Product description
| Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
|---|---|---|---|---|---|---|---|
| 03073E105 | 03073E105 | Cencora Inc | 19237.0 | 3912228.69 | CORP | Long | |
| 3140QQQY4 | 3140QQQY4 | Fannie Mae | 86735.96 | 85634.89 | USGSE | Long | |
| 25470MAB5 | 25470MAB5 | DISH NETWORK CORP | 2817000.0 | 1288776.94 | CORP | Long | |
| 57763RAC1 | 57763RAC1 | MAUSER PACKAGING SOLUT | 150000.0 | 136659.21 | CORP | Long | |
| 641423CF3 | 641423CF3 | NEVADA POWER CO | 165000.0 | 165056.6 | CORP | Long | |
| 74251V102 | 74251V102 | Principal Financial Group Inc | 49970.0 | 3689285.1 | CORP | Long | |
| 000000000 | 000000000 | Knorr-Bremse AG | 14517.0 | 908600.88 | CORP | Long | |
| 35906ABG2 | 35906ABG2 | FRONTIER COMMUNICATIONS | 250000.0 | 212084.95 | CORP | Long | |
| 694308JT5 | 694308JT5 | PACIFIC GAS & ELECTRIC | 25000.0 | 20784.18 | CORP | Long | |
| 302154DW6 | 302154DW6 | EXPORT-IMPORT BANK KOREA | 300000.0 | 301738.5 | NUSS | Long | |
| 14879EAH1 | 14879EAH1 | CATALENT PHARMA SOLUTION | 140000.0 | 117354.3 | CORP | Long | |
| 595017104 | 595017104 | Microchip Technology Inc | 9563.0 | 797936.72 | CORP | Long | |
| 00206RJZ6 | 00206RJZ6 | AT&T INC | 31000.0 | 23055.71 | CORP | Long | |
| 26441C204 | 26441C204 | Duke Energy Corp | 4031.0 | 371980.68 | CORP | Long | |
| 60337JAA4 | 60337JAA4 | ATHENAHEALTH GROUP INC | 75000.0 | 65060.13 | CORP | Long | |
| 000000000 | 000000000 | REPUBLIC OF ANGOLA | 200000.0 | 155281.2 | NUSS | Long | |
| 38380CGV9 | 38380CGV9 | Government National Mortgage A | 1227.21 | 1035.38 | USGA | Long | |
| 345397D26 | 345397D26 | FORD MOTOR CREDIT CO LLC | 290000.0 | 293326.56 | CORP | Long | |
| 00170F209 | 00170F209 | AMG CAPITAL TRUST II | 15856.0 | 665952.0 | CORP | Long | |
| 91282CJJ1 | 91282CJJ1 | US TREASURY N/B | 5500000.0 | 5568750.0 | UST | Long | |
| 3133KYT66 | 3133KYT66 | Freddie Mac | 172264.6 | 153027.23 | USGSE | Long | |
| 92868AAC9 | 92868AAC9 | Volkswagen Auto Lease Trust | 470000.0 | 465283.83 | CORP | Long | |
| 207410AH4 | 207410AH4 | CONMED CORP | 2212000.0 | 2177714.0 | CORP | Long | |
| 3140KVBU3 | 3140KVBU3 | Fannie Mae | 68694.73 | 54030.82 | USGSE | Long | |
| 92840VAQ5 | 92840VAQ5 | VISTRA OPERATIONS CO LLC | 175000.0 | 178784.55 | CORP | Long | |
| 91324PEW8 | 91324PEW8 | UNITEDHEALTH GROUP INC | 440000.0 | 417357.12 | CORP | Long | |
| 62877PAB0 | 62877PAB0 | NBK SPC LTD | 405000.0 | 362001.56 | CORP | Long | |
| 686688AB8 | 686688AB8 | ORMAT TECHNOLOGIES INC | 2730000.0 | 2590770.0 | CORP | Long | |
| 15239XAA6 | 15239XAA6 | CNTL AMR BOTTLING CORP | 400000.0 | 365252.0 | CORP | Long | |
| 704326107 | 704326107 | Paychex Inc | 31066.0 | 3789120.02 | CORP | Long | |
| 000000000 | 000000000 | ROMANIA | 173000.0 | 116156.88 | NUSS | Long | |
| 031162DR8 | 031162DR8 | AMGEN INC | 113000.0 | 111902.14 | CORP | Long | |
| 3132DWE66 | 3132DWE66 | Freddie Mac | 675530.74 | 632934.88 | USGSE | Long | |
| 260557103 | 260557103 | Dow Inc | 44151.0 | 2284814.25 | CORP | Long | |
| 12528YAF0 | 12528YAF0 | Cantor Commercial Real Estate | 350000.0 | 296579.78 | CORP | Long | |
| 694308JH1 | 694308JH1 | PACIFIC GAS & ELECTRIC | 355000.0 | 242930.9 | CORP | Long | |
| 49446R109 | 49446R109 | Kimco Realty Corp | 18424.0 | 355951.68 | CORP | Long | |
| 256746108 | 256746108 | Dollar Tree Inc | 30300.0 | 3744777.0 | CORP | Long | |
| 048303CH2 | 048303CH2 | ATLANTIC CITY ELECTRIC | 75000.0 | 71485.42 | CORP | Long | |
| 34532NAE5 | 34532NAE5 | Ford Credit Auto Owner Trust | 140000.0 | 131410.34 | CORP | Long | |
| 3140X5PY3 | 3140X5PY3 | Fannie Mae | 234516.93 | 210100.22 | USGSE | Long | |
| 19767QAQ8 | 19767QAQ8 | HCA INC | 214000.0 | 219530.51 | CORP | Long | |
| 29444U700 | 29444U700 | Equinix Inc | 1804.0 | 1470278.04 | CORP | Long | |
| 46187W107 | 46187W107 | Invitation Homes Inc | 21705.0 | 724078.8 | CORP | Long | |
| 055451BD9 | 055451BD9 | BHP BILLITON FIN USA LTD | 420000.0 | 424362.41 | CORP | Long | |
| 760942BA9 | 760942BA9 | REPUBLICA ORIENT URUGUAY | 323000.0 | 305742.72 | NUSS | Long | |
| 836205AX2 | 836205AX2 | REPUBLIC OF SOUTH AFRICA | 1000000.0 | 724995.0 | NUSS | Long | |
| 48020RAB1 | 48020RAB1 | JONES DESLAURIERS INSURA | 585000.0 | 604430.78 | CORP | Long | |
| 89176EAA8 | 89176EAA8 | Towd Point Mortgage Trust | 15132.01 | 14590.16 | CORP | Long | |
| 693475AX3 | 693475AX3 | PNC FINANCIAL SERVICES | 355000.0 | 331238.82 | CORP | Long | |
| 000000000 | 000000000 | JPMorgan Chase Bank, National Association | 1.0 | 2825.11 | CORP | N/A | |
| 573874AF1 | 573874AF1 | MARVELL TECHNOLOGY INC | 260000.0 | 229422.41 | CORP | Long | |
| 161175BR4 | 161175BR4 | CHARTER COMM OPT LLC/CAP | 100000.0 | 96427.97 | CORP | Long | |
| 29670E107 | 29670E107 | Essential Properties Realty Tr | 4190.0 | 99512.5 | CORP | Long | |
| 91159HHM5 | 91159HHM5 | US BANCORP | 210000.0 | 198762.33 | CORP | Long | |
| 12570FAB7 | 12570FAB7 | CK HUTCHISON INTL 23 | 200000.0 | 193942.7 | CORP | Long | |
| 3137FCM43 | 3137FCM43 | FHLMC Multifamily Structured P | 100000.0 | 98030.18 | USGSE | Long | |
| 3133KYWX3 | 3133KYWX3 | Freddie Mac | 279337.11 | 244241.64 | USGSE | Long | |
| 695114CW6 | 695114CW6 | PACIFICORP | 20000.0 | 16349.47 | CORP | Long | |
| 91282CJB8 | 91282CJB8 | US TREASURY N/B | 45000.0 | 45169.63 | UST | Long | |
| 13123XBF8 | 13123XBF8 | CALLON PETROLEUM CO | 135000.0 | 133380.49 | CORP | Long | |
| 30161NBK6 | 30161NBK6 | EXELON CORP | 10000.0 | 9865.58 | CORP | Long | |
| 020002101 | 020002101 | Allstate Corp/The | 30401.0 | 4191385.87 | CORP | Long | |
| 3140XBC73 | 3140XBC73 | Fannie Mae | 20307.28 | 16632.35 | USGSE | Long | |
| 31418EHF0 | 31418EHF0 | Fannie Mae | 561423.71 | 517185.21 | USGSE | Long | |
| 756109104 | 756109104 | Realty Income Corp | 10411.0 | 561777.56 | CORP | Long | |
| 03969YAB4 | 03969YAB4 | ARDAGH METAL PACKAGING | 605000.0 | 481417.5 | CORP | Long | |
| 46644VBR6 | 46644VBR6 | JP Morgan Mortgage Trust | 99867.97 | 87867.07 | CORP | Long | |
| 345397B28 | 345397B28 | FORD MOTOR CREDIT CO LLC | 240000.0 | 226239.7 | CORP | Long | |
| 060505682 | 060505682 | BANK OF AMERICA CORP | 1091.0 | 1223011.0 | CORP | Long | |
| 000000000 | 000000000 | Accenture PLC | 7767.0 | 2587498.38 | CORP | Long | |
| 000000000 | 000000000 | KINGDOM OF MOROCCO | 370000.0 | 376313.65 | NUSS | Long | |
| 680665AK2 | 680665AK2 | OLIN CORP | 135000.0 | 124070.95 | CORP | Long | |
| 49803T300 | 49803T300 | Kite Realty Group Trust | 6383.0 | 134808.96 | CORP | Long | |
| 06051GHV4 | 06051GHV4 | BANK OF AMERICA CORP | 55000.0 | 48375.1 | CORP | Long | |
| 3140X4PF7 | 3140X4PF7 | Fannie Mae | 294182.91 | 274034.56 | USGSE | Long | |
| 3132A5HR9 | 3132A5HR9 | Freddie Mac | 21096.96 | 19436.79 | USGSE | Long | |
| 29279FAA7 | 29279FAA7 | ENERGY TRANSFER LP | 190000.0 | 187127.6 | CORP | Long | |
| 278062AH7 | 278062AH7 | EATON CORP | 110000.0 | 102731.12 | CORP | Long | |
| 31418ED80 | 31418ED80 | Fannie Mae | 469618.13 | 426715.79 | USGSE | Long | |
| 31418EPB0 | 31418EPB0 | Fannie Mae | 2719838.9 | 2548520.06 | USGSE | Long | |
| 548661107 | 548661107 | Lowe's Cos Inc | 39343.0 | 7822568.69 | CORP | Long | |
| 25470DBL2 | 25470DBL2 | DISCOVERY COMMUNICATIONS | 745000.0 | 493214.51 | CORP | Long | |
| 46284V101 | 46284V101 | Iron Mountain Inc | 6517.0 | 418065.55 | CORP | Long | |
| 10373QBP4 | 10373QBP4 | BP CAP MARKETS AMERICA | 275000.0 | 178173.05 | CORP | Long | |
| 000000000 | 000000000 | Anheuser-Busch InBev SA/NV | 11530.0 | 723028.83 | CORP | Long | |
| 20030N101 | 20030N101 | Comcast Corp | 90708.0 | 3799758.12 | CORP | Long | |
| 026874784 | 026874784 | American International Group I | 64100.0 | 4218421.0 | CORP | Long | |
| 737446AP9 | 737446AP9 | POST HOLDINGS INC | 568000.0 | 534341.46 | CORP | Long | |
| 25755TAN0 | 25755TAN0 | Dominos Pizza Master Issuer LL | 243750.0 | 209394.41 | CORP | Long | |
| 08162MAX6 | 08162MAX6 | BENCHMARK Mortgage Trust | 850000.0 | 682631.18 | CORP | Long | |
| 46645GAY4 | 46645GAY4 | JP Morgan Mortgage Trust | 89476.27 | 82268.12 | CORP | Long | |
| 005095AA2 | 005095AA2 | ACUSHNET CO | 173000.0 | 177801.62 | CORP | Long | |
| 35671DBC8 | 35671DBC8 | FREEPORT-MCMORAN INC | 310000.0 | 278356.25 | CORP | Long | |
| 38406JAA6 | 38406JAA6 | Gracechurch Mortgage Finance P | 100000.0 | 77392.51 | CORP | Long | |
| 65342RAF7 | 65342RAF7 | NFP CORP | 150000.0 | 148775.94 | CORP | Long | |
| 000000000 | 000000000 | Intertek Group PLC | 24234.0 | 1219179.4 | CORP | Long | |
| 3140X63T6 | 3140X63T6 | Fannie Mae | 161918.4 | 142452.0 | USGSE | Long | |
| 125523100 | 125523100 | Cigna Group/The | 12882.0 | 3386420.16 | CORP | Long | |
| 08163CBC2 | 08163CBC2 | BENCHMARK Mortgage Trust | 260000.0 | 203547.11 | CORP | Long | |
| 031162DP2 | 031162DP2 | AMGEN INC | 475000.0 | 476210.35 | CORP | Long | |
| 097751BX8 | 097751BX8 | BOMBARDIER INC | 350000.0 | 330204.35 | CORP | Long | |
| 195325DQ5 | 195325DQ5 | REPUBLIC OF COLOMBIA | 400000.0 | 284897.24 | NUSS | Long | |
| 87264ABL8 | 87264ABL8 | T-MOBILE USA INC | 440000.0 | 310595.65 | CORP | Long | |
| 17888H103 | 17888H103 | Civitas Resources Inc | 19429.0 | 1334578.01 | CORP | Long | |
| 20755CAA6 | 20755CAA6 | Fannie Mae - CAS | 1176366.99 | 1178578.56 | CORP | Long | |
| 3140QPAD9 | 3140QPAD9 | Fannie Mae | 276640.36 | 245960.83 | USGSE | Long | |
| 06427DAW3 | 06427DAW3 | Banc of America Commercial Mor | 340000.0 | 283466.67 | CORP | Long | |
| 31335BZT6 | 31335BZT6 | Freddie Mac | 18959.93 | 19273.72 | USGSE | Long | |
| 29364NAT5 | 29364NAT5 | ENTERGY MISSISSIPPI LLC | 150000.0 | 135535.08 | CORP | Long | |
| 35906ABE7 | 35906ABE7 | FRONTIER COMMUNICATIONS | 848000.0 | 797507.2 | CORP | Long | |
| 09260D107 | 09260D107 | Blackstone Inc | 35796.0 | 4022396.52 | CORP | Long | |
| 3140XGTV1 | 3140XGTV1 | Fannie Mae | 430165.01 | 396532.34 | USGSE | Long | |
| 91324P102 | 91324P102 | UnitedHealth Group Inc | 2518.0 | 1392378.46 | CORP | Long | |
| 38141GA46 | 38141GA46 | GOLDMAN SACHS GROUP INC | 290000.0 | 300320.29 | CORP | Long | |
| 78486QAS0 | 78486QAS0 | SVB FINANCIAL GROUP | 22000.0 | 13658.76 | CORP | Long | |
| 977852AB8 | 977852AB8 | WOLFSPEED INC | 2372000.0 | 1478942.0 | CORP | Long | |
| 3140QM6W9 | 3140QM6W9 | Fannie Mae | 373104.7 | 328218.34 | USGSE | Long | |
| 26442CBJ2 | 26442CBJ2 | DUKE ENERGY CAROLINAS | 25000.0 | 24512.89 | CORP | Long | |
| 29278NAG8 | 29278NAG8 | ENERGY TRANSFER LP | 170000.0 | 167063.76 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | -14809.11 | CORP | N/A | |
| 91282CJA0 | 91282CJA0 | US TREASURY N/B | 1670000.0 | 1692179.77 | UST | Long | |
| 10373QBU3 | 10373QBU3 | BP CAP MARKETS AMERICA | 10000.0 | 9711.56 | CORP | Long | |
| 06051GLC1 | 06051GLC1 | BANK OF AMERICA CORP | 280000.0 | 286458.84 | CORP | Long | |
| 431284108 | 431284108 | Highwoods Properties Inc | 2129.0 | 40344.55 | CORP | Long | |
| 747525103 | 747525103 | QUALCOMM Inc | 31983.0 | 4127406.15 | CORP | Long | |
| 912810TQ1 | 912810TQ1 | US TREASURY N/B | 2835000.0 | 2529739.11 | UST | Long | |
| 071734AQ0 | 071734AQ0 | BAUSCH HEALTH COS INC | 256000.000005 | 160640.0 | CORP | Long | |
| 3140X5FW8 | 3140X5FW8 | Fannie Mae | 8921.86 | 7739.08 | USGSE | Long | |
| 42250P103 | 42250P103 | Healthpeak Properties Inc | 4167.0 | 72172.44 | CORP | Long | |
| 29760G202 | 29760G202 | Etalon Group PLC | 20100.0 | 0.0 | CORP | Long | |
| 02665T306 | 02665T306 | American Homes 4 Rent | 8080.0 | 293061.6 | CORP | Long | |
| 96351CAA4 | 96351CAA4 | WHITE CAP PARENT LLC | 234000.0 | 229104.11 | CORP | Long | |
| 530307AE7 | 530307AE7 | LIBERTY BROADBAND CORP | 2955000.0 | 2968002.0 | CORP | Long | |
| 000000000 | 000000000 | Invesco Ltd | 84187.0 | 1201348.49 | CORP | Long | |
| 3140X6FL0 | 3140X6FL0 | Fannie Mae | 365911.42 | 314294.64 | USGSE | Long | |
| 09061GAH4 | 09061GAH4 | BIOMARIN PHARMACEUTICAL | 1376000.0 | 1339948.8 | CORP | Long | |
| 816850AF8 | 816850AF8 | SEMTECH CORP | 2097000.0 | 1510888.5 | CORP | Long | |
| 92240M108 | 92240M108 | Vector Group Ltd | 97835.0 | 1047812.85 | CORP | Long | |
| 3140XLWD6 | 3140XLWD6 | Fannie Mae | 1369628.78 | 1162143.44 | USGSE | Long | |
| 000000000 | 000000000 | Roche Holding AG | 6151.0 | 1658037.63 | CORP | Long | |
| 67091TAD7 | 67091TAD7 | OFFICE CHERIFIEN DES PHO | 400000.0 | 331612.0 | CORP | Long | |
| 316175108 | 316175108 | Fidelity Government Portfolio | 3119650.0 | 3119650.0 | RF | Long | |
| 92343XAC4 | 92343XAC4 | VERINT SYSTEMS INC | 2050000.0 | 1789906.25 | CORP | Long | |
| 3140XK2J8 | 3140XK2J8 | Fannie Mae | 515268.61 | 497636.58 | USGSE | Long | |
| 55916AAA2 | 55916AAA2 | MICHAELS COS INC/THE | 210000.0 | 153555.15 | CORP | Long | |
| 11135FBK6 | 11135FBK6 | BROADCOM INC | 11000.0 | 9249.69 | CORP | Long | |
| 16411R208 | 16411R208 | Cheniere Energy Inc | 18890.0 | 3440813.5 | CORP | Long | |
| 14879EAK4 | 14879EAK4 | CATALENT PHARMA SOLUTION | 30000.0 | 25108.05 | CORP | Long | |
| 81725WAK9 | 81725WAK9 | SENSATA TECHNOLOGIES BV | 255000.0 | 229041.23 | CORP | Long | |
| 221625AN6 | 221625AN6 | IVORY COAST | 449000.0 | 395804.73 | NUSS | Long | |
| 69371MAF4 | 69371MAF4 | PTTEP TREASURY CENTER CO | 385000.0 | 352669.2 | CORP | Long | |
| 46647PCZ7 | 46647PCZ7 | JPMORGAN CHASE & CO | 170000.0 | 166331.26 | CORP | Long | |
| 82981J109 | 82981J109 | SITE Centers Corp | 14207.0 | 187390.33 | CORP | Long | |
| 715638DS8 | 715638DS8 | REPUBLIC OF PERU | 455000.0 | 332403.94 | NUSS | Long | |
| 48668NAA9 | 48668NAA9 | QAZAQGAZ NC JSC | 960000.0 | 900211.2 | CORP | Long | |
| 3132DWDC4 | 3132DWDC4 | Freddie Mac | 7317.1 | 5693.49 | USGSE | Long | |
| 21989TAA5 | 21989TAA5 | CORP ANDINA DE FOMENTO | 400000.0 | 397217.76 | NUSS | Long | |
| 3140QK6D5 | 3140QK6D5 | Fannie Mae | 601348.96 | 530560.39 | USGSE | Long | |
| 781467AC9 | 781467AC9 | RUMO LUXEMBOURG SARL | 400000.0 | 377972.56 | CORP | Long | |
| 00191AAD8 | 00191AAD8 | ARD FINANCE SA | 200000.0 | 103177.96 | CORP | Long | |
| 20752TAA2 | 20752TAA2 | CONNECT FINCO SARL/CONNE | 450000.0 | 432435.29 | CORP | Long | |
| 09248U700 | 09248U700 | BlackRock Liquidity FedFund | 3119650.0 | 3119650.0 | RF | Long | |
| 06539WBB1 | 06539WBB1 | Bank | 850000.0 | 712651.48 | CORP | Long | |
| 3140QP4F1 | 3140QP4F1 | Fannie Mae | 1162127.97 | 1146401.59 | USGSE | Long | |
| 68389X105 | 68389X105 | Oracle Corp | 35300.0 | 4102213.0 | CORP | Long | |
| 855030AN2 | 855030AN2 | STAPLES INC | 321000.0 | 284387.77 | CORP | Long | |
| 3132DWE82 | 3132DWE82 | Freddie Mac | 619484.61 | 611189.59 | USGSE | Long | |
| 12513GBH1 | 12513GBH1 | CDW LLC/CDW FINANCE | 390000.0 | 345288.45 | CORP | Long | |
| 019736AG2 | 019736AG2 | ALLISON TRANSMISSION INC | 340000.0 | 284189.24 | CORP | Long | |
| 1248EPCB7 | 1248EPCB7 | CCO HLDGS LLC/CAP CORP | 645000.0 | 598525.56 | CORP | Long | |
| 29374JAB1 | 29374JAB1 | Enterprise Fleet Financing LLC | 205026.47 | 202547.43 | CORP | Long | |
| 91282CHC8 | 91282CHC8 | US TREASURY N/B | 9100000.0 | 8410391.08 | UST | Long | |
| 000000000 | 000000000 | REPUBLIC OF SERBIA | 576000.0 | 506817.3 | NUSS | Long | |
| 76029LAA8 | 76029LAA8 | REPAY HOLDINGS | 2936000.0 | 2455376.8 | CORP | Long | |
| 845437BR2 | 845437BR2 | SOUTHWESTERN ELEC POWER | 165000.0 | 155470.06 | CORP | Long | |
| 126650DP2 | 126650DP2 | CVS HEALTH CORP | 1280000.0 | 856712.06 | CORP | Long | |
| 00912XBJ2 | 00912XBJ2 | AIR LEASE CORP | 180000.0 | 154369.89 | CORP | Long | |
| 163851AF5 | 163851AF5 | CHEMOURS CO | 305000.0 | 276387.0 | CORP | Long | |
| 3136ADB65 | 3136ADB65 | Fannie Mae | 220128.73 | 18124.45 | USGSE | Long | |
| 92564RAJ4 | 92564RAJ4 | VICI PROPERTIES / NOTE | 210000.0 | 206847.04 | CORP | Long | |
| 717081103 | 717081103 | Pfizer Inc | 85092.0 | 2592753.24 | CORP | Long | |
| 3140QQPB5 | 3140QQPB5 | Fannie Mae | 179072.06 | 177191.02 | USGSE | Long | |
| 737446AT1 | 737446AT1 | POST HOLDINGS INC | 1121000.0 | 1117076.5 | CORP | Long | |
| 02156TAA2 | 02156TAA2 | ALTICE FRANCE HOLDING SA | 800000.0 | 323995.04 | CORP | Long | |
| 651639AZ9 | 651639AZ9 | NEWMONT CORP | 100000.0 | 81683.91 | CORP | Long | |
| 3140XLD47 | 3140XLD47 | Fannie Mae | 306941.06 | 306060.51 | USGSE | Long | |
| 828806109 | 828806109 | Simon Property Group Inc | 13322.0 | 1663784.58 | CORP | Long | |
| 05369AAA9 | 05369AAA9 | AVIATION CAPITAL GROUP | 445000.0 | 399490.65 | CORP | Long | |
| 46647PBU9 | 46647PBU9 | JPMORGAN CHASE & CO | 40000.0 | 31333.64 | CORP | Long | |
| 16208T102 | 16208T102 | Chatham Lodging Trust | 19760.0 | 195821.6 | CORP | Long | |
| 29365BAB9 | 29365BAB9 | ENTEGRIS ESCROW CORP | 445000.0 | 430166.59 | CORP | Long | |
| 06051GHX0 | 06051GHX0 | BANK OF AMERICA CORP | 20000.0 | 17188.0 | CORP | Long | |
| 67059TAE5 | 67059TAE5 | NUSTAR LOGISTICS LP | 503000.0 | 495555.6 | CORP | Long | |
| 20825C104 | 20825C104 | ConocoPhillips | 67851.0 | 7841540.07 | CORP | Long | |
| 78081BAH6 | 78081BAH6 | ROYALTY PHARMA PLC | 655000.0 | 604833.03 | CORP | Long | |
| 3133KYU64 | 3133KYU64 | Freddie Mac | 108892.82 | 90459.44 | USGSE | Long | |
| 026874DS3 | 026874DS3 | AMERICAN INTERNATIONAL | 440000.0 | 428017.3 | CORP | Long | |
| 06051GKC2 | 06051GKC2 | BANK OF AMERICA CORP | 340000.0 | 256897.98 | CORP | Long | |
| 143658BR2 | 143658BR2 | CARNIVAL CORP | 595000.0 | 547874.04 | CORP | Long | |
| 375558103 | 375558103 | Gilead Sciences Inc | 44741.0 | 3427160.6 | CORP | Long | |
| 91159HHW3 | 91159HHW3 | US BANCORP | 150000.0 | 130003.41 | CORP | Long | |
| 46590XAN6 | 46590XAN6 | JBS USA/FOOD/FINANCE | 300000.0 | 256640.88 | CORP | Long | |
| 89173HAA4 | 89173HAA4 | Towd Point Mortgage Trust | 427.0 | 425.18 | CORP | Long | |
| 912810RT7 | 912810RT7 | US TREASURY N/B | 2050000.0 | 1344952.11 | UST | Long | |
| 316773100 | 316773100 | Fifth Third Bancorp | 92343.0 | 2673329.85 | CORP | Long | |
| 00115AAQ2 | 00115AAQ2 | AEP TRANSMISSION CO LLC | 5000.0 | 4819.26 | CORP | Long | |
| 595112CB7 | 595112CB7 | MICRON TECHNOLOGY INC | 285000.0 | 285387.69 | CORP | Long | |
| 71567RAV8 | 71567RAV8 | PERUSAHAAN PENERBIT SBSN | 1163000.0 | 1124079.97 | NUSS | Long | |
| 3140X83K1 | 3140X83K1 | Fannie Mae | 58094.91 | 45499.05 | USGSE | Long | |
| 06051GKK4 | 06051GKK4 | BANK OF AMERICA CORP | 240000.0 | 195951.55 | CORP | Long | |
| 89788MAQ5 | 89788MAQ5 | TRUIST FINANCIAL CORP | 175000.0 | 183023.1 | CORP | Long | |
| 55354GAM2 | 55354GAM2 | MSCI INC | 485000.0 | 413187.36 | CORP | Long | |
| 000000000 | 000000000 | LVMH Moet Hennessy Louis Vuitt | 280.0 | 214168.91 | CORP | Long | |
| 172967NX5 | 172967NX5 | CITIGROUP INC | 265000.0 | 264761.82 | CORP | Long | |
| 00206RHJ4 | 00206RHJ4 | AT&T INC | 280000.0 | 269130.01 | CORP | Long | |
| 3132DVKT1 | 3132DVKT1 | Freddie Mac | 1023715.46 | 949329.94 | USGSE | Long | |
| 68389XCN3 | 68389XCN3 | ORACLE CORP | 5000.0 | 4825.32 | CORP | Long | |
| 902653104 | 902653104 | UDR Inc | 3445.0 | 115063.0 | CORP | Long | |
| 29364WAV0 | 29364WAV0 | ENTERGY LOUISIANA LLC | 20000.0 | 17211.23 | CORP | Long | |
| 28470RAK8 | 28470RAK8 | CAESARS ENTERTAIN INC | 247000.0 | 251843.18 | CORP | Long | |
| 229663109 | 229663109 | CubeSmart | 9071.0 | 360662.96 | CORP | Long | |
| 00774MAB1 | 00774MAB1 | AERCAP IRELAND CAP/GLOBA | 200000.0 | 186084.42 | CORP | Long | |
| 00774MAW5 | 00774MAW5 | AERCAP IRELAND CAP/GLOBA | 150000.0 | 132292.89 | CORP | Long | |
| 08163DAE7 | 08163DAE7 | BENCHMARK Mortgage Trust | 450000.0 | 347637.65 | CORP | Long | |
| 29366MAA6 | 29366MAA6 | ENTERGY ARKANSAS LLC | 190000.0 | 150493.62 | CORP | Long | |
| 599191AA1 | 599191AA1 | MILEAGE PLUS HLDINGS LLC | 461250.0 | 459086.14 | CORP | Long | |
| 70450YAD5 | 70450YAD5 | PAYPAL HOLDINGS INC | 340000.0 | 318913.57 | CORP | Long | |
| 000000000 | 000000000 | SPIRIT MTA REIT | 677.0 | 0.0 | CORP | Long | |
| 205887102 | 205887102 | Conagra Brands Inc | 122498.0 | 3465468.42 | CORP | Long | |
| 26441CBG9 | 26441CBG9 | DUKE ENERGY CORP | 570000.0 | 559398.74 | CORP | Long | |
| 42239PAA7 | 42239PAA7 | HRT DNT / HRT DNT FIN | 495000.0 | 468039.63 | CORP | Long | |
| 36168QAQ7 | 36168QAQ7 | GFL ENVIRONMENTAL INC | 200000.0 | 202000.18 | CORP | Long | |
| 000000000 | 000000000 | Asahi Group Holdings Ltd | 12200.0 | 448880.35 | CORP | Long | |
| 37185LAM4 | 37185LAM4 | GENESIS ENERGY LP/FIN | 405000.0 | 405700.04 | CORP | Long | |
| 667449AD4 | 667449AD4 | NORTHWEST FIBER LLC/NORT | 685000.0 | 627367.94 | CORP | Long | |
| 947075AU1 | 947075AU1 | WEATHERFORD INTERNATIONA | 422000.0 | 436606.26 | CORP | Long | |
| 000000000 | 000000000 | SAP SE | 17511.0 | 2772954.05 | CORP | Long | |
| 037735DA2 | 037735DA2 | APPALACHIAN POWER CO | 285000.0 | 262086.37 | CORP | Long | |
| 75513E101 | 75513E101 | RTX Corp | 44149.0 | 3597260.52 | CORP | Long | |
| 31418DY71 | 31418DY71 | Fannie Mae | 796405.99 | 658780.58 | USGSE | Long | |
| 03027XBS8 | 03027XBS8 | AMERICAN TOWER CORP | 770000.0 | 611195.35 | CORP | Long | |
| 31409XND7 | 31409XND7 | Fannie Mae | 11709.65 | 12066.46 | USGSE | Long | |
| 81180WAN1 | 81180WAN1 | SEAGATE HDD CAYMAN | 165000.0 | 151462.51 | CORP | Long | |
| 3140QBCC0 | 3140QBCC0 | Fannie Mae | 6380.44 | 5915.04 | USGSE | Long | |
| 31418D3N0 | 31418D3N0 | Fannie Mae | 604884.62 | 543707.32 | USGSE | Long | |
| 053484101 | 053484101 | AvalonBay Communities Inc | 3100.0 | 536114.0 | CORP | Long | |
| 023135BT2 | 023135BT2 | AMAZON.COM INC | 15000.0 | 9385.68 | CORP | Long | |
| 61747YEH4 | 61747YEH4 | MORGAN STANLEY | 40000.0 | 31739.54 | CORP | Long | |
| 61747C707 | 61747C707 | MSILF Government Portfolio | 3119650.0 | 3119650.0 | RF | Long | |
| 382550BR1 | 382550BR1 | GOODYEAR TIRE & RUBBER | 365000.0 | 316865.63 | CORP | Long | |
| 05501WAC6 | 05501WAC6 | AZUL SECURED FINANCE LLP | 320000.0 | 324389.18 | CORP | Long | |
| 000000000 | 000000000 | ENERGIAN ISRAEL FINANCE | 200000.0 | 183646.4 | CORP | Long | |
| 67066G104 | 67066G104 | NVIDIA Corp | 25169.0 | 11771541.3 | CORP | Long | |
| 64953BBF4 | 64953BBF4 | NEW YORK LIFE GLOBAL FDG | 575000.0 | 579617.19 | CORP | Long | |
| 69007J106 | 69007J106 | Outfront Media Inc | 4080.0 | 49898.4 | CORP | Long | |
| 025932104 | 025932104 | American Financial Group Inc/O | 5810.0 | 664605.9 | CORP | Long | |
| 000000000 | 000000000 | Orange SA | 82869.0 | 1019653.66 | CORP | Long | |
| 27579R104 | 27579R104 | East West Bancorp Inc | 39156.0 | 2463695.52 | CORP | Long | |
| 80874YBE9 | 80874YBE9 | LIGHT & WONDER INTL INC | 425000.0 | 426372.75 | CORP | Long | |
| 35564K3F4 | 35564K3F4 | Freddie Mac - STACR | 300000.0 | 301636.98 | CORP | Long | |
| 35086T109 | 35086T109 | Four Corners Property Trust In | 4282.0 | 98443.18 | CORP | Long | |
| 49327V2A1 | 49327V2A1 | KEY BANK NA | 500000.0 | 451912.1 | CORP | Long | |
| 866674104 | 866674104 | SUN COMMUNITIES INC | 2220.0 | 287134.8 | CORP | Long | |
| 00774YAA7 | 00774YAA7 | AERCAP HOLDINGS NV | 185000.0 | 178948.22 | CORP | Long | |
| 05533UAH1 | 05533UAH1 | BBVA BANCOMER SA TEXAS | 400000.0 | 371591.68 | CORP | Long | |
| 97717PAE4 | 97717PAE4 | WISDOMTREE INC | 850000.0 | 847450.0 | CORP | Long | |
| 222795502 | 222795502 | Cousins Properties Inc | 10769.0 | 220979.88 | CORP | Long | |
| 61772MAE9 | 61772MAE9 | Morgan Stanley Residential Mor | 81890.83 | 63612.55 | CORP | Long | |
| 67059TAF2 | 67059TAF2 | NUSTAR LOGISTICS LP | 157000.0 | 156602.01 | CORP | Long | |
| 29379VCB7 | 29379VCB7 | ENTERPRISE PRODUCTS OPER | 40000.0 | 27948.09 | CORP | Long | |
| 3138WJ6G8 | 3138WJ6G8 | Fannie Mae | 181550.32 | 168697.16 | USGSE | Long | |
| 693475105 | 693475105 | PNC Financial Services Group I | 8086.0 | 1083200.56 | CORP | Long | |
| 03740LAF9 | 03740LAF9 | AON CORP/AON GLOBAL HOLD | 755000.0 | 730346.68 | CORP | Long | |
| 12189LBH3 | 12189LBH3 | BURLINGTN NORTH SANTA FE | 15000.0 | 9709.7 | CORP | Long | |
| 042207AD2 | 042207AD2 | REPUBLIC OF ARMENIA | 400000.0 | 312791.6 | NUSS | Long | |
| 26885BAL4 | 26885BAL4 | EQM MIDSTREAM PARTNERS L | 620000.0 | 552579.28 | CORP | Long | |
| 000000000 | 000000000 | Sodexo SA | 17314.0 | 1854474.84 | CORP | Long | |
| 89231EAA1 | 89231EAA1 | Toyota Auto Loan Extended Note | 100000.0 | 95584.27 | CORP | Long | |
| 000000000 | 000000000 | NORTH MACEDONIA | 200000.0 | 208324.31 | NUSS | Long | |
| 3140XB5S5 | 3140XB5S5 | Fannie Mae | 142056.76 | 121081.85 | USGSE | Long | |
| 69327RAJ0 | 69327RAJ0 | PDC ENERGY INC | 660000.0 | 657739.5 | CORP | Long | |
| 3140L2PU1 | 3140L2PU1 | Fannie Mae | 51129.08 | 40413.91 | USGSE | Long | |
| 36179X2L9 | 36179X2L9 | Government National Mortgage A | 1819581.39 | 1806688.56 | USGA | Long | |
| 89788MAK8 | 89788MAK8 | TRUIST FINANCIAL CORP | 10000.0 | 9871.06 | CORP | Long | |
| 46639YAV9 | 46639YAV9 | JP Morgan Chase Commercial Mor | 125000.0 | 104375.0 | CORP | Long | |
| 126650DQ0 | 126650DQ0 | CVS HEALTH CORP | 20000.0 | 15820.21 | CORP | Long | |
| 91282CHT1 | 91282CHT1 | US TREASURY N/B | 5000.0 | 4809.77 | UST | Long | |
| 42330PAK3 | 42330PAK3 | HELIX ENERGY SOLUTIONS | 1679000.0 | 2515981.5 | CORP | Long | |
| 29364WBA5 | 29364WBA5 | ENTERGY LOUISIANA LLC | 90000.0 | 80445.05 | CORP | Long | |
| 126307BF3 | 126307BF3 | CSC HOLDINGS LLC | 945000.0 | 645220.39 | CORP | Long | |
| 88146M101 | 88146M101 | Terreno Realty Corp | 3999.0 | 228382.89 | CORP | Long | |
| 04364VAG8 | 04364VAG8 | ASCENT RESOURCES/ARU FIN | 235000.0 | 231928.2 | CORP | Long | |
| 36143L2B0 | 36143L2B0 | GA GLOBAL FUNDING TRUST | 365000.0 | 357567.14 | CORP | Long | |
| 36179WTZ1 | 36179WTZ1 | Government National Mortgage A | 106132.42 | 91894.37 | USGA | Long | |
| 879360105 | 879360105 | Teledyne Technologies Inc | 9622.0 | 3877281.12 | CORP | Long | |
| 875465106 | 875465106 | Tanger Inc | 6264.0 | 156349.44 | CORP | Long | |
| 47233JBH0 | 47233JBH0 | JEFFERIES FIN GROUP INC | 170000.0 | 154355.94 | CORP | Long | |
| 745867101 | 745867101 | PulteGroup Inc | 41553.0 | 3674116.26 | CORP | Long | |
| 12654AAA9 | 12654AAA9 | CNX MIDSTREAM PART LP | 190000.0 | 165933.9 | CORP | Long | |
| 168863DY1 | 168863DY1 | REPUBLIC OF CHILE | 865000.0 | 733102.21 | NUSS | Long | |
| 836205BB9 | 836205BB9 | REPUBLIC OF SOUTH AFRICA | 444000.0 | 322672.56 | NUSS | Long | |
| 824348BP0 | 824348BP0 | SHERWIN-WILLIAMS CO | 235000.0 | 145752.78 | CORP | Long | |
| 75524KPT5 | 75524KPT5 | CITIZENS BANK NA/RI | 790000.0 | 761991.97 | CORP | Long | |
| 019736AF4 | 019736AF4 | ALLISON TRANSMISSION INC | 1000000.0 | 968503.6 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 68.0 | 68891.48 | CORP | N/A | |
| 20030NBT7 | 20030NBT7 | COMCAST CORP | 552000.0 | 441939.37 | CORP | Long | |
| 620076307 | 620076307 | Motorola Solutions Inc | 12933.0 | 4175677.71 | CORP | Long | |
| 95040Q104 | 95040Q104 | Welltower Inc | 11274.0 | 1004513.4 | CORP | Long | |
| 6174468U6 | 6174468U6 | MORGAN STANLEY | 315000.0 | 241470.56 | CORP | Long | |
| 959802109 | 959802109 | Western Union Co/The | 236250.0 | 2747587.5 | CORP | Long | |
| 000000000 | 000000000 | Securitas AB | 214357.0 | 1927272.26 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | 7895.49 | CORP | N/A | |
| 12685JAG0 | 12685JAG0 | CABLE ONE INC | 2700000.0 | 2003130.0 | CORP | Long | |
| 14149Y108 | 14149Y108 | Cardinal Health Inc | 30081.0 | 3221073.48 | CORP | Long | |
| 3140XF5E7 | 3140XF5E7 | Fannie Mae | 899079.4 | 868801.55 | USGSE | Long | |
| 3132DVLD5 | 3132DVLD5 | Freddie Mac | 130288.97 | 111985.9 | USGSE | Long | |
| 78486QAF8 | 78486QAF8 | SVB FINANCIAL GROUP | 60000.0 | 37023.45 | CORP | Long | |
| 3132DVLK9 | 3132DVLK9 | Freddie Mac | 351838.28 | 289273.69 | USGSE | Long | |
| 87342RAG9 | 87342RAG9 | Taco Bell Funding, LLC | 461775.0 | 405471.7 | CORP | Long | |
| 226373AQ1 | 226373AQ1 | ENERGY TRANSFER LP | 41000.0 | 40310.18 | CORP | Long | |
| 46284VAE1 | 46284VAE1 | IRON MOUNTAIN INC | 510000.0 | 483824.1 | CORP | Long | |
| 31390A3G3 | 31390A3G3 | Fannie Mae | 83586.31 | 85789.7 | USGSE | Long | |
| 842400GG2 | 842400GG2 | SOUTHERN CAL EDISON | 355000.0 | 271288.48 | CORP | Long | |
| 902973304 | 902973304 | US Bancorp | 97600.0 | 3720512.0 | CORP | Long | |
| 06540AAD3 | 06540AAD3 | Bank | 250000.0 | 210655.78 | CORP | Long | |
| 26441CBX2 | 26441CBX2 | DUKE ENERGY CORP | 1610000.0 | 1591485.0 | CORP | Long | |
| 71844V201 | 71844V201 | Phillips Edison & Co Inc | 1525.0 | 53741.0 | CORP | Long | |
| 085209AJ3 | 085209AJ3 | GOVT OF BERMUDA | 800000.0 | 758800.0 | NUSS | Long | |
| 06675QAC7 | 06675QAC7 | BANQUE OUEST AFRICAINE D | 393000.0 | 321788.4 | NUSS | Long | |
| 00914AAG7 | 00914AAG7 | AIR LEASE CORP | 175000.0 | 149244.73 | CORP | Long | |
| 09247X101 | 09247X101 | BlackRock Inc | 5967.0 | 4482589.41 | CORP | Long | |
| 49326EEN9 | 49326EEN9 | KEYCORP | 2000.0 | 1733.21 | CORP | Long | |
| 3140X5TL7 | 3140X5TL7 | Fannie Mae | 9520.17 | 9052.03 | USGSE | Long | |
| 84860W300 | 84860W300 | Spirit Realty Capital Inc | 3118.0 | 128773.4 | CORP | Long | |
| 36257UAL1 | 36257UAL1 | GS Mortgage Securities Trust | 1280000.0 | 1103371.9 | CORP | Long | |
| 302130109 | 302130109 | Expeditors International of Wa | 25679.0 | 3090210.86 | CORP | Long | |
| 88033GDM9 | 88033GDM9 | TENET HEALTHCARE CORP | 235000.0 | 210765.44 | CORP | Long | |
| 3140QEZW5 | 3140QEZW5 | Fannie Mae | 572042.16 | 512708.97 | USGSE | Long | |
| 38141GYG3 | 38141GYG3 | GOLDMAN SACHS GROUP INC | 638000.0 | 568506.74 | CORP | Long | |
| 000000000 | 000000000 | Sberbank of Russia PJSC | 52870.0 | 0.0 | CORP | Long | |
| 74340W103 | 74340W103 | Prologis Inc | 23039.0 | 2647872.27 | CORP | Long | |
| 043436AV6 | 043436AV6 | ASBURY AUTOMOTIVE GROUP | 230000.0 | 206335.02 | CORP | Long | |
| 40434L105 | 40434L105 | HP Inc | 121038.0 | 3551254.92 | CORP | Long | |
| 842400GR8 | 842400GR8 | SOUTHERN CAL EDISON | 165000.0 | 141324.27 | CORP | Long | |
| 651639AY2 | 651639AY2 | NEWMONT CORP | 150000.0 | 124401.35 | CORP | Long | |
| 281020107 | 281020107 | Edison International | 57211.0 | 3832564.89 | CORP | Long | |
| 335934AU9 | 335934AU9 | FIRST QUANTUM MINERALS L | 425000.0 | 344250.0 | CORP | Long | |
| 693475BH7 | 693475BH7 | PNC FINANCIAL SERVICES | 345000.0 | 342869.28 | CORP | Long | |
| 677050AQ9 | 677050AQ9 | OGLETHORPE POWER CORP | 520000.0 | 363420.04 | CORP | Long | |
| 3132DVKS3 | 3132DVKS3 | Freddie Mac | 19956.2 | 19017.77 | USGSE | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 107.0 | 83447.16 | CORP | N/A | |
| 36179WVV7 | 36179WVV7 | Government National Mortgage A | 155492.88 | 134527.45 | USGA | Long | |
| 251526CU1 | 251526CU1 | DEUTSCHE BANK NY | 180000.0 | 183433.34 | CORP | Long | |
| 3140QFSY6 | 3140QFSY6 | Fannie Mae | 372058.94 | 301515.04 | USGSE | Long | |
| 912810TV0 | 912810TV0 | US TREASURY N/B | 4105000.0 | 4267917.19 | UST | Long | |
| 61747YFA8 | 61747YFA8 | MORGAN STANLEY | 15000.0 | 14770.18 | CORP | Long | |
| 126307BK2 | 126307BK2 | CSC HOLDINGS LLC | 700000.0 | 391741.0 | CORP | Long | |
| 72147KAJ7 | 72147KAJ7 | PILGRIM'S PRIDE CORP | 320000.0 | 277407.46 | CORP | Long | |
| 00914AAJ1 | 00914AAJ1 | AIR LEASE CORP | 560000.0 | 527126.6 | CORP | Long | |
| 000000000 | 000000000 | Danone SA | 37815.0 | 2427301.17 | CORP | Long | |
| 44107P104 | 44107P104 | Host Hotels & Resorts Inc | 25640.0 | 447930.8 | CORP | Long | |
| 91282CJF9 | 91282CJF9 | US TREASURY N/B | 15145000.0 | 15518892.19 | UST | Long | |
| 89173FAA8 | 89173FAA8 | Towd Point Mortgage Trust | 1490.11 | 1478.15 | CORP | Long | |
| 06237MAA1 | 06237MAA1 | BANK GOSPODARSTWA KRAJOW | 300000.0 | 293268.9 | USGA | Long | |
| 73179PAM8 | 73179PAM8 | AVIENT CORP | 312000.0 | 311156.88 | CORP | Long | |
| 04686JAD3 | 04686JAD3 | ATHENE HOLDING LTD | 705000.0 | 493420.55 | CORP | Long | |
| 278642103 | 278642103 | eBay Inc | 33537.0 | 1375352.37 | CORP | Long | |
| 71677KAB4 | 71677KAB4 | PETSMART INC/PETSMART FI | 755000.0 | 712338.88 | CORP | Long | |
| 260003108 | 260003108 | Dover Corp | 28927.0 | 4083335.32 | CORP | Long | |
| 778296103 | 778296103 | Ross Stores Inc | 25792.0 | 3362760.96 | CORP | Long | |
| 91739VAA6 | 91739VAA6 | USI INC/NY | 758000.0 | 752868.34 | CORP | Long | |
| 50220MAA8 | 50220MAA8 | LSF9 ATL HLDG/VICTRA FIN | 289000.0 | 271041.77 | CORP | Long | |
| 29379VCA9 | 29379VCA9 | ENTERPRISE PRODUCTS OPER | 695000.0 | 473013.04 | CORP | Long | |
| 654106103 | 654106103 | NIKE Inc | 27199.0 | 2999233.73 | CORP | Long | |
| 911363AM1 | 911363AM1 | UNITED RENTALS NORTH AM | 411000.0 | 358258.43 | CORP | Long | |
| 46641YAQ6 | 46641YAQ6 | JP Morgan Mortgage Trust | 42372.46 | 37111.54 | CORP | Long | |
| 3140J7L94 | 3140J7L94 | Fannie Mae | 79793.7 | 76410.87 | USGSE | Long | |
| 462222AB6 | 462222AB6 | IONIS PHARMACEUTICALS IN | 1763000.0 | 1702396.88 | CORP | Long | |
| 58155Q103 | 58155Q103 | McKesson Corp | 4811.0 | 2263864.16 | CORP | Long | |
| 785712AG5 | 785712AG5 | SABLE INTL FINANCE LTD | 200000.0 | 184042.52 | CORP | Long | |
| 49327M3F9 | 49327M3F9 | KEY BANK NA | 30000.0 | 29028.13 | CORP | Long | |
| 30231G102 | 30231G102 | Exxon Mobil Corp | 63012.0 | 6473852.88 | CORP | Long | |
| 758849103 | 758849103 | Regency Centers Corp | 3516.0 | 220734.48 | CORP | Long | |
| 25159XAC7 | 25159XAC7 | DEVELOPMENT BANK OF KAZA | 200000000.0 | 382009.14 | CORP | Long | |
| 3140XCB80 | 3140XCB80 | Fannie Mae | 49333.8 | 40240.53 | USGSE | Long | |
| 853496AH0 | 853496AH0 | STANDARD INDUSTRIES INC | 525000.0 | 431527.74 | CORP | Long | |
| 56844YAA5 | 56844YAA5 | Signal Peak CLO, LLC | 212743.49 | 212640.52 | CORP | Long | |
| 00253XAB7 | 00253XAB7 | AMERICAN AIRLINES/AADVAN | 152605.0 | 146301.54 | CORP | Long | |
| 74460D109 | 74460D109 | Public Storage | 3391.0 | 877455.16 | CORP | Long | |
| 949746804 | 949746804 | WELLS FARGO & COMPANY | 1403.0 | 1568554.0 | CORP | Long | |
| 81745QCB6 | 81745QCB6 | Sequoia Mortgage Trust | 18076.78 | 16943.95 | CORP | Long | |
| 29336EAA1 | 29336EAA1 | ENN ENERGY HOLDINGS LTD | 200000.0 | 195895.26 | CORP | Long | |
| 845467AR0 | 845467AR0 | SOUTHWESTERN ENERGY CO | 55000.0 | 52377.31 | CORP | Long | |
| 49456BAX9 | 49456BAX9 | KINDER MORGAN INC | 85000.0 | 81435.54 | CORP | Long | |
| 31418AK31 | 31418AK31 | Fannie Mae | 326224.89 | 297518.27 | USGSE | Long | |
| 3140XNDB7 | 3140XNDB7 | FANNIE MAE | 76000.0 | 74323.97 | USGSE | Long | |
| 25461LAA0 | 25461LAA0 | DIRECTV FIN LLC/COINC | 340000.0 | 306287.71 | CORP | Long | |
| 431318AV6 | 431318AV6 | HILCORP ENERGY I/HILCORP | 55000.0 | 50979.27 | CORP | Long | |
| 64110Y108 | 64110Y108 | NET Lease Office Properties | 73.0 | 1193.55 | CORP | Long | |
| 81180WBH3 | 81180WBH3 | SEAGATE HDD CAYMAN | 150000.0 | 159428.4 | CORP | Long | |
| 226373AR9 | 226373AR9 | ENERGY TRANSFER LP | 299000.0 | 294803.54 | CORP | Long | |
| 456829AA8 | 456829AA8 | INFRAESTRUCTURA ENERGETI | 480000.0 | 443118.67 | CORP | Long | |
| 22822VAW1 | 22822VAW1 | CROWN CASTLE INC | 465000.0 | 365565.47 | CORP | Long | |
| 90932PAA6 | 90932PAA6 | UNITED AIR 2014-1 A PTT | 37453.9 | 35314.35 | CORP | Long | |
| 87264ABD6 | 87264ABD6 | T-MOBILE USA INC | 130000.0 | 123987.99 | CORP | Long | |
| 25278XAT6 | 25278XAT6 | DIAMONDBACK ENERGY INC | 69000.0 | 52106.05 | CORP | Long | |
| 35906ABF4 | 35906ABF4 | FRONTIER COMMUNICATIONS | 35000.0 | 31432.23 | CORP | Long | |
| 74166MAC0 | 74166MAC0 | PRIME SECSRVC BRW/FINANC | 713000.0 | 705738.88 | CORP | Long | |
| 96350RAA2 | 96350RAA2 | WHITE CAP BUYER LLC | 455000.0 | 415541.4 | CORP | Long | |
| 91159HJL5 | 91159HJL5 | US BANCORP | 10000.0 | 9161.36 | CORP | Long | |
| 629377CG5 | 629377CG5 | NRG ENERGY INC | 1535000.0 | 1878072.5 | CORP | Long | |
| 720190206 | 720190206 | Piedmont Office Realty Trust I | 16745.0 | 104153.9 | CORP | Long | |
| 17888HAC7 | 17888HAC7 | CIVITAS RESOURCES INC | 265000.0 | 274715.7 | CORP | Long | |
| 733174AL0 | 733174AL0 | POPULAR INC | 10000.0 | 10017.75 | CORP | Long | |
| 446150BC7 | 446150BC7 | HUNTINGTON BANCSHARES | 300000.0 | 300653.91 | CORP | Long | |
| 775631AD6 | 775631AD6 | ROLLER BEARING CO OF AME | 255000.0 | 229321.22 | CORP | Long | |
| 431318AY0 | 431318AY0 | HILCORP ENERGY I/HILCORP | 400000.0 | 373425.0 | CORP | Long | |
| 6174468X0 | 6174468X0 | MORGAN STANLEY | 15000.0 | 11533.34 | CORP | Long | |
| 251526CS6 | 251526CS6 | DEUTSCHE BANK NY | 150000.0 | 152735.42 | CORP | Long | |
| 000000000 | 000000000 | REPUBLIC OF GABON | 200000.0 | 157120.0 | NUSS | Long | |
| 29273VAQ3 | 29273VAQ3 | ENERGY TRANSFER LP | 3000.0 | 2989.45 | CORP | Long | |
| 16412EAA5 | 16412EAA5 | CHEPLAPHARM ARZNEIMITTEL | 605000.0 | 561469.1 | CORP | Long | |
| 000000000 | 000000000 | IVORY COAST | 400000.0 | 354398.18 | NUSS | Long | |
| 92343VGH1 | 92343VGH1 | VERIZON COMMUNICATIONS | 200000.0 | 177213.78 | CORP | Long | |
| 3140XBGV6 | 3140XBGV6 | Fannie Mae | 815237.83 | 633414.36 | USGSE | Long | |
| 00774MAL9 | 00774MAL9 | AERCAP IRELAND CAP/GLOBA | 645000.0 | 627224.25 | CORP | Long | |
| 784117103 | 784117103 | SEI Investments Co | 31969.0 | 1875621.23 | CORP | Long | |
| 431318AZ7 | 431318AZ7 | HILCORP ENERGY I/HILCORP | 213000.0 | 196860.27 | CORP | Long | |
| 17275R102 | 17275R102 | Cisco Systems Inc | 156980.0 | 7594692.4 | CORP | Long | |
| 038222105 | 038222105 | Applied Materials Inc | 18597.0 | 2785458.66 | CORP | Long | |
| 3140QQDG7 | 3140QQDG7 | Fannie Mae | 199251.77 | 174869.67 | USGSE | Long | |
| 718172109 | 718172109 | Philip Morris International In | 47393.0 | 4424610.48 | CORP | Long | |
| 02005N100 | 02005N100 | Ally Financial Inc | 54034.0 | 1578873.48 | CORP | Long | |
| 26614N102 | 26614N102 | DuPont de Nemours Inc | 53477.0 | 3825744.58 | CORP | Long | |
| 29472R108 | 29472R108 | Equity LifeStyle Properties In | 3121.0 | 221903.1 | CORP | Long | |
| 00206RKJ0 | 00206RKJ0 | AT&T INC | 735000.0 | 489729.69 | CORP | Long | |
| 76131N101 | 76131N101 | Retail Opportunity Investments | 22984.0 | 295804.08 | CORP | Long | |
| 65339KBK5 | 65339KBK5 | NEXTERA ENERGY CAPITAL | 55000.0 | 49184.43 | CORP | Long | |
| 3132ADXY9 | 3132ADXY9 | Freddie Mac | 80890.25 | 76910.2 | USGSE | Long | |
| 00287YBV0 | 00287YBV0 | ABBVIE INC | 190000.0 | 179893.67 | CORP | Long | |
| 31418EV98 | 31418EV98 | Fannie Mae | 871546.37 | 874130.5 | USGSE | Long | |
| 161175BY9 | 161175BY9 | CHARTER COMM OPT LLC/CAP | 440000.0 | 262944.66 | CORP | Long | |
| 455780DN3 | 455780DN3 | REPUBLIC OF INDONESIA | 400000.0 | 386103.24 | NUSS | Long | |
| 04364VAU7 | 04364VAU7 | ASCENT RESOURCES/ARU FIN | 485000.0 | 446085.59 | CORP | Long | |
| 283678209 | 283678209 | EL PASO ENERGY CAP TRST | 47703.0 | 2222959.8 | CORP | Long | |
| 000000000 | 000000000 | IVORY COAST | 200000.0 | 173041.89 | NUSS | Long | |
| 23110AAA4 | 23110AAA4 | CUMULUS MEDIA NEW HLDGS | 403000.0 | 268393.97 | CORP | Long | |
| 76174LAA1 | 76174LAA1 | PACTIV EVERGREEN GROUP | 135000.0 | 123652.58 | CORP | Long | |
| 36467J108 | 36467J108 | Gaming and Leisure Properties | 11154.0 | 521226.42 | CORP | Long | |
| 89788MAE2 | 89788MAE2 | TRUIST FINANCIAL CORP | 75000.0 | 62879.01 | CORP | Long | |
| 3140XAA85 | 3140XAA85 | Fannie Mae | 253331.53 | 222651.92 | USGSE | Long | |
| 31418EHJ2 | 31418EHJ2 | Fannie Mae | 153406.77 | 139332.6 | USGSE | Long | |
| 36321PAD2 | 36321PAD2 | GALAXY PIPELINE ASSETS | 751754.39 | 637111.54 | CORP | Long | |
| 049560AW5 | 049560AW5 | ATMOS ENERGY CORP | 200000.0 | 125564.36 | CORP | Long | |
| 45867GAD3 | 45867GAD3 | INTERDIGITAL INC | 2662000.0 | 3658652.8 | CORP | Long | |
| 14856HAA6 | 14856HAA6 | CASTLELAKE AVIATION FIN | 505000.0 | 465203.27 | CORP | Long | |
| 58933Y105 | 58933Y105 | Merck & Co Inc | 89014.0 | 9122154.72 | CORP | Long | |
| 37185LAL6 | 37185LAL6 | GENESIS ENERGY LP/FIN | 275000.0 | 271905.1 | CORP | Long | |
| 3132DVKR5 | 3132DVKR5 | Freddie Mac | 448834.49 | 401313.11 | USGSE | Long | |
| 867892101 | 867892101 | Sunstone Hotel Investors Inc | 2581.0 | 25500.28 | CORP | Long | |
| 3132DWHG1 | 3132DWHG1 | Freddie Mac | 357702.94 | 352506.7 | USGSE | Long | |
| 05968CAC6 | 05968CAC6 | BANCO LATINOAMERICANO SA | 250000.0 | 232997.5 | NUSS | Long | |
| 31418DSJ2 | 31418DSJ2 | Fannie Mae | 80451.09 | 65652.82 | USGSE | Long | |
| 3140XDPP5 | 3140XDPP5 | Fannie Mae | 134790.82 | 127928.03 | USGSE | Long | |
| 46429B671 | 46429B671 | iShares MSCI China ETF | 141772.0 | 6050828.96 | RF | Long | |
| 11135F101 | 11135F101 | Broadcom Inc | 6614.0 | 6122778.22 | CORP | Long | |
| 3132DNEW9 | 3132DNEW9 | Freddie Mac | 21836.75 | 19225.97 | USGSE | Long | |
| 482480100 | 482480100 | KLA Corp | 6047.0 | 3293317.14 | CORP | Long | |
| 12592TAA3 | 12592TAA3 | COMM Mortgage Trust | 500000.0 | 474798.65 | CORP | Long | |
| 097751BZ3 | 097751BZ3 | BOMBARDIER INC | 211000.0 | 209245.94 | CORP | Long | |
| 892725AS1 | 892725AS1 | Trafigura Securitisation Finan | 550000.0 | 525863.8 | CORP | Long | |
| 46647PBX3 | 46647PBX3 | JPMORGAN CHASE & CO | 140000.0 | 110104.79 | CORP | Long | |
| 893830BL2 | 893830BL2 | TRANSOCEAN INC | 351000.0 | 336336.98 | CORP | Long | |
| 16115QAE0 | 16115QAE0 | CHART INDUSTRIES INC | 725000.0 | 1624000.0 | CORP | Long | |
| 071813109 | 071813109 | Baxter International Inc | 103200.0 | 3723456.0 | CORP | Long | |
| 46648KAU0 | 46648KAU0 | JPMDB Commercial Mortgage Secu | 350000.0 | 316888.57 | CORP | Long | |
| 12597YAA7 | 12597YAA7 | CP ATLAS BUYER INC | 190000.0 | 155800.0 | CORP | Long | |
| 92343VFU3 | 92343VFU3 | VERIZON COMMUNICATIONS | 195000.0 | 123538.41 | CORP | Long | |
| 03784Y200 | 03784Y200 | Apple Hospitality REIT Inc | 25312.0 | 421951.04 | CORP | Long | |
| 3132DQPF7 | 3132DQPF7 | Freddie Mac | 285116.21 | 274849.09 | USGSE | Long | |
| 3140J7RS6 | 3140J7RS6 | Fannie Mae | 208728.35 | 211874.95 | USGSE | Long | |
| 23918KAS7 | 23918KAS7 | DAVITA INC | 155000.0 | 131127.64 | CORP | Long | |
| 61747YEX9 | 61747YEX9 | MORGAN STANLEY | 155000.0 | 156294.5 | CORP | Long | |
| 501797AL8 | 501797AL8 | BATH & BODY WORKS INC | 580000.0 | 549155.08 | CORP | Long | |
| 90932LAH0 | 90932LAH0 | UNITED AIRLINES INC | 235000.0 | 209939.51 | CORP | Long | |
| 00287Y109 | 00287Y109 | AbbVie Inc | 35501.0 | 5054987.39 | CORP | Long | |
| 07330MAC1 | 07330MAC1 | TRUIST BANK | 533000.0 | 488793.03 | CORP | Long | |
| 91159HJB7 | 91159HJB7 | US BANCORP | 65000.0 | 48009.83 | CORP | Long | |
| 256677105 | 256677105 | Dollar General Corp | 30538.0 | 4004142.56 | CORP | Long | |
| 031162DQ0 | 031162DQ0 | AMGEN INC | 10000.0 | 10054.07 | CORP | Long | |
| 253868103 | 253868103 | Digital Realty Trust Inc | 4134.0 | 573716.52 | CORP | Long | |
| 31620R303 | 31620R303 | Fidelity National Financial In | 49461.0 | 2217831.24 | CORP | Long | |
| 29977A105 | 29977A105 | Evercore Inc | 6108.0 | 901235.4 | CORP | Long | |
| 695114CZ9 | 695114CZ9 | PACIFICORP | 5000.0 | 4242.11 | CORP | Long | |
| 31418DV33 | 31418DV33 | Fannie Mae | 45184.07 | 38743.78 | USGSE | Long | |
| 68389XBX2 | 68389XBX2 | ORACLE CORP | 528000.0 | 369019.62 | CORP | Long | |
| 072024PY2 | 072024PY2 | BAY AREA CA TOLL AUTH TOLL BRI | 185000.0 | 217006.85 | MUN | Long | |
| 31418DXK3 | 31418DXK3 | Fannie Mae | 479339.6 | 374654.13 | USGSE | Long | |
| 3132DNVR1 | 3132DNVR1 | Freddie Mac | 437994.71 | 399285.61 | USGSE | Long | |
| 87165B103 | 87165B103 | Synchrony Financial | 79369.0 | 2568380.84 | CORP | Long | |
| 3140X6Q38 | 3140X6Q38 | Fannie Mae | 40028.01 | 36578.44 | USGSE | Long | |
| 3132D6CX6 | 3132D6CX6 | Freddie Mac | 437788.73 | 427364.45 | USGSE | Long | |
| 26884U109 | 26884U109 | EPR Properties | 2740.0 | 122258.8 | CORP | Long | |
| 25265LAA8 | 25265LAA8 | Diamond Infrastructure Funding | 250000.0 | 217624.4 | CORP | Long | |
| 90932LAG2 | 90932LAG2 | UNITED AIRLINES INC | 195000.0 | 185561.34 | CORP | Long | |
| 55903VBC6 | 55903VBC6 | WARNERMEDIA HOLDINGS INC | 20000.0 | 17649.41 | CORP | Long | |
| 059490AB8 | 059490AB8 | BANCO CONTINENTAL S.A.E. | 400000.0 | 369276.36 | CORP | Long | |
| 695127AF7 | 695127AF7 | PACIRA PHARMACEUTICALS | 2265000.0 | 2056903.13 | CORP | Long | |
| 493267108 | 493267108 | KeyCorp | 293102.0 | 3631533.78 | CORP | Long | |
| 1248EPCN1 | 1248EPCN1 | CCO HLDGS LLC/CAP CORP | 150000.0 | 123655.76 | CORP | Long | |
| 11135FBL4 | 11135FBL4 | BROADCOM INC | 742000.0 | 617245.24 | CORP | Long | |
| 06540BBD0 | 06540BBD0 | Bank | 725000.0 | 618526.94 | CORP | Long | |
| 857477BX0 | 857477BX0 | STATE STREET CORP | 15000.0 | 15051.94 | CORP | Long | |
| 36179SSW8 | 36179SSW8 | Government National Mortgage A | 10839.29 | 11367.71 | USGA | Long | |
| 389286AA3 | 389286AA3 | GRAY ESCROW II INC | 405000.0 | 289100.91 | CORP | Long | |
| 05369AAK7 | 05369AAK7 | AVIATION CAPITAL GROUP | 830000.0 | 757354.91 | CORP | Long | |
| 460690100 | 460690100 | Interpublic Group of Cos Inc/T | 20887.0 | 642066.38 | CORP | Long | |
| 36258RBA0 | 36258RBA0 | GS Mortgage Securities Trust | 250000.0 | 203467.45 | CORP | Long | |
| 3132D9QC1 | 3132D9QC1 | Freddie Mac | 444213.36 | 376187.33 | USGSE | Long | |
| 131347CQ7 | 131347CQ7 | CALPINE CORP | 550000.0 | 486915.61 | CORP | Long | |
| 833636AN3 | 833636AN3 | SOCIEDAD QUIMICA Y MINER | 200000.0 | 200914.94 | CORP | Long | |
| 25470XBF1 | 25470XBF1 | DISH DBS CORP | 490000.0 | 363854.3 | CORP | Long | |
| 92564RAL9 | 92564RAL9 | VICI PROPERTIES / NOTE | 225000.0 | 200521.13 | CORP | Long | |
| 3140QGM61 | 3140QGM61 | Fannie Mae | 254421.2 | 210118.96 | USGSE | Long | |
| 35908MAA8 | 35908MAA8 | FRONTIER COMMUNICATIONS | 110000.0 | 88206.23 | CORP | Long | |
| 3132DNCD3 | 3132DNCD3 | Freddie Mac | 25665.34 | 22633.97 | USGSE | Long | |
| 866082AA8 | 866082AA8 | SUMMIT HOTEL PROPERTIES | 2030000.0 | 1717380.0 | CORP | Long | |
| 3140X6MU2 | 3140X6MU2 | Fannie Mae | 82266.18 | 76390.64 | USGSE | Long | |
| 780153BG6 | 780153BG6 | ROYAL CARIBBEAN CRUISES | 724000.0 | 692266.14 | CORP | Long | |
| 3140XFU74 | 3140XFU74 | Fannie Mae | 1423225.8 | 1160601.5 | USGSE | Long | |
| 345397ZW6 | 345397ZW6 | FORD MOTOR CREDIT CO LLC | 750000.0 | 713657.4 | CORP | Long | |
| 25714PEP9 | 25714PEP9 | DOMINICAN REPUBLIC | 200000.0 | 189624.28 | NUSS | Long | |
| 38378WRW5 | 38378WRW5 | Government National Mortgage A | 450000.0 | 397613.61 | USGA | Long | |
| 472319AM4 | 472319AM4 | JEFFERIES FIN GROUP INC | 70000.0 | 70384.66 | CORP | Long | |
| 29250NBZ7 | 29250NBZ7 | ENBRIDGE INC | 225000.0 | 246210.89 | CORP | Long | |
| 000000000 | 000000000 | NOTA DO TESOURO NACIONAL | 2100000.0 | 406146.38 | NUSS | Long | |
| 000000000 | 000000000 | Westpac Securitisation Trust | 690248.11 | 457078.23 | CORP | Long | |
| 512807108 | 512807108 | Lam Research Corp | 6005.0 | 4299099.6 | CORP | Long | |
| 3140QED41 | 3140QED41 | Fannie Mae | 62005.45 | 52756.36 | USGSE | Long | |
| 31418EGF1 | 31418EGF1 | Fannie Mae | 484489.46 | 447091.48 | USGSE | Long | |
| 12513GBG3 | 12513GBG3 | CDW LLC/CDW FINANCE | 30000.0 | 27496.24 | CORP | Long | |
| 404119BR9 | 404119BR9 | HCA INC | 4000.0 | 3977.67 | CORP | Long | |
| 12532BAD9 | 12532BAD9 | CFCRE Commercial Mortgage Trus | 100000.0 | 93549.5 | CORP | Long | |
| 3133KPZH4 | 3133KPZH4 | Freddie Mac | 291479.29 | 289408.94 | USGSE | Long | |
| 039483102 | 039483102 | Archer-Daniels-Midland Co | 51800.0 | 3819214.0 | CORP | Long | |
| 06541WBB7 | 06541WBB7 | Bank | 95000.0 | 82485.78 | CORP | Long | |
| 064058AH3 | 064058AH3 | BANK OF NY MELLON CORP | 305000.0 | 298194.78 | CORP | Long | |
| 457985AM1 | 457985AM1 | INTEGRA LIFESCIENCES HLD | 2277000.0 | 2090286.0 | CORP | Long | |
| 87612BBG6 | 87612BBG6 | TARGA RESOURCES PARTNERS | 740000.0 | 719239.3 | CORP | Long | |
| 000000000 | 000000000 | REPUBLIC OF ALBANIA | 320000.0 | 295636.6 | NUSS | Long | |
| 91159HJH4 | 91159HJH4 | US BANCORP | 59000.0 | 58802.82 | CORP | Long | |
| 30225T102 | 30225T102 | Extra Space Storage Inc | 3458.0 | 450127.86 | CORP | Long | |
| 855244109 | 855244109 | Starbucks Corp | 21056.0 | 2090860.8 | CORP | Long | |
| 92858RAB6 | 92858RAB6 | VMED O2 UK FINAN | 605000.0 | 517296.54 | CORP | Long | |
| 195325EM3 | 195325EM3 | REPUBLIC OF COLOMBIA | 200000.0 | 213087.62 | NUSS | Long | |
| 20903XAF0 | 20903XAF0 | CONSOLIDATED COMMUNICATI | 390000.0 | 322725.0 | CORP | Long | |
| 00206RML3 | 00206RML3 | AT&T INC | 215000.0 | 198797.69 | CORP | Long | |
| 070830104 | 070830104 | Bath & Body Works Inc | 77977.0 | 2543609.74 | CORP | Long | |
| 83613HAA5 | 83613HAA5 | Sound Point CLO LTD | 500000.0 | 499369.0 | CORP | Long | |
| 174610AR6 | 174610AR6 | CITIZENS FINANCIAL GROUP | 345000.0 | 314949.95 | CORP | Long | |
| 3140QCBM7 | 3140QCBM7 | Fannie Mae | 255834.81 | 220742.33 | USGSE | Long | |
| 04685A3C3 | 04685A3C3 | ATHENE GLOBAL FUNDING | 55000.0 | 46047.3 | CORP | Long | |
| 3137FYEU6 | 3137FYEU6 | Freddie Mac | 193864.28 | 167377.05 | USGSE | Long | |
| 000000000 | 000000000 | REPUBLIC OF PARAGUAY | 800000.0 | 672726.88 | NUSS | Long | |
| 826917106 | 826917106 | SIGA Technologies Inc | 149771.0 | 813256.53 | CORP | Long | |
| 44928XAY0 | 44928XAY0 | ICG US CLO Ltd | 250000.0 | 247195.25 | CORP | Long | |
| 29476L107 | 29476L107 | Equity Residential | 74591.0 | 4239752.44 | CORP | Long | |
| 086516101 | 086516101 | Best Buy Co Inc | 43799.0 | 3107101.06 | CORP | Long | |
| 01F0406C6 | 01F0406C6 | Fannie Mae or Freddie Mac | 150000.0 | 136168.95 | USGSE | Long | |
| 3140X9XJ9 | 3140X9XJ9 | Fannie Mae | 622347.53 | 631738.32 | USGSE | Long | |
| 87264ADC6 | 87264ADC6 | T-MOBILE USA INC | 180000.0 | 183383.03 | CORP | Long | |
| 539830109 | 539830109 | Lockheed Martin Corp | 2244.0 | 1004795.88 | CORP | Long | |
| 516806AH9 | 516806AH9 | VITAL ENERGY INC | 325000.0 | 298204.14 | CORP | Long | |
| 3133BMRK3 | 3133BMRK3 | Freddie Mac | 395335.06 | 397257.57 | USGSE | Long | |
| 700517105 | 700517105 | Park Hotels & Resorts Inc | 8702.0 | 129050.66 | CORP | Long | |
| 08163LAG4 | 08163LAG4 | BENCHMARK Mortgage Trust | 500000.0 | 386618.95 | CORP | Long | |
| 78486QAL5 | 78486QAL5 | SVB FINANCIAL GROUP | 51000.0 | 31638.01 | CORP | Long | |
| 88146LAA1 | 88146LAA1 | CMG MEDIA CORPORATION | 550000.0 | 440525.25 | CORP | Long | |
| 78486QAJ0 | 78486QAJ0 | SVB FINANCIAL GROUP | 680000.0 | 11110.79 | CORP | Long | |
| 516806AJ5 | 516806AJ5 | VITAL ENERGY INC | 120000.0 | 120356.4 | CORP | Long | |
| 76169C100 | 76169C100 | REXFORD INDUSTRIAL REALTY INC | 8788.0 | 432545.36 | CORP | Long | |
| 000000000 | 000000000 | BABCOCK INTL GROUP PLC | 200000.0 | 196679.98 | CORP | Long | |
| 13123XBD3 | 13123XBD3 | CALLON PETROLEUM | 470000.0 | 476964.46 | CORP | Long | |
| 3140XA4E9 | 3140XA4E9 | Fannie Mae | 153620.31 | 140011.72 | USGSE | Long | |
| 58463J304 | 58463J304 | Medical Properties Trust Inc | 2004.0 | 9719.4 | CORP | Long | |
| 695114CY2 | 695114CY2 | PACIFICORP | 425000.0 | 242042.52 | CORP | Long | |
| 925650AC7 | 925650AC7 | VICI PROPERTIES LP | 230000.0 | 214053.23 | CORP | Long | |
| 03740LAB8 | 03740LAB8 | AON CORP/AON GLOBAL HOLD | 370000.0 | 227199.06 | CORP | Long | |
| 3132DPNP9 | 3132DPNP9 | Freddie Mac | 363212.1 | 368408.87 | USGSE | Long | |
| 316773DJ6 | 316773DJ6 | FIFTH THIRD BANCORP | 300000.0 | 301983.57 | CORP | Long | |
| 12592LBL5 | 12592LBL5 | COMM Mortgage Trust | 345000.0 | 331546.38 | CORP | Long | |
| 3140X3BE7 | 3140X3BE7 | Fannie Mae | 581127.01 | 568590.01 | USGSE | Long | |
| 3140Q8J48 | 3140Q8J48 | Fannie Mae | 46190.23 | 41377.18 | USGSE | Long | |
| 12515BAE8 | 12515BAE8 | CD Commercial Mortgage Trust | 250000.0 | 210513.15 | CORP | Long | |
| 3140N0WW1 | 3140N0WW1 | Fannie Mae | 143441.66 | 134397.32 | USGSE | Long | |
| 03835VAJ5 | 03835VAJ5 | APTIV PLC | 817000.0 | 492532.21 | CORP | Long | |
| 000000000 | 000000000 | JPMorgan Chase Bank, National Association | 1.0 | -642.25 | CORP | N/A | |
| 000000000 | 000000000 | Publicis Groupe SA | 9428.0 | 796155.29 | CORP | Long | |
| 000000000 | 000000000 | Kering SA | 1868.0 | 800517.3 | CORP | Long | |
| 31418EU81 | 31418EU81 | Fannie Mae | 991178.8 | 954391.1 | USGSE | Long | |
| 837151NP0 | 837151NP0 | SOUTH CAROLINA ST PUBLIC SVC A | 60000.0 | 52662.0 | MUN | Long | |
| 133131102 | 133131102 | Camden Property Trust | 3437.0 | 310223.62 | CORP | Long | |
| 25381XAE3 | 25381XAE3 | DIG INTL FIN/DIG INTL | 400000.0 | 368660.0 | CORP | Long | |
| 594918104 | 594918104 | Microsoft Corp | 61018.0 | 23120330.38 | CORP | Long | |
| 88732JAN8 | 88732JAN8 | TIME WARNER CABLE LLC | 170000.0 | 170191.42 | CORP | Long | |
| 3140XHTB3 | 3140XHTB3 | Fannie Mae | 116327.02 | 106371.85 | USGSE | Long | |
| 103304BV2 | 103304BV2 | BOYD GAMING CORP | 135000.0 | 119575.04 | CORP | Long | |
| 3132DPXE3 | 3132DPXE3 | Freddie Mac | 307689.3 | 305503.54 | USGSE | Long | |
| 36252HAD3 | 36252HAD3 | GS Mortgage Securities Trust | 350000.0 | 320367.25 | CORP | Long | |
| 000000000 | 000000000 | Nestle SA | 19753.0 | 2241019.24 | CORP | Long | |
| 12543DBK5 | 12543DBK5 | CHS/COMMUNITY HEALTH SYS | 325000.0 | 238777.5 | CORP | Long | |
| 36260JAD9 | 36260JAD9 | GS Mortgage Securities Trust | 580000.0 | 516082.38 | CORP | Long | |
| 040114HS2 | 040114HS2 | REPUBLIC OF ARGENTINA | 87300.0 | 32702.27 | NUSS | Long | |
| 68218J202 | 68218J202 | Omniab Inc/old | 363.0 | 0.0 | CORP | Long | |
| 66977WAT6 | 66977WAT6 | NOVA CHEMICALS CORP | 65000.0 | 67226.25 | CORP | Long | |
| 666807102 | 666807102 | Northrop Grumman Corp | 8250.0 | 3920070.0 | CORP | Long | |
| 02156LAH4 | 02156LAH4 | ALTICE FRANCE SA | 600000.0 | 433639.44 | CORP | Long | |
| 925652109 | 925652109 | VICI Properties Inc | 30934.0 | 924617.26 | CORP | Long | |
| 694308JN8 | 694308JN8 | PACIFIC GAS & ELECTRIC | 43000.0 | 34267.25 | CORP | Long | |
| 21987DAE4 | 21987DAE4 | CORP FINANCIERA DE DESAR | 400000.0 | 348642.0 | NUSS | Long | |
| 81211KBA7 | 81211KBA7 | SEALED AIR CORP | 350000.0 | 326561.76 | CORP | Long | |
| 694308JF5 | 694308JF5 | PACIFIC GAS & ELECTRIC | 30000.0 | 26481.17 | CORP | Long | |
| 71568PAC3 | 71568PAC3 | PERUSAHAAN LISTRIK NEGAR | 200000.0 | 192141.0 | CORP | Long | |
| 89832Q109 | 89832Q109 | Truist Financial Corp | 120800.0 | 3882512.0 | CORP | Long | |
| 00206R102 | 00206R102 | AT&T Inc | 81570.0 | 1351614.9 | CORP | Long | |
| 3140XJZY2 | 3140XJZY2 | Fannie Mae | 889862.8 | 798137.97 | USGSE | Long | |
| 000000000 | 000000000 | KDDI Corp | 19700.0 | 614545.39 | CORP | Long | |
| 45378A106 | 45378A106 | Independence Realty Trust Inc | 12459.0 | 169691.58 | CORP | Long | |
| 3140KYPB4 | 3140KYPB4 | Fannie Mae | 728301.48 | 577267.85 | USGSE | Long | |
| 923260AC7 | 923260AC7 | Venture CDO Ltd | 250000.0 | 246590.0 | CORP | Long | |
| 297178105 | 297178105 | Essex Property Trust Inc | 2596.0 | 554142.16 | CORP | Long | |
| 127097103 | 127097103 | Coterra Energy Inc | 90103.0 | 2365203.75 | CORP | Long | |
| 88262P102 | 88262P102 | Texas Pacific Land Corp | 533.0 | 891149.35 | CORP | Long | |
| 000000000 | 000000000 | Swatch Group AG/The | 2990.0 | 783607.4 | CORP | Long | |
| 62482BAB8 | 62482BAB8 | MEDLINE BORROWER LP | 458000.0 | 414799.24 | CORP | Long | |
| 247361ZZ4 | 247361ZZ4 | DELTA AIR LINES INC | 308000.0 | 315623.0 | CORP | Long | |
| 845467AS8 | 845467AS8 | SOUTHWESTERN ENERGY CO | 255000.0 | 241974.83 | CORP | Long | |
| 857477CG6 | 857477CG6 | STATE STREET CORP | 300000.0 | 303497.85 | CORP | Long | |
| 45826HAA7 | 45826HAA7 | INTEGER HOLDINGS CORP | 376000.0 | 438792.0 | CORP | Long | |
| 48020RAA3 | 48020RAA3 | JONES DESLAURIERS INSURA | 620000.0 | 642775.7 | CORP | Long | |
| 05565QDV7 | 05565QDV7 | BP CAPITAL MARKETS PLC | 200000.0 | 180378.0 | CORP | Long | |
| 14174T107 | 14174T107 | CareTrust REIT Inc | 6688.0 | 154359.04 | CORP | Long | |
| 03769M304 | 03769M304 | APOLLO GLOBAL MANAGEMENT | 14066.0 | 780522.34 | CORP | Long | |
| 46644VBQ8 | 46644VBQ8 | JP Morgan Mortgage Trust | 99867.97 | 88035.48 | CORP | Long | |
| 731011AW2 | 731011AW2 | REPUBLIC OF POLAND | 330000.0 | 319422.51 | NUSS | Long | |
| 06541LBG0 | 06541LBG0 | Bank | 1000000.0 | 854864.3 | CORP | Long | |
| 646139X83 | 646139X83 | NEW JERSEY ST TURNPIKE AUTH TU | 105000.0 | 121341.15 | MUN | Long | |
| 574599106 | 574599106 | Masco Corp | 48313.0 | 2925352.15 | CORP | Long | |
| 064058100 | 064058100 | Bank of New York Mellon Corp/T | 58842.0 | 2843245.44 | CORP | Long | |
| 46647PBN5 | 46647PBN5 | JPMORGAN CHASE & CO | 30000.0 | 20145.61 | CORP | Long | |
| 3140QNUY6 | 3140QNUY6 | Fannie Mae | 732842.42 | 596446.45 | USGSE | Long | |
| 46284VAN1 | 46284VAN1 | IRON MOUNTAIN INC | 430000.0 | 372626.56 | CORP | Long | |
| 3133KPYT9 | 3133KPYT9 | Freddie Mac | 428151.09 | 388912.5 | USGSE | Long | |
| 737446AN4 | 737446AN4 | POST HOLDINGS INC | 160000.0 | 155827.1 | CORP | Long | |
| 000000000 | 000000000 | Seven & i Holdings Co Ltd | 12700.0 | 470703.49 | CORP | Long | |
| 052769AH9 | 052769AH9 | AUTODESK INC | 515000.0 | 422606.89 | CORP | Long | |
| 000000000 | 000000000 | Koninklijke Ahold Delhaize NV | 85424.0 | 2469655.68 | CORP | Long | |
| 893647BE6 | 893647BE6 | TRANSDIGM INC | 607000.0 | 603315.93 | CORP | Long | |
| 10922NAH6 | 10922NAH6 | BRIGHTHOUSE FINANCIAL IN | 221000.0 | 134985.03 | CORP | Long | |
| 168863DN5 | 168863DN5 | REPUBLIC OF CHILE | 918000.0 | 764035.15 | NUSS | Long | |
| 91324PEV0 | 91324PEV0 | UNITEDHEALTH GROUP INC | 465000.0 | 446091.75 | CORP | Long | |
| 389375AL0 | 389375AL0 | GRAY TELEVISION INC | 543000.0 | 388160.07 | CORP | Long | |
| 1248EPCE1 | 1248EPCE1 | CCO HLDGS LLC/CAP CORP | 445000.0 | 382093.78 | CORP | Long | |
| 3140QEKE1 | 3140QEKE1 | Fannie Mae | 577763.66 | 477003.18 | USGSE | Long | |
| 03743Q108 | 03743Q108 | APA Corp | 69440.0 | 2499840.0 | CORP | Long | |
| 236272AA8 | 236272AA8 | DANIMER SCIENTIFIC INC | 428000.0 | 101039.07 | CORP | Long | |
| 3140HHXN0 | 3140HHXN0 | Fannie Mae | 344391.6 | 327179.29 | USGSE | Long | |
| 3140X65P2 | 3140X65P2 | Fannie Mae | 141388.78 | 121526.65 | USGSE | Long | |
| 22822VAV3 | 22822VAV3 | CROWN CASTLE INC | 565000.0 | 502426.82 | CORP | Long | |
| 92343V104 | 92343V104 | Verizon Communications Inc | 219623.0 | 8418149.59 | CORP | Long | |
| 29365TAJ3 | 29365TAJ3 | ENTERGY TEXAS INC | 300000.0 | 209385.39 | CORP | Long | |
| 670001AE6 | 670001AE6 | NOVELIS CORP | 560000.0 | 508920.89 | CORP | Long | |
| 437076102 | 437076102 | Home Depot Inc/The | 18696.0 | 5861009.04 | CORP | Long | |
| 361886CR3 | 361886CR3 | General Motors | 150000.0 | 149948.01 | CORP | Long | |
| 31418ES68 | 31418ES68 | Fannie Mae | 610253.64 | 612063.04 | USGSE | Long | |
| 879360AE5 | 879360AE5 | TELEDYNE TECHNOLOGIES IN | 840000.0 | 701642.59 | CORP | Long | |
| 3140L7QJ4 | 3140L7QJ4 | Fannie Mae | 434537.51 | 383232.49 | USGSE | Long | |
| 3132DVLL7 | 3132DVLL7 | Freddie Mac | 368505.49 | 316513.16 | USGSE | Long | |
| 31390SJL6 | 31390SJL6 | Fannie Mae | 72272.26 | 74177.41 | USGSE | Long | |
| 126650100 | 126650100 | CVS Health Corp | 52400.0 | 3560580.0 | CORP | Long | |
| 000000000 | 000000000 | JPMorgan Chase Bank, National Association | 1.0 | 8248.25 | CORP | N/A | |
| 3140X5YV9 | 3140X5YV9 | Fannie Mae | 10249.68 | 9181.04 | USGSE | Long | |
| 18972EAB1 | 18972EAB1 | CLYDESDALE ACQUISITION | 190000.0 | 170653.17 | CORP | Long | |
| 131347CK0 | 131347CK0 | CALPINE CORP | 80000.0 | 78599.97 | CORP | Long | |
| 20030NBN0 | 20030NBN0 | COMCAST CORP | 530000.0 | 514314.17 | CORP | Long | |
| 000000000 | 000000000 | Kone Oyj | 8753.0 | 388632.46 | CORP | Long | |
| 12769GAB6 | 12769GAB6 | CAESARS ENTERTAIN INC | 235000.0 | 235434.73 | CORP | Long | |
| 40053XAB5 | 40053XAB5 | GRUPO ENERGIA BOGOTA | 200000.0 | 208235.58 | CORP | Long | |
| 345370CQ1 | 345370CQ1 | FORD MOTOR COMPANY | 210000.0 | 162373.68 | CORP | Long | |
| 67054E202 | 67054E202 | LYONDELLBASELL ADVANCED | 1356.0 | 1152600.0 | CORP | Long | |
| 36193FLJ4 | 36193FLJ4 | Government National Mortgage A | 7002.62 | 7123.6 | USGA | Long | |
| 56585A102 | 56585A102 | Marathon Petroleum Corp | 26260.0 | 3917729.4 | CORP | Long | |
| 92332CAA7 | 92332CAA7 | Venture CDO Ltd | 550000.0 | 546342.5 | CORP | Long | |
| 78409V104 | 78409V104 | S&P Global Inc | 2189.0 | 910251.87 | CORP | Long | |
| 38141W273 | 38141W273 | Goldman Sachs Financial Square Government Fund | 3119650.0 | 3119650.0 | RF | Long | |
| 95000GAY0 | 95000GAY0 | Wells Fargo Commercial Mortgag | 835000.0 | 761134.56 | CORP | Long | |
| 008492100 | 008492100 | Agree Realty Corp | 6313.0 | 373792.73 | CORP | Long | |
| 03512TAE1 | 03512TAE1 | ANGLOGOLD HOLDINGS PLC | 400000.0 | 337138.16 | CORP | Long | |
| 92840VAE2 | 92840VAE2 | VISTRA OPERATIONS CO LLC | 215000.0 | 195172.55 | CORP | Long | |
| 31335BWN2 | 31335BWN2 | Freddie Mac | 64998.24 | 62085.32 | USGSE | Long | |
| 084659BC4 | 084659BC4 | BERKSHIRE HATHAWAY ENERG | 210000.0 | 130472.03 | CORP | Long | |
| 46645GAZ1 | 46645GAZ1 | JP Morgan Mortgage Trust | 89476.27 | 82054.57 | CORP | Long | |
| 59522J103 | 59522J103 | Mid-America Apartment Communit | 2299.0 | 286179.52 | CORP | Long | |
| 695114CU0 | 695114CU0 | PACIFICORP | 255000.0 | 230220.66 | CORP | Long | |
| 35564KFN4 | 35564KFN4 | Freddie Mac - STACR | 9618.32 | 9597.82 | CORP | Long | |
| 000000000 | 000000000 | MAF GLOBAL SECURITIES | 400000.0 | 398706.0 | CORP | Long | |
| 3140XCLU0 | 3140XCLU0 | Fannie Mae | 283910.92 | 232466.03 | USGSE | Long | |
| 049560AY1 | 049560AY1 | ATMOS ENERGY CORP | 170000.0 | 173316.53 | CORP | Long | |
| 75524B203 | 75524B203 | RBC BEARINGS INC | 13442.0 | 1620836.36 | CORP | Long | |
| 80874DAA4 | 80874DAA4 | SC GAMES HOLDIN/US FINCO | 505000.0 | 452361.33 | CORP | Long | |
| 01F0606C4 | 01F0606C4 | Fannie Mae or Freddie Mac | 1393000.0 | 1396867.66 | USGSE | Long | |
| 626717AN2 | 626717AN2 | MURPHY OIL CORP | 925000.0 | 919522.06 | CORP | Long | |
| 31418EKB5 | 31418EKB5 | Fannie Mae | 83724.82 | 81639.93 | USGSE | Long | |
| 626738AF5 | 626738AF5 | MURPHY OIL USA INC | 530000.0 | 450139.6 | CORP | Long | |
| 3140XK2G4 | 3140XK2G4 | Fannie Mae | 198282.51 | 189047.2 | USGSE | Long | |
| 404119CB3 | 404119CB3 | HCA INC | 55000.0 | 36080.14 | CORP | Long | |
| 715638DW9 | 715638DW9 | REPUBLIC OF PERU | 516000.0 | 334970.74 | NUSS | Long | |
| 26885BAE0 | 26885BAE0 | EQM MIDSTREAM PARTNERS L | 90000.0 | 82863.1 | CORP | Long | |
| 3140LNA23 | 3140LNA23 | Fannie Mae | 26955.49 | 22127.71 | USGSE | Long | |
| 000000000 | 000000000 | Diageo PLC | 63833.0 | 2226993.3 | CORP | Long | |
| 000000000 | 000000000 | MHP LUX SA | 400000.0 | 302082.4 | CORP | Long | |
| 483548AF0 | 483548AF0 | KAMAN CORP | 1839000.0 | 1793025.0 | CORP | Long | |
| 40054JAA7 | 40054JAA7 | GRUPO AEROMEXICO SAB | 400000.0 | 381742.0 | CORP | Long | |
| 29273VAN0 | 29273VAN0 | ENERGY TRANSFER LP | 445000.0 | 417806.63 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | 31401.0 | CORP | N/A | |
| 31418ET67 | 31418ET67 | Fannie Mae | 898627.37 | 885943.87 | USGSE | Long | |
| 03076C106 | 03076C106 | Ameriprise Financial Inc | 10976.0 | 3880125.76 | CORP | Long | |
| 000000000 | 000000000 | Novo Nordisk A/S | 10541.0 | 1070468.71 | CORP | Long | |
| 3140QAJA9 | 3140QAJA9 | Fannie Mae | 12705.5 | 12105.39 | USGSE | Long | |
| 3133B0SH7 | 3133B0SH7 | Freddie Mac | 543445.78 | 445300.78 | USGSE | Long | |
| 192446102 | 192446102 | Cognizant Technology Solutions | 57950.0 | 4078521.0 | CORP | Long | |
| 166764100 | 166764100 | Chevron Corp | 18342.0 | 2633911.2 | CORP | Long | |
| 78081BAP8 | 78081BAP8 | ROYALTY PHARMA PLC | 15000.0 | 9377.27 | CORP | Long | |
| 62886EAZ1 | 62886EAZ1 | NCR VOYIX CORP | 170000.0 | 149588.92 | CORP | Long | |
| 26442CAX2 | 26442CAX2 | DUKE ENERGY CAROLINAS | 420000.0 | 400873.28 | CORP | Long | |
| 44332PAG6 | 44332PAG6 | HUB INTERNATIONAL LTD | 470000.0 | 426480.54 | CORP | Long | |
| 000000000 | 000000000 | adidas AG | 9083.0 | 1899658.49 | CORP | Long | |
| 14316J108 | 14316J108 | Carlyle Group Inc/The | 41927.0 | 1437257.56 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -6.0 | -9249.9 | CORP | N/A | |
| 69375MAA1 | 69375MAA1 | HUTAMA KARYA PERSERO PT | 600000.0 | 545467.56 | CORP | Long | |
| 92840MAC6 | 92840MAC6 | VISTRA CORP | 620000.0 | 589471.2 | CORP | Long | |
| 780153BT8 | 780153BT8 | ROYAL CARIBBEAN CRUISES | 135000.0 | 137618.33 | CORP | Long | |
| 31418EJ68 | 31418EJ68 | Fannie Mae | 1906457.17 | 1786374.2 | USGSE | Long | |
| 05369AAN1 | 05369AAN1 | AVIATION CAPITAL GROUP | 15000.0 | 14843.84 | CORP | Long | |
| 000000000 | 000000000 | Smith & Nephew PLC | 146580.0 | 1893985.94 | CORP | Long | |
| 3140XFNN7 | 3140XFNN7 | Fannie Mae | 72369.4 | 57008.84 | USGSE | Long | |
| 70015QAA6 | 70015QAA6 | Park Avenue Institutional Advi | 250000.0 | 249885.0 | CORP | Long | |
| 3140XKJA9 | 3140XKJA9 | Fannie Mae | 1905226.16 | 1716393.67 | USGSE | Long | |
| 163072AA9 | 163072AA9 | CHEESECAKE FACTORY (THE) | 3009000.0 | 2559455.4 | CORP | Long | |
| 57763RAB3 | 57763RAB3 | MAUSER PACKAGING SOLUT | 410000.0 | 407657.55 | CORP | Long | |
| 69867DAC2 | 69867DAC2 | CLARIOS GLOBAL LP/US FIN | 285000.0 | 287242.1 | CORP | Long | |
| 92840MAB8 | 92840MAB8 | VISTRA CORP | 265000.0 | 259453.55 | CORP | Long | |
| 65339KBR0 | 65339KBR0 | NEXTERA ENERGY CAPITAL | 85000.0 | 70138.1 | CORP | Long | |
| 031162100 | 031162100 | Amgen Inc | 3523.0 | 949941.72 | CORP | Long | |
| 694308JG3 | 694308JG3 | PACIFIC GAS & ELECTRIC | 45000.0 | 35866.67 | CORP | Long | |
| 91740PAF5 | 91740PAF5 | USA COM PART/USA COM FIN | 398000.0 | 393234.15 | CORP | Long | |
| 3140J5E54 | 3140J5E54 | Fannie Mae | 7060.85 | 6560.99 | USGSE | Long | |
| 23918KAT5 | 23918KAT5 | DAVITA INC | 190000.0 | 148900.19 | CORP | Long | |
| 25714PED6 | 25714PED6 | DOMINICAN REPUBLIC | 1309000.0 | 1160332.29 | NUSS | Long | |
| 46641YAP8 | 46641YAP8 | JP Morgan Mortgage Trust | 42372.45 | 37401.02 | CORP | Long | |
| 58470H101 | 58470H101 | Medifast Inc | 35825.0 | 2378063.5 | CORP | Long | |
| 31620M106 | 31620M106 | Fidelity National Information | 71275.0 | 4179566.0 | CORP | Long | |
| 464286426 | 464286426 | iShares MSCI Emerging Markets Asia ETF | 108754.0 | 7072272.62 | RF | Long | |
| 25714PEF1 | 25714PEF1 | DOMINICAN REPUBLIC | 200000.0 | 173023.72 | NUSS | Long | |
| 516544AA1 | 516544AA1 | LANTHEUS HOLDINGS INC | 377000.0 | 450062.6 | CORP | Long | |
| 61747YEF8 | 61747YEF8 | MORGAN STANLEY | 256000.0 | 193380.17 | CORP | Long | |
| 000000000 | 000000000 | Unilever PLC | 49040.0 | 2333718.11 | CORP | Long | |
| 000000000 | 000000000 | Henkel AG & Co KGaA | 17345.0 | 1363138.35 | CORP | Long | |
| 037833100 | 037833100 | Apple Inc | 133264.0 | 25313496.8 | CORP | Long | |
| 824348BM7 | 824348BM7 | SHERWIN-WILLIAMS CO | 475000.0 | 315912.95 | CORP | Long | |
| 770323103 | 770323103 | Robert Half Inc | 37480.0 | 3072610.4 | CORP | Long | |
| 892356106 | 892356106 | Tractor Supply Co | 15547.0 | 3156196.47 | CORP | Long | |
| 609839105 | 609839105 | Monolithic Power Systems Inc | 6781.0 | 3720870.32 | CORP | Long | |
| 000000000 | 000000000 | Essity AB | 62411.0 | 1559695.68 | CORP | Long | |
| 00971TAJ0 | 00971TAJ0 | AKAMAI TECHNOLOGIES INC | 2279000.0 | 2858777.6 | CORP | Long | |
| 000000000 | 000000000 | Makita Corp | 50700.0 | 1341877.78 | CORP | Long | |
| 718286CX3 | 718286CX3 | REPUBLIC OF PHILIPPINES | 650000.0 | 643705.34 | NUSS | Long | |
| 337932AQ0 | 337932AQ0 | FIRSTENERGY CORP | 1180000.0 | 1167610.0 | CORP | Long | |
| 91740PAC2 | 91740PAC2 | USA COM PART/USA COM FIN | 215000.0 | 213973.7 | CORP | Long | |
| 45790TAB1 | 45790TAB1 | INRETAIL CONSUMER | 400000.0 | 350512.04 | CORP | Long | |
| 3132DWHE6 | 3132DWHE6 | Freddie Mac | 1426179.43 | 1372708.26 | USGSE | Long | |
| 345370CZ1 | 345370CZ1 | FORD MOTOR COMPANY | 1636000.0 | 1533750.0 | CORP | Long | |
| 120568BC3 | 120568BC3 | BUNGE LTD FINANCE CORP | 565000.0 | 478032.88 | CORP | Long | |
| 29365BAA1 | 29365BAA1 | ENTEGRIS ESCROW CORP | 256000.0 | 242040.29 | CORP | Long | |
| 254709108 | 254709108 | Discover Financial Services | 13935.0 | 1295955.0 | CORP | Long | |
| 880451AZ2 | 880451AZ2 | TENNESSEE GAS PIPELINE | 365000.0 | 311815.81 | CORP | Long | |
| 65339KCA6 | 65339KCA6 | NEXTERA ENERGY CAPITAL | 905000.0 | 557931.87 | CORP | Long | |
| 68218J301 | 68218J301 | Omniab Inc/old | 363.0 | 0.0 | CORP | Long | |
| 3140XLL71 | 3140XLL71 | Fannie Mae | 728227.7 | 751863.86 | USGSE | Long | |
| 31418DXR8 | 31418DXR8 | Fannie Mae | 94800.14 | 78581.7 | USGSE | Long | |
| 15033EAA6 | 15033EAA6 | Cedar Funding Ltd | 491814.41 | 490313.39 | CORP | Long | |
| 68902V107 | 68902V107 | Otis Worldwide Corp | 26780.0 | 2297456.2 | CORP | Long | |
| 436440101 | 436440101 | Hologic Inc | 52031.0 | 3709810.3 | CORP | Long | |
| 695114CX4 | 695114CX4 | PACIFICORP | 30000.0 | 18284.36 | CORP | Long | |
| 927959106 | 927959106 | Viper Energy Inc | 31210.0 | 961892.2 | CORP | Long | |
| 126349AG4 | 126349AG4 | CSG SYSTEMS INTERNATIONA | 1595000.0 | 1541248.5 | CORP | Long | |
| 842587DL8 | 842587DL8 | SOUTHERN CO | 170000.0 | 172582.66 | CORP | Long | |
| 097751CA7 | 097751CA7 | BOMBARDIER INC | 110000.0 | 112755.46 | CORP | Long | |
| 47233JGT9 | 47233JGT9 | JEFFERIES FIN GROUP INC | 355000.0 | 278956.23 | CORP | Long | |
| 00164VAF0 | 00164VAF0 | AMC NETWORKS INC | 390000.0 | 273390.0 | CORP | Long | |
| 08163PBG4 | 08163PBG4 | BENCHMARK Mortgage Trust | 1000000.0 | 853779.1 | CORP | Long | |
| 92276F100 | 92276F100 | Ventas Inc | 4878.0 | 223607.52 | CORP | Long | |
| 20337YAA5 | 20337YAA5 | COMMSCOPE TECH LLC | 395000.0 | 310481.85 | CORP | Long | |
| 161175CC6 | 161175CC6 | CHARTER COMM OPT LLC/CAP | 290000.0 | 190631.3 | CORP | Long | |
| 000000000 | 000000000 | Kao Corp | 35900.0 | 1379241.87 | CORP | Long | |
| 902681113 | 902681113 | UGI CORP | 19571.0 | 1024346.14 | CORP | Long | |
| 912810TS7 | 912810TS7 | US TREASURY N/B | 1265000.0 | 1127826.56 | UST | Long | |
| 3140X72U2 | 3140X72U2 | Fannie Mae | 422522.97 | 421310.67 | USGSE | Long | |
| 59156R108 | 59156R108 | MetLife Inc | 61001.0 | 3881493.63 | CORP | Long | |
| 163092AF6 | 163092AF6 | CHEGG INC | 2846000.0 | 2291030.0 | CORP | Long | |
| 10373QBT6 | 10373QBT6 | BP CAP MARKETS AMERICA | 80000.0 | 67518.0 | CORP | Long | |
| 92206C664 | 92206C664 | Vanguard Russell 2000 ETF | 317662.0 | 23065437.82 | RF | Long | |
| 11120U105 | 11120U105 | Brixmor Property Group Inc | 22342.0 | 480799.84 | CORP | Long | |
| 3132DWC68 | 3132DWC68 | Freddie Mac | 659668.24 | 512831.83 | USGSE | Long | |
| 3140XDRM0 | 3140XDRM0 | Fannie Mae | 352064.97 | 286528.6 | USGSE | Long | |
| 674599EF8 | 674599EF8 | OCCIDENTAL PETROLEUM COR | 470000.0 | 475071.3 | CORP | Long | |
| 46644XBD3 | 46644XBD3 | JP Morgan Mortgage Trust | 66561.87 | 65947.05 | CORP | Long | |
| 3140X9LP8 | 3140X9LP8 | Fannie Mae | 34477.08 | 27231.58 | USGSE | Long | |
| 65342RAD2 | 65342RAD2 | NFP CORP | 360000.0 | 320918.62 | CORP | Long | |
| 3140QCKS4 | 3140QCKS4 | Fannie Mae | 138681.8 | 123854.86 | USGSE | Long | |
| 852234AF0 | 852234AF0 | BLOCK INC | 927000.0 | 884728.8 | CORP | Long | |
| 82967NBJ6 | 82967NBJ6 | SIRIUS XM RADIO INC | 1065000.0 | 952441.64 | CORP | Long | |
| 88033GDK3 | 88033GDK3 | TENET HEALTHCARE CORP | 675000.0 | 655026.75 | CORP | Long | |
| 3140QLRB4 | 3140QLRB4 | Fannie Mae | 318234.02 | 260547.29 | USGSE | Long | |
| 000000000 | 000000000 | Amadeus IT Group SA | 27022.0 | 1847752.74 | CORP | Long | |
| 3622ABDD1 | 3622ABDD1 | Government National Mortgage A | 754516.51 | 654948.25 | USGA | Long | |
| 24703L202 | 24703L202 | Dell Technologies Inc | 49030.0 | 3719906.1 | CORP | Long | |
| 842400GQ0 | 842400GQ0 | SOUTHERN CAL EDISON | 150000.0 | 142389.99 | CORP | Long | |
| 043436AW4 | 043436AW4 | ASBURY AUTOMOTIVE GROUP | 85000.0 | 76618.28 | CORP | Long | |
| 78377T107 | 78377T107 | Ryman Hospitality Properties I | 4354.0 | 436923.9 | CORP | Long | |
| 3138ESAD0 | 3138ESAD0 | Fannie Mae | 326801.23 | 331725.9 | USGSE | Long | |
| 33832QAC1 | 33832QAC1 | FIPT 07-B JPM CLASS B | 1300000.0 | 1300.0 | CORP | Long | |
| 512816109 | 512816109 | Lamar Advertising Co | 1804.0 | 182727.16 | CORP | Long | |
| 46647PCC8 | 46647PCC8 | JPMORGAN CHASE & CO | 435000.0 | 355685.67 | CORP | Long | |
| 3132CWKJ2 | 3132CWKJ2 | Freddie Mac | 505555.85 | 468870.9 | USGSE | Long | |
| 857477103 | 857477103 | State Street Corp | 29819.0 | 2171419.58 | CORP | Long | |
| 29379VCD3 | 29379VCD3 | ENTERPRISE PRODUCTS OPER | 5000.0 | 5045.97 | CORP | Long | |
| 3133KPYM4 | 3133KPYM4 | Freddie Mac | 162323.32 | 147972.4 | USGSE | Long | |
| 3133KKMZ9 | 3133KKMZ9 | Freddie Mac | 42879.88 | 35156.99 | USGSE | Long | |
| 366651AC1 | 366651AC1 | GARTNER INC | 170000.0 | 159384.2 | CORP | Long | |
| 61747YFE0 | 61747YFE0 | MORGAN STANLEY | 4000.0 | 3834.11 | CORP | Long | |
| 65341BAD8 | 65341BAD8 | NEXTERA ENERGY PARTNERS | 819000.0 | 705978.0 | CORP | Long | |
| 000000000 | 000000000 | GOVT OF BERMUDA | 400000.0 | 379400.0 | NUSS | Long | |
| 699149AJ9 | 699149AJ9 | REPUBLIC OF PARAGUAY | 1142000.0 | 1080050.27 | NUSS | Long | |
| 000000000 | 000000000 | Air Liquide SA | 10651.0 | 2014970.03 | CORP | Long | |
| 31403JSN7 | 31403JSN7 | Fannie Mae | 59637.25 | 61717.09 | USGSE | Long | |
| 61747YEV3 | 61747YEV3 | MORGAN STANLEY | 249000.0 | 256011.04 | CORP | Long | |
| 084664DB4 | 084664DB4 | BERKSHIRE HATHAWAY FIN | 945000.0 | 739823.02 | CORP | Long | |
| 857477BY8 | 857477BY8 | STATE STREET CORP | 10000.0 | 10199.91 | CORP | Long | |
| 097023DG7 | 097023DG7 | BOEING CO | 645000.0 | 603139.37 | CORP | Long | |
| 438516106 | 438516106 | Honeywell International Inc | 20835.0 | 4081993.2 | CORP | Long | |
| 015271109 | 015271109 | Alexandria Real Estate Equitie | 4464.0 | 488361.6 | CORP | Long | |
| 716973AC6 | 716973AC6 | PFIZER INVESTMENT ENTER | 485000.0 | 476337.12 | CORP | Long | |
| 30251GBD8 | 30251GBD8 | FMG RESOURCES AUG 2006 | 385000.0 | 370493.2 | CORP | Long | |
| 000000000 | 000000000 | GEORGIAN RAILWAY JSC | 400000.0 | 349549.6 | CORP | Long | |
| 02666TAE7 | 02666TAE7 | AMERICAN HOMES 4 RENT | 425000.0 | 364551.23 | CORP | Long | |
| 478160104 | 478160104 | Johnson & Johnson | 23800.0 | 3680908.0 | CORP | Long | |
| 91845AAA3 | 91845AAA3 | VZ SECURED FINANCING BV | 200000.0 | 164167.14 | CORP | Long | |
| 472319AE2 | 472319AE2 | JEFFERIES FIN GROUP INC | 90000.0 | 91944.37 | CORP | Long | |
| 103304BU4 | 103304BU4 | BOYD GAMING CORP | 505000.0 | 479024.32 | CORP | Long | |
| 532716AK3 | 532716AK3 | BATH & BODY WORKS INC | 151000.0 | 141310.38 | CORP | Long | |
| 46645JAD4 | 46645JAD4 | JPMBB Commercial Mortgage Secu | 150000.0 | 143031.81 | CORP | Long | |
| 19249HAB9 | 19249HAB9 | COHERUS BIOSCIENCES INC | 2828000.0 | 1493537.5 | CORP | Long | |
| 90932QAA4 | 90932QAA4 | UNITED AIR 2014-2 A PTT | 85766.88 | 80539.93 | CORP | Long | |
| 163086AB7 | 163086AB7 | CHEFS' WAREHOUSE THE | 2587000.0 | 2504474.7 | CORP | Long | |
| 53069QAB5 | 53069QAB5 | LIBERTY LATIN AMERICA | 853000.0 | 818880.0 | CORP | Long | |
| 3140X9HW8 | 3140X9HW8 | Fannie Mae | 126385.97 | 98993.97 | USGSE | Long | |
| 3138MRK67 | 3138MRK67 | Fannie Mae | 16711.3 | 14038.51 | USGSE | Long | |
| 02209S103 | 02209S103 | Altria Group Inc | 85293.0 | 3585717.72 | CORP | Long | |
| 3133KMJG1 | 3133KMJG1 | Freddie Mac | 660712.05 | 561754.23 | USGSE | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | 64506.62 | CORP | N/A | |
| 3140J9FX4 | 3140J9FX4 | Fannie Mae | 104726.44 | 106305.77 | USGSE | Long | |
| 11135FBP5 | 11135FBP5 | BROADCOM INC | 4000.0 | 3115.49 | CORP | Long | |
| 20903XAH6 | 20903XAH6 | CONSOLIDATED COMMUNICATI | 405000.0 | 317297.25 | CORP | Long | |
| 46579RAA2 | 46579RAA2 | IVANHOE MINES LTD | 843000.0 | 1108024.53 | CORP | Long | |
| 12513GBJ7 | 12513GBJ7 | CDW LLC/CDW FINANCE | 545000.0 | 469819.98 | CORP | Long | |
| 000000000 | 000000000 | H & M Hennes & Mauritz AB | 63950.0 | 1022211.27 | CORP | Long | |
| 000000000 | 000000000 | METINVEST BV | 400000.0 | 276720.0 | CORP | Long | |
| 464287390 | 464287390 | iShares Latin America 40 ETF | 173598.0 | 4859008.02 | RF | Long | |
| 26875P101 | 26875P101 | EOG Resources Inc | 15563.0 | 1915338.41 | CORP | Long | |
| 38141GXG4 | 38141GXG4 | GOLDMAN SACHS GROUP INC | 70000.0 | 59351.06 | CORP | Long | |
| 25278XAR0 | 25278XAR0 | DIAMONDBACK ENERGY INC | 435000.0 | 374833.19 | CORP | Long | |
| 06051GJL4 | 06051GJL4 | BANK OF AMERICA CORP | 560000.0 | 438004.45 | CORP | Long | |
| 95001YAE4 | 95001YAE4 | Wells Fargo Commercial Mortgag | 375000.0 | 324777.41 | CORP | Long | |
| 110122108 | 110122108 | Bristol-Myers Squibb Co | 49446.0 | 2441643.48 | CORP | Long | |
| 89832QAE9 | 89832QAE9 | TRUIST FINANCIAL CORP | 85000.0 | 80603.6 | CORP | Long | |
| 254687106 | 254687106 | Walt Disney Co/The | 43613.0 | 4042488.97 | CORP | Long | |
| 20030NDL2 | 20030NDL2 | COMCAST CORP | 220000.0 | 137916.28 | CORP | Long | |
| 161175BT0 | 161175BT0 | CHARTER COMM OPT LLC/CAP | 240000.0 | 178712.26 | CORP | Long | |
| 872540109 | 872540109 | TJX Cos Inc/The | 91281.0 | 8042768.91 | CORP | Long | |
| 000000000 | 000000000 | SC HIXSON LLC PP | 7200000.0 | 10163520.0 | CORP | Long | |
| 78466CAC0 | 78466CAC0 | SS&C TECHNOLOGIES INC | 265000.0 | 256702.9 | CORP | Long | |
| 120568BB5 | 120568BB5 | BUNGE LTD FINANCE CORP | 150000.0 | 140491.61 | CORP | Long | |
| 91282CHZ7 | 91282CHZ7 | US TREASURY N/B | 1505000.0 | 1527810.23 | UST | Long | |
| 3133ASH63 | 3133ASH63 | Freddie Mac | 158870.7 | 124142.03 | USGSE | Long | |
| 31418EP38 | 31418EP38 | Fannie Mae | 249651.95 | 246022.71 | USGSE | Long | |
| 729640102 | 729640102 | Plymouth Industrial REIT Inc | 1172.0 | 25491.0 | CORP | Long | |
| 64110D104 | 64110D104 | NetApp Inc | 47022.0 | 4297340.58 | CORP | Long | |
| 00914AAS1 | 00914AAS1 | AIR LEASE CORP | 300000.0 | 243404.25 | CORP | Long | |
| 143658BN1 | 143658BN1 | CARNIVAL CORP | 270000.0 | 256880.7 | CORP | Long | |
| 000000000 | 000000000 | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | 1.0 | -12265.0 | CORP | N/A | |
| 015857873 | 015857873 | ALGONQUIN PWR & | 17549.0 | 379935.85 | CORP | Long | |
| 031162DT4 | 031162DT4 | AMGEN INC | 5000.0 | 4935.16 | CORP | Long | |
| 3140Q9T29 | 3140Q9T29 | Fannie Mae | 3453.09 | 3202.21 | USGSE | Long | |
| 36253PAC6 | 36253PAC6 | GS Mortgage Securities Trust | 515000.0 | 466721.22 | CORP | Long | |
| 31335AZ68 | 31335AZ68 | Freddie Mac | 908464.03 | 790012.68 | USGSE | Long | |
| 000000000 | 000000000 | REPUBLIC OF NIGERIA | 411000.0 | 327788.94 | NUSS | Long | |
| 335934AL9 | 335934AL9 | FIRST QUANTUM MINERALS L | 635000.0 | 588060.8 | CORP | Long | |
| 912810TT5 | 912810TT5 | US TREASURY N/B | 745000.0 | 696924.26 | UST | Long | |
| 472145AF8 | 472145AF8 | JAZZ INVESTMENTS I LTD | 983000.0 | 973170.0 | CORP | Long | |
| 744320102 | 744320102 | Prudential Financial Inc | 40143.0 | 3925182.54 | CORP | Long | |
| 46654AAC3 | 46654AAC3 | JP Morgan Mortgage Trust | 41881.98 | 32376.74 | CORP | Long | |
| 617726AK0 | 617726AK0 | KINGDOM OF MOROCCO | 500000.0 | 439735.0 | NUSS | Long | |
| 61766EBE4 | 61766EBE4 | Morgan Stanley BAML Trust | 350000.0 | 327672.56 | CORP | Long | |
| 14448CAY0 | 14448CAY0 | CARRIER GLOBAL CORP | 595000.0 | 612579.75 | CORP | Long |