA8
1190000.00000000
PA
USD
1227451.80000000
0.106935227808
Long
ABS-MBS
CORP
US
Y
2
2040-09-12
Fixed
6.31430000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CS6
2000000.00000000
PA
USD
1959340.18000000
0.170697121062
Long
DBT
CORP
GB
N
2
2025-05-24
Variable
0.97600000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables Owner Trust, Series 2023-4, Class A3
438123AC5
975000.00000000
PA
USD
995372.92000000
0.086716586309
Long
ABS-O
CORP
US
N
2
2028-06-21
Fixed
5.67000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAL6
2000000.00000000
PA
USD
1980550.18000000
0.172544929817
Long
DBT
CORP
US
Y
2
2025-05-13
Fixed
5.12500000
N
N
N
N
N
N
Athene Holding Ltd.
549300H316CT32FQXI76
Athene Holding Ltd.
04686JAG6
2025000.00000000
PA
USD
2043516.54000000
0.178030539965
Long
DBT
CORP
BM
N
2
2034-01-15
Fixed
5.87500000
N
N
N
N
N
N
International Game Technology plc
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AF0
1750000.00000000
PA
USD
1700878.03000000
0.148179977098
Long
DBT
CORP
GB
Y
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2023-N1, Class A
14688FAB2
3555823.11000000
PA
USD
3563925.76000000
0.310488129178
Long
ABS-O
CORP
US
Y
2
2027-04-12
Fixed
6.36000000
N
N
N
N
N
N
World Financial Network Credit Card Master Trust
N/A
World Financial Network Credit Card Master Trust, Series 2023-A, Class A
981464HL7
5960000.00000000
PA
USD
5965261.49000000
0.519691768240
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
5.02000000
N
N
N
N
N
N
NatWest Markets plc
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906YAD0
2005000.00000000
PA
USD
1829730.02000000
0.159405523310
Long
DBT
CORP
GB
Y
2
2026-09-29
Fixed
1.60000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418ECU2
2679300.64000000
PA
USD
2401243.70000000
0.209195621436
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.00000000
N
N
N
N
N
N
Harley-Davidson Motorcycle Trust
N/A
Harley-Davidson Motorcycle Trust, Series 2023-B, Class A3
41285YAC9
1810000.00000000
PA
USD
1839242.90000000
0.160234282525
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
5.69000000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537AY7
3140000.00000000
PA
USD
3182284.34000000
0.277239644644
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.20000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J6F9
5720000.00000000
PA
USD
5789916.48000000
0.504415764254
Long
DBT
CORP
US
N
2
2026-12-11
Fixed
5.25400000
N
N
N
N
N
N
Mutual of Omaha Cos. Global Funding
635400AL5J3F1ZPTAN95
Mutual of Omaha Cos. Global Funding
62829D2A7
2850000.00000000
PA
USD
2904067.46000000
0.253001474605
Long
DBT
CORP
US
Y
2
2026-07-27
Fixed
5.80000000
N
N
N
N
N
N
37 Capital CLO 1 Ltd.
549300GZ8MP9ZGVMJ424
37 Capital CLO 1 Ltd., Series 2021-1A, Class A
88430TAA9
4230000.00000000
PA
USD
4209412.59000000
0.366722745653
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-15
Floating
6.85548000
N
N
N
N
N
N
HSBC USA, Inc.
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40428HVL3
585000.00000000
PA
USD
587766.09000000
0.051206003146
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
5.62500000
N
N
N
N
N
Ares Capital Corp.
WEQ82666OJYSI5GUAB47
Ares Capital Corp.
04010LAY9
1810000.00000000
PA
USD
1734024.56000000
0.151067692718
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.25000000
N
N
N
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corp.
87612GAE1
1635000.00000000
PA
USD
1709715.54000000
0.148949898283
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.15000000
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables Owner Trust, Series 2023-A, Class A3
65480WAD3
4045000.00000000
PA
USD
4046308.56000000
0.352513172124
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
4.91000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HCD7
815000.00000000
PA
USD
868801.54000000
0.075689726146
Long
DBT
CORP
IT
Y
2
2033-11-28
Fixed
7.20000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DZ9
2705000.00000000
PA
USD
2742446.61000000
0.238921115268
Long
DBT
CORP
GB
N
2
2027-08-14
Variable
5.88700000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables Owner Trust, Series 2023-B, Class A3
65480MAD5
1170000.00000000
PA
USD
1198374.96000000
0.104402062344
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
5.93000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410DWE6
26825.21000000
PA
USD
26555.36000000
0.002313494893
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Variable
5.81299920
N
N
N
N
N
N
SCF Equipment Leasing LLC
N/A
SCF Equipment Leasing LLC, Series 2023-1A, Class A2
784024AB7
2655000.00000000
PA
USD
2674473.10000000
0.232999283733
Long
ABS-O
CORP
US
Y
2
2030-01-22
Fixed
6.56000000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131BA9
1975000.00000000
PA
USD
2034048.39000000
0.177205677614
Long
DBT
CORP
US
N
2
2026-11-03
Fixed
5.85000000
N
N
N
N
N
Volkswagen Auto Lease Trust
N/A
Volkswagen Auto Lease Trust, Series 2023-A, Class A3
92867UAD4
5880000.00000000
PA
USD
5952347.52000000
0.518566707098
Long
ABS-O
CORP
US
N
2
2026-10-20
Fixed
5.81000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403FFL3
169863.12000000
PA
USD
168964.83000000
0.014720164643
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Variable
6.13500120
N
N
N
N
N
N
GreatAmerica Leasing Receivables
N/A
GreatAmerica Leasing Receivables, Series 2023-1, Class A3
39154TCC0
5945000.00000000
PA
USD
5921094.56000000
0.515843958720
Long
ABS-O
CORP
US
Y
2
2027-07-15
Fixed
5.15000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust
N/A
Navient Private Education Refi Loan Trust, Series 2023-A, Class A
638961AA0
3013227.87000000
PA
USD
3011068.59000000
0.262323380534
Long
ABS-O
CORP
US
Y
2
2071-10-15
Fixed
5.51000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDX1
2870000.00000000
PA
USD
3017555.02000000
0.262888476345
Long
DBT
CORP
US
N
2
2029-10-23
Variable
6.08700000
N
N
N
N
N
N
DLLMT LLC
N/A
DLLMT LLC, Series 2023-1A, Class A3
232989AC7
6780000.00000000
PA
USD
6773446.45000000
0.590100596358
Long
ABS-O
CORP
US
Y
2
2027-03-22
Fixed
5.34000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust, Series 2023-2, Class A3
362548AD1
2940000.00000000
PA
USD
2939837.71000000
0.256117767915
Long
ABS-O
CORP
US
N
2
2026-07-20
Fixed
5.05000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables Owner Trust, Series 2023-2, Class A3
437927AC0
2188000.00000000
PA
USD
2198248.81000000
0.191510768306
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
4.93000000
N
N
N
N
N
N
ASB Bank Ltd.
549300IBZWZL1KTPF918
ASB Bank Ltd.
00216LAG8
4110000.00000000
PA
USD
4144682.48000000
0.361083478140
Long
DBT
CORP
NZ
Y
2
2026-06-15
Fixed
5.34600000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2X2
1990000.00000000
PA
USD
2040093.43000000
0.177732319662
Long
DBT
CORP
CA
N
2
2028-12-18
Fixed
5.60000000
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AR6
4180000.00000000
PA
USD
4202657.36000000
0.366134232068
Long
DBT
CORP
US
Y
2
2027-09-22
Fixed
4.95000000
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668CB6
2840000.00000000
PA
USD
2979353.12000000
0.259560338426
Long
DBT
CORP
US
Y
2
2028-11-16
Fixed
6.20000000
N
N
N
N
N
Corebridge Global Funding
54930057MDZ7KOVOTV71
Corebridge Global Funding
00138CAU2
1120000.00000000
PA
USD
1134225.48000000
0.098813379140
Long
DBT
CORP
US
Y
2
2026-07-02
Fixed
5.75000000
N
N
N
N
N
N
Synchrony Card Funding LLC
N/A
Synchrony Card Funding LLC, Series 2023-A1, Class A
87166PAK7
1055000.00000000
PA
USD
1074514.97000000
0.093611417654
Long
ABS-O
CORP
US
N
2
2029-07-15
Fixed
5.54000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HDB8
1170000.00000000
PA
USD
1214614.33000000
0.105816831323
Long
DBT
CORP
US
N
2
2027-10-29
Variable
7.14900000
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-5, Class B
80286PAD3
3950000.00000000
PA
USD
4038515.95000000
0.351834282309
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
6.16000000
N
N
N
N
N
N
Aptiv plc
N/A
Aptiv plc
00217GAA1
3105000.00000000
PA
USD
3002119.95000000
0.261543777737
Long
DBT
CORP
JE
N
2
2025-02-18
Fixed
2.39600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140JHAG8
2538592.29000000
PA
USD
2441676.17000000
0.212718085935
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31413MRL3
61172.32000000
PA
USD
60611.78000000
0.005280479854
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Variable
5.97999960
N
N
N
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05329WAM4
465000.00000000
PA
USD
455221.98000000
0.039658800561
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.50000000
N
N
N
N
N
N
Frontier Issuer LLC
N/A
Frontier Issuer LLC, Series 2023-1, Class A2
35910EAA2
2325000.00000000
PA
USD
2310098.38000000
0.201255068855
Long
ABS-O
CORP
US
Y
2
2053-08-20
Fixed
6.60000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38145GAM2
5970000.00000000
PA
USD
6027673.07000000
0.525129046124
Long
DBT
CORP
US
N
2
2026-08-10
Variable
5.79800000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253JAX9
3650000.00000000
PA
USD
3682793.57000000
0.320843856663
Long
DBT
CORP
AU
N
2
2025-07-03
Fixed
5.37500000
N
N
N
N
N
ARES XLIV CLO Ltd.
N/A
ARES XLIV CLO Ltd., Series 2017-44A, Class A1R
04016NAM5
3000000.00000000
PA
USD
2992077.00000000
0.260668838985
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
6.73548120
N
N
N
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608AQ5
1455000.00000000
PA
USD
1461519.72000000
0.127327153868
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
2405000.00000000
PA
USD
2389441.62000000
0.208167427813
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
63743HFK3
2285000.00000000
PA
USD
2344770.37000000
0.204275682088
Long
DBT
CORP
US
N
2
2026-11-13
Fixed
5.60000000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TBF3
4180000.00000000
PA
USD
4215907.33000000
0.367288565428
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
5.25000000
N
N
N
N
N
N
BANK5
N/A
BANK5, Series 2023-5YR4, Class A3
06211FAV0
650000.00000000
PA
USD
687401.33000000
0.059886194976
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Fixed
6.50000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2023-P4, Class A3
14687NAC4
3320000.00000000
PA
USD
3381497.36000000
0.294595022408
Long
ABS-O
CORP
US
Y
2
2028-10-10
Fixed
6.16000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHV6
7835000.00000000
PA
USD
7907228.91000000
0.688875379731
Long
DBT
UST
US
N
2
2025-08-31
Fixed
5.00000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2023-3A, Class C
224936AE4
555000.00000000
PA
USD
562247.13000000
0.048982799105
Long
ABS-O
CORP
US
Y
2
2033-12-15
Fixed
7.62000000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332BE1
2830000.00000000
PA
USD
2847323.99000000
0.248058000742
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.05000000
N
N
N
N
N
N
GS Mortgage Securities Corp. II
5493005BBCF84ICNQ550
GS Mortgage Securities Corp. II, Series 2023-SHIP, Class A
36270GAA9
1825000.00000000
PA
USD
1773895.80000000
0.154541263031
Long
ABS-MBS
CORP
US
Y
2
2038-09-10
Variable
4.32232920
N
N
N
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608AP7
5665000.00000000
PA
USD
5792953.20000000
0.504680322378
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.70000000
N
N
N
N
N
N
Wheels Fleet Lease Funding 1 LLC
549300BSFY0E0XXREF43
Wheels Fleet Lease Funding 1 LLC, Series 2023-1A, Class A
96328GAS6
5525000.00000000
PA
USD
5540732.44000000
0.482706926413
Long
ABS-O
CORP
US
Y
2
2038-04-18
Fixed
5.80000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4WH6
85619.00000000
PA
USD
86984.79000000
0.007578088471
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Variable
4.57599960
N
Y
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC, Series 2023-3A, Class A
05377RGU2
4575000.00000000
PA
USD
4612693.88000000
0.401856489085
Long
ABS-O
CORP
US
Y
2
2028-02-22
Fixed
5.44000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBT9
1400000.00000000
PA
USD
1352637.44000000
0.117841362723
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust, Series 2023-3A, Class A3
50168BAC2
4050000.00000000
PA
USD
4084324.97000000
0.355825150211
Long
ABS-O
CORP
US
Y
2
2027-09-15
Fixed
6.12000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2022-1A, Class B
96042WAE7
500000.00000000
PA
USD
493122.60000000
0.042960691058
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
1940950.00000000
PA
USD
1965075.23000000
0.171196756875
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2023-2, Class C
33843EAJ0
5315000.00000000
PA
USD
5324016.90000000
0.463826734426
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
5.81000000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CJ9
4125000.00000000
PA
USD
4175831.39000000
0.363797161714
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.30000000
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust, Series 2023-3A, Class A
57109RAA8
2064170.30000000
PA
USD
2064371.97000000
0.179847458689
Long
ABS-O
CORP
US
Y
2
2033-09-15
Fixed
6.49000000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAS4
2275000.00000000
PA
USD
2296787.58000000
0.200095436004
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448FW3
1740000.00000000
PA
USD
1776778.40000000
0.154792394267
Long
DBT
CORP
US
N
2
2026-11-10
Fixed
5.12500000
N
N
N
N
N
N
Cantor Fitzgerald LP
549300RLUEEVQEMX0450
Cantor Fitzgerald LP
138616AM9
1065000.00000000
PA
USD
1091644.72000000
0.095103756269
Long
DBT
CORP
US
Y
2
2028-12-12
Fixed
7.20000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHL8
39525000.00000000
PA
USD
39619180.57000000
3.451610971486
Long
DBT
UST
US
N
2
2025-06-30
Fixed
4.62500000
N
N
N
N
N
N
VStrong Auto Receivables Trust
N/A
VStrong Auto Receivables Trust, Series 2023-A, Class A3
92920CAE7
5735000.00000000
PA
USD
5800130.67000000
0.505305621383
Long
ABS-O
CORP
US
Y
2
2027-11-15
Fixed
6.87000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2023-3A, Class C
96041CAL6
4815000.00000000
PA
USD
4830950.65000000
0.420870952562
Long
ABS-O
CORP
US
Y
2
2028-09-15
Fixed
6.02000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2023-A, Class A3
448979AD6
2140000.00000000
PA
USD
2127983.47000000
0.185389273238
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
4.58000000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477CF8
2830000.00000000
PA
USD
2926213.26000000
0.254930809971
Long
DBT
CORP
US
N
2
2029-11-21
Variable
5.68400000
N
N
N
N
N
Aircastle Ltd.
549300PNK8AKY3OIKP58
Aircastle Ltd.
00928QAX9
1010000.00000000
PA
USD
1029913.38000000
0.089725740687
Long
DBT
CORP
BM
Y
2
2028-07-18
Fixed
6.50000000
N
N
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKX6
2735000.00000000
PA
USD
2899829.70000000
0.252632282242
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.30000000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AN1
4000000.00000000
PA
USD
3968907.28000000
0.345769996132
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TLE3
1435000.00000000
PA
USD
1511814.89000000
0.131708853795
Long
DBT
CORP
US
N
2
2030-11-20
Fixed
5.55000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBR1
1265000.00000000
PA
USD
1221052.72000000
0.106377741903
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2023-2A, Class B
379928AE4
2905000.00000000
PA
USD
2895186.04000000
0.252227727994
Long
ABS-O
CORP
US
Y
2
2027-11-15
Fixed
5.52000000
N
N
N
N
N
N
Nissan Motor Acceptance Co. LLC
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co. LLC
65480CAF2
1085000.00000000
PA
USD
1144706.30000000
0.099726464994
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
7.05000000
N
N
N
N
N
Crescent Energy Finance LLC
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAC7
1705000.00000000
PA
USD
1769056.85000000
0.154119695177
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
9.25000000
N
N
N
N
N
N
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
Government Agency Repurchase Agreement
N/A
4000000.00000000
PA
USD
4000000.00000000
0.348478784450
Long
RA
CORP
US
N
2
Repurchase
Y
5.33000000
2024-01-02
25222195.76000000
USD
4080000.00460000
USD
AMBS
N
N
Flex Ltd.
549300EAQH74YHD07T53
Flex Ltd.
33938XAE5
2845000.00000000
PA
USD
2937577.27000000
0.255920839069
Long
DBT
CORP
SG
N
2
2028-01-15
Fixed
6.00000000
N
N
N
N
N
N
Navistar Financial Dealer Note Master Owner Trust II
549300S28N49H5RT4J50
Navistar Financial Dealer Note Master Owner Trust II, Series 2023-1, Class A
63938PBU2
1710000.00000000
PA
USD
1726506.80000000
0.150412747752
Long
ABS-O
CORP
US
Y
2
2028-08-25
Fixed
6.18000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2023-D, Class A3
98164DAD9
1215000.00000000
PA
USD
1246769.46000000
0.108618176477
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
5.79000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust, Series 2023-2, Class A
92348KBL6
7705000.00000000
PA
USD
7694028.08000000
0.670301388210
Long
ABS-O
CORP
US
N
2
2028-04-13
Fixed
4.89000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAQ5
1755000.00000000
PA
USD
1895457.16000000
0.165131651773
Long
DBT
CORP
US
N
2
2029-10-30
Variable
7.16100000
N
N
N
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust, Series 2023-1A, Class C
74113GAJ2
4045000.00000000
PA
USD
4028135.18000000
0.350929912781
Long
ABS-O
CORP
US
Y
2
2028-02-15
Fixed
5.65000000
N
N
N
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751YAH9
1165000.00000000
PA
USD
1161063.73000000
0.101151519324
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
5.90000000
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368LC53
4850000.00000000
PA
USD
4916672.80000000
0.428339040220
Long
DBT
CORP
CA
N
2
2026-12-11
Fixed
5.26600000
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2003-QS20, Class CB
76110HMB2
4704.87000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
3
2018-11-25
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
48125LRU8
5720000.00000000
PA
USD
5771325.22000000
0.502796099333
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
5.11000000
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397D59
4525000.00000000
PA
USD
4734805.06000000
0.412494777979
Long
DBT
CORP
US
N
2
2028-11-07
Fixed
6.79800000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HBB2
940000.00000000
PA
USD
977157.16000000
0.085129634833
Long
DBT
CORP
US
Y
2
2028-11-27
Fixed
7.30000000
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2023-V2, Class A3
08163TAC6
2590000.00000000
PA
USD
2653631.12000000
0.231183536769
Long
ABS-MBS
CORP
US
N
2
2055-05-15
Variable
5.81180040
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2023-3, Class A3
36267KAD9
1365000.00000000
PA
USD
1385713.06000000
0.120722900686
Long
ABS-O
CORP
US
N
2
2028-06-16
Fixed
5.45000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-2, Class B
90932KAA7
110035.49000000
PA
USD
99824.49000000
0.008696679233
Long
ABS-O
CORP
US
N
2
2028-05-01
Fixed
3.50000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBQ5
3290000.00000000
PA
USD
3450388.49000000
0.300596796719
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.20000000
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust, Series 2023-3, Class A3
24702EAC4
5385000.00000000
PA
USD
5483914.91000000
0.477757000466
Long
ABS-O
CORP
US
Y
2
2029-04-23
Fixed
5.93000000
N
N
N
N
N
N
SPGN Mortgage Trust
N/A
SPGN Mortgage Trust, Series 2022-TFLM, Class C
78473HAJ5
1270000.00000000
PA
USD
1189748.32000000
0.103650512088
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Floating
8.01181080
N
N
N
N
N
N
Tricon Residential Trust
N/A
Tricon Residential Trust, Series 2022-SFR1, Class D
89616QAD3
2250000.00000000
PA
USD
2123153.78000000
0.184968512113
Long
ABS-O
CORP
US
Y
2
2039-04-17
Fixed
4.75000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CM4
2835000.00000000
PA
USD
2898302.72000000
0.252499252208
Long
DBT
CORP
US
N
2
2026-11-10
Fixed
6.15000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128JN3K9
93979.27960000
PA
USD
94353.56000000
0.008220053474
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Variable
6.31500120
N
Y
N
N
N
N
Volkswagen Auto Loan Enhanced Trust
N/A
Volkswagen Auto Loan Enhanced Trust, Series 2023-1, Class A3
92867WAD0
1815000.00000000
PA
USD
1824679.03000000
0.158965482596
Long
ABS-O
CORP
US
N
2
2028-06-20
Fixed
5.02000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AV9
3690000.00000000
PA
USD
3716893.75000000
0.323814653982
Long
DBT
CORP
US
N
2
2026-03-29
Fixed
5.10000000
N
N
N
N
N
N
Daimler Trucks Retail Trust
N/A
Daimler Trucks Retail Trust, Series 2023-1, Class A4
233868AD0
3435000.00000000
PA
USD
3505182.20000000
0.305370408083
Long
ABS-O
CORP
US
N
2
2030-12-16
Fixed
5.93000000
N
N
N
N
N
N
Merchants Fleet Funding LLC
254900Z2OOQUA5IN2X83
Merchants Fleet Funding LLC, Series 2023-1A, Class A
588926AA3
5065000.00000000
PA
USD
5117968.76000000
0.445875883084
Long
ABS-O
CORP
US
Y
2
2036-05-20
Fixed
7.21000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RBT3
4275000.00000000
PA
USD
4540861.87000000
0.395598506203
Long
DBT
CORP
US
N
2
2029-10-25
Variable
6.31700000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust, Series 2023-1, Class A3
02007WAC2
1810000.00000000
PA
USD
1830784.77000000
0.159497412809
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.46000000
N
N
N
N
N
N
Huntington Bancshares, Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150BC7
2115000.00000000
PA
USD
2180841.16000000
0.189994219128
Long
DBT
CORP
US
N
2
2029-08-21
Variable
6.20800000
N
N
N
N
N
N
Eleven Madison Mortgage Trust
N/A
Eleven Madison Mortgage Trust, Series 2015-11MD, Class A
556227AA4
2025000.00000000
PA
USD
1819690.11000000
0.158530849402
Long
ABS-MBS
CORP
US
Y
2
2035-09-10
Variable
3.55479840
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DBA7
3000000.00000000
PA
USD
3065463.36000000
0.267062236367
Long
DBT
CORP
NL
Y
2
2027-09-18
Variable
6.33900000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAR4
1210000.00000000
PA
USD
1252078.04000000
0.109080658353
Long
DBT
CORP
US
N
2
2034-05-25
Variable
6.17400000
N
N
N
N
N
Bridgecrest Lending Auto Securitization Trust
N/A
Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class A3
108056AC6
5135000.00000000
PA
USD
5195035.85000000
0.452589944545
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
6.51000000
N
N
N
N
N
N
Affirm Asset Securitization Trust
N/A
Affirm Asset Securitization Trust, Series 2023-X1, Class A
00834KAA5
1270000.00000000
PA
USD
1273614.67000000
0.110956923014
Long
ABS-O
CORP
US
Y
2
2028-11-15
Fixed
7.11000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2023-C, Class A3
89231FAD2
1285000.00000000
PA
USD
1294083.15000000
0.112740130772
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.16000000
N
N
N
N
N
N
Pennsylvania Electric Co.
O1PLQWO3TX952VMBJ146
Pennsylvania Electric Co.
708696CA5
810000.00000000
PA
USD
808693.83000000
0.070453160717
Long
DBT
CORP
US
Y
2
2026-03-30
Fixed
5.15000000
N
N
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331BD8
2980000.00000000
PA
USD
2945263.51000000
0.256590461962
Long
DBT
CORP
US
N
2
2024-11-01
Variable
4.21999920
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EGJ3
3710357.48000000
PA
USD
3509487.33000000
0.305745469700
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2023-A, Class A2A
344928AB2
1410711.00000000
PA
USD
1407806.63000000
0.122647685790
Long
ABS-O
CORP
US
N
2
2026-03-15
Fixed
5.14000000
N
N
N
N
N
N
GECU Auto Receivables Trust
N/A
GECU Auto Receivables Trust, Series 2023-1A, Class A3
36169EAC4
2640000.00000000
PA
USD
2660036.28000000
0.231741552361
Long
ABS-O
CORP
US
Y
2
2028-08-15
Fixed
5.63000000
N
N
N
N
N
N
Tricon American Homes Trust
N/A
Tricon American Homes Trust, Series 2018-SFR1, Class E
89613TAE8
3110000.00000000
PA
USD
3024999.35000000
0.263537024112
Long
ABS-O
CORP
US
Y
2
2037-05-17
Fixed
4.56400000
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBA0
1255000.00000000
PA
USD
1202516.83000000
0.104762900799
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AU6
910000.00000000
PA
USD
981710.82000000
0.085526348308
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
7.65000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAG6
1915000.00000000
PA
USD
2000528.97000000
0.174285475930
Long
DBT
CORP
FR
Y
2
2034-12-05
Variable
5.89400000
N
N
N
N
N
N
METROPOLITAN LIFE INSURANCE COMPANY
549300H7EXFMRS487544
Treasury Repurchase Agreement
N/A
7000000.00000000
PA
USD
7000000.00000000
0.609837872787
Long
RA
CORP
US
N
2
Repurchase
Y
5.33000000
2024-01-02
18054269.33000000
USD
7143915.49800000
USD
UST
N
N
BOFA SECURITIES, INC
549300HN4UKV1E2R3U73
Government Agency Repurchase Agreement
N/A
4000000.00000000
PA
USD
4000000.00000000
0.348478784450
Long
RA
CORP
US
N
2
Repurchase
Y
5.34000000
2024-01-02
13698600.88000000
USD
4080000.00010000
USD
AMBS
N
N
Capital One Prime Auto Receivables Trust
N/A
Capital One Prime Auto Receivables Trust, Series 2023-2, Class A3
14044EAD0
3200000.00000000
PA
USD
3279075.84000000
0.285672090710
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
5.82000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-587.00000000
NC
USD
-1927590.60000000
-0.16793110730
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Note
2024-03-19
-66266796.88000000
USD
-1927590.60000000
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2023-2, Class A2A
362583AB2
1312144.65000000
PA
USD
1309007.31000000
0.114040319056
Long
ABS-O
CORP
US
N
2
2026-05-18
Fixed
5.10000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2022-1, Class A1
92538WAA5
0.02000000
PA
USD
0.02000000
0.000000001742
Long
ABS-MBS
CORP
US
Y
2
2067-01-25
Variable
2.72400120
N
N
N
N
N
N
Corebridge Global Funding
54930057MDZ7KOVOTV71
Corebridge Global Funding
00138CAN8
2055000.00000000
PA
USD
1907494.94000000
0.166180379509
Long
DBT
CORP
US
Y
2
2025-09-22
Fixed
0.90000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DS6
3000000.00000000
PA
USD
3014173.41000000
0.262593871509
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
5.00000000
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAC8
1655000.00000000
PA
USD
1747540.24000000
0.152245174653
Long
DBT
CORP
ES
Y
2
2034-09-13
Variable
6.84000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2V3
1335000.00000000
PA
USD
1361236.54000000
0.118590513702
Long
DBT
CORP
CA
N
2
2026-12-11
Fixed
5.26400000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06428CAC8
5970000.00000000
PA
USD
6043278.94000000
0.526488624776
Long
DBT
CORP
US
N
2
2025-08-18
Fixed
5.65000000
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2023-3A, Class A
224936AA2
400000.00000000
PA
USD
405626.00000000
0.035338013855
Long
ABS-O
CORP
US
Y
2
2033-08-15
Fixed
6.39000000
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939UAM8
3445000.00000000
PA
USD
3506132.56000000
0.305453203157
Long
DBT
CORP
US
N
2
2026-09-12
Fixed
5.60000000
N
N
N
N
N
N
CANTOR FITZGERAL & CO
5493004J7H4GCPG6OB62
Government Agency Repurchase Agreement
N/A
5337570.00000000
PA
USD
5337570.00000000
0.465007476379
Long
RA
CORP
US
N
2
Repurchase
Y
5.40000000
2024-01-02
12826741.95530000
USD
5444321.41020000
USD
AMBS
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2023-A, Class A2A
448979AB0
1519473.08000000
PA
USD
1517332.45000000
0.132189541945
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
5.19000000
N
N
N
N
N
N
SFS Auto Receivables Securitization Trust
N/A
SFS Auto Receivables Securitization Trust, Series 2023-1A, Class A3
78398AAD5
4295000.00000000
PA
USD
4338658.68000000
0.377982625737
Long
ABS-O
CORP
US
Y
2
2028-10-20
Fixed
5.47000000
N
N
N
N
N
N
GS Mortgage Securities Corp. Trust
549300E4QCAQ0FY44H36
GS Mortgage Securities Corp. Trust, Series 2013-PEMB, Class A
36197VAA6
175000.00000000
PA
USD
133342.13000000
0.011616725844
Long
ABS-MBS
CORP
US
Y
2
2033-03-05
Variable
3.54949920
N
N
N
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAH2
1613000.00000000
PA
USD
1620177.85000000
0.141149401940
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.12500040
N
N
N
N
N
N
Blue Owl Capital Corp. II
549300MMNWZO5XKDDX47
Blue Owl Capital Corp. II
69121DAB6
900000.00000000
PA
USD
927218.24000000
0.080778971298
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
8.45000000
N
N
N
N
N
N
BHG Securitization Trust
N/A
BHG Securitization Trust, Series 2023-B, Class A
08862GAA2
2396188.80000000
PA
USD
2432835.87000000
0.211947921686
Long
ABS-O
CORP
US
Y
2
2036-12-17
Fixed
6.92000000
N
N
N
N
N
N
Invesco CLO Ltd.
25490016C8NV86EY2059
Invesco CLO Ltd., Series 2021-1A, Class A1
46090XAA9
1350000.00000000
PA
USD
1341765.00000000
0.116894159054
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
6.65547840
N
N
N
N
N
N
Carmax Auto Owner Trust
N/A
Carmax Auto Owner Trust, Series 2023-3, Class A3
14319BAC6
1195000.00000000
PA
USD
1207749.81000000
0.105218796427
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.28000000
N
N
N
N
N
N
Pricoa Global Funding I
635400IBXEBMD9ADYA79
Pricoa Global Funding I
74153WCR8
3000000.00000000
PA
USD
2968188.00000000
0.258587636564
Long
DBT
CORP
US
Y
2
2025-08-28
Fixed
4.20000000
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VBE0
980000.00000000
PA
USD
1014300.41000000
0.088365543486
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.80000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFX4
28155000.00000000
PA
USD
28051618.22000000
2.443848454791
Long
DBT
UST
US
N
2
2024-11-30
Fixed
4.50000000
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
2749329.00000000
0.239520706993
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-20
Floating
6.77742840
N
N
N
N
N
N
DH Europe Finance II Sarl
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAG0
3065000.00000000
PA
USD
2985212.59000000
0.260070813672
Long
DBT
CORP
LU
N
2
2024-11-15
Fixed
2.20000000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513ECT6
5680000.00000000
PA
USD
5836793.16000000
0.508499646370
Long
DBT
CORP
US
N
2
2026-11-08
Fixed
5.75000000
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBV7
2420000.00000000
PA
USD
2395484.58000000
0.208693888651
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.50000000
N
N
N
N
N
Affirm Asset Securitization Trust
N/A
Affirm Asset Securitization Trust, Series 2023-B, Class A
00792FAA6
2100000.00000000
PA
USD
2134731.69000000
0.185977176114
Long
ABS-O
CORP
US
Y
2
2028-09-15
Fixed
6.82000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust, Series 2023-4A, Class B
50571AAE1
760000.00000000
PA
USD
772922.74000000
0.067336794227
Long
ABS-O
CORP
US
Y
2
2028-10-16
Fixed
6.39000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBS8
2455000.00000000
PA
USD
2478226.21000000
0.215902314313
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.74900000
N
N
N
N
N
N
Hertz Vehicle Financing III LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC, Series 2023-3A, Class A
42806MCA5
2490000.00000000
PA
USD
2535633.98000000
0.220903661790
Long
ABS-O
CORP
US
Y
2
2028-02-25
Fixed
5.94000000
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBR0
1635000.00000000
PA
USD
1699335.84000000
0.148045621973
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
7.10000000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAQ7
1450000.00000000
PA
USD
1493907.45000000
0.130148763064
Long
DBT
CORP
CA
Y
2
2031-01-15
Fixed
6.75000000
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LBJ7
6000000.00000000
PA
USD
5832092.10000000
0.508090091452
Long
DBT
CORP
US
Y
2
2024-11-21
Fixed
2.25000000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST, Series 2023-2PL, Class A
00111JAA2
15613.58000000
PA
USD
15612.22000000
0.001360131862
Long
ABS-O
CORP
US
Y
2
2030-05-20
Fixed
6.42000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EKU3
3278234.40000000
PA
USD
3244404.53000000
0.282651536719
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
GLS Auto Select Receivables Trust
N/A
GLS Auto Select Receivables Trust, Series 2023-2A, Class A2
36269EAB5
2690000.00000000
PA
USD
2713122.43000000
0.236366401617
Long
ABS-O
CORP
US
Y
2
2028-06-15
Fixed
6.37000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAX5
5875000.00000000
PA
USD
5991096.05000000
0.521942467257
Long
DBT
CORP
SE
Y
2
2026-09-12
Fixed
6.13600000
N
N
N
N
N
TTX Co.
549300I8CNSYS1OGX775
TTX Co.
87305QCQ2
5875000.00000000
PA
USD
5972160.40000000
0.520292799183
Long
DBT
CORP
US
Y
2
2026-09-25
Fixed
5.50000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2023-4, Class A3
379930AD2
2395000.00000000
PA
USD
2455728.82000000
0.213942348533
Long
ABS-O
CORP
US
N
2
2028-08-16
Fixed
5.78000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FBC1
5670000.00000000
PA
USD
5772046.90000000
0.502858971875
Long
DBT
CORP
US
N
2
2026-12-04
Fixed
5.48800000
N
N
N
N
N
N
Main Street Capital Corp.
5493001FS9QJLJNF3E20
Main Street Capital Corp.
56035LAE4
1255000.00000000
PA
USD
1149219.66000000
0.100119667545
Long
DBT
CORP
US
N
2
2026-07-14
Fixed
3.00000000
N
N
N
N
N
N
Civitas Resources, Inc.
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
17888HAC7
1770000.00000000
PA
USD
1877477.94000000
0.163565307590
Long
DBT
CORP
US
Y
2
2030-11-01
Fixed
8.62500000
N
N
N
N
N
N
Synchrony Bank
549300UATVPGSLE43Z27
Synchrony Bank
87166FAD5
2505000.00000000
PA
USD
2467382.77000000
0.214957637115
Long
DBT
CORP
US
N
2
2025-08-22
Fixed
5.40000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHR3
5000000.00000000
PA
USD
4976149.10000000
0.433520597402
Long
DBT
CORP
US
N
2
2025-03-15
Variable
3.45800000
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC, Series 2023-1A, Class A1
165183CU6
5957634.72000000
PA
USD
5973318.19000000
0.520393665496
Long
ABS-O
CORP
US
Y
2
2035-05-15
Fixed
5.65000000
N
N
N
N
N
N
2024-01-30
Nationwide Variable Insurance Trust
David Majewski
David Majewski
Treasurer