0001752724-21-181898.txt : 20210824
0001752724-21-181898.hdr.sgml : 20210824
20210824113129
ACCESSION NUMBER: 0001752724-21-181898
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210824
PERIOD START: 20210630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JPMorgan Trust I
CENTRAL INDEX KEY: 0001217286
IRS NUMBER: 331043149
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21295
FILM NUMBER: 211200261
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: 800-480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
FORMER COMPANY:
FORMER CONFORMED NAME: JP MORGAN MUTUAL FUND SERIES
DATE OF NAME CHANGE: 20030204
0001217286
S000037359
JPMorgan SmartRetirement* Blend Income Fund
C000115298
Class I
JIJSX
C000115299
Class R2
JIRBX
C000115300
Class R5
JIBBX
C000115301
Class R6
JIYBX
C000186783
Class R3
JITLX
C000186784
Class R4
JITKX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001217286
XXXXXXXX
S000037359
C000115301
C000186784
C000115298
C000115299
C000186783
C000115300
JPMorgan Trust I
811-21295
0001217286
549300DM5WZMCZZ70R78
277 Park Avenue
New York
10172
800-480-4111
JPMorgan SmartRetirement Blend Income Fund
S000037359
549300ILOYIKX4LBLI81
2021-06-30
2021-06-30
N
780445528.81
23653984.68
756791544.13
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1314451.18000000
0.00000000
0.00000000
0.00000000
CAD
EUR
GBP
JPY
USD
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2019-1, Class AA
02377LAA2
189171.98000000
PA
USD
194827.30000000
0.025743852651
Long
ABS-O
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DP9
95000.00000000
PA
USD
115483.05000000
0.015259558711
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.37500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BFY1
185000.00000000
PA
USD
207753.19000000
0.027451838172
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BT5
378000.00000000
PA
USD
437557.57000000
0.057817449652
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAQ4
528000.00000000
PA
USD
592107.13000000
0.078239131315
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617ULWB0
532326.08000000
PA
USD
565842.67000000
0.074768630065
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2020-SFR3, Class B
74333AAC4
130000.00000000
PA
USD
129268.87000000
0.017081172616
Long
ABS-O
CORP
US
Y
3
2027-10-17
Fixed
1.49500000
N
N
N
N
N
N
New York Life Insurance Co.
TAE73CY392TBWJ3O3305
New York Life Insurance Co.
64952GAT5
178000.00000000
PA
USD
198768.88000000
0.026264680352
Long
DBT
CORP
US
Y
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust, Series 2021-MH1, Class A1
14731QAA7
542435.72000000
PA
USD
544472.73000000
0.071944874942
Long
ABS-MBS
CORP
US
Y
2
2046-02-25
Fixed
1.75300000
N
N
N
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062XAH6
85000.00000000
PA
USD
85231.60000000
0.011262229429
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7VQ8
870841.39000000
PA
USD
946140.55000000
0.125019968489
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3131XJLM2
229339.70000000
PA
USD
247587.83000000
0.032715459352
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-FNT2, Class A
62955WAA2
661629.04000000
PA
USD
660188.67000000
0.087235206989
Long
ABS-O
CORP
US
Y
2
2026-05-25
Fixed
3.22800000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust, Series 2017-2A, Class C
32059BAG3
22853.67000000
PA
USD
22931.54000000
0.003030099923
Long
ABS-O
CORP
US
Y
2
2023-08-15
Fixed
3.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
200000.00000000
PA
USD
202133.05000000
0.026709210953
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
Xilinx, Inc.
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919AK7
80000.00000000
PA
USD
81320.68000000
0.010745453041
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.37500000
N
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AZ0
118000.00000000
PA
USD
131201.88000000
0.017336594339
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
3.90000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AY2
600000.00000000
PA
USD
605660.13000000
0.080029981135
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-1, Class A
69547JAA1
686961.89000000
PA
USD
688403.75000000
0.090963456891
Long
ABS-O
CORP
US
Y
2
2027-11-15
Fixed
1.18000000
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AY1
109000.00000000
PA
USD
105469.19000000
0.013936359466
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
1.87500000
N
N
N
N
N
N
VOLT XCI LLC
N/A
VOLT XCI LLC, Series 2020-NPL7, Class A1
92872TAA6
305047.00000000
PA
USD
306247.73000000
0.040466589825
Long
ABS-O
CORP
US
Y
3
2050-11-25
Variable
3.10489920
N
N
N
N
N
N
VOLT XCIV LLC
N/A
VOLT XCIV LLC, Series 2021-NPL3, Class A1
92873AAA6
782440.90000000
PA
USD
783209.57000000
0.103490792950
Long
ABS-MBS
CORP
US
Y
2
2051-02-27
Variable
2.23949880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617QKY58
437604.49000000
PA
USD
475271.66000000
0.062800868176
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QGS32
940534.52000000
PA
USD
1036053.83000000
0.136900820052
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
4.00000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR4, Class D
66981FAD2
335000.00000000
PA
USD
332762.94000000
0.043970224374
Long
ABS-O
CORP
US
Y
3
2037-11-17
Fixed
2.00600000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFT6
79000.00000000
PA
USD
76023.06000000
0.010045442577
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38148YAA6
85000.00000000
PA
USD
99672.46000000
0.013170398212
Long
DBT
CORP
US
N
2
2038-10-31
Variable
4.01699880
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2J9
134000.00000000
PA
USD
140457.40000000
0.018559588976
Long
DBT
CORP
US
Y
2
2024-06-25
Fixed
2.75000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AF2
143000.00000000
PA
USD
169200.29000000
0.022357581993
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.70000000
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109BA1
115000.00000000
PA
USD
109331.70000000
0.014446739111
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
1.80000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBT1
143000.00000000
PA
USD
139727.05000000
0.018463082877
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73400000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CM9
200000.00000000
PA
USD
200385.49000000
0.026478293997
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
1.58900040
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAG1
193000.00000000
PA
USD
187530.64000000
0.024779695472
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2021-A, Class A
12656NAA9
167293.74000000
PA
USD
167312.31000000
0.022108110390
Long
ABS-O
CORP
US
Y
2
2024-01-16
Fixed
0.35000000
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
75000.00000000
PA
USD
75920.58000000
0.010031901200
Long
DBT
CORP
US
Y
2
2031-06-30
Fixed
3.36300000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAN5
150000.00000000
PA
USD
175936.95000000
0.023247742573
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAM2
400000.00000000
PA
USD
390575.00000000
0.051609323998
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617N9LT8
336687.39000000
PA
USD
367246.28000000
0.048526741987
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
3.00000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABL8
237000.00000000
PA
USD
234077.79000000
0.030930286129
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAQ8
150000.00000000
PA
USD
157444.53000000
0.020804213686
Long
DBT
CORP
IE
N
2
2024-02-15
Fixed
3.15000000
N
N
N
N
N
N
LendingPoint Asset Securitization Trust
N/A
LendingPoint Asset Securitization Trust, Series 2020-REV1, Class A
52606YAA2
437000.00000000
PA
USD
441713.79000000
0.058366639192
Long
ABS-O
CORP
US
Y
2
2028-10-15
Fixed
2.73100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LAQA6
456926.18000000
PA
USD
450893.85000000
0.059579662787
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
1.27000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617ULWC8
681629.69000000
PA
USD
724374.44000000
0.095716508147
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.00000000
N
N
N
N
N
N
Natwest Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
780097BL4
200000.00000000
PA
USD
228943.03000000
0.030251795461
Long
DBT
CORP
GB
N
2
2030-05-08
Variable
4.44499920
N
N
N
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
26000.00000000
PA
USD
25366.12000000
0.003351797492
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LLYV1
250000.00000000
PA
USD
281963.35000000
0.037257729976
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.33000000
N
N
N
N
N
N
CF Hippolyta LLC
N/A
CF Hippolyta LLC, Series 2021-1A, Class A1
12530MAE5
225000.00000000
PA
USD
226502.78000000
0.029929348676
Long
ABS-O
CORP
US
Y
2
2061-03-15
Fixed
1.53000000
N
N
N
N
N
N
Arivo Acceptance Auto Loan Receivables Trust
N/A
Arivo Acceptance Auto Loan Receivables Trust, Series 2021-1A, Class A
04047AAA2
119150.01000000
PA
USD
119367.30000000
0.015772811010
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
1.19000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QAD80
767381.23000000
PA
USD
867890.63000000
0.114680275794
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
5.50000000
N
N
N
N
N
N
VCAT LLC
N/A
VCAT LLC, Series 2021-NPL2, Class A1
91822YAA8
254896.47000000
PA
USD
254974.83000000
0.033691553767
Long
ABS-MBS
CORP
US
Y
2
2051-03-27
Variable
2.11500000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626PAM8
175000.00000000
PA
USD
181579.30000000
0.023993304551
Long
DBT
CORP
CA
Y
2
2030-01-25
Fixed
2.95000000
N
N
N
N
N
N
Consumers Energy Co.
7NKTFWJ1G6MELP9TU740
Consumers Energy Co.
210518CZ7
34000.00000000
PA
USD
36443.16000000
0.004815481922
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.25000000
N
N
N
N
N
N
Enable Midstream Partners LP
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AJ9
210000.00000000
PA
USD
228816.00000000
0.030235010125
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.00000040
N
N
N
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103HAH0
178000.00000000
PA
USD
200986.80000000
0.026557749166
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L54D9
194999.82000000
PA
USD
226722.97000000
0.029958443875
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
4.34000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBP5
1130000.00000000
PA
USD
1126645.31000000
0.148871286781
Long
DBT
UST
US
N
2
2028-02-29
Fixed
1.12500000
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939UAD8
84000.00000000
PA
USD
82043.68000000
0.010840987936
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.37500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133AFNU1
372373.01000000
PA
USD
385645.02000000
0.050957892300
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
PeaceHealth Obligated Group
N/A
PeaceHealth Obligated Group, Series 2020
70462GAC2
55000.00000000
PA
USD
57783.73000000
0.007635356188
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.21800000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BV4
175000.00000000
PA
USD
192372.08000000
0.025419427779
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.45000000
N
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887BX6
30000.00000000
PA
USD
37374.10000000
0.004938493339
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.66900000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCY5
149000.00000000
PA
USD
158481.86000000
0.020941283135
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
Natwest Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
780097BD2
200000.00000000
PA
USD
213649.09000000
0.028230903431
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.87500000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CP1
108000.00000000
PA
USD
121034.37000000
0.015993092277
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Republic of Chile
168863DN5
200000.00000000
PA
USD
204037.50000000
0.026960858849
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2020-4, Class C
14316HAF9
110000.00000000
PA
USD
111363.13000000
0.014715165736
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
1.30000000
N
N
N
N
N
N
DH Europe Finance II SARL
222100KDGL314CKTZ511
DH Europe Finance II SARL
23291KAJ4
46000.00000000
PA
USD
49256.48000000
0.006508592806
Long
DBT
CORP
LU
N
2
2039-11-15
Fixed
3.25000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2021-1CP, Class A
35635BAA2
127058.93000000
PA
USD
127126.93000000
0.016798143555
Long
ABS-O
CORP
US
Y
2
2028-03-20
Fixed
0.66000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABP1
350000.00000000
PA
USD
357820.97000000
0.047281311845
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
2.37500000
N
N
N
N
N
N
LYB International Finance III LLC
N/A
LYB International Finance III LLC
50249AAC7
85000.00000000
PA
USD
92101.76000000
0.012170030269
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.37500000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDL7
45000.00000000
PA
USD
45161.77000000
0.005967530999
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.70000000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AN3
168000.00000000
PA
USD
169444.80000000
0.022389890758
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJY9
302000.00000000
PA
USD
313925.54000000
0.041481110939
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAH5
175000.00000000
PA
USD
187973.07000000
0.024838156749
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L9P63
61327.22000000
PA
USD
67962.29000000
0.008980318362
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
3.08000000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CF3
90000.00000000
PA
USD
89961.37000000
0.011887206020
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.05000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2021-1, Class A
02528BAA2
403639.47000000
PA
USD
403758.95000000
0.053351408737
Long
ABS-O
CORP
US
Y
2
2024-05-13
Fixed
0.35000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBE4
158000.00000000
PA
USD
172855.50000000
0.022840569684
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.40000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBM2
2215000.00000000
PA
USD
2200723.64000000
0.290796541936
Long
DBT
UST
US
N
2
2024-02-15
Fixed
0.12500000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
445000.00000000
PA
USD
516834.41000000
0.068292836251
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series 20C
842400GV9
77000.00000000
PA
USD
76429.94000000
0.010099206392
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
1.20000000
N
N
N
N
N
N
Credito Real USA Auto Receivables Trust
N/A
Credito Real USA Auto Receivables Trust, Series 2021-1A, Class A
22551EAA4
139417.34000000
PA
USD
139446.73000000
0.018426042294
Long
ABS-O
CORP
US
Y
2
2027-02-16
Fixed
1.35000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding LLC, Series 2020-1, Class A
68377AAA7
135897.30000000
PA
USD
136553.93000000
0.018043797008
Long
ABS-O
CORP
US
Y
2
2024-05-15
Fixed
2.20000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JL6
697000.00000000
PA
USD
764653.50000000
0.101038853556
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
3.87500000
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BN9
122000.00000000
PA
USD
121590.80000000
0.016066617147
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.65000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2021-1A, Class C
96043FAE3
625000.00000000
PA
USD
624892.25000000
0.082571251601
Long
ABS-O
CORP
US
Y
2
2026-03-16
Fixed
0.95000000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AW1
250000.00000000
PA
USD
233843.33000000
0.030899305338
Long
DBT
CORP
AU
Y
2
2041-01-14
Fixed
2.64800000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABF3
270000.00000000
PA
USD
282413.94000000
0.037317269489
Long
DBT
CORP
US
Y
2
2025-02-10
Fixed
2.65000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
10000.00000000
PA
USD
10836.76000000
0.001431934603
Long
DBT
CORP
KY
Y
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2020-4, Class C
33845XAC1
210000.00000000
PA
USD
211016.63000000
0.027883058635
Long
ABS-O
CORP
US
Y
2
2027-02-16
Fixed
1.28000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAE3
30000.00000000
PA
USD
30256.80000000
0.003998036214
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.54700000
N
N
N
N
N
N
LSEGA Financing plc
2138009YFYTGEHZNNZ09
LSEGA Financing plc
50220PAC7
200000.00000000
PA
USD
202251.52000000
0.026724865198
Long
DBT
CORP
GB
Y
2
2028-04-06
Fixed
2.00000000
N
N
N
N
N
N
Genesis Sales Finance Master Trust
N/A
Genesis Sales Finance Master Trust, Series 2020-AA, Class A
37186XAE5
231000.00000000
PA
USD
232597.64000000
0.030734703869
Long
ABS-O
CORP
US
Y
2
2025-09-22
Fixed
1.65000000
N
N
N
N
N
N
Utah Acquisition Sub, Inc.
254900JOFV74IJ7H9933
Utah Acquisition Sub, Inc.
62854AAN4
80000.00000000
PA
USD
88122.90000000
0.011644276509
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BQ1
116000.00000000
PA
USD
116478.76000000
0.015391128627
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
052528AK2
400000.00000000
PA
USD
450779.83000000
0.059564596551
Long
DBT
CORP
AU
Y
2
2026-05-19
Fixed
4.40000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133AAPK2
775004.63000000
PA
USD
812084.01000000
0.107306168561
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAV3
1250000.00000000
PA
USD
1188671.88000000
0.157067278198
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7V88
617867.06000000
PA
USD
661561.37000000
0.087416591151
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Y87
7500000.00000000
PA
USD
7793847.68000000
1.029853959184
Long
DBT
UST
US
N
2
2024-07-31
Fixed
1.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFM6
589000.00000000
PA
USD
646405.61000000
0.085413957781
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2016-K56, Class B
30289UAS1
165000.00000000
PA
USD
181687.44000000
0.024007593822
Long
ABS-MBS
USGSE
US
Y
2
2049-06-25
Variable
4.07494800
N
N
N
N
N
N
JPMorgan BetaBuilders US Mid Cap Equity ETF
549300S2VYDS8QJGW220
JPMorgan BetaBuilders US Mid Cap Equity ETF
46641Q340
168459.00000000
NS
USD
15151202.46000000
2.002031150786
Long
RF
US
N
1
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAN1
175000.00000000
PA
USD
185667.89000000
0.024533557680
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.10000000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAR9
185000.00000000
PA
USD
183446.54000000
0.024240035637
Long
DBT
CORP
AU
Y
2
2027-01-12
Variable
1.33999920
N
N
N
N
N
N
JPMorgan Emerging Markets Debt Fund
8KLDAXM5A9FOP50PQD10
JPMorgan Emerging Markets Debt Fund, Class R6
48121A134
1787190.68800000
NS
USD
14404756.95000000
1.903398242452
Long
RF
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AN7
140000.00000000
PA
USD
159296.51000000
0.021048928365
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAU4
330000.00000000
PA
USD
415657.50000000
0.054923644856
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.80000000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAU2
46000.00000000
PA
USD
60599.58000000
0.008007433548
Long
DBT
CORP
CA
N
2
2049-04-01
Fixed
5.00000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2018-1, Class A
90931VAA4
229699.97000000
PA
USD
233941.49000000
0.030912275885
Long
ABS-O
CORP
US
N
2
2030-03-01
Fixed
3.70000000
N
N
N
N
N
N
Healthcare Trust of America Holdings LP
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAH7
166000.00000000
PA
USD
160311.06000000
0.021182987738
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBA2
133000.00000000
PA
USD
128491.85000000
0.016978499693
Long
DBT
CORP
US
N
2
2040-06-24
Fixed
2.35000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7VU9
264108.66000000
PA
USD
280709.78000000
0.037092087269
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.00000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBR5
168000.00000000
PA
USD
166739.77000000
0.022032456796
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AZ3
155000.00000000
PA
USD
147420.49000000
0.019479669288
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
1.75000000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HBA6
178000.00000000
PA
USD
204548.70000000
0.027028407173
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.10000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CB3
110000.00000000
PA
USD
109949.88000000
0.014528423428
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBS9
815000.00000000
PA
USD
818215.43000000
0.108116354674
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AQ0
112000.00000000
PA
USD
107905.74000000
0.014258317344
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBW4
177000.00000000
PA
USD
199386.07000000
0.026346233853
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
3.80000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2020-SFR3, Class A
74333AAA8
180000.00000000
PA
USD
179206.22000000
0.023679733394
Long
ABS-O
CORP
US
Y
2
2027-10-17
Fixed
1.29400000
N
N
N
N
N
N
Appalachian Power Co.
3SCHO1ABYYIG382BEI70
Appalachian Power Co., Series Y
037735CX3
60000.00000000
PA
USD
73325.37000000
0.009688978499
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.50000000
N
N
N
N
N
N
Scentre Group Trust 1
N/A
Scentre Group Trust 1
80622GAD6
272000.00000000
PA
USD
297302.00000000
0.039284529842
Long
DBT
CORP
AU
Y
2
2026-01-28
Fixed
3.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7WL8
124561.82000000
PA
USD
132626.36000000
0.017524820543
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.00000000
N
N
N
N
N
N
Crossroads Asset Trust
N/A
Crossroads Asset Trust, Series 2021-A, Class A2
22767CAB6
115000.00000000
PA
USD
115093.35000000
0.015208065007
Long
ABS-O
CORP
US
Y
2
2024-03-20
Fixed
0.82000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140KQZH7
147543.67000000
PA
USD
156382.48000000
0.020663877815
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617UA6Z0
643973.46000000
PA
USD
695410.58000000
0.091889316865
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.50000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
70000.00000000
PA
USD
69916.34000000
0.009238520242
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LS8
183000.00000000
PA
USD
200400.72000000
0.026480306440
Long
DBT
CORP
US
N
2
2028-10-27
Variable
3.52000080
N
N
N
N
N
N
JPMorgan Equity Index Fund
549300FO80ME045UVK10
JPMorgan Equity Index Fund, Class R6
4812C2213
1126302.76200000
NS
USD
73603885.50000000
9.725780642094
Long
RF
US
N
1
N
N
N
Veros Auto Receivables Trust
N/A
Veros Auto Receivables Trust, Series 2021-1, Class A
92512BAA1
276102.66000000
PA
USD
276098.02000000
0.036482704139
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
0.92000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAH2
370000.00000000
PA
USD
354240.22000000
0.046808163059
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
ACRE Commercial Mortgage Ltd.
N/A
ACRE Commercial Mortgage Ltd., Series 2021-FL4, Class AS
00489TAC0
230000.00000000
PA
USD
228858.97000000
0.030240688043
Long
ABS-MBS
CORP
KY
Y
2
2037-12-18
Floating
1.18249920
N
N
N
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2021-ST2, Class A
91682CAA5
128735.87000000
PA
USD
130189.66000000
0.017202842844
Long
ABS-O
CORP
US
Y
2
2027-04-20
Fixed
2.50000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGL8
580000.00000000
PA
USD
661252.30000000
0.087375751635
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAB8
53000.00000000
PA
USD
56729.13000000
0.007496004737
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CD2
169000.00000000
PA
USD
175408.84000000
0.023177959817
Long
DBT
CORP
NL
N
2
2029-11-07
Fixed
2.37500000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust, Series 2021-1A, Class A
25273CAA8
93400.24000000
PA
USD
93749.34000000
0.012387736190
Long
ABS-O
CORP
US
Y
2
2033-11-21
Fixed
1.51000000
N
N
N
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062XAG8
77000.00000000
PA
USD
75621.10000000
0.009992328876
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764BZ2
175000.00000000
PA
USD
183255.12000000
0.024214742014
Long
DBT
CORP
US
N
2
2040-05-11
Fixed
2.97800000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626PAQ9
125000.00000000
PA
USD
130620.14000000
0.017259725087
Long
DBT
CORP
CA
Y
2
2051-05-13
Fixed
3.62500000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust, Series 2021-KDIP, Class B
48254CAJ4
235000.00000000
PA
USD
234929.97000000
0.031042890452
Long
ABS-MBS
CORP
US
Y
3
2037-12-15
Floating
0.87288120
N
N
N
N
N
N
Finance of America HECM Buyout
N/A
Finance of America HECM Buyout, Series 2021-HB1, Class A
31735RAA5
330255.01000000
PA
USD
330413.33000000
0.043659754467
Long
ABS-O
CORP
US
Y
3
2031-02-25
Variable
0.87540120
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC, Series YYY
26443TAB2
43000.00000000
PA
USD
45421.04000000
0.006001790103
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.25000000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2019-1, Class A
12326QAA2
67974.57000000
PA
USD
69909.69000000
0.009237641533
Long
ABS-O
CORP
US
Y
2
2034-07-15
Fixed
4.21200000
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAB5
55000.00000000
PA
USD
55927.31000000
0.007390054822
Long
DBT
CORP
US
Y
2
2039-12-30
Fixed
4.31700000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBD1
51000.00000000
PA
USD
49826.12000000
0.006583863203
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSAA9
75000.00000000
PA
USD
91496.70000000
0.012090079587
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
4.08000000
N
N
N
N
N
N
Smithfield Foods, Inc.
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
179000.00000000
PA
USD
180472.51000000
0.023847056881
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
140000.00000000
PA
USD
137791.55000000
0.018207332133
Long
DBT
CORP
US
N
2
2026-12-10
Variable
0.98499960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7V70
179342.92000000
PA
USD
192220.70000000
0.025399424913
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAH5
750000.00000000
PA
USD
753310.05000000
0.099539966565
Long
DBT
CORP
FR
Y
2
2026-10-06
Variable
1.65200040
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DE2
25000.00000000
PA
USD
25066.16000000
0.003312161743
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43300000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AF5
85000.00000000
PA
USD
95897.57000000
0.012671596391
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.45000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust, Series 2020-1A, Class A
67592LAA4
235572.81000000
PA
USD
237604.79000000
0.031396332562
Long
ABS-O
CORP
US
Y
2
2025-02-20
Fixed
1.71000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust, Series 2021-1A, Class B
57110NAB2
333000.00000000
PA
USD
333496.50000000
0.044067154632
Long
ABS-O
CORP
US
Y
3
2031-06-16
Fixed
1.00000000
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AS0
117000.00000000
PA
USD
121616.84000000
0.016070057989
Long
DBT
CORP
US
Y
2
2050-12-01
Fixed
3.46800000
N
N
N
N
N
N
Schlumberger Holdings Corp.
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AG6
115000.00000000
PA
USD
127545.13000000
0.016853403158
Long
DBT
CORP
US
Y
2
2025-12-21
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GVR2
688000.00000000
PA
USD
769121.12000000
0.101629190490
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
CFMT LLC
N/A
CFMT LLC, Series 2020-HB4, Class A
12529LAA8
149776.57000000
PA
USD
149985.64000000
0.019818619957
Long
ABS-MBS
CORP
US
Y
2
2030-12-26
Variable
0.94610160
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CR9
175000.00000000
PA
USD
182350.31000000
0.024095183332
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAC7
33000.00000000
PA
USD
32478.15000000
0.004291558256
Long
DBT
CORP
GB
Y
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGL7
484000.00000000
PA
USD
535198.42000000
0.070719397455
Long
DBT
CORP
US
N
2
2028-04-24
Variable
3.70500120
N
N
N
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
00135TAA2
400000.00000000
PA
USD
434482.10000000
0.057411066940
Long
DBT
CORP
IE
Y
2
2023-10-12
Fixed
4.75000000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BA0
95000.00000000
PA
USD
97630.10000000
0.012900527332
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.20000000
N
N
N
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747BB2
90000.00000000
PA
USD
89344.76000000
0.011805729159
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J1S58
238000.00000000
PA
USD
234494.49000000
0.030985347526
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
1.09000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617ULV54
761326.16000000
PA
USD
827548.33000000
0.109349574056
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179V4V9
9143607.14000000
PA
USD
9487740.97000000
1.253679569174
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.50000000
N
N
N
N
N
N
LYB International Finance III LLC
N/A
LYB International Finance III LLC
50249AAF0
52000.00000000
PA
USD
51870.00000000
0.006853934931
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2021-M3, Class 1A1
3136BDXP8
147254.84000000
PA
USD
145711.89000000
0.019253900381
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Fixed
1.00000000
N
N
N
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599BP0
167000.00000000
PA
USD
162846.43000000
0.021518003373
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.00000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBV6
222000.00000000
PA
USD
233858.36000000
0.030901291354
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAT6
264000.00000000
PA
USD
288263.14000000
0.038090163960
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.90000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SX7
30000.00000000
PA
USD
32029.69000000
0.004232300195
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAM3
60000.00000000
PA
USD
59751.53000000
0.007895374950
Long
DBT
CORP
KY
Y
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-1A, Class A3
30166RAC1
175000.00000000
PA
USD
175093.78000000
0.023136328802
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
0.34000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAE9
45000.00000000
PA
USD
50547.89000000
0.006679235569
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.25000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MV0
50000.00000000
PA
USD
51062.50000000
0.006747234479
Long
DBT
CORP
US
N
2
2026-02-18
Variable
3.87500040
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2M5
600000.00000000
PA
USD
595913.48000000
0.078742090159
Long
DBT
CORP
FR
Y
2
2028-09-30
Variable
1.90400040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2019-7, Class CA
3136B32G4
1138840.92000000
PA
USD
1214295.05000000
0.160453041450
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140KPNN9
368442.89000000
PA
USD
383374.82000000
0.050657915376
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Park Aerospace Holdings Ltd.
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd.
70014LAC4
295000.00000000
PA
USD
310097.27000000
0.040975255657
Long
DBT
CORP
KY
Y
2
2023-03-15
Fixed
4.50000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CL1
745000.00000000
PA
USD
747537.97000000
0.098777262483
Long
DBT
CORP
GB
N
2
2028-09-22
Variable
2.01300120
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAK7
1827000.00000000
PA
USD
1820291.48000000
0.240527460186
Long
DBT
UST
US
N
2
2023-09-15
Fixed
0.12500000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JR9
194000.00000000
PA
USD
194397.49000000
0.025687058940
Long
DBT
CORP
US
N
2
2021-11-15
Floating
1.53087840
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBL6
145000.00000000
PA
USD
140226.85000000
0.018529124841
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BV5
174000.00000000
PA
USD
172097.58000000
0.022740420573
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
91533BAF7
63000.00000000
PA
USD
66624.33000000
0.008803524631
Long
DBT
CORP
US
Y
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust, Series 2020-A, Class A
76042EAA7
210000.00000000
PA
USD
213758.77000000
0.028245396193
Long
ABS-O
CORP
US
Y
2
2030-11-20
Fixed
2.47000000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017AV6
110000.00000000
PA
USD
109945.81000000
0.014527885631
Long
DBT
CORP
US
Y
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133ABBK5
266181.19000000
PA
USD
279447.62000000
0.036925309507
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
245000.00000000
PA
USD
251676.00000000
0.033255656984
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
Triton Container International Ltd.
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAA3
200000.00000000
PA
USD
200721.60000000
0.026522706491
Long
DBT
CORP
BM
Y
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust, Series 2021-1, Class B
00091KAB1
280000.00000000
PA
USD
280998.76000000
0.037130272157
Long
ABS-O
CORP
US
Y
2
2024-07-22
Fixed
1.43000000
N
N
N
N
N
N
ACRE Commercial Mortgage Ltd.
N/A
ACRE Commercial Mortgage Ltd., Series 2021-FL4, Class A
00489TAA4
315000.00000000
PA
USD
313832.30000000
0.041468790505
Long
ABS-MBS
CORP
KY
Y
2
2037-12-18
Floating
0.91249920
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133AA6V9
271354.44000000
PA
USD
284878.90000000
0.037642981374
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
Long Gilt
N/A
-62.00000000
NC
-97703.16000000
-0.01291018124
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
United Kingdom of Great Britain and Northern Ireland
Long Gilt
2021-09-28
-7942200.00000000
GBP
-97703.16000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LNCD1
140000.00000000
PA
USD
162916.86000000
0.021527309767
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.51000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-HG1, Class A
69547PAA7
680000.00000000
PA
USD
680059.50000000
0.089860874540
Long
ABS-O
CORP
US
Y
2
2029-01-16
Fixed
1.22000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
65000.00000000
PA
USD
67450.67000000
0.008912714541
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956PAT9
177000.00000000
PA
USD
193728.96000000
0.025598721537
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.55000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617M2LJ6
226539.61000000
PA
USD
248667.13000000
0.032858074581
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.50000000
N
N
N
N
N
N
Alexander Funding Trust
N/A
Alexander Funding Trust
014621AA4
370000.00000000
PA
USD
376758.90000000
0.049783708991
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
160000.00000000
PA
USD
161486.95000000
0.021338366060
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250PAB9
175000.00000000
PA
USD
183093.08000000
0.024193330570
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.87500000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAH9
370000.00000000
PA
USD
475764.64000000
0.062866008967
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.20000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDN8
400000.00000000
PA
USD
378990.61000000
0.050078599971
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.50000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDL2
104000.00000000
PA
USD
100061.49000000
0.013221803385
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
N/A
N/A
FTSE 100 Index
N/A
58.00000000
NC
-48212.18000000
-0.00637060236
N/A
DE
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
FTSE 100 Index
GB0001383545
2021-09-17
4048690.00000000
GBP
-48212.18000000
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBA5
67000.00000000
PA
USD
78502.18000000
0.010373025519
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.00000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
165000.00000000
PA
USD
166061.19000000
0.021942791418
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXRT1
363683.21000000
PA
USD
385883.34000000
0.050989383139
Long
ABS-MBS
USGSE
US
N
2
2060-07-01
Fixed
3.00000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAJ0
250000.00000000
PA
USD
272913.33000000
0.036061889448
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LMF32
135000.00000000
PA
USD
150753.87000000
0.019920131398
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
3.11000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-2, Class A
90932DAA3
89648.15000000
PA
USD
90477.95000000
0.011955465240
Long
ABS-O
CORP
US
N
2
2028-10-07
Fixed
3.10000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2021-2, Class A
35635CAA0
213056.25000000
PA
USD
213155.43000000
0.028165672787
Long
ABS-O
CORP
US
Y
2
2028-06-19
Fixed
0.68000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LLNK7
130000.00000000
PA
USD
142735.31000000
0.018860584675
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
2.99000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2019-4A, Class D
14686YAG2
75000.00000000
PA
USD
77928.67000000
0.010297243752
Long
ABS-O
CORP
US
Y
2
2025-07-15
Fixed
3.07000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3622AAXX7
843745.47000000
PA
USD
926970.23000000
0.122486864076
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
3.50000000
N
N
N
N
N
N
Toorak Mortgage Corp. Ltd.
N/A
Toorak Mortgage Corp. Ltd., Series 2020-1, Class A1
89052WAA7
130000.00000000
PA
USD
130681.73000000
0.017267863391
Long
ABS-MBS
CORP
US
Y
2
2023-03-25
Variable
2.73430080
N
N
N
N
N
N
Pretium Mortgage Credit Partners I LLC
N/A
Pretium Mortgage Credit Partners I LLC, Series 2021-NPL1, Class A1
741389AA8
761918.53000000
PA
USD
761750.15000000
0.100655214227
Long
ABS-MBS
CORP
US
Y
2
2060-09-27
Variable
2.23949880
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DN4
178000.00000000
PA
USD
195571.68000000
0.025842212630
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust, Series 2021-AA, Class B
80282YAE6
220000.00000000
PA
USD
218995.70000000
0.028937387276
Long
ABS-O
CORP
US
Y
2
2026-08-17
Fixed
0.71000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBJ8
65000.00000000
PA
USD
63204.28000000
0.008351610227
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust, Series 2021-RTL1, Class A1
501894AA7
150000.00000000
PA
USD
149767.08000000
0.019789740142
Long
ABS-MBS
CORP
US
Y
2
2026-09-25
Variable
2.09000160
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XBT2
40000.00000000
PA
USD
44971.67000000
0.005942411797
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
4.35000000
N
N
N
N
N
N
JPMorgan Income Fund
549300J9G10ZQTTAFU03
JPMorgan Income Fund, Class R6
46637K216
2030023.93500000
NS
USD
19407028.82000000
2.564382354761
Long
RF
US
N
1
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
130000.00000000
PA
USD
136634.19000000
0.018054402306
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
99000.00000000
PA
USD
98497.63000000
0.013015159955
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
1.51200000
N
N
N
N
N
N
Hutchison Whampoa International 14 Ltd.
2549004PE8SIGYBLPX59
Hutchison Whampoa International 14 Ltd.
44841DAB8
404000.00000000
PA
USD
439173.25000000
0.058030940409
Long
DBT
CORP
KY
Y
2
2024-10-31
Fixed
3.62500000
N
N
N
N
N
N
CFMT LLC
N/A
CFMT LLC, Series 2021-HB5, Class A
12526PAA2
554953.78000000
PA
USD
554729.13000000
0.073300122643
Long
ABS-MBS
CORP
US
Y
2
2031-02-25
Variable
0.80060040
N
N
N
N
N
N
GE Capital International Funding Co. Unlimited Co.
549300G6UZOB126GBY72
GE Capital International Funding Co. Unlimited Co.
36164QNA2
600000.00000000
PA
USD
719088.89000000
0.095018092574
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332AY8
122000.00000000
PA
USD
133519.22000000
0.017642800191
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.62500000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABT3
60000.00000000
PA
USD
59463.15000000
0.007857269344
Long
DBT
CORP
US
Y
2
2028-01-10
Fixed
1.80000000
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494BC6
129000.00000000
PA
USD
142859.53000000
0.018876998706
Long
DBT
CORP
US
N
2
2027-06-02
Fixed
3.55000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust, Series 2016-A, Class A
68504LAA9
74775.66000000
PA
USD
75671.18000000
0.009998946286
Long
ABS-O
CORP
US
Y
2
2029-03-08
Fixed
2.61000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust, Series 2021-KEN, Class A
05591QAA4
200000.00000000
PA
USD
199999.94000000
0.026427348660
Long
ABS-MBS
CORP
US
Y
2
2029-02-15
Floating
1.32288120
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CQ9
90000.00000000
PA
USD
108611.72000000
0.014351603270
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
86000.00000000
PA
USD
98681.16000000
0.013039411019
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
Canada 10 Year Bond
N/A
-193.00000000
NC
-262932.51000000
-0.03474305600
N/A
DIR
CA
N
1
Canadian Derivatives Clearing
5493004XJK1P32XQLA57
Short
Canada
Canada 10 Year Bond
2021-09-21
-28077640.00000000
CAD
-262932.51000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JZN2
195000.00000000
PA
USD
217886.80000000
0.028790860797
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.95000000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2021-B, Class A
68377GAA4
830000.00000000
PA
USD
832071.51000000
0.109947252510
Long
ABS-O
CORP
US
Y
2
2031-05-08
Fixed
1.47000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HP5
45000.00000000
PA
USD
46014.82000000
0.006080250282
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
3622AAUG7
454577.19000000
PA
USD
485572.67000000
0.064162010498
Long
ABS-MBS
USGA
US
N
2
2070-10-20
Variable
2.93100120
N
N
N
N
N
N
FNMA/FHLMC
N/A
FNMA/FHLMC UMBS, Single Family, 30 Year
01F022691
6840000.00000000
PA
USD
7046001.58000000
0.931035981394
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Fixed
2.50000000
N
N
N
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAD9
400000.00000000
PA
USD
434761.80000000
0.057448025598
Long
DBT
CORP
GB
Y
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
HollyFrontier Corp.
549300J3U2WK73C9ZK26
HollyFrontier Corp.
436106AA6
49000.00000000
PA
USD
56682.20000000
0.007489803558
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.87500000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBV0
95000.00000000
PA
USD
102119.90000000
0.013493795060
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Anglo American Capital plc
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AS9
200000.00000000
PA
USD
216072.22000000
0.028551088034
Long
DBT
CORP
GB
Y
2
2024-09-11
Fixed
3.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAJ0
6454000.00000000
PA
USD
6324415.81000000
0.835687959128
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z60
2795000.00000000
PA
USD
2816399.22000000
0.372149932414
Long
DBT
UST
US
N
2
2022-01-31
Fixed
1.37500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BH6
322000.00000000
PA
USD
363158.89000000
0.047986647421
Long
DBT
CORP
JP
N
2
2029-03-07
Fixed
3.74100000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CE0
86000.00000000
PA
USD
88939.73000000
0.011752209798
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
3.12500000
N
N
N
N
N
N
HollyFrontier Corp.
549300J3U2WK73C9ZK26
HollyFrontier Corp.
436106AB4
92000.00000000
PA
USD
95126.08000000
0.012569654185
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.62500000
N
N
N
N
N
N
Cimarex Energy Co.
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co.
171798AD3
65000.00000000
PA
USD
71645.68000000
0.009467029666
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
158000.00000000
PA
USD
157613.95000000
0.020826600299
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057CV4
194000.00000000
PA
USD
225123.42000000
0.029747084483
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AL0
167000.00000000
PA
USD
160476.84000000
0.021204893374
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.75000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series BB
949746TD3
85000.00000000
PA
USD
88000.50000000
0.011628102967
Long
DBT
CORP
US
N
2
2026-03-15
Variable
3.89999880
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DA0
30000.00000000
PA
USD
31336.68000000
0.004140728083
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
2.75000000
N
N
N
N
N
N
VOLT XCVI LLC
N/A
VOLT XCVI LLC, Series 2021-NPL5, Class A1
92873FAA5
599963.53000000
PA
USD
600281.57000000
0.079319275519
Long
ABS-MBS
CORP
US
Y
2
2051-03-27
Variable
2.11569840
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-2A, Class C
23345EAE5
190000.00000000
PA
USD
190587.61000000
0.025183633654
Long
ABS-O
CORP
US
Y
2
2027-02-16
Fixed
1.10000000
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AQ4
222000.00000000
PA
USD
220747.03000000
0.029168802388
Long
DBT
CORP
US
Y
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BS1
108000.00000000
PA
USD
103970.09000000
0.013738273214
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAP8
200000.00000000
PA
USD
200103.31000000
0.026441007639
Long
DBT
CORP
GB
N
2
2027-05-11
Variable
1.62699840
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AT4
55000.00000000
PA
USD
67182.53000000
0.008877283384
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.55000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAA6
400000.00000000
PA
USD
439382.40000000
0.058058576817
Long
DBT
CORP
NL
Y
2
2027-05-25
Fixed
3.62500000
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AQ8
53000.00000000
PA
USD
55780.66000000
0.007370676962
Long
DBT
CORP
US
Y
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CF7
237000.00000000
PA
USD
231276.53000000
0.030560136644
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.37500000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAE1
75000.00000000
PA
USD
76732.15000000
0.010139139449
Long
DBT
CORP
KY
Y
2
2022-05-01
Fixed
3.62500000
N
N
N
N
N
N
FirstEnergy Transmission LLC
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
80000.00000000
PA
USD
93829.01000000
0.012398263528
Long
DBT
CORP
US
Y
2
2049-04-01
Fixed
4.55000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBD3
245000.00000000
PA
USD
247920.40000000
0.032759404082
Long
DBT
CORP
FR
Y
2
2032-06-09
Variable
2.88900000
N
N
N
N
N
N
OGE Energy Corp.
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837AC7
55000.00000000
PA
USD
55014.74000000
0.007269470758
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70300000
N
N
N
N
N
N
PPG Industries, Inc.
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506BU0
50000.00000000
PA
USD
49872.57000000
0.006590000956
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXHG0
777323.34000000
PA
USD
925482.87000000
0.122290329110
Long
ABS-MBS
USGSE
US
N
2
2058-01-01
Fixed
5.50000000
N
N
N
N
N
N
Enable Midstream Partners LP
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AH3
360000.00000000
PA
USD
382627.73000000
0.050559197307
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.89999880
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2021-1A, Class B
12327BAB2
492455.15000000
PA
USD
496549.52000000
0.065612456144
Long
ABS-O
CORP
US
Y
2
2036-04-15
Fixed
2.91800000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2020-3A, Class C
96042QAJ9
100000.00000000
PA
USD
100927.22000000
0.013336198162
Long
ABS-O
CORP
US
Y
2
2025-11-17
Fixed
1.24000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAC7
40000.00000000
PA
USD
42401.78000000
0.005602834800
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.21699960
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAM5
125000.00000000
PA
USD
123230.10000000
0.016283228975
Long
DBT
CORP
US
N
2
2027-01-28
Variable
1.12200120
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FX9
152000.00000000
PA
USD
159538.14000000
0.021080856576
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AE8
250000.00000000
PA
USD
244907.96000000
0.032361349951
Long
DBT
CORP
CH
Y
2
2032-02-11
Variable
2.09499840
N
N
N
N
N
N
JPMorgan Managed Income Fund
54930080XGK0GXPQLV03
JPMorgan Managed Income Fund, Class L
48121A415
185965.51500000
NS
USD
1865234.12000000
0.246466036052
Long
RF
US
N
1
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BG1
169000.00000000
PA
USD
174327.23000000
0.023035039351
Long
DBT
CORP
US
Y
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
722000.00000000
PA
USD
832376.42000000
0.109987542336
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-RPL1, Class A1
12660KAC5
532047.14000000
PA
USD
533673.50000000
0.070517899432
Long
ABS-MBS
CORP
US
Y
2
2060-09-27
Variable
1.66772880
N
N
N
N
N
N
New England Power Co.
549300DTVRGN9GYD5U85
New England Power Co.
644188BG8
111000.00000000
PA
USD
103107.23000000
0.013624257670
Long
DBT
CORP
US
Y
2
2050-10-06
Fixed
2.80700000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325BQ7
200000.00000000
PA
USD
211600.00000000
0.027960143270
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.00000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AR0
177000.00000000
PA
USD
194538.14000000
0.025705643979
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.37500000
N
N
N
N
N
N
Citrix Systems, Inc.
HCTKJGUQOPZ5NBK7NP58
Citrix Systems, Inc.
177376AG5
35000.00000000
PA
USD
34560.53000000
0.004566717251
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.25000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp., Series M
14040HCF0
90000.00000000
PA
USD
91912.50000000
0.012145022062
Long
DBT
CORP
US
N
2
2026-09-01
Variable
3.94999920
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAH0
250000.00000000
PA
USD
246133.40000000
0.032523275650
Long
DBT
CORP
FR
Y
2
2027-01-26
Variable
1.24700040
N
N
N
N
N
N
MultiCare Health System
549300OSCVFLGLKTTI33
MultiCare Health System
62548LAA0
46000.00000000
PA
USD
45229.92000000
0.005976536121
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.80300000
N
N
N
N
N
N
Tennessee Gas Pipeline Co. LLC
N/A
Tennessee Gas Pipeline Co. LLC
880451AZ2
155000.00000000
PA
USD
160807.95000000
0.021248645184
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
2.90000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659T2B6
200000.00000000
PA
USD
195382.58000000
0.025817225564
Long
DBT
CORP
FR
Y
2
2035-08-12
Variable
2.58800040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QFGG8
502164.40000000
PA
USD
538976.90000000
0.071218673646
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
3.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-2A, Class C
30165XAE5
305000.00000000
PA
USD
305605.85000000
0.040381773867
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.98000000
N
N
N
N
N
N
VOLT XCV LLC
N/A
VOLT XCV LLC, Series 2021-NPL4, Class A1
92873BAA4
418033.40000000
PA
USD
418067.68000000
0.055242118287
Long
ABS-O
CORP
US
Y
3
2051-03-27
Variable
2.23959960
N
N
N
N
N
N
Affirm Asset Securitization Trust
N/A
Affirm Asset Securitization Trust, Series 2021-A, Class A
00833MAA2
285000.00000000
PA
USD
285417.33000000
0.037714127782
Long
ABS-O
CORP
US
Y
2
2025-08-15
Fixed
0.88000000
N
N
N
N
N
N
Kohl's Corp.
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255AX2
146000.00000000
PA
USD
151148.90000000
0.019972329391
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
3.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2021-M3, Class X1
3136BDXR4
647297.90000000
PA
USD
88876.33000000
0.011743832326
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Variable
2.12400000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JS7
225000.00000000
PA
USD
225010.46000000
0.029732158312
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
1.36700000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2020-3, Class M5TW
35563PTN9
618863.23000000
PA
USD
656659.44000000
0.086768865890
Long
ABS-MBS
CORP
US
N
3
2060-05-25
Fixed
3.00000000
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AA8
260000.00000000
PA
USD
260154.81000000
0.034376019660
Long
DBT
CORP
US
Y
2
2023-02-10
Fixed
0.62500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-1A, Class B
30166RAD9
445000.00000000
PA
USD
445238.48000000
0.058832380389
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
0.50000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EAU9
200000.00000000
PA
USD
223625.77000000
0.029549189831
Long
DBT
CORP
GB
N
2
2028-01-10
Fixed
4.33700000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAR9
105000.00000000
PA
USD
129640.58000000
0.017130289180
Long
DBT
CORP
US
N
2
2039-04-22
Variable
4.45700160
N
N
N
N
N
N
JPMorgan U.S. Aggregate Bond ETF
549300Y7I30NRICF3S33
JPMorgan U.S. Aggregate Bond ETF
46641Q241
845345.00000000
NS
USD
46037488.70000000
6.083245651604
Long
RF
US
N
1
N
N
N
VOLT XCII LLC
N/A
VOLT XCII LLC, Series 2021-NPL1, Class A1
91835MAA9
225682.82000000
PA
USD
225696.20000000
0.029822769790
Long
ABS-MBS
CORP
US
Y
2
2051-02-27
Variable
1.89249840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1511, Class A1
3137FLYH1
329172.42000000
PA
USD
365079.17000000
0.048240387043
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Fixed
3.27900000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust, Series 2021-B, Class A
00970LAA7
465005.63000000
PA
USD
463863.81000000
0.061293471577
Long
ABS-O
CORP
US
Y
3
2066-06-25
Variable
2.23899840
N
N
N
N
N
N
FHF Trust
N/A
FHF Trust, Series 2021-1A, Class A
30260WAA9
139362.69000000
PA
USD
139294.26000000
0.018405895398
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
1.27000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
084659BC4
78000.00000000
PA
USD
75463.43000000
0.009971494870
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.85000000
N
N
N
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
IHS Markit Ltd.
44962LAJ6
130000.00000000
PA
USD
150436.00000000
0.019878129078
Long
DBT
CORP
BM
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
91533BAE0
111000.00000000
PA
USD
118046.45000000
0.015598278140
Long
DBT
CORP
US
Y
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BZ6
50000.00000000
PA
USD
50338.49000000
0.006651566126
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
654744AC5
400000.00000000
PA
USD
439694.18000000
0.058099774424
Long
DBT
CORP
JP
Y
2
2027-09-17
Fixed
4.34500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J27D2
253292.86000000
PA
USD
250446.88000000
0.033093245021
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
1.37000000
N
N
N
N
N
N
Southern Power Co.
5LADC78JBG2BMZD5XF57
Southern Power Co.
843646AH3
115000.00000000
PA
USD
140247.63000000
0.018531870643
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
5.15000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FY7
150000.00000000
PA
USD
167235.00000000
0.022097894895
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.50000000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust, Series 2021-AA, Class A3
80282YAC0
135000.00000000
PA
USD
134894.51000000
0.017824526588
Long
ABS-O
CORP
US
Y
2
2025-10-15
Fixed
0.33000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCB3
75000.00000000
PA
USD
89888.57000000
0.011877586463
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The), Series H
808513BJ3
75000.00000000
PA
USD
76725.00000000
0.010138194671
Long
DBT
CORP
US
N
2
2030-12-01
Variable
3.99999960
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2020-3, Class B
03066PAD1
255000.00000000
PA
USD
255622.02000000
0.033777071372
Long
ABS-O
CORP
US
N
2
2025-12-18
Fixed
0.76000000
N
N
N
N
N
N
Park Aerospace Holdings Ltd.
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd.
70014LAA8
195000.00000000
PA
USD
204050.43000000
0.026962567378
Long
DBT
CORP
KY
Y
2
2022-08-15
Fixed
5.25000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBD9
20000.00000000
PA
USD
19699.12000000
0.002602978343
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.90000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2020-4A, Class B
36261EAB3
130000.00000000
PA
USD
130420.88000000
0.017233395511
Long
ABS-O
CORP
US
Y
2
2024-12-16
Fixed
0.87000000
N
N
N
N
N
N
Oportun Funding XIV LLC
N/A
Oportun Funding XIV LLC, Series 2021-A, Class A
68377BAA5
247000.00000000
PA
USD
247707.11000000
0.032731220627
Long
ABS-O
CORP
US
Y
2
2028-03-08
Fixed
1.21000000
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBJ0
235000.00000000
PA
USD
262914.17000000
0.034740632613
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133AAP63
511135.82000000
PA
USD
529397.27000000
0.069952852156
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAB2
175000.00000000
PA
USD
185450.36000000
0.024504813966
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2020-1, Class D
26208QAG2
150000.00000000
PA
USD
154524.77000000
0.020418405992
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
2.70000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2S9
270000.00000000
PA
USD
270216.55000000
0.035705545615
Long
DBT
CORP
US
Y
2
2024-01-08
Fixed
0.95000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABS5
40000.00000000
PA
USD
39529.91000000
0.005223355137
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.30000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAN7
135000.00000000
PA
USD
150262.20000000
0.019855163705
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.60000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2020-3A, Class A
22536BAA0
570000.00000000
PA
USD
575774.21000000
0.076080951811
Long
ABS-O
CORP
US
Y
2
2029-10-15
Fixed
1.24000000
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WCW8
220000.00000000
PA
USD
210885.40000000
0.027865718325
Long
DBT
CORP
US
Y
2
2030-10-09
Fixed
1.55000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JL2
75000.00000000
PA
USD
78613.62000000
0.010387750842
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BY8
167000.00000000
PA
USD
161425.30000000
0.021330219827
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.65000000
N
N
N
N
N
N
N/A
N/A
Russell 2000 E-Mini Index
N/A
10.00000000
NC
USD
64.70000000
0.000008549249
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
Russell 2000 E-Mini Index
US1248351090
2021-09-17
1153000.00000000
USD
64.70000000
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAM4
245000.00000000
PA
USD
245189.34000000
0.032398530599
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.87500000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2021-1, Class A
91681NAA2
136087.59000000
PA
USD
136352.50000000
0.018017180696
Long
ABS-O
CORP
US
Y
2
2031-03-20
Fixed
0.87000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DR6
244000.00000000
PA
USD
234981.75000000
0.031049732495
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FD5
121000.00000000
PA
USD
134342.93000000
0.017751642581
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.55000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-2, Class B
90933JAA9
91030.09000000
PA
USD
90574.94000000
0.011968281186
Long
ABS-O
CORP
US
N
2
2025-10-07
Fixed
3.65000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAF5
135000.00000000
PA
USD
138611.93000000
0.018315734507
Long
DBT
CORP
US
Y
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFE9
215000.00000000
PA
USD
232150.81000000
0.030675661191
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAM1
158000.00000000
PA
USD
169360.43000000
0.022378742378
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CN0
40000.00000000
PA
USD
40574.93000000
0.005361440718
Long
DBT
CORP
US
Y
2
2025-12-02
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Grantor Trust, Whole Loan, Series 2001-T12, Class A1
31392A5L8
82965.02000000
PA
USD
94760.58000000
0.012521358191
Long
ABS-MBS
USGSE
US
N
2
2041-08-25
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Whole Loan, Series 2002-W8, Class A1
31392DP89
191370.34000000
PA
USD
219247.43000000
0.028970650068
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Fixed
6.50000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Republic of Peru
715638DQ2
49000.00000000
PA
USD
43665.13000000
0.005769769804
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABQ9
363000.00000000
PA
USD
365417.24000000
0.048285058525
Long
DBT
CORP
US
Y
2
2022-11-10
Fixed
1.15000000
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599BL7
195000.00000000
PA
USD
193141.11000000
0.025521044929
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
1.20000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CM0
70000.00000000
PA
USD
85248.75000000
0.011264495574
Long
DBT
CORP
US
N
2
2035-07-20
Fixed
4.87500000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The), Series I
808513BK0
125000.00000000
PA
USD
130312.50000000
0.017219074527
Long
DBT
CORP
US
N
2
2026-06-01
Variable
3.99999960
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAY8
265000.00000000
PA
USD
271901.14000000
0.035928141918
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
2.99500000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BT8
95000.00000000
PA
USD
124663.50000000
0.016472633840
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.15000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2020-2A, Class C
22535MAE9
260000.00000000
PA
USD
269708.32000000
0.035638389737
Long
ABS-O
CORP
US
Y
2
2029-11-15
Fixed
2.73000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWL4
287000.00000000
PA
USD
316879.15000000
0.041871391462
Long
DBT
CORP
US
N
2
2028-06-05
Variable
3.69100080
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCD5
90000.00000000
PA
USD
92340.63000000
0.012201593783
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2018-1, Class D
33844MAG7
100000.00000000
PA
USD
103275.20000000
0.013646452685
Long
ABS-O
CORP
US
Y
2
2024-04-15
Fixed
3.86000000
N
N
N
N
N
N
Natwest Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
639057AC2
200000.00000000
PA
USD
199974.97000000
0.026424049204
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.64199960
N
N
N
N
N
N
Crossroads Asset Trust
N/A
Crossroads Asset Trust, Series 2021-A, Class A1
22767CAA8
78765.54000000
PA
USD
78774.63000000
0.010409026185
Long
ABS-O
CORP
US
Y
2
2021-12-20
Fixed
0.37362000
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc., Series CB
573284AV8
169000.00000000
PA
USD
171871.56000000
0.022710555017
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.50000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAU4
200000.00000000
PA
USD
198651.50000000
0.026249170136
Long
DBT
CORP
NL
Y
2
2027-06-16
Variable
1.54199880
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBJ7
400000.00000000
PA
USD
434358.18000000
0.057394692550
Long
DBT
CORP
FR
Y
2
2025-04-14
Fixed
4.25000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BU7
304000.00000000
PA
USD
310782.70000000
0.041065826172
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
JPMorgan High Yield Fund
15QB5UY3VV3GNSMNPX63
JPMorgan High Yield Fund, Class R6
4812C0126
3720670.47300000
NS
USD
27272514.57000000
3.603702338052
Long
RF
US
N
1
N
N
N
Oklahoma Gas and Electric Co.
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co.
678858BW0
65000.00000000
PA
USD
65002.09000000
0.008589167057
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.55300000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HA8
41000.00000000
PA
USD
37301.05000000
0.004928840747
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.75000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AV2
275000.00000000
PA
USD
305906.04000000
0.040421440008
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HL4
25000.00000000
PA
USD
23990.09000000
0.003169973315
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust, Series 2021-1A, Class A
32059FAA7
200858.87000000
PA
USD
201076.24000000
0.026569567479
Long
ABS-O
CORP
US
Y
2
2026-03-16
Fixed
0.45000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBG4
421000.00000000
PA
USD
406122.37000000
0.053663703453
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.87500000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2020-3, Class A
91680EAA3
376874.20000000
PA
USD
379076.84000000
0.050089994125
Long
ABS-O
CORP
US
Y
2
2030-11-20
Fixed
1.70200000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust, Series 2014
12665VAA0
39016.29000000
PA
USD
43458.06000000
0.005742408241
Long
ABS-O
CORP
US
Y
2
2036-08-11
Fixed
4.16300000
N
N
N
N
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
362520.00000000
NS
USD
24285214.80000000
3.208970156758
Long
RF
US
N
1
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust, Series 2020-A, Class A
05608TAA9
170239.85000000
PA
USD
170024.09000000
0.022466436275
Long
ABS-O
CORP
US
Y
2
2036-02-28
Fixed
1.55000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust, Series 2020-AA, Class C
038413AC4
100000.00000000
PA
USD
105050.36000000
0.013881016617
Long
ABS-O
CORP
US
Y
3
2046-07-17
Fixed
3.97000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAV6
90000.00000000
PA
USD
101128.51000000
0.013362795975
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
3.75000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62928CAA0
80000.00000000
PA
USD
82450.35000000
0.010894724001
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
JPMorgan Emerging Markets Strategic Debt Fund
VC31EK6DBMYN3TDYHO32
JPMorgan Emerging Markets Strategic Debt Fund, Class R6
46637K778
1787753.54600000
NS
USD
14373538.51000000
1.899273138222
Long
RF
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBZ3
2645000.00000000
PA
USD
2653265.63000000
0.350593984642
Long
DBT
UST
US
N
2
2028-04-30
Fixed
1.25000000
N
N
N
N
N
N
VOLT XCIII LLC
N/A
VOLT XCIII LLC, Series 2021-NPL2, Class A1
92873CAA2
908775.99000000
PA
USD
907736.26000000
0.119945349157
Long
ABS-MBS
CORP
US
Y
2
2051-02-27
Variable
1.89249840
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAY9
137000.00000000
PA
USD
162008.30000000
0.021407255572
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.45000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEK5
141000.00000000
PA
USD
145993.48000000
0.019291108777
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
2.25000000
N
N
N
N
N
N
Kimberly-Clark Corp.
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368BL6
122000.00000000
PA
USD
138362.57000000
0.018282784879
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
3.70000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SP4
2278000.00000000
PA
USD
1920371.79000000
0.253751750385
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
JPMorgan Floating Rate Income Fund
K21GU2WTRTI2PVQVCH83
JPMorgan Floating Rate Income Fund, Class R6
46637K257
1060237.57800000
NS
USD
9499728.70000000
1.255263589251
Long
RF
US
N
1
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2016-2, Class AA
023765AA8
284894.00000000
PA
USD
290462.88000000
0.038380830527
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
340000.00000000
PA
USD
324487.50000000
0.042876734355
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
Bayview Financing Trust
N/A
Bayview Financing Trust, Series 2021-2F, Class M1
07335MAA0
223115.79000000
PA
USD
223115.79000000
0.029481802714
Long
ABS-MBS
CORP
US
Y
3
2049-12-31
Floating
1.56626280
N
N
N
N
N
N
DataBank Issuer
N/A
DataBank Issuer, Series 2021-1A, Class A2
23802WAA9
205000.00000000
PA
USD
207664.30000000
0.027440092534
Long
ABS-O
CORP
US
Y
2
2051-02-27
Fixed
2.06000000
N
N
N
N
N
N
Vale Overseas Ltd.
254900BA3U6G5DNV5V04
Vale Overseas Ltd.
91911TAQ6
140000.00000000
PA
USD
148890.00000000
0.019673845612
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140KNGC6
446066.28000000
PA
USD
467249.10000000
0.061740792907
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
Tractor Supply Co.
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356AA4
169000.00000000
PA
USD
161013.61000000
0.021275820435
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
1.75000000
N
N
N
N
N
N
MidMichigan Health
N/A
MidMichigan Health, Series 2020
597861AA1
15000.00000000
PA
USD
16111.17000000
0.002128878173
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.40900000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAG4
71000.00000000
PA
USD
70627.62000000
0.009332506493
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1510, Class A2
3137FL2L7
115000.00000000
PA
USD
134891.01000000
0.017824064109
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
3.71800000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series C
842400GK3
54000.00000000
PA
USD
57546.99000000
0.007604074126
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
400000.00000000
PA
USD
396247.18000000
0.052358827615
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAG8
25000.00000000
PA
USD
27478.19000000
0.003630879627
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.91000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
290000.00000000
PA
USD
328936.25000000
0.043464577868
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Empower Finance 2020 LP
N/A
Empower Finance 2020 LP
29248HAC7
136000.00000000
PA
USD
137624.47000000
0.018185254720
Long
DBT
CORP
US
Y
2
2051-09-17
Fixed
3.07500000
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AF7
50000.00000000
PA
USD
46551.79000000
0.006151203770
Long
DBT
CORP
US
Y
2
2041-02-10
Fixed
2.50000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBN9
77000.00000000
PA
USD
71306.75000000
0.009422244547
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77200000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2020-3, Class C
03066PAE9
120000.00000000
PA
USD
120848.63000000
0.015968549191
Long
ABS-O
CORP
US
N
2
2026-08-18
Fixed
1.06000000
N
N
N
N
N
N
Banner Health
PLD0E0WJKFN8IZJ2WD85
Banner Health
06654DAD9
100000.00000000
PA
USD
98226.15000000
0.012979287461
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
1.89700000
N
N
N
N
N
N
Park Aerospace Holdings Ltd.
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd.
70014LAB6
155000.00000000
PA
USD
170392.09000000
0.022515062611
Long
DBT
CORP
KY
Y
2
2024-02-15
Fixed
5.50000000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2021-B, Class C
12656QAC8
270000.00000000
PA
USD
269749.68000000
0.035643854915
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
1.23000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Republic of Panama
698299BK9
200000.00000000
PA
USD
209600.00000000
0.027695869704
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-1A, Class C
23344GAE1
160000.00000000
PA
USD
159867.39000000
0.021124362612
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
0.84000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-2, Class A1
69359UAA3
418004.00000000
PA
USD
418747.63000000
0.055331964693
Long
ABS-MBS
CORP
US
Y
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBQ3
1360000.00000000
PA
USD
1339387.50000000
0.176982355364
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.50000000
N
N
N
N
N
N
Healthcare Trust of America Holdings LP
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAF1
65000.00000000
PA
USD
72229.80000000
0.009544213404
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.75000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAR6
450000.00000000
PA
USD
503969.99000000
0.066592973178
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
4.62500000
N
N
N
N
N
N
Quest Diagnostics, Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834LBC3
137000.00000000
PA
USD
143004.86000000
0.018896202145
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
2.80000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2020-4, Class C
02530QAC1
285000.00000000
PA
USD
287658.31000000
0.038010243670
Long
ABS-O
CORP
US
Y
2
2026-12-14
Fixed
1.31000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HF3
93000.00000000
PA
USD
106375.12000000
0.014056066142
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.80000000
N
N
N
N
N
N
Brookfield Finance, Inc.
N/A
Brookfield Finance, Inc.
11271LAF9
201000.00000000
PA
USD
209547.99000000
0.027688997270
Long
DBT
CORP
CA
N
2
2051-03-30
Fixed
3.50000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AN9
71000.00000000
PA
USD
68848.35000000
0.009097399479
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.80000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EAE5
400000.00000000
PA
USD
433112.00000000
0.057230026334
Long
DBT
CORP
GB
N
2
2025-03-16
Fixed
3.65000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJZ6
227000.00000000
PA
USD
235800.03000000
0.031157857382
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626PAP1
115000.00000000
PA
USD
118733.33000000
0.015689040254
Long
DBT
CORP
CA
Y
2
2041-05-13
Fixed
3.43900000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBP9
216000.00000000
PA
USD
236875.93000000
0.031300023346
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
ViacomCBS, Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92553PAU6
50000.00000000
PA
USD
68505.78000000
0.009052133382
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AC2
500000.00000000
PA
USD
556193.44000000
0.073493611855
Long
DBT
CORP
CH
Y
2
2028-01-09
Fixed
4.28200000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617UXCZ3
145507.81000000
PA
USD
156263.92000000
0.020648211678
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
4.00000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAJ1
90000.00000000
PA
USD
94556.98000000
0.012494455142
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Q5
155000.00000000
PA
USD
158980.89000000
0.021007223354
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.06799920
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJT7
70000.00000000
PA
USD
72015.62000000
0.009515912348
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.68700040
N
N
N
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AH8
94000.00000000
PA
USD
110117.91000000
0.014550626371
Long
DBT
CORP
US
N
2
2050-04-03
Fixed
4.12500000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
178000.00000000
PA
USD
203442.84000000
0.026882282390
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.62500000
N
N
N
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust, Series 2020-1A, Class C
74114BAG8
265000.00000000
PA
USD
267332.27000000
0.035324426134
Long
ABS-O
CORP
US
Y
2
2026-11-16
Fixed
1.31000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
150000.00000000
PA
USD
163647.00000000
0.021623788118
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust, Series 2018-2A, Class B
36249EAC8
10412.91000000
PA
USD
10438.19000000
0.001379268846
Long
ABS-O
CORP
US
Y
2
2023-03-15
Fixed
3.71000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LG4Q6
229704.15000000
PA
USD
260264.58000000
0.034390524315
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
3.61000000
N
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044DN8
99000.00000000
PA
USD
112654.14000000
0.014885755644
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.95000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAJ9
104000.00000000
PA
USD
112416.30000000
0.014854328232
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2021-1, Class A
33843WAA9
289468.97000000
PA
USD
289436.12000000
0.038245157764
Long
ABS-O
CORP
US
Y
2
2025-06-16
Fixed
0.31000000
N
N
N
N
N
N
ViacomCBS, Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92553PAP7
97000.00000000
PA
USD
112234.53000000
0.014830309729
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.37500000
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAE3
78000.00000000
PA
USD
78544.92000000
0.010378673045
Long
DBT
CORP
GB
Y
2
2040-09-02
Fixed
3.30000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAG3
130000.00000000
PA
USD
131285.88000000
0.017347693829
Long
DBT
CORP
US
Y
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
JPMorgan US Value Factor ETF
549300HRHRZ4Q1FYHW79
JPMorgan US Value Factor ETF
46641Q753
1034172.00000000
NS
USD
37447368.12000000
4.948174753068
Long
RF
US
N
1
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CL9
90000.00000000
PA
USD
85776.80000000
0.011334270403
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
1.80000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBL4
1245000.00000000
PA
USD
1208622.66000000
0.159703510084
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
N
Lakeview CDO LLC
N/A
Lakeview CDO LLC
51236PAA1
248057.57000000
PA
USD
248057.57000000
0.032777529284
Long
ABS-O
CORP
US
N
3
2032-11-10
Variable
1.82700000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAK6
98000.00000000
PA
USD
110438.24000000
0.014592953747
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.80000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJK6
199000.00000000
PA
USD
197093.38000000
0.026043285172
Long
DBT
CORP
US
N
2
2026-10-24
Variable
1.19700000
N
N
N
N
N
N
Pretium Mortgage Credit Partners I LLC
N/A
Pretium Mortgage Credit Partners I LLC, Series 2020-NPL3, Class A1
741392AA2
264021.64000000
PA
USD
266596.56000000
0.035227211782
Long
ABS-O
CORP
US
Y
3
2060-06-27
Variable
3.10479840
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AX7
86000.00000000
PA
USD
89958.94000000
0.011886884928
Long
DBT
CORP
US
N
2
2050-03-12
Fixed
3.35000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017CJ6
78000.00000000
PA
USD
87925.40000000
0.011618179494
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.75000000
N
N
N
N
N
N
Eaton Corp.
0NZWDMRCE180888QQE14
Eaton Corp.
278062AE4
123000.00000000
PA
USD
146689.01000000
0.019383013874
Long
DBT
CORP
US
N
2
2042-11-02
Fixed
4.15000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBE0
210000.00000000
PA
USD
209910.05000000
0.027736838714
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023BJ3
85000.00000000
PA
USD
88115.47000000
0.011643294733
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.50000000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2020-1A, Class A
12327FAA5
104056.82000000
PA
USD
105935.85000000
0.013998022417
Long
ABS-O
CORP
US
Y
2
2035-11-15
Fixed
2.98100000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DG7
15000.00000000
PA
USD
15143.37000000
0.002000996194
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSDS7
130000.00000000
PA
USD
158199.60000000
0.020903986206
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
4.03000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBL3
275000.00000000
PA
USD
308286.93000000
0.040736043153
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
3.63300000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AD0
20000.00000000
PA
USD
29897.07000000
0.003950502649
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887CK3
98000.00000000
PA
USD
109576.64000000
0.014479104695
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.79400000
N
N
N
N
N
N
Bon Secours Mercy Health, Inc.
5493006NA7JSVYYYF398
Bon Secours Mercy Health, Inc., Series 20-2
09778PAC9
65000.00000000
PA
USD
67311.96000000
0.008894385848
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.20500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617UGL98
998500.02000000
PA
USD
1067494.53000000
0.141055293003
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.00000000
N
N
N
N
N
N
Regional Management Issuance Trust
N/A
Regional Management Issuance Trust, Series 2021-1, Class A
75907VAA5
390000.00000000
PA
USD
389553.49000000
0.051474344952
Long
ABS-O
CORP
US
Y
2
2031-03-17
Fixed
1.68000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2021-2, Class B
35635CAB8
330000.00000000
PA
USD
330370.66000000
0.043654116191
Long
ABS-O
CORP
US
Y
3
2028-06-19
Fixed
1.03000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDD5
164000.00000000
PA
USD
162907.08000000
0.021526017469
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LU3
145000.00000000
PA
USD
167062.69000000
0.022075126406
Long
DBT
CORP
US
N
2
2039-01-24
Variable
3.87799920
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CA1
63000.00000000
PA
USD
67095.95000000
0.008865842981
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.45000000
N
N
N
N
N
N
NMEF Funding LLC
549300LKWL3P0UPHKL72
NMEF Funding LLC, Series 2021-A, Class B
62919TAC0
260000.00000000
PA
USD
259393.50000000
0.034275422606
Long
ABS-O
CORP
US
Y
3
2027-12-15
Fixed
1.85000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust, Series 2019-AA, Class A
56847MAA8
365000.00000000
PA
USD
374175.33000000
0.049442324362
Long
ABS-O
CORP
US
Y
2
2032-07-20
Fixed
2.96000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CZ6
35000.00000000
PA
USD
35838.74000000
0.004735615808
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.95000000
N
N
N
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2A9
70000.00000000
PA
USD
70288.04000000
0.009287635484
Long
DBT
CORP
US
Y
2
2026-06-30
Fixed
1.75000000
N
N
N
N
N
N
Jersey Central Power & Light Co.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co.
476556DC6
78000.00000000
PA
USD
86327.69000000
0.011407063235
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAX7
175000.00000000
PA
USD
178215.18000000
0.023548780556
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
MedStar Health, Inc.
549300ICFOCGDEPVJE31
MedStar Health, Inc., Series 20A
58506YAS1
70000.00000000
PA
USD
78199.73000000
0.010333060749
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.62600000
N
N
N
N
N
N
JPMorgan Short Duration Core Plus Fund
549300Q5U8SV79G4IM14
JPMorgan Short Duration Core Plus Fund, Class R6
46637K463
6326225.55200000
NS
USD
62313321.69000000
8.233881862625
Long
RF
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBC5
200000.00000000
PA
USD
199513.81000000
0.026363113006
Long
DBT
CORP
FR
Y
2
2027-06-09
Variable
1.79200080
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAR7
161000.00000000
PA
USD
180205.92000000
0.023811830536
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.70000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AF2
400000.00000000
PA
USD
439860.70000000
0.058121777841
Long
DBT
CORP
FR
Y
2
2025-03-17
Fixed
4.37500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR2, Class D
74333DAG9
889000.00000000
PA
USD
887424.60000000
0.117261431748
Long
ABS-O
CORP
US
Y
3
2038-04-19
Fixed
2.19700000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust, Series 2021-1A, Class A
58940BAA4
455000.00000000
PA
USD
456374.05000000
0.060303798785
Long
ABS-O
CORP
US
Y
2
2026-03-20
Fixed
1.54000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBX6
251000.00000000
PA
USD
272597.14000000
0.036020109119
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAE1
758000.00000000
PA
USD
706183.59000000
0.093312827749
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust, Series 2021-R1, Class A1
89179TAA2
787028.33000000
PA
USD
803140.37000000
0.106124384743
Long
ABS-MBS
CORP
US
Y
2
2060-11-30
Variable
2.91808080
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BA7
219000.00000000
PA
USD
244597.89000000
0.032320378299
Long
DBT
CORP
US
N
2
2045-02-09
Fixed
3.45000000
N
N
N
N
N
N
CenterPoint Energy Resources Corp.
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp.
15189YAF3
174000.00000000
PA
USD
166814.19000000
0.022042290415
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.75000000
N
N
N
N
N
N
JPMorgan Inflation Managed Bond Fund
6OBYPQ2V2YRR2MBSF484
JPMorgan Inflation Managed Bond Fund, Class R6
48121L809
5248404.69800000
NS
USD
57050159.07000000
7.538424485911
Long
RF
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833PD6
1035000.00000000
PA
USD
967445.52000000
0.127835138685
Long
DBT
UST
US
N
2
2027-05-15
None
0.00000000
N
N
N
N
N
N
Enable Midstream Partners LP
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AK6
175000.00000000
PA
USD
192933.25000000
0.025493578977
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.40000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2021-1, Class B
02528BAC8
130000.00000000
PA
USD
129979.88000000
0.017175123190
Long
ABS-O
CORP
US
Y
2
2025-03-13
Fixed
0.61000000
N
N
N
N
N
N
N/A
N/A
TOPIX Index
N/A
11.00000000
NC
-13632.74000000
-0.00180138640
N/A
DE
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Long
TOPIX Index
JP9010100007
2021-09-09
213620000.00000000
JPY
-13632.74000000
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886FAE7
166000.00000000
PA
USD
157287.17000000
0.020783420642
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
-2.00000000
NC
USD
-5969.06000000
-0.00078873238
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
S&P 500 E-Mini Index
US78378X1072
2021-09-17
-428850.00000000
USD
-5969.06000000
N
N
N
JPMorgan U.S. Government Money Market Fund
8I5DZWZKVSZI1NUHU748
JPMorgan U.S. Government Money Market Fund, Class IM
4812C2270
39755165.33000000
NS
USD
39755165.33000000
5.253119652083
Long
STIV
RF
US
N
1
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-2, Class B
90932KAA7
174678.35000000
PA
USD
172935.08000000
0.022851085129
Long
ABS-O
CORP
US
N
2
2028-05-01
Fixed
3.50000000
N
N
N
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BK2
234000.00000000
PA
USD
237603.97000000
0.031396224210
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H11, Class FC
38376RBB1
234455.39000000
PA
USD
235654.79000000
0.031138665835
Long
ABS-MBS
USGA
US
N
2
2065-05-20
Floating
0.65724840
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust, Series 2021-AA, Class A
56848DAA7
425000.00000000
PA
USD
426961.04000000
0.056417258267
Long
ABS-O
CORP
US
Y
2
2036-03-20
Fixed
1.86000000
N
N
N
N
N
N
VOLT XCVII LLC
N/A
VOLT XCVII LLC, Series 2021-NPL6, Class A1
91835EAA7
701383.74000000
PA
USD
701517.00000000
0.092696199560
Long
ABS-MBS
CORP
US
Y
2
2051-04-25
Variable
2.23949880
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2U4
205000.00000000
PA
USD
205139.34000000
0.027106452442
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224AB3
85000.00000000
PA
USD
94297.08000000
0.012460112792
Long
DBT
CORP
CA
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AD0
85000.00000000
PA
USD
92355.74000000
0.012203590369
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.55000000
N
N
N
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170BB9
72000.00000000
PA
USD
89675.46000000
0.011849426793
Long
DBT
CORP
US
N
2
2048-05-01
Fixed
4.70000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJE0
419000.00000000
PA
USD
406639.17000000
0.053731991742
Long
DBT
CORP
US
N
2
2041-06-19
Variable
2.67599880
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513EAD3
143000.00000000
PA
USD
145318.05000000
0.019201859630
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.25000000
N
N
N
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26078JAE0
84000.00000000
PA
USD
111090.69000000
0.014679166391
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.31900000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
150000.00000000
PA
USD
153137.29000000
0.020235068849
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
PPL Capital Funding, Inc.
549300MROK5WY0D2NU17
PPL Capital Funding, Inc.
69352PAM5
81000.00000000
PA
USD
95588.19000000
0.012630715913
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
4.00000000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CM7
80000.00000000
PA
USD
75782.16000000
0.010013610826
Long
DBT
CORP
US
Y
2
2050-10-01
Fixed
2.95000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SS8
1505000.00000000
PA
USD
1351678.13000000
0.178606399672
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2020-5, Class A1
69357AAA9
238661.22000000
PA
USD
240243.71000000
0.031745030961
Long
ABS-MBS
CORP
US
Y
2
2025-11-25
Variable
3.10399920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617NS4K4
374300.16000000
PA
USD
407157.44000000
0.053800474273
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.50000000
N
N
N
N
N
N
VCAT LLC
N/A
VCAT LLC, Series 2021-NPL1, Class A1
91790CAA4
239860.30000000
PA
USD
240489.45000000
0.031777502254
Long
ABS-O
CORP
US
Y
3
2050-12-26
Variable
2.28909960
N
N
N
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AW0
142000.00000000
PA
USD
147892.81000000
0.019542080133
Long
DBT
CORP
US
Y
2
2031-08-01
Fixed
4.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAZ4
39000.00000000
PA
USD
38297.70000000
0.005060534872
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.37500000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBQ0
565000.00000000
PA
USD
611800.39000000
0.080841335338
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L3KY0
213460.36000000
PA
USD
255501.91000000
0.033761200423
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
5.07000000
N
N
N
N
N
N
FNMA/FHLMC
N/A
FNMA/FHLMC UMBS, Single Family, 15 Year
01F020497
320000.00000000
PA
USD
329137.92000000
0.043491225893
Long
ABS-MBS
USGSE
US
N
2
2036-09-25
Fixed
2.00000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAU4
40000.00000000
PA
USD
37357.29000000
0.004936272120
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
1.90000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CE7
450000.00000000
PA
USD
456618.20000000
0.060336059981
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
2.12900040
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BQ68
182000.00000000
PA
USD
195477.30000000
0.025829741560
Long
DBT
CORP
CA
N
2
2028-10-05
Variable
4.33800000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BJ0
179000.00000000
PA
USD
205812.98000000
0.027195465065
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
3.85000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust, Series 2021-1A, Class A
67571AAA3
368267.40000000
PA
USD
368479.45000000
0.048689689103
Long
ABS-O
CORP
US
Y
2
2027-03-22
Fixed
0.93000000
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAF0
45000.00000000
PA
USD
44759.05000000
0.005914316874
Long
DBT
CORP
GB
Y
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBD7
122000.00000000
PA
USD
130501.84000000
0.017244093305
Long
DBT
CORP
US
N
2
2026-11-18
Fixed
2.90000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133KKVR7
125260.60000000
PA
USD
132348.29000000
0.017488077268
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
3.00000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2016-3, Class AA
023771R91
377602.72000000
PA
USD
383624.46000000
0.050690902002
Long
ABS-O
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-1A, Class A
23344GAA9
226747.73000000
PA
USD
226939.47000000
0.029987051488
Long
ABS-O
CORP
US
Y
2
2025-01-15
Fixed
0.35000000
N
N
N
N
N
N
JPMorgan High Yield Research Enhanced ETF
549300UUJZT2ZWE64W88
JPMorgan High Yield Research Enhanced ETF
46641Q878
618830.00000000
NS
USD
32370997.30000000
4.277399443886
Long
RF
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617UXC59
167975.58000000
PA
USD
181069.30000000
0.023925914791
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
4.00000000
N
N
N
N
N
N
Massachusetts Electric Co.
549300XN8GZY5U5O1B96
Massachusetts Electric Co.
575634AT7
34000.00000000
PA
USD
37820.80000000
0.004997518840
Long
DBT
CORP
US
Y
2
2046-08-15
Fixed
4.00400000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200HF1
87000.00000000
PA
USD
102490.09000000
0.013542710776
Long
DBT
CORP
US
N
2
2042-06-20
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan BetaBuilders International Equity ETF
549300BU8GZGI7U5FB20
JPMorgan BetaBuilders International Equity ETF
46641Q373
1228166.00000000
NS
USD
73407481.82000000
9.699828491660
Long
RF
US
N
1
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017AX2
140000.00000000
PA
USD
139321.24000000
0.018409460449
Long
DBT
CORP
US
Y
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057BZ6
35000.00000000
PA
USD
38281.25000000
0.005058361222
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50000000
N
N
N
N
N
N
VOLT XCIX LLC
N/A
VOLT XCIX LLC, Series 2021-NPL8, Class A1
92872VAA1
503665.78000000
PA
USD
504861.63000000
0.066710791619
Long
ABS-MBS
CORP
US
Y
2
2051-04-25
Variable
2.11569840
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAL1
115000.00000000
PA
USD
118860.09000000
0.015705789912
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
3.11200000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust, Series 2018-1A, Class C
32059RAG8
27700.88000000
PA
USD
27849.35000000
0.003679923516
Long
ABS-O
CORP
US
Y
2
2024-06-17
Fixed
3.69000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2015-K48, Class C
30293HAG0
15000.00000000
PA
USD
15804.95000000
0.002088415247
Long
ABS-MBS
USGSE
US
Y
2
2048-08-25
Variable
3.76525440
N
N
N
N
N
N
Exelon Generation Co. LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co. LLC
30161MAS2
345000.00000000
PA
USD
371989.33000000
0.049153473355
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617MKP78
860905.37000000
PA
USD
903998.42000000
0.119451443004
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
154.00000000
NC
-70695.82000000
-0.00934151822
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
EU0009658145
2021-09-17
6253170.00000000
EUR
-70695.82000000
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBK5
33000.00000000
PA
USD
31506.64000000
0.004163186050
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.95000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K728, Class C
30305GAU7
75000.00000000
PA
USD
79194.69000000
0.010464531562
Long
ABS-MBS
USGSE
US
Y
2
2050-11-25
Variable
3.76384680
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2021-A, Class B
12656NAC5
135000.00000000
PA
USD
135155.61000000
0.017859027502
Long
ABS-O
CORP
US
Y
2
2025-02-18
Fixed
0.61000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851EC4
186000.00000000
PA
USD
186832.04000000
0.024687384716
Long
DBT
CORP
US
Y
2
2026-03-02
Fixed
1.45000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAA9
165000.00000000
PA
USD
175248.37000000
0.023156755827
Long
DBT
CORP
KY
Y
2
2023-01-15
Fixed
5.50000000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AX5
54000.00000000
PA
USD
61415.94000000
0.008115304733
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
Crossroads Asset Trust
N/A
Crossroads Asset Trust, Series 2021-A, Class B
22767CAC4
195000.00000000
PA
USD
195045.36000000
0.025772666398
Long
ABS-O
CORP
US
Y
3
2025-06-20
Fixed
1.12000000
N
N
N
N
N
N
Baker Hughes a GE Co. LLC
N/A
Baker Hughes a GE Co. LLC
05723KAE0
115000.00000000
PA
USD
125658.66000000
0.016604131081
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.33700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7V96
553097.22000000
PA
USD
589406.27000000
0.077882248364
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.00000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
92000.00000000
PA
USD
109261.99000000
0.014437527856
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BC3
145000.00000000
PA
USD
146590.80000000
0.019370036721
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LJZP8
405000.00000000
PA
USD
456197.29000000
0.060280442288
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.14000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2020-P1, Class C
14687AAR9
200000.00000000
PA
USD
199519.60000000
0.026363878078
Long
ABS-O
CORP
US
N
2
2026-11-09
Fixed
1.32000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140X6PC9
246530.39000000
PA
USD
261934.95000000
0.034611241633
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust, Series 2021-GS1, Class A1
52474JAA4
216015.15000000
PA
USD
216427.50000000
0.028598033590
Long
ABS-MBS
CORP
US
Y
2
2066-10-25
Variable
1.89200160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617UP4S5
895292.12000000
PA
USD
935101.84000000
0.123561348861
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3.00000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2021-1, Class B
33843WAC5
205000.00000000
PA
USD
204180.04000000
0.026979693626
Long
ABS-O
CORP
US
Y
2
2027-02-16
Fixed
0.68000000
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AD2
48000.00000000
PA
USD
46366.99000000
0.006126784893
Long
DBT
CORP
US
Y
2
2028-02-10
Fixed
1.30000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBQ7
200000.00000000
PA
USD
200713.31000000
0.026521611077
Long
DBT
CORP
GB
N
2
2024-12-10
Variable
1.00699920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HXB33
270000.00000000
PA
USD
290227.83000000
0.038349771776
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
2.57000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7VT2
149307.39000000
PA
USD
161093.73000000
0.021286407234
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3.00000000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAS8
242000.00000000
PA
USD
242052.02000000
0.031983975227
Long
DBT
CORP
US
N
2
2023-03-24
Fixed
0.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2002-W3, Class A4
31392CT61
381253.06000000
PA
USD
438265.91000000
0.057911047421
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
6.50000000
N
N
N
N
N
N
West Virginia United Health System Obligated Group
N/A
West Virginia United Health System Obligated Group, Series 2020
956708AB7
160000.00000000
PA
USD
161426.88000000
0.021330428603
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.12900000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust, Series 2021-OVA, Class A
78449RAA3
360000.00000000
PA
USD
374990.00000000
0.049549972235
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Fixed
2.58540000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J2ZN9
140000.00000000
PA
USD
141371.69000000
0.018680400315
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
1.60000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAT7
167000.00000000
PA
USD
160332.98000000
0.021185884176
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
2.10000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJX1
233000.00000000
PA
USD
240992.55000000
0.031843980270
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAB4
36000.00000000
PA
USD
34064.48000000
0.004501170799
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.65000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACB9
381000.00000000
PA
USD
385267.20000000
0.050907968381
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2018-1, Class M60C
35563PEL9
562841.10000000
PA
USD
599196.86000000
0.079175945430
Long
ABS-MBS
USGSE
US
N
2
2057-05-25
Fixed
3.50000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMD1
105000.00000000
PA
USD
105352.05000000
0.013920880963
Long
DBT
CORP
US
Y
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AC5
168000.00000000
PA
USD
167856.47000000
0.022180013942
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DR5
121000.00000000
PA
USD
132688.82000000
0.017533073807
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.40000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAH4
4527000.00000000
PA
USD
4365371.98000000
0.576826209787
Long
DBT
UST
US
N
2
2027-08-31
Fixed
0.50000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AT5
250000.00000000
PA
USD
244862.65000000
0.032355362833
Long
DBT
CORP
CH
Y
2
2027-02-02
Variable
1.30500000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2020-3A, Class D
96042QAL4
140000.00000000
PA
USD
141756.73000000
0.018731278262
Long
ABS-O
CORP
US
Y
2
2026-02-17
Fixed
1.65000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAQ8
200000.00000000
PA
USD
199694.06000000
0.026386930661
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.67299920
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-FNT1, Class A
64830YAC1
262447.30000000
PA
USD
261539.70000000
0.034559014569
Long
ABS-O
CORP
US
Y
2
2026-03-25
Fixed
2.98100000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SQ2
2070000.00000000
PA
USD
1780846.88000000
0.235315377637
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXM1
527000.00000000
PA
USD
518817.49000000
0.068554874063
Long
DBT
CORP
US
N
2
2026-12-09
Variable
1.09299960
N
N
N
N
N
N
JPMorgan BetaBuilders U.S. Small Cap Equity ETF
549300LKK9I7ORHNOS29
JPMorgan BetaBuilders U.S. Small Cap Equity ETF
46641Q290
164819.00000000
NS
USD
11145621.16000000
1.472746523986
Long
RF
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXZ2
303000.00000000
PA
USD
303541.40000000
0.040108984086
Long
DBT
CORP
US
N
2
2024-03-08
Variable
0.67299840
N
N
N
N
N
N
ViacomCBS, Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
124857AQ6
84000.00000000
PA
USD
93409.51000000
0.012342832147
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CM5
765000.00000000
PA
USD
790732.40000000
0.104484835505
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust, Series 2021-1A, Class B
32059FAC3
165000.00000000
PA
USD
165170.07000000
0.021825041688
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
0.89000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2020-4, Class C
80286WAF3
170000.00000000
PA
USD
170986.07000000
0.022593549217
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.01000000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2021-1A, Class A
12327BAA4
367926.39000000
PA
USD
370754.60000000
0.048990320105
Long
ABS-O
CORP
US
Y
2
2036-04-15
Fixed
2.16200000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A
433674AA6
389069.99000000
PA
USD
392734.99000000
0.051894738127
Long
ABS-O
CORP
US
Y
2
2025-12-25
Fixed
3.84400000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2021-2A, Class A
22537CAA7
560000.00000000
PA
USD
560371.62000000
0.074045703119
Long
ABS-O
CORP
US
Y
2
2030-02-15
Fixed
0.96000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd.
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd.
86563VAV1
200000.00000000
PA
USD
202708.51000000
0.026785250386
Long
DBT
CORP
JP
Y
2
2026-03-25
Fixed
1.55000000
N
N
N
N
N
N
Lakeview CDO LLC
N/A
Lakeview CDO LLC
51236PAB9
165000.00000000
PA
USD
165000.00000000
0.021802569185
Long
ABS-O
CORP
US
N
3
2032-11-10
Variable
2.32700040
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
159.00000000
NC
USD
52025.47000000
0.006874478236
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Note
2021-09-21
21055078.13000000
USD
52025.47000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J2H58
360000.00000000
PA
USD
357903.66000000
0.047292238236
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
1.45000000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109BP5
122000.00000000
PA
USD
129874.07000000
0.017161141797
Long
DBT
CORP
CA
N
2
2049-11-15
Fixed
3.70000000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
113000.00000000
PA
USD
113852.67000000
0.015044125543
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust, Series 2020-2A, Class D
682696AD1
120000.00000000
PA
USD
128360.75000000
0.016961176561
Long
ABS-O
CORP
US
Y
3
2035-09-14
Fixed
3.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J2BP0
366757.23000000
PA
USD
369421.36000000
0.048814150060
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
1.58000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CV8
53000.00000000
PA
USD
64427.74000000
0.008513274295
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
4.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J7SQ9
594978.23000000
PA
USD
679348.11000000
0.089766873753
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Variable
3.44000160
N
N
N
N
N
N
Fortis, Inc.
549300MQYQ9Y065XPR71
Fortis, Inc.
349553AM9
110000.00000000
PA
USD
117955.53000000
0.015586264264
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.05500000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2021-3A, Class A
22535GAA0
475000.00000000
PA
USD
475945.82000000
0.062889949510
Long
ABS-O
CORP
US
Y
2
2030-05-15
Fixed
1.00000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2021-2, Class A
33844WAA8
793485.34000000
PA
USD
793231.42000000
0.104815047968
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
0.37000000
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AU9
40000.00000000
PA
USD
40012.30000000
0.005287096600
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617UXCF7
117644.87000000
PA
USD
125182.85000000
0.016541259078
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3.00000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
200000.00000000
PA
USD
199252.21000000
0.026328546023
Long
DBT
CORP
IT
Y
2
2027-06-03
Variable
1.98200160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617M2LH0
405852.87000000
PA
USD
442928.73000000
0.058527177455
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833PA2
1015000.00000000
PA
USD
963570.28000000
0.127323076938
Long
DBT
UST
US
N
2
2026-08-15
None
0.00000000
N
N
N
N
N
N
Northwestern Mutual Global Funding
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2D0
75000.00000000
PA
USD
75071.67000000
0.009919728963
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
1.70000000
N
N
N
N
N
N
Chevron USA, Inc.
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AS5
115000.00000000
PA
USD
127339.92000000
0.016826287369
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAY7
420000.00000000
PA
USD
406546.88000000
0.053719796838
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.62500000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VBG8
282000.00000000
PA
USD
320068.24000000
0.042292787555
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
3.85000000
N
N
N
N
N
N
JPMorgan BetaBuilders MSCI US REIT ETF
549300UDD0DL9T2E4I67
JPMorgan BetaBuilders MSCI US REIT ETF
46641Q738
162968.00000000
NS
USD
15617223.44000000
2.063609663867
Long
RF
US
N
1
N
N
N
FNMA/FHLMC
N/A
FNMA/FHLMC UMBS, Single Family, 30 Year
01F022683
1860000.00000000
PA
USD
1920159.38000000
0.253723683211
Long
ABS-MBS
USGSE
US
N
2
2051-08-25
Fixed
2.50000000
N
N
N
N
N
N
Nissan Motor Acceptance Corp.
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Corp.
654740AV1
166000.00000000
PA
USD
167860.65000000
0.022180566273
Long
DBT
CORP
US
Y
2
2022-01-13
Fixed
2.80000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468W2
120000.00000000
PA
USD
119939.17000000
0.015848376072
Long
DBT
CORP
US
N
2
2024-01-25
Variable
0.52899840
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BV1
620000.00000000
PA
USD
625338.20000000
0.082630177999
Long
DBT
CORP
GB
Y
2
2023-10-14
Variable
1.31900040
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EQ2
15000.00000000
PA
USD
14737.66000000
0.001947386980
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.96300000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SW9
565000.00000000
PA
USD
553082.03000000
0.073082480147
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust, Series 2021-1A, Class A
57110NAA4
206112.85000000
PA
USD
206236.27000000
0.027251397244
Long
ABS-O
CORP
US
Y
2
2031-06-16
Fixed
0.60000000
N
N
N
N
N
N
2021-07-30
JPMorgan Trust I
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer