NPORT-P false 0001217286 XXXXXXXX S000037359 C000115301 C000186784 C000115298 C000115299 C000186783 C000115300 JPMorgan Trust I 811-21295 0001217286 549300DM5WZMCZZ70R78 390 Madison Avenue New York 10017 800-480-4111 JPMorgan SmartRetirement Blend Income Fund S000037359 549300ILOYIKX4LBLI81 2026-06-30 2026-03-31 N 1537137021.45 358938.11 1536778083.34 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N 41.6% 1TRUSD0, 21.15% SP500GRUSD0, 10% EAFERNRUSD0, 6.6% 5273TRUSD0, 5% 63TRUSD0, 5% SBMMTB3TRUSD0, 3.7% EMGLRNRUSD0, 2.8% SP400GRUSD0, 1.8% EMBIGDTRUSD0, 1.55% RU2000GRUSD0, 0.8% RMZGRUSD0 IBXUSD006819 WHARF Commercial Mortgage Trust N/A 92987LAA5 395000.00000000 PA USD 403802.50000000 0.026275914810 Long ABS-MBS CORP US Y 2 2040-07-15 Variable 4.99284720 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TJ7 3909000.00000000 PA USD 2778749.32000000 0.180816563570 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LG3M2 193133.89000000 PA USD 191638.21000000 0.012470129036 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4.25500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GD43 415000.00000000 PA USD 401892.57000000 0.026151633365 Long DBT CORP US N 2 2036-10-21 Variable 4.93900000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AA5 120000.00000000 PA USD 101210.24000000 0.006585872163 Long DBT CORP US N 2 2050-02-01 Fixed 5.24999880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617ULWB0 1024679.19000000 PA USD 915378.15000000 0.059564758238 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 3.00000000 N N N N N N HINNT LLC N/A 40472QAC1 353379.24000000 PA USD 358470.23000000 0.023326089426 Long ABS-O CORP US Y 2 2043-03-15 Fixed 6.32000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBR5 60000.00000000 PA USD 62153.19000000 0.004044382899 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N New York Life Insurance Co. TAE73CY392TBWJ3O3305 64952GAT5 596000.00000000 PA USD 432232.00000000 0.028125856601 Long DBT CORP US Y 2 2050-05-15 Fixed 3.75000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEQ2 785000.00000000 PA USD 792743.89000000 0.051584799301 Long DBT CORP US N 2 2031-04-04 Variable 5.12100000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RCG5 240000.00000000 PA USD 245007.72000000 0.015942947303 Long DBT CORP FR Y 2 2031-05-22 Variable 5.51200000 N N N N N N NMABS Issuer I LLC N/A 629174AA1 1159033.32000000 PA USD 1134947.91000000 0.073852426860 Long ABS-O CORP US Y 2 2055-11-22 Fixed 5.14000000 N N N N N N Cascade MH Asset Trust N/A 14731QAA7 805531.39000000 PA USD 734805.57000000 0.047814683067 Long ABS-O CORP US Y 2 2046-02-25 Fixed 1.75300000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617V7VQ8 2105729.15000000 PA USD 1932766.85000000 0.125767465774 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 3.50000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MBS3 150000.00000000 PA USD 144892.12000000 0.009428304683 Long DBT CORP IE N 2 2035-11-15 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131XJLM2 560047.18000000 PA USD 528345.05000000 0.034380048474 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N JBS NV N/A 472140AF9 360000.00000000 PA USD 360165.60000000 0.023436409193 Long DBT CORP NL N 2 2036-01-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383TKF9 1928488.18000000 PA USD 175493.39000000 0.011419566162 Long ABS-MBS USGA US N 2 2052-06-20 Floating 2.37705840 N N N N N N Accenture Capital, Inc. 254900FRO0P7RIINYT25 00440KAD5 50000.00000000 PA USD 48342.48000000 0.003145703372 Long DBT CORP US N 2 2034-10-04 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CN5E8 727068.96000000 PA USD 751181.37000000 0.048880276088 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TS7 3205000.00000000 PA USD 2840556.44000000 0.184838427278 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N Orange SA 969500MCOONR8990S771 685218AF6 510000.00000000 PA USD 500936.10000000 0.032596515100 Long DBT CORP FR Y 2 2036-01-13 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833Y20 857000.00000000 PA USD 546557.85000000 0.035565177296 Long DBT UST US N 2 2036-05-15 None 0.00000000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AY2 350000.00000000 PA USD 263204.63000000 0.017127042144 Long DBT CORP JP N 2 2040-07-09 Fixed 3.02500000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KT3 50000.00000000 PA USD 46592.42000000 0.003031824861 Long DBT CORP US N 2 2054-10-01 Fixed 5.90000000 N N N N N N JPMorgan U.S. Government Money Market Fund 549300NQ5E5B7ZV4T516 4812C2270 49542210.32000000 NS USD 49542210.32000000 3.223771269064 Long STIV RF US N 1 N N N MFA Trust N/A 59319PAA4 786543.75000000 PA USD 789566.52000000 0.051378044010 Long ABS-MBS CORP US Y 2 2039-11-25 Variable 5.91300000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XVVU4 970267.08000000 PA USD 895430.63000000 0.058266749097 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.50000000 N N N N N N Principal Financial Group, Inc. CUMYEZJOAF02RYZ1JJ85 74251VAP7 100000.00000000 PA USD 99082.55000000 0.006447420813 Long DBT CORP US Y 2 2028-02-15 Fixed 4.11100000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YAW5 20000.00000000 PA USD 15659.68000000 0.001018994230 Long DBT CORP US N 2 2049-03-07 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617QKY58 929765.23000000 PA USD 853357.12000000 0.055528975149 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QGS32 1684650.70000000 PA USD 1615448.42000000 0.105119173517 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 4.00000000 N N N N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044DV0 110000.00000000 PA USD 108609.92000000 0.007067378249 Long DBT CORP US N 2 2034-09-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MPSD4 332373.74000000 PA USD 343726.87000000 0.022366721241 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 6.00000000 N N N N N N VMware LLC 549300BUDHS3LRWBE814 928563AF2 143000.00000000 PA USD 143876.57000000 0.009362221621 Long DBT CORP US N 2 2030-05-15 Fixed 4.70000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2Z5 310000.00000000 PA USD 257026.50000000 0.016725023787 Long DBT CORP US N 2 2053-04-25 Variable 4.61100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXDY5 213543.46000000 PA USD 204863.52000000 0.013330715880 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 4.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CP2 494000.00000000 PA USD 487264.14000000 0.031706864203 Long DBT CORP DE N 2 2027-11-16 Variable 2.31100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384MRX7 1470000.00000000 PA USD 1413316.51000000 0.091966206788 Long ABS-MBS USGA US N 2 2054-04-20 Fixed 5.00000000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079KBP1 255000.00000000 PA USD 254179.79000000 0.016539784940 Long DBT CORP US N 2 2056-02-15 Fixed 5.65000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805NAE5 1045000.00000000 PA USD 1055057.08000000 0.068653834371 Long ABS-O CORP US N 2 2029-07-16 Fixed 5.70000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280FM6 475000.00000000 PA USD 466468.21000000 0.030353648002 Long DBT CORP GB N 2 2037-03-10 Variable 5.27900000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617N9LT8 446558.27000000 PA USD 405493.14000000 0.026385926790 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 3.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535LAC5 1220000.00000000 PA USD 1221736.67000000 0.079499875957 Long ABS-O CORP US Y 2 2034-11-15 Fixed 4.85000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3E1 85000.00000000 PA USD 86952.67000000 0.005658114918 Long DBT CORP US N 2 2029-07-25 Variable 5.57400000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618BW3V3 113637.83000000 PA USD 114232.89000000 0.007433271676 Long ABS-MBS USGA US N 2 2063-06-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617Y4GC0 421995.80000000 PA USD 417831.74000000 0.027188814346 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 5.00000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 25601B2E4 500000.00000000 PA USD 492837.09000000 0.032069502769 Long DBT CORP NO Y 2 2031-11-04 Variable 4.38400000 N N N N N N Columbia Pipelines Operating Co. LLC N/A 19828TAG1 445000.00000000 PA USD 451294.77000000 0.029366293994 Long DBT CORP US Y 2 2035-02-15 Fixed 5.43900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LAQA6 1227845.44000000 PA USD 1103045.93000000 0.071776526614 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 1.27000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401ABE0 145000.00000000 PA USD 142471.20000000 0.009270772504 Long DBT CORP KY Y 2 2029-04-15 Fixed 4.20000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617ULWC8 1546895.50000000 PA USD 1381887.94000000 0.089921111901 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 3.00000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 780097BL4 315000.00000000 PA USD 313103.88000000 0.020374046415 Long DBT CORP GB N 2 2030-05-08 Variable 4.44500000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KM8 208000.00000000 PA USD 220752.91000000 0.014364657616 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N Octane Receivables Trust N/A 67578YAD8 1030000.00000000 PA USD 1047057.93000000 0.068133320051 Long ABS-O CORP US Y 2 2032-07-20 Fixed 5.90000000 N N N N N N Coterra Energy, Inc. FCNMH6O7VWU7LHXMK351 127097AG8 190000.00000000 PA USD 188638.06000000 0.012274905664 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHRY8 1430468.61000000 PA USD 1460022.94000000 0.095005450417 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 4.93000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PK73 351941.76000000 PA USD 296061.36000000 0.019265069121 Long ABS-MBS USGSE US N 2 2062-10-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LLYV1 755000.00000000 PA USD 708944.74000000 0.046131887725 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.33000000 N N N N N N FARM Mortgage Trust N/A 307910AC3 361823.26000000 PA USD 331829.92000000 0.021592572382 Long ABS-MBS USGSE US Y 2 2054-08-01 Variable 5.16524040 N N N N N N ROCK Trust N/A 74970WAA8 295000.00000000 PA USD 299893.40000000 0.019514424577 Long ABS-MBS CORP US Y 2 2041-11-13 Fixed 5.38834000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QAD80 789950.22000000 PA USD 811283.66000000 0.052791204455 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXTT9 1093452.34000000 PA USD 942086.15000000 0.061302679951 Long ABS-MBS USGSE US N 2 2061-09-01 Fixed 3.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKJ7 80000.00000000 PA USD 78780.50000000 0.005126341978 Long DBT CORP US N 2 2028-02-04 Variable 2.55100000 N N N N N N SCE Recovery Funding LLC N/A 78433LAG1 153889.96000000 PA USD 148304.73000000 0.009650367324 Long DBT CORP US N 2 2040-06-15 Fixed 4.69700000 N N N N N N Consumers Energy Co. 7NKTFWJ1G6MELP9TU740 210518CZ7 34000.00000000 PA USD 24079.33000000 0.001566870992 Long DBT CORP US N 2 2046-08-15 Fixed 3.25000000 N N N N N N LHOME Mortgage Trust 529900ZQNJ23BIJVY871 50205WAA5 640000.00000000 PA USD 640010.56000000 0.041646257643 Long ABS-MBS CORP US Y 2 2039-09-25 Variable 5.32299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHBP4 165000.00000000 PA USD 160339.90000000 0.010433510325 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.91000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YEH8 165000.00000000 PA USD 161371.21000000 0.010500618908 Long DBT CORP US N 2 2056-03-15 Fixed 5.55000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 292480AJ9 630000.00000000 PA USD 548433.82000000 0.035687248923 Long DBT CORP US N 2 2044-05-15 Fixed 5.00000040 N N N N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457CM8 440000.00000000 PA USD 400782.02000000 0.026079368540 Long DBT CORP US N 2 2054-02-09 Fixed 5.00000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AS7 558000.00000000 PA USD 562958.69000000 0.036632399700 Long DBT CORP GB N 2 2030-08-15 Variable 4.96400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L54D9 516767.24000000 PA USD 519628.61000000 0.033812859230 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 4.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A8TK8 124319.66000000 PA USD 126716.89000000 0.008245620585 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 5.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCG6 180000.00000000 PA USD 179445.97000000 0.011676765301 Long DBT CORP US N 2 2035-02-15 Fixed 4.95000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YGB5 365000.00000000 PA USD 362542.43000000 0.023591072382 Long DBT CORP US N 2 2032-03-12 Variable 4.70800000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PSX8 553910.57000000 PA USD 518583.37000000 0.033744844205 Long ABS-MBS USGSE US N 2 2060-05-25 Fixed 3.00000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAS8 200000.00000000 PA USD 194975.94000000 0.012687319146 Long DBT CORP ES N 2 2035-11-06 Fixed 5.12700000 N N N N N N JBS NV N/A 46590XAX4 25000.00000000 PA USD 25307.95000000 0.001646818774 Long DBT CORP NL N 2 2052-12-01 Fixed 6.50000000 N N N N N N PG&E Wildfire Recovery Funding LLC N/A 693342AB3 135000.00000000 PA USD 130115.79000000 0.008466791100 Long DBT CORP US N 2 2036-06-01 Fixed 4.26300000 N N N N N N EIDP, Inc. GLU7INWNWH88J9XBXD45 263534CS6 375000.00000000 PA USD 380389.77000000 0.024752420282 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AFNU1 840667.41000000 PA USD 713774.44000000 0.046446162119 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 314382AA0 810000.00000000 PA USD 800872.73000000 0.052113752706 Long DBT CORP US Y 2 2027-01-31 Fixed 3.04600000 N N N N N N PeaceHealth Obligated Group N/A 70462GAC2 190000.00000000 PA USD 124685.89000000 0.008113460970 Long DBT CORP US N 2 2050-11-15 Fixed 3.21800000 N N N N N N MidAmerican Energy Co. NINLOILYRTLIMK26MZ18 595620AY1 50000.00000000 PA USD 50199.81000000 0.003266562071 Long DBT CORP US N 2 2054-09-15 Fixed 5.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XBZX1 2011288.43000000 PA USD 1725954.74000000 0.112309952797 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCY5 481000.00000000 PA USD 371340.21000000 0.024163554518 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXJH6 258195.31000000 PA USD 234908.89000000 0.015285804277 Long ABS-MBS USGSE US N 2 2058-05-01 Fixed 3.50000000 N N N N N N Republic of Chile 549300FLZTJM5YJF8D34 168863DN5 200000.00000000 PA USD 177200.00000000 0.011530617329 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NMGY7 829838.70000000 PA USD 821093.22000000 0.053429524334 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Delta Air Lines Pass-Through Trust N/A 247361ZW1 467814.21000000 PA USD 450267.52000000 0.029299449600 Long ABS-O CORP US N 2 2028-06-10 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J2RQ1 95000.00000000 PA USD 83748.87000000 0.005449639795 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 1.46000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BBA90 314866.91000000 PA USD 308922.46000000 0.020101956381 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.50000000 N N N N N N Aircastle Ltd. N/A 00929JAB2 150000.00000000 PA USD 151234.15000000 0.009840988210 Long DBT CORP BM Y 2 2030-03-15 Fixed 5.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4PZ7 2929159.55000000 PA USD 375461.43000000 0.024431727265 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 3.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBZ4 400000.00000000 PA USD 402484.64000000 0.026190160073 Long DBT CORP FR Y 2 2027-02-19 Fixed 5.25000000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AK8 520000.00000000 PA USD 541816.97000000 0.035256682527 Long DBT CORP CA Y 2 2028-12-04 Fixed 6.31900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L9P63 160328.51000000 PA USD 154127.04000000 0.010029232045 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 3.08000000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844CF3 277000.00000000 PA USD 177735.32000000 0.011565451246 Long DBT CORP US N 2 2050-05-15 Fixed 3.05000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431AQ2 186000.00000000 PA USD 190834.79000000 0.012417849530 Long DBT CORP US N 2 2033-07-31 Fixed 5.40000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618GSAW7 102810.23000000 PA USD 104540.19000000 0.006802556018 Long ABS-MBS USGA US N 2 2054-03-20 Fixed 5.50000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCA5 600000.00000000 PA USD 526634.60000000 0.034268747433 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N N/A N/A N/A -77.00000000 NC USD 87980.27000000 0.005724982087 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2026-06-18 -8735890.63000000 USD 87980.27000000 N N N Edison International 549300I7ROF15MAEVP56 281020BA4 385000.00000000 PA USD 388475.59000000 0.025278574324 Long DBT CORP US N 2 2029-06-15 Fixed 5.45000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B3M38 236508.73000000 PA USD 209415.77000000 0.013626936268 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417AS5 50000.00000000 PA USD 51453.24000000 0.003348124271 Long DBT CORP US N 2 2033-10-15 Fixed 5.60000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BPVN6 155000.00000000 PA USD 147389.64000000 0.009590821316 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 3.08000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBZB5 446972.42000000 PA USD 388958.02000000 0.025309966625 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 1.76000000 N N N N N N Bridge Trust N/A 10806DAG1 1050000.00000000 PA USD 1009144.40000000 0.065666241010 Long ABS-O CORP US Y 2 2040-08-17 Fixed 4.30000000 N N N N N N Amcor Flexibles North America, Inc. PTVU09TE3QPJPL7K4E13 02344AAK4 285000.00000000 PA USD 277082.22000000 0.018030073632 Long DBT CORP US N 2 2036-03-12 Fixed 5.12500000 N N N N N N South Bow USA Infrastructure Holdings LLC 254900Z1WAY7QFQ7O850 83007CAD4 80000.00000000 PA USD 80515.44000000 0.005239236612 Long DBT CORP US N 2 2029-10-01 Fixed 5.02600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFE42 875739.22000000 PA USD 794815.24000000 0.051719584539 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.39000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BK3 100000.00000000 PA USD 101529.04000000 0.006606616862 Long DBT CORP US Y 2 2028-05-08 Fixed 5.40000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135DF0 352000.00000000 PA USD 348791.96000000 0.022696312745 Long DBT CORP US N 2 2036-03-13 Fixed 4.87500000 N N N N N N GS Mortgage-Backed Securities Trust N/A 362960AA4 1198680.50000000 PA USD 1205233.21000000 0.078425975947 Long ABS-MBS CORP US Y 2 2067-11-25 Variable 5.84700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QDJC9 45252.43000000 PA USD 38469.49000000 0.002503256027 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAL5 30000.00000000 PA USD 29984.10000000 0.001951101484 Long DBT CORP KY Y 2 2026-04-15 Fixed 4.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F7HN8 3043004.25000000 PA USD 615724.22000000 0.040065916261 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TQ1 4045000.00000000 PA USD 3594203.72000000 0.233879163098 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N Baltimore Gas and Electric Co. 88V8C2WYSOD1SPSSLH72 059165ES5 60000.00000000 PA USD 58178.87000000 0.003785769112 Long DBT CORP US N 2 2054-06-01 Fixed 5.65000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82653HAC4 163163.12000000 PA USD 162724.98000000 0.010588710352 Long ABS-O CORP US Y 2 2044-04-20 Fixed 5.32000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AAPK2 1497884.85000000 PA USD 1287795.19000000 0.083798383381 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MJPJ8 661493.24000000 PA USD 586432.33000000 0.038159857715 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Southern Co. Gas Capital Corp. E8CD46SWUD2TSN8PA636 8426EPAK4 105000.00000000 PA USD 103631.42000000 0.006743421260 Long DBT CORP US N 2 2035-09-15 Fixed 5.10000000 N N N N N N Huntington Bank Auto Credit-Linked Notes N/A 44644NAA7 188688.40000000 PA USD 191363.25000000 0.012452237058 Long ABS-O CORP US Y 2 2032-05-20 Fixed 6.15300000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617V7V88 1421515.78000000 PA USD 1271638.26000000 0.082747032495 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.00000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YBE2 370000.00000000 PA USD 357122.32000000 0.023238379299 Long DBT CORP GB N 2 2036-11-04 Variable 4.94300000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EER0 60000.00000000 PA USD 58761.34000000 0.003823671136 Long DBT CORP US N 2 2037-01-28 Variable 5.30500000 N N N N N N FREMF Mortgage Trust N/A 30289UAS1 495000.00000000 PA USD 493061.09000000 0.032084078719 Long ABS-MBS USGSE US Y 2 2049-06-25 Variable 3.93490800 N N N N N N JPMorgan BetaBuilders U.S. Mid Cap Equity ETF 549300S2VYDS8QJGW220 46641Q340 383196.00000000 NS USD 41542278.36000000 2.703206065361 Long RF US N 1 N N N Healthpeak OP LLC PZ9HF5U52KPF0MH0QN75 42250PAD5 121000.00000000 PA USD 113962.33000000 0.007415666011 Long DBT CORP US N 2 2028-12-01 Fixed 2.12500000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YDU0 20000.00000000 PA USD 20299.09000000 0.001320886224 Long DBT CORP US N 2 2034-03-15 Fixed 5.05000000 N N N N N N JPMorgan Emerging Markets Debt Fund 8KLDAXM5A9FOP50PQD10 48121A134 4265222.98000000 NS USD 27595992.68000000 1.795704466322 Long RF US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MDKH0 844521.83000000 PA USD 788076.49000000 0.051281085964 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FCC3 216000.00000000 PA USD 214122.13000000 0.013933184779 Long DBT CORP US N 2 2032-02-15 Fixed 4.55000000 N N N N N N Multi-Family Connecticut Avenue Securities Trust 254900JAK6X5OPMD5925 62548NAA6 616449.57000000 PA USD 632676.25000000 0.041169005262 Long ABS-MBS CORP US Y 2 2053-11-25 Floating 7.66190160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFSZ7 3119995.73000000 PA USD 674850.08000000 0.043913307153 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834AD0 287000.00000000 PA USD 168128.55000000 0.010940327157 Long DBT UST US N 2 2037-11-15 None 0.00000000 N N N N N N Tricolor Auto Securitization Trust N/A 89616LAB8 415000.00000000 PA USD 8300.00000000 0.000540090992 Long ABS-O CORP US Y 3 2027-12-15 Fixed 6.53000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABE4 250000.00000000 PA USD 246535.70000000 0.016042374801 Long DBT CORP FR Y 2 2032-01-13 Variable 4.76000000 N N N N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 26078JAF7 55000.00000000 PA USD 50899.37000000 0.003312083283 Long DBT CORP US N 2 2048-11-15 Fixed 5.41900000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DL1 369000.00000000 PA USD 380370.25000000 0.024751150092 Long DBT CORP US N 2 2032-01-29 Variable 5.63100000 N N N N N N Progress Residential Trust N/A 74332HAJ5 1040000.00000000 PA USD 959832.33000000 0.062457445248 Long ABS-O CORP US Y 2 2029-08-09 Variable 3.37500000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAL7 120000.00000000 PA USD 106807.24000000 0.006950075691 Long DBT CORP US N 2 2031-08-16 Fixed 2.50000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AN7 265000.00000000 PA USD 267008.97000000 0.017374595128 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523CU2 500000.00000000 PA USD 510297.00000000 0.033205640133 Long DBT CORP US N 2 2031-05-15 Fixed 5.12500000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 830505BK8 225000.00000000 PA USD 223637.28000000 0.014552347045 Long DBT CORP SE Y 2 2030-09-03 Fixed 4.50000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BBC3 400000.00000000 PA USD 418600.00000000 0.027238805949 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.87500000 N N N N N N Tricon Residential Trust N/A 895978AC8 150000.00000000 PA USD 148313.58000000 0.009650943204 Long ABS-O CORP US Y 2 2040-12-17 Fixed 5.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802920AG3 255000.00000000 PA USD 256384.85000000 0.016683270849 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.14000000 N N N N N N United Airlines Pass-Through Trust N/A 90931VAA4 484303.75000000 PA USD 465291.92000000 0.030277105396 Long ABS-O CORP US N 2 2030-03-01 Fixed 3.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QELR1 149137.60000000 PA USD 128181.22000000 0.008340906301 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N N/A N/A N/A 188.00000000 NC USD -311557.62000000 -0.02027342941 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2026-06-30 20339250.00000000 USD -311557.62000000 N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 30037DAD7 266000.00000000 PA USD 273288.94000000 0.017783240336 Long DBT CORP US N 2 2034-04-01 Fixed 5.40000000 N N N N N N Public Service Co. of Oklahoma F3TJNSIZRGXRH8GEIK79 744533BQ2 80000.00000000 PA USD 80958.61000000 0.005268074218 Long DBT CORP US N 2 2033-01-15 Fixed 5.25000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBA2 133000.00000000 PA USD 94294.39000000 0.006135849477 Long DBT CORP US N 2 2040-06-24 Fixed 2.35000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CW7 300000.00000000 PA USD 308156.02000000 0.020052083208 Long DBT CORP DE N 2 2029-05-10 Fixed 5.41400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBGA8 1677452.22000000 PA USD 1415126.25000000 0.092083968748 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 1.50756840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617V7VU9 503077.95000000 PA USD 449414.64000000 0.029243951672 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.00000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AL9 100000.00000000 PA USD 96185.67000000 0.006258917344 Long DBT CORP US N 2 2054-09-15 Fixed 5.95000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HX4 106000.00000000 PA USD 100238.85000000 0.006522662646 Long DBT CORP US N 2 2053-12-01 Fixed 5.87500000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAZ3 200000.00000000 PA USD 198700.00000000 0.012929648213 Long DBT NUSS MX N 2 2036-05-07 Fixed 6.00000000 N N N N N N Nationwide Mutual Insurance Co. Z7LVXXWM8HZPKF5T2355 638671AC1 400000.00000000 PA USD 457514.59000000 0.029771025170 Long DBT CORP US Y 2 2031-12-01 Fixed 8.25000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CB3 135000.00000000 PA USD 89350.25000000 0.005814128335 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N Invitation Homes Trust N/A 46188DAC2 340000.00000000 PA USD 328089.97000000 0.021349209333 Long ABS-O CORP US Y 2 2041-09-17 Fixed 4.00000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431AT6 200000.00000000 PA USD 204644.93000000 0.013316491965 Long DBT CORP US N 2 2031-06-01 Fixed 5.25000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAN5 400000.00000000 PA USD 394896.32000000 0.025696378955 Long DBT CORP ES N 2 2027-09-14 Variable 1.72200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617FGQM1 567737.63000000 PA USD 564756.33000000 0.036749374299 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XTB59 316032.96000000 PA USD 266618.90000000 0.017349212803 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8Q8 220000.00000000 PA USD 205263.00000000 0.013356710524 Long DBT CORP US N 2 2053-05-15 Fixed 5.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFH9 1445000.00000000 PA USD 1430832.22000000 0.093105975124 Long DBT UST US N 2 2027-08-31 Fixed 3.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617V7WL8 235683.26000000 PA USD 210542.89000000 0.013700279323 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.00000000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECR0 138000.00000000 PA USD 140739.48000000 0.009158087398 Long DBT CORP US N 2 2033-02-27 Fixed 5.15000000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560AW5 260000.00000000 PA USD 159890.52000000 0.010404268627 Long DBT CORP US N 2 2052-02-15 Fixed 2.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KQZH7 261406.28000000 PA USD 242194.93000000 0.015759915671 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617UA6Z0 1700021.07000000 PA USD 1560385.05000000 0.101536133740 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 3.50000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PF2 780000.00000000 PA USD 792024.21000000 0.051537968857 Long DBT CORP US N 2 2030-02-13 Variable 5.17400000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAK9 210000.00000000 PA USD 201553.55000000 0.013115332147 Long DBT CORP US N 2 2028-04-01 Fixed 2.25000000 N N N N N N Foundation Finance Trust N/A 35040VAA7 395025.79000000 PA USD 393258.25000000 0.025589787768 Long ABS-O CORP US Y 2 2050-03-15 Fixed 4.60000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAS0 180000.00000000 PA USD 180937.73000000 0.011773835920 Long DBT CORP US Y 2 2030-04-10 Fixed 5.12500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB60 190000.00000000 PA USD 190148.77000000 0.012373209382 Long DBT CORP US N 2 2030-10-23 Variable 4.69200000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 85000.00000000 PA USD 53860.72000000 0.003504781892 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N JPMorgan Equity Index Fund 549300FO80ME045UVK10 4812C2213 3263400.49400000 NS USD 319291104.33000000 20.77665655122 Long RF US N 1 N N N Home Partners of America Trust N/A 43732VAC0 1232758.32280000 PA USD 1209667.16000000 0.078714498411 Long ABS-O CORP US Y 2 2026-12-17 Fixed 2.40200000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AC4 39000.00000000 PA USD 40846.15000000 0.002657908154 Long DBT CORP US N 2 2033-03-01 Fixed 5.80000000 N N N N N N Bunge Ltd. Finance Corp. 549300QHC068L40NNM71 120568BF6 250000.00000000 PA USD 242036.88000000 0.015749631168 Long DBT CORP US N 2 2034-09-17 Fixed 4.65000000 N N N N N N Progress Residential Trust N/A 74290XAJ0 110000.00000000 PA USD 103478.47000000 0.006733468619 Long ABS-O CORP US Y 2 2041-04-17 Variable 3.39999840 N N N N N N WP Carey, Inc. 54930042CRNE713E3Q67 92936UAH2 10000.00000000 PA USD 8296.95000000 0.000539892525 Long DBT CORP US N 2 2033-04-01 Fixed 2.25000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401ABC4 64000.00000000 PA USD 62266.56000000 0.004051760021 Long DBT CORP KY Y 2 2032-10-15 Fixed 4.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B57H0 1384006.25000000 PA USD 1218693.90000000 0.079301879250 Long ABS-MBS USGSE US N 2 2043-10-15 Fixed 2.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BGL8 580000.00000000 PA USD 579256.45000000 0.037692914564 Long DBT CORP US N 2 2027-07-22 Fixed 4.30000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAB8 436000.00000000 PA USD 411216.95000000 0.026758381997 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCJ2 260000.00000000 PA USD 228040.94000000 0.014838898502 Long DBT CORP US N 2 2032-11-02 Variable 2.61800000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AP7 80000.00000000 PA USD 80736.27000000 0.005253606286 Long DBT CORP CA Y 2 2030-03-25 Fixed 5.03700000 N N N N N N ENEL Finance International NV 0YQH6LCEF474UTUV4B96 29278GBH0 235000.00000000 PA USD 227896.84000000 0.014829521742 Long DBT CORP NL Y 2 2035-09-30 Fixed 5.00000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 26443TAB2 140000.00000000 PA USD 94404.43000000 0.006143009912 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAY0 360000.00000000 PA USD 363772.62000000 0.023671122326 Long DBT CORP US N 2 2031-07-08 Variable 5.17900000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VGT5 145000.00000000 PA USD 146893.58000000 0.009558542094 Long DBT CORP US N 2 2033-05-09 Fixed 5.05000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABK6 400000.00000000 PA USD 402590.64000000 0.026197057621 Long DBT CORP DK Y 2 2031-03-04 Variable 5.01900000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967QF1 280000.00000000 PA USD 276817.53000000 0.018012849935 Long DBT CORP US N 2 2031-09-11 Variable 4.50300000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E0SG8 251363.03000000 PA USD 223736.03000000 0.014558772826 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECZ6 400000.00000000 PA USD 404451.75000000 0.026318162289 Long DBT CORP GB N 2 2036-02-25 Variable 5.78500000 N N N N N N Haleon US Capital LLC 549300N8C3A3L0UVQB07 36264FAN1 250000.00000000 PA USD 191566.03000000 0.012465432197 Long DBT CORP US N 2 2052-03-24 Fixed 4.00000000 N N N N N N Stream Innovations Issuer Trust N/A 86324CAA9 619195.53000000 PA USD 637385.20000000 0.041475422307 Long ABS-O CORP US Y 2 2044-07-15 Fixed 6.27000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QPJU2 768376.08000000 PA USD 682515.06000000 0.044412076629 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.00000000 N N N N N N Northwestern Mutual Global Funding 635400LZXFVELZDVP257 66815L2S7 470000.00000000 PA USD 480883.79000000 0.031291687148 Long DBT CORP US Y 2 2031-05-28 Fixed 5.16000000 N N N N N N Toyota Auto Loan Extended Note Trust 5493000KI9FC40RVHF71 89231WAA1 334000.00000000 PA USD 339045.14000000 0.022062075434 Long ABS-O CORP US Y 2 2036-06-25 Fixed 4.93000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135DH6 180000.00000000 PA USD 179855.35000000 0.011703404151 Long DBT CORP US N 2 2056-03-13 Fixed 5.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMR9 16460000.00000000 PA USD 16521082.07000000 1.075046699917 Long DBT UST US N 2 2032-02-29 Fixed 4.12500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJV3 280000.00000000 PA USD 284019.96000000 0.018481520726 Long DBT CORP US N 2 2031-05-15 Variable 5.08300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LH3X6 114000.00000000 PA USD 117624.29000000 0.007653954157 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 4.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B2SX1 235000.00000000 PA USD 218106.01000000 0.014192420647 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 00774MAV7 450000.00000000 PA USD 445043.18000000 0.028959495507 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LNZT1 445951.28000000 PA USD 423071.68000000 0.027529783550 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.65000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BBE9 425000.00000000 PA USD 429462.50000000 0.027945641902 Long DBT NUSS MX N 2 2032-07-02 Fixed 5.85000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PDZ9 125813.87000000 PA USD 118462.96000000 0.007708527423 Long ABS-MBS USGSE US N 2 2057-05-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HSAA9 254621.92000000 PA USD 248737.55000000 0.016185651832 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 4.08000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBY6 190000.00000000 PA USD 194907.33000000 0.012682854610 Long DBT CORP US N 2 2031-11-15 Fixed 5.15000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017FZT3 330000.00000000 PA USD 330772.84000000 0.021523786914 Long DBT CORP CA N 2 2030-10-18 Variable 4.65000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617V7V70 339785.12000000 PA USD 304064.68000000 0.019785854789 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 3.00000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107933AF0 535000.00000000 PA USD 544234.31000000 0.035413981751 Long ABS-O CORP US N 2 2029-11-15 Fixed 6.03000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06418GAZ0 310000.00000000 PA USD 305598.26000000 0.019885646685 Long DBT CORP CA N 2 2034-02-02 Variable 4.81300000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A86D4 220269.71000000 PA USD 188571.87000000 0.012270598601 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBJ4 240000.00000000 PA USD 247977.85000000 0.016136217238 Long DBT CORP US N 2 2030-01-09 Variable 6.17400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LGFW7 1027994.14000000 PA USD 993336.31000000 0.064637589562 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.68000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QLNT9 526265.09000000 PA USD 451547.75000000 0.029382755707 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUXT6 1201402.47000000 PA USD 930542.32000000 0.060551509036 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 1.25000000 N N N N N N Honeywell Aerospace, Inc. 213800ZUAQRBYL67JS90 43849RAG0 400000.00000000 PA USD 396881.20000000 0.025825537486 Long DBT CORP US Y 2 2036-03-16 Fixed 4.95000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XBB7 43000.00000000 PA USD 41966.80000000 0.002730830199 Long DBT CORP US N 2 2033-03-15 Fixed 5.40000000 N N N N N N Cadence Design Systems, Inc. GCT7RXJOGLXPV0NXZY22 127387AP3 325000.00000000 PA USD 319068.46000000 0.020762168816 Long DBT CORP US N 2 2034-09-10 Fixed 4.70000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AH5 320000.00000000 PA USD 290664.53000000 0.018913890896 Long DBT CORP SG N 2 2063-05-19 Fixed 5.34000000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JAZ1 300000.00000000 PA USD 268416.02000000 0.017466153565 Long DBT CORP AU Y 2 2033-01-14 Variable 2.87100000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCB5 4910000.00000000 PA USD 4378914.47000000 0.284941236309 Long DBT UST US N 2 2031-05-15 Fixed 1.62500000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162CR9 550000.00000000 PA USD 427773.89000000 0.027835762016 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280FG9 325000.00000000 PA USD 317900.16000000 0.020686146129 Long DBT CORP GB N 2 2036-11-06 Variable 5.13300000 N N N N N N Cencora, Inc. AI8GXW8LG5WK7E9UD086 03073EAU9 620000.00000000 PA USD 625176.48000000 0.040680986199 Long DBT CORP US N 2 2034-02-15 Fixed 5.12500000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BU1 190000.00000000 PA USD 194459.75000000 0.012653730041 Long DBT CORP US Y 2 2034-04-04 Fixed 5.63400000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B5NM0 665389.43000000 PA USD 568852.16000000 0.037015894888 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Aircastle Ltd. N/A 00929JAA4 150000.00000000 PA USD 153587.74000000 0.009994139145 Long DBT CORP BM Y 2 2031-10-01 Fixed 5.75000000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787AR8 155000.00000000 PA USD 139684.54000000 0.009089441183 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAW1 125000.00000000 PA USD 127293.55000000 0.008283144546 Long DBT CORP US N 2 2035-10-30 Fixed 5.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J1S58 226606.05000000 PA USD 213338.97000000 0.013882223615 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 1.09000000 N N N N N N Oklahoma Gas and Electric Co. 549300VJ8YXGPO8EV472 678858BY6 96000.00000000 PA USD 92053.14000000 0.005990008641 Long DBT CORP US N 2 2053-04-01 Fixed 5.60000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAU6 695000.00000000 PA USD 702576.43000000 0.045717494127 Long DBT CORP US N 2 2031-05-20 Variable 5.07100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617ULV54 1662104.39000000 PA USD 1537894.63000000 0.100072655035 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 3.50000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BY9 270000.00000000 PA USD 267549.00000000 0.017409735530 Long DBT CORP JP N 2 2027-07-20 Variable 1.53800000 N N N N N N Oportun Issuance Trust N/A 68390VAB2 445000.00000000 PA USD 443894.18000000 0.028884728693 Long ABS-O CORP US Y 2 2034-01-09 Fixed 5.06000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQT41 1970000.00000000 PA USD 1876359.40000000 0.122096965094 Long ABS-MBS USGSE US N 2 2033-08-25 Fixed 3.75000000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WCA6 250000.00000000 PA USD 236237.39000000 0.015372251371 Long DBT CORP GB N 2 2054-06-28 Fixed 5.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJZ5 3624400.00000000 PA USD 3575130.81000000 0.232638065883 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607PHS6 210000.00000000 PA USD 210232.81000000 0.013680102044 Long DBT CORP CA N 2 2030-09-11 Variable 4.63100000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132XHSP0 690000.00000000 PA USD 651876.09000000 0.042418361965 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3.80000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536VAE8 1195000.00000000 PA USD 1232979.85000000 0.080231483215 Long ABS-O CORP US Y 2 2034-10-16 Fixed 6.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NU6W4 468730.51000000 PA USD 489993.72000000 0.031884481260 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 5.36500000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680CD3 415000.00000000 PA USD 410591.50000000 0.026717683213 Long DBT CORP US N 2 2031-10-15 Fixed 4.75000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PAT5 310000.00000000 PA USD 252586.80000000 0.016436127163 Long DBT CORP US N 2 2047-05-09 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HWNB4 153853.08000000 PA USD 143805.89000000 0.009357622389 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 2.55000000 N N N N N N CNO Global Funding 6354008GTNR4833ULD48 18977W2D1 250000.00000000 PA USD 253418.48000000 0.016490245582 Long DBT CORP US Y 2 2027-06-04 Fixed 5.87500000 N N N N N N N/A N/A N/A 65.00000000 NC USD -123986.88000000 -0.00806797554 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2026-06-18 7216015.63000000 USD -123986.88000000 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280EN5 500000.00000000 PA USD 509075.37000000 0.033126147198 Long DBT CORP GB N 2 2030-11-19 Variable 5.28600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HA4L7 1220000.00000000 PA USD 1233109.27000000 0.080239904731 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 4.66000000 N N N N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599BP0 210000.00000000 PA USD 186647.00000000 0.012145344993 Long DBT CORP US N 2 2030-10-01 Fixed 2.00000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DP2 135000.00000000 PA USD 131506.59000000 0.008557292131 Long DBT CORP US N 2 2037-01-29 Variable 5.14100000 N N N N N N GLS Auto Receivables Issuer Trust N/A 37989BAJ1 1100000.00000000 PA USD 1108449.87000000 0.072128167496 Long ABS-O CORP US Y 2 2031-01-15 Fixed 5.11000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CW7 285000.00000000 PA USD 275134.47000000 0.017903331195 Long DBT CORP US N 2 2064-04-01 Fixed 6.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGT2 1715000.00000000 PA USD 1708769.73000000 0.111191703507 Long DBT UST US N 2 2028-03-31 Fixed 3.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LH2Y5 1614985.39000000 PA USD 1618516.96000000 0.105318847109 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 4.45000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RMT6 50000.00000000 PA USD 51124.66000000 0.003326743174 Long DBT CORP US N 2 2034-02-15 Fixed 5.40000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738BN7 360000.00000000 PA USD 349666.99000000 0.022753252001 Long DBT CORP US N 2 2034-08-12 Fixed 5.15000000 N N N N N N N/A N/A N/A -48.00000000 NC USD 160793.90000000 0.010463052651 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bond 2026-06-18 -5454000.00000000 USD 160793.90000000 N N N Santander Drive Auto Receivables Trust N/A 80287DAE7 135000.00000000 PA USD 138698.93000000 0.009025306353 Long ABS-O CORP US N 2 2031-03-17 Fixed 6.40000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676AZ8 200000.00000000 PA USD 202374.82000000 0.013168773175 Long DBT CORP US Y 2 2032-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KPNN9 613203.38000000 PA USD 527511.20000000 0.034325788851 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168DAE6 376495.09000000 PA USD 380187.60000000 0.024739264837 Long ABS-O CORP US N 2 2029-01-16 Fixed 6.85000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526DB2 205000.00000000 PA USD 204227.81000000 0.013289349465 Long DBT CORP DE N 2 2031-08-04 Variable 4.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9C98 750000.00000000 PA USD 720176.78000000 0.046862770090 Long ABS-MBS USGSE US N 2 2032-09-25 Variable 3.71000160 N N N N N N AMSR Trust N/A 00179CAE8 1135000.00000000 PA USD 1099375.07000000 0.071537659335 Long ABS-O CORP US Y 2 2041-07-17 Variable 4.29000120 N N N N N N Cascade MH Asset Trust N/A 14731VAA6 485830.53000000 PA USD 491686.93000000 0.031994660473 Long ABS-O CORP US Y 2 2056-11-25 Variable 5.69499840 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDE2 170000.00000000 PA USD 174405.73000000 0.011348790817 Long DBT CORP US N 2 2030-02-01 Variable 5.70000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280FL8 480000.00000000 PA USD 473639.04000000 0.030820262543 Long DBT CORP GB N 2 2032-03-10 Variable 4.67500000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CL1 1245000.00000000 PA USD 1200180.01000000 0.078097158139 Long DBT CORP GB N 2 2028-09-22 Variable 2.01300000 N N N N N N Berkshire Hathaway Finance Corp. 549300RLHFT5RU20WM87 084664DB4 185000.00000000 PA USD 139632.83000000 0.009086076351 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKLY7 634506.30000000 PA USD 644162.48000000 0.041916428076 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4.74000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DT4 635000.00000000 PA USD 615024.27000000 0.040020369672 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBL6 145000.00000000 PA USD 127236.13000000 0.008279408157 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N Charter Communications Operating LLC N/A 161175BV5 577000.00000000 PA USD 357113.86000000 0.023237828797 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N FHF Issuer Trust N/A 31568AAB2 160012.89000000 PA USD 160950.55000000 0.010473246055 Long ABS-O CORP US Y 2 2030-02-15 Fixed 5.69000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133ABBK5 543243.67000000 PA USD 468369.64000000 0.030477376341 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N AES Corp. (The) 2NUNNB7D43COUIRE5295 00130HCM5 260000.00000000 PA USD 261451.55000000 0.017012967118 Long DBT CORP US N 2 2032-03-15 Fixed 5.80000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 826935AC2 51480.91000000 PA USD 51984.59000000 0.003382699855 Long ABS-O CORP US Y 2 2043-01-20 Fixed 5.94000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531FAG5 630000.00000000 PA USD 625319.16000000 0.040690270558 Long ABS-O CORP US Y 2 2033-01-12 Fixed 5.10000000 N N N N N N Triton Container International Ltd. 549300O4LZFLCX53XZ54 89680YAA3 600000.00000000 PA USD 599280.00000000 0.038995871069 Long DBT CORP BM Y 2 2026-04-15 Fixed 2.05000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACT0 350000.00000000 PA USD 229207.11000000 0.014914782588 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XW5V9 178480.25000000 PA USD 159431.59000000 0.010374405499 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675DCN0 400000.00000000 PA USD 411175.86000000 0.026755708222 Long DBT CORP FR Y 2 2030-01-22 Fixed 5.53800000 N N N N N N PG&E Wildfire Recovery Funding LLC N/A 693342AK3 125000.00000000 PA USD 115482.70000000 0.007514598317 Long DBT CORP US N 2 2052-06-01 Fixed 5.09900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHWQ9 715810.27000000 PA USD 735559.38000000 0.047863734391 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.93000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LP4 125000.00000000 PA USD 123668.79000000 0.008047277049 Long DBT CORP US N 2 2028-07-24 Variable 3.66800000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06417XAP6 44000.00000000 PA USD 44504.18000000 0.002895940570 Long DBT CORP CA N 2 2030-02-01 Fixed 4.85000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AA6V9 690827.57000000 PA USD 594765.79000000 0.038702125989 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAT9 500000.00000000 PA USD 489859.76000000 0.031875764322 Long DBT CORP US N 2 2037-01-30 Variable 5.07300000 N N N N N N Aircastle Ltd. N/A 00929JAC0 155000.00000000 PA USD 154630.89000000 0.010062018171 Long DBT CORP BM Y 2 2030-09-15 Fixed 5.00000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140BJ8 230000.00000000 PA USD 145313.63000000 0.009455732846 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N Evergy Missouri West, Inc. EZIFUDC0VSUS6T6LCG85 30037FAA8 95000.00000000 PA USD 95928.31000000 0.006242170619 Long DBT CORP US Y 2 2027-12-15 Fixed 5.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LNCD1 415000.00000000 PA USD 393663.78000000 0.025616176093 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.51000000 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494BM4 160000.00000000 PA USD 165633.87000000 0.010777995326 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128337U8 860000.00000000 PA USD 623755.87000000 0.040588545396 Long DBT UST US N 2 2033-11-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMM0 12745000.00000000 PA USD 13076569.08000000 0.850908092831 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 2609000.00000000 PA USD 1572330.16000000 0.102313416429 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Piedmont Healthcare, Inc. 254900D1I6W7J0DSAY11 72014TAE9 250000.00000000 PA USD 154903.90000000 0.010079783260 Long DBT CORP US N 2 2052-01-01 Fixed 2.86400000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAF0 215000.00000000 PA USD 197652.46000000 0.012861483524 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKUL5 290000.00000000 PA USD 293687.15000000 0.019110576418 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 4.68000000 N N N N N N Business Jet Securities LLC N/A 12326TAA6 1002440.27000000 PA USD 999780.90000000 0.065056946792 Long ABS-O CORP US Y 3 2039-09-15 Fixed 5.36400000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAZ5 155000.00000000 PA USD 151619.99000000 0.009866095283 Long DBT CORP US Y 2 2036-01-31 Fixed 5.35000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617M2LJ6 477806.26000000 PA USD 438537.00000000 0.028536130541 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 3.50000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754EAB1 245000.00000000 PA USD 250353.35000000 0.016290793883 Long ABS-MBS CORP US Y 2 2043-07-25 Floating 6.36189840 N N N N N N Stream Innovations Issuer Trust N/A 86324XAA3 564732.89000000 PA USD 566531.79000000 0.036864905619 Long ABS-O CORP US Y 2 2045-09-15 Fixed 5.05000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119DB2 211000.00000000 PA USD 216940.31000000 0.014116567144 Long DBT CORP US N 2 2035-03-01 Fixed 5.75000000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAD6 200000.00000000 PA USD 209318.17000000 0.013620585318 Long DBT CORP IE Y 2 2029-09-13 Variable 6.60800000 N N N N N N Children's Hospital of Philadelphia (The) 254900N2KNSY5WTR1Q61 16877PAA8 185000.00000000 PA USD 113713.49000000 0.007399473693 Long DBT CORP US N 2 2050-07-01 Fixed 2.70400000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XCG3 180000.00000000 PA USD 183050.89000000 0.011911341786 Long DBT CORP US N 2 2029-02-15 Fixed 5.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MLP53 290519.46000000 PA USD 281416.34000000 0.018312100039 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.50000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDV3 380000.00000000 PA USD 383660.81000000 0.024965270793 Long DBT CORP NL Y 2 2031-05-27 Variable 4.99000000 N N N N N N MVW LLC N/A 55400KAC9 335895.00000000 PA USD 319577.93000000 0.020795320642 Long ABS-O CORP US Y 2 2039-05-20 Fixed 2.23000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDL2 376000.00000000 PA USD 215090.96000000 0.013996227713 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBA5 217000.00000000 PA USD 206015.72000000 0.013405690921 Long DBT CORP US N 2 2033-03-15 Fixed 4.00000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAB2 133000.00000000 PA USD 103984.99000000 0.006766428486 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N JBS NV N/A 47214BAC2 233000.00000000 PA USD 256264.82000000 0.016675460352 Long DBT CORP NL N 2 2034-03-15 Fixed 6.75000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAJ7 535000.00000000 PA USD 549247.68000000 0.035740207773 Long DBT CORP GB Y 2 2029-05-17 Fixed 5.41000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CP5 470000.00000000 PA USD 452734.64000000 0.029459988069 Long DBT CORP US Y 2 2027-12-02 Fixed 2.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128337F1 1292000.00000000 PA USD 789879.50000000 0.051398409995 Long DBT UST US N 2 2037-02-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXRT1 620134.34000000 PA USD 535855.62000000 0.034868770306 Long ABS-MBS USGSE US N 2 2060-07-01 Fixed 3.00000000 N N N N N N Maple Parent Holdings Corp. 254900J6FBJ1E892Q074 56530KAC0 82000.00000000 PA USD 81474.22000000 0.005301625581 Long DBT CORP US Y 2 2036-03-26 Fixed 5.70000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGS4 3930000.00000000 PA USD 3889318.37000000 0.253082628660 Long DBT UST US N 2 2030-03-31 Fixed 3.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LMF32 372033.73000000 PA USD 358196.71000000 0.023308291150 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.11000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHZZ3 933579.52000000 PA USD 827555.20000000 0.053850013152 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2R48 756883.70000000 PA USD 617774.91000000 0.040199357128 Long ABS-MBS USGSE US N 2 2048-10-25 Fixed 1.50000000 N N N N N N United Airlines Pass-Through Trust N/A 90932DAA3 198730.57000000 PA USD 190300.32000000 0.012383070923 Long DBT CORP US N 2 2028-10-07 Fixed 3.10000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XCK5 284000.00000000 PA USD 264846.27000000 0.017233865635 Long DBT CORP US N 2 2054-03-15 Fixed 5.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LLNK7 360188.74000000 PA USD 345137.45000000 0.022458509380 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 2.99000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAQ0 490000.00000000 PA USD 495643.01000000 0.032252087362 Long DBT CORP DE N 2 2029-01-10 Variable 5.37300000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622AAXX7 1440231.52000000 PA USD 1304158.09000000 0.084863136983 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QM4V3 949915.14000000 PA USD 808859.10000000 0.052633435417 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140CJ7 142000.00000000 PA USD 130748.68000000 0.008507974015 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N JBS NV N/A 46590XAM8 225000.00000000 PA USD 210120.75000000 0.013672810165 Long DBT CORP NL N 2 2031-12-01 Fixed 3.75000000 N N N N N N LAD Auto Receivables Trust N/A 50571AAF8 345000.00000000 PA USD 352672.73000000 0.022948839121 Long ABS-O CORP US Y 2 2029-03-15 Fixed 6.76000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3F8 90000.00000000 PA USD 92237.87000000 0.006002029245 Long DBT CORP US N 2 2034-07-25 Variable 5.55700000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3J0 155000.00000000 PA USD 157429.65000000 0.010244136854 Long DBT CORP US N 2 2030-01-23 Variable 5.19800000 N N N N N N American Credit Acceptance Receivables Trust N/A 02490BAG3 1645000.00000000 PA USD 1670508.19000000 0.108701979037 Long ABS-O CORP US Y 2 2030-07-12 Fixed 6.04000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676BB0 375000.00000000 PA USD 370318.56000000 0.024097074523 Long DBT CORP US Y 2 2045-05-01 Fixed 5.65000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDF3 450000.00000000 PA USD 460303.22000000 0.029952484681 Long DBT CORP JP N 2 2030-07-10 Variable 5.38200000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KJ5 200000.00000000 PA USD 209119.65000000 0.013607667383 Long DBT CORP US N 2 2033-01-15 Fixed 6.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQSN0 700000.00000000 PA USD 700121.66000000 0.045557759288 Long ABS-MBS USGSE US N 2 2033-03-25 Variable 4.47591960 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A3G5 230000.00000000 PA USD 236237.53000000 0.015372260481 Long DBT CORP CA N 2 2032-01-30 Fixed 5.29800000 N N N N N N Gray Oak Pipeline LLC N/A 38937LAB7 389000.00000000 PA USD 381584.36000000 0.024830153692 Long DBT CORP US Y 2 2027-10-15 Fixed 3.45000000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 38869PAP9 297000.00000000 PA USD 296572.34000000 0.019298319205 Long DBT CORP US Y 2 2026-04-15 Fixed 1.51200000 N N N N N N American Airlines Pass-Through Trust N/A 02376LAA3 702125.00000000 PA USD 669577.71000000 0.043570227689 Long ABS-O CORP US N 2 2030-07-11 Fixed 3.95000000 N N N N N N PG&E Recovery Funding LLC N/A 71710TAJ7 290000.00000000 PA USD 284864.69000000 0.018536488325 Long DBT CORP US N 2 2049-06-01 Fixed 5.52900000 N N N N N N SCF Equipment Leasing LLC N/A 783896AF0 150000.00000000 PA USD 155569.88000000 0.010123119381 Long ABS-O CORP US Y 2 2033-06-21 Fixed 6.58000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEH4 380000.00000000 PA USD 335518.01000000 0.021832560838 Long DBT CORP US N 2 2032-10-20 Variable 2.51100000 N N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417AT3 130000.00000000 PA USD 131976.33000000 0.008587858678 Long DBT CORP US N 2 2034-06-15 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128334Y3 590000.00000000 PA USD 412016.32000000 0.026810397966 Long DBT UST US N 2 2034-08-15 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618F3MV2 163946.98000000 PA USD 163016.73000000 0.010607694875 Long ABS-MBS USGA US N 2 2062-07-20 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AUP44 496894.99000000 PA USD 426293.88000000 0.027739455984 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122CQ9 315000.00000000 PA USD 280577.49000000 0.018257515059 Long DBT CORP US N 2 2039-06-15 Fixed 4.12500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 141000.00000000 PA USD 126706.03000000 0.008244913912 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 28368EAD8 330000.00000000 PA USD 376454.91000000 0.024496374205 Long DBT CORP US N 2 2031-08-01 Fixed 7.80000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAU6 85000.00000000 PA USD 85511.11000000 0.005564310873 Long DBT CORP US Y 2 2034-12-30 Fixed 5.70000000 N N N N N N Oportun Issuance Trust N/A 68377GAA4 345725.08000000 PA USD 339874.96000000 0.022116072820 Long ABS-O CORP US Y 2 2031-05-08 Fixed 1.47000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132WVA46 1032145.43000000 PA USD 980305.70000000 0.063789672082 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.45000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622AAUG7 867695.74660000 PA USD 786966.98000000 0.051208888812 Long ABS-MBS USGA US N 2 2070-10-20 Variable 2.94099840 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHY3 480000.00000000 PA USD 490544.69000000 0.031920333541 Long ABS-O CORP US Y 2 2030-06-20 Fixed 5.36000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHXP0 600000.00000000 PA USD 616162.68000000 0.040094447381 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 4.92000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAN2 42000.00000000 PA USD 42287.94000000 0.002751727165 Long DBT CORP US N 2 2029-08-15 Fixed 5.30000000 N N N N N N Pagaya AI Technology in Housing Trust N/A 69547YAE0 820000.00000000 PA USD 772878.86000000 0.050292157883 Long ABS-O CORP US Y 2 2040-10-25 Fixed 3.60000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RCN0 600000.00000000 PA USD 580456.37000000 0.037770994803 Long DBT CORP FR Y 2 2037-04-10 Variable 5.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHVW7 115000.00000000 PA USD 116239.48000000 0.007563842903 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.55000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617VQ2T2 1344967.11000000 PA USD 1234484.85000000 0.080329415377 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LNZS3 608720.67000000 PA USD 582056.28000000 0.037875102873 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGC9 405000.00000000 PA USD 405284.76000000 0.026372367252 Long DBT UST US N 2 2027-12-31 Fixed 3.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFVV3 615000.00000000 PA USD 562776.46000000 0.036620541775 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.15000000 N N N N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 16411RAN9 130000.00000000 PA USD 133838.47000000 0.008709030370 Long DBT CORP US N 2 2034-04-15 Fixed 5.65000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AY3 500000.00000000 PA USD 504017.86000000 0.032797048933 Long DBT CORP US N 2 2028-11-15 Fixed 5.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XLD62 111938.08000000 PA USD 94768.37000000 0.006166691926 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BM9 265000.00000000 PA USD 260160.52000000 0.016928958241 Long DBT CORP CH Y 2 2031-09-23 Variable 4.39800000 N N N N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978VAV5 170000.00000000 PA USD 177976.96000000 0.011581175052 Long DBT CORP US N 2 2032-11-16 Fixed 5.60000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AY4 473000.00000000 PA USD 430118.92000000 0.027988355941 Long DBT CORP US Y 2 2030-09-01 Fixed 2.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFT7 295000.00000000 PA USD 296023.12000000 0.019262580798 Long DBT CORP US N 2 2035-07-19 Variable 5.32000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KH9 45000.00000000 PA USD 46691.38000000 0.003038264308 Long DBT CORP US N 2 2053-01-15 Fixed 6.75000000 N N N N N N Nevada Power Co. MJZFGXRJ52U8U4MKJ519 641423CG1 40000.00000000 PA USD 40055.89000000 0.002606484985 Long DBT CORP US N 2 2054-03-15 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HFK32 143127.25000000 PA USD 121585.69000000 0.007911727224 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N International Flavors & Fragrances, Inc. BZLRL03D3GPGMOGFO832 459506AQ4 310000.00000000 PA USD 276174.84000000 0.017971029323 Long DBT CORP US Y 2 2030-11-01 Fixed 2.30000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BS1 367000.00000000 PA USD 265632.10000000 0.017285000539 Long DBT CORP US N 2 2040-10-01 Fixed 2.60000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BNET9 1480000.00000000 PA USD 1308732.33000000 0.085160788287 Long ABS-MBS USGSE US N 2 2032-04-25 Variable 2.08348920 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAU9 200000.00000000 PA USD 204864.60000000 0.013330786157 Long DBT CORP ES N 2 2028-08-08 Fixed 5.58800000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAP8 400000.00000000 PA USD 398600.55000000 0.025937417661 Long DBT CORP GB N 2 2027-05-11 Variable 1.62700000 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137AT4 90000.00000000 PA USD 84302.90000000 0.005485691194 Long DBT CORP US N 2 2039-03-01 Fixed 4.55000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAX4 240000.00000000 PA USD 211590.42000000 0.013768443361 Long DBT CORP US N 2 2039-10-01 Fixed 4.62500000 N N N N N N Progress Residential Trust N/A 74334RAC6 2097831.90000000 PA USD 1997729.03000000 0.129994633034 Long ABS-O CORP US Y 2 2042-10-17 Fixed 4.00000000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079KBQ9 160000.00000000 PA USD 158454.69000000 0.010310837440 Long DBT CORP US N 2 2066-02-15 Fixed 5.75000000 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AQ8 179000.00000000 PA USD 167499.50000000 0.010899394116 Long DBT CORP US Y 2 2030-05-14 Fixed 2.95000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAS9 410000.00000000 PA USD 400845.59000000 0.026083505116 Long DBT CORP US N 2 2037-01-21 Variable 5.06500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CK3 89000.00000000 PA USD 82707.32000000 0.005381864883 Long DBT CORP US N 2 2032-03-15 Fixed 3.62500000 N N N N N N Multi-Family Connecticut Avenue Securities Trust 254900QY3MMJFMNKXA93 62548RAA7 135102.66000000 PA USD 136616.36000000 0.008889791016 Long ABS-MBS CORP US Y 2 2054-07-25 Floating 6.41189880 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAE4 250000.00000000 PA USD 258340.28000000 0.016810513033 Long DBT CORP IE Y 2 2035-03-28 Variable 5.87100000 N N N N N N FirstEnergy Transmission LLC 549300AINIIPOLYX2R63 33767BAC3 259000.00000000 PA USD 214652.15000000 0.013967673818 Long DBT CORP US Y 2 2049-04-01 Fixed 4.55000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBD3 660000.00000000 PA USD 591972.52000000 0.038520364548 Long DBT CORP FR Y 2 2032-06-09 Variable 2.88900000 N N N N N N Puget Energy, Inc. SYBSJ96YIDMIUY7WDR33 745310AQ5 110000.00000000 PA USD 110800.34000000 0.007209911515 Long DBT CORP US N 2 2035-03-15 Fixed 5.72500000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AZ9 600000.00000000 PA USD 394300.07000000 0.025657580250 Long DBT CORP JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXHG0 1298222.56000000 PA USD 1345318.30000000 0.087541481400 Long ABS-MBS USGSE US N 2 2058-01-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMG3 5047000.00000000 PA USD 5110876.09000000 0.332570860126 Long DBT UST US N 2 2030-01-31 Fixed 4.25000000 N N N N N N Shell Finance US, Inc. N/A 822905AZ8 291000.00000000 PA USD 192962.94000000 0.012556330812 Long DBT CORP US Y 2 2049-11-07 Fixed 3.12500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A4ST4 148333.24000000 PA USD 126801.09000000 0.008251099581 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAP2 500000.00000000 PA USD 505471.63000000 0.032891647498 Long DBT CORP FR Y 2 2029-01-09 Variable 5.23000000 N N N N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150BE3 160000.00000000 PA USD 162424.87000000 0.010569181833 Long DBT CORP US N 2 2031-01-15 Variable 5.27200000 N N N N N N Equinix Europe 2 Financing Corp. LLC 254900FSZR46BPMCKI50 29390XAH7 45000.00000000 PA USD 43767.57000000 0.002848008471 Long DBT CORP US N 2 2033-03-15 Fixed 4.70000000 N N N N N N JBS NV N/A 472140AK8 410000.00000000 PA USD 402317.38000000 0.026179276263 Long DBT CORP NL N 2 2066-04-15 Fixed 6.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKF78 210747.98000000 PA USD 187602.69000000 0.012207532891 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N Homeward Opportunities Fund Trust N/A 437923AA3 800000.00000000 PA USD 801170.24000000 0.052133112040 Long ABS-MBS CORP US Y 2 2040-09-25 Variable 5.23699920 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AS4 430000.00000000 PA USD 437049.65000000 0.028439346886 Long DBT CORP US Y 2 2033-06-01 Fixed 5.40000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABA2 250000.00000000 PA USD 261659.69000000 0.017026511038 Long DBT CORP FR Y 2 2036-01-14 Variable 6.29300000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJJ1 3485000.00000000 PA USD 3557150.37000000 0.231468057005 Long DBT UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N Teachers Insurance & Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BG1 562000.00000000 PA USD 375035.05000000 0.024403982205 Long DBT CORP US Y 2 2050-05-15 Fixed 3.30000000 N N N N N N American Airlines Pass-Through Trust N/A 02377CAA2 297040.42000000 PA USD 282900.46000000 0.018408673514 Long ABS-O CORP US N 2 2029-10-15 Fixed 3.60000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617F25S2 290913.26000000 PA USD 284995.19000000 0.018544980117 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 4.50000000 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054AH2 900000.00000000 PA USD 858398.69000000 0.055857036178 Long DBT CORP US N 2 2032-04-14 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KEQB7 971243.58000000 PA USD 825259.96000000 0.053700659122 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N New England Power Co. 549300DTVRGN9GYD5U85 644188BG8 364000.00000000 PA USD 217922.29000000 0.014180465765 Long DBT CORP US Y 2 2050-10-06 Fixed 2.80700000 N N N N N N Toorak Mortgage Trust N/A 89053JAB3 400000.00000000 PA USD 401409.36000000 0.026120190309 Long ABS-MBS CORP US Y 2 2040-02-25 Variable 5.52399840 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8V7 165000.00000000 PA USD 149449.85000000 0.009724881661 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224940AC0 1375000.00000000 PA USD 1377501.40000000 0.089635674462 Long ABS-O CORP US Y 2 2036-01-15 Fixed 4.87000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128334Z0 999000.00000000 PA USD 680365.34000000 0.044272191761 Long DBT UST US N 2 2035-02-15 None 0.00000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAN1 82000.00000000 PA USD 82967.37000000 0.005398786649 Long DBT CORP US N 2 2052-11-15 Fixed 5.95000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XBR6 21399.03000000 PA USD 19139.49000000 0.001245429656 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535PAB8 500000.00000000 PA USD 507185.05000000 0.033003141800 Long ABS-O CORP US Y 2 2034-02-15 Fixed 6.71000000 N N N N N N Engie SA LAXUQCHT4FH58LRZDY46 29286DAB1 245000.00000000 PA USD 249968.89000000 0.016265776608 Long DBT CORP FR Y 2 2034-04-10 Fixed 5.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QFGG8 899878.83000000 PA USD 834303.89000000 0.054289158535 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.50000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PBA4 90000.00000000 PA USD 91129.19000000 0.005929886103 Long DBT CORP US N 2 2034-04-01 Fixed 5.50000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAZ5 70000.00000000 PA USD 70920.62000000 0.004614890124 Long DBT CORP US Y 2 2034-10-30 Fixed 5.20000000 N N N N N N VOLT XCV LLC N/A 92873BAA4 31984.82910000 PA USD 31985.92000000 0.002081362322 Long ABS-O CORP US Y 2 2051-03-27 Variable 6.23959920 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DS1 165000.00000000 PA USD 179741.53000000 0.011695997746 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FCY5 177000.00000000 PA USD 172563.62000000 0.011228922501 Long DBT CORP US N 2 2036-02-15 Fixed 4.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BDXR4 1265796.87000000 PA USD 73031.67000000 0.004752258689 Long ABS-MBS USGSE US N 2 2033-11-25 Variable 1.83028320 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PTN9 1026537.32300000 PA USD 919507.46000000 0.059833457411 Long ABS-MBS USGSE US N 2 2060-05-25 Fixed 3.00000000 N N N N N N Sigeco Securitization I LLC N/A 82655KAA9 137752.38000000 PA USD 139213.67000000 0.009058801105 Long DBT CORP US N 2 2036-11-15 Fixed 5.02600000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XEA9 85000.00000000 PA USD 79301.26000000 0.005160228458 Long DBT CORP US N 2 2046-02-04 Fixed 6.55000000 N N N N N N Interstate Power and Light Co. EF9UQIIO4KY2BWOK3P26 461070AW4 55000.00000000 PA USD 50994.25000000 0.003318257239 Long DBT CORP US N 2 2054-09-30 Fixed 5.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXG55 962954.17000000 PA USD 876105.40000000 0.057009233115 Long ABS-MBS USGSE US N 2 2057-09-01 Fixed 3.50000000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464HL7 305000.00000000 PA USD 305334.31000000 0.019868471141 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.02000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FLYH1 712002.95000000 PA USD 697255.02000000 0.045371223572 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 3.27900000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111GC1 70000.00000000 PA USD 45660.61000000 0.002971190863 Long DBT CORP US N 2 2051-12-01 Fixed 3.20000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299CB8 219000.00000000 PA USD 211880.86000000 0.013787342642 Long DBT NUSS PA N 2 2034-02-23 Fixed 5.22700000 N N N N N N JPMorgan Core Plus Bond Fund JW89OQCNJOLWVS3KT374 4812C0134 23325063.29400000 NS USD 169106708.88000000 11.00397713328 Long RF US N 1 N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 084659BC4 262000.00000000 PA USD 157744.35000000 0.010264614761 Long DBT CORP US N 2 2051-05-15 Fixed 2.85000000 N N N N N N DTE Electric Co. 9N0FWODEJVKHC2DYLO03 23338VAP1 400000.00000000 PA USD 269503.39000000 0.017536910040 Long DBT CORP US N 2 2051-04-01 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B27G1 259591.32000000 PA USD 253907.18000000 0.016522045879 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 3.50000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBG9 15000.00000000 PA USD 8562.13000000 0.000557148106 Long DBT CORP US N 2 2061-12-10 Fixed 2.90000000 N N N N N N DT Auto Owner Trust N/A 23346CAG3 165000.00000000 PA USD 167860.51000000 0.010922885471 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 46645V626 1210470.07800000 NS USD 26485085.31000000 1.723416386342 Long RF US N 1 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DUYP6 1204868.78000000 PA USD 1173782.42000000 0.076379435178 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 4.50000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CBH0 80000.00000000 PA USD 78773.44000000 0.005125882575 Long DBT CORP US Y 2 2032-08-21 Fixed 4.90000000 N N N N N N Progress Residential Trust N/A 74331QAJ6 240000.00000000 PA USD 229936.73000000 0.014962259840 Long ABS-O CORP US Y 2 2041-02-17 Fixed 3.85000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BT4 200000.00000000 PA USD 195348.82000000 0.012711582896 Long DBT CORP CH Y 2 2037-08-10 Variable 5.19900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NUPQ6 220000.00000000 PA USD 217557.30000000 0.014156715426 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 4.32000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACG0 340000.00000000 PA USD 340917.81000000 0.022183932325 Long DBT CORP US Y 2 2026-06-26 Fixed 5.65000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNR54 302520.49000000 PA USD 268159.66000000 0.017449471911 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Charter Communications Operating LLC N/A 161175BZ6 50000.00000000 PA USD 35061.93000000 0.002281521995 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KGR62 95059.58000000 PA USD 80964.98000000 0.005268488721 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041AAL0 270000.00000000 PA USD 272805.19000000 0.017751762141 Long ABS-O CORP US Y 2 2028-11-15 Fixed 6.64000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AK1 225000.00000000 PA USD 227105.82000000 0.014778049118 Long DBT CORP US N 2 2034-09-15 Fixed 5.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J27D2 686568.00000000 PA USD 606537.91000000 0.039468152010 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 1.37000000 N N N N N N Southern Power Co. 5LADC78JBG2BMZD5XF57 843646AH3 320000.00000000 PA USD 300975.78000000 0.019584856347 Long DBT CORP US N 2 2041-09-15 Fixed 5.15000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DQ4 345000.00000000 PA USD 342509.30000000 0.022287492495 Long DBT CORP JP N 2 2036-09-12 Variable 5.18800000 N N N N N N AerCap Ireland Capital DAC N/A 00774MBJ3 300000.00000000 PA USD 303919.21000000 0.019776388881 Long DBT CORP IE N 2 2029-01-19 Fixed 5.10000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCB3 255000.00000000 PA USD 206991.92000000 0.013469213430 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167KAE1 1400000.00000000 PA USD 1392895.56000000 0.090637390987 Long ABS-O CORP US N 2 2031-06-16 Fixed 4.57000000 N N N N N N Mutual of Omaha Cos. Global Funding 635400AL5J3F1ZPTAN95 62829D2A7 100000.00000000 PA USD 100467.93000000 0.006537569157 Long DBT CORP US Y 2 2026-07-27 Fixed 5.80000000 N N N N N N Octane Receivables Trust N/A 67571CAC5 185000.00000000 PA USD 186519.29000000 0.012137034749 Long ABS-O CORP US Y 2 2029-07-20 Fixed 6.48000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B3CA6 1963064.96000000 PA USD 1871625.00000000 0.121788891987 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMY58 487968.52000000 PA USD 413475.67000000 0.026905359627 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Elara HGV Timeshare Issuer LLC N/A 28416LAB8 172121.72000000 PA USD 165006.28000000 0.010737157289 Long ABS-O CORP US Y 2 2035-08-27 Fixed 1.74000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LJC46 1464280.80000000 PA USD 1536816.97000000 0.100002530401 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 5.64000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AZ7 200000.00000000 PA USD 208952.51000000 0.013596791382 Long DBT NUSS FR Y 2 2034-04-22 Fixed 5.95000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBD9 80000.00000000 PA USD 49046.49000000 0.003191514151 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BLZP8 249760.53000000 PA USD 203834.11000000 0.013263730932 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 1.00000000 N N N N N N Eagle Funding Luxco Sarl 894500VDP08MVIZ6OA60 26951TAA8 1075000.00000000 PA USD 1077687.50000000 0.070126423045 Long DBT NUSS LU Y 2 2030-08-17 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHT67 105000.00000000 PA USD 105031.99000000 0.006834558036 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.41000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UE6 290000.00000000 PA USD 270923.44000000 0.017629314403 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AAP63 278156.95000000 PA USD 239130.18000000 0.015560488699 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034WAB2 303000.00000000 PA USD 287168.77000000 0.018686417584 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N Baker Hughes Holdings LLC N/A 05724BAP4 250000.00000000 PA USD 245450.63000000 0.015971767990 Long DBT CORP US N 2 2036-06-15 Fixed 5.00000000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAF6 115000.00000000 PA USD 112266.88000000 0.007305341038 Long DBT CORP US N 2 2029-04-05 Fixed 3.85000000 N N N N N N Goodman US Finance Six LLC N/A 38239EAC6 120000.00000000 PA USD 119526.37000000 0.007777724792 Long DBT CORP US Y 2 2034-10-07 Fixed 5.12500000 N N N N N N Solventum Corp. 254900I70403OSGY4M28 83444MAR2 283000.00000000 PA USD 289313.88000000 0.018826002474 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABJ9 400000.00000000 PA USD 398818.56000000 0.025951603834 Long DBT CORP DK Y 2 2030-10-02 Variable 4.61300000 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AV7 20000.00000000 PA USD 20059.15000000 0.001305273039 Long DBT CORP US Y 2 2036-04-15 Fixed 5.50000000 N N N N N N Aligned Data Centers Issuer LLC N/A 01627AAA6 950000.00000000 PA USD 940298.13000000 0.061186331337 Long ABS-O CORP US Y 2 2046-08-15 Fixed 1.93700000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAY4 175000.00000000 PA USD 158591.30000000 0.010319726818 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122CR7 195000.00000000 PA USD 156598.43000000 0.010190048367 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N Westgate Resorts LLC N/A 96034KAC7 283863.58000000 PA USD 287446.56000000 0.018704493714 Long ABS-O CORP US Y 2 2038-01-20 Fixed 7.06000000 N N N N N N Westpac New Zealand Ltd. 549300MW73M5PK1PNG73 96122FAC1 200000.00000000 PA USD 204173.66000000 0.013285825859 Long DBT CORP NZ Y 2 2029-02-28 Fixed 5.19500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128335B2 617000.00000000 PA USD 398920.07000000 0.025958209212 Long DBT UST US N 2 2036-02-15 None 0.00000000 N N N N N N Devon Energy Corp. 54930042348RKR3ZPN35 25179MBH5 80000.00000000 PA USD 75181.58000000 0.004892155921 Long DBT CORP US N 2 2054-09-15 Fixed 5.75000000 N N N N N N Westgate Resorts LLC N/A 96034JAB2 30214.67000000 PA USD 30086.00000000 0.001957732240 Long ABS-O CORP US Y 2 2036-08-20 Fixed 2.28800000 N N N N N N Aqua Finance Issuer Trust N/A 038394AB8 311670.41000000 PA USD 316066.83000000 0.020566849138 Long ABS-O CORP US Y 2 2050-12-19 Fixed 5.56000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHT1 2830000.00000000 PA USD 2778153.52000000 0.180777794147 Long DBT UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837BV4 200000.00000000 PA USD 199416.21000000 0.012976252860 Long DBT CORP NL N 2 2037-03-23 Variable 5.42000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NCR4 120000.00000000 PA USD 121033.98000000 0.007875826790 Long DBT CORP CA N 2 2036-03-27 Fixed 5.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBF92 1324647.90000000 PA USD 1114332.97000000 0.072510987896 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 1.45567440 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLU1 260000.00000000 PA USD 272261.87000000 0.017716407655 Long DBT CORP US N 2 2034-09-15 Variable 5.87200000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAJ0 31000.00000000 PA USD 31889.13000000 0.002075064080 Long DBT CORP US N 2 2034-02-15 Fixed 5.55000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XXAR0 748781.01000000 PA USD 678183.38000000 0.044130208997 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KHH46 981637.06000000 PA USD 841893.77000000 0.054783041164 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392A5L8 106177.45000000 PA USD 106991.75000000 0.006962081979 Long ABS-MBS USGSE US N 2 2041-08-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392DP89 307215.01000000 PA USD 319623.55000000 0.020798289191 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 6.50000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638DQ2 174000.00000000 PA USD 92350.50000000 0.006009358215 Long DBT NUSS PE N 2 2060-12-01 Fixed 2.78000000 N N N N N N Ohio Power Co. 06ZODLC132CY1O2Y7D77 677415CV1 95000.00000000 PA USD 94498.94000000 0.006149159792 Long DBT CORP US N 2 2033-06-01 Fixed 5.00000000 N N N N N N SCF Equipment Leasing LLC N/A 784024AE1 560000.00000000 PA USD 578248.44000000 0.037627322140 Long ABS-O CORP US Y 2 2033-08-22 Fixed 6.77000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAP3 85000.00000000 PA USD 77887.35000000 0.005068223632 Long DBT CORP US N 2 2032-03-01 Fixed 3.37500000 N N N N N N University of Miami 5493008ZSVWUNRYQE312 914453AA3 110000.00000000 PA USD 85403.20000000 0.005557289040 Long DBT CORP US N 2 2052-04-01 Fixed 4.06300000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFS9 215000.00000000 PA USD 217486.98000000 0.014152139619 Long DBT CORP US N 2 2030-07-19 Variable 5.04200000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 220000.00000000 PA USD 211527.43000000 0.013764344526 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526DA4 935000.00000000 PA USD 944650.02000000 0.061469514059 Long DBT CORP DE N 2 2031-05-09 Variable 5.29700000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BT4 560000.00000000 PA USD 550810.88000000 0.035841927079 Long DBT CORP CH Y 2 2033-11-06 Variable 4.84400000 N N N N N N Mariner Finance Issuance Trust N/A 567928AC0 259000.00000000 PA USD 262595.88000000 0.017087430049 Long ABS-O CORP US Y 2 2036-09-22 Fixed 6.00000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAK1 815000.00000000 PA USD 783783.06000000 0.051001707305 Long ABS-O CORP US Y 2 2026-10-25 Variable 3.84999840 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231GAY8 858000.00000000 PA USD 681573.57000000 0.044350812741 Long DBT CORP US N 2 2039-08-16 Fixed 2.99500000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807BT8 286000.00000000 PA USD 278771.08000000 0.018139969786 Long DBT CORP US N 2 2040-05-01 Fixed 5.15000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAR1 597000.00000000 PA USD 508267.89000000 0.033073603502 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LGEC2 1550000.00000000 PA USD 1456702.23000000 0.094789367820 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.30000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKK4 500000.00000000 PA USD 452606.55000000 0.029451653098 Long DBT CORP US N 2 2033-02-04 Variable 2.97200000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PES7 105000.00000000 PA USD 103411.04000000 0.006729080868 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N Cencora, Inc. AI8GXW8LG5WK7E9UD086 03073EAN5 300000.00000000 PA USD 248967.39000000 0.016200607797 Long DBT CORP US N 2 2045-03-01 Fixed 4.25000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAS1 77000.00000000 PA USD 79153.46000000 0.005150610934 Long DBT CORP US Y 2 2034-04-15 Fixed 6.00000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDM8 565000.00000000 PA USD 567500.79000000 0.036927959615 Long DBT CORP JP N 2 2036-07-08 Variable 5.32300000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675DCU4 200000.00000000 PA USD 197233.45000000 0.012834218039 Long DBT CORP FR Y 2 2031-01-15 Fixed 4.54100000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CWEU2 637654.79000000 PA USD 647362.83000000 0.042124678703 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFL4 79000.00000000 PA USD 80305.46000000 0.005225572961 Long DBT CORP US N 2 2035-01-18 Variable 5.46600000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DZ9 230000.00000000 PA USD 234129.46000000 0.015235085829 Long DBT CORP US N 2 2036-01-30 Variable 5.44200000 N N N N N N Southern Co. Gas Capital Corp. E8CD46SWUD2TSN8PA636 8426EPAG3 50000.00000000 PA USD 51962.46000000 0.003381259829 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523CJ7 446000.00000000 PA USD 345524.93000000 0.022483723170 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805MAE7 705000.00000000 PA USD 714897.28000000 0.046519226669 Long ABS-O CORP US N 2 2030-02-15 Fixed 6.07000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834LB2 199000.00000000 PA USD 90186.94000000 0.005868572761 Long DBT UST US N 2 2042-02-15 None 0.00000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAV4 325000.00000000 PA USD 314796.81000000 0.020484207408 Long DBT CORP US N 2 2036-10-23 Variable 4.96400000 N N N N N N Monongahela Power Co. N/A 609935AA9 40000.00000000 PA USD 41999.54000000 0.002732960630 Long DBT CORP US Y 2 2034-02-15 Fixed 5.85000000 N N N N N N Charter Communications Operating LLC N/A 161175BU7 54000.00000000 PA USD 48481.57000000 0.003154754126 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 230000.00000000 PA USD 219040.02000000 0.014253197802 Long DBT CORP US N 2 2032-09-26 Fixed 4.80000000 N N N N N N JPMorgan High Yield Fund 15QB5UY3VV3GNSMNPX63 4812C0126 17298457.10800000 NS USD 112266986.63000000 7.305347977503 Long RF US N 1 N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303MAE2 160000.00000000 PA USD 149982.46000000 0.009759539235 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N Leidos, Inc. 5493006I78VIN6J1BQ95 52532XAN5 175000.00000000 PA USD 169191.27000000 0.011009479627 Long DBT CORP US N 2 2036-03-15 Fixed 5.00000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RNH1 180000.00000000 PA USD 177840.32000000 0.011572283723 Long DBT CORP US N 2 2036-04-30 Fixed 5.12500000 N N N N N N Columbia Pipelines Holding Co. LLC N/A 19828AAC1 131000.00000000 PA USD 134041.62000000 0.008722249585 Long DBT CORP US Y 2 2034-01-15 Fixed 5.68100000 N N N N N N F&G Annuities & Life, Inc. N/A 30190AAF1 240000.00000000 PA USD 241002.93000000 0.015682350796 Long DBT CORP US N 2 2029-06-04 Fixed 6.50000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308HA8 112000.00000000 PA USD 83855.44000000 0.005456574433 Long DBT CORP US N 2 2042-08-15 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LELV7 728123.11000000 PA USD 684196.70000000 0.044521502968 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 1.58000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308HL4 90000.00000000 PA USD 70297.13000000 0.004574318879 Long DBT CORP US N 2 2045-03-15 Fixed 4.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LGDR0 999919.81000000 PA USD 935469.68000000 0.060872138283 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KFQV0 231678.40000000 PA USD 198455.52000000 0.012913739605 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBG4 1349000.00000000 PA USD 1190582.11000000 0.077472611231 Long DBT CORP US N 2 2030-10-15 Fixed 1.87500000 N N N N N N Public Service Co. of Oklahoma F3TJNSIZRGXRH8GEIK79 744533BR0 60000.00000000 PA USD 59683.14000000 0.003883653771 Long DBT CORP US N 2 2035-01-15 Fixed 5.20000000 N N N N N N CVS Pass-Through Trust N/A 12665VAA0 105553.49000000 PA USD 98723.69000000 0.006424069361 Long ABS-O CORP US Y 2 2036-08-11 Fixed 4.16300000 N N N N N N Macquarie Airfinance Holdings Ltd. 549300MCGUSL5B852H65 55609NAE8 29000.00000000 PA USD 28851.67000000 0.001877412901 Long DBT CORP GB Y 2 2030-03-17 Fixed 5.15000000 N N N N N N BXG Receivables Note Trust N/A 05608TAA9 115468.44000000 PA USD 112839.55000000 0.007342605365 Long ABS-O CORP US Y 2 2036-02-28 Fixed 1.55000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCW8 235000.00000000 PA USD 243512.71000000 0.015845665203 Long DBT CORP JP N 2 2030-01-13 Fixed 5.71000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAH4 870000.00000000 PA USD 883402.57000000 0.057484068752 Long DBT CORP FR Y 2 2030-01-09 Variable 5.17600000 N N N N N N Aqua Finance Trust N/A 038413AC4 224087.27000000 PA USD 216477.11000000 0.014086426163 Long ABS-O CORP US Y 2 2046-07-17 Fixed 3.97000000 N N N N N N Northern States Power Co. 3S1GHB0TEH85KX44SB51 665772CX5 130000.00000000 PA USD 118443.89000000 0.007707286516 Long DBT CORP US N 2 2053-05-15 Fixed 5.10000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62928CAA0 235000.00000000 PA USD 215963.31000000 0.014052992578 Long DBT CORP US Y 2 2031-07-15 Fixed 3.25000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477DE0 145000.00000000 PA USD 140931.40000000 0.009170575864 Long DBT CORP US N 2 2036-10-23 Variable 4.78400000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAK3 516000.00000000 PA USD 524264.63000000 0.034114530632 Long DBT CORP GB Y 2 2029-07-29 Fixed 5.12700000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAY9 100000.00000000 PA USD 86422.75000000 0.005623632386 Long DBT CORP US N 2 2043-02-15 Fixed 4.45000000 N N N N N N AMSR Trust N/A 00179CAG3 625000.00000000 PA USD 601263.94000000 0.039124968433 Long ABS-O CORP US Y 2 2041-07-17 Variable 4.29000120 N N N N N N HINNT LLC N/A 40472QAB3 294482.71000000 PA USD 298520.92000000 0.019425115651 Long ABS-O CORP US Y 2 2043-03-15 Fixed 5.84000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401ABD2 175000.00000000 PA USD 171272.50000000 0.011144907768 Long DBT CORP KY Y 2 2031-01-30 Fixed 4.70000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 056121AA4 700000.00000000 PA USD 709430.36000000 0.046163487603 Long DBT CORP FR Y 2 2031-05-28 Variable 5.38900000 N N N N N N NXP BV N/A 62954HAU2 400000.00000000 PA USD 294104.00000000 0.019137701349 Long DBT CORP US N 2 2041-05-11 Fixed 3.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DM2N4 1185609.73000000 PA USD 1047676.05000000 0.068173541863 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Bunge Ltd. Finance Corp. 549300QHC068L40NNM71 120568BR0 195000.00000000 PA USD 194164.45000000 0.012634514514 Long DBT CORP US N 2 2035-08-04 Fixed 5.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SP4 12247000.00000000 PA USD 5988591.70000000 0.389684871545 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140BG4 70000.00000000 PA USD 48914.01000000 0.003182893517 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAR2 350000.00000000 PA USD 338289.00000000 0.022012872493 Long DBT CORP KY Y 2 2027-11-18 Fixed 2.52800000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806HAF4 1155000.00000000 PA USD 1166016.16000000 0.075874075290 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.64000000 N N N N N N American Airlines Pass-Through Trust N/A 023765AA8 634182.50000000 PA USD 617859.72000000 0.040204875817 Long ABS-O CORP US N 2 2028-06-15 Fixed 3.20000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82650DAC6 47747.00000000 PA USD 48131.50000000 0.003131974650 Long ABS-O CORP US Y 2 2041-06-20 Fixed 5.83000000 N N N N N N Drive Auto Receivables Trust N/A 262103AG9 1120000.00000000 PA USD 1114437.74000000 0.072517805406 Long ABS-O CORP US N 2 2032-12-15 Fixed 4.90000000 N N N N N N Accelerated LLC N/A 00439KAB2 139539.10000000 PA USD 130610.12000000 0.008498957749 Long ABS-O CORP US Y 2 2040-10-20 Fixed 1.90000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382RH92 536487.30980000 PA USD 302150.62000000 0.019661304600 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XPTF6 381397.65000000 PA USD 338790.43000000 0.022045501147 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KNGC6 763351.92000000 PA USD 680966.29000000 0.044311296301 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128335A4 2536000.00000000 PA USD 1683615.66000000 0.109554897890 Long DBT UST US N 2 2035-08-15 None 0.00000000 N N N N N N New Residential Mortgage Loan Trust 213800H34ZKQ2LAZZL53 64831WAA8 1665000.00000000 PA USD 1673763.23000000 0.108913788408 Long ABS-MBS CORP US Y 2 2039-09-25 Variable 5.44299840 N N N N N N Interstate Power and Light Co. EF9UQIIO4KY2BWOK3P26 461070AV6 50000.00000000 PA USD 49197.60000000 0.003201347060 Long DBT CORP US N 2 2034-09-30 Fixed 4.95000000 N N N N N N MyMichigan Health N/A 597861AA1 55000.00000000 PA USD 38427.12000000 0.002500498960 Long DBT CORP US N 2 2050-06-01 Fixed 3.40900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LDGZ6 79147.77000000 PA USD 70490.03000000 0.004586871114 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 1.87000000 N N N N N N Progress Residential Trust N/A 74332HAA4 271967.55000000 PA USD 256781.45000000 0.016709078089 Long ABS-O CORP US Y 2 2029-08-09 Fixed 3.00000000 N N N N N N WP Carey, Inc. 54930042CRNE713E3Q67 92936UAG4 219000.00000000 PA USD 195953.54000000 0.012750932754 Long DBT CORP US N 2 2031-02-01 Fixed 2.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHVH0 343000.00000000 PA USD 344931.01000000 0.022445076080 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RC4 1605000.00000000 PA USD 1370707.62000000 0.089193595019 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FL2L7 350000.00000000 PA USD 341452.06000000 0.022218696616 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 3.71800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XDPJ6 900958.65000000 PA USD 896227.73000000 0.058318617353 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 5.00000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GK3 175000.00000000 PA USD 130978.08000000 0.008522901349 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N Novartis Capital Corp. 5493002KF87V5RSRQS84 66989HBL1 80000.00000000 PA USD 80570.73000000 0.005242834399 Long DBT CORP US N 2 2056-03-18 Fixed 5.70000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KR7 390000.00000000 PA USD 399628.89000000 0.026004332982 Long DBT CORP US N 2 2034-05-15 Fixed 5.80000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NES6 412000.00000000 PA USD 401182.10000000 0.026105402227 Long DBT CORP US Y 2 2037-01-15 Fixed 5.16800000 N N N N N N Safehold GL Holdings LLC 54930012UY5Z4Q8NL108 78646UAB5 445000.00000000 PA USD 398526.93000000 0.025932627119 Long DBT CORP US N 2 2032-01-15 Fixed 2.85000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAG8 90000.00000000 PA USD 65989.60000000 0.004294022716 Long DBT CORP US N 2 2050-10-01 Fixed 3.91000000 N N N N N N FHLMC N/A 35563PX46 348591.00000000 PA USD 306717.52000000 0.019958478281 Long ABS-MBS USGSE US N 2 2064-05-25 Fixed 3.50000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816EM7 175000.00000000 PA USD 169209.09000000 0.011010639196 Long DBT CORP US N 2 2036-10-24 Variable 4.80400000 N N N N N N Empower Finance 2020 LP N/A 29248HAC7 421000.00000000 PA USD 267410.18000000 0.017400702345 Long DBT CORP US Y 2 2051-09-17 Fixed 3.07500000 N N N N N N Drive Auto Receivables Trust N/A 26208WAE4 120000.00000000 PA USD 121128.18000000 0.007881956498 Long ABS-O CORP US N 2 2031-11-17 Fixed 5.43000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA46 230000.00000000 PA USD 240613.27000000 0.015656995151 Long DBT CORP US N 2 2029-10-24 Variable 6.48400000 N N N N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556DJ8 300000.00000000 PA USD 297869.84000000 0.019382749092 Long DBT CORP US N 2 2036-02-12 Fixed 4.90200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BVLQ9 438832.20000000 PA USD 374805.40000000 0.024389038603 Long ABS-MBS USGSE US N 2 2054-09-25 Fixed 0.50000000 N N N N N N JPMorgan Securities Lending Money Market Fund 5493002FD4HXUJXMRO62 46645V642 6500.00000000 NS USD 6500.00000000 0.000422962825 Long STIV RF US N 1 N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBN9 264000.00000000 PA USD 162113.11000000 0.010548895234 Long DBT CORP US N 2 2050-11-10 Fixed 2.77200000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UC0 1750000.00000000 PA USD 1567343.75000000 0.101988944727 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BBQ2 287000.00000000 PA USD 281834.00000000 0.018339277678 Long DBT NUSS MX N 2 2034-02-09 Fixed 5.62500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB29 550000.00000000 PA USD 556626.08000000 0.036220329144 Long DBT CORP US N 2 2030-07-23 Variable 5.04900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKLJ0 600000.00000000 PA USD 598216.03000000 0.038926637260 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 4.41000000 N N N N N N Banner Health PLD0E0WJKFN8IZJ2WD85 06654DAD9 346000.00000000 PA USD 307789.66000000 0.020028243722 Long DBT CORP US N 2 2031-01-01 Fixed 1.89700000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837BU6 240000.00000000 PA USD 238563.06000000 0.015523585518 Long DBT CORP NL N 2 2032-03-23 Variable 4.80300000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 85325C2L5 200000.00000000 PA USD 193686.00000000 0.012603381197 Long DBT CORP GB Y 2 2037-01-13 Variable 5.24300000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DTMR8 1630472.38000000 PA USD 1446865.85000000 0.094149302731 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WBC8 200000.00000000 PA USD 189559.10000000 0.012334838845 Long DBT CORP US N 2 2054-03-01 Fixed 5.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LJF35 996879.24000000 PA USD 1011151.81000000 0.065796865595 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 4.83000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAX9 250000.00000000 PA USD 250989.05000000 0.016332159647 Long DBT CORP KY Y 2 2030-01-15 Fixed 5.15000000 N N N N N N Jersey Central Power & Light Co. 549300W9UGH9ZPLNPF79 476556DF9 80000.00000000 PA USD 79965.58000000 0.005203456560 Long DBT CORP US N 2 2035-01-15 Fixed 5.10000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAZ9 150000.00000000 PA USD 122667.45000000 0.007982118650 Long DBT CORP US N 2 2049-10-01 Fixed 4.87500000 N N N N N N JPMorgan Inflation Managed Bond ETF 5493005532K2IEO31Z97 46654Q104 1634360.00000000 NS USD 79070336.80000000 5.145202007836 Long RF US N 1 N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCV0 360000.00000000 PA USD 338408.43000000 0.022020643947 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LCMZ5 209849.02000000 PA USD 198790.95000000 0.012935566439 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.76000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LEUX3 239048.81000000 PA USD 205820.98000000 0.013393018955 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 2.14000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UD8 4910000.00000000 PA USD 4454674.19000000 0.289871012496 Long DBT UST US N 2 2044-08-15 Fixed 4.12500000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408HF3 284000.00000000 PA USD 217095.81000000 0.014126685716 Long DBT CORP US N 2 2046-11-01 Fixed 3.80000000 N N N N N N Brookfield Finance, Inc. 549300XH8D8K6OYWGD17 11271LAF9 414000.00000000 PA USD 275083.90000000 0.017900040544 Long DBT CORP CA N 2 2051-03-30 Fixed 3.50000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RJZ6 745000.00000000 PA USD 577880.26000000 0.037603364224 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Macquarie Airfinance Holdings Ltd. 549300MCGUSL5B852H65 55609NAF5 102000.00000000 PA USD 102367.67000000 0.006661187526 Long DBT CORP GB Y 2 2028-03-27 Fixed 5.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXDK5 481389.27000000 PA USD 448215.06000000 0.029165893557 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 4.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 589000.00000000 PA USD 467750.43000000 0.030437083601 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 780097BG5 200000.00000000 PA USD 201397.72000000 0.013105192101 Long DBT CORP GB N 2 2029-05-18 Variable 4.89200000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAT2 300000.00000000 PA USD 309542.19000000 0.020142282959 Long DBT CORP GB N 2 2029-01-10 Variable 6.53400000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617UXCZ3 85797.61000000 PA USD 80791.98000000 0.005257231403 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 4.00000000 N N N N N N Niagara Mohawk Power Corp. 3T97Y9RR5EN5Y18QHB56 653522DV1 20000.00000000 PA USD 19640.21000000 0.001278012109 Long DBT CORP US Y 2 2055-07-03 Fixed 5.99600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKQL5 374793.65000000 PA USD 318397.55000000 0.020718511895 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBD6 315000.00000000 PA USD 286189.47000000 0.018622693354 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2Q5 53000.00000000 PA USD 39789.92000000 0.002589177997 Long DBT CORP US N 2 2041-04-30 Variable 3.06800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618BJGA4 254243.49000000 PA USD 255574.83000000 0.016630561872 Long ABS-MBS USGA US N 2 2063-06-20 Fixed 5.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3B7 84000.00000000 PA USD 83570.43000000 0.005438028489 Long DBT CORP US N 2 2033-07-25 Variable 4.89700000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 30037DAB1 114000.00000000 PA USD 114536.46000000 0.007453025341 Long DBT CORP US N 2 2033-04-15 Fixed 4.95000000 N N N N N N FirstKey Homes Trust N/A 33767TAJ9 1200000.00000000 PA USD 1183918.20000000 0.077038982585 Long ABS-O CORP US Y 2 2038-09-17 Fixed 2.25800000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 056121AB2 545000.00000000 PA USD 557223.01000000 0.036259172097 Long DBT CORP FR Y 2 2036-05-28 Variable 6.02700000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MCE4 172000.00000000 PA USD 170650.01000000 0.011104401595 Long DBT CORP US N 2 2031-03-10 Fixed 4.80000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MBD6 150000.00000000 PA USD 151633.25000000 0.009866958127 Long DBT CORP IE N 2 2027-01-15 Fixed 6.10000000 N N N N N N Commercial Mortgage Trust N/A 20048JAA8 260000.00000000 PA USD 254197.58000000 0.016540942557 Long ABS-MBS CORP US Y 2 2033-04-10 Variable 3.81507120 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967QH7 220000.00000000 PA USD 218084.29000000 0.014191007300 Long DBT CORP US N 2 2036-09-11 Variable 5.17400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LG4Q6 606836.48000000 PA USD 582770.42000000 0.037921572822 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 3.61000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MDS6 200000.00000000 PA USD 204195.30000000 0.013287234000 Long DBT CORP JP N 2 2030-04-15 Fixed 5.24000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119DF3 130000.00000000 PA USD 125685.29000000 0.008178493131 Long DBT CORP US N 2 2035-11-15 Fixed 4.90000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DW5 130000.00000000 PA USD 93728.82000000 0.006099047156 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044DW8 80000.00000000 PA USD 74294.27000000 0.004834417591 Long DBT CORP US N 2 2054-09-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXF72 874217.80000000 PA USD 759744.81000000 0.049437509438 Long ABS-MBS USGSE US N 2 2057-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XBLM0 437750.42000000 PA USD 388186.63000000 0.025259771349 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECG8 400000.00000000 PA USD 419480.96000000 0.027296131077 Long DBT CORP GB N 2 2034-05-09 Variable 6.22400000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8X3 390000.00000000 PA USD 369063.06000000 0.024015377626 Long DBT CORP US N 2 2045-11-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J2WN2 910183.98000000 PA USD 814175.27000000 0.052979364999 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 1.56000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAT0 340000.00000000 PA USD 338820.32000000 0.022047446125 Long DBT CORP US N 2 2030-09-19 Variable 4.54200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XBYN4 316593.63000000 PA USD 271645.90000000 0.017676325745 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054AG4 124000.00000000 PA USD 122882.11000000 0.007996086834 Long DBT CORP US N 2 2027-04-14 Fixed 3.70000000 N N N N N N Entergy Mississippi LLC 54930043I78H35DVVW89 29366WAD8 130000.00000000 PA USD 130504.05000000 0.008492055646 Long DBT CORP US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Roc Mortgage Trust N/A 77119RAA4 195000.00000000 PA USD 195475.66000000 0.012719836528 Long ABS-MBS CORP US Y 2 2040-02-25 Variable 5.62500000 N N N N N N Union Electric Co. QMPJLLDULY5C1M8PNY21 906548CY6 130000.00000000 PA USD 132063.68000000 0.008593542648 Long DBT CORP US N 2 2034-04-01 Fixed 5.20000000 N N N N N N N/A N/A N/A 253.00000000 NC USD -195574.08000000 -0.01272624083 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2026-06-30 52495523.56000000 USD -195574.08000000 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3N1 735000.00000000 PA USD 731749.31000000 0.047615808549 Long DBT CORP US N 2 2035-12-03 Variable 5.21100000 N N N N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244AX7 291000.00000000 PA USD 196129.90000000 0.012762408712 Long DBT CORP US N 2 2050-03-12 Fixed 3.35000000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 913017CJ6 130000.00000000 PA USD 98875.23000000 0.006433930251 Long DBT CORP US N 2 2046-11-01 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXY63 542191.22000000 PA USD 448175.97000000 0.029163349924 Long ABS-MBS USGSE US N 2 2063-06-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TN8 3125000.00000000 PA USD 2508056.63000000 0.163202264347 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382YFS7 1156891.30040000 PA USD 1030149.46000000 0.067033065552 Long ABS-MBS USGA US N 2 2071-06-20 Variable 7.00678080 N N N N N N PNM Energy Transition Bond Co. I LLC N/A 69380MAB2 190000.00000000 PA USD 198143.12000000 0.012893411361 Long DBT CORP US N 2 2048-08-15 Fixed 6.02800000 N N N N N N FREMF Mortgage Trust N/A 30305QAG6 645000.00000000 PA USD 625751.46000000 0.040718400840 Long ABS-MBS USGSE US Y 2 2027-10-25 Variable 3.59467560 N N N N N N AMSR Trust N/A 00180BAC1 972000.00000000 PA USD 928683.11000000 0.060430528003 Long ABS-O CORP US Y 2 2042-11-17 Fixed 4.27500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HSDS7 395000.00000000 PA USD 384885.42000000 0.025044957640 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.03000000 N N N N N N South Bow USA Infrastructure Holdings LLC 254900Z1WAY7QFQ7O850 83007CAB8 75000.00000000 PA USD 75301.40000000 0.004899952752 Long DBT CORP US N 2 2027-09-01 Fixed 4.91100000 N N N N N N KLA Corp. 549300H0BF5JCG96TJ81 482480AJ9 414000.00000000 PA USD 281978.10000000 0.018348654438 Long DBT CORP US N 2 2050-03-01 Fixed 3.30000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 046353AD0 65000.00000000 PA USD 72642.71000000 0.004726948593 Long DBT CORP GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N Continental Finance Credit Card ABS Master Trust N/A 66981PAQ1 525000.00000000 PA USD 526979.36000000 0.034291181382 Long ABS-O CORP US Y 2 2032-12-15 Fixed 5.78000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526DD8 150000.00000000 PA USD 147485.07000000 0.009597031061 Long DBT CORP DE N 2 2031-12-10 Variable 4.46900000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617UA5Y4 963917.60000000 PA USD 895212.33000000 0.058252544053 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XEB7 335000.00000000 PA USD 310914.68000000 0.020231592535 Long DBT CORP US N 2 2056-02-04 Fixed 6.70000000 N N N N N N MVW LLC N/A 62847RAB3 146567.22000000 PA USD 147969.84000000 0.009628575628 Long ABS-O CORP US Y 2 2043-02-20 Fixed 5.51000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NEF4 630000.00000000 PA USD 557020.73000000 0.036246009494 Long DBT CORP US N 2 2053-05-15 Fixed 5.35000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833Y38 1245000.00000000 PA USD 772397.94000000 0.050260863840 Long DBT UST US N 2 2036-11-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833Y46 4057000.00000000 PA USD 2447983.41000000 0.159293227599 Long DBT UST US N 2 2037-05-15 None 0.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2Z6 400000.00000000 PA USD 406090.10000000 0.026424771696 Long DBT CORP FR Y 2 2030-11-19 Variable 5.28300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XCEV6 282492.33000000 PA USD 242474.53000000 0.015778109580 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XRCV2 1026402.03000000 PA USD 942007.85000000 0.061297584876 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617UGL98 2061616.12000000 PA USD 1856032.21000000 0.120774250369 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128337W4 522000.00000000 PA USD 359972.62000000 0.023423851752 Long DBT UST US N 2 2034-11-15 None 0.00000000 N N N N N N Canadian Pacific Railway Co. 54930036474DURYNB481 13648TAF4 215000.00000000 PA USD 186546.58000000 0.012138810542 Long DBT CORP CA N 2 2048-05-01 Fixed 4.70000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBX9 414000.00000000 PA USD 427512.96000000 0.027818782987 Long DBT CORP FR Y 2 2035-01-19 Variable 6.06600000 N N N N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 06279JAB5 400000.00000000 PA USD 394852.44000000 0.025693523631 Long DBT CORP IE Y 2 2027-09-30 Variable 2.02900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QUHL3 505560.04000000 PA USD 509583.07000000 0.033159183848 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFB94 95000.00000000 PA USD 84183.50000000 0.005477921692 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.01000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ARAZ9 240000.00000000 PA USD 226551.07000000 0.014741950868 Long ABS-MBS USGSE US N 2 2042-06-15 Fixed 3.00000000 N N N N N N FHLMC N/A 35563PBC2 108035.05000000 PA USD 101903.21000000 0.006630964555 Long ABS-MBS USGSE US N 2 2056-08-25 Fixed 3.00000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DW7 40000.00000000 PA USD 39301.23000000 0.002557378350 Long DBT CORP US N 2 2036-02-19 Fixed 4.85000000 N N N N N N Union Electric Co. QMPJLLDULY5C1M8PNY21 906548CU4 192000.00000000 PA USD 143903.59000000 0.009363979845 Long DBT CORP US N 2 2052-04-01 Fixed 3.90000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CA1 155000.00000000 PA USD 151311.18000000 0.009846000645 Long DBT CORP US N 2 2028-11-01 Fixed 3.45000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531AAG6 270000.00000000 PA USD 272589.25000000 0.017737710665 Long ABS-O CORP US Y 2 2030-05-13 Fixed 5.86000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAU1 370000.00000000 PA USD 361955.69000000 0.023552892504 Long DBT CORP FR Y 2 2037-01-12 Variable 5.26100000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAX7 569000.00000000 PA USD 423840.92000000 0.027579838923 Long DBT CORP FR N 2 2041-06-29 Fixed 2.98600000 N N N N N N Tricon Residential Trust N/A 89616VAA8 179431.84000000 PA USD 178093.46000000 0.011588755847 Long ABS-O CORP US Y 2 2040-06-17 Fixed 4.75000000 N N N N N N MedStar Health, Inc. 549300ICFOCGDEPVJE31 58506YAS1 200000.00000000 PA USD 144033.59000000 0.009372439102 Long DBT CORP US N 2 2049-08-15 Fixed 3.62600000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440CJ1 90000.00000000 PA USD 90240.94000000 0.005872086606 Long DBT CORP US N 2 2056-03-15 Fixed 5.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QPAJ6 668343.77000000 PA USD 614519.47000000 0.039987521728 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Columbia Pipelines Operating Co. LLC N/A 19828TAH9 305000.00000000 PA USD 297140.27000000 0.019335275094 Long DBT CORP US Y 2 2055-02-15 Fixed 5.96200000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135CJ3 190000.00000000 PA USD 145681.39000000 0.009479663432 Long DBT CORP US N 2 2052-04-13 Fixed 3.95000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KX4 620000.00000000 PA USD 640556.95000000 0.041681811898 Long DBT CORP US N 2 2035-08-15 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHSL5 900000.00000000 PA USD 871616.63000000 0.056717143447 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.81000000 N N N N N N Northern Natural Gas Co. 5493007M02M6CT9EXE41 665501AN2 40000.00000000 PA USD 37994.14000000 0.002472324430 Long DBT CORP US Y 2 2054-02-01 Fixed 5.62500000 N N N N N N Towd Point Mortgage Trust N/A 89179TAA2 1915397.29110000 PA USD 1723060.37000000 0.112121612656 Long ABS-MBS CORP US Y 2 2060-11-30 Variable 2.91808080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4QT0 3047834.11000000 PA USD 386312.97000000 0.025137850037 Long ABS-MBS USGSE US N 2 2050-01-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LF5T7 775000.00000000 PA USD 725298.43000000 0.047196042022 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.41000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833BA7 160000.00000000 PA USD 122261.75000000 0.007955719262 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N CenterPoint Energy Resources Corp. 2JADVB0458J06WCD4N56 15189YAF3 176000.00000000 PA USD 156140.80000000 0.010160269832 Long DBT CORP US N 2 2030-10-01 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833PD6 1035000.00000000 PA USD 992714.70000000 0.064597140651 Long DBT UST US N 2 2027-05-15 None 0.00000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400JE4 150000.00000000 PA USD 153441.68000000 0.009984634845 Long DBT CORP US N 2 2031-06-01 Fixed 5.45000000 N N N N N N VMware LLC 549300BUDHS3LRWBE814 928563AJ4 154000.00000000 PA USD 152380.06000000 0.009915553953 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31346Y2X0 454705.07000000 PA USD 387002.72000000 0.025182732900 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 2.50000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAU5 70000.00000000 PA USD 71611.40000000 0.004659840010 Long DBT CORP KY Y 2 2029-03-01 Fixed 5.75000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RLJ9 152000.00000000 PA USD 98855.06000000 0.006432617765 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B2JS2 137655.71340000 PA USD 128672.47000000 0.008372872530 Long ABS-MBS USGSE US N 2 2048-07-25 Fixed 4.00000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAQ5 194000.00000000 PA USD 206189.73000000 0.013417013961 Long DBT CORP US N 2 2029-10-30 Variable 7.16100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618BJF98 323686.82000000 PA USD 330310.51000000 0.021493702544 Long ABS-MBS USGA US N 2 2063-06-20 Fixed 6.00000000 N N N N N N Foundation Finance Trust N/A 35042RAA4 404083.85000000 PA USD 419086.23000000 0.027270445521 Long ABS-O CORP US Y 2 2049-06-15 Fixed 6.53000000 N N N N N N Cherry Securitization Trust N/A 164737AA6 460000.00000000 PA USD 461940.56000000 0.030059028366 Long ABS-O CORP US Y 2 2032-04-15 Fixed 5.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKUN1 289806.35000000 PA USD 293231.82000000 0.019080947547 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 4.68000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNGY0 487221.13400000 PA USD 327198.47000000 0.021291198354 Long ABS-MBS USGSE US N 2 2049-09-25 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QZ4 3425000.00000000 PA USD 2742274.41000000 0.178443097264 Long DBT UST US N 2 2043-02-15 Fixed 3.12500000 N N N N N N Mariner Finance Issuance Trust N/A 567920AA1 843000.00000000 PA USD 849273.27000000 0.055263234113 Long ABS-O CORP US Y 2 2038-05-20 Fixed 4.98000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H5GQ4 739892.58000000 PA USD 677522.67000000 0.044087215802 Long ABS-MBS USGSE US N 2 2048-01-25 Fixed 2.50000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAY8 575000.00000000 PA USD 554092.25000000 0.036055449775 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833EK2 120000.00000000 PA USD 73493.04000000 0.004782280590 Long DBT CORP US N 2 2051-08-05 Fixed 2.70000000 N N N N N N Home Partners of America Trust N/A 43730XAD6 650790.32000000 PA USD 609716.93000000 0.039675014669 Long ABS-O CORP US Y 2 2041-01-17 Fixed 2.99900000 N N N N N N AHS Hospital Corp. 549300D7W3C9Z4RGJG34 001306AB5 50000.00000000 PA USD 46089.86000000 0.002999122677 Long DBT CORP US N 2 2045-07-01 Fixed 5.02400000 N N N N N N N/A N/A N/A -33.00000000 NC USD 136238.48000000 0.008865201910 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Ultra Bond 2026-06-18 -3837281.25000000 USD 136238.48000000 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MDN7 550000.00000000 PA USD 563029.05000000 0.036636978110 Long DBT CORP JP N 2 2031-07-09 Fixed 5.42400000 N N N N N N JPMorgan BetaBuilders Emerging Markets Equity ETF 549300WEJ5UQZ8KRFS08 46654Q807 406166.00000000 NS USD 26705414.50000000 1.737753471988 Long RF US N 1 N N Amphenol Corp. 549300D3L3G0R4U4VT04 032095BB6 270000.00000000 PA USD 253559.40000000 0.016499415416 Long DBT CORP US N 2 2055-11-15 Fixed 5.30000000 N N N N N N Consumer Portfolio Services Auto Trust N/A 223936AC9 929000.00000000 PA USD 931925.98000000 0.060641545458 Long ABS-O CORP US Y 2 2032-02-17 Fixed 4.85000000 N N N N N N New Residential Mortgage Loan Trust 213800CVLC5IFCJL6C96 64831PAA3 2410000.00000000 PA USD 2412008.98000000 0.156952328130 Long ABS-MBS CORP US Y 2 2039-03-25 Variable 6.66399960 N N N N N N PPL Capital Funding, Inc. 549300MROK5WY0D2NU17 69352PAT0 145000.00000000 PA USD 146026.99000000 0.009502152040 Long DBT CORP US N 2 2034-09-01 Fixed 5.25000000 N N N N N N United Airlines Pass-Through Trust N/A 90932KAA7 235400.97000000 PA USD 230008.73000000 0.014966944967 Long ABS-O CORP US N 2 2028-05-01 Fixed 3.50000000 N N N N N N PG&E Recovery Funding LLC N/A 71710TAH1 2085000.00000000 PA USD 2046615.55000000 0.133175737745 Long DBT CORP US N 2 2042-06-01 Fixed 5.23100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RBB1 113184.64000000 PA USD 113157.35000000 0.007363284993 Long ABS-MBS USGA US N 2 2065-05-20 Floating 4.33325160 N N N N N N Texas Natural Gas Securitization Finance Corp. N/A 88258MAB1 175000.00000000 PA USD 177236.87000000 0.011533016505 Long DBT MUN US N 2 2041-04-01 Fixed 5.16900000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCV1 10204000.00000000 PA USD 9574221.88000000 0.623006144074 Long DBT UST US N 2 2028-08-31 Fixed 1.12500000 N N N N N N Foundation Finance Trust N/A 35040VAB5 83160.15000000 PA USD 83064.56000000 0.005405110920 Long ABS-O CORP US Y 2 2050-03-15 Fixed 4.93000000 N N N N N N Mariner Finance Issuance Trust N/A 56848DAA7 1249356.19000000 PA USD 1234985.97000000 0.080362023859 Long ABS-O CORP US Y 2 2036-03-20 Fixed 1.86000000 N N N N N N Charter Communications Operating LLC N/A 161175CE2 30000.00000000 PA USD 20536.23000000 0.001336317209 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Coterra Energy, Inc. FCNMH6O7VWU7LHXMK351 127097AM5 220000.00000000 PA USD 220701.49000000 0.014361311655 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N Equinix Europe 2 Financing Corp. LLC 254900FSZR46BPMCKI50 29390XAG9 395000.00000000 PA USD 391316.52000000 0.025463437059 Long DBT CORP US N 2 2030-11-15 Fixed 4.60000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DSJL7 905354.32000000 PA USD 775359.24000000 0.050453559196 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Galaxy Pipeline Assets Bidco Ltd. 549300L82YB0C6JQIC26 36321PAE0 173276.00000000 PA USD 140370.89000000 0.009134102803 Long DBT CORP JE Y 2 2040-09-30 Fixed 2.94000000 N N N N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 26078JAE0 788000.00000000 PA USD 776335.98000000 0.050517116844 Long DBT CORP US N 2 2038-11-15 Fixed 5.31900000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079KBN6 175000.00000000 PA USD 173594.11000000 0.011295977726 Long DBT CORP US N 2 2046-02-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617F2PL5 394172.40000000 PA USD 392102.50000000 0.025514581724 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 5.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2W3 800000.00000000 PA USD 819213.56000000 0.053307212595 Long DBT CORP FR Y 2 2030-05-20 Variable 5.49700000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863BE9 410000.00000000 PA USD 421512.80000000 0.027428345352 Long DBT CORP GB Y 2 2034-04-05 Fixed 5.75000000 N N N N N N Seasoned Loans Structured Transaction Trust N/A 35564C2J5 1375588.21000000 PA USD 1281222.86000000 0.083370713956 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 3.00000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDL0 335000.00000000 PA USD 334446.42000000 0.021762831187 Long DBT CORP JP N 2 2031-07-08 Variable 4.71100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617NS4K4 616942.09000000 PA USD 566241.43000000 0.036846011544 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833Z52 432000.00000000 PA USD 256823.04000000 0.016711784400 Long DBT UST US N 2 2037-08-15 None 0.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BAZA2 229032.11000000 PA USD 218201.98000000 0.014198665530 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAG6 249000.00000000 PA USD 248770.92000000 0.016187823258 Long DBT CORP KY Y 2 2026-05-01 Fixed 4.37500000 N N N N N N FHF Trust N/A 30331GAC5 26445.12000000 PA USD 26536.64000000 0.001726771112 Long ABS-O CORP US Y 2 2028-06-15 Fixed 6.57000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B5H81 89242.92000000 PA USD 82806.54000000 0.005388321248 Long ABS-MBS USGSE US N 2 2049-09-25 Fixed 2.50000000 N N N N N N Marvell Technology, Inc. 254900WVU0BM7ZCJ9E93 573874AS3 883000.00000000 PA USD 897225.00000000 0.058383510913 Long DBT CORP US N 2 2035-07-15 Fixed 5.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L3KY0 189731.19000000 PA USD 193070.72000000 0.012563344186 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 5.07000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3G6 165000.00000000 PA USD 171846.38000000 0.011182250831 Long DBT CORP US N 2 2029-10-23 Variable 6.30300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXDM1 368486.10000000 PA USD 355329.97000000 0.023121748927 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 4.50000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DBA7 200000.00000000 PA USD 201700.66000000 0.013124904772 Long DBT CORP NL Y 2 2027-09-18 Variable 6.33900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKBT9 300000.00000000 PA USD 306415.65000000 0.019938835237 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 4.97000000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 48241FAD6 200000.00000000 PA USD 201301.07000000 0.013098902969 Long DBT CORP BE Y 2 2030-10-16 Variable 4.93200000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBQ3 146000.00000000 PA USD 122006.20000000 0.007939090316 Long DBT CORP US Y 2 2036-11-15 Fixed 3.18700000 N N N N N N MMAF Equipment Finance LLC N/A 60700MAE8 100000.00000000 PA USD 96935.04000000 0.006307679752 Long ABS-O CORP US Y 2 2042-10-09 Fixed 1.56000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475CA1 220000.00000000 PA USD 219268.26000000 0.014268049653 Long DBT CORP US N 2 2032-10-21 Variable 4.81200000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807BJ0 289000.00000000 PA USD 227013.24000000 0.014772024826 Long DBT CORP US N 2 2045-04-15 Fixed 3.85000000 N N N N N N Elara HGV Timeshare Issuer LLC N/A 28416LAC6 43030.45000000 PA USD 41169.72000000 0.002678963244 Long ABS-O CORP US Y 2 2035-08-27 Fixed 2.09000000 N N N N N N Kenvue, Inc. 5493008HSF8L4M2LIJ82 49177JAR3 80000.00000000 PA USD 71648.75000000 0.004662270419 Long DBT CORP US N 2 2063-03-22 Fixed 5.20000000 N N N N N N SFS Auto Receivables Securitization Trust N/A 78435VAF9 1020000.00000000 PA USD 1036651.60000000 0.067456167630 Long ABS-O CORP US Y 2 2032-01-20 Fixed 5.51000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HBC93 215000.00000000 PA USD 220277.95000000 0.014333751397 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 4.93999920 N N N N N N NYMT Loan Trust 254900Q6RDCV3HGA6340 67119RAA5 135843.53000000 PA USD 135816.69000000 0.008837755527 Long ABS-MBS CORP US Y 2 2039-09-25 Variable 5.26799880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BUD96 177726.35000000 PA USD 174473.87000000 0.011353224768 Long ABS-MBS USGSE US N 2 2039-12-15 Fixed 4.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166XAE4 1291000.00000000 PA USD 1298064.87000000 0.084466643822 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.09000000 N N N N N N AMSR Trust N/A 00179UAD0 215000.00000000 PA USD 204942.77000000 0.013335872773 Long ABS-O CORP US Y 2 2041-11-17 Fixed 4.15000000 N N N N N N Reach ABS Trust N/A 75525HAB6 345000.00000000 PA USD 348053.97000000 0.022648290847 Long ABS-O CORP US Y 2 2031-07-15 Fixed 5.84000000 N N N N N N Republic Finance Issuance Trust N/A 76041RAA9 200000.00000000 PA USD 200747.94000000 0.013062910134 Long ABS-O CORP US Y 2 2032-08-20 Fixed 5.91000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HXJ27 417509.10000000 PA USD 376562.00000000 0.024503342680 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.44000000 N N N N N N Progress Residential Trust N/A 74332HAG1 205000.00000000 PA USD 190969.31000000 0.012426602908 Long ABS-O CORP US Y 2 2029-08-09 Variable 3.37500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3K7 800000.00000000 PA USD 814358.85000000 0.052991310770 Long DBT CORP US N 2 2035-01-23 Variable 5.49900000 N N N N N N American Airlines Pass-Through Trust N/A 023771R91 440585.63000000 PA USD 426921.62000000 0.027780303781 Long ABS-O CORP US N 2 2028-10-15 Fixed 3.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505GR9 1010000.00000000 PA USD 996564.67000000 0.064847662834 Long DBT CORP US N 2 2037-02-06 Variable 5.04500000 N N N N N N DOC DR LLC N/A 71951QAC6 145000.00000000 PA USD 128533.72000000 0.008363843901 Long DBT CORP US N 2 2031-11-01 Fixed 2.62500000 N N N N N N Eastern Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 27636AAC6 120000.00000000 PA USD 121620.37000000 0.007913983893 Long DBT CORP US N 2 2055-01-15 Fixed 6.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LJM29 567179.16000000 PA USD 571313.44000000 0.037176053341 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 4.86000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CU1 150000.00000000 PA USD 153186.40000000 0.009968023468 Long DBT CORP US N 2 2034-04-01 Fixed 5.60000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAN3 150000.00000000 PA USD 146794.99000000 0.009552126724 Long DBT CORP NO Y 2 2034-10-01 Fixed 5.12500000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CCA1 210000.00000000 PA USD 210597.07000000 0.013703804881 Long DBT CORP US N 2 2053-09-15 Fixed 6.10000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807UAE7 1109000.00000000 PA USD 1106418.80000000 0.071996003326 Long ABS-O CORP US N 2 2031-08-15 Fixed 4.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLW9 21160000.00000000 PA USD 21154214.01000000 1.376530173050 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N Southern California Gas Co. XY0N0J73VHV5F4CUJV89 842434CX8 125000.00000000 PA USD 131543.68000000 0.008559705622 Long DBT CORP US N 2 2052-11-15 Fixed 6.35000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617UXC59 207274.86000000 PA USD 196295.99000000 0.012773216388 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 4.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAY1 500000.00000000 PA USD 511418.73000000 0.033278632454 Long DBT CORP FR Y 2 2035-05-30 Variable 5.93600000 N N N N N N Massachusetts Electric Co. 549300XN8GZY5U5O1B96 575634AT7 132000.00000000 PA USD 100928.86000000 0.006567562427 Long DBT CORP US Y 2 2046-08-15 Fixed 4.00400000 N N N N N N Enterprise Fleet Financing LLC N/A 29375PAC4 310000.00000000 PA USD 314185.06000000 0.020444400099 Long ABS-O CORP US Y 2 2030-09-20 Fixed 5.16000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XK6N5 821948.98000000 PA USD 723813.81000000 0.047099436011 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHSH4 1030000.00000000 PA USD 1013900.11000000 0.065975700785 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 4.12000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MBU8 150000.00000000 PA USD 145793.95000000 0.009486987846 Long DBT CORP IE N 2 2033-01-15 Fixed 4.75000000 N N N N N N Anchor Mortgage Trust 254900S7O2LYCU17JI96 03290CAA4 300000.00000000 PA USD 299650.44000000 0.019498614878 Long ABS-MBS CORP US Y 2 2040-05-25 Variable 5.71799880 N N N N N N GLS Auto Receivables Issuer Trust N/A 36273HAJ5 975000.00000000 PA USD 969861.26000000 0.063110039797 Long ABS-O CORP US Y 2 2031-08-15 Fixed 4.74000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BP2 505000.00000000 PA USD 488364.79000000 0.031778484824 Long DBT CORP CH Y 2 2037-03-23 Variable 5.01000000 N N N N N N Columbia Pipelines Holding Co. LLC N/A 19828AAD9 87000.00000000 PA USD 87470.28000000 0.005691796424 Long DBT CORP US Y 2 2031-10-01 Fixed 5.09700000 N N N N N N JPMorgan BetaBuilders International Equity ETF 549300BU8GZGI7U5FB20 46641Q373 1995076.00000000 NS USD 145879957.12000000 9.492584433723 Long RF US N 1 N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAV7 200000.00000000 PA USD 205697.07000000 0.013384955982 Long DBT CORP GB N 2 2031-04-15 Variable 5.69400000 N N N N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 68902VAL1 215000.00000000 PA USD 163501.34000000 0.010639229031 Long DBT CORP US N 2 2040-02-15 Fixed 3.11200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXY71 498546.90000000 PA USD 429525.87000000 0.027949765464 Long ABS-MBS USGSE US N 2 2063-06-01 Fixed 3.00000000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAF1 390000.00000000 PA USD 397012.45000000 0.025834078082 Long DBT CORP IE Y 2 2031-05-15 Variable 5.32000000 N N N N N N Business Jet Securities LLC N/A 12327AAA6 265044.01000000 PA USD 262144.75000000 0.017058074476 Long ABS-O CORP US Y 3 2037-06-15 Fixed 4.45500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617MKP78 1503704.17000000 PA USD 1282001.74000000 0.083421396615 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3V3 288000.00000000 PA USD 294718.35000000 0.019177677843 Long DBT CORP US N 2 2036-04-23 Variable 5.60500000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CCK9 180000.00000000 PA USD 170103.84000000 0.011068861655 Long DBT CORP US N 2 2055-09-15 Fixed 5.70000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GC93 48000.00000000 PA USD 48809.52000000 0.003176094227 Long DBT CORP US N 2 2031-04-23 Variable 5.21800000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112CD3 256000.00000000 PA USD 267959.16000000 0.017436425135 Long DBT CORP US N 2 2031-01-15 Fixed 5.30000000 N N N N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607AD9 300000.00000000 PA USD 302603.12000000 0.019690749320 Long DBT CORP US N 2 2032-04-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128337E4 2058000.00000000 PA USD 1293894.05000000 0.084195243544 Long DBT UST US N 2 2036-08-15 None 0.00000000 N N N N N N Consumers 2023 Securitization Funding LLC N/A 21071BAB1 697000.00000000 PA USD 708897.44000000 0.046128809857 Long DBT CORP US N 2 2030-09-01 Fixed 5.21000000 N N N N N N FirstKey Homes Trust N/A 33768NAJ1 395000.00000000 PA USD 390353.89000000 0.025400797566 Long ABS-O CORP US Y 2 2039-05-19 Fixed 5.00000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAC8 605000.00000000 PA USD 658899.86000000 0.042875407135 Long DBT CORP ES Y 2 2034-09-13 Variable 6.84000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAW1 316000.00000000 PA USD 317049.12000000 0.020630767931 Long DBT CORP KY Y 2 2028-01-15 Fixed 4.95000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PJK6 362592.20000000 PA USD 344850.56000000 0.022439841102 Long ABS-MBS USGSE US N 2 2058-07-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LJTJ9 123754.35000000 PA USD 115687.94000000 0.007527953531 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.01000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAP6 372000.00000000 PA USD 375142.99000000 0.024411005991 Long DBT CORP US N 2 2030-09-15 Fixed 4.90000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587DR5 163000.00000000 PA USD 164633.13000000 0.010712875969 Long DBT CORP US N 2 2033-06-15 Fixed 5.20000000 N N N N N N JBS NV N/A 472140AB8 90000.00000000 PA USD 93425.75000000 0.006079326027 Long DBT CORP NL N 2 2035-04-20 Fixed 5.95000000 N N N N N N Sierra Pacific Power Co. QB888G5GSVGE1LD1WV84 826418BQ7 70000.00000000 PA USD 68997.12000000 0.004489725663 Long DBT CORP US N 2 2054-03-15 Fixed 5.90000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401ABA8 105000.00000000 PA USD 104297.55000000 0.006786767141 Long DBT CORP KY Y 2 2030-10-10 Fixed 4.90000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJH8 570000.00000000 PA USD 576582.93000000 0.037518945399 Long ABS-O CORP US Y 2 2028-10-20 Fixed 5.57000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BBK5 957000.00000000 PA USD 934989.00000000 0.060840859857 Long DBT NUSS MX N 2 2033-03-22 Fixed 5.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617V7V96 1112391.89000000 PA USD 993732.75000000 0.064663386390 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.00000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FCP4 210000.00000000 PA USD 201540.24000000 0.013114466049 Long DBT CORP US N 2 2028-02-15 Fixed 1.95000000 N N N N N N Emera US Finance LP N/A 29103DAM8 289000.00000000 PA USD 238415.35000000 0.015513973851 Long DBT CORP US N 2 2046-06-15 Fixed 4.75000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PLQ0 284791.38000000 PA USD 268824.64000000 0.017492742961 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 4.00000000 N N N N N N Bunge Ltd. Finance Corp. 549300QHC068L40NNM71 120568BC3 138000.00000000 PA USD 125655.97000000 0.008176585244 Long DBT CORP US N 2 2031-05-14 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LJZP8 1750000.00000000 PA USD 1632854.41000000 0.106251802241 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.14000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X6PC9 405013.08000000 PA USD 363607.42000000 0.023660372563 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 52474JAA4 395241.82000000 PA USD 395404.78000000 0.025729465059 Long ABS-MBS CORP US Y 2 2066-10-25 Variable 5.89200120 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475CE3 340000.00000000 PA USD 341484.16000000 0.022220785401 Long DBT CORP US N 2 2036-07-21 Variable 5.37300000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XEC5 185000.00000000 PA USD 170074.57000000 0.011066957021 Long DBT CORP US N 2 2066-02-04 Fixed 6.85000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TH1 845000.00000000 PA USD 696266.80000000 0.045306918907 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N FREMF Mortgage Trust N/A 30300YAU3 330000.00000000 PA USD 324995.58000000 0.021147853650 Long ABS-MBS USGSE US Y 2 2049-09-25 Variable 3.94871040 N N N N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062XAL7 195000.00000000 PA USD 201659.10000000 0.013122200413 Long DBT CORP US N 2 2035-05-15 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXUC4 2534716.32000000 PA USD 2084254.44000000 0.135624945631 Long ABS-MBS USGSE US N 2 2061-12-01 Fixed 2.50000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BK2 200000.00000000 PA USD 203369.53000000 0.013233500152 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LEXU6 600000.00000000 PA USD 554405.80000000 0.036075852851 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 1.95000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAP5 130000.00000000 PA USD 127271.08000000 0.008281682396 Long DBT CORP US N 2 2034-09-15 Fixed 4.80000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W3A0 400000.00000000 PA USD 413208.86000000 0.026887997979 Long DBT CORP FR Y 2 2033-01-13 Variable 5.78600000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZK3 627000.00000000 PA USD 616896.63000000 0.040142206391 Long DBT CORP US N 2 2028-02-24 Variable 2.64000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXD74 417360.50000000 PA USD 394797.86000000 0.025689972044 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617V7VT2 318125.35000000 PA USD 284781.92000000 0.018531102381 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 059165EQ9 110000.00000000 PA USD 103423.53000000 0.006729893608 Long DBT CORP US N 2 2053-06-01 Fixed 5.40000000 N N N N N N NXP BV N/A 62954HBB3 50000.00000000 PA USD 49666.39000000 0.003231851790 Long DBT CORP US N 2 2033-01-15 Fixed 5.00000000 N N N N N N Teachers Insurance & Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BF3 40000.00000000 PA USD 32158.76000000 0.002092609228 Long DBT CORP US Y 2 2047-05-15 Fixed 4.27000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392CT61 603218.51000000 PA USD 611561.14000000 0.039795019634 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 6.50000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NCC7 330000.00000000 PA USD 340391.45000000 0.022149681446 Long DBT CORP CA N 2 2034-04-05 Fixed 5.62500000 N N N N N N Seasoned Loans Structured Transaction Trust N/A 35564CTW7 1602812.55000000 PA USD 1488513.58000000 0.096859370662 Long ABS-MBS USGSE US N 2 2035-05-25 Fixed 3.00000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076CQ3 170000.00000000 PA USD 121341.79000000 0.007895856357 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 693475BM6 234000.00000000 PA USD 233950.68000000 0.015223452399 Long DBT CORP US N 2 2034-01-24 Variable 5.06800000 N N N N N N Exeter Automobile Receivables Trust N/A 30167PAF7 480000.00000000 PA USD 486766.42000000 0.031674476964 Long ABS-O CORP US N 2 2030-06-17 Fixed 5.84000000 N N N N N N ConocoPhillips Co. 6VJJ5GQWIRDQ06DUXG89 20826FBM7 220000.00000000 PA USD 210165.54000000 0.013675724704 Long DBT CORP US N 2 2055-01-15 Fixed 5.50000000 N N N N N N West Virginia United Health System Obligated Group N/A 956708AB7 460000.00000000 PA USD 289121.97000000 0.018813514659 Long DBT CORP US N 2 2050-06-01 Fixed 3.12900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXS37 875929.79000000 PA USD 756844.87000000 0.049248806851 Long ABS-MBS USGSE US N 2 2061-03-01 Fixed 3.00000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401ABF7 248000.00000000 PA USD 237551.76000000 0.015457779010 Long DBT CORP KY Y 2 2033-04-01 Fixed 4.85000000 N N N N N N SLG Office Trust N/A 78449RAA3 1085000.00000000 PA USD 964952.89000000 0.062790646252 Long ABS-MBS CORP US Y 2 2041-07-15 Fixed 2.58540000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAX3 300000.00000000 PA USD 272467.73000000 0.017729803213 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E0L91 973783.90000000 PA USD 835419.34000000 0.054361742209 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LJGG5 285000.00000000 PA USD 288901.92000000 0.018799195741 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 4.73500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAS1 144000.00000000 PA USD 148542.23000000 0.009665821735 Long DBT CORP US N 2 2035-01-24 Variable 5.71100000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 90265EAT7 547000.00000000 PA USD 462819.68000000 0.030116233763 Long DBT CORP US N 2 2032-08-01 Fixed 2.10000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMM8 470000.00000000 PA USD 479296.91000000 0.031188426956 Long DBT CORP US N 2 2036-01-24 Variable 5.51100000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29366MAB4 108000.00000000 PA USD 62655.01000000 0.004077036930 Long DBT CORP US N 2 2051-06-15 Fixed 2.65000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACB9 250000.00000000 PA USD 227178.16000000 0.014782756369 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PEL9 418519.92000000 PA USD 391627.92000000 0.025483700232 Long ABS-MBS USGSE US N 2 2057-05-25 Fixed 3.50000000 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22822VBE0 115000.00000000 PA USD 117789.71000000 0.007664718235 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 71710TAF5 230000.00000000 PA USD 227374.35000000 0.014795522688 Long DBT CORP US N 2 2047-07-15 Fixed 5.53600000 N N N N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762EAP7 250000.00000000 PA USD 246566.07000000 0.016044351014 Long DBT CORP US N 2 2035-08-09 Fixed 5.10000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBU0 170000.00000000 PA USD 185813.59000000 0.012091114001 Long DBT CORP US N 2 2034-10-25 Variable 6.47400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A8ZK9 94535.75000000 PA USD 91262.63000000 0.005938569204 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 2.50000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAQ8 400000.00000000 PA USD 397541.46000000 0.025868501399 Long DBT CORP GB N 2 2027-06-14 Variable 1.67300000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SQ2 6836000.00000000 PA USD 4261551.74000000 0.277304302176 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XPQH5 903462.95000000 PA USD 766688.71000000 0.049889357371 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNW7 1645000.00000000 PA USD 1624373.25000000 0.105699922949 Long DBT UST US N 2 2032-08-31 Fixed 3.87500000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303MAD4 400000.00000000 PA USD 392416.60000000 0.025535020589 Long DBT CORP US N 2 2035-11-15 Fixed 4.87500000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PKL2 586551.35000000 PA USD 554400.30000000 0.036075494959 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J2H66 140055.50000000 PA USD 125895.16000000 0.008192149625 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 1.37000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MJLM5 414823.57000000 PA USD 365272.62000000 0.023768729132 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 46641Q290 310082.00000000 NS USD 23276429.36000000 1.514625280796 Long RF US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3D3 101000.00000000 PA USD 102512.60000000 0.006670618296 Long DBT CORP US N 2 2034-04-24 Variable 5.38900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHVU1 144201.91000000 PA USD 145358.45000000 0.009458649337 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.51000000 N N N N N N United Airlines Pass-Through Trust N/A 90932WAA1 499944.59000000 PA USD 509417.94000000 0.033148438640 Long ABS-O CORP US N 2 2037-02-15 Fixed 5.45000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAM6 395000.00000000 PA USD 397247.30000000 0.025849360054 Long DBT CORP ES Y 2 2036-07-03 Variable 5.58100000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BJ5 100000.00000000 PA USD 100897.56000000 0.006565525699 Long DBT CORP US N 2 2028-06-01 Fixed 4.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLY5 915000.00000000 PA USD 918047.02000000 0.059738424822 Long DBT UST US N 2 2026-11-30 Fixed 4.25000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BV0 150000.00000000 PA USD 137452.67000000 0.008944210715 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAM4 45000.00000000 PA USD 44878.97000000 0.002920328607 Long DBT CORP US N 2 2034-01-26 Variable 5.12200000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 650000.00000000 PA USD 462581.57000000 0.030100739658 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N Evergy Missouri West Storm Funding I LLC N/A 30037HAA4 476456.28000000 PA USD 485996.10000000 0.031624351314 Long DBT CORP US N 2 2038-12-01 Fixed 5.10400000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378TEH9 2192069.37000000 PA USD 232870.54000000 0.015153166389 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 3.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W3D4 600000.00000000 PA USD 605179.16000000 0.039379736512 Long DBT CORP FR Y 2 2031-05-09 Variable 5.08500000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CM5 1668000.00000000 PA USD 1644620.19000000 0.107017415710 Long DBT CORP US N 2 2027-02-01 Fixed 2.70000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFG5 125000.00000000 PA USD 126832.41000000 0.008253137611 Long DBT CORP US N 2 2034-07-21 Variable 5.42400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKK69 210000.00000000 PA USD 211951.48000000 0.013791937970 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 4.56000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAS6 390000.00000000 PA USD 382042.83000000 0.024859986886 Long DBT CORP FR Y 2 2033-09-25 Variable 4.81800000 N N N N N N BXP Trust N/A 056083AA6 630000.00000000 PA USD 619302.85000000 0.040298782024 Long ABS-MBS CORP US Y 2 2039-06-13 Fixed 3.37900000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HAB5 450000.00000000 PA USD 468298.52000000 0.030472748477 Long DBT CORP CA N 2 2036-03-15 Fixed 5.85000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TU2 1267000.00000000 PA USD 1195879.73000000 0.077817333742 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834JB5 8331000.00000000 PA USD 4134017.82000000 0.269005516464 Long DBT UST US N 2 2040-08-15 None 0.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YGC3 500000.00000000 PA USD 497679.98000000 0.032384635452 Long DBT CORP US N 2 2047-03-13 Variable 5.90000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618BQP91 796707.43000000 PA USD 818803.11000000 0.053280504119 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.00000000 N N N N N N SCE Recovery Funding LLC N/A 78433LAK2 195000.00000000 PA USD 193697.47000000 0.012604127564 Long DBT CORP US N 2 2045-03-15 Fixed 5.34100000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122EK0 20000.00000000 PA USD 19258.12000000 0.001253149053 Long DBT CORP US N 2 2054-02-22 Fixed 5.55000000 N N N N N N Public Service Enterprise Group, Inc. PUSS41EMO3E6XXNV3U28 744573AZ9 70000.00000000 PA USD 71056.49000000 0.004623731348 Long DBT CORP US N 2 2034-04-01 Fixed 5.45000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YEG0 115000.00000000 PA USD 112828.65000000 0.007341896089 Long DBT CORP US N 2 2036-03-15 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J2H58 981025.03000000 PA USD 872715.13000000 0.056788624165 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 1.45000000 N N N N N N Progress Residential Trust N/A 74334BAE7 745000.00000000 PA USD 689432.39000000 0.044862195620 Long ABS-O CORP US Y 2 2042-07-17 Fixed 3.39000000 N N N N N N Progress Residential Trust N/A 74334RAA0 1798141.63000000 PA USD 1720360.68000000 0.111945940578 Long ABS-O CORP US Y 2 2042-10-17 Fixed 3.85000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816EK1 135000.00000000 PA USD 135246.64000000 0.008800661687 Long DBT CORP US N 2 2033-07-20 Variable 4.91800000 N N N N N N COPT Defense Properties LP H0TWO5VRNEP6CQAWPX27 22003BAM8 338000.00000000 PA USD 306034.86000000 0.019914056773 Long DBT CORP US N 2 2031-04-15 Fixed 2.75000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U4E0 170000.00000000 PA USD 165604.16000000 0.010776062060 Long DBT CORP US N 2 2037-01-23 Variable 4.96000000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 48241FAE4 420000.00000000 PA USD 413431.65000000 0.026902495193 Long DBT CORP BE Y 2 2031-09-23 Variable 4.45400000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332BK7 200000.00000000 PA USD 203076.49000000 0.013214431686 Long DBT CORP US N 2 2034-07-15 Fixed 5.40000000 N N N N N N OneMain Financial Issuance Trust N/A 682696AD1 350000.00000000 PA USD 337996.44000000 0.021993835262 Long ABS-O CORP US Y 2 2035-09-14 Fixed 3.45000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAN2 65000.00000000 PA USD 65163.74000000 0.004240283011 Long DBT CORP US N 2 2027-06-08 Variable 6.04700000 N N N N N N Dell International LLC N/A 24703TAN6 510000.00000000 PA USD 517918.25000000 0.033701564045 Long DBT CORP US N 2 2032-04-01 Fixed 5.30000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13608JAA5 170000.00000000 PA USD 173707.40000000 0.011303349643 Long DBT CORP CA N 2 2029-04-08 Fixed 5.26000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAQ6 738000.00000000 PA USD 667400.79000000 0.043428572884 Long DBT CORP US N 2 2033-01-25 Variable 3.05700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J7SQ9 565978.79000000 PA USD 542212.12000000 0.035282395414 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 3.45200040 N N N N N N Fortis, Inc. 549300MQYQ9Y065XPR71 349553AM9 75000.00000000 PA USD 74474.80000000 0.004846164895 Long DBT CORP CA N 2 2026-10-04 Fixed 3.05500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617UXCF7 185770.44000000 PA USD 169626.87000000 0.011037824643 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 3.00000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AW9 200000.00000000 PA USD 199076.16000000 0.012954125397 Long DBT CORP IT Y 2 2027-06-03 Variable 1.98200000 N N N N N N Huntington Bank Auto Credit-Linked Notes N/A 44644NAG4 283142.27000000 PA USD 285333.76000000 0.018567011274 Long ABS-O CORP US Y 2 2032-10-20 Fixed 5.44200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617M2LH0 799472.91000000 PA USD 726017.32000000 0.047242821059 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 3.00000000 N N N N N N Crossroads Asset Trust N/A 22767VAB4 369295.93000000 PA USD 371144.37000000 0.024150810974 Long ABS-O CORP US Y 2 2032-02-20 Fixed 4.91000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BXLF7 300000.00000000 PA USD 279257.43000000 0.018171617166 Long ABS-MBS USGSE US N 2 2047-04-15 Fixed 3.50000000 N N N N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607AG2 230000.00000000 PA USD 219899.03000000 0.014309094617 Long DBT CORP US N 2 2055-04-01 Fixed 5.70000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132XFJB5 1075000.00000000 PA USD 1014085.77000000 0.065987781905 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 1.80000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB37 1150000.00000000 PA USD 1153894.52000000 0.075085305582 Long DBT CORP US N 2 2035-07-23 Variable 5.33000000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HBM0 200000.00000000 PA USD 206292.61000000 0.013423708487 Long DBT CORP JP N 2 2028-07-12 Fixed 6.07000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PBN1 300000.00000000 PA USD 302953.44000000 0.019713545064 Long DBT CORP US N 2 2040-10-15 Fixed 5.70000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAZ3 150000.00000000 PA USD 153280.49000000 0.009974146017 Long DBT CORP US N 2 2029-07-01 Fixed 5.25000000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAU5 400000.00000000 PA USD 389085.03000000 0.025318231319 Long DBT CORP ES N 2 2036-03-03 Fixed 5.12700000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400JH7 90000.00000000 PA USD 85782.81000000 0.005581990720 Long DBT CORP US N 2 2055-03-01 Fixed 5.90000000 N N N N N N JPMorgan BetaBuilders MSCI US REIT ETF 549300UDD0DL9T2E4I67 46641Q738 124597.00000000 NS USD 11922686.93000000 0.775823592179 Long RF US N 1 N N N Maple Parent Holdings Corp. 254900J6FBJ1E892Q074 56530KAB2 105000.00000000 PA USD 104556.12000000 0.006803592602 Long DBT CORP US Y 2 2031-03-26 Fixed 5.05000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLF6 5687000.00000000 PA USD 5542381.35000000 0.360649426881 Long DBT UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LAA39 520983.27000000 PA USD 462840.14000000 0.030117565120 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 1.38000000 N N N N N N 2026-04-30 JPMorgan Trust I Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer XXXX