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 2024-12-31 2024-03-31 N 1309864437.21 77246845.98 1232617591.23 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 26291410.82000000 USD UST GE HealthCare Technologies, Inc. 549300OI9J7XOWZMUN85 36267VAB9 2925000.00000000 PA USD 2921177.11000000 0.236989730698 Long DBT CORP US N 2 2024-11-15 Fixed 5.55000000 N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CB5 1470000.00000000 PA USD 1472992.93000000 0.119501209497 Long DBT CORP CA Y 2 2031-07-01 Fixed 7.25000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AU3 1950000.00000000 PA USD 1857212.10000000 0.150672204681 Long DBT CORP IT Y 2 2026-09-22 Variable 2.56900000 N N N N N British Airways Pass-Through Trust N/A 11042CAB6 1141766.57000000 PA USD 1040742.04000000 0.084433489137 Long ABS-O CORP US Y 2 2031-09-15 Fixed 3.90000000 N N N N N N Navient Corp. 54930067J0ZNOEBRW338 63938CAP3 1430000.00000000 PA USD 1591485.61000000 0.129114302872 Long DBT CORP US N 2 2031-03-15 Fixed 11.50000000 N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2S3 2400000.00000000 PA USD 2389512.38000000 0.193856748191 Long DBT CORP CA N 2 2025-06-09 Variable 3.75000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168DAC0 1715000.00000000 PA USD 1726834.87000000 0.140094939605 Long ABS-O CORP US N 2 2027-03-15 Fixed 6.32000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACM7 4115000.00000000 PA USD 4162822.51000000 0.337722140233 Long DBT CORP US Y 2 2026-09-21 Fixed 5.95000000 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494BL6 5625000.00000000 PA USD 5675294.19000000 0.460426188168 Long DBT CORP US N 2 2029-03-15 Fixed 5.40000000 N N N N N FS KKR Capital Corp. 549300TYRSI1T21B1360 302635AM9 2200000.00000000 PA USD 2299294.91000000 0.186537570643 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 22537EAC9 6600000.00000000 PA USD 6641824.86000000 0.538839045236 Long ABS-O CORP US Y 2 2033-07-15 Fixed 6.61000000 N N N N N N Affirm Asset Securitization Trust N/A 00834BAA5 1135000.00000000 PA USD 1133486.48000000 0.091957675118 Long ABS-O CORP US Y 2 2029-02-15 Fixed 5.61000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375NAB1 2977682.78000000 PA USD 2980832.28000000 0.241829445012 Long ABS-O CORP US Y 2 2030-04-22 Fixed 5.56000000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 141781CA0 1580000.00000000 PA USD 1566711.55000000 0.127104428911 Long DBT CORP US Y 2 2026-06-24 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKD2 2405000.00000000 PA USD 2408194.13000000 0.195372364238 Long DBT UST US N 2 2029-02-28 Fixed 4.25000000 N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAM6 1620000.00000000 PA USD 1649985.65000000 0.133860303612 Long DBT CORP US N 2 2027-07-15 Fixed 6.16500000 N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389BBB5 1855000.00000000 PA USD 1844588.52000000 0.149648076834 Long DBT CORP US N 2 2034-03-15 Fixed 5.50000000 N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAB8 1750000.00000000 PA USD 1723146.08000000 0.139795674851 Long DBT CORP US Y 2 2027-02-15 Fixed 5.62500000 N N N N N Ares LVI CLO Ltd. N/A 04018NAN1 2700000.00000000 PA USD 2701549.80000000 0.219171770646 Long ABS-CBDO CORP KY Y 2 2034-10-25 Floating 6.74628120 N N N N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 40428HA44 5635000.00000000 PA USD 5667762.62000000 0.459815165735 Long DBT CORP US N 2 2027-03-04 Fixed 5.29400000 N N N N N Mineral Resources Ltd. 5299007V1ACKFFX2P066 603051AE3 1485000.00000000 PA USD 1564001.38000000 0.126884557800 Long DBT CORP AU Y 2 2028-10-01 Fixed 9.25000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EP8 2910000.00000000 PA USD 2893317.78000000 0.234729554452 Long DBT CORP US N 2 2026-04-01 Fixed 4.80000000 N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBY0 1845000.00000000 PA USD 1860833.81000000 0.150966027358 Long DBT CORP US N 2 2031-02-20 Fixed 5.83400000 N N N N N N Newmont Corp. N/A 65163LAP4 1315000.00000000 PA USD 1323386.07000000 0.107363879877 Long DBT CORP US Y 2 2034-03-15 Fixed 5.35000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CX6 1355000.00000000 PA USD 1433942.75000000 0.116333140156 Long DBT CORP GB Y 2 2030-02-08 Variable 7.01800000 N N N N N N Blue Owl Capital Corp. 2549000BD79OOCPF2L94 69121KAC8 1810000.00000000 PA USD 1755821.83000000 0.142446598401 Long DBT CORP US N 2 2025-07-22 Fixed 3.75000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AU1 2835000.00000000 PA USD 2800180.87000000 0.227173528101 Long DBT CORP US N 2 2025-08-15 Fixed 4.70000000 N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWES8 5481664.44000000 PA USD 5219801.93000000 0.423472938171 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140BD1 2000000.00000000 PA USD 1993563.96000000 0.161734180510 Long DBT CORP US N 2 2024-05-11 Fixed 2.87500000 N N N N N N SBNA Auto Lease Trust N/A 78436TAC0 5725000.00000000 PA USD 5814567.05000000 0.471725139359 Long ABS-O CORP US Y 2 2027-04-20 Fixed 6.51000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HBU0 2275000.00000000 PA USD 2316542.61000000 0.187936844848 Long DBT CORP IT Y 2 2025-11-21 Fixed 7.00000000 N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VBP3 3095000.00000000 PA USD 3097563.03000000 0.251299596244 Long DBT CORP JP Y 2 2027-03-07 Fixed 5.20000000 N N N N N GSAA Trust N/A 36228FC38 1128.90000000 PA USD 1082.90000000 0.000087853686 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 23346CAC2 3470000.00000000 PA USD 3451174.56000000 0.279987449842 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 891941AD8 2970000.00000000 PA USD 2948076.95000000 0.239172065284 Long ABS-O CORP US N 2 2028-02-15 Fixed 4.71000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 96950FAQ7 4500000.00000000 PA USD 4436192.43000000 0.359900139472 Long DBT CORP US N 2 2025-01-15 Fixed 3.90000000 N N N N N Fells Point Funding Trust N/A 314382AA0 4700000.00000000 PA USD 4409624.32000000 0.357744717532 Long DBT CORP US Y 2 2027-01-31 Fixed 3.04600000 N N N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 06279JAC3 2390000.00000000 PA USD 2403765.71000000 0.195013094661 Long DBT CORP IE Y 2 2026-09-16 Variable 6.25300000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530CAC2 1725000.00000000 PA USD 1745065.89000000 0.141573988754 Long ABS-O CORP US Y 2 2028-02-14 Fixed 6.63000000 N N N N N N Spire, Inc. 549300NXSY15DRY2R511 84857LAC5 3985000.00000000 PA USD 3980729.32000000 0.322949254361 Long DBT CORP US N 2 2026-03-01 Fixed 5.30000000 N N N N N N CIMIC Finance USA Pty. Ltd. 213800GNWSV32LXHCZ50 171873AB8 160000.00000000 PA USD 164288.29000000 0.013328407055 Long DBT CORP AU Y 2 2034-03-25 Fixed 7.00000000 N N N N N N Comerica, Inc. I9Q57JVPWHHZ3ZGBW498 200340AW7 1395000.00000000 PA USD 1378224.92000000 0.111812855001 Long DBT CORP US N 2 2030-01-30 Variable 5.98200000 N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 02557TAD1 1370000.00000000 PA USD 1372803.25000000 0.111373004877 Long DBT CORP US N 2 2025-08-15 Fixed 5.69900000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BR9 650000.00000000 PA USD 648112.69000000 0.052580191505 Long DBT CORP US N 2 2025-02-01 Fixed 5.37500000 N N N N N N EIDP, Inc. GLU7INWNWH88J9XBXD45 263534CQ0 3755000.00000000 PA USD 3711760.80000000 0.301128332615 Long DBT CORP US N 2 2026-05-15 Fixed 4.50000000 N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BQ1 2920000.00000000 PA USD 2928443.97000000 0.237579277696 Long DBT CORP US N 2 2026-08-01 Fixed 5.40000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529YAA1 0.01000000 PA USD 0.01000000 0.000000000811 Long ABS-O CORP US Y 2 2026-10-13 Fixed 5.89000000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AK8 2500000.00000000 PA USD 2582107.68000000 0.209481650949 Long DBT CORP CA Y 2 2028-12-04 Fixed 6.31900000 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849LUY5 4180000.00000000 PA USD 4086944.42000000 0.331566290232 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 981944AD3 2665000.00000000 PA USD 2656772.88000000 0.215539101413 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 551925AB6 2275000.00000000 PA USD 2277448.81000000 0.184765236696 Long ABS-O CORP US Y 2 2030-07-15 Fixed 5.74000000 N N N N N N Lseg US Fin Corp. 2138007FV67QQ13CGJ43 50222CAB6 1540000.00000000 PA USD 1549713.30000000 0.125725392126 Long DBT CORP US Y 2 2034-03-28 Fixed 5.29700000 N N N N N N National Grid plc 8R95QZMKZLJX5Q2XR704 636274AF9 1260000.00000000 PA USD 1251124.42000000 0.101501425008 Long DBT CORP GB N 2 2034-01-11 Fixed 5.41800000 N N N N N N ARI Fleet Lease Trust N/A 00218KAB9 700000.00000000 PA USD 698489.26000000 0.056667150052 Long ABS-O CORP US Y 2 2032-11-15 Fixed 5.30000000 N N N N N N Reliance, Inc. 549300E287ZOFT3C5Z56 759509AF9 3230000.00000000 PA USD 3052862.47000000 0.247673121957 Long DBT CORP US N 2 2025-08-15 Fixed 1.30000000 N N N N N N Harley-Davidson Financial Services, Inc. RLUFFFFW4GRYU77BTS24 41284VAC6 1215000.00000000 PA USD 1247060.03000000 0.101171688516 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 98164QAD0 2720000.00000000 PA USD 2696732.58000000 0.218780958440 Long ABS-O CORP US N 2 2028-05-15 Fixed 4.66000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAG9 3965000.00000000 PA USD 3962699.55000000 0.321486532254 Long DBT CORP ES Y 2 2030-03-15 Variable 5.67300000 N N N N N NetApp, Inc. QTX3D84DZDD5JYOCYH15 64110DAL8 3150000.00000000 PA USD 3012728.36000000 0.244417115367 Long DBT CORP US N 2 2025-06-22 Fixed 1.87500000 N N N N N N CNA Financial Corp. 549300YX2GSZD7YG1R84 126117AY6 250000.00000000 PA USD 243235.28000000 0.019733231273 Long DBT CORP US N 2 2034-02-15 Fixed 5.12500000 N N N N N N Honda Auto Receivables Owner Trust N/A 43815QAC1 3670000.00000000 PA USD 3687604.26000000 0.299168556917 Long ABS-O CORP US N 2 2028-02-18 Fixed 5.41000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065UAE9 5365000.00000000 PA USD 5423269.80000000 0.439979912552 Long ABS-O CORP US N 2 2029-07-18 Fixed 5.84000000 N N N N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334KV2 2820000.00000000 PA USD 2823388.46000000 0.229056317229 Long DBT CORP US N 2 2027-02-23 Fixed 5.00400000 N N N N N GLS Auto Receivables Issuer Trust N/A 36267PAE6 3110000.00000000 PA USD 3112404.03000000 0.252503619301 Long ABS-O CORP US Y 2 2028-01-18 Fixed 5.89000000 N N N N N N Hyatt Hotels Corp. T27JQIMTYSH41TCD5186 448579AQ5 2050000.00000000 PA USD 2081899.29000000 0.168900663499 Long DBT CORP US N 2 2027-01-30 Fixed 5.75000000 N N N N N Toyota Lease Owner Trust 254900MVSB4M6HOIRE71 89238GAD3 2265000.00000000 PA USD 2271499.19000000 0.184282554959 Long ABS-O CORP US Y 2 2027-04-20 Fixed 5.25000000 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103HAM9 2570000.00000000 PA USD 2612287.78000000 0.211930107000 Long DBT CORP US N 2 2026-11-20 Fixed 5.75000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABE0 2825000.00000000 PA USD 2852306.48000000 0.231402383050 Long DBT CORP DK Y 2 2026-09-22 Variable 6.25900000 N N N N N N Estee Lauder Cos., Inc. (The) 549300VFZ8XJ9NUPU221 29736RAV2 1735000.00000000 PA USD 1721151.09000000 0.139633824979 Long DBT CORP US N 2 2034-02-14 Fixed 5.00000000 N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAQ4 3000000.00000000 PA USD 3026648.10000000 0.245546398293 Long DBT CORP ES N 2 2029-03-13 Fixed 5.38100000 N N N N N N Tricon American Homes Trust N/A 89613JAE0 1000000.00000000 PA USD 880183.00000000 0.071407629281 Long ABS-O CORP US Y 2 2039-11-17 Fixed 2.03200000 N N N N N N Toyota Lease Owner Trust 5493000CIH8ERWDIA629 89239MAC1 3405000.00000000 PA USD 3389905.98000000 0.275016842540 Long ABS-O CORP US Y 2 2026-04-20 Fixed 4.93000000 N N N N N N Omega Healthcare Investors, Inc. 549300OJ7ENK42CZ8E73 681936BD1 1820000.00000000 PA USD 1799972.23000000 0.146028439218 Long DBT CORP US N 2 2025-01-15 Fixed 4.50000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64953BBM9 6160000.00000000 PA USD 6149609.93000000 0.498906552506 Long DBT CORP US Y 2 2027-04-02 Fixed 4.90000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TKX2 2335000.00000000 PA USD 2337488.74000000 0.189636165882 Long DBT CORP US N 2 2026-08-14 Fixed 5.00000000 N N N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAB6 3985000.00000000 PA USD 4055749.69000000 0.329035519114 Long DBT CORP US Y 2 2028-12-15 Fixed 6.62500000 N N N N N Phillips 66 Co. RVJMT2IZVVSKIRJJBH76 718547AU6 3905000.00000000 PA USD 3957060.87000000 0.321029076507 Long DBT CORP US N 2 2031-06-15 Fixed 5.25000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDZ6 1995000.00000000 PA USD 2009773.73000000 0.163049249361 Long DBT CORP US N 2 2025-10-10 Fixed 6.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EKR0 3303838.52000000 PA USD 2958214.03000000 0.239994467955 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 3.50000000 N N N N N N Campbell Soup Co. 5493007JDSMX8Z5Z1902 134429BM0 3940000.00000000 PA USD 3949179.73000000 0.320389694102 Long DBT CORP US N 2 2027-03-19 Fixed 5.20000000 N N N N N Flagship Credit Auto Trust N/A 33843XAC3 1090000.00000000 PA USD 1096567.14000000 0.088962476911 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 36264EBB9 0.07000000 PA USD 0.06000000 0.000000004867 Long ABS-MBS CORP US Y 2 2062-05-25 Variable 3.99999960 N N N N N N N/A N/A N/A -945.00000000 NC USD -572920.83000000 -0.04648001408 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 10 Year Note 2024-06-18 -104703046.88000000 USD -572920.83000000 N N N Mission Lane Credit Card Master Trust N/A 60510MAN8 765000.00000000 PA USD 771310.56000000 0.062575008298 Long ABS-O CORP US Y 2 2028-07-17 Fixed 7.23000000 N N N N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 06279JAD1 1905000.00000000 PA USD 1902637.80000000 0.154357508244 Long DBT CORP IE Y 2 2030-03-20 Variable 5.60100000 N N N N N N SPGN Mortgage Trust N/A 78473HAL0 2880000.00000000 PA USD 2686493.66000000 0.217950293676 Long ABS-MBS CORP US Y 2 2039-02-15 Floating 8.82533160 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAC8 2290000.00000000 PA USD 2349592.40000000 0.190618113575 Long DBT CORP IE Y 2 2026-10-14 Variable 7.58300000 N N N N N N Bacardi Ltd. 549300R32WTQNHNN5055 067316AE9 5000000.00000000 PA USD 4930105.80000000 0.399970423517 Long DBT CORP BM Y 2 2025-05-15 Fixed 4.45000000 N N N N N N BMW Vehicle Owner Trust N/A 05592XAD2 1205000.00000000 PA USD 1209942.79000000 0.098160435045 Long ABS-O CORP US N 2 2028-02-25 Fixed 5.47000000 N N N N N N BBCMS Mortgage Trust N/A 05554VAB6 1485000.00000000 PA USD 1538980.79000000 0.124854683313 Long ABS-MBS CORP US N 2 2057-03-15 Fixed 5.94600000 N N N N N N Public Service Enterprise Group, Inc. PUSS41EMO3E6XXNV3U28 744573AY2 2105000.00000000 PA USD 2106618.22000000 0.170906064864 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N Fifth Third Auto Trust N/A 31680EAD3 3725000.00000000 PA USD 3748992.73000000 0.304148890675 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 37045XEN2 2860000.00000000 PA USD 2910382.33000000 0.236113970034 Long DBT CORP US N 2 2029-01-07 Fixed 5.80000000 N N N N N American Credit Acceptance Receivables Trust N/A 02530EAE4 2915000.00000000 PA USD 2941418.94000000 0.238631913168 Long ABS-O CORP US Y 2 2029-10-12 Fixed 6.44000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016FZZ0 2985000.00000000 PA USD 2994602.45000000 0.242946593599 Long DBT CORP CA N 2 2026-07-20 Fixed 5.20000000 N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBJ4 1275000.00000000 PA USD 1286492.47000000 0.104370769908 Long DBT CORP US N 2 2030-01-09 Variable 6.17400000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAJ6 1645000.00000000 PA USD 1687642.02000000 0.136915295709 Long DBT CORP GB Y 2 2027-10-18 Variable 6.55700000 N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EXN4 2810000.00000000 PA USD 2810766.12000000 0.228032289981 Long DBT CORP US N 2 2031-03-07 Fixed 4.90000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBV8 735000.00000000 PA USD 735632.47000000 0.059680510422 Long DBT CORP US N 2 2030-03-14 Variable 4.97500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBW1 4015000.00000000 PA USD 3997890.48000000 0.324341507734 Long DBT CORP FR Y 2 2030-01-19 Variable 5.63400000 N N N N N N Sitio Royalties Operating Partnership LP N/A 82983MAB6 2595000.00000000 PA USD 2684011.10000000 0.217748888146 Long DBT CORP US Y 2 2028-11-01 Fixed 7.87500000 N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAS6 3910000.00000000 PA USD 3926140.48000000 0.318520562089 Long DBT CORP US Y 2 2034-03-01 Fixed 6.37500000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565ECJ2 2595000.00000000 PA USD 2594119.33000000 0.210456134040 Long DBT CORP US Y 2 2029-04-02 Fixed 4.90000000 N N N N N N Ford Credit Auto Owner Trust N/A 34532RAA4 1950000.00000000 PA USD 1914190.01000000 0.155294717811 Long ABS-O CORP US Y 2 2031-07-15 Fixed 3.19000000 N N N N N N Marlette Funding Trust N/A 57109LAA1 1352195.38000000 PA USD 1353144.89000000 0.109778158256 Long ABS-O CORP US Y 2 2033-06-15 Fixed 6.04000000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 09261XAG7 1435000.00000000 PA USD 1265199.66000000 0.102643323363 Long DBT CORP US N 2 2028-09-30 Fixed 2.85000000 N N N N N Ford Credit Auto Owner Trust N/A 344928AD8 1610000.00000000 PA USD 1595654.26000000 0.129452497786 Long ABS-O CORP US N 2 2028-02-15 Fixed 4.65000000 N N N N N N Penske Truck Leasing Co. LP N/A 709599BY9 275000.00000000 PA USD 275199.17000000 0.022326402929 Long DBT CORP US Y 2 2027-01-12 Fixed 5.35000000 N N N N N N Brex Commercial Charge Card Master Trust N/A 05601DAE3 5625000.00000000 PA USD 5620697.78000000 0.455996881757 Long ABS-O CORP US Y 2 2027-07-15 Fixed 6.05000000 N N N N N N Hilton Grand Vacations Trust N/A 432917AA0 1414308.38000000 PA USD 1427353.96000000 0.115798603732 Long ABS-O CORP US Y 2 2038-01-25 Fixed 5.72000000 N N N N N N Citizens Bank NA DRMSV1Q0EKMEXLAU1P80 75524KPT5 2355000.00000000 PA USD 2345548.63000000 0.190290049946 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 50249AAF0 3260000.00000000 PA USD 3060473.13000000 0.248290560817 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 362583AD8 1660000.00000000 PA USD 1641941.19000000 0.133207671355 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 142921AD7 5265000.00000000 PA USD 5248855.40000000 0.425829992801 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 14312HAU0 700000.00000000 PA USD 700014.70000000 0.056790906196 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 6.71942160 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAQ8 1130000.00000000 PA USD 1123879.10000000 0.091178246034 Long DBT CORP US N 2 2034-04-01 Fixed 5.35000000 N N N N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 47233WBM0 1105000.00000000 PA USD 1124868.52000000 0.091258515861 Long DBT CORP US N 2 2028-07-21 Fixed 5.87500000 N N N N N Nissan Auto Lease Trust N/A 65473FAD9 2700000.00000000 PA USD 2708195.31000000 0.219710908660 Long ABS-O CORP US N 2 2026-07-15 Fixed 5.69000000 N N N N N N Med Trust N/A 58403YAD8 2498011.46000000 PA USD 2491766.43000000 0.202152431356 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 6.38948160 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAN7 1130000.00000000 PA USD 1161315.23000000 0.094215370465 Long DBT CORP DE N 2 2027-07-13 Variable 7.14600000 N N N N N N Blue Owl Credit Income Corp. 5493003I42XBWPE05N35 69120VAR2 1675000.00000000 PA USD 1737768.70000000 0.140981981140 Long DBT CORP US Y 2 2028-06-13 Fixed 7.95000000 N N N N N N Auxilior Term Funding LLC N/A 05335JAB9 1135000.00000000 PA USD 1141039.90000000 0.092570470202 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 50117KAB6 1605865.55000000 PA USD 1604448.53000000 0.130165960750 Long ABS-O CORP US Y 2 2026-02-17 Fixed 5.40000000 N N N N N N Aircastle Ltd. 549300PNK8AKY3OIKP58 00928QAY7 675000.00000000 PA USD 675265.03000000 0.054783010952 Long DBT CORP BM Y 2 2029-02-15 Fixed 5.95000000 N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431AS8 5630000.00000000 PA USD 5612011.25000000 0.455292159541 Long DBT CORP US N 2 2029-06-01 Fixed 5.05000000 N N N N N BANK5 N/A 06211EAF8 1520000.00000000 PA USD 1612463.73000000 0.130816219196 Long ABS-MBS CORP US N 2 2056-09-15 Variable 6.72400080 N N N N N N Westpac New Zealand Ltd. 549300MW73M5PK1PNG73 96122FAB3 2825000.00000000 PA USD 2825016.89000000 0.229188428763 Long DBT CORP NZ Y 2 2027-02-26 Fixed 5.13200000 N N N N N Fifth Third Bank NA QFROUN1UWUYU0DVIWD51 31677QBT5 2395000.00000000 PA USD 2393075.52000000 0.194145819192 Long DBT CORP US N 2 2025-10-27 Variable 5.85200000 N N N N N GS Mortgage Securities Corp. Trust N/A 36192RAA0 1015000.00000000 PA USD 753153.85000000 0.061101987782 Long ABS-MBS CORP US Y 2 2034-11-05 Fixed 2.95400000 N N N N N N BBCMS Mortgage Trust N/A 05493BAA6 825000.00000000 PA USD 820875.00000000 0.066596080231 Long ABS-MBS CORP US Y 2 2037-10-15 Floating 7.58048040 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 90932LAH0 255000.00000000 PA USD 237150.03000000 0.019239546124 Long DBT CORP US Y 2 2029-04-15 Fixed 4.62500000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DM9 5000000.00000000 PA USD 4984841.80000000 0.404411054609 Long DBT CORP US N 2 2025-03-02 Fixed 5.25000000 N N N N N Towd Point Mortgage Trust N/A 89175MAA1 320002.37000000 PA USD 307749.32000000 0.024967136781 Long ABS-MBS CORP US Y 2 2058-05-25 Variable 3.75000120 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBS2 4180000.00000000 PA USD 4182232.91000000 0.339296870315 Long DBT CORP US Y 2 2026-04-14 Fixed 5.20900000 N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAD6 440000.00000000 PA USD 458684.44000000 0.037212225694 Long DBT CORP IE Y 2 2029-09-13 Variable 6.60800000 N N N N N N GATX Corp. 549300IHYHCQP2PIR591 361448BP7 1490000.00000000 PA USD 1500192.03000000 0.121707822496 Long DBT CORP US N 2 2027-03-15 Fixed 5.40000000 N N N N N United States of America 254900HROIFWPRGM1V77 91282CKB6 153710000.00000000 PA USD 153583910.15000000 12.45998038992 Long DBT UST US N 2 2026-02-28 Fixed 4.62500000 N N N N N Smurfit Kappa Treasury ULC 635400B3DOXSWFOWJT40 83272GAA9 6145000.00000000 PA USD 6132851.46000000 0.497546968632 Long DBT CORP IE Y 2 2030-01-15 Fixed 5.20000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBU3 1395000.00000000 PA USD 1435685.61000000 0.116474535185 Long DBT CORP US N 2 2030-01-03 Variable 6.84800000 N N N N N N Hyundai Auto Receivables Trust N/A 44918CAD4 1360000.00000000 PA USD 1374843.86000000 0.111538555816 Long ABS-O CORP US N 2 2028-10-16 Fixed 5.54000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400JC8 2155000.00000000 PA USD 2163850.67000000 0.175549228357 Long DBT CORP US N 2 2029-06-01 Fixed 5.15000000 N N N N N Reese Park CLO Ltd. N/A 758465BA5 1300000.00000000 PA USD 1300848.90000000 0.105535480692 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 6.70560120 N N N N N N PERSHING LLC ZI8Q1A8EI8LQFJNM0D94 N/A 25000000.00000000 PA USD 25000000.00000000 2.028204057598 Long RA CORP US N 2 Repurchase Y 5.33000000 2024-04-01 26815350.00000000 USD 25496979.50940000 USD UST 36908037.70000000 USD 3028.78300000 USD AMBS N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CV9 1015000.00000000 PA USD 1013526.24000000 0.082225521298 Long DBT CORP DE N 2 2028-02-08 Variable 5.70600000 N N N N N Antares Holdings LP 5493008EAIGV4283RM42 03666HAE1 2037000.00000000 PA USD 1858739.01000000 0.150796080083 Long DBT CORP US Y 2 2027-07-15 Fixed 3.75000000 N N N N N N Air Canada 4B4HI3CGXMBDC0G6BM51 008911BK4 595000.00000000 PA USD 567880.38000000 0.046071091637 Long DBT CORP CA Y 2 2026-08-15 Fixed 3.87500000 N N N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 57629WDK3 1206000.00000000 PA USD 1189687.40000000 0.096517152478 Long DBT CORP US Y 2 2025-08-26 Fixed 4.15000000 N N N N N N METROPOLITAN LIFE INSURANCE COMPANY 549300H7EXFMRS487544 N/A 6000000.00000000 PA USD 6000000.00000000 0.486768973823 Long RA CORP US N 2 Repurchase Y 5.31000000 2024-04-01 16333232.00000000 USD 6124256.40440000 USD UST N N Cedar Funding XII CLO Ltd. N/A 15033TAN5 3300000.00000000 PA USD 3300990.00000000 0.267803252483 Long ABS-CBDO CORP KY Y 2 2034-10-25 Floating 6.71627880 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327M3F9 1685000.00000000 PA USD 1671070.61000000 0.135570887669 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAK1 3225000.00000000 PA USD 3034908.63000000 0.246216559912 Long DBT CORP US N 2 2025-08-15 Fixed 0.95000000 N N N N N Harley-Davidson Motorcycle Trust N/A 41285YAD7 1460000.00000000 PA USD 1483342.92000000 0.120340885166 Long ABS-O CORP US N 2 2031-04-15 Fixed 5.78000000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BJ6 2895000.00000000 PA USD 2883450.31000000 0.233929024745 Long DBT CORP US N 2 2025-05-04 Fixed 5.25000000 N N N N N Sixth Street Specialty Lending, Inc. 549300TX61566GJWCN05 83012AAC3 980000.00000000 PA USD 974332.47000000 0.079045802764 Long DBT CORP US N 2 2029-03-01 Fixed 6.12500000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHY3 1010000.00000000 PA USD 1015000.91000000 0.082345158565 Long ABS-O CORP US Y 2 2030-06-20 Fixed 5.36000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802927AE3 2575000.00000000 PA USD 2592917.11000000 0.210358600140 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 89612LAE6 2000000.00000000 PA USD 1892822.60000000 0.153561219105 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 98164QAB4 1161935.64000000 PA USD 1160305.33000000 0.094133439134 Long ABS-O CORP US N 2 2026-11-16 Fixed 5.25000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HBB0 3800000.00000000 PA USD 3799628.17000000 0.308256850870 Long DBT CORP ES N 2 2030-03-14 Variable 5.53800000 N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913UAJ9 1840000.00000000 PA USD 1850556.72000000 0.150132265932 Long DBT CORP US N 2 2029-02-27 Fixed 4.85000000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 49271VAT7 5630000.00000000 PA USD 5646212.82000000 0.458066870063 Long DBT CORP US N 2 2029-03-15 Fixed 5.05000000 N N N N N Blue Owl Capital Corp. 2549000BD79OOCPF2L94 69121KAH7 520000.00000000 PA USD 517071.41000000 0.041949053273 Long DBT CORP US N 2 2029-03-15 Fixed 5.95000000 N N N N N N ACHV ABS TRUST N/A 000876AA0 11459.50000000 PA USD 11462.12000000 0.000929900731 Long ABS-O CORP US Y 2 2030-08-19 Fixed 6.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJE2 128960000.00000000 PA USD 129322700.00000000 10.49171299518 Long DBT UST US N 2 2025-10-31 Fixed 5.00000000 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LBE2 1095000.00000000 PA USD 1126469.47000000 0.091388397992 Long DBT CORP US N 2 2027-01-15 Fixed 7.00000000 N N N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 876030AD9 2720000.00000000 PA USD 2866072.95000000 0.232519231462 Long DBT CORP US N 2 2028-11-27 Fixed 7.35000000 N N N N N Hercules Capital, Inc. 549300UJ5OC256GR2B73 427096AJ1 665000.00000000 PA USD 610696.67000000 0.049544698562 Long DBT CORP US N 2 2027-01-20 Fixed 3.37500000 N N N N N N Westlake Flooring Master Trust N/A 96043GAA9 750000.00000000 PA USD 750730.35000000 0.060905373681 Long ABS-O CORP US Y 2 2028-02-15 Fixed 5.43000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YET8 5000000.00000000 PA USD 4946126.10000000 0.401270121016 Long DBT CORP US N 2 2026-07-17 Variable 4.67900000 N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAE4 500000.00000000 PA USD 501401.23000000 0.040677760366 Long DBT CORP IE Y 2 2035-03-28 Variable 5.87100000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285XAE5 1155000.00000000 PA USD 1163645.75000000 0.094404441270 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.77000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEC5 3500000.00000000 PA USD 3212306.83000000 0.260608549874 Long DBT CORP US N 2 2027-07-20 Variable 1.51200000 N N N N N Appalachian Power Co. 3SCHO1ABYYIG382BEI70 037735DB0 1315000.00000000 PA USD 1327155.49000000 0.107669685995 Long DBT CORP US N 2 2034-04-01 Fixed 5.65000000 N N N N N Cedar Funding XII CLO Ltd. N/A 15033TAS4 700000.00000000 PA USD 696210.20000000 0.056482254103 Long ABS-CBDO CORP KY Y 2 2034-10-25 Floating 7.18628040 N N N N N N Bayer US Finance LLC 54930093Q75GSEM74I71 07274EAJ2 2790000.00000000 PA USD 2838600.24000000 0.230290420986 Long DBT CORP US Y 2 2029-01-21 Fixed 6.25000000 N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22534PAK9 2810000.00000000 PA USD 2818204.08000000 0.228635718007 Long DBT CORP FR Y 2 2034-03-11 Fixed 5.36500000 N N N N N Golub Capital BDC, Inc. 2549005WE0QLGK9APF78 38173MAB8 1355000.00000000 PA USD 1244948.50000000 0.101000383968 Long DBT CORP US N 2 2026-08-24 Fixed 2.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168CAD0 4035000.00000000 PA USD 4023630.18000000 0.326429722294 Long ABS-O CORP US N 2 2027-09-15 Fixed 5.61000000 N N N N N N New Mountain Finance Corp. 549300L1MPTT1H7SES77 647551AF7 575000.00000000 PA USD 568939.79000000 0.046157039624 Long DBT CORP US N 2 2029-02-01 Fixed 6.87500000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 38151LAF7 5640000.00000000 PA USD 5637169.23000000 0.457333180226 Long DBT CORP US N 2 2027-03-18 Variable 5.28300000 N N N N N N Citizens Auto Receivables Trust N/A 17295FAB0 2409064.44000000 PA USD 2413888.59000000 0.195834345313 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 344930AD4 2455000.00000000 PA USD 2459710.90000000 0.199551825115 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.23000000 N N N N N N Astrazeneca Finance LLC 549300C3HATU4Q460S18 04636NAL7 2985000.00000000 PA USD 2993420.86000000 0.242850733374 Long DBT CORP US N 2 2029-02-26 Fixed 4.85000000 N N N N N N Hyundai Auto Receivables Trust N/A 44933XAD9 1035000.00000000 PA USD 1041814.13000000 0.084520465829 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.48000000 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05253JB26 5630000.00000000 PA USD 5626226.83000000 0.456445443423 Long DBT CORP AU N 2 2026-03-18 Fixed 5.00000000 N N N N N N Prologis Targeted US Logistics Fund LP 5493004DTBWUQ9F2VJ87 74350LAA2 1005000.00000000 PA USD 1002118.14000000 0.081300003109 Long DBT CORP US Y 2 2029-04-01 Fixed 5.25000000 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 09261HAD9 1335000.00000000 PA USD 1218083.84000000 0.098820903471 Long DBT CORP US N 2 2026-12-15 Fixed 2.62500000 N N N N N DC Commercial Mortgage Trust N/A 24023AAA8 1190000.00000000 PA USD 1216463.22000000 0.098689425548 Long ABS-MBS CORP US Y 2 2040-09-12 Fixed 6.31430000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CG5 5345000.00000000 PA USD 5348782.60000000 0.433936902901 Long DBT CORP US Y 2 2029-03-22 Fixed 5.25000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CS6 2000000.00000000 PA USD 1984606.82000000 0.161007504202 Long DBT CORP GB N 2 2025-05-24 Variable 0.97600000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAK3 2785000.00000000 PA USD 2777061.66000000 0.225297909080 Long DBT CORP FR Y 2 2030-01-10 Variable 5.33500000 N N N N N Honda Auto Receivables Owner Trust N/A 438123AC5 975000.00000000 PA USD 986798.77000000 0.080057170773 Long ABS-O CORP US N 2 2028-06-21 Fixed 5.67000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAL6 2000000.00000000 PA USD 1982310.26000000 0.160821188510 Long DBT CORP US Y 2 2025-05-13 Fixed 5.12500000 N N N N N N LAD Auto Receivables Trust N/A 501689AC7 1375000.00000000 PA USD 1370035.98000000 0.111148501347 Long ABS-O CORP US Y 2 2028-01-18 Fixed 5.23000000 N N N N N N International Game Technology plc 549300UQ6KHRCZDRGZ76 460599AF0 1750000.00000000 PA USD 1696457.70000000 0.137630495627 Long DBT CORP GB Y 2 2026-04-15 Fixed 4.12500000 N N N N N N SiriusPoint Ltd. 549300OGXFI85N3YZZ51 82969BAA0 1685000.00000000 PA USD 1684760.65000000 0.136681535456 Long DBT CORP BM N 2 2029-04-05 Fixed 7.00000000 N N N N N N Carvana Auto Receivables Trust N/A 14688FAB2 2836360.13000000 PA USD 2842312.52000000 0.230591591441 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 981464HL7 5960000.00000000 PA USD 5919084.60000000 0.480204456119 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.02000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAD0 2005000.00000000 PA USD 1833172.14000000 0.148721886904 Long DBT CORP GB Y 2 2026-09-29 Fixed 1.60000000 N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AN8 2820000.00000000 PA USD 2859291.60000000 0.231969072999 Long DBT CORP GB N 2 2035-03-01 Variable 5.77800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECU2 2613535.20000000 PA USD 2314907.23000000 0.187804169474 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 41285YAC9 1810000.00000000 PA USD 1827395.91000000 0.148253271980 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.69000000 N N N N N N Ziply Fiber Issuer LLC N/A 98979QAA1 1550000.00000000 PA USD 1551006.88000000 0.125830337895 Long ABS-O CORP US Y 2 2054-04-20 Fixed 6.64000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J6F9 5720000.00000000 PA USD 5742240.33000000 0.465857405480 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 62829D2A7 2850000.00000000 PA USD 2874978.23000000 0.233241700463 Long DBT CORP US Y 2 2026-07-27 Fixed 5.80000000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017BE3 1360000.00000000 PA USD 1360204.71000000 0.110350908479 Long DBT CORP US N 2 2029-03-15 Fixed 5.05000000 N N N N N 37 Capital CLO 1 Ltd. 549300GZ8MP9ZGVMJ424 88430TAA9 4230000.00000000 PA USD 4229809.65000000 0.343156683799 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 6.77559960 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LAY9 605000.00000000 PA USD 584438.03000000 0.047414383354 Long DBT CORP US N 2 2025-07-15 Fixed 3.25000000 N N N N N N Nissan Auto Receivables Owner Trust N/A 65480WAD3 4045000.00000000 PA USD 4026724.29000000 0.326680741752 Long ABS-O CORP US N 2 2027-11-15 Fixed 4.91000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DZ9 1680000.00000000 PA USD 1694695.88000000 0.137487562408 Long DBT CORP GB N 2 2027-08-14 Variable 5.88700000 N N N N N N Aon North America, Inc. N/A 03740MAB6 2790000.00000000 PA USD 2805278.85000000 0.227587117850 Long DBT CORP US N 2 2029-03-01 Fixed 5.15000000 N N N N N BHG Securitization Trust N/A 08862HAA0 1200000.00000000 PA USD 1201379.40000000 0.097465702951 Long ABS-O CORP US Y 2 2035-04-17 Fixed 5.81000000 N N N N N N Nissan Auto Receivables Owner Trust N/A 65480MAD5 1170000.00000000 PA USD 1187536.90000000 0.096342686365 Long ABS-O CORP US N 2 2028-03-15 Fixed 5.93000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410DWE6 26477.58000000 PA USD 26259.02000000 0.002130346036 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 784024AB7 2655000.00000000 PA USD 2677127.04000000 0.217190397009 Long ABS-O CORP US Y 2 2030-01-22 Fixed 6.56000000 N N N N N N Huntington Auto Trust N/A 446144AE7 2050000.00000000 PA USD 2053352.98000000 0.166584753828 Long ABS-O CORP US Y 2 2029-01-16 Fixed 5.23000000 N N N N N N Volkswagen Auto Lease Trust N/A 92867UAD4 5880000.00000000 PA USD 5922201.94000000 0.480457360185 Long ABS-O CORP US N 2 2026-10-20 Fixed 5.81000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CL5 3445000.00000000 PA USD 3451673.21000000 0.280027904401 Long DBT CORP US N 2 2027-03-18 Fixed 4.99300000 N N N N N Sixth Street Lending Partners 549300S9P1HMDERGCR64 829932AA0 1295000.00000000 PA USD 1294231.92000000 0.104998657264 Long DBT CORP US Y 2 2029-03-11 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403FFL3 143504.76000000 PA USD 142869.65000000 0.011590752153 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.13500120 N N N N N N GreatAmerica Leasing Receivables N/A 39154TCC0 5945000.00000000 PA USD 5929633.96000000 0.481060306309 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 638961AA0 2900921.34000000 PA USD 2912743.75000000 0.236305547699 Long ABS-O CORP US Y 2 2071-10-15 Fixed 5.51000000 N N N N N N Alcoa Nederland Holding BV 5493000UL1QLQLT1VQ42 013822AH4 1205000.00000000 PA USD 1227478.07000000 0.099583040087 Long DBT CORP NL Y 2 2031-03-15 Fixed 7.12500000 N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDX1 1435000.00000000 PA USD 1491843.41000000 0.121030514298 Long DBT CORP US N 2 2029-10-23 Variable 6.08700000 N N N N N N DLLMT LLC N/A 232989AC7 6780000.00000000 PA USD 6763734.78000000 0.548729373012 Long ABS-O CORP US Y 2 2027-03-22 Fixed 5.34000000 N N N N N N Bell Telephone Co. of Canada or Bell Canada 5493000G3EFX9S7TDE29 0778FPAM1 1865000.00000000 PA USD 1848371.40000000 0.149954974937 Long DBT CORP CA N 2 2034-02-15 Fixed 5.20000000 N N N N N GM Financial Automobile Leasing Trust N/A 362548AD1 2940000.00000000 PA USD 2928928.25000000 0.237618566442 Long ABS-O CORP US N 2 2026-07-20 Fixed 5.05000000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610BF1 505000.00000000 PA USD 504275.11000000 0.040910912969 Long DBT CORP US N 2 2030-01-23 Variable 5.84100000 N N N N N N SANTANDER US CAPITAL MARKETS LLC 549300LGG2RLWD21SU97 N/A 3750000.00000000 PA USD 3750000.00000000 0.304230608639 Long RA CORP US N 2 Repurchase Y 5.34000000 2024-04-01 5729787.60000000 USD 3825567.37510000 USD AMBS N N Honda Auto Receivables Owner Trust N/A 437927AC0 2188000.00000000 PA USD 2181649.77000000 0.176993236630 Long ABS-O CORP US N 2 2027-11-15 Fixed 4.93000000 N N N N N N ASB Bank Ltd. 549300IBZWZL1KTPF918 00216LAG8 4110000.00000000 PA USD 4114113.49000000 0.333770466953 Long DBT CORP NZ Y 2 2026-06-15 Fixed 5.34600000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2X2 995000.00000000 PA USD 1011480.60000000 0.082059562284 Long DBT CORP CA N 2 2028-12-18 Fixed 5.60000000 N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AR6 4180000.00000000 PA USD 4150028.81000000 0.336684210863 Long DBT CORP US Y 2 2027-09-22 Fixed 4.95000000 N N N N N T-Mobile US Trust N/A 87267RAA3 1125000.00000000 PA USD 1124430.64000000 0.091222991461 Long ABS-O CORP US Y 2 2029-09-20 Fixed 5.05000000 N N N N N N MVW LLC N/A 62847RAA5 1195000.00000000 PA USD 1199567.41000000 0.097318699532 Long ABS-O CORP US Y 2 2043-02-20 Fixed 5.32000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAU2 1120000.00000000 PA USD 1121131.30000000 0.090955322070 Long DBT CORP US Y 2 2026-07-02 Fixed 5.75000000 N N N N N N Synchrony Card Funding LLC N/A 87166PAK7 1055000.00000000 PA USD 1064826.27000000 0.086387398458 Long ABS-O CORP US N 2 2029-07-15 Fixed 5.54000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDB8 1170000.00000000 PA USD 1217631.72000000 0.098784223806 Long DBT CORP US N 2 2027-10-29 Variable 7.14900000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286PAD3 3950000.00000000 PA USD 4041963.90000000 0.327917103305 Long ABS-O CORP US N 2 2029-12-17 Fixed 6.16000000 N N N N N N Aptiv plc N/A 00217GAA1 3105000.00000000 PA USD 3013986.40000000 0.244519177841 Long DBT CORP JE N 2 2025-02-18 Fixed 2.39600000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JHAG8 2513475.77000000 PA USD 2368518.55000000 0.192153557344 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413MRL3 60497.58000000 PA USD 60037.58000000 0.004870738534 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 5.97999960 N N N N N N AutoNation, Inc. N/A 05329WAM4 465000.00000000 PA USD 457847.15000000 0.037144297895 Long DBT CORP US N 2 2025-10-01 Fixed 4.50000000 N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAM2 2985000.00000000 PA USD 2994674.71000000 0.242952455920 Long DBT CORP US N 2 2026-08-10 Variable 5.79800000 N N N N N N Macquarie Airfinance Holdings Ltd. 549300MCGUSL5B852H65 55609NAC2 715000.00000000 PA USD 726311.30000000 0.058924301029 Long DBT CORP GB Y 2 2029-03-26 Fixed 6.40000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAK7 2405000.00000000 PA USD 2380023.64000000 0.193086944153 Long DBT CORP KY Y 2 2026-01-15 Fixed 5.50000000 N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 63743HFK3 2285000.00000000 PA USD 2315076.08000000 0.187817867964 Long DBT CORP US N 2 2026-11-13 Fixed 5.60000000 N N N N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189TBF3 4180000.00000000 PA USD 4187111.18000000 0.339692635395 Long DBT CORP US N 2 2026-08-10 Fixed 5.25000000 N N N N N N BANK5 N/A 06211FAV0 650000.00000000 PA USD 684858.20000000 0.055561287204 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 6.50000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BS6 6160000.00000000 PA USD 6172212.63000000 0.500740268021 Long DBT CORP US Y 2 2029-04-04 Fixed 5.37100000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224936AE4 555000.00000000 PA USD 569472.40000000 0.046200249294 Long ABS-O CORP US Y 2 2033-12-15 Fixed 7.62000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537GAA8 1220000.00000000 PA USD 1224803.75000000 0.099366077420 Long ABS-O CORP US Y 2 2034-03-15 Fixed 5.68000000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332BE1 2830000.00000000 PA USD 2834418.03000000 0.229951125975 Long DBT CORP US N 2 2026-07-15 Fixed 5.05000000 N N N N N GS Mortgage Securities Corp. II 5493005BBCF84ICNQ550 36270GAA9 1825000.00000000 PA USD 1773342.65000000 0.143868030329 Long ABS-MBS CORP US Y 2 2038-09-10 Variable 4.32232920 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608AP7 5665000.00000000 PA USD 5740355.38000000 0.465704482950 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 96328GAS6 5525000.00000000 PA USD 5528317.76000000 0.448502260501 Long ABS-O CORP US Y 2 2038-04-18 Fixed 5.80000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4WH6 84482.16000000 PA USD 86008.66000000 0.006977724528 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 5.95100160 N Y N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGU2 4575000.00000000 PA USD 4601516.70000000 0.373312593681 Long ABS-O CORP US Y 2 2028-02-22 Fixed 5.44000000 N N N N N N CCO Holdings LLC N/A 1248EPBT9 1400000.00000000 PA USD 1333880.10000000 0.108215241246 Long DBT CORP US Y 2 2027-05-01 Fixed 5.12500000 N N N N N N LAD Auto Receivables Trust N/A 50168BAC2 4050000.00000000 PA USD 4069156.91000000 0.330123222234 Long ABS-O CORP US Y 2 2027-09-15 Fixed 6.12000000 N N N N N N SBNA Auto Receivables Trust N/A 78437PAC7 645000.00000000 PA USD 644855.00000000 0.052315901102 Long ABS-O CORP US Y 2 2028-12-15 Fixed 5.32000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A2Y7 4310000.00000000 PA USD 4310259.42000000 0.349683425797 Long DBT CORP CA N 2 2029-04-05 Fixed 4.99400000 N N N N N N Westlake Automobile Receivables Trust N/A 96042WAE7 443231.27000000 PA USD 441012.94000000 0.035778569374 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 90931GAA7 1796912.50000000 PA USD 1790838.76000000 0.145287457581 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N AmWINS Group, Inc. 549300SJE7MUB8NMRG61 031921AC3 1245000.00000000 PA USD 1251720.51000000 0.101549784694 Long DBT CORP US Y 2 2029-02-15 Fixed 6.37500000 N N N N N N Westlake Automobile Receivables Trust N/A 96043RAD9 850000.00000000 PA USD 849406.36000000 0.068910777036 Long ABS-O CORP US Y 2 2027-05-17 Fixed 5.44000000 N N N N N N Flagship Credit Auto Trust N/A 33843EAJ0 5315000.00000000 PA USD 5307823.69000000 0.430613981803 Long ABS-O CORP US Y 2 2029-05-15 Fixed 5.81000000 N N N N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887CJ9 4125000.00000000 PA USD 4131601.03000000 0.335189198936 Long DBT CORP US N 2 2026-10-01 Fixed 5.30000000 N N N N N Marlette Funding Trust N/A 57109RAA8 1494477.23000000 PA USD 1496837.76000000 0.121435696735 Long ABS-O CORP US Y 2 2033-09-15 Fixed 6.49000000 N N N N N N Expedia Group, Inc. N/A 30212PAS4 2275000.00000000 PA USD 2284947.76000000 0.185373612729 Long DBT CORP US Y 2 2025-05-01 Fixed 6.25000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 46266TAF5 1295000.00000000 PA USD 1344630.88000000 0.109087432271 Long DBT CORP US N 2 2029-02-01 Fixed 6.25000000 N N N N N Cantor Fitzgerald LP 549300RLUEEVQEMX0450 138616AM9 1065000.00000000 PA USD 1101764.39000000 0.089384120252 Long DBT CORP US Y 2 2028-12-12 Fixed 7.20000000 N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAY3 2520000.00000000 PA USD 2519953.56000000 0.204439201414 Long DBT CORP SE Y 2 2029-03-14 Fixed 5.40700000 N N N N N N VStrong Auto Receivables Trust N/A 92920CAE7 5735000.00000000 PA USD 5794322.84000000 0.470082763804 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 96041CAL6 4815000.00000000 PA USD 4843981.97000000 0.392983355459 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 448979AD6 2140000.00000000 PA USD 2120693.78000000 0.172047989180 Long ABS-O CORP US N 2 2027-04-15 Fixed 4.58000000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AM4 3045000.00000000 PA USD 3054438.98000000 0.247801021316 Long DBT CORP CA Y 2 2027-03-13 Fixed 5.64300000 N N N N N N Aircastle Ltd. 549300PNK8AKY3OIKP58 00928QAX9 1010000.00000000 PA USD 1030259.46000000 0.083583056686 Long DBT CORP BM Y 2 2028-07-18 Fixed 6.50000000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AN1 4000000.00000000 PA USD 3983932.00000000 0.323209081903 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBR1 1265000.00000000 PA USD 1205019.63000000 0.097761028122 Long DBT CORP US Y 2 2029-04-15 Fixed 4.00000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 379928AE4 2905000.00000000 PA USD 2894987.63000000 0.234865026314 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 65480CAF2 1085000.00000000 PA USD 1134131.71000000 0.092010021442 Long DBT CORP US Y 2 2028-09-15 Fixed 7.05000000 N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAC7 855000.00000000 PA USD 902782.53000000 0.073241087619 Long DBT CORP US Y 2 2028-02-15 Fixed 9.25000000 N N N N N N VStrong Auto Receivables Trust N/A 92891PAG8 355000.00000000 PA USD 356014.91000000 0.028882835401 Long ABS-O CORP US Y 2 2030-07-15 Fixed 5.77000000 N N N N N N Flex Ltd. 549300EAQH74YHD07T53 33938XAE5 2845000.00000000 PA USD 2893795.08000000 0.234768276924 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 63938PBU2 1710000.00000000 PA USD 1723346.21000000 0.139811911030 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 98164DAD9 1215000.00000000 PA USD 1233856.44000000 0.100100505524 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.79000000 N N N N N N Citizens Auto Receivables Trust N/A 17331QAD8 1110000.00000000 PA USD 1108686.20000000 0.089945673977 Long ABS-O CORP US Y 2 2028-04-17 Fixed 5.11000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 448988AE5 1325000.00000000 PA USD 1319208.29000000 0.107024944263 Long ABS-O CORP US Y 2 2028-02-15 Fixed 5.07000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WFE6 2820000.00000000 PA USD 2812009.87000000 0.228133193133 Long DBT CORP US N 2 2029-03-13 Fixed 4.90000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 03523TBY3 1740000.00000000 PA USD 1750352.86000000 0.142002910915 Long DBT CORP US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Goldman Sachs BDC, Inc. 6D01AGSGBNZIJSN77043 38147UAE7 1065000.00000000 PA USD 1072938.09000000 0.087045495507 Long DBT CORP US N 2 2027-03-11 Fixed 6.37500000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KBL6 7705000.00000000 PA USD 7659726.96000000 0.621419572014 Long ABS-O CORP US N 2 2028-04-13 Fixed 4.89000000 N N N N N N Radian Group, Inc. 54930005OUP720S5U385 750236AY7 1510000.00000000 PA USD 1532403.02000000 0.124321040921 Long DBT CORP US N 2 2029-05-15 Fixed 6.20000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBM9 2805000.00000000 PA USD 2815482.96000000 0.228414958542 Long DBT CORP US N 2 2034-03-15 Fixed 5.35000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAQ5 1755000.00000000 PA USD 1871533.97000000 0.151834111675 Long DBT CORP US N 2 2029-10-30 Variable 7.16100000 N N N N N GLS Auto Receivables Issuer Trust N/A 36269HAC6 900000.00000000 PA USD 898500.33000000 0.072893680602 Long ABS-O CORP US Y 2 2027-09-15 Fixed 5.40000000 N N N N N N Prestige Auto Receivables Trust N/A 74113GAJ2 4045000.00000000 PA USD 4022365.80000000 0.326327145468 Long ABS-O CORP US Y 2 2028-02-15 Fixed 5.65000000 N N N N N N Humana, Inc. 529900YLDW34GJAO4J06 444859CA8 3030000.00000000 PA USD 3031633.05000000 0.245950818126 Long DBT CORP US N 2 2031-04-15 Fixed 5.37500000 N N N N N Advance Auto Parts, Inc. 529900UCNQ5H9FSL0Y70 00751YAH9 1165000.00000000 PA USD 1163157.94000000 0.094364866141 Long DBT CORP US N 2 2026-03-09 Fixed 5.90000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375PAB6 1945000.00000000 PA USD 1941788.03000000 0.157533694457 Long ABS-O CORP US Y 2 2030-03-20 Fixed 5.23000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LC53 4850000.00000000 PA USD 4871465.81000000 0.395213068891 Long DBT CORP CA N 2 2026-12-11 Fixed 5.26600000 N N N N N RALI Trust N/A 76110HMB2 4677.90000000 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 48125LRU8 5720000.00000000 PA USD 5736423.15000000 0.465385468357 Long DBT CORP US N 2 2026-12-08 Fixed 5.11000000 N N N N N Benchmark Mortgage Trust N/A 08163TAC6 2590000.00000000 PA USD 2647945.81000000 0.214822977445 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 36267KAD9 1365000.00000000 PA USD 1371056.64000000 0.111231305617 Long ABS-O CORP US N 2 2028-06-16 Fixed 5.45000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36269FAD8 2490000.00000000 PA USD 2488357.35000000 0.201875858961 Long ABS-O CORP US N 2 2027-03-22 Fixed 5.09000000 N N N N N N United Airlines Pass-Through Trust N/A 90932KAA7 110035.49000000 PA USD 102031.00000000 0.008277587528 Long ABS-O CORP US N 2 2028-05-01 Fixed 3.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBQ5 2125000.00000000 PA USD 2214827.09000000 0.179684851632 Long DBT CORP US N 2 2028-11-01 Fixed 6.20000000 N N N N N Dell Equipment Finance Trust N/A 24702EAC4 5385000.00000000 PA USD 5448291.52000000 0.442009878713 Long ABS-O CORP US Y 2 2029-04-23 Fixed 5.93000000 N N N N N N SPGN Mortgage Trust N/A 78473HAJ5 1270000.00000000 PA USD 1207921.13000000 0.097996421484 Long ABS-MBS CORP US Y 2 2039-02-15 Floating 7.97532840 N N N N N N Tricon Residential Trust N/A 89616QAD3 2250000.00000000 PA USD 2152835.78000000 0.174655610573 Long ABS-O CORP US Y 2 2039-04-17 Fixed 4.75000000 N N N N N N Northwestern Mutual Global Funding 635400LZXFVELZDVP257 66815L2R9 5620000.00000000 PA USD 5642521.36000000 0.457767388697 Long DBT CORP US Y 2 2027-03-25 Fixed 5.07000000 N N N N N N Charter Communications Operating LLC N/A 161175CM4 2835000.00000000 PA USD 2857201.28000000 0.231799489178 Long DBT CORP US N 2 2026-11-10 Fixed 6.15000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JN3K9 93723.76960000 PA USD 94168.19000000 0.007639692202 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 6.31500120 N Y N N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043AW9 635000.00000000 PA USD 641896.12000000 0.052075852605 Long DBT CORP US N 2 2029-03-18 Fixed 5.85000000 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A 92867WAD0 1815000.00000000 PA USD 1812388.76000000 0.147035769479 Long ABS-O CORP US N 2 2028-06-20 Fixed 5.02000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TLY9 3285000.00000000 PA USD 3295073.78000000 0.267323280427 Long DBT CORP US N 2 2027-03-19 Fixed 5.00000000 N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787AV9 3690000.00000000 PA USD 3685347.72000000 0.298985487974 Long DBT CORP US N 2 2026-03-29 Fixed 5.10000000 N N N N N N Daimler Trucks Retail Trust N/A 233868AD0 3435000.00000000 PA USD 3476244.39000000 0.282021319080 Long ABS-O CORP US N 2 2030-12-16 Fixed 5.93000000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AA3 5065000.00000000 PA USD 5097523.88000000 0.413552744684 Long ABS-O CORP US Y 2 2036-05-20 Fixed 7.21000000 N N N N N N Ally Auto Receivables Trust N/A 02007WAC2 1810000.00000000 PA USD 1819630.29000000 0.147623261500 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.46000000 N N N N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150BC7 2115000.00000000 PA USD 2164727.88000000 0.175620394792 Long DBT CORP US N 2 2029-08-21 Variable 6.20800000 N N N N N Eleven Madison Mortgage Trust N/A 556227AA4 2025000.00000000 PA USD 1903481.37000000 0.154425945527 Long ABS-MBS CORP US Y 2 2035-09-10 Variable 3.55479840 N N N N N N Blue Owl Technology Finance Corp. II 549300E3NGSRX11L0S09 69121JAA5 2465000.00000000 PA USD 2434422.69000000 0.197500239110 Long DBT CORP US Y 2 2029-04-04 Fixed 6.75000000 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LBF9 575000.00000000 PA USD 573280.27000000 0.046509174790 Long DBT CORP US N 2 2029-03-01 Fixed 5.87500000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DBA7 3000000.00000000 PA USD 3051476.76000000 0.247560701851 Long DBT CORP NL Y 2 2027-09-18 Variable 6.33900000 N N N N N BOFA SECURITIES, INC 549300HN4UKV1E2R3U73 N/A 3000000.00000000 PA USD 3000000.00000000 0.243384486911 Long RA CORP US N 2 Repurchase Y 5.33000000 2024-04-01 4624564.02000000 USD 3060000.00230000 USD AMBS N N Bridgecrest Lending Auto Securitization Trust N/A 108056AC6 5135000.00000000 PA USD 5184087.52000000 0.420575493720 Long ABS-O CORP US N 2 2027-11-15 Fixed 6.51000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AP6 3260000.00000000 PA USD 3303033.11000000 0.267969006243 Long DBT CORP US Y 2 2032-03-15 Fixed 7.00000000 N N N N N N Affirm Asset Securitization Trust N/A 00834KAA5 894405.83000000 PA USD 898659.80000000 0.072906618110 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 89231FAD2 1285000.00000000 PA USD 1286167.17000000 0.104344378917 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.16000000 N N N N N N FirstEnergy Pennsylvania Electric Co. N/A 708696CA5 810000.00000000 PA USD 803270.06000000 0.065167823801 Long DBT CORP US Y 2 2026-03-30 Fixed 5.15000000 N N N N N N ACHV ABS TRUST N/A 00092BAA2 1095000.00000000 PA USD 1094977.77000000 0.088833534243 Long ABS-O CORP US Y 2 2031-04-25 Fixed 5.90000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BD8 2980000.00000000 PA USD 2952490.96000000 0.239530165803 Long DBT CORP US N 2 2024-11-01 Variable 4.21999920 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EGJ3 3672840.72000000 PA USD 3406553.89000000 0.276367456885 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 344928AB2 1027404.38000000 PA USD 1025352.76000000 0.083184985132 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 36169EAC4 2640000.00000000 PA USD 2646726.19000000 0.214724031916 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 89613TAE8 3110000.00000000 PA USD 3060076.10000000 0.248258350503 Long ABS-O CORP US Y 2 2037-05-17 Fixed 4.56400000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBA0 1255000.00000000 PA USD 1197681.24000000 0.097165678027 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N Smith & Nephew plc 213800ZTMDN8S67S1H61 83192PAC2 3945000.00000000 PA USD 3944108.67000000 0.319978288324 Long DBT CORP GB N 2 2027-03-20 Fixed 5.15000000 N N N N N N Capital One Prime Auto Receivables Trust N/A 14044EAD0 3200000.00000000 PA USD 3245798.40000000 0.263325659401 Long ABS-O CORP US N 2 2028-06-15 Fixed 5.82000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A 362583AB2 1004566.43000000 PA USD 1002602.10000000 0.081339265895 Long ABS-O CORP US N 2 2026-05-18 Fixed 5.10000000 N N N N N N Verus Securitization Trust N/A 92538WAA5 0.02000000 PA USD 0.02000000 0.000000001622 Long ABS-MBS CORP US Y 2 2067-01-25 Variable 2.72400120 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAN8 2055000.00000000 PA USD 1921624.79000000 0.155897887850 Long DBT CORP US Y 2 2025-09-22 Fixed 0.90000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DS6 3000000.00000000 PA USD 2989524.27000000 0.242534610188 Long DBT CORP US N 2 2026-02-20 Fixed 5.00000000 N N N N N LYB International Finance III LLC N/A 50249AAM5 2495000.00000000 PA USD 2499613.21000000 0.202789026197 Long DBT CORP US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CCB9 5720000.00000000 PA USD 5696516.77000000 0.462147937083 Long DBT CORP US N 2 2027-01-05 Fixed 4.85000000 N N N N N CSMC OA LLC 549300818AKCJ4Q9TD76 12649AAC3 685000.00000000 PA USD 606225.00000000 0.049181920192 Long ABS-MBS CORP US Y 2 2037-09-15 Fixed 3.95300000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00914AAV4 1425000.00000000 PA USD 1415547.46000000 0.114840764083 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N Credit Acceptance Auto Loan Trust N/A 224936AA2 400000.00000000 PA USD 405644.24000000 0.032909171740 Long ABS-O CORP US Y 2 2033-08-15 Fixed 6.39000000 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92939UAM8 3445000.00000000 PA USD 3484814.31000000 0.282716580940 Long DBT CORP US N 2 2026-09-12 Fixed 5.60000000 N N N N N Hyundai Auto Receivables Trust N/A 448979AB0 1098965.40000000 PA USD 1097189.91000000 0.089013001096 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 78398AAD5 4295000.00000000 PA USD 4314123.92000000 0.349996945581 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 36197VAA6 175000.00000000 PA USD 138519.80000000 0.011237856816 Long ABS-MBS CORP US Y 2 2033-03-05 Variable 3.54949920 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAH2 1613000.00000000 PA USD 1614921.08000000 0.131015579486 Long DBT CORP US N 2 2025-02-01 Fixed 6.12500040 N N N N N N Blue Owl Capital Corp. II 549300MMNWZO5XKDDX47 69121DAB6 900000.00000000 PA USD 926984.69000000 0.075204564383 Long DBT CORP US Y 2 2026-11-15 Fixed 8.45000000 N N N N N N Golub Capital BDC, Inc. 2549005WE0QLGK9APF78 38173MAE2 1190000.00000000 PA USD 1168721.86000000 0.094816256746 Long DBT CORP US N 2 2029-07-15 Fixed 6.00000000 N N N N N N BHG Securitization Trust N/A 08862GAA2 2187772.57000000 PA USD 2234444.10000000 0.181276343603 Long ABS-O CORP US Y 2 2036-12-17 Fixed 6.92000000 N N N N N N Solventum Corp. N/A 83444MAA9 3940000.00000000 PA USD 3953606.00000000 0.320748789253 Long DBT CORP US Y 2 2027-02-25 Fixed 5.45000000 N N N N N Invesco CLO Ltd. 25490016C8NV86EY2059 46090XAA9 1350000.00000000 PA USD 1350419.85000000 0.109557080769 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 6.57560160 N N N N N N Carmax Auto Owner Trust N/A 14319BAC6 1195000.00000000 PA USD 1197151.00000000 0.097122660630 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.28000000 N N N N N N Pricoa Global Funding I 635400IBXEBMD9ADYA79 74153WCR8 3000000.00000000 PA USD 2959612.05000000 0.240107886749 Long DBT CORP US Y 2 2025-08-28 Fixed 4.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFX4 24570000.00000000 PA USD 24451948.77000000 1.983741668460 Long DBT UST US N 2 2024-11-30 Fixed 4.50000000 N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3T6 3070000.00000000 PA USD 3073035.65000000 0.249309734978 Long DBT CORP US Y 2 2027-03-25 Fixed 5.51600000 N N N N N N DH Europe Finance II Sarl 222100KDGL314CKTZ511 23291KAG0 3065000.00000000 PA USD 3005565.67000000 0.243836019490 Long DBT CORP LU N 2 2024-11-15 Fixed 2.20000000 N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECT6 3830000.00000000 PA USD 3888869.97000000 0.315496874105 Long DBT CORP US N 2 2026-11-08 Fixed 5.75000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109CF9 2855000.00000000 PA USD 2819805.93000000 0.228765673154 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N Affirm Asset Securitization Trust N/A 00792FAA6 2100000.00000000 PA USD 2131116.33000000 0.172893551508 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 50571AAE1 760000.00000000 PA USD 772953.36000000 0.062708285643 Long ABS-O CORP US Y 2 2028-10-16 Fixed 6.39000000 N N N N N N CANTOR FITZGERAL & CO 5493004J7H4GCPG6OB62 N/A 1391321.00000000 PA USD 1391321.00000000 0.112875315904 Long RA CORP US N 2 Repurchase Y 5.33000000 2024-04-01 11511709.72320000 USD 1415475.22600000 USD AMBS 3697.20370000 USD 3672.20270000 USD UST N N NextGear Floorplan Master Owner Trust N/A 65341KBZ8 1915000.00000000 PA USD 1912816.13000000 0.155183257452 Long ABS-O CORP US Y 2 2029-03-15 Fixed 5.12000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBS8 2455000.00000000 PA USD 2465533.77000000 0.200024223858 Long DBT CORP US N 2 2025-09-01 Fixed 5.74900000 N N N N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2000000.00000000 PA USD 2000000.00000000 0.162256324607 Long RA CORP US N 2 Repurchase Y 5.33000000 2024-04-01 15115470.02000000 USD 2040000.00010000 USD AMBS N N Post Road Equipment Finance LLC N/A 737473AB4 810000.00000000 PA USD 808754.87000000 0.065612796357 Long ABS-O CORP US Y 2 2029-11-15 Fixed 5.59000000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MCA5 2490000.00000000 PA USD 2526869.18000000 0.205000252955 Long ABS-O CORP US Y 2 2028-02-25 Fixed 5.94000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBR0 490000.00000000 PA USD 511983.83000000 0.041536307257 Long DBT CORP US N 2 2027-11-15 Fixed 7.10000000 N N N N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 05523RAJ6 2655000.00000000 PA USD 2664186.38000000 0.216140545044 Long DBT CORP GB Y 2 2029-03-26 Fixed 5.12500000 N N N N N N CANTOR FITZGERAL & CO 5493004J7H4GCPG6OB62 N/A 3000000.00000000 PA USD 3000000.00000000 0.243384486911 Long RA CORP US N 2 Repurchase Y 5.33000000 2024-04-01 24821827.01000000 USD 3052081.92670000 USD AMBS 7972.00000000 USD 7918.09240000 USD UST N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LBJ7 6000000.00000000 PA USD 5874262.32000000 0.476568106912 Long DBT CORP US Y 2 2024-11-21 Fixed 2.25000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DG1 2850000.00000000 PA USD 2831840.71000000 0.229742032739 Long DBT CORP US N 2 2029-02-13 Fixed 4.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EKU3 3223814.76000000 PA USD 3147478.11000000 0.255349114956 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 36269EAB5 2586335.51000000 PA USD 2604774.27000000 0.211320549741 Long ABS-O CORP US Y 2 2028-06-15 Fixed 6.37000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAX5 1370000.00000000 PA USD 1388224.03000000 0.112624064420 Long DBT CORP SE Y 2 2026-09-12 Fixed 6.13600000 N N N N N TTX Co. 549300I8CNSYS1OGX775 87305QCQ2 5875000.00000000 PA USD 5894484.26000000 0.478208675743 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 379930AD2 2395000.00000000 PA USD 2430174.89000000 0.197155622902 Long ABS-O CORP US N 2 2028-08-16 Fixed 5.78000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FBC1 5670000.00000000 PA USD 5730624.38000000 0.464915024803 Long DBT CORP US N 2 2026-12-04 Fixed 5.48800000 N N N N N Main Street Capital Corp. 5493001FS9QJLJNF3E20 56035LAE4 1255000.00000000 PA USD 1169424.88000000 0.094873291466 Long DBT CORP US N 2 2026-07-14 Fixed 3.00000000 N N N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187BT5 1500000.00000000 PA USD 1480743.32000000 0.120129984395 Long DBT CORP US N 2 2034-03-15 Fixed 5.85200000 N N N N N N SBNA Auto Lease Trust N/A 78414SAE4 1660000.00000000 PA USD 1659895.25000000 0.134664251249 Long ABS-O CORP US Y 2 2026-11-20 Fixed 5.39000000 N N N N N N Synchrony Bank 549300UATVPGSLE43Z27 87166FAD5 2505000.00000000 PA USD 2482127.22000000 0.201370419963 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CX0 4350000.00000000 PA USD 4312717.98000000 0.349882884252 Long DBT CORP US N 2 2027-01-30 Fixed 4.70000000 N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183CU6 5523543.67000000 PA USD 5529451.10000000 0.448594206292 Long ABS-O CORP US Y 2 2035-05-15 Fixed 5.65000000 N N N N N N 2024-04-30 Nationwide Variable Insurance Trust David Majewski David Majewski Treasurer XXXX