Form NPORT-P GOLDMAN SACHS TRUST For: Mar 31

May 25, 2022 12:37 PM EDT

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    NPORT-P
    false
    
      
      
        
          0000822977
          XXXXXXXX
        
      
      
      
      
        S000009300
        C000161283
        C000231823
        C000025377
        C000025379
        C000090758
        C000025378
        C000202031
      
      
      
    
  
  
    
      GOLDMAN SACHS TRUST
      811-05349
      0000822977
      S2FHCT8U6D2VORP0J605
      71  SOUTH WACKER DRIVE
      C/O GOLDMAN SACHS & CO
      CHICAGO
      
      60606
      312-655-4400
      Goldman Sachs Enhanced Income Fund
      S000009300
      UUQGK5NQWEPXWVCSCV15
      2022-03-31
      2022-03-31
      N
    
    
      1060973723.53
      3634426.71
      1057339296.82
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      1389000.00000000
      0.00000000
      0.00000000
      33471547.86000000
      
        
          JPY
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        WEC ENERGY GROUP INC
        549300IGLYTZUK3PVP70
        WEC Energy Group Inc
        92939UAC0
        
          
        
        725000.00000000
        PA
        USD
        704301.25000000
        0.066610713525
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752AQ6
        
          
        
        2875000.00000000
        PA
        USD
        2826872.50000000
        0.267357177445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KBU3
        
          
        
        2150000.00000000
        PA
        USD
        2119943.00000000
        0.200497891866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ryder System Inc
        ZXJ6Y2OSPZXIVGRILD15
        Ryder System Inc
        78355HKM0
        
          
        
        875000.00000000
        PA
        USD
        875577.50000000
        0.082809510876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-01
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NASDAQ INC
        549300L8X1Q78ERXFD06
        Nasdaq Inc
        63111XAC5
        
          
        
        1450000.00000000
        PA
        USD
        1433615.00000000
        0.135587034768
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-21
          Fixed
          0.44500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centex Home Equity
        N/A
        Centex Home Equity Loan Trust 2004-D
        152314LS7
        
          
        
        15783.91000000
        PA
        USD
        15746.55000000
        0.001489261776
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Floating
          1.95700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT International Finance PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        05531NEJ1
        
          
        
        9000000.00000000
        PA
        USD
        8987568.03000000
        0.850017402836
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2022-05-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BLDG SOCIETY
        549300XFX12G42QIKN82
        Nationwide Building Society
        63861VAD9
        
          
        
        1175000.00000000
        PA
        USD
        1187666.50000000
        0.112325958523
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-04-26
          Fixed
          3.62200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBAM CLO Management
        254900JYLIAZT0YFW632
        CBAM 2017-2 Ltd
        12481KAS7
        
          
        
        5000000.00000000
        PA
        USD
        4952600.00000000
        0.468402150085
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-17
          Floating
          1.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Master Credit Card Trust
        N/A
        Master Credit Card Trust
        576339CJ2
        
          
        
        3900000.00000000
        PA
        USD
        3712666.62000000
        0.351132945797
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2025-11-21
          Fixed
          0.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        Santander UK Group Holdings PLC
        80281LAN5
        
          
        
        1425000.00000000
        PA
        USD
        1354904.25000000
        0.128142806578
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-15
          Fixed
          1.08900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATIONAL INFORM
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services Inc
        31620MBR6
        
          
        
        1050000.00000000
        PA
        USD
        964866.00000000
        0.091254151141
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH PKG FIN/HLDGS USA
        N/A
        Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
        03969AAQ3
        
          
        
        1395000.00000000
        PA
        USD
        1395000.00000000
        0.131934943134
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-04-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537AK7
        
          
        
        1750000.00000000
        PA
        USD
        1719655.00000000
        0.162639845617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          2.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZAIS CLO 15 LTD
        549300BTYXZYFTGVBO58
        ZAIS CLO 15 LTD
        98888DAN2
        
          
        
        475000.00000000
        PA
        USD
        474002.98000000
        0.044829789399
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-28
          Floating
          1.62800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master Owner Trust
        5493001DTG5N7T8BG747
        Ford Credit Floorplan Master Owner Trust A
        34528QHF4
        
          
        
        3625000.00000000
        PA
        USD
        3569147.67000000
        0.337559351168
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          2.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045VAE0
        
          
        
        3423000.00000000
        PA
        USD
        3527264.58000000
        0.333598173321
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396VGA0
        
          
        
        18722.77000000
        PA
        USD
        18766.06000000
        0.001774838035
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-25
          Floating
          0.80700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A2Q3
        
          
        
        875000.00000000
        PA
        USD
        852731.25000000
        0.080648780629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-13
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837AK9
        
          
        
        900000.00000000
        PA
        USD
        915075.00000000
        0.086545066730
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2023-10-02
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN PENERBIT SBSN
        254900G208H6Q0L5B953
        Perusahaan Penerbit SBSN Indonesia III
        71567RAD8
        
          
        
        2260000.00000000
        PA
        USD
        2360711.25000000
        0.223269035502
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-05-28
          Fixed
          4.32500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Evergreen Credit Card Trust
        5493002G9KVV6J3CNU15
        Evergreen Credit Card Trust
        30023JBS6
        
          
        
        8275000.00000000
        PA
        USD
        7904865.87000000
        0.747618658814
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2026-10-15
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL ELECTRIC UTI
        549300GCZLSGYEYPIR35
        PPL Electric Utilities Corp
        69351UAY9
        
          
        
        1930000.00000000
        PA
        USD
        1918207.70000000
        0.181418368329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-24
          Floating
          0.60100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2021-BXMF
        05609RAA2
        
          
        
        700000.00000000
        PA
        USD
        679022.69000000
        0.064219942646
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-10-15
          Floating
          1.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2017-BNK6
        060352AD3
        
          
        
        1900000.00000000
        PA
        USD
        1896667.12000000
        0.179381124460
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-07-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERIGAS PART/FIN CORP
        N/A
        AmeriGas Partners LP / AmeriGas Finance Corp
        030981AJ3
        
          
        
        1290000.00000000
        PA
        USD
        1286775.00000000
        0.121699345126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-20
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MMH48
        
          
        
        105.33000000
        PA
        USD
        106.91000000
        0.000010111229
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGF5
        
          
        
        4525000.00000000
        PA
        USD
        4379657.00000000
        0.414214908418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-22
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2022-1
        92538WAA5
        
          
        
        2034653.79000000
        PA
        USD
        1983738.00000000
        0.187616028834
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-25
          Variable
          2.72400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B&G Foods Inc
        549300TRW1LZMDJZAQ78
        B&G Foods Inc
        05508RAE6
        
          
        
        1415000.00000000
        PA
        USD
        1383162.50000000
        0.130815387658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        549300FFTJ3WPTJK8589
        Madison Park Funding XXX LTD
        55821TAA5
        
          
        
        5156874.81000000
        PA
        USD
        5132297.14000000
        0.485397370119
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Floating
          0.99100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NAF2
        
          
        
        4000000.00000000
        PA
        USD
        4061880.00000000
        0.384160506680
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/The
        06417LRD1
        
          
        
        9000000.00000000
        PA
        USD
        8990940.78000000
        0.850336387481
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2022-09-12
          Floating
          0.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER ENT
        N/A
        Time Warner Entertainment Co LP
        88731EAF7
        
          
        
        2200000.00000000
        PA
        USD
        2320780.00000000
        0.219492456866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31359N4G3
        
          
        
        8450.59000000
        PA
        USD
        8411.79000000
        0.000795562032
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-25
          Floating
          0.61600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271VAG5
        
          
        
        7486000.00000000
        PA
        USD
        7614684.34000000
        0.720174154398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-25
          Fixed
          4.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NBG9
        
          
        
        1150000.00000000
        PA
        USD
        1114511.00000000
        0.105407129324
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-10-04
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECMC Group Student Loan Trust
        N/A
        ECMC Group Student Loan Trust
        26828WAA2
        
          
        
        1422866.48000000
        PA
        USD
        1436437.21000000
        0.135853950980
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2066-12-27
          Floating
          1.65700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450YAF0
        
          
        
        1475000.00000000
        PA
        USD
        1463465.50000000
        0.138410206108
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anchorage Capital CLO LTD
        549300MP4QPQUMB6AD63
        Anchorage Capital CLO 4-R Ltd
        03328LAA0
        
          
        
        3600000.00000000
        PA
        USD
        3577633.20000000
        0.338361887310
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-28
          Floating
          1.32800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        Metropolitan Life Global Funding I
        59217GEH8
        
          
        
        600000.00000000
        PA
        USD
        589518.00000000
        0.055754855775
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-08
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        780097BN0
        
          
        
        1200000.00000000
        PA
        USD
        1190508.00000000
        0.112594699126
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-22
          Fixed
          2.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BY5
        
          
        
        875000.00000000
        PA
        USD
        836307.50000000
        0.079095471294
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-01-12
          Fixed
          0.99100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NiSource Inc
        65473PAK1
        
          
        
        1025000.00000000
        PA
        USD
        942764.25000000
        0.089163833486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIFTH THIRD BANCORP
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773CZ1
        
          
        
        325000.00000000
        PA
        USD
        321928.75000000
        0.030447061881
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-05
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barings CLO Ltd. 2016-II
        549300Z33CTC4YAKLT16
        Barings CLO Ltd 2016-II
        06761CAL3
        
          
        
        3100000.00000000
        PA
        USD
        3073572.50000000
        0.290689328320
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-20
          Floating
          1.32400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587CU9
        
          
        
        1400000.00000000
        PA
        USD
        1407322.00000000
        0.133100321177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Receivables Trust
        N/A
        Hyundai Auto Receivables Trust 2021-A
        44933LAC7
        
          
        
        900000.00000000
        PA
        USD
        877129.00000000
        0.082956247123
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS BANK NA/RI
        DRMSV1Q0EKMEXLAU1P80
        Citizens Bank NA/Providence RI
        75524KNH3
        
          
        
        900000.00000000
        PA
        USD
        873117.00000000
        0.082576804118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-28
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANZ NEW ZEALAND INTL/LDN
        213800VD256NU2D97H12
        ANZ New Zealand Int'l Ltd/London
        00182EBQ1
        
          
        
        1150000.00000000
        PA
        USD
        1142640.00000000
        0.108067486325
        Long
        DBT
        CORP
        NZ
        N
        
        2
        
          2025-02-18
          Floating
          0.80600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Lease Securitization Trust
        N/A
        Hyundai Auto Lease Securitization Trust 2021-C
        44933MAC5
        
          
        
        7600000.00000000
        PA
        USD
        7378428.08000000
        0.697829741331
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ryder System Inc
        ZXJ6Y2OSPZXIVGRILD15
        Ryder System Inc
        78355HKF5
        
          
        
        1000000.00000000
        PA
        USD
        1003340.00000000
        0.094892907415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XEROX HOLDINGS CORP
        5493000Y33XDVO2CXC18
        Xerox Holdings Corp
        98421MAA4
        
          
        
        1385000.00000000
        PA
        USD
        1391925.00000000
        0.131644118797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Massachusetts School Building Authority
        N/A
        MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE
        576000ZC0
        
          
        
        815000.00000000
        PA
        USD
        798629.58000000
        0.075532005894
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-08-15
          Fixed
          0.61800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STAND LIFE II
        N/A
        Reliance Standard Life Global Funding II
        75951AAM0
        
          
        
        275000.00000000
        PA
        USD
        275338.25000000
        0.026040671223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-21
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        Humana Inc
        444859BP6
        
          
        
        2525000.00000000
        PA
        USD
        2463263.75000000
        0.232968145363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-03
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM RESORTS INTL
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953CG4
        
          
        
        1375000.00000000
        PA
        USD
        1423125.00000000
        0.134594921826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wellfleet CLO Ltd
        254900E0WT1R93N8OQ24
        Wellfleet CLO 2021-3 Ltd
        94951JAA8
        
          
        
        15000000.00000000
        PA
        USD
        14791815.00000000
        1.398965785579
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-15
          Floating
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY LOUISIANA LLC
        0V5453U14HDZO63CGH17
        Entergy Louisiana LLC
        29364WBF4
        
          
        
        925000.00000000
        PA
        USD
        897916.00000000
        0.084922219641
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Fixed
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        05565QCB2
        
          
        
        4516000.00000000
        PA
        USD
        4536231.68000000
        0.429023275087
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-11-06
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE BANK LTD
        4ZHCHI4KYZG2WVRT8631
        Macquarie Bank Ltd
        55608PBC7
        
          
        
        1225000.00000000
        PA
        USD
        1225355.25000000
        0.115890448192
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2022-10-17
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBJ0
        
          
        
        1390000.00000000
        PA
        USD
        1430032.00000000
        0.135248165305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        43851UEL3
        
          
        
        1545000.00000000
        PA
        USD
        1543869.15000000
        0.146014543736
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-05-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36206ARY1
        
          
        
        5504.97000000
        PA
        USD
        5758.91000000
        0.000544660547
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-04-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AX6
        
          
        
        675000.00000000
        PA
        USD
        631125.00000000
        0.059689921853
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-01
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Industrial Portfolio Trust
        N/A
        KKR Industrial Portfolio Trust 2021-KDIP
        48254CAA3
        
          
        
        277666.46000000
        PA
        USD
        271940.23000000
        0.025719296617
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Floating
          0.94700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        N/A
        Dryden 64 CLO Ltd
        26251LAC8
        
          
        
        5950000.00000000
        PA
        USD
        5901674.10000000
        0.558162750381
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-18
          Floating
          1.21100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AF8
        
          
        
        1430000.00000000
        PA
        USD
        1349562.50000000
        0.127637599780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHL6
        
          
        
        1300000.00000000
        PA
        USD
        1315496.00000000
        0.124415691723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-23
          Fixed
          3.86400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FUNDING LLC
        N/A
        NXP BV / NXP Funding LLC
        62947QAV0
        
          
        
        3200000.00000000
        PA
        USD
        3247648.00000000
        0.307152870395
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2023-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A2U4
        
          
        
        600000.00000000
        PA
        USD
        556650.00000000
        0.052646298276
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-08
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YAP4
        
          
        
        1606000.00000000
        PA
        USD
        1617402.60000000
        0.152969118320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-06
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ball Corp
        0BGI85ALH27ZJP15DY16
        Ball Corp
        058498AS5
        
          
        
        2065000.00000000
        PA
        USD
        2095975.00000000
        0.198231069847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLC Student Loan Trust
        N/A
        SLC Student Loan Trust 2007-1
        784424AD5
        
          
        
        1632160.38000000
        PA
        USD
        1599851.28000000
        0.151309166774
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-15
          Floating
          0.56600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada
        78015K7J7
        
          
        
        1475000.00000000
        PA
        USD
        1430071.50000000
        0.135251901097
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-10-26
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Lease Securitization Trust
        N/A
        Hyundai Auto Lease Securitization Trust 2021-B
        44891VAC5
        
          
        
        1550000.00000000
        PA
        USD
        1516624.16000000
        0.143437793767
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-17
          Fixed
          0.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS Corp
        25470XAJ4
        
          
        
        1410000.00000000
        PA
        USD
        1415287.50000000
        0.133853674431
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AGAH5
        
          
        
        57928.40000000
        PA
        USD
        58222.20000000
        0.005506482183
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-25
          Floating
          0.85700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        Metropolitan Life Global Funding I
        59217GEE5
        
          
        
        575000.00000000
        PA
        USD
        574310.00000000
        0.054316528452
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-13
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UDC0
        
          
        
        1200000.00000000
        PA
        USD
        1202436.00000000
        0.113722813822
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pennsylvania Higher Education Assistance Agency
        N/A
        PHEAA Student Loan Trust 2014-3
        69340JAA0
        
          
        
        3515747.75000000
        PA
        USD
        3457998.43000000
        0.327047187255
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-08-25
          Floating
          1.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK LIFE GLOBAL FDG
        635400DPNHEAUHB7ZI15
        New York Life Global Funding
        64952WDP5
        
          
        
        1200000.00000000
        PA
        USD
        1185084.00000000
        0.112081713369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-05
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        0020A3HG8
        
          
        
        4000000.00000000
        PA
        USD
        3976049.32000000
        0.376042896727
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-08-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada
        78015K7D0
        
          
        
        1125000.00000000
        PA
        USD
        1126361.25000000
        0.106527890657
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-01-17
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-8
        92538GAA0
        
          
        
        250706.93000000
        PA
        USD
        236651.72000000
        0.022381814495
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-11-25
          Variable
          1.82400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Floating Rate Note
        91282CBK6
        
          
        
        10000000.00000000
        PA
        USD
        10011003.20000000
        0.946810851550
        Long
        DBT
        UST
        US
        N
        
        1
        
          2023-01-31
          Floating
          0.65500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAA0
        
          
        
        5549000.00000000
        PA
        USD
        5621192.49000000
        0.531635635496
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MT5
        
          
        
        1225000.00000000
        PA
        USD
        1183668.50000000
        0.111947839596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-30
          Fixed
          0.77600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Electric Power Co Inc
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        0255E3DS4
        
          
        
        4422000.00000000
        PA
        USD
        4419202.33000000
        0.417954987891
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-04-26
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        D.R. HORTON INC
        529900ZIUEYVSB8QDD25
        DR Horton Inc
        23331ABG3
        
          
        
        3199000.00000000
        PA
        USD
        3250535.89000000
        0.307425998426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBQ8
        
          
        
        2225000.00000000
        PA
        USD
        2195140.50000000
        0.207609847340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          1.51400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ENTERPRIS
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573AP1
        
          
        
        675000.00000000
        PA
        USD
        622046.25000000
        0.058831280731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINL GRP
        35380028MYWPB6AUO129
        Sumitomo Mitsui Financial Group Inc
        86562MCD0
        
          
        
        725000.00000000
        PA
        USD
        662773.25000000
        0.062683119032
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-01-12
          Fixed
          0.94800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Evergreen Credit Card Trust
        5493002G9KVV6J3CNU15
        Evergreen Credit Card Trust
        30023JBH0
        
          
        
        2900000.00000000
        PA
        USD
        2905398.35000000
        0.274783918344
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2024-09-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNCOR ENERGY INC
        549300W70ZOQDVLCHY06
        Suncor Energy Inc
        867224AC1
        
          
        
        2700000.00000000
        PA
        USD
        2705994.00000000
        0.255924849113
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-05-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Educational Services of America Inc
        N/A
        Edsouth Indenture No 2 LLC
        281380AA3
        
          
        
        424153.12000000
        PA
        USD
        424152.95000000
        0.040115122106
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-09-25
          Floating
          1.60700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cedar Funding Ltd
        549300G87EGFMLOYN341
        Cedar Funding VII Clo Ltd
        15032FAA4
        
          
        
        3000000.00000000
        PA
        USD
        2987535.00000000
        0.282552157948
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-20
          Floating
          1.25400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31359U3R4
        
          
        
        1095.10000000
        PA
        USD
        1096.68000000
        0.000103720726
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-11-17
          Floating
          0.94100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396KHF2
        
          
        
        131650.24000000
        PA
        USD
        132578.97000000
        0.012538923919
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-25
          Floating
          0.95700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USAA CAPITAL CORP
        5493007XLF4LU3U2W757
        USAA Capital Corp
        90327QD48
        
          
        
        150000.00000000
        PA
        USD
        148690.50000000
        0.014062704417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHERWIN-WILLIAMS CO
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348AU0
        
          
        
        64000.00000000
        PA
        USD
        64104.96000000
        0.006062856094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROTECTIVE LIFE GLOBAL
        635400EVYITCJYWL2I50
        Protective Life Global Funding
        74368CAZ7
        
          
        
        2100000.00000000
        PA
        USD
        2037357.00000000
        0.192687154078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-13
          Fixed
          0.63100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NuStar Logistics LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059TAF2
        
          
        
        1360000.00000000
        PA
        USD
        1366800.00000000
        0.129267871165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAK7
        
          
        
        550000.00000000
        PA
        USD
        506060.50000000
        0.047861694114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-30
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14
        61690GAF8
        
          
        
        3000000.00000000
        PA
        USD
        3038867.76000000
        0.287407057426
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-02-15
          Fixed
          4.06400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTUIT INC
        VI90HBPH7XSFMB9E4M29
        Intuit Inc
        46124HAB2
        
          
        
        500000.00000000
        PA
        USD
        469600.00000000
        0.044413368670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust 2021-CIP
        12434FAA5
        
          
        
        1800000.00000000
        PA
        USD
        1772351.14000000
        0.167623689512
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-12-15
          Floating
          1.31800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAM0
        
          
        
        2575000.00000000
        PA
        USD
        2367068.75000000
        0.223870308908
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-07-12
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        53944YAM5
        
          
        
        1200000.00000000
        PA
        USD
        1197180.00000000
        0.113225717004
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-06-15
          Fixed
          1.32600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        Madison Park Funding XXXVII Ltd
        55817EAN6
        
          
        
        1000000.00000000
        PA
        USD
        993373.00000000
        0.093950258255
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-07-15
          Floating
          1.31100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELL CANADA
        549300JYAVAQRV5MNZ86
        Bell Telephone Co of Canada or Bell Canada/The
        0778FPAC3
        
          
        
        4275000.00000000
        PA
        USD
        4112592.75000000
        0.388956767460
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-03-17
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CBJ7
        
          
        
        3625000.00000000
        PA
        USD
        3519476.25000000
        0.332861576277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2R3
        
          
        
        3125000.00000000
        PA
        USD
        3087781.25000000
        0.292033149556
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-02
          Fixed
          1.65400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UDJ5
        
          
        
        2025000.00000000
        PA
        USD
        1888373.25000000
        0.178596714950
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CBE8
        
          
        
        1400000.00000000
        PA
        USD
        1398474.00000000
        0.132263503702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RMJ8
        
          
        
        5400000.00000000
        PA
        USD
        5233356.00000000
        0.494955215959
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-25
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-Eleven Inc
        817826AB6
        
          
        
        4325000.00000000
        PA
        USD
        4154984.25000000
        0.392966029210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-10
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JDE PEET'S NV
        724500EHG519SE5ZRT89
        JDE Peet's NV
        47216QAA1
        
          
        
        2625000.00000000
        PA
        USD
        2463798.75000000
        0.233018744069
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-09-24
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBZ1
        
          
        
        7750000.00000000
        PA
        USD
        7696215.00000000
        0.727885081273
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-21
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        Royalty Pharma PLC
        78081BAG8
        
          
        
        1200000.00000000
        PA
        USD
        1166424.00000000
        0.110316906172
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-09-02
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERBALIFE/HLF FINANCING
        N/A
        Herbalife Nutrition Ltd / HLF Financing Inc
        42704MAA0
        
          
        
        2940000.00000000
        PA
        USD
        3002475.00000000
        0.283965138629
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-09-01
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FLAVOR & FRAGRANCES
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances Inc
        459506AM3
        
          
        
        3050000.00000000
        PA
        USD
        3037342.50000000
        0.287262802880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          0.69700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAB6
        
          
        
        1125000.00000000
        PA
        USD
        1136148.75000000
        0.107453563242
        Long
        DBT
        
        US
        N
        
        2
        
          2023-01-31
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kentucky Higher Education Student Loan Corp
        N/A
        Kentucky Higher Education Student Loan Corp
        49130NFC8
        
          
        
        889951.62000000
        PA
        USD
        883755.78000000
        0.083582988228
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-03-25
          Floating
          0.88800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NCL Corp Ltd
        62886HBE0
        
          
        
        930000.00000000
        PA
        USD
        916050.00000000
        0.086637279325
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2027-02-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELP 2021-ELP
        N/A
        ELP Commercial Mortgage Trust 2021-ELP
        26863LAA2
        
          
        
        3700000.00000000
        PA
        USD
        3620926.78000000
        0.342456465099
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          1.09800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Lease Owner Trust
        5493006AB33TXC4NJ781
        Toyota Lease Owner Trust 2021-B
        89239CAC3
        
          
        
        1550000.00000000
        PA
        USD
        1504671.80000000
        0.142307375175
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-21
          Fixed
          0.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAH4
        
          
        
        675000.00000000
        PA
        USD
        648364.50000000
        0.061320382392
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-02-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441CAJ4
        
          
        
        2595000.00000000
        PA
        USD
        2597179.80000000
        0.245633526325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523BT6
        
          
        
        4000000.00000000
        PA
        USD
        4029720.00000000
        0.381118909712
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-30
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust 2012-3
        64032XAA3
        
          
        
        2573152.26000000
        PA
        USD
        2573151.75000000
        0.243361024955
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-02-25
          Floating
          1.15700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON NATIONAL BANK
        2WHM8VNJH63UN14OL754
        Huntington National Bank/The
        44644MAA9
        
          
        
        1050000.00000000
        PA
        USD
        1047448.50000000
        0.099064557909
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-03
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust 2021-21M
        05609CAA5
        
          
        
        650000.00000000
        PA
        USD
        634191.30000000
        0.059979923370
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.12700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Beam Suntory Inc
        EWRDABCN7XBHM37LIA98
        Beam Suntory Inc
        073730AE3
        
          
        
        3643000.00000000
        PA
        USD
        3649156.67000000
        0.345126363975
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Educational Services of America Inc
        N/A
        Edsouth Indenture No 5 LLC
        28137RAA5
        
          
        
        1455645.88000000
        PA
        USD
        1441636.31000000
        0.136345666366
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-02-25
          Floating
          1.15700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668BG6
        
          
        
        1225000.00000000
        PA
        USD
        1215285.75000000
        0.114938104887
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-23
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWMET AEROSPACE INC
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc
        013817AW1
        
          
        
        821000.00000000
        PA
        USD
        849735.00000000
        0.080365404232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC LIFE GF II
        6354003EUPCHXTWUU869
        Pacific Life Global Funding II
        6944PL2C2
        
          
        
        4025000.00000000
        PA
        USD
        3908194.50000000
        0.369625390047
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-23
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE
        635400B4JJBON4TCHF02
        Equitable Financial Life Global Funding
        29449WAA5
        
          
        
        700000.00000000
        PA
        USD
        657790.00000000
        0.062211818096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-07
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anchorage Capital CLO LTD
        549300H5Q0HJ2EHSSX26
        Anchorage Capital CLO 15 Ltd
        03329FAN4
        
          
        
        1300000.00000000
        PA
        USD
        1290564.60000000
        0.122057754202
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          1.45400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31398E3D4
        
          
        
        66745.33000000
        PA
        USD
        67951.37000000
        0.006426638090
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-06-15
          Floating
          1.24700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAC0
        
          
        
        1075000.00000000
        PA
        USD
        1149637.25000000
        0.108729265379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE Park Mortgage Trust
        N/A
        ONE 2021-PARK Mortgage Trust
        682413AA7
        
          
        
        919000.00000000
        PA
        USD
        897933.75000000
        0.084923898383
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-15
          Floating
          1.09700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DD4
        
          
        
        4925000.00000000
        PA
        USD
        4868658.00000000
        0.460463165858
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-04
          Fixed
          1.16700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROTECTIVE LIFE GLOBAL
        635400EVYITCJYWL2I50
        Protective Life Global Funding
        74368CAR5
        
          
        
        2225000.00000000
        PA
        USD
        2188020.50000000
        0.206936458956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-09
          Fixed
          1.08200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BQ6
        
          
        
        2700000.00000000
        PA
        USD
        2766339.00000000
        0.261632099395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        046353AR9
        
          
        
        2000000.00000000
        PA
        USD
        2029680.00000000
        0.191961086295
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-08-17
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAA4
        
          
        
        1447000.00000000
        PA
        USD
        1490641.52000000
        0.140980433100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        Tesla Auto Lease Trust 2021-A
        88161FAD8
        
          
        
        1800000.00000000
        PA
        USD
        1732885.65000000
        0.163891161069
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Montana Higher Education Student Assistance Corp
        N/A
        Montana Higher Education Student Assistance Corp
        61205PAK5
        
          
        
        601114.02000000
        PA
        USD
        601108.97000000
        0.056851095178
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-05-20
          Floating
          1.44900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR217099  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR217099  IRS USD P F   .50000 2 CCPOIS
        000000000
        
          
        
        119660000.00000000
        OU
        Notional Amount
        USD
        6367383.82000000
        0.602208187962
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-03-16
            3701367.08000000
            USD
            0.00000000
            USD
            119660000.00000000
            USD
            2666016.74000000
          
        
        
          N
          N
          N
        
      
      
        UNITED WHOLESALE MTGE LL
        549300HW662MN1WU8550
        United Wholesale Mortgage LLC
        91153LAA5
        
          
        
        1460000.00000000
        PA
        USD
        1412550.00000000
        0.133594769838
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT / FINCO
        N/A
        Caesars Resort Collection LLC / CRC Finco Inc
        12770RAA1
        
          
        
        2600000.00000000
        PA
        USD
        2661750.00000000
        0.251740383432
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKETS PLC
        RR3QWICWWIPCS8A4S074
        NatWest Markets PLC
        63906YAA6
        
          
        
        795000.00000000
        PA
        USD
        791502.00000000
        0.074857900617
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-05-21
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN22
        000000000
        
          
        
        -1202.00000000
        NC
        USD
        3461255.63000000
        0.327355243525
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 2 Year US Treasury Note Future
                TUM2 COMDTY
              
            
            2022-06-30
            -258031708.15000000
            USD
            3461255.63000000
          
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PAX6
        
          
        
        1950000.00000000
        PA
        USD
        1962948.00000000
        0.185649772585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEY BANK NA
        HUX2X73FUCYHUVH1BK78
        KeyBank NA/Cleveland OH
        49327M2S2
        
          
        
        675000.00000000
        PA
        USD
        676262.25000000
        0.063958868457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-09
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv Inc
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738AQ1
        
          
        
        825000.00000000
        PA
        USD
        838422.75000000
        0.079295525336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06053FAA7
        
          
        
        1200000.00000000
        PA
        USD
        1229760.00000000
        0.116307036322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-24
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STAND LIFE II
        N/A
        Reliance Standard Life Global Funding II
        75951AAK4
        
          
        
        1600000.00000000
        PA
        USD
        1605824.00000000
        0.151874048834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-22
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIG CLO Ltd
        N/A
        AIG CLO 2021-1 LLC
        00141YAA3
        
          
        
        2100000.00000000
        PA
        USD
        2072796.60000000
        0.196038925842
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2034-04-22
          Floating
          1.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO DOMINION BANK NY
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/NY
        89114WB87
        
          
        
        1021000.00000000
        PA
        USD
        1020563.21000000
        0.096521827295
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2022-06-20
          Floating
          0.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE FED CRED MUTUEL
        VBHFXSYT7OG62HNT8T76
        Banque Federative du Credit Mutuel SA
        06675FAV9
        
          
        
        950000.00000000
        PA
        USD
        909511.00000000
        0.086018840190
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-02-27
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NBD6
        
          
        
        600000.00000000
        PA
        USD
        599040.00000000
        0.056655418161
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-02-17
          Floating
          0.59600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523AF7
        
          
        
        1357000.00000000
        PA
        USD
        1377205.73000000
        0.130252014102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        Tesla Auto Lease Trust 2021-B
        88161KAC9
        
          
        
        5300000.00000000
        PA
        USD
        5045480.06000000
        0.477186469392
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-22
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A2S9
        
          
        
        2225000.00000000
        PA
        USD
        2143587.25000000
        0.202734094575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-08
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CZ6
        
          
        
        2550000.00000000
        PA
        USD
        2496705.00000000
        0.236130919139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danone SA
        969500KMUQ2B6CBAF162
        Danone SA
        23636TAD2
        
          
        
        7000000.00000000
        PA
        USD
        6996990.00000000
        0.661754464346
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-11-02
          Fixed
          2.58900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RDC3
        
          
        
        1725000.00000000
        PA
        USD
        1776215.25000000
        0.167989145522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NY MELLON CORP
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp/The
        06406RAP2
        
          
        
        1375000.00000000
        PA
        USD
        1330257.50000000
        0.125811790406
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-07
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caisse d'Amortissement de la Dette Sociale
        969500P04DQJS4BPM574
        Caisse d'Amortissement de la Dette Sociale
        12802WDB7
        
          
        
        3000000.00000000
        PA
        USD
        2999706.66000000
        0.283703317281
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2022-04-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA POWER & LIGHT CO
        A89MY1K3YLIGJMYWVX50
        Florida Power & Light Co
        341081FZ5
        
          
        
        375000.00000000
        PA
        USD
        375360.00000000
        0.035500430290
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nutrien Ltd
        5493002QQ7GD21OWF963
        Nutrien Ltd
        67077VDK1
        
          
        
        3406000.00000000
        PA
        USD
        3404597.85000000
        0.321996719524
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2022-04-19
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/Ford Credit
        N/A
        Ford Credit Auto Owner Trust 2020-REV1
        34531NAA4
        
          
        
        6835000.00000000
        PA
        USD
        6609701.45000000
        0.625125867342
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAQ3
        
          
        
        1675000.00000000
        PA
        USD
        1681649.75000000
        0.159045422321
        Long
        DBT
        
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128285K2
        
          
        
        1250000.00000000
        PA
        USD
        1263232.43000000
        0.119472759009
        Long
        DBT
        UST
        US
        N
        
        1
        
          2023-10-31
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-Eleven Inc
        817826AC4
        
          
        
        400000.00000000
        PA
        USD
        363648.00000000
        0.034392744230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-10
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAK0
        
          
        
        1415000.00000000
        PA
        USD
        1383162.50000000
        0.130815387658
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-08-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-Eleven Inc
        817826AA8
        
          
        
        950000.00000000
        PA
        USD
        935332.00000000
        0.088460913427
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-10
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INFOR INC
        549300Q3IIYBYI4RHD64
        Infor Inc
        45674CAB9
        
          
        
        1225000.00000000
        PA
        USD
        1201284.00000000
        0.113613861095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231GBH4
        
          
        
        900000.00000000
        PA
        USD
        904887.00000000
        0.085581516048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-19
          Fixed
          2.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX 2021-MFM1
        05608VAA4
        
          
        
        100000.00000000
        PA
        USD
        97739.75000000
        0.009243934306
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-15
          Floating
          1.09700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITC Holdings Corp
        549300HTO5U9D3SLE207
        ITC Holdings Corp
        465685AM7
        
          
        
        585000.00000000
        PA
        USD
        586842.75000000
        0.055501838602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137B4UY0
        
          
        
        259592.17000000
        PA
        USD
        290630.88000000
        0.027487002599
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK
        2IGI19DL77OX0HC3ZE78
        Canadian Imperial Bank of Commerce
        13607GRK2
        
          
        
        1175000.00000000
        PA
        USD
        1153391.75000000
        0.109084354801
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-06-23
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY ENERG
        549300JD0S5IZJE9LY15
        Berkshire Hathaway Energy Co
        084659AT8
        
          
        
        650000.00000000
        PA
        USD
        669708.00000000
        0.063338987022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31397LGE3
        
          
        
        188269.54000000
        PA
        USD
        194035.48000000
        0.018351297505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-25
          Floating
          1.29700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523BV1
        
          
        
        1310000.00000000
        PA
        USD
        1317427.70000000
        0.124598386153
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BL7
        
          
        
        1000000.00000000
        PA
        USD
        1003960.00000000
        0.094951545168
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-07-18
          Fixed
          2.62300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHC6
        
          
        
        4125000.00000000
        PA
        USD
        4135477.50000000
        0.391121138922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-20
          Fixed
          3.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BJ8
        
          
        
        1400000.00000000
        PA
        USD
        1409814.00000000
        0.133336007111
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-03-15
          Fixed
          3.88500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        549300SRMXHPGI3BJ386
        SLM Student Loan Trust 2008-5
        78444YAD7
        
          
        
        184492.69000000
        PA
        USD
        184607.72000000
        0.017459648057
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-07-25
          Floating
          1.95800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        Tesla Auto Lease Trust 2021-A
        88161FAC0
        
          
        
        500000.00000000
        PA
        USD
        484508.36000000
        0.045823356935
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          0.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT-WEST LIFECO US FI
        N/A
        Great-West Lifeco US Finance 2020 LP
        391399AA0
        
          
        
        425000.00000000
        PA
        USD
        395220.25000000
        0.037378753555
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-12
          Fixed
          0.90400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden Credit Card Trust
        549300BEDPMEONLTJX58
        Golden Credit Card Trust
        380881ED0
        
          
        
        11200000.00000000
        PA
        USD
        11205858.72000000
        1.059816726163
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2024-07-15
          Floating
          0.91700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG LONDON
        BFM8T61CT2L1QCEMIK50
        UBS AG/London
        902674YB0
        
          
        
        1775000.00000000
        PA
        USD
        1699207.50000000
        0.160705981997
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-02-09
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468T9
        
          
        
        1550000.00000000
        PA
        USD
        1532547.00000000
        0.144943728527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-10
          Fixed
          0.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rhode Island Student Loan Authority
        N/A
        RHODE ISLAND ST STUDENT LOAN AUTH STUDENT LOAN REVENUE
        762315NR6
        
          
        
        199125.52000000
        PA
        USD
        198010.14000000
        0.018727209004
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-10-02
          Floating
          0.93100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LANDESBK HESSEN THUR
        DIZES5CFO5K3I5R58746
        LANDESBK HESSEN THUR
        51500VR76
        
          
        
        5323000.00000000
        PA
        USD
        5323057.28000000
        0.503438895727
        Long
        STIV
        CORP
        DE
        N
        
        2
        
          2022-05-09
          Fixed
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANGRID INC
        549300OX0Q38NLSKPB49
        Avangrid Inc
        05351WAC7
        
          
        
        650000.00000000
        PA
        USD
        648531.00000000
        0.061336129466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIG GLOBAL FUNDING
        54930057MDZ7KOVOTV71
        AIG Global Funding
        00138CAS7
        
          
        
        5075000.00000000
        PA
        USD
        4824904.00000000
        0.456325042917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-17
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAD1
        
          
        
        1400000.00000000
        PA
        USD
        1387092.00000000
        0.131187028059
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2024-06-27
          Fixed
          2.70600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940XAE2
        
          
        
        525000.00000000
        PA
        USD
        484344.00000000
        0.045807812256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goal Capital Funding Trust
        N/A
        Goal Capital Funding Trust 2010-1
        38021EAA2
        
          
        
        21656.93000000
        PA
        USD
        21546.50000000
        0.002037803765
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-08-25
          Floating
          1.19800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIXIS NY BRANC
        2549003L5ZG5M2ZSE107
        Natixis SA/New York NY
        63873QPY4
        
          
        
        5650000.00000000
        PA
        USD
        5648556.03000000
        0.534223597570
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2022-06-17
          Floating
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SR217097  IRS USD R F   .00000 2 CCPOIS / Short: SR217097  IRS USD P V 00MSOFR 1 CCPOIS
        000000000
        
          
        
        782520000.00000000
        OU
        Notional Amount
        USD
        -12028349.68000000
        -1.13760547027
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-03-16
            0.00000000
            USD
            -6972107.09000000
            USD
            782520000.00000000
            USD
            -5056242.59000000
          
        
        
          N
          N
          N
        
      
      
        TRUIST BANK
        JJKC32MCHWDI71265Z06
        Truist Bank
        89788JAB5
        
          
        
        1700000.00000000
        PA
        USD
        1688355.00000000
        0.159679584886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-09
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aetna Inc
        549300QKBENKLBXQ8968
        Aetna Inc
        00817YAQ1
        
          
        
        2250000.00000000
        PA
        USD
        2274210.00000000
        0.215088005036
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIG GLOBAL FUNDING
        54930057MDZ7KOVOTV71
        AIG Global Funding
        00138CAK4
        
          
        
        1450000.00000000
        PA
        USD
        1453306.00000000
        0.137449350872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBD5
        
          
        
        5375000.00000000
        PA
        USD
        5163278.75000000
        0.488327518472
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-02
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ENTERPRIS
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573AT3
        
          
        
        1725000.00000000
        PA
        USD
        1672335.75000000
        0.158164531955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-08
          Fixed
          0.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Securitized Term Auto Receivables Tr
        N/A
        GM Financial Consumer Automobile Receivables Trust 2021-4
        362554AC1
        
          
        
        5700000.00000000
        PA
        USD
        5504950.62000000
        0.520641825812
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-16
          Fixed
          0.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456BAB7
        
          
        
        4850000.00000000
        PA
        USD
        5006267.00000000
        0.473477815026
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BA6
        
          
        
        1300000.00000000
        PA
        USD
        1315158.00000000
        0.124383724690
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-05-25
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIFTH THIRD BANK
        QFROUN1UWUYU0DVIWD51
        Fifth Third Bank NA
        31677QBS7
        
          
        
        1125000.00000000
        PA
        USD
        1125022.50000000
        0.106401275672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-30
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Washington
        549300X3TODFMUKLQ364
        WASHINGTON ST
        93974ETE6
        
          
        
        1620000.00000000
        PA
        USD
        1581674.36000000
        0.149590047845
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-08-01
          Fixed
          0.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP CLO Ltd
        254900NXH68CRC058O44
        OCP CLO 2014-5 Ltd
        67102SAL8
        
          
        
        2600000.00000000
        PA
        USD
        2589074.80000000
        0.244866979576
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-26
          Floating
          1.34700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Master Credit Card Trust
        549300G7G68IV2D8IM76
        Master Credit Card Trust II
        576339CF0
        
          
        
        3600000.00000000
        PA
        USD
        3593976.48000000
        0.339907586033
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2024-09-21
          Fixed
          1.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors
        N/A
        GMF Floorplan Owner Revolving Trust
        361886CM4
        
          
        
        1500000.00000000
        PA
        USD
        1452513.80000000
        0.137374426957
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          0.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/Ford Credit
        N/A
        Ford Credit Auto Owner Trust 2019-REV1
        34532PAA8
        
          
        
        2600000.00000000
        PA
        USD
        2626592.70000000
        0.248415310761
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          3.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Credit Account Master Trust
        549300Y4SA5G3GIJTP18
        American Express Credit Account Master Trust
        02587AAN4
        
          
        
        2050000.00000000
        PA
        USD
        2051004.09000000
        0.193977855185
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RDD1
        
          
        
        3100000.00000000
        PA
        USD
        3179825.00000000
        0.300738373156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE BANK LTD
        4ZHCHI4KYZG2WVRT8631
        Macquarie Bank Ltd
        55608PBG8
        
          
        
        2150000.00000000
        PA
        USD
        2128672.00000000
        0.201323454675
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2022-12-16
          Fixed
          0.44100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EAST OHIO GAS CO/THE
        BC95Y6MXLT75BGO7UM71
        East Ohio Gas Co/The
        27409LAA1
        
          
        
        250000.00000000
        PA
        USD
        235577.50000000
        0.022280217968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-NQM8
        12659FAA3
        
          
        
        337622.86000000
        PA
        USD
        322858.65000000
        0.030535009052
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        Kinder Morgan Energy Partners LP
        494550BL9
        
          
        
        2275000.00000000
        PA
        USD
        2284054.50000000
        0.216019068511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carval CLO LTD
        N/A
        CarVal CLO IV Ltd
        14687EAA8
        
          
        
        2600000.00000000
        PA
        USD
        2574543.40000000
        0.243492643065
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          1.43400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLC Student Loan Trust
        N/A
        SLC Student Loan Trust 2010-1
        78444WAA7
        
          
        
        336666.20000000
        PA
        USD
        334108.98000000
        0.031599031739
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2042-11-25
          Floating
          1.37300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFIP CLO LTD
        549300NTT3VNL25G1526
        CFIP CLO 2021-1 Ltd
        12529QAC3
        
          
        
        5000000.00000000
        PA
        USD
        4936285.00000000
        0.466859126001
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-20
          Floating
          1.33400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2021-ARIA
        05608RAA3
        
          
        
        1100000.00000000
        PA
        USD
        1078923.46000000
        0.102041365836
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.29600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group Inc
        60687YBF5
        
          
        
        1275000.00000000
        PA
        USD
        1248492.75000000
        0.118078723996
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-07-10
          Fixed
          1.24100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBS4
        
          
        
        850000.00000000
        PA
        USD
        826523.00000000
        0.078170082440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          0.65300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Auto Receivables Owner Trust
        N/A
        Toyota Auto Receivables 2021-D Owner Trust
        89238JAC9
        
          
        
        3800000.00000000
        PA
        USD
        3645684.55000000
        0.344797981212
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CK6
        
          
        
        1225000.00000000
        PA
        USD
        1219928.50000000
        0.115377202348
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        02005NBL3
        
          
        
        3075000.00000000
        PA
        USD
        3002768.25000000
        0.283992873340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILLENBRAND INC
        U246OE781574J2BUD366
        Hillenbrand Inc
        431571AD0
        
          
        
        1380000.00000000
        PA
        USD
        1416225.00000000
        0.133942340387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextGear Floorplan Master Owner Trust
        N/A
        NextGear Floorplan Master Owner Trust
        65341KBQ8
        
          
        
        5500000.00000000
        PA
        USD
        5222197.26000000
        0.493899855581
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master Owner Trust
        5493001DTG5N7T8BG747
        Ford Credit Floorplan Master Owner Trust A
        34528QHL1
        
          
        
        1500000.00000000
        PA
        USD
        1499916.59000000
        0.141857641583
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-15
          Floating
          0.89700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO BANK LTD/NY
        RB0PEZSDGCO3JS6CEU02
        Mizuho Bank Ltd/New York NY
        60710RTX3
        
          
        
        4441000.00000000
        PA
        USD
        4431718.22000000
        0.419138703472
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2023-02-10
          Floating
          0.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASTE MANAGEMENT INC
        549300YX8JIID70NFS41
        Waste Management Inc
        94106LBL2
        
          
        
        625000.00000000
        PA
        USD
        577581.25000000
        0.054625913530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2C6
        
          
        
        500000.00000000
        PA
        USD
        509275.00000000
        0.048165711946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-24
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jeld-Wen Inc
        549300XWE6NM0N1HFW16
        Jeld-Wen Inc
        475795AC4
        
          
        
        1435000.00000000
        PA
        USD
        1388362.50000000
        0.131307188163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XCEL ENERGY INC
        LGJNMI9GH8XIDG5RCM61
        Xcel Energy Inc
        98389BAZ3
        
          
        
        1948000.00000000
        PA
        USD
        1886774.36000000
        0.178445496698
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAS0
        
          
        
        700000.00000000
        PA
        USD
        654024.00000000
        0.061855641038
        Long
        DBT
        
        US
        N
        
        2
        
          2025-07-15
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE ENERGY CO
        549300IX8SD6XXD71I78
        DTE Energy Co
        233331BG1
        
          
        
        575000.00000000
        PA
        USD
        538395.50000000
        0.050919842061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31397UTT6
        
          
        
        231643.38000000
        PA
        USD
        233847.65000000
        0.022116613910
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-25
          Floating
          0.90700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        5719134.00000000
        NS
        USD
        5719134.00000000
        0.540898651662
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KnowledgeWorks Foundation
        549300ZCR1DGZJLXTI23
        KnowledgeWorks Foundation
        49925JAE7
        
          
        
        646851.98000000
        PA
        USD
        642039.98000000
        0.060722228137
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2042-02-25
          Floating
          1.44800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAT2
        
          
        
        3375000.00000000
        PA
        USD
        3231258.75000000
        0.305602823967
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-10-29
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFS8
        
          
        
        1450000.00000000
        PA
        USD
        1342497.00000000
        0.126969365844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-20
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Dryrock Issuance Trust
        213800R4G3N2G68CHU37
        Barclays Dryrock Issuance Trust
        06742LAT0
        
          
        
        6200000.00000000
        PA
        USD
        5887669.05000000
        0.556838194485
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335HTQ6
        
          
        
        1048.69000000
        PA
        USD
        1049.64000000
        0.000099271823
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHSTAR EDUCATION FINANCE, INC.
        25490059JOHYRUHEXW19
        Northstar Education Finance Inc
        66705EAA6
        
          
        
        594776.85000000
        PA
        USD
        590467.22000000
        0.055844630174
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-12-26
          Floating
          1.15700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Palm Beach FL
        N/A
        PALM BEACH CNTY FL PUBLIC IMPT REVENUE
        696543UA3
        
          
        
        635000.00000000
        PA
        USD
        594619.27000000
        0.056237318691
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-12-01
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        000000000
        
          
        
        2320000.00000000
        PA
        USD
        2372200.00000000
        0.224355607243
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2026-10-26
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOODYEAR TIRE & RUBBER
        5493002BI0S2ZQUY3437
        Goodyear Tire & Rubber Co/The
        382550BH3
        
          
        
        1330000.00000000
        PA
        USD
        1404812.50000000
        0.132862980145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-31
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIG GLOBAL FUNDING
        54930057MDZ7KOVOTV71
        AIG Global Funding
        00138CAM0
        
          
        
        2100000.00000000
        PA
        USD
        2054808.00000000
        0.194337617657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-07
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARBUCKS CORP
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244AY5
        
          
        
        1974000.00000000
        PA
        USD
        1974335.58000000
        0.186726775968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-07
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAH4
        
          
        
        1200000.00000000
        PA
        USD
        1236852.00000000
        0.116977776549
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HAZ0
        
          
        
        1031000.00000000
        PA
        USD
        1032670.22000000
        0.097666872224
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2022-07-14
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLUMINA INC
        SQ95QG8SR5Q56LSNF682
        Illumina Inc
        452327AL3
        
          
        
        2475000.00000000
        PA
        USD
        2427504.75000000
        0.229586165699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-23
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JE8
        
          
        
        1250000.00000000
        PA
        USD
        1248450.00000000
        0.118074680829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-16
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCANADA PIPELINES
        5BV01I6231JPDAPMGH09
        TransCanada PipeLines Ltd
        89352HBB4
        
          
        
        2275000.00000000
        PA
        USD
        2163115.50000000
        0.204581018269
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-10-12
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBC4
        
          
        
        1125000.00000000
        PA
        USD
        1166445.00000000
        0.110318892290
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUS 2021-EQAZ Mortgage Trust
        N/A
        EQUS 2021-EQAZ Mortgage Trust
        29478JAA8
        
          
        
        550000.00000000
        PA
        USD
        538169.38000000
        0.050898456306
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-10-15
          Floating
          1.15200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153AZ5
        
          
        
        1585000.00000000
        PA
        USD
        1735575.00000000
        0.164145511778
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2025-06-01
          Fixed
          11.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        Credit Suisse AG/New York NY
        22552G3C2
        
          
        
        4000000.00000000
        PA
        USD
        3959561.16000000
        0.374483495686
        Long
        STIV
        CORP
        CH
        N
        
        2
        
          2023-03-17
          Fixed
          0.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BYM23
        
          
        
        486909.57000000
        PA
        USD
        487098.69000000
        0.046068342628
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-04-25
          Floating
          0.61100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Lease Owner Trust
        549300UQ4T5S6MJB6C18
        Toyota Lease Owner Trust 2021-A
        89238EAD8
        
          
        
        375000.00000000
        PA
        USD
        364522.46000000
        0.034475448051
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-20
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL INC
        549300AP2Q7ERHX6RI89
        Berry Global Inc
        08576PAH4
        
          
        
        550000.00000000
        PA
        USD
        513320.50000000
        0.048548323281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 54 Ltd
        N/A
        Octagon 54 Ltd
        67577FAA6
        
          
        
        1000000.00000000
        PA
        USD
        989000.00000000
        0.093536672946
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Floating
          1.36100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE FED CRED MUTUEL
        VBHFXSYT7OG62HNT8T76
        Banque Federative du Credit Mutuel SA
        06675FAS6
        
          
        
        1700000.00000000
        PA
        USD
        1703366.00000000
        0.161099280535
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-11-21
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LQ2
        
          
        
        925000.00000000
        PA
        USD
        930069.00000000
        0.087963154570
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-27
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
        
        2210000.00000000
        PA
        USD
        2347158.13000000
        0.221987221799
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2026-01-08
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARDS II Trust
        549300GWPYLNK6X47W76
        CARDS II Trust
        14161GBY5
        
          
        
        4075000.00000000
        PA
        USD
        3890442.03000000
        0.367946414334
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2027-04-15
          Fixed
          0.60200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Student Loan Trust 2017-4
        63940AAB4
        
          
        
        631967.06000000
        PA
        USD
        631241.12000000
        0.059700904137
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2066-09-27
          Floating
          0.95700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEJ0
        
          
        
        7125000.00000000
        PA
        USD
        7092082.50000000
        0.670748029637
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-24
          Floating
          0.77100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank Credit Card Issuance Trust
        R8AG6FXVDQAMDKCSJJ64
        Citibank Credit Card Issuance Trust
        17305EGL3
        
          
        
        960000.00000000
        PA
        USD
        961214.52000000
        0.090908805044
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-01-20
          Floating
          0.77900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPDF 2021-FL1 Issuer Ltd
        N/A
        BSPDF 2021-FL1 Issuer Ltd
        055731AA1
        
          
        
        1000000.00000000
        PA
        USD
        986618.40000000
        0.093311428315
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-10-15
          Floating
          1.59700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY LOUISIANA LLC
        0V5453U14HDZO63CGH17
        Entergy Louisiana LLC
        29364WBK3
        
          
        
        2000000.00000000
        PA
        USD
        1910580.00000000
        0.180696963193
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEORGIA-PACIFIC LLC
        L2EVHWFHVAQK72TMH265
        Georgia-Pacific LLC
        37331NAM3
        
          
        
        1125000.00000000
        PA
        USD
        1074420.00000000
        0.101615442009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank Credit Card Issuance Trust
        R8AG6FXVDQAMDKCSJJ64
        Citibank Credit Card Issuance Trust
        17305EGD1
        
          
        
        8100000.00000000
        PA
        USD
        8134474.73000000
        0.769334380597
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-22
          Floating
          1.06700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SA GLOBAL SUKUK LTD
        5493007DFAVKU7UOGR47
        SA Global Sukuk Ltd
        000000000
        
          
        
        2520000.00000000
        PA
        USD
        2368800.00000000
        0.224034045374
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-06-17
          Fixed
          1.60200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BK2
        
          
        
        1365000.00000000
        PA
        USD
        1419600.00000000
        0.134261537830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master Owner Trust
        5493001DTG5N7T8BG747
        Ford Credit Floorplan Master Owner Trust A
        34528QHQ0
        
          
        
        3200000.00000000
        PA
        USD
        2985035.46000000
        0.282315758903
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          1.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468R3
        
          
        
        725000.00000000
        PA
        USD
        683834.50000000
        0.064675029298
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Fixed
          0.86400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61744YAN8
        
          
        
        1400000.00000000
        PA
        USD
        1412558.00000000
        0.133595526454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-23
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDM5
        
          
        
        2425000.00000000
        PA
        USD
        2307630.00000000
        0.218248769050
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments Inc
        891906AB5
        
          
        
        1150000.00000000
        PA
        USD
        1161201.00000000
        0.109822930396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ENERGY
        254900QTESJKJ3P87J26
        Qatar Energy
        74730DAB9
        
          
        
        2520000.00000000
        PA
        USD
        2349144.00000000
        0.222175039466
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2026-09-12
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINL GRP
        35380028MYWPB6AUO129
        Sumitomo Mitsui Financial Group Inc
        86562MCC2
        
          
        
        325000.00000000
        PA
        USD
        312477.75000000
        0.029553214463
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-01-12
          Fixed
          0.50800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A2L4
        
          
        
        375000.00000000
        PA
        USD
        364113.75000000
        0.034436793477
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-14
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank Credit Card Issuance Trust
        R8AG6FXVDQAMDKCSJJ64
        Citibank Credit Card Issuance Trust
        17305EGF6
        
          
        
        4300000.00000000
        PA
        USD
        4303343.34000000
        0.406997389857
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-08-08
          Floating
          0.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABY2
        
          
        
        2375000.00000000
        PA
        USD
        2235160.00000000
        0.211394772399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-17
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546AY0
        
          
        
        950000.00000000
        PA
        USD
        919771.00000000
        0.086989200417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122DT2
        
          
        
        1450000.00000000
        PA
        USD
        1410038.00000000
        0.133357192363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-13
          Fixed
          0.53700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL AUSTRALI BANK L
        F8SB4JFBSYQFRQEH3Z21
        National Australia Bank Ltd
        63254GQY4
        
          
        
        2500000.00000000
        PA
        USD
        2499355.33000000
        0.236381579452
        Long
        STIV
        CORP
        AU
        N
        
        2
        
          2022-05-20
          Floating
          0.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAY7
        
          
        
        5225000.00000000
        PA
        USD
        5293134.00000000
        0.500608841071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBB1
        
          
        
        1775000.00000000
        PA
        USD
        1775000.00000000
        0.167874210798
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Fixed
          3.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA HOUS
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/Houston
        06417MPH2
        
          
        
        2500000.00000000
        PA
        USD
        2499894.18000000
        0.236432542280
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2022-05-11
          Floating
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2021-R03
        20754AAB9
        
          
        
        442000.00000000
        PA
        USD
        418802.69000000
        0.039609110458
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-25
          Floating
          1.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        NIKE Inc
        654106AH6
        
          
        
        725000.00000000
        PA
        USD
        720961.75000000
        0.068186413970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-27
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BLDG SOCIETY
        549300XFX12G42QIKN82
        Nationwide Building Society
        63859UBE2
        
          
        
        1325000.00000000
        PA
        USD
        1322363.25000000
        0.125065175764
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-01-27
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock Inc
        549300LRIF3NWCU26A80
        BlackRock Inc
        09247XAJ0
        
          
        
        1218000.00000000
        PA
        USD
        1222677.12000000
        0.115637158637
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANIJAY ENTERTAINMENT
        969500CE0IE2EZ5VBG13
        Banijay Entertainment SASU
        060335AA4
        
          
        
        1410000.00000000
        PA
        USD
        1383562.50000000
        0.130853218466
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-03-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERKINELMER INC
        549300IKL1SDPFI7N655
        PerkinElmer Inc
        714046AL3
        
          
        
        1700000.00000000
        PA
        USD
        1613708.00000000
        0.152619694061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRA Health Sciences Inc
        549300R1HR1VWWHIAK47
        PRA Health Sciences Inc
        45569KAA1
        
          
        
        1435000.00000000
        PA
        USD
        1361456.25000000
        0.128762475214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAF2
        
          
        
        5600000.00000000
        PA
        USD
        5626712.00000000
        0.532157654304
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-07-03
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICG Rhinebeck CLO 2021-4 Ltd
        N/A
        ICG Rhinebeck CLO 2021-4 Ltd
        449272AA1
        
          
        
        12000000.00000000
        PA
        USD
        11897172.00000000
        1.125199076188
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-26
          Floating
          1.34300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NBM6
        
          
        
        1950000.00000000
        PA
        USD
        1949512.50000000
        0.184379083030
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-02-16
          Floating
          0.82600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTLAKE CORP
        GOXNEVUM0LL78B1OS344
        Westlake Corp
        960413AX0
        
          
        
        975000.00000000
        PA
        USD
        935424.75000000
        0.088469685446
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396QF87
        
          
        
        319773.42000000
        PA
        USD
        325741.19000000
        0.030807631096
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-25
          Floating
          1.60700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc
        071813CC1
        
          
        
        4000000.00000000
        PA
        USD
        3873120.00000000
        0.366308148353
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-01
          Fixed
          0.86800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        89120DU56
        
          
        
        9000000.00000000
        PA
        USD
        8995033.71000000
        0.850723484604
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2022-08-08
          Fixed
          0.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2E3
        
          
        
        2475000.00000000
        PA
        USD
        2501482.50000000
        0.236582760852
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Massachusetts Educational Financing Authority
        5493007K5OP7V6CL0Y88
        Massachusetts Educational Financing Authority
        57563NAA6
        
          
        
        219953.89000000
        PA
        USD
        219458.84000000
        0.020755763136
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-04-25
          Floating
          1.20800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THERMO FISHER SCIENTIFIC
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556CS9
        
          
        
        4050000.00000000
        PA
        USD
        3894723.00000000
        0.368351295720
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-18
          Fixed
          1.21500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRINCIPAL LFE GLB FND II
        635400WSLKBQWSOIIT41
        Principal Life Global Funding II
        74256LEJ4
        
          
        
        2150000.00000000
        PA
        USD
        2066838.00000000
        0.195475379210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-08
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors
        N/A
        GMF Floorplan Owner Revolving Trust
        361886CD4
        
          
        
        1500000.00000000
        PA
        USD
        1498013.48000000
        0.141677651110
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        000000000
        
          
        
        -302.00000000
        NC
        USD
        917649.84000000
        0.086788587425
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 5 Year US Treasury Note
                FVM2 COMDTY
              
            
            2022-06-30
            -35501368.59000000
            USD
            917649.84000000
          
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAW0
        
          
        
        1522000.00000000
        PA
        USD
        1577065.96000000
        0.149154199105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAM6
        
          
        
        500000.00000000
        PA
        USD
        492380.00000000
        0.046567833190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXHPP TRUST
        N/A
        BXHPP Trust 2021-FILM
        05609JAA0
        
          
        
        1550000.00000000
        PA
        USD
        1506901.12000000
        0.142518217617
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Floating
          1.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BQZB6
        
          
        
        587020.65000000
        PA
        USD
        587300.78000000
        0.055545157714
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-06-25
          Floating
          0.69100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Student Loan Trust 2017-2
        63939RAA2
        
          
        
        2276904.02000000
        PA
        USD
        2282970.38000000
        0.215916535672
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2066-12-27
          Floating
          1.50700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBM CORP
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp
        459200JX0
        
          
        
        3224000.00000000
        PA
        USD
        3230770.40000000
        0.305556637279
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-13
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque et Caisse d'Epargne de l'Etat
        R7CQUF1DQM73HUTV1078
        Banque et Caisse d'Epargne de l'Etat
        0667K1F63
        
          
        
        4873000.00000000
        PA
        USD
        4866624.36000000
        0.460270830246
        Long
        STIV
        CORP
        LU
        N
        
        2
        
          2022-06-06
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LG4
        
          
        
        4575000.00000000
        PA
        USD
        4577653.50000000
        0.432940827392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-25
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Tennessee
        N/A
        TENNESSEE ST
        880541E94
        
          
        
        1015000.00000000
        PA
        USD
        985283.44000000
        0.093185171776
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-11-01
          Fixed
          0.38600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ingevity Corp
        5493009UTFC4B5IMGF87
        Ingevity Corp
        45688CAA5
        
          
        
        1435000.00000000
        PA
        USD
        1388362.50000000
        0.131307188163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AP3
        
          
        
        1175000.00000000
        PA
        USD
        1180134.75000000
        0.111613628051
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-27
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKWELL AUTOMATION
        VH3R4HHBHH12O0EXZJ88
        Rockwell Automation Inc
        773903AK5
        
          
        
        1250000.00000000
        PA
        USD
        1216275.00000000
        0.115031665205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-15
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master Owner Trust
        5493001DTG5N7T8BG747
        Ford Credit Floorplan Master Owner Trust A
        34528QGD0
        
          
        
        6900000.00000000
        PA
        USD
        6954778.20000000
        0.657762198086
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rhode Island Student Loan Authority
        N/A
        Rhode Island Student Loan Authority
        762315MG1
        
          
        
        802108.12000000
        PA
        USD
        801194.76000000
        0.075774612975
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-07-01
          Floating
          1.13100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B85
        
          
        
        1429000.00000000
        PA
        USD
        1351986.90000000
        0.127866892308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-10
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDEA BANK ABP NEW YORK
        529900ODI3047E2LIV03
        Nordea Bank Abp/New York NY
        65558UNP3
        
          
        
        15000000.00000000
        PA
        USD
        14987402.70000000
        1.417463887427
        Long
        STIV
        CORP
        FI
        N
        
        2
        
          2022-08-15
          Floating
          0.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2A1
        
          
        
        900000.00000000
        PA
        USD
        901332.00000000
        0.085245294742
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-05-23
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAG3
        
          
        
        2260000.00000000
        PA
        USD
        2067900.00000000
        0.195575820005
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-01-19
          Fixed
          3.25700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        Barclays Bank PLC
        06739GCR8
        
          
        
        725000.00000000
        PA
        USD
        725326.25000000
        0.068599195374
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-05-12
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACCAR FINANCIAL CORP
        PH3S12DWZBHHQKVYZ297
        PACCAR Financial Corp
        69371RQ74
        
          
        
        400000.00000000
        PA
        USD
        402412.00000000
        0.038058927839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-06
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anchorage Capital CLO LTD
        549300JIJ617WYIUFX18
        Anchorage Capital Clo 18 Ltd
        03331AAA9
        
          
        
        4000000.00000000
        PA
        USD
        3990144.00000000
        0.377375929562
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-15
          Floating
          1.39100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Fund - Money Market Fund
        549300AT6GF2CKVD8535
        Goldman Sachs Financial Square Fund - Money Market Fund
        38141W232
        
          
        
        9101.76500000
        NS
        USD
        9106.32000000
        0.000861248610
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
        61764RBF4
        
          
        
        3000000.00000000
        PA
        USD
        2986655.64000000
        0.282468990699
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.24900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAQ3
        
          
        
        1125000.00000000
        PA
        USD
        1134033.75000000
        0.107253532845
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AH0
        
          
        
        1370000.00000000
        PA
        USD
        1363150.00000000
        0.128922665042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LD HOLDINGS GROUP LLC
        N/A
        LD Holdings Group LLC
        521088AA2
        
          
        
        1490000.00000000
        PA
        USD
        1406187.50000000
        0.132993023547
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARGILL INC
        QXZYQNMR4JZ5RIRN4T31
        Cargill Inc
        141781BL7
        
          
        
        500000.00000000
        PA
        USD
        493540.00000000
        0.046677542533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-23
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEDYNE TECHNOLOGIES IN
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc
        879360AA3
        
          
        
        2700000.00000000
        PA
        USD
        2650968.00000000
        0.250720654001
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JACKSON FINANCIAL INC
        213800WXW2KG1N4CO374
        Jackson Financial Inc
        46817MAH0
        
          
        
        2325000.00000000
        PA
        USD
        2255901.00000000
        0.213356394374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-22
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diageo Investment Corp
        S4G8DPIPDVCF6CB81Z61
        Diageo Investment Corp
        25245BAB3
        
          
        
        2000000.00000000
        PA
        USD
        2004060.00000000
        0.189538023038
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-11
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercedes-Benz Auto Lease Trust
        N/A
        Mercedes-Benz Auto Lease Trust 2021-B
        58769KAD6
        
          
        
        2550000.00000000
        PA
        USD
        2482631.83000000
        0.234799920656
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBT1
        
          
        
        1400000.00000000
        PA
        USD
        1367170.00000000
        0.129302864663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AK3
        
          
        
        400000.00000000
        PA
        USD
        380547.60000000
        0.035991058040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE ENERGY CO
        549300IX8SD6XXD71I78
        DTE Energy Co
        233331BH9
        
          
        
        1125000.00000000
        PA
        USD
        1117102.50000000
        0.105652225672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        258027.23000000
        0.024403446535
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            576054720.00000000
            JPY
            4990792.34000000
            USD
            2022-04-11
            258027.23000000
          
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAD4
        
          
        
        500000.00000000
        PA
        USD
        500145.00000000
        0.047302223752
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBER TECHNOLOGIES INC
        549300B2FTG34FILDR98
        Uber Technologies Inc
        90353TAF7
        
          
        
        1365000.00000000
        PA
        USD
        1421306.25000000
        0.134422909871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIEMENS FINANCIERINGSMAT
        TAFO772JB70PDRN5VS48
        Siemens Financieringsmaatschappij NV
        82620KAX1
        
          
        
        6150000.00000000
        PA
        USD
        5917899.00000000
        0.559697253076
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-03-11
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVERSEA CHINESE BANKING
        5493007O3QFXCPOGWK22
        OVERSEA CHINESE BANKING
        69033MJ81
        
          
        
        8500000.00000000
        PA
        USD
        8495288.03000000
        0.803459027348
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2022-06-16
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIMMER BIOMET HOLDINGS
        2P2YLDVPES3BXQ1FRB91
        Zimmer Biomet Holdings Inc
        98956PAU6
        
          
        
        3000000.00000000
        PA
        USD
        2876100.00000000
        0.272012967705
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-22
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450YAB9
        
          
        
        1800000.00000000
        PA
        USD
        1805616.00000000
        0.170769780848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-26
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00912XAX2
        
          
        
        1150000.00000000
        PA
        USD
        1153588.00000000
        0.109102915541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VW Credit Inc
        549300UUPJ2NXDB68M19
        VW Credit Inc
        91842KHS8
        
          
        
        4000000.00000000
        PA
        USD
        3974478.24000000
        0.375894308662
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2022-08-26
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Floating Rate Note
        91282CBY6
        
          
        
        13500000.00000000
        PA
        USD
        13516484.31000000
        1.278348809190
        Long
        DBT
        UST
        US
        N
        
        1
        
          2023-04-30
          Floating
          0.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F23E4
        
          
        
        730790.24000000
        PA
        USD
        731173.69000000
        0.069152228825
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-05-25
          Floating
          0.61100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61744YAQ1
        
          
        
        1125000.00000000
        PA
        USD
        1136193.75000000
        0.107457819208
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-24
          Fixed
          3.73700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17327CAP8
        
          
        
        3925000.00000000
        PA
        USD
        3873307.75000000
        0.366325905189
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-25
          Floating
          0.83100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEORGIA POWER CO
        D981X4Z4RWS7PDMJUZ03
        Georgia Power Co
        373334KM2
        
          
        
        1000000.00000000
        PA
        USD
        994750.00000000
        0.094080490812
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-30
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XBH2
        
          
        
        750000.00000000
        PA
        USD
        719707.50000000
        0.068067790742
        Long
        DBT
        
        US
        N
        
        2
        
          2024-01-15
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RCN0
        
          
        
        2375000.00000000
        PA
        USD
        2398013.75000000
        0.226796994797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT LOYALTY KY LTD/IP
        N/A
        Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
        84859BAA9
        
          
        
        985000.00000000
        PA
        USD
        1046562.50000000
        0.098980762669
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-09-20
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Access Group Inc
        N/A
        Access Group Inc 2013-1
        00434QAA6
        
          
        
        765628.50000000
        PA
        USD
        753357.54000000
        0.071250311254
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-02-25
          Floating
          0.95700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPDR Portfolio Short Term Corporate Bond ETF
        549300D2BO7L1J2SO973
        SPDR Portfolio Short Term Corporate Bond ETF
        78464A474
        
          
        
        961084.00000000
        NS
        USD
        28957460.92000000
        2.738710365451
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2022-DNA1
        35564KPU7
        
          
        
        900000.00000000
        PA
        USD
        887707.26000000
        0.083956707432
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-25
          Floating
          1.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Range Resources Corp
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABA6
        
          
        
        2130000.00000000
        PA
        USD
        2140650.00000000
        0.202456298223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Lease Owner Trust
        549300UQ4T5S6MJB6C18
        Toyota Lease Owner Trust 2021-A
        89238EAC0
        
          
        
        1975000.00000000
        PA
        USD
        1938081.92000000
        0.183298012835
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-04-22
          Fixed
          0.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAE0
        
          
        
        4874000.00000000
        PA
        USD
        4955103.36000000
        0.468638910414
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKANDINAVISKA ENSKILDA
        F3JS33DEI6XQ4ZBPTN86
        Skandinaviska Enskilda Banken AB
        83051GAN8
        
          
        
        1175000.00000000
        PA
        USD
        1141759.25000000
        0.107984187614
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2023-09-01
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE II
        222100KDGL314CKTZ511
        DH Europe Finance II Sarl
        23291KAF2
        
          
        
        1000000.00000000
        PA
        USD
        1001460.00000000
        0.094715102617
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-11-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Great Wolf Trust
        N/A
        Great Wolf Trust 2019-WOLF
        39152TAA8
        
          
        
        600000.00000000
        PA
        USD
        592289.95000000
        0.056017018546
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          1.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABB0
        
          
        
        8800000.00000000
        PA
        USD
        8853328.00000000
        0.837321380811
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CBG3
        
          
        
        2175000.00000000
        PA
        USD
        2227200.00000000
        0.210641939318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JACKSON NATL LIFE GLOBAL
        635400PQXLYXWJI5QD78
        Jackson National Life Global Funding
        46849LSW2
        
          
        
        1000000.00000000
        PA
        USD
        1003050.00000000
        0.094865480079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-27
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VAZ6
        
          
        
        649000.00000000
        PA
        USD
        653964.85000000
        0.061850046807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANK
        N/A
        Federal Farm Credit Banks Funding Corp
        3133ELYS7
        
          
        
        1900000.00000000
        PA
        USD
        1907505.00000000
        0.180406138855
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-05-08
          Floating
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457BU3
        
          
        
        1100000.00000000
        PA
        USD
        1107612.00000000
        0.104754642462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECHNIPFMC PLC
        549300D5I93QWCJTCK36
        TechnipFMC PLC
        87854XAE1
        
          
        
        906000.00000000
        PA
        USD
        938842.50000000
        0.088792926057
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        Toyota Motor Credit Corp
        89236THA6
        
          
        
        3222000.00000000
        PA
        USD
        3180114.00000000
        0.300765705915
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-25
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENUINE PARTS CO
        549300D46DQVEU651W04
        Genuine Parts Co
        372460AB1
        
          
        
        1375000.00000000
        PA
        USD
        1314692.50000000
        0.124339699087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Strips
        3128HVKF5
        
          
        
        114727.96000000
        PA
        USD
        115480.95000000
        0.010921844137
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-15
          Floating
          0.79700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523CN8
        
          
        
        3170000.00000000
        PA
        USD
        3044372.90000000
        0.287927717162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.61300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBY1
        
          
        
        2750000.00000000
        PA
        USD
        2632327.50000000
        0.248957691056
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-16
          Fixed
          0.56300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois Student Assistance Commision
        549300FKIJ7H0L1PDN43
        Illinois Student Assistance Commission
        452281JD1
        
          
        
        1480446.76000000
        PA
        USD
        1477589.35000000
        0.139745997755
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-07-25
          Floating
          1.15800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668BC5
        
          
        
        1025000.00000000
        PA
        USD
        1027091.00000000
        0.097139206221
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-13
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED PARCEL SERVICE
        D01LMJZU09ULLNCY6Z23
        United Parcel Service Inc
        911312BX3
        
          
        
        1000000.00000000
        PA
        USD
        1029990.00000000
        0.097413385003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HCD5
        
          
        
        725000.00000000
        PA
        USD
        727233.00000000
        0.068779530107
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-11
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERAT RABOBANK UA/NY
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA/NY
        21688AAQ5
        
          
        
        1050000.00000000
        PA
        USD
        1008325.50000000
        0.095364421149
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-01-12
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31397KNW7
        
          
        
        333160.28000000
        PA
        USD
        337841.38000000
        0.031952031009
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-15
          Floating
          0.99700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trysail CLO Ltd
        N/A
        Trysail CLO 2021-1 Ltd
        89855AAC0
        
          
        
        1400000.00000000
        PA
        USD
        1394027.60000000
        0.131842976440
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-20
          Floating
          1.57400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL ELECTRIC UTILITIES
        549300GCZLSGYEYPIR35
        PPL Electric Utilities Corp
        69351UAX1
        
          
        
        275000.00000000
        PA
        USD
        273064.00000000
        0.025825579435
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-28
          Floating
          1.21600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        Navient Corp
        78442FEQ7
        
          
        
        1395000.00000000
        PA
        USD
        1414181.25000000
        0.133749048602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FL7L2
        
          
        
        608038.73000000
        PA
        USD
        608779.08000000
        0.057576511327
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-02-25
          Floating
          0.73100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI TR BK LT
        5493006GGLR4BTEL8O61
        Sumitomo Mitsui Trust Bank Ltd
        86563VAQ2
        
          
        
        2250000.00000000
        PA
        USD
        2188710.00000000
        0.207001669812
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-09-12
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687FN1
        
          
        
        825000.00000000
        PA
        USD
        836550.00000000
        0.079118406221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-24
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAF9
        
          
        
        825000.00000000
        PA
        USD
        793287.00000000
        0.075026720598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP
        N/A
        Chevron Corp
        166764BV1
        
          
        
        950000.00000000
        PA
        USD
        940148.50000000
        0.088916443645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-11
          Fixed
          1.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFM6
        
          
        
        2500000.00000000
        PA
        USD
        2546550.00000000
        0.240845110709
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396VQW1
        
          
        
        397336.16000000
        PA
        USD
        396965.96000000
        0.037543857605
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-25
          Floating
          0.68700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alabama Federal Aid Highway Finance Authority
        N/A
        ALABAMA FEDERAL AID HIGHWAY FIN AUTH SPL OBLIG REVENUE
        010268CK4
        
          
        
        360000.00000000
        PA
        USD
        351339.73000000
        0.033228664730
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-09-01
          Fixed
          0.44900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUFG UNION BANK NA
        OX3PU53ZLPQKJ4700D47
        MUFG Union Bank NA
        90520EAK7
        
          
        
        650000.00000000
        PA
        USD
        651313.00000000
        0.061599242736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-09
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pikes Peak CLO
        2549000551VJRWC86112
        Pikes Peak Clo 2
        72133JAL1
        
          
        
        6700000.00000000
        PA
        USD
        6637904.40000000
        0.627793218313
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-18
          Floating
          1.40400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US CAPITAL LLC
        KK5MZM9DIXLXZL9DZL15
        BMW US Capital LLC
        05565EBY0
        
          
        
        1389000.00000000
        PA
        USD
        1391111.28000000
        0.131567159584
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Floating
          1.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Higher Education Funding
        635400EWI7RHQRLFJW85
        Higher Education Funding I
        429827AY4
        
          
        
        1235190.78000000
        PA
        USD
        1237503.18000000
        0.117039363213
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-05-25
          Floating
          1.54800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        88355MF10
        
          
        
        5291000.00000000
        PA
        USD
        5280839.80000000
        0.499446092269
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-06-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTL HLDINGS NE
        549300CW356R8I7N8D33
        Mondelez International Holdings Netherlands BV
        60920LAE4
        
          
        
        775000.00000000
        PA
        USD
        776038.50000000
        0.073395408865
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-09-19
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Celanese US Holdings LLC
        CD30XVRLT4QO00B1C706
        Celanese US Holdings LLC
        15089QAJ3
        
          
        
        350000.00000000
        PA
        USD
        350903.00000000
        0.033187360108
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-08
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BLDG SOCIETY
        549300XFX12G42QIKN82
        Nationwide Building Society
        63861VAA5
        
          
        
        1001000.00000000
        PA
        USD
        1007066.06000000
        0.095245307067
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-03-08
          Fixed
          3.76600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAD4
        
          
        
        875000.00000000
        PA
        USD
        867203.75000000
        0.082017546553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NatWest Markets PLC
        RR3QWICWWIPCS8A4S074
        NatWest Markets PLC
        63906AAA8
        
          
        
        1250000.00000000
        PA
        USD
        1260212.50000000
        0.119187143028
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-09-29
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBM0
        
          
        
        1975000.00000000
        PA
        USD
        1982327.25000000
        0.187482604303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-21
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335HTZ6
        
          
        
        580.99000000
        PA
        USD
        581.43000000
        0.000054989916
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-06-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northwoods Capital Ltd
        N/A
        Northwoods Capital XVIII Ltd
        66860MAN1
        
          
        
        5000000.00000000
        PA
        USD
        4965665.00000000
        0.469637798853
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-05-20
          Floating
          1.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDG8
        
          
        
        4925000.00000000
        PA
        USD
        4742824.25000000
        0.448562184746
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-08
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BW2
        
          
        
        131000.00000000
        PA
        USD
        127858.62000000
        0.012092487282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-29
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aetna Inc
        549300QKBENKLBXQ8968
        Aetna Inc
        00817YAV0
        
          
        
        975000.00000000
        PA
        USD
        979251.00000000
        0.092614641576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FL2Q6
        
          
        
        759861.70000000
        PA
        USD
        761839.24000000
        0.072052485166
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-01-25
          Floating
          0.74100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIG GLOBAL FUNDING
        54930057MDZ7KOVOTV71
        AIG Global Funding
        00138CAQ1
        
          
        
        1525000.00000000
        PA
        USD
        1463893.25000000
        0.138450661429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-08
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RALPH LAUREN CORP
        HO1QNWM0IXBZ0QSMMO20
        Ralph Lauren Corp
        731572AA1
        
          
        
        1061000.00000000
        PA
        USD
        1062241.37000000
        0.100463623474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKANDINAV ENSKILDA BANK
        F3JS33DEI6XQ4ZBPTN86
        Skandinaviska Enskilda Banken AB
        83050WBF0
        
          
        
        8000000.00000000
        PA
        USD
        7990816.00000000
        0.755747565992
        Long
        STIV
        CORP
        SE
        N
        
        2
        
          2022-08-16
          Floating
          0.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN NATL RESOURCES
        549300T15RIMIKZC5Q38
        Canadian Natural Resources Ltd
        136385AZ4
        
          
        
        825000.00000000
        PA
        USD
        791191.50000000
        0.074828534452
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-07-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHN DEERE CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        John Deere Capital Corp
        24422EVE6
        
          
        
        400000.00000000
        PA
        USD
        395772.00000000
        0.037430936426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-06
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA FINANCING LUX SARL
        222100DKCE3D036DQU13
        Dana Financing Luxembourg Sarl
        235822AB9
        
          
        
        1405000.00000000
        PA
        USD
        1413781.25000000
        0.133711217794
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bain Capital Credit CLO, Limited
        N/A
        Bain Capital Credit CLO 2021-7 Ltd
        05682NAA1
        
          
        
        5000000.00000000
        PA
        USD
        4949365.00000000
        0.468096193424
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-22
          Floating
          1.50600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAE8
        
          
        
        275000.00000000
        PA
        USD
        267157.00000000
        0.025266912977
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-05-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SREIT Trust
        N/A
        STWD Trust 2021-FLWR
        78485GAA2
        
          
        
        1300000.00000000
        PA
        USD
        1262962.35000000
        0.119447215647
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-15
          Floating
          0.97400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEY BANK NA
        HUX2X73FUCYHUVH1BK78
        KeyBank NA/Cleveland OH
        49327M2Z6
        
          
        
        725000.00000000
        PA
        USD
        718931.75000000
        0.067994422619
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-10
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL INC
        549300AP2Q7ERHX6RI89
        Berry Global Inc
        08576PAG6
        
          
        
        2100000.00000000
        PA
        USD
        2006319.00000000
        0.189751672526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEEL DYNAMICS INC
        549300HGGKEL4FYTTQ83
        Steel Dynamics Inc
        858119BL3
        
          
        
        1240000.00000000
        PA
        USD
        1201535.20000000
        0.113637618843
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAL3
        
          
        
        1380000.00000000
        PA
        USD
        1398975.00000000
        0.132310886789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVENSKA HANDELSBANKEN NY
        NHBDILHZTYCNBV5UYZ31
        Svenska Handelsbanken/New York NY
        86959RXE5
        
          
        
        16000000.00000000
        PA
        USD
        15967592.16000000
        1.510167285754
        Long
        STIV
        CORP
        SE
        N
        
        2
        
          2023-02-15
          Floating
          0.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wellfleet CLO Ltd
        254900A99ZMAJM1OOV76
        Wellfleet CLO X LTD
        94949WAM8
        
          
        
        1750000.00000000
        PA
        USD
        1730543.50000000
        0.163669647501
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-20
          Floating
          1.42400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31397KY39
        
          
        
        35491.37000000
        PA
        USD
        35573.99000000
        0.003364481969
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-15
          Floating
          0.69700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTL HLDINGS NE
        549300CW356R8I7N8D33
        Mondelez International Holdings Netherlands BV
        60920LAQ7
        
          
        
        2500000.00000000
        PA
        USD
        2369750.00000000
        0.224123893543
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-09-24
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A2M2
        
          
        
        1090000.00000000
        PA
        USD
        1091242.60000000
        0.103206473388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-26
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BB9
        
          
        
        4525000.00000000
        PA
        USD
        4542240.25000000
        0.429591547733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-23
          Fixed
          4.46400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oak Hill Credit Partners
        N/A
        OHA Credit Funding 3 LTD
        67112RAS3
        
          
        
        2500000.00000000
        PA
        USD
        2483777.50000000
        0.234908274710
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-07-02
          Floating
          1.39400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROTECTIVE LIFE GLOBAL
        635400EVYITCJYWL2I50
        Protective Life Global Funding
        74368CBA1
        
          
        
        600000.00000000
        PA
        USD
        574854.00000000
        0.054367978351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-12
          Fixed
          0.47300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTERNATIONAL
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207AU9
        
          
        
        525000.00000000
        PA
        USD
        503496.00000000
        0.047619151346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-04
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN POWER CO
        5LADC78JBG2BMZD5XF57
        Southern Power Co
        843646AW0
        
          
        
        500000.00000000
        PA
        USD
        458610.00000000
        0.043373967219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05583JAF9
        
          
        
        649000.00000000
        PA
        USD
        656969.72000000
        0.062134238458
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-09-12
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKY LTD
        2138003TS48MQKF4BZ29
        Sky Ltd
        111013AK4
        
          
        
        1550000.00000000
        PA
        USD
        1562586.00000000
        0.147784727636
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-11-26
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN TREASURY DISC BILL
        353800WZS8AXZXFUC241
        Japan Treasury Discount Bill
        000000000
        
          
        
        576000000.00000000
        PA
        
        4731536.72000000
        0.447494643794
        Long
        STIV
        NUSS
        JP
        N
        
        1
        
          2022-04-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AH8
        
          
        
        2600000.00000000
        PA
        USD
        2478424.00000000
        0.234401956633
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKG3
        
          
        
        9975000.00000000
        PA
        USD
        9760537.50000000
        0.923122551990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-04
          Fixed
          1.84300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CRP / CAYMN FI
        N/A
        Broadcom Corp / Broadcom Cayman Finance Ltd
        11134LAF6
        
          
        
        3600000.00000000
        PA
        USD
        3643308.00000000
        0.344573214195
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2024-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST HORIZON CORP
        TF3RXI1ZB1TQ30H9JV10
        First Horizon Corp
        320517AC9
        
          
        
        1000000.00000000
        PA
        USD
        1005820.00000000
        0.095127458425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-26
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE II
        222100KDGL314CKTZ511
        DH Europe Finance II Sarl
        23291KAG0
        
          
        
        3025000.00000000
        PA
        USD
        2966647.75000000
        0.280576704083
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-11-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738AS7
        
          
        
        7950000.00000000
        PA
        USD
        7905877.50000000
        0.747714335765
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING/PTL
        N/A
        Penske Truck Leasing Co Lp / PTL Finance Corp
        709599BL7
        
          
        
        1025000.00000000
        PA
        USD
        942108.25000000
        0.089101790960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAW1
        
          
        
        1175000.00000000
        PA
        USD
        1121255.50000000
        0.106045004037
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2024-06-22
          Fixed
          1.22600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RHP0
        
          
        
        300000.00000000
        PA
        USD
        307530.00000000
        0.029085271012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BA1
        
          
        
        1550000.00000000
        PA
        USD
        1573885.50000000
        0.148853400675
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-07-26
          Fixed
          3.76100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VW Credit Inc
        549300UUPJ2NXDB68M19
        VW Credit Inc
        91842KD11
        
          
        
        1494000.00000000
        PA
        USD
        1493978.13000000
        0.141295999731
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2022-04-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLAXOSMITHKLINE CAPITAL
        549300U0LV41VX7LEP38
        GlaxoSmithKline Capital PLC
        377373AL9
        
          
        
        875000.00000000
        PA
        USD
        851838.75000000
        0.080564370638
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-10-01
          Fixed
          0.53400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ENTERPRIS
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573AN6
        
          
        
        675000.00000000
        PA
        USD
        669951.00000000
        0.063361969238
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HBV6
        
          
        
        1300000.00000000
        PA
        USD
        1300806.00000000
        0.123026355296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-30
          Floating
          1.01900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMP BK COMM NY
        549300H8L46OOZOFHU82
        Canadian Imperial Bank of Commerce/New York NY
        13606CT46
        
          
        
        1500000.00000000
        PA
        USD
        1501097.85000000
        0.141969361633
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2022-06-13
          Floating
          0.85300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US FOODS INC
        5493000JOOFAOUY1JZ87
        US Foods Inc
        90290MAC5
        
          
        
        1385000.00000000
        PA
        USD
        1421356.25000000
        0.134427638722
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2022-04-28
      GOLDMAN SACHS TRUST
      Peter Fortner
      Peter Fortner
      Vice President
    
  





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