NPORT-P
    false
    
      
      
        
          0001580353
          XXXXXXXX
        
      
      
      
      
        S000042090
        C000130711
      
      
    
  
  
    
      Forethought Variable Insurance Trust
      811-22865
      0001580353
      5493006EQMR1BNKF6A36
      10 West Market Street
      Suite 2300
      Indianapolis
      
      46204
      877-355-1820
      Global Atlantic Wellington Research Managed Risk Portfolio
      S000042090
      5493004GHH4SPWZG5B06
      2022-12-31
      2022-03-31
      N
    
    
      474384468.70
      34835285.07
      439549183.63
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      1039261.85000000
      32688443.77000000
      0.00000000
      3871958.93000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        AvalonBay Communities Inc
        K9G90K85RBWD2LAGQX17
        AvalonBay Communities Inc
        053484101
        
          
          
        
        4567.00000000
        NS
        USD
        1134305.79000000
        0.258061175459
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FedEx Corp
        549300E707U7WNPZN687
        FedEx Corp
        31428X106
        
          
          
        
        3485.00000000
        NS
        USD
        806394.15000000
        0.183459367013
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FirstEnergy Corp
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932107
        
          
          
        
        46615.00000000
        NS
        USD
        2137763.90000000
        0.486353741427
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WESTINGHOUSE AIR BRAKE
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp
        960386AN0
        
          
          
        
        40000.00000000
        PA
        USD
        40765.69000000
        0.009274431967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Variable
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Horizon Aircraft Finance III L
        N/A
        Horizon Aircraft Finance III Ltd
        44040JAA6
        
          
        
        226592.63000000
        PA
        USD
        205324.78000000
        0.046712583630
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2039-11-15
          Fixed
          3.42500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2016-1 AA PTT
        N/A
        United Airlines 2016-1 Class AA Pass Through Trust
        90931LAA6
        
          
          
        
        76255.28000000
        PA
        USD
        73215.74000000
        0.016657007390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-07
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA
        000000000
        
          
          
        
        -2.00000000
        NC
        USD
        -3343.74000000
        -0.00076072032
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-21
            -267593.76000000
            USD
            -3343.74000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H030658
        
          
        
        850000.00000000
        PA
        USD
        838378.89000000
        0.190736081699
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veracyte Inc
        529900ESWZRHXOW27Z37
        Veracyte Inc
        92337F107
        
          
          
        
        10148.00000000
        NS
        USD
        279780.36000000
        0.063651661843
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TC2
        
          
          
        
        2795000.00000000
        PA
        USD
        2532095.31000000
        0.576066434497
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDY4
        
          
          
        
        2475000.00000000
        PA
        USD
        2377160.16000000
        0.540817785251
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2013-K24 Mortgage Trust
        30290XAN3
        
          
        
        35000.00000000
        PA
        USD
        35224.70000000
        0.008013824461
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-11-25
          Variable
          3.50702400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hamilton Lane Inc
        5493006OKN3V1NORM833
        Hamilton Lane Inc
        407497106
        
          
          
        
        10086.00000000
        NS
        USD
        779546.94000000
        0.177351470331
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        N/A
        GSR Mortgage Loan Trust 2005-AR6
        362341RX9
        
          
          
        
        4657.25000000
        PA
        USD
        4646.05000000
        0.001057003441
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Variable
          2.91022700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae or Freddie Mac
        01F032641
        
          
        
        3425000.00000000
        PA
        USD
        3432492.19000000
        0.780911970226
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        E-MINI RUSSELL 2000 INDEX
        000000000
        
          
          
        
        -40.00000000
        NC
        USD
        -121850.00000000
        -0.02772158487
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                FINANCIAL TIMES STOCK EXCHANGE
                RUSSELL 2000 INDEX
                
                  
                  
                  
                
              
            
            2022-06-17
            -4010950.00000000
            USD
            -121850.00000000
          
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-NQM8
        12659FAA3
        
          
        
        168811.43000000
        PA
        USD
        161429.32000000
        0.036726110754
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genmab A/S
        529900MTJPDPE4MHJ122
        Genmab A/S
        372303206
        
          
          
        
        4197.00000000
        NS
        USD
        151847.46000000
        0.034546181782
        Long
        EC
        CORP
        DK
        N
        
        1
        
          N
          N
          N
        
      
      
        Constellation Energy Corp
        N/A
        Constellation Energy Corp
        21037T109
        
          
          
        
        12737.00000000
        NS
        USD
        716456.25000000
        0.162997970803
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Canadian Pacific Railway Ltd
        N/A
        Canadian Pacific Railway Ltd
        13645T100
        
          
          
        
        8505.00000000
        NS
        USD
        702002.70000000
        0.159709703974
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Baxter International Inc
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc
        071813109
        
          
          
        
        14001.00000000
        NS
        USD
        1085637.54000000
        0.246988865053
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFU58
        
          
        
        795668.94000000
        PA
        USD
        742116.60000000
        0.168835849920
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET TRANSPRTN AUTH NY REVENUE
        5493000TKYODLXADQD60
        Metropolitan Transportation Authority
        59259YGF0
        
          
          
        
        180000.00000000
        PA
        USD
        230918.96000000
        0.052535408686
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-11-15
          Fixed
          6.81400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P Global Inc
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409V104
        
          
          
        
        9239.00000000
        NS
        USD
        3789653.02000000
        0.862168139797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K305
        
          
          
        
        4727.00000000
        NS
        USD
        13147441.45000000
        2.991119524195
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJS9
        
          
          
        
        435000.00000000
        PA
        USD
        404518.36000000
        0.092030283541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          1.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SACRAMENTO CNTY CA PENSN OBLG
        549300OXI5MD45L13R20
        County of Sacramento CA
        786091AD0
        
          
        
        315000.00000000
        PA
        USD
        321771.49000000
        0.073204888550
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-08-15
          Fixed
          5.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alnylam Pharmaceuticals Inc
        529900S3ZI14OWRJII50
        Alnylam Pharmaceuticals Inc
        02043Q107
        
          
          
        
        956.00000000
        NS
        USD
        156105.24000000
        0.035514851537
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Metlife Securitization Trust
        N/A
        METLIFE SECURITIZATION TRUST
        59166BAA9
        
          
        
        58262.90000000
        PA
        USD
        59332.61000000
        0.013498514434
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-04-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAR2
        
          
          
        
        558000.00000000
        PA
        USD
        493738.45000000
        0.112328373794
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-11-18
          Fixed
          2.52800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS CORP
        UASVRYNXNK17ULIGK870
        Hess Corp
        023551AJ3
        
          
          
        
        460000.00000000
        PA
        USD
        563915.24000000
        0.128294002355
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILDREN'S HOSPITAL/DC
        549300C1PQZDYQ6KZS51
        Children's Hospital/DC
        16876DAA6
        
          
          
        
        140000.00000000
        PA
        USD
        114611.53000000
        0.026074790778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-07-15
          Fixed
          2.92800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Celldex Therapeutics Inc
        529900F018DMYWH38923
        Celldex Therapeutics Inc
        15117B202
        
          
          
        
        1697.00000000
        NS
        USD
        57799.82000000
        0.013149795779
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAZ4
        
          
          
        
        435000.00000000
        PA
        USD
        402756.75000000
        0.091629507003
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2026-09-11
          Fixed
          1.62100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ulta Beauty Inc
        529900CIV6HN8M28YM82
        Ulta Beauty Inc
        90384S303
        
          
          
        
        6381.00000000
        NS
        USD
        2541041.82000000
        0.578101817643
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TB4
        
          
          
        
        1795000.00000000
        PA
        USD
        1573429.69000000
        0.357964420956
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132J65C4
        
          
        
        21117.54000000
        PA
        USD
        21038.88000000
        0.004786467768
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBH7
        
          
          
        
        355000.00000000
        PA
        USD
        358160.17000000
        0.081483525243
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-05-07
          Fixed
          3.93200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-4
        89173UAA5
        
          
        
        71517.71000000
        PA
        USD
        73137.39000000
        0.016639182308
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sysco Corp
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829107
        
          
          
        
        26171.00000000
        NS
        USD
        2136862.15000000
        0.486148588049
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBF0
        
          
          
        
        275000.00000000
        PA
        USD
        255036.42000000
        0.058022271340
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-12-02
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D6K3
        
          
        
        366432.73000000
        PA
        USD
        333684.75000000
        0.075915224604
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31307EQ56
        
          
        
        3301.07000000
        PA
        USD
        3342.46000000
        0.000760429122
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBC4
        
          
          
        
        1550000.00000000
        PA
        USD
        1433023.44000000
        0.326021181103
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-12-31
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Instruments Inc
        WDJNR2L6D8RWOEB8T652
        Texas Instruments Inc
        882508104
        
          
          
        
        16573.00000000
        NS
        USD
        3040814.04000000
        0.691802909264
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KYAU8
        
          
        
        161919.77000000
        PA
        USD
        152956.52000000
        0.034798499393
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Horizon Therapeutics Plc
        529900P0GSQ79OOZEV53
        Horizon Therapeutics Plc
        000000000
        
          
          
          
        
        1335.00000000
        NS
        USD
        140455.35000000
        0.031954410389
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3Harris Technologies Inc
        502431109
        
          
          
        
        3752.00000000
        NS
        USD
        932259.44000000
        0.212094453753
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adobe Inc
        FU4LY2G4933NH2E1CP29
        Adobe Inc
        00724F101
        
          
          
        
        2099.00000000
        NS
        USD
        956346.38000000
        0.217574372929
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RG5
        
          
          
        
        1030000.00000000
        PA
        USD
        1158347.66000000
        0.263530840947
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-05-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Celanese Corp
        549300FHJQTDPPN41627
        Celanese Corp
        150870103
        
          
          
        
        7613.00000000
        NS
        USD
        1087669.31000000
        0.247451104565
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2021-6
        03465JAA8
        
          
        
        347119.21000000
        PA
        USD
        328351.72000000
        0.074701929210
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-09-25
          Variable
          1.45800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2016-K55 Mortgage Trust
        30289HAE1
        
          
        
        55000.00000000
        PA
        USD
        55459.25000000
        0.012617302469
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-25
          Variable
          4.16341200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY SOUTH
        3QRVFYR22IUIEOORTK28
        Dominion Energy South Carolina Inc
        837004BV1
        
          
          
        
        80000.00000000
        PA
        USD
        98472.28000000
        0.022403017379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taco Bell Funding, LLC
        N/A
        Taco Bell Funding LLC
        87342RAH7
        
          
        
        139650.00000000
        PA
        USD
        126421.21000000
        0.028761561779
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-08-25
          Fixed
          2.29400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON SCIENTIFIC CORP
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137BA4
        
          
          
        
        30000.00000000
        PA
        USD
        28153.18000000
        0.006405012464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        agilon health Inc
        N/A
        agilon health Inc
        00857U107
        
          
          
        
        38148.00000000
        NS
        USD
        967051.80000000
        0.220009918347
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAH4
        
          
        
        55000.00000000
        PA
        USD
        55066.83000000
        0.012528024633
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCY HEALTHCARE SYSTEM
        RV2KCMRGYKSCKT5REH48
        Mercy Health/OH
        58942HAB7
        
          
          
        
        270000.00000000
        PA
        USD
        269117.12000000
        0.061225712621
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          3.55500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACCAR Inc
        KDTEY8BWE486IKZ3CC07
        PACCAR Inc
        693718108
        
          
          
        
        10420.00000000
        NS
        USD
        917689.40000000
        0.208779684771
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDH1
        
          
          
        
        885000.00000000
        PA
        USD
        846626.95000000
        0.192612563401
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-11-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO IL O'HARE INTERNATIONA
        N/A
        Chicago O'Hare International Airport
        167593AN2
        
          
          
        
        30000.00000000
        PA
        USD
        40230.32000000
        0.009152632173
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-01-01
          Fixed
          6.39500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCW9
        
          
          
        
        505000.00000000
        PA
        USD
        468703.13000000
        0.106632692644
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-08-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING/PTL
        N/A
        Penske Truck Leasing Co Lp / PTL Finance Corp
        709599AZ7
        
          
          
        
        345000.00000000
        PA
        USD
        349077.43000000
        0.079417148979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-10
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RY6
        
          
          
        
        320000.00000000
        PA
        USD
        331825.00000000
        0.075492120644
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-08-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AETNA INC
        549300QKBENKLBXQ8968
        Aetna Inc
        00817YAV0
        
          
          
        
        210000.00000000
        PA
        USD
        210859.39000000
        0.047971739648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135B101
        
          
          
        
        17372.00000000
        NS
        USD
        1462548.68000000
        0.332738345211
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAP6
        
          
          
        
        200000.00000000
        PA
        USD
        201963.43000000
        0.045947856922
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2023-09-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taco Bell Funding, LLC
        N/A
        Taco Bell Funding LLC
        87342RAG9
        
          
        
        149625.00000000
        PA
        USD
        136023.41000000
        0.030946118219
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-08-25
          Fixed
          1.94600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ConocoPhillips
        WPTL2Z3FIYTHSP5V2253
        ConocoPhillips
        20825C104
        
          
          
        
        24636.00000000
        NS
        USD
        2463600.00000000
        0.560483352432
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RK6
        
          
          
        
        3045000.00000000
        PA
        USD
        2973632.81000000
        0.676518788055
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027X100
        
          
          
        
        3993.00000000
        NS
        USD
        1003121.46000000
        0.228215976131
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MET TRANSPRTN AUTH NY REVENUE
        5493000TKYODLXADQD60
        Metropolitan Transportation Authority
        59261AG76
        
          
        
        65000.00000000
        PA
        USD
        74371.78000000
        0.016920013224
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-11-15
          Fixed
          5.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominos Pizza Master Issuer LL
        N/A
        Domino's Pizza Master Issuer LLC
        25755TAP5
        
          
        
        198500.00000000
        PA
        USD
        184874.34000000
        0.042059989390
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-04-25
          Fixed
          3.15100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HashiCorp Inc
        N/A
        HashiCorp Inc
        418100103
        
          
          
        
        5541.00000000
        NS
        USD
        299214.00000000
        0.068072928159
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Blueprint Medicines Corp
        5299004CC60O9T5HVM83
        Blueprint Medicines Corp
        09627Y109
        
          
          
        
        965.00000000
        NS
        USD
        61644.20000000
        0.014024414626
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHV4
        
          
          
        
        180000.00000000
        PA
        USD
        174192.82000000
        0.039629881361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-23
          Fixed
          3.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE LONDON
        969500TJ5KRTCJQWXH05
        Credit Agricole SA/London
        22535WAE7
        
          
          
        
        250000.00000000
        PA
        USD
        253332.11000000
        0.057634530886
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-04-24
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        N/A
        BlueMountain CLO XXXII Ltd
        09631EAA5
        
          
        
        270000.00000000
        PA
        USD
        267111.54000000
        0.060769431487
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          1.41129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        Affirm Asset Securitization Trust 2021-Z1
        00834CAA3
        
          
        
        118738.11000000
        PA
        USD
        116992.36000000
        0.026616443473
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        54930048FV8RWPR02D67
        State of Illinois
        452151LF8
        
          
          
        
        1110000.00000000
        PA
        USD
        1180382.21000000
        0.268543829441
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-06-01
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUN
        N/A
        Bayview Opportunity Master Fund IVb Trust 2017-SPL4
        07331YAA8
        
          
          
        
        40353.45000000
        PA
        USD
        40660.77000000
        0.009250562056
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-01-28
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Omnicom Group Inc
        HKUPACFHSSASQK8HLS17
        Omnicom Group Inc
        681919106
        
          
          
        
        43362.00000000
        NS
        USD
        3680566.56000000
        0.837350334632
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHICAGO IL TRANSIT AUTH SALES
        N/A
        Chicago Transit Authority Sales Tax Receipts Fund
        16772PCJ3
        
          
        
        100000.00000000
        PA
        USD
        98848.37000000
        0.022488580045
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-12-01
          Fixed
          1.83800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBC4
        
          
          
        
        600000.00000000
        PA
        USD
        623341.13000000
        0.141813738533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCJ3
        
          
          
        
        10000.00000000
        PA
        USD
        9232.75000000
        0.002100504413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          2.06900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGNITY HEALTH
        TFVG45LTYVO3XKPZWP18
        Dignity Health
        254010AD3
        
          
          
        
        92000.00000000
        PA
        USD
        92938.06000000
        0.021143950088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          3.81200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals Inc
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals Inc
        75886F107
        
          
          
        
        1046.00000000
        NS
        USD
        730547.32000000
        0.166203771320
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128P77L1
        
          
        
        36328.28000000
        PA
        USD
        37060.64000000
        0.008431511507
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBD5
        
          
          
        
        90000.00000000
        PA
        USD
        91412.96000000
        0.020796980953
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXHPP Trust
        N/A
        BXHPP Trust 2021-FILM
        05609JAJ1
        
          
        
        155000.00000000
        PA
        USD
        149446.35000000
        0.033999915269
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Floating
          1.29700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826C839
        
          
          
        
        7892.00000000
        NS
        USD
        1750208.84000000
        0.398182707460
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        Gray Oak Pipeline LLC
        38937LAC5
        
          
          
        
        144000.00000000
        PA
        USD
        138267.58000000
        0.031456679968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLA Corp
        549300H0BF5JCG96TJ81
        KLA Corp
        482480100
        
          
          
        
        3454.00000000
        NS
        USD
        1264371.24000000
        0.287651823069
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equitable Holdings Inc
        549300FIBAKMNHPZ4009
        Equitable Holdings Inc
        29452E101
        
          
          
        
        50802.00000000
        NS
        USD
        1570289.82000000
        0.357250082239
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OGLETHORPE POWER CORP
        3EERXCUSWMS9GV5D9M98
        Oglethorpe Power Corp
        677050AC0
        
          
          
        
        100000.00000000
        PA
        USD
        112714.14000000
        0.025643123499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-01
          Fixed
          6.19100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH Network Corp
        529900U350CWHH15G169
        DISH Network Corp
        25470M109
        
          
          
        
        31234.00000000
        NS
        USD
        988556.10000000
        0.224902271876
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967JP7
        
          
          
        
        70000.00000000
        PA
        USD
        70561.02000000
        0.016053043124
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-27
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        20268JAF0
        
          
          
        
        191000.00000000
        PA
        USD
        178025.63000000
        0.040501867966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.78200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJTL4
        
          
        
        10702.71000000
        PA
        USD
        10956.32000000
        0.002492626629
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBV6
        
          
          
        
        360000.00000000
        PA
        USD
        326580.65000000
        0.074299000467
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-11-24
          Fixed
          2.89400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        CFMT 2021-AL1 LLC
        12529UAF7
        
          
        
        631339.24000000
        PA
        USD
        617072.99000000
        0.140387700166
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-09-22
          Fixed
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO G & E
        KNIRVXKVNJJ4P8OTMS63
        San Diego Gas & Electric Co
        797440BZ6
        
          
          
        
        685000.00000000
        PA
        USD
        603516.61000000
        0.137303544740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Partners of America Trust
        N/A
        Home Partners of America 2021-2 Trust
        43732VAA4
        
          
        
        337697.90000000
        PA
        USD
        310418.66000000
        0.070622053585
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-17
          Fixed
          2.30200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Airbnb Inc
        549300HMUDNO0RY56D37
        Airbnb Inc
        009066101
        
          
          
        
        15782.00000000
        NS
        USD
        2710716.32000000
        0.616703754882
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587DF1
        
          
          
        
        180000.00000000
        PA
        USD
        174150.00000000
        0.039620139562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zurn Water Solutions Corp
        549300AM3633XDFU1Q85
        Zurn Water Solutions Corp
        98983L108
        
          
          
        
        13111.00000000
        NS
        USD
        464129.40000000
        0.105592142423
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H020642
        
          
        
        1175000.00000000
        PA
        USD
        1117535.22000000
        0.254245773082
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-04-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H042646
        
          
        
        350000.00000000
        PA
        USD
        361539.08000000
        0.082252246953
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SS8
        
          
          
        
        455000.00000000
        PA
        USD
        373597.66000000
        0.084995644154
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-11-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCC8
        
          
          
        
        325000.00000000
        PA
        USD
        297792.76000000
        0.067749587780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chubb Ltd
        E0JAN6VLUDI1HITHT809
        Chubb Ltd
        000000000
        
          
          
          
        
        8952.00000000
        NS
        USD
        1914832.80000000
        0.435635617426
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AL3J8
        
          
        
        118049.67000000
        PA
        USD
        115393.25000000
        0.026252636632
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VCA9
        
          
          
        
        50000.00000000
        PA
        USD
        42165.59000000
        0.009592917373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-02-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWESTERN MUTUAL LIFE
        1DU7IM20QESYGDO4HO54
        Northwestern Mutual Life Insurance Co/The
        668138AC4
        
          
          
        
        30000.00000000
        PA
        USD
        27151.48000000
        0.006177119879
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-09-30
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF Hippolyta Issuer LLC
        N/A
        CF Hippolyta LLC
        12530MAE5
        
          
        
        96450.54000000
        PA
        USD
        88894.22000000
        0.020223952929
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-03-15
          Fixed
          1.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CV9
        
          
          
        
        425000.00000000
        PA
        USD
        383003.51000000
        0.087135529825
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-08-17
          Fixed
          2.20600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPG Industries Inc
        549300BKPEP01R3V6C59
        PPG Industries Inc
        693506107
        
          
          
        
        9052.00000000
        NS
        USD
        1186445.64000000
        0.269923295091
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certi
        N/A
        Countrywide Asset-Backed Certificates
        126670MG0
        
          
        
        13929.30000000
        PA
        USD
        13865.31000000
        0.003154438801
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-25
          Floating
          0.82657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHQ5
        
          
          
        
        225000.00000000
        PA
        USD
        228656.30000000
        0.052020640355
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-07
          Fixed
          3.97400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trupanion Inc
        549300J86GFKIDGMQP18
        Trupanion Inc
        898202106
        
          
          
        
        11246.00000000
        NS
        USD
        1002243.52000000
        0.228016239666
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aligned Data Centers Issuer LL
        N/A
        Aligned Data Centers Issuer LLC
        01627AAA6
        
          
        
        325000.00000000
        PA
        USD
        300815.78000000
        0.068437342441
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-08-15
          Fixed
          1.93700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR PROPERTIES
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAC3
        
          
          
        
        60000.00000000
        PA
        USD
        60120.38000000
        0.013677736699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLECO CORPORATE HOLDINGS
        5493002H80P81B3HXL31
        Cleco Corporate Holdings LLC
        18551PAC3
        
          
          
        
        345000.00000000
        PA
        USD
        349988.23000000
        0.079624361285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Variable
          3.74300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SREIT Trust
        N/A
        SREIT Trust 2021-MFP
        78472UAC2
        
          
        
        415000.00000000
        PA
        USD
        405367.85000000
        0.092223547465
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          1.47637000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIV OF CALIFORNIA CA REVENUES
        N/A
        University of California
        91412HGG2
        
          
        
        20000.00000000
        PA
        USD
        17643.82000000
        0.004014071839
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-05-15
          Fixed
          1.61400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hershey Co/The
        21X2CX66SU2BR6QTAD08
        Hershey Co/The
        427866108
        
          
          
        
        7153.00000000
        NS
        USD
        1549554.39000000
        0.352532651113
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MEMORIAL SLOAN-KETTERING
        549300IZ71UAMEHWL382
        Memorial Sloan-Kettering Cancer Center
        586054AD0
        
          
          
        
        20000.00000000
        PA
        USD
        17232.63000000
        0.003920523718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-01-01
          Fixed
          2.95500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Confluent Inc
        254900MRZ83YWUV7SN74
        Confluent Inc
        20717M103
        
          
          
        
        1288.00000000
        NS
        USD
        52808.00000000
        0.012014127648
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AU2
        
          
          
        
        925000.00000000
        PA
        USD
        834372.96000000
        0.189824709287
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2032-05-14
          Fixed
          3.09100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAL7
        
          
          
        
        90000.00000000
        PA
        USD
        90386.78000000
        0.020563519025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.27900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207105
        
          
          
        
        51696.00000000
        NS
        USD
        3245474.88000000
        0.738364442676
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244109
        
          
          
        
        21757.00000000
        NS
        USD
        1979234.29000000
        0.450287331591
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-2
        89173HAA4
        
          
        
        13020.41000000
        PA
        USD
        13114.22000000
        0.002983561450
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-04-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDJ7
        
          
          
        
        70000.00000000
        PA
        USD
        64257.81000000
        0.014619026127
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONAGRA BRANDS INC
        54930035UDEIH090K650
        Conagra Brands Inc
        205887CF7
        
          
          
        
        210000.00000000
        PA
        USD
        186684.09000000
        0.042471718058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0KQ1
        
          
          
        
        134532.44000000
        PA
        USD
        141553.82000000
        0.032204318713
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-12-25
          Floating
          5.45657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electronic Arts Inc
        549300O7A67PUEYKDL45
        Electronic Arts Inc
        285512109
        
          
          
        
        7914.00000000
        NS
        USD
        1001200.14000000
        0.227778864638
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AB0
        
          
          
        
        200000.00000000
        PA
        USD
        200000.00000000
        0.045501165159
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exact Sciences Corp
        549300VM3X1FYD4N9Z14
        Exact Sciences Corp
        30063P105
        
          
          
        
        6996.00000000
        NS
        USD
        489160.32000000
        0.111286822548
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CALIFORNIA ST HLTH FACS FING A
        5493007RI8BUDOGHZ546
        California Health Facilities Financing Authority
        13032UD96
        
          
        
        185000.00000000
        PA
        USD
        188284.80000000
        0.042835888908
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.35300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDEN ST TOBACCO SECURITIZATI
        N/A
        Golden State Tobacco Securitization Corp
        38122NB68
        
          
        
        20000.00000000
        PA
        USD
        18084.70000000
        0.004114374607
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-06-01
          Fixed
          3.29300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International In
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc
        718172109
        
          
          
        
        28627.00000000
        NS
        USD
        2689220.38000000
        0.611813303301
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AWY92
        
          
        
        747917.11000000
        PA
        USD
        743294.01000000
        0.169103717554
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Block Inc
        549300OHIIUWSTIZME52
        Block Inc
        852234103
        
          
          
        
        5072.00000000
        NS
        USD
        687763.20000000
        0.156470134768
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Laboratory Corp of America Hol
        OZ7UA8IXAIFILY2VZH07
        Laboratory Corp of America Holdings
        50540R409
        
          
          
        
        1488.00000000
        NS
        USD
        392326.08000000
        0.089256468811
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138L9V41
        
          
        
        136683.48000000
        PA
        USD
        135701.59000000
        0.030872902294
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-01
          Fixed
          2.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Guidewire Software Inc
        549300WXSG0J8IXZCK32
        Guidewire Software Inc
        40171V100
        
          
          
        
        3101.00000000
        NS
        USD
        293416.62000000
        0.066753990435
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBW0
        
          
          
        
        415000.00000000
        PA
        USD
        387003.71000000
        0.088045598629
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-04-30
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBT7
        
          
          
        
        475000.00000000
        PA
        USD
        443475.58000000
        0.100893278048
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-03-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        549300KQ08QVSM4XK212
        FREMF 2018-K733 Mortgage Trust
        30297MAS9
        
          
        
        230000.00000000
        PA
        USD
        236136.40000000
        0.053722406682
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2025-09-25
          Variable
          4.08229100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132D9HB3
        
          
        
        292659.12000000
        PA
        USD
        275545.23000000
        0.062688145095
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967GK1
        
          
          
        
        50000.00000000
        PA
        USD
        50420.53000000
        0.011470964314
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-30
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCF6
        
          
          
        
        260000.00000000
        PA
        USD
        242104.69000000
        0.055080227427
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-05-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUTTER HEALTH
        549300MJCC12LU768G81
        Sutter Health
        86944BAG8
        
          
          
        
        75000.00000000
        PA
        USD
        68041.39000000
        0.015479812620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.29400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35564KCU1
        
          
        
        73961.59000000
        PA
        USD
        73659.90000000
        0.016758056377
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          0.89900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ENERGY
        254900QTESJKJ3P87J26
        Qatar Energy
        74730DAE3
        
          
          
        
        200000.00000000
        PA
        USD
        181970.40000000
        0.041399326122
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2041-07-12
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UiPath Inc
        5493000YP61KBELDHT53
        UiPath Inc
        90364P105
        
          
          
        
        7198.00000000
        NS
        USD
        155404.82000000
        0.035355501906
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae or Freddie Mac
        01F022642
        
          
        
        5073000.00000000
        PA
        USD
        4843922.60000000
        1.102020611208
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Varonis Systems Inc
        549300SHIVNRRH7STS26
        Varonis Systems Inc
        922280102
        
          
          
        
        5123.00000000
        NS
        USD
        243547.42000000
        0.055408456907
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FKEU0
        
          
        
        96120.91000000
        PA
        USD
        95667.09000000
        0.021764820312
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PAZ4
        
          
          
        
        200000.00000000
        PA
        USD
        202864.00000000
        0.046152741844
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2024-03-14
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ANBQ9
        
          
        
        246727.96000000
        PA
        USD
        242956.21000000
        0.055273953188
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOLEDO HOSPITAL/THE
        5493009DCR7NWV6K4T34
        Toledo Hospital/The
        889184AD9
        
          
          
        
        75000.00000000
        PA
        USD
        82541.00000000
        0.018778558367
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-11-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kymera Therapeutics Inc
        N/A
        Kymera Therapeutics Inc
        501575104
        
          
          
        
        1410.00000000
        NS
        USD
        59671.20000000
        0.013575545632
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meta Platforms Inc
        BQ4BKCS1HXDV9HN80Z93
        Meta Platforms Inc
        30303M102
        
          
          
        
        17476.00000000
        NS
        USD
        3885963.36000000
        0.884079303232
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OneMain Holdings Inc
        549300E3VEW8SMS5XW09
        OneMain Holdings Inc
        68268W103
        
          
          
        
        9300.00000000
        NS
        USD
        440913.00000000
        0.100310276169
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DN4
        
          
          
        
        655000.00000000
        PA
        USD
        685112.32000000
        0.155867044125
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967HB0
        
          
          
        
        55000.00000000
        PA
        USD
        58797.85000000
        0.013376853419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-13
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARVELL TECHNOLOGY INC
        N/A
        Marvell Technology Inc
        573874AL8
        
          
          
        
        20000.00000000
        PA
        USD
        20329.97000000
        0.004625186613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-22
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H040640
        
          
        
        510000.00000000
        PA
        USD
        519960.91000000
        0.118294136211
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        Mill City Mortgage Loan Trust 2017-3
        59980CAA1
        
          
        
        45037.67000000
        PA
        USD
        45172.65000000
        0.010277041041
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-01-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833100
        
          
          
        
        62253.00000000
        NS
        USD
        10869996.33000000
        2.472987491463
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QEDX7
        
          
        
        336751.68000000
        PA
        USD
        330941.10000000
        0.075291028245
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XBK1
        
          
          
        
        600000.00000000
        PA
        USD
        606201.52000000
        0.137914377406
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-09
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINOR ASA
        OW6OFBNCKXC4US5C7523
        Equinor ASA
        29446MAE2
        
          
          
        
        610000.00000000
        PA
        USD
        608109.25000000
        0.138348397095
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2027-04-06
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        Santander Holdings USA Inc
        80282KAS5
        
          
          
        
        75000.00000000
        PA
        USD
        75455.06000000
        0.017166465735
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-18
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Assurant Inc
        H3F39CAXWQRVWURFXL38
        Assurant Inc
        04621X108
        
          
          
        
        3054.00000000
        NS
        USD
        555308.82000000
        0.126335991666
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ILLINOIS ST MUNI ELEC AGY PWR
        N/A
        Illinois Municipal Electric Agency
        452024GT3
        
          
        
        195000.00000000
        PA
        USD
        237025.50000000
        0.053924682112
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-02-01
          Fixed
          6.83200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FPWR6
        
          
        
        42713.83000000
        PA
        USD
        42511.46000000
        0.009671604813
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Monster Beverage Corp
        52990090AP0E7HCB6F33
        Monster Beverage Corp
        61174X109
        
          
          
        
        8945.00000000
        NS
        USD
        714705.50000000
        0.162599664978
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYB4
        
          
          
        
        550000.00000000
        PA
        USD
        499945.47000000
        0.113740507005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBR1
        
          
          
        
        2315000.00000000
        PA
        USD
        2225293.75000000
        0.506267292233
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WJTH4
        
          
        
        170050.59000000
        PA
        USD
        168431.67000000
        0.038319186173
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAT8
        
          
          
        
        200000.00000000
        PA
        USD
        206340.44000000
        0.046943652197
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2024-01-12
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCJ8
        
          
          
        
        1125000.00000000
        PA
        USD
        1052050.78000000
        0.239347681483
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-06-30
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview Koitere Fund Trust
        N/A
        Bayview Koitere Fund Trust 2017-SPL3
        500274AA3
        
          
        
        40954.46000000
        PA
        USD
        41611.39000000
        0.009466833644
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-11-28
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2021-R01
        20754RAB2
        
          
        
        70000.00000000
        PA
        USD
        68446.07000000
        0.015571879677
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-10-25
          Floating
          1.64900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDL2
        
          
          
        
        595000.00000000
        PA
        USD
        561066.41000000
        0.127645876933
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-11-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qualtrics International Inc
        549300NW34K5PVZGTN68
        Qualtrics International Inc
        747601201
        
          
          
        
        9329.00000000
        NS
        USD
        266342.95000000
        0.060594572784
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American International Group I
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874784
        
          
          
        
        25946.00000000
        NS
        USD
        1628630.42000000
        0.370522908619
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Palo Alto Networks Inc
        549300QXR2YVZV231H43
        Palo Alto Networks Inc
        697435105
        
          
          
        
        477.00000000
        NS
        USD
        296937.27000000
        0.067554958821
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OCHSNER LSU HEALTH SYST
        N/A
        Ochsner LSU Health System of North Louisiana
        67555JAA4
        
          
          
        
        240000.00000000
        PA
        USD
        211326.37000000
        0.048077980319
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Times Co/The
        529900J1WEMMIW7BOH57
        New York Times Co/The
        650111107
        
          
          
        
        23360.00000000
        NS
        USD
        1070822.40000000
        0.243618334393
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oscar Health Inc
        N/A
        Oscar Health Inc
        687793109
        
          
          
        
        21187.00000000
        NS
        USD
        211234.39000000
        0.048057054333
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        New Economy Assets Phase 1 Iss
        N/A
        New Economy Assets Phase 1 Sponsor LLC
        643821AB7
        
          
        
        120000.00000000
        PA
        USD
        113352.61000000
        0.025788379144
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-10-20
          Fixed
          2.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya Financial Inc
        549300T065Z4KJ686G75
        Voya Financial Inc
        929089100
        
          
          
        
        5864.00000000
        NS
        USD
        389076.40000000
        0.088517147679
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TF5
        
          
          
        
        255000.00000000
        PA
        USD
        246234.38000000
        0.056019755961
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324P102
        
          
          
        
        3001.00000000
        NS
        USD
        1530419.97000000
        0.348179459090
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAF0
        
          
          
        
        20000.00000000
        PA
        USD
        20973.32000000
        0.004771552486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H4RG7
        
          
        
        245000.00000000
        PA
        USD
        221761.75000000
        0.050452090063
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-25
          Fixed
          2.36100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup COmmercial Mortgage Trust 2019-SMRT
        29429MAA1
        
          
        
        100000.00000000
        PA
        USD
        100927.00000000
        0.022961480480
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-10
          Fixed
          4.14900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PayPal Holdings Inc
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450Y103
        
          
          
        
        2265.00000000
        NS
        USD
        261947.25000000
        0.059594525426
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAB9
        
          
          
        
        600000.00000000
        PA
        USD
        618422.41000000
        0.140694701078
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-07-21
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        913017DD8
        
          
          
        
        150000.00000000
        PA
        USD
        154832.16000000
        0.035225218420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-16
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XD7G5
        
          
        
        394021.74000000
        PA
        USD
        376884.71000000
        0.085743467178
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        Kyndryl Holdings Inc
        50155QAE0
        
          
          
        
        755000.00000000
        PA
        USD
        636392.36000000
        0.144782969392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dreyfus Government Cash Management
        5493000Q69I5Q3QZIA91
        Dreyfus Government Cash Management
        262006208
        
          
          
        
        8383603.50000000
        NS
        USD
        8383603.50000000
        1.907318637419
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        E-MINI STANDARD & POOR'S MIDCAP 400 INDEX
        000000000
        
          
          
        
        -15.00000000
        NC
        USD
        -157140.00000000
        -0.03575026546
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                STANDARD & POOR'S FINANCIAL SERVICES LLC
                STANDARD & POOR'S MIDCAP 400 INDEX
                
                  
                  
                  
                
              
            
            2022-06-17
            -3876660.00000000
            USD
            -157140.00000000
          
        
        
          N
          N
          N
        
      
      
        Ingevity Corp
        5493009UTFC4B5IMGF87
        Ingevity Corp
        45688C107
        
          
          
        
        6213.00000000
        NS
        USD
        398066.91000000
        0.090562541081
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAE SYSTEMS HOLDINGS INC
        MF62XBVMNYTYMC18DL76
        BAE Systems Holdings Inc
        05523UAP5
        
          
          
        
        100000.00000000
        PA
        USD
        100464.91000000
        0.022856352313
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAQ6
        
          
          
        
        380000.00000000
        PA
        USD
        388871.05000000
        0.088470429358
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          5.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOLEDO HOSPITAL/THE
        5493009DCR7NWV6K4T34
        Toledo Hospital/The
        889184AC1
        
          
          
        
        190000.00000000
        PA
        USD
        203555.21000000
        0.046309996146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.32500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury Financial Credit Card
        N/A
        Mercury Financial Credit Card Master Trust
        58940BAA4
        
          
          
        
        135000.00000000
        PA
        USD
        130906.03000000
        0.029781884456
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017BB9
        
          
        
        530000.00000000
        PA
        USD
        508304.92000000
        0.115642330581
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.97200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA1
        35564KAA7
        
          
        
        10187.75000000
        PA
        USD
        10187.56000000
        0.002317729250
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Floating
          0.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUNI ELEC AUTH OF GEORGIA
        JA0WNILDDF2KUPS83B16
        Municipal Electric Authority of Georgia
        626207YF5
        
          
          
        
        210000.00000000
        PA
        USD
        280264.99000000
        0.063761917991
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2057-04-01
          Fixed
          6.63700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        Affirm Asset Securitization Trust 2021-A
        00833MAA2
        
          
        
        140000.00000000
        PA
        USD
        139559.24000000
        0.031750540143
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Auto Loan Tr
        N/A
        Credit Acceptance Auto Loan Trust 2020-3
        22536BAA0
        
          
        
        420000.00000000
        PA
        USD
        413288.69000000
        0.094025584710
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUN
        N/A
        Bayview Opportunity Master Fund IVa Trust 2017-SPL5
        07331UAA6
        
          
        
        54328.66000000
        PA
        USD
        54748.63000000
        0.012455632279
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-28
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        Fannie Mae or Freddie Mac
        01F040644
        
          
        
        975000.00000000
        PA
        USD
        995109.38000000
        0.226393181254
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE FUNDING LLC
        635400SZTPQL3Y1P2C76
        DAE Funding LLC
        23371DAJ3
        
          
          
        
        500000.00000000
        PA
        USD
        472656.38000000
        0.107532080049
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-01
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roku Inc
        549300KR6ITU0YIR1T71
        Roku Inc
        77543R102
        
          
          
        
        11372.00000000
        NS
        USD
        1424570.44000000
        0.324098074357
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AXBX2
        
          
        
        271385.99000000
        PA
        USD
        268789.02000000
        0.061151067960
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179UCB6
        
          
        
        36153.34000000
        PA
        USD
        37181.86000000
        0.008459089763
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-09-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023105
        
          
          
        
        4810.00000000
        NS
        USD
        921115.00000000
        0.209559028728
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        Tesla Inc
        88160R101
        
          
          
        
        2616.00000000
        NS
        USD
        2819001.60000000
        0.641339286930
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XDBQ8
        
          
        
        729710.29000000
        PA
        USD
        719824.90000000
        0.163764358303
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAA1
        
          
          
        
        275000.00000000
        PA
        USD
        284624.63000000
        0.064753761490
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-10-22
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marvell Technology Inc
        N/A
        Marvell Technology Inc
        573874104
        
          
          
        
        19870.00000000
        NS
        USD
        1424877.70000000
        0.324167977797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2J2
        
          
          
        
        200000.00000000
        PA
        USD
        195458.06000000
        0.044467847348
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-11-19
          Fixed
          2.81900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BFLD Trust
        N/A
        BFLD Trust 2020-OBRK
        05553JAA6
        
          
        
        180000.00000000
        PA
        USD
        178219.80000000
        0.040546042772
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-11-15
          Floating
          2.44700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148LAC0
        
          
          
        
        200000.00000000
        PA
        USD
        201869.09000000
        0.045926394023
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-23
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIAGARA MOHAWK POWER
        3T97Y9RR5EN5Y18QHB56
        Niagara Mohawk Power Corp
        65364UAN6
        
          
          
        
        335000.00000000
        PA
        USD
        297862.82000000
        0.067765526838
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-27
          Fixed
          1.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFU33
        
          
        
        1135086.20000000
        PA
        USD
        1088251.98000000
        0.247583665384
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Snowflake Inc
        254900CJNSY1K7T53Z16
        Snowflake Inc
        833445109
        
          
          
        
        526.00000000
        NS
        USD
        120522.38000000
        0.027419543588
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NVIDIA Corp
        549300S4KLFTLO7GSQ80
        NVIDIA Corp
        67066G104
        
          
          
        
        4916.00000000
        NS
        USD
        1341379.76000000
        0.305171710005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GENTING NY LLC/GENNY CAP
        N/A
        Genting New York LLC / GENNY Capital Inc
        37255JAA0
        
          
          
        
        600000.00000000
        PA
        USD
        568164.71000000
        0.129260781537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        20268JAC7
        
          
          
        
        20000.00000000
        PA
        USD
        19890.76000000
        0.004525263779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-01
          Fixed
          4.18700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YVEZ8
        
          
        
        824580.27000000
        PA
        USD
        809988.42000000
        0.184277084377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE
        635400B4JJBON4TCHF02
        Equitable Financial Life Global Funding
        29449WAB3
        
          
          
        
        275000.00000000
        PA
        USD
        247422.79000000
        0.056290126159
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-27
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ball Corp
        0BGI85ALH27ZJP15DY16
        Ball Corp
        058498106
        
          
          
        
        5338.00000000
        NS
        USD
        480420.00000000
        0.109298348829
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shell PLC
        21380068P1DRHMJ8KU70
        Shell PLC
        780259305
        
          
          
        
        121616.00000000
        NS
        USD
        6680366.88000000
        1.519822383659
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Inari Medical Inc
        N/A
        Inari Medical Inc
        45332Y109
        
          
          
        
        5185.00000000
        NS
        USD
        469968.40000000
        0.106920548940
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TriNet Group Inc
        5299003FJVBETSFKE990
        TriNet Group Inc
        896288107
        
          
          
        
        10286.00000000
        NS
        USD
        1011730.96000000
        0.230174687538
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edwards Lifesciences Corp
        YA13X31F3V31L8TMPR58
        Edwards Lifesciences Corp
        28176E108
        
          
          
        
        12132.00000000
        NS
        USD
        1428179.04000000
        0.324919051880
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBF7
        
          
          
        
        170000.00000000
        PA
        USD
        147933.85000000
        0.033655812707
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132M8RV0
        
          
        
        6075.00000000
        PA
        USD
        6323.66000000
        0.001438669490
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT SPECTRUM / SPEC I
        N/A
        Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
        85208NAD2
        
          
          
        
        307500.00000000
        PA
        USD
        314142.75000000
        0.071469305756
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          4.73800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Snap Inc
        549300JNC0L6VP8A2Q35
        Snap Inc
        83304A106
        
          
          
        
        28238.00000000
        NS
        USD
        1016285.62000000
        0.231210899223
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBY0
        
          
          
        
        70000.00000000
        PA
        USD
        57413.26000000
        0.013061851127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-04-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRED SUIS GP FUN LTD
        549300PXR5FKNXF0OH19
        Credit Suisse Group Funding Guernsey Ltd
        225433AH4
        
          
          
        
        395000.00000000
        PA
        USD
        399070.61000000
        0.090790888679
        Long
        DBT
        CORP
        GG
        
        N
        
        2
        
          2022-09-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstkey Homes Trust
        N/A
        FirstKey Homes 2021-SFR1 Trust
        33767WAA1
        
          
        
        394647.31000000
        PA
        USD
        363103.15000000
        0.082608081990
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-08-17
          Fixed
          1.53800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38376RBH8
        
          
        
        52332.03000000
        PA
        USD
        52207.33000000
        0.011877471724
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2065-05-20
          Floating
          0.70629000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135106
        
          
          
        
        4427.00000000
        NS
        USD
        14431798.65000000
        3.283318269599
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400GG2
        
          
          
        
        50000.00000000
        PA
        USD
        48017.48000000
        0.010924256440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mirati Therapeutics Inc
        529900GYRW59IDQV6N54
        Mirati Therapeutics Inc
        60468T105
        
          
          
        
        695.00000000
        NS
        USD
        57142.90000000
        0.013000342652
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GEORGIA POWER COMPANY
        D981X4Z4RWS7PDMJUZ03
        Georgia Power Co
        373334JS1
        
          
          
        
        65000.00000000
        PA
        USD
        68599.67000000
        0.015606824572
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEX Inc
        T9M5IGROL1TL1G5OV478
        WEX Inc
        96208T104
        
          
          
        
        3641.00000000
        NS
        USD
        649736.45000000
        0.147818827607
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418AYP7
        
          
        
        5539.76000000
        PA
        USD
        5609.53000000
        0.001276200754
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LP4
        
          
          
        
        100000.00000000
        PA
        USD
        100178.84000000
        0.022791269721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-24
          Fixed
          3.66800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GFD1
        
          
          
        
        50000.00000000
        PA
        USD
        63018.89000000
        0.014337164610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-10-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        Consolidated Edison Co of New York Inc
        209111FQ1
        
          
          
        
        75000.00000000
        PA
        USD
        79105.53000000
        0.017996968927
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2058-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDD0
        
          
          
        
        175000.00000000
        PA
        USD
        170173.83000000
        0.038715537723
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-10-31
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WAES2
        
          
        
        12075.20000000
        PA
        USD
        12804.28000000
        0.002913048295
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2017-K725 Mortgage Trust
        30301TAE9
        
          
        
        35000.00000000
        PA
        USD
        35800.80000000
        0.008144890568
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-25
          Variable
          3.88398800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHD4
        
          
          
        
        11000.00000000
        PA
        USD
        10907.18000000
        0.002481446993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Fixed
          3.41900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RN0
        
          
          
        
        545000.00000000
        PA
        USD
        569418.56000000
        0.129546039716
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-08-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINOR ASA
        OW6OFBNCKXC4US5C7523
        Equinor ASA
        29446MAF9
        
          
          
        
        40000.00000000
        PA
        USD
        39847.29000000
        0.009065490617
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2030-04-06
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EIG PEARL HOLDINGS SARL
        549300KIMRL45BWA5H76
        EIG Pearl Holdings Sarl
        28249NAA9
        
          
          
        
        470000.00000000
        PA
        USD
        447714.48000000
        0.101857652493
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2036-08-31
          Fixed
          3.54500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787107
        
          
          
        
        4218.00000000
        NS
        USD
        1054626.54000000
        0.239933681889
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOUTHERN CALIF GAS CO
        XY0N0J73VHV5F4CUJV89
        Southern California Gas Co
        842434CW0
        
          
          
        
        280000.00000000
        PA
        USD
        276571.80000000
        0.062921695751
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDZ1
        
          
          
        
        350000.00000000
        PA
        USD
        340566.41000000
        0.077480842345
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCE RECOVERY FUNDING LLC
        N/A
        SCE Recovery Funding LLC
        78433LAC0
        
          
        
        30000.00000000
        PA
        USD
        25836.68000000
        0.005877995219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-11-15
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XDDV5
        
          
        
        163640.95000000
        PA
        USD
        154049.90000000
        0.035047249713
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133AG7H6
        
          
        
        637517.04000000
        PA
        USD
        593250.85000000
        0.134968024533
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile US Inc
        549300QHIJYOHPACPG31
        T-Mobile US Inc
        872590104
        
          
          
        
        17809.00000000
        NS
        USD
        2285785.15000000
        0.520029438144
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        Edison International
        281020107
        
          
          
        
        25255.00000000
        NS
        USD
        1770375.50000000
        0.402770740097
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBK6
        
          
          
        
        300000.00000000
        PA
        USD
        280478.18000000
        0.063810419958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          3.41900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIP PRINC
        254900HROIFWPRGM1V77
        United States Treasury Strip Principal
        912803FP3
        
          
          
        
        300000.00000000
        PA
        USD
        149693.35000000
        0.034056109208
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WEAT6
        
          
        
        18693.36000000
        PA
        USD
        18628.02000000
        0.004237983073
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550108
        
          
          
        
        6811.00000000
        NS
        USD
        1642676.98000000
        0.373718582852
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBB4
        
          
          
        
        90000.00000000
        PA
        USD
        96090.24000000
        0.021861089402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          7.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        arbor multifamily mortgage sec
        N/A
        Arbor Multifamily Mortgage Securities Trust 2021-MF3
        03882KAJ1
        
          
        
        300000.00000000
        PA
        USD
        279480.00000000
        0.063583328193
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-10-15
          Fixed
          2.57470000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661EH6
        
          
          
        
        180000.00000000
        PA
        USD
        182086.85000000
        0.041425819175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SentinelOne Inc
        N/A
        SentinelOne Inc
        81730H109
        
          
          
        
        4093.00000000
        NS
        USD
        158562.82000000
        0.036073965304
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hartford Financial Services Gr
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group Inc/The
        416515104
        
          
          
        
        12775.00000000
        NS
        USD
        917372.75000000
        0.208707645052
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFH7
        
          
          
        
        160000.00000000
        PA
        USD
        164030.47000000
        0.037317887533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-26
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SFAVE Commercial Mortgage Secu
        549300FIGODFFTOAAU64
        SFAVE Commercial Mortgage Securities Trust 2015-5AVE
        78413MAE8
        
          
          
        
        100000.00000000
        PA
        USD
        93466.00000000
        0.021264059513
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-01-05
          Variable
          4.14400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        Affirm Asset Securitization Trust 2021-B
        00834DAA1
        
          
        
        195000.00000000
        PA
        USD
        180613.23000000
        0.041090562040
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 2 Year US Treasury Note
        000000000
        
          
          
        
        24.00000000
        NC
        USD
        -68482.51000000
        -0.01558016999
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-30
            5154607.54000000
            USD
            -68482.51000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31307SPB3
        
          
        
        39492.46000000
        PA
        USD
        39304.58000000
        0.008942020930
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDA6
        
          
          
        
        460000.00000000
        PA
        USD
        447457.81000000
        0.101799258573
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-09-30
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDG3
        
          
          
        
        510000.00000000
        PA
        USD
        480336.33000000
        0.109279313416
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-31
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA FINANCE LLC
        LTKX5ODQW6Z7BQ2K1V47
        ERAC USA Finance LLC
        26884TAH5
        
          
          
        
        500000.00000000
        PA
        USD
        504106.12000000
        0.114687079119
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILADELPHIA PA AUTH FOR INDL
        549300DIY68KQZEW7M79
        Philadelphia Authority for Industrial Development
        71781LBH1
        
          
        
        270000.00000000
        PA
        USD
        318934.34000000
        0.072559420396
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        94973VBJ5
        
          
          
        
        75000.00000000
        PA
        USD
        76174.57000000
        0.017330158452
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/F
        N/A
        Ford Credit Auto Owner Trust 2021-REV1
        345340AB9
        
          
        
        100000.00000000
        PA
        USD
        93540.09000000
        0.021280915420
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-10-17
          Fixed
          1.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae or Freddie Mac
        01F020646
        
          
        
        5345000.00000000
        PA
        USD
        4963333.86000000
        1.129187368523
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBX2
        
          
          
        
        200000.00000000
        PA
        USD
        165886.09000000
        0.037740051893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Syneos Health Inc
        549300F1ZGKDS8P6GU13
        Syneos Health Inc
        87166B102
        
          
          
        
        9632.00000000
        NS
        USD
        779710.40000000
        0.177388658434
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CNO GLOBAL FUNDING
        6354008GTNR4833ULD48
        CNO Global Funding
        18977W2C3
        
          
          
        
        530000.00000000
        PA
        USD
        490404.60000000
        0.111569903497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-06
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Workday Inc
        549300J0DYC0N31V7G13
        Workday Inc
        98138H101
        
          
          
        
        3507.00000000
        NS
        USD
        839786.22000000
        0.191056257473
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PNC Financial Services Group I
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475105
        
          
          
        
        7543.00000000
        NS
        USD
        1391306.35000000
        0.316530300092
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RBH4
        
          
          
        
        45000.00000000
        PA
        USD
        45456.86000000
        0.010341700472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-12-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ceridian HCM Holding Inc
        549300T64GVCHFJ8L449
        Ceridian HCM Holding Inc
        15677J108
        
          
          
        
        6726.00000000
        NS
        USD
        459789.36000000
        0.104604758039
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AX6T5
        
          
        
        316986.11000000
        PA
        USD
        304495.94000000
        0.069274600281
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCP4
        
          
          
        
        2215000.00000000
        PA
        USD
        2046625.40000000
        0.465619201723
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-07-31
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR PROPERTIES
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAE9
        
          
          
        
        60000.00000000
        PA
        USD
        60157.37000000
        0.013686152139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBE0
        
          
          
        
        500000.00000000
        PA
        USD
        481386.72000000
        0.109518283261
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Inc
        0J0XRGZE3PBRFEZ7MV65
        Charter Communications Inc
        16119P108
        
          
          
        
        4251.00000000
        NS
        USD
        2319005.52000000
        0.527587265854
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Linde PLC
        8945002PAZHZLBGKGF02
        Linde PLC
        000000000
        
          
          
          
        
        6145.00000000
        NS
        USD
        1962897.35000000
        0.446570582565
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        CUBESMART LP
        549300MPHKO3I3FJRA97
        CubeSmart LP
        22966RAH9
        
          
          
        
        265000.00000000
        PA
        USD
        241121.89000000
        0.054856634702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SZ2
        
          
          
        
        1350000.00000000
        PA
        USD
        1217320.31000000
        0.276947462385
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38376RFL5
        
          
        
        58222.75000000
        PA
        USD
        58100.49000000
        0.013218199956
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2065-08-20
          Floating
          0.72629000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AK4
        
          
          
        
        465000.00000000
        PA
        USD
        422601.10000000
        0.096144212238
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2033-02-11
          Fixed
          2.74600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBS9
        
          
          
        
        440000.00000000
        PA
        USD
        410901.56000000
        0.093482498728
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-03-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBB9
        
          
          
        
        170000.00000000
        PA
        USD
        165101.95000000
        0.037561655475
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKB7
        
          
          
        
        33000.00000000
        PA
        USD
        29520.69000000
        0.006716128956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-06-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XCA1
        
          
          
        
        460000.00000000
        PA
        USD
        401927.43000000
        0.091440831872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-25
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nuvei Corp
        N/A
        Nuvei Corp
        67079A102
        
          
          
        
        9307.00000000
        NS
        USD
        701654.73000000
        0.159630538772
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKA6
        
          
          
        
        45000.00000000
        PA
        USD
        40056.66000000
        0.009113123511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.29900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cargurus Inc
        54930027BKQN6B7X7G78
        Cargurus Inc
        141788109
        
          
          
        
        26173.00000000
        NS
        USD
        1111305.58000000
        0.252828493690
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2019-RPL3
        64830NAA9
        
          
        
        61191.35000000
        PA
        USD
        61507.48000000
        0.013993310030
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-07-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BLDG SOCIETY
        549300XFX12G42QIKN82
        Nationwide Building Society
        63861VAD9
        
          
          
        
        200000.00000000
        PA
        USD
        200040.48000000
        0.045510374595
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-04-26
          Fixed
          3.62200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Schlumberger NV
        213800ZUA17OK3QLGM62
        Schlumberger NV
        806857108
        
          
          
        
        25704.00000000
        NS
        USD
        1061832.24000000
        0.241573020618
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Advanced Micro Devices Inc
        R2I72C950HOYXII45366
        Advanced Micro Devices Inc
        007903107
        
          
          
        
        23976.17600000
        NS
        USD
        2621555.08000000
        0.596419053346
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA Healthcare Inc
        529900PH4ZGUH2MNEU89
        HCA Healthcare Inc
        40412C101
        
          
          
        
        3041.00000000
        NS
        USD
        762135.42000000
        0.173390248096
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ingersoll Rand Inc
        5299004C02FMZCUOIR50
        Ingersoll Rand Inc
        45687V106
        
          
          
        
        21038.00000000
        NS
        USD
        1059263.30000000
        0.240988571802
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYA6
        
          
          
        
        495000.00000000
        PA
        USD
        457231.86000000
        0.104022911889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-09
          Fixed
          1.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810QT8
        
          
          
        
        80000.00000000
        PA
        USD
        86393.75000000
        0.019655081437
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Government Portfolio
        N/A
        Fidelity Government Portfolio
        316175108
        
          
          
        
        30288147.84000000
        NS
        USD
        30288147.84000000
        6.890730086191
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rapid7 Inc
        549300GNVG5D60KEYN14
        Rapid7 Inc
        753422104
        
          
          
        
        2425.00000000
        NS
        USD
        269757.00000000
        0.061371289049
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regal Rexnord Corp
        QH78R09VCJGQKPBPYU33
        Regal Rexnord Corp
        758750103
        
          
          
        
        615.00000000
        NS
        USD
        91499.70000000
        0.020816714808
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fortive Corp
        549300MU9YQJYHDQEF63
        Fortive Corp
        34959J108
        
          
          
        
        19569.00000000
        NS
        USD
        1192339.17000000
        0.271264107500
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KBW9
        
          
          
        
        295000.00000000
        PA
        USD
        271139.89000000
        0.061685904580
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALABAMA POWER CO
        0RL818ELFOHP5JHOFU19
        Alabama Power Co
        010392FU7
        
          
          
        
        30000.00000000
        PA
        USD
        26020.50000000
        0.005919815340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        Fannie Mae or Freddie Mac
        01F040651
        
          
        
        450000.00000000
        PA
        USD
        457611.35000000
        0.104109248075
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIGMA ALIMENTOS SA
        549300FW3RGHPHT21D10
        Sigma Alimentos SA de CV
        82655AAC7
        
          
          
        
        240000.00000000
        PA
        USD
        241800.00000000
        0.055010908677
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-05-02
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WGHD9
        
          
        
        172467.57000000
        PA
        USD
        179790.20000000
        0.040903317921
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2017-C38
        95001MAF7
        
          
          
        
        400000.00000000
        PA
        USD
        401248.00000000
        0.091286257589
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-15
          Fixed
          3.45300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2D5
        
          
          
        
        200000.00000000
        PA
        USD
        199189.71000000
        0.045316819463
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-09
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        549300R3J0I74BM2LZ86
        FREMF 2015-K50 Mortgage Trust
        30293WAE2
        
          
          
        
        45000.00000000
        PA
        USD
        45666.00000000
        0.010389281040
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-25
          Variable
          3.77971700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCE RECOVERY FUNDING LLC
        N/A
        SCE Recovery Funding LLC
        78433LAB2
        
          
        
        50000.00000000
        PA
        USD
        43541.45000000
        0.009905933538
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-05-15
          Fixed
          1.94200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAJ0
        
          
        
        190000.00000000
        PA
        USD
        190235.85000000
        0.043279764150
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXHPP Trust
        N/A
        BXHPP Trust 2021-FILM
        05609JAA0
        
          
        
        185000.00000000
        PA
        USD
        179881.05000000
        0.040923986825
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Floating
          1.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REVOLUTION Medicines Inc
        549300JU3X0LBCQ65892
        REVOLUTION Medicines Inc
        76155X100
        
          
          
        
        2323.00000000
        NS
        USD
        59259.73000000
        0.013481933810
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rexford Industrial Realty Inc
        549300MSLO0DF0EMX355
        Rexford Industrial Realty Inc
        76169C100
        
          
          
        
        19714.00000000
        NS
        USD
        1470467.26000000
        0.334539868293
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEC1
        
          
          
        
        1535000.00000000
        PA
        USD
        1496145.31000000
        0.340381774263
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-28
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138L8K45
        
          
        
        70000.00000000
        PA
        USD
        70608.55000000
        0.016063856476
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-02-01
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KANSAS ST DEV FIN AUTH REVENUE
        549300WTL7BL8KBDPR87
        Kansas Development Finance Authority
        485428ZX7
        
          
        
        90000.00000000
        PA
        USD
        94659.38000000
        0.021535560416
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-05-01
          Fixed
          5.37100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816109
        
          
          
        
        21840.00000000
        NS
        USD
        4084080.00000000
        0.929151993019
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trane Technologies PLC
        549300BURLR9SLYY2705
        Trane Technologies PLC
        000000000
        
          
          
          
        
        4889.00000000
        NS
        USD
        746550.30000000
        0.169844542500
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Sonic Capital LLC
        N/A
        Sonic Capital LLC
        83546DAN8
        
          
        
        169150.00000000
        PA
        USD
        154656.92000000
        0.035185350299
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-08-20
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        CME E-Mini Standard & Poor's 500 Index
        000000000
        
          
          
        
        -237.00000000
        NC
        USD
        -3350625.00000000
        -0.76228670756
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                STANDARD & POOR'S FINANCIAL SERVICES LLC
                STANDARD & POORS'S 500
                
                  
                  
                  
                
              
            
            2022-06-17
            -50338762.50000000
            USD
            -3350625.00000000
          
        
        
          N
          N
          N
        
      
      
        Novartis AG
        5493007HIVTX6SY6XD66
        Novartis AG
        66987V109
        
          
          
        
        9653.00000000
        NS
        USD
        847050.75000000
        0.192708980370
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        BOSTON GAS COMPANY
        FN7P4E7K9JOBORDEUX61
        Boston Gas Co
        100743AK9
        
          
          
        
        60000.00000000
        PA
        USD
        58098.36000000
        0.013217715369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBN4
        
          
          
        
        140000.00000000
        PA
        USD
        136185.54000000
        0.030983003739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCE RECOVERY FUNDING LLC
        N/A
        SCE Recovery Funding LLC
        78433LAA4
        
          
        
        115463.05000000
        PA
        USD
        104103.09000000
        0.023684059458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          0.86100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RS9
        
          
          
        
        805000.00000000
        PA
        USD
        790283.59000000
        0.179794120756
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-05-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828Z78
        
          
          
        
        585000.00000000
        PA
        USD
        559863.28000000
        0.127372157849
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-31
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Biogen Inc
        W8J5WZB5IY3K0NDQT671
        Biogen Inc
        09062X103
        
          
          
        
        1684.00000000
        NS
        USD
        354650.40000000
        0.080685032121
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468X0
        
          
          
        
        210000.00000000
        PA
        USD
        181538.03000000
        0.041300959428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-28
          Fixed
          1.92800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WPJG0
        
          
        
        9310.05000000
        PA
        USD
        9277.46000000
        0.002110676198
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBH3
        
          
          
        
        515000.00000000
        PA
        USD
        475147.85000000
        0.108098903989
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-31
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138LBAM9
        
          
        
        102243.61000000
        PA
        USD
        103061.23000000
        0.023447030238
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-10-01
          Fixed
          2.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752103
        
          
          
        
        3493.00000000
        NS
        USD
        1715831.46000000
        0.390361653235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDQ1
        
          
          
        
        4100000.00000000
        PA
        USD
        3879144.52000000
        0.882527977407
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-12-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY RES
        2JADVB0458J06WCD4N56
        CenterPoint Energy Resources Corp
        15189WAN0
        
          
          
        
        6000.00000000
        PA
        USD
        5981.47000000
        0.001360819271
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-02
          Floating
          1.00429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cabot Corp
        K05C0SER542GQ6VLRO68
        Cabot Corp
        127055101
        
          
          
        
        15951.00000000
        NS
        USD
        1091207.91000000
        0.248256156680
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCC3
        
          
          
        
        260000.00000000
        PA
        USD
        248696.09000000
        0.056579809327
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-05-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW JERSEY ST TRANSPRTN TRUST
        549300YUVD5TEXR6L889
        New Jersey Transportation Trust Fund Authority
        6461366P1
        
          
        
        30000.00000000
        PA
        USD
        30036.09000000
        0.006833385459
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-06-15
          Fixed
          2.55100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ryman Hospitality Properties I
        529900GCCWW9SRMPJR11
        Ryman Hospitality Properties Inc
        78377T107
        
          
          
        
        10920.00000000
        NS
        USD
        1013048.40000000
        0.230474412814
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KKR Financial CLO Ltd
        254900VCKMCY079T6M57
        KKR Clo 16 Ltd
        48251BAW0
        
          
        
        250000.00000000
        PA
        USD
        247694.50000000
        0.056351941767
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          1.46400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE LONDON
        969500TJ5KRTCJQWXH05
        Credit Agricole SA/London
        22535WAD9
        
          
          
        
        250000.00000000
        PA
        USD
        249663.18000000
        0.056799827936
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-10-04
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fluor Corp
        CQ7WZ4NOFWT7FAE6Q943
        Fluor Corp
        343412102
        
          
          
        
        5163.00000000
        NS
        USD
        148126.47000000
        0.033699634879
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        Gray Oak Pipeline LLC
        38937LAB7
        
          
          
        
        25000.00000000
        PA
        USD
        24096.56000000
        0.005482107781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156R108
        
          
          
        
        11188.00000000
        NS
        USD
        786292.64000000
        0.178886156381
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2018-1
        89176EAA8
        
          
        
        29283.82000000
        PA
        USD
        29703.09000000
        0.006757626019
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-01-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JetBlue Airways Corp
        54930070J9H97ZO93T57
        JetBlue Airways Corp
        477143101
        
          
          
        
        39274.00000000
        NS
        USD
        587146.30000000
        0.133579203844
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICAN TRANSMISSION SY
        N/A
        American Transmission Systems Inc
        030288AC8
        
          
          
        
        290000.00000000
        PA
        USD
        268163.92000000
        0.061008854068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae or Freddie Mac
        01F030645
        
          
        
        1055000.00000000
        PA
        USD
        1032746.04000000
        0.234955740668
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SP4
        
          
          
        
        125000.00000000
        PA
        USD
        96416.02000000
        0.021935206250
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-08-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK ST URBAN DEV CORP REV
        54930039Y2EMGXN6LM88
        New York State Urban Development Corp
        650036AX4
        
          
        
        40000.00000000
        PA
        USD
        36217.43000000
        0.008239676320
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-03-15
          Fixed
          1.82700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441CAN5
        
          
          
        
        225000.00000000
        PA
        USD
        228493.36000000
        0.051983570555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUN
        N/A
        Bayview Koitere Fund Trust 2017-RT4
        07332CAA5
        
          
        
        86180.70000000
        PA
        USD
        87048.24000000
        0.019803981725
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-07-28
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YTVU5
        
          
        
        48392.80000000
        PA
        USD
        48222.98000000
        0.010971008887
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CACI International Inc
        SYRPI2D1O9WRTS2WX210
        CACI International Inc
        127190304
        
          
          
        
        1057.00000000
        NS
        USD
        318431.82000000
        0.072445094169
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2018-3
        33851JAC3
        
          
        
        92444.67000000
        PA
        USD
        92534.04000000
        0.021052033184
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-05-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENNSYLVANIA ELECTRIC CO
        O1PLQWO3TX952VMBJ146
        Pennsylvania Electric Co
        708696BZ1
        
          
          
        
        57000.00000000
        PA
        USD
        56647.52000000
        0.012887640816
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Okta Inc
        549300N8J06I8MRHU620
        Okta Inc
        679295105
        
          
          
        
        500.00000000
        NS
        USD
        75480.00000000
        0.017172139731
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Banc of America Commercial Mor
        N/A
        Banc of America Commercial Mortgage Trust 2015-UBS7
        06054AAX7
        
          
          
        
        155000.00000000
        PA
        USD
        156058.65000000
        0.035504252040
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-09-15
          Fixed
          3.70500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAD2
        
          
          
        
        31000.00000000
        PA
        USD
        32093.04000000
        0.007301353567
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emerson Electric Co
        FGLT0EWZSUIRRITFOA30
        Emerson Electric Co
        291011104
        
          
          
        
        4209.00000000
        NS
        USD
        412692.45000000
        0.093889936637
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos Inc
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos Inc
        571748102
        
          
          
        
        7956.00000000
        NS
        USD
        1355861.52000000
        0.308466394773
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Science Applications Internati
        549300LZPNZIXQGZPZ48
        Science Applications International Corp
        808625107
        
          
          
        
        4053.00000000
        NS
        USD
        373565.01000000
        0.084988216088
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FIN PLC
        2138008L3B3MCG1DFS50
        Imperial Brands Finance PLC
        453140AE5
        
          
          
        
        475000.00000000
        PA
        USD
        476118.68000000
        0.108319773470
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-07-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEA5
        
          
          
        
        250000.00000000
        PA
        USD
        246533.20000000
        0.056087739252
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-29
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEF8
        
          
          
        
        945000.00000000
        PA
        USD
        809623.15000000
        0.184193983324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-16
          Fixed
          2.48400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AH1
        
          
          
        
        385000.00000000
        PA
        USD
        349935.61000000
        0.079612389928
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-08-10
          Fixed
          1.49400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR PROPERTIES
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAG4
        
          
          
        
        545000.00000000
        PA
        USD
        494169.17000000
        0.112426365104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        438516106
        
          
          
        
        8257.00000000
        NS
        USD
        1606647.06000000
        0.365521566149
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XAP9
        
          
          
        
        47941.24000000
        PA
        USD
        49673.98000000
        0.011301119840
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-11-25
          Floating
          5.35657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDN8
        
          
          
        
        85000.00000000
        PA
        USD
        81766.02000000
        0.018602245902
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-12-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDEN ST TOBACCO SECURITIZATI
        N/A
        Golden State Tobacco Securitization Corp
        38122NB76
        
          
        
        45000.00000000
        PA
        USD
        44566.86000000
        0.010139220287
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2046-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDM0
        
          
          
        
        490000.00000000
        PA
        USD
        476544.14000000
        0.108416568099
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-11-30
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM TRU
        N/A
        SoFi Consumer Loan Program 2021-1 Trust
        83407CAA6
        
          
        
        90420.05000000
        PA
        USD
        88965.22000000
        0.020240105843
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-09-25
          Fixed
          0.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BB9
        
          
          
        
        175000.00000000
        PA
        USD
        175641.78000000
        0.039959528203
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-23
          Fixed
          4.46400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179UD90
        
          
        
        15622.95000000
        PA
        USD
        16196.44000000
        0.003684784457
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-10-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587CU9
        
          
          
        
        290000.00000000
        PA
        USD
        291638.40000000
        0.066349435026
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741108
        
          
          
        
        3989.00000000
        NS
        USD
        182696.20000000
        0.041564449850
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Life Financial Services Trust
        N/A
        Life 2021-BMR Mortgage Trust
        53218CAA8
        
          
        
        98297.01000000
        PA
        USD
        96094.17000000
        0.021861983500
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Floating
          1.09700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ANUU9
        
          
        
        73522.59000000
        PA
        USD
        73539.57000000
        0.016730680601
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seagen Inc
        N/A
        Seagen Inc
        81181C104
        
          
          
        
        1776.00000000
        NS
        USD
        255832.80000000
        0.058203452429
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vantage Data Centers LLC
        5493000RL8X7WTQ7HO20
        Vantage Data Centers Issuer LLC
        92212KAB2
        
          
        
        265000.00000000
        PA
        USD
        244513.57000000
        0.055628261661
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-09-15
          Fixed
          1.64500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOOTHILL ESTRN TRANSPRTN CORRI
        N/A
        Foothill-Eastern Transportation Corridor Agency
        345105JE1
        
          
        
        15000.00000000
        PA
        USD
        14937.13000000
        0.003398284095
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-01-15
          Fixed
          4.09400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179MVR8
        
          
          
        
        16626.61000000
        PA
        USD
        16764.31000000
        0.003813978190
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mor
        N/A
        Credit Suisse First Boston Mortgage Securities Corp
        225458YA0
        
          
        
        4743.24000000
        PA
        USD
        5067.03000000
        0.001152778844
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2020-07-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        COLT 2021-5 Mortgage Loan Trust
        12598RAA1
        
          
        
        307387.16000000
        PA
        USD
        305498.39000000
        0.069502663496
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-11-26
          Variable
          1.72600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET TRANSPRTN AUTH NY REVENUE
        5493000TKYODLXADQD60
        Metropolitan Transportation Authority
        59259YDK2
        
          
        
        10000.00000000
        PA
        USD
        10735.72000000
        0.002442438844
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-11-15
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513105
        
          
          
        
        74920.00000000
        NS
        USD
        6316505.20000000
        1.437041731675
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        SBA Tower Trust
        78403DAT7
        
          
        
        115000.00000000
        PA
        USD
        108022.24000000
        0.024575688915
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          1.63100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westinghouse Air Brake Technol
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp
        929740108
        
          
          
        
        14977.00000000
        NS
        USD
        1440338.09000000
        0.327685306591
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aclaris Therapeutics Inc
        5493000B2LQ9QTW1DF52
        Aclaris Therapeutics Inc
        00461U105
        
          
          
        
        3352.00000000
        NS
        USD
        57788.48000000
        0.013147215863
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H022648
        
          
        
        1025000.00000000
        PA
        USD
        994089.90000000
        0.226161243615
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stryker Corp
        5493002F0SC4JTBU5137
        Stryker Corp
        863667101
        
          
          
        
        6245.00000000
        NS
        USD
        1669600.75000000
        0.379843897379
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0QQ5
        
          
        
        259921.13000000
        PA
        USD
        261685.47000000
        0.059534968951
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-03-25
          Floating
          2.95657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGNITY HEALTH
        TFVG45LTYVO3XKPZWP18
        Dignity Health
        254010AB7
        
          
          
        
        270000.00000000
        PA
        USD
        277783.87000000
        0.063197448737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AH1
        
          
          
        
        260000.00000000
        PA
        USD
        261560.85000000
        0.059506617175
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-06-12
          Floating
          2.04286000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avalara Inc
        549300Q16CMW239SS315
        Avalara Inc
        05338G106
        
          
          
        
        1329.00000000
        NS
        USD
        132248.79000000
        0.030087370179
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2021-LGCY
        12434DAA0
        
          
        
        815000.00000000
        PA
        USD
        786792.85000000
        0.178999957070
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-10-15
          Floating
          0.90300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Lease Trust
        N/A
        Ford Credit Auto Lease Trust 2021-A
        34532QAF5
        
          
        
        130000.00000000
        PA
        USD
        126722.88000000
        0.028830193461
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          0.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441CAS4
        
          
          
        
        70000.00000000
        PA
        USD
        68220.50000000
        0.015520561188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179NJA7
        
          
        
        17877.63000000
        PA
        USD
        18276.60000000
        0.004158032975
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        14916RAD6
        
          
          
        
        95000.00000000
        PA
        USD
        95538.58000000
        0.021735583538
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Insulet Corp
        549300TZTYD2PYN92D43
        Insulet Corp
        45784P101
        
          
          
        
        2839.00000000
        NS
        USD
        756281.21000000
        0.172058381215
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RX8
        
          
          
        
        470000.00000000
        PA
        USD
        507783.59000000
        0.115523724968
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily WI Certifica
        N/A
        Freddie Mac Multifamily WI Certificates Series WI-K142
        3137H5Y92
        
          
        
        280000.00000000
        PA
        USD
        267166.62000000
        0.060781962508
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-05-25
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2021-1
        35563PUZ0
        
          
        
        632301.96000000
        PA
        USD
        613461.89000000
        0.139566153879
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2060-09-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAN3
        
          
          
        
        65000.00000000
        PA
        USD
        66417.04000000
        0.015110263532
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCZ2
        
          
          
        
        1715000.00000000
        PA
        USD
        1598433.59000000
        0.363652953874
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-09-30
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NanoString Technologies Inc
        549300G4CK0Y3WRDMY89
        NanoString Technologies Inc
        63009R109
        
          
          
        
        13736.00000000
        NS
        USD
        477326.00000000
        0.108594445804
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SU3
        
          
          
        
        430000.00000000
        PA
        USD
        375914.06000000
        0.085522638648
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D5G3
        
          
        
        149597.60000000
        PA
        USD
        140834.76000000
        0.032040728374
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Etsy Inc
        54930089Q7XT501AEA40
        Etsy Inc
        29786A106
        
          
          
        
        15793.00000000
        NS
        USD
        1962754.04000000
        0.446537978705
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intra-Cellular Therapies Inc
        5299002U2KGF193IJA20
        Intra-Cellular Therapies Inc
        46116X101
        
          
          
        
        6737.00000000
        NS
        USD
        412237.03000000
        0.093786325934
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vantage Data Centers LLC
        N/A
        Vantage Data Centers Issuer LLC
        92212KAA4
        
          
        
        185091.66000000
        PA
        USD
        183232.99000000
        0.041686572703
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-07-15
          Fixed
          3.18800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABU0
        
          
          
        
        375000.00000000
        PA
        USD
        367951.81000000
        0.083711180387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-03
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eli Lilly & Co
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly & Co
        532457108
        
          
          
        
        13562.00000000
        NS
        USD
        3883749.94000000
        0.883575737287
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        Structured Adjustable Rate Mortgage Loan Trust
        863579BA5
        
          
        
        2771.94000000
        PA
        USD
        2631.05000000
        0.000598579202
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Variable
          2.66276800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONAGRA BRANDS INC
        54930035UDEIH090K650
        Conagra Brands Inc
        205887CB6
        
          
          
        
        100000.00000000
        PA
        USD
        103656.45000000
        0.023582446256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING/PTL
        N/A
        Penske Truck Leasing Co Lp / PTL Finance Corp
        709599AH7
        
          
          
        
        50000.00000000
        PA
        USD
        50438.15000000
        0.011474972967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-11
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        046353108
        
          
          
        
        22020.00000000
        NS
        USD
        1460806.80000000
        0.332342057363
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Align Technology Inc
        549300N5YSE0U3LCP840
        Align Technology Inc
        016255101
        
          
          
        
        1441.00000000
        NS
        USD
        628276.00000000
        0.142936450208
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYC2
        
          
          
        
        30000.00000000
        PA
        USD
        27178.54000000
        0.006183276186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-04-22
          Fixed
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174467Y9
        
          
          
        
        455000.00000000
        PA
        USD
        470440.79000000
        0.107028020417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-08
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAN4
        
          
          
        
        465000.00000000
        PA
        USD
        403006.26000000
        0.091686271982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-09-15
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TA6
        
          
          
        
        2755000.00000000
        PA
        USD
        2390392.97000000
        0.543828326618
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genpact Ltd
        529900OSEC6Q0L4L5B35
        Genpact Ltd
        000000000
        
          
          
          
        
        12385.00000000
        NS
        USD
        538871.35000000
        0.122596371479
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        Fannie Mae or Freddie Mac
        01F022444
        
          
        
        750000.00000000
        PA
        USD
        740976.60000000
        0.168576493279
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAM3
        
          
          
        
        260000.00000000
        PA
        USD
        240449.22000000
        0.054703598358
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-09-30
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc
        95040Q104
        
          
          
        
        16606.00000000
        NS
        USD
        1596500.84000000
        0.363213241989
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137107
        
          
          
        
        34886.00000000
        NS
        USD
        1545100.94000000
        0.351519465293
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDV0
        
          
          
        
        1330000.00000000
        PA
        USD
        1297009.76000000
        0.295077276515
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-31
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        5493002S7XBI8CVRR075
        Wells Fargo Commercial Mortgage Trust 2015-NXS1
        94989HAQ3
        
          
        
        250000.00000000
        PA
        USD
        247387.50000000
        0.056282097479
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-05-15
          Fixed
          3.14800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALES TAX SECURITIZATION CORP
        N/A
        Sales Tax Securitization Corp
        79467BCN3
        
          
        
        130000.00000000
        PA
        USD
        146114.06000000
        0.033241799880
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2048-01-01
          Fixed
          4.78700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Castlelake Aircraft Securitiza
        549300MHTIBONNXM3R82
        Castlelake Aircraft Structured Trust 2019-1
        14855MAA6
        
          
        
        164536.87000000
        PA
        USD
        149031.38000000
        0.033905507176
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-04-15
          Fixed
          3.96700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TJX Cos Inc/The
        V167QI9I69W364E2DY52
        TJX Cos Inc/The
        872540109
        
          
          
        
        39452.00000000
        NS
        USD
        2390002.16000000
        0.543739415066
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKA9
        
          
          
        
        37000.00000000
        PA
        USD
        33614.35000000
        0.007647460455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corp
        5493002CONDB4N2HKI23
        Parker-Hannifin Corp
        701094104
        
          
          
        
        2825.00000000
        NS
        USD
        801622.00000000
        0.182373675086
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 10 Year US Treasury Note
        000000000
        
          
          
        
        -2.00000000
        NC
        USD
        -1234.37000000
        -0.00028082636
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-21
            -244515.63000000
            USD
            -1234.37000000
          
        
        
          N
          N
          N
        
      
      
        McKesson Corp
        549300WZWOM80UCFSF54
        McKesson Corp
        58155Q103
        
          
          
        
        2346.00000000
        NS
        USD
        718180.98000000
        0.163390356926
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D2V3
        
          
        
        349491.55000000
        PA
        USD
        330161.03000000
        0.075113557776
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        Pfizer Inc
        717081103
        
          
          
        
        69864.00000000
        NS
        USD
        3616859.28000000
        0.822856557286
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        Humana Inc
        444859102
        
          
          
        
        5630.00000000
        NS
        USD
        2450007.10000000
        0.557390888493
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BVUA2
        
          
        
        329718.16000000
        PA
        USD
        325021.69000000
        0.073944327985
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BON SECOURS MERCY
        5493006NA7JSVYYYF398
        Bon Secours Mercy Health Inc
        09778PAB1
        
          
          
        
        135000.00000000
        PA
        USD
        120470.19000000
        0.027407670059
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.09500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust I LLC 2019-2
        03463WAA1
        
          
        
        13052.24000000
        PA
        USD
        13057.39000000
        0.002970632294
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-03-25
          Variable
          3.62800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300B54XJTQC6DWJ15
        Magnetite VII Ltd
        55951PBA4
        
          
        
        508296.99000000
        PA
        USD
        506149.44000000
        0.115151946323
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-15
          Floating
          1.04129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668BE1
        
          
          
        
        225000.00000000
        PA
        USD
        224550.71000000
        0.051086594711
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-13
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        74977RDK7
        
          
          
        
        250000.00000000
        PA
        USD
        228889.77000000
        0.052073756140
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-02-24
          Fixed
          1.10600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FKQU7
        
          
        
        871854.36000000
        PA
        USD
        867926.31000000
        0.197458291887
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        Fannie Mae or Freddie Mac
        01F020661
        
          
        
        2630000.00000000
        PA
        USD
        2432750.00000000
        0.553464797706
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QEAC6
        
          
        
        374637.85000000
        PA
        USD
        358697.98000000
        0.081605880151
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AJ5
        
          
          
        
        100000.00000000
        PA
        USD
        104734.32000000
        0.023827667960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBK SPC LTD
        549300P1ANDK86KWB419
        NBK SPC Ltd
        62877PAA2
        
          
          
        
        900000.00000000
        PA
        USD
        900324.00000000
        0.204828955104
        Long
        DBT
        CORP
        AE
        
        N
        
        2
        
          2022-05-30
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bumble Inc
        N/A
        Bumble Inc
        12047B105
        
          
          
        
        14555.00000000
        NS
        USD
        421803.90000000
        0.095962844593
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential
        N/A
        Starwood Mortgage Residential Trust 2021-6
        85573RAA6
        
          
        
        266935.06000000
        PA
        USD
        264304.33000000
        0.060130774858
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-11-25
          Variable
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJP5
        
          
          
        
        290000.00000000
        PA
        USD
        266012.97000000
        0.060519500412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-11
          Fixed
          2.65100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEYSPAN GAS EAST CORP
        K8TS3HOE1568DUBUJL44
        KeySpan Gas East Corp
        49338CAB9
        
          
          
        
        275000.00000000
        PA
        USD
        265204.76000000
        0.060335627929
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          2.74200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kennametal Inc
        549300GZDSG25XUV0Y08
        Kennametal Inc
        489170100
        
          
          
        
        17338.00000000
        NS
        USD
        496040.18000000
        0.112852030779
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ares Management Corp
        529900JUV61FH7B8VW38
        Ares Management Corp
        03990B101
        
          
          
        
        32818.00000000
        NS
        USD
        2665806.14000000
        0.606486427294
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        75513E101
        
          
          
        
        24449.00000000
        NS
        USD
        2422162.43000000
        0.551056063850
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Neurocrine Biosciences Inc
        549300FECER0XBN49756
        Neurocrine Biosciences Inc
        64125C109
        
          
          
        
        901.00000000
        NS
        USD
        84468.75000000
        0.019217132722
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830AZ2
        
          
          
        
        50000.00000000
        PA
        USD
        56391.77000000
        0.012829456201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        225313AF2
        
          
          
        
        200000.00000000
        PA
        USD
        202248.24000000
        0.046012652857
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-03-17
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        94974BGH7
        
          
          
        
        150000.00000000
        PA
        USD
        149873.48000000
        0.034097089832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-19
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Teleflex Inc
        UUL85LWXB4NGSWWXIQ25
        Teleflex Inc
        879369106
        
          
          
        
        3176.00000000
        NS
        USD
        1126940.08000000
        0.256385433523
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335AZ68
        
          
        
        622045.45000000
        PA
        USD
        616119.97000000
        0.140170882564
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400FZ1
        
          
          
        
        20000.00000000
        PA
        USD
        20751.20000000
        0.004721018892
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-10-01
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC FINANCIAL SERVICES
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475AP0
        
          
          
        
        50000.00000000
        PA
        USD
        51191.50000000
        0.011646364481
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-29
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137ALXH7
        
          
        
        20863.69000000
        PA
        USD
        20702.56000000
        0.004709953008
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFPU9
        
          
        
        761238.03000000
        PA
        USD
        730952.40000000
        0.166295929380
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DG7
        
          
          
        
        325000.00000000
        PA
        USD
        307608.65000000
        0.069982759940
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ascendis Pharma A/S
        549300B66JN3W3J8GH73
        Ascendis Pharma A/S
        04351P101
        
          
          
        
        1473.00000000
        NS
        USD
        172871.28000000
        0.039329223312
        Long
        EC
        CORP
        DK
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED AIR 2018-1 B PTT
        N/A
        United Airlines 2018-1 Class B Pass Through Trust
        90932NAA1
        
          
          
        
        23815.48000000
        PA
        USD
        23373.06000000
        0.005317507316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        Structured Adjustable Rate Mortgage Loan Trust Series 2005-19XS
        863579YU6
        
          
          
        
        1934.18000000
        PA
        USD
        1860.94000000
        0.000423374691
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Floating
          0.75657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Myovant Sciences Ltd
        N/A
        Myovant Sciences Ltd
        000000000
        
          
          
          
        
        25210.00000000
        NS
        USD
        335797.20000000
        0.076395819286
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Assured Guaranty Ltd
        549300BBOQUJEPH87M14
        Assured Guaranty Ltd
        000000000
        
          
          
          
        
        13795.00000000
        NS
        USD
        878189.70000000
        0.199793272904
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Moderna Inc
        549300EI6OKH5K5Q2G38
        Moderna Inc
        60770K107
        
          
          
        
        633.00000000
        NS
        USD
        109040.58000000
        0.024807367198
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICON PLC
        6354008SRQGEMC4XFI67
        ICON PLC
        000000000
        
          
          
          
        
        1390.00000000
        NS
        USD
        338075.80000000
        0.076914214060
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BM0
        
          
          
        
        95000.00000000
        PA
        USD
        88468.52000000
        0.020127103699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR PROPERTIES
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAF6
        
          
          
        
        378000.00000000
        PA
        USD
        353870.99000000
        0.080507711805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GWQ3
        
          
          
        
        460000.00000000
        PA
        USD
        460527.00000000
        0.104772575436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-29
          Fixed
          3.27200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARI Fleet Lease Trust
        N/A
        ARI Fleet Lease Trust 2018-B
        04033BAB4
        
          
        
        885.54000000
        PA
        USD
        885.60000000
        0.000201479159
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-16
          Fixed
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A2V2
        
          
          
        
        650000.00000000
        PA
        USD
        599692.12000000
        0.136433450984
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-24
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAM3
        
          
          
        
        269000.00000000
        PA
        USD
        245901.74000000
        0.055944078423
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-02-21
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE
        7D6DIU2QXTUJRFNNJA49
        Nissan Motor Acceptance Co LLC
        654740BS7
        
          
          
        
        60000.00000000
        PA
        USD
        54964.10000000
        0.012504652959
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-09
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        Fannie Mae or Freddie Mac
        01F042640
        
          
        
        850000.00000000
        PA
        USD
        881078.13000000
        0.200450407557
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XNX8
        
          
          
        
        109775.17000000
        PA
        USD
        110530.42000000
        0.025146314477
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-01-25
          Floating
          2.65657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        SBA Tower Trust
        78403DAN0
        
          
          
        
        100000.00000000
        PA
        USD
        98400.51000000
        0.022386689286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          2.83600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967GT2
        
          
          
        
        300000.00000000
        PA
        USD
        303214.10000000
        0.068982974213
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO IL TRANSIT AUTH SALES
        N/A
        Chicago Transit Authority Sales & Transfer Tax Receipts Revenue
        167725AF7
        
          
          
        
        80000.00000000
        PA
        USD
        102840.82000000
        0.023396885679
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-12-01
          Fixed
          6.89900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HRV4
        
          
          
        
        400000.00000000
        PA
        USD
        397445.15000000
        0.090421087059
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122108
        
          
          
        
        29886.00000000
        NS
        USD
        2182574.58000000
        0.496548432185
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EASTERN GAS TRAN
        H2VQBNB3NSKRM5QWBI71
        Eastern Gas Transmission & Storage Inc
        276480AJ9
        
          
          
        
        41000.00000000
        PA
        USD
        41395.11000000
        0.009417628684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyatt Hotels Corp
        T27JQIMTYSH41TCD5186
        Hyatt Hotels Corp
        448579102
        
          
          
        
        7791.00000000
        NS
        USD
        743650.95000000
        0.169184923484
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Livent Corp
        254900OOLQ2VNMZTJL47
        Livent Corp
        53814L108
        
          
          
        
        13687.00000000
        NS
        USD
        356820.09000000
        0.081178649236
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Teradyne Inc
        C3X4YJ278QNZHRJULN75
        Teradyne Inc
        880770102
        
          
          
        
        10976.00000000
        NS
        USD
        1297692.48000000
        0.295232599292
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HESS CORP
        UASVRYNXNK17ULIGK870
        Hess Corp
        42809HAD9
        
          
          
        
        145000.00000000
        PA
        USD
        163070.85000000
        0.037099568392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Inc
        54930015RAQRRZ5ZGJ91
        Vertex Pharmaceuticals Inc
        92532F100
        
          
          
        
        3395.00000000
        NS
        USD
        885993.15000000
        0.201568603240
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Elanco Animal Health Inc
        549300SHPNDCE059M934
        Elanco Animal Health Inc
        28414H103
        
          
          
        
        23043.00000000
        NS
        USD
        601191.87000000
        0.136774652846
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ServiceNow Inc
        549300HJTQM36M0E1G39
        ServiceNow Inc
        81762P102
        
          
          
        
        1867.00000000
        NS
        USD
        1039713.63000000
        0.236540907985
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        549300OFE1DNC7KO4K57
        FREMF 2015-K44 Mortgage Trust
        30292NAG8
        
          
          
        
        65000.00000000
        PA
        USD
        64130.95000000
        0.014590164738
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-01-25
          Variable
          3.67022200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Micron Technology Inc
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112103
        
          
          
        
        22906.00000000
        NS
        USD
        1784148.34000000
        0.405904141435
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31307EP65
        
          
        
        6399.19000000
        PA
        USD
        6376.81000000
        0.001450761424
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        SBA Tower Trust
        78403DAP5
        
          
        
        95000.00000000
        PA
        USD
        89659.17000000
        0.020397983511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.88400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38376RMG8
        
          
        
        53050.06000000
        PA
        USD
        53438.44000000
        0.012157556421
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2065-12-20
          Floating
          1.10629000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BA6
        
          
          
        
        200000.00000000
        PA
        USD
        202306.76000000
        0.046025966498
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-05-25
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Agilent Technologies Inc
        QUIX8Y7A2WP0XRMW7G29
        Agilent Technologies Inc
        00846U101
        
          
          
        
        11379.00000000
        NS
        USD
        1505783.07000000
        0.342574420811
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FMC Corp
        CKDHZ2X64EEBQCSP7013
        FMC Corp
        302491303
        
          
          
        
        10924.00000000
        NS
        USD
        1437270.68000000
        0.326987452946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DR5
        
          
          
        
        170000.00000000
        PA
        USD
        169560.17000000
        0.038575926498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-30
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CM9
        
          
          
        
        495000.00000000
        PA
        USD
        452379.40000000
        0.102918948970
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-05-24
          Fixed
          1.58900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBC7
        
          
          
        
        170000.00000000
        PA
        USD
        164916.76000000
        0.037519523671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BY5
        
          
          
        
        260000.00000000
        PA
        USD
        248373.64000000
        0.056506450074
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-01-12
          Fixed
          0.99100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B0AP1
        
          
        
        480599.51000000
        PA
        USD
        480917.43000000
        0.109411517052
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2054-12-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036P108
        
          
          
        
        11289.00000000
        NS
        USD
        2600082.48000000
        0.591533911751
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TD0
        
          
          
        
        1030000.00000000
        PA
        USD
        987351.56000000
        0.224628232009
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        Consolidated Edison Co of New York Inc
        209111GC1
        
          
          
        
        210000.00000000
        PA
        USD
        185562.23000000
        0.042216488372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        SBA Tower Trust
        78403DAM2
        
          
          
        
        155000.00000000
        PA
        USD
        154976.97000000
        0.035258163539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.44800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCH2
        
          
          
        
        265000.00000000
        PA
        USD
        246781.25000000
        0.056144172072
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-06-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDEN ST TOBACCO SECURITIZATI
        N/A
        Golden State Tobacco Securitization Corp
        38122NB50
        
          
        
        10000.00000000
        PA
        USD
        9085.91000000
        0.002067097457
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-06-01
          Fixed
          2.74600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EASTERN ENERGY GAS
        549300BFOD6TDMVV4O24
        Eastern Energy Gas Holdings LLC
        257375AH8
        
          
          
        
        84000.00000000
        PA
        USD
        84809.50000000
        0.019294655332
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        Structured Adjustable Rate Mortgage Loan Trust
        86359BGH8
        
          
        
        2902.12000000
        PA
        USD
        2537.62000000
        0.000577323333
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-02-25
          Variable
          2.45930000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161N101
        
          
          
        
        36873.00000000
        NS
        USD
        1756260.99000000
        0.399559606844
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136AYP31
        
          
          
        
        20657.42000000
        PA
        USD
        20652.46000000
        0.004698554967
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-10-25
          Floating
          0.52571000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138X0Y36
        
          
        
        32222.44000000
        PA
        USD
        32184.63000000
        0.007322190826
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Match Group Inc
        15OMOPB0A8K0EFUVD031
        Match Group Inc
        57667L107
        
          
          
        
        8390.00000000
        NS
        USD
        912328.60000000
        0.207560071540
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Performance Food Group Co
        549300EUK8GR9IT1YK57
        Performance Food Group Co
        71377A103
        
          
          
        
        92568.00000000
        NS
        USD
        4712636.88000000
        1.072152345064
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arista Networks Inc
        635400H1WKBLOQERUU95
        Arista Networks Inc
        040413106
        
          
          
        
        10982.00000000
        NS
        USD
        1526278.36000000
        0.347237218687
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZP8
        
          
          
        
        355000.00000000
        PA
        USD
        348343.75000000
        0.079250232504
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BT9
        
          
          
        
        310000.00000000
        PA
        USD
        255280.08000000
        0.058077705409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AUXZ7
        
          
        
        25553.17000000
        PA
        USD
        24204.05000000
        0.005506562382
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zoetis Inc
        549300HD9Q1LOC9KLJ48
        Zoetis Inc
        98978V103
        
          
          
        
        7210.00000000
        NS
        USD
        1359733.90000000
        0.309347383783
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179T7K5
        
          
        
        16360.03000000
        PA
        USD
        16960.57000000
        0.003858628483
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-08-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Incyte Corp
        549300Z4WN6JVZ3T4680
        Incyte Corp
        45337C102
        
          
          
        
        2210.00000000
        NS
        USD
        175518.20000000
        0.039931413033
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp
        56585A102
        
          
          
        
        13355.00000000
        NS
        USD
        1141852.50000000
        0.259778095950
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179QWF4
        
          
        
        5908.03000000
        PA
        USD
        6179.04000000
        0.001405767597
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-12-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2021-9INV
        33851MAB8
        
          
        
        180793.82000000
        PA
        USD
        168787.99000000
        0.038400251049
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-09-25
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Waters Corp
        5T547R1474YC9HOD8Q74
        Waters Corp
        941848103
        
          
          
        
        2272.00000000
        NS
        USD
        705206.08000000
        0.160438491587
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDS7
        
          
          
        
        1400000.00000000
        PA
        USD
        1349359.37000000
        0.306987117768
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-01-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851102
        
          
          
        
        10543.00000000
        NS
        USD
        3092578.19000000
        0.703579554956
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 5 Year US Treasury Note
        000000000
        
          
          
        
        45.00000000
        NC
        USD
        -143228.22000000
        -0.03258525446
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-30
            5304165.72000000
            USD
            -143228.22000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEH4
        
          
          
        
        125000.00000000
        PA
        USD
        112676.70000000
        0.025634605681
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.51100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Therapeutics Corp
        5299005C4HZL4UWROC14
        United Therapeutics Corp
        91307C102
        
          
          
        
        536.00000000
        NS
        USD
        96163.76000000
        0.021877815630
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FE5G1
        
          
        
        206715.89000000
        PA
        USD
        203570.27000000
        0.046313422384
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATL FINANCIAL
        549300CAZYIH39SYQ287
        Fidelity National Financial Inc
        31620RAJ4
        
          
          
        
        50000.00000000
        PA
        USD
        48156.10000000
        0.010955793297
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AW9
        
          
          
        
        250000.00000000
        PA
        USD
        225634.58000000
        0.051333181451
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2027-06-03
          Fixed
          1.98200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RMM1
        
          
          
        
        266000.00000000
        PA
        USD
        236106.22000000
        0.053715540556
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-12-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AYCY5
        
          
        
        42103.22000000
        PA
        USD
        41317.09000000
        0.009399878679
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        91159HJB7
        
          
          
        
        263000.00000000
        PA
        USD
        235736.28000000
        0.053631377051
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-11-03
          Fixed
          2.49100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TSMC
        549300KB6NK5SBD14S87
        Taiwan Semiconductor Manufacturing Co Ltd
        874039100
        
          
          
        
        2869.00000000
        NS
        USD
        299121.94000000
        0.068051983973
        Long
        EC
        CORP
        TW
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BZD1
        
          
        
        189117.37000000
        PA
        USD
        196349.90000000
        0.044670746144
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGM0
        
          
          
        
        1254000.00000000
        PA
        USD
        1130777.70000000
        0.257258514430
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.35500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H030641
        
          
        
        875000.00000000
        PA
        USD
        865292.93000000
        0.196859182595
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2021-BN35
        N/A
        BANK 2021-BNK35
        06540CBF3
        
          
        
        360000.00000000
        PA
        USD
        329076.00000000
        0.074866707129
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-06-15
          Fixed
          2.28500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING/PTL
        N/A
        Penske Truck Leasing Co Lp / PTL Finance Corp
        709599BG8
        
          
          
        
        110000.00000000
        PA
        USD
        108431.86000000
        0.024668879851
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Payments Inc
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940X102
        
          
          
        
        18409.00000000
        NS
        USD
        2519087.56000000
        0.573107095591
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H022655
        
          
        
        1025000.00000000
        PA
        USD
        991967.74000000
        0.225678439852
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCF Equipment Trust Llc
        N/A
        SCF Equipment Leasing 2021-1 LLC
        783897AC5
        
          
        
        455000.00000000
        PA
        USD
        450845.35000000
        0.102569943658
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-08-21
          Fixed
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B0YK3
        
          
        
        397991.25000000
        PA
        USD
        380546.42000000
        0.086576527536
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138L9HS4
        
          
        
        299400.83000000
        PA
        USD
        299043.58000000
        0.068034156617
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-01
          Fixed
          2.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAL5
        
          
          
        
        410000.00000000
        PA
        USD
        371120.05000000
        0.084431973444
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-20
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FleetCor Technologies Inc
        549300DG6RR0NQSFLN74
        FleetCor Technologies Inc
        339041105
        
          
          
        
        3525.00000000
        NS
        USD
        877936.50000000
        0.199735668429
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        617446448
        
          
          
        
        21527.00000000
        NS
        USD
        1881459.80000000
        0.428043065502
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2021-ARIA
        05608RAE5
        
          
        
        360000.00000000
        PA
        USD
        352720.80000000
        0.080246036879
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.69400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apellis Pharmaceuticals Inc
        254900HS0ZFRXXSB9D42
        Apellis Pharmaceuticals Inc
        03753U106
        
          
          
        
        1756.00000000
        NS
        USD
        89222.36000000
        0.020298606691
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FBR Securitization Trust
        N/A
        FBR Securitization Trust
        30246QBB8
        
          
        
        3798.09000000
        PA
        USD
        3738.10000000
        0.000850439527
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Floating
          1.13657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HBJ3
        
          
          
        
        105000.00000000
        PA
        USD
        107535.65000000
        0.024464986855
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-29
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SC3
        
          
          
        
        140000.00000000
        PA
        USD
        156439.06000000
        0.035590797532
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-05-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2019-6
        03464VAA2
        
          
        
        24722.25000000
        PA
        USD
        24748.52000000
        0.005630432479
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          2.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAE5
        
          
          
        
        200000.00000000
        PA
        USD
        201449.45000000
        0.045830923478
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2023-02-23
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPALACHIAN POWER CO
        3SCHO1ABYYIG382BEI70
        Appalachian Power Co
        037735CU9
        
          
          
        
        200000.00000000
        PA
        USD
        202226.56000000
        0.046007720530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        salesforce.com Inc
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466L302
        
          
          
        
        9805.00000000
        NS
        USD
        2081797.60000000
        0.473621082129
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110L106
        
          
          
        
        667.00000000
        NS
        USD
        249851.53000000
        0.056842678659
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RJ9
        
          
          
        
        610000.00000000
        PA
        USD
        647767.58000000
        0.147370898212
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-11-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2015-K46 Mortgage Trust
        30292RAJ3
        
          
        
        35000.00000000
        PA
        USD
        34699.00000000
        0.007894224649
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-25
          Variable
          3.69524700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAS0
        
          
          
        
        50000.00000000
        PA
        USD
        50807.08000000
        0.011558906691
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA5
        35566AAH2
        
          
        
        153885.44000000
        PA
        USD
        155077.59000000
        0.035281055175
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Floating
          2.89900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-3
        35563PLH0
        
          
        
        122055.20000000
        PA
        USD
        122409.53000000
        0.027848881208
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-10-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Johnson Controls International
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        000000000
        
          
          
          
        
        25786.00000000
        NS
        USD
        1690788.02000000
        0.384664124737
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gitlab Inc
        N/A
        Gitlab Inc
        37637K108
        
          
          
        
        1024.00000000
        NS
        USD
        55756.80000000
        0.012684996827
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KK3X5
        
          
        
        296608.79000000
        PA
        USD
        283806.65000000
        0.064567666274
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOOTHILL ESTRN TRANSPRTN CORRI
        N/A
        Foothill-Eastern Transportation Corridor Agency
        345105JG6
        
          
          
        
        155000.00000000
        PA
        USD
        151581.61000000
        0.034485699358
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2053-01-15
          Fixed
          3.92400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uber Technologies Inc
        549300B2FTG34FILDR98
        Uber Technologies Inc
        90353T100
        
          
          
        
        33360.00000000
        NS
        USD
        1190284.80000000
        0.270796726357
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441C204
        
          
          
        
        22509.00000000
        NS
        USD
        2513354.94000000
        0.571802891144
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B3JN1
        
          
        
        152299.78000000
        PA
        USD
        154299.13000000
        0.035103950990
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MID-ATLANTIC INTERSTATE
        N/A
        Mid-Atlantic Interstate Transmission LLC
        59524QAA3
        
          
          
        
        400000.00000000
        PA
        USD
        404271.15000000
        0.091974041826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRINCIPAL FINANCIAL GRP
        CUMYEZJOAF02RYZ1JJ85
        Principal Financial Group Inc
        74251VAK8
        
          
          
        
        150000.00000000
        PA
        USD
        150251.62000000
        0.034183118885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDK4
        
          
          
        
        140000.00000000
        PA
        USD
        132639.06000000
        0.030176158878
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-11-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NDR9
        
          
          
        
        332000.00000000
        PA
        USD
        279717.85000000
        0.063637440454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.88700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38376RMB9
        
          
        
        137.26000000
        PA
        USD
        138.03000000
        0.000031402629
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2065-10-20
          Floating
          0.80629000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBB0
        
          
          
        
        895000.00000000
        PA
        USD
        872435.32000000
        0.198484117930
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.55700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400GN7
        
          
          
        
        45000.00000000
        PA
        USD
        45787.54000000
        0.010416932098
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        549300NGGFIEJ2ER3D22
        COMM 2013-CCRE8 Mortgage Trust
        12625KAD7
        
          
        
        12416.40000000
        PA
        USD
        12424.59000000
        0.002826666608
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-06-10
          Fixed
          3.33400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136BJD77
        
          
        
        383390.00000000
        PA
        USD
        362625.60000000
        0.082499436583
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-25
          Variable
          2.38600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sarepta Therapeutics Inc
        549300IKDPIED8J8IG21
        Sarepta Therapeutics Inc
        803607100
        
          
          
        
        941.00000000
        NS
        USD
        73510.92000000
        0.016724162559
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        80413TAD1
        
          
          
        
        330000.00000000
        PA
        USD
        332310.00000000
        0.075602460970
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2023-03-04
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918104
        
          
          
        
        59413.00000000
        NS
        USD
        18317622.03000000
        4.167365726566
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        14916RAF1
        
          
          
        
        105000.00000000
        PA
        USD
        106657.87000000
        0.024265286792
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XA4Q2
        
          
        
        183105.17000000
        PA
        USD
        172977.62000000
        0.039353416282
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        N/A
        Enterprise Fleet Financing 2019-1 LLC
        29374AAB0
        
          
        
        6903.11000000
        PA
        USD
        6911.26000000
        0.001572351913
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-20
          Fixed
          2.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoDaddy Inc
        549300J8H1TB0I2CB447
        GoDaddy Inc
        380237107
        
          
          
        
        15221.00000000
        NS
        USD
        1273997.70000000
        0.289841898801
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      2022-05-20
      Forethought Variable Insurance Trust
      Cameron Jeffreys, CFA
      Cameron Jeffreys, CFA
      Senior Vice President
    
  
  XXXX




 

Global Atlantic Wellington Research Managed Risk Portfolio
Portfolio of Investments (Unaudited)

March 31, 2022

 

  Shares/
Principal
  Fair Value
Common Stocks - 61.9%      
Aerospace & Defense - 1.3%      
Boeing Co. (The) *  4,657   $891,816
General Dynamics Corp. 6,811    1,642,677
L3Harris Technologies, Inc. 3,612    897,474
Raytheon Technologies Corp. 23,878    2,365,593
       5,797,560
Air Freight & Logistics - 0.2%      
FedEx Corp. 3,485    806,394
       
Airlines - 0.2%      
JetBlue Airways Corp. *  39,274    587,147
Southwest Airlines Co. *  3,989    182,696
       769,843
Automobiles - 0.6%      
Tesla, Inc. *  2,555    2,753,268
       
Banks - 0.3%      
PNC Financial Services Group, Inc. (The) 7,543    1,391,306
       
Beverages - 0.7%      
Constellation Brands, Inc., Class A 11,025    2,539,278
Monster Beverage Corp. *  8,945    714,706
       3,253,984
Biotechnology - 1.1%      
Alnylam Pharmaceuticals, Inc. *  956    156,105
Apellis Pharmaceuticals, Inc. *  1,756    89,222
Ascendis Pharma A/S, ADR *  1,473    172,871
Biogen, Inc. *  1,684    354,651
Blueprint Medicines Corp. *  965    61,644
Celldex Therapeutics, Inc. *  1,697    57,800
Exact Sciences Corp. *  6,996    489,160
Genmab A/S, ADR *  4,197    151,848
Horizon Therapeutics PLC *  1,335    140,455
Incyte Corp. *  2,210    175,518
Kymera Therapeutics, Inc. *  1,410    59,671
Mirati Therapeutics, Inc. *  695    57,143
Moderna, Inc. *  633    109,041
Myovant Sciences Ltd. *  25,210    335,797
Neurocrine Biosciences, Inc. *  901    84,469
Regeneron Pharmaceuticals, Inc. *  1,046    730,547
REVOLUTION Medicines, Inc. *  2,323    59,260
Sarepta Therapeutics, Inc. *  941    73,511
Seagen, Inc. *  1,776    255,833
United Therapeutics Corp. *  536    96,164
Veracyte, Inc. *  10,148    279,780
Vertex Pharmaceuticals, Inc. *  3,395    885,993
       4,876,483
Building Products - 0.7%      
Johnson Controls International PLC 25,786    1,690,788
Trane Technologies PLC 4,889    746,550
Zurn Water Solutions Corp. 13,111    464,130
       2,901,468

  Shares/
Principal
  Fair Value
       
Capital Markets - 3.4%      
Ares Management Corp., Class A 32,051   $2,603,503
Charles Schwab Corp. (The) 72,240    6,090,554
Hamilton Lane, Inc., Class A 10,086    779,547
Morgan Stanley 21,527    1,881,460
S&P Global, Inc. 8,893    3,647,731
       15,002,795
Chemicals - 1.7%      
Cabot Corp. 15,951    1,091,208
Celanese Corp. 7,374    1,053,523
FMC Corp. 10,924    1,437,271
Ingevity Corp. *  6,213    398,067
Linde PLC 6,145    1,962,897
Livent Corp. *  13,687    356,820
PPG Industries, Inc. 8,768    1,149,222
       7,449,008
Communications Equipment - 0.3%      
Arista Networks, Inc. *  10,982    1,526,278
       
Construction & Engineering - 0.0%      
Fluor Corp. *  5,163    148,126
       
Consumer Finance - 1.0%      
American Express Co. 21,046    3,935,602
OneMain Holdings, Inc. 8,659    410,523
       4,346,125
Containers & Packaging - 0.1%      
Ball Corp. 5,338    480,420
       
Diversified Financial Services - 0.4%      
Equitable Holdings, Inc. 50,802    1,570,290
Voya Financial, Inc. 5,864    389,076
       1,959,366
Electric Utilities - 2.0%      
Constellation Energy Corp. 12,173    684,731
Duke Energy Corp. 21,983    2,454,622
Edison International 25,255    1,770,376
Exelon Corp. 36,873    1,756,261
FirstEnergy Corp. 45,526    2,087,822
       8,753,812
Electrical Equipment - 0.1%      
Emerson Electric Co. 4,209    412,692
Regal Rexnord Corp. 615    91,500
       504,192
Energy Equipment & Services - 0.2%      
Schlumberger NV 25,704    1,061,832
       
Entertainment - 0.6%      
Electronic Arts, Inc. 7,914    1,001,200
Netflix, Inc. *  667    249,852
Roku, Inc. *  11,372    1,424,570
       2,675,622
Equity Real Estate Investment - 1.4%      
American Tower Corp. 3,993    1,003,121

 

 

Global Atlantic Wellington Research Managed Risk Portfolio

Portfolio of Investments (Unaudited) (Continued)

March 31, 2022

 

  Shares/
Principal
  Fair Value
       
Equity Real Estate Investment (continued)      
AvalonBay Communities, Inc. 4,424   $1,098,789
Rexford Industrial Realty, Inc. 19,714    1,470,467
Ryman Hospitality Properties, Inc. *  10,540    977,796
Welltower, Inc. 16,606    1,596,501
       6,146,674
Food & Staples Retailing - 1.5%      
Performance Food Group Co. *  90,321    4,598,242
Sysco Corp. 25,094    2,048,925
       6,647,167
Food Products - 1.1%      
Hershey Co. (The) 7,153    1,549,554
Mondelez International, Inc., Class A 50,488    3,169,637
       4,719,191
Health Care Equipment & Supplies - 2.0%      
Align Technology, Inc. *  1,441    628,276
Baxter International, Inc. 14,001    1,085,637
Boston Scientific Corp. *  34,886    1,545,101
Edwards Lifesciences Corp. *  12,132    1,428,179
Inari Medical, Inc. *  5,185    469,968
Insulet Corp. *  2,839    756,281
Stryker Corp. 6,245    1,669,601
Teleflex, Inc. 3,073    1,090,393
       8,673,436
Health Care Providers & Services - 2.3%      
agilon health, Inc. *  38,148    967,052
Anthem, Inc. 3,493    1,715,831
Centene Corp. *  17,372    1,462,549
HCA Healthcare, Inc. 3,041    762,135
Humana, Inc. 5,499    2,393,000
Laboratory Corp. of America Holdings *  1,488    392,326
McKesson Corp. 2,346    718,181
UnitedHealth Group, Inc. 3,001    1,530,420
       9,941,494
Hotels, Restaurants & Leisure - 1.2%      
Airbnb, Inc., Class A *  15,413    2,647,337
Hyatt Hotels Corp., Class A *  7,791    743,651
Starbucks Corp. 21,200    1,928,564
       5,319,552
Industrial Conglomerates - 0.4%      
Honeywell International, Inc. 8,257    1,606,647
       
Insurance - 2.1%      
American International Group, Inc. 25,946    1,628,630
Assurant, Inc. 3,054    555,309
Assured Guaranty Ltd. 13,795    878,190
Chubb Ltd. 8,952    1,914,833
Hartford Financial Services Group, Inc. (The) 12,775    917,373
Marsh & McLennan Cos., Inc. 7,956    1,355,861
MetLife, Inc. 11,188    786,293
Oscar Health, Inc., Class A *  21,187    211,234

  Shares/
Principal
  Fair Value
       
Insurance (continued)      
Trupanion, Inc. *  10,870   $968,734
       9,216,457
Interactive Media & Services - 4.6%      
Alphabet, Inc., Class A *  4,586    12,755,271
Bumble, Inc., Class A *  14,555    421,804
Cargurus, Inc. *  26,173    1,111,305
Match Group, Inc. *  8,390    912,329
Meta Platforms, Inc., Class A *  17,067    3,795,018
Snap, Inc., Class A *  28,238    1,016,286
       20,012,013
Internet & Direct Marketing Retail - 3.7%      
Amazon.com, Inc. *  4,318    14,076,464
Etsy, Inc. *  15,793    1,962,754
       16,039,218
IT Services - 2.2%      
Block, Inc. *  5,072    687,763
FleetCor Technologies, Inc. *  3,525    877,937
Genpact Ltd. 12,385    538,871
Global Payments, Inc. 17,979    2,460,246
GoDaddy, Inc., Class A *  15,221    1,273,998
Nuvei Corp. *  8,882    669,614
Okta, Inc. *  1,011    152,621
PayPal Holdings, Inc. *  2,265    261,947
Snowflake, Inc., Class A *  526    120,522
Visa, Inc., Class A 7,892    1,750,209
WEX, Inc. *  3,641    649,737
       9,443,465
Life Sciences Tools & Services - 1.6%      
Agilent Technologies, Inc. 11,379    1,505,783
Danaher Corp. 10,296    3,020,126
ICON PLC *  1,390    338,076
NanoString Technologies, Inc. *  13,736    477,326
Syneos Health, Inc. *  9,632    779,710
Waters Corp. *  2,272    705,206
       6,826,227
Machinery - 1.3%      
Fortive Corp. 19,569    1,192,339
Ingersoll Rand, Inc. 20,423    1,028,298
Kennametal, Inc. 17,338    496,040
PACCAR, Inc. 10,420    917,690
Parker-Hannifin Corp. 2,720    771,827
Westinghouse Air Brake Technologies Corp. 14,977    1,440,338
       5,846,532
Media - 1.8%      
Charter Communications, Inc., Class A *  4,251    2,319,006
DISH Network Corp., Class A *  31,234    988,556
New York Times Co. (The), Class A 22,575    1,034,838
Omnicom Group, Inc. 42,349    3,594,583
       7,936,983

 

 

Global Atlantic Wellington Research Managed Risk Portfolio

Portfolio of Investments (Unaudited) (Continued)

March 31, 2022

 

  Shares/
Principal
  Fair Value
       
Oil, Gas & Consumable Fuels - 2.5%      
ConocoPhillips 24,060   $2,406,000
Marathon Petroleum Corp. 12,883    1,101,496
Pioneer Natural Resources Co. 4,218    1,054,627
Shell PLC, ADR 117,541    6,456,527
       11,018,650
Pharmaceuticals - 3.2%      
Aclaris Therapeutics, Inc. *  3,352    57,788
AstraZeneca PLC, ADR 22,020    1,460,807
Bristol-Myers Squibb Co. 29,188    2,131,599
Elanco Animal Health, Inc. *  23,043    601,192
Eli Lilly and Co. 13,245    3,792,971
Intra-Cellular Therapies, Inc. *  6,737    412,237
Novartis AG, ADR 9,653    847,051
Pfizer, Inc. 68,231    3,532,319
Zoetis, Inc. 7,210    1,359,734
       14,195,698
Professional Services - 0.4%      
CACI International, Inc., Class A *  1,057    318,432
Science Applications International Corp. 4,053    373,565
TriNet Group, Inc. *  9,502    934,617
       1,626,614
Road & Rail - 0.4%      
Canadian Pacific Railway Ltd. 8,505    702,003
Uber Technologies, Inc. *  33,360    1,190,285
       1,892,288
Semiconductors & Semiconductor Equipment - 3.0%      
Advanced Micro Devices, Inc. *  23,976    2,621,555
KLA Corp. 3,454    1,264,371
Marvell Technology, Inc. 19,870    1,424,878
Micron Technology, Inc. 22,906    1,784,148
NVIDIA Corp. 4,916    1,341,380
Taiwan Semiconductor Manufacturing Co. Ltd., ADR 2,869    299,122
Teradyne, Inc. 10,976    1,297,692
Texas Instruments, Inc. 16,185    2,969,624
       13,002,770
Software - 5.7%      
Adobe, Inc. *  1,949    888,003
Avalara, Inc. *  1,329    132,249
Ceridian HCM Holding, Inc. *  6,726    459,789
Confluent, Inc., Class A *  1,288    52,808
Gitlab, Inc., Class A *  1,024    55,757
Guidewire Software, Inc. *  3,101    293,416
HashiCorp, Inc., Class A *  5,941    320,814
Microsoft Corp. 57,541    17,740,466
Palo Alto Networks, Inc. *  477    296,937
Qualtrics International, Inc., Class A *  9,329    266,343
Rapid7, Inc. *  2,425    269,757

  Shares/
Principal
  Fair Value
       
Software (continued)      
salesforce.com, Inc. *  9,424   $2,000,904
SentinelOne, Inc., Class A *  4,093    158,563
ServiceNow, Inc. *  1,867    1,039,714
UiPath, Inc., Class A *  7,198    155,405
Varonis Systems, Inc. *  5,123    243,547
Workday, Inc., Class A *  3,507    839,786
       25,214,258
Specialty Retail - 1.1%      
TJX Cos., Inc. (The) 38,530    2,334,147
Ulta Beauty, Inc. *  6,153    2,450,248
       4,784,395
Technology Hardware, Storage & Peripherals - 2.4%      
Apple, Inc. 60,018    10,479,743
       
Tobacco - 0.6%      
Philip Morris International, Inc. 27,958    2,626,375
       
Wireless Telecommunication Services - 0.5%      
T-Mobile US, Inc. *  17,390    2,232,007
       
Total Common Stocks      
(Cost - $168,560,474)      271,905,736
Corporate Bonds and Notes - 10.1%      
Aerospace & Defense - 0.1%      
BAE Systems Holdings, Inc., 3.85%, 12/15/25(a)  $100,000    100,465
Boeing Co. (The), 2.20%, 2/4/26  325,000    307,608
Lockheed Martin Corp., 4.85%, 9/15/41  50,000    56,392
Raytheon Technologies Corp., 3.95%, 8/16/25  150,000    154,832
       619,297
Agriculture - 0.3%      
BAT Capital Corp., 3.56%, 8/15/27  895,000    872,435
Imperial Brands Finance PLC, 3.75%, 7/21/22(a)   475,000    476,119
       1,348,554
Airlines - 0.0%      
United Airlines 2016-1 Class AA Pass-Through Trust, 3.10%, 7/7/28  76,255    73,216
United Airlines 2018-1 Class B Pass Through Trust, 4.60%, 3/1/26  23,815    23,373
       96,589
Auto Manufacturers - 0.3%      
General Motors Financial Co., Inc., 3.70%, 5/9/23  600,000    606,201
Hyundai Capital America, 0.80%, 4/3/23(a)   375,000    367,952
Nissan Motor Acceptance Co LLC, 2.00%, 3/9/26(a)   60,000    54,964

 

 

Global Atlantic Wellington Research Managed Risk Portfolio

Portfolio of Investments (Unaudited) (Continued)

March 31, 2022

 

  Shares/
Principal
  Fair Value
       
Auto Manufacturers (continued)      
Volkswagen Group of America Finance LLC, 3.35%, 5/13/25(a)  $225,000   $224,551
       1,253,668
Banks - 3.4%      
Banco Santander SA, 3.13%, 2/23/23  200,000    201,449
Bank of America Corp.      
4.20%, 8/26/24  160,000    164,031
1.73%, (SOFR + 0.96%), 7/22/27(b)   435,000    404,518
3.42%, (3 Month US Libor + 1.04%), 12/20/28(b)   11,000    10,907
3.97%, (3 Month US Libor + 1.21%), 2/7/30(b)   225,000    228,656
3.19%, (3 Month US Libor + 1.18%), 7/23/30(b)   180,000    174,193
2.65%, (SOFR + 1.22%), 3/11/32(b)   290,000    266,013
2.30%, (SOFR + 1.22%), 7/21/32(b)   45,000    40,057
Barclays PLC      
3.93%, (3 Month US Libor + 1.61%), 5/7/25(b)   355,000    358,160
2.89%, (US 1 Year CMT T-Note + 1.30%), 11/24/32(b)   360,000    326,581
BNP Paribas SA      
3.38%, 1/9/25(a)   200,000    199,190
2.82%, (3 Month US Libor + 1.11%), 11/19/25(a),(b)   200,000    195,458
BPCE SA      
5.70%, 10/22/23(a)   275,000    284,625
5.15%, 7/21/24(a)   600,000    618,422
Citigroup, Inc.      
4.05%, 7/30/22  50,000    50,420
3.50%, 5/15/23  300,000    303,214
3.30%, 4/27/25  70,000    70,561
5.50%, 9/13/25  55,000    58,798
3.67%, (3 Month US Libor + 1.39%), 7/24/28(b)   100,000    100,179
Cooperatieve Rabobank UA, 1.11%, (US 1 Year CMT T-Note + 0.55%), 2/24/27(a),(b)   250,000    228,890
Credit Agricole SA      
3.75%, 4/24/23(a)   250,000    253,332
3.25%, 10/4/24(a)   250,000    249,663
4.38%, 3/17/25(a)   200,000    202,248
Credit Suisse Group AG      
2.04%, (3 Month US Libor + 1.24%), 6/12/24(a),(b)   260,000    261,561
3.09%, (SOFR + 1.73%), 5/14/32(a),(b)   925,000    834,373
Credit Suisse Group Funding Guernsey Ltd., 3.80%, 9/15/22  395,000    399,071

  Shares/
Principal
  Fair Value
       
Banks (continued)      
Danske Bank A/S      
3.88%, 9/12/23(a)  $200,000   $201,963
5.38%, 1/12/24(a)   200,000    206,341
1.62%, (US 1 Year CMT T-Note + 1.35%), 9/11/26(a),(b)   435,000    402,757
Goldman Sachs Group, Inc. (The)      
3.50%, 1/23/25  200,000    201,869
3.27%, (3 Month US Libor + 1.20%), 9/29/25(b)   460,000    460,527
1.43%, (SOFR + 0.80%), 3/9/27(b)   495,000    457,232
2.62%, (SOFR + 1.28%), 4/22/32(b)   550,000    499,945
6.75%, 10/1/37  50,000    63,019
3.21%, (SOFR + 1.51%), 4/22/42(b)   30,000    27,179
HSBC Holdings PLC      
3.60%, 5/25/23  200,000    202,307
1.59%, (SOFR + 1.29%), 5/24/27(b)   495,000    452,379
2.21%, (SOFR + 1.29%), 8/17/29(b)   425,000    383,004
JPMorgan Chase & Co.      
2.95%, 10/1/26  400,000    397,445
2.07%, (SOFR + 1.02%), 6/1/29(b)   10,000    9,233
2.58%, (SOFR + 1.25%), 4/22/32(b)   325,000    297,793
Morgan Stanley      
4.35%, 9/8/26  455,000    470,441
1.93%, (SOFR + 1.02%), 4/28/32(b)   210,000    181,538
2.51%, (SOFR + 1.20%), 10/20/32(b)   125,000    112,677
2.48%, (SOFR + 1.36%), 9/16/36(b)   945,000    809,623
NBK SPC Ltd., 2.75%, 5/30/22(a)   900,000    900,324
PNC Financial Services Group, Inc. (The), 3.90%, 4/29/24  50,000    51,191
Santander Holdings USA, Inc., 3.40%, 1/18/23  75,000    75,455
Standard Chartered PLC, 0.99%, (US 1 Year CMT T-Note + 0.78%), 1/12/25(a),(b)   260,000    248,374
UBS Group AG      
1.49%, (US 1 Year CMT T-Note + 0.85%), 8/10/27(a),(b)   385,000    349,936
2.75%, (US 1 Year CMT T-Note + 1.10%), 2/11/33(a),(b)   465,000    422,601
UniCredit SpA, 1.98%, (US 1 Year CMT T-Note + 1.20%), 6/3/27(a),(b)   250,000    225,634
US Bancorp, 2.49%, (US 5 Year CMT T-Note + 0.95%), 11/3/36(b)   263,000    235,736
Wells Fargo & Co., 3.00%, 2/19/25  150,000    149,873
       14,980,966
Biotechnology - 0.1%      
Gilead Sciences, Inc., 2.80%, 10/1/50  310,000    255,280
       

 

 

Global Atlantic Wellington Research Managed Risk Portfolio

Portfolio of Investments (Unaudited) (Continued)

March 31, 2022

 

  Shares/
Principal
  Fair Value
       
Commercial Services - 0.2%      
ERAC USA Finance LLC, 3.30%, 10/15/22(a)  $500,000   $504,106
S&P Global, Inc.      
2.70%, 3/1/29(a)   170,000    165,102
2.90%, 3/1/32(a)   170,000    164,917
3.70%, 3/1/52(a)   90,000    91,413
       925,538
Computers - 0.1%      
Kyndryl Holdings, Inc., 3.15%, 10/15/31(a)   755,000    636,392
       
Diversified Financial Services - 0.4%      
Aviation Capital Group LLC, 1.95%, 9/20/26(a)   410,000    371,120
Avolon Holdings Funding Ltd.      
2.13%, 2/21/26(a)   269,000    245,902
2.53%, 11/18/27(a)   558,000    493,738
Capital One Financial Corp., 4.20%, 10/29/25  105,000    107,536
Intercontinental Exchange, Inc., 1.85%, 9/15/32  465,000    403,006
       1,621,302
Electric - 1.0%      
Alabama Power Co., 1.45%, 9/15/30  30,000    26,020
American Transmission Systems, Inc., 2.65%, 1/15/32(a)   290,000    268,164
Appalachian Power Co., 3.40%, 6/1/25  200,000    202,227
Cleco Corporate Holdings LLC, 3.74%, 5/1/26  345,000    349,988
Consolidated Edison Co. of New York, Inc.      
3.20%, 12/1/51  210,000    185,562
4.50%, 5/15/58  75,000    79,106
Dominion Energy South Carolina, Inc., 6.63%, 2/1/32  80,000    98,472
Duke Energy Corp.      
3.75%, 4/15/24  225,000    228,493
2.65%, 9/1/26  70,000    68,221
Georgia Power Co., 4.75%, 9/1/40  65,000    68,600
Mid-Atlantic Interstate Transmission LLC, 4.10%, 5/15/28(a)   400,000    404,271
NextEra Energy Capital Holdings, Inc., 1.90%, 6/15/28  295,000    271,140
Niagara Mohawk Power Corp., 1.96%, 6/27/30(a)   335,000    297,863
Oglethorpe Power Corp., 6.19%, 1/1/31(a)   100,000    112,714
Pennsylvania Electric Co., 3.60%, 6/1/29(a)   57,000    56,647
San Diego Gas & Electric Co., 1.70%, 10/1/30  685,000    603,517

  Shares/
Principal
  Fair Value
       
Electric (continued)      
SCE Recovery Funding LLC      
0.86%, 11/15/31 $115,463   $104,103
1.94%, 5/15/38  50,000    43,541
2.51%, 11/15/43  30,000    25,837
Sempra Energy, 4.13%, (US 5 Year CMT T-Note + 2.87%), 4/1/52(b)   95,000    88,469
Southern California Edison Co.      
3.70%, 8/1/25  45,000    45,788
4.65%, 10/1/43  20,000    20,751
4.00%, 4/1/47  50,000    48,017
Southern Co. (The)      
2.95%, 7/1/23  290,000    291,638
4.00%, (US 5 Year CMT T-Note + 3.73%), 1/15/51(b)   180,000    174,150
       4,163,299
Entertainment - 0.1%      
Magallanes, Inc.      
4.28%, 3/15/32(a)   90,000    90,387
5.05%, 3/15/42(a)   65,000    66,417
5.14%, 3/15/52(a)   380,000    388,871
       545,675
Food - 0.1%      
Conagra Brands, Inc.      
4.60%, 11/1/25  100,000    103,656
1.38%, 11/1/27  210,000    186,684
Sigma Alimentos SA de CV, 4.13%, 5/2/26(a)   240,000    241,800
       532,140
Gas - 0.2%      
Boston Gas Co., 3.15%, 8/1/27(a)   60,000    58,098
CenterPoint Energy Resources Corp., 1.00%, (3 Month US Libor + 0.50%), 3/2/23(b)   6,000    5,981
Eastern Energy Gas Holdings LLC, 3.60%, 12/15/24  84,000    84,810
KeySpan Gas East Corp., 2.74%, 8/15/26(a)   275,000    265,205
Southern California Gas Co., 2.95%, 4/15/27  280,000    276,572
       690,666
Healthcare-Products - 0.0%      
Boston Scientific Corp., 2.65%, 6/1/30  30,000    28,153
       
Healthcare-Services - 0.5%      
Aetna, Inc., 2.80%, 6/15/23  210,000    210,859
Anthem, Inc., 3.50%, 8/15/24  75,000    76,175
Bon Secours Mercy Health, Inc., 2.10%, 6/1/31  135,000    120,470
Children's Hospital/DC, 2.93%, 7/15/50  140,000    114,612
CommonSpirit Health      
4.20%, 8/1/23  105,000    106,658

 

 

Global Atlantic Wellington Research Managed Risk Portfolio

Portfolio of Investments (Unaudited) (Continued)

March 31, 2022

 

  Shares/
Principal
  Fair Value
       
Healthcare-Services (continued)      
2.78%, 10/1/30 $191,000   $178,026
4.35%, 11/1/42  95,000    95,538
4.19%, 10/1/49  20,000    19,891
Dignity Health      
3.81%, 11/1/24  92,000    92,938
4.50%, 11/1/42  270,000    277,784
Memorial Sloan-Kettering Cancer Center, 2.96%, 1/1/50  20,000    17,233
Mercy Health, 3.56%, 8/1/27  270,000    269,117
Ochsner LSU Health System of North Louisiana, 2.51%, 5/15/31  240,000    211,326
Sutter Health, 2.29%, 8/15/30  75,000    68,041
Toledo Hospital (The)      
5.33%, 11/15/28  190,000    203,555
5.75%, 11/15/38  75,000    82,541
       2,144,764
Insurance - 0.6%      
American International Group, Inc.      
4.25%, 3/15/29  655,000    685,112
3.40%, 6/30/30  170,000    169,560
Athene Global Funding, 2.50%, 3/24/28(a)   650,000    599,692
CNO Global Funding, 2.65%, 1/6/29(a)   530,000    490,405
Corebridge Financial, Inc.      
3.90%, 4/5/32(a)   100,000    99,852
4.35%, 4/5/42(a)   20,000    19,995
4.40%, 4/5/52(a)   65,000    64,989
Equitable Financial Life Global Funding, 1.40%, 8/27/27(a)   275,000    247,423
Fidelity National Financial, Inc., 3.40%, 6/15/30  50,000    48,156
Northwestern Mutual Life Insurance Co. (The), 3.63%, 9/30/59(a)   30,000    27,151
Principal Financial Group, Inc., 3.40%, 5/15/25  150,000    150,252
       2,602,587
Lodging - 0.1%      
Genting New York LLC / GENNY Capital, Inc., 3.30%, 2/15/26(a)   600,000    568,165
       
Machinery-Diversified - 0.0%      
Westinghouse Air Brake Technologies Corp., 4.40%, 3/15/24  40,000    40,766
       
Media - 0.1%      
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.46%, 7/23/22  175,000    175,642
Comcast Corp., 2.89%, 11/1/51(a)   332,000    279,718
       455,360

  Shares/
Principal
  Fair Value
       
Oil & Gas - 0.4%      
Equinor ASA      
3.00%, 4/6/27 $610,000   $608,109
3.13%, 4/6/30  40,000    39,848
Hess Corp.      
7.30%, 8/15/31  460,000    563,915
5.60%, 2/15/41  145,000    163,071
Qatar Energy, 3.13%, 7/12/41(a)   200,000    181,970
       1,556,913
Pipelines - 0.3%      
Eastern Gas Transmission & Storage, Inc., 3.60%, 12/15/24(a)   41,000    41,395
EIG Pearl Holdings Sarl, 3.55%, 8/31/36(a)   470,000    447,714
Energy Transfer LP      
7.60%, 2/1/24  90,000    96,090
4.95%, 6/15/28  20,000    20,974
Enterprise Products Operating LLC, 3.20%, 2/15/52  50,000    42,166
Gray Oak Pipeline LLC      
2.60%, 10/15/25(a)   144,000    138,268
3.45%, 10/15/27(a)   25,000    24,096
Sabine Pass Liquefaction LLC, 5.75%, 5/15/24  100,000    104,734
Western Midstream Operating LP, 4.00%, 7/1/22  200,000    200,000
       1,115,437
REITS - 0.4%      
American Tower Corp., 5.00%, 2/15/24  31,000    32,093
CubeSmart LP, 2.25%, 12/15/28  265,000    241,122
EPR Properties      
4.75%, 12/15/26  60,000    60,121
4.95%, 4/15/28  60,000    60,157
3.75%, 8/15/29  378,000    353,871
3.60%, 11/15/31  545,000    494,169
SBA Tower Trust      
3.45%, 3/15/23(a)   155,000    154,977
2.84%, 1/15/25(a)   100,000    98,401
1.88%, 1/15/26(a)   95,000    89,659
1.63%, 11/15/26(a)   115,000    108,022
       1,692,592
Retail - 0.0%      
Lowe's Cos., Inc., 3.75%, 4/1/32  180,000    182,087
       
Savings & Loans - 0.0%      
Nationwide Building Society, 3.62%, (3 Month US Libor + 1.18%), 4/26/23(a),(b)   200,000    200,040
       
Semiconductors - 0.4%      
Broadcom, Inc.      
4.70%, 4/15/25  600,000    623,341
4.30%, 11/15/32  50,000    50,807

 

 

Global Atlantic Wellington Research Managed Risk Portfolio

Portfolio of Investments (Unaudited) (Continued)

March 31, 2022

 

  Shares/
Principal
  Fair Value
       
Semiconductors (continued)      
2.60%, 2/15/33(a)  $170,000   $147,934
3.42%, 4/15/33(a)   300,000    280,478
Marvell Technology, Inc., 4.20%, 6/22/23  20,000    20,330
Microchip Technology, Inc., 0.97%, 2/15/24  530,000    508,305
       1,631,195
Software - 0.3%      
Oracle Corp.      
3.25%, 11/15/27  140,000    136,186
3.60%, 4/1/50  200,000    165,886
3.95%, 3/25/51  460,000    401,927
3.85%, 4/1/60  70,000    57,413
Workday, Inc.      
3.70%, 4/1/29  55,000    55,067
3.80%, 4/1/32  545,000    545,677
       1,362,156
Telecommunications - 0.4%      
AT&T, Inc.      
2.55%, 12/1/33  266,000    236,106
4.30%, 12/15/42  45,000    45,457
3.65%, 6/1/51  37,000    33,614
3.85%, 6/1/60  33,000    29,521
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC, 4.74%, 3/20/25(a)   307,500    314,143
Verizon Communications, Inc., 2.36%, 3/15/32(a)   1,254,000    1,130,778
       1,789,619
Transportation - 0.1%      
Canadian Pacific Railway Co., 2.45%, 12/2/31  275,000    255,036
       
Trucking & Leasing - 0.2%      
DAE Funding LLC, 1.55%, 8/1/24(a)   500,000    472,656
Penske Truck Leasing Co. LP / PTL Finance Corp.      
4.88%, 7/11/22(a)   50,000    50,438
2.70%, 11/1/24(a)   110,000    108,432
3.95%, 3/10/25(a)   345,000    349,078
       980,604
Total Corporate Bonds and Notes      
(Cost - $46,280,687)      44,274,840
U.S. Treasury Securities - 10.0%      
       
U.S. Treasury Note      
0.25%, 9/30/23  460,000    447,458
0.38%, 10/31/23  175,000    170,174
0.50%, 11/30/23  490,000    476,544
0.13%, 1/15/24  500,000    481,387
0.88%, 1/31/24  1,330,000    1,297,010

  Shares/
Principal
  Fair Value
U.S. Treasury Securities (continued)      
       
1.50%, 2/29/24 $250,000   $246,533
0.25%, 3/15/24  2,315,000    2,225,294
0.25%, 5/15/24  260,000    248,696
0.75%, 11/15/24  885,000    846,627
1.00%, 12/15/24  85,000    81,766
1.13%, 1/15/25  1,400,000    1,349,359
1.50%, 2/15/25  350,000    340,566
0.25%, 9/30/25  260,000    240,449
0.38%, 12/31/25  1,550,000    1,433,023
0.38%, 1/31/26  515,000    475,148
0.75%, 3/31/26  475,000    443,476
0.75%, 4/30/26  415,000    387,004
0.75%, 5/31/26  260,000    242,105
0.88%, 6/30/26  1,125,000    1,052,051
0.63%, 7/31/26  2,215,000    2,046,625
0.75%, 8/31/26  505,000    468,703
0.88%, 9/30/26  1,715,000    1,598,434
1.13%, 10/31/26  510,000    480,336
1.25%, 11/30/26  140,000    132,639
1.25%, 12/31/26  4,100,000    3,879,145
1.50%, 1/31/27  585,000    559,863
1.88%, 2/28/27  1,535,000    1,496,145
1.25%, 3/31/28  440,000    410,902
1.25%, 6/30/28  265,000    246,781
1.50%, 11/30/28  595,000    561,066
1.38%, 11/15/31  70,000    64,258
1.88%, 2/15/32  2,045,000    1,964,159
       
U.S. Treasury Bond      
1.75%, 8/15/41††  2,735,000    2,373,040
2.00%, 11/15/41  2,795,000    2,532,095
3.13%, 11/15/41  80,000    86,394
2.38%, 2/15/42  255,000    246,234
3.38%, 5/15/44  1,030,000    1,158,348
3.00%, 11/15/44  610,000    647,767
2.50%, 2/15/45  3,045,000    2,973,633
2.88%, 8/15/45  545,000    569,418
2.50%, 5/15/46  805,000    790,284
3.00%, 5/15/47  470,000    507,784
2.75%, 8/15/47  320,000    331,825
3.13%, 5/15/48  140,000    156,439
1.38%, 8/15/50  125,000    96,416
1.63%, 11/15/50  395,000    324,332
1.88%, 2/15/51  430,000    375,914
2.00%, 8/15/51  1,350,000    1,217,320
1.88%, 11/15/51  1,795,000    1,573,430
2.25%, 2/15/52  1,320,000    1,265,344
       
U.S. Treasury Strip Principal, 0.00%, 5/15/50 (c)   300,000    149,693
       
Total U.S. Treasury Securities      
(Cost - $45,623,873)      43,769,436

 

 

Global Atlantic Wellington Research Managed Risk Portfolio

Portfolio of Investments (Unaudited) (Continued)

March 31, 2022

 

  Shares/
Principal
  Fair Value
Agency Mortgage Backed Securities - 8.3%      
Federal Home Loan Mortgage Corporation - 0.2%      
Freddie Mac Gold Pool      
3.00%, 9/1/28 $3,301   $3,342
2.50%, 10/1/28  6,399    6,377
2.50%, 12/1/31  39,492    39,304
3.50%, 11/1/34  36,328    37,061
3.00%, 2/1/43  21,118    21,039
3.50%, 10/1/43  10,703    10,956
4.00%, 8/1/44  6,075    6,324
3.00%, 11/1/46  622,045    616,120
3.00%, 12/1/46  170,051    168,432
       908,955
Federal National Mortgage Association - 6.8%      
Fannie Mae Pool      
3.07%, 2/1/25  70,000    70,609
2.47%, 5/1/25  136,683    135,702
2.68%, 5/1/25  299,401    299,044
2.99%, 10/1/25  102,244    103,061
2.50%, 4/1/28  9,310    9,277
3.00%, 10/1/28  5,540    5,609
2.50%, 2/1/30  18,693    18,628
2.50%, 6/1/30  48,393    48,223
2.50%, 10/1/31  96,121    95,667
2.50%, 12/1/31  42,714    42,511
2.00%, 4/1/41  161,920    152,956
2.00%, 5/1/41  183,105    172,978
2.00%, 7/1/41  349,492    330,161
2.00%, 10/1/41  149,598    140,835
2.00%, 10/1/41  163,641    154,050
1.50%, 11/1/41  366,433    333,685
3.00%, 7/1/43  32,222    32,185
4.00%, 11/1/43  12,075    12,804
3.00%, 1/1/46  824,580    809,988
4.00%, 1/1/46  172,468    179,790
4.00%, 2/1/46  189,117    196,350
3.00%, 10/1/46  871,854    867,926
2.50%, 7/1/50  374,638    358,698
3.00%, 7/1/50  336,752    330,941
2.50%, 8/1/51  1,135,086    1,088,252
2.00%, 9/1/51  795,669    742,117
3.00%, 10/1/51  729,710    719,825
2.50%, 11/1/51  761,238    730,952
2.50%, 12/1/51  394,022    376,885
Federal National Mortgage Association      
2.50%, 4/1/37(d)   750,000    740,977
2.00%, 4/1/52(d)   5,345,000    4,963,334
2.50%, 4/1/52(d)   2,573,000    2,456,813
3.00%, 4/1/52(d)   1,055,000    1,032,746
3.50%, 4/1/52(d)   3,425,000    3,432,492

  Shares/
Principal
  Fair Value
       
Federal National Mortgage Association (continued)      
4.00%, 4/1/52(d)  $975,000   $995,110
4.50%, 4/1/52(d)   850,000    881,078
2.50%, 5/1/52(d)   2,500,000    2,382,640
4.00%, 5/1/52(d)   450,000    457,611
2.00%, 6/1/52(d)   2,630,000    2,432,750
Freddie Mac Pool      
2.00%, 11/1/41  292,659    275,545
2.50%, 1/1/51  296,609    283,807
2.00%, 3/1/51  637,517    593,251
2.50%, 12/1/51  397,991    380,546
       29,868,409
Government National Mortgage Association - 1.3%      
Ginnie Mae      
2.00%, 4/20/52(d)   1,175,000    1,117,535
2.50%, 4/20/52(d)   1,025,000    994,090
3.00%, 4/20/52(d)   875,000    865,293
4.00%, 4/20/52(d)   510,000    519,961
4.50%, 4/20/52(d)   350,000    361,539
2.50%, 5/20/52(d)   1,025,000    991,968
3.00%, 5/20/52(d)   850,000    838,379
Ginnie Mae II Pool      
3.00%, 12/20/42  16,627    16,764
4.00%, 12/20/44  5,908    6,179
4.00%, 8/20/48  16,360    16,961
4.00%, 10/20/48  15,623    16,196
Government National Mortgage Association      
3.50%, 7/20/43  17,878    18,277
4.00%, 9/20/48  36,153    37,182
       5,800,324
Total Agency Mortgage Backed Securities      
(Cost - $37,115,261)      36,577,688
Asset Backed and Commercial Backed Securities - 4.1%      
       
Affirm Asset Securitization Trust 2020-Z1, 1.07%, 8/15/25 (a)   118,738    116,992
       
Affirm Asset Securitization Trust 2021-A, 0.88%, 8/15/25 (a)   140,000    139,559
       
Affirm Asset Securitization Trust 2021-B, 1.03%, 8/17/26 (a)   195,000    180,613
       
Aligned Data Centers Issuer LLC, 1.94%, 8/15/46 (a)   325,000    300,816
       
Angel Oak Mortgage Trust 2019-6, 2.62%, 11/25/59 (a),(e)   24,722    24,749
       
Angel Oak Mortgage Trust 2021-6, 1.46%, 9/25/66 (a),(e)   347,119    328,352

 

 

Global Atlantic Wellington Research Managed Risk Portfolio

Portfolio of Investments (Unaudited) (Continued)

March 31, 2022

 

  Shares/
Principal
  Fair Value
Asset Backed and Commercial Backed Securities (continued)      
       
Angel Oak Mortgage Trust I LLC, 3.63%, 3/25/49 (a),(e)  $13,052   $13,057
       
Arbor Multifamily Mortgage Securities Trust 2021-MF3, 2.57%, 10/15/54 (a)   300,000    279,480
       
ARI Fleet Lease Trust 2018-B, 3.22%, 8/16/27 (a)   886    886
       
Banc of America Commercial Mortgage Trust 2015-UBS7, 3.71%, 9/15/48  155,000    156,059
       
BANK 2021-BNK35, 2.29%, 6/15/64  360,000    329,076
       
Bayview Koitere Fund Trust 2017-RT4, 3.50%, 7/28/57 (a),(e)   86,181    87,048
       
Bayview Koitere Fund Trust 2017-SPL3, 4.00%, 11/28/53 (a),(e)   40,954    41,611
       
Bayview Opportunity Master Fund IVa Trust 2017-SPL5, 3.50%, 6/28/57 (a),(e)   54,329    54,749
       
Bayview Opportunity Master Fund IVb Trust 2017-SPL4, 3.50%, 1/28/55 (a),(e)   40,353    40,661
       
BFLD Trust 2020-OBRK, 2.45%, (1 Month US Libor + 2.05%), 11/15/28 (a),(b)   180,000    178,220
       
BlueMountain CLO XXXII Ltd., 1.41%, (3 Month US Libor + 1.17%), 10/15/34 (a),(b)   270,000    267,112
       
BX Trust 2021-ARIA, 1.69%, (1 Month US Libor + 1.30%), 10/15/36 (a),(b)   360,000    352,721
       
BX Trust 2021-LGCY, 0.90%, (1 Month US Libor + 0.51%), 10/15/23 (a),(b)   815,000    786,793
       
BXHPP Trust 2021-FILM      
1.05%, (1 Month US Libor + 0.65%), 8/15/36(a),(b)   185,000    179,881
1.30%, (1 Month US Libor + 0.90%), 8/15/36(a),(b)   155,000    149,446
       
Castlelake Aircraft Structured Trust 2019-1, 3.97%, 4/15/39 (a)   164,537    149,031
       
CF Hippolyta LLC, 1.53%, 3/15/61 (a)   96,451    88,894
       
CFMT 2021-AL1 LLC, 1.39%, 9/22/31 (a)   631,339    617,073
       
Citigroup Commercial Mortgage Trust 2019-SMRT, 4.15%, 1/10/36 (a)   100,000    100,927
       
COLT 2021-5 Mortgage Loan Trust, 1.73%, 11/26/66 (a),(e)   307,387    305,498
       
COMM 2013-CCRE8 Mortgage Trust, 3.33%, 6/10/46  12,416    12,425
       
Connecticut Avenue Security Trust, 1.65%, (SOFR + 1.55%), 10/25/41 (a),(b)   70,000    68,446

  Shares/
Principal
  Fair Value
Asset Backed and Commercial Backed Securities (continued)      
       
Countrywide Asset-Backed Certificates, 0.83%, (1 Month US Libor + 0.37%), 4/25/36 (b)  $13,929   $13,865
       
Credit Acceptance Auto Loan Trust 2020-3, 1.24%, 10/15/29 (a)   420,000    413,289
       
Credit Suisse First Boston Mortgage Securities Corp., 4.50%, 7/25/20  4,743    5,067
       
CSMC 2021-NQM8, 1.84%, 10/25/66 (a),(e)   168,811    161,429
       
Domino's Pizza Master Issuer LLC, 3.15%, 4/25/51 (a)   198,500    184,874
       
Enterprise Fleet Financing 2019-1 LLC, 2.98%, 10/20/24 (a)   6,903    6,911
       
Fannie Mae Connecticut Avenue Securities      
5.36%, (1 Month US Libor + 4.90%), 11/25/24(b)   47,941    49,674
2.66%, (1 Month US Libor + 2.20%), 1/25/30(b)   109,775    110,530
       
Fannie Mae REMICS      
3.50%, 6/25/44  73,523    73,540
3.00%, 1/25/45  246,728    242,956
3.00%, 1/25/45  118,050    115,393
3.00%, 10/25/45  747,917    743,294
3.00%, 12/25/45  271,386    268,789
3.50%, 2/25/48  152,300    154,299
3.00%, 12/25/54  480,600    480,918
       
Fannie Mae-Aces      
0.53%, (1 Month US Libor + 0.40%), 10/25/24(b)   20,657    20,652
2.39%, 10/25/36(e)   383,390    362,626
       
FBR Securitization Trust, 1.14%, (1 Month US Libor + 0.68%), 10/25/35 (b)   3,798    3,738
       
FirstKey Homes 2021-SFR1 Trust, 1.54%, 8/17/38 (a)   394,647    363,103
       
Flagstar Mortgage Trust 2018-3, 4.00%, 5/25/48 (a),(e)   92,445    92,534
       
Flagstar Mortgage Trust 2021-9INV, 2.00%, 9/25/41 (a),(e)   180,794    168,788
       
Ford Credit Auto Lease Trust 2021-A, 0.78%, 9/15/25  130,000    126,723
       
Ford Credit Auto Owner Trust 2021-REV1, 1.61%, 10/17/33 (a)   100,000    93,540
       
Freddie Mac Multifamily Structured Pass Through Certificates, 2.36%, 10/25/36  245,000    221,762

 

 

Global Atlantic Wellington Research Managed Risk Portfolio

Portfolio of Investments (Unaudited) (Continued)

March 31, 2022

 

  Shares/
Principal
  Fair Value
Asset Backed and Commercial Backed Securities (continued)      
       
Freddie Mac Multifamily WI Certificates Series WI-K142, 2.40%, 5/25/32 $280,000   $267,167
       
Freddie Mac REMICS      
2.00%, 7/15/31  20,864    20,703
1.75%, 3/15/41  42,103    41,317
1.75%, 9/15/42  316,986    304,496
1.50%, 10/15/42  25,553    24,204
3.00%, 6/15/45  329,718    325,022
3.00%, 7/15/47  206,716    203,570
       
Freddie Mac STACR REMIC Trust 2020-DNA5, 2.90%, (SOFR + 2.80%), 10/25/50 (a),(b)   153,885    155,078
       
Freddie Mac STACR REMIC Trust 2021-DNA1, 0.75%, (SOFR + 0.65%), 1/25/51 (a),(b)   10,188    10,188
       
Freddie Mac Structured Agency Credit Risk Debt Notes      
5.46%, (1 Month US Libor + 5.00%), 12/25/28(b)   134,532    141,554
2.96%, (1 Month US Libor + 2.50%), 3/25/30(b)   259,921    261,685
0.90%, (SOFR + 0.80%), 8/25/33(a),(b)   73,962    73,660
       
FREMF 2013-K24 Mortgage Trust, 3.51%, 11/25/45 (a),(e)   35,000    35,225
       
FREMF 2015-K44 Mortgage Trust, 3.67%, 1/25/48 (a),(e)   65,000    64,131
       
FREMF 2015-K46 Mortgage Trust, 3.70%, 4/25/48 (a),(e)   35,000    34,699
       
FREMF 2015-K50 Mortgage Trust, 3.78%, 10/25/48 (a),(e)   45,000    45,666
       
FREMF 2016-K55 Mortgage Trust, 4.16%, 4/25/49 (a),(e)   55,000    55,459
       
FREMF 2017-K725 Mortgage Trust, 3.88%, 2/25/50 (a),(e)   35,000    35,801
       
FREMF 2018-K733 Mortgage Trust, 4.08%, 9/25/25 (a),(e)   230,000    236,136
       
Government National Mortgage Association      
0.71%, (1 Month US Libor + 0.60%), 5/20/65(b)   52,332    52,207
0.73%, (1 Month US Libor + 0.62%), 8/20/65(b)   58,223    58,101
0.81%, (1 Month US Libor + 0.70%), 10/20/65(b)   137    138
1.11%, (1 Month US Libor + 1.00%), 12/20/65(b)   53,050    53,438
       
GSR Mortgage Loan Trust 2005-AR6, 2.91%, 9/25/35 (e)   4,657    4,646

  Shares/
Principal
  Fair Value
Asset Backed and Commercial Backed Securities (continued)      
       
Home Partners of America Trust 2021-2, 2.30%, 12/17/26 (a)  $337,698   $310,419
       
Horizon Aircraft Finance III Ltd., 3.43%, 11/15/39 (a)   226,593    205,325
       
KKR Clo 16 Ltd., 1.46%, (3 Month US Libor + 1.21%), 10/20/34 (a),(b)   250,000    247,694
       
Life 2021-BMR Mortgage Trust, 1.10%, (1 Month US Libor + 0.70%), 3/15/38 (a),(b)   98,297    96,094
       
Magnetite VII Ltd., 1.04%, (3 Month US Libor + 0.80%), 1/15/28 (a),(b)   508,297    506,149
       
Mercury Financial Credit Card Master Trust, 1.54%, 3/20/26 (a)   135,000    130,906
       
METLIFE SECURITIZATION TRUST, 3.00%, 4/25/55 (a),(e)   58,263    59,333
       
Mill City Mortgage Loan Trust 2017-3, 2.75%, 1/25/61 (a),(e)   45,038    45,173
       
New Economy Assets Phase 1 Sponsor, LLC, 2.41%, 10/20/61 (a)   120,000    113,353
       
New Residential Mortgage Loan Trust 2019-RPL3, 2.75%, 7/25/59 (a),(e)   61,191    61,507
       
SCF Equipment Leasing 2021-1 LLC, 0.83%, 8/21/28 (a)   455,000    450,845
       
Seasoned Credit Risk Transfer Trust Series 2019-3, 3.50%, 10/25/58  122,055    122,410
       
Seasoned Credit Risk Transfer Trust Series 2021-1, 2.50%, 9/25/60  632,302    613,462
       
SFAVE Commercial Mortgage Securities Trust 2015-5AVE, 4.14%, 1/5/43 (a),(e)   100,000    93,466
       
SoFi Consumer Loan Program 2021-1 Trust, 0.49%, 9/25/30 (a)   90,420    88,965
       
Sonic Capital LLC, 2.19%, 8/20/51 (a)   169,150    154,657
       
SREIT Trust 2021-MFP, 1.48%, (1 Month US Libor + 1.08%), 11/15/38 (a),(b)   415,000    405,368
       
Starwood Mortgage Residential Trust 2021-6, 1.92%, 11/25/66 (a),(e)   266,935    264,304
       
Structured Adjustable Rate Mortgage Loan Trust      
2.46%, 2/25/34(e)   2,902    2,538
2.66%, 9/25/34(e)   2,772    2,631
       
Structured Adjustable Rate Mortgage Loan Trust Series, 0.76%, (1 Month US Libor + 0.30%), 10/25/35 (b)   1,934    1,861
       
Taco Bell Funding LLC      
1.95%, 8/25/51(a)   149,625    136,024

 

 

Global Atlantic Wellington Research Managed Risk Portfolio

Portfolio of Investments (Unaudited) (Continued)

March 31, 2022

 

  Shares/
Principal
  Fair Value
Asset Backed and Commercial Backed Securities (continued)      
       
2.29%, 8/25/51(a)  $139,650   $126,421
       
Towd Point Mortgage Trust 2017-2, 2.75%, 4/25/57 (a),(e)   13,020    13,114
       
Towd Point Mortgage Trust 2017-4, 2.75%, 6/25/57 (a),(e)   71,518    73,137
       
Towd Point Mortgage Trust 2018-1, 3.00%, 1/25/58 (a),(e)   29,284    29,703
       
Vantage Data Centers Issuer LLC, 3.19%, 7/15/44 (a)   185,092    183,233
       
Vantage Data Centers LLC, 1.65%, 9/15/45 (a)   265,000    244,514
       
Wells Fargo Commercial Mortgage Trust 2015-NXS1, 3.15%, 5/15/48  250,000    247,387
       
Wells Fargo Commercial Mortgage Trust 2017-C38, 3.45%, 7/15/50  400,000    401,248
       
Total Asset Backed and Commercial Backed Securities      
(Cost - $18,369,767)      17,764,001
Municipal Bonds - 0.8%      
       
California Health Facilities Financing Authority, 4.35%, 6/1/41  185,000    188,285
       
Chicago O'Hare International Airport, 6.40%, 1/1/40  30,000    40,230
       
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue, 6.90%, 12/1/40  80,000    102,841
       
Chicago Transit Authority Sales Tax Receipts Fund, 1.84%, 12/1/23  100,000    98,848
       
County of Sacramento CA, 5.73%, 8/15/23  315,000    321,772
       
Foothill-Eastern Transportation Corridor Agency      
4.09%, 1/15/49  15,000    14,937
3.92%, 1/15/53  155,000    151,582
       
Golden State Tobacco Securitization Corp.      
2.75%, 6/1/34  10,000    9,086
3.29%, 6/1/42  20,000    18,085
3.00%, 6/1/46  45,000    44,567
       
Illinois Municipal Electric Agency, 6.83%, 2/1/35  195,000    237,026
       
Kansas Development Finance Authority, 5.37%, 5/1/26  90,000    94,659
       
Metropolitan Transportation Authority      
6.20%, 11/15/26  10,000    10,735
6.81%, 11/15/40  180,000    230,919
5.18%, 11/15/49  65,000    74,372
       
Municipal Electric Authority of Georgia, 6.64%, 4/1/57  210,000    280,265

  Shares/
Principal
  Fair Value
Municipal Bonds (continued)      
       
New Jersey Transportation Trust Fund Authority, 2.55%, 6/15/23 $30,000   $30,036
       
New York State Urban Development Corp., 1.83%, 3/15/29  40,000    36,217
       
Philadelphia Authority for Industrial Development, 6.55%, 10/15/28  270,000    318,934
       
Sales Tax Securitization Corp., 4.79%, 1/1/48  130,000    146,114
       
State of Illinois, 5.10%, 6/1/33  1,110,000    1,180,382
       
University of California, 1.61%, 5/15/30  20,000    17,644
       
Total Municipal Bonds      
(Cost - $3,643,673)      3,647,536
Sovereign Debts - 0.1%      
       
Qatar Government International Bond, 3.38%, 3/14/24 (a)   200,000    202,864
       
Saudi Government International Bond, 2.88%, 3/4/23 (a)   330,000    332,310
       
Total Sovereign Debts      
(Cost - $534,105)      535,174
Short-Term Investments - 8.8%      
Money Market Funds - 8.8%      
Fidelity Investments Money Market Fund - Government Portfolio, Institutional Class, 0.12%(f)  30,288,148    30,288,148
Dreyfus Government Cash Management, 0.19%(f)  8,383,603    8,383,603
Total Short-Term Investments
(Cost - $38,671,751)
     38,671,751
Total Investments - 104.1%      
(Cost - $358,799,591)     $457,146,162
Other Assets Less Liabilities - Net (4.1)%     (17,840,576)
Total Net Assets - 100.0%     $439,305,586

 

 

Global Atlantic Wellington Research Managed Risk Portfolio

Portfolio of Investments (Unaudited) (Continued)

March 31, 2022

 

* Non-income producing security.
Represents less than 0.05%.
†† A portion of this investment is held as collateral for derivative investments.
(a) 144A - Security was purchased pursuant to Rule 144a under the Securities Act of 1933 and may not be resold subject to that rule, except to qualified institutional buyers. As of March 31, 2022, these securities amounted to $30,826,743 or 7.0% of net assets.
(b) Variable rate security. The rate shown is the rate in effect at period end.
(c) Rate shown represents discount rate at the time of purchase.
(d) When-issued, or delayed delivery. All or a portion may be subject to dollar-roll transactions.
(e) Adjustable rate security with an interest rate that is not based on a published reference index and spread. The rate is based on the structure of the agreement and current market conditions. The coupon rate shown represents the rate at period end.
(f) The rate shown is the annualized seven-day yield at period end.

ADR - American Depositary Receipt
CLO - Collateralized Loan Obligation
CMT - Treasury Constant Maturity Rate
Libor - London Interbank Offer Rate
PLC - Public Limited Company
REMIC - Real Estate Mortgage Investment Conduit
SOFR - Secured Overnight Financing Rate
STRIP - Separate trading of registered interest and principal of securities

 

 

Global Atlantic Wellington Research Managed Risk Portfolio

Portfolio of Investments (Unaudited) (Continued)

March 31, 2022

 

Futures Contracts            
    Counterparty   Number of
Contracts
  Expiration Date     Notional Value   Fair
Value/Unrealized
Appreciation
(Depreciation)
Long Futures Contracts                      
U.S. 2 Year Note Future   JP Morgan Chase Bank   24   6/30/2022     $5,086,125   $(68,483)
U.S. 5 Year Note Future   JP Morgan Chase Bank   45   6/30/2022      5,160,938    (143,228)
                       
                       (211,711)
Short Futures Contracts                      
E-Mini Russell 2000 Future   Goldman Sachs & Co.   38   6/17/2022      3,926,160    (115,900)
S&P 500 E-Mini Future   Goldman Sachs & Co.   222   6/17/2022      50,291,325    (3,138,562)
S&P MID 400 E-Mini Future   Goldman Sachs & Co.   14   6/17/2022      3,764,880    (146,665)
U.S. 10 Year Note Future   JP Morgan Chase Bank   2   6/21/2022      245,750    (1,234)
U.S. 10 Year Ultra Future   JP Morgan Chase Bank   2   6/21/2022      270,938    (3,344)
                       
                       (3,405,705)
TOTAL NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS         $(3,617,416)