0001752724-24-045055.txt : 20240228
0001752724-24-045055.hdr.sgml : 20240228
20240228103836
ACCESSION NUMBER: 0001752724-24-045055
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240228
DATE AS OF CHANGE: 20240228
PERIOD START: 20240630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JPMorgan Trust I
CENTRAL INDEX KEY: 0001217286
ORGANIZATION NAME:
IRS NUMBER: 331043149
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21295
FILM NUMBER: 24691477
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
S000037364
JPMorgan SmartRetirement* Blend 2020 Fund
C000115328
Class I
JSSRX
C000115329
Class R2
JIORX
C000115330
Class R5
JBSRX
C000115331
Class R6
JSYRX
C000186787
Class R3
JSTKX
C000186788
Class R4
JSTLX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001217286
XXXXXXXX
S000037364
C000115328
C000186788
C000115329
C000115330
C000115331
C000186787
JPMorgan Trust I
811-21295
0001217286
549300DM5WZMCZZ70R78
277 Park Avenue
New York
10172
800-480-4111
JPMorgan SmartRetirement Blend 2020 Fund
S000037364
5493000VQHPF01CV1351
2024-06-30
2023-12-31
N
846513388.21
28350280.25
818163107.96
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
416842.95000000
USD
N
36.5% 1TRUSD0, 19.6% SP500GRUSD0, 11.2% EAFERNRUSD0, 9.35% 5273TRUSD0, 7.5% 63TRUSD0, 5% SBMMTB3TRUSD0, 3.2% EMGLRNRUSD0, 2.8% SP400GRUSD0, 2.4% RU2000GRUSD0, 1.65% EMBIGDTRUSD0, 0.8% RMZGRUSD0
IBXUSD002738
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
1884000.00000000
PA
USD
1540685.16000000
0.188310270288
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BT5
858000.00000000
PA
USD
862182.87000000
0.105380316175
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617ULWB0
765151.94000000
PA
USD
693198.84000000
0.084726240190
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
310000.00000000
PA
USD
288424.93000000
0.035252742050
Long
ABS-O
CORP
US
Y
2
2027-10-17
Fixed
1.49500000
N
N
N
N
N
N
New York Life Insurance Co.
TAE73CY392TBWJ3O3305
New York Life Insurance Co.
64952GAT5
408000.00000000
PA
USD
326260.17000000
0.039877154912
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
760194.39000000
PA
USD
662307.73000000
0.080950573737
Long
ABS-O
CORP
US
Y
2
2046-02-25
Fixed
1.75300000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7VQ8
1531204.10000000
PA
USD
1425057.30000000
0.174177653103
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
415705.59000000
PA
USD
392681.24000000
0.047995471340
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
646715.76000000
PA
USD
600372.37000000
0.073380523291
Long
ABS-O
CORP
US
Y
2
2026-05-25
Fixed
3.22800000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TS7
185000.00000000
PA
USD
176357.03000000
0.021555241037
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEV9
1260000.00000000
PA
USD
1219492.97000000
0.149052549318
Long
DBT
UST
US
N
2
2029-06-30
Fixed
3.25000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AY2
700000.00000000
PA
USD
537987.47000000
0.065755527811
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617XVVU4
676290.58000000
PA
USD
632121.76000000
0.077261093032
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
3.50000000
N
N
N
N
N
N
VOLT XCIV LLC
N/A
VOLT XCIV LLC, Series 2021-NPL3, Class A1
92873AAA6
902918.24000000
PA
USD
879895.45000000
0.107545236571
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
2.23949880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617QKY58
772569.61000000
PA
USD
719015.93000000
0.087881734461
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
1345606.39000000
PA
USD
1291929.86000000
0.157906149449
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
645000.00000000
PA
USD
598192.35000000
0.073114070309
Long
ABS-O
CORP
US
Y
2
2037-11-17
Fixed
2.00600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140MPSD4
255873.91000000
PA
USD
261792.53000000
0.031997596500
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
6.00000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFT6
185000.00000000
PA
USD
133296.11000000
0.016292119346
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
VMware LLC
549300BUDHS3LRWBE814
VMware LLC
928563AF2
320000.00000000
PA
USD
315647.90000000
0.038580070028
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.70000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Z5
200000.00000000
PA
USD
179804.99000000
0.021976668007
Long
DBT
CORP
US
N
2
2053-04-25
Variable
4.61100000
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109BA1
220000.00000000
PA
USD
170922.93000000
0.020891058071
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
315000.00000000
PA
USD
231558.18000000
0.028302202549
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73400000
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
140000.00000000
PA
USD
114593.88000000
0.014006238962
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
205000.00000000
PA
USD
207597.40000000
0.025373595800
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617N9LT8
430588.14000000
PA
USD
395948.22000000
0.048394778027
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3E1
160000.00000000
PA
USD
163370.93000000
0.019968014740
Long
DBT
CORP
US
N
2
2029-07-25
Variable
5.57400000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFL0
700000.00000000
PA
USD
698578.13000000
0.085383724003
Long
DBT
UST
US
N
2
2029-09-30
Fixed
3.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617Y4GC0
253285.63000000
PA
USD
251186.77000000
0.030701307301
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LAQA6
846780.02000000
PA
USD
707926.68000000
0.086526350688
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
1168557.12000000
PA
USD
1057223.71000000
0.129219186212
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
315000.00000000
PA
USD
301827.80000000
0.036890908067
Long
DBT
CORP
GB
N
2
2030-05-08
Variable
4.44500000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KM8
75000.00000000
PA
USD
78916.31000000
0.009645547352
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.40000000
N
N
N
N
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097AG8
125000.00000000
PA
USD
120936.34000000
0.014781446245
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHRY8
900000.00000000
PA
USD
917508.48000000
0.112142489813
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
4.93000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LLYV1
505000.00000000
PA
USD
460585.00000000
0.056295009579
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.33000000
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
22593.29530000
PA
USD
22245.22000000
0.002718922398
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
616685.38000000
PA
USD
626081.49000000
0.076522820927
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
-47.00000000
NC
USD
-418635.11000000
-0.05116768354
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
S&P 500 E-Mini Index
US78378X1072
2024-03-15
-11324062.50000000
USD
-418635.11000000
N
N
N
VCAT LLC
N/A
VCAT LLC, Series 2021-NPL2, Class A1
91822YAA8
217775.23000000
PA
USD
215706.08000000
0.026364679353
Long
ABS-O
CORP
US
Y
2
2051-03-27
Variable
2.11500000
N
N
N
N
N
N
SCE Recovery Funding LLC
N/A
SCE Recovery Funding LLC, Series A-1
78433LAG1
96375.92000000
PA
USD
95035.80000000
0.011615752296
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
4.69700000
N
N
N
N
N
N
Consumers Energy Co.
7NKTFWJ1G6MELP9TU740
Consumers Energy Co.
210518CZ7
97000.00000000
PA
USD
76271.06000000
0.009322231625
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.25000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AJ9
420000.00000000
PA
USD
368402.50000000
0.045028001924
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.00000040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L54D9
367634.26000000
PA
USD
365235.27000000
0.044640887183
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
4.34000000
N
N
N
N
N
N
JetBlue Pass-Through Trust
N/A
JetBlue Pass-Through Trust, Series 2020-1, Class B
477164AB3
236322.56000000
PA
USD
241328.94000000
0.029496433859
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
7.75000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2020-3, Class TTW
35563PSX8
842207.26000000
PA
USD
773881.60000000
0.094587691924
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
3.00000000
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E Wildfire Recovery Funding LLC, Series A-2
693342AB3
85000.00000000
PA
USD
80522.76000000
0.009841895731
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
4.26300000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133AFNU1
613621.25000000
PA
USD
523853.75000000
0.064028033640
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fells Point Funding Trust
N/A
Fells Point Funding Trust
314382AA0
465000.00000000
PA
USD
438237.75000000
0.053563616562
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
PeaceHealth Obligated Group
N/A
PeaceHealth Obligated Group, Series 2020
70462GAC2
135000.00000000
PA
USD
88203.92000000
0.010780725645
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.21800000
N
N
N
N
N
N
Bank of Ireland Group plc
635400C8EK6DRI12LJ39
Bank of Ireland Group plc
06279JAC3
400000.00000000
PA
USD
404220.15000000
0.049405814814
Long
DBT
CORP
IE
Y
2
2026-09-16
Variable
6.25300000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCY5
332000.00000000
PA
USD
268920.16000000
0.032868771200
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
310000.00000000
PA
USD
311409.75000000
0.038062062071
Long
DBT
CORP
US
N
2
2029-02-01
Variable
5.12300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140NMGY7
520082.40000000
PA
USD
514522.04000000
0.062887465224
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
DH Europe Finance II SARL
222100KDGL314CKTZ511
DH Europe Finance II SARL
23291KAJ4
103000.00000000
PA
USD
85424.14000000
0.010440966986
Long
DBT
CORP
LU
N
2
2039-11-15
Fixed
3.25000000
N
N
N
N
N
N
Delta Air Lines Pass-Through Trust
N/A
Delta Air Lines Pass-Through Trust, Series 2020-1, Class A
247361ZW1
422553.69000000
PA
USD
372631.76000000
0.045544923301
Long
ABS-O
CORP
US
N
2
2028-06-10
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133BBA90
212760.79000000
PA
USD
209731.98000000
0.025634494877
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.50000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJY9
95000.00000000
PA
USD
83284.28000000
0.010179422561
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
345000.00000000
PA
USD
333925.72000000
0.040814076893
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L9P63
111681.51000000
PA
USD
104138.44000000
0.012728322627
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
187000.00000000
PA
USD
133006.02000000
0.016256663091
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.05000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AQ2
108000.00000000
PA
USD
112292.36000000
0.013724935640
Long
DBT
CORP
US
N
2
2033-07-31
Fixed
5.40000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
400000.00000000
PA
USD
361178.57000000
0.044145056955
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K152, Class A2
3137BPVN6
155000.00000000
PA
USD
142056.97000000
0.017362915611
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
3.08000000
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
8409.55000000
PA
USD
8383.66000000
0.001024692988
Long
ABS-O
CORP
US
Y
2
2027-02-16
Fixed
1.35000000
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BN9
244000.00000000
PA
USD
217132.30000000
0.026538999117
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TC2
195000.00000000
PA
USD
141047.46000000
0.017239528234
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFE42
580352.67000000
PA
USD
501343.00000000
0.061276656833
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.39000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
20000.00000000
PA
USD
19316.28000000
0.002360932656
Long
DBT
CORP
KY
Y
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAE3
65000.00000000
PA
USD
60866.55000000
0.007439415124
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.54700000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFD2
185000.00000000
PA
USD
186057.50000000
0.022740881150
Long
DBT
CORP
US
N
2
2029-04-20
Variable
5.16400000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133AAPK2
1289819.46000000
PA
USD
1117512.34000000
0.136587965055
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7V88
1053679.60000000
PA
USD
957363.31000000
0.117013747098
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2016-K56, Class B
30289UAS1
330000.00000000
PA
USD
317903.26000000
0.038855731443
Long
ABS-MBS
USGSE
US
Y
2
2049-06-25
Variable
3.95100360
N
N
N
N
N
N
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF
549300S2VYDS8QJGW220
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF
46641Q340
279983.00000000
NS
USD
23715372.05000000
2.898611758373
Long
RF
US
N
1
N
N
N
LL ABS Trust
N/A
LL ABS Trust, Series 2021-1A, Class A
53934QAA0
34606.73000000
PA
USD
34302.62000000
0.004192638321
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
1.07000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAM7
300000.00000000
PA
USD
279756.59000000
0.034193254044
Long
DBT
CORP
GB
N
2
2026-08-21
Variable
1.53200000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAR9
370000.00000000
PA
USD
339932.67000000
0.041548276461
Long
DBT
CORP
AU
Y
2
2027-01-12
Variable
1.34000000
N
N
N
N
N
N
JPMorgan Emerging Markets Debt Fund
8KLDAXM5A9FOP50PQD10
JPMorgan Emerging Markets Debt Fund, Class R6
48121A134
91084.22100000
NS
USD
560167.96000000
0.068466538585
Long
RF
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140MDKH0
705834.06000000
PA
USD
659885.85000000
0.080654559412
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
Multi-Family Connecticut Avenue Securities Trust
254900JAK6X5OPMD5925
Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M7
62548NAA6
384847.73000000
PA
USD
390283.67000000
0.047702428305
Long
ABS-MBS
CORP
US
Y
2
2053-11-25
Floating
9.33743160
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAL7
80000.00000000
PA
USD
67101.66000000
0.008201501552
Long
DBT
CORP
US
N
2
2031-08-16
Fixed
2.50000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AN7
195000.00000000
PA
USD
199115.00000000
0.024336834313
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2018-1, Class A
90931VAA4
394965.14000000
PA
USD
345183.50000000
0.042190059248
Long
ABS-O
CORP
US
N
2
2030-03-01
Fixed
3.70000000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAH7
379000.00000000
PA
USD
303336.03000000
0.037075251505
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7VU9
400287.76000000
PA
USD
362150.53000000
0.044263854783
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.00000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HX4
53000.00000000
PA
USD
56979.38000000
0.006964305704
Long
DBT
CORP
US
N
2
2053-12-01
Fixed
5.87500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLE7
134000.00000000
PA
USD
133704.86000000
0.016342078822
Long
DBT
CORP
US
N
2
2027-01-20
Variable
5.08000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBR5
386000.00000000
PA
USD
345387.24000000
0.042214961373
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CB3
83000.00000000
PA
USD
58446.20000000
0.007143587804
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
200000.00000000
PA
USD
180864.74000000
0.022106195970
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
1.72200000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617FGQM1
392748.80000000
PA
USD
389862.50000000
0.047650950795
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
5.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2020-SFR3, Class A
74333AAA8
436345.81000000
PA
USD
405784.93000000
0.049597070077
Long
ABS-O
CORP
US
Y
2
2027-10-17
Fixed
1.29400000
N
N
N
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8Q8
130000.00000000
PA
USD
140898.43000000
0.017221313040
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.60000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFH9
4545000.00000000
PA
USD
4417171.88000000
0.539888909317
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7WL8
201754.40000000
PA
USD
183030.99000000
0.022370965913
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.00000000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513ECR0
87000.00000000
PA
USD
88665.61000000
0.010837155713
Long
DBT
CORP
US
N
2
2033-02-27
Fixed
5.15000000
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AW5
175000.00000000
PA
USD
118500.65000000
0.014483743992
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
2.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140KQZH7
291768.90000000
PA
USD
271446.10000000
0.033177504260
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
1204458.94000000
PA
USD
1120963.73000000
0.137009811258
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
140000.00000000
PA
USD
124320.09000000
0.015195025147
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
JPMorgan Equity Index Fund
549300FO80ME045UVK10
JPMorgan Equity Index Fund, Class R6
4812C2213
2328428.25600000
NS
USD
166529188.87000000
20.35403298557
Long
RF
US
N
1
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DR7
200000.00000000
PA
USD
214307.44000000
0.026193730555
Long
DBT
CORP
GB
N
2
2028-11-03
Variable
7.39000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust, Series 2021-2, Class C
43732VAC0
832336.89700000
PA
USD
749241.29000000
0.091576029609
Long
ABS-O
CORP
US
Y
2
2026-12-17
Fixed
2.40200000
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
210385AC4
118000.00000000
PA
USD
124026.76000000
0.015159172882
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.80000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAH2
10000.00000000
PA
USD
7782.86000000
0.000951260197
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
455000.00000000
PA
USD
445908.19000000
0.054501136223
Long
ABS-MBS
CORP
KY
Y
2
2037-12-18
Floating
6.57272880
N
N
N
N
N
N
N/A
N/A
MSCI Emerging Markets E-Mini Index
N/A
-247.00000000
NC
USD
-621081.29000000
-0.07591167139
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Short
MSCI Emerging Markets E-Mini Index
US55353S1050
2024-03-15
-12766195.00000000
USD
-621081.29000000
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2021-ST2, Class A
91682CAA5
51926.12000000
PA
USD
50321.18000000
0.006150507094
Long
ABS-O
CORP
US
Y
2
2027-04-20
Fixed
2.50000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAB8
297000.00000000
PA
USD
269168.20000000
0.032899087893
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140MDJT6
353780.67000000
PA
USD
313094.13000000
0.038267935446
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCJ2
175000.00000000
PA
USD
139995.65000000
0.017110970738
Long
DBT
CORP
US
N
2
2032-11-02
Variable
2.61800000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR4, Class E2
66981FAF7
290000.00000000
PA
USD
269043.21000000
0.032883810988
Long
ABS-O
CORP
US
Y
2
2037-11-17
Fixed
2.45600000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust, Series 2021-1A, Class A
25273CAA8
74579.39000000
PA
USD
69483.99000000
0.008492681877
Long
ABS-O
CORP
US
Y
2
2033-11-21
Fixed
1.51000000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626PAQ9
225000.00000000
PA
USD
165912.42000000
0.020278648399
Long
DBT
CORP
CA
Y
2
2051-05-13
Fixed
3.62500000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC, Series YYY
26443TAB2
97000.00000000
PA
USD
70306.16000000
0.008593171620
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.25000000
N
N
N
N
N
N
Haleon US Capital LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAN1
250000.00000000
PA
USD
211838.19000000
0.025891926431
Long
DBT
CORP
US
N
2
2052-03-24
Fixed
4.00000000
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAB5
100000.00000000
PA
USD
72939.48000000
0.008915029202
Long
DBT
CORP
US
Y
2
2039-12-30
Fixed
4.31700000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAV7
990000.00000000
PA
USD
916662.04000000
0.112039033669
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSAA9
155000.00000000
PA
USD
150090.09000000
0.018344763842
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
403000.00000000
PA
USD
330831.70000000
0.040435910245
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7V70
311406.62000000
PA
USD
282987.87000000
0.034588197297
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
795000.00000000
PA
USD
739871.68000000
0.090430828865
Long
DBT
CORP
FR
Y
2
2026-10-06
Variable
1.65200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LGFW7
660000.00000000
PA
USD
623156.46000000
0.076165309085
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.68000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
839000.00000000
PA
USD
452109.57000000
0.055259100001
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAZ1
200000.00000000
PA
USD
164409.06000000
0.020094900197
Long
DBT
CORP
AU
Y
2
2033-01-14
Variable
2.87100000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCB5
1420000.00000000
PA
USD
1218038.28000000
0.148874749808
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CR9
394000.00000000
PA
USD
306581.14000000
0.037471885131
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
253.00000000
NC
USD
886945.14000000
0.108406885053
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Note
2024-03-19
28521796.88000000
USD
886945.14000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617ULV54
1281560.33000000
PA
USD
1197471.01000000
0.146360914877
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132XHSP0
440000.00000000
PA
USD
413857.91000000
0.050583790197
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
3.80000000
N
N
N
N
N
N
LYB International Finance III LLC
N/A
LYB International Finance III LLC
50249AAF0
111000.00000000
PA
USD
103678.82000000
0.012672145565
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
59195.62000000
PA
USD
56960.82000000
0.006962037208
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Fixed
1.00000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAT5
215000.00000000
PA
USD
191588.69000000
0.023416930943
Long
DBT
CORP
US
N
2
2047-05-09
Fixed
4.50000000
N
N
N
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599BP0
245000.00000000
PA
USD
201990.40000000
0.024688280128
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.00000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YCZ0
255000.00000000
PA
USD
262313.94000000
0.032061325846
Long
DBT
CORP
JP
N
2
2029-07-06
Variable
5.77800000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAM3
115000.00000000
PA
USD
106561.32000000
0.013024459177
Long
DBT
CORP
KY
Y
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGT2
2025000.00000000
PA
USD
2002930.66000000
0.244808234508
Long
DBT
UST
US
N
2
2028-03-31
Fixed
3.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LH2Y5
1020000.00000000
PA
USD
1017047.70000000
0.124308672696
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
4.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TK4
1415000.00000000
PA
USD
1261726.76000000
0.154214575030
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
FHLMC Multi-Family Structured Credit Risk
N/A
FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN2, Class M1
35563JAA1
635198.61200000
PA
USD
594123.87000000
0.072616800271
Long
ABS-MBS
USGSE
US
Y
2
2041-07-25
Floating
7.13742840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140KPNN9
511587.61000000
PA
USD
440754.58000000
0.053871236152
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2023-5A, Class C
30168DAE6
230000.00000000
PA
USD
235053.28000000
0.028729391207
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
6.85000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2U5
80000.00000000
PA
USD
82363.24000000
0.010066848431
Long
DBT
CORP
CA
N
2
2028-07-17
Fixed
5.52300000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-150, Class A2
3137H9C98
480000.00000000
PA
USD
454678.08000000
0.055573036180
Long
ABS-MBS
USGSE
US
N
2
2032-09-25
Variable
3.71000160
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CL1
500000.00000000
PA
USD
445127.26000000
0.054405687040
Long
DBT
CORP
GB
N
2
2028-09-22
Variable
2.01300000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664DB4
120000.00000000
PA
USD
100267.30000000
0.012255172474
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BV5
403000.00000000
PA
USD
262123.14000000
0.032038005313
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust, Series 2020-A, Class A
76042EAA7
387498.07000000
PA
USD
380391.98000000
0.046493416324
Long
ABS-O
CORP
US
Y
2
2030-11-20
Fixed
2.47000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133ABBK5
530753.95000000
PA
USD
458348.96000000
0.056021709551
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
455000.00000000
PA
USD
431251.86000000
0.052709766036
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
400000.00000000
PA
USD
365856.00000000
0.044716755918
Long
DBT
CORP
BM
Y
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
ACRE Commercial Mortgage Ltd.
N/A
ACRE Commercial Mortgage Ltd., Series 2021-FL4, Class A
00489TAA4
175086.08000000
PA
USD
172637.33000000
0.021100600640
Long
ABS-MBS
CORP
KY
Y
2
2037-12-18
Floating
6.30272880
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SR0
3322000.00000000
PA
USD
2140873.26000000
0.261668271176
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E Wildfire Recovery Funding LLC, Series A-5
693342AK3
80000.00000000
PA
USD
80020.95000000
0.009780561995
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
5.09900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHWQ9
462000.00000000
PA
USD
475366.44000000
0.058101671338
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
4.93000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06417XAP6
155000.00000000
PA
USD
154733.36000000
0.018912287598
Long
DBT
CORP
CA
N
2
2030-02-01
Fixed
4.85000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133AA6V9
521269.87000000
PA
USD
450490.89000000
0.055061256810
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LNCD1
275000.00000000
PA
USD
254718.45000000
0.031132966950
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
314614.77680000
PA
USD
305360.10000000
0.037322643496
Long
ABS-O
CORP
US
Y
2
2029-01-16
Fixed
1.22000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TD0
465000.00000000
PA
USD
322339.45000000
0.039397944843
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
Piedmont Healthcare, Inc.
254900D1I6W7J0DSAY11
Piedmont Healthcare, Inc.
72014TAE9
165000.00000000
PA
USD
110101.13000000
0.013457112515
Long
DBT
CORP
US
N
2
2052-01-01
Fixed
2.86400000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
150000.00000000
PA
USD
130059.88000000
0.015896571079
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617M2LJ6
410632.64000000
PA
USD
382166.08000000
0.046710255727
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.50000000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2G5
250000.00000000
PA
USD
226792.31000000
0.027719694006
Long
DBT
CORP
CH
N
2
2026-08-07
Fixed
1.25000000
N
N
N
N
N
N
Children's Hospital of Philadelphia (The)
254900N2KNSY5WTR1Q61
Children's Hospital of Philadelphia (The), Series 2020
16877PAA8
185000.00000000
PA
USD
124682.22000000
0.015239286492
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.70400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140MLP53
236743.77000000
PA
USD
232381.95000000
0.028402887851
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.50000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAH9
762000.00000000
PA
USD
817281.23000000
0.099892212451
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.20000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAF0
250000.00000000
PA
USD
203842.64000000
0.024914670194
Long
DBT
CORP
FR
Y
2
2032-10-19
Variable
3.11600000
N
N
N
N
N
N
MVW LLC
N/A
MVW LLC, Series 2021-2A, Class C
55400KAC9
530806.37000000
PA
USD
482834.80000000
0.059014491768
Long
ABS-O
CORP
US
Y
2
2039-05-20
Fixed
2.23000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDL2
172000.00000000
PA
USD
114620.20000000
0.014009455924
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBA5
150000.00000000
PA
USD
139743.38000000
0.017080137033
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.00000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAB2
86000.00000000
PA
USD
75059.87000000
0.009174193907
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
JBS USA LUX SA
N/A
JBS USA LUX SA
47214BAA6
150000.00000000
PA
USD
158044.50000000
0.019316991741
Long
DBT
CORP
US
Y
2
2034-03-15
Fixed
6.75000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
305000.00000000
PA
USD
274983.47000000
0.033609859369
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXRT1
498620.29000000
PA
USD
427353.47000000
0.052233285251
Long
ABS-MBS
USGSE
US
N
2
2060-07-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGS4
1675000.00000000
PA
USD
1649024.42000000
0.201552038212
Long
DBT
UST
US
N
2
2030-03-31
Fixed
3.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LMF32
257303.83000000
PA
USD
240137.40000000
0.029350797862
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
3.11000000
N
N
N
N
N
N
ACC Auto Trust
N/A
ACC Auto Trust, Series 2021-A, Class B
00108XAB4
108085.70000000
PA
USD
107824.58000000
0.013178861152
Long
ABS-O
CORP
US
Y
2
2027-04-15
Fixed
1.79000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-2, Class A
90932DAA3
151327.06000000
PA
USD
131971.50000000
0.016130218866
Long
ABS-O
CORP
US
N
2
2028-10-07
Fixed
3.10000000
N
N
N
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AD4
55000.00000000
PA
USD
59594.21000000
0.007283903346
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LLNK7
251082.23000000
PA
USD
232296.48000000
0.028392441279
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
2.99000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3622AAXX7
1194640.62000000
PA
USD
1097067.74000000
0.134089123467
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFF7
185000.00000000
PA
USD
188506.05000000
0.023040155216
Long
DBT
CORP
US
N
2
2029-07-20
Variable
5.44900000
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
742554.52340000
PA
USD
745551.40000000
0.091125032740
Long
ABS-O
CORP
US
Y
2
2060-09-27
Variable
2.23949880
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGG0
1895300.00000000
PA
USD
1883454.38000000
0.230205244122
Long
DBT
UST
US
N
2
2025-01-31
Fixed
4.12500000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CJ7
106000.00000000
PA
USD
114597.63000000
0.014006697305
Long
DBT
CORP
US
N
2
2053-02-10
Fixed
5.70000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DN4
402000.00000000
PA
USD
317171.04000000
0.038766235841
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3F8
55000.00000000
PA
USD
55995.98000000
0.006844109622
Long
DBT
CORP
US
N
2
2034-07-25
Variable
5.55700000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBJ8
155000.00000000
PA
USD
135410.77000000
0.016550583701
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
9642.93000000
PA
USD
9606.02000000
0.001174095960
Long
ABS-MBS
CORP
US
Y
2
2026-02-25
Variable
3.08999880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2023-M8, Class A2
3136BQSN0
405000.00000000
PA
USD
406480.52000000
0.049682088576
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Variable
4.47144120
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
259000.00000000
PA
USD
240824.65000000
0.029434797005
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
198000.00000000
PA
USD
179674.88000000
0.021960765310
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
1.51200000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2021-1, Class B
02376LAA3
627900.00000000
PA
USD
557305.64000000
0.068116691473
Long
ABS-O
CORP
US
N
2
2030-07-11
Fixed
3.95000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust, Series 2016-A, Class A
68504LAA9
44584.37000000
PA
USD
43442.08000000
0.005309708978
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
335000.00000000
PA
USD
334459.61000000
0.040879331608
Long
ABS-MBS
CORP
US
Y
2
2029-02-15
Floating
6.72648120
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CQ9
225000.00000000
PA
USD
202736.95000000
0.024779527214
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
205000.00000000
PA
USD
182422.46000000
0.022296588323
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2021-B, Class A
68377GAA4
1660000.00000000
PA
USD
1550602.18000000
0.189522378229
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
264000.00000000
PA
USD
250052.45000000
0.030562665019
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132WVA46
685935.23000000
PA
USD
636457.28000000
0.077791002039
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.45000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
3622AAUG7
609818.23020000
PA
USD
540020.51000000
0.066004016160
Long
ABS-MBS
USGA
US
N
2
2070-10-20
Variable
2.93199840
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAN2
42000.00000000
PA
USD
42274.45000000
0.005166995381
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
Pagaya AI Technology in Housing Trust
N/A
Pagaya AI Technology in Housing Trust, Series 2023-1, Class C
69547YAE0
475000.00000000
PA
USD
411162.85000000
0.050254386441
Long
ABS-O
CORP
US
Y
2
2040-10-25
Fixed
3.60000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617VQ2T2
1046075.68000000
PA
USD
973553.91000000
0.118992643462
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFVV3
400000.00000000
PA
USD
357263.27000000
0.043666509345
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
3.15000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAK9
200000.00000000
PA
USD
205818.72000000
0.025156196606
Long
DBT
CORP
CA
Y
2
2028-03-14
Fixed
5.70000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CE0
205000.00000000
PA
USD
150641.66000000
0.018412179495
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
3.12500000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAV5
170000.00000000
PA
USD
182222.66000000
0.022272167765
Long
DBT
CORP
US
N
2
2032-11-16
Fixed
5.60000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
315000.00000000
PA
USD
270256.82000000
0.033032144491
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
VOLT XCVI LLC
N/A
VOLT XCVI LLC, Series 2021-NPL5, Class A1
92873FAA5
684287.73000000
PA
USD
665271.10000000
0.081312771686
Long
ABS-O
CORP
US
Y
2
2051-03-27
Variable
2.11569840
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BS1
227000.00000000
PA
USD
167170.00000000
0.020432356137
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2022-M1S, Class A2
3136BNET9
965000.00000000
PA
USD
808050.08000000
0.098763934982
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Variable
2.08254600
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAU9
200000.00000000
PA
USD
203925.72000000
0.024924824648
Long
DBT
CORP
ES
N
2
2028-08-08
Fixed
5.58800000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAP8
200000.00000000
PA
USD
183249.99000000
0.022397733192
Long
DBT
CORP
GB
N
2
2027-05-11
Variable
1.62700000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
260000.00000000
PA
USD
239300.32000000
0.029248485744
Long
DBT
CORP
FR
Y
2
2026-12-14
Variable
1.48800000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AT4
63000.00000000
PA
USD
59974.37000000
0.007330368409
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.55000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAS4
256000.00000000
PA
USD
260698.56000000
0.031863885998
Long
DBT
CORP
GB
N
2
2026-11-21
Variable
6.83300000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAX4
155000.00000000
PA
USD
144075.39000000
0.017609617030
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
4.62500000
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AQ8
126000.00000000
PA
USD
110712.88000000
0.013531883669
Long
DBT
CORP
US
Y
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
FirstEnergy Transmission LLC
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
179000.00000000
PA
USD
154687.97000000
0.018906739804
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
415000.00000000
PA
USD
342421.38000000
0.041852459084
Long
DBT
CORP
FR
Y
2
2032-06-09
Variable
2.88900000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAR8
100000.00000000
PA
USD
104372.28000000
0.012756903725
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.90000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEB3
1500000.00000000
PA
USD
1359726.57000000
0.166192603500
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L5KB5
153609.29000000
PA
USD
149404.19000000
0.018260929702
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
4.18000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBG8
233000.00000000
PA
USD
232078.29000000
0.028365773003
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
Continental Finance Credit Card ABS Master Trust
N/A
Continental Finance Credit Card ABS Master Trust, Series 2020-1A, Class A
66981PAA6
170000.00000000
PA
USD
167493.08000000
0.020471844595
Long
ABS-O
CORP
US
Y
2
2028-12-15
Fixed
2.24000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXHG0
1047606.81000000
PA
USD
1084633.78000000
0.132569382492
Long
ABS-MBS
USGSE
US
N
2
2058-01-01
Fixed
5.50000000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2021-1A, Class B
12327BAB2
567196.07000000
PA
USD
518320.78000000
0.063351766286
Long
ABS-O
CORP
US
Y
3
2036-04-15
Fixed
2.91800000
N
N
N
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BG1
393000.00000000
PA
USD
289774.82000000
0.035417732378
Long
DBT
CORP
US
Y
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-RPL1, Class A1
12660KAC5
677186.63000000
PA
USD
657358.54000000
0.080345658904
Long
ABS-MBS
CORP
US
Y
2
2060-09-27
Variable
1.66772880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617F25S2
302561.39000000
PA
USD
298700.34000000
0.036508654215
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
4.50000000
N
N
N
N
N
N
New England Power Co.
549300DTVRGN9GYD5U85
New England Power Co.
644188BG8
253000.00000000
PA
USD
161917.86000000
0.019790413234
Long
DBT
CORP
US
Y
2
2050-10-06
Fixed
2.80700000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAH0
250000.00000000
PA
USD
230167.42000000
0.028132216884
Long
DBT
CORP
FR
Y
2
2027-01-26
Variable
1.24700000
N
N
N
N
N
N
MultiCare Health System
549300OSCVFLGLKTTI33
MultiCare Health System
62548LAA0
113000.00000000
PA
USD
70867.30000000
0.008661756966
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.80300000
N
N
N
N
N
N
N/A
N/A
MSCI EAFE E-Mini Equity Index
N/A
-76.00000000
NC
USD
-339354.82000000
-0.04147764873
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Short
MSCI EAFE E-Mini Equity Index
MSDUEAFE Index
2024-03-15
-8559120.00000000
USD
-339354.82000000
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2023-5A, Class B
22535PAB8
290000.00000000
PA
USD
294168.51000000
0.035954751215
Long
ABS-O
CORP
US
Y
2
2034-02-15
Fixed
6.71000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2020-SFR1, Class E
74331CAE8
550000.00000000
PA
USD
525072.13000000
0.064176950157
Long
ABS-O
CORP
US
Y
2
2037-04-17
Fixed
3.03200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QFGG8
739742.99000000
PA
USD
688523.23000000
0.084154763677
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
3.50000000
N
N
N
N
N
N
VOLT XCV LLC
N/A
VOLT XCV LLC, Series 2021-NPL4, Class A1
92873BAA4
370830.59940000
PA
USD
361062.29000000
0.044130844630
Long
ABS-O
CORP
US
Y
2
2051-03-27
Variable
2.23959960
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACY9
140000.00000000
PA
USD
141088.55000000
0.017244550460
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.05000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2021-M3, Class X1
3136BDXR4
1122311.85000000
PA
USD
92235.96000000
0.011273541803
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Variable
1.92246840
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2020-3, Class M5TW
35563PTN9
885087.87000000
PA
USD
790759.90000000
0.096650642433
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
3.00000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCR9
235000.00000000
PA
USD
240521.65000000
0.029397762825
Long
DBT
CORP
JP
N
2
2028-01-13
Fixed
5.52000000
N
N
N
N
N
N
Sigeco Securitization I LLC
N/A
Sigeco Securitization I LLC, Series A1
82655KAA9
93000.00000000
PA
USD
93658.85000000
0.011447454558
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
5.02600000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EAU9
235000.00000000
PA
USD
228271.29000000
0.027900462362
Long
DBT
CORP
GB
N
2
2028-01-10
Fixed
4.33700000
N
N
N
N
N
N
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
549300Y7I30NRICF3S33
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
46641Q241
1502311.00000000
NS
USD
69902530.83000000
8.543838037905
Long
RF
US
N
1
N
N
N
VOLT XCII LLC
N/A
VOLT XCII LLC, Series 2021-NPL1, Class A1
91835MAA9
246755.78000000
PA
USD
238693.75000000
0.029174347715
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
1.89249840
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-5A, Class C
30167FAE2
305000.00000000
PA
USD
307183.95000000
0.037545563593
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
6.51000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FBA4
200000.00000000
PA
USD
204184.10000000
0.024956405148
Long
DBT
CORP
FR
Y
2
2026-07-13
Fixed
5.89600000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1511, Class A1
3137FLYH1
603007.96000000
PA
USD
576893.31000000
0.070510794777
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
564127.88000000
PA
USD
549498.97000000
0.067162521098
Long
ABS-O
CORP
US
Y
2
2066-06-25
Variable
2.23899840
N
N
N
N
N
N
FHF Trust
N/A
FHF Trust, Series 2021-1A, Class A
30260WAA9
58091.11000000
PA
USD
56178.97000000
0.006866475578
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
1.27000000
N
N
N
N
N
N
JPMorgan Core Plus Bond Fund
JW89OQCNJOLWVS3KT374
JPMorgan Core Plus Bond Fund, Class R6
4812C0134
12126528.11100000
NS
USD
88038594.09000000
10.76051868306
Long
RF
US
N
1
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
084659BC4
184000.00000000
PA
USD
124292.32000000
0.015191630958
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2018-72, Class VB
3136B27G1
233304.19000000
PA
USD
223180.30000000
0.027278216021
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBJ9
2200000.00000000
PA
USD
1939609.36000000
0.237068787522
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SY5
259000.00000000
PA
USD
197275.04000000
0.024111945170
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
JPMorgan Emerging Markets Research Enhanced Equity Fund
549300RH6H0TG40PHS83
JPMorgan Emerging Markets Research Enhanced Equity Fund, Class R6
46645V626
854272.62900000
NS
USD
13249768.48000000
1.619453181290
Long
RF
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J27D2
475675.02000000
PA
USD
393679.30000000
0.048117459241
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
205000.00000000
PA
USD
193872.65000000
0.023696087994
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
5.15000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCB3
180000.00000000
PA
USD
160407.71000000
0.019605835124
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGA3
420000.00000000
PA
USD
417752.34000000
0.051059786971
Long
DBT
UST
US
N
2
2025-12-15
Fixed
4.00000000
N
N
N
N
N
N
Elara HGV Timeshare Issuer LLC
N/A
Elara HGV Timeshare Issuer LLC, Series 2021-A, Class B
28416LAB8
207179.19000000
PA
USD
190243.22000000
0.023252480849
Long
ABS-O
CORP
US
Y
2
2035-08-27
Fixed
1.74000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJC46
993354.76000000
PA
USD
1054598.61000000
0.128898333320
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
5.64000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBD9
60000.00000000
PA
USD
40011.01000000
0.004890346388
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.90000000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAB2
394000.00000000
PA
USD
356392.24000000
0.043560047688
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAF6
75000.00000000
PA
USD
70672.55000000
0.008637953644
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.85000000
N
N
N
N
N
N
Aligned Data Centers Issuer LLC
N/A
Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2
01627AAA6
635000.00000000
PA
USD
569106.69000000
0.069559075013
Long
ABS-O
CORP
US
Y
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
Sabra Health Care LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
160000.00000000
PA
USD
130878.44000000
0.015996619589
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.20000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JL2
120000.00000000
PA
USD
116135.07000000
0.014194610936
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45000000
N
N
N
N
N
N
Westgate Resorts LLC
N/A
Westgate Resorts LLC, Series 2022-1A, Class B
96034JAB2
181342.88000000
PA
USD
173030.25000000
0.021148625294
Long
ABS-O
CORP
US
Y
2
2036-08-20
Fixed
2.28800000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAM4
495000.00000000
PA
USD
455307.02000000
0.055649908382
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.87500000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2023-1A, Class C
23346KAE0
430000.00000000
PA
USD
425897.89000000
0.052055376960
Long
ABS-O
CORP
US
Y
2
2028-10-16
Fixed
5.55000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHT1
1710000.00000000
PA
USD
1707862.50000000
0.208743523557
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.87500000
N
N
N
N
N
N
TSMC Global Ltd.
549300N2ZLI21P85T117
TSMC Global Ltd.
872882AG0
280000.00000000
PA
USD
226612.40000000
0.027697704503
Long
DBT
CORP
VG
Y
2
2030-09-28
Fixed
1.37500000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FD5
270000.00000000
PA
USD
231452.31000000
0.028289262586
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
123958.33000000
PA
USD
116462.85000000
0.014234673852
Long
ABS-O
CORP
US
N
2
2025-10-07
Fixed
3.65000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLU1
150000.00000000
PA
USD
157015.53000000
0.019191225865
Long
DBT
CORP
US
N
2
2034-09-15
Variable
5.87200000
N
N
N
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAJ0
45000.00000000
PA
USD
46748.28000000
0.005713809330
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.55000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617XXAR0
541129.00000000
PA
USD
497923.73000000
0.060858736498
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3.50000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CN0
90000.00000000
PA
USD
84379.68000000
0.010313307845
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
105068.24000000
PA
USD
106072.20000000
0.012964676476
Long
ABS-MBS
USGSE
US
N
2
2041-08-25
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2002-W8, Class A1
31392DP89
279083.67000000
PA
USD
291520.31000000
0.035631074924
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
125000.00000000
PA
USD
77773.44000000
0.009505860047
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78000000
N
N
N
N
N
N
SCF Equipment Leasing LLC
N/A
SCF Equipment Leasing LLC, Series 2023-1A, Class C
784024AE1
325000.00000000
PA
USD
336852.95000000
0.041171857631
Long
ABS-O
CORP
US
Y
2
2033-08-22
Fixed
6.77000000
N
N
N
N
N
N
University of Miami
5493008ZSVWUNRYQE312
University of Miami, Series 2022
914453AA3
70000.00000000
PA
USD
59794.17000000
0.007308343460
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.06300000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2021-GT2, Class A
30259RAK1
550000.00000000
PA
USD
475843.12000000
0.058159933559
Long
ABS-O
CORP
US
Y
2
2026-10-25
Variable
3.84999840
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAY8
593000.00000000
PA
USD
475965.50000000
0.058174891457
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
191000.00000000
PA
USD
193512.01000000
0.023652008764
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.15000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAR1
369000.00000000
PA
USD
312150.94000000
0.038152654032
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LGEC2
986000.00000000
PA
USD
902839.00000000
0.110349512366
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.30000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PES7
65000.00000000
PA
USD
73617.98000000
0.008997958876
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.87500000
N
N
N
N
N
N
BHP Billiton Finance USA Ltd.
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd.
055451BD9
180000.00000000
PA
USD
186480.66000000
0.022792601889
Long
DBT
CORP
AU
N
2
2030-09-08
Fixed
5.25000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-10, Class A1
69360HAA9
202222.58000000
PA
USD
194664.53000000
0.023792875541
Long
ABS-O
CORP
US
Y
2
2026-10-25
Variable
2.48699880
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust, Series 2021-A, Class A
76042UAA1
1254000.00000000
PA
USD
1188546.09000000
0.145270066376
Long
ABS-O
CORP
US
Y
2
2031-12-22
Fixed
2.30000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBJ7
700000.00000000
PA
USD
683854.67000000
0.083584148850
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
136000.00000000
PA
USD
114710.87000000
0.014020538066
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
J M Smucker Co. (The)
5493000WDH6A0LHDJD55
J M Smucker Co. (The)
832696AX6
50000.00000000
PA
USD
54534.32000000
0.006665458203
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.20000000
N
N
N
N
N
N
JPMorgan High Yield Fund
15QB5UY3VV3GNSMNPX63
JPMorgan High Yield Fund, Class R6
4812C0126
9603965.76800000
NS
USD
61753499.89000000
7.547822590531
Long
RF
US
N
1
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HA8
71000.00000000
PA
USD
52391.91000000
0.006403602104
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LELV7
766705.05000000
PA
USD
678854.30000000
0.082972978541
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
1.58000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HL4
65000.00000000
PA
USD
50861.68000000
0.006216569716
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LGDR0
662705.14000000
PA
USD
609263.23000000
0.074467208808
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
3.45000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBG4
928000.00000000
PA
USD
760666.61000000
0.092972489543
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.87500000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust, Series 2014
12665VAA0
88795.17000000
PA
USD
79106.80000000
0.009668829996
Long
ABS-O
CORP
US
Y
2
2036-08-11
Fixed
4.16300000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust, Series 2020-A, Class A
05608TAA9
212619.54000000
PA
USD
195023.19000000
0.023836712765
Long
ABS-O
CORP
US
Y
2
2036-02-28
Fixed
1.55000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCW8
235000.00000000
PA
USD
243983.28000000
0.029820860611
Long
DBT
CORP
JP
N
2
2030-01-13
Fixed
5.71000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust, Series 2020-AA, Class C
038413AC4
250000.00000000
PA
USD
221212.88000000
0.027037748078
Long
ABS-O
CORP
US
Y
2
2046-07-17
Fixed
3.97000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62928CAA0
155000.00000000
PA
USD
134583.74000000
0.016449499945
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
VOLT XCIII LLC
N/A
VOLT XCIII LLC, Series 2021-NPL2, Class A1
92873CAA2
1063617.63000000
PA
USD
1028399.97000000
0.125696204093
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
1.89249840
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAU2
265000.00000000
PA
USD
201707.40000000
0.024653690448
Long
DBT
CORP
US
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SP4
8916000.00000000
PA
USD
4968232.01000000
0.607242243223
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAR2
916000.00000000
PA
USD
811429.77000000
0.099177017651
Long
DBT
CORP
KY
Y
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2016-2, Class AA
023765AA8
487663.50000000
PA
USD
443794.71000000
0.054242816094
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
Accelerated LLC
N/A
Accelerated LLC, Series 2021-1H, Class B
00439KAB2
196266.87000000
PA
USD
179515.28000000
0.021941258198
Long
ABS-O
CORP
US
Y
2
2040-10-20
Fixed
1.90000000
N
N
N
N
N
N
DataBank Issuer
N/A
DataBank Issuer, Series 2021-1A, Class A2
23802WAA9
405000.00000000
PA
USD
366412.69000000
0.044784797363
Long
ABS-O
CORP
US
Y
2
2051-02-27
Fixed
2.06000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140KNGC6
780730.31000000
PA
USD
702024.11000000
0.085804908968
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
MyMichigan Health
N/A
MyMichigan Health, Series 2020
597861AA1
40000.00000000
PA
USD
28631.65000000
0.003499503915
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
148000.00000000
PA
USD
125077.72000000
0.015287626487
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
235000.00000000
PA
USD
224673.02000000
0.027460663749
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
3.71800000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617XDPJ6
540846.17000000
PA
USD
536871.63000000
0.065619144248
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
5.00000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series C
842400GK3
121000.00000000
PA
USD
101568.35000000
0.012414193332
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFJ5
2182000.00000000
PA
USD
2095657.58000000
0.256141783907
Long
DBT
UST
US
N
2
2029-08-31
Fixed
3.12500000
N
N
N
N
N
N
Safehold GL Holdings LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
78646UAB5
299000.00000000
PA
USD
242301.24000000
0.029615273243
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.85000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAG8
65000.00000000
PA
USD
51165.86000000
0.006253748122
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
530000.00000000
PA
USD
526571.33000000
0.064360189903
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Phillips 66 Co.
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co.
718547AF9
194000.00000000
PA
USD
187039.36000000
0.022860889006
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.55000000
N
N
N
N
N
N
Empower Finance 2020 LP
N/A
Empower Finance 2020 LP
29248HAC7
285000.00000000
PA
USD
195786.23000000
0.023929975342
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.
817826AE0
100000.00000000
PA
USD
81273.23000000
0.009933621940
Long
DBT
CORP
US
Y
2
2031-02-10
Fixed
1.80000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GA46
130000.00000000
PA
USD
137936.17000000
0.016859250760
Long
DBT
CORP
US
N
2
2029-10-24
Variable
6.48400000
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-RN4, Class A1
69359QAA2
779583.83000000
PA
USD
764836.83000000
0.093482194755
Long
ABS-O
CORP
US
Y
2
2051-10-25
Variable
2.48709960
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBN9
187000.00000000
PA
USD
125066.36000000
0.015286238010
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77200000
N
N
N
N
N
N
Banner Health
PLD0E0WJKFN8IZJ2WD85
Banner Health
06654DAD9
246000.00000000
PA
USD
203924.87000000
0.024924720757
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
1.89700000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2021-B, Class C
12656QAC8
114115.61000000
PA
USD
113500.15000000
0.013872557793
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
250000.00000000
PA
USD
212734.38000000
0.026001463269
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-2, Class A1
69359UAA3
386448.46000000
PA
USD
382145.74000000
0.046707769671
Long
ABS-O
CORP
US
Y
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJF35
1000000.00000000
PA
USD
1019745.14000000
0.124638367347
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
4.83000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLH0
240000.00000000
PA
USD
240552.32000000
0.029401511466
Long
DBT
CORP
US
N
2
2034-04-25
Variable
5.28800000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654AW5
171000.00000000
PA
USD
127288.33000000
0.015557818332
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
2.80000000
N
N
N
N
N
N
JPMorgan Inflation Managed Bond ETF
5493005532K2IEO31Z97
JPMorgan Inflation Managed Bond ETF
46654Q104
674109.00000000
NS
USD
31356180.14000000
3.832509659129
Long
RF
US
N
1
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2022-2A, Class D
23345AAG8
235000.00000000
PA
USD
231553.73000000
0.028301658648
Long
ABS-O
CORP
US
Y
2
2028-03-15
Fixed
5.46000000
N
N
N
N
N
N
Rogers Communications, Inc.
5493000M6Z4XFIP6PF03
Rogers Communications, Inc.
775109CK5
100000.00000000
PA
USD
87208.53000000
0.010659064085
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HF3
191000.00000000
PA
USD
158672.39000000
0.019393735608
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.80000000
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAF9
301000.00000000
PA
USD
220102.50000000
0.026902031863
Long
DBT
CORP
CA
N
2
2051-03-30
Fixed
3.50000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAH4
171000.00000000
PA
USD
164935.38000000
0.020159229668
Long
DBT
CORP
KY
Y
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJZ6
518000.00000000
PA
USD
411333.50000000
0.050275244141
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBP9
279000.00000000
PA
USD
237089.31000000
0.028978245009
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AC2
995000.00000000
PA
USD
963746.83000000
0.117793972940
Long
DBT
CORP
CH
Y
2
2028-01-09
Fixed
4.28200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140M4M54
304131.21000000
PA
USD
270349.61000000
0.033043485751
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAT2
300000.00000000
PA
USD
310393.15000000
0.037937808119
Long
DBT
CORP
GB
N
2
2029-01-10
Variable
6.53400000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617UXCZ3
59480.76000000
PA
USD
57048.52000000
0.006972756342
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
4.00000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBD6
205000.00000000
PA
USD
171652.78000000
0.020980263999
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Q5
53000.00000000
PA
USD
40097.47000000
0.004900913963
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.06800000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
3618BJGA4
483661.06000000
PA
USD
481975.94000000
0.058909517590
Long
ABS-MBS
USGA
US
N
2
2063-06-20
Fixed
5.50000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2021-SFR2, Class E1
33767TAJ9
780000.00000000
PA
USD
687335.53000000
0.084009597024
Long
ABS-O
CORP
US
Y
2
2038-09-17
Fixed
2.25800000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MBD6
160000.00000000
PA
USD
163414.08000000
0.019973288750
Long
DBT
CORP
IE
N
2
2027-01-15
Fixed
6.10000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
203000.00000000
PA
USD
183998.08000000
0.022489168505
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LG4Q6
496203.31000000
PA
USD
467824.26000000
0.057179828257
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
3.61000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLG2
290000.00000000
PA
USD
291793.99000000
0.035664525467
Long
DBT
CORP
US
N
2
2029-04-25
Variable
5.20200000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
54.00000000
NC
USD
53064.06000000
0.006485755649
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 5 Year Note
2024-03-28
5868703.15000000
USD
53064.06000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J2WN2
957151.41000000
PA
USD
806553.81000000
0.098581053356
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
1.56000000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AG4
226000.00000000
PA
USD
219084.09000000
0.026777556683
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.70000000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AX7
205000.00000000
PA
USD
153017.47000000
0.018702562913
Long
DBT
CORP
US
N
2
2050-03-12
Fixed
3.35000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-H14, Class YD
38382YFS7
773269.27240000
PA
USD
718187.60000000
0.087780491813
Long
ABS-MBS
USGA
US
N
2
2071-06-20
Variable
7.73114040
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCQ6
90000.00000000
PA
USD
90025.08000000
0.011003316957
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
PNM Energy Transition Bond Co. I LLC
N/A
PNM Energy Transition Bond Co. I LLC, Series A-2
69380MAB2
190000.00000000
PA
USD
207257.07000000
0.025331998960
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
6.02800000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBE0
418000.00000000
PA
USD
374961.65000000
0.045829694146
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KGX1, Class BFX
30305QAG6
435000.00000000
PA
USD
391807.63000000
0.047888694343
Long
ABS-MBS
USGSE
US
Y
2
2027-10-25
Variable
3.59486640
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2020-1A, Class A
12327FAA5
238406.82000000
PA
USD
227819.17000000
0.027845201987
Long
ABS-O
CORP
US
Y
3
2035-11-15
Fixed
2.98100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSDS7
265000.00000000
PA
USD
256078.20000000
0.031299162417
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
4.03000000
N
N
N
N
N
N
FNMA/FHLMC
N/A
FNMA/FHLMC UMBS, Single Family, 30 Year
01F022618
230000.00000000
PA
USD
195643.75000000
0.023912560722
Long
ABS-MBS
USGSE
US
N
2
2054-01-25
Fixed
2.50000000
N
N
N
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480AJ9
242000.00000000
PA
USD
184713.06000000
0.022576556948
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AD0
45000.00000000
PA
USD
52590.87000000
0.006427919993
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283W8
470000.00000000
PA
USD
449272.27000000
0.054912310959
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617UA5Y4
730871.42000000
PA
USD
688153.01000000
0.084109513531
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKPN7
925000.00000000
PA
USD
910576.58000000
0.111295238216
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
4.31000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NEF4
400000.00000000
PA
USD
413592.22000000
0.050551316232
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.35000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617XRCV2
736361.28000000
PA
USD
685310.01000000
0.083762027807
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.50000000
N
N
N
N
N
N
Bon Secours Mercy Health, Inc.
5493006NA7JSVYYYF398
Bon Secours Mercy Health, Inc., Series 20-2
09778PAC9
150000.00000000
PA
USD
105945.92000000
0.012949241901
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
1694823.73000000
PA
USD
1556832.94000000
0.190283932977
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.00000000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13648TAF4
143000.00000000
PA
USD
129760.05000000
0.015859924352
Long
DBT
CORP
CA
N
2
2048-05-01
Fixed
4.70000000
N
N
N
N
N
N
Regional Management Issuance Trust
N/A
Regional Management Issuance Trust, Series 2021-1, Class A
75907VAA5
770000.00000000
PA
USD
737530.41000000
0.090144667099
Long
ABS-O
CORP
US
Y
2
2031-03-17
Fixed
1.68000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust, Series 2021-1A, Class C
25273CAC4
157445.38000000
PA
USD
145458.59000000
0.017778678674
Long
ABS-O
CORP
US
Y
2
2033-11-21
Fixed
2.70000000
N
N
N
N
N
N
Bank of Ireland Group plc
635400C8EK6DRI12LJ39
Bank of Ireland Group plc
06279JAB5
200000.00000000
PA
USD
182360.70000000
0.022289039706
Long
DBT
CORP
IE
Y
2
2027-09-30
Variable
2.02900000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K727, Class X1
3137FARG5
31932638.43000000
PA
USD
62824.27000000
0.007678697485
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Variable
0.60163200
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LU3
328000.00000000
PA
USD
282887.58000000
0.034575939350
Long
DBT
CORP
US
N
2
2039-01-24
Variable
3.87800000
N
N
N
N
N
N
Union Electric Co.
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CU4
124000.00000000
PA
USD
102002.89000000
0.012467304991
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.90000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CA1
155000.00000000
PA
USD
145857.08000000
0.017827384121
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.45000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding LLC, Series 2021-A, Class B
62919TAC0
273586.55000000
PA
USD
270639.53000000
0.033078921228
Long
ABS-O
CORP
US
Y
2
2027-12-15
Fixed
1.85000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DBC3
200000.00000000
PA
USD
203273.20000000
0.024845070380
Long
DBT
CORP
NL
Y
2
2026-10-13
Variable
6.57500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LGZJ4
920000.00000000
PA
USD
903239.60000000
0.110398475708
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.97000000
N
N
N
N
N
N
Jersey Central Power & Light Co.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co.
476556DC6
182000.00000000
PA
USD
178027.07000000
0.021759361705
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
394000.00000000
PA
USD
306178.61000000
0.037422685894
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
130000.00000000
PA
USD
97093.66000000
0.011867274270
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.62600000
N
N
N
N
N
N
Pfizer Investment Enterprises Pte. Ltd.
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte. Ltd.
716973AG7
195000.00000000
PA
USD
199072.40000000
0.024331627527
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.30000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR2, Class D
74333DAG9
1775000.00000000
PA
USD
1603195.80000000
0.195950634342
Long
ABS-O
CORP
US
Y
2
2038-04-19
Fixed
2.19700000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CJ3
225000.00000000
PA
USD
196870.81000000
0.024062538152
Long
DBT
CORP
US
N
2
2052-04-13
Fixed
3.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHSL5
580000.00000000
PA
USD
551201.50000000
0.067370612856
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.81000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust, Series 2021-R1, Class A1
89179TAA2
1412788.67340000
PA
USD
1215289.72000000
0.148538807014
Long
ABS-MBS
CORP
US
Y
2
2060-11-30
Variable
2.91808080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LF5T7
500000.00000000
PA
USD
457664.37000000
0.055938035527
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.41000000
N
N
N
N
N
N
CenterPoint Energy Resources Corp.
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp.
15189YAF3
176000.00000000
PA
USD
146129.13000000
0.017860635437
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833PD6
350000.00000000
PA
USD
306179.08000000
0.037422743340
Long
DBT
UST
US
N
2
2027-05-15
None
0.00000000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882926AA6
104000.00000000
PA
USD
106532.51000000
0.013020937874
Long
DBT
CORP
US
N
2
2063-05-18
Fixed
5.05000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAQ5
170000.00000000
PA
USD
183605.54000000
0.022441190297
Long
DBT
CORP
US
N
2
2029-10-30
Variable
7.16100000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AK6
345000.00000000
PA
USD
337277.84000000
0.041223789818
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.40000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
3618BJF98
476025.37000000
PA
USD
480726.60000000
0.058756816987
Long
ABS-MBS
USGA
US
N
2
2063-06-20
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
1299000.00000000
PA
USD
1189599.84000000
0.145398860988
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Foundation Finance Trust
N/A
Foundation Finance Trust, Series 2023-2A, Class A
35042RAA4
459439.22000000
PA
USD
468272.63000000
0.057234630288
Long
ABS-O
CORP
US
Y
2
2049-06-15
Fixed
6.53000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners I LLC
N/A
Pretium Mortgage Credit Partners I LLC, Series 2021-NPL4, Class A1
741391AB2
568028.16260000
PA
USD
553566.22000000
0.067659640799
Long
ABS-O
CORP
US
Y
2
2060-10-27
Variable
2.36329920
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133APKA6
414580.89000000
PA
USD
366904.25000000
0.044844878292
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CH1
9000.00000000
PA
USD
9620.96000000
0.001175922002
Long
DBT
CORP
US
N
2
2043-02-10
Fixed
5.62500000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust, Series 2021-3, Class D
43730XAD6
431751.72000000
PA
USD
370346.00000000
0.045265546245
Long
ABS-O
CORP
US
Y
2
2041-01-17
Fixed
2.99900000
N
N
N
N
N
N
Jpmorgan Betabuilders Emerging Markets Equity ETF
549300WEJ5UQZ8KRFS08
JPMorgan BetaBuilders Emerging Markets Equity ETF
46654Q807
276636.00000000
NS
USD
13718379.24000000
1.676729139523
Long
RF
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKP3
190000.00000000
PA
USD
185686.81000000
0.022695573559
Long
DBT
CORP
US
N
2
2028-04-27
Variable
4.37600000
N
N
N
N
N
N
JPMorgan U.S. Government Money Market Fund
8I5DZWZKVSZI1NUHU748
JPMorgan U.S. Government Money Market Fund, Class IM
4812C2270
49260966.08000000
NS
USD
49260966.08000000
6.020922429859
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
279549.62000000
PA
USD
253608.17000000
0.030997262958
Long
ABS-O
CORP
US
N
2
2028-05-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H11, Class FC
38376RBB1
358839.47000000
PA
USD
355644.90000000
0.043468704044
Long
ABS-MBS
USGA
US
N
2
2065-05-20
Floating
5.98718880
N
N
N
N
N
N
Texas Natural Gas Securitization Finance Corp.
N/A
Texas Natural Gas Securitization Finance Corp., Winter Storm URI, Series 2023A-2
88258MAB1
110000.00000000
PA
USD
113672.71000000
0.013893648942
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
5.16900000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCV1
1304000.00000000
PA
USD
1151289.37000000
0.140716363130
Long
DBT
UST
US
N
2
2028-08-31
Fixed
1.12500000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust, Series 2021-AA, Class A
56848DAA7
850000.00000000
PA
USD
773614.75000000
0.094555076178
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
700792.83000000
PA
USD
675853.65000000
0.082606224043
Long
ABS-O
CORP
US
Y
2
2051-04-25
Variable
2.23949880
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2U4
400000.00000000
PA
USD
368453.50000000
0.045034235400
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345YAH9
95000.00000000
PA
USD
101895.40000000
0.012454167024
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd.
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAE0
186624.00000000
PA
USD
153498.24000000
0.018761325034
Long
DBT
CORP
JE
Y
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513EAD3
322000.00000000
PA
USD
278186.70000000
0.034001374211
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.25000000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2021-2A, Class B
82652RAB5
126910.26000000
PA
USD
119081.65000000
0.014554756727
Long
ABS-O
CORP
US
Y
2
2038-09-20
Fixed
1.80000000
N
N
N
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26078JAE0
170000.00000000
PA
USD
174364.35000000
0.021311685690
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.31900000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust, Series 2021-1A, Class A
52607BAA1
202934.74000000
PA
USD
196400.16000000
0.024005012947
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
1.46000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SS8
1102000.00000000
PA
USD
656550.94000000
0.080246949980
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEC1
374000.00000000
PA
USD
350595.78000000
0.042851575265
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
ANZ New Zealand Int'l Ltd.
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd.
00182EBU2
200000.00000000
PA
USD
204475.65000000
0.024992039852
Long
DBT
CORP
NZ
Y
2
2028-08-14
Fixed
5.35500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617F2PL5
255271.92000000
PA
USD
254025.64000000
0.031048288235
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
5.00000000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAP2
130000.00000000
PA
USD
133610.24000000
0.016330513891
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
5.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617NS4K4
494081.57000000
PA
USD
459830.79000000
0.056202826248
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133BAZA2
189854.29000000
PA
USD
181965.52000000
0.022240738824
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
VCAT LLC
N/A
VCAT LLC, Series 2021-NPL1, Class A1
91790CAA4
118961.09000000
PA
USD
118427.79000000
0.014474838677
Long
ABS-O
CORP
US
Y
2
2050-12-26
Variable
5.28909840
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RBT3
115000.00000000
PA
USD
122151.84000000
0.014930010753
Long
DBT
CORP
US
N
2
2029-10-25
Variable
6.31700000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAU4
50000.00000000
PA
USD
38014.97000000
0.004646380364
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
1.90000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3G6
165000.00000000
PA
USD
173897.10000000
0.021254576050
Long
DBT
CORP
US
N
2
2029-10-23
Variable
6.30300000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CE7
735000.00000000
PA
USD
688929.13000000
0.084204374811
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
2.12900000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
59000.00000000
PA
USD
47810.90000000
0.005843688078
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR3, Class E2
001807AF3
165000.00000000
PA
USD
153877.37000000
0.018807664205
Long
ABS-O
CORP
US
Y
2
2037-09-17
Fixed
2.75600000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BJ0
209000.00000000
PA
USD
175550.17000000
0.021456622559
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
3.85000000
N
N
N
N
N
N
Elara HGV Timeshare Issuer LLC
N/A
Elara HGV Timeshare Issuer LLC, Series 2021-A, Class C
28416LAC6
97496.11000000
PA
USD
88956.79000000
0.010872745194
Long
ABS-O
CORP
US
Y
2
2035-08-27
Fixed
2.09000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR2, Class E2
00179VAF3
255000.00000000
PA
USD
226788.94000000
0.027719282108
Long
ABS-O
CORP
US
Y
2
2038-08-17
Fixed
2.57700000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust, Series 2021-1A, Class A
67571AAA3
91579.78000000
PA
USD
90200.71000000
0.011024783337
Long
ABS-O
CORP
US
Y
2
2027-03-22
Fixed
0.93000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133KKVR7
216694.87000000
PA
USD
192289.98000000
0.023502646126
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
344185.20000000
PA
USD
310439.05000000
0.037943418247
Long
ABS-O
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAC6
100000.00000000
PA
USD
82272.49000000
0.010055756511
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
2.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJM29
359476.94000000
PA
USD
364585.52000000
0.044561471478
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
4.86000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CCA1
120000.00000000
PA
USD
129964.31000000
0.015884890034
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
6.10000000
N
N
N
N
N
N
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
549300UUJZT2ZWE64W88
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
46641Q878
9189.00000000
NS
USD
421912.94000000
0.051568316377
Long
RF
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617UXC59
144977.18000000
PA
USD
139721.00000000
0.017077401637
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
1079900.00000000
PA
USD
896570.11000000
0.109583297178
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
Massachusetts Electric Co.
549300XN8GZY5U5O1B96
Massachusetts Electric Co.
575634AT7
98000.00000000
PA
USD
75450.60000000
0.009221950888
Long
DBT
CORP
US
Y
2
2046-08-15
Fixed
4.00400000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLS6
300000.00000000
PA
USD
309682.16000000
0.037850907354
Long
DBT
CORP
US
N
2
2029-09-15
Variable
5.81900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHSH4
655000.00000000
PA
USD
637667.10000000
0.077938872309
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
4.12000000
N
N
N
N
N
N
JPMorgan BetaBuilders International Equity ETF
549300BU8GZGI7U5FB20
JPMorgan BetaBuilders International Equity ETF
46641Q373
1676482.00000000
NS
USD
95442120.26000000
11.66541479705
Long
RF
US
N
1
N
N
N
VOLT XCIX LLC
N/A
VOLT XCIX LLC, Series 2021-NPL8, Class A1
92872VAA1
427002.12000000
PA
USD
412339.81000000
0.050398240398
Long
ABS-O
CORP
US
Y
2
2051-04-25
Variable
2.11569840
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAL1
100000.00000000
PA
USD
79964.68000000
0.009773684393
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
3.11200000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGM7
1090000.00000000
PA
USD
1057001.95000000
0.129192081593
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2015-K48, Class C
30293HAG0
35000.00000000
PA
USD
33868.48000000
0.004139575552
Long
ABS-MBS
USGSE
US
Y
2
2048-08-25
Variable
3.64600800
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2022-1A, Class A
12327AAA6
321226.91000000
PA
USD
304639.52000000
0.037234570593
Long
ABS-O
CORP
US
Y
3
2037-06-15
Fixed
4.45500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617MKP78
1228798.66000000
PA
USD
1052536.70000000
0.128646316334
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K728, Class C
30305GAU7
185000.00000000
PA
USD
181064.62000000
0.022130626306
Long
ABS-MBS
USGSE
US
Y
2
2050-11-25
Variable
3.72316680
N
N
N
N
N
N
Consumers 2023 Securitization Funding LLC
N/A
Consumers 2023 Securitization Funding LLC, Series A2
21071BAB1
405000.00000000
PA
USD
414201.53000000
0.050625789157
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
5.21000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2022-SFR1, Class E1
33768NAJ1
255000.00000000
PA
USD
237654.16000000
0.029047283810
Long
ABS-O
CORP
US
Y
2
2039-05-19
Fixed
5.00000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2L4
111000.00000000
PA
USD
106919.52000000
0.013068240178
Long
DBT
CORP
US
Y
2
2025-01-14
Fixed
2.50000000
N
N
N
N
N
N
Kellanova
LONOZNOJYIBXOHXWDB86
Kellanova
487836BZ0
112000.00000000
PA
USD
114826.09000000
0.014034620833
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.25000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR2, Class E1
00178UAE9
315000.00000000
PA
USD
302996.42000000
0.037033742667
Long
ABS-O
CORP
US
Y
2
2037-07-17
Fixed
4.02800000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2S0
210000.00000000
PA
USD
213989.81000000
0.026154908222
Long
DBT
CORP
CA
N
2
2026-07-17
Fixed
5.53200000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2L4
250000.00000000
PA
USD
255505.37000000
0.031229148260
Long
DBT
CORP
CH
N
2
2025-01-09
Fixed
7.95000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7V96
883668.99000000
PA
USD
802425.03000000
0.098076413149
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
197000.00000000
PA
USD
162074.09000000
0.019809508449
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-3, Class M55D
35563PLQ0
347803.50000000
PA
USD
323086.98000000
0.039489311710
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
4.00000000
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BC3
138000.00000000
PA
USD
120111.46000000
0.014680625272
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LJZP8
1155000.00000000
PA
USD
1042112.83000000
0.127372258643
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.14000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3H4
110000.00000000
PA
USD
119667.66000000
0.014626381810
Long
DBT
CORP
US
N
2
2034-10-23
Variable
6.49100000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2020-P1, Class C
14687AAR9
375000.00000000
PA
USD
341244.08000000
0.041708563571
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
336035.36000000
PA
USD
302570.65000000
0.036981702921
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
316604.29000000
PA
USD
310300.60000000
0.037926496193
Long
ABS-MBS
CORP
US
Y
2
2066-10-25
Variable
1.89200160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LEXU6
600000.00000000
PA
USD
519775.89000000
0.063529617131
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
1.95000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAW5
150000.00000000
PA
USD
136948.28000000
0.016738505888
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
187000.00000000
PA
USD
173350.74000000
0.021187797190
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.64000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7VT2
222208.42000000
PA
USD
202053.15000000
0.024695949748
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3.00000000
N
N
N
N
N
N
HF Sinclair Corp.
N/A
HF Sinclair Corp.
403949AB6
97000.00000000
PA
USD
97968.50000000
0.011974201604
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.87500000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EY5
165000.00000000
PA
USD
115393.29000000
0.014103946863
Long
DBT
CORP
AU
N
2
2041-11-18
Fixed
3.13300000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Lendingpoint Asset Securitization Trust
N/A
Lendingpoint Asset Securitization Trust, Series 2021-B, Class B
52607HAB6
1874.62000000
PA
USD
1874.62000000
0.000229125461
Long
ABS-O
CORP
US
Y
2
2029-02-15
Fixed
1.68000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2002-W3, Class A4
31392CT61
547304.84000000
PA
USD
557446.13000000
0.068133862866
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
6.50000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CQ3
110000.00000000
PA
USD
89135.76000000
0.010894619805
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
3.62500000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BM6
149000.00000000
PA
USD
145790.65000000
0.017819264714
Long
DBT
CORP
US
N
2
2034-01-24
Variable
5.06800000
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
300000.00000000
PA
USD
197750.98000000
0.024170116945
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.12900000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TA6
1440000.00000000
PA
USD
1001475.00000000
0.122405299170
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust, Series 2021-OVA, Class A
78449RAA3
725000.00000000
PA
USD
598945.63000000
0.073206139970
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Fixed
2.58540000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J2ZN9
338490.50000000
PA
USD
290549.61000000
0.035512431100
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
380000.00000000
PA
USD
297787.60000000
0.036397094552
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
2.10000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAB4
72000.00000000
PA
USD
45266.07000000
0.005532646187
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.65000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BQ7
250000.00000000
PA
USD
181022.84000000
0.022125519745
Long
DBT
CORP
AU
Y
2
2041-03-11
Fixed
3.30500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2018-1, Class M60C
35563PEL9
347427.76000000
PA
USD
322402.36000000
0.039405634018
Long
ABS-MBS
USGSE
US
N
2
2057-05-25
Fixed
3.50000000
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VBE0
65000.00000000
PA
USD
67275.03000000
0.008222691703
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.80000000
N
N
N
N
N
N
PG&E Recovery Funding LLC
N/A
PG&E Recovery Funding LLC, Series A-3
71710TAF5
145000.00000000
PA
USD
149948.34000000
0.018327438446
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
5.53600000
N
N
N
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AC5
386000.00000000
PA
USD
316427.77000000
0.038675389652
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RBU0
100000.00000000
PA
USD
110768.46000000
0.013538676936
Long
DBT
CORP
US
N
2
2034-10-25
Variable
6.47400000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAQ8
200000.00000000
PA
USD
181813.78000000
0.022222192400
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.67300000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-FNT1, Class A
64830YAC1
230842.79000000
PA
USD
215419.77000000
0.026329685108
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
6836000.00000000
PA
USD
4363290.63000000
0.533303272605
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-2, Class M55D
35563PKL2
494434.24000000
PA
USD
461863.83000000
0.056451314598
Long
ABS-MBS
USGSE
US
N
2
2058-08-25
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140MJLM5
284225.67000000
PA
USD
251518.55000000
0.030741859117
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
JPMorgan BetaBuilders U.S. Small Cap Equity ETF
549300LKK9I7ORHNOS29
JPMorgan BetaBuilders U.S. Small Cap Equity ETF
46641Q290
359894.00000000
NS
USD
22126463.07000000
2.704407330852
Long
RF
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJDX1
993285.82000000
PA
USD
1019849.74000000
0.124651152084
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
5.35000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BV0
90000.00000000
PA
USD
86644.68000000
0.010590147509
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CM5
903000.00000000
PA
USD
851426.25000000
0.104065588110
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2021-1A, Class A
12327BAA4
362746.94100000
PA
USD
335551.80000000
0.041012824549
Long
ABS-O
CORP
US
Y
3
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
330044.31000000
PA
USD
314575.56000000
0.038449003253
Long
ABS-O
CORP
US
Y
2
2025-12-25
Fixed
3.84400000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFG5
125000.00000000
PA
USD
126859.75000000
0.015505435134
Long
DBT
CORP
US
N
2
2034-07-21
Variable
5.42400000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust, Series 2017-GM, Class A
056083AA6
400000.00000000
PA
USD
371742.36000000
0.045436216370
Long
ABS-MBS
CORP
US
Y
2
2039-06-13
Fixed
3.37900000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA, Series XR
46115HBJ5
300000.00000000
PA
USD
294514.74000000
0.035997069182
Long
DBT
CORP
IT
Y
2
2024-09-23
Fixed
3.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3618BQP91
533540.85000000
PA
USD
542426.00000000
0.066298027217
Long
ABS-MBS
USGA
US
N
2
2053-09-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J2H58
667503.69000000
PA
USD
556628.11000000
0.068033880357
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
1.45000000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
225000.00000000
PA
USD
181865.29000000
0.022228488211
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
230000.00000000
PA
USD
204995.23000000
0.025055545526
Long
ABS-O
CORP
US
Y
2
2035-09-14
Fixed
3.45000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAN2
140000.00000000
PA
USD
142465.82000000
0.017412887309
Long
DBT
CORP
US
N
2
2027-06-08
Variable
6.04700000
N
N
N
N
N
N
Fortis, Inc.
549300MQYQ9Y065XPR71
Fortis, Inc.
349553AM9
251000.00000000
PA
USD
238264.34000000
0.029121863071
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.05500000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAQ0
220000.00000000
PA
USD
181492.52000000
0.022182926391
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368LWU6
150000.00000000
PA
USD
155448.16000000
0.018999654040
Long
DBT
CORP
CA
N
2
2028-09-25
Fixed
5.71700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617UXCF7
181717.93000000
PA
USD
167997.28000000
0.020533470449
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
182878.98000000
0.022352386488
Long
DBT
CORP
IT
Y
2
2027-06-03
Variable
1.98200000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617M2LH0
646106.31000000
PA
USD
594132.14000000
0.072617811072
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
3.00000000
N
N
N
N
N
N
Northwestern Mutual Global Funding
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2D0
150000.00000000
PA
USD
131651.42000000
0.016091097083
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
1.70000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132XFJB5
580000.00000000
PA
USD
513354.20000000
0.062744725960
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
1.80000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAX5
200000.00000000
PA
USD
203952.21000000
0.024928062389
Long
DBT
CORP
SE
Y
2
2026-09-12
Fixed
6.13600000
N
N
N
N
N
N
JPMorgan BetaBuilders MSCI US REIT ETF
549300UDD0DL9T2E4I67
JPMorgan BetaBuilders MSCI US REIT ETF
46641Q738
89569.00000000
NS
USD
8002990.15000000
0.978165609294
Long
RF
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGH8
1365000.00000000
PA
USD
1343458.59000000
0.164204249364
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EQ2
50000.00000000
PA
USD
34618.75000000
0.004231277316
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.96300000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
2024-01-30
JPMorgan Trust I
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer