Form NPORT-P Forethought Variable For: Jun 30

  
    NPORT-P
    false
    
      
      
        
          0001580353
          XXXXXXXX
        
      
      
      
      
        S000045288
        C000141021
      
      
    
  
  
    
      Forethought Variable Insurance Trust
      811-22865
      0001580353
      5493006EQMR1BNKF6A36
      10 West Market Street
      Suite 2300
      Indianapolis
      
      46204
      877-355-1820
      Global Atlantic Franklin Dividend and Income Managed Risk Portfolio
      S000045288
      54930090MU1ONMLIGZ58
      2022-12-31
      2022-06-30
      N
    
    
      239422107.98
      9824228.34
      229597879.64
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      9405096.93000000
      0.00000000
      4910299.55000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        PECF USS INTERMEDIATE HO
        N/A
        
        69291LAB2
        
          
          
        
        2397.22000000
        PA
        USD
        2157.50000000
        0.000939686378
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-15
          Floating
          5.86230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GROUP LLC
        5493002K6DHWNZH8YA34
        
        25277BAE8
        
          
          
        
        55044.94000000
        PA
        USD
        54677.79000000
        0.023814588395
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-25
          Floating
          9.68600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IDERA INC
        549300VQ6S3PWR8NUC48
        
        45168RAQ6
        
          
          
        
        12856.21260000
        PA
        USD
        11819.74000000
        0.005148017925
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-02
          Floating
          5.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERKINELMER INC
        549300IKL1SDPFI7N655
        
        714046AN9
        
          
          
        
        200000.00000000
        PA
        USD
        158484.10000000
        0.069026813422
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDEN ST TOBACCO SECURITIZATI
        N/A
        
        38122ND82
        
          
        
        305000.00000000
        PA
        USD
        274841.54000000
        0.119705608967
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-06-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        24 Hour Fitness Worldwide Inc
        N/A
        
        000000000
        
          
        
        31367.73000000
        PA
        USD
        9724.00000000
        0.004235230750
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-29
          Floating
          6.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONAIR HOLDINGS LLC
        549300804G00T34FLV17
        
        20600RAB8
        
          
          
        
        5330.11000000
        PA
        USD
        4441.74000000
        0.001934573614
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-17
          Floating
          5.36230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co/The
        Z15BMIOX8DDH0X2OBP21
        
        824348106
        
          
          
        
        4500.00000000
        NS
        USD
        1007595.00000000
        0.438852049322
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CLARIOS GLOBAL LP
        549300474L1ZLXZY2P98
        
        000000000
        
          
          
        
        16946.51490000
        PA
        USD
        15781.44000000
        0.006873512954
        Long
        LON
        CORP
        CA
        
        N
        
        2
        
          2026-04-30
          Floating
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPDR Blackstone Senior Loan ETF
        549300ME4SR63Y3TRD06
        
        78467V608
        
          
          
        
        54600.00000000
        NS
        USD
        2273544.00000000
        0.990228656974
        Long
        EC
        PF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RED PLANET BORROWER LLC
        254900LGTHBRY5NA0C90
        
        57165KAB2
        
          
          
        
        4425.23330000
        PA
        USD
        3866.55000000
        0.001684053008
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-30
          Floating
          5.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        
        25714PDX3
        
          
          
        
        8000000.00000000
        PA
        
        145215.00000000
        0.063247535311
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2023-02-15
          Fixed
          8.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT HOLDINGS INTERMEDI
        5493006Q26653NF8SI73
        
        01881UAJ4
        
          
          
        
        11341.85460000
        PA
        USD
        10522.41000000
        0.004582973508
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-11-12
          Floating
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        
        200447AH3
        
          
          
        
        200000.00000000
        PA
        USD
        152352.00000000
        0.066356013495
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-02-09
          Fixed
          3.34800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOGMEIN INC
        549300D12V5KRBV00592
        
        54142KAD3
        
          
          
        
        32455.37350000
        PA
        USD
        24584.95000000
        0.010707829723
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-08-31
          Floating
          6.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILROY CA UNIF SCH DIST
        N/A
        
        376087GM8
        
          
        
        100000.00000000
        PA
        USD
        79364.59000000
        0.034566778284
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2047-08-01
          Fixed
          3.36400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COBHAM ULTRA US CO-BORRO
        N/A
        
        000000000
        
          
          
        
        2410.33000000
        PA
        USD
        2287.81000000
        0.000996442128
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-24
          Floating
          5.38270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC
        549300R0Z1Q47XRTGO22
        
        00488PAP0
        
          
          
        
        3396.76000000
        PA
        USD
        3198.63000000
        0.001393144398
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-15
          Floating
          5.87360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRB HOLDING CORP
        549300HVW4WNWYBXN830
        
        44988LAG2
        
          
          
        
        6539.12590000
        PA
        USD
        6125.00000000
        0.002667707563
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-15
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF TURKEY
        5493000PCHOG3B6S3Q85
        
        900123CY4
        
          
          
        
        200000.00000000
        PA
        USD
        142498.00000000
        0.062064162013
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2030-03-13
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        54930048FV8RWPR02D67
        
        452151LF8
        
          
          
        
        120000.00000000
        PA
        USD
        120730.74000000
        0.052583560522
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-06-01
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0KE8
        
          
        
        121664.00000000
        PA
        USD
        127840.64000000
        0.055680235462
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-11-25
          Floating
          6.77357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEDGWICK CMS INC
        549300BIN4DWJG5VWF64
        
        81527CAL1
        
          
          
        
        9846.94960000
        PA
        USD
        9226.59000000
        0.004018586763
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-31
          Floating
          5.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -8792.84000000
        -0.00382966951
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -155283.39000000
            USD
            213000.00000000
            AUD
            2022-07-21
            -8792.84000000
          
        
        
          N
          N
          N
        
      
      
        TRANSCANADA PIPELINES
        5BV01I6231JPDAPMGH09
        
        89352HAY5
        
          
          
        
        200000.00000000
        PA
        USD
        192006.43000000
        0.083627266201
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2048-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEXKO GLOBAL INC
        549300SMZ4OV1KBH1M19
        
        000000000
        
          
        
        1799.97000000
        PA
        USD
        1653.72000000
        0.000720267975
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-04
          Floating
          5.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        
        855244109
        
          
          
        
        8800.00000000
        NS
        USD
        672232.00000000
        0.292786676015
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        
        12543DBG4
        
          
          
        
        100000.00000000
        PA
        USD
        84625.00000000
        0.036857918780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFRICAN EXPORT-IMPORT BA
        21380068LJCDYA42GJ76
        
        00831TAA9
        
          
          
        
        200000.00000000
        PA
        USD
        171816.00000000
        0.074833443701
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2029-09-21
          Fixed
          3.99400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLOECKNER PENTAPLAST OF AME
        5299004QDA11QZOG5N31
        
        49865NAT7
        
          
          
        
        19899.24000000
        PA
        USD
        16765.11000000
        0.007301944611
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-02-09
          Floating
          6.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVEANNA HEALTHCARE LLC
        5493006D6JRLPIY8YV18
        
        05549DAK4
        
          
          
        
        1144.70000000
        PA
        USD
        1003.04000000
        0.000436868145
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-15
          Floating
          5.27340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP
        I1BZKREC126H0VB1BL91
        
        26441CAT2
        
          
          
        
        100000.00000000
        PA
        USD
        79226.87000000
        0.034506795151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST BRANDS GROUP LLC
        N/A
        
        31935HAD9
        
          
          
        
        18428.42640000
        PA
        USD
        17433.29000000
        0.007592966462
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-30
          Floating
          6.68600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CY9
        
          
          
        
        150000.00000000
        PA
        USD
        144382.41000000
        0.062884905656
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PATHWAY VET ALLIANCE LLC
        N/A
        
        70323KAE8
        
          
          
        
        19230.23890000
        PA
        USD
        17812.01000000
        0.007757915721
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-31
          Floating
          5.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMMUS TECHNOLOGY HOLDINGS
        549300K1Y0YC1YC1H809
        
        45232UAE8
        
          
          
        
        3371.87410000
        PA
        USD
        3108.16000000
        0.001353740724
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-06-30
          Floating
          5.11230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLAS PURCHASER INC
        N/A
        
        04939JAC0
        
          
          
        
        22039.58020000
        PA
        USD
        18072.46000000
        0.007871353179
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-18
          Floating
          6.86230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        
        830867AA5
        
          
          
        
        300000.00000000
        PA
        USD
        291673.67000000
        0.127036743744
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2025-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEXKO GLOBAL INC
        549300SMZ4OV1KBH1M19
        
        000000000
        
          
        
        343.71000000
        PA
        USD
        315.78000000
        0.000137536113
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-04
          Floating
          5.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POLARIS NEWCO LLC
        254900LEPDAG7EDOA064
        
        73108RAB4
        
          
          
        
        14458.95410000
        PA
        USD
        13322.91000000
        0.005802714737
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-04
          Floating
          5.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK HYNIX INC
        988400XAIK6XISWQV045
        
        78392BAC1
        
          
          
        
        200000.00000000
        PA
        USD
        157932.00000000
        0.068786349528
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2031-01-19
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IGT HOLDING IV AB
        549300S0NZ6VQU5JU607
        
        000000000
        
          
          
        
        16277.47240000
        PA
        USD
        15138.05000000
        0.006593288241
        Long
        LON
        CORP
        SE
        N
        
        2
        
          2028-03-29
          Floating
          5.46310000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEEWARD RENEWABL
        254900EVJU1A57NUX379
        
        524590AA4
        
          
          
        
        100000.00000000
        PA
        USD
        79738.52000000
        0.034729641286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US ANESTHESIA PARTNERS
        549300J001GMNRO7SQ51
        
        90350HAL3
        
          
          
        
        3651.78150000
        PA
        USD
        3399.81000000
        0.001480767159
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-01
          Floating
          6.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECURITY SERVICES BOR
        549300O6QPZVWXV2DC15
        
        03765VAK6
        
          
          
        
        17780.93460000
        PA
        USD
        16562.23000000
        0.007213581425
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-23
          Floating
          4.40230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dreyfus Government Cash Management
        5493000Q69I5Q3QZIA91
        
        262006208
        
          
          
        
        7590709.79000000
        NS
        USD
        7590709.79000000
        3.306088802693
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STANDARD AERO LTD
        549300WM2IKMXZ5LGL49
        
        26812CAF3
        
          
          
        
        24823.66800000
        PA
        USD
        22825.36000000
        0.009941450694
        Long
        LON
        CORP
        CA
        
        N
        
        2
        
          2026-04-08
          Floating
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        
        126650100
        
          
          
        
        8530.00000000
        NS
        USD
        790389.80000000
        0.344249607722
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ECI MACOLA MAX HOLDING
        549300MZ2LKM75L5EI42
        
        26825UAK7
        
          
          
        
        7033.85520000
        PA
        USD
        6607.46000000
        0.002877840165
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-11-09
          Floating
          5.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        
        98313RAH9
        
          
          
        
        200000.00000000
        PA
        USD
        123200.00000000
        0.053659032127
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-08-26
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STUDIO CITY FINANCE LTD
        254900D6R731QAUIG324
        
        86389QAG7
        
          
          
        
        200000.00000000
        PA
        USD
        103056.00000000
        0.044885431939
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2029-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WW Grainger Inc
        549300TWZSP6O1IH2V34
        
        384802104
        
          
          
        
        4068.00000000
        NS
        USD
        1848621.24000000
        0.805156059323
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBJ1
        
          
          
        
        300000.00000000
        PA
        USD
        255132.62000000
        0.111121505303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-06
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS
        549300YQDE2JSGTL8V47
        
        914908BC1
        
          
          
        
        14521.22950000
        PA
        USD
        13692.36000000
        0.005963626502
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-03-24
          Floating
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F032674
        
          
        
        2600000.00000000
        PA
        USD
        2500875.00000000
        1.089241330939
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlisle Cos Inc
        XR64VGX1ZPX6G7ZN7Z11
        
        142339100
        
          
          
        
        7677.00000000
        NS
        USD
        1831808.97000000
        0.797833574452
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CAZ4
        
          
          
        
        2065000.00000000
        PA
        USD
        1888265.03000000
        0.822422677840
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-11-30
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599DJ1
        
          
          
        
        200000.00000000
        PA
        USD
        197000.00000000
        0.085802186112
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-15
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 35
        549300EBYXJ9QVMC7X31
        
        67591TAC4
        
          
          
        
        500000.00000000
        PA
        USD
        479597.50000000
        0.208885857635
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-20
          Floating
          2.16271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya CLO Ltd
        549300ITL5IR423IJ183
        
        92915PAR6
        
          
        
        200000.00000000
        PA
        USD
        163483.20000000
        0.071204141892
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-18
          Floating
          3.84429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -384.00000000
        NC
        USD
        2205027.50000000
        0.960386700198
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                STANDARD & POOR'S FINANCIAL SERVICES LLC
                STANDARD & POORS'S 500
                
                  
                  
                  
                
              
            
            2022-09-16
            -74963427.50000000
            USD
            2205027.50000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XAH7
        
          
          
        
        75416.80000000
        PA
        USD
        75512.13000000
        0.032888862091
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-05-25
          Floating
          4.22357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOHAWK INDUSTRIES INC
        549300JI1115MG3Q6322
        
        608190AL8
        
          
          
        
        125000.00000000
        PA
        USD
        111798.29000000
        0.048693084698
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTORIA ENERGY LLC
        549300BXD26J7I0IPB62
        
        04626LAE9
        
          
          
        
        1218.16000000
        PA
        USD
        1144.81000000
        0.000498615231
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-10
          Floating
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        
        609207105
        
          
          
        
        11900.00000000
        NS
        USD
        738871.00000000
        0.321810898758
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAY1
        
          
          
        
        150000.00000000
        PA
        USD
        118814.13000000
        0.051748792360
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2033-10-29
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        
        279158AL3
        
          
          
        
        100000.00000000
        PA
        USD
        92695.00000000
        0.040372759602
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2026-06-26
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT CANADIAN GAMING CO
        549300FU60SSFLTE0M84
        
        000000000
        
          
          
        
        3708.53000000
        PA
        USD
        3480.46000000
        0.001515893790
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2026-11-01
          Floating
          5.62360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F042673
        
          
        
        3441000.00000000
        PA
        USD
        3455516.89000000
        1.505029966051
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        
        000000000
        
          
          
        
        19716.57670000
        PA
        USD
        17972.84000000
        0.007827964277
        Long
        LON
        CORP
        FR
        N
        
        2
        
          2026-08-14
          Floating
          5.44370000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSELL INVESTMENTS US
        5493008YG7V0FQCJQI74
        
        78249LAD2
        
          
          
        
        14879.05000000
        PA
        USD
        13856.12000000
        0.006034951203
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-30
          Floating
          5.13270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MH SUB I LLC
        N/A
        
        45567YAL9
        
          
          
        
        8264.92180000
        PA
        USD
        7766.96000000
        0.003382853540
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-09-15
          Floating
          5.36230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        
        717081103
        
          
          
        
        32985.00000000
        NS
        USD
        1729403.55000000
        0.753231498788
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PRE-PAID LEGAL SERVICES
        549300DKH5WJ2J8QU878
        
        74006LAS1
        
          
          
        
        5075.44000000
        PA
        USD
        4726.50000000
        0.002058599150
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-15
          Floating
          5.27340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05609WAA1
        
          
        
        220000.00000000
        PA
        USD
        214060.00000000
        0.093232568321
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-15
          Floating
          2.82482000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        
        000000000
        
          
          
          
        
        36800.00000000
        NS
        USD
        3302800.00000000
        1.438515026871
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CRESTWOOD MID PARTNER LP
        N/A
        
        226373AR9
        
          
          
        
        100000.00000000
        PA
        USD
        87258.00000000
        0.038004706374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650CY4
        
          
          
        
        100000.00000000
        PA
        USD
        94956.53000000
        0.041357755632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-03-25
          Fixed
          4.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        
        78081BAN3
        
          
          
        
        300000.00000000
        PA
        USD
        234746.20000000
        0.102242320516
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2031-09-02
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINTHRIVE SOFTWARE INTER
        N/A
        
        58404KAH8
        
          
          
        
        4033.29000000
        PA
        USD
        3730.79000000
        0.001624923542
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-17
          Floating
          5.61230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CED9
        
          
          
        
        1298000.00000000
        PA
        USD
        1256220.63000000
        0.547139473574
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-03-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR INC
        WRJR7GS4GTRECRRTVX92
        
        149123CH2
        
          
          
        
        50000.00000000
        PA
        USD
        45362.68000000
        0.019757447268
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-09
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXR0
        
          
          
        
        300000.00000000
        PA
        USD
        237617.35000000
        0.103492832935
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-27
          Fixed
          1.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHES BUYER INC
        2549009ADY4208OH2Y47
        
        03952HAD6
        
          
          
        
        6356.79730000
        PA
        USD
        5784.69000000
        0.002519487553
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-06
          Floating
          4.88270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GR/DIAMON
        N/A
        
        25277LAF3
        
          
          
        
        200000.00000000
        PA
        USD
        50000.00000000
        0.021777204597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        
        46625H100
        
          
          
        
        16950.00000000
        NS
        USD
        1908739.50000000
        0.831340212284
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CORNERSTONE ONDEMAND INC
        549300Z402F16H5EGH48
        
        86803YAB9
        
          
          
        
        8050.73000000
        PA
        USD
        7178.59000000
        0.003126592462
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-15
          Floating
          5.27340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL MEDICAL RESPONSE
        549300ZFWD4ZFCEJCQ87
        
        00169QAD1
        
          
          
        
        3745.06070000
        PA
        USD
        3475.90000000
        0.001513907709
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-03-14
          Floating
          6.25330000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK ST DORM AUTH REVENUES
        549300C8XO7EXTX2XU71
        
        64990GWW8
        
          
        
        45000.00000000
        PA
        USD
        38019.08000000
        0.016558985675
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-07-01
          Fixed
          3.14200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SH2
        
          
          
        
        100000.00000000
        PA
        USD
        93968.75000000
        0.040927533889
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        
        25746UDG1
        
          
          
        
        100000.00000000
        PA
        USD
        91675.40000000
        0.039928678846
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALLY'S CORP
        549300NS4D5IK406VT62
        
        05875CAB0
        
          
          
        
        20449.28000000
        PA
        USD
        18931.53000000
        0.008245516042
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-01
          Floating
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL ELECTRIC CORP LTD
        254900JW7GE35YNJGJ55
        
        465077AL9
        
          
          
        
        200000.00000000
        PA
        USD
        192200.00000000
        0.083711574471
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2028-08-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810RT7
        
          
          
        
        795000.00000000
        PA
        USD
        645875.39000000
        0.281307210246
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-08-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TB4
        
          
          
        
        140000.00000000
        PA
        USD
        105962.50000000
        0.046151340842
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES HOLDIN
        549300W5GPFXXB6TQ330
        
        80875CAB3
        
          
          
        
        15179.92000000
        PA
        USD
        14022.45000000
        0.006107395252
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-04-04
          Floating
          5.18600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUEST DIAGNOSTICS INC
        8MCWUBXQ0WE04KMXBX50
        
        74834LBC3
        
          
          
        
        245000.00000000
        PA
        USD
        210454.07000000
        0.091662026814
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-30
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KUW7
        
          
        
        104804.10000000
        PA
        USD
        104539.36000000
        0.045531500623
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-04-25
          Floating
          2.92566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVANTI SOFTWARE INC
        254900GHAXAYKWDX9F60
        
        46583DAG4
        
          
          
        
        19900.12000000
        PA
        USD
        17047.84000000
        0.007425085992
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-01
          Floating
          6.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS FINANCE LUXEMBOURG
        N/A
        
        46592QAA7
        
          
          
        
        200000.00000000
        PA
        USD
        161500.00000000
        0.070340370848
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2032-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSACHUSETTS ST SCH BLDG AUTH
        N/A
        
        576000XQ1
        
          
        
        85000.00000000
        PA
        USD
        71790.54000000
        0.031267945554
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-10-15
          Fixed
          3.39500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        
        30231G102
        
          
          
        
        14330.00000000
        NS
        USD
        1227221.20000000
        0.534508943168
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        12.00000000
        NC
        USD
        -36000.00000000
        -0.01567958730
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            1888125.00000000
            USD
            -36000.00000000
          
        
        
          N
          N
          N
        
      
      
        EDELMAN FINANCIAL CENTER
        549300Z31KZXNP05U733
        
        27943UAK2
        
          
          
        
        19800.00000000
        PA
        USD
        18280.35000000
        0.007961898441
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-07
          Floating
          5.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        549300KNQVXGIOXWK278
        
        04649VAY6
        
          
          
        
        8357.49360000
        PA
        USD
        7542.64000000
        0.003285152289
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-07-31
          Floating
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F040677
        
          
        
        3497000.00000000
        PA
        USD
        3450009.06000000
        1.502631063235
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Parcel Service Inc
        D01LMJZU09ULLNCY6Z23
        
        911312106
        
          
          
        
        19720.00000000
        NS
        USD
        3599688.80000000
        1.567823189675
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INTL CONSOLIDATED AIRLIN
        959800TZHQRUSH1ESL13
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        147617.54000000
        0.064293947414
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2029-03-25
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Linde PLC
        8945002PAZHZLBGKGF02
        
        000000000
        
          
          
          
        
        18375.00000000
        NS
        USD
        5283363.75000000
        2.301137866901
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        MCAFEE CORP
        2549009UKR8UEZYVCR93
        
        57906HAD9
        
          
          
        
        2657.74000000
        PA
        USD
        2411.90000000
        0.001050488795
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-03-01
          Floating
          5.68600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JANE STREET GROUP LLC
        5493002N1IVX6KHGYO08
        
        47077DAG5
        
          
          
        
        8510.23080000
        PA
        USD
        8163.44000000
        0.003555538061
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-01-26
          Floating
          4.38270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89173HAA4
        
          
        
        32974.47000000
        PA
        USD
        32934.20000000
        0.014344296232
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-04-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKER BP ASA
        549300NFTY73920OYK69
        
        00973RAJ2
        
          
          
        
        200000.00000000
        PA
        USD
        180093.15000000
        0.078438507482
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2031-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APTEAN INC
        549300D5LUPGZUDZXC96
        
        03834WAQ8
        
          
          
        
        11908.59690000
        PA
        USD
        11243.74000000
        0.004897144528
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-04-23
          Floating
          5.87360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSUREDPARTNERS INC
        549300HNDSDQWQ3L2P80
        
        04621HAN3
        
          
          
        
        29298.97320000
        PA
        USD
        27394.54000000
        0.011931530048
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-13
          Floating
          4.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        
        785592AS5
        
          
          
        
        400000.00000000
        PA
        USD
        401097.55000000
        0.174695668195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOTION FINCO LLC
        N/A
        
        000000000
        
          
        
        12353.14060000
        PA
        USD
        11380.33000000
        0.004956635495
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-11-04
          Floating
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KENAN ADVANTAGE GROUP
        549300GVUXCXDWYPIY65
        
        48853UBE9
        
          
          
        
        51740.49780000
        PA
        USD
        48296.65000000
        0.021035320568
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-03-24
          Floating
          5.38270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON WATER HOLDINGS IN
        5493005IYCEL7QJFZZ63
        
        89678QAB2
        
          
          
        
        48587.49070000
        PA
        USD
        42843.96000000
        0.018660433653
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-31
          Floating
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dover Corp
        549300FMC2ALGA7N9E80
        
        260003108
        
          
          
        
        17765.00000000
        NS
        USD
        2155249.80000000
        0.938706317052
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ATHENAHEALTH GROUP INC
        254900AA3KZN4Q7A5Z33
        
        04686RAB9
        
          
          
        
        15114.86000000
        PA
        USD
        13877.41000000
        0.006044223936
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-15
          Floating
          4.97740000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON IAQ LLC
        549300IXDNBXNHUPBU73
        
        55759VAB4
        
          
          
        
        4372.59590000
        PA
        USD
        3971.76000000
        0.001729876602
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-21
          Floating
          4.89160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967LZ2
        
          
          
        
        200000.00000000
        PA
        USD
        199436.34000000
        0.086863319605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          4.04400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UTAH ST TRANSIT AUTH SALES TAX
        N/A
        
        917567EX3
        
          
        
        60000.00000000
        PA
        USD
        50300.40000000
        0.021908042042
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-12-15
          Fixed
          3.44300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUIKRETE HOLDINGS INC
        5493007KIN86DIZWZT22
        
        74839XAG4
        
          
          
        
        10000.00000000
        PA
        USD
        9412.50000000
        0.004099558765
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-11
          Floating
          4.61230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        
        29444UBQ8
        
          
          
        
        50000.00000000
        PA
        USD
        44436.93000000
        0.019354242325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCERT BUYER INC
        549300EF826JEEUCHZ67
        
        24022KAB5
        
          
          
        
        19550.00000000
        PA
        USD
        18635.26000000
        0.008116477394
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-10-16
          Floating
          5.06270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOOTHILL ESTRN TRANSPRTN CORRI
        N/A
        
        345105JE1
        
          
        
        135000.00000000
        PA
        USD
        117980.44000000
        0.051385683606
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-01-15
          Fixed
          4.09400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELECTRICITE DE FRANCE SA
        549300X3UK4GG3FNMO06
        
        268317AF1
        
          
          
        
        400000.00000000
        PA
        USD
        376360.19000000
        0.163921457197
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STAPLES INC
        XQM2JINI1UL7642TU573
        
        855031AQ3
        
          
          
        
        19358.68110000
        PA
        USD
        16782.81000000
        0.007309653741
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-04-12
          Floating
          6.06270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05609PAG3
        
          
        
        130000.00000000
        PA
        USD
        122452.20000000
        0.053333332255
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          2.22380000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TRAILER WORLD
        254900WNYWX3HF6TKT69
        
        03028BAB3
        
          
          
        
        33867.29000000
        PA
        USD
        28928.42000000
        0.012599602420
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-05
          Floating
          5.43600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITCHELL INTERNATIONAL
        5493002RDNIGEM7SSV41
        
        60662WAS1
        
          
          
        
        9274.76000000
        PA
        USD
        8431.31000000
        0.003672207257
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-15
          Floating
          5.27340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASP BLADE HOLDINGS INC
        N/A
        
        00217HAB7
        
          
          
        
        12084.56000000
        PA
        USD
        10553.81000000
        0.004596649592
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-15
          Floating
          5.52340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERSCEND HOLDING CORP
        N/A
        
        92531HAD9
        
          
          
        
        9773.85690000
        PA
        USD
        9334.03000000
        0.004065381620
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-27
          Floating
          5.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        24 Hour Fitness Worldwide Inc Common Stock
        N/A
        
        000000000
        
          
        
        671.00000000
        NS
        USD
        252.97000000
        0.000110179588
        Long
        EC
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61746BDZ6
        
          
          
        
        400000.00000000
        PA
        USD
        394370.22000000
        0.171765619359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-27
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        13776.40000000
        0.006000229628
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -213000.00000000
            AUD
            160266.95000000
            USD
            2022-07-21
            13776.40000000
          
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE, INC.
        5493000F4ZO33MV32P92
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        28497.21000000
        0.012411791452
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              INTERCONTINENTAL EXCHANGE, INC.
              5493000F4ZO33MV32P92
            
            
              
                IHS MARKIT LTD
                CDX.EM.37.V1
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            26594.47000000
            USD
            0.00000000
            USD
            -285000.00000000
            USD
            1902.74000000
          
        
        
          N
          N
          N
        
      
      
        ASSUREDPARTNERS INC
        549300HNDSDQWQ3L2P80
        
        04621HAS2
        
          
          
        
        2525.69980000
        PA
        USD
        2362.16000000
        0.001028824832
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-13
          Floating
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstkey Homes Trust
        N/A
        
        33767JAA0
        
          
        
        148939.24000000
        PA
        USD
        137293.68000000
        0.059797451185
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-10-19
          Fixed
          1.26600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAZZ FINANCING LUX SARL
        635400WUEO2NSG5OIU34
        
        000000000
        
          
          
        
        23687.75740000
        PA
        USD
        22551.46000000
        0.009822155167
        Long
        LON
        CORP
        LU
        
        N
        
        2
        
          2028-05-05
          Floating
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYER US FINANCE II LLC
        529900XWNEXYNJ3X6T40
        
        07274NAL7
        
          
          
        
        100000.00000000
        PA
        USD
        97551.00000000
        0.042487761713
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-12-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AI AQUA MERGER SUB INC
        5493005QMH1D47U26R45
        
        00132UAL8
        
          
          
        
        9446.70000000
        PA
        USD
        8565.04000000
        0.003730452569
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-30
          Floating
          5.48650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        706451BG5
        
          
          
        
        80000.00000000
        PA
        USD
        54610.40000000
        0.023785237078
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2035-06-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cintas Corp
        N/A
        
        172908105
        
          
          
        
        8388.00000000
        NS
        USD
        3133169.64000000
        1.364633525759
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PHOENIX NEWCO INC
        254900PHGVI5379Z9791
        
        71911KAC8
        
          
          
        
        2316.77000000
        PA
        USD
        2170.81000000
        0.000945483470
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-15
          Floating
          5.02340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEAR CHANNEL OUTDOOR HO
        N/A
        
        18452RAD7
        
          
          
        
        4278.53220000
        PA
        USD
        3663.49000000
        0.001595611425
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-08-21
          Floating
          5.12360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAVO Residential Funding Trus
        N/A
        
        10568LAL0
        
          
        
        70940.98000000
        PA
        USD
        68489.64000000
        0.029830258061
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-10-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN BERNARDINO CA CMNTY CLG DI
        549300Y4FPTEP3EQZ007
        
        796720PN4
        
          
        
        250000.00000000
        PA
        USD
        193784.88000000
        0.084401859592
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-08-01
          Fixed
          2.68600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISION SOLUTIONS INC
        N/A
        
        000000000
        
          
        
        3703.17000000
        PA
        USD
        3340.26000000
        0.001454830508
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-28
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TICP CLO Ltd
        254900JG2DPAYUCW8T83
        
        87246MAS1
        
          
        
        300000.00000000
        PA
        USD
        291363.30000000
        0.126901563924
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-15
          Floating
          2.16429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLYNN RESTAURANT GROUP
        5493008VE8TQONGO3817
        
        34410JAF8
        
          
          
        
        4543.16000000
        PA
        USD
        4222.87000000
        0.001839246079
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-03
          Floating
          6.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        
        64072UAE2
        
          
          
        
        36085.27640000
        PA
        USD
        33487.14000000
        0.014585125983
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-07-17
          Floating
          4.27960000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMENTUM GOVERNMENT SERVI
        5493008CT6B5L54YSE94
        
        57776DAE3
        
          
          
        
        12952.22000000
        PA
        USD
        12296.58000000
        0.005355702770
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-15
          Floating
          5.47740000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        8.00000000
        NC
        USD
        -9408.26000000
        -0.00409771205
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-30
            1689533.27000000
            USD
            -9408.26000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810RS9
        
          
          
        
        915000.00000000
        PA
        USD
        781252.73000000
        0.340270010866
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-05-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR CANADA
        4B4HI3CGXMBDC0G6BM51
        
        000000000
        
          
          
        
        86113.89000000
        PA
        USD
        79009.49000000
        0.034412116576
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2028-08-11
          Floating
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTER US BIDCO INC
        549300KXGY77REE4ZR63
        
        12509YAE6
        
          
          
        
        16866.76140000
        PA
        USD
        15981.26000000
        0.006960543374
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-19
          Floating
          5.86230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        
        478160104
        
          
          
        
        19100.00000000
        NS
        USD
        3390441.00000000
        1.476686546633
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBJ4
        
          
          
        
        400000.00000000
        PA
        USD
        390354.95000000
        0.170016792233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-24
          Fixed
          4.49300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC
        549300R0Z1Q47XRTGO22
        
        00488PAN5
        
          
          
        
        5825.55610000
        PA
        USD
        5439.61000000
        0.002369189997
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-15
          Floating
          5.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCGRAW-HILL EDUCATION
        N/A
        
        58063DAC7
        
          
          
        
        23977.64550000
        PA
        USD
        21659.73000000
        0.009433767434
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-30
          Floating
          6.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810QT8
        
          
          
        
        28000.00000000
        PA
        USD
        27022.19000000
        0.011769355205
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89169DAA9
        
          
        
        31750.32000000
        PA
        USD
        31489.08000000
        0.013714882754
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-07-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST STUDENT BIDCO INC
        2549006DRO2F06AA1391
        
        33718FAB6
        
          
          
        
        914.18000000
        PA
        USD
        814.76000000
        0.000354863904
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-21
          Floating
          3.98290000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecolab Inc
        82DYEISM090VG8LTLS26
        
        278865100
        
          
          
        
        12100.00000000
        NS
        USD
        1860496.00000000
        0.810328040884
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OWENS & MINOR INC
        549300LMT5KQQXCEZ733
        
        69073LAD2
        
          
          
        
        3559.53000000
        PA
        USD
        3523.93000000
        0.001534826891
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-03-29
          Floating
          5.34850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER NEX US INC
        549300KRNU8RNVGYXG75
        
        16125TAJ1
        
          
          
        
        1743.50220000
        PA
        USD
        1637.44000000
        0.000713177317
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-01
          Floating
          5.38270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SN9
        
          
          
        
        875000.00000000
        PA
        USD
        561743.17000000
        0.244663918883
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-05-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRY GARDEN HLDGS
        549300MGHLPT1EFHGF84
        
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        108100.00000000
        0.047082316339
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-08
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US SILICA CO
        549300LB0THBBEFBXE82
        
        90343KAR3
        
          
          
        
        9869.28980000
        PA
        USD
        9475.60000000
        0.004127041597
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-01
          Floating
          5.33490000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        
        19685GAA4
        
          
        
        97824.27000000
        PA
        USD
        96684.38000000
        0.042110310492
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-03-25
          Variable
          4.30100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        
        594918104
        
          
          
        
        54293.00000000
        NS
        USD
        13944071.19000000
        6.073257824446
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Analog Devices Inc
        GYVOE5EZ4GDAVTU4CQ61
        
        032654105
        
          
          
        
        33771.00000000
        NS
        USD
        4933605.39000000
        2.148802679596
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KOHL'S CORPORATION
        549300JF6LPRTRJ0FH50
        
        500255AX2
        
          
          
        
        200000.00000000
        PA
        USD
        173895.66000000
        0.075739227327
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        N/A
        
        26248XAA2
        
          
        
        250000.00000000
        PA
        USD
        239719.68000000
        0.104408490346
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-04-20
          Floating
          2.12052000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERGEN NV
        549300E3XRGX2JMPEC79
        
        45867XAG9
        
          
          
        
        200000.00000000
        PA
        USD
        192350.00000000
        0.083776906085
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2023-06-30
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPARTA US HOLDCO LLC
        5493004EFF9NBQ1A8453
        
        84673EAB5
        
          
          
        
        4676.02000000
        PA
        USD
        4453.91000000
        0.001939874186
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-02
          Floating
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        
        548661107
        
          
          
        
        18695.00000000
        NS
        USD
        3265455.65000000
        1.422249915861
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        
        92826C839
        
          
          
        
        19510.00000000
        NS
        USD
        3841323.90000000
        1.673065929887
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICA MOVIL SAB DE CV
        5493000FNR3UCEAONM59
        
        03217KAB4
        
          
          
        
        200000.00000000
        PA
        USD
        177500.00000000
        0.077309076320
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2032-04-04
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TA6
        
          
          
        
        280000.00000000
        PA
        USD
        214254.69000000
        0.093317364400
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        549300KNQVXGIOXWK278
        
        04649VAZ3
        
          
          
        
        354.41000000
        PA
        USD
        301.25000000
        0.000131207657
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-03
          Floating
          7.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategi
        N/A
        
        14315BAG1
        
          
        
        200000.00000000
        PA
        USD
        174077.20000000
        0.075818296002
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-15
          Floating
          3.84429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pentair PLC
        549300EVR9D56WPSRP15
        
        000000000
        
          
          
          
        
        28670.00000000
        NS
        USD
        1312225.90000000
        0.571532238040
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        HARVEST OPERATIONS CORP
        B1EEF6ML54YDWRC6ZK53
        
        41754WAS0
        
          
          
        
        100000.00000000
        PA
        USD
        100727.00000000
        0.043871049749
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-06-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Target Corp
        8WDDFXB5T1Z6J0XC1L66
        
        87612E106
        
          
          
        
        20830.00000000
        NS
        USD
        2941820.90000000
        1.281292712551
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANQUE OUEST AFRICAINE D
        529900LIZJABE4JJS826
        
        06675QAB9
        
          
          
        
        200000.00000000
        PA
        USD
        181752.00000000
        0.079161009798
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2027-07-27
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        
        075887109
        
          
          
        
        16300.00000000
        NS
        USD
        4018439.00000000
        1.750207365286
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KAISER FOUNDATION HOSPIT
        DW4Z57L3G4IRMHYZYK62
        
        48305QAE3
        
          
          
        
        140000.00000000
        PA
        USD
        111784.15000000
        0.048686926105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.26600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCANADA PIPELINES
        5BV01I6231JPDAPMGH09
        
        89352HAW9
        
          
          
        
        100000.00000000
        PA
        USD
        97470.66000000
        0.042452770100
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTY INC
        549300BO9IWPF3S48F93
        
        22207EBG8
        
          
          
        
        18301.53790000
        PA
        USD
        17429.65000000
        0.007591381082
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-05
          Floating
          4.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        
        698299BJ2
        
          
          
        
        70000.00000000
        PA
        USD
        67900.00000000
        0.029573443842
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2026-04-17
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Economy Assets Phase 1 Iss
        N/A
        
        643821AA9
        
          
        
        260000.00000000
        PA
        USD
        227055.63000000
        0.098892738189
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-10-20
          Fixed
          1.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlueMountain EUR CLO
        635400IYPG2G6NM3OV52
        
        000000000
        
          
        
        250000.00000000
        PA
        
        240156.07000000
        0.104598557432
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2033-01-15
          Floating
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE, INC.
        5493000F4ZO33MV32P92
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        6826.04000000
        0.002973041393
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              INTERCONTINENTAL EXCHANGE, INC.
              5493000F4ZO33MV32P92
            
            
              
                IHS MARKIT LTD
                CDX.NA.HY.38.V1
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            0.00000000
            USD
            -4181.55000000
            USD
            -237600.00000000
            USD
            11007.59000000
          
        
        
          N
          N
          N
        
      
      
        ASCENSUS HOLDINGS INC
        N/A
        
        000000000
        
          
        
        9033.89000000
        PA
        USD
        8401.52000000
        0.003659232399
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-02
          Floating
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DYNASTY ACQUISITION CO I
        549300L1RCRPOAUCB870
        
        26812CAE6
        
          
          
        
        46172.06000000
        PA
        USD
        42455.21000000
        0.018491115887
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-04-08
          Floating
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cent CLO LP
        5493002BI0SI5QMH0P08
        
        15137EBJ1
        
          
        
        250000.00000000
        PA
        USD
        221522.75000000
        0.096482924993
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-27
          Floating
          4.42486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46653QAF2
        
          
        
        172266.75000000
        PA
        USD
        160479.86000000
        0.069896054898
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-05-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TK ELEVATOR MIDCO GMBH
        549300C2AFWPAYWS5574
        
        000000000
        
          
          
        
        15583.27340000
        PA
        USD
        14560.70000000
        0.006341826859
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-07-31
          Floating
          5.00930000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colgate-Palmolive Co
        YMEGZFW4SBUSS5BQXF88
        
        194162103
        
          
          
        
        24416.00000000
        NS
        USD
        1956698.24000000
        0.852228358148
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        
        88167AAQ4
        
          
          
        
        100000.00000000
        PA
        USD
        82375.00000000
        0.035877944573
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-05-09
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCH CAPITAL GROUP LTD
        549300AYR4P8AFKDCE43
        
        03939AAA5
        
          
          
        
        200000.00000000
        PA
        USD
        156528.50000000
        0.068175063395
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2050-06-30
          Fixed
          3.63500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman CLO Ltd
        549300IWMW28G8CR9G28
        
        64131WAC1
        
          
        
        649000.00000000
        PA
        USD
        625539.95000000
        0.272450229497
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-15
          Floating
          2.14429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNT HOLDINGS I CORP
        N/A
        
        12656AAC3
        
          
          
        
        1774.91320000
        PA
        USD
        1681.36000000
        0.000732306414
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-11-08
          Floating
          5.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        
        15135BAW1
        
          
          
        
        100000.00000000
        PA
        USD
        82875.00000000
        0.036095716619
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46592XAF1
        
          
        
        230828.87000000
        PA
        USD
        211636.33000000
        0.092176953172
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-04-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        
        517834AF4
        
          
          
        
        100000.00000000
        PA
        USD
        82647.30000000
        0.035996543230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-08
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPH ACQUISITION HOLDINGS
        5493002WXOPRPTXWTU06
        
        55328HAK7
        
          
          
        
        6267.38310000
        PA
        USD
        5753.46000000
        0.002505885511
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-01
          Floating
          5.78100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810RZ3
        
          
          
        
        319000.00000000
        PA
        USD
        287909.96000000
        0.125397482089
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-11-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLOUDERA INC
        549300PGONC4JOI0RG62
        
        74339VAE8
        
          
          
        
        1859.50000000
        PA
        USD
        1617.77000000
        0.000704610165
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-10-08
          Floating
          7.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VARSITY BRANDS HOLDING
        549300YOKDS0ZSYJRX81
        
        42703UAG0
        
          
          
        
        20636.32670000
        PA
        USD
        19283.82000000
        0.008398953871
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-12-15
          Floating
          5.52960000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        
        26885BAM2
        
          
          
        
        100000.00000000
        PA
        USD
        96665.00000000
        0.042101869647
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHL6
        
          
          
        
        200000.00000000
        PA
        USD
        199326.39000000
        0.086815431532
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-23
          Fixed
          3.86400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        
        77586RAC4
        
          
          
        
        130000.00000000
        PA
        USD
        113919.00000000
        0.049616747410
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2044-01-22
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        549300FY8UGGJMQNCO13
        
        50189PAN2
        
          
        
        440000.00000000
        PA
        USD
        418731.28000000
        0.182375935116
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-20
          Floating
          3.36271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Partners of America Trust
        N/A
        
        43730XAB0
        
          
        
        76784.52000000
        PA
        USD
        69959.91000000
        0.030470625473
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-01-17
          Fixed
          2.64900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0GW3
        
          
        
        112202.56000000
        PA
        USD
        116462.89000000
        0.050724723670
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-04-25
          Floating
          6.32357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XCL6
        
          
          
        
        210114.55000000
        PA
        USD
        217416.87000000
        0.094694633217
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-10-25
          Floating
          6.92357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIH SALT HOLDINGS INC
        N/A
        
        78397GAF8
        
          
          
        
        18611.22720000
        PA
        USD
        16563.99000000
        0.007214347983
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-16
          Floating
          5.71310000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHCARE TRUST OF AMER
        549300IYGAS4GE6VDL07
        
        42225UAH7
        
          
          
        
        300000.00000000
        PA
        USD
        233164.71000000
        0.101553511890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEXION INC
        54930030FZF8HYAEHM46
        
        00217XAB2
        
          
          
        
        10786.52000000
        PA
        USD
        9626.97000000
        0.004192969906
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-03-15
          Floating
          5.97740000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        
        67448XAD8
        
          
        
        86807.59000000
        PA
        USD
        78676.16000000
        0.034266936664
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREENEDEN US HOLDINGS II
        549300CVRD4OUCPHWQ42
        
        39479UAQ6
        
          
          
        
        9557.16930000
        PA
        USD
        9112.76000000
        0.003969008779
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-01
          Floating
          5.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XAM6
        
          
          
        
        53259.33000000
        PA
        USD
        53318.08000000
        0.023222374737
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-07-25
          Floating
          4.52357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN BERNARDINO CA CMNTY CLG DI
        549300Y4FPTEP3EQZ007
        
        796720PQ7
        
          
        
        150000.00000000
        PA
        USD
        107572.73000000
        0.046852667005
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-08-01
          Fixed
          2.85600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PMHC II INC
        549300GYZ1T3S8OPH343
        
        69346EAG2
        
          
          
        
        6711.42000000
        PA
        USD
        5824.98000000
        0.002537035624
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-04-21
          Floating
          5.19910000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CUSHMAN & WAKEFIELD US
        N/A
        
        23340DAP7
        
          
          
        
        9848.86330000
        PA
        USD
        9250.54000000
        0.004029018044
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-21
          Floating
          4.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USIC HOLDINGS INC
        5493009ZYUWB7X699U62
        
        90290HAP7
        
          
          
        
        7691.06700000
        PA
        USD
        7137.31000000
        0.003108613202
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-14
          Floating
          5.00930000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BU7
        
          
          
        
        200000.00000000
        PA
        USD
        160592.26000000
        0.069945010054
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        34502.14000000
        0.015027203236
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -667660.21000000
            EUR
            736445.90000000
            USD
            2022-09-16
            34502.14000000
          
        
        
          N
          N
          N
        
      
      
        ASP LS ACQUISITION CORP
        N/A
        
        51809EAB1
        
          
          
        
        4160.76950000
        PA
        USD
        3692.68000000
        0.001608324957
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-07
          Floating
          6.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT COLLECTIO
        549300V3UCT773B1KR38
        
        12769LAB5
        
          
          
        
        28787.97470000
        PA
        USD
        27666.40000000
        0.012049937065
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-12-22
          Floating
          4.93460000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALEN ENERGY SUPPLY LLC
        K5K33XN0PQAU1XF7NN66
        
        87422VAF5
        
          
          
        
        100000.00000000
        PA
        USD
        98465.00000000
        0.042885849013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          7.25000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SX7
        
          
          
        
        275000.00000000
        PA
        USD
        234072.27000000
        0.101948794286
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-05-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHG HEALTHCARE SERVICES INC
        54930016Y1HPAVB9PZ54
        
        000000000
        
          
        
        2098.23480000
        PA
        USD
        1979.68000000
        0.000862237927
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-30
          Floating
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Euro Funding
        635400Y8CTGVSWYFMB36
        
        000000000
        
          
        
        600000.00000000
        PA
        
        600526.34000000
        0.261555699443
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2032-04-15
          Floating
          0.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL HOLDCO
        98450038B4549046D794
        
        01957TAH0
        
          
          
        
        7146.00000000
        PA
        USD
        6535.59000000
        0.002846537611
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-14
          Floating
          5.25930000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chevron Corp
        N/A
        
        166764100
        
          
          
        
        13700.00000000
        NS
        USD
        1983486.00000000
        0.863895608753
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JB Hunt Transport Services Inc
        549300XCD1MPI1C5GK90
        
        445658107
        
          
          
        
        7400.00000000
        NS
        USD
        1165278.00000000
        0.507529948371
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TSY INFL IX N/B
        254900HROIFWPRGM1V77
        
        912828N71
        
          
          
        
        590114.05000000
        PA
        USD
        597599.97000000
        0.260281136279
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENAHEALTH GROUP INC
        254900AA3KZN4Q7A5Z33
        
        04686RAC7
        
          
          
        
        2561.84000000
        PA
        USD
        2352.10000000
        0.001024443258
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-15
          Floating
          4.97740000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBCG Mortgage Trust
        N/A
        
        233062AA6
        
          
        
        160000.00000000
        PA
        USD
        156947.20000000
        0.068357425707
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-15
          Floating
          2.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        
        12555DAA3
        
          
        
        16276.53000000
        PA
        USD
        16507.52000000
        0.007189752808
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-02-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AZZ INCORPORATED
        549300HD1X2NFLWPYC83
        
        00247NAG7
        
          
          
        
        6692.54000000
        PA
        USD
        6374.64000000
        0.002776436790
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-05-13
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOVOS COMPLIANCE LLC
        549300M9XYG5WP2QHH07
        
        84611YAC4
        
          
          
        
        332.72000000
        PA
        USD
        312.55000000
        0.000136129305
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-12
          Floating
          6.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US RADIOLOGY SPECIALISTS
        N/A
        
        000000000
        
          
        
        4905.77000000
        PA
        USD
        4317.08000000
        0.001880278688
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-15
          Floating
          6.88270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDLINE BORROWER LP
        254900QT3R363TVK6F09
        
        58503UAC7
        
          
          
        
        4726.18000000
        PA
        USD
        4375.40000000
        0.001905679619
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-21
          Floating
          4.89160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET TRANSPRTN AUTH NY REVENUE
        5493000TKYODLXADQD60
        
        59261AJ99
        
          
        
        95000.00000000
        PA
        USD
        85252.91000000
        0.037131401271
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA ST UNIV REVENUE
        N/A
        
        13077DRW4
        
          
        
        90000.00000000
        PA
        USD
        66940.03000000
        0.029155334581
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2052-11-01
          Fixed
          2.71900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Johnson Controls International
        549300XQ6S1GYKGBL205
        
        000000000
        
          
          
          
        
        45915.00000000
        NS
        USD
        2198410.20000000
        0.957504574278
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ERESEARCHTECHNOLOGY INC
        2549003SUFVGC903CK03
        
        29481PAH4
        
          
          
        
        22060.48820000
        PA
        USD
        20323.22000000
        0.008851658400
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-04
          Floating
          6.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CEN7
        
          
          
        
        2200000.00000000
        PA
        USD
        2173531.25000000
        0.946668694592
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-04-30
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Donaldson Co Inc
        OZE6KXY9QQPR8EJ8WL20
        
        257651109
        
          
          
        
        17929.00000000
        NS
        USD
        863102.06000000
        0.375919002977
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SC3
        
          
          
        
        100000.00000000
        PA
        USD
        97488.28000000
        0.042460444387
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-05-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        549300KNQVXGIOXWK278
        
        04649VAX8
        
          
          
        
        9046.75740000
        PA
        USD
        8181.71000000
        0.003563495452
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-12-23
          Floating
          4.87360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RJZ6
        
          
          
        
        100000.00000000
        PA
        USD
        80346.56000000
        0.034994469515
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDEN NUGGET
        984500A0805D8V551D35
        
        51508PAG9
        
          
          
        
        2879.82460000
        PA
        USD
        2648.37000000
        0.001153481906
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-10-04
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISION SOLUTIONS INC
        N/A
        
        70477BAE2
        
          
          
        
        9610.53000000
        PA
        USD
        8668.70000000
        0.003775601069
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-28
          Floating
          5.63270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        
        03522AAH3
        
          
          
        
        100000.00000000
        PA
        USD
        96134.98000000
        0.041871022568
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKG INC
        529900FKHWSTQ1GXK240
        
        90385KAK7
        
          
          
        
        5175.01920000
        PA
        USD
        4835.43000000
        0.002106042968
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-03
          Floating
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912828ZW3
        
          
          
        
        900000.00000000
        PA
        USD
        829546.88000000
        0.361304242574
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-06-30
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKET SOFTWARE INC
        549300PVG26ISP5X1556
        
        77313DAN1
        
          
          
        
        9181.39100000
        PA
        USD
        8515.74000000
        0.003708980245
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-11-28
          Floating
          6.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AI CONVOY LUXEM
        222100GQMVQ4KP4KJS35
        
        00135BAC7
        
          
          
        
        51.05000000
        PA
        USD
        48.68000000
        0.000021202286
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2027-01-20
          Floating
          5.11230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        
        75513E101
        
          
          
        
        48545.00000000
        NS
        USD
        4665659.95000000
        2.032100626240
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SQ2
        
          
          
        
        1160000.00000000
        PA
        USD
        806290.62000000
        0.351175115930
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-08-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adagio CLO
        635400GXSZ7DMJYBSH11
        
        000000000
        
          
        
        250000.00000000
        PA
        
        242132.23000000
        0.105459262245
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2032-04-15
          Floating
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEVANCE HEALTH INC
        8MYN82XMYQH89CTMTH67
        
        94973VBB2
        
          
          
        
        100000.00000000
        PA
        USD
        95971.00000000
        0.041799602047
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORP
        549300DDU6FDRBIELS05
        
        35137LAL9
        
          
          
        
        200000.00000000
        PA
        USD
        181920.46000000
        0.079234381556
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-08
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AADVANTAGE LOYALTY IP
        IWUQB36BXD6OWD6X4T14
        
        02376CBJ3
        
          
          
        
        6131.16000000
        PA
        USD
        5837.72000000
        0.002542584456
        Long
        LON
        CORP
        KY
        
        N
        
        2
        
          2028-04-20
          Floating
          6.38270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIGHLINE AFTERMARKET ACQ
        254900Q5W6G5KG3GHJ04
        
        43110HAC3
        
          
          
        
        16785.24460000
        PA
        USD
        14687.09000000
        0.006396875277
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-11-09
          Floating
          6.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        West Pharmaceutical Services I
        5493007NKRGM1RJQ1P16
        
        955306105
        
          
          
        
        11060.00000000
        NS
        USD
        3344212.20000000
        1.456551865916
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ADMI CORP
        5493008U1LYGMQWO7N12
        
        00709LAJ6
        
          
          
        
        5395.59260000
        PA
        USD
        4932.49000000
        0.002148316878
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-23
          Floating
          5.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        N/A
        
        26248KAG7
        
          
        
        250000.00000000
        PA
        USD
        236005.15000000
        0.102790648750
        Long
        ABS-CBDO
        CORP
        JE
        
        N
        
        2
        
          2035-04-20
          Floating
          3.37528000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRO ONE ACQUISITION CO
        N/A
        
        04638LAG0
        
          
          
        
        4508.90000000
        PA
        USD
        3956.56000000
        0.001723256332
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-25
          Floating
          7.13270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        
        438516106
        
          
          
        
        20303.00000000
        NS
        USD
        3528864.43000000
        1.536976053756
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CENGAGE LEARNING INC
        549300BYGM0FWUSVXJ88
        
        15134NAF3
        
          
          
        
        19823.05060000
        PA
        USD
        17831.43000000
        0.007766373987
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-14
          Floating
          6.25930000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPC ACQUISITION CORP
        254900UFA4AMH3PZZW32
        
        12656UAB1
        
          
          
        
        13070.96790000
        PA
        USD
        11382.59000000
        0.004957619825
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-29
          Floating
          5.25930000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -13213.84000000
        -0.00575520994
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -153811.15000000
            USD
            182500000.00000000
            KRW
            2022-07-21
            -13213.84000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XAD6
        
          
          
        
        84191.15000000
        PA
        USD
        85134.01000000
        0.037079615078
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-01-25
          Floating
          6.02357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        
        26442CAA2
        
          
          
        
        100000.00000000
        PA
        USD
        110356.13000000
        0.048064960431
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-06-01
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INGENOVIS HEALTH INC
        N/A
        
        12510MAB5
        
          
          
        
        1782.40000000
        PA
        USD
        1686.60000000
        0.000734588665
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-05
          Floating
          5.37600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        
        931142103
        
          
          
        
        17280.00000000
        NS
        USD
        2100902.40000000
        0.915035628070
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AUSTIN TX ELEC UTILITY SYS REV
        N/A
        
        052414JQ3
        
          
        
        150000.00000000
        PA
        USD
        170048.93000000
        0.074063806802
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-11-15
          Fixed
          6.26200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        
        88732JAU2
        
          
          
        
        100000.00000000
        PA
        USD
        99794.35000000
        0.043464839551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG Resources Inc
        XWTZDRYZPBUHIQBKDB46
        
        26875P101
        
          
          
        
        15905.00000000
        NS
        USD
        1756548.20000000
        0.765054190724
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MS7
        
          
          
        
        100000.00000000
        PA
        USD
        84264.64000000
        0.036700966111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-03
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOTION FINCO LLC
        N/A
        
        000000000
        
          
        
        86867.87040000
        PA
        USD
        80027.03000000
        0.034855300112
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-11-04
          Floating
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        
        195325CU7
        
          
          
        
        200000.00000000
        PA
        USD
        133659.96000000
        0.058214805907
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2045-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETVET CARE CENTERS LLC
        549300V0HK8MSXZNOM91
        
        70476XAK1
        
          
          
        
        2006.54500000
        PA
        USD
        1887.82000000
        0.000822228847
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-02-15
          Floating
          5.11230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        nVent Electric PLC
        N/A
        
        000000000
        
          
          
          
        
        32860.00000000
        NS
        USD
        1029503.80000000
        0.448394297723
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        
        23918KAS7
        
          
          
        
        100000.00000000
        PA
        USD
        77986.20000000
        0.033966428663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
        
        1.00000000
        NC
        
        -6625.42000000
        -0.00288566253
        N/A
        DCR
        CORP
        US
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            
              
                AIR FRANCE-KLM
                AIR FRANCE-KLM
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2026-06-20
            1127.15000000
            USD
            0.00000000
            USD
            80000.00000000
            EUR
            -7752.57000000
          
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46654TAF5
        
          
        
        109572.96000000
        PA
        USD
        100680.20000000
        0.043850666285
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-06-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARLYLE GMS FINANCE MM CLO LLC
        N/A
        
        14310QAG3
        
          
        
        250000.00000000
        PA
        USD
        240784.93000000
        0.104872453690
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2031-10-15
          Floating
          3.24429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        
        718546AW4
        
          
          
        
        100000.00000000
        PA
        USD
        81899.32000000
        0.035670764960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE Inc
        787RXPR0UX0O0XUXPZ81
        
        654106103
        
          
          
        
        27425.00000000
        NS
        USD
        2802835.00000000
        1.220758224942
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0FW4
        
          
          
        
        6678.18000000
        PA
        USD
        6691.45000000
        0.002914421514
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-12-25
          Floating
          5.52357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29273RBG3
        
          
          
        
        100000.00000000
        PA
        USD
        99731.35000000
        0.043437400274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMCOR FLEXIBLES NORTH AM
        PTVU09TE3QPJPL7K4E13
        
        081437AT2
        
          
          
        
        50000.00000000
        PA
        USD
        41098.09000000
        0.017900030289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-19
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        
        12553XAD5
        
          
        
        23824.43000000
        PA
        USD
        23389.03000000
        0.010186953832
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-08-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        
        92328MAB9
        
          
          
        
        100000.00000000
        PA
        USD
        85729.50000000
        0.037338977230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJB6
        
          
          
        
        100000.00000000
        PA
        USD
        85048.07000000
        0.037042184419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-29
          Fixed
          2.59200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALT LAKE CITY UT SALES & EXCI
        549300CRGKV67DRSGT85
        
        79560TEF5
        
          
        
        40000.00000000
        PA
        USD
        34858.52000000
        0.015182422439
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-04-01
          Fixed
          3.10200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        
        000000000
        
          
          
        
        13127.18000000
        PA
        USD
        11222.29000000
        0.004887802107
        Long
        LON
        CORP
        CA
        
        N
        
        2
        
          2027-02-01
          Floating
          6.93600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -27.00000000
        NC
        USD
        327275.00000000
        0.142542692690
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                STANDARD & POOR'S FINANCIAL SERVICES LLC
                STANDARD & POOR'S MIDCAP 400 INDEX
                
                  
                  
                  
                
              
            
            2022-09-16
            -6450875.00000000
            USD
            327275.00000000
          
        
        
          N
          N
          N
        
      
      
        THOR INDUSTRIES
        254900XZO1228PDSG060
        
        88516DAD5
        
          
          
        
        41441.67020000
        PA
        USD
        40336.42000000
        0.017568289421
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-02-01
          Floating
          4.63270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -8630.45000000
        -0.00375894150
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                NABORS INDUSTRIES INC
                Nabors Industries Inc
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2023-12-20
            0.00000000
            USD
            -7479.83000000
            USD
            170000.00000000
            USD
            -1150.62000000
          
        
        
          N
          N
          N
        
      
      
        INEOS US PETROCHEM LLC
        N/A
        
        000000000
        
          
        
        17404.55940000
        PA
        USD
        16387.44000000
        0.007137452674
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-01-29
          Floating
          4.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCI BUYER INC
        254900TMV7DAFRQALU04
        
        12510EAC1
        
          
          
        
        20434.80400000
        PA
        USD
        18595.67000000
        0.008099234204
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-17
          Floating
          5.50680000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antares CLO
        N/A
        
        03665MAC5
        
          
        
        250000.00000000
        PA
        USD
        239583.73000000
        0.104349278127
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          2.71271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GFX2
        
          
          
        
        500000.00000000
        PA
        USD
        487702.61000000
        0.212415990411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-19
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SASOL FINANCING USA LLC
        549300XRB1PFMESFEL85
        
        80386WAB1
        
          
          
        
        200000.00000000
        PA
        USD
        181100.00000000
        0.078877035051
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-27
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRA HEALTH SCIENCES INC
        549300R1HR1VWWHIAK47
        
        000000000
        
          
          
        
        834.83950000
        PA
        USD
        805.39000000
        0.000350782856
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-01
          Floating
          4.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        
        00287Y109
        
          
          
        
        17795.00000000
        NS
        USD
        2725482.20000000
        1.187067669907
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        
        715638DF6
        
          
          
        
        200000.00000000
        PA
        USD
        170029.82000000
        0.074055483555
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2031-01-23
          Fixed
          2.78300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        
        776696106
        
          
          
        
        14615.00000000
        NS
        USD
        5767809.75000000
        2.512135460067
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Albemarle Corp
        HDBLS2Q6GV1LSKQPBS54
        
        012653101
        
          
          
        
        14815.00000000
        NS
        USD
        3096038.70000000
        1.348461364214
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LUCID ENERGY GROUP II
        549300L1MUKRPJY1ND11
        
        54948FAH1
        
          
          
        
        4532.51000000
        PA
        USD
        4466.15000000
        0.001945205246
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-24
          Floating
          5.88270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETSMART INC
        N/A
        
        71677HAL9
        
          
          
        
        3517.52940000
        PA
        USD
        3301.20000000
        0.001437818156
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-12
          Floating
          5.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Holland Park CLO DAC
        549300DH041IB658HY57
        
        000000000
        
          
        
        500000.00000000
        PA
        
        501540.52000000
        0.218443010356
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2032-11-14
          Floating
          0.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XAB0
        
          
          
        
        53386.49000000
        PA
        USD
        54308.37000000
        0.023653689696
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-10-25
          Floating
          6.87357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 33
        549300IDWDG12HO3TO90
        
        675711AG0
        
          
          
        
        100000.00000000
        PA
        USD
        88716.50000000
        0.038639947432
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-20
          Floating
          3.81271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        N/A
        
        09631JAG1
        
          
        
        250000.00000000
        PA
        USD
        236576.90000000
        0.103039671085
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-04-20
          Floating
          3.36284000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05609VAG0
        
          
        
        130000.00000000
        PA
        USD
        122157.10000000
        0.053204803193
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-15
          Floating
          2.27401000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FINANCE
        N/A
        
        58547DAE9
        
          
          
        
        200000.00000000
        PA
        USD
        128000.00000000
        0.055749643768
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-07-21
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CAB7
        
          
          
        
        300000.00000000
        PA
        USD
        275753.91000000
        0.120102986330
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-07-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0HW2
        
          
          
        
        272528.25000000
        PA
        USD
        288079.53000000
        0.125471337301
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-07-25
          Floating
          7.17357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDEX CORP
        549300E707U7WNPZN687
        
        31428XBQ8
        
          
          
        
        100000.00000000
        PA
        USD
        84205.61000000
        0.036675255944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-02-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNATIO
        RLTHESQ0RNFQJWPBJN60
        
        000000000
        
          
        
        3849.25000000
        PA
        USD
        3647.16000000
        0.001588498990
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-04-14
          Floating
          4.33380000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SD1
        
          
          
        
        330000.00000000
        PA
        USD
        314183.20000000
        0.136840636547
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Halcyon Loan Advisors Funding
        549300240JJHXVLBXB20
        
        40538TAC7
        
          
        
        170000.00000000
        PA
        USD
        160359.13000000
        0.069843471660
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-21
          Floating
          2.86271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERATON CORP
        549300EQPCK07ZW63836
        
        71360HAB3
        
          
          
        
        13076.32940000
        PA
        USD
        12252.00000000
        0.005336286214
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-01
          Floating
          5.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE FUNDING LLC
        635400SZTPQL3Y1P2C76
        
        23371DAJ3
        
          
          
        
        200000.00000000
        PA
        USD
        187498.56000000
        0.081663890055
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-01
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENN NATIONAL GAMING INC
        N/A
        
        000000000
        
          
        
        2613.06000000
        PA
        USD
        2500.38000000
        0.001089025736
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-05-03
          Floating
          4.43600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERRIGO INVESTMENTS LLC
        549300POZGC78VHAAJ73
        
        000000000
        
          
        
        4516.58000000
        PA
        USD
        4335.92000000
        0.001888484339
        Long
        LON
        CORP
        IE
        
        N
        
        2
        
          2029-04-20
          Floating
          4.00680000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RADIATE HOLDCO LLC
        5493000GQJ5RDX9DNJ71
        
        75025KAH1
        
          
          
        
        10889.52000000
        PA
        USD
        10100.03000000
        0.004399008394
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-25
          Floating
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS FINANCE LUXEMBOURG
        N/A
        
        46592QAB5
        
          
          
        
        200000.00000000
        PA
        USD
        173548.00000000
        0.075587806068
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2027-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE FUTURES U.S., INC.
        5493004R83R1LVX2IL36
        
        000000000
        
          
          
        
        -75.00000000
        NC
        USD
        70370.00000000
        0.030649237750
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              ICE FUTURES U.S., INC.
              5493004R83R1LVX2IL36
            
            Short
            
              
                MSCI
                MSCI EAFE INDEX
                
                  
                  
                  
                
              
            
            2022-09-16
            -7032620.00000000
            USD
            70370.00000000
          
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        N/A
        
        12567MAA9
        
          
        
        310000.00000000
        PA
        USD
        298253.79000000
        0.129902676134
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-04-19
          Floating
          2.05689000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RH
        5493008MTS3OGGMHGK69
        
        76133MAB7
        
          
          
        
        6632.55330000
        PA
        USD
        5791.08000000
        0.002522270679
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-20
          Floating
          4.11230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CYANCO INTERMEDIATE CORP
        5493006OSO3M1UC12172
        
        23243FAB1
        
          
          
        
        11742.91340000
        PA
        USD
        11035.40000000
        0.004806403272
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-03-16
          Floating
          4.90190000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Products and Chemicals Inc
        7QEON6Y1RL5XR3R1W237
        
        009158106
        
          
          
        
        16000.00000000
        NS
        USD
        3847680.00000000
        1.675834291689
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ADIENT US LLC
        213800SOTRCDGZUHL712
        
        00687MAC5
        
          
          
        
        29700.00000000
        PA
        USD
        27571.40000000
        0.012008560376
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-08
          Floating
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORLANDO HEALTH OBL GRP
        N/A
        
        686514AE0
        
          
        
        35000.00000000
        PA
        USD
        33464.14000000
        0.014575108468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          3.77700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARRACUDA NETWORKS INC
        549300CXGRZWNMPU8080
        
        06832EAB6
        
          
          
        
        11061.44950000
        PA
        USD
        10941.65000000
        0.004765571013
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-02-12
          Floating
          4.62470000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT HOLDINGS INTERMEDI
        5493006Q26653NF8SI73
        
        01881UAE5
        
          
          
        
        38016.58300000
        PA
        USD
        35708.60000000
        0.015552669761
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-10
          Floating
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIMARY PRODUCTS FINANCE
        549300D4W5WVUVR3LC81
        
        74167NAC7
        
          
          
        
        3081.35000000
        PA
        USD
        2989.86000000
        0.001302215858
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-04-01
          Floating
          5.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWARD CNTY FL ARPT SYS REVEN
        N/A
        
        114894ZW1
        
          
        
        50000.00000000
        PA
        USD
        42129.32000000
        0.018349176423
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-10-01
          Fixed
          3.47700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YCY3
        
          
          
        
        100000.00000000
        PA
        USD
        97882.34000000
        0.042632074892
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-03-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Accenture PLC
        N/A
        
        000000000
        
          
          
          
        
        20171.00000000
        NS
        USD
        5600478.15000000
        2.439255170292
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        UNIV OF PITTSBURGH PA OF THE C
        5493002C83QSGL8ETT42
        
        91335VKU9
        
          
        
        80000.00000000
        PA
        USD
        64718.57000000
        0.028187790802
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-09-15
          Fixed
          3.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ross Stores Inc
        549300ENZFLPGRDFZQ60
        
        778296103
        
          
          
        
        26115.00000000
        NS
        USD
        1834056.45000000
        0.798812451088
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VERTEX AEROSPACE SERVICE
        N/A
        
        92532MAE5
        
          
          
        
        4124.39000000
        PA
        USD
        3905.30000000
        0.001700930342
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-06
          Floating
          5.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategi
        N/A
        
        14318JAG1
        
          
        
        250000.00000000
        PA
        USD
        232471.95000000
        0.101251784365
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-04-15
          Floating
          3.07337000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABN4
        
          
          
        
        100000.00000000
        PA
        USD
        73266.37000000
        0.031910734591
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREENVILLE OH CITY SCH DIST
        N/A
        
        396352GY6
        
          
        
        110000.00000000
        PA
        USD
        92055.08000000
        0.040094046227
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2051-01-01
          Fixed
          3.54100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY TELEVISION INC
        529900TM5726KDN7UU35
        
        389376AZ7
        
          
          
        
        9950.00000000
        PA
        USD
        9502.25000000
        0.004138648847
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-01
          Floating
          4.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        
        580135101
        
          
          
        
        12788.00000000
        NS
        USD
        3157101.44000000
        1.375056879858
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TEXAS ST UNIV SYS FING REVENUE
        N/A
        
        88278PZK3
        
          
        
        35000.00000000
        PA
        USD
        31108.09000000
        0.013548944811
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-03-15
          Fixed
          2.93800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASP UNIFRAX HOLDINGS INC
        549300RRU6BWJLD0YT71
        
        00216UAC7
        
          
          
        
        9948.46000000
        PA
        USD
        8754.64000000
        0.003813031729
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-14
          Floating
          5.75330000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        
        369550108
        
          
          
        
        10665.00000000
        NS
        USD
        2359631.25000000
        1.027723450103
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITADEL SECURITIES LP
        549300NV5RXBUS3X7L47
        
        17288YAD4
        
          
          
        
        9900.00000000
        PA
        USD
        9500.93000000
        0.004138073929
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-02
          Floating
          4.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        17327CAQ6
        
          
          
        
        200000.00000000
        PA
        USD
        170249.07000000
        0.074150976597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-25
          Fixed
          3.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERGREEN ACQCO 1 LP
        549300F6POVHG3ME8T95
        
        30015FAG1
        
          
          
        
        18100.03220000
        PA
        USD
        17029.05000000
        0.007416902118
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-26
          Floating
          7.41610000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAINWELL ACQUISITION COR
        N/A
        
        59909TAC8
        
          
          
        
        28398.47040000
        PA
        USD
        26801.06000000
        0.011673043340
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-01
          Floating
          5.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX CORP
        549300JVQR4N1MMP3Q88
        
        126408GY3
        
          
          
        
        100000.00000000
        PA
        USD
        88253.97000000
        0.038438495224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        
        000000000
        
          
        
        227000.00000000
        NC
        
        159.10000000
        0.000069295065
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Put
            Purchased
            
              
                
                  
                    CITIGROUP GLOBAL MARKETS INC.
                    MBNUM2BPBDO7JBLYG310
                  
                  
                    CITIGROUP GLOBAL MARKETS INC.
                    MBNUM2BPBDO7JBLYG310
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  EUR
                  N/A
                  NOK
                  2022-10-20
                
              
            
            227000.00000000
            USD
            9.36800000
            EUR
            2022-10-20
            XXXX
            -3153.81000000
          
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2020-1 B PTT
        N/A
        
        90932VAA3
        
          
          
        
        41500.00000000
        PA
        USD
        39217.50000000
        0.017080950425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORGANON & CO
        549300AMCKY57OK2CO56
        
        68621XAE3
        
          
          
        
        19308.56000000
        PA
        USD
        18544.33000000
        0.008076873370
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-02
          Floating
          4.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET CAR RENTAL LLC
        XN8R4HH1TVC1XOCL5P21
        
        05377JAR3
        
          
          
        
        84212.76560000
        PA
        USD
        79541.48000000
        0.034643821678
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-08-06
          Floating
          3.93600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFICORP
        SGY07Y7FNYBNLM6Z1M11
        
        695114CB2
        
          
          
        
        100000.00000000
        PA
        USD
        109814.47000000
        0.047829043618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-08-01
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3137.43000000
        0.001366489100
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -182500000.00000000
            KRW
            143734.74000000
            USD
            2022-07-21
            3137.43000000
          
        
        
          N
          N
          N
        
      
      
        NATIONAL RETAIL PROP INC
        5493008JKH5SOTI0JS97
        
        637417AL0
        
          
          
        
        300000.00000000
        PA
        USD
        292049.15000000
        0.127200281839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XCB8
        
          
          
        
        195973.55000000
        PA
        USD
        203712.74000000
        0.088725880360
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-09-25
          Floating
          7.62357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Government Portfolio
        N/A
        
        316175108
        
          
          
        
        5212875.29000000
        NS
        USD
        5212875.29000000
        2.270437034598
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CEC1
        
          
          
        
        1580000.00000000
        PA
        USD
        1502110.93000000
        0.654235541005
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-28
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Instruments Inc
        WDJNR2L6D8RWOEB8T652
        
        882508104
        
          
          
        
        30800.00000000
        NS
        USD
        4732420.00000000
        2.061177571596
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CALIFORNIA ST HLTH FACS FING A
        5493007RI8BUDOGHZ546
        
        13032UVM7
        
          
        
        30000.00000000
        PA
        USD
        26034.10000000
        0.011338998444
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-06-01
          Fixed
          3.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CEK3
        
          
          
        
        540000.00000000
        PA
        USD
        535739.07000000
        0.233337986761
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-04-30
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAVO Residential Funding Trus
        N/A
        
        10568GAD9
        
          
        
        25556.50000000
        PA
        USD
        25801.91000000
        0.011237869461
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-03-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        
        59980YAB1
        
          
        
        106209.88000000
        PA
        USD
        104345.74000000
        0.045447170576
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-04-25
          Variable
          3.49537900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APX GROUP INC
        549300OMQVKPRU98OE64
        
        00213NAM4
        
          
          
        
        3010.58570000
        PA
        USD
        2836.54000000
        0.001235438238
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-09
          Floating
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE INC
        549300Z6K4JXMFE8QY54
        
        20337EAQ4
        
          
          
        
        29248.11000000
        PA
        USD
        26195.48000000
        0.011409286549
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-04-04
          Floating
          5.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        
        30161NAX9
        
          
          
        
        200000.00000000
        PA
        USD
        192360.97000000
        0.083781684004
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        
        90932LAG2
        
          
          
        
        100000.00000000
        PA
        USD
        89250.00000000
        0.038872310205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STERIS PLC
        549300BRDKZ1HFI2J358
        
        85917PAA5
        
          
          
        
        100000.00000000
        PA
        USD
        84299.66000000
        0.036716218865
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2031-03-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        
        002824100
        
          
          
        
        30543.00000000
        NS
        USD
        3318496.95000000
        1.445351740705
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Strata CLO, Ltd
        N/A
        
        86268HAC2
        
          
        
        200000.00000000
        PA
        USD
        196057.80000000
        0.085391816469
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-15
          Floating
          3.24429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORY BURCH LLC
        549300GGL74W33KY2650
        
        89148GAF7
        
          
          
        
        2487.37160000
        PA
        USD
        2222.32000000
        0.000967918346
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-16
          Floating
          5.09510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PITNEY BOWES INC
        549300N2O26NW4ST6W55
        
        72448FAS4
        
          
          
        
        37107.93180000
        PA
        USD
        35345.31000000
        0.015394440948
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-19
          Floating
          5.61230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Procter & Gamble Co/The
        2572IBTT8CCZW6AU4141
        
        742718109
        
          
          
        
        19600.00000000
        NS
        USD
        2818284.00000000
        1.227486945619
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RADIOLOGY PARTNERS INC
        549300SFTAG2177WUZ08
        
        75041EAB8
        
          
          
        
        5068.97000000
        PA
        USD
        4529.12000000
        0.001972631457
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-07-09
          Floating
          6.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        
        235851102
        
          
          
        
        1700.00000000
        NS
        USD
        430984.00000000
        0.187712534922
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PSMC Trust
        N/A
        
        69376DAC6
        
          
        
        297252.37000000
        PA
        USD
        267716.36000000
        0.116602278914
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHAELS COS INC/THE
        549300H9LWMBP7HYLR98
        
        59408UAB3
        
          
          
        
        9900.00000000
        PA
        USD
        8128.99000000
        0.003540533567
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-15
          Floating
          5.77340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        
        713448108
        
          
          
        
        18500.00000000
        NS
        USD
        3083210.00000000
        1.342873899721
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBV4
        
          
          
        
        100000.00000000
        PA
        USD
        90190.05000000
        0.039281743429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-31
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -4011.14000000
        -0.00174702832
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                AVON PRODUCTS INC
                Avon Products Inc
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2023-03-20
            0.00000000
            USD
            -2821.43000000
            USD
            -135000.00000000
            USD
            -1189.71000000
          
        
        
          N
          N
          N
        
      
      
        REVERB BUYER INC
        549300JH2XHZ7TIKYR39
        
        58462QAH4
        
          
          
        
        2908.59000000
        PA
        USD
        2721.71000000
        0.001185424710
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-01
          Floating
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYLAND SOFTWARE INC
        N/A
        
        44908XAT5
        
          
          
        
        7328.65800000
        PA
        USD
        7055.89000000
        0.003073151202
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-07-01
          Floating
          4.30330000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE TECH LLC
        M4TWC4QDOKW45N7T6Y12
        
        20338HAB9
        
          
          
        
        100000.00000000
        PA
        USD
        73847.62000000
        0.032163894595
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US RENAL CARE INC
        54930058SS5MF69JGN89
        
        90290PAN4
        
          
          
        
        15204.56740000
        PA
        USD
        10355.37000000
        0.004510220223
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-26
          Floating
          7.25040000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLBUN SA
        5493003VQJLE2QB8IF36
        
        192714AD5
        
          
          
        
        200000.00000000
        PA
        USD
        166947.69000000
        0.072713080043
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2030-03-06
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REVERB BUYER INC
        549300JH2XHZ7TIKYR39
        
        58462QAJ0
        
          
          
        
        555.41000000
        PA
        USD
        519.72000000
        0.000226360975
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-01
          Floating
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE, INC.
        5493000F4ZO33MV32P92
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        6056.09000000
        0.002637694219
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              INTERCONTINENTAL EXCHANGE, INC.
              5493000F4ZO33MV32P92
            
            
              
                IHS MARKIT LTD
                CDX.NA.HY.38.V1
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            0.00000000
            USD
            -9660.33000000
            USD
            -217800.00000000
            USD
            15716.42000000
          
        
        
          N
          N
          N
        
      
      
        KUEHG CORP
        549300YNT566T1NYJX62
        
        48244EAJ3
        
          
          
        
        39384.65000000
        PA
        USD
        36557.23000000
        0.015922285544
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-02-21
          Floating
          5.84590000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABF1
        
          
          
        
        300000.00000000
        PA
        USD
        280741.03000000
        0.122275096982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANIJAY GROUP US HOLDING
        5493008PW5N0VVCH7279
        
        000000000
        
          
          
        
        18633.97060000
        PA
        USD
        17632.39000000
        0.007679683291
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-03-01
          Floating
          5.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBC4
        
          
          
        
        3050000.00000000
        PA
        USD
        2783005.87000000
        1.212121764523
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-12-31
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        292480AL4
        
          
          
        
        100000.00000000
        PA
        USD
        97909.18000000
        0.042643764896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL TEL*LINK CORP
        549300YI0BNF11FDQE44
        
        37959JAB7
        
          
          
        
        38692.90420000
        PA
        USD
        35845.49000000
        0.015612291392
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-11-29
          Floating
          5.86070000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVEANNA HEALTHCARE LLC
        5493006D6JRLPIY8YV18
        
        05549DAJ7
        
          
          
        
        4885.29440000
        PA
        USD
        4280.74000000
        0.001864451016
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-15
          Floating
          5.27340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGENTA BUYER LLC
        N/A
        
        55910RAB9
        
          
          
        
        16859.39970000
        PA
        USD
        15107.20000000
        0.006579851705
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-27
          Floating
          6.65230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA ST HLTH FACS FING A
        5493007RI8BUDOGHZ546
        
        13032UVL9
        
          
        
        40000.00000000
        PA
        USD
        35143.63000000
        0.015306600415
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-06-01
          Fixed
          2.98400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER HLDGS CORP
        529900IKZG65COT1D505
        
        806851AK7
        
          
          
        
        150000.00000000
        PA
        USD
        141852.79000000
        0.061783144610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-17
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -72710.00000000
        -0.03166841092
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                CARNIVAL CORP
                Carnival Corp
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2027-06-20
            0.00000000
            USD
            -36035.52000000
            USD
            200000.00000000
            USD
            -36674.48000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        19852.94000000
        0.008646830724
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-08-12
            41.18000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            19811.76000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CDY4
        
          
          
        
        2100000.00000000
        PA
        USD
        1907718.75000000
        0.830895630652
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE, INC.
        5493000F4ZO33MV32P92
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        28497.21000000
        0.012411791452
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              INTERCONTINENTAL EXCHANGE, INC.
              5493000F4ZO33MV32P92
            
            
              
                IHS MARKIT LTD
                CDX.EM.37.V1
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            27161.88000000
            USD
            0.00000000
            USD
            -285000.00000000
            USD
            1335.33000000
          
        
        
          N
          N
          N
        
      
      
        CALIFORNIA ST HLTH FACS FING A
        5493007RI8BUDOGHZ546
        
        13032UVK1
        
          
        
        45000.00000000
        PA
        USD
        39998.79000000
        0.017421236669
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-06-01
          Fixed
          2.93400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITY BREWING CO LLC
        N/A
        
        17776EAB1
        
          
          
        
        7351.85150000
        PA
        USD
        6506.39000000
        0.002833819724
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-05
          Floating
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Erie Indemnity Co
        549300WA5KP94KRUFZ80
        
        29530P102
        
          
          
        
        6300.00000000
        NS
        USD
        1210797.00000000
        0.527355479893
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nasdaq Inc
        549300L8X1Q78ERXFD06
        
        631103108
        
          
          
        
        12166.00000000
        NS
        USD
        1855801.64000000
        0.808283440121
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810RY6
        
          
          
        
        150000.00000000
        PA
        USD
        135128.91000000
        0.058854598401
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-08-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSUREDPARTNERS INC
        549300HNDSDQWQ3L2P80
        
        04621HAT0
        
          
          
        
        9975.00000000
        PA
        USD
        9276.75000000
        0.004040433654
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-13
          Floating
          5.18600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AI AQUA MERGER SUB INC
        5493005QMH1D47U26R45
        
        00132UAM6
        
          
          
        
        2146.98000000
        PA
        USD
        1946.60000000
        0.000847830129
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-30
          Floating
          5.48650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VAY9
        
          
          
        
        100000.00000000
        PA
        USD
        87526.02000000
        0.038121440902
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-02-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0BK4
        
          
          
        
        85234.61000000
        PA
        USD
        86488.75000000
        0.037669664082
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-08-25
          Floating
          5.62357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SR0
        
          
          
        
        465000.00000000
        PA
        USD
        325627.15000000
        0.141824981358
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-05-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89173FAA8
        
          
        
        24457.81000000
        PA
        USD
        24276.91000000
        0.010573664721
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-10-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        549300KNQVXGIOXWK278
        
        04649VAV2
        
          
          
        
        13479.63940000
        PA
        USD
        12923.60000000
        0.005628797626
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-11-03
          Floating
          4.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        
        55342UAM6
        
          
          
        
        100000.00000000
        PA
        USD
        78000.00000000
        0.033972439171
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMWLTH FING AUTH PA
        N/A
        
        20281PNE8
        
          
        
        325000.00000000
        PA
        USD
        258963.74000000
        0.112790126984
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-06-01
          Fixed
          2.99100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        7500.90000000
        0.003266972679
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                IHS MARKIT LTD
                MCDX.NA.31
                
                  
                  
                
              
            
            Y
            
            Default Event
            2023-12-20
            3130.95000000
            USD
            0.00000000
            USD
            1050000.00000000
            USD
            4369.95000000
          
        
        
          N
          N
          N
        
      
      
        TIGER ACQUISITION LLC
        25490011XE2GWJKY5N51
        
        88675UAB8
        
          
          
        
        22331.25000000
        PA
        USD
        19918.58000000
        0.008675419838
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-01
          Floating
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUCK HERO INC
        54930007KT5CX7XNSD31
        
        89778PAG2
        
          
          
        
        2153.83460000
        PA
        USD
        1921.22000000
        0.000836776020
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-24
          Floating
          4.88270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        
        842587DE4
        
          
          
        
        50000.00000000
        PA
        USD
        46503.09000000
        0.020254146106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-30
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPICOR SOFTWARE CORP
        JGNXVGGGXR4O1L5I7S73
        
        29426NAN4
        
          
          
        
        9949.36000000
        PA
        USD
        9369.31000000
        0.004080747616
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-07-31
          Floating
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AI AQUA MERGER SUB INC
        5493005QMH1D47U26R45
        
        00132UAG9
        
          
          
        
        8539.36000000
        PA
        USD
        7760.14000000
        0.003379883129
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-30
          Floating
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140JAF37
        
          
        
        258289.82000000
        PA
        USD
        244283.28000000
        0.106396139364
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOVOS COMPLIANCE LLC
        549300M9XYG5WP2QHH07
        
        84611YAB6
        
          
          
        
        1917.05000000
        PA
        USD
        1800.84000000
        0.000784345222
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-12
          Floating
          6.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stryker Corp
        5493002F0SC4JTBU5137
        
        863667101
        
          
          
        
        22775.00000000
        NS
        USD
        4530630.75000000
        1.973289455940
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TEXAS ST UNIV SYS FING REVENUE
        N/A
        
        88278PZM9
        
          
        
        30000.00000000
        PA
        USD
        25411.86000000
        0.011067985488
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-03-15
          Fixed
          3.28900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DE CHILE
        8B4EZFY8IHJC44TT2K84
        
        059520AC0
        
          
          
        
        200000.00000000
        PA
        USD
        167000.00000000
        0.072735863354
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2031-12-09
          Fixed
          2.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHOENIX GUARANTOR INC
        N/A
        
        71913BAE2
        
          
          
        
        22226.22880000
        PA
        USD
        20735.29000000
        0.009031133054
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-03-05
          Floating
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XDK7
        
          
        
        71394.22000000
        PA
        USD
        74408.20000000
        0.032408051902
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-01-25
          Floating
          6.07357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Norfolk Southern Corp
        54930036C8MWP850MI84
        
        655844108
        
          
          
        
        9328.00000000
        NS
        USD
        2120161.12000000
        0.923423649784
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0JU4
        
          
          
        
        208069.79000000
        PA
        USD
        216397.16000000
        0.094250504551
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-10-25
          Floating
          6.27357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICON LUXEMBOURG SARL
        635400PUWMHSPI2DDA35
        
        000000000
        
          
          
        
        3350.71720000
        PA
        USD
        3232.50000000
        0.001407896277
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2028-07-01
          Floating
          4.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        254900YXXBTCF4NGD347
        
        55819XBE1
        
          
        
        250000.00000000
        PA
        USD
        232967.75000000
        0.101467727125
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-15
          Floating
          3.04429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        24 Hour Fitness Worldwide Inc Preferred Stock
        N/A
        
        000000000
        
          
        
        1589.00000000
        NS
        USD
        1589.00000000
        0.000692079562
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        
        037833100
        
          
          
        
        2900.00000000
        NS
        USD
        396488.00000000
        0.172688005926
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ellington CLO LTD
        254900V20GCNJI0I7591
        
        28852LAA1
        
          
        
        237220.46000000
        PA
        USD
        234714.94000000
        0.102228705407
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2030-07-20
          Floating
          2.71271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        549300KNQVXGIOXWK278
        
        04649VBA7
        
          
          
        
        26001.48000000
        PA
        USD
        21971.25000000
        0.009569448130
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-15
          Floating
          6.86230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DERMATOLOGY INTERMEDIATE
        254900GUIR9SP64DNR96
        
        24982LAD7
        
          
          
        
        539.87000000
        PA
        USD
        502.08000000
        0.000218677977
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-04-01
          Floating
          5.93600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        969457BX7
        
          
          
        
        50000.00000000
        PA
        USD
        45177.22000000
        0.019676671261
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAUSER PACKAGING SOLUT
        549300DNGHXL0OMHW304
        
        05604XAP1
        
          
          
        
        19895.28000000
        PA
        USD
        18672.52000000
        0.008132705767
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-04-03
          Floating
          4.78100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        
        431318AY0
        
          
          
        
        100000.00000000
        PA
        USD
        87000.00000000
        0.037892335999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        
        92840VAE2
        
          
          
        
        300000.00000000
        PA
        USD
        272252.43000000
        0.118577937403
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLOUDERA INC
        549300PGONC4JOI0RG62
        
        74339VAB4
        
          
          
        
        4352.73000000
        PA
        USD
        3993.63000000
        0.001739401951
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-08
          Floating
          5.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAYSTAR TECHNOLOGIES INC
        549300BIRBTAWWHCSZ09
        
        63939WAG8
        
          
          
        
        19550.00000000
        PA
        USD
        18499.19000000
        0.008057212910
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-10-23
          Floating
          5.63270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        
        279158AP4
        
          
          
        
        100000.00000000
        PA
        USD
        75749.00000000
        0.032992029420
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2031-11-02
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSF11 A5 HOLDCO LLC
        254900FPK7P5WNA66Y10
        
        50216YAB6
        
          
          
        
        970.57000000
        PA
        USD
        905.67000000
        0.000394459217
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-13
          Floating
          5.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        
        29278GAF5
        
          
          
        
        200000.00000000
        PA
        USD
        185165.45000000
        0.080647717779
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-04-06
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST STUDENT BIDCO INC
        2549006DRO2F06AA1391
        
        33718FAD2
        
          
          
        
        2464.21000000
        PA
        USD
        2196.23000000
        0.000956555001
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-21
          Floating
          3.98290000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McCormick & Co Inc/MD
        549300JQQA6MQ4OJP259
        
        579780206
        
          
          
        
        28640.00000000
        NS
        USD
        2384280.00000000
        1.038459067539
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Money Management Corp
        5493004OOK6VXHQ8DQ60
        
        00176ABC8
        
          
          
        
        400000.00000000
        PA
        USD
        371881.20000000
        0.161970659564
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-30
          Floating
          3.18600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DERMATOLOGY INTERMEDIATE
        254900GUIR9SP64DNR96
        
        24982LAB1
        
          
          
        
        2888.30000000
        PA
        USD
        2686.12000000
        0.001169923696
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-04-01
          Floating
          5.93600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUEST SOFTWARE INC
        549300LMV4JEXTGLE324
        
        74834YAN2
        
          
          
        
        16331.12000000
        PA
        USD
        14478.52000000
        0.006306033846
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-01
          Floating
          5.93600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON GRAND VAC BORROWER
        254900HF0EZ734FDVY79
        
        43283LAH4
        
          
          
        
        17865.00000000
        PA
        USD
        16692.70000000
        0.007270406863
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-02
          Floating
          4.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORIFLAME INVESTMENT HLDG
        549300LGP4VBCHWQTD80
        
        68621CAA7
        
          
          
        
        200000.00000000
        PA
        USD
        126500.00000000
        0.055096327630
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2026-05-04
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN JOSE CA REDEV AGY SUCCESSO
        N/A
        
        798170AK2
        
          
        
        90000.00000000
        PA
        USD
        87277.28000000
        0.038013103664
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-08-01
          Fixed
          3.22600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        
        05971KAG4
        
          
          
        
        200000.00000000
        PA
        USD
        159235.80000000
        0.069354211915
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2030-12-03
          Fixed
          2.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT OUTDOORS GROUP LLC
        549300IYLDI2E8I2AU46
        
        07014QAN1
        
          
          
        
        24300.84510000
        PA
        USD
        22089.47000000
        0.009620938152
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-05
          Floating
          5.38270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIV OF CALIFORNIA CA RGTS MED
        N/A
        
        913366KW9
        
          
        
        100000.00000000
        PA
        USD
        98198.92000000
        0.042769959441
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2053-05-15
          Fixed
          4.56300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Avenue Trust
        N/A
        
        556227AA4
        
          
        
        250000.00000000
        PA
        USD
        243865.00000000
        0.106213959981
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-10
          Variable
          3.67329300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEDDINGWIRE INC
        5493008BZQSUX5N9Q439
        
        94847DAB7
        
          
          
        
        2346.36000000
        PA
        USD
        2240.77000000
        0.000975954134
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-21
          Floating
          6.00680000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XAP9
        
          
          
        
        102909.03000000
        PA
        USD
        105402.82000000
        0.045907575525
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-11-25
          Floating
          6.52357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC DENTAL SERVICES
        N/A
        
        69417WAB7
        
          
          
        
        11275.87000000
        PA
        USD
        10683.89000000
        0.004653305168
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-05
          Floating
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        
        90932RAJ3
        
          
          
        
        29799.49870000
        PA
        USD
        27620.56000000
        0.012029971724
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-21
          Floating
          5.39160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDP FINANCE BV
        5299007L43AQDFOW5739
        
        26835PAH3
        
          
          
        
        200000.00000000
        PA
        USD
        171681.92000000
        0.074775045949
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-01-24
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CAM3
        
          
          
        
        1900000.00000000
        PA
        USD
        1737832.04000000
        0.756902477812
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-09-30
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provident Funding Mortgage Tru
        N/A
        
        74387MAC3
        
          
        
        152843.13000000
        PA
        USD
        139003.66000000
        0.060542222871
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Money Management Corp
        549300DYK366J47FIO80
        
        00178LAD1
        
          
        
        300000.00000000
        PA
        USD
        283430.70000000
        0.123446566860
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-11-02
          Floating
          3.38600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provident Funding Mortgage Tru
        N/A
        
        74387LAC5
        
          
        
        25946.55000000
        PA
        USD
        26332.27000000
        0.011468864625
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        31533.81000000
        0.013734364641
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -1142684.43000000
            EUR
            1241198.45000000
            USD
            2022-12-06
            31533.81000000
          
        
        
          N
          N
          N
        
      
      
        Weatherford International PLC
        529900LPBDSCQDJKHQ39
        
        000000000
        
          
          
        
        1897.00000000
        NS
        USD
        40159.49000000
        0.017491228604
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Home Partners of America Trust
        N/A
        
        43732VAA4
        
          
        
        206176.82000000
        PA
        USD
        183334.49000000
        0.079850253969
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-17
          Fixed
          2.30200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAKER HUGHES LLC/CO-OBL
        N/A
        
        05724BAA7
        
          
          
        
        50000.00000000
        PA
        USD
        49400.48000000
        0.021516087203
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          4.48600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARRACUDA NETWORKS INC
        549300CXGRZWNMPU8080
        
        000000000
        
          
        
        12692.64000000
        PA
        USD
        12137.34000000
        0.005286346728
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-05-17
          Floating
          6.02530000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        
        91324P102
        
          
          
        
        9450.00000000
        NS
        USD
        4853803.50000000
        2.114045437880
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ADMI CORP
        5493008U1LYGMQWO7N12
        
        00709LAH0
        
          
          
        
        4044.67060000
        PA
        USD
        3677.05000000
        0.001601517403
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-23
          Floating
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-08-18
      Forethought Variable Insurance Trust
      Cameron Jeffreys, CFA
      Cameron Jeffreys, CFA
      Senior Vice President