0001752724-24-045061.txt : 20240228
0001752724-24-045061.hdr.sgml : 20240228
20240228103838
ACCESSION NUMBER: 0001752724-24-045061
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: 24691480
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
S000037367
JPMorgan SmartRetirement* Blend 2035 Fund
C000115346
Class I
JPSRX
C000115347
Class R2
JPRRX
C000115348
Class R5
JPBRX
C000115349
Class R6
JPYRX
C000186793
Class R4
JPTKX
C000186794
Class R3
JPTLX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001217286
XXXXXXXX
S000037367
C000115347
C000115346
C000186793
C000115348
C000186794
C000115349
JPMorgan Trust I
811-21295
0001217286
549300DM5WZMCZZ70R78
277 Park Avenue
New York
10172
800-480-4111
JPMorgan SmartRetirement Blend 2035 Fund
S000037367
5493004TZUXVOYD73Y24
2024-06-30
2023-12-31
N
2562606191.30
65654867.61
2496951323.69
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
797953.13000000
0.00000000
0.00000000
965642.47000000
N
35.89% SP500GRUSD0, 21.44% 1TRUSD0, 19.75% EAFERNRUSD0, 6.58% EMGLRNRUSD0, 5.11% SP400GRUSD0, 4.57% 5273TRUSD0, 4.4% RU2000GRUSD0, 1.45% RMZGRUSD0, 0.81% EMBIGDTRUSD0
IBXUSD002741
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LG3M2
148246.36000000
PA
USD
144781.65000000
0.005798336900
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
4.25500000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MB
35563PLJ6
224618.22000000
PA
USD
185868.84000000
0.007443831132
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617ULWB0
280208.16000000
PA
USD
253858.04000000
0.010166719614
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3.00000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBR5
60000.00000000
PA
USD
62363.82000000
0.002497598547
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.70000000
N
N
N
N
N
N
New York Life Insurance Co.
TAE73CY392TBWJ3O3305
New York Life Insurance Co.
64952GAT5
156000.00000000
PA
USD
124746.54000000
0.004995954018
Long
DBT
CORP
US
Y
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617W0AN2
84269.22000000
PA
USD
76449.03000000
0.003061694846
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust, Series 2022-2A, Class B
43283GAB8
327573.70000000
PA
USD
318606.47000000
0.012759819023
Long
ABS-O
CORP
US
Y
2
2037-01-25
Fixed
4.74000000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust, Series 2021-MH1, Class A1
14731QAA7
181362.34000000
PA
USD
158009.16000000
0.006328083311
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
690094.98000000
PA
USD
642255.91000000
0.025721603136
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
101119.30000000
PA
USD
95518.69000000
0.003825412577
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
170091.54000000
PA
USD
150528.57000000
0.006028494371
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
174025.36000000
PA
USD
161554.77000000
0.006470080872
Long
ABS-O
CORP
US
Y
2
2026-05-25
Fixed
3.22800000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AY2
400000.00000000
PA
USD
307421.41000000
0.012311870363
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LAE43
76104.50000000
PA
USD
63252.43000000
0.002533186346
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
200555.12000000
PA
USD
187456.78000000
0.007507426285
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
216225.15000000
PA
USD
210711.80000000
0.008438762822
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
2.23949880
N
N
N
N
N
N
CGI, Inc.
549300WSRCZY73ZG3090
CGI, Inc.
12532HAF1
75000.00000000
PA
USD
61318.58000000
0.002455737899
Long
DBT
CORP
CA
N
2
2031-09-14
Fixed
2.30000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBM6
50000.00000000
PA
USD
51410.38000000
0.002058925999
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
93492.40000000
PA
USD
95654.97000000
0.003830870433
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
44000.00000000
PA
USD
31702.86000000
0.001269662716
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Z5
120000.00000000
PA
USD
107882.99000000
0.004320588430
Long
DBT
CORP
US
N
2
2053-04-25
Variable
4.61100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2017-35, Class VA
3136AWMX2
108705.78000000
PA
USD
105834.89000000
0.004238564404
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Fixed
4.00000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBT1
96000.00000000
PA
USD
70570.11000000
0.002826250929
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73400000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-1A, Class C
30166RAE7
5613.97000000
PA
USD
5605.94000000
0.000224511385
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
0.74000000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAG1
102000.00000000
PA
USD
83195.05000000
0.003331865111
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
40000.00000000
PA
USD
32741.11000000
0.001311243422
Long
DBT
CORP
US
Y
2
2031-06-30
Fixed
3.36300000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3E1
85000.00000000
PA
USD
86790.80000000
0.003475870721
Long
DBT
CORP
US
N
2
2029-07-25
Variable
5.57400000
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081GM3
50000.00000000
PA
USD
52268.14000000
0.002093278291
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.30000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFL0
570000.00000000
PA
USD
568842.19000000
0.022781468929
Long
DBT
UST
US
N
2
2029-09-30
Fixed
3.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617Y4GC0
141255.45000000
PA
USD
140084.93000000
0.005610238720
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LH4F4
400000.00000000
PA
USD
413875.60000000
0.016575237012
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
5.15000000
N
N
N
N
N
N
SCF Equipment Leasing LLC
N/A
SCF Equipment Leasing LLC, Series 2022-2A, Class C
78397WAE6
195000.00000000
PA
USD
193772.40000000
0.007760359529
Long
ABS-O
CORP
US
Y
2
2032-08-20
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2016-H26, Class FC
38376RN28
236616.29000000
PA
USD
236115.18000000
0.009456138682
Long
ABS-MBS
USGA
US
N
2
2066-12-20
Floating
6.43718880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617ULWC8
276204.45000000
PA
USD
249889.28000000
0.010007775387
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.00000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BL4
200000.00000000
PA
USD
191636.70000000
0.007674827225
Long
DBT
CORP
GB
N
2
2030-05-08
Variable
4.44500000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KM8
75000.00000000
PA
USD
78916.31000000
0.003160506544
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140KT3U7
504025.75000000
PA
USD
483199.92000000
0.019351595500
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHRY8
300000.00000000
PA
USD
305836.16000000
0.012248382941
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
4.93000000
N
N
N
N
N
N
Tucson Electric Power Co.
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co.
898813AV2
90000.00000000
PA
USD
91687.02000000
0.003671958645
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.50000000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587DT1
40000.00000000
PA
USD
42060.93000000
0.001684491387
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.70000000
N
N
N
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
-53.00000000
NC
USD
-472077.89000000
-0.01890617111
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
VCAT LLC
N/A
VCAT LLC, Series 2021-NPL2, Class A1
91822YAA8
56460.26000000
PA
USD
55923.81000000
0.002239683628
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
53006.76000000
PA
USD
52269.69000000
0.002093340366
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
30000.00000000
PA
USD
23588.99000000
0.000944711648
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHBP4
115000.00000000
PA
USD
109883.58000000
0.004400709735
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
105000.00000000
PA
USD
92100.63000000
0.003688523245
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.00000040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L54D9
91908.59000000
PA
USD
91308.84000000
0.003656812975
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
4.34000000
N
N
N
N
N
N
JetBlue Pass-Through Trust
N/A
JetBlue Pass-Through Trust, Series 2020-1, Class B
477164AB3
63202.52000000
PA
USD
64541.43000000
0.002584809298
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
7.75000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3142GGNW0
300176.97000000
PA
USD
293261.94000000
0.011744800037
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
4.40000000
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E Wildfire Recovery Funding LLC, Series A-2
693342AB3
30000.00000000
PA
USD
28419.80000000
0.001138179976
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
229027.65000000
PA
USD
195522.88000000
0.007830464220
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
215000.00000000
PA
USD
202626.06000000
0.008114938328
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
MidAmerican Energy Co.
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co.
595620AY1
40000.00000000
PA
USD
44252.14000000
0.001772246802
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.85000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCP8
60000.00000000
PA
USD
59727.05000000
0.002391998972
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.90000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCY5
84000.00000000
PA
USD
68040.04000000
0.002724924565
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
110000.00000000
PA
USD
110500.23000000
0.004425405851
Long
DBT
CORP
US
N
2
2029-02-01
Variable
5.12300000
N
N
N
N
N
N
RPM International, Inc.
549300TJCKW4BRXPJ474
RPM International, Inc.
749685AY9
61000.00000000
PA
USD
51404.99000000
0.002058710136
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140NMGY7
297189.94000000
PA
USD
294012.59000000
0.011774862697
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
30000.00000000
PA
USD
24880.82000000
0.000996447938
Long
DBT
CORP
LU
N
2
2039-11-15
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J2RQ1
75000.00000000
PA
USD
61427.40000000
0.002460096014
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
78157.04000000
PA
USD
77044.42000000
0.003085539524
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.50000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABP1
198000.00000000
PA
USD
178328.10000000
0.007141833255
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
2.37500000
N
N
N
N
N
N
Element Fleet Management Corp.
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AK8
50000.00000000
PA
USD
51638.34000000
0.002068055532
Long
DBT
CORP
CA
Y
2
2028-12-04
Fixed
6.31900000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617W0AL6
144167.29000000
PA
USD
130878.50000000
0.005241531893
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AQ2
61000.00000000
PA
USD
63424.39000000
0.002540073144
Long
DBT
CORP
US
N
2
2033-07-31
Fixed
5.40000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
300000.00000000
PA
USD
270883.93000000
0.010848586731
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAJ4
50000.00000000
PA
USD
52138.90000000
0.002088102379
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.75000000
N
N
N
N
N
N
NNN REIT, Inc.
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417AS5
50000.00000000
PA
USD
51614.97000000
0.002067119591
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
6552.92000000
PA
USD
6532.74000000
0.000261628648
Long
ABS-O
CORP
US
Y
2
2027-02-16
Fixed
1.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFE42
241813.60000000
PA
USD
208892.91000000
0.008365918390
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.39000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BK3
75000.00000000
PA
USD
76364.81000000
0.003058321933
Long
DBT
CORP
US
Y
2
2028-05-08
Fixed
5.40000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DU1
60000.00000000
PA
USD
61330.50000000
0.002456215282
Long
DBT
CORP
US
N
2
2033-02-21
Fixed
5.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TQ1
605000.00000000
PA
USD
576829.69000000
0.023101359026
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
350000.00000000
PA
USD
360752.00000000
0.014447698542
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
60000.00000000
PA
USD
57983.61000000
0.002322176225
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFD2
105000.00000000
PA
USD
105600.20000000
0.004229165342
Long
DBT
CORP
US
N
2
2029-04-20
Variable
5.16400000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DP2
92000.00000000
PA
USD
65589.18000000
0.002626770469
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DC1
70000.00000000
PA
USD
48879.65000000
0.001957573202
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7V88
268752.29000000
PA
USD
244185.79000000
0.009779357237
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.00000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2018-3, Class M55D
35563PGL7
248447.02840000
PA
USD
230791.34000000
0.009242925074
Long
ABS-MBS
USGSE
US
N
2
2057-08-25
Variable
3.99999960
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2016-K56, Class B
30289UAS1
90000.00000000
PA
USD
86700.89000000
0.003472269930
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
1284491.00000000
NS
USD
108800112.72000000
4.357318129823
Long
RF
US
N
1
N
N
N
LL ABS Trust
N/A
LL ABS Trust, Series 2021-1A, Class A
53934QAA0
9534.53000000
PA
USD
9450.75000000
0.000378491559
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
1.07000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAM7
250000.00000000
PA
USD
233130.49000000
0.009336605314
Long
DBT
CORP
GB
N
2
2026-08-21
Variable
1.53200000
N
N
N
N
N
N
ACM Auto Trust
N/A
ACM Auto Trust, Series 2023-1A, Class A
00461VAA1
17618.03000000
PA
USD
17607.80000000
0.000705171936
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
244590.62500000
NS
USD
1504232.34000000
0.060242757867
Long
RF
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140MDKH0
225532.80000000
PA
USD
210851.12000000
0.008444342426
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
Multi-Family Connecticut Avenue Securities Trust
254900JAK6X5OPMD5925
Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M7
62548NAA6
199920.90000000
PA
USD
202744.76000000
0.008119692125
Long
ABS-MBS
CORP
US
Y
2
2053-11-25
Floating
9.33743160
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAL7
20000.00000000
PA
USD
16775.41000000
0.000671835683
Long
DBT
CORP
US
N
2
2031-08-16
Fixed
2.50000000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class B
82652QAB7
60270.97000000
PA
USD
56831.52000000
0.002276036359
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
234560.35000000
PA
USD
236876.89000000
0.009486644283
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
105000.00000000
PA
USD
100139.58000000
0.004010473854
Long
ABS-O
CORP
US
Y
2
2028-12-17
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
94943.53000000
PA
USD
82976.79000000
0.003323124051
Long
ABS-O
CORP
US
N
2
2030-03-01
Fixed
3.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QELR1
123922.50000000
PA
USD
107380.44000000
0.004300461886
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAH7
88000.00000000
PA
USD
70431.58000000
0.002820702964
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
Public Service Co. of Oklahoma
F3TJNSIZRGXRH8GEIK79
Public Service Co. of Oklahoma
744533BQ2
70000.00000000
PA
USD
70486.22000000
0.002822891232
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7VU9
96223.03000000
PA
USD
87055.43000000
0.003486468845
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
67000.00000000
PA
USD
72030.54000000
0.002884739454
Long
DBT
CORP
US
N
2
2053-12-01
Fixed
5.87500000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBR5
92000.00000000
PA
USD
82320.27000000
0.003296831188
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CB3
23000.00000000
PA
USD
16195.93000000
0.000648628182
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2023-1A, Class C
96042XAF2
200000.00000000
PA
USD
199280.70000000
0.007980960546
Long
ABS-O
CORP
US
Y
2
2028-08-15
Fixed
5.74000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBW4
102000.00000000
PA
USD
96853.91000000
0.003878886587
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
3.80000000
N
N
N
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8Q8
75000.00000000
PA
USD
81287.56000000
0.003255472352
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.60000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36241L4J2
20872.71000000
PA
USD
20762.08000000
0.000831497186
Long
ABS-MBS
USGA
US
N
2
2031-12-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7WL8
54641.75000000
PA
USD
49570.83000000
0.001985254158
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.00000000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513ECR0
44000.00000000
PA
USD
44842.38000000
0.001795885229
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
45000.00000000
PA
USD
30471.60000000
0.001220352183
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
2.85000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K136, Class A2
3137H4SH4
259000.00000000
PA
USD
219738.66000000
0.008800278079
Long
ABS-MBS
USGSE
US
N
2
2031-11-25
Fixed
2.12700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617UA6Z0
269002.33000000
PA
USD
250354.62000000
0.010026411713
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.50000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
40000.00000000
PA
USD
35520.03000000
0.001422535940
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LS8
100000.00000000
PA
USD
94576.41000000
0.003787675358
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
12782730.79000000
NS
USD
914220906.10000000
36.61348531011
Long
RF
US
N
1
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust, Series 2021-2, Class C
43732VAC0
221315.04000000
PA
USD
199220.25000000
0.007978539593
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
59000.00000000
PA
USD
62013.38000000
0.002483563832
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.80000000
N
N
N
N
N
N
ACRE Commercial Mortgage Ltd.
N/A
ACRE Commercial Mortgage Ltd., Series 2021-FL4, Class AS
00489TAC0
115000.00000000
PA
USD
112702.07000000
0.004513586986
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
-615.00000000
NC
USD
-1546418.05000000
-0.06193224654
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Short
MSCI Emerging Markets E-Mini Index
US55353S1050
2024-03-15
-31786275.00000000
USD
-1546418.05000000
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGL8
344000.00000000
PA
USD
336690.49000000
0.013484063017
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140MDJT6
111955.91000000
PA
USD
99080.42000000
0.003968055726
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
40000.00000000
PA
USD
41414.61000000
0.001658607022
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
45000.00000000
PA
USD
35998.88000000
0.001441713326
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
100000.00000000
PA
USD
92773.52000000
0.003715471708
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
44195.21000000
PA
USD
41175.71000000
0.001649039354
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
65000.00000000
PA
USD
47930.26000000
0.001919551236
Long
DBT
CORP
CA
Y
2
2051-05-13
Fixed
3.62500000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGT5
115000.00000000
PA
USD
117314.62000000
0.004698314255
Long
DBT
CORP
US
N
2
2033-05-09
Fixed
5.05000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBB6
2400000.00000000
PA
USD
2110125.00000000
0.084508055082
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.62500000
N
N
N
N
N
N
Toyota Auto Loan Extended Note Trust
5493000KI9FC40RVHF71
Toyota Auto Loan Extended Note Trust, Series 2023-1A, Class A
89231WAA1
260000.00000000
PA
USD
262313.84000000
0.010505364582
Long
ABS-O
CORP
US
Y
2
2036-06-25
Fixed
4.93000000
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAB5
30000.00000000
PA
USD
21881.84000000
0.000876342273
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
180000.00000000
PA
USD
163659.58000000
0.006554376068
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
300000.00000000
PA
USD
277776.38000000
0.011124621347
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
Smithfield Foods, Inc.
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
118000.00000000
PA
USD
96868.84000000
0.003879484517
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
74562.12000000
PA
USD
67757.63000000
0.002713614372
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
250000.00000000
PA
USD
232664.05000000
0.009317924934
Long
DBT
CORP
FR
Y
2
2026-10-06
Variable
1.65200000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAM6
40000.00000000
PA
USD
26999.10000000
0.001081282592
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LGFW7
230000.00000000
PA
USD
217160.59000000
0.008697029370
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.68000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2023-1, Class D
02530UAG3
100000.00000000
PA
USD
100269.91000000
0.004015693419
Long
ABS-O
CORP
US
Y
2
2029-04-12
Fixed
6.35000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GVR2
290000.00000000
PA
USD
284646.83000000
0.011399774889
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
150000.00000000
PA
USD
123306.80000000
0.004938294104
Long
DBT
CORP
AU
Y
2
2033-01-14
Variable
2.87100000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CR9
96000.00000000
PA
USD
74699.97000000
0.002991647025
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
278000.00000000
PA
USD
265463.44000000
0.010631502403
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
95.00000000
NC
USD
1515737.65000000
0.060703532168
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P MidCap 400 E-Mini Index
XC0009692283
2024-03-15
26687400.00000000
USD
1515737.65000000
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
770.00000000
NC
USD
2677132.63000000
0.107216052015
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Note
2024-03-19
86805468.75000000
USD
2677132.63000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617W0AQ5
125402.70000000
PA
USD
114849.44000000
0.004599586660
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617ULV54
655682.03000000
PA
USD
612659.58000000
0.024536304500
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJFB7
520000.00000000
PA
USD
528608.57000000
0.021170159185
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
4.76000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132XHSP0
200000.00000000
PA
USD
188117.23000000
0.007533876540
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
30000.00000000
PA
USD
28021.30000000
0.001122220514
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
89748.20000000
PA
USD
86359.95000000
0.003458615679
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
210000.00000000
PA
USD
187133.14000000
0.007494464879
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
75000.00000000
PA
USD
78721.64000000
0.003152710237
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.40000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YCZ0
235000.00000000
PA
USD
241740.30000000
0.009681418204
Long
DBT
CORP
JP
N
2
2029-07-06
Variable
5.77800000
N
N
N
N
N
N
Prudential Funding Asia plc
2549005TNASWKLR0XC37
Prudential Funding Asia plc
744330AA9
60000.00000000
PA
USD
54377.40000000
0.002177751704
Long
DBT
CORP
GB
N
2
2030-04-14
Fixed
3.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LH2Y5
510000.00000000
PA
USD
508523.85000000
0.020365789479
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
1420000.00000000
PA
USD
1266185.16000000
0.050709244829
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMT6
40000.00000000
PA
USD
41253.01000000
0.001652135130
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.40000000
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
167873.98410000
PA
USD
157018.51000000
0.006288408929
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
300501.29000000
PA
USD
288572.32000000
0.011556986204
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LGVS8
210000.00000000
PA
USD
203138.81000000
0.008135473369
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
3.96000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2023-5A, Class C
30168DAE6
120000.00000000
PA
USD
122636.50000000
0.004911449367
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
25000.00000000
PA
USD
25738.51000000
0.001030797427
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
185000.00000000
PA
USD
175240.51000000
0.007018178862
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
400000.00000000
PA
USD
356101.80000000
0.014261463434
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
40000.00000000
PA
USD
33422.43000000
0.001338529497
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKLY7
313644.02000000
PA
USD
318335.70000000
0.012748974999
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
4.74000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25160PAH0
150000.00000000
PA
USD
137689.03000000
0.005514285708
Long
DBT
CORP
DE
N
2
2028-01-07
Variable
2.55200000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBL6
70000.00000000
PA
USD
57082.87000000
0.002286102634
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
96000.00000000
PA
USD
62441.24000000
0.002500699128
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust, Series 2023-1A, Class A
682685AA0
190000.00000000
PA
USD
190566.05000000
0.007631948936
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
198000.00000000
PA
USD
187665.65000000
0.007515791285
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
150000.00000000
PA
USD
137196.00000000
0.005494540430
Long
DBT
CORP
BM
Y
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
ACRE Commercial Mortgage Ltd.
N/A
ACRE Commercial Mortgage Ltd., Series 2021-FL4, Class A
00489TAA4
76247.17000000
PA
USD
75180.78000000
0.003010902907
Long
ABS-MBS
CORP
KY
Y
2
2037-12-18
Floating
6.30272880
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E Wildfire Recovery Funding LLC, Series A-5
693342AK3
35000.00000000
PA
USD
35009.17000000
0.001402076591
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
5.09900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHWQ9
175000.00000000
PA
USD
180063.04000000
0.007211315586
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
4.93000000
N
N
N
N
N
N
Consolidated Edison Co. of New York, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co. of New York, Inc.
209111GD9
70000.00000000
PA
USD
79207.02000000
0.003172149142
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
6.15000000
N
N
N
N
N
N
Evergy Missouri West, Inc.
EZIFUDC0VSUS6T6LCG85
Evergy Missouri West, Inc.
30037FAA8
71000.00000000
PA
USD
71423.31000000
0.002860420598
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
5.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2022-M2S, Class A1
3136BPGK1
180341.59000000
PA
USD
175043.80000000
0.007010300855
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
84437.05200000
PA
USD
81953.26000000
0.003282132864
Long
ABS-O
CORP
US
Y
2
2029-01-16
Fixed
1.22000000
N
N
N
N
N
N
Piedmont Healthcare, Inc.
254900D1I6W7J0DSAY11
Piedmont Healthcare, Inc.
72014TAE9
45000.00000000
PA
USD
30027.58000000
0.001202569698
Long
DBT
CORP
US
N
2
2052-01-01
Fixed
2.86400000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2018-2, Class M55D
35563PFP9
300936.62150000
PA
USD
279607.62000000
0.011197960382
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Fixed
4.00000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
74000.00000000
PA
USD
64162.87000000
0.002569648410
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HWQJ4
315956.34000000
PA
USD
284299.32000000
0.011385857517
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
2.41000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M2
20754EAB1
190000.00000000
PA
USD
193610.21000000
0.007753864008
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
25000.00000000
PA
USD
28831.02000000
0.001154648860
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.50000000
N
N
N
N
N
N
Children's Hospital of Philadelphia (The)
254900N2KNSY5WTR1Q61
Children's Hospital of Philadelphia (The), Series 2020
16877PAA8
70000.00000000
PA
USD
47177.06000000
0.001889386451
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
92067.00000000
PA
USD
90370.74000000
0.003619243160
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.50000000
N
N
N
N
N
N
MVW LLC
N/A
MVW LLC, Series 2021-2A, Class C
55400KAC9
141647.79000000
PA
USD
128846.39000000
0.005160148248
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
130000.00000000
PA
USD
86631.55000000
0.003469492944
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
40000.00000000
PA
USD
37264.90000000
0.001492415957
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
29000.00000000
PA
USD
25310.89000000
0.001013671742
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
80000.00000000
PA
USD
84290.40000000
0.003375732606
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
465000.00000000
PA
USD
445892.59000000
0.017857480270
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
118000.00000000
PA
USD
106387.05000000
0.004260677770
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXRT1
133617.18000000
PA
USD
114519.54000000
0.004586374548
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
800000.00000000
PA
USD
787593.75000000
0.031542214801
Long
DBT
UST
US
N
2
2030-03-31
Fixed
3.62500000
N
N
N
N
N
N
ACC Auto Trust
N/A
ACC Auto Trust, Series 2021-A, Class B
00108XAB4
29623.50000000
PA
USD
29551.93000000
0.001183520468
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
250000.00000000
PA
USD
235604.24000000
0.009435676128
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
34392.51000000
PA
USD
29993.52000000
0.001201205634
Long
ABS-O
CORP
US
N
2
2028-10-07
Fixed
3.10000000
N
N
N
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AD4
30000.00000000
PA
USD
32505.93000000
0.001301824736
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L5FA3
58715.52000000
PA
USD
57686.02000000
0.002310258091
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.76500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGJ4
1060000.00000000
PA
USD
1036688.28000000
0.041518161374
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
2109793.64990000
PA
USD
131139.71000000
0.005251993050
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
279826.02000000
PA
USD
256971.09000000
0.010291393651
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFF7
20000.00000000
PA
USD
20379.03000000
0.000816156478
Long
DBT
CORP
US
N
2
2029-07-20
Variable
5.44900000
N
N
N
N
N
N
Pretium Mortgage Credit Partners I LLC
N/A
Pretium Mortgage Credit Partners I LLC, Series 2021-NPL1, Class A1
741389AA8
189305.56450000
PA
USD
190069.58000000
0.007612065889
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
6315800.00000000
PA
USD
6276326.25000000
0.251359575593
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
80000.00000000
PA
USD
82918.98000000
0.003320808828
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
6.05000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CJ7
51000.00000000
PA
USD
55136.59000000
0.002208156381
Long
DBT
CORP
US
N
2
2053-02-10
Fixed
5.70000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DN4
162000.00000000
PA
USD
127815.19000000
0.005118849886
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
30000.00000000
PA
USD
30543.26000000
0.001223222083
Long
DBT
CORP
US
N
2
2034-07-25
Variable
5.55700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HVDE1
100000.00000000
PA
USD
90474.03000000
0.003623379804
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.92000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust, Series 2021-RTL1, Class A1
501894AA7
12609.99000000
PA
USD
12561.73000000
0.000503082694
Long
ABS-MBS
CORP
US
Y
2
2026-02-25
Variable
3.08999880
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2013-1, Class A
11042AAA2
163872.43000000
PA
USD
163239.03000000
0.006537533529
Long
ABS-O
CORP
US
Y
2
2024-06-20
Fixed
4.62500000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
49000.00000000
PA
USD
44464.99000000
0.001780771197
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
55000.00000000
PA
USD
39143.66000000
0.001567658112
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
167440.00000000
PA
USD
148614.84000000
0.005951851707
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
110000.00000000
PA
USD
110662.65000000
0.004431910584
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
4.65000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
250000.00000000
PA
USD
207009.61000000
0.008290494413
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.51100000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
3618F3MV2
184416.45000000
PA
USD
180443.94000000
0.007226570189
Long
ABS-MBS
USGA
US
N
2
2062-07-20
Fixed
5.00000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust, Series 2021-KEN, Class A
05591QAA4
220000.00000000
PA
USD
219645.12000000
0.008796531911
Long
ABS-MBS
CORP
US
Y
2
2029-02-15
Floating
6.72648120
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
52000.00000000
PA
USD
46273.01000000
0.001853180298
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
425000.00000000
PA
USD
396991.52000000
0.015899049221
Long
ABS-O
CORP
US
Y
2
2031-05-08
Fixed
1.47000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132WVA46
489953.74000000
PA
USD
454612.35000000
0.018206696529
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.45000000
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
270000.00000000
PA
USD
233713.62000000
0.009359958994
Long
ABS-O
CORP
US
Y
2
2040-10-25
Fixed
3.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHVW7
90000.00000000
PA
USD
90397.57000000
0.003620317670
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
4.55000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617VQ2T2
307935.70000000
PA
USD
286587.30000000
0.011477488458
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LNZS3
310000.00000000
PA
USD
290325.45000000
0.011627197024
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
3.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJG7
1200000.00000000
PA
USD
1269187.50000000
0.050829485058
Long
DBT
UST
US
N
2
2030-10-31
Fixed
4.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFVV3
130000.00000000
PA
USD
116110.56000000
0.004650093051
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
0.008242800652
Long
DBT
CORP
CA
Y
2
2028-03-14
Fixed
5.70000000
N
N
N
N
N
N
Oportun Funding XIV LLC
N/A
Oportun Funding XIV LLC, Series 2021-A, Class B
68377BAB3
188550.61000000
PA
USD
179549.92000000
0.007190765726
Long
ABS-O
CORP
US
Y
2
2028-03-08
Fixed
1.76000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CE0
52000.00000000
PA
USD
38211.54000000
0.001530327789
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
3.12500000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAV5
100000.00000000
PA
USD
107189.80000000
0.004292826975
Long
DBT
CORP
US
N
2
2032-11-16
Fixed
5.60000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AL0
47000.00000000
PA
USD
38711.61000000
0.001550355012
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
5000.00000000
PA
USD
5438.60000000
0.000217809612
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
6.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2020-185, Class PE
38382LT84
266764.47000000
PA
USD
206673.53000000
0.008277034799
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
1.50000000
N
N
N
N
N
N
VOLT XCVI LLC
N/A
VOLT XCVI LLC, Series 2021-NPL5, Class A1
92873FAA5
252938.04000000
PA
USD
245908.79000000
0.009848361386
Long
ABS-O
CORP
US
Y
2
2051-03-27
Variable
2.11569840
N
N
N
N
N
N
Nevada Power Co.
MJZFGXRJ52U8U4MKJ519
Nevada Power Co.
641423CG1
30000.00000000
PA
USD
32912.18000000
0.001318094577
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.00000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BS1
52000.00000000
PA
USD
38294.45000000
0.001533648238
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
365000.00000000
PA
USD
305635.52000000
0.012240347543
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Variable
2.08254600
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAU9
200000.00000000
PA
USD
203925.72000000
0.008166988201
Long
DBT
CORP
ES
N
2
2028-08-08
Fixed
5.58800000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAJ8
40000.00000000
PA
USD
32490.48000000
0.001301205982
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
200000.00000000
PA
USD
183249.99000000
0.007338949232
Long
DBT
CORP
GB
N
2
2027-05-11
Variable
1.62700000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2893, Class PE
31395HWC0
263161.54000000
PA
USD
264139.69000000
0.010578487754
Long
ABS-MBS
USGSE
US
N
2
2034-11-15
Fixed
5.00000000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AT4
18000.00000000
PA
USD
17135.53000000
0.000686258071
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.55000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAX4
55000.00000000
PA
USD
51123.53000000
0.002047437990
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
4.62500000
N
N
N
N
N
N
FirstEnergy Transmission LLC
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
44000.00000000
PA
USD
38023.86000000
0.001522811423
Long
DBT
CORP
US
Y
2
2049-04-01
Fixed
4.55000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
3618F8C83
214441.95000000
PA
USD
216559.78000000
0.008672967628
Long
ABS-MBS
USGA
US
N
2
2063-07-20
Fixed
6.00000000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAR8
60000.00000000
PA
USD
62623.37000000
0.002507993223
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L5KB5
52666.06000000
PA
USD
51224.31000000
0.002051474112
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
4.18000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXHG0
232295.42000000
PA
USD
240505.75000000
0.009631975910
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
40000.00000000
PA
USD
41784.67000000
0.001673427495
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
75000.00000000
PA
USD
74873.04000000
0.002998578277
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.62500000
N
N
N
N
N
N
Pfizer Investment Enterprises Pte. Ltd.
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte. Ltd.
716973AE2
60000.00000000
PA
USD
60134.68000000
0.002408324080
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2021-1A, Class B
12327BAB2
135573.72000000
PA
USD
123891.33000000
0.004961703851
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
40000.00000000
PA
USD
30767.03000000
0.001232183811
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.21700000
N
N
N
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BG1
96000.00000000
PA
USD
70784.69000000
0.002834844609
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
164076.07000000
PA
USD
159271.91000000
0.006378654981
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
112240.52000000
PA
USD
110808.19000000
0.004437739292
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
62000.00000000
PA
USD
39679.48000000
0.001589117081
Long
DBT
CORP
US
Y
2
2050-10-06
Fixed
2.80700000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAH0
250000.00000000
PA
USD
230167.42000000
0.009217937803
Long
DBT
CORP
FR
Y
2
2027-01-26
Variable
1.24700000
N
N
N
N
N
N
N/A
N/A
MSCI EAFE E-Mini Equity Index
N/A
-230.00000000
NC
USD
-1026996.10000000
-0.04113000082
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Short
MSCI EAFE E-Mini Equity Index
MSDUEAFE Index
2024-03-15
-25902600.00000000
USD
-1026996.10000000
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBN4
40000.00000000
PA
USD
41702.42000000
0.001670133478
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
62000.00000000
PA
USD
67835.46000000
0.002716731373
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
5.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HUKM7
806989.43000000
PA
USD
745006.81000000
0.029836657324
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
3.15000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2023-5A, Class B
22535PAB8
155000.00000000
PA
USD
157228.00000000
0.006296798760
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
205000.00000000
PA
USD
195708.70000000
0.007837906095
Long
ABS-O
CORP
US
Y
2
2037-04-17
Fixed
3.03200000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2023-1, Class C
337955AJ7
240000.00000000
PA
USD
236492.16000000
0.009471236293
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
5.43000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJ6G6
400000.00000000
PA
USD
422011.89000000
0.016901085976
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
5.35000000
N
N
N
N
N
N
VOLT XCV LLC
N/A
VOLT XCV LLC, Series 2021-NPL4, Class A1
92873BAA4
127985.80880000
PA
USD
124614.45000000
0.004990663967
Long
ABS-O
CORP
US
Y
2
2051-03-27
Variable
2.23959960
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACY9
150000.00000000
PA
USD
151166.31000000
0.006054035117
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.05000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2021-M3, Class X1
3136BDXR4
750928.65000000
PA
USD
61714.25000000
0.002471584023
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Variable
1.92246840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-83, Class KB
38382QQM5
325154.18000000
PA
USD
256700.28000000
0.010280548025
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
1.25000000
N
N
N
N
N
N
Sigeco Securitization I LLC
N/A
Sigeco Securitization I LLC, Series A1
82655KAA9
53000.00000000
PA
USD
53375.47000000
0.002137625571
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
5.02600000
N
N
N
N
N
N
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
549300Y7I30NRICF3S33
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
46641Q241
2825800.00000000
NS
USD
131484474.00000000
5.265800448432
Long
RF
US
N
1
N
N
N
VOLT XCII LLC
N/A
VOLT XCII LLC, Series 2021-NPL1, Class A1
91835MAA9
71179.58000000
PA
USD
68853.99000000
0.002757522317
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
1.89249840
N
N
N
N
N
N
World Financial Network Credit Card Master Trust
N/A
World Financial Network Credit Card Master Trust, Series 2023-A, Class A
981464HL7
235000.00000000
PA
USD
235207.46000000
0.009419785550
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
5.02000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-5A, Class C
30167FAE2
115000.00000000
PA
USD
115823.46000000
0.004638595029
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
6.51000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust, Series 2021-B, Class A
00970LAA7
262120.03000000
PA
USD
255322.76000000
0.010225379949
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
87612.82000000
PA
USD
84728.93000000
0.003393295223
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
44301754.59700000
NS
USD
321630738.37000000
12.88093745835
Long
RF
US
N
1
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
084659BC4
44000.00000000
PA
USD
29722.08000000
0.001190334778
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
295000.00000000
PA
USD
290127.96000000
0.011619287778
Long
ABS-O
CORP
US
Y
2
2029-06-14
Fixed
5.07000000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477CA9
40000.00000000
PA
USD
39359.61000000
0.001576306659
Long
DBT
CORP
US
N
2
2034-01-26
Variable
4.82100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2018-72, Class VB
3136B27G1
281909.23000000
PA
USD
269676.20000000
0.010800218548
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
130000.00000000
PA
USD
130425.74000000
0.005223399381
Long
ABS-O
CORP
US
Y
2
2029-02-15
Fixed
6.62000000
N
N
N
N
N
N
JPMorgan Emerging Markets Research Enhanced Equity Fund
549300RH6H0TG40PHS83
JPMorgan Emerging Markets Research Enhanced Equity Fund, Class R6
46645V626
5359520.02800000
NS
USD
83126155.63000000
3.329105971803
Long
RF
US
N
1
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2023-4A, Class C
96041AAL0
100000.00000000
PA
USD
101741.95000000
0.004074646911
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
272.00000000
NC
USD
2152228.14000000
0.086194236931
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
Russell 2000 E-Mini Index
US1248351090
2024-03-15
27850080.00000000
USD
2152228.14000000
N
N
N
Southern Power Co.
5LADC78JBG2BMZD5XF57
Southern Power Co.
843646AH3
74000.00000000
PA
USD
69983.30000000
0.002802749870
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
5.15000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738ECJ2
200000.00000000
PA
USD
205619.52000000
0.008234822923
Long
DBT
CORP
GB
N
2
2027-09-13
Variable
6.49600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-41, Class KA
31397SU28
3310.68000000
PA
USD
3222.92000000
0.000129074202
Long
ABS-MBS
USGSE
US
N
2
2041-01-25
Fixed
4.00000000
N
N
N
N
N
N
Union Electric Co.
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CW0
50000.00000000
PA
USD
51550.18000000
0.002064524827
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.45000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust, Series 2023-3A, Class B
67571CAC5
140000.00000000
PA
USD
142665.87000000
0.005713602369
Long
ABS-O
CORP
US
Y
2
2029-07-20
Fixed
6.48000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGA3
2850000.00000000
PA
USD
2834748.05000000
0.113528366496
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
99933.49000000
PA
USD
91764.38000000
0.003675056823
Long
ABS-O
CORP
US
Y
2
2035-08-27
Fixed
1.74000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJC46
546345.11000000
PA
USD
580029.23000000
0.023229496886
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
5.64000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2022-4, Class TA
3136BLZP8
246171.11000000
PA
USD
195749.38000000
0.007839535282
Long
ABS-MBS
USGSE
US
N
2
2051-04-25
Fixed
1.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHT67
85000.00000000
PA
USD
84509.51000000
0.003384507707
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
4.41000000
N
N
N
N
N
N
Oportun Funding XIV LLC
N/A
Oportun Funding XIV LLC, Series 2021-A, Class A
68377BAA5
60132.34000000
PA
USD
57388.10000000
0.002298326741
Long
ABS-O
CORP
US
Y
2
2028-03-08
Fixed
1.21000000
N
N
N
N
N
N
MDC Holdings, Inc.
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676AV0
55000.00000000
PA
USD
35820.48000000
0.001434568614
Long
DBT
CORP
US
N
2
2061-08-06
Fixed
3.96600000
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBJ0
132000.00000000
PA
USD
130571.65000000
0.005229242907
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
Aligned Data Centers Issuer LLC
N/A
Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2
01627AAA6
170000.00000000
PA
USD
152359.27000000
0.006101811779
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
45000.00000000
PA
USD
36809.56000000
0.001474180119
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
92103.63000000
PA
USD
85561.22000000
0.003426627471
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
4.00000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2018-4, Class M55D
35563PHK8
156087.72000000
PA
USD
144898.59000000
0.005803020212
Long
ABS-MBS
USGSE
US
N
2
2058-03-25
Fixed
4.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2023-1A, Class C
23346KAE0
190000.00000000
PA
USD
188187.44000000
0.007536688369
Long
ABS-O
CORP
US
Y
2
2028-10-16
Fixed
5.55000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHT1
455000.00000000
PA
USD
454431.25000000
0.018199443685
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
45000.00000000
PA
USD
46378.34000000
0.001857398642
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
70000.00000000
PA
USD
60006.15000000
0.002403176603
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.55000000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BR3
30000.00000000
PA
USD
28014.02000000
0.001121928959
Long
DBT
CORP
US
N
2
2052-05-20
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLU1
80000.00000000
PA
USD
83741.61000000
0.003353754204
Long
DBT
CORP
US
N
2
2034-09-15
Variable
5.87200000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFE9
124000.00000000
PA
USD
113337.36000000
0.004539029612
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAJ0
30000.00000000
PA
USD
31165.52000000
0.001248142873
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXUE0
127960.45000000
PA
USD
117977.15000000
0.004724847812
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
188428.85000000
PA
USD
173384.16000000
0.006943834201
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
105000.00000000
PA
USD
102788.40000000
0.004116556018
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Grantor Trust, Whole Loan, Series 2001-T12, Class A1
31392A5L8
139761.08000000
PA
USD
141096.54000000
0.005650752526
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
74209.10000000
PA
USD
77516.04000000
0.003104427357
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Fixed
6.50000000
N
N
N
N
N
N
Ohio Power Co.
06ZODLC132CY1O2Y7D77
Ohio Power Co.
677415CV1
70000.00000000
PA
USD
70397.09000000
0.002819321679
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.00000000
N
N
N
N
N
N
SCF Equipment Leasing LLC
N/A
SCF Equipment Leasing LLC, Series 2023-1A, Class C
784024AE1
170000.00000000
PA
USD
176200.00000000
0.007056605322
Long
ABS-O
CORP
US
Y
2
2033-08-22
Fixed
6.77000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAP3
70000.00000000
PA
USD
61945.09000000
0.002480828897
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.37500000
N
N
N
N
N
N
University of Miami
5493008ZSVWUNRYQE312
University of Miami, Series 2022
914453AA3
20000.00000000
PA
USD
17084.05000000
0.000684196357
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.06300000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2021-GT2, Class A
30259RAK1
150000.00000000
PA
USD
129775.40000000
0.005197354020
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
146000.00000000
PA
USD
117185.43000000
0.004693140346
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
37000.00000000
PA
USD
37486.62000000
0.001501295585
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
25000.00000000
PA
USD
26313.35000000
0.001053819101
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
5.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LGEC2
422000.00000000
PA
USD
386407.76000000
0.015475181928
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
310000.00000000
PA
USD
263754.32000000
0.010563054133
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
25000.00000000
PA
USD
28314.61000000
0.001133967239
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.87500000
N
N
N
N
N
N
BHP Billiton Finance USA Ltd.
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd.
055451BD9
100000.00000000
PA
USD
103600.37000000
0.004149074474
Long
DBT
CORP
AU
N
2
2030-09-08
Fixed
5.25000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-10, Class A1
69360HAA9
67407.52000000
PA
USD
64888.17000000
0.002598695832
Long
ABS-O
CORP
US
Y
2
2026-10-25
Variable
2.48699880
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust, Series 2021-A, Class A
76042UAA1
334000.00000000
PA
USD
316566.50000000
0.012678120594
Long
ABS-O
CORP
US
Y
2
2031-12-22
Fixed
2.30000000
N
N
N
N
N
N
Fidelity & Guaranty Life Holdings, Inc.
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings, Inc.
315786AC7
30000.00000000
PA
USD
29628.79000000
0.001186598622
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust, Series 2023-1A, Class C
67571BAC7
145000.00000000
PA
USD
146162.29000000
0.005853629929
Long
ABS-O
CORP
US
Y
2
2029-09-20
Fixed
6.37000000
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp.
8426EPAG3
50000.00000000
PA
USD
52499.84000000
0.002102557607
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.75000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBJ7
400000.00000000
PA
USD
390774.10000000
0.015650048773
Long
DBT
CORP
FR
Y
2
2025-04-14
Fixed
4.25000000
N
N
N
N
N
N
Monongahela Power Co.
N/A
Monongahela Power Co.
609935AA9
30000.00000000
PA
USD
31478.09000000
0.001260660938
Long
DBT
CORP
US
Y
2
2034-02-15
Fixed
5.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2018-M10, Class A1
3136B2GY2
6655.68000000
PA
USD
6623.36000000
0.000265257874
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
3.35724840
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BU7
142000.00000000
PA
USD
119771.65000000
0.004796715453
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
30000.00000000
PA
USD
32720.59000000
0.001310421620
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M38, Class X2
3136BBSN3
1548701.29500000
PA
USD
96021.34000000
0.003845543126
Long
ABS-MBS
USGSE
US
N
2
2028-11-25
Variable
1.97904600
N
N
N
N
N
N
JPMorgan High Yield Fund
15QB5UY3VV3GNSMNPX63
JPMorgan High Yield Fund, Class R6
4812C0126
13776912.59900000
NS
USD
88585548.01000000
3.547748294872
Long
RF
US
N
1
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HA8
62000.00000000
PA
USD
45750.68000000
0.001832261589
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LGDR0
224223.54000000
PA
USD
206141.69000000
0.008255735225
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
256000.00000000
PA
USD
209839.07000000
0.008403810999
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.87500000
N
N
N
N
N
N
Northern States Power Co.
3S1GHB0TEH85KX44SB51
Northern States Power Co.
665772CX5
100000.00000000
PA
USD
100814.03000000
0.004037484793
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
40000.00000000
PA
USD
34731.29000000
0.001390947819
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HVBS2
100000.00000000
PA
USD
89808.07000000
0.003596708880
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.85000000
N
N
N
N
N
N
VOLT XCIII LLC
N/A
VOLT XCIII LLC, Series 2021-NPL2, Class A1
92873CAA2
253817.86000000
PA
USD
245413.65000000
0.009828531604
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
1.89249840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140L2YQ0
306406.47000000
PA
USD
271748.35000000
0.010883205748
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
3.00000000
N
N
N
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751YAJ5
100000.00000000
PA
USD
99480.40000000
0.003984074461
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
5.95000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAU2
75000.00000000
PA
USD
57087.00000000
0.002286268036
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
45000.00000000
PA
USD
45404.27000000
0.001818388270
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HT2W8
290000.00000000
PA
USD
278513.67000000
0.011154148955
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
2.97000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SP4
1234000.00000000
PA
USD
687617.58000000
0.027538285327
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
369000.00000000
PA
USD
326875.09000000
0.013090967649
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
116688.50000000
PA
USD
106191.54000000
0.004252847822
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
Accelerated LLC
N/A
Accelerated LLC, Series 2021-1H, Class B
00439KAB2
52987.80000000
PA
USD
48465.23000000
0.001940976163
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
100000.00000000
PA
USD
102049.29000000
0.004086955521
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
265000.00000000
PA
USD
239751.52000000
0.009601769875
Long
ABS-O
CORP
US
Y
2
2051-02-27
Fixed
2.06000000
N
N
N
N
N
N
AEP Transmission Co. LLC
549300X123Z1I0LA3Y84
AEP Transmission Co. LLC
00115AAQ2
60000.00000000
PA
USD
62346.46000000
0.002496903299
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140JVQQ8
90012.93000000
PA
USD
87204.89000000
0.003492454545
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LDGZ6
60000.00000000
PA
USD
50338.60000000
0.002016002455
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
1.87000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAG4
36000.00000000
PA
USD
30424.31000000
0.001218458273
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QE1
1100000.00000000
PA
USD
1177859.38000000
0.047171899941
Long
DBT
UST
US
N
2
2040-02-15
Fixed
4.62500000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series C
842400GK3
30000.00000000
PA
USD
25182.24000000
0.001008519459
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
1053000.00000000
PA
USD
1011332.46000000
0.040502690236
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
80000.00000000
PA
USD
64829.76000000
0.002596356580
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.85000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
259000.00000000
PA
USD
257324.48000000
0.010305546510
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MBA5
86000.00000000
PA
USD
86774.32000000
0.003475210717
Long
DBT
CORP
CA
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2016-H13, Class FT
38376RUS3
35528.09000000
PA
USD
35441.86000000
0.001419405322
Long
ABS-MBS
USGA
US
N
2
2066-05-20
Floating
6.01719120
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AE0
140000.00000000
PA
USD
113782.52000000
0.004556857753
Long
DBT
CORP
US
Y
2
2031-02-10
Fixed
1.80000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TT5
980000.00000000
PA
USD
990565.63000000
0.039671002818
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.12500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GA46
80000.00000000
PA
USD
84883.80000000
0.003399497587
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
69296.36000000
PA
USD
67985.52000000
0.002722741102
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
44000.00000000
PA
USD
29427.38000000
0.001178532385
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKLJ0
355000.00000000
PA
USD
351905.52000000
0.014093407294
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
100000.00000000
PA
USD
82896.29000000
0.003319900120
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
1.89700000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SD1
1530000.00000000
PA
USD
1245396.10000000
0.049876667125
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2021-B, Class C
12656QAC8
29585.53000000
PA
USD
29425.97000000
0.001178475916
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
1.23000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2023-SFR1, Class D
74334FAG3
250000.00000000
PA
USD
233507.33000000
0.009351697319
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
234284.39000000
PA
USD
231675.87000000
0.009278349473
Long
ABS-O
CORP
US
Y
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLH0
140000.00000000
PA
USD
140322.19000000
0.005619740708
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
46000.00000000
PA
USD
34241.31000000
0.001371324690
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
2.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LCMZ5
165395.15000000
PA
USD
154338.85000000
0.006181091659
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
90000.00000000
PA
USD
88680.15000000
0.003551536994
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
35000.00000000
PA
USD
30522.98000000
0.001222409892
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAF9
62000.00000000
PA
USD
45336.73000000
0.001815683372
Long
DBT
CORP
CA
N
2
2051-03-30
Fixed
3.50000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2022-SFR1, Class D
64831KAG1
310000.00000000
PA
USD
278259.44000000
0.011143967339
Long
ABS-O
CORP
US
Y
2
2039-02-17
Fixed
3.29900000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJZ6
128000.00000000
PA
USD
101642.26000000
0.004070654443
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
60000.00000000
PA
USD
45169.63000000
0.001808991211
Long
DBT
CORP
CA
Y
2
2041-05-13
Fixed
3.43900000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBP9
184000.00000000
PA
USD
156359.97000000
0.006262035167
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AC2
500000.00000000
PA
USD
484294.89000000
0.019395447776
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
94527.26000000
PA
USD
84027.57000000
0.003365206570
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617UXCZ3
16259.82000000
PA
USD
15594.94000000
0.000624559231
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QKQL5
467134.45000000
PA
USD
400573.40000000
0.016042499355
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBD6
55000.00000000
PA
USD
46053.18000000
0.001844376362
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Q5
18000.00000000
PA
USD
13618.01000000
0.000545385481
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.06800000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
3618BJGA4
269254.62000000
PA
USD
268316.51000000
0.010745764543
Long
ABS-MBS
USGA
US
N
2
2063-06-20
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDF5
3690000.00000000
PA
USD
3284244.13000000
0.131530162356
Long
DBT
UST
US
N
2
2028-10-31
Fixed
1.37500000
N
N
N
N
N
N
Evergy Metro, Inc.
1128SIJQ26096WL7IO82
Evergy Metro, Inc.
30037DAB1
89000.00000000
PA
USD
88956.60000000
0.003562608496
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
260000.00000000
PA
USD
229111.84000000
0.009175663050
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
150000.00000000
PA
USD
153200.70000000
0.006135510073
Long
DBT
CORP
IE
N
2
2027-01-15
Fixed
6.10000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLG2
130000.00000000
PA
USD
130804.20000000
0.005238556264
Long
DBT
CORP
US
N
2
2029-04-25
Variable
5.20200000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H16, Class FG
38376RDY9
62958.51000000
PA
USD
62593.82000000
0.002506809780
Long
ABS-MBS
USGA
US
N
2
2065-07-20
Floating
5.87719080
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
33.00000000
NC
USD
71434.01000000
0.002860849121
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 5 Year Note
2024-03-28
3586429.70000000
USD
71434.01000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXF72
148431.32000000
PA
USD
130658.64000000
0.005232726756
Long
ABS-MBS
USGSE
US
N
2
2057-06-01
Fixed
3.00000000
N
N
N
N
N
N
Puget Energy, Inc.
SYBSJ96YIDMIUY7WDR33
Puget Energy, Inc.
745310AM4
54000.00000000
PA
USD
48266.28000000
0.001933008446
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J2WN2
391873.66000000
PA
USD
330216.51000000
0.013224787638
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
1.56000000
N
N
N
N
N
N
Phillips 66 Co.
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co.
718547AR3
50000.00000000
PA
USD
51318.10000000
0.002055230292
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.30000000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AG4
79000.00000000
PA
USD
76582.49000000
0.003067039764
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.70000000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAD1
35000.00000000
PA
USD
33659.54000000
0.001348025477
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
3.65000000
N
N
N
N
N
N
Entergy Mississippi LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29366WAD8
100000.00000000
PA
USD
100611.75000000
0.004029383714
Long
DBT
CORP
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJK6
106000.00000000
PA
USD
98427.00000000
0.003941887015
Long
DBT
CORP
US
N
2
2026-10-24
Variable
1.19700000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AX7
52000.00000000
PA
USD
38814.19000000
0.001554463222
Long
DBT
CORP
US
N
2
2050-03-12
Fixed
3.35000000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
913017CJ6
80000.00000000
PA
USD
63519.06000000
0.002543864567
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-H14, Class YD
38382YFS7
199718.54710000
PA
USD
185492.16000000
0.007428745536
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
50000.00000000
PA
USD
50013.94000000
0.002003000199
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KGX1, Class BFX
30305QAG6
125000.00000000
PA
USD
112588.40000000
0.004509034634
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
57138.85000000
PA
USD
54601.31000000
0.002186719039
Long
ABS-O
CORP
US
Y
3
2035-11-15
Fixed
2.98100000
N
N
N
N
N
N
FNMA/FHLMC
N/A
FNMA/FHLMC UMBS, Single Family, 30 Year
01F022618
130000.00000000
PA
USD
110581.25000000
0.004428650608
Long
ABS-MBS
USGSE
US
N
2
2054-01-25
Fixed
2.50000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBL3
73000.00000000
PA
USD
69904.63000000
0.002799599228
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
3.63300000
N
N
N
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480AJ9
130000.00000000
PA
USD
99226.02000000
0.003973886837
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2017-M11, Class A2
3136AX3J2
144092.95000000
PA
USD
134392.35000000
0.005382257504
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Fixed
2.98000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617UA5Y4
279716.25000000
PA
USD
263367.23000000
0.010547551628
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKPN7
520000.00000000
PA
USD
511891.70000000
0.020500667960
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
180000.00000000
PA
USD
186116.50000000
0.007453749627
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Grantor Trust, Whole Loan, Series 2002-T4, Class A1
31392B6T8
15712.30000000
PA
USD
16111.10000000
0.000645230839
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Fixed
6.50000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAK8
96000.00000000
PA
USD
95457.54000000
0.003822963591
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
220998.13000000
PA
USD
188468.23000000
0.007547933682
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HY4J4
157748.57000000
PA
USD
125934.44000000
0.005043528033
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
217132.17000000
PA
USD
202078.59000000
0.008093012790
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.50000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2M3
40000.00000000
PA
USD
40603.31000000
0.001626115399
Long
DBT
CORP
CA
N
2
2028-01-10
Fixed
5.15600000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617UGL98
407571.05000000
PA
USD
374387.04000000
0.014993766055
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
37000.00000000
PA
USD
33574.28000000
0.001344610913
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
185000.00000000
PA
USD
177198.86000000
0.007096608504
Long
ABS-O
CORP
US
Y
2
2031-03-17
Fixed
1.68000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2022-151, Class B
38383YP22
150226.00000000
PA
USD
126236.03000000
0.005055606362
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
4.25000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust, Series 2021-1A, Class C
25273CAC4
49719.60000000
PA
USD
45934.30000000
0.001839615356
Long
ABS-O
CORP
US
Y
2
2033-11-21
Fixed
2.70000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K727, Class X1
3137FARG5
12090064.62000000
PA
USD
23785.99000000
0.000952601269
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
88000.00000000
PA
USD
75896.67000000
0.003039573470
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
185000.00000000
PA
USD
164719.06000000
0.006596807011
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
70000.00000000
PA
USD
46276.04000000
0.001853301646
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
540000.00000000
PA
USD
260206.97000000
0.010420986886
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
43000.00000000
PA
USD
35371.97000000
0.001416606309
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
155814.05000000
PA
USD
154135.65000000
0.006172953735
Long
ABS-O
CORP
US
Y
2
2027-12-15
Fixed
1.85000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DBC3
200000.00000000
PA
USD
203273.20000000
0.008140855533
Long
DBT
CORP
NL
Y
2
2026-10-13
Variable
6.57500000
N
N
N
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2A9
40000.00000000
PA
USD
36191.76000000
0.001449437946
Long
DBT
CORP
US
Y
2
2026-06-30
Fixed
1.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3622AAAB0
80963.19000000
PA
USD
79116.36000000
0.003168518314
Long
ABS-MBS
USGA
US
N
2
2038-05-20
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LGZJ4
345000.00000000
PA
USD
338714.85000000
0.013565136283
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.97000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAX7
96000.00000000
PA
USD
74601.89000000
0.002987719035
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
250000.00000000
PA
USD
257402.78000000
0.010308682334
Long
DBT
CORP
JP
N
2
2031-05-27
Variable
5.73900000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HBA5
70000.00000000
PA
USD
59307.50000000
0.002375196482
Long
DBT
CORP
US
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2022-2A, Class C
82650TAC1
151853.14000000
PA
USD
151562.45000000
0.006069900064
Long
ABS-O
CORP
US
Y
2
2040-06-20
Fixed
6.36000000
N
N
N
N
N
N
Pfizer Investment Enterprises Pte. Ltd.
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte. Ltd.
716973AG7
110000.00000000
PA
USD
112297.25000000
0.004497374415
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
200000.00000000
PA
USD
196518.00000000
0.007870317620
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
453000.00000000
PA
USD
409153.63000000
0.016386127599
Long
ABS-O
CORP
US
Y
2
2038-04-19
Fixed
2.19700000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K140, Class A2
3137H6LZ6
262000.00000000
PA
USD
223604.58000000
0.008955103684
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Fixed
2.25000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CJ3
150000.00000000
PA
USD
131247.21000000
0.005256298300
Long
DBT
CORP
US
N
2
2052-04-13
Fixed
3.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHSL5
220000.00000000
PA
USD
209076.43000000
0.008373268153
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
376743.65360000
PA
USD
324077.26000000
0.012978917807
Long
ABS-MBS
CORP
US
Y
2
2060-11-30
Variable
2.91808080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LF5T7
169000.00000000
PA
USD
154690.56000000
0.006195177236
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.41000000
N
N
N
N
N
N
EIDP, Inc.
GLU7INWNWH88J9XBXD45
EIDP, Inc.
263534CR8
75000.00000000
PA
USD
75794.98000000
0.003035500903
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.80000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RLJ9
76000.00000000
PA
USD
54642.28000000
0.002188359840
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
59000.00000000
PA
USD
60436.71000000
0.002420420030
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
65000.00000000
PA
USD
70202.12000000
0.002811513357
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
25000.00000000
PA
USD
16065.65000000
0.000643410620
Long
DBT
CORP
US
N
2
2051-07-01
Fixed
3.08000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
3618BJF98
266930.12000000
PA
USD
269566.32000000
0.010795817981
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
1237000.00000000
PA
USD
1132821.41000000
0.045368181560
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
255770.28000000
PA
USD
260687.85000000
0.010440245571
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
152930.65800000
PA
USD
149037.06000000
0.005968761128
Long
ABS-O
CORP
US
Y
2
2060-10-27
Variable
2.36329920
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QZ4
1910000.00000000
PA
USD
1632602.33000000
0.065383826849
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.12500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133APKA6
146045.53000000
PA
USD
129250.35000000
0.005176326377
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
5000.00000000
PA
USD
5344.98000000
0.000214060240
Long
DBT
CORP
US
N
2
2043-02-10
Fixed
5.62500000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EK2
120000.00000000
PA
USD
82514.14000000
0.003304595456
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.70000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-1, Class C
80287GAE0
120000.00000000
PA
USD
119024.96000000
0.004766811385
Long
ABS-O
CORP
US
N
2
2030-05-15
Fixed
5.09000000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440CA0
70000.00000000
PA
USD
49266.05000000
0.001973048073
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
142386.22000000
PA
USD
122135.40000000
0.004891380894
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
40000.00000000
PA
USD
38962.41000000
0.001560399260
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
5.02400000
N
N
N
N
N
N
Jpmorgan Betabuilders Emerging Markets Equity ETF
549300WEJ5UQZ8KRFS08
JPMorgan BetaBuilders Emerging Markets Equity ETF
46654Q807
1667342.00000000
NS
USD
82683489.78000000
3.311377718721
Long
RF
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133A1QZ8
399040.66000000
PA
USD
372441.82000000
0.014915862254
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.50000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAR6
200000.00000000
PA
USD
182256.34000000
0.007299154704
Long
DBT
CORP
GB
N
2
2028-01-11
Variable
2.46900000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKP3
65000.00000000
PA
USD
63524.44000000
0.002544080030
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
88160410.91000000
NS
USD
88160410.91000000
3.530722047865
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
56504.71000000
PA
USD
51261.23000000
0.002052952715
Long
ABS-O
CORP
US
N
2
2028-05-01
Fixed
3.50000000
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
55000.00000000
PA
USD
56836.36000000
0.002276230195
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
5.16900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXBP6
59897.42000000
PA
USD
59376.29000000
0.002377951441
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
185000.00000000
PA
USD
151704.24000000
0.006075578589
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
195000.00000000
PA
USD
177476.33000000
0.007107720856
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
205110.10000000
PA
USD
197810.83000000
0.007922093960
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
50000.00000000
PA
USD
53629.16000000
0.002147785561
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
35000.00000000
PA
USD
24345.49000000
0.000975008594
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXDN9
113517.99000000
PA
USD
111686.95000000
0.004472932609
Long
ABS-MBS
USGSE
US
N
2
2056-06-01
Fixed
4.50000000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513EAD3
80000.00000000
PA
USD
69114.71000000
0.002767963850
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
33842.73000000
PA
USD
31755.10000000
0.001271754867
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
70000.00000000
PA
USD
71797.08000000
0.002875389652
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
54982.31000000
PA
USD
53211.86000000
0.002131073180
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
14000.00000000
PA
USD
12664.46000000
0.000507196911
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
2119000.00000000
PA
USD
1262460.47000000
0.050560075321
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617F2PL5
142363.19000000
PA
USD
141668.15000000
0.005673644842
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
5.00000000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAP2
80000.00000000
PA
USD
82221.69000000
0.003292883173
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
5.25000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132XDA29
391360.39000000
PA
USD
390003.66000000
0.015619193546
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
4.40000000
N
N
N
N
N
N
Sierra Pacific Power Co.
QB888G5GSVGE1LD1WV84
Sierra Pacific Power Co.
826418BP9
60000.00000000
PA
USD
63507.40000000
0.002543397598
Long
DBT
CORP
US
Y
2
2054-03-15
Fixed
5.90000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133BAZA2
66228.23000000
PA
USD
63476.33000000
0.002542153280
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
195420.82000000
PA
USD
194753.24000000
0.007799641032
Long
ABS-O
CORP
US
Y
2
2028-06-15
Fixed
6.57000000
N
N
N
N
N
N
Intuit, Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
46124HAH9
30000.00000000
PA
USD
32808.27000000
0.001313933102
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
5.50000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RBT3
65000.00000000
PA
USD
69042.34000000
0.002765065515
Long
DBT
CORP
US
N
2
2029-10-25
Variable
6.31700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L3KY0
105178.54000000
PA
USD
107255.56000000
0.004295460587
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
5.07000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140KT3T0
444227.46000000
PA
USD
426290.27000000
0.017072430125
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
4.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CE7
300000.00000000
PA
USD
281195.56000000
0.011261555535
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
2.12900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKBT9
300000.00000000
PA
USD
307807.17000000
0.012327319602
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
148000.00000000
PA
USD
119932.43000000
0.004803154505
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
100000.00000000
PA
USD
93259.01000000
0.003734915018
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
90000.00000000
PA
USD
75595.77000000
0.003027522774
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
3.85000000
N
N
N
N
N
N
Kenvue, Inc.
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAR3
70000.00000000
PA
USD
73172.03000000
0.002930454803
Long
DBT
CORP
US
N
2
2063-03-22
Fixed
5.20000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR2, Class E2
00179VAF3
100000.00000000
PA
USD
88936.84000000
0.003561817131
Long
ABS-O
CORP
US
Y
2
2038-08-17
Fixed
2.57700000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust, Series 2021-1A, Class A
67571AAA3
23343.88000000
PA
USD
22992.35000000
0.000920816909
Long
ABS-O
CORP
US
Y
2
2027-03-22
Fixed
0.93000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133KKVR7
197202.58000000
PA
USD
174992.98000000
0.007008265573
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HXJ27
365000.00000000
PA
USD
314016.40000000
0.012575992051
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
81340.65000000
PA
USD
73365.48000000
0.002938202251
Long
ABS-O
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJVF0
208525.12000000
PA
USD
212604.17000000
0.008514550042
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
25000.00000000
PA
USD
20568.12000000
0.000823729313
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
83456.88450000
PA
USD
74330.93000000
0.002976867402
Long
ABS-MBS
USGSE
US
N
2
2058-07-25
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJM29
269608.45000000
PA
USD
273439.90000000
0.010950950361
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
70000.00000000
PA
USD
75812.51000000
0.003036202960
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
50000.00000000
PA
USD
39597.99000000
0.001585853501
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
386338.06000000
PA
USD
362419.38000000
0.014514475174
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
82262.11680000
PA
USD
71277.56000000
0.002854583480
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
29982.00000000
NS
USD
1376623.53000000
0.055132173260
Long
RF
US
N
1
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDS0
250000.00000000
PA
USD
253884.07000000
0.010167762086
Long
DBT
CORP
NL
Y
2
2029-02-28
Variable
5.56400000
N
N
N
N
N
N
Southern California Gas Co.
XY0N0J73VHV5F4CUJV89
Southern California Gas Co.
842434CX8
125000.00000000
PA
USD
142917.77000000
0.005723690672
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
31088.06000000
PA
USD
29960.96000000
0.001199901644
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
13000.00000000
PA
USD
10008.75000000
0.000400838811
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
130000.00000000
PA
USD
134195.60000000
0.005374377895
Long
DBT
CORP
US
N
2
2029-09-15
Variable
5.81900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHSH4
275000.00000000
PA
USD
267722.83000000
0.010721988348
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
4.12000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617W0AP7
84785.44000000
PA
USD
76866.08000000
0.003078397214
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DR8
75000.00000000
PA
USD
76892.45000000
0.003079453302
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
8714506.00000000
NS
USD
496116826.58000000
19.86890260427
Long
RF
US
N
1
N
N
N
VOLT XCIX LLC
N/A
VOLT XCIX LLC, Series 2021-NPL8, Class A1
92872VAA1
169830.39000000
PA
USD
163998.79000000
0.006567961034
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
86000.00000000
PA
USD
68769.63000000
0.002754143797
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
3.11200000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XCE9
50000.00000000
PA
USD
50676.41000000
0.002029531353
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
4.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGM7
1250000.00000000
PA
USD
1212158.20000000
0.048545527840
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2022-1A, Class A
12327AAA6
121439.45000000
PA
USD
115168.61000000
0.004612369048
Long
ABS-O
CORP
US
Y
3
2037-06-15
Fixed
4.45500000
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAS2
194000.00000000
PA
USD
188419.20000000
0.007545970088
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H31, Class FD
38375BD74
91272.09000000
PA
USD
90646.48000000
0.003630286227
Long
ABS-MBS
USGA
US
N
2
2062-12-20
Floating
5.77719000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617MKP78
266824.84000000
PA
USD
228550.82000000
0.009153194851
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.50000000
N
N
N
N
N
N
Consumers 2023 Securitization Funding LLC
N/A
Consumers 2023 Securitization Funding LLC, Series A2
21071BAB1
217000.00000000
PA
USD
221930.20000000
0.008888046710
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
100000.00000000
PA
USD
93197.71000000
0.003732460024
Long
ABS-O
CORP
US
Y
2
2039-05-19
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LJTJ9
100793.28000000
PA
USD
91509.66000000
0.003664855583
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.01000000
N
N
N
N
N
N
Kellanova
LONOZNOJYIBXOHXWDB86
Kellanova
487836BZ0
56000.00000000
PA
USD
57413.05000000
0.002299325960
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
202000.00000000
PA
USD
194302.47000000
0.007781588217
Long
ABS-O
CORP
US
Y
2
2037-07-17
Fixed
4.02800000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617V7V96
226887.99000000
PA
USD
206028.05000000
0.008251184075
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
52000.00000000
PA
USD
42780.98000000
0.001713328553
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
247516.61000000
PA
USD
229926.94000000
0.009208306858
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LJZP8
130000.00000000
PA
USD
117294.08000000
0.004697491652
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.14000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140X6PC9
146337.97000000
PA
USD
131764.63000000
0.005277020370
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
81819.09000000
PA
USD
80190.05000000
0.003211518351
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
507509.99000000
PA
USD
451633.95000000
0.018087415069
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXC59
243111.96000000
PA
USD
223551.03000000
0.008952959069
Long
ABS-MBS
USGSE
US
N
2
2056-05-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LEXU6
500000.00000000
PA
USD
433146.58000000
0.017347017376
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
1.95000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
120000.00000000
PA
USD
85317.19000000
0.003416854353
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
450000.00000000
PA
USD
417154.19000000
0.016706540733
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
53636.52000000
PA
USD
48771.45000000
0.001953239918
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3.00000000
N
N
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EQ9
85000.00000000
PA
USD
87706.36000000
0.003512537836
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
30000.00000000
PA
USD
29967.90000000
0.001200179583
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
45000.00000000
PA
USD
31470.90000000
0.001260372987
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
70000.00000000
PA
USD
60943.57000000
0.002440719185
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
523.15000000
PA
USD
523.15000000
0.000020951549
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
145628.88000000
PA
USD
148327.31000000
0.005940336465
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
45000.00000000
PA
USD
36464.63000000
0.001460366073
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
66000.00000000
PA
USD
64578.41000000
0.002586290304
Long
DBT
CORP
US
N
2
2034-01-24
Variable
5.06800000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QMKG8
315803.07000000
PA
USD
280958.93000000
0.011252078778
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TA6
1410000.00000000
PA
USD
980610.94000000
0.039272329047
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class A2
3136BCGS3
141693.88000000
PA
USD
128119.25000000
0.005131027136
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Fixed
1.20000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust, Series 2021-OVA, Class A
78449RAA3
195000.00000000
PA
USD
161095.72000000
0.006451696453
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Fixed
2.58540000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAT7
88000.00000000
PA
USD
68961.34000000
0.002761821559
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
2.10000000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust, Series 2019-1A, Class B
68267EAB0
225000.00000000
PA
USD
217413.43000000
0.008707155319
Long
ABS-O
CORP
US
Y
2
2028-11-14
Fixed
3.95000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACB9
100000.00000000
PA
USD
86131.43000000
0.003449463719
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2018-1, Class M60C
35563PEL9
178773.50000000
PA
USD
165896.36000000
0.006643956509
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
35000.00000000
PA
USD
36225.01000000
0.001450769570
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
65000.00000000
PA
USD
67218.22000000
0.002692011628
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
92000.00000000
PA
USD
75418.02000000
0.003020404093
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140M3AF7
249927.91000000
PA
USD
212729.91000000
0.008519585783
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RBU0
60000.00000000
PA
USD
66461.08000000
0.002661689051
Long
DBT
CORP
US
N
2
2034-10-25
Variable
6.47400000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-FNT1, Class A
64830YAC1
146703.82000000
PA
USD
136902.27000000
0.005482776884
Long
ABS-O
CORP
US
Y
2
2026-03-25
Fixed
2.98100000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2019-85, Class QY
38381XMA1
300000.00000000
PA
USD
220583.25000000
0.008834102928
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
3.00000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-2, Class M55D
35563PKL2
262949.16000000
PA
USD
245627.62000000
0.009837100854
Long
ABS-MBS
USGSE
US
N
2
2058-08-25
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J2H66
111845.55000000
PA
USD
94149.40000000
0.003770574103
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
1.37000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140MJLM5
91530.30000000
PA
USD
80997.50000000
0.003243855786
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
1521925.00000000
NS
USD
93568709.96000000
3.747318142418
Long
RF
US
N
1
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331BJ5
100000.00000000
PA
USD
100866.82000000
0.004039598971
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJDX1
446978.60000000
PA
USD
458932.36000000
0.018379707912
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
5.35000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BV0
25000.00000000
PA
USD
24067.97000000
0.000963894240
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
35000.00000000
PA
USD
33890.61000000
0.001357279562
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
664000.00000000
PA
USD
626076.44000000
0.025073634157
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2021-1A, Class A
12327BAA4
87723.10540000
PA
USD
81146.50000000
0.003249823063
Long
ABS-O
CORP
US
Y
3
2036-04-15
Fixed
2.16200000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBR6
89000.00000000
PA
USD
79378.36000000
0.003179011110
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKK69
165000.00000000
PA
USD
165911.91000000
0.006644579268
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
4.56000000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust, Series 2017-GM, Class A
056083AA6
170000.00000000
PA
USD
157990.50000000
0.006327335999
Long
ABS-MBS
CORP
US
Y
2
2039-06-13
Fixed
3.37900000
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAJ2
40000.00000000
PA
USD
39860.57000000
0.001596369525
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
299181.79000000
PA
USD
304164.12000000
0.012181419682
Long
ABS-MBS
USGA
US
N
2
2053-09-20
Fixed
6.00000000
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AJ4
20000.00000000
PA
USD
15970.49000000
0.000639599572
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
54000.00000000
PA
USD
43647.67000000
0.001748038481
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAN2
50000.00000000
PA
USD
50880.65000000
0.002037710928
Long
DBT
CORP
US
N
2
2027-06-08
Variable
6.04700000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAQ6
180000.00000000
PA
USD
153572.71000000
0.006150408642
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.05700000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAQ0
60000.00000000
PA
USD
49497.96000000
0.001982335800
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
90000.00000000
PA
USD
93268.90000000
0.003735311101
Long
DBT
CORP
CA
N
2
2028-09-25
Fixed
5.71700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
3618BB6R5
209098.60000000
PA
USD
186265.07000000
0.007459699683
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
43337.07000000
PA
USD
40064.89000000
0.001604552304
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3.00000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CQ0
110000.00000000
PA
USD
111727.29000000
0.004474548179
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
40000.00000000
PA
USD
35107.04000000
0.001405996170
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
335000.00000000
PA
USD
296506.30000000
0.011874732886
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
1.80000000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HBM0
200000.00000000
PA
USD
206493.79000000
0.008269836421
Long
DBT
CORP
JP
N
2
2028-07-12
Fixed
6.07000000
N
N
N
N
N
N
Corebridge Global Funding
54930057MDZ7KOVOTV71
Corebridge Global Funding
00138CAV0
60000.00000000
PA
USD
61814.48000000
0.002475598118
Long
DBT
CORP
US
Y
2
2028-09-19
Fixed
5.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HVFQ2
100000.00000000
PA
USD
89265.71000000
0.003574987992
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.76500000
N
N
N
N
N
N
JPMorgan BetaBuilders MSCI US REIT ETF
549300UDD0DL9T2E4I67
JPMorgan BetaBuilders MSCI US REIT ETF
46641Q738
439185.00000000
NS
USD
39241179.75000000
1.571563665566
Long
RF
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGH8
2000000.00000000
PA
USD
1968437.50000000
0.078833635294
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EQ2
44000.00000000
PA
USD
30464.50000000
0.001220067836
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