0001752724-24-045057.txt : 20240228
0001752724-24-045057.hdr.sgml : 20240228
20240228103837
ACCESSION NUMBER: 0001752724-24-045057
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: 24691479
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
S000037366
JPMorgan SmartRetirement* Blend 2030 Fund
C000115340
Class I
JRBEX
C000115341
Class R2
JRBRX
C000115342
Class R5
JRBBX
C000115343
Class R6
JRBYX
C000186791
Class R3
JUTPX
C000186792
Class R4
JUTUX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001217286
XXXXXXXX
S000037366
C000186791
C000115341
C000115340
C000115343
C000186792
C000115342
JPMorgan Trust I
811-21295
0001217286
549300DM5WZMCZZ70R78
277 Park Avenue
New York
10172
800-480-4111
JPMorgan SmartRetirement Blend 2030 Fund
S000037366
549300ZJ70OCP0S63D59
2024-06-30
2023-12-31
N
2459612285.27
68924132.76
2390688152.51
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2845373.44000000
0.00000000
0.00000000
818353.97000000
N
30.16% 1TRUSD0, 29.81% SP500GRUSD0, 16.4% EAFERNRUSD0, 6.68% 5273TRUSD0, 5.47% EMGLRNRUSD0, 4.24% SP400GRUSD0, 3.65% RU2000GRUSD0, 1.2% 63TRUSD0, 1.2% RMZGRUSD0, 1.19% EMBIGDTRUSD0
IBXUSD002740
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
1354000.00000000
PA
USD
1107265.24000000
0.046315753848
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LG3M2
573219.34000000
PA
USD
559822.46000000
0.023416791496
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
4.25500000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BT5
968000.00000000
PA
USD
972719.14000000
0.040687830362
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
922575.51000000
PA
USD
835818.67000000
0.034961426028
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
380000.00000000
PA
USD
353553.14000000
0.014788760283
Long
ABS-O
CORP
US
Y
2
2027-10-17
Fixed
1.49500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133ABUR9
425880.78000000
PA
USD
368622.40000000
0.015419091762
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBR5
200000.00000000
PA
USD
207879.41000000
0.008695379603
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.70000000
N
N
N
N
N
N
Public Service Co. of Oklahoma
F3TJNSIZRGXRH8GEIK79
Public Service Co. of Oklahoma, Series K
744533BP4
90000.00000000
PA
USD
61413.22000000
0.002568851145
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.15000000
N
N
N
N
N
N
New York Life Insurance Co.
TAE73CY392TBWJ3O3305
New York Life Insurance Co.
64952GAT5
538000.00000000
PA
USD
430215.62000000
0.017995472121
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
898006.36000000
PA
USD
782374.30000000
0.032725903593
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
1922907.50000000
PA
USD
1789606.86000000
0.074857394433
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
491448.56000000
PA
USD
464229.10000000
0.019418220628
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QM6G4
795292.96000000
PA
USD
703822.83000000
0.029440177266
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-FNT2, Class A
62955WAA2
830147.87000000
PA
USD
770659.81000000
0.032235898654
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
345000.00000000
PA
USD
328882.03000000
0.013756793400
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2020-54, Class MA
3136BBFW7
401580.08000000
PA
USD
332207.28000000
0.013895885151
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Fixed
1.50000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AY2
1065000.00000000
PA
USD
818509.51000000
0.034237401860
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LAE43
280635.30000000
PA
USD
233243.31000000
0.009756325171
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
1.27500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617XVVU4
1007439.70000000
PA
USD
941643.39000000
0.039387964047
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
1064493.00000000
PA
USD
1037350.34000000
0.043391286266
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
906622.78000000
PA
USD
843776.69000000
0.035294301731
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
1511141.92000000
PA
USD
1450862.14000000
0.060688054963
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
725000.00000000
PA
USD
672386.75000000
0.028125238722
Long
ABS-O
CORP
US
Y
2
2037-11-17
Fixed
2.00600000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBM6
55000.00000000
PA
USD
56551.42000000
0.002365487106
Long
DBT
CORP
US
N
2
2053-05-17
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140MPSD4
414542.29000000
PA
USD
424131.06000000
0.017740961302
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
204000.00000000
PA
USD
146985.98000000
0.006148270733
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
SCE Recovery Funding LLC
N/A
SCE Recovery Funding LLC, Series A-2
78433LAH9
85000.00000000
PA
USD
83938.50000000
0.003511060190
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
5.11200000
N
N
N
N
N
N
VMware LLC
549300BUDHS3LRWBE814
VMware LLC
928563AF2
364000.00000000
PA
USD
359049.48000000
0.015018666471
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
315000.00000000
PA
USD
283192.85000000
0.011845662501
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
275000.00000000
PA
USD
213653.66000000
0.008936910478
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
346000.00000000
PA
USD
254346.44000000
0.010639047160
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73400000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAG1
505000.00000000
PA
USD
411897.04000000
0.017229224964
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
180000.00000000
PA
USD
147334.98000000
0.006162869040
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
200000.00000000
PA
USD
202534.04000000
0.008471788333
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
484411.63000000
PA
USD
445441.73000000
0.018632364473
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
300000.00000000
PA
USD
306320.49000000
0.012813067638
Long
DBT
CORP
US
N
2
2029-07-25
Variable
5.57400000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
3618BW3V3
478706.14000000
PA
USD
477038.28000000
0.019954015311
Long
ABS-MBS
USGA
US
N
2
2063-06-20
Fixed
5.50000000
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081GM3
160000.00000000
PA
USD
167258.06000000
0.006996230764
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617Y4GC0
521421.59000000
PA
USD
517100.80000000
0.021629788873
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LH6E5
848125.00000000
PA
USD
854499.15000000
0.035742811085
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
4.57000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LH4F4
1178000.00000000
PA
USD
1218863.65000000
0.050983799318
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
5.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LAQA6
970466.99000000
PA
USD
811331.71000000
0.033937161948
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
1402268.59000000
PA
USD
1268668.49000000
0.053067083997
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
375000.00000000
PA
USD
359318.81000000
0.015029932265
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
195000.00000000
PA
USD
205182.42000000
0.008582567315
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
140000.00000000
PA
USD
135448.71000000
0.005665678723
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
Tucson Electric Power Co.
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co.
898813AV2
305000.00000000
PA
USD
310717.11000000
0.012996973681
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LLYV1
565000.00000000
PA
USD
515307.97000000
0.021554796657
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.33000000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587DT1
140000.00000000
PA
USD
147213.26000000
0.006157777619
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.70000000
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
25709.65400000
PA
USD
25313.56000000
0.001058839898
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
722966.02000000
PA
USD
733981.47000000
0.030701681824
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
5.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKJ7
125000.00000000
PA
USD
115791.93000000
0.004843456051
Long
DBT
CORP
US
N
2
2028-02-04
Variable
2.55100000
N
N
N
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
-53.00000000
NC
USD
-472077.89000000
-0.01974652735
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
S&P 500 E-Mini Index
US78378X1072
2024-03-15
-12769687.50000000
USD
-472077.89000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2022-93, Class JZ
38383R3V7
461693.82570000
PA
USD
349322.72000000
0.014611806212
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
4.50000000
N
N
N
N
N
N
VCAT LLC
N/A
VCAT LLC, Series 2021-NPL2, Class A1
91822YAA8
274235.45000000
PA
USD
271629.86000000
0.011361994650
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
197570.64000000
PA
USD
194823.39000000
0.008149259860
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
102000.00000000
PA
USD
80202.56000000
0.003354789704
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHBP4
500000.00000000
PA
USD
477754.69000000
0.019983981996
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.91000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AJ9
525000.00000000
PA
USD
460503.13000000
0.019262367177
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.00000040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L54D9
459542.87000000
PA
USD
456544.13000000
0.019096766323
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
4.34000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBV6
200000.00000000
PA
USD
163916.03000000
0.006856437123
Long
DBT
CORP
GB
N
2
2032-11-24
Variable
2.89400000
N
N
N
N
N
N
JetBlue Pass-Through Trust
N/A
JetBlue Pass-Through Trust, Series 2020-1, Class B
477164AB3
309142.86000000
PA
USD
315691.90000000
0.013205063975
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
959180.49000000
PA
USD
881365.15000000
0.036866587935
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
3.00000000
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939UAD8
236000.00000000
PA
USD
208595.02000000
0.008725312825
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.37500000
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E Wildfire Recovery Funding LLC, Series A-2
693342AB3
130000.00000000
PA
USD
123152.45000000
0.005151338951
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
725974.48000000
PA
USD
619770.67000000
0.025924362796
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
630000.00000000
PA
USD
593741.47000000
0.024835588421
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
160000.00000000
PA
USD
104537.97000000
0.004372714604
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
221000.00000000
PA
USD
223331.63000000
0.009341729901
Long
DBT
CORP
IE
Y
2
2026-09-16
Variable
6.25300000
N
N
N
N
N
N
MidAmerican Energy Co.
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co.
595620AY1
120000.00000000
PA
USD
132756.41000000
0.005553062613
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.85000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCP8
230000.00000000
PA
USD
228953.68000000
0.009576894408
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.90000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCY5
380000.00000000
PA
USD
307800.18000000
0.012874961532
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
205000.00000000
PA
USD
205932.25000000
0.008613931925
Long
DBT
CORP
US
N
2
2029-02-01
Variable
5.12300000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2020-4, Class C
14316HAF9
290000.00000000
PA
USD
277631.67000000
0.011613044123
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
1.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140NMGY7
1040164.81000000
PA
USD
1029044.09000000
0.043043844464
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
119000.00000000
PA
USD
98693.91000000
0.004128263650
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
588019.69000000
PA
USD
518549.04000000
0.021690367246
Long
ABS-O
CORP
US
N
2
2028-06-10
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEW7
3075000.00000000
PA
USD
3004971.67000000
0.125694840912
Long
DBT
UST
US
N
2
2027-06-30
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J2RQ1
280000.00000000
PA
USD
229328.97000000
0.009592592398
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
1.46000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133BBA90
342911.37000000
PA
USD
338029.77000000
0.014139433854
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.50000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2020-1, Class M55G
35563PPE3
807200.81000000
PA
USD
719519.43000000
0.030096749726
Long
ABS-MBS
USGSE
US
N
2
2059-08-25
Fixed
3.00000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABP1
730000.00000000
PA
USD
657472.29000000
0.027501382365
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
2.37500000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJY9
195000.00000000
PA
USD
170951.94000000
0.007150741924
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
390000.00000000
PA
USD
377481.25000000
0.015789648248
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
Element Fleet Management Corp.
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AK8
200000.00000000
PA
USD
206553.37000000
0.008639912729
Long
DBT
CORP
CA
Y
2
2028-12-04
Fixed
6.31900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L9P63
129550.62000000
PA
USD
120800.65000000
0.005052965602
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
215000.00000000
PA
USD
152921.36000000
0.006396541507
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
219000.00000000
PA
USD
227703.95000000
0.009524619501
Long
DBT
CORP
US
N
2
2033-07-31
Fixed
5.40000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
600000.00000000
PA
USD
541767.85000000
0.022661585930
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAJ4
120000.00000000
PA
USD
125133.36000000
0.005234198357
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.75000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series 20C
842400GV9
202000.00000000
PA
USD
188072.82000000
0.007866890535
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
1.20000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133B3M38
690334.79000000
PA
USD
611417.50000000
0.025574958379
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAJ6
250000.00000000
PA
USD
261840.07000000
0.010952497912
Long
DBT
CORP
FR
Y
2
2029-10-03
Variable
6.31600000
N
N
N
N
N
N
NNN REIT, Inc.
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417AS5
100000.00000000
PA
USD
103229.95000000
0.004318001488
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.60000000
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
10484.66000000
PA
USD
10452.38000000
0.000437212188
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
275000.00000000
PA
USD
244718.78000000
0.010236332151
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
225000.00000000
PA
USD
162747.07000000
0.006807540742
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
25601B2B0
320000.00000000
PA
USD
285139.40000000
0.011927084663
Long
DBT
CORP
NO
Y
2
2028-03-30
Variable
1.60500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFE42
870529.02000000
PA
USD
752014.51000000
0.031455985140
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.39000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DU1
250000.00000000
PA
USD
255543.77000000
0.010689130229
Long
DBT
CORP
US
N
2
2033-02-21
Fixed
5.25000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
20000.00000000
PA
USD
19316.28000000
0.000807979910
Long
DBT
CORP
KY
Y
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2020-4, Class C
33845XAC1
421493.33000000
PA
USD
412926.01000000
0.017272265710
Long
ABS-O
CORP
US
Y
2
2027-02-16
Fixed
1.28000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAE3
75000.00000000
PA
USD
70230.63000000
0.002937674239
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.54700000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAN2
250000.00000000
PA
USD
251960.42000000
0.010539242424
Long
DBT
CORP
FR
Y
2
2027-01-18
Variable
5.97500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TQ1
590000.00000000
PA
USD
562528.13000000
0.023529966859
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.87500000
N
N
N
N
N
N
Fn apr34
N/A
Fn apr34
N/A
1150000.00000000
PA
USD
1185328.00000000
0.049581037943
Long
ABS-MBS
CORP
US
N
2
2034-04-01
Fixed
0.00000000
N
N
N
N
N
N
Utah Acquisition Sub, Inc.
254900JOFV74IJ7H9933
Utah Acquisition Sub, Inc.
62854AAN4
227000.00000000
PA
USD
219371.33000000
0.009176074669
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFD2
375000.00000000
PA
USD
377143.58000000
0.015775523863
Long
DBT
CORP
US
N
2
2029-04-20
Variable
5.16400000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DC1
170000.00000000
PA
USD
118707.72000000
0.004965420516
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133AAPK2
1514560.76000000
PA
USD
1312230.42000000
0.054889234240
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
1313900.05000000
PA
USD
1193797.14000000
0.049935293264
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
415000.00000000
PA
USD
399787.43000000
0.016722692567
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
1137103.00000000
NS
USD
96315921.70000000
4.028794872257
Long
RF
US
N
1
N
N
N
Ohio Power Co.
06ZODLC132CY1O2Y7D77
Ohio Power Co., Series R
677415CU3
200000.00000000
PA
USD
135440.53000000
0.005665336562
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.90000000
N
N
N
N
N
N
LL ABS Trust
N/A
LL ABS Trust, Series 2021-1A, Class A
53934QAA0
44141.25000000
PA
USD
43753.36000000
0.001830157561
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
1.07000000
N
N
N
N
N
N
Healthpeak OP LLC
PZ9HF5U52KPF0MH0QN75
Healthpeak OP LLC
42250PAD5
323000.00000000
PA
USD
283893.08000000
0.011874952394
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.12500000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAM7
500000.00000000
PA
USD
466260.98000000
0.019503212056
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
420000.00000000
PA
USD
385869.51000000
0.016140520443
Long
DBT
CORP
AU
Y
2
2027-01-12
Variable
1.34000000
N
N
N
N
N
N
ACM Auto Trust
N/A
ACM Auto Trust, Series 2023-1A, Class A
00461VAA1
68069.65000000
PA
USD
68030.12000000
0.002845629193
Long
ABS-O
CORP
US
Y
2
2030-01-22
Fixed
6.61000000
N
N
N
N
N
N
JPMorgan Emerging Markets Debt Fund
8KLDAXM5A9FOP50PQD10
JPMorgan Emerging Markets Debt Fund, Class R6
48121A134
790322.69300000
NS
USD
4860484.56000000
0.203309016062
Long
RF
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140MDKH0
1035780.20000000
PA
USD
968353.24000000
0.040505209304
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244BF5
330000.00000000
PA
USD
336973.04000000
0.014095231937
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
4.80000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912834JP4
1456959.00000000
PA
USD
693997.78000000
0.029029205639
Long
DBT
UST
US
N
2
2041-02-15
None
0.00000000
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
784689.53000000
PA
USD
795773.19000000
0.033286365231
Long
ABS-MBS
CORP
US
Y
2
2053-11-25
Floating
9.33743160
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CBV5
386000.00000000
PA
USD
396310.83000000
0.016577270004
Long
DBT
CORP
US
Y
2
2028-12-08
Fixed
5.46700000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAL7
100000.00000000
PA
USD
83877.07000000
0.003508490637
Long
DBT
CORP
US
N
2
2031-08-16
Fixed
2.50000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AN7
225000.00000000
PA
USD
229748.08000000
0.009610123334
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAU4
292000.00000000
PA
USD
309538.18000000
0.012947660265
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.80000000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class B
82652QAB7
144177.54000000
PA
USD
135949.83000000
0.005686640052
Long
ABS-O
CORP
US
Y
2
2037-11-20
Fixed
1.34000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
3618BB6U8
872292.02000000
PA
USD
880906.85000000
0.036847417722
Long
ABS-MBS
USGA
US
N
2
2063-07-20
Fixed
6.00000000
N
N
N
N
N
N
Tricon Residential Trust
N/A
Tricon Residential Trust, Series 2023-SFR2, Class C
895978AC8
425000.00000000
PA
USD
405326.88000000
0.016954402002
Long
ABS-O
CORP
US
Y
2
2028-12-17
Fixed
5.00000000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAU2
111000.00000000
PA
USD
104982.74000000
0.004391318871
Long
DBT
CORP
CA
N
2
2049-04-01
Fixed
5.00000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2018-1, Class A
90931VAA4
470919.99000000
PA
USD
411564.95000000
0.017215333985
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
414000.00000000
PA
USD
331348.59000000
0.013859967041
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAY1
600000.00000000
PA
USD
638684.60000000
0.026715512825
Long
DBT
CORP
ES
N
2
2028-11-07
Fixed
6.60700000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBA2
312000.00000000
PA
USD
226441.75000000
0.009471822987
Long
DBT
CORP
US
N
2
2040-06-24
Fixed
2.35000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7VU9
504208.61000000
PA
USD
456170.37000000
0.019081132330
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
153000.00000000
PA
USD
164487.65000000
0.006880347394
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
229000.00000000
PA
USD
228495.62000000
0.009557734234
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
416000.00000000
PA
USD
372230.81000000
0.015570027801
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-47, Class PD
38374HDP2
231637.76000000
PA
USD
232395.54000000
0.009720863833
Long
ABS-MBS
USGA
US
N
2
2034-06-16
Fixed
6.00000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CB3
128000.00000000
PA
USD
90133.90000000
0.003770207331
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LH6D7
1611000.00000000
PA
USD
1622334.08000000
0.067860547947
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
4.64000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBW4
200000.00000000
PA
USD
189909.63000000
0.007943722388
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
3.80000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
200000.00000000
PA
USD
180864.74000000
0.007565384042
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
1.72200000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2020-SFR3, Class A
74333AAA8
510722.94000000
PA
USD
474952.82000000
0.019866782687
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
260000.00000000
PA
USD
281796.87000000
0.011787270108
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
5735000.00000000
PA
USD
5573703.13000000
0.233142207366
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
N
Scentre Group Trust 1
N/A
Scentre Group Trust 1
80622GAD6
565000.00000000
PA
USD
547868.89000000
0.022916786090
Long
DBT
CORP
AU
Y
2
2026-01-28
Fixed
3.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7WL8
256396.25000000
PA
USD
232601.91000000
0.009729496076
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEM9
9656000.00000000
PA
USD
9184892.84000000
0.384194518651
Long
DBT
UST
US
N
2
2029-04-30
Fixed
2.87500000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513ECR0
165000.00000000
PA
USD
168158.91000000
0.007033912383
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
230000.00000000
PA
USD
155743.72000000
0.006514597892
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
342342.23000000
PA
USD
318496.81000000
0.013322390445
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
1426131.00000000
PA
USD
1327269.09000000
0.055518286172
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.50000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABF7
200000.00000000
PA
USD
201417.90000000
0.008425101357
Long
DBT
CORP
DK
Y
2
2026-01-09
Variable
6.46600000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
170000.00000000
PA
USD
150960.11000000
0.006314504459
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2021-M11, Class A2
3136BF4D2
554000.00000000
PA
USD
450150.54000000
0.018829329100
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
1.45815840
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LS8
442000.00000000
PA
USD
418027.74000000
0.017485665772
Long
DBT
CORP
US
N
2
2028-10-27
Variable
3.52000000
N
N
N
N
N
N
JPMorgan Equity Index Fund
549300FO80ME045UVK10
JPMorgan Equity Index Fund, Class R6
4812C2213
10247572.56100000
NS
USD
732906389.56000000
30.65671232739
Long
RF
US
N
1
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DR7
240000.00000000
PA
USD
257168.93000000
0.010757108982
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
1087330.27560000
PA
USD
978777.64000000
0.040941251119
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
224000.00000000
PA
USD
235440.64000000
0.009848237201
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
90000.00000000
PA
USD
70045.72000000
0.002929939646
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
510000.00000000
PA
USD
499809.18000000
0.020906498385
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
-597.00000000
NC
USD
-1501155.79000000
-0.06279178605
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Short
MSCI Emerging Markets E-Mini Index
US55353S1050
2024-03-15
-30855945.00000000
USD
-1501155.79000000
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2021-ST2, Class A
91682CAA5
60124.98000000
PA
USD
58266.63000000
0.002437232557
Long
ABS-O
CORP
US
Y
2
2027-04-20
Fixed
2.50000000
N
N
N
N
N
N
MVW LLC
N/A
MVW LLC, Series 2021-1WA, Class B
55389TAB7
95719.91000000
PA
USD
87748.42000000
0.003670425183
Long
ABS-O
CORP
US
Y
2
2041-01-22
Fixed
1.44000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGL8
1500000.00000000
PA
USD
1468127.15000000
0.061410232382
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAB8
367000.00000000
PA
USD
332608.51000000
0.013912668185
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
1222558.57000000
PA
USD
1081958.26000000
0.045257189184
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Trane Technologies Financing Ltd.
549300A5OEF3CJI2CO89
Trane Technologies Financing Ltd.
892938AA9
120000.00000000
PA
USD
124243.83000000
0.005196990241
Long
DBT
CORP
IE
N
2
2033-03-03
Fixed
5.25000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCJ2
230000.00000000
PA
USD
183994.28000000
0.007696289447
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
390000.00000000
PA
USD
361816.73000000
0.015134417662
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
75960.51000000
PA
USD
70770.75000000
0.002960266897
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
335000.00000000
PA
USD
247025.16000000
0.010332805629
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
113000.00000000
PA
USD
81903.05000000
0.003425919433
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.25000000
N
N
N
N
N
N
DTE Electric Securitization Funding II LLC
N/A
DTE Electric Securitization Funding II LLC, Series A-2
23346TAB7
300000.00000000
PA
USD
330781.00000000
0.013836225341
Long
DBT
CORP
US
N
2
2037-09-01
Fixed
6.09000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBJ3
220000.00000000
PA
USD
195470.00000000
0.008176306884
Long
DBT
CORP
MX
N
2
2030-05-07
Fixed
2.87500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2R4
346000.00000000
PA
USD
300936.24000000
0.012587850058
Long
DBT
CORP
FR
Y
2
2029-09-15
Variable
2.15900000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBB6
2630000.00000000
PA
USD
2312345.31000000
0.096723000344
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.62500000
N
N
N
N
N
N
Haleon US Capital LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAN1
350000.00000000
PA
USD
296573.46000000
0.012405359506
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
130000.00000000
PA
USD
94821.32000000
0.003966277236
Long
DBT
CORP
US
Y
2
2039-12-30
Fixed
4.31700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2018-56, Class VN
3136B2SX1
665000.00000000
PA
USD
604631.23000000
0.025291095761
Long
ABS-MBS
USGSE
US
N
2
2038-05-25
Fixed
3.50000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAV7
1265000.00000000
PA
USD
1171290.38000000
0.048993858892
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSAA9
245000.00000000
PA
USD
237239.17000000
0.009923467841
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
443000.00000000
PA
USD
363668.60000000
0.015211879458
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
400878.53000000
PA
USD
364294.63000000
0.015238065643
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
864000.00000000
PA
USD
804086.96000000
0.033634121587
Long
DBT
CORP
FR
Y
2
2026-10-06
Variable
1.65200000
N
N
N
N
N
N
FHF Trust
N/A
FHF Trust, Series 2021-2A, Class A
30322JAA4
334307.39000000
PA
USD
322962.97000000
0.013509205274
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
0.83000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCR0
2205000.00000000
PA
USD
1939452.53000000
0.081125283026
Long
DBT
UST
US
N
2
2028-07-31
Fixed
1.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CD9
600000.00000000
PA
USD
526475.39000000
0.022021918226
Long
DBT
CORP
DE
N
2
2031-09-18
Variable
3.54700000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAM6
165000.00000000
PA
USD
111371.28000000
0.004658544858
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LGFW7
1050000.00000000
PA
USD
991385.28000000
0.041468615593
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.68000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63861VAJ6
280000.00000000
PA
USD
289809.65000000
0.012122436366
Long
DBT
CORP
GB
Y
2
2027-10-18
Variable
6.55700000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AF5
185000.00000000
PA
USD
181064.64000000
0.007573745651
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.45000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2023-1, Class D
02530UAG3
325000.00000000
PA
USD
325877.21000000
0.013631104904
Long
ABS-O
CORP
US
Y
2
2029-04-12
Fixed
6.35000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
656000.00000000
PA
USD
353496.88000000
0.014786406986
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GVR2
1293000.00000000
PA
USD
1269132.24000000
0.053086482177
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAZ1
200000.00000000
PA
USD
164409.06000000
0.006877060056
Long
DBT
CORP
AU
Y
2
2033-01-14
Variable
2.87100000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CR9
429000.00000000
PA
USD
333815.50000000
0.013963155322
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGL7
1230000.00000000
PA
USD
1174532.47000000
0.049129472146
Long
DBT
CORP
US
N
2
2028-04-24
Variable
3.70500000
N
N
N
N
N
N
N/A
N/A
S&P MidCap 400 E-Mini Index
N/A
46.00000000
NC
USD
733937.02000000
0.030699822527
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P MidCap 400 E-Mini Index
XC0009692283
2024-03-15
12922320.00000000
USD
733937.02000000
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
726.00000000
NC
USD
2545146.91000000
0.106460849246
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Note
2024-03-19
81845156.25000000
USD
2545146.91000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J1S58
681881.00000000
PA
USD
595359.29000000
0.024903260150
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
1.09000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617ULV54
1545536.23000000
PA
USD
1444126.18000000
0.060406296759
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BY9
330000.00000000
PA
USD
301526.95000000
0.012612558843
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
1.53800000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132XHSP0
740000.00000000
PA
USD
696033.75000000
0.029114368148
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
127000.00000000
PA
USD
118623.52000000
0.004961898517
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
68743.30000000
PA
USD
66148.05000000
0.002766904162
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
540000.00000000
PA
USD
481199.50000000
0.020128074817
Long
DBT
CORP
US
N
2
2047-05-09
Fixed
4.50000000
N
N
N
N
N
N
DTE Electric Co.
9N0FWODEJVKHC2DYLO03
DTE Electric Co.
23338VAT3
280000.00000000
PA
USD
293894.14000000
0.012293286336
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.40000000
N
N
N
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599BP0
203000.00000000
PA
USD
167363.48000000
0.007000640373
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
525000.00000000
PA
USD
540058.12000000
0.022590069701
Long
DBT
CORP
JP
N
2
2029-07-06
Variable
5.77800000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAT6
303000.00000000
PA
USD
294473.44000000
0.012317517853
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.90000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SX7
70000.00000000
PA
USD
49951.56000000
0.002089421823
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAM3
110000.00000000
PA
USD
101928.22000000
0.004263551475
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
8255000.00000000
PA
USD
8165033.38000000
0.341534857711
Long
DBT
UST
US
N
2
2028-03-31
Fixed
3.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LH2Y5
1035000.00000000
PA
USD
1032004.29000000
0.043167666553
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
4205000.00000000
PA
USD
3749513.10000000
0.156838234884
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
812146.76210000
PA
USD
759629.78000000
0.031774523967
Long
ABS-MBS
USGSE
US
Y
2
2041-07-25
Floating
7.13742840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2019-7, Class CA
3136B32G4
1490486.40000000
PA
USD
1431318.71000000
0.059870573604
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140KPNN9
597696.41000000
PA
USD
514940.99000000
0.021539446266
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
470000.00000000
PA
USD
480326.28000000
0.020091548933
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
160000.00000000
PA
USD
164726.48000000
0.006890337404
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
800000.00000000
PA
USD
757796.80000000
0.031697852319
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
1660000.00000000
PA
USD
1477822.49000000
0.061815778375
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
180000.00000000
PA
USD
150400.96000000
0.006291115796
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKLY7
1117170.09000000
PA
USD
1133881.42000000
0.047429080986
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
4.74000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBL6
340000.00000000
PA
USD
277259.63000000
0.011597482076
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BV5
467000.00000000
PA
USD
303750.63000000
0.012705573066
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
451454.06000000
PA
USD
443175.11000000
0.018537554115
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
618547.75000000
PA
USD
534166.00000000
0.022343608447
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
78009PEH0
200000.00000000
PA
USD
196872.43000000
0.008234969073
Long
DBT
CORP
GB
N
2
2030-01-27
Variable
5.07600000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust, Series 2023-1A, Class A
682685AA0
715000.00000000
PA
USD
717130.13000000
0.029996807791
Long
ABS-O
CORP
US
Y
2
2029-11-14
Fixed
5.41000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
500000.00000000
PA
USD
473903.15000000
0.019822876082
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
700000.00000000
PA
USD
640248.00000000
0.026780908222
Long
DBT
CORP
BM
Y
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617XW5V9
669694.96000000
PA
USD
606052.17000000
0.025350532204
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
ACRE Commercial Mortgage Ltd.
N/A
ACRE Commercial Mortgage Ltd., Series 2021-FL4, Class A
00489TAA4
196265.86000000
PA
USD
193520.89000000
0.008094777639
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
10754000.00000000
PA
USD
6930448.85000000
0.289893470326
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
150000.00000000
PA
USD
150039.29000000
0.006275987516
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
5.09900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHWQ9
767000.00000000
PA
USD
789190.60000000
0.033011022335
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
4.93000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LP4
500000.00000000
PA
USD
476514.78000000
0.019932117850
Long
DBT
CORP
US
N
2
2028-07-24
Variable
3.66800000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133AA6V9
608782.33000000
PA
USD
526120.75000000
0.022007084004
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Evergy Missouri West, Inc.
EZIFUDC0VSUS6T6LCG85
Evergy Missouri West, Inc.
30037FAA8
279000.00000000
PA
USD
280663.42000000
0.011739859073
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
5.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LNCD1
310000.00000000
PA
USD
287137.16000000
0.012010648887
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.51000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2022-M2S, Class A1
3136BPGK1
794477.81000000
PA
USD
771138.91000000
0.032255938909
Long
ABS-MBS
USGSE
US
N
2
2032-05-25
Variable
3.75080040
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-HG1, Class A
69547PAA7
402521.89060000
PA
USD
390681.35000000
0.016341794708
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
2730000.00000000
PA
USD
1892444.52000000
0.079158986838
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
215000.00000000
PA
USD
143465.11000000
0.006000996401
Long
DBT
CORP
US
N
2
2052-01-01
Fixed
2.86400000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
170000.00000000
PA
USD
147401.19000000
0.006165638535
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
456258.53000000
PA
USD
424629.01000000
0.017761790033
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
365000.00000000
PA
USD
331116.77000000
0.013850270251
Long
DBT
CORP
CH
N
2
2026-08-07
Fixed
1.25000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M2
20754EAB1
695000.00000000
PA
USD
708205.76000000
0.029623510672
Long
ABS-MBS
CORP
US
Y
2
2043-07-25
Floating
8.03742840
N
N
N
N
N
N
J M Smucker Co. (The)
5493000WDH6A0LHDJD55
J M Smucker Co. (The)
832696AZ1
95000.00000000
PA
USD
109557.87000000
0.004582691802
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.50000000
N
N
N
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
00135TAD6
200000.00000000
PA
USD
210690.41000000
0.008812960811
Long
DBT
CORP
IE
Y
2
2029-09-13
Variable
6.60800000
N
N
N
N
N
N
Children's Hospital of Philadelphia (The)
254900N2KNSY5WTR1Q61
Children's Hospital of Philadelphia (The), Series 2020
16877PAA8
215000.00000000
PA
USD
144900.96000000
0.006061056514
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
394572.93000000
PA
USD
387303.22000000
0.016200491042
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
850000.00000000
PA
USD
911665.41000000
0.038134016310
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
0.008526525711
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
694819.59000000
PA
USD
632025.34000000
0.026436962902
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
380000.00000000
PA
USD
253230.67000000
0.010592375661
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
166000.00000000
PA
USD
154649.34000000
0.006468821114
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
132000.00000000
PA
USD
115208.18000000
0.004819038396
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
280000.00000000
PA
USD
295016.40000000
0.012340229305
Long
DBT
CORP
US
Y
2
2034-03-15
Fixed
6.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2016-K58, Class B
35690AAS7
414839.00000000
PA
USD
397792.77000000
0.016639258013
Long
ABS-MBS
USGSE
US
Y
2
2049-09-25
Variable
3.73761720
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
365000.00000000
PA
USD
329078.58000000
0.013765014883
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXRT1
638755.42000000
PA
USD
547459.37000000
0.022899656294
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
2985000.00000000
PA
USD
2938709.19000000
0.122923150261
Long
DBT
UST
US
N
2
2030-03-31
Fixed
3.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LMF32
291287.32000000
PA
USD
271853.63000000
0.011371354717
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
138509.84000000
PA
USD
138175.21000000
0.005779725383
Long
ABS-O
CORP
US
Y
2
2027-04-15
Fixed
1.79000000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LSQ5
500000.00000000
PA
USD
471208.48000000
0.019710160838
Long
DBT
CORP
US
Y
2
2026-04-29
Fixed
3.05000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-2, Class A
90932DAA3
178841.07000000
PA
USD
155966.31000000
0.006523908600
Long
ABS-O
CORP
US
N
2
2028-10-07
Fixed
3.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LLNK7
284881.76000000
PA
USD
263567.15000000
0.011024739873
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
2.99000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGJ4
2360000.00000000
PA
USD
2308098.43000000
0.096545357769
Long
DBT
UST
US
N
2
2030-01-31
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class X1
3136BCGU8
2063509.33000000
PA
USD
128262.79000000
0.005365099160
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
1.82715480
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3622AAXX7
1402716.20000000
PA
USD
1288148.64000000
0.053881918419
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
3.50000000
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
930026.62360000
PA
USD
933780.12000000
0.039059051638
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
4430000.00000000
PA
USD
4402312.50000000
0.184144155120
Long
DBT
UST
US
N
2
2025-01-31
Fixed
4.12500000
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599BW3
250000.00000000
PA
USD
259121.82000000
0.010838796341
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
6.05000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CJ7
190000.00000000
PA
USD
205410.84000000
0.008592121886
Long
DBT
CORP
US
N
2
2053-02-10
Fixed
5.70000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust, Series 2023-4A, Class C
50571AAF8
540000.00000000
PA
USD
550635.52000000
0.023032511347
Long
ABS-O
CORP
US
Y
2
2029-03-15
Fixed
6.76000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DN4
548000.00000000
PA
USD
432362.51000000
0.018085274298
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
100000.00000000
PA
USD
101810.88000000
0.004258643265
Long
DBT
CORP
US
N
2
2034-07-25
Variable
5.55700000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust, Series 2021-AA, Class B
80282YAE6
470000.00000000
PA
USD
448570.59000000
0.018763241434
Long
ABS-O
CORP
US
Y
2
2026-08-17
Fixed
0.71000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBJ8
185000.00000000
PA
USD
161619.30000000
0.006760367295
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
12239.11000000
PA
USD
12192.26000000
0.000509989560
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
830000.00000000
PA
USD
833034.15000000
0.034844952451
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Variable
4.47144120
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp., Series 21A
8426EPAE8
160000.00000000
PA
USD
107521.94000000
0.004497530967
Long
DBT
CORP
US
N
2
2051-09-30
Fixed
3.15000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
306000.00000000
PA
USD
284526.42000000
0.011901444347
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
238000.00000000
PA
USD
215972.83000000
0.009033918948
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
1.51200000
N
N
N
N
N
N
Indiana Michigan Power Co.
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co.
454889AU0
150000.00000000
PA
USD
106755.44000000
0.004465469069
Long
DBT
CORP
US
N
2
2051-05-01
Fixed
3.25000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2021-1, Class B
02376LAA3
821730.00000000
PA
USD
729343.47000000
0.030507679106
Long
ABS-O
CORP
US
N
2
2030-07-11
Fixed
3.95000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NEC1
390000.00000000
PA
USD
392349.38000000
0.016411566669
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
4.65000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
895000.00000000
PA
USD
741094.39000000
0.030999207873
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.51100000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust, Series 2016-A, Class A
68504LAA9
52375.81000000
PA
USD
51033.90000000
0.002134694980
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
475000.00000000
PA
USD
474233.78000000
0.019836705992
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
265000.00000000
PA
USD
238779.07000000
0.009987880257
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
226000.00000000
PA
USD
201109.64000000
0.008412207162
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
2075000.00000000
PA
USD
1938252.73000000
0.081075096639
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
788000.00000000
PA
USD
746368.68000000
0.031219825940
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
1175888.96000000
PA
USD
1091069.62000000
0.045638307901
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
700722.81050000
PA
USD
620520.46000000
0.025955725733
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
70000.00000000
PA
USD
70457.42000000
0.002947160629
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
975000.00000000
PA
USD
843965.85000000
0.035302214097
Long
ABS-O
CORP
US
Y
2
2040-10-25
Fixed
3.60000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBV0
265000.00000000
PA
USD
254107.80000000
0.010629065097
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617VQ2T2
1417409.85000000
PA
USD
1319144.43000000
0.055178440091
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFVV3
580000.00000000
PA
USD
518031.74000000
0.021668729125
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
0.008609183083
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
215000.00000000
PA
USD
157990.03000000
0.006608558704
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
3.12500000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAV5
287000.00000000
PA
USD
307634.72000000
0.012868040512
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
346000.00000000
PA
USD
296853.52000000
0.012417074125
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AL0
218000.00000000
PA
USD
179555.98000000
0.007510639972
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.75000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KH9
115000.00000000
PA
USD
125087.77000000
0.005232291374
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
6.75000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DA0
59000.00000000
PA
USD
56471.09000000
0.002362126985
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
2.75000000
N
N
N
N
N
N
VOLT XCVI LLC
N/A
VOLT XCVI LLC, Series 2021-NPL5, Class A1
92873FAA5
803981.68000000
PA
USD
781638.71000000
0.032695134628
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
253000.00000000
PA
USD
186317.22000000
0.007793455612
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
1590000.00000000
PA
USD
1331398.58000000
0.055691018445
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Variable
2.08254600
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAJ8
160000.00000000
PA
USD
129961.90000000
0.005436171165
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.45000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAP8
205000.00000000
PA
USD
187831.24000000
0.007856785495
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
300000.00000000
PA
USD
276115.76000000
0.011549635183
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
68000.00000000
PA
USD
64734.24000000
0.002707765959
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
432000.00000000
PA
USD
439928.82000000
0.018401765179
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
240000.00000000
PA
USD
223084.47000000
0.009331391455
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
136000.00000000
PA
USD
119499.62000000
0.004998544869
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
210000.00000000
PA
USD
181477.50000000
0.007591015156
Long
DBT
CORP
US
Y
2
2049-04-01
Fixed
4.55000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
3618F8C83
786853.36000000
PA
USD
794624.34000000
0.033238310030
Long
ABS-MBS
USGA
US
N
2
2063-07-20
Fixed
6.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBD3
590000.00000000
PA
USD
486815.94000000
0.020363004664
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
200000.00000000
PA
USD
208744.56000000
0.008731567928
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L5KB5
245774.88000000
PA
USD
239046.72000000
0.009999075778
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
4.18000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBP3
210000.00000000
PA
USD
191326.82000000
0.008003001972
Long
DBT
CORP
JP
N
2
2027-05-22
Variable
1.23400000
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
190000.00000000
PA
USD
187198.15000000
0.007830303998
Long
ABS-O
CORP
US
Y
2
2028-12-15
Fixed
2.24000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXHG0
1343669.62000000
PA
USD
1391160.74000000
0.058190807468
Long
ABS-MBS
USGSE
US
N
2
2058-01-01
Fixed
5.50000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457CJ7
150000.00000000
PA
USD
156692.51000000
0.006554284791
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.65000000
N
N
N
N
N
N
Consumers Energy Co.
7NKTFWJ1G6MELP9TU740
Consumers Energy Co.
210518DU7
285000.00000000
PA
USD
284517.55000000
0.011901073324
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.62500000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2021-1A, Class B
12327BAB2
680635.19000000
PA
USD
621984.86000000
0.026016980062
Long
ABS-O
CORP
US
Y
3
2036-04-15
Fixed
2.91800000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAC7
255000.00000000
PA
USD
196139.79000000
0.008204323503
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.21700000
N
N
N
N
N
N
NBN Co. Ltd.
2549007CRZ2NT7S96A24
NBN Co. Ltd.
62878U2B7
500000.00000000
PA
USD
428737.89000000
0.017933660212
Long
DBT
NUSS
AU
Y
2
2031-05-05
Fixed
2.62500000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAD1
200000.00000000
PA
USD
203315.51000000
0.008504476411
Long
DBT
CORP
FI
Y
2
2027-09-22
Fixed
5.37500000
N
N
N
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BG1
429000.00000000
PA
USD
316319.08000000
0.013231298263
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
784581.88000000
PA
USD
761609.24000000
0.031857322721
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
508170.39000000
PA
USD
501685.52000000
0.020984983736
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
280000.00000000
PA
USD
179197.64000000
0.007495650982
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
617000.00000000
PA
USD
568053.20000000
0.023761074793
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
132000.00000000
PA
USD
82783.04000000
0.003462728499
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
-223.00000000
NC
USD
-995739.11000000
-0.04165073177
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Short
MSCI EAFE E-Mini Equity Index
MSDUEAFE Index
2024-03-15
-25114260.00000000
USD
-995739.11000000
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBN4
45000.00000000
PA
USD
46915.23000000
0.001962415296
Long
DBT
CORP
US
N
2
2063-05-17
Fixed
5.15000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAN1
133000.00000000
PA
USD
145518.00000000
0.006086866655
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
5.95000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2023-5A, Class B
22535PAB8
600000.00000000
PA
USD
608624.51000000
0.025458130511
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
810000.00000000
PA
USD
773288.05000000
0.032345835201
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
866695.55000000
PA
USD
806685.60000000
0.033742819997
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
3.50000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2023-1, Class C
337955AJ7
930000.00000000
PA
USD
916407.12000000
0.038332357109
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
5.43000000
N
N
N
N
N
N
VOLT XCV LLC
N/A
VOLT XCV LLC, Series 2021-NPL4, Class A1
92873BAA4
436464.37470000
PA
USD
424967.16000000
0.017775934496
Long
ABS-O
CORP
US
Y
2
2051-03-27
Variable
2.23959960
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M45T
35563PCS6
583118.79000000
PA
USD
553867.63000000
0.023167707148
Long
ABS-MBS
USGSE
US
N
2
2057-06-25
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJP42
404202.28000000
PA
USD
420080.65000000
0.017571536863
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
5.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2021-M3, Class X1
3136BDXR4
1289638.34000000
PA
USD
105987.51000000
0.004433347356
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
1062105.47000000
PA
USD
948911.90000000
0.039691998264
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-83, Class KB
38382QQM5
427507.05000000
PA
USD
337505.06000000
0.014117485781
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
1.25000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCR9
405000.00000000
PA
USD
414516.03000000
0.017338774593
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
193000.00000000
PA
USD
194367.29000000
0.008130181671
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
5.02600000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EAU9
265000.00000000
PA
USD
257412.31000000
0.010767289314
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
3621397.00000000
NS
USD
168503602.41000000
7.048330508229
Long
RF
US
N
1
N
N
N
VOLT XCII LLC
N/A
VOLT XCII LLC, Series 2021-NPL1, Class A1
91835MAA9
287090.87000000
PA
USD
277711.01000000
0.011616362832
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
505000.00000000
PA
USD
508616.05000000
0.021274880601
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
265000.00000000
PA
USD
270543.93000000
0.011316571327
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
669030.74000000
PA
USD
640056.83000000
0.026772911779
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
1000044.83000000
PA
USD
974111.77000000
0.040746082628
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
267600.02000000
PA
USD
258791.62000000
0.010824984418
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
26356594.38600000
NS
USD
191348875.24000000
8.003924520188
Long
RF
US
N
1
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
084659BC4
204000.00000000
PA
USD
137802.35000000
0.005764129037
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.85000000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust, Series 2022-1A, Class B
68269DAC8
475000.00000000
PA
USD
467155.19000000
0.019540615931
Long
ABS-O
CORP
US
Y
2
2029-06-14
Fixed
5.07000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2018-72, Class VB
3136B27G1
304591.58000000
PA
USD
291374.29000000
0.012187883630
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Fixed
3.50000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2023-2A, Class D
23346CAG3
460000.00000000
PA
USD
461506.45000000
0.019304335009
Long
ABS-O
CORP
US
Y
2
2029-02-15
Fixed
6.62000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SY5
341000.00000000
PA
USD
259732.77000000
0.010864351744
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
4324872.92200000
NS
USD
67078779.02000000
2.805835589621
Long
RF
US
N
1
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2023-4A, Class C
96041AAL0
400000.00000000
PA
USD
406967.80000000
0.017023039980
Long
ABS-O
CORP
US
Y
2
2028-11-15
Fixed
6.64000000
N
N
N
N
N
N
N/A
N/A
Russell 2000 E-Mini Index
N/A
132.00000000
NC
USD
1044461.34000000
0.043688732003
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
Russell 2000 E-Mini Index
US1248351090
2024-03-15
13515480.00000000
USD
1044461.34000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J27D2
527999.35000000
PA
USD
436984.08000000
0.018278589766
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
230000.00000000
PA
USD
217515.66000000
0.009098453923
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
5.15000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738ECJ2
235000.00000000
PA
USD
241602.94000000
0.010105999803
Long
DBT
CORP
GB
N
2
2027-09-13
Variable
6.49600000
N
N
N
N
N
N
Union Electric Co.
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CW0
185000.00000000
PA
USD
190735.66000000
0.007978274364
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.45000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCB3
210000.00000000
PA
USD
187142.33000000
0.007827969106
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
1070000.00000000
PA
USD
1064273.83000000
0.044517467863
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
270551.64000000
PA
USD
248435.26000000
0.010391788646
Long
ABS-O
CORP
US
Y
2
2035-08-27
Fixed
1.74000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2020-3, Class B
03066PAD1
339217.60000000
PA
USD
336111.08000000
0.014059177046
Long
ABS-O
CORP
US
N
2
2025-12-18
Fixed
0.76000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBD9
70000.00000000
PA
USD
46679.51000000
0.001952555374
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2022-4, Class TA
3136BLZP8
900063.12000000
PA
USD
715708.68000000
0.029937350015
Long
ABS-MBS
USGSE
US
N
2
2051-04-25
Fixed
1.00000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAS0
155000.00000000
PA
USD
158040.28000000
0.006610660609
Long
DBT
CORP
KY
Y
2
2028-05-04
Fixed
6.37500000
N
N
N
N
N
N
Oportun Funding XIV LLC
N/A
Oportun Funding XIV LLC, Series 2021-A, Class A
68377BAA5
302190.56000000
PA
USD
288399.61000000
0.012063455858
Long
ABS-O
CORP
US
Y
2
2028-03-08
Fixed
1.21000000
N
N
N
N
N
N
CGI, Inc.
549300WSRCZY73ZG3090
CGI, Inc.
12532HAC8
204000.00000000
PA
USD
184953.80000000
0.007736425171
Long
DBT
CORP
CA
N
2
2026-09-14
Fixed
1.45000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133AAP63
1023337.07000000
PA
USD
881513.91000000
0.036872810411
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAF6
115000.00000000
PA
USD
108364.58000000
0.004532777722
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
815000.00000000
PA
USD
730428.27000000
0.030553055162
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
205000.00000000
PA
USD
167688.00000000
0.007014214707
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.20000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M55D
35563PMT3
361143.16000000
PA
USD
335490.04000000
0.014033199589
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
4.00000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABS5
90000.00000000
PA
USD
83090.90000000
0.003475605963
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.30000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JL2
130000.00000000
PA
USD
125812.99000000
0.005262626573
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
263319.81000000
PA
USD
251249.41000000
0.010509501615
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
675000.00000000
PA
USD
620873.21000000
0.025970480898
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
735000.00000000
PA
USD
727988.25000000
0.030450991662
Long
ABS-O
CORP
US
Y
2
2028-10-16
Fixed
5.55000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FBB2
225000.00000000
PA
USD
232293.79000000
0.009716607737
Long
DBT
CORP
FR
Y
2
2028-07-13
Fixed
5.79000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHT1
1665000.00000000
PA
USD
1662918.75000000
0.069558162500
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.87500000
N
N
N
N
N
N
PPL Electric Utilities Corp.
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp.
69351UBB8
170000.00000000
PA
USD
175207.05000000
0.007328728751
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.25000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FD5
297000.00000000
PA
USD
254597.54000000
0.010649550412
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
143402.79000000
PA
USD
134731.55000000
0.005635680666
Long
ABS-O
CORP
US
N
2
2025-10-07
Fixed
3.65000000
N
N
N
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAJ0
95000.00000000
PA
USD
98690.80000000
0.004128133562
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXUE0
503844.26000000
PA
USD
464535.02000000
0.019431016944
Long
ABS-MBS
USGSE
US
N
2
2061-12-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617XXAR0
845514.07000000
PA
USD
778005.83000000
0.032543175034
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3.50000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDU7
345000.00000000
PA
USD
337733.33000000
0.014127034077
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.80000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CN0
105000.00000000
PA
USD
98442.96000000
0.004117766673
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
164062.57000000
PA
USD
165630.24000000
0.006928140745
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
358050.61000000
PA
USD
374006.20000000
0.015644290519
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
147000.00000000
PA
USD
91461.56000000
0.003825741969
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
660000.00000000
PA
USD
684070.60000000
0.028613962021
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
110000.00000000
PA
USD
93962.27000000
0.003930344068
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.06300000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBS8
75000.00000000
PA
USD
52612.23000000
0.002200714883
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
3.00100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJNW2
597045.54000000
PA
USD
616502.30000000
0.025787650277
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
5.16000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2021-GT2, Class A
30259RAK1
720000.00000000
PA
USD
622921.90000000
0.026056175471
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
643000.00000000
PA
USD
516097.49000000
0.021587821458
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
220000.00000000
PA
USD
222893.41000000
0.009323399614
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.15000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HV8
85000.00000000
PA
USD
89465.40000000
0.003742244671
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
5.70000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAR1
730000.00000000
PA
USD
617534.38000000
0.025830821111
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LGEC2
1662000.00000000
PA
USD
1521823.95000000
0.063656313702
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.30000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKK4
835000.00000000
PA
USD
710435.03000000
0.029716758718
Long
DBT
CORP
US
N
2
2033-02-04
Variable
2.97200000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PES7
105000.00000000
PA
USD
118921.35000000
0.004974356436
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.87500000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-10, Class A1
69360HAA9
266259.76000000
PA
USD
256308.33000000
0.010721110979
Long
ABS-O
CORP
US
Y
2
2026-10-25
Variable
2.48699880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H18, Class FA
38376REW2
139845.35000000
PA
USD
139127.58000000
0.005819562030
Long
ABS-MBS
USGA
US
N
2
2065-06-20
Floating
5.88719160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2021-3, Class ME
3136BDXY9
283588.87000000
PA
USD
208245.63000000
0.008710698205
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
1.00000000
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust, Series 2021-A, Class A
76042UAA1
1640000.00000000
PA
USD
1554398.40000000
0.065018869080
Long
ABS-O
CORP
US
Y
2
2031-12-22
Fixed
2.30000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust, Series 2023-1A, Class C
67571BAC7
555000.00000000
PA
USD
559448.77000000
0.023401160432
Long
ABS-O
CORP
US
Y
2
2029-09-20
Fixed
6.37000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBJ7
780000.00000000
PA
USD
762009.49000000
0.031874064762
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
302000.00000000
PA
USD
254725.61000000
0.010654907447
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
105000.00000000
PA
USD
114522.07000000
0.004790339128
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
20191332.20500000
NS
USD
129830266.08000000
5.430665055318
Long
RF
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2014-H06, Class HB
38375UET3
126199.70000000
PA
USD
125908.48000000
0.005266620820
Long
ABS-MBS
USGA
US
N
2
2064-03-20
Floating
6.08718960
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HA8
79000.00000000
PA
USD
58295.23000000
0.002438428865
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.75000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HL4
80000.00000000
PA
USD
62598.99000000
0.002618450672
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LGDR0
1026445.54000000
PA
USD
943670.85000000
0.039472770591
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
1039000.00000000
PA
USD
851651.52000000
0.035623697683
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
102455.97000000
PA
USD
91277.08000000
0.003818025362
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
247712.08000000
PA
USD
227211.48000000
0.009504019993
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
405000.00000000
PA
USD
420481.83000000
0.017588317805
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
290000.00000000
PA
USD
256606.94000000
0.010733601525
Long
ABS-O
CORP
US
Y
2
2046-07-17
Fixed
3.97000000
N
N
N
N
N
N
Northern States Power Co.
3S1GHB0TEH85KX44SB51
Northern States Power Co.
665772CX5
220000.00000000
PA
USD
221790.87000000
0.009277281512
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.10000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62928CAA0
195000.00000000
PA
USD
169315.03000000
0.007082271680
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBZ3
8885000.00000000
PA
USD
7953810.33000000
0.332699617122
Long
DBT
UST
US
N
2
2028-04-30
Fixed
1.25000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AX7
210000.00000000
PA
USD
215085.13000000
0.008996787379
Long
DBT
CORP
GB
N
2
2029-03-06
Variable
5.87100000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAX8
200000.00000000
PA
USD
203625.00000000
0.008517422056
Long
DBT
NUSS
MX
N
2
2053-05-04
Fixed
6.33800000
N
N
N
N
N
N
VOLT XCIII LLC
N/A
VOLT XCIII LLC, Series 2021-NPL2, Class A1
92873CAA2
1254585.38000000
PA
USD
1213044.55000000
0.050740392414
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
1.89249840
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAY9
317000.00000000
PA
USD
289291.03000000
0.012100743030
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140L2YQ0
174008.60000000
PA
USD
154326.21000000
0.006455304922
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
3.00000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HS5
286000.00000000
PA
USD
298645.76000000
0.012492041661
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.85000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAU2
340000.00000000
PA
USD
258794.40000000
0.010825100702
Long
DBT
CORP
US
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
226373AR9
165000.00000000
PA
USD
166482.31000000
0.006963781948
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SP4
13655000.00000000
PA
USD
7608928.68000000
0.318273576250
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
1092000.00000000
PA
USD
967337.67000000
0.040462729067
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
576023.00000000
PA
USD
524205.64000000
0.021926976943
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
3460700.00000000
PA
USD
2194435.27000000
0.091790945954
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
Accelerated LLC
N/A
Accelerated LLC, Series 2021-1H, Class B
00439KAB2
256461.03000000
PA
USD
234571.80000000
0.009811894527
Long
ABS-O
CORP
US
Y
2
2040-10-20
Fixed
1.90000000
N
N
N
N
N
N
Mutual of Omaha Cos. Global Funding
635400AL5J3F1ZPTAN95
Mutual of Omaha Cos. Global Funding
62829D2B5
400000.00000000
PA
USD
408197.16000000
0.017074462830
Long
DBT
CORP
US
Y
2
2028-12-12
Fixed
5.45000000
N
N
N
N
N
N
DataBank Issuer
N/A
DataBank Issuer, Series 2021-1A, Class A2
23802WAA9
480000.00000000
PA
USD
434266.90000000
0.018164932952
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
915939.09000000
PA
USD
823602.36000000
0.034450430481
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
45000.00000000
PA
USD
32210.61000000
0.001347336329
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
163000.00000000
PA
USD
137754.52000000
0.005762128358
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
265000.00000000
PA
USD
253354.68000000
0.010597562870
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
3.71800000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series C
842400GK3
131000.00000000
PA
USD
109962.43000000
0.004599614127
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
5901000.00000000
PA
USD
5667495.60000000
0.237065448877
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
391000.00000000
PA
USD
316855.47000000
0.013253734899
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.85000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAG8
75000.00000000
PA
USD
59037.53000000
0.002469478502
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
650000.00000000
PA
USD
645795.03000000
0.027012934720
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
214000.00000000
PA
USD
206321.77000000
0.008630225141
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
316000.00000000
PA
USD
217082.27000000
0.009080325669
Long
DBT
CORP
US
Y
2
2051-09-17
Fixed
3.07500000
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AF7
112000.00000000
PA
USD
77292.49000000
0.003233064501
Long
DBT
CORP
US
Y
2
2041-02-10
Fixed
2.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GA46
270000.00000000
PA
USD
286482.82000000
0.011983278525
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
1018656.25000000
PA
USD
999386.84000000
0.041803312529
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
208000.00000000
PA
USD
139111.24000000
0.005818878545
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77200000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2020-3, Class C
03066PAE9
315000.00000000
PA
USD
303622.92000000
0.012700231089
Long
ABS-O
CORP
US
N
2
2026-08-18
Fixed
1.06000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKLJ0
1300000.00000000
PA
USD
1288668.11000000
0.053903647309
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
4.41000000
N
N
N
N
N
N
Banner Health
PLD0E0WJKFN8IZJ2WD85
Banner Health
06654DAD9
288000.00000000
PA
USD
238741.31000000
0.009986300795
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
1.89700000
N
N
N
N
N
N
Park Aerospace Holdings Ltd.
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd.
70014LAB6
59000.00000000
PA
USD
58890.07000000
0.002463310404
Long
DBT
CORP
KY
Y
2
2024-02-15
Fixed
5.50000000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2021-B, Class C
12656QAC8
142644.53000000
PA
USD
141875.21000000
0.005934492537
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
300000.00000000
PA
USD
255281.25000000
0.010678149290
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2023-SFR1, Class D
74334FAG3
935000.00000000
PA
USD
873317.40000000
0.036529958919
Long
ABS-O
CORP
US
Y
2
2040-03-17
Fixed
4.65000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-2, Class A1
69359UAA3
528951.36000000
PA
USD
523062.02000000
0.021879140508
Long
ABS-O
CORP
US
Y
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2014-52, Class BW
3136AKF24
785000.00000000
PA
USD
665848.46000000
0.027851748849
Long
ABS-MBS
USGSE
US
N
2
2044-09-25
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLH0
500000.00000000
PA
USD
501150.67000000
0.020962611517
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
224000.00000000
PA
USD
166740.27000000
0.006974572146
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
99199.00000000
NS
USD
4614241.49000000
0.193008924445
Long
RF
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LCMZ5
652875.51000000
PA
USD
609232.22000000
0.025483550389
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
3.76000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2022-2A, Class D
23345AAG8
385000.00000000
PA
USD
379353.98000000
0.015867982597
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
155000.00000000
PA
USD
135173.21000000
0.005654154844
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HF3
219000.00000000
PA
USD
181933.26000000
0.007610079123
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
250000.00000000
PA
USD
182809.38000000
0.007646726312
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
207000.00000000
PA
USD
199658.61000000
0.008351512086
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
584000.00000000
PA
USD
463742.79000000
0.019397878787
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626PAP1
300000.00000000
PA
USD
225848.14000000
0.009446992898
Long
DBT
CORP
CA
Y
2
2041-05-13
Fixed
3.43900000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBP9
680000.00000000
PA
USD
577852.08000000
0.024170951756
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
Hackensack Meridian Health, Inc.
5493001CB3OCWTEJY668
Hackensack Meridian Health, Inc., Series 2020
404530AC1
350000.00000000
PA
USD
249219.51000000
0.010424593008
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
2.67500000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AC2
1015000.00000000
PA
USD
983118.63000000
0.041122830218
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
443867.18000000
PA
USD
394564.30000000
0.016504214470
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
350000.00000000
PA
USD
362125.34000000
0.015147326497
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
79075.11000000
PA
USD
75841.63000000
0.003172376536
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
255000.00000000
PA
USD
213519.31000000
0.008931290757
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
3618BJGA4
982280.72000000
PA
USD
978858.37000000
0.040944627971
Long
ABS-MBS
USGA
US
N
2
2063-06-20
Fixed
5.50000000
N
N
N
N
N
N
Evergy Metro, Inc.
1128SIJQ26096WL7IO82
Evergy Metro, Inc.
30037DAB1
323000.00000000
PA
USD
322842.50000000
0.013504166139
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
4.95000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2021-SFR2, Class E1
33767TAJ9
1145000.00000000
PA
USD
1008973.31000000
0.042204304603
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
310000.00000000
PA
USD
316614.77000000
0.013243666668
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
164000.00000000
PA
USD
148648.70000000
0.006217820582
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LG4Q6
582662.97000000
PA
USD
549339.08000000
0.022978282609
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
450000.00000000
PA
USD
452783.78000000
0.018939474792
Long
DBT
CORP
US
N
2
2029-04-25
Variable
5.20200000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133A7RS0
62750.23000000
PA
USD
53445.98000000
0.002235589779
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
44.00000000
NC
USD
95247.94000000
0.003984122308
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 5 Year Note
2024-03-28
4781906.27000000
USD
95247.94000000
N
N
N
Puget Energy, Inc.
SYBSJ96YIDMIUY7WDR33
Puget Energy, Inc.
745310AM4
258000.00000000
PA
USD
230605.54000000
0.009645989994
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AG4
357000.00000000
PA
USD
346075.32000000
0.014475970846
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.70000000
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E Wildfire Recovery Funding LLC, Series A-4
693342AJ6
80000.00000000
PA
USD
80148.88000000
0.003352544325
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.21200000
N
N
N
N
N
N
Huntington National Bank (The)
2WHM8VNJH63UN14OL754
Huntington National Bank (The)
44644MAJ0
334000.00000000
PA
USD
336811.87000000
0.014088490364
Long
DBT
CORP
US
N
2
2030-01-10
Fixed
5.65000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJK6
511000.00000000
PA
USD
474492.43000000
0.019847525052
Long
DBT
CORP
US
N
2
2026-10-24
Variable
1.19700000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AX7
214000.00000000
PA
USD
159735.31000000
0.006681561952
Long
DBT
CORP
US
N
2
2050-03-12
Fixed
3.35000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TN8
1410000.00000000
PA
USD
1302046.88000000
0.054463267349
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-H14, Class YD
38382YFS7
1000381.01840000
PA
USD
929121.68000000
0.038864193936
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
160000.00000000
PA
USD
160044.60000000
0.006694499231
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
390000.00000000
PA
USD
425422.40000000
0.017794976712
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
6.02800000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBE0
470000.00000000
PA
USD
421607.60000000
0.017635407594
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
570000.00000000
PA
USD
513403.10000000
0.021475117926
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
332981.39000000
PA
USD
318193.69000000
0.013309711250
Long
ABS-O
CORP
US
Y
3
2035-11-15
Fixed
2.98100000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DG7
105000.00000000
PA
USD
99213.12000000
0.004149981665
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140NMJF5
396067.61000000
PA
USD
391833.13000000
0.016389972468
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSDS7
300000.00000000
PA
USD
289899.85000000
0.012126209338
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
475000.00000000
PA
USD
404046.88000000
0.016900860933
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
470000.00000000
PA
USD
358740.24000000
0.015005731283
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AD0
50000.00000000
PA
USD
58434.30000000
0.002444246019
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2017-M11, Class A2
3136AX3J2
560041.27000000
PA
USD
522338.28000000
0.021848867216
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Fixed
2.98000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283W8
5500000.00000000
PA
USD
5257441.42000000
0.219913308830
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
942914.33000000
PA
USD
887802.31000000
0.037135847645
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKPN7
1888000.00000000
PA
USD
1858560.62000000
0.077741658528
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
730000.00000000
PA
USD
754805.80000000
0.031572741898
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.35000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAK8
420000.00000000
PA
USD
417626.75000000
0.017468892777
Long
DBT
CORP
US
Y
2
2024-05-13
Fixed
4.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QM4X9
844992.87000000
PA
USD
720613.82000000
0.030142526922
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HY4J4
686670.15000000
PA
USD
548185.12000000
0.022930013662
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
1.93000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617XRCV2
1090381.16000000
PA
USD
1014786.00000000
0.042447443382
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
175000.00000000
PA
USD
123603.58000000
0.005170209250
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
2001826.53000000
PA
USD
1838839.90000000
0.076916761312
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
178000.00000000
PA
USD
161519.51000000
0.006756193183
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
910000.00000000
PA
USD
871626.85000000
0.036459244970
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
230643.69000000
PA
USD
213084.09000000
0.008913085957
Long
ABS-O
CORP
US
Y
2
2033-11-21
Fixed
2.70000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AG3
200000.00000000
PA
USD
206963.15000000
0.008657053400
Long
DBT
CORP
GB
N
2
2026-11-10
Variable
7.47200000
N
N
N
N
N
N
Bank of Ireland Group plc
635400C8EK6DRI12LJ39
Bank of Ireland Group plc
06279JAB5
203000.00000000
PA
USD
185096.11000000
0.007742377850
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
52993179.22000000
PA
USD
104258.78000000
0.004361036377
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
367000.00000000
PA
USD
316523.61000000
0.013239853540
Long
DBT
CORP
US
N
2
2039-01-24
Variable
3.87800000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4065, Class QB
3137ARAZ9
675000.00000000
PA
USD
601001.98000000
0.025139288006
Long
ABS-MBS
USGSE
US
N
2
2042-06-15
Fixed
3.00000000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513ECL3
385000.00000000
PA
USD
254518.21000000
0.010646232120
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
2.82000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912834JH2
2270000.00000000
PA
USD
1093832.98000000
0.045753896377
Long
DBT
UST
US
N
2
2040-11-15
None
0.00000000
N
N
N
N
N
N
Union Electric Co.
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CU4
191000.00000000
PA
USD
157117.36000000
0.006572055825
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.90000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding LLC, Series 2021-A, Class B
62919TAC0
338726.20000000
PA
USD
335077.51000000
0.014015943888
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
300000.00000000
PA
USD
304909.79000000
0.012754059523
Long
DBT
CORP
NL
Y
2
2026-10-13
Variable
6.57500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LGZJ4
1505000.00000000
PA
USD
1477582.17000000
0.061805726039
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
212000.00000000
PA
USD
207372.19000000
0.008674163118
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
429000.00000000
PA
USD
333377.22000000
0.013944822525
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YCR8
300000.00000000
PA
USD
308883.33000000
0.012920268571
Long
DBT
CORP
JP
N
2
2031-05-27
Variable
5.73900000
N
N
N
N
N
N
MedStar Health, Inc.
549300ICFOCGDEPVJE31
MedStar Health, Inc., Series 20A
58506YAS1
150000.00000000
PA
USD
112031.15000000
0.004686146534
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.62600000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBC5
255000.00000000
PA
USD
232099.08000000
0.009708463220
Long
DBT
CORP
FR
Y
2
2027-06-09
Variable
1.79200000
N
N
N
N
N
N
Pfizer Investment Enterprises Pte. Ltd.
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte. Ltd.
716973AG7
400000.00000000
PA
USD
408353.64000000
0.017081008226
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.30000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AF2
580000.00000000
PA
USD
569902.20000000
0.023838416541
Long
DBT
CORP
FR
Y
2
2025-03-17
Fixed
4.37500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR2, Class D
74333DAG9
2223000.00000000
PA
USD
2007833.38000000
0.083985582891
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
555000.00000000
PA
USD
485614.67000000
0.020312756788
Long
DBT
CORP
US
N
2
2052-04-13
Fixed
3.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHSL5
960000.00000000
PA
USD
912333.51000000
0.038161962238
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
1807472.49470000
PA
USD
1554799.23000000
0.065035635382
Long
ABS-MBS
CORP
US
Y
2
2060-11-30
Variable
2.91808080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LF5T7
770000.00000000
PA
USD
704803.12000000
0.029481181778
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.41000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BA7
400000.00000000
PA
USD
332977.70000000
0.013928111019
Long
DBT
CORP
US
N
2
2045-02-09
Fixed
3.45000000
N
N
N
N
N
N
CenterPoint Energy Resources Corp.
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp.
15189YAF3
202000.00000000
PA
USD
167716.38000000
0.007015401813
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.75000000
N
N
N
N
N
N
VMware LLC
549300BUDHS3LRWBE814
VMware LLC
928563AJ4
394000.00000000
PA
USD
360385.18000000
0.015074537413
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05571AAR6
320000.00000000
PA
USD
336929.30000000
0.014093402338
Long
DBT
CORP
FR
Y
2
2029-10-19
Variable
6.71400000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RLJ9
369000.00000000
PA
USD
265302.65000000
0.011097334034
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882926AA6
213000.00000000
PA
USD
218186.78000000
0.009126526174
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
230000.00000000
PA
USD
248407.49000000
0.010390627056
Long
DBT
CORP
US
N
2
2029-10-30
Variable
7.16100000
N
N
N
N
N
N
Beth Israel Lahey Health, Inc.
549300QPZ5W3279DU141
Beth Israel Lahey Health, Inc., Series L
08661UAB2
115000.00000000
PA
USD
73901.97000000
0.003091242574
Long
DBT
CORP
US
N
2
2051-07-01
Fixed
3.08000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AK6
445000.00000000
PA
USD
435039.54000000
0.018197251680
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.40000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
3618BJF98
969846.07000000
PA
USD
979424.28000000
0.040968299398
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
4061000.00000000
PA
USD
3718987.66000000
0.155561387464
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
928351.40000000
PA
USD
946200.35000000
0.039578576946
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
740075.14790000
PA
USD
721232.91000000
0.030168422813
Long
ABS-O
CORP
US
Y
2
2060-10-27
Variable
2.36329920
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BZ2
200000.00000000
PA
USD
183140.40000000
0.007660572534
Long
DBT
CORP
GB
Y
2
2027-01-14
Variable
1.45600000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MY4
110000.00000000
PA
USD
91776.11000000
0.003838899268
Long
DBT
CORP
US
N
2
2032-05-01
Variable
2.56100000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133APKA6
607737.91000000
PA
USD
537848.29000000
0.022497634810
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
17000.00000000
PA
USD
18172.92000000
0.000760154350
Long
DBT
CORP
US
N
2
2043-02-10
Fixed
5.62500000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EK2
415000.00000000
PA
USD
285361.42000000
0.011936371529
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.70000000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440CA0
350000.00000000
PA
USD
246330.23000000
0.010303737429
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.95000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust, Series 2021-3, Class D
43730XAD6
629255.17000000
PA
USD
539759.61000000
0.022577583338
Long
ABS-O
CORP
US
Y
2
2041-01-17
Fixed
2.99900000
N
N
N
N
N
N
AHS Hospital Corp.
549300D7W3C9Z4RGJG34
AHS Hospital Corp.
001306AB5
140000.00000000
PA
USD
136368.45000000
0.005704150491
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
5.02400000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CT5
200000.00000000
PA
USD
203242.71000000
0.008501431263
Long
DBT
CORP
GB
Y
2
2027-07-06
Variable
6.18700000
N
N
N
N
N
N
Jpmorgan Betabuilders Emerging Markets Equity ETF
549300WEJ5UQZ8KRFS08
JPMorgan BetaBuilders Emerging Markets Equity ETF
46654Q807
1344200.00000000
NS
USD
66658878.00000000
2.788271566494
Long
RF
US
N
1
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2021-4, Class A
91682NAA1
6839.78000000
PA
USD
6817.74000000
0.000285178976
Long
ABS-O
CORP
US
Y
2
2031-09-20
Fixed
0.84000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133A1QZ8
240523.64000000
PA
USD
224491.07000000
0.009390228071
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKP3
295000.00000000
PA
USD
288303.21000000
0.012059423547
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
55705900.53000000
NS
USD
55705900.53000000
2.330119905915
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
327132.53000000
PA
USD
296775.51000000
0.012413811048
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
418354.30000000
PA
USD
414629.90000000
0.017343537657
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
205000.00000000
PA
USD
211844.60000000
0.008861239379
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
5.16900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXBP6
227467.58000000
PA
USD
225488.52000000
0.009431950368
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2022-M3, Class A2
3136BLW22
725000.00000000
PA
USD
594516.60000000
0.024868011303
Long
ABS-MBS
USGSE
US
N
2
2031-11-25
Variable
1.70719920
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust, Series 2021-AA, Class A
56848DAA7
1065000.00000000
PA
USD
969293.78000000
0.040544551115
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
998690.84000000
PA
USD
963150.33000000
0.040287576988
Long
ABS-O
CORP
US
Y
2
2051-04-25
Variable
2.23949880
N
N
N
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345YAH9
180000.00000000
PA
USD
193064.97000000
0.008075706979
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CE2
160000.00000000
PA
USD
111293.69000000
0.004655299348
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJHP4
870000.00000000
PA
USD
896682.79000000
0.037507308891
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
5.04000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXDN9
434690.87000000
PA
USD
427679.32000000
0.017889381329
Long
ABS-MBS
USGSE
US
N
2
2056-06-01
Fixed
4.50000000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd.
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAE0
186624.00000000
PA
USD
153498.24000000
0.006420671798
Long
DBT
CORP
JE
Y
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CV9
200000.00000000
PA
USD
174585.12000000
0.007302714066
Long
DBT
CORP
GB
N
2
2029-08-17
Variable
2.20600000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513EAD3
373000.00000000
PA
USD
322247.33000000
0.013479270797
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
167803.57000000
PA
USD
157452.41000000
0.006586070618
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
197000.00000000
PA
USD
202057.51000000
0.008451855579
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
264914.80000000
PA
USD
256384.44000000
0.010724294581
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
1.46000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
74000.00000000
PA
USD
66940.73000000
0.002800061142
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SS8
2118000.00000000
PA
USD
1261864.69000000
0.052782488116
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
900000.00000000
PA
USD
843679.69000000
0.035290244322
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
230000.00000000
PA
USD
235147.00000000
0.009835954545
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
525155.23000000
PA
USD
522591.34000000
0.021859452453
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
5.00000000
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAK1
77000.00000000
PA
USD
80443.59000000
0.003364871738
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAP2
260000.00000000
PA
USD
267220.48000000
0.011177554869
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
566135.11000000
PA
USD
526889.43000000
0.022039237089
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132XDA29
1421777.61000000
PA
USD
1416848.75000000
0.059265310220
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
4.40000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133BAZA2
300234.67000000
PA
USD
287759.41000000
0.012036676958
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
FHF Trust
N/A
FHF Trust, Series 2023-1A, Class A2
30331GAC5
701738.42000000
PA
USD
699341.21000000
0.029252715761
Long
ABS-O
CORP
US
Y
2
2028-06-15
Fixed
6.57000000
N
N
N
N
N
N
VCAT LLC
N/A
VCAT LLC, Series 2021-NPL1, Class A1
91790CAA4
132820.61000000
PA
USD
132225.18000000
0.005530841814
Long
ABS-O
CORP
US
Y
2
2050-12-26
Variable
5.28909840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179XDD5
256944.12000000
PA
USD
245166.12000000
0.010255043918
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RBT3
235000.00000000
PA
USD
249614.63000000
0.010441120467
Long
DBT
CORP
US
N
2
2029-10-25
Variable
6.31700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L3KY0
509064.20000000
PA
USD
519116.96000000
0.021714122749
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
5.07000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAU4
65000.00000000
PA
USD
49419.47000000
0.002067165052
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
1.90000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CE7
795000.00000000
PA
USD
745168.24000000
0.031169612783
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
2.12900000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAB0
270000.00000000
PA
USD
276770.36000000
0.011577016421
Long
DBT
CORP
ES
Y
2
2027-09-13
Variable
6.68400000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DBA7
300000.00000000
PA
USD
306546.34000000
0.012822514708
Long
DBT
CORP
NL
Y
2
2027-09-18
Variable
6.33900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKBT9
900000.00000000
PA
USD
923421.50000000
0.038625761332
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
4.97000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
279000.00000000
PA
USD
226088.83000000
0.009457060711
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
215000.00000000
PA
USD
200506.87000000
0.008386993920
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
255000.00000000
PA
USD
214188.00000000
0.008959261364
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
121870.11000000
PA
USD
111195.96000000
0.004651211404
Long
ABS-O
CORP
US
Y
2
2035-08-27
Fixed
2.09000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBU3
240000.00000000
PA
USD
241971.50000000
0.010121416285
Long
DBT
CORP
US
N
2
2033-02-13
Fixed
4.81200000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR2, Class E2
00179VAF3
330000.00000000
PA
USD
293491.57000000
0.012276447251
Long
ABS-O
CORP
US
Y
2
2038-08-17
Fixed
2.57700000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K754, Class AM
3137HBC93
610000.00000000
PA
USD
626718.70000000
0.026214991668
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
4.93999920
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust, Series 2021-1A, Class A
67571AAA3
114325.09000000
PA
USD
112603.50000000
0.004710087339
Long
ABS-O
CORP
US
Y
2
2027-03-22
Fixed
0.93000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LGUK6
539552.98000000
PA
USD
525158.81000000
0.021966847054
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
3.99000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBD7
314000.00000000
PA
USD
298194.02000000
0.012473145846
Long
DBT
CORP
US
N
2
2026-11-18
Fixed
2.90000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133KKVR7
256093.95000000
PA
USD
227251.81000000
0.009505706955
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HXJ27
1375000.00000000
PA
USD
1182938.50000000
0.049481087642
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.44000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2016-3, Class AA
023771R91
406030.97000000
PA
USD
366221.05000000
0.015318645788
Long
ABS-O
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJVF0
784451.66000000
PA
USD
799796.66000000
0.033454662799
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
4.83000000
N
N
N
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAC6
130000.00000000
PA
USD
106954.24000000
0.004473784666
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
2.62500000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT
35563PJE0
326272.45090000
PA
USD
290594.79000000
0.012155277956
Long
ABS-MBS
USGSE
US
N
2
2058-07-25
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJM29
629085.40000000
PA
USD
638025.43000000
0.026687940429
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
270000.00000000
PA
USD
292419.69000000
0.012231611625
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
6.10000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FZ6
190000.00000000
PA
USD
150472.36000000
0.006294102383
Long
DBT
CORP
US
N
2
2053-02-14
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617UHAE7
418537.88000000
PA
USD
392625.66000000
0.016423123174
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.00000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU
35563P7E3
324718.84070000
PA
USD
281358.74000000
0.011768943586
Long
ABS-MBS
USGSE
US
N
2
2061-11-25
Fixed
3.25000000
N
N
N
N
N
N
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
549300UUJZT2ZWE64W88
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
46641Q878
176683.00000000
NS
USD
8112399.95000000
0.339333256053
Long
RF
US
N
1
N
N
N
Southern California Gas Co.
XY0N0J73VHV5F4CUJV89
Southern California Gas Co.
842434CX8
150000.00000000
PA
USD
171501.33000000
0.007173722336
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
6.35000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617UXC59
186377.45000000
PA
USD
179620.30000000
0.007513330411
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
4.00000000
N
N
N
N
N
N
Massachusetts Electric Co.
549300XN8GZY5U5O1B96
Massachusetts Electric Co.
575634AT7
103000.00000000
PA
USD
79300.12000000
0.003317041577
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
490000.00000000
PA
USD
505814.19000000
0.021157681710
Long
DBT
CORP
US
N
2
2029-09-15
Variable
5.81900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHSH4
1100000.00000000
PA
USD
1070891.32000000
0.044794270590
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
4.12000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DR8
275000.00000000
PA
USD
281938.97000000
0.011793214004
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan BetaBuilders International Equity ETF
549300BU8GZGI7U5FB20
JPMorgan BetaBuilders International Equity ETF
46641Q373
7020581.00000000
NS
USD
399681676.33000000
16.71826900176
Long
RF
US
N
1
N
N
N
VOLT XCIX LLC
N/A
VOLT XCIX LLC, Series 2021-NPL8, Class A1
92872VAA1
718139.94000000
PA
USD
693480.59000000
0.029007572119
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
294000.00000000
PA
USD
235096.17000000
0.009833828379
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
5040000.00000000
PA
USD
4887421.86000000
0.204435775317
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
40000.00000000
PA
USD
38706.83000000
0.001619066458
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
532766.65000000
PA
USD
505255.86000000
0.021134327347
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
1421895.64000000
PA
USD
1217935.36000000
0.050944969912
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LAUW3
1690000.00000000
PA
USD
1385773.04000000
0.057965445578
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
1.38000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K728, Class C
30305GAU7
225000.00000000
PA
USD
220213.73000000
0.009211311386
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
840000.00000000
PA
USD
859084.65000000
0.035934617783
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
395000.00000000
PA
USD
368130.95000000
0.015398534920
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
124000.00000000
PA
USD
119441.62000000
0.004996118790
Long
DBT
CORP
US
Y
2
2025-01-14
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LJTJ9
372496.87000000
PA
USD
338187.83000000
0.014146045340
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.01000000
N
N
N
N
N
N
Kellanova
LONOZNOJYIBXOHXWDB86
Kellanova
487836BZ0
211000.00000000
PA
USD
216324.16000000
0.009048614716
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
585000.00000000
PA
USD
562707.64000000
0.023537475576
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
435000.00000000
PA
USD
443264.61000000
0.018541297807
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
283000.00000000
PA
USD
289232.07000000
0.012098276795
Long
DBT
CORP
CH
N
2
2025-01-09
Fixed
7.95000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2020-SFR2, Class D
74333LAG1
320000.00000000
PA
USD
309138.27000000
0.012930932446
Long
ABS-O
CORP
US
Y
2
2037-06-17
Fixed
3.87400000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAY3
345000.00000000
PA
USD
315293.99000000
0.013188419814
Long
DBT
CORP
FR
Y
2
2026-10-04
Fixed
1.60400000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7V96
1102596.02000000
PA
USD
1001224.05000000
0.041880161113
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
223000.00000000
PA
USD
183464.58000000
0.007674132647
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
879110.69400000
PA
USD
816637.04000000
0.034159078386
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LJZP8
1485000.00000000
PA
USD
1339859.35000000
0.056044923659
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.14000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2020-P1, Class C
14687AAR9
405000.00000000
PA
USD
368543.60000000
0.015415795640
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
422754.20000000
PA
USD
380653.43000000
0.015922337240
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
359292.48000000
PA
USD
352138.86000000
0.014729602421
Long
ABS-MBS
CORP
US
Y
2
2066-10-25
Variable
1.89200160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617UP4S5
1657318.23000000
PA
USD
1474850.13000000
0.061691447646
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXC59
927354.56000000
PA
USD
852739.07000000
0.035669188769
Long
ABS-MBS
USGSE
US
N
2
2056-05-01
Fixed
3.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
904000.00000000
PA
USD
838016.41000000
0.035053355207
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
279676.10000000
PA
USD
254308.26000000
0.010637450130
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
109000.00000000
PA
USD
110088.31000000
0.004604879556
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.87500000
N
N
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EQ9
295000.00000000
PA
USD
304392.66000000
0.012732428513
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.40000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HBB3
260000.00000000
PA
USD
259721.80000000
0.010863892880
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.00000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EY5
217000.00000000
PA
USD
151759.66000000
0.006347948804
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
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BF3
110000.00000000
PA
USD
95768.47000000
0.004005895536
Long
DBT
CORP
US
Y
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
Lendingpoint Asset Securitization Trust
N/A
Lendingpoint Asset Securitization Trust, Series 2021-B, Class B
52607HAB6
2484.97000000
PA
USD
2484.97000000
0.000103943711
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
701480.00000000
PA
USD
714478.07000000
0.029885874878
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
180000.00000000
PA
USD
145858.51000000
0.006101109835
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
255000.00000000
PA
USD
249507.49000000
0.010436638912
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
340000.00000000
PA
USD
224117.78000000
0.009374613738
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
5095000.00000000
PA
USD
3543413.28000000
0.148217293680
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
Kingdom of Saudi Arabia
80413TAV1
200000.00000000
PA
USD
165312.50000000
0.006914850011
Long
DBT
NUSS
SA
Y
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust, Series 2021-OVA, Class A
78449RAA3
925000.00000000
PA
USD
764172.01000000
0.031964520725
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Fixed
2.58540000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J2ZN9
391625.63000000
PA
USD
336159.14000000
0.014061187346
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
1.60000000
N
N
N
N
N
N
High Street Funding Trust I
N/A
High Street Funding Trust I
42981CAA6
160000.00000000
PA
USD
151359.12000000
0.006331194632
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.11100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJGG5
835000.00000000
PA
USD
847479.83000000
0.035449200227
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
4.73500000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAT7
416000.00000000
PA
USD
325999.05000000
0.013636201344
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
2.10000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJX1
322000.00000000
PA
USD
298878.00000000
0.012501756018
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAB4
84000.00000000
PA
USD
52810.42000000
0.002209004965
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
255000.00000000
PA
USD
184643.29000000
0.007723436860
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
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACB9
710000.00000000
PA
USD
611533.15000000
0.025579795899
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
Westpac New Zealand Ltd.
549300MW73M5PK1PNG73
Westpac New Zealand Ltd.
96122FAA5
420000.00000000
PA
USD
418893.00000000
0.017521858698
Long
DBT
CORP
NZ
Y
2
2028-02-15
Fixed
4.90200000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2018-1, Class M60C
35563PEL9
888807.80000000
PA
USD
824786.53000000
0.034499963081
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
130000.00000000
PA
USD
134550.05000000
0.005628088709
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
200000.00000000
PA
USD
206825.29000000
0.008651286859
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
422000.00000000
PA
USD
345939.17000000
0.014470275834
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
200000.00000000
PA
USD
221536.92000000
0.009266659048
Long
DBT
CORP
US
N
2
2034-10-25
Variable
6.47400000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AT5
250000.00000000
PA
USD
228806.58000000
0.009570741368
Long
DBT
CORP
CH
Y
2
2027-02-02
Variable
1.30500000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAQ8
215000.00000000
PA
USD
195449.82000000
0.008175462776
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
289092.84000000
PA
USD
269778.03000000
0.011284534526
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
8198000.00000000
PA
USD
5232629.69000000
0.218875459959
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2022-46, Class GZ
3136BNFY7
720825.88000000
PA
USD
636852.69000000
0.026638885934
Long
ABS-MBS
USGSE
US
N
2
2052-07-25
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFB2
75000.00000000
PA
USD
71994.14000000
0.003011440029
Long
DBT
UST
US
N
2
2027-07-31
Fixed
2.75000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-2, Class M55D
35563PKL2
860765.07000000
PA
USD
804062.95000000
0.033633117274
Long
ABS-MBS
USGSE
US
N
2
2058-08-25
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXM1
1149000.00000000
PA
USD
1058190.88000000
0.044263024388
Long
DBT
CORP
US
N
2
2026-12-09
Variable
1.09300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140MJLM5
419112.40000000
PA
USD
370883.26000000
0.015513661186
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
1360489.00000000
NS
USD
83643543.96000000
3.498722485916
Long
RF
US
N
1
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BV0
140000.00000000
PA
USD
134780.61000000
0.005637732794
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAM4
135000.00000000
PA
USD
130720.91000000
0.005467919764
Long
DBT
CORP
US
N
2
2034-01-26
Variable
5.12200000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CM5
1876000.00000000
PA
USD
1768854.53000000
0.073989346044
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust, Series 2021-1A, Class B
32059FAC3
124261.52000000
PA
USD
123643.70000000
0.005171887427
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
0.89000000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2021-1A, Class A
12327BAA4
433873.74890000
PA
USD
401346.23000000
0.016787895551
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
370383.09000000
PA
USD
353023.72000000
0.014766615195
Long
ABS-O
CORP
US
Y
2
2025-12-25
Fixed
3.84400000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBR6
424000.00000000
PA
USD
378162.06000000
0.015818125823
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKK69
605000.00000000
PA
USD
608343.68000000
0.025446383685
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
4.56000000
N
N
N
N
N
N
TSMC Global Ltd.
549300N2ZLI21P85T117
TSMC Global Ltd.
872882AN5
200000.00000000
PA
USD
201568.00000000
0.008431379884
Long
DBT
CORP
VG
Y
2
2032-07-22
Fixed
4.62500000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust, Series 2017-GM, Class A
056083AA6
670000.00000000
PA
USD
622668.45000000
0.026045573921
Long
ABS-MBS
CORP
US
Y
2
2039-06-13
Fixed
3.37900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140MHL80
528661.50000000
PA
USD
502711.99000000
0.021027919909
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
4.00000000
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAJ2
205000.00000000
PA
USD
204285.41000000
0.008545046320
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
5.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3618BQP91
1086059.81000000
PA
USD
1104146.16000000
0.046185285974
Long
ABS-MBS
USGA
US
N
2
2053-09-20
Fixed
6.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBS8
450000.00000000
PA
USD
454257.35000000
0.019001112693
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.74900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J2H58
760757.87000000
PA
USD
634392.32000000
0.026535971215
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
1.45000000
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AJ4
85000.00000000
PA
USD
67874.60000000
0.002839123953
Long
DBT
CORP
US
Y
2
2032-01-07
Fixed
2.77500000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
271000.00000000
PA
USD
219046.64000000
0.009162493224
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
260000.00000000
PA
USD
231733.74000000
0.009693181427
Long
ABS-O
CORP
US
Y
2
2035-09-14
Fixed
3.45000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2S1
484000.00000000
PA
USD
443307.59000000
0.018543095615
Long
DBT
CORP
US
N
2
2028-06-02
Variable
2.39300000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAN2
175000.00000000
PA
USD
178082.28000000
0.007448996633
Long
DBT
CORP
US
N
2
2027-06-08
Variable
6.04700000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAQ6
200000.00000000
PA
USD
170636.34000000
0.007137540704
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.05700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J7SQ9
1281881.26000000
PA
USD
1200965.02000000
0.050235118233
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Variable
3.44499840
N
N
N
N
N
N
Fortis, Inc.
549300MQYQ9Y065XPR71
Fortis, Inc.
349553AM9
283000.00000000
PA
USD
268640.67000000
0.011236959940
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
290000.00000000
PA
USD
239240.15000000
0.010007166754
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
300000.00000000
PA
USD
310896.33000000
0.013004470268
Long
DBT
CORP
CA
N
2
2028-09-25
Fixed
5.71700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
3618BB6R5
751987.29000000
PA
USD
669870.40000000
0.028019982417
Long
ABS-MBS
USGA
US
N
2
2062-02-20
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617UXCF7
229059.21000000
PA
USD
211764.04000000
0.008857869637
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
265000.00000000
PA
USD
242314.64000000
0.010135769474
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
720657.06000000
PA
USD
662685.86000000
0.027719460578
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833PA2
1705000.00000000
PA
USD
1532246.52000000
0.064092278969
Long
DBT
UST
US
N
2
2026-08-15
None
0.00000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CQ0
250000.00000000
PA
USD
253925.67000000
0.010621446788
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
Northwestern Mutual Global Funding
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2D0
190000.00000000
PA
USD
166758.46000000
0.006975333015
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
1440000.00000000
PA
USD
1274534.55000000
0.053312455188
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
1.80000000
N
N
N
N
N
N
Corebridge Global Funding
54930057MDZ7KOVOTV71
Corebridge Global Funding
00138CAV0
190000.00000000
PA
USD
195745.85000000
0.008187845403
Long
DBT
CORP
US
Y
2
2028-09-19
Fixed
5.90000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133B2F38
431488.35000000
PA
USD
408205.51000000
0.017074812102
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
4.00000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAX5
275000.00000000
PA
USD
280434.28000000
0.011730274385
Long
DBT
CORP
SE
Y
2
2026-09-12
Fixed
6.13600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXDP4
377727.07000000
PA
USD
358991.89000000
0.015016257541
Long
ABS-MBS
USGSE
US
N
2
2056-02-01
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan BetaBuilders MSCI US REIT ETF
549300UDD0DL9T2E4I67
JPMorgan BetaBuilders MSCI US REIT ETF
46641Q738
352805.00000000
NS
USD
31523126.75000000
1.318579619717
Long
RF
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGH8
5000000.00000000
PA
USD
4921093.75000000
0.205844235469
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 5225, Class QL
3137H7L84
810000.00000000
PA
USD
679738.23000000
0.028432743487
Long
ABS-MBS
USGSE
US
N
2
2052-05-25
Fixed
4.00000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EQ2
50000.00000000
PA
USD
34618.75000000
0.001448066321
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