AVIP Federated Core Plus Bond Portfolio

Fund Profile

Fund profile

Fund manager

Ohio National Fund Inc

Total assets

$573.63 mm

Liabilities

$374.70 k

Net assets

$573.26 mm

Number of holdings

774.00

Top 200 of 774 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE	30.34 mm	3.42 mm shares	5.29	Common equity	Long	USA
US TREASURY N/B 08/54 4.25	24.40 mm	23.90 mm principal	4.26	Debt	Long	USA
US TREASURY N/B 11/27 3.875	20.68 mm	20.50 mm principal	3.61	Debt	Long	USA
FEDERATED CORE TR MUTUAL FUND	17.49 mm	1.98 mm shares	3.05	Common equity	Long	USA
US TREASURY N/B 08/31 3.75	16.84 mm	16.75 mm principal	2.94	Debt	Long	USA
US TREASURY N/B 08/29 3.625	15.04 mm	15.00 mm principal	2.62	Debt	Long	USA
US TREASURY N/B 04/27 2.75	12.34 mm	12.60 mm principal	2.15	Debt	Long	USA
US TREASURY N/B 01/29 4	12.00 mm	11.80 mm principal	2.09	Debt	Long	USA
US TREASURY N/B 11/30 4.375	10.09 mm	9.70 mm principal	1.76	Debt	Long	USA
US TREASURY N/B 11/33 4.5	7.92 mm	7.50 mm principal	1.38	Debt	Long	USA
US TREASURY N/B 06/26 0.875	7.62 mm	8.00 mm principal	1.33	Debt	Long	USA
US TREASURY N/B 04/31 4.625	6.34 mm	6.00 mm principal	1.11	Debt	Long	USA
US TREASURY N/B 03/27 2.5	5.75 mm	5.90 mm principal	1.00	Debt	Long	USA
US TREASURY N/B 08/53 4.125	5.48 mm	5.50 mm principal	0.96	Debt	Long	USA
US TREASURY N/B 07/26 4.375	5.06 mm	5.00 mm principal	0.88	Debt	Long	USA
FNMA POOL MA4562 FN 03/52 FIXED 2	4.74 mm	5.73 mm principal	0.83	ABS-mortgage backed security	Long	USA
FNMA POOL FM4122 FN 08/50 FIXED VAR	4.66 mm	5.55 mm principal	0.81	ABS-mortgage backed security	Long	USA
FNMA POOL BP8188 FN 09/50 FIXED 2	4.48 mm	5.34 mm principal	0.78	ABS-mortgage backed security	Long	USA
FNMA POOL CB3335 FN 04/52 FIXED 4.5	4.40 mm	4.38 mm principal	0.77	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD0977 FR 02/52 FIXED 3.5	4.31 mm	4.59 mm principal	0.75	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL RA3575 FR 09/50 FIXED 2	4.21 mm	5.02 mm principal	0.74	ABS-mortgage backed security	Long	USA
FNMA POOL CB1867 FN 10/51 FIXED 2.5	4.16 mm	4.79 mm principal	0.73	ABS-mortgage backed security	Long	USA
FNMA POOL FS2037 FN 05/37 FIXED VAR	3.42 mm	3.84 mm principal	0.60	ABS-mortgage backed security	Long	USA
US TREASURY N/B 12/28 1.375	3.34 mm	3.65 mm principal	0.58	Debt	Long	USA
US TREASURY N/B 01/27 1.5	3.34 mm	3.50 mm principal	0.58	Debt	Long	USA
FED HM LN PC POOL SD8342 FR 07/53 FIXED 5.5	3.23 mm	3.19 mm principal	0.56	ABS-mortgage backed security	Long	USA
FNMA POOL CB3586 FN 05/52 FIXED 3	3.10 mm	3.43 mm principal	0.54	ABS-mortgage backed security	Long	USA
GNMA II POOL MA8945 G2 06/53 FIXED 4	3.08 mm	3.19 mm principal	0.54	ABS-mortgage backed security	Long	USA
FNMA POOL MA4138 FN 09/50 FIXED 1.5	3.06 mm	3.86 mm principal	0.53	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/34 4	3.05 mm	3.00 mm principal	0.53	Debt	Long	USA
FNMA POOL BP6700 FN 09/50 FIXED 2.5	2.97 mm	3.38 mm principal	0.52	ABS-mortgage backed security	Long	USA
US TREASURY N/B 04/27 0.5	2.96 mm	3.20 mm principal	0.52	Debt	Long	USA
FEDERATED CORE TR MUTUAL FUND	2.95 mm	340.21 k shares	0.52	Common equity	Long	USA
GNMA II POOL MA8800 G2 04/53 FIXED 5	2.94 mm	2.93 mm principal	0.51	ABS-mortgage backed security	Long	USA
FNMA POOL FS2041 FN 08/51 FIXED VAR	2.91 mm	3.51 mm principal	0.51	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/52 4	2.72 mm	2.80 mm principal	0.48	Debt	Long	USA
FNMA POOL BR9750 FN 04/51 FIXED 2	2.71 mm	3.27 mm principal	0.47	ABS-mortgage backed security	Long	USA
FNMA POOL BW7264 FN 11/52 FIXED 5.5	2.65 mm	2.62 mm principal	0.46	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SB8153 FR 05/37 FIXED 2	2.62 mm	2.86 mm principal	0.46	ABS-mortgage backed security	Long	USA
FNMA POOL BR4390 FN 03/51 FIXED 2	2.62 mm	3.14 mm principal	0.46	ABS-mortgage backed security	Long	USA
FNMA POOL FM7706 FN 08/50 FIXED VAR	2.55 mm	2.71 mm principal	0.45	ABS-mortgage backed security	Long	USA
FNMA POOL FM4532 FN 09/50 FIXED VAR	2.48 mm	2.72 mm principal	0.43	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/51 1.875	2.47 mm	3.94 mm principal	0.43	Debt	Long	USA
US TREASURY N/B 02/50 2	2.44 mm	3.75 mm principal	0.43	Debt	Long	USA
FED HM LN PC POOL QF1237 FR 10/52 FIXED 5	2.41 mm	2.41 mm principal	0.42	ABS-mortgage backed security	Long	USA
FNMA POOL BN6715 FN 06/49 FIXED 4	2.41 mm	2.47 mm principal	0.42	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8148 FR 05/51 FIXED 3	2.35 mm	2.59 mm principal	0.41	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL RA7279 FR 05/52 FIXED 3.5	2.34 mm	2.49 mm principal	0.41	ABS-mortgage backed security	Long	USA
FNMA POOL CA6998 FN 09/50 FIXED 3	2.33 mm	2.56 mm principal	0.41	ABS-mortgage backed security	Long	USA
FNMA POOL CA9390 FN 03/51 FIXED 2.5	2.30 mm	2.66 mm principal	0.40	ABS-mortgage backed security	Long	USA
FNMA POOL FM6708 FN 01/51 FIXED VAR	2.28 mm	2.60 mm principal	0.40	ABS-mortgage backed security	Long	USA
US TREASURY N/B 07/26 0.625	2.27 mm	2.40 mm principal	0.40	Debt	Long	USA
FNMA POOL FM4317 FN 09/50 FIXED VAR	2.19 mm	2.40 mm principal	0.38	ABS-mortgage backed security	Long	USA
US TREASURY N/B 07/28 4.125	2.04 mm	2.00 mm principal	0.36	Debt	Long	USA
FED HM LN PC POOL SD8368 FR 10/53 FIXED 6	1.87 mm	1.83 mm principal	0.33	ABS-mortgage backed security	Long	USA
FNMA POOL CA9293 FN 02/51 FIXED 2.5	1.86 mm	2.13 mm principal	0.33	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD5958 FR 08/54 FIXED 6.5	1.81 mm	1.75 mm principal	0.32	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SB8149 FR 04/37 FIXED 2.5	1.77 mm	1.89 mm principal	0.31	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL RA5761 FR 06/51 FIXED 2	1.77 mm	2.13 mm principal	0.31	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SB8148 FR 04/37 FIXED 2	1.74 mm	1.90 mm principal	0.30	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORP SR UNSECURED 04/31 VAR	1.72 mm	1.90 mm principal	0.30	Debt	Long	USA
FNMA POOL FM2778 FN 03/50 FIXED VAR	1.71 mm	1.87 mm principal	0.30	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD0625 FR 05/51 FIXED 2.5	1.65 mm	1.89 mm principal	0.29	ABS-mortgage backed security	Long	USA
C Citigroup Inc.	1.64 mm	1.80 mm principal	0.29	Debt	Long	USA
US TREASURY N/B 11/29 3.875	1.62 mm	1.60 mm principal	0.28	Debt	Long	USA
BANK OF AMERICA CORP SR UNSECURED 02/26 VAR	1.61 mm	1.63 mm principal	0.28	Debt	Long	USA
FNMA POOL FS4377 FN 04/52 FIXED VAR	1.58 mm	1.75 mm principal	0.27	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/42 4	1.57 mm	1.60 mm principal	0.27	Debt	Long	USA
FED HM LN PC POOL SD4550 FR 10/53 FIXED 2.5	1.56 mm	1.81 mm principal	0.27	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	1.51 mm	1.55 mm principal	0.26	Debt	Long	USA
FNMA POOL BQ4558 FN 03/51 FIXED 2	1.50 mm	1.80 mm principal	0.26	ABS-mortgage backed security	Long	USA
FNMA POOL BX5678 FN 01/53 FIXED 5.5	1.49 mm	1.47 mm principal	0.26	ABS-mortgage backed security	Long	USA
FNMA POOL MA5389 FN 06/54 FIXED 6	1.47 mm	1.44 mm principal	0.26	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8439 FR 06/54 FIXED 6	1.47 mm	1.44 mm principal	0.26	ABS-mortgage backed security	Long	USA
US TREASURY N/B 05/27 2.625	1.46 mm	1.50 mm principal	0.26	Debt	Long	USA
FNMA POOL CA5706 FN 05/50 FIXED 2.5	1.44 mm	1.65 mm principal	0.25	ABS-mortgage backed security	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ3 A4 144A	1.44 mm	1.71 mm principal	0.25	ABS-other	Long	USA
BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2024 5C27 A2	1.43 mm	1.38 mm principal	0.25	ABS-other	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2022 2 A3 144A	1.43 mm	1.70 mm principal	0.25	ABS-other	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2022 3 A3 144A	1.41 mm	1.68 mm principal	0.25	ABS-other	Long	USA
GNMA II POOL MA8948 G2 06/53 FIXED 5.5	1.39 mm	1.37 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA POOL CA8118 FN 12/50 FIXED 2	1.35 mm	1.61 mm principal	0.23	ABS-mortgage backed security	Long	USA
GNMA II POOL MA9105 G2 08/53 FIXED 5	1.34 mm	1.34 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA POOL MA5167 FN 10/53 FIXED 6.5	1.33 mm	1.29 mm principal	0.23	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8395 FR 01/54 FIXED 5.5	1.33 mm	1.31 mm principal	0.23	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8409 FR 03/54 FIXED 6	1.30 mm	1.28 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA POOL MA4255 FN 02/51 FIXED 2	1.22 mm	1.47 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA POOL BT7183 FN 08/51 FIXED 2.5	1.20 mm	1.38 mm principal	0.21	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8121 FR 01/51 FIXED 2	1.20 mm	1.44 mm principal	0.21	ABS-mortgage backed security	Long	USA
CMCSA Comcast Corporation	1.19 mm	1.58 mm principal	0.21	Debt	Long	USA
FNMA POOL CA5348 FN 03/50 FIXED 3.5	1.18 mm	1.25 mm principal	0.21	ABS-mortgage backed security	Long	USA
T AT&T Inc.	1.17 mm	1.55 mm principal	0.20	Debt	Long	USA
EXC Exelon Corporation	1.16 mm	1.18 mm principal	0.20	Debt	Long	USA
FNMA POOL FS7751 FN 03/53 FIXED VAR	1.13 mm	1.17 mm principal	0.20	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2022 1 A2 144A	1.11 mm	1.27 mm principal	0.19	ABS-other	Long	USA
FNMA POOL BP2797 FN 05/50 FIXED 2.5	1.11 mm	1.27 mm principal	0.19	ABS-mortgage backed security	Long	USA
VZ Verizon Communications Inc.	1.08 mm	1.30 mm principal	0.19	Debt	Long	USA
GNMA II POOL MA6866 G2 09/50 FIXED 3	1.06 mm	1.16 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA POOL FS3813 FN 11/52 FIXED VAR	1.05 mm	1.07 mm principal	0.18	ABS-mortgage backed security	Long	USA
BA The Boeing Company	987.06 k	1.02 mm principal	0.17	Debt	Long	USA
BENCHMARK MORTGAGE TRUST BMARK 2020 B19 A5	968.15 k	1.15 mm principal	0.17	ABS-other	Long	USA
HSBC HSBC Holdings plc	967.23 k	975.00 k principal	0.17	Debt	Long	UK
PROGRESS RESIDENTIAL TRUST PROG 2022 SFR2 D	966.30 k	1.00 mm principal	0.17	ABS-other	Long	USA
FED HM LN PC POOL SD8219 FR 06/52 FIXED 2.5	961.09 k	1.11 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA POOL BW7449 FN 11/52 FIXED 5	960.63 k	960.64 k principal	0.17	ABS-mortgage backed security	Long	USA
US TREASURY N/B 12/25 0.375	958.09 k	1.00 mm principal	0.17	Debt	Long	USA
FNMA POOL FM7293 FN 05/51 FIXED VAR	957.75 k	1.09 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA POOL FS2099 FN 04/52 FIXED VAR	943.49 k	1.19 mm principal	0.16	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 04/31 VAR	931.02 k	1.02 mm principal	0.16	Debt	Long	USA
AEE Ameren Corporation	919.40 k	1.00 mm principal	0.16	Debt	Long	USA
FNMA POOL FM3734 FN 09/49 FIXED VAR	918.40 k	964.99 k principal	0.16	ABS-mortgage backed security	Long	USA
WELLS FARGO + COMPANY SR UNSECURED 02/31 VAR	908.07 k	1.00 mm principal	0.16	Debt	Long	USA
HII Huntington Ingalls Industries, Inc.	885.78 k	910.00 k principal	0.15	Debt	Long	USA
MORGAN STANLEY SR UNSECURED 01/29 VAR	885.18 k	900.00 k principal	0.15	Debt	Long	USA
GRUPO BIMBO SAB DE CV COMPANY GUAR 144A 06/44 4.875	874.66 k	925.00 k principal	0.15	Debt	Long	Mexico
FNMA POOL BR1844 FN 01/51 FIXED 2.5	870.57 k	990.45 k principal	0.15	ABS-mortgage backed security	Long	USA
HD The Home Depot, Inc.	869.19 k	1.04 mm principal	0.15	Debt	Long	USA
FED HM LN PC POOL SD1966 FR 11/52 FIXED 4	863.99 k	896.79 k principal	0.15	ABS-mortgage backed security	Long	USA
AXP American Express Company	858.63 k	875.00 k principal	0.15	Debt	Long	USA
BAT CAPITAL CORP COMPANY GUAR 08/47 4.54	844.66 k	1.00 mm principal	0.15	Debt	Long	USA
GNMA II POOL MA8949 G2 06/53 FIXED 6	842.98 k	825.80 k principal	0.15	ABS-mortgage backed security	Long	USA
PROGRESS RESIDENTIAL TRUST 02/29 1	841.90 k	900.00 k principal	0.15	ABS-other	Long	USA
GNMA II POOL MA8946 G2 06/53 FIXED 4.5	822.33 k	832.45 k principal	0.14	ABS-mortgage backed security	Long	USA
RCI Rogers Communications Inc.	822.12 k	915.00 k principal	0.14	Debt	Long	Canada
REGENCY CENTERS LP COMPANY GUAR 09/29 2.95	818.42 k	875.00 k principal	0.14	Debt	Long	USA
BP CAP MARKETS AMERICA COMPANY GUAR 04/27 3.588	815.70 k	825.00 k principal	0.14	Debt	Long	USA
FNMA POOL CA4819 FN 12/49 FIXED 4	811.88 k	834.68 k principal	0.14	ABS-mortgage backed security	Long	USA
RTX RTX Corporation	810.90 k	780.00 k principal	0.14	Debt	Long	USA
MORGAN STANLEY SR UNSECURED 08/26 6.25	803.17 k	775.00 k principal	0.14	Debt	Long	USA
NOC Northrop Grumman Corporation	801.69 k	825.00 k principal	0.14	Debt	Long	USA
PROGRESS RESIDENTIAL TRUST PROG 2022 SFR4 B 144A	797.39 k	800.00 k principal	0.14	ABS-other	Long	USA
ASTRAZENECA PLC SR UNSECURED 06/27 3.125	793.73 k	810.00 k principal	0.14	Debt	Long	UK
FNMA POOL BM4333 FN 12/47 FIXED VAR	789.23 k	831.89 k principal	0.14	ABS-mortgage backed security	Long	USA
Airbus Se	783.11 k	800.00 k principal	0.14	Debt	Long	Netherlands
UDR INC COMPANY GUAR 01/28 3.5	776.80 k	800.00 k principal	0.14	Debt	Long	USA
BAYER US FINANCE LLC COMPANY GUAR 144A 10/24 3.375	774.70 k	775.00 k principal	0.14	Debt	Long	USA
PM Philip Morris International Inc.	774.58 k	915.00 k principal	0.14	Debt	Long	USA
T AT&T Inc.	770.05 k	800.00 k principal	0.13	Debt	Long	USA
MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/26 4.8	756.26 k	750.00 k principal	0.13	Debt	Long	USA
Enbridge Energy Partners LP	753.93 k	750.00 k principal	0.13	Debt	Long	USA
FED HM LN PC POOL QF1648 FR 10/52 FIXED 5	737.17 k	735.01 k principal	0.13	ABS-mortgage backed security	Long	USA
EFX Equifax Inc.	733.13 k	750.00 k principal	0.13	Debt	Long	USA
HES Hess Corporation	728.32 k	700.00 k principal	0.13	Debt	Long	USA
SYY Sysco Corporation	727.97 k	825.00 k principal	0.13	Debt	Long	USA
CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484	723.52 k	750.00 k principal	0.13	Debt	Long	USA
MO Altria Group, Inc.	722.36 k	925.00 k principal	0.13	Debt	Long	USA
MID AMERICA APARTMENTS SR UNSECURED 11/25 4	721.19 k	725.00 k principal	0.13	Debt	Long	USA
PACIFIC LIFE GF II SECURED 144A 01/29 4.9	717.27 k	700.00 k principal	0.13	Debt	Long	USA
HOME PARTNERS OF AMERICA TRUST HPA 2022 1 B 144A	716.10 k	728.21 k principal	0.12	ABS-other	Long	USA
CITIZENS BANK NA/RI SR UNSECURED 02/26 3.75	715.18 k	725.00 k principal	0.12	Debt	Long	USA
FNMA POOL MA4804 FN 11/52 FIXED 4	715.01 k	743.97 k principal	0.12	ABS-mortgage backed security	Long	USA
GD General Dynamics Corporation	712.38 k	745.00 k principal	0.12	Debt	Long	USA
AVALONBAY COMMUNITIES SR UNSECURED 05/27 3.35	711.28 k	725.00 k principal	0.12	Debt	Long	USA
MMAF EQUIPMENT FINANCE LLC MMAF 2020 A A5 144A	696.40 k	750.00 k principal	0.12	ABS-other	Long	USA
KOF Coca-Cola FEMSA, S.A.B. de C.V.	695.74 k	750.00 k principal	0.12	Debt	Long	Mexico
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/29 5.3	693.44 k	675.00 k principal	0.12	Debt	Long	USA
DUK Duke Energy Corporation	691.01 k	825.00 k principal	0.12	Debt	Long	USA
SO The Southern Company	690.11 k	700.00 k principal	0.12	Debt	Long	USA
FTNT Fortinet, Inc.	686.46 k	720.00 k principal	0.12	Debt	Long	USA
ORCL Oracle Corporation	685.17 k	900.00 k principal	0.12	Debt	Long	USA
FED HM LN PC POOL QF5585 FR 11/52 FIXED 4.5	676.33 k	686.37 k principal	0.12	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 01/33 VAR	674.93 k	750.00 k principal	0.12	Debt	Long	USA
ABBV AbbVie Inc.	671.79 k	750.00 k principal	0.12	Debt	Long	USA
RYDER SYSTEM INC SR UNSECURED 06/28 5.25	670.84 k	650.00 k principal	0.12	Debt	Long	USA
Williams Partners LP	665.05 k	675.00 k principal	0.12	Debt	Long	USA
FLO Flowers Foods, Inc.	663.24 k	675.00 k principal	0.12	Debt	Long	USA
ES Eversource Energy	657.69 k	670.00 k principal	0.11	Debt	Long	USA
ENEL FINANCE INTL NV COMPANY GUAR 144A 07/31 2.25	652.21 k	750.00 k principal	0.11	Debt	Long	Netherlands
HBAN Huntington Bancshares Incorporated	650.84 k	650.00 k principal	0.11	Debt	Long	USA
FNMA POOL BW9916 FN 10/52 FIXED 5	644.05 k	644.11 k principal	0.11	ABS-mortgage backed security	Long	USA
WRKCo Inc.	642.04 k	650.00 k principal	0.11	Debt	Long	USA
FNMA POOL MA4593 FN 03/52 FIXED 4	641.68 k	667.37 k principal	0.11	ABS-mortgage backed security	Long	USA
D Dominion Energy, Inc.	641.68 k	670.00 k principal	0.11	Debt	Long	USA
BOSTON PROPERTIES LP SR UNSECURED 02/26 3.65	640.33 k	650.00 k principal	0.11	Debt	Long	USA
TXT Textron Inc.	639.87 k	650.00 k principal	0.11	Debt	Long	USA
PUGET ENERGY INC SR SECURED 06/28 2.379	634.28 k	685.00 k principal	0.11	Debt	Long	USA
FED HM LN PC POOL SD8210 FR 03/52 FIXED 4	633.36 k	658.46 k principal	0.11	ABS-mortgage backed security	Long	USA
AAPL Apple Inc.	631.84 k	625.00 k principal	0.11	Debt	Long	USA
CNA CNA Financial Corporation	631.08 k	600.00 k principal	0.11	Debt	Long	USA
ARE Alexandria Real Estate Equities, Inc.	626.79 k	780.00 k principal	0.11	Debt	Long	USA
ERAC USA FINANCE LLC COMPANY GUAR 144A 10/34 5.2	625.55 k	600.00 k principal	0.11	Debt	Long	USA
AMT American Tower Corporation	624.88 k	700.00 k principal	0.11	Debt	Long	USA
BIIB Biogen Inc.	622.19 k	900.00 k principal	0.11	Debt	Long	USA
FED HM LN PC POOL SD7505 FR 08/49 FIXED 4.5	621.76 k	619.74 k principal	0.11	ABS-mortgage backed security	Long	USA
PNC The PNC Financial Services Group, Inc.	621.04 k	630.00 k principal	0.11	Debt	Long	USA
OVV Ovintiv Inc.	619.86 k	550.00 k principal	0.11	Debt	Long	USA
CNH INDUSTRIAL NV SR UNSECURED 11/27 3.85	618.59 k	625.00 k principal	0.11	Debt	Long	Netherlands
DG Dollar General Corporation	616.74 k	625.00 k principal	0.11	Debt	Long	USA
Jefferies Group Inc	615.53 k	575.00 k principal	0.11	Debt	Long	USA
UNITED MEXICAN STATES SR UNSECURED 01/50 4.5	615.47 k	775.00 k principal	0.11	Debt	Long	Mexico
BANK 2022 BNK40 03/64 3.5067	613.16 k	660.00 k principal	0.11	ABS-other	Long	USA
UNITED MEXICAN STATES SR UNSECURED 01/28 3.75	608.50 k	625.00 k principal	0.11	Debt	Long	Mexico
MPLX MPLX LP	605.67 k	675.00 k principal	0.11	Debt	Long	USA
AAP Advance Auto Parts, Inc.	603.84 k	675.00 k principal	0.11	Debt	Long	USA
SYNOVUS BANK GA SR UNSECURED 02/28 5.625	603.24 k	600.00 k principal	0.11	Debt	Long	USA
TOYOTA MOTOR CREDIT CORP SR UNSECURED 06/25 3.95	598.39 k	600.00 k principal	0.10	Debt	Long	USA
FNMA POOL FM3919 FN 05/49 FIXED VAR	597.16 k	608.51 k principal	0.10	ABS-mortgage backed security	Long	USA
JOHN DEERE CAPITAL CORP SR UNSECURED 07/29 2.8	596.64 k	630.00 k principal	0.10	Debt	Long	USA
VRSK Verisk Analytics, Inc.	596.59 k	600.00 k principal	0.10	Debt	Long	USA
FITB Fifth Third Bancorp	595.38 k	570.00 k principal	0.10	Debt	Long	USA