VANGUARD VALLEY FORGE FUNDS date 2023-12-31

Filling information for fund VANGUARD VALLEY FORGE FUNDS as Treemap, fund includes 15716 total holdings based on latest SEC fillings.

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Product description

Changed holding value / amount

Details
Symbol Cusip Name Amount Value Title Of Class Pay of profile
31293A6E3 31293A6E3 Freddie Mac Gold Pool 408.19 418.88 USGSE Long
86881A100 86881A100 Surgery Partners Inc 52586.0 1682226.14 CORP Long
302081104 302081104 ExlService Holdings Inc 105076.0 3241594.6 CORP Long
718286CQ8 718286CQ8 Philippine Government International Bond 450000.0 431726.7 NUSS Long
20826FBH8 20826FBH8 ConocoPhillips Co 500000.0 540951.35 CORP Long
65480BAD9 65480BAD9 NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_21-A 225000.0 211537.01 CORP Long
760759AX8 760759AX8 Republic Services Inc 500000.0 406659.92 CORP Long
3140X9YF6 3140X9YF6 Fannie Mae Pool 1887440.4916 1606354.74 USGSE Long
36206VDJ3 36206VDJ3 Ginnie Mae I Pool 53.34 53.75 USGA Long
907818ER5 907818ER5 Union Pacific Corp 350000.0 290939.53 CORP Long
3132D55T5 3132D55T5 Freddie Mac Pool 1354444.62 1255817.62 USGSE Long
87264ABY0 87264ABY0 T-Mobile USA Inc 1800000.0 1316185.94 CORP Long
08162MAV0 08162MAV0 Benchmark 2020-B17 Mortgage Trust 175000.0 162534.51 CORP Long
459200KL4 459200KL4 International Business Machines Corp 545000.0 376225.88 CORP Long
925524AX8 925524AX8 Paramount Global 900000.0 913756.47 CORP Long
3128M6RN0 3128M6RN0 Freddie Mac Gold Pool 22216.79 22096.82 USGSE Long
91282CEP2 91282CEP2 United States Treasury Note/Bond 74169000.0 68838103.13 UST Long
898813AQ3 898813AQ3 Tucson Electric Power Co 490000.0 447040.36 CORP Long
06738ECE3 06738ECE3 Barclays PLC 4500000.0 5043190.77 CORP Long
832156103 832156103 Smith-Midland Corp 3950.0 156025.0 CORP Long
910047109 910047109 United Airlines Holdings Inc 225687.0 9311845.62 CORP Long
872898AC5 872898AC5 TSMC Arizona Corp 1000000.0 856463.39 CORP Long
253868103 253868103 Digital Realty Trust Inc 208416.0 28048625.28 CORP Long
31417ECJ8 31417ECJ8 Fannie Mae Pool 277798.81 251998.86 USGSE Long
88362T103 88362T103 Thermon Group Holdings Inc 22309.0 726604.13 CORP Long
88023U101 88023U101 Tempur Sealy International Inc 112869.0 5752932.93 CORP Long
29444UBD7 29444UBD7 Equinix Inc 1250000.0 1189191.85 CORP Long
26442CAA2 26442CAA2 Duke Energy Carolinas LLC 425000.0 456966.98 CORP Long
3132DMUS2 3132DMUS2 Freddie Mac Pool 2988654.4316 2702923.83 USGSE Long
023135AQ9 023135AQ9 Amazon.com Inc 1025000.0 1057918.44 CORP Long
15189XAV0 15189XAV0 CenterPoint Energy Houston Electric LLC 500000.0 428021.76 CORP Long
92214X106 92214X106 Varex Imaging Corp 29662.0 608071.0 CORP Long
66285WFB7 66285WFB7 North Texas Tollway Authority 700000.0 863699.2 MUN Long
3138WCH97 3138WCH97 Fannie Mae Pool 65441.18 63408.43 USGSE Long
202795JV3 202795JV3 Commonwealth Edison Co 384000.0 311220.4 CORP Long
37045V100 37045V100 General Motors Co 942332.0 33848565.44 CORP Long
097023CP8 097023CP8 Boeing Co/The 600000.0 506598.91 CORP Long
233835AQ0 233835AQ0 Mercedes-Benz Finance North America LLC 605000.0 758528.85 CORP Long
317585404 317585404 Financial Institutions Inc 10038.0 213809.4 CORP Long
31417Y4C8 31417Y4C8 Fannie Mae Pool 431279.25 429804.32 USGSE Long
05492VAF2 05492VAF2 BBCMS Mortgage Trust 2020-C7 150000.0 126058.56 CORP Long
36179VN48 36179VN48 Ginnie Mae II Pool 436115.8684 407439.29 USGA Long
91282CEY3 91282CEY3 United States Treasury Note/Bond 26313000.0 25737403.13 UST Long
78015K7H1 78015K7H1 Royal Bank of Canada 2050000.0 1943916.4 CORP Long
251799AA0 251799AA0 Devon Energy Corp 245000.0 285089.16 CORP Long
65540B105 65540B105 Noodles & Co 27098.0 85358.7 CORP Long
212015AQ4 212015AQ4 Continental Resources Inc/OK 250000.0 201851.72 CORP Long
3138E2E50 3138E2E50 Fannie Mae Pool 61719.18 59097.35 USGSE Long
46647PDG8 46647PDG8 JPMorgan Chase & Co 1000000.0 1000092.43 CORP Long
254687ET9 254687ET9 Walt Disney Co/The 600000.0 629007.31 CORP Long
09247XAS0 09247XAS0 BlackRock Inc 950000.0 794197.6 CORP Long
640268108 640268108 Nektar Therapeutics 151005.0 85317.83 CORP Long
00108WAK6 00108WAK6 AEP Texas Inc 367000.0 265914.81 CORP Long
3128LBUV8 3128LBUV8 Freddie Mac Gold Pool 72080.15 73374.15 USGSE Long
3132DNHG1 3132DNHG1 Freddie Mac Pool 524000.688 499753.5 USGSE Long
3132DQFY7 3132DQFY7 Freddie Mac Pool 555752.596 567627.47 USGSE Long
3140KEJ58 3140KEJ58 Fannie Mae Pool 205167.59 176629.78 USGSE Long
594712UF6 594712UF6 Michigan State University 200000.0 192203.88 MUN Long
911312AY2 911312AY2 United Parcel Service Inc 609000.0 579353.81 CORP Long
884903BV6 884903BV6 Thomson Reuters Corp 400000.0 385061.05 CORP Long
202795JD3 202795JD3 Commonwealth Edison Co 825000.0 768843.73 CORP Long
46642NBD7 46642NBD7 JPMBB Commercial Mortgage Securities Trust 2014-C22 650000.0 638069.06 CORP Long
36179XLG9 36179XLG9 Ginnie Mae II Pool 9777867.3572 9533209.47 USGA Long
312940CM9 312940CM9 Freddie Mac Gold Pool 41260.01 42131.47 USGSE Long
29250NAZ8 29250NAZ8 Enbridge Inc 825000.0 754731.66 CORP Long
133034108 133034108 Camden National Corp 10384.0 390749.92 CORP Long
126408HJ5 126408HJ5 CSX Corp 1275000.0 1252859.5 CORP Long
29736RAS9 29736RAS9 Estee Lauder Cos Inc/The 500000.0 499651.48 CORP Long
209111FQ1 209111FQ1 Consolidated Edison Co of New York Inc 500000.0 434848.19 CORP Long
64971MZG0 64971MZG0 New York City Transitional Finance Authority Future Tax Secured Revenue 275000.0 284973.1 MUN Long
31418DME9 31418DME9 Fannie Mae Pool 419945.65 399903.28 USGSE Long
91282CCR0 91282CCR0 United States Treasury Note/Bond 84064000.0 73963189.2 UST Long
58770AAC7 58770AAC7 MERCEDESBENZ AUTO RECEIVABLES TRUST MBART_23-1 325000.0 323007.69 CORP Long
3128P7NS8 3128P7NS8 Freddie Mac Gold Pool 95184.4 94815.81 USGSE Long
3140X7FK0 3140X7FK0 Fannie Mae Pool 657025.86 611979.38 USGSE Long
00810F106 00810F106 AerSale Corp 19557.0 248276.12 CORP Long
3128MDA60 3128MDA60 Freddie Mac Gold Pool 498.11 487.38 USGSE Long
007924AJ2 007924AJ2 Aegon Ltd 585000.0 557182.62 CORP Long
36179TAK1 36179TAK1 Ginnie Mae II Pool 1013598.124 958342.94 USGA Long
743756AE8 743756AE8 Providence St Joseph Health Obligated Group 400000.0 309494.32 CORP Long
9128285C0 9128285C0 United States Treasury Note/Bond 17932000.0 17520123.48 UST Long
13063BFR8 13063BFR8 State of California 1150000.0 1443361.44 MUN Long
76200L309 76200L309 Rezolute Inc 8500.0 8436.25 CORP Long
25243YBG3 25243YBG3 Diageo Capital PLC 1000000.0 1032855.32 CORP Long
3140X75B1 3140X75B1 Fannie Mae Pool 722585.27 651975.25 USGSE Long
31412LE22 31412LE22 Fannie Mae Pool 4480.05 4611.25 USGSE Long
56117J100 56117J100 Malibu Boats Inc 14916.0 817695.12 CORP Long
3140XFBE0 3140XFBE0 Fannie Mae Pool 505828.8029 461758.87 USGSE Long
37940XAP7 37940XAP7 Global Payments Inc 250000.0 250603.21 CORP Long
084659AP6 084659AP6 Berkshire Hathaway Energy Co 250000.0 198332.54 CORP Long
161175AY0 161175AY0 Charter Communications Operating LLC / Charter Communications Operating Capital 3500000.0 3467345.35 CORP Long
3140E1T45 3140E1T45 Fannie Mae Pool 738710.16 697105.63 USGSE Long
3138ER5G1 3138ER5G1 Fannie Mae Pool 377300.81 375350.35 USGSE Long
3128M5NP1 3128M5NP1 Freddie Mac Gold Pool 23551.78 24529.95 USGSE Long
37045VAU4 37045VAU4 General Motors Co 1050000.0 1113835.11 CORP Long
786700104 786700104 Sagimet Biosciences Inc 1198.0 6493.16 CORP Long
855244AW9 855244AW9 Starbucks Corp 600000.0 526959.28 CORP Long
530307305 530307305 Liberty Broadband Corp 83286.0 6712018.74 CORP Long
3140X6XR7 3140X6XR7 Fannie Mae Pool 409255.6854 397359.69 USGSE Long
3140QANJ5 3140QANJ5 Fannie Mae Pool 659879.17 651577.16 USGSE Long
30231GBN1 30231GBN1 Exxon Mobil Corp 1875000.0 1674877.58 CORP Long
341271AD6 341271AD6 State Board of Administration Finance Corp 1300000.0 1233479.26 MUN Long
303075AB1 303075AB1 FactSet Research Systems Inc 500000.0 449139.6 CORP Long
3132XCRV9 3132XCRV9 Freddie Mac Gold Pool 2308657.22 2199375.08 USGSE Long
3137HA4B9 3137HA4B9 Freddie Mac Multifamily Structured Pass Through Certificates 650000.0 650094.06 USGSE Long
29874QEM2 29874QEM2 European Bank for Reconstruction & Development 2000000.0 1850800.54 CORP Long
3138ERA59 3138ERA59 Fannie Mae Pool 117046.09 113482.69 USGSE Long
90291JAW7 90291JAW7 UBS Commercial Mortgage Trust 2018-C9 1200000.0 1125279.72 CORP Long
100557107 100557107 Boston Beer Co Inc/The 6295.0 2175489.05 CORP Long
73931J109 73931J109 Powerfleet Inc NJ 36995.0 126522.9 CORP Long
36202FHX7 36202FHX7 Ginnie Mae II Pool 255005.22 257205.69 USGA Long
36206W3S2 36206W3S2 Ginnie Mae I Pool 97.99 99.03 USGA Long
224633107 224633107 Crawford & Co 7107.0 92959.56 CORP Long
153527106 153527106 Central Garden & Pet Co 15120.0 757663.2 CORP Long
671044105 671044105 OSI Systems Inc 10771.0 1389997.55 CORP Long
92939HAY1 92939HAY1 WFRBS Commercial Mortgage Trust 2014-C23 125000.0 122112.09 CORP Long
36179RF95 36179RF95 Ginnie Mae II Pool 994078.393 942254.1 USGA Long
917542QV7 917542QV7 State of Utah 268294.68 265038.9 MUN Long
29736RAQ3 29736RAQ3 Estee Lauder Cos Inc/The 600000.0 531628.3 CORP Long
36202FB47 36202FB47 Ginnie Mae II Pool 502211.42 515067.88 USGA Long
254604101 254604101 Disc Medicine Inc 8600.0 496736.0 CORP Long
G65431127 G65431127 Noble Corp PLC 77975.0 3755276.0 CORP Long
031162CR9 031162CR9 Amgen Inc 2800000.0 2181460.26 CORP Long
842587CV7 842587CV7 Southern Co/The 500000.0 482294.87 CORP Long
3128M6XE3 3128M6XE3 Freddie Mac Gold Pool 29152.06 30739.92 USGSE Long
68233JCN2 68233JCN2 Oncor Electric Delivery Co LLC 500000.0 493792.34 CORP Long
494550BD7 494550BD7 Kinder Morgan Energy Partners LP 1625000.0 1711162.21 CORP Long
125523CD0 125523CD0 Cigna Group/The 334000.0 366171.21 CORP Long
879360AE5 879360AE5 Teledyne Technologies Inc 900000.0 783289.2 CORP Long
69353REQ7 69353REQ7 PNC Bank NA 825000.0 803385.19 CORP Long
91282CEH0 91282CEH0 United States Treasury Note/Bond 73052000.0 71248528.75 UST Long
3133BTCH1 3133BTCH1 Freddie Mac Pool 2889065.88 2936959.37 USGSE Long
172062AE1 172062AE1 Cincinnati Financial Corp 275000.0 288322.73 CORP Long
57582RG34 57582RG34 Commonwealth of Massachusetts 275000.0 204677.66 MUN Long
15118V207 15118V207 Celsius Holdings Inc 97267.0 5302996.84 CORP Long
3140KNKS6 3140KNKS6 Fannie Mae Pool 1202982.93 985204.16 USGSE Long
69363PAC4 69363PAC4 PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE 225000.0 211254.14 CORP Long
3132DV3M5 3132DV3M5 Freddie Mac Pool 560841.213 499733.3 USGSE Long
594960304 594960304 MicroVision Inc 128598.0 342070.68 CORP Long
624580106 624580106 Movado Group Inc 10482.0 316032.3 CORP Long
3128MJXL9 3128MJXL9 Freddie Mac Gold Pool 376090.0 363334.01 USGSE Long
29273VAU4 29273VAU4 Energy Transfer LP 1630000.0 1770396.79 CORP Long
830566105 830566105 Skechers USA Inc 92666.0 5776798.44 CORP Long
36179XHY5 36179XHY5 Ginnie Mae II Pool 9303416.8215 9070594.16 USGA Long
126408HM8 126408HM8 CSX Corp 900000.0 898935.9 CORP Long
31620MBU9 31620MBU9 Fidelity National Information Services Inc 700000.0 520671.07 CORP Long
91324PEC2 91324PEC2 UnitedHealth Group Inc 500000.0 463253.44 CORP Long
91282CHJ3 91282CHJ3 United States Treasury Note/Bond 35775000.0 35489916.18 UST Long
70450YAL7 70450YAL7 PayPal Holdings Inc 500000.0 496943.29 CORP Long
12652UAU3 12652UAU3 CSAIL 2018-CX11 Commercial Mortgage Trust 1200000.0 1135974.12 CORP Long
606822BH6 606822BH6 Mitsubishi UFJ Financial Group Inc 1290000.0 1232059.96 CORP Long
03835VAJ5 03835VAJ5 Aptiv PLC 1300000.0 848782.73 CORP Long
202795JF8 202795JF8 Commonwealth Edison Co 625000.0 505485.96 CORP Long
302445AE1 302445AE1 Teledyne FLIR LLC 500000.0 430035.21 CORP Long
278642103 278642103 eBay Inc 355838.0 15521653.56 CORP Long
06541UCD6 06541UCD6 BANK 2020-BNK30 35000.0 26741.72 CORP Long
78409VAR5 78409VAR5 S&P Global Inc 1000000.0 600789.3 CORP Long
437076BM3 437076BM3 Home Depot Inc/The 1000000.0 969624.12 CORP Long
92556VAB2 92556VAB2 Viatris Inc 600000.0 568208.9 CORP Long
796253T93 796253T93 City of San Antonio TX Electric & Gas Systems Revenue 225000.0 245275.25 MUN Long
87612BBQ4 87612BBQ4 Targa Resources Partners LP / Targa Resources Partners Finance Corp 900000.0 899073.52 CORP Long
46645JAD4 46645JAD4 JPMBB Commercial Mortgage Securities Trust 2015-C33 300000.0 289214.34 CORP Long
3136AY7L1 3136AY7L1 Fannie Mae-Aces 400805.57 381269.38 USGSE Long
87264ADB8 87264ADB8 T-Mobile USA Inc 1019000.0 1081200.06 CORP Long
3128MMUM3 3128MMUM3 Freddie Mac Gold Pool 364794.22 344235.77 USGSE Long
94973VBB2 94973VBB2 Elevance Health Inc 1750000.0 1622490.1 CORP Long
3128PXS72 3128PXS72 Freddie Mac Gold Pool 60788.83 56885.58 USGSE Long
31402DP79 31402DP79 Fannie Mae Pool 157376.69 164691.54 USGSE Long
91159HJD3 91159HJD3 US Bancorp 500000.0 417451.04 CORP Long
313747BC0 313747BC0 Federal Realty OP LP 400000.0 404040.72 CORP Long
67066GAH7 67066GAH7 NVIDIA Corp 1965000.0 1641875.89 CORP Long
045167FB4 045167FB4 Asian Development Bank 3000000.0 2532827.28 CORP Long
98164CAD1 98164CAD1 WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-C 150000.0 139150.38 CORP Long
89236TLD5 89236TLD5 Toyota Motor Credit Corp 700000.0 716975.98 CORP Long
91282CGN5 91282CGN5 United States Treasury Note/Bond 2545000.0 2543011.85 UST Long
254687FV3 254687FV3 Walt Disney Co/The 1400000.0 1324867.52 CORP Long
02665WBH3 02665WBH3 American Honda Finance Corp 250000.0 236460.62 CORP Long
15135UAW9 15135UAW9 Cenovus Energy Inc 450000.0 373395.07 CORP Long
941053AJ9 941053AJ9 Waste Connections Inc 950000.0 908679.57 CORP Long
31418EGT1 31418EGT1 Fannie Mae Pool 2666778.06 2644322.99 USGSE Long
17322U207 17322U207 Citius Pharmaceuticals Inc 106287.0 80406.12 CORP Long
3128M6UP1 3128M6UP1 Freddie Mac Gold Pool 20978.34 21804.43 USGSE Long
3132AEKB1 3132AEKB1 Freddie Mac Pool 330005.24 294052.49 USGSE Long
3140X6ZG9 3140X6ZG9 Fannie Mae Pool 206426.99 183858.2 USGSE Long
529043AE1 529043AE1 LXP Industrial Trust 500000.0 415330.76 CORP Long
00217GAA1 00217GAA1 Aptiv PLC / Aptiv Corp 500000.0 483557.56 CORP Long
03066RAC9 03066RAC9 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2 18282.03 18094.08 CORP Long
43300A203 43300A203 Hilton Worldwide Holdings Inc 176234.0 32090449.06 CORP Long
3138WBTF2 3138WBTF2 Fannie Mae Pool 19157.27 18562.22 USGSE Long
68621T102 68621T102 Origin Bancorp Inc 21050.0 748748.5 CORP Long
575385109 575385109 Masonite International Corp 14358.0 1215548.28 CORP Long
16411QAP6 16411QAP6 Cheniere Energy Partners LP 1100000.0 1129149.65 CORP Long
31677QBM0 31677QBM0 Fifth Third Bank NA 625000.0 611701.4 CORP Long
3140QTEN5 3140QTEN5 Fannie Mae Pool 1412304.6658 1435228.91 USGSE Long
3132DV4H5 3132DV4H5 Freddie Mac Pool 10660935.05 9499316.37 USGSE Long
91282CCY5 91282CCY5 United States Treasury Note/Bond 104670000.0 92796496.88 UST Long
36179XTC0 36179XTC0 Ginnie Mae II Pool 3392957.7369 3373991.44 USGA Long
260543CK7 260543CK7 Dow Chemical Co/The 386000.0 369704.65 CORP Long
845743BN2 845743BN2 Southwestern Public Service Co 345000.0 306598.38 CORP Long
36179QHV6 36179QHV6 Ginnie Mae II Pool 97242.36 92600.98 USGA Long
91159HHS2 91159HHS2 US Bancorp 525000.0 507593.3 CORP Long
907818EP9 907818EP9 Union Pacific Corp 240000.0 229604.86 CORP Long
05492TAG5 05492TAG5 BBCMS Mortgage Trust 2020-C6 143000.0 119798.75 CORP Long
06211CAP0 06211CAP0 BANK5 2023-5YR2 175000.0 181995.22 CORP Long
291011BS2 291011BS2 Emerson Electric Co 900000.0 619884.77 CORP Long
023135BN5 023135BN5 Amazon.com Inc 875000.0 885664.85 CORP Long
3140J8X57 3140J8X57 Fannie Mae Pool 2390819.645 2324546.12 USGSE Long
693304BC0 693304BC0 PECO Energy Co 500000.0 335050.41 CORP Long
3138WHBS0 3138WHBS0 Fannie Mae Pool 414775.29 398850.74 USGSE Long
12515BAD0 12515BAD0 CD 2019-CD8 Mortgage Trust 200000.0 176451.32 CORP Long
650009S53 650009S53 New York State Thruway Authority 330000.0 287258.37 MUN Long
44409MAA4 44409MAA4 Hudson Pacific Properties LP 250000.0 210484.6 CORP Long
36870H103 36870H103 Genelux Corp 13500.0 189135.0 CORP Long
343498AB7 343498AB7 Flowers Foods Inc 350000.0 335372.44 CORP Long
31428XBE5 31428XBE5 FedEx Corp 1075000.0 990732.18 CORP Long
65334HAA0 65334HAA0 CNOOC Petroleum North America ULC 800000.0 962867.55 CORP Long
539830BR9 539830BR9 Lockheed Martin Corp 175000.0 168775.59 CORP Long
438516CF1 438516CF1 Honeywell International Inc 1150000.0 959947.6 CORP Long
04965B100 04965B100 Atomera Inc 16254.0 113940.54 CORP Long
25746UDG1 25746UDG1 Dominion Energy Inc 2300000.0 2119271.84 CORP Long
3137F8ZV8 3137F8ZV8 Freddie Mac Multifamily Structured Pass Through Certificates 2150000.0 1796468.41 USGSE Long
361448BL6 361448BL6 GATX Corp 500000.0 503475.5 CORP Long
94988J6B8 94988J6B8 Wells Fargo Bank NA 1425000.0 1439773.99 CORP Long
74460WAF4 74460WAF4 Public Storage Operating Co 350000.0 361644.68 CORP Long
31417AJM2 31417AJM2 Fannie Mae Pool 88447.85 82206.05 USGSE Long
74456QCC8 74456QCC8 Public Service Electric and Gas Co 750000.0 551233.2 CORP Long
010392FX1 010392FX1 Alabama Power Co 600000.0 532385.47 CORP Long
92854T100 92854T100 Vivid Seats Inc 57212.0 361579.84 CORP Long
3128M4UX9 3128M4UX9 Freddie Mac Gold Pool 141341.68 146948.1 USGSE Long
36201FW37 36201FW37 Ginnie Mae I Pool 2281.7 2312.87 USGA Long
67018T105 67018T105 Nu Skin Enterprises Inc 35698.0 693255.16 CORP Long
87162WAH3 87162WAH3 TD SYNNEX Corp 2500000.0 2197520.18 CORP Long
3140XJJX2 3140XJJX2 Fannie Mae Pool 878401.6931 836197.92 USGSE Long
29273RBL2 29273RBL2 Energy Transfer LP 1705000.0 1570034.81 CORP Long
02217A102 02217A102 Altus Power Inc 47800.0 326474.0 CORP Long
22550L2K6 22550L2K6 Credit Suisse AG/New York NY 1000000.0 1000087.87 CORP Long
553498106 553498106 MSA Safety Inc 25734.0 4344671.22 CORP Long
88262P102 88262P102 Texas Pacific Land Corp 4259.0 6697064.55 CORP Long
89114TZL9 89114TZL9 Toronto-Dominion Bank/The 500000.0 481737.06 CORP Long
04302A104 04302A104 Arteris Inc 15000.0 88350.0 CORP Long
3137HAMS2 3137HAMS2 Freddie Mac Multifamily Structured Pass Through Certificates 450000.0 457534.49 USGSE Long
682680AS2 682680AS2 ONEOK Inc 1150000.0 1116788.16 CORP Long
31418ECU2 31418ECU2 Fannie Mae Pool 3241557.673 2899749.36 USGSE Long
126650CY4 126650CY4 CVS Health Corp 4300000.0 4064850.59 CORP Long
26442UAA2 26442UAA2 Duke Energy Progress LLC 2051000.0 2003763.05 CORP Long
436440101 436440101 Hologic Inc 165209.0 11804183.05 CORP Long
3132J62G8 3132J62G8 Freddie Mac Gold Pool 205502.35 189781.34 USGSE Long
5447122H4 5447122H4 Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 400000.0 421786.64 MUN Long
748148SC8 748148SC8 Province of Quebec Canada 1500000.0 1410472.68 NUSS Long
3138X0ZQ4 3138X0ZQ4 Fannie Mae Pool 592079.87 556141.45 USGSE Long
06541QBE4 06541QBE4 BANK 2022-BNK43 175000.0 160390.42 CORP Long
26441C204 26441C204 Duke Energy Corp 530974.0 51525716.96 CORP Long
12326C105 12326C105 Business First Bancshares Inc 10327.0 254560.55 CORP Long
20030NDA6 20030NDA6 Comcast Corp 1050000.0 944737.32 CORP Long
3138XYRT3 3138XYRT3 Fannie Mae Pool 322413.13 310069.12 USGSE Long
15089QAW4 15089QAW4 Celanese US Holdings LLC 800000.0 838843.08 CORP Long
92553PAW2 92553PAW2 Paramount Global 500000.0 409167.25 CORP Long
3132A5HX6 3132A5HX6 Freddie Mac Pool 1001308.98 897521.2 USGSE Long
31335GMW2 31335GMW2 Freddie Mac Gold Pool 56.79 57.51 USGSE Long
31371FDT6 31371FDT6 Fannie Mae Pool 63.66 64.24 USGSE Long
89238FAD5 89238FAD5 TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-B 350000.0 343069.79 CORP Long
91282CJA0 91282CJA0 United States Treasury Note/Bond 37957000.0 39202464.06 UST Long
824348BR6 824348BR6 Sherwin-Williams Co/The 200000.0 198357.36 CORP Long
36225AEA4 36225AEA4 Ginnie Mae I Pool 36.56 36.01 USGA Long
49177J102 49177J102 Kenvue Inc 1186383.0 25542825.99 CORP Long
87612GAD3 87612GAD3 Targa Resources Corp 500000.0 541566.63 CORP Long
36179WLQ9 36179WLQ9 Ginnie Mae II Pool 10891593.008 9893100.77 USGA Long
16359R103 16359R103 Chemed Corp 10245.0 5990763.75 CORP Long
3132A5EL5 3132A5EL5 Freddie Mac Pool 147529.719 142112.5 USGSE Long
G3075P101 G3075P101 Enstar Group Ltd 9098.0 2677996.3 CORP Long
29273RBG3 29273RBG3 Energy Transfer LP 300000.0 297942.11 CORP Long
620076BE8 620076BE8 Motorola Solutions Inc 300000.0 298275.68 CORP Long
12189LAU5 12189LAU5 Burlington Northern Santa Fe LLC 1600000.0 1493206.99 CORP Long
433323102 433323102 Hingham Institution For Savings The 862.0 167572.8 CORP Long
31410GQ55 31410GQ55 Fannie Mae Pool 70413.68 72827.46 USGSE Long
89788MAD4 89788MAD4 Truist Financial Corp 2000000.0 1832597.84 CORP Long
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90276VAE9 90276VAE9 UBS Commercial Mortgage Trust 2018-C8 200000.0 188088.34 CORP Long
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3137BLAC2 3137BLAC2 Freddie Mac Multifamily Structured Pass Through Certificates 1025000.0 1002391.78 USGSE Long
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404280CJ6 404280CJ6 HSBC Holdings PLC 3000000.0 2851248.15 CORP Long
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1301ETAA0 1301ETAA0 California Endowment/The 150000.0 97234.98 CORP Long
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578454AB6 578454AB6 Mayo Clinic 250000.0 214581.15 CORP Long
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441593100 441593100 Houlihan Lokey Inc 35179.0 4218313.89 CORP Long
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65340G205 65340G205 NexPoint Diversified Real Estate Trust 22051.0 175305.45 CORP Long
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33938XAA3 33938XAA3 Flex Ltd 514000.0 505323.47 CORP Long
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30161Q104 30161Q104 Exelixis Inc 219278.0 5260479.22 CORP Long
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25746UCY3 25746UCY3 Dominion Energy Inc 200000.0 196315.88 CORP Long
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366651107 366651107 Gartner Inc 50826.0 22928116.86 CORP Long
808513AZ8 808513AZ8 Charles Schwab Corp/The 440000.0 427370.99 CORP Long
89238JAD7 89238JAD7 TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-D 100000.0 93315.01 CORP Long
31417YSY4 31417YSY4 Fannie Mae Pool 367542.67 366282.04 USGSE Long
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20030NCU3 20030NCU3 Comcast Corp 1200000.0 1182494.8 CORP Long
191216CV0 191216CV0 Coca-Cola Co/The 2125000.0 1820732.53 CORP Long
98978VAV5 98978VAV5 Zoetis Inc 1000000.0 1072182.86 CORP Long
369550AZ1 369550AZ1 General Dynamics Corp 500000.0 468668.97 CORP Long
36209RUT8 36209RUT8 Ginnie Mae I Pool 120228.35 115322.72 USGA Long
47837RAA8 47837RAA8 Johnson Controls International plc / Tyco Fire & Security Finance SCA 500000.0 415585.7 CORP Long
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872540AQ2 872540AQ2 TJX Cos Inc/The 750000.0 711404.49 CORP Long
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3133KYWN5 3133KYWN5 Freddie Mac Pool 1582246.2161 1343570.86 USGSE Long
880591ES7 880591ES7 Tennessee Valley Authority 700000.0 641038.58 USGA Long
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55336VAT7 55336VAT7 MPLX LP 1775000.0 1719465.06 CORP Long
90276YAH6 90276YAH6 UBS Commercial Mortgage Trust 2019-C16 125000.0 111631.55 CORP Long
344940AD3 344940AD3 FORD CREDIT AUTO OWNER TRUST FORDO_23-C 350000.0 357366.49 CORP Long
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3140Q9SE4 3140Q9SE4 Fannie Mae Pool 299977.31 287077.63 USGSE Long
3133KR5T7 3133KR5T7 Freddie Mac Pool 1190600.568 1210111.77 USGSE Long
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31418CDG6 31418CDG6 Fannie Mae Pool 515913.78 475772.49 USGSE Long
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031162DC1 031162DC1 Amgen Inc 2500000.0 1750792.18 CORP Long
08161CAB7 08161CAB7 Benchmark 2018-B2 Mortgage Trust 85805.99 82088.09 CORP Long
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22160K105 22160K105 Costco Wholesale Corp 304463.0 200969937.04 CORP Long
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68404L201 68404L201 Option Care Health Inc 120904.0 4073255.76 CORP Long
36241KT40 36241KT40 Ginnie Mae I Pool 114307.0 116421.28 USGA Long
05971KAA7 05971KAA7 Banco Santander SA 1300000.0 1288615.77 CORP Long
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30166AAE4 30166AAE4 EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-3 135701.71 132907.79 CORP Long
62921N105 62921N105 NGM Biopharmaceuticals Inc 44858.0 38533.02 CORP Long
87266M107 87266M107 TPG RE Finance Trust Inc 37900.0 246350.0 CORP Long
80285VAE9 80285VAE9 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-4 224176.62 220144.96 CORP Long
717081FB4 717081FB4 Pfizer Inc 1250000.0 1038213.6 CORP Long
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84265VAE5 84265VAE5 Southern Copper Corp 750000.0 838849.23 CORP Long
02083E204 02083E204 Alpine 4 Holdings Inc 14638.0 10758.93 CORP Long
36266G107 36266G107 GE HealthCare Technologies Inc 266141.0 20578022.12 CORP Long
04746L104 04746L104 Athira Pharma Inc 26677.0 64825.11 CORP Long
17327FAC0 17327FAC0 Citigroup Commercial Mortgage Trust 2018-B2 175000.0 165153.89 CORP Long
500630DH8 500630DH8 Korea Development Bank/The 1000000.0 823689.68 NUSS Long
431571108 431571108 Hillenbrand Inc 49149.0 2351779.65 CORP Long
88642R109 88642R109 Tidewater Inc 31935.0 2302832.85 CORP Long
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344940AE1 344940AE1 FORD CREDIT AUTO OWNER TRUST FORDO_23-C 150000.0 153741.33 CORP Long
912810QK7 912810QK7 United States Treasury Note/Bond 8449000.0 8256257.19 UST Long
3132DVKP9 3132DVKP9 Freddie Mac Pool 2764128.92 2578830.29 USGSE Long
90276RBH0 90276RBH0 UBS Commercial Mortgage Trust 2017-C4 262000.0 233865.89 CORP Long
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3133KYU64 3133KYU64 Freddie Mac Pool 2331342.4021 1999610.56 USGSE Long
91359E105 91359E105 Universal Health Realty Income Trust 9107.0 393877.75 CORP Long
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22822VAE1 22822VAE1 Crown Castle Inc 300000.0 290390.53 CORP Long
254687EV4 254687EV4 Walt Disney Co/The 690000.0 665703.19 CORP Long
28368EAE6 28368EAE6 Kinder Morgan Inc 1025000.0 1171642.7 CORP Long
88579YBH3 88579YBH3 3M Co 600000.0 577971.19 CORP Long
49456BAP6 49456BAP6 Kinder Morgan Inc 1080000.0 1067166.87 CORP Long
20030NCG4 20030NCG4 Comcast Corp 1317000.0 1111978.83 CORP Long
58933YAT2 58933YAT2 Merck & Co Inc 2295000.0 1952524.63 CORP Long
36212NAN7 36212NAN7 Ginnie Mae I Pool 13080.5801 13461.09 USGA Long
90353T100 90353T100 Uber Technologies Inc 1344757.0 82796688.49 CORP Long
31402CWS7 31402CWS7 Fannie Mae Pool 7195.59 7406.13 USGSE Long
797440CE2 797440CE2 San Diego Gas & Electric Co 500000.0 510401.85 CORP Long
3140HJZU8 3140HJZU8 Fannie Mae Pool 197797.26 189300.74 USGSE Long
17323CAE7 17323CAE7 Citigroup Commercial Mortgage Trust 2015-GC27 800000.0 780003.36 CORP Long
12532CBA2 12532CBA2 CFCRE Commercial Mortgage Trust 2017-C8 300000.0 278907.66 CORP Long
833034AM3 833034AM3 Snap-on Inc 400000.0 306434.85 CORP Long
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3140X7YM5 3140X7YM5 Fannie Mae Pool 389138.03 351846.0 USGSE Long
22822VBC4 22822VBC4 Crown Castle Inc 600000.0 595470.01 CORP Long
91087BAM2 91087BAM2 Mexico Government International Bond 2700000.0 2282636.27 NUSS Long
3140X9C29 3140X9C29 Fannie Mae Pool 2756764.1381 2640490.44 USGSE Long
3132E0WH1 3132E0WH1 Freddie Mac Pool 578564.297 590011.83 USGSE Long
3128MJMN7 3128MJMN7 Freddie Mac Gold Pool 20567.28 20591.18 USGSE Long
67077MBB3 67077MBB3 Nutrien Ltd 434000.0 465506.14 CORP Long
054540208 054540208 Axcelis Technologies Inc 23006.0 2983648.14 CORP Long
11135FBE0 11135FBE0 Broadcom Inc 600000.0 539071.64 CORP Long
384637104 384637104 Graham Holdings Co 2439.0 1698812.28 CORP Long
31416BS82 31416BS82 Fannie Mae Pool 171826.43 169079.68 USGSE Long
06406FAE3 06406FAE3 Bank of New York Mellon Corp/The 969000.0 914832.23 CORP Long
500769KB9 500769KB9 Kreditanstalt fuer Wiederaufbau 1275000.0 1331379.3 CORP Long
36202FXB7 36202FXB7 Ginnie Mae II Pool 272240.0085 266597.37 USGA Long
36179TEZ4 36179TEZ4 Ginnie Mae II Pool 3599604.24 3400066.3 USGA Long
3140X9DB8 3140X9DB8 Fannie Mae Pool 442778.6706 399097.05 USGSE Long
341081FZ5 341081FZ5 Florida Power & Light Co 1984000.0 1936940.75 CORP Long
31292XRS0 31292XRS0 Freddie Mac Gold Pool 1476.25 1479.45 USGSE Long
448979AE4 448979AE4 HYUNDAI AUTO RECEIVABLES TRUST HART_23-A 100000.0 99160.78 CORP Long
314353AA1 314353AA1 FedEx Corp 2020-1 Class AA Pass Through Trust 671665.714 560611.74 CORP Long
31292GPE0 31292GPE0 Freddie Mac Gold Pool 32.9 33.42 USGSE Long
168905107 168905107 Children's Place Inc/The 8319.0 193167.18 CORP Long
31428XCE4 31428XCE4 FedEx Corp 450000.0 348316.79 CORP Long
071813CB3 071813CB3 Baxter International Inc 600000.0 487764.2 CORP Long
31402DC24 31402DC24 Fannie Mae Pool 7526.1 7730.75 USGSE Long
74005PBT0 74005PBT0 Linde Inc/CT 500000.0 414727.89 CORP Long
3128MMSP9 3128MMSP9 Freddie Mac Gold Pool 142917.38 142561.42 USGSE Long
31418DSJ2 31418DSJ2 Fannie Mae Pool 8147131.65 7013749.13 USGSE Long
097023CF0 097023CF0 Boeing Co/The 225000.0 167035.2 CORP Long
4581X0CU0 4581X0CU0 Inter-American Development Bank 1915000.0 1817640.14 CORP Long
36202EKM0 36202EKM0 Ginnie Mae II Pool 42533.09 45460.51 USGA Long
07330MAA5 07330MAA5 Truist Bank 400000.0 382605.36 CORP Long
3128MJZG8 3128MJZG8 Freddie Mac Gold Pool 138374.33 129001.01 USGSE Long
718546104 718546104 Phillips 66 302750.0 40308135.0 CORP Long
31418EPD6 31418EPD6 Fannie Mae Pool 2043226.3461 2055058.26 USGSE Long
3136AX7E9 3136AX7E9 Fannie Mae-Aces 802162.98 769377.46 USGSE Long
749685AX1 749685AX1 RPM International Inc 275000.0 271120.92 CORP Long
931142ET6 931142ET6 Walmart Inc 462000.0 391754.96 CORP Long
21871XAH2 21871XAH2 Corebridge Financial Inc 500000.0 452946.96 CORP Long
418056AS6 418056AS6 Hasbro Inc 400000.0 416285.35 CORP Long
45866FAT1 45866FAT1 Intercontinental Exchange Inc 690000.0 676846.21 CORP Long
636180BR1 636180BR1 National Fuel Gas Co 100000.0 83875.83 CORP Long
12505BAE0 12505BAE0 CBRE Services Inc 500000.0 422518.61 CORP Long
89788MAQ5 89788MAQ5 Truist Financial Corp 500000.0 539550.13 CORP Long
785592AZ9 785592AZ9 Sabine Pass Liquefaction LLC 500000.0 528407.68 CORP Long
36210AST5 36210AST5 Ginnie Mae I Pool 1544.46 1569.26 USGA Long
3128MJYC8 3128MJYC8 Freddie Mac Gold Pool 1277118.96 1190422.89 USGSE Long
459058JZ7 459058JZ7 International Bank for Reconstruction & Development 4625000.0 4059445.15 CORP Long
36179XQU3 36179XQU3 Ginnie Mae II Pool 1946860.7 1860350.97 USGA Long
139674105 139674105 Capital City Bank Group Inc 9619.0 283087.17 CORP Long
55361AAU8 55361AAU8 MSWF Commercial Mortgage Trust 2023-2 150000.0 161338.37 CORP Long
3128MJXF2 3128MJXF2 Freddie Mac Gold Pool 255346.11 246684.85 USGSE Long
45768S105 45768S105 Innospec Inc 16761.0 2065625.64 CORP Long
959802AH2 959802AH2 Western Union Co/The 410000.0 425056.43 CORP Long
98955K104 98955K104 Zevia PBC 22600.0 45426.0 CORP Long
045167FU2 045167FU2 Asian Development Bank 3875000.0 3872613.93 CORP Long
3128M8A20 3128M8A20 Freddie Mac Gold Pool 194662.96 194621.44 USGSE Long
666807BM3 666807BM3 Northrop Grumman Corp 1000000.0 977377.72 CORP Long
24422EVY2 24422EVY2 John Deere Capital Corp 1000000.0 964549.97 CORP Long
31418DQ88 31418DQ88 Fannie Mae Pool 300676.2135 258847.37 USGSE Long
76674Q107 76674Q107 Rimini Street Inc 27624.0 90330.48 CORP Long
172967NG2 172967NG2 Citigroup Inc 2200000.0 2073210.63 CORP Long
912828ZC7 912828ZC7 United States Treasury Note/Bond 22270000.0 21386159.38 UST Long
30166QAD1 30166QAD1 EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-2 81064.96 80486.4 CORP Long
101137AT4 101137AT4 Boston Scientific Corp 559000.0 534147.09 CORP Long
3132DV3V5 3132DV3V5 Freddie Mac Pool 1087963.23 1041495.34 USGSE Long
3132DNEN9 3132DNEN9 Freddie Mac Pool 2185239.6873 1958987.18 USGSE Long
31418D2N1 31418D2N1 Fannie Mae Pool 2295374.9085 2048350.79 USGSE Long
14687TAC1 14687TAC1 CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P2 29780.19 29329.15 CORP Long
31417G4Z6 31417G4Z6 Fannie Mae Pool 2043942.68 1919855.12 USGSE Long
10373QBG4 10373QBG4 BP Capital Markets America Inc 2200000.0 1559037.85 CORP Long
61767CAV0 61767CAV0 Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 1000000.0 944721.8 CORP Long
61744YAP3 61744YAP3 Morgan Stanley 2850000.0 2717517.75 CORP Long
46625HHV5 46625HHV5 JPMorgan Chase & Co 1375000.0 1432238.36 CORP Long
08162XBL7 08162XBL7 Benchmark 2020-B20 Mortgage Trust 35000.0 26680.82 CORP Long
785592AV8 785592AV8 Sabine Pass Liquefaction LLC 1200000.0 1221005.89 CORP Long
87612EBQ8 87612EBQ8 Target Corp 1500000.0 1513682.84 CORP Long
258278100 258278100 Dorman Products Inc 18076.0 1507719.16 CORP Long
31416VSM7 31416VSM7 Fannie Mae Pool 12382.99 12465.58 USGSE Long
094235108 094235108 Bloomin' Brands Inc 59600.0 1677740.0 CORP Long
3140J8AM5 3140J8AM5 Fannie Mae Pool 179132.21 173901.55 USGSE Long
500769JG0 500769JG0 Kreditanstalt fuer Wiederaufbau 2000000.0 1624239.2 CORP Long
20459V105 20459V105 CompoSecure Inc 10764.0 58125.6 CORP Long
G5960L103 G5960L103 Medtronic PLC 915498.0 75418725.24 CORP Long
3140QPH91 3140QPH91 Fannie Mae Pool 1857640.6019 1771633.14 USGSE Long
3136BHNA3 3136BHNA3 Fannie Mae-Aces 200000.0 157786.88 USGSE Long
46641WAV9 46641WAV9 JPMBB Commercial Mortgage Securities Trust 2014-C19 50798.01 50527.85 CORP Long
756109BL7 756109BL7 Realty Income Corp 500000.0 425925.86 CORP Long
00206RKA9 00206RKA9 AT&T Inc 2385000.0 1800156.98 CORP Long
780097BP5 780097BP5 NatWest Group PLC 2450000.0 2276235.37 CORP Long
071813BQ1 071813BQ1 Baxter International Inc 400000.0 377036.23 CORP Long
501044DE8 501044DE8 Kroger Co/The 500000.0 472815.19 CORP Long
22550L2G5 22550L2G5 Credit Suisse AG/New York NY 1165000.0 1056755.2 CORP Long
02008MAD1 02008MAD1 ALLY AUTO RECEIVABLES TRUST ALLYA_22-2 200000.0 199698.86 CORP Long
31381CUX3 31381CUX3 Fannie Mae Pool 860.56 875.12 USGSE Long
151191BD4 151191BD4 Celulosa Arauco y Constitucion SA 350000.0 301049.83 CORP Long
04621WAE0 04621WAE0 Assured Guaranty US Holdings Inc 500000.0 359400.77 CORP Long
91324PEV0 91324PEV0 UnitedHealth Group Inc 1500000.0 1488571.73 CORP Long
278062AE4 278062AE4 Eaton Corp 75000.0 68989.77 CORP Long
57636QAK0 57636QAK0 Mastercard Inc 550000.0 493136.12 CORP Long
446413AZ9 446413AZ9 Huntington Ingalls Industries Inc 490000.0 431665.79 CORP Long
31402CVV1 31402CVV1 Fannie Mae Pool 172031.49 176986.0 USGSE Long
34531XAC8 34531XAC8 Ford Foundation/The 750000.0 479581.25 CORP Long
31283HUA1 31283HUA1 Freddie Mac Gold Pool 22562.3781 22604.34 USGSE Long
457030104 457030104 Ingles Markets Inc 10412.0 899284.44 CORP Long
298785JG2 298785JG2 European Investment Bank 5500000.0 5096663.72 CORP Long
681919106 681919106 Omnicom Group Inc 135895.0 11756276.45 CORP Long
097023CK9 097023CK9 Boeing Co/The 650000.0 513847.0 CORP Long
65535HAQ2 65535HAQ2 Nomura Holdings Inc 1610000.0 1423432.68 CORP Long
31407GJ74 31407GJ74 Fannie Mae Pool 169145.52 172911.31 USGSE Long
80007RAF2 80007RAF2 Sands China Ltd 1450000.0 1428508.61 CORP Long
698299BK9 698299BK9 Panama Government International Bond 400000.0 341029.38 NUSS Long
G0403H108 G0403H108 Aon PLC 130859.0 38082586.18 CORP Long
12572QAG0 12572QAG0 CME Group Inc 133000.0 130180.33 CORP Long
3622ACJY7 3622ACJY7 Ginnie Mae II Pool 1070046.3225 1078522.91 USGA Long
3128K2BZ1 3128K2BZ1 Freddie Mac Gold Pool 112470.85 117214.87 USGSE Long
855244AX7 855244AX7 Starbucks Corp 700000.0 524473.68 CORP Long
05553WAJ8 05553WAJ8 BBCMS Mortgage Trust 2023-C21 100000.0 101714.93 CORP Long
3128MJCT5 3128MJCT5 Freddie Mac Gold Pool 93367.07 98084.35 USGSE Long
46647PDA1 46647PDA1 JPMorgan Chase & Co 1500000.0 1475142.54 CORP Long
402479CF4 402479CF4 Florida Power & Light Co 250000.0 239442.88 CORP Long
3138Y9MQ8 3138Y9MQ8 Fannie Mae Pool 367730.78 347588.44 USGSE Long
3136AX3J2 3136AX3J2 Fannie Mae-Aces 480309.83 449114.76 USGSE Long
31418AJV1 31418AJV1 Fannie Mae Pool 215379.72 197557.46 USGSE Long
281020AW7 281020AW7 Edison International 500000.0 543511.47 CORP Long
31447P100 31447P100 Fennec Pharmaceuticals Inc 30400.0 341088.0 CORP Long
37229T509 37229T509 Kartoon Studios Inc 25381.0 35279.59 CORP Long
9128285J5 9128285J5 United States Treasury Note/Bond 15773000.0 15405785.63 UST Long
31403DGY9 31403DGY9 Fannie Mae Pool 40191.38 41259.93 USGSE Long
36225FF61 36225FF61 Ginnie Mae II Pool 92702.47 90923.33 USGA Long
35137LAN5 35137LAN5 Fox Corp 1000000.0 1082794.6 CORP Long
29273RBJ7 29273RBJ7 Energy Transfer LP 1050000.0 1062182.21 CORP Long
31418D4Z2 31418D4Z2 Fannie Mae Pool 766399.5962 683919.29 USGSE Long
907818FK9 907818FK9 Union Pacific Corp 850000.0 651247.89 CORP Long
455170AB6 455170AB6 Indiana University Health Inc Obligated Group 500000.0 342605.95 CORP Long
91282CEV9 91282CEV9 United States Treasury Note/Bond 32740000.0 31721988.99 UST Long
928881AF8 928881AF8 Vontier Corp 500000.0 420744.25 CORP Long
46625HRS1 46625HRS1 JPMorgan Chase & Co 1125000.0 1085847.13 CORP Long
36179UXS6 36179UXS6 Ginnie Mae II Pool 1180849.88 1079642.19 USGA Long
88331L108 88331L108 Beauty Health Co/The 66859.0 207931.49 CORP Long
775109CG4 775109CG4 Rogers Communications Inc 800000.0 763329.25 CORP Long
013091103 013091103 Albertsons Cos Inc 213163.0 4902749.0 CORP Long
35137LAJ4 35137LAJ4 Fox Corp 950000.0 926458.29 CORP Long
05329WAR3 05329WAR3 AutoNation Inc 1000000.0 860403.93 CORP Long
36201XAN8 36201XAN8 Ginnie Mae I Pool 7236.8715 7290.26 USGA Long
08160H101 08160H101 Benchmark Electronics Inc 25359.0 700922.76 CORP Long
3132DNBU6 3132DNBU6 Freddie Mac Pool 1579353.8275 1415361.94 USGSE Long
68347P103 68347P103 OPAL Fuels Inc 14600.0 80592.0 CORP Long
942622200 942622200 Watsco Inc 23168.0 9926792.96 CORP Long
3138WCPV9 3138WCPV9 Fannie Mae Pool 49970.71 46487.48 USGSE Long
08162WBC9 08162WBC9 Benchmark 2020-B19 Mortgage Trust 212000.0 168314.11 CORP Long
86562MBW9 86562MBW9 Sumitomo Mitsui Financial Group Inc 1175000.0 1039513.89 CORP Long
12532HAF1 12532HAF1 CGI Inc 400000.0 325914.56 CORP Long
3138AGE38 3138AGE38 Fannie Mae Pool 4668.83 4818.93 USGSE Long
802927AE3 802927AE3 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-4 120000.0 120760.78 CORP Long
89114QCP1 89114QCP1 Toronto-Dominion Bank/The 900000.0 831230.32 CORP Long
254423106 254423106 Dine Brands Global Inc 10679.0 530212.35 CORP Long
89114TZQ8 89114TZQ8 Toronto-Dominion Bank/The 500000.0 419618.26 CORP Long
31292GVZ6 31292GVZ6 Freddie Mac Gold Pool 1099.05 1104.69 USGSE Long
05464HAC4 05464HAC4 AXIS Specialty Finance PLC 1500000.0 1437017.34 CORP Long
55405Y100 55405Y100 MACOM Technology Solutions Holdings Inc 36590.0 3401040.5 CORP Long
863667AG6 863667AG6 Stryker Corp 775000.0 710006.55 CORP Long
494550AW6 494550AW6 Kinder Morgan Energy Partners LP 335000.0 368221.16 CORP Long
929903AM4 929903AM4 Wachovia Corp 325000.0 329142.92 CORP Long
87901J105 87901J105 TEGNA Inc 127334.0 1948210.2 CORP Long
47233WBM0 47233WBM0 Jefferies Financial Group Inc 600000.0 615321.36 CORP Long
3140QQD51 3140QQD51 Fannie Mae Pool 691528.7618 684392.25 USGSE Long
14040HDA0 14040HDA0 Capital One Financial Corp 2000000.0 2061290.68 CORP Long
3128MESE2 3128MESE2 Freddie Mac Gold Pool 85.19 83.42 USGSE Long
76119X105 76119X105 Reservoir Media Inc 17600.0 125488.0 CORP Long
74168J101 74168J101 Prime Medicine Inc 28442.0 251996.12 CORP Long
345397B36 345397B36 Ford Motor Credit Co LLC 727000.0 651630.62 CORP Long
578454AD2 578454AD2 Mayo Clinic 125000.0 111334.41 CORP Long
3128M9DZ2 3128M9DZ2 Freddie Mac Gold Pool 124526.72 132170.47 USGSE Long
035242AN6 035242AN6 Anheuser-Busch InBev Finance Inc 2275000.0 2217895.25 CORP Long
36179XFH4 36179XFH4 Ginnie Mae II Pool 7631876.7068 7455140.0 USGA Long
96758W101 96758W101 WideOpenWest Inc 35637.0 144329.85 CORP Long
084659AD3 084659AD3 Berkshire Hathaway Energy Co 250000.0 246110.52 CORP Long
49271VAJ9 49271VAJ9 Keurig Dr Pepper Inc 612000.0 562580.18 CORP Long
172406308 172406308 Cineverse Corp 6210.0 8383.5 CORP Long
20030NDN8 20030NDN8 Comcast Corp 3400000.0 2771618.56 CORP Long
278062AJ3 278062AJ3 Eaton Corp 657000.0 647298.21 CORP Long
12572QAF2 12572QAF2 CME Group Inc 720000.0 766282.9 CORP Long
3132DPA57 3132DPA57 Freddie Mac Pool 389131.3402 377135.0 USGSE Long
717081ED1 717081ED1 Pfizer Inc 1575000.0 1401552.29 CORP Long
205887CB6 205887CB6 Conagra Brands Inc 1038000.0 1028796.18 CORP Long
784710AA3 784710AA3 SSM Health Care Corp 375000.0 363274.59 CORP Long
05567SAA0 05567SAA0 BNSF Funding Trust I 325000.0 316832.32 CORP Long
210518DH6 210518DH6 Consumers Energy Co 850000.0 667441.73 CORP Long
46625HQW3 46625HQW3 JPMorgan Chase & Co 2550000.0 2466992.32 CORP Long
3138EPTZ7 3138EPTZ7 Fannie Mae Pool 388281.11 370853.58 USGSE Long
539830AW9 539830AW9 Lockheed Martin Corp 316000.0 344437.39 CORP Long
12047B105 12047B105 Bumble Inc 66383.0 978485.42 CORP Long
882667AZ1 882667AZ1 Texas Private Activity Bond Surface Transportation Corp 775000.0 627485.11 MUN Long
31412SK20 31412SK20 Fannie Mae Pool 3353.53 3455.91 USGSE Long
36265MAC9 36265MAC9 GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-1 409178.38 406724.41 CORP Long
097023CA1 097023CA1 Boeing Co/The 1000000.0 941679.72 CORP Long
14318XAC9 14318XAC9 CARMAX AUTO OWNER TRUST CARMX_23-4 100000.0 102852.24 CORP Long
4581X0CY2 4581X0CY2 Inter-American Development Bank 800000.0 756366.9 CORP Long
438516BB1 438516BB1 Honeywell International Inc 855000.0 914326.48 CORP Long
31371JBD5 31371JBD5 Fannie Mae Pool 4960.47 5195.4 USGSE Long
66285WE51 66285WE51 North Texas Tollway Authority 175000.0 134286.25 MUN Long
278062AG9 278062AG9 Eaton Corp 665000.0 636654.1 CORP Long
31418DNJ7 31418DNJ7 Fannie Mae Pool 1507125.85 1394157.42 USGSE Long
36241KBH0 36241KBH0 Ginnie Mae I Pool 97530.23 97358.58 USGA Long
695114CY2 695114CY2 PacifiCorp 816000.0 525395.43 CORP Long
072863AH6 072863AH6 Baylor Scott & White Holdings 500000.0 414553.42 CORP Long
89231FAE0 89231FAE0 TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C 75000.0 75727.73 CORP Long
00130HCE3 00130HCE3 AES Corp/The 2900000.0 2683429.42 CORP Long
31417A4P1 31417A4P1 Fannie Mae Pool 49849.89 47088.08 USGSE Long
3133C4RL0 3133C4RL0 Freddie Mac Pool 1521745.9536 1507638.61 USGSE Long
36257UAL1 36257UAL1 GS Mortgage Securities Trust 2019-GC42 1125000.0 1004300.1 CORP Long
03152W109 03152W109 Amicus Therapeutics Inc 201243.0 2855638.17 CORP Long
31416BW95 31416BW95 Fannie Mae Pool 13148.79 13003.73 USGSE Long
800677106 800677106 Sangamo Therapeutics Inc 87322.0 47442.04 CORP Long
91324PBE1 91324PBE1 UnitedHealth Group Inc 325000.0 381760.05 CORP Long
204166102 204166102 CommVault Systems Inc 30284.0 2418177.4 CORP Long
553530106 553530106 MSC Industrial Direct Co Inc 31022.0 3141287.72 CORP Long
44951W106 44951W106 IES Holdings Inc 5998.0 475161.56 CORP Long
46647PCJ3 46647PCJ3 JPMorgan Chase & Co 2000000.0 1773165.2 CORP Long
66989HAG3 66989HAG3 Novartis Capital Corp 1959000.0 1944480.87 CORP Long
792860AK4 792860AK4 Travelers Cos Inc/The 475000.0 559783.3 CORP Long
15135BAT8 15135BAT8 Centene Corp 3096000.0 2974575.1 CORP Long
3128PRP86 3128PRP86 Freddie Mac Gold Pool 5575.3 5369.68 USGSE Long
161175BX1 161175BX1 Charter Communications Operating LLC / Charter Communications Operating Capital 800000.0 637011.36 CORP Long
90265EAT7 90265EAT7 UDR Inc 1175000.0 923548.47 CORP Long
00828EEF2 00828EEF2 African Development Bank 1600000.0 1471631.94 CORP Long
848560306 848560306 Spire Global Inc 14787.0 115634.34 CORP Long
74834LBB5 74834LBB5 Quest Diagnostics Inc 800000.0 716063.9 CORP Long
42225T107 42225T107 Health Catalyst Inc 33373.0 309033.98 CORP Long
492327101 492327101 Keros Therapeutics Inc 15069.0 599143.44 CORP Long
G5269C101 G5269C101 Kiniksa Pharmaceuticals Ltd 21265.0 372988.1 CORP Long
36179XVT0 36179XVT0 Ginnie Mae II Pool 1853329.0806 1873789.46 USGA Long
3128P7YQ0 3128P7YQ0 Freddie Mac Gold Pool 412443.24 405130.33 USGSE Long
842434CU4 842434CU4 Southern California Gas Co 450000.0 395894.94 CORP Long
037833EG1 037833EG1 Apple Inc 2000000.0 1362821.18 CORP Long
31407KDX4 31407KDX4 Fannie Mae Pool 31452.8483 32128.53 USGSE Long
31371KUA7 31371KUA7 Fannie Mae Pool 31817.81 32872.57 USGSE Long
3137HB3D4 3137HB3D4 Freddie Mac Multifamily Structured Pass Through Certificates 400000.0 412314.72 USGSE Long
915217XF5 915217XF5 University of Virginia 1075000.0 680479.84 MUN Long
06427DAS2 06427DAS2 Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3 1080000.0 1026405.22 CORP Long
N/A N/A Indonesia Government International Bond 200000.0 195451.82 NUSS Long
016255101 016255101 Align Technology Inc 50214.0 13758636.0 CORP Long
296056104 296056104 Escalade Inc 4321.0 86808.89 CORP Long
91529Y106 91529Y106 Unum Group 113712.0 5142056.64 CORP Long
3140E0E50 3140E0E50 Fannie Mae Pool 187398.86 176849.05 USGSE Long
31418DY71 31418DY71 Fannie Mae Pool 7081120.4698 6245194.2 USGSE Long
3140XMNA0 3140XMNA0 Fannie Mae Pool 1027261.708 1059461.74 USGSE Long
372460AA3 372460AA3 Genuine Parts Co 600000.0 485551.25 CORP Long
3133KTL99 3133KTL99 Freddie Mac Pool 2146733.5828 1781719.96 USGSE Long
3140X8UB1 3140X8UB1 Fannie Mae Pool 1293328.1615 1155754.9 USGSE Long
36179QYT2 36179QYT2 Ginnie Mae II Pool 980993.2347 961388.58 USGA Long
361448BG7 361448BG7 GATX Corp 500000.0 398018.41 CORP Long
606822AV6 606822AV6 Mitsubishi UFJ Financial Group Inc 2625000.0 2556024.11 CORP Long
36257HBN5 36257HBN5 GS Mortgage Securities Trust 2019-GC40 250000.0 223486.28 CORP Long
742718109 742718109 Procter & Gamble Co/The 1621137.0 237561415.98 CORP Long
06051GGR4 06051GGR4 Bank of America Corp 3008000.0 2854416.12 CORP Long
3140X9UR4 3140X9UR4 Fannie Mae Pool 1336176.1846 1151206.24 USGSE Long
25381B101 25381B101 Digimarc Corp 11500.0 415380.0 CORP Long
940663AD9 940663AD9 Washington University/The 350000.0 296951.32 CORP Long
31418AXN3 31418AXN3 Fannie Mae Pool 527705.04 515029.25 USGSE Long
98389B100 98389B100 Xcel Energy Inc 378610.0 23439745.1 CORP Long
363576AB5 363576AB5 Arthur J Gallagher & Co 500000.0 370679.5 CORP Long
G8060N102 G8060N102 Sensata Technologies Holding PLC 102888.0 3865502.16 CORP Long
631103108 631103108 Nasdaq Inc 277920.0 16158268.8 CORP Long
38267D109 38267D109 Goosehead Insurance Inc 13204.0 1000863.2 CORP Long
581557BQ7 581557BQ7 McKesson Corp 750000.0 695831.45 CORP Long
23312VAF3 23312VAF3 DBJPM 2016-C3 Mortgage Trust 325000.0 298778.55 CORP Long
3136B26W7 3136B26W7 Fannie Mae-Aces 850000.0 817164.5 USGSE Long
064159TF3 064159TF3 Bank of Nova Scotia/The 3575000.0 3466593.88 CORP Long
91282CCW9 91282CCW9 United States Treasury Note/Bond 6112500.0 5605353.21 UST Long
715638DS8 715638DS8 Peruvian Government International Bond 1000000.0 776400.0 NUSS Long
013051EK9 013051EK9 Province of Alberta Canada 830000.0 788648.11 NUSS Long
3140EUBS7 3140EUBS7 Fannie Mae Pool 178930.39 169876.73 USGSE Long
80282KBF2 80282KBF2 Santander Holdings USA Inc 650000.0 672390.11 CORP Long
98164DAD9 98164DAD9 WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-D 500000.0 512141.6 CORP Long
015271109 015271109 Alexandria Real Estate Equities Inc 119376.0 15133295.52 CORP Long
676167CK3 676167CK3 Oesterreichische Kontrollbank AG 580000.0 592979.61 CORP Long
3620AF2L0 3620AF2L0 Ginnie Mae I Pool 5533.67 5381.83 USGA Long
925650AC7 925650AC7 VICI Properties LP 900000.0 873412.9 CORP Long
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17290YAS7 17290YAS7 Citigroup Commercial Mortgage Trust 2016-C1 97920.52 95514.05 CORP Long
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461804106 461804106 Investors Title Co 1135.0 184028.9 CORP Long
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49326EEG4 49326EEG4 KeyCorp 1400000.0 1317256.81 CORP Long
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680223AL8 680223AL8 Old Republic International Corp 500000.0 366871.25 CORP Long
11271LAC6 11271LAC6 Brookfield Finance Inc 1000000.0 962553.74 CORP Long
28618M106 28618M106 Element Solutions Inc 157679.0 3648692.06 CORP Long
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29605J106 29605J106 Esab Corp 39382.0 3411268.84 CORP Long
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36225BUE6 36225BUE6 Ginnie Mae I Pool 7810.5258 8183.48 USGA Long
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292480AM2 292480AM2 Energy Transfer LP 550000.0 524382.52 CORP Long
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32055Y201 32055Y201 First Interstate BancSystem Inc 58498.0 1798813.5 CORP Long
95000U2Z5 95000U2Z5 Wells Fargo & Co 1850000.0 1672024.02 CORP Long
126408HS5 126408HS5 CSX Corp 605000.0 493995.77 CORP Long
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36209NTA0 36209NTA0 Ginnie Mae I Pool 34853.5609 35030.27 USGA Long
36258YBG2 36258YBG2 GS Mortgage Securities Trust 2020-GC45 525000.0 464227.52 CORP Long
95001ABD7 95001ABD7 Wells Fargo Commercial Mortgage Trust 2017-C41 1000000.0 939239.4 CORP Long
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354613AK7 354613AK7 Franklin Resources Inc 250000.0 243288.29 CORP Long
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36294WNA2 36294WNA2 Ginnie Mae I Pool 4723.4 4879.27 USGA Long
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369550BP2 369550BP2 General Dynamics Corp 500000.0 435221.5 CORP Long
06417NA94 06417NA94 Bank OZK 285000.0 230994.76 CORP Long
312944PJ4 312944PJ4 Freddie Mac Gold Pool 286216.3 279539.45 USGSE Long
00254ENB4 00254ENB4 Svensk Exportkredit AB 2000000.0 1869907.76 NUSS Long
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3617JENY9 3617JENY9 Ginnie Mae I Pool 131917.61 129817.8 USGA Long
90276RBD9 90276RBD9 UBS Commercial Mortgage Trust 2017-C4 432738.01 404337.41 CORP Long
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36179UUJ9 36179UUJ9 Ginnie Mae II Pool 271706.4591 255698.38 USGA Long
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34964CAE6 34964CAE6 Fortune Brands Innovations Inc 400000.0 369825.54 CORP Long
404280CF4 404280CF4 HSBC Holdings PLC 2230000.0 2210607.61 CORP Long
31418AD96 31418AD96 Fannie Mae Pool 221298.28 209161.44 USGSE Long
31376TUJ4 31376TUJ4 Fannie Mae Pool 36.13 36.33 USGSE Long
3132DVKM6 3132DVKM6 Freddie Mac Pool 569852.05 553399.51 USGSE Long
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60937P106 60937P106 MongoDB Inc 46622.0 19061404.7 CORP Long
92939UAE6 92939UAE6 WEC Energy Group Inc 1000000.0 816532.28 CORP Long
011659109 011659109 Alaska Air Group Inc 87886.0 3433706.02 CORP Long
61945CAB9 61945CAB9 Mosaic Co/The 400000.0 358614.45 CORP Long
68268NAG8 68268NAG8 ONEOK Partners LP 1040000.0 1085698.53 CORP Long
31292GUW4 31292GUW4 Freddie Mac Gold Pool 2147.5 2197.06 USGSE Long
45580KAK4 45580KAK4 Industrial & Commercial Bank of China Ltd/New York NY 450000.0 434261.99 CORP Long
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65345M108 65345M108 Nextdoor Holdings Inc 90500.0 171045.0 CORP Long
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3132DMRU1 3132DMRU1 Freddie Mac Pool 1185858.2605 1070085.53 USGSE Long
75968NAE1 75968NAE1 RenaissanceRe Holdings Ltd 606000.0 612785.82 CORP Long
345286AD0 345286AD0 FORD CREDIT AUTO OWNER TRUST FORDO_22-A 50000.0 47086.82 CORP Long
31620MBJ4 31620MBJ4 Fidelity National Information Services Inc 250000.0 240542.04 CORP Long
594918CJ1 594918CJ1 Microsoft Corp 1000000.0 832328.89 CORP Long
3133KYSQ3 3133KYSQ3 Freddie Mac Pool 319273.72 288422.3 USGSE Long
18600TAA0 18600TAA0 Cleveland Clinic Foundation/The 325000.0 305733.22 CORP Long
68235PAH1 68235PAH1 ONE Gas Inc 200000.0 170062.33 CORP Long
3140XLPJ1 3140XLPJ1 Fannie Mae Pool 4652765.1837 4152911.18 USGSE Long
020002BA8 020002BA8 Allstate Corp/The 725000.0 650948.44 CORP Long
3128P7XJ7 3128P7XJ7 Freddie Mac Gold Pool 703248.2 682944.72 USGSE Long
30225T102 30225T102 Extra Space Storage Inc 145311.0 23297712.63 CORP Long
3128M8AK0 3128M8AK0 Freddie Mac Gold Pool 5295.25 5423.03 USGSE Long
06417XAD3 06417XAD3 Bank of Nova Scotia/The 500000.0 460643.12 CORP Long
3137HA2B1 3137HA2B1 Freddie Mac Multifamily Structured Pass Through Certificates 400000.0 399369.36 USGSE Long
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713448EU8 713448EU8 PepsiCo Inc 785000.0 660181.18 CORP Long
74834LAZ3 74834LAZ3 Quest Diagnostics Inc 1141000.0 1109462.86 CORP Long
3140X6XB2 3140X6XB2 Fannie Mae Pool 516113.43 499682.55 USGSE Long
31418EKV1 31418EKV1 Fannie Mae Pool 6143519.5849 6175382.33 USGSE Long
801060AD6 801060AD6 Sanofi SA 1000000.0 979739.92 CORP Long
36254KAK8 36254KAK8 GS Mortgage Securities Trust 2017-GS8 200000.0 186171.6 CORP Long
3132DQRH1 3132DQRH1 Freddie Mac Pool 1278275.62 1313406.6 USGSE Long
29364WAZ1 29364WAZ1 Entergy Louisiana LLC 350000.0 330573.04 CORP Long
86272A206 86272A206 Strata Skin Sciences Inc 8329.0 4581.78 CORP Long
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20268JAE3 20268JAE3 CommonSpirit Health 500000.0 467853.41 CORP Long
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3138WQR79 3138WQR79 Fannie Mae Pool 104606.24 99406.16 USGSE Long
071813BP3 071813BP3 Baxter International Inc 375000.0 275653.38 CORP Long
74340E103 74340E103 Progyny Inc 58592.0 2178450.56 CORP Long
84470P109 84470P109 Southside Bancshares Inc 22295.0 698279.4 CORP Long
02665WDL2 02665WDL2 American Honda Finance Corp 500000.0 474283.28 CORP Long
3128MJYZ7 3128MJYZ7 Freddie Mac Gold Pool 354688.69 330662.89 USGSE Long
95000YAX3 95000YAX3 Wells Fargo Commercial Mortgage Trust 2017-C40 400000.0 376210.24 CORP Long
3132DPCU0 3132DPCU0 Freddie Mac Pool 939187.37 890642.18 USGSE Long
914886AC0 914886AC0 University of Southern California 500000.0 427051.72 CORP Long
031162DE7 031162DE7 Amgen Inc 1000000.0 912823.6 CORP Long
31403FNK6 31403FNK6 Fannie Mae Pool 79135.0454 77493.78 USGSE Long
3140X75T2 3140X75T2 Fannie Mae Pool 1211020.022 1147921.88 USGSE Long
05553WAE9 05553WAE9 BBCMS Mortgage Trust 2023-C21 500000.0 534829.8 CORP Long
615369AY1 615369AY1 Moody's Corp 500000.0 409968.42 CORP Long
38068T105 38068T105 Gold Resource Corp 88800.0 33388.8 CORP Long
31292H4V3 31292H4V3 Freddie Mac Gold Pool 16978.7862 17716.01 USGSE Long
639057AB4 639057AB4 NatWest Group PLC 1200000.0 998389.16 CORP Long
03040WAT2 03040WAT2 American Water Capital Corp 450000.0 392923.23 CORP Long
471048CL0 471048CL0 Japan Bank for International Cooperation 1000000.0 811609.43 NUSS Long
13607LNF6 13607LNF6 Canadian Imperial Bank of Commerce 500000.0 500178.33 CORP Long
578605107 578605107 Mayville Engineering Co Inc 8494.0 122483.48 CORP Long
36208FKF6 36208FKF6 Ginnie Mae I Pool 753.63 768.18 USGA Long
35137LAK1 35137LAK1 Fox Corp 1500000.0 1441822.29 CORP Long
31418DPA4 31418DPA4 Fannie Mae Pool 1042492.33 948143.75 USGSE Long
045167FF5 045167FF5 Asian Development Bank 500000.0 443989.29 CORP Long
829214105 829214105 Simulations Plus Inc 10335.0 462491.25 CORP Long
81784E101 81784E101 Seven Hills Realty Trust 12900.0 166926.0 CORP Long
66765N105 66765N105 Northwest Natural Holding Co 25775.0 1003678.5 CORP Long
90278PBA7 90278PBA7 UBS Commercial Mortgage Trust 2019-C18 275000.0 237079.76 CORP Long
695114CJ5 695114CJ5 PacifiCorp 250000.0 269838.21 CORP Long
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126408103 126408103 CSX Corp 1358807.0 47109838.69 CORP Long
637071AK7 637071AK7 NOV Inc 800000.0 616266.38 CORP Long
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81617J301 81617J301 Select Water Solutions Inc 46035.0 349405.65 CORP Long
36116M106 36116M106 FutureFuel Corp 16400.0 99712.0 CORP Long
081925AD1 081925AD1 Benchmark 2023-B39 Mortgage Trust 825000.0 868414.06 CORP Long
31418RP70 31418RP70 Fannie Mae Pool 132634.67 136203.63 USGSE Long
037833DG2 037833DG2 Apple Inc 1000000.0 855155.95 CORP Long
36179XTG1 36179XTG1 Ginnie Mae II Pool 537811.69 578752.17 USGA Long
413875AS4 413875AS4 L3Harris Technologies Inc 100000.0 98990.53 CORP Long
405024100 405024100 Haemonetics Corp 35319.0 3020127.69 CORP Long
15202L107 15202L107 Centerspace 10941.0 636766.2 CORP Long
56501RAC0 56501RAC0 Manulife Financial Corp 575000.0 568127.44 CORP Long
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585055BT2 585055BT2 Medtronic Inc 2358000.0 2302912.9 CORP Long
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3138EGWV2 3138EGWV2 Fannie Mae Pool 45796.15 45787.34 USGSE Long
488152208 488152208 Kelly Services Inc 24290.0 525149.8 CORP Long
24344T101 24344T101 Deciphera Pharmaceuticals Inc 42310.0 682460.3 CORP Long
78409V104 78409V104 S&P Global Inc 217856.0 95969925.12 CORP Long
92826CAD4 92826CAD4 Visa Inc 4000000.0 3902866.96 CORP Long
95000XAF4 95000XAF4 Wells Fargo Commercial Mortgage Trust 2017-C39 725000.0 677122.09 CORP Long
31417ARY7 31417ARY7 Fannie Mae Pool 296669.93 281917.96 USGSE Long
863667AQ4 863667AQ4 Stryker Corp 450000.0 435702.2 CORP Long
65480DAD5 65480DAD5 NISSAN AUTO LEASE TRUST NALT_21-A 6328.51 6314.59 CORP Long
51819L107 51819L107 Latham Group Inc 32438.0 85311.94 CORP Long
31418C5E0 31418C5E0 Fannie Mae Pool 189400.08 187750.41 USGSE Long
36179MG53 36179MG53 Ginnie Mae II Pool 2401544.573 2294367.48 USGA Long
144285103 144285103 Carpenter Technology Corp 33297.0 2357427.6 CORP Long
68233JBX1 68233JBX1 Oncor Electric Delivery Co LLC 253000.0 262640.22 CORP Long
26443TAA4 26443TAA4 Duke Energy Indiana LLC 875000.0 699184.54 CORP Long
87164DVJ6 87164DVJ6 Synovus Bank/Columbus GA 500000.0 481230.36 CORP Long
927804GN8 927804GN8 Virginia Electric and Power Co 500000.0 531015.71 CORP Long
36179M5Q9 36179M5Q9 Ginnie Mae II Pool 50043.14 51323.87 USGA Long
928031103 928031103 Virginia National Bankshares Corp 2852.0 98051.76 CORP Long
062540109 062540109 Bank of Hawaii Corp 28238.0 2046125.48 CORP Long
316773DD9 316773DD9 Fifth Third Bancorp 500000.0 450386.35 CORP Long
842434CS9 842434CS9 Southern California Gas Co 500000.0 424824.51 CORP Long
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3137FYTX4 3137FYTX4 Freddie Mac Multifamily Structured Pass Through Certificates 875000.0 695277.89 USGSE Long
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G0692U109 G0692U109 Axis Capital Holdings Ltd 52774.0 2922096.38 CORP Long
24665A103 24665A103 Delek US Holdings Inc 39494.0 1018945.2 CORP Long
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38122ND66 38122ND66 Golden State Tobacco Securitization Corp 625000.0 470272.94 MUN Long
682680BC6 682680BC6 ONEOK Inc 400000.0 335307.13 CORP Long
57667L107 57667L107 Match Group Inc 187990.0 6861635.0 CORP Long
30225VAR8 30225VAR8 Extra Space Storage LP 300000.0 313514.74 CORP Long
260543DG5 260543DG5 Dow Chemical Co/The 400000.0 441399.03 CORP Long
912810RC4 912810RC4 United States Treasury Note/Bond 21797000.0 20094109.38 UST Long
87264ACS2 87264ACS2 T-Mobile USA Inc 275000.0 246538.47 CORP Long
00206RHW5 00206RHW5 AT&T Inc 1820000.0 1776010.4 CORP Long
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124857AX1 124857AX1 Paramount Global 400000.0 369461.31 CORP Long
60786M105 60786M105 Moelis & Co 46976.0 2636762.88 CORP Long
36225FET2 36225FET2 Ginnie Mae II Pool 8458.56 9005.73 USGA Long
674599DF9 674599DF9 Occidental Petroleum Corp 1388000.0 1472230.59 CORP Long
31412PD99 31412PD99 Fannie Mae Pool 22384.17 23134.44 USGSE Long
30041R108 30041R108 EverQuote Inc 12900.0 157896.0 CORP Long
3128MJXY1 3128MJXY1 Freddie Mac Gold Pool 397938.3 383744.44 USGSE Long
337738AP3 337738AP3 Fiserv Inc 767000.0 753251.91 CORP Long
716973AB8 716973AB8 Pfizer Investment Enterprises Pte Ltd 2447000.0 2440304.4 CORP Long
46647PDU7 46647PDU7 JPMorgan Chase & Co 2300000.0 2333831.32 CORP Long
3140X6QS3 3140X6QS3 Fannie Mae Pool 982360.16 914406.48 USGSE Long
31418BYU4 31418BYU4 Fannie Mae Pool 708809.42 660713.79 USGSE Long
12634MAE0 12634MAE0 CNOOC Finance 2015 USA LLC 1125000.0 1120338.29 CORP Long
14913R2Z9 14913R2Z9 Caterpillar Financial Services Corp 575000.0 565811.49 CORP Long
3620ASPU7 3620ASPU7 Ginnie Mae I Pool 135994.07 129774.57 USGA Long
171232AQ4 171232AQ4 Chubb Corp/The 375000.0 414744.5 CORP Long
31416YYD4 31416YYD4 Fannie Mae Pool 26948.68 25312.09 USGSE Long
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345397C68 345397C68 Ford Motor Credit Co LLC 784000.0 841001.11 CORP Long
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713448EV6 713448EV6 PepsiCo Inc 300000.0 259974.06 CORP Long
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630402105 630402105 Napco Security Technologies Inc 22194.0 760144.5 CORP Long
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3132D57A4 3132D57A4 Freddie Mac Pool 2563544.37 2308154.59 USGSE Long
3128MMWV1 3128MMWV1 Freddie Mac Gold Pool 691230.28 668624.01 USGSE Long
46625HJM3 46625HJM3 JPMorgan Chase & Co 1000000.0 1047678.69 CORP Long
08162BBE1 08162BBE1 Benchmark 2019-B11 Mortgage Trust 1450000.0 1291864.45 CORP Long
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12593ABA2 12593ABA2 COMM 2015-CCRE23 Mortgage Trust 475000.0 459811.97 CORP Long
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02582JJZ4 02582JJZ4 AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_23-1 1250000.0 1259633.88 CORP Long
3622AB5T5 3622AB5T5 Ginnie Mae II Pool 2958945.3063 2901050.88 USGA Long
681936BL3 681936BL3 Omega Healthcare Investors Inc 2000000.0 1770295.22 CORP Long
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02665WEM9 02665WEM9 American Honda Finance Corp 600000.0 619009.85 CORP Long
45781M101 45781M101 Innoviva Inc 38215.0 612968.6 CORP Long
9128284M9 9128284M9 United States Treasury Note/Bond 53483000.0 52304705.33 UST Long
3132XCR56 3132XCR56 Freddie Mac Gold Pool 274961.05 258700.21 USGSE Long
67103HAM9 67103HAM9 O'Reilly Automotive Inc 600000.0 614345.11 CORP Long
743315AQ6 743315AQ6 Progressive Corp/The 250000.0 200480.7 CORP Long
31417YVG9 31417YVG9 Fannie Mae Pool 483477.11 472348.39 USGSE Long
3132D56U1 3132D56U1 Freddie Mac Pool 4126212.8314 3609166.18 USGSE Long
760759AN0 760759AN0 Republic Services Inc 300000.0 323678.03 CORP Long
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3138LQPH1 3138LQPH1 Fannie Mae Pool 213267.83 195615.61 USGSE Long
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36179NF60 36179NF60 Ginnie Mae II Pool 723376.34 668219.55 USGA Long
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68268NAD5 68268NAD5 ONEOK Partners LP 300000.0 330872.33 CORP Long
36211UFY3 36211UFY3 Ginnie Mae I Pool 1279.78 1287.39 USGA Long
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36206MAR8 36206MAR8 Ginnie Mae I Pool 183.55 185.44 USGA Long
31402C4C3 31402C4C3 Fannie Mae Pool 10239.18 10020.78 USGSE Long
3128JPMT4 3128JPMT4 Freddie Mac Non Gold Pool 1749.38 1794.47 USGSE Long
31418NA42 31418NA42 Fannie Mae Pool 42199.06 44017.92 USGSE Long
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36250GAP0 36250GAP0 GS Mortgage Securities Trust 2015-GC30 450000.0 434712.87 CORP Long
31283G3T2 31283G3T2 Freddie Mac Gold Pool 426.95 430.85 USGSE Long
41358P205 41358P205 Harpoon Therapeutics Inc 2710.0 30812.7 CORP Long
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73730P108 73730P108 Poseida Therapeutics Inc 32859.0 110406.24 CORP Long
459200KB6 459200KB6 International Business Machines Corp 1350000.0 1226176.07 CORP Long
210518DC7 210518DC7 Consumers Energy Co 250000.0 241420.03 CORP Long
693475BU8 693475BU8 PNC Financial Services Group Inc/The 1000000.0 1110517.55 CORP Long
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31371LDH9 31371LDH9 Fannie Mae Pool 66988.84 69866.68 USGSE Long
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126650DM9 126650DM9 CVS Health Corp 1000000.0 888694.83 CORP Long
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36179W7M4 36179W7M4 Ginnie Mae II Pool 4657120.5544 4446511.59 USGA Long
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36254CAV2 36254CAV2 GS Mortgage Securities Trust 2017-GS7 983000.0 875419.2 CORP Long
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500630DX3 500630DX3 Korea Development Bank/The 1600000.0 1572123.04 NUSS Long
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263534CN7 263534CN7 EIDP Inc 700000.0 664489.46 CORP Long
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13100M509 13100M509 Calix Inc 40069.0 1750614.61 CORP Long
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353525108 353525108 Franklin Financial Services Corp 3600.0 113580.0 CORP Long
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281020AR8 281020AR8 Edison International 900000.0 893867.42 CORP Long
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254687FY7 254687FY7 Walt Disney Co/The 2700000.0 2278210.0 CORP Long
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31403C5R8 31403C5R8 Fannie Mae Pool 38915.88 40735.16 USGSE Long
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38141GXJ8 38141GXJ8 Goldman Sachs Group Inc/The 1000000.0 978451.73 CORP Long
50155Q100 50155Q100 Kyndryl Holdings Inc 157462.0 3272060.36 CORP Long
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31371NEE1 31371NEE1 Fannie Mae Pool 5307.43 5806.32 USGSE Long
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26442UAP9 26442UAP9 Duke Energy Progress LLC 400000.0 331617.07 CORP Long
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780287108 780287108 Royal Gold Inc 45798.0 5539726.08 CORP Long
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404280DS5 404280DS5 HSBC Holdings PLC 1250000.0 1440088.9 CORP Long
28622HAB7 28622HAB7 Elevance Health Inc 650000.0 650610.37 CORP Long
00287YBV0 00287YBV0 AbbVie Inc 4390000.0 4210205.75 CORP Long
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47580P103 47580P103 JELD-WEN Holding Inc 53779.0 1015347.52 CORP Long
3140XFYL9 3140XFYL9 Fannie Mae Pool 3669762.2644 3163921.13 USGSE Long
11135E203 11135E203 Broadstone Net Lease Inc 130757.0 2251635.54 CORP Long
3140X9WW1 3140X9WW1 Fannie Mae Pool 905377.8263 749193.72 USGSE Long
3140FGEX3 3140FGEX3 Fannie Mae Pool 89356.6253 80957.99 USGSE Long
3132DP4C9 3132DP4C9 Freddie Mac Pool 1284971.554 1294611.92 USGSE Long
500769CH5 500769CH5 Kreditanstalt fuer Wiederaufbau 1700000.0 968412.04 CORP Long
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14316HAD4 14316HAD4 CARMAX AUTO OWNER TRUST CARMX_20-4 75000.0 72179.8 CORP Long
21036P108 21036P108 Constellation Brands Inc 107174.0 25909314.5 CORP Long
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452327AM1 452327AM1 Illumina Inc 500000.0 422273.98 CORP Long
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3128LXCF5 3128LXCF5 Freddie Mac Gold Pool 20333.02 19876.22 USGSE Long
36296LVC1 36296LVC1 Ginnie Mae I Pool 20978.74 21654.05 USGA Long
95002BAE3 95002BAE3 Wells Fargo Commercial Mortgage Trust 2019-C53 750000.0 671081.33 CORP Long
254683CQ6 254683CQ6 DISCOVER CARD EXECUTION NOTE TRUST DCENT_21-1 725000.0 659203.64 CORP Long
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511795106 511795106 Lakeland Industries Inc 4633.0 85895.82 CORP Long
95001MAG5 95001MAG5 Wells Fargo Commercial Mortgage Trust 2017-C38 242000.0 213743.52 CORP Long
31418DY30 31418DY30 Fannie Mae Pool 4888650.43 4371775.86 USGSE Long
3128M8C44 3128M8C44 Freddie Mac Gold Pool 29534.03 30645.55 USGSE Long
36179SLQ8 36179SLQ8 Ginnie Mae II Pool 212322.14 188856.83 USGA Long
96145DAD7 96145DAD7 WRKCo Inc 1325000.0 1252475.85 CORP Long
3138EKAQ8 3138EKAQ8 Fannie Mae Pool 117429.58 110339.16 USGSE Long
29384C108 29384C108 Entrada Therapeutics Inc 12607.0 190239.63 CORP Long
961214CX9 961214CX9 Westpac Banking Corp 450000.0 432280.46 CORP Long
3138EQJM5 3138EQJM5 Fannie Mae Pool 393923.58 386687.13 USGSE Long
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3130AV5N8 3130AV5N8 Federal Home Loan Banks 775000.0 776012.93 USGSE Long
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31418BMM5 31418BMM5 Fannie Mae Pool 207049.59 195100.03 USGSE Long
75513ECR0 75513ECR0 RTX Corp 850000.0 866578.7 CORP Long
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26442UAL8 26442UAL8 Duke Energy Progress LLC 500000.0 413388.05 CORP Long
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629579103 629579103 NACCO Industries Inc 2823.0 103039.5 CORP Long
02209SBN2 02209SBN2 Altria Group Inc 1000000.0 706159.94 CORP Long
02364WBJ3 02364WBJ3 America Movil SAB de CV 700000.0 623037.43 CORP Long
89838QAA1 89838QAA1 Trustees of Boston University 220000.0 194497.18 CORP Long
36179SLS4 36179SLS4 Ginnie Mae II Pool 806306.3475 759853.67 USGA Long
00206RMP4 00206RMP4 AT&T Inc 1250000.0 1250884.64 CORP Long
29364GAN3 29364GAN3 Entergy Corp 500000.0 442848.8 CORP Long
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31371K6D8 31371K6D8 Fannie Mae Pool 40604.3366 42752.71 USGSE Long
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3137H4CC2 3137H4CC2 Freddie Mac Multifamily Structured Pass Through Certificates 97455.04 85062.15 USGSE Long
30034WAB2 30034WAB2 Evergy Inc 1450000.0 1312281.41 CORP Long
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26442CAZ7 26442CAZ7 Duke Energy Carolinas LLC 750000.0 546723.06 CORP Long
10373QBT6 10373QBT6 BP Capital Markets America Inc 900000.0 785157.88 CORP Long
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12515BAE8 12515BAE8 CD 2019-CD8 Mortgage Trust 775000.0 634324.09 CORP Long
12591KAH8 12591KAH8 COMM 2013-CCRE12 Mortgage Trust 50000.0 35613.48 CORP Long
45834QAA7 45834QAA7 Integris Baptist Medical Center Inc 750000.0 575683.42 CORP Long
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74164F103 74164F103 Primoris Services Corp 34810.0 1156040.1 CORP Long
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65480MAD5 65480MAD5 NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_23-B 500000.0 512556.7 CORP Long
3132DPAM0 3132DPAM0 Freddie Mac Pool 1467565.3976 1456339.84 USGSE Long
74071PAB9 74071PAB9 Presbyterian Healthcare Services 500000.0 494176.99 CORP Long
31412RL88 31412RL88 Fannie Mae Pool 330564.02 322950.04 USGSE Long
62954RAA4 62954RAA4 NYU Langone Hospitals 525000.0 371862.53 CORP Long
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03990B101 03990B101 Ares Management Corp 115400.0 13723368.0 CORP Long
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3132DWJW4 3132DWJW4 Freddie Mac Pool 1035336.7626 1071331.69 USGSE Long
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748149AJ0 748149AJ0 Province of Quebec Canada 700000.0 671928.72 NUSS Long
31418CUJ1 31418CUJ1 Fannie Mae Pool 208958.48 202114.69 USGSE Long
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56418H100 56418H100 ManpowerGroup Inc 32590.0 2589927.3 CORP Long
31418EU99 31418EU99 Fannie Mae Pool 2569062.66 2582773.23 USGSE Long
3138E2JY2 3138E2JY2 Fannie Mae Pool 364862.84 347686.12 USGSE Long
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00130HCG8 00130HCG8 AES Corp/The 800000.0 672361.17 CORP Long
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91324PCA8 91324PCA8 UnitedHealth Group Inc 800000.0 700835.78 CORP Long
91282CAT8 91282CAT8 United States Treasury Note/Bond 43622000.0 40520746.26 UST Long
3137F83Q4 3137F83Q4 Freddie Mac Multifamily Structured Pass Through Certificates 700000.0 583494.45 USGSE Long
775109AX9 775109AX9 Rogers Communications Inc 540000.0 478074.25 CORP Long
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35909R108 35909R108 Frontier Group Holdings Inc 26032.0 142134.72 CORP Long
256677AN5 256677AN5 Dollar General Corp 600000.0 608434.75 CORP Long
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3138W9GP9 3138W9GP9 Fannie Mae Pool 533669.94 484501.7 USGSE Long
3128MJEN6 3128MJEN6 Freddie Mac Gold Pool 14465.54 15204.48 USGSE Long
36241LU95 36241LU95 Ginnie Mae I Pool 20896.45 19366.83 USGA Long
54438CPA4 54438CPA4 Los Angeles Community College District/CA 325000.0 405227.1 MUN Long
36206UPD5 36206UPD5 Ginnie Mae I Pool 458.41 459.05 USGA Long
37310PAC5 37310PAC5 Georgetown University/The 378000.0 335488.61 CORP Long
362548AD1 362548AD1 GM FINANCIAL AUTOMOBILE LEASING TRUST 200000.0 200044.78 CORP Long
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3136BMST6 3136BMST6 Fannie Mae-Aces 725000.0 602562.22 USGSE Long
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3133A3PB8 3133A3PB8 Freddie Mac Pool 368160.32 330268.82 USGSE Long
14317CAD4 14317CAD4 CARMAX AUTO OWNER TRUST CARMX_22-1 175000.0 164343.87 CORP Long
57582RYY6 57582RYY6 Commonwealth of Massachusetts 575000.0 420162.1 MUN Long
34988V106 34988V106 Fossil Group Inc 42400.0 61904.0 CORP Long
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320817109 320817109 First Merchants Corp 43152.0 1600076.16 CORP Long
90276VAH2 90276VAH2 UBS Commercial Mortgage Trust 2018-C8 325000.0 299564.95 CORP Long
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14319BAD4 14319BAD4 CARMAX AUTO OWNER TRUST CARMX_23-3 120000.0 121559.27 CORP Long
22822VAC5 22822VAC5 Crown Castle Inc 1175000.0 1135350.13 CORP Long
615111101 615111101 Montrose Environmental Group Inc 19220.0 617538.6 CORP Long
3128MJZB9 3128MJZB9 Freddie Mac Gold Pool 4144502.78 3746409.2 USGSE Long
748149AN1 748149AN1 Province of Quebec Canada 3250000.0 3106048.89 NUSS Long
840441109 840441109 SouthState Corp 51807.0 4375101.15 CORP Long
36292HP23 36292HP23 Ginnie Mae I Pool 6345.5541 6437.48 USGA Long
53944YAD5 53944YAD5 Lloyds Banking Group PLC 1329000.0 1276972.37 CORP Long
3140QEXR8 3140QEXR8 Fannie Mae Pool 4677145.7303 3829841.96 USGSE Long
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36179RQ28 36179RQ28 Ginnie Mae II Pool 2017451.5705 1912301.79 USGA Long
29364NAT5 29364NAT5 Entergy Mississippi LLC 750000.0 693667.83 CORP Long
3138EPAH7 3138EPAH7 Fannie Mae Pool 350827.74 349125.14 USGSE Long
637372202 637372202 National Research Corp 13198.0 522112.88 CORP Long
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294429AQ8 294429AQ8 Equifax Inc 200000.0 194693.71 CORP Long
31306XQT3 31306XQT3 Freddie Mac Gold Pool 167217.74 158340.15 USGSE Long
36179MX39 36179MX39 Ginnie Mae II Pool 2070940.3 1913045.6 USGA Long
03027XAK6 03027XAK6 American Tower Corp 1069000.0 1025236.26 CORP Long
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149568107 149568107 Cavco Industries Inc 5283.0 1831193.46 CORP Long
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74167B109 74167B109 Primis Financial Corp 13308.0 168479.28 CORP Long
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3140XKE71 3140XKE71 Fannie Mae Pool 2514856.0 2546529.1 USGSE Long
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3138WFYH3 3138WFYH3 Fannie Mae Pool 182454.86 174589.14 USGSE Long
86038AAA0 86038AAA0 Stewart Information Services Corp 500000.0 389328.82 CORP Long
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31371KL74 31371KL74 Fannie Mae Pool 2345.42 2467.73 USGSE Long
31418DV66 31418DV66 Fannie Mae Pool 1410368.7737 1091579.17 USGSE Long
278265AE3 278265AE3 Eaton Vance Corp 511000.0 490071.7 CORP Long
48128YAW1 48128YAW1 JPMCC Commercial Mortgage Securities Trust 2019-COR4 1400000.0 1257627.14 CORP Long
31283GZ75 31283GZ75 Freddie Mac Gold Pool 145.89 149.47 USGSE Long
31402RDH9 31402RDH9 Fannie Mae Pool 27200.19 27956.9 USGSE Long
906548CQ3 906548CQ3 Union Electric Co 100000.0 70167.62 CORP Long
91282CDL2 91282CDL2 United States Treasury Note/Bond 76835000.0 68719303.13 UST Long
808513BR5 808513BR5 Charles Schwab Corp/The 3000000.0 2751069.6 CORP Long
4581X0EJ3 4581X0EJ3 Inter-American Development Bank 1925000.0 1842337.81 CORP Long
88822Q103 88822Q103 Tiptree Inc 15559.0 294998.64 CORP Long
961214FN8 961214FN8 Westpac Banking Corp 800000.0 830733.09 CORP Long
35138V102 35138V102 Fox Factory Holding Corp 29974.0 2022645.52 CORP Long
3128PRWY1 3128PRWY1 Freddie Mac Gold Pool 45014.36 43336.67 USGSE Long
46647PBN5 46647PBN5 JPMorgan Chase & Co 3275000.0 2356301.03 CORP Long
96924N100 96924N100 Willdan Group Inc 6469.0 139083.5 CORP Long
042744102 042744102 Arrow Financial Corp 10928.0 305328.32 CORP Long
202795JP6 202795JP6 Commonwealth Edison Co 700000.0 588689.11 CORP Long
494368BG7 494368BG7 Kimberly-Clark Corp 700000.0 729976.0 CORP Long
69120VAR2 69120VAR2 Blue Owl Credit Income Corp 500000.0 517145.47 CORP Long
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12591QAR3 12591QAR3 COMM 2014-UBS4 Mortgage Trust 225000.0 219862.89 CORP Long
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06368D3S1 06368D3S1 Bank of Montreal 900000.0 882712.78 CORP Long
3138WGAM6 3138WGAM6 Fannie Mae Pool 402962.6176 380274.86 USGSE Long
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3138A2BQ1 3138A2BQ1 Fannie Mae Pool 161367.93 157653.05 USGSE Long
3138M5LN7 3138M5LN7 Fannie Mae Pool 727348.95 687447.39 USGSE Long
36209KBB3 36209KBB3 Ginnie Mae I Pool 2300.16 2351.8 USGA Long
03073EAM7 03073EAM7 Cencora Inc 325000.0 318089.17 CORP Long
500472AE5 500472AE5 Koninklijke Philips NV 785000.0 720488.77 CORP Long
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71424F105 71424F105 Permian Resources Corp 334305.0 4546548.0 CORP Long
36257UAQ0 36257UAQ0 GS Mortgage Securities Trust 2019-GC42 275000.0 228057.83 CORP Long
12541W209 12541W209 CH Robinson Worldwide Inc 76155.0 6579030.45 CORP Long
278865BD1 278865BD1 Ecolab Inc 1400000.0 1344298.07 CORP Long
760759AW0 760759AW0 Republic Services Inc 650000.0 479071.65 CORP Long
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36212M7M5 36212M7M5 Ginnie Mae I Pool 5362.03 5526.86 USGA Long
595017BA1 595017BA1 Microchip Technology Inc 1000000.0 984565.05 CORP Long
58844R108 58844R108 Merchants Bancorp/IN 9858.0 419753.64 CORP Long
91282CAB7 91282CAB7 United States Treasury Note/Bond 15782000.0 14778362.65 UST Long
3132DVLE3 3132DVLE3 Freddie Mac Pool 4377588.6495 3800178.14 USGSE Long
31283GY27 31283GY27 Freddie Mac Gold Pool 1449.59 1490.89 USGSE Long
88146M101 88146M101 Terreno Realty Corp 58290.0 3653034.3 CORP Long
63111XAL5 63111XAL5 Nasdaq Inc 1000000.0 1085479.62 CORP Long
96221TAG2 96221TAG2 WFRBS Commercial Mortgage Trust 2014-LC14 300000.0 296230.2 CORP Long
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92553PAP7 92553PAP7 Paramount Global 987000.0 732954.17 CORP Long
36179VMD9 36179VMD9 Ginnie Mae II Pool 1187974.4795 1078653.5 USGA Long
3140X7XM6 3140X7XM6 Fannie Mae Pool 1766547.39 1591318.08 USGSE Long
20030NAK7 20030NAK7 Comcast Corp 71000.0 81090.72 CORP Long
0778FPAL3 0778FPAL3 Bell Telephone Co of Canada or Bell Canada 4300000.0 4406789.08 CORP Long
483497103 483497103 KalVista Pharmaceuticals Inc 23051.0 282374.75 CORP Long
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98163QAD1 98163QAD1 WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-B 325000.0 318788.37 CORP Long
12189LBH3 12189LBH3 Burlington Northern Santa Fe LLC 575000.0 402149.69 CORP Long
37045XCY0 37045XCY0 General Motors Financial Co Inc 1625000.0 1477290.9 CORP Long
36179WVU9 36179WVU9 Ginnie Mae II Pool 15167059.3456 13269497.93 USGA Long
55262C100 55262C100 MBIA Inc 33738.0 206476.56 CORP Long
06650AAE7 06650AAE7 BANK 2017-BNK8 600000.0 539900.1 CORP Long
29379VBA0 29379VBA0 Enterprise Products Operating LLC 1780000.0 1712691.13 CORP Long
20825C104 20825C104 ConocoPhillips 817236.0 94856582.52 CORP Long
3137FJKE8 3137FJKE8 Freddie Mac Multifamily Structured Pass Through Certificates 550000.0 539387.2 USGSE Long
34959EAA7 34959EAA7 Fortinet Inc 500000.0 458330.04 CORP Long
67555JAA4 67555JAA4 Ochsner LSU Health System of North Louisiana 500000.0 337941.26 CORP Long
3140X7B81 3140X7B81 Fannie Mae Pool 563345.21 504787.22 USGSE Long
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318672706 318672706 First BanCorp/Puerto Rico 115016.0 1892013.2 CORP Long
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3128M7FG6 3128M7FG6 Freddie Mac Gold Pool 14095.42 14595.43 USGSE Long
08162RAD9 08162RAD9 Benchmark 2021-B23 Mortgage Trust 1875000.0 1475868.56 CORP Long
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31402CPL0 31402CPL0 Fannie Mae Pool 942569.2 950665.87 USGSE Long
36205FHD8 36205FHD8 Ginnie Mae I Pool 2643.82 2709.39 USGA Long
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316773CH1 316773CH1 Fifth Third Bancorp 710000.0 839663.11 CORP Long
594712WY3 594712WY3 Michigan State University 465000.0 376359.19 MUN Long
36206WZ65 36206WZ65 Ginnie Mae I Pool 106.5 108.41 USGA Long
67078AAF0 67078AAF0 nVent Finance Sarl 500000.0 506558.19 CORP Long
95002UAJ0 95002UAJ0 Wells Fargo Commercial Mortgage Trust 2020-C58 175000.0 144713.85 CORP Long
842587107 842587107 Southern Co/The 751890.0 52722526.8 CORP Long
341081EV5 341081EV5 Florida Power & Light Co 425000.0 451120.73 CORP Long
91282CFU0 91282CFU0 United States Treasury Note/Bond 33084000.0 33306284.78 UST Long
377372AB3 377372AB3 GlaxoSmithKline Capital Inc 3380000.0 3641617.31 CORP Long
44918CAD4 44918CAD4 HYUNDAI AUTO RECEIVABLES TRUST HART_23-C 150000.0 152765.12 CORP Long
3140XA4Q2 3140XA4Q2 Fannie Mae Pool 1328342.7074 1139277.43 USGSE Long
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76010Y103 76010Y103 Rent the Runway Inc 44000.0 23210.0 CORP Long
36200NSL6 36200NSL6 Ginnie Mae I Pool 34087.2 35737.28 USGA Long
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31418EAM2 31418EAM2 Fannie Mae Pool 5491638.0643 4505657.83 USGSE Long
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31609R100 31609R100 Fidelity D&D Bancorp Inc 2713.0 157435.39 CORP Long
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36206ANH2 36206ANH2 Ginnie Mae I Pool 256.45 256.62 USGA Long
191216DJ6 191216DJ6 Coca-Cola Co/The 500000.0 450720.88 CORP Long
3128LXBJ8 3128LXBJ8 Freddie Mac Gold Pool 139578.38 146067.17 USGSE Long
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55336VAG5 55336VAG5 MPLX LP 838000.0 832771.11 CORP Long
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87233QAC2 87233QAC2 TC PipeLines LP 200000.0 192006.41 CORP Long
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29273RAF6 29273RAF6 Energy Transfer LP 350000.0 376678.1 CORP Long
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3128M7H58 3128M7H58 Freddie Mac Gold Pool 11751.28 12355.72 USGSE Long
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3140X4L38 3140X4L38 Fannie Mae Pool 94443.38 93159.44 USGSE Long
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00912N403 00912N403 Air Industries Group 1052.0 3419.0 CORP Long
298785JL1 298785JL1 European Investment Bank 3000000.0 2507141.22 CORP Long
29273RAJ8 29273RAJ8 Energy Transfer LP 800000.0 926709.5 CORP Long
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097023CT0 097023CT0 Boeing Co/The 3980000.0 3961916.47 CORP Long
50064FAS3 50064FAS3 Korea International Bond 1000000.0 816165.46 NUSS Long
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36179SUV7 36179SUV7 Ginnie Mae II Pool 279450.158 264978.72 USGA Long
907818FQ6 907818FQ6 Union Pacific Corp 1800000.0 1513526.04 CORP Long
12189TAZ7 12189TAZ7 Burlington Northern Santa Fe LLC 775000.0 870307.7 CORP Long
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316773DK3 316773DK3 Fifth Third Bancorp 800000.0 832297.86 CORP Long
570535AT1 570535AT1 Markel Group Inc 200000.0 185431.39 CORP Long
06539WBB1 06539WBB1 BANK 2020-BNK25 375000.0 320390.44 CORP Long
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36179TG41 36179TG41 Ginnie Mae II Pool 6553337.3778 6196016.66 USGA Long
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12593YBE2 12593YBE2 COMM 2016-CR28 Mortgage Trust 1200000.0 1155254.52 CORP Long
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362548AF6 362548AF6 GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-2 75000.0 75034.58 CORP Long
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30212PAP0 30212PAP0 Expedia Group Inc 1500000.0 1444381.79 CORP Long
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30225VAP2 30225VAP2 Extra Space Storage LP 510000.0 424432.28 CORP Long
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84756NAG4 84756NAG4 Spectra Energy Partners LP 220000.0 188594.62 CORP Long
29260Y109 29260Y109 Endeavor Group Holdings Inc 97379.0 2310803.67 CORP Long
36225BXX1 36225BXX1 Ginnie Mae I Pool 15573.97 16019.54 USGA Long
78016EYM3 78016EYM3 Royal Bank of Canada 350000.0 337295.77 CORP Long
3132E0EQ1 3132E0EQ1 Freddie Mac Pool 1951894.8443 2022552.85 USGSE Long
3140XJMT7 3140XJMT7 Fannie Mae Pool 947354.84 907389.82 USGSE Long
3136AUG21 3136AUG21 Fannie Mae-Aces 879591.38 830395.22 USGSE Long
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22822VAM3 22822VAM3 Crown Castle Inc 430000.0 406661.87 CORP Long
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25160PAF4 25160PAF4 Deutsche Bank AG/New York NY 1500000.0 1396282.76 CORP Long
064159VL7 064159VL7 Bank of Nova Scotia/The 3000000.0 2844037.11 CORP Long
456873AF5 456873AF5 Trane Technologies Financing Ltd 350000.0 325111.54 CORP Long
345370860 345370860 Ford Motor Co 2707575.0 33005339.25 CORP Long
23317HAD4 23317HAD4 SITE Centers Corp 463000.0 450343.38 CORP Long
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320844PD9 320844PD9 Huntington National Bank/The 450000.0 421539.46 CORP Long
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37045VAN0 37045VAN0 General Motors Co 400000.0 391009.69 CORP Long
674599DJ1 674599DJ1 Occidental Petroleum Corp 588000.0 606176.39 CORP Long
16411RAK5 16411RAK5 Cheniere Energy Inc 1193000.0 1164445.53 CORP Long
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3140X7YP8 3140X7YP8 Fannie Mae Pool 1407367.8203 1256603.26 USGSE Long
36208MX67 36208MX67 Ginnie Mae I Pool 58.28 59.64 USGA Long
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23355LAL0 23355LAL0 DXC Technology Co 700000.0 638564.21 CORP Long
3137F82M4 3137F82M4 Freddie Mac Multifamily Structured Pass Through Certificates 46340.71 40958.29 USGSE Long
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532457BT4 532457BT4 Eli Lilly & Co 1335000.0 1188360.77 CORP Long
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344928AD8 344928AD8 FORD CREDIT AUTO OWNER TRUST FORDO_23-A 175000.0 174196.72 CORP Long
3137F72P9 3137F72P9 Freddie Mac Multifamily Structured Pass Through Certificates 1100000.0 914205.71 USGSE Long
67109R109 67109R109 OP Bancorp 8347.0 91399.65 CORP Long
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3128MMWC3 3128MMWC3 Freddie Mac Gold Pool 131069.51 127226.76 USGSE Long
3128MJW55 3128MJW55 Freddie Mac Gold Pool 395529.44 371742.26 USGSE Long
071813CP2 071813CP2 Baxter International Inc 1175000.0 1052993.31 CORP Long
478160BK9 478160BK9 Johnson & Johnson 550000.0 550192.31 CORP Long
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10112RBH6 10112RBH6 Boston Properties LP 298000.0 314462.29 CORP Long
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053332BB7 053332BB7 AutoZone Inc 500000.0 495425.43 CORP Long
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31418DQ96 31418DQ96 Fannie Mae Pool 3521621.4023 3136671.21 USGSE Long
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3620AFYG6 3620AFYG6 Ginnie Mae I Pool 11977.63 11962.4 USGA Long
278865AV2 278865AV2 Ecolab Inc 600000.0 574611.05 CORP Long
222795502 222795502 Cousins Properties Inc 106472.0 2592593.2 CORP Long
12592RBF5 12592RBF5 COMM 2014-CCRE21 Mortgage Trust 3440294.19 3377135.21 CORP Long
526057CT9 526057CT9 Lennar Corp 1500000.0 1506084.83 CORP Long
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30320C103 30320C103 FTC Solar Inc 44004.0 30485.97 CORP Long
591774104 591774104 Metropolitan Bank Holding Corp 7788.0 431299.44 CORP Long
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302154DM8 302154DM8 Export-Import Bank of Korea 400000.0 367183.54 NUSS Long
890516107 890516107 Tootsie Roll Industries Inc 10862.0 361052.88 CORP Long
760942BB7 760942BB7 Uruguay Government International Bond 975000.0 981759.28 NUSS Long
3128M8AV6 3128M8AV6 Freddie Mac Gold Pool 211137.09 217648.28 USGSE Long
15189XAX6 15189XAX6 CenterPoint Energy Houston Electric LLC 500000.0 442356.13 CORP Long
3140EBVS7 3140EBVS7 Fannie Mae Pool 4930.28 4470.33 USGSE Long
46641BAJ2 46641BAJ2 JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 122079.35 117302.26 CORP Long
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31292GK96 31292GK96 Freddie Mac Gold Pool 3.76 3.74 USGSE Long
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437076BH4 437076BH4 Home Depot Inc/The 1820000.0 1647514.58 CORP Long
941848103 941848103 Waters Corp 40445.0 13315707.35 CORP Long
36179VBF6 36179VBF6 Ginnie Mae II Pool 4741352.8306 4334936.87 USGA Long
31418CYZ1 31418CYZ1 Fannie Mae Pool 28415.93 28029.64 USGSE Long
302154DX4 302154DX4 Export-Import Bank of Korea 1000000.0 1010448.07 NUSS Long
438516AR7 438516AR7 Honeywell International Inc 300000.0 329170.05 CORP Long
828807DL8 828807DL8 Simon Property Group LP 500000.0 449448.25 CORP Long
24422EWK1 24422EWK1 John Deere Capital Corp 875000.0 869395.37 CORP Long
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478160BY9 478160BY9 Johnson & Johnson 1600000.0 1538318.53 CORP Long
35671DCD5 35671DCD5 Freeport-McMoRan Inc 500000.0 506649.85 CORP Long
3136B4VT2 3136B4VT2 Fannie Mae-Aces 1538913.29 1446822.1 USGSE Long
742651DW9 742651DW9 Private Export Funding Corp 175000.0 171583.85 CORP Long
88322Q108 88322Q108 TG Therapeutics Inc 93167.0 1591292.36 CORP Long
36179WFG8 36179WFG8 Ginnie Mae II Pool 8024483.8938 7034862.01 USGA Long
06427DAV5 06427DAV5 Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3 420000.0 387032.1 CORP Long
87583X109 87583X109 Tango Therapeutics Inc 49065.0 485743.5 CORP Long
84265VAA3 84265VAA3 Southern Copper Corp 850000.0 984171.28 CORP Long
86765BAP4 86765BAP4 Energy Transfer LP 950000.0 875755.34 CORP Long
3136ARTE8 3136ARTE8 Fannie Mae-Aces 238009.72 229053.39 USGSE Long
256677AE5 256677AE5 Dollar General Corp 550000.0 533299.03 CORP Long
251526CD9 251526CD9 Deutsche Bank AG/New York NY 500000.0 438744.4 CORP Long
94988XAW6 94988XAW6 Wells Fargo Commercial Mortgage Trust 2014-LC16 50000.0 48949.67 CORP Long
36179WJQ2 36179WJQ2 Ginnie Mae II Pool 12615830.0375 10675651.63 USGA Long
30166RAE7 30166RAE7 EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-1 5613.97 5603.64 CORP Long
912810SD1 912810SD1 United States Treasury Note/Bond 38398500.0 31378774.22 UST Long
31418D4G4 31418D4G4 Fannie Mae Pool 1849014.5285 1585883.67 USGSE Long
06849RAG7 06849RAG7 Barrick North America Finance LLC 770000.0 810610.13 CORP Long
04546C205 04546C205 Assertio Holdings Inc 56592.0 60553.44 CORP Long
36179NQ35 36179NQ35 Ginnie Mae II Pool 316976.77 292807.42 USGA Long
46643ABJ1 46643ABJ1 JPMBB Commercial Mortgage Securities Trust 2014-C23 188000.0 183608.51 CORP Long
31946M103 31946M103 First Citizens BancShares Inc/NC 6991.0 9920019.27 CORP Long
77310VAA2 77310VAA2 Rockefeller Foundation/The 1000000.0 662377.99 CORP Long
08576PAH4 08576PAH4 Berry Global Inc 1400000.0 1301893.81 CORP Long
3136ASVZ6 3136ASVZ6 Fannie Mae-Aces 480322.38 458877.81 USGSE Long
61747YFB6 61747YFB6 Morgan Stanley 840000.0 850567.3 CORP Long
149123CH2 149123CH2 Caterpillar Inc 3135000.0 2852555.78 CORP Long
676167CB3 676167CB3 Oesterreichische Kontrollbank AG 1500000.0 1399579.47 CORP Long
12592XBD7 12592XBD7 COMM 2015-CCRE22 Mortgage Trust 575000.0 556006.31 CORP Long
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302130109 302130109 Expeditors International of Washington Inc 99894.0 12706516.8 CORP Long
65480WAE1 65480WAE1 NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_23-A 50000.0 50162.69 CORP Long
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58933YBE4 58933YBE4 Merck & Co Inc 2350000.0 2008088.04 CORP Long
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760759BB5 760759BB5 Republic Services Inc 500000.0 509894.81 CORP Long
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21037T109 21037T109 Constellation Energy Corp 219821.0 25694876.69 CORP Long
31417VSE4 31417VSE4 Fannie Mae Pool 7847.39 8076.75 USGSE Long
76131N101 76131N101 Retail Opportunity Investments Corp 85930.0 1205597.9 CORP Long
23745QAA2 23745QAA2 Dartmouth-Hitchcock Health 300000.0 236521.52 CORP Long
46647PDY9 46647PDY9 JPMorgan Chase & Co 1000000.0 1084637.0 CORP Long
3132DQGF7 3132DQGF7 Freddie Mac Pool 1467056.4317 1478068.16 USGSE Long
776743AD8 776743AD8 Roper Technologies Inc 600000.0 587156.27 CORP Long
53220K504 53220K504 Ligand Pharmaceuticals Inc 11752.0 839327.84 CORP Long
74179A107 74179A107 Princeton Bancorp Inc 3544.0 127229.6 CORP Long
36184CR56 36184CR56 Ginnie Mae I Pool 152749.21 143947.77 USGA Long
03770N101 03770N101 Apogee Therapeutics Inc 16334.0 456371.96 CORP Long
05610QAF0 05610QAF0 BMO 2023-5C2 Mortgage Trust 800000.0 841437.12 CORP Long
693475BE4 693475BE4 PNC Financial Services Group Inc/The 675000.0 634078.07 CORP Long
12595VAD9 12595VAD9 COMM 2018-COR3 Mortgage Trust 500000.0 469069.4 CORP Long
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02209SBE2 02209SBE2 Altria Group Inc 1175000.0 1199869.17 CORP Long
31371HYB8 31371HYB8 Fannie Mae Pool 1932.37 2002.92 USGSE Long
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36250HAJ2 36250HAJ2 GS Mortgage Securities Trust 2014-GC26 125000.0 119138.2 CORP Long
95000LAZ6 95000LAZ6 Wells Fargo Commercial Mortgage Trust 2016-C33 315000.0 300422.49 CORP Long
06428CAC8 06428CAC8 Bank of America NA 1225000.0 1240740.54 CORP Long
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23918K108 23918K108 DaVita Inc 34893.0 3655390.68 CORP Long
94989AAW5 94989AAW5 Wells Fargo Commercial Mortgage Trust 2014-LC18 200000.0 191532.46 CORP Long
12635QBG4 12635QBG4 COMM 2015-CCRE27 Mortgage Trust 400000.0 385641.24 CORP Long
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31371MF93 31371MF93 Fannie Mae Pool 9674.38 9390.92 USGSE Long
31402QY39 31402QY39 Fannie Mae Pool 77406.29 81005.13 USGSE Long
743315103 743315103 Progressive Corp/The 402618.0 64128995.04 CORP Long
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36258YBL1 36258YBL1 GS Mortgage Securities Trust 2020-GC45 150000.0 126491.43 CORP Long
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28623U101 28623U101 Elevation Oncology Inc 13217.0 7097.53 CORP Long
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63111XAH4 63111XAH4 Nasdaq Inc 1000000.0 1029736.37 CORP Long
31412GTH4 31412GTH4 Fannie Mae Pool 39947.13 42100.14 USGSE Long
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31418DQA3 31418DQA3 Fannie Mae Pool 2688319.8723 2394330.32 USGSE Long
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3138EMY54 3138EMY54 Fannie Mae Pool 407050.07 405952.5 USGSE Long
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29670G102 29670G102 Essential Utilities Inc 166613.0 6222995.55 CORP Long
36207UEK0 36207UEK0 Ginnie Mae I Pool 137.38 140.87 USGA Long
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03027XAV2 03027XAV2 American Tower Corp 885000.0 863424.78 CORP Long
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46647PBE5 46647PBE5 JPMorgan Chase & Co 2000000.0 1778484.06 CORP Long
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3140XBEK2 3140XBEK2 Fannie Mae Pool 688188.655 618339.23 USGSE Long
78355HKW8 78355HKW8 Ryder System Inc 500000.0 506880.87 CORP Long
36179V4V9 36179V4V9 Ginnie Mae II Pool 3817715.89 3346908.29 USGA Long
26441CBZ7 26441CBZ7 Duke Energy Corp 500000.0 529624.44 CORP Long
641423BP2 641423BP2 Nevada Power Co 410000.0 451070.68 CORP Long
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478160AN4 478160AN4 Johnson & Johnson 745000.0 859368.54 CORP Long
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78016FZQ0 78016FZQ0 Royal Bank of Canada 925000.0 871725.94 CORP Long
461148108 461148108 Intevac Inc 15339.0 66264.48 CORP Long
36179TLR4 36179TLR4 Ginnie Mae II Pool 4242759.4287 3892802.21 USGA Long
31418DES7 31418DES7 Fannie Mae Pool 1324780.06 1180446.99 USGSE Long
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26444HAF8 26444HAF8 Duke Energy Florida LLC 425000.0 368434.98 CORP Long
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20826FBD7 20826FBD7 ConocoPhillips Co 1675000.0 1362623.45 CORP Long
25703A203 25703A203 Doma Holdings Inc 5696.0 26372.48 CORP Long
444859BQ4 444859BQ4 Humana Inc 500000.0 451297.98 CORP Long
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912810TH1 912810TH1 United States Treasury Note/Bond 23570000.0 20745281.63 UST Long
3132DN2D4 3132DN2D4 Freddie Mac Pool 1086764.4175 1058885.32 USGSE Long
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3140X4RH1 3140X4RH1 Fannie Mae Pool 1963729.526 1992257.61 USGSE Long
31292GSN7 31292GSN7 Freddie Mac Gold Pool 212.6 219.5 USGSE Long
31404XJ62 31404XJ62 Fannie Mae Pool 4486.92 4691.69 USGSE Long
231021AT3 231021AT3 Cummins Inc 500000.0 416674.26 CORP Long
3620AMPU0 3620AMPU0 Ginnie Mae I Pool 9308.13 8760.35 USGA Long
98420EAB1 98420EAB1 XL Group Ltd 100000.0 96490.57 CORP Long
693342AF4 693342AF4 PG&E Wildfire Recovery Funding LLC 222330.32 215705.85 CORP Long
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3620AQJP9 3620AQJP9 Ginnie Mae I Pool 409120.54 408600.67 USGA Long
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458140BY5 458140BY5 Intel Corp 400000.0 391992.2 CORP Long
88554D205 88554D205 3D Systems Corp 91666.0 582079.1 CORP Long
3138EHM90 3138EHM90 Fannie Mae Pool 32398.51 33740.28 USGSE Long
459058KW2 459058KW2 International Bank for Reconstruction & Development 3525000.0 3616075.43 CORP Long
23291C103 23291C103 DMC Global Inc 14657.0 275844.74 CORP Long
31359MFP3 31359MFP3 Federal National Mortgage Association 2025000.0 2384123.63 USGSE Long
747525BS1 747525BS1 QUALCOMM Inc 650000.0 702143.44 CORP Long
29251M106 29251M106 Enanta Pharmaceuticals Inc 14469.0 136153.29 CORP Long
3128LCBQ8 3128LCBQ8 Freddie Mac Gold Pool 26116.02 26584.72 USGSE Long
440452AH3 440452AH3 Hormel Foods Corp 500000.0 450004.33 CORP Long
030371108 030371108 American Vanguard Corp 19365.0 212434.05 CORP Long
004468500 004468500 Achieve Life Sciences Inc 20200.0 83224.0 CORP Long
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3137FV5N8 3137FV5N8 Freddie Mac Multifamily Structured Pass Through Certificates 500000.0 416123.1 USGSE Long
23338VAE6 23338VAE6 DTE Electric Co 200000.0 162702.93 CORP Long
3132DWDR1 3132DWDR1 Freddie Mac Pool 2416733.1059 2057861.53 USGSE Long
718172DE6 718172DE6 Philip Morris International Inc 235000.0 245834.5 CORP Long
92826CAF9 92826CAF9 Visa Inc 2230000.0 2080091.33 CORP Long
458140CE8 458140CE8 Intel Corp 1500000.0 1525089.62 CORP Long
842400FH1 842400FH1 Southern California Edison Co 200000.0 209827.11 CORP Long
3138WK3G8 3138WK3G8 Fannie Mae Pool 1609861.7147 1566358.26 USGSE Long
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25466AAJ0 25466AAJ0 Discover Bank 1455000.0 1376523.05 CORP Long
29874QEG5 29874QEG5 European Bank for Reconstruction & Development 700000.0 661502.23 CORP Long
15189XBB3 15189XBB3 CenterPoint Energy Houston Electric LLC 500000.0 509774.02 CORP Long
031162DM9 031162DM9 Amgen Inc 1695000.0 1698950.37 CORP Long
00653Q102 00653Q102 AdaptHealth Corp 53335.0 388812.15 CORP Long
31418DUC4 31418DUC4 Fannie Mae Pool 3873070.0775 3391748.17 USGSE Long
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872540AV1 872540AV1 TJX Cos Inc/The 500000.0 438118.83 CORP Long
3140X6WA5 3140X6WA5 Fannie Mae Pool 730869.3919 711666.53 USGSE Long
36179Q3L3 36179Q3L3 Ginnie Mae II Pool 217441.57 216155.64 USGA Long
14317JAD9 14317JAD9 CARMAX AUTO OWNER TRUST CARMX_21-4 338596.24 326343.56 CORP Long
871829BS5 871829BS5 Sysco Corp 500000.0 521570.89 CORP Long
78081BAM5 78081BAM5 Royalty Pharma PLC 800000.0 569382.72 CORP Long
31418DNG3 31418DNG3 Fannie Mae Pool 6428694.209 5534449.99 USGSE Long
015271AR0 015271AR0 Alexandria Real Estate Equities Inc 600000.0 541324.54 CORP Long
3138WE6B0 3138WE6B0 Fannie Mae Pool 273565.98 256237.98 USGSE Long
294429AS4 294429AS4 Equifax Inc 445000.0 399212.32 CORP Long
30040WAL2 30040WAL2 Eversource Energy 300000.0 253711.29 CORP Long
31385JBZ0 31385JBZ0 Fannie Mae Pool 16209.6628 17101.68 USGSE Long
75886FAE7 75886FAE7 Regeneron Pharmaceuticals Inc 1000000.0 822220.7 CORP Long
69351UAS2 69351UAS2 PPL Electric Utilities Corp 700000.0 612031.9 CORP Long
50077LAD8 50077LAD8 Kraft Heinz Foods Co 1850000.0 1778273.76 CORP Long
842587DD6 842587DD6 Southern Co/The 500000.0 507015.12 CORP Long
46116X101 46116X101 Intra-Cellular Therapies Inc 63196.0 4526097.52 CORP Long
60938K304 60938K304 Moneylion Inc 4848.0 303921.12 CORP Long
3138MRK67 3138MRK67 Fannie Mae Pool 276916.82 238317.38 USGSE Long
35671DBJ3 35671DBJ3 Freeport-McMoRan Inc 600000.0 604214.07 CORP Long
902788108 902788108 UMB Financial Corp 26776.0 2237134.8 CORP Long
3138ELGE7 3138ELGE7 Fannie Mae Pool 107347.74 101421.07 USGSE Long
171232AS0 171232AS0 Chubb Corp/The 1322000.0 1532534.77 CORP Long
576004HE8 576004HE8 Commonwealth of Massachusetts 350000.0 342117.72 MUN Long
9128286L9 9128286L9 United States Treasury Note/Bond 25535000.0 24497640.63 UST Long
3136AJLC8 3136AJLC8 Fannie Mae-Aces 19228.3473 19152.65 USGSE Long
607828100 607828100 Modine Manufacturing Co 35900.0 2143230.0 CORP Long
00254EMZ2 00254EMZ2 Svensk Exportkredit AB 2500000.0 2364034.75 NUSS Long
26818M108 26818M108 Dyne Therapeutics Inc 32045.0 426198.5 CORP Long
49803T300 49803T300 Kite Realty Group Trust 153023.0 3498105.78 CORP Long
64972FL20 64972FL20 New York City Municipal Water Finance Authority 75000.0 84418.35 MUN Long
00206RLV2 00206RLV2 AT&T Inc 5049000.0 3626314.44 CORP Long
828807DW4 828807DW4 Simon Property Group LP 400000.0 435721.35 CORP Long
03073EAP0 03073EAP0 Cencora Inc 700000.0 674467.4 CORP Long
36179XFJ0 36179XFJ0 Ginnie Mae II Pool 4148942.8986 4130668.05 USGA Long
36202FUF1 36202FUF1 Ginnie Mae II Pool 277037.17 277202.53 USGA Long
828807DP9 828807DP9 Simon Property Group LP 500000.0 456493.16 CORP Long
31402RDE6 31402RDE6 Fannie Mae Pool 8477.8 8879.38 USGSE Long
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89352HBA6 89352HBA6 TransCanada PipeLines Ltd 1900000.0 1807697.47 CORP Long
91159HHU7 91159HHU7 US Bancorp 150000.0 147668.43 CORP Long
491674BN6 491674BN6 Kentucky Utilities Co 500000.0 520005.47 CORP Long
36198VMH7 36198VMH7 Ginnie Mae I Pool 129867.35 127176.39 USGA Long
24422EWJ4 24422EWJ4 John Deere Capital Corp 500000.0 495599.95 CORP Long
302154DD8 302154DD8 Export-Import Bank of Korea 1600000.0 1293909.38 NUSS Long
31417YSD0 31417YSD0 Fannie Mae Pool 91751.07 89552.71 USGSE Long
78377T107 78377T107 Ryman Hospitality Properties Inc 39325.0 4328109.5 CORP Long
3136B9KC0 3136B9KC0 Fannie Mae-Aces 292230.66 250879.0 USGSE Long
035242AM8 035242AM8 Anheuser-Busch InBev Finance Inc 850000.0 849726.95 CORP Long
04010LAZ6 04010LAZ6 Ares Capital Corp 1000000.0 961259.43 CORP Long
459058KY8 459058KY8 International Bank for Reconstruction & Development 1500000.0 1584673.58 CORP Long
686514AH3 686514AH3 Orlando Health Obligated Group 500000.0 371238.28 CORP Long
505743104 505743104 Ladder Capital Corp 85925.0 988996.75 CORP Long
37045VAL4 37045VAL4 General Motors Co 700000.0 751639.35 CORP Long
494368CD3 494368CD3 Kimberly-Clark Corp 500000.0 422944.6 CORP Long
95001LAU6 95001LAU6 Wells Fargo Commercial Mortgage Trust 2018-C43 1200000.0 1143328.08 CORP Long
084659BF7 084659BF7 Berkshire Hathaway Energy Co 900000.0 803232.71 CORP Long
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91087BAF7 91087BAF7 Mexico Government International Bond 2000000.0 1972823.52 NUSS Long
89837LAH8 89837LAH8 Trustees of Princeton University/The 300000.0 279380.46 CORP Long
3137HB2L7 3137HB2L7 Freddie Mac Multifamily Structured Pass Through Certificates 800000.0 798328.48 USGSE Long
233912104 233912104 Daily Journal Corp 818.0 278790.76 CORP Long
3140XHGX9 3140XHGX9 Fannie Mae Pool 580700.892 546165.45 USGSE Long
718172BL2 718172BL2 Philip Morris International Inc 2000000.0 1718573.48 CORP Long
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58506Q109 58506Q109 Medpace Holdings Inc 17075.0 5233999.75 CORP Long
571748BP6 571748BP6 Marsh & McLennan Cos Inc 250000.0 212998.66 CORP Long
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3138YHK33 3138YHK33 Fannie Mae Pool 107300.25 101258.24 USGSE Long
294429AR6 294429AR6 Equifax Inc 375000.0 357753.91 CORP Long
666807BD3 666807BD3 Northrop Grumman Corp 245000.0 244532.07 CORP Long
74456QBZ8 74456QBZ8 Public Service Electric and Gas Co 350000.0 291836.55 CORP Long
55279HAK6 55279HAK6 Manufacturers & Traders Trust Co 1425000.0 1379954.21 CORP Long
81257VAB7 81257VAB7 Seattle Children's Hospital 500000.0 328987.92 CORP Long
168863CA4 168863CA4 Chile Government International Bond 710000.0 688128.0 NUSS Long
92826C839 92826C839 Visa Inc 1087010.0 283003053.5 CORP Long
260543BY8 260543BY8 Dow Chemical Co/The 556000.0 775984.89 CORP Long
88337F105 88337F105 ODP Corp/The 24651.0 1387851.3 CORP Long
03027XCE8 03027XCE8 American Tower Corp 600000.0 624485.36 CORP Long
882508BV5 882508BV5 Texas Instruments Inc 500000.0 508676.88 CORP Long
06541ABG4 06541ABG4 BANK 2021-BNK31 225000.0 184623.46 CORP Long
081925BA6 081925BA6 Benchmark 2023-B39 Mortgage Trust 250000.0 258241.63 CORP Long
29364WBL1 29364WBL1 Entergy Louisiana LLC 250000.0 229971.57 CORP Long
31417YUH8 31417YUH8 Fannie Mae Pool 289687.42 283018.99 USGSE Long
40434LAB1 40434LAB1 HP Inc 900000.0 850631.7 CORP Long
744320102 744320102 Prudential Financial Inc 247395.0 25657335.45 CORP Long
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29414B104 29414B104 EPAM Systems Inc 39942.0 11876354.28 CORP Long
31335AZC5 31335AZC5 Freddie Mac Gold Pool 333716.88 302450.58 USGSE Long
61766LBQ1 61766LBQ1 Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 87157.66 85366.88 CORP Long
023135BC9 023135BC9 Amazon.com Inc 1550000.0 1489562.9 CORP Long
98978VAP8 98978VAP8 Zoetis Inc 325000.0 296111.18 CORP Long
053484AB7 053484AB7 AvalonBay Communities Inc 1500000.0 1254620.04 CORP Long
178867107 178867107 Civista Bancshares Inc 10116.0 186539.04 CORP Long
30040W108 30040W108 Eversource Energy 239607.0 14788544.04 CORP Long
82489W107 82489W107 Shoals Technologies Group Inc 117735.0 1829601.9 CORP Long
15189XAT5 15189XAT5 CenterPoint Energy Houston Electric LLC 600000.0 529681.7 CORP Long
6174468N2 6174468N2 Morgan Stanley 2700000.0 2916387.69 CORP Long
31407NQM8 31407NQM8 Fannie Mae Pool 62840.875 61391.6 USGSE Long
927804GA6 927804GA6 Virginia Electric and Power Co 550000.0 498082.31 CORP Long
3140XNFA7 3140XNFA7 Fannie Mae Pool 749182.74 764299.15 USGSE Long
3137BQYS0 3137BQYS0 Freddie Mac Multifamily Structured Pass Through Certificates 575000.0 549530.15 USGSE Long
3132DWAW3 3132DWAW3 Freddie Mac Pool 11879875.47 9781141.03 USGSE Long
83422N105 83422N105 Solid Power Inc 87000.0 126150.0 CORP Long
31297LMA5 31297LMA5 Freddie Mac Gold Pool 26764.4354 27764.89 USGSE Long
31306XEA7 31306XEA7 Freddie Mac Gold Pool 447831.38 423966.45 USGSE Long
36176XCT4 36176XCT4 Ginnie Mae I Pool 509369.44 507968.67 USGA Long
36206W6X8 36206W6X8 Ginnie Mae I Pool 258.54 260.07 USGA Long
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31418DV25 31418DV25 Fannie Mae Pool 1130247.1048 998574.67 USGSE Long
31418CBR4 31418CBR4 Fannie Mae Pool 164584.16 153432.0 USGSE Long
3138MQTD5 3138MQTD5 Fannie Mae Pool 237947.67 223583.08 USGSE Long
912810TT5 912810TT5 United States Treasury Note/Bond 52264000.0 53064292.5 UST Long
05370A108 05370A108 Avidity Biosciences Inc 45515.0 411910.75 CORP Long
36179T7L3 36179T7L3 Ginnie Mae II Pool 2082116.7229 2062613.74 USGA Long
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3128M7CC8 3128M7CC8 Freddie Mac Gold Pool 83083.56 82885.84 USGSE Long
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559663109 559663109 Magnolia Oil & Gas Corp 118475.0 2522332.75 CORP Long
126128107 126128107 CNB Financial Corp/PA 14373.0 324686.07 CORP Long
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06541ABP4 06541ABP4 BANK 2021-BNK31 125000.0 96524.61 CORP Long
49456BAJ0 49456BAJ0 Kinder Morgan Inc 200000.0 178995.58 CORP Long
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3622A25S7 3622A25S7 Ginnie Mae I Pool 408652.65 397533.74 USGA Long
18915M107 18915M107 Cloudflare Inc 193304.0 16094491.04 CORP Long
31418EJ68 31418EJ68 Fannie Mae Pool 5409382.7372 5250754.21 USGSE Long
37959EAA0 37959EAA0 Globe Life Inc 500000.0 418871.45 CORP Long
31418DUE0 31418DUE0 Fannie Mae Pool 1553254.8515 1440169.67 USGSE Long
67401PAC2 67401PAC2 Oaktree Specialty Lending Corp 500000.0 447332.71 CORP Long
3128MCHV0 3128MCHV0 Freddie Mac Gold Pool 132.57 129.54 USGSE Long
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784117103 784117103 SEI Investments Co 80473.0 5114059.15 CORP Long
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31373T3D0 31373T3D0 Fannie Mae Pool 17.46 17.69 USGSE Long
3622ACFT2 3622ACFT2 Ginnie Mae II Pool 1674843.3818 1669281.56 USGA Long
96145D105 96145D105 Westrock Co 176998.0 7348956.96 CORP Long
3132ADXX1 3132ADXX1 Freddie Mac Pool 63626.48 60812.3 USGSE Long
89236TJQ9 89236TJQ9 Toyota Motor Credit Corp 1000000.0 833412.22 CORP Long
31418EBD1 31418EBD1 Fannie Mae Pool 785340.2629 682593.65 USGSE Long
22822VAN1 22822VAN1 Crown Castle Inc 400000.0 358362.21 CORP Long
042315705 042315705 ARMOUR Residential REIT Inc 32944.0 636478.08 CORP Long
172967DR9 172967DR9 Citigroup Inc 1699000.0 1817924.48 CORP Long
59259YGF0 59259YGF0 Metropolitan Transportation Authority 300000.0 332391.78 MUN Long
023135CP9 023135CP9 Amazon.com Inc 2000000.0 2029406.98 CORP Long
404119BX6 404119BX6 HCA Inc 2420000.0 2315698.87 CORP Long
026874DR5 026874DR5 American International Group Inc 1115000.0 1025853.95 CORP Long
36202FP42 36202FP42 Ginnie Mae II Pool 7942.45 7120.49 USGA Long
191216DE7 191216DE7 Coca-Cola Co/The 1250000.0 1031464.79 CORP Long
3140K14K9 3140K14K9 Fannie Mae Pool 860514.3964 766752.83 USGSE Long
298785JP2 298785JP2 European Investment Bank 1950000.0 1778088.64 CORP Long
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29379VAW3 29379VAW3 Enterprise Products Operating LLC 850000.0 815729.46 CORP Long
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24661P807 24661P807 Delcath Systems Inc 3900.0 16224.0 CORP Long
89231CAE7 89231CAE7 TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C 75000.0 73166.03 CORP Long
95000U2N2 95000U2N2 Wells Fargo & Co 3000000.0 2875335.81 CORP Long
00912X302 00912X302 Air Lease Corp 69829.0 2928628.26 CORP Long
15687V109 15687V109 Certara Inc 83831.0 1474587.29 CORP Long
12189LAC5 12189LAC5 Burlington Northern Santa Fe LLC 675000.0 676674.9 CORP Long
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94106LBU2 94106LBU2 Waste Management Inc 250000.0 251005.94 CORP Long
04636NAA1 04636NAA1 Astrazeneca Finance LLC 500000.0 462807.56 CORP Long
05329RAA1 05329RAA1 AutoNation Inc 750000.0 667747.11 CORP Long
85440KAD6 85440KAD6 Leland Stanford Junior University/The 355000.0 237779.68 CORP Long
200474AZ7 200474AZ7 COMM 2015-LC19 Mortgage Trust 14090.12 13910.39 CORP Long
36253GAK8 36253GAK8 GS Mortgage Securities Trust 2014-GC24 125000.0 117437.88 CORP Long
30040WAE8 30040WAE8 Eversource Energy 200000.0 189346.36 CORP Long
68375N103 68375N103 OPKO Health Inc 244261.0 368834.11 CORP Long
71944F106 71944F106 Phreesia Inc 36022.0 833909.3 CORP Long
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361841AJ8 361841AJ8 GLP Capital LP / GLP Financing II Inc 625000.0 623265.24 CORP Long
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69352PAL7 69352PAL7 PPL Capital Funding Inc 600000.0 575370.67 CORP Long
17305EGS8 17305EGS8 CITIBANK CREDIT CARD ISSUANCE TRUST 1000000.0 978218.7 CORP Long
61691NAE5 61691NAE5 Morgan Stanley Capital I 2017-HR2 225000.0 212092.04 CORP Long
46513JB59 46513JB59 Israel Government International Bond 900000.0 701086.18 NUSS Long
12592BAR5 12592BAR5 CNH Industrial Capital LLC 500000.0 515507.26 CORP Long
500946108 500946108 Korro Bio Inc 4115.0 197231.95 CORP Long
4581X0BX5 4581X0BX5 Inter-American Development Bank 550000.0 461517.89 CORP Long
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26154D100 26154D100 Dream Finders Homes Inc 16072.0 571038.16 CORP Long
433000106 433000106 Hims & Hers Health Inc 99700.0 887330.0 CORP Long
05637B105 05637B105 Backblaze Inc 28280.0 214645.2 CORP Long
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539439AV1 539439AV1 Lloyds Banking Group PLC 750000.0 723940.46 CORP Long
36179QL58 36179QL58 Ginnie Mae II Pool 946729.9359 901234.45 USGA Long
64110DAL8 64110DAL8 NetApp Inc 500000.0 475655.19 CORP Long
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76680V108 76680V108 Ring Energy Inc 74543.0 108832.78 CORP Long
68902V107 68902V107 Otis Worldwide Corp 280412.0 25088461.64 CORP Long
31359MFJ7 31359MFJ7 Federal National Mortgage Association 2405000.0 2797346.89 USGSE Long
02008JAC0 02008JAC0 ALLY AUTO RECEIVABLES TRUST ALLYA_22-1 550224.54 541533.25 CORP Long
3136BHMX4 3136BHMX4 Fannie Mae-Aces 215000.0 177995.15 USGSE Long
31418ECR9 31418ECR9 Fannie Mae Pool 1373533.6606 1216536.43 USGSE Long
00123Q104 00123Q104 AGNC Investment Corp 464414.0 4555901.34 CORP Long
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8342EP107 8342EP107 Solitario Resources Corp 21690.0 12148.57 CORP Long
29278NAE3 29278NAE3 Energy Transfer LP 1350000.0 1364184.29 CORP Long
3133KYSU4 3133KYSU4 Freddie Mac Pool 186987.2021 170403.05 USGSE Long
3132D6BW9 3132D6BW9 Freddie Mac Pool 4641.5892 4156.0 USGSE Long
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3132D6NS5 3132D6NS5 Freddie Mac Pool 929886.15 840306.5 USGSE Long
21H022614 21H022614 Ginnie Mae II Pool -40000.0 -35000.0 USGA Short
110122108 110122108 Bristol-Myers Squibb Co 1399222.0 71794080.82 CORP Long
36179S2P1 36179S2P1 Ginnie Mae II Pool 862283.8061 815278.3 USGA Long
05602NAE0 05602NAE0 BMO 2022-C2 Mortgage Trust 300000.0 296306.61 CORP Long
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126650DK3 126650DK3 CVS Health Corp 1175000.0 1010645.29 CORP Long
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023135CG9 023135CG9 Amazon.com Inc 1750000.0 1695500.61 CORP Long
14448CAR5 14448CAR5 Carrier Global Corp 1224000.0 985995.56 CORP Long
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20281PKT8 20281PKT8 Commonwealth Financing Authority 500000.0 455397.25 MUN Long
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126408GY3 126408GY3 CSX Corp 800000.0 700308.53 CORP Long
31418BVK9 31418BVK9 Fannie Mae Pool 385691.12 370825.66 USGSE Long
85917T109 85917T109 Sterling Check Corp 20294.0 282492.48 CORP Long
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10373QAT7 10373QAT7 BP Capital Markets America Inc 2800000.0 2709437.67 CORP Long
36202FCN4 36202FCN4 Ginnie Mae II Pool 421541.65 425319.89 USGA Long
3138AXWG2 3138AXWG2 Fannie Mae Pool 21558.65 22391.31 USGSE Long
3132DWCT8 3132DWCT8 Freddie Mac Pool 18988135.1892 15578978.81 USGSE Long
73358WRQ9 73358WRQ9 Port Authority of New York & New Jersey 375000.0 367316.89 MUN Long
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31418DHD7 31418DHD7 Fannie Mae Pool 133131.13 123803.24 USGSE Long
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233869AD8 233869AD8 DAIMLER TRUCKS RETAIL TRUST 2022-1 DTRT_22-1 100000.0 100445.72 CORP Long
354613AM3 354613AM3 Franklin Resources Inc 500000.0 318059.23 CORP Long
3138EQTZ5 3138EQTZ5 Fannie Mae Pool 195942.09 195475.81 USGSE Long
3138WAEQ6 3138WAEQ6 Fannie Mae Pool 497308.75 483094.67 USGSE Long
911363109 911363109 United Rentals Inc 46573.0 26705889.66 CORP Long
91282CBT7 91282CBT7 United States Treasury Note/Bond 59340000.0 55074937.5 UST Long
55279B301 55279B301 MEI Pharma Inc 4686.0 27178.8 CORP Long
79741TAR5 79741TAR5 San Diego County Water Authority 1000000.0 1122291.6 MUN Long
718286BZ9 718286BZ9 Philippine Government International Bond 1500000.0 1357704.39 NUSS Long
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31418DSS2 31418DSS2 Fannie Mae Pool 359303.1296 310898.32 USGSE Long
74144T108 74144T108 T Rowe Price Group Inc 152911.0 16466985.59 CORP Long
12591UAJ2 12591UAJ2 Comm 2014-UBS2 Mortgage Trust 36000.0 34219.25 CORP Long
00828EEE5 00828EEE5 African Development Bank 2500000.0 2321219.73 CORP Long
126650CD0 126650CD0 CVS Health Corp 650000.0 629743.26 CORP Long
3140XCUR7 3140XCUR7 Fannie Mae Pool 1396921.1376 1202631.9 USGSE Long
3140QQ2P9 3140QQ2P9 Fannie Mae Pool 1137547.53 1127580.22 USGSE Long
74340XBR1 74340XBR1 Prologis LP 1214000.0 982569.38 CORP Long
860630AG7 860630AG7 Stifel Financial Corp 100000.0 90938.3 CORP Long
15961R105 15961R105 ChargePoint Holdings Inc 233000.0 545220.0 CORP Long
78409VBL7 78409VBL7 S&P Global Inc 900000.0 746942.89 CORP Long
31418CP57 31418CP57 Fannie Mae Pool 182942.3773 165555.09 USGSE Long
96950FAK0 96950FAK0 Williams Cos Inc/The 925000.0 932983.51 CORP Long
3132DNFS7 3132DNFS7 Freddie Mac Pool 342266.9713 326429.15 USGSE Long
294268107 294268107 ePlus Inc 18200.0 1453088.0 CORP Long
3132GRHH7 3132GRHH7 Freddie Mac Gold Pool 342156.91 333639.67 USGSE Long
04636NAF0 04636NAF0 Astrazeneca Finance LLC 650000.0 662634.45 CORP Long
3140QN6U1 3140QN6U1 Fannie Mae Pool 1853782.0327 1644368.25 USGSE Long
31418CU77 31418CU77 Fannie Mae Pool 375144.71 348206.81 USGSE Long
31402RFV6 31402RFV6 Fannie Mae Pool 261639.83 268673.57 USGSE Long
53944YAT0 53944YAT0 Lloyds Banking Group PLC 875000.0 863613.0 CORP Long
302154DW6 302154DW6 Export-Import Bank of Korea 730000.0 757423.84 NUSS Long
3128MJCK4 3128MJCK4 Freddie Mac Gold Pool 26767.65 27899.65 USGSE Long
906548CM2 906548CM2 Union Electric Co 300000.0 286052.52 CORP Long
756109AT1 756109AT1 Realty Income Corp 820000.0 766369.47 CORP Long
48020Q107 48020Q107 Jones Lang LaSalle Inc 33143.0 6259718.41 CORP Long
34528LAF2 34528LAF2 FORD CREDIT AUTO LEASE TRUST FORDL_22-A 100000.0 98728.37 CORP Long
3137FL6P4 3137FL6P4 Freddie Mac Multifamily Structured Pass Through Certificates 475000.0 458335.29 USGSE Long
83542D300 83542D300 Sonder Holdings Inc 8360.0 28340.4 CORP Long
53944YAE3 53944YAE3 Lloyds Banking Group PLC 850000.0 683494.29 CORP Long
00461U105 00461U105 Aclaris Therapeutics Inc 44964.0 47212.2 CORP Long
46266C105 46266C105 IQVIA Holdings Inc 125218.0 28972940.84 CORP Long
92766K106 92766K106 Virgin Galactic Holdings Inc 279446.0 684642.7 CORP Long
36179UWA6 36179UWA6 Ginnie Mae II Pool 240816.93 238561.7 USGA Long
783186UJ6 783186UJ6 Rutgers The State University of New Jersey 100000.0 80830.41 MUN Long
111021AL5 111021AL5 British Telecommunications PLC 250000.0 253900.49 CORP Long
30329Y106 30329Y106 FG Financial Group Inc 597.0 931.32 CORP Long
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904708104 904708104 UniFirst Corp/MA 10118.0 1850683.38 CORP Long
743315BA0 743315BA0 Progressive Corp/The 500000.0 405775.11 CORP Long
36179QJT9 36179QJT9 Ginnie Mae II Pool 211031.825 206814.59 USGA Long
68233JBU7 68233JBU7 Oncor Electric Delivery Co LLC 1250000.0 1121961.75 CORP Long
3140XJLE1 3140XJLE1 Fannie Mae Pool 610718.481 580223.66 USGSE Long
184499101 184499101 Clean Energy Fuels Corp 124439.0 476601.37 CORP Long
89352HAE9 89352HAE9 TransCanada PipeLines Ltd 600000.0 697865.27 CORP Long
80282KBC9 80282KBC9 Santander Holdings USA Inc 925000.0 848281.55 CORP Long
74930B105 74930B105 RBB Bancorp 13800.0 262752.0 CORP Long
654110105 654110105 Nikola Corp 761535.0 666190.82 CORP Long
51509F105 51509F105 Lands' End Inc 10900.0 104204.0 CORP Long
06539XAH7 06539XAH7 BANK 2020-BNK27 600000.0 492664.8 CORP Long
459058JG9 459058JG9 International Bank for Reconstruction & Development 4250000.0 3441108.51 CORP Long
026874DM6 026874DM6 American International Group Inc 525000.0 518955.06 CORP Long
403949100 403949100 HF Sinclair Corp 107173.0 5955603.61 CORP Long
457187102 457187102 Ingredion Inc 44343.0 4812545.79 CORP Long
3140XFU66 3140XFU66 Fannie Mae Pool 2781370.52 2282350.09 USGSE Long
36202EGS2 36202EGS2 Ginnie Mae II Pool 44325.1368 45433.67 USGA Long
91282CFJ5 91282CFJ5 United States Treasury Note/Bond 43880000.0 42193362.5 UST Long
98311A105 98311A105 Wyndham Hotels & Resorts Inc 57225.0 4601462.25 CORP Long
04685N111 04685N111 Athenex Inc 13166.0 0.13 CORP Long
83193G107 83193G107 SmartRent Inc 126100.0 402259.0 CORP Long
03071H100 03071H100 AMERISAFE Inc 13025.0 609309.5 CORP Long
31292GVD5 31292GVD5 Freddie Mac Gold Pool 172.42 177.88 USGSE Long
72650RBL5 72650RBL5 Plains All American Pipeline LP / PAA Finance Corp 350000.0 345777.71 CORP Long
277432AX8 277432AX8 Eastman Chemical Co 400000.0 415405.28 CORP Long
56501RAD8 56501RAD8 Manulife Financial Corp 850000.0 865055.43 CORP Long
34964CAH9 34964CAH9 Fortune Brands Innovations Inc 500000.0 523092.84 CORP Long
31418DZZ8 31418DZZ8 Fannie Mae Pool 4164833.2498 3626210.36 USGSE Long
26884L109 26884L109 EQT Corp 284572.0 11001553.52 CORP Long
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15189YAF3 15189YAF3 CenterPoint Energy Resources Corp 300000.0 250303.6 CORP Long
912810FB9 912810FB9 United States Treasury Note/Bond 775000.0 833851.56 UST Long
3138EBPJ8 3138EBPJ8 Fannie Mae Pool 476653.79 437206.07 USGSE Long
3137H6LZ6 3137H6LZ6 Freddie Mac Multifamily Structured Pass Through Certificates 550000.0 469729.15 USGSE Long
023771R91 023771R91 American Airlines 2016-3 Class AA Pass Through Trust 151253.23 136298.92 CORP Long
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65473QBC6 65473QBC6 NiSource Inc 200000.0 183881.35 CORP Long
3137HAMH6 3137HAMH6 Freddie Mac Multifamily Structured Pass Through Certificates 480000.0 483127.01 USGSE Long
3140QASR2 3140QASR2 Fannie Mae Pool 86798.46 87048.32 USGSE Long
91282CEB3 91282CEB3 United States Treasury Note/Bond 39895000.0 36192245.31 UST Long
615369AQ8 615369AQ8 Moody's Corp 300000.0 283609.72 CORP Long
3140XKNM8 3140XKNM8 Fannie Mae Pool 758622.4125 781352.71 USGSE Long
61690FAK9 61690FAK9 Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 84257.79 82810.76 CORP Long
58601VAC6 58601VAC6 Memorial Health Services 500000.0 378874.76 CORP Long
392709101 392709101 Green Brick Partners Inc 21304.0 1106529.76 CORP Long
31418DBH4 31418DBH4 Fannie Mae Pool 71231.43 69823.53 USGSE Long
3140XFSN2 3140XFSN2 Fannie Mae Pool 2696779.426 2393779.81 USGSE Long
23331S100 23331S100 DHI Group Inc 18604.0 48184.36 CORP Long
3132D6AC4 3132D6AC4 Freddie Mac Pool 3306269.89 2976783.56 USGSE Long
3140XBSB7 3140XBSB7 Fannie Mae Pool 397254.4121 375494.09 USGSE Long
02364WAP0 02364WAP0 America Movil SAB de CV 300000.0 327070.37 CORP Long
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87151X101 87151X101 Symbotic Inc 17400.0 893142.0 CORP Long
36203NAB4 36203NAB4 Ginnie Mae I Pool 709.14 726.37 USGA Long
3128LXBL3 3128LXBL3 Freddie Mac Gold Pool 36533.0 38071.48 USGSE Long
46648KAU0 46648KAU0 JPMDB Commercial Mortgage Securities Trust 2017-C7 275000.0 253758.04 CORP Long
412822108 412822108 Harley-Davidson Inc 84942.0 3129263.28 CORP Long
3140X8QZ3 3140X8QZ3 Fannie Mae Pool 805236.53 760864.94 USGSE Long
31418CCM4 31418CCM4 Fannie Mae Pool 512025.7 487633.31 USGSE Long
23204G100 23204G100 Customers Bancorp Inc 19111.0 1101175.82 CORP Long
36202FM78 36202FM78 Ginnie Mae II Pool 1003880.26 983807.07 USGA Long
718172AC3 718172AC3 Philip Morris International Inc 575000.0 643083.98 CORP Long
29364GAM5 29364GAM5 Entergy Corp 500000.0 465553.09 CORP Long
3132DQRA6 3132DQRA6 Freddie Mac Pool 882191.8333 897238.76 USGSE Long
89236TDR3 89236TDR3 Toyota Motor Credit Corp 850000.0 819769.07 CORP Long
970648AJ0 970648AJ0 Willis North America Inc 660000.0 591776.26 CORP Long
31416BW87 31416BW87 Fannie Mae Pool 107851.59 105534.94 USGSE Long
200474BE3 200474BE3 COMM 2015-LC19 Mortgage Trust 200000.0 191134.96 CORP Long
282559103 282559103 89bio Inc 53428.0 596790.76 CORP Long
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892231101 892231101 Townsquare Media Inc 9269.0 97880.64 CORP Long
254687GA8 254687GA8 Walt Disney Co/The 1100000.0 895997.18 CORP Long
3138AEJH7 3138AEJH7 Fannie Mae Pool 126399.36 126375.0 USGSE Long
3128LXEL0 3128LXEL0 Freddie Mac Gold Pool 48426.63 48128.32 USGSE Long
3137BLMZ8 3137BLMZ8 Freddie Mac Multifamily Structured Pass Through Certificates 450000.0 437877.81 USGSE Long
858119BN9 858119BN9 Steel Dynamics Inc 1300000.0 1158244.11 CORP Long
31410F6B6 31410F6B6 Fannie Mae Pool 244288.6 263275.35 USGSE Long
42806J700 42806J700 Hertz Global Holdings Inc 86328.0 896947.92 CORP Long
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14147L108 14147L108 Cardiff Oncology Inc 24797.0 36699.56 CORP Long
458140CJ7 458140CJ7 Intel Corp 3084000.0 3337402.26 CORP Long
341081FL6 341081FL6 Florida Power & Light Co 450000.0 393711.66 CORP Long
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31418EB74 31418EB74 Fannie Mae Pool 2607029.9173 2016310.05 USGSE Long
674599EB7 674599EB7 Occidental Petroleum Corp 492000.0 495515.6 CORP Long
961214DC4 961214DC4 Westpac Banking Corp 5650000.0 5395901.59 CORP Long
890110109 890110109 Tompkins Financial Corp 9076.0 546647.48 CORP Long
87612GAF8 87612GAF8 Targa Resources Corp 800000.0 865209.39 CORP Long
3138WTUS3 3138WTUS3 Fannie Mae Pool 4666861.74 4297577.64 USGSE Long
31292LLQ6 31292LLQ6 Freddie Mac Gold Pool 180173.39 175688.14 USGSE Long
31418D7F3 31418D7F3 Fannie Mae Pool 16240956.83 13820386.76 USGSE Long
77543R102 77543R102 Roku Inc 85753.0 7860119.98 CORP Long
05610QAC7 05610QAC7 BMO 2023-5C2 Mortgage Trust 300000.0 325146.18 CORP Long
46647PCD6 46647PCD6 JPMorgan Chase & Co 2955000.0 2292969.84 CORP Long
002824BM1 002824BM1 Abbott Laboratories 1539000.0 1524023.08 CORP Long
3140QEXQ0 3140QEXQ0 Fannie Mae Pool 983838.7675 813449.21 USGSE Long
94989NBE6 94989NBE6 Wells Fargo Commercial Mortgage Trust 2015-C30 225000.0 217572.8 CORP Long
07336AAE7 07336AAE7 BBCMS Mortgage Trust 2022-C14 950000.0 818723.49 CORP Long
031162CQ1 031162CQ1 Amgen Inc 1000000.0 955493.31 CORP Long
906548CL4 906548CL4 Union Electric Co 575000.0 452599.54 CORP Long
104674106 104674106 Brady Corp 30259.0 1775900.71 CORP Long
3132Y0RQ5 3132Y0RQ5 Freddie Mac Gold Pool 491341.69 470612.23 USGSE Long
380130AE4 380130AE4 GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-3 150000.0 148327.86 CORP Long
3138EKFB6 3138EKFB6 Fannie Mae Pool 459467.52 436289.64 USGSE Long
3140XKUL2 3140XKUL2 Fannie Mae Pool 1146014.025 1116040.37 USGSE Long
38141G104 38141G104 Goldman Sachs Group Inc/The 224278.0 86519724.06 CORP Long
04271T100 04271T100 Array Technologies Inc 98465.0 1654212.0 CORP Long
02401LAA2 02401LAA2 American Assets Trust LP 500000.0 408344.72 CORP Long
031162CZ1 031162CZ1 Amgen Inc 1250000.0 1024369.69 CORP Long
00724F101 00724F101 Adobe Inc 313091.0 186790090.6 CORP Long
36208VVP7 36208VVP7 Ginnie Mae I Pool 832.25 858.9 USGA Long
3128MMPV9 3128MMPV9 Freddie Mac Gold Pool 93841.87 88801.62 USGSE Long
3132DWH30 3132DWH30 Freddie Mac Pool 3704106.0267 3762687.2 USGSE Long
166756AU0 166756AU0 Chevron USA Inc 450000.0 473736.19 CORP Long
907818EQ7 907818EQ7 Union Pacific Corp 428000.0 380446.24 CORP Long
91282CHQ7 91282CHQ7 United States Treasury Note/Bond 22554000.0 22797159.18 UST Long
92348KAZ6 92348KAZ6 VERIZON MASTER TRUST VZMT_22-6 525000.0 517604.9 CORP Long
37940XAE2 37940XAE2 Global Payments Inc 1000000.0 918875.93 CORP Long
31307NTZ7 31307NTZ7 Freddie Mac Gold Pool 144143.9018 130672.21 USGSE Long
31412DLU0 31412DLU0 Fannie Mae Pool 34921.12 35495.58 USGSE Long
31418DUJ9 31418DUJ9 Fannie Mae Pool 969217.2804 866961.37 USGSE Long
3128MJ5G1 3128MJ5G1 Freddie Mac Gold Pool 302888.13 281382.5 USGSE Long
808513AX3 808513AX3 Charles Schwab Corp/The 100000.0 98194.49 CORP Long
814785309 814785309 Security National Financial Corp 8192.0 73728.0 CORP Long
92553PAU6 92553PAU6 Paramount Global 975000.0 879492.26 CORP Long
410867105 410867105 Hanover Insurance Group Inc/The 22159.0 2690545.78 CORP Long
443510AH5 443510AH5 Hubbell Inc 275000.0 260628.3 CORP Long
037833DK3 037833DK3 Apple Inc 1025000.0 983159.51 CORP Long
230215105 230215105 Culp Inc 7359.0 42608.61 CORP Long
31283GXX0 31283GXX0 Freddie Mac Gold Pool 260.51 266.6 USGSE Long
404280EC9 404280EC9 HSBC Holdings PLC 1740000.0 1910340.45 CORP Long
3140X4QW9 3140X4QW9 Fannie Mae Pool 843951.53 767756.55 USGSE Long
341081FA0 341081FA0 Florida Power & Light Co 175000.0 191266.89 CORP Long
36179MC24 36179MC24 Ginnie Mae II Pool 520532.65 510807.17 USGA Long
91282CDW8 91282CDW8 United States Treasury Note/Bond 56105000.0 50652295.31 UST Long
3132DWAF0 3132DWAF0 Freddie Mac Pool 19163672.08 15786550.13 USGSE Long
04273WAC5 04273WAC5 Arrow Electronics Inc 400000.0 339172.16 CORP Long
423452101 423452101 Helmerich & Payne Inc 60458.0 2189788.76 CORP Long
312942PM1 312942PM1 Freddie Mac Gold Pool 23874.7 23794.73 USGSE Long
Y41053102 Y41053102 International Seaways Inc 29765.0 1353712.2 CORP Long
3128MEA43 3128MEA43 Freddie Mac Gold Pool 612303.0 586059.69 USGSE Long
455780DJ2 455780DJ2 Indonesia Government International Bond 1250000.0 1155713.39 NUSS Long
46642NBH8 46642NBH8 JPMBB Commercial Mortgage Securities Trust 2014-C22 175000.0 168215.44 CORP Long
91087BAB6 91087BAB6 Mexico Government International Bond 1410000.0 1134191.04 NUSS Long
617482V92 617482V92 Morgan Stanley 2400000.0 2779691.57 CORP Long
3132DV6D2 3132DV6D2 Freddie Mac Pool 736866.85 656223.63 USGSE Long
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637215104 637215104 National Presto Industries Inc 3650.0 293022.0 CORP Long
3140X72B4 3140X72B4 Fannie Mae Pool 1826747.67 1645516.58 USGSE Long
87612EBM7 87612EBM7 Target Corp 600000.0 559825.6 CORP Long
3138E2MD4 3138E2MD4 Fannie Mae Pool 137373.551 131415.66 USGSE Long
902973304 902973304 US Bancorp 1069490.0 46287527.2 CORP Long
14041NFW6 14041NFW6 CAPITAL ONE MULTIASSET EXECUTION TRUST COMET_21-A1 850000.0 828431.59 CORP Long
16876AAA2 16876AAA2 Children's Hospital Medical Center/Cincinnati OH 150000.0 137312.34 CORP Long
3138XXDC7 3138XXDC7 Fannie Mae Pool 4070.6 4034.45 USGSE Long
688239AF9 688239AF9 Oshkosh Corp 400000.0 394358.94 CORP Long
86944BAE3 86944BAE3 Sutter Health 375000.0 325948.21 CORP Long
718172BQ1 718172BQ1 Philip Morris International Inc 475000.0 463750.8 CORP Long
17243V102 17243V102 Cinemark Holdings Inc 78530.0 1106487.7 CORP Long
36182WCX9 36182WCX9 Ginnie Mae I Pool 44654.39 43935.85 USGA Long
345370BR0 345370BR0 Ford Motor Co 125000.0 136251.4 CORP Long
3138WCUU5 3138WCUU5 Fannie Mae Pool 742892.9 717521.47 USGSE Long
31417MH71 31417MH71 Fannie Mae Pool 61015.95 60846.61 USGSE Long
14040H105 14040H105 Capital One Financial Corp 248763.0 32617804.56 CORP Long
46591EAT4 46591EAT4 JPMCC Commercial Mortgage Securities Trust 2019-COR5 850000.0 759031.56 CORP Long
25243YBD0 25243YBD0 Diageo Capital PLC 1000000.0 865438.57 CORP Long
911312BX3 911312BX3 United Parcel Service Inc 1200000.0 1186532.59 CORP Long
05964HAM7 05964HAM7 Banco Santander SA 1000000.0 860154.09 CORP Long
3132D57J5 3132D57J5 Freddie Mac Pool 2192319.4785 1908894.0 USGSE Long
3132DPYF9 3132DPYF9 Freddie Mac Pool 1527495.5518 1512694.88 USGSE Long
110122DD7 110122DD7 Bristol-Myers Squibb Co 495000.0 480363.32 CORP Long
9151158F9 9151158F9 Permanent University Fund - University of Texas System 900000.0 729188.64 MUN Long
626207YS7 626207YS7 Municipal Electric Authority of Georgia 142000.0 158610.95 MUN Long
200525103 200525103 Commerce Bancshares Inc/MO 79440.0 4242890.4 CORP Long
948741AK9 948741AK9 Kimco Realty OP LLC 75000.0 74913.13 CORP Long
26884ABF9 26884ABF9 ERP Operating LP 1300000.0 1235025.52 CORP Long
88579Y101 88579Y101 3M Co 379728.0 41511864.96 CORP Long
31413F4Y5 31413F4Y5 Fannie Mae Pool 52756.88 55599.49 USGSE Long
053332102 053332102 AutoZone Inc 12134.0 31373791.74 CORP Long
31410GUV3 31410GUV3 Fannie Mae Pool 17891.58 18603.11 USGSE Long
594918BT0 594918BT0 Microsoft Corp 3824000.0 3355149.3 CORP Long
98389BAY6 98389BAY6 Xcel Energy Inc 450000.0 414947.42 CORP Long
69363PAB6 69363PAB6 PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE 100000.0 97612.42 CORP Long
36179NJD1 36179NJD1 Ginnie Mae II Pool 49856.06 51132.59 USGA Long
910571108 910571108 United-Guardian Inc 2067.0 14882.4 CORP Long
13781Y202 13781Y202 Cano Health Inc 1884.0 11059.08 CORP Long
53944YAQ6 53944YAQ6 Lloyds Banking Group PLC 520000.0 362096.29 CORP Long
988498101 988498101 Yum! Brands Inc 192223.0 25115857.18 CORP Long
205768302 205768302 Comstock Resources Inc 64100.0 567285.0 CORP Long
209111GG2 209111GG2 Consolidated Edison Co of New York Inc 600000.0 662067.45 CORP Long
01F020612 01F020612 Fannie Mae or Freddie Mac 6250000.0 5106445.0 USGSE Long
31403DGZ6 31403DGZ6 Fannie Mae Pool 56667.18 58972.98 USGSE Long
742718ER6 742718ER6 Procter & Gamble Co/The 800000.0 764190.88 CORP Long
171340AL6 171340AL6 Church & Dwight Co Inc 325000.0 271319.79 CORP Long
055450AH3 055450AH3 BHP Billiton Finance USA Ltd 150000.0 155080.43 CORP Long
46591ABA2 46591ABA2 JPMDB Commercial Mortgage Securities Trust 2018-C8 1000000.0 943640.9 CORP Long
91087BAQ3 91087BAQ3 Mexico Government International Bond 1141000.0 944588.51 NUSS Long
161571HT4 161571HT4 CHASE ISSUANCE TRUST CHAIT_23-1 560000.0 568629.6 CORP Long
858119100 858119100 Steel Dynamics Inc 105555.0 12466045.5 CORP Long
36210BD93 36210BD93 Ginnie Mae I Pool 5602.4 5699.55 USGA Long
06540XBG5 06540XBG5 BANK 2019-BNK22 315000.0 277972.41 CORP Long
084664BV2 084664BV2 Berkshire Hathaway Finance Corp 550000.0 515544.37 CORP Long
94106LBN8 94106LBN8 Waste Management Inc 500000.0 440068.58 CORP Long
808513BA2 808513BA2 Charles Schwab Corp/The 475000.0 445115.47 CORP Long
3140QBMR6 3140QBMR6 Fannie Mae Pool 1852979.0214 1727486.2 USGSE Long
61746BEG7 61746BEG7 Morgan Stanley 1950000.0 1757626.79 CORP Long
14713L102 14713L102 Casa Systems Inc 34412.0 18238.36 CORP Long
456237106 456237106 Industrial Logistics Properties Trust 57267.0 269154.9 CORP Long
36220J3W4 36220J3W4 Ginnie Mae I Pool 23193.7137 23434.0 USGA Long
512807AW8 512807AW8 Lam Research Corp 500000.0 356856.45 CORP Long
036752AT0 036752AT0 Elevance Health Inc 700000.0 668150.69 CORP Long
35137L105 35137L105 Fox Corp 174123.0 5166229.41 CORP Long
3133AQQJ9 3133AQQJ9 Freddie Mac Pool 1937580.328 1715573.92 USGSE Long
87612BBG6 87612BBG6 Targa Resources Partners LP / Targa Resources Partners Finance Corp 600000.0 593018.66 CORP Long
31292KYV3 31292KYV3 Freddie Mac Gold Pool 83798.71 88839.63 USGSE Long
3138WDLR0 3138WDLR0 Fannie Mae Pool 255201.06 240119.9 USGSE Long
3140XCAY4 3140XCAY4 Fannie Mae Pool 3100875.935 2892619.56 USGSE Long
55376CAJ2 55376CAJ2 MSWF Commercial Mortgage Trust 2023-1 325000.0 342356.79 CORP Long
31418DTQ5 31418DTQ5 Fannie Mae Pool 10778026.3686 8850563.89 USGSE Long
3137FXZ35 3137FXZ35 Freddie Mac Multifamily Structured Pass Through Certificates 600000.0 516869.88 USGSE Long
31418DQ54 31418DQ54 Fannie Mae Pool 2310647.7436 2142408.09 USGSE Long
637417AL0 637417AL0 NNN REIT Inc 300000.0 290565.14 CORP Long
724479100 724479100 Pitney Bowes Inc 103700.0 456280.0 CORP Long
26441CBN4 26441CBN4 Duke Energy Corp 600000.0 441541.97 CORP Long
49327V2C7 49327V2C7 KeyBank NA/Cleveland OH 525000.0 462674.8 CORP Long
632347100 632347100 Nathan's Famous Inc 1509.0 117717.09 CORP Long
77313F106 77313F106 Rocket Pharmaceuticals Inc 46731.0 1400528.07 CORP Long
00508Y102 00508Y102 Acuity Brands Inc 21196.0 4341576.68 CORP Long
11135FAQ4 11135FAQ4 Broadcom Inc 2000000.0 1910615.12 CORP Long
488445206 488445206 Zevra Therapeutics Inc 19400.0 127070.0 CORP Long
842587DM6 842587DM6 Southern Co/The 500000.0 501440.44 CORP Long
842400FF5 842400FF5 Southern California Edison Co 200000.0 201175.63 CORP Long
291011BN3 291011BN3 Emerson Electric Co 375000.0 323200.25 CORP Long
G63365103 G63365103 Mural Oncology PLC 11445.0 67754.4 CORP Long
31418BXT8 31418BXT8 Fannie Mae Pool 165186.77 156829.15 USGSE Long
65562QBW4 65562QBW4 Nordic Investment Bank 2900000.0 2938268.43 CORP Long
31418DZ54 31418DZ54 Fannie Mae Pool 1514364.7074 1256800.35 USGSE Long
063425102 063425102 Bank of Marin Bancorp 11775.0 259285.5 CORP Long
3138AVRH0 3138AVRH0 Fannie Mae Pool 1183398.33 1133376.08 USGSE Long
18482P103 18482P103 Clearfield Inc 9579.0 278557.32 CORP Long
3137FMCR1 3137FMCR1 Freddie Mac Multifamily Structured Pass Through Certificates 1650000.0 1545227.81 USGSE Long
866674104 866674104 Sun Communities Inc 85311.0 11401815.15 CORP Long
92938VAT2 92938VAT2 WFRBS Commercial Mortgage Trust 2014-C19 50000.0 48632.65 CORP Long
369550AT5 369550AT5 General Dynamics Corp 625000.0 526807.96 CORP Long
3133KKT74 3133KKT74 Freddie Mac Pool 786608.7765 679411.38 USGSE Long
210385AD2 210385AD2 Constellation Energy Generation LLC 500000.0 535903.51 CORP Long
0778FPAH2 0778FPAH2 Bell Telephone Co of Canada or Bell Canada 400000.0 283292.66 CORP Long
80287JAC8 80287JAC8 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-2 100000.0 99776.64 CORP Long
87031CAM5 87031CAM5 Svensk Exportkredit AB 260000.0 263849.4 NUSS Long
30166QAF6 30166QAF6 EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-2 100000.0 97163.61 CORP Long
3128S4JM0 3128S4JM0 Freddie Mac Non Gold Pool 307.78 305.76 USGSE Long
3140QPAU1 3140QPAU1 Fannie Mae Pool 609526.586 577532.23 USGSE Long
04280A100 04280A100 Arrowhead Pharmaceuticals Inc 72044.0 2204546.4 CORP Long
878742AS4 878742AS4 Teck Resources Ltd 485000.0 493937.4 CORP Long
36179RHL6 36179RHL6 Ginnie Mae II Pool 212503.95 201687.29 USGA Long
3137FG6S9 3137FG6S9 Freddie Mac Multifamily Structured Pass Through Certificates 400000.0 383948.64 USGSE Long
12635RAX6 12635RAX6 CSAIL 2015-C4 Commercial Mortgage Trust 500000.0 481740.35 CORP Long
29772L108 29772L108 Eton Pharmaceuticals Inc 13900.0 60882.0 CORP Long
624758108 624758108 Mueller Water Products Inc 110209.0 1587009.6 CORP Long
69351UAU7 69351UAU7 PPL Electric Utilities Corp 350000.0 296896.54 CORP Long
05550MAU8 05550MAU8 Barclays Commercial Mortgage Trust 2019-C3 225000.0 209136.85 CORP Long
02582JJT8 02582JJT8 AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-2 3575000.0 3502435.37 CORP Long
3138E0SF7 3138E0SF7 Fannie Mae Pool 405362.83 387822.78 USGSE Long
03027XAW0 03027XAW0 American Tower Corp 1475000.0 1400133.43 CORP Long
682680103 682680103 ONEOK Inc 400846.0 28147406.12 CORP Long
882508BJ2 882508BJ2 Texas Instruments Inc 560000.0 484185.32 CORP Long
31428XBA3 31428XBA3 FedEx Corp 200000.0 182964.34 CORP Long
832696AR9 832696AR9 J M Smucker Co/The 300000.0 285367.13 CORP Long
494368103 494368103 Kimberly-Clark Corp 230945.0 28062126.95 CORP Long
3140XBV72 3140XBV72 Fannie Mae Pool 2907234.3476 2599074.19 USGSE Long
134429BG3 134429BG3 Campbell Soup Co 625000.0 612393.07 CORP Long
36181GFU8 36181GFU8 Ginnie Mae I Pool 199974.28 183242.13 USGA Long
00827B106 00827B106 Affirm Holdings Inc 141417.0 6949231.38 CORP Long
61746BDZ6 61746BDZ6 Morgan Stanley 1800000.0 1763473.03 CORP Long
24422EXE4 24422EXE4 John Deere Capital Corp 750000.0 789747.13 CORP Long
854502101 854502101 Stanley Black & Decker Inc 105365.0 10336306.5 CORP Long
3133AN4B7 3133AN4B7 Freddie Mac Pool 89234.359 72946.99 USGSE Long
69343T107 69343T107 PJT Partners Inc 15926.0 1622381.62 CORP Long
15135BAZ4 15135BAZ4 Centene Corp 1210000.0 1008992.83 CORP Long
25179MBE2 25179MBE2 Devon Energy Corp 260000.0 262295.7 CORP Long
31418EP20 31418EP20 Fannie Mae Pool 2299589.8011 2277206.74 USGSE Long
57421CAV6 57421CAV6 Maryland Health & Higher Educational Facilities Authority 500000.0 385156.05 MUN Long
38122NZX3 38122NZX3 Golden State Tobacco Securitization Corp 400000.0 324569.96 MUN Long
262104AE2 262104AE2 DRIVE AUTO RECEIVABLES TRUST DRIVE_21-2 129537.86 127938.49 CORP Long
00206RCP5 00206RCP5 AT&T Inc 2230000.0 2115186.69 CORP Long
383082104 383082104 Gorman-Rupp Co/The 14781.0 525168.93 CORP Long
3140X63C3 3140X63C3 Fannie Mae Pool 270715.98 237085.66 USGSE Long
26916J106 26916J106 ESS Tech Inc 33409.0 38086.26 CORP Long
238337109 238337109 Dave & Buster's Entertainment Inc 22763.0 1225787.55 CORP Long
3132DPYM4 3132DPYM4 Freddie Mac Pool 1673974.146 1683460.89 USGSE Long
91282CAD3 91282CAD3 United States Treasury Note/Bond 52975000.0 46733882.81 UST Long
36179RLN7 36179RLN7 Ginnie Mae II Pool 592301.33 536363.62 USGA Long
36179SUW5 36179SUW5 Ginnie Mae II Pool 936258.7565 915415.58 USGA Long
15189TBB2 15189TBB2 CenterPoint Energy Inc 500000.0 427871.24 CORP Long
31418AY44 31418AY44 Fannie Mae Pool 364394.63 362972.65 USGSE Long
3136B56S9 3136B56S9 Fannie Mae-Aces 2100000.0 1845492.39 USGSE Long
059165EG1 059165EG1 Baltimore Gas and Electric Co 225000.0 212485.47 CORP Long
416515BB9 416515BB9 Hartford Financial Services Group Inc/The 500000.0 429208.36 CORP Long
439038100 439038100 Hooker Furnishings Corp 10600.0 276448.0 CORP Long
32026V104 32026V104 First Foundation Inc 34444.0 333417.92 CORP Long
17324TAE9 17324TAE9 Citigroup Commercial Mortgage Trust 2016-GC36 2100000.0 1999703.58 CORP Long
055451AV0 055451AV0 BHP Billiton Finance USA Ltd 2350000.0 2374555.31 CORP Long
31292GQV1 31292GQV1 Freddie Mac Gold Pool 37.54 38.01 USGSE Long
404111106 404111106 HBT Financial Inc 7843.0 165565.73 CORP Long
36225BMU9 36225BMU9 Ginnie Mae I Pool 3416.71 3529.05 USGA Long
037411BE4 037411BE4 Apache Corp 193000.0 182946.04 CORP Long
125523CK4 125523CK4 Cigna Group/The 1725000.0 1275548.35 CORP Long
29444UBJ4 29444UBJ4 Equinix Inc 400000.0 272818.04 CORP Long
252828108 252828108 Dianthus Therapeutics Inc 265.0 2756.0 CORP Long
24422EXB0 24422EXB0 John Deere Capital Corp 800000.0 819931.58 CORP Long
693656100 693656100 PVH Corp 42472.0 5186680.64 CORP Long
00650F109 00650F109 Adaptive Biotechnologies Corp 95724.0 469047.6 CORP Long
038222AN5 038222AN5 Applied Materials Inc 350000.0 298059.25 CORP Long
001055102 001055102 Aflac Inc 401257.0 33103702.5 CORP Long
126650DF4 126650DF4 CVS Health Corp 1300000.0 1243292.56 CORP Long
3617JEJQ1 3617JEJQ1 Ginnie Mae I Pool 156871.54 154376.14 USGA Long
36207JN66 36207JN66 Ginnie Mae I Pool 536.21 546.35 USGA Long
174610105 174610105 Citizens Financial Group Inc 303928.0 10072173.92 CORP Long
94989EAF4 94989EAF4 Wells Fargo Commercial Mortgage Trust 2015-LC20 30614.06 30197.75 CORP Long
36206DST5 36206DST5 Ginnie Mae I Pool 609.83 616.71 USGA Long
36179WXJ2 36179WXJ2 Ginnie Mae II Pool 2427507.3398 2123890.74 USGA Long
544646ZR6 544646ZR6 Los Angeles Unified School District/CA 250000.0 282384.5 MUN Long
31572Q808 31572Q808 FibroGen Inc 65782.0 58302.59 CORP Long
00206RFW7 00206RFW7 AT&T Inc 1405000.0 1360151.85 CORP Long
302154CG2 302154CG2 Export-Import Bank of Korea 1020000.0 953057.64 NUSS Long
47233JBH0 47233JBH0 Jefferies Financial Group Inc 1100000.0 1033169.53 CORP Long
36200NS85 36200NS85 Ginnie Mae I Pool 21138.01 21333.22 USGA Long
02007WAD0 02007WAD0 ALLY AUTO RECEIVABLES TRUST ALLYA_23-1 75000.0 76073.9 CORP Long
682189105 682189105 ON Semiconductor Corp 295910.0 24717362.3 CORP Long
78016FZX5 78016FZX5 Royal Bank of Canada 1785000.0 1815735.08 CORP Long
12634NAT5 12634NAT5 Csail 2015-C2 Commercial Mortgage Trust 550000.0 530759.13 CORP Long
29670GAD4 29670GAD4 Essential Utilities Inc 400000.0 350230.01 CORP Long
23291KAK1 23291KAK1 DH Europe Finance II Sarl 1200000.0 949708.75 CORP Long
46625HLL2 46625HLL2 JPMorgan Chase & Co 4550000.0 4350232.07 CORP Long
824348AX4 824348AX4 Sherwin-Williams Co/The 1100000.0 1006668.86 CORP Long
12660DAD9 12660DAD9 CNH EQUIPMENT TRUST CNH_22-A 100000.0 95866.14 CORP Long
02553E106 02553E106 American Eagle Outfitters Inc 122746.0 2597305.36 CORP Long
031162CV0 031162CV0 Amgen Inc 840000.0 811353.08 CORP Long
880591EU2 880591EU2 Tennessee Valley Authority 1000000.0 962970.39 USGA Long
023608AL6 023608AL6 Ameren Corp 500000.0 458265.26 CORP Long
69349H107 69349H107 PNM Resources Inc 58713.0 2442460.8 CORP Long
539830BT5 539830BT5 Lockheed Martin Corp 300000.0 269895.07 CORP Long
64121N109 64121N109 Network-1 Technologies Inc 2710.0 5907.8 CORP Long
12531YAN8 12531YAN8 CFCRE Commercial Mortgage Trust 2016-C4 550000.0 520067.52 CORP Long
824348BJ4 824348BJ4 Sherwin-Williams Co/The 700000.0 648577.48 CORP Long
038169207 038169207 Applied Digital Corp 45400.0 305996.0 CORP Long
09778PAB1 09778PAB1 Bon Secours Mercy Health Inc 250000.0 204961.56 CORP Long
254683CY9 254683CY9 DISCOVER CARD EXECUTION NOTE TRUST DCENT_23-A1 1375000.0 1365379.26 CORP Long
31418DC91 31418DC91 Fannie Mae Pool 110076.1 104203.64 USGSE Long
172967KU4 172967KU4 Citigroup Inc 425000.0 408284.75 CORP Long
31418U4W1 31418U4W1 Fannie Mae Pool 455433.23 467687.34 USGSE Long
053484AE1 053484AE1 AvalonBay Communities Inc 500000.0 519313.58 CORP Long
75884RAW3 75884RAW3 Regency Centers LP 400000.0 332415.78 CORP Long
75886F107 75886F107 Regeneron Pharmaceuticals Inc 70067.0 61539145.43 CORP Long
456837BH5 456837BH5 ING Groep NV 1100000.0 1156784.92 CORP Long
00914AAK8 00914AAK8 Air Lease Corp 1250000.0 1094651.84 CORP Long
36179XNJ1 36179XNJ1 Ginnie Mae II Pool 2283145.1637 2338191.79 USGA Long
3132DWGT4 3132DWGT4 Freddie Mac Pool 1376952.5106 1410938.59 USGSE Long
92556VAC0 92556VAC0 Viatris Inc 1350000.0 1226099.03 CORP Long
30303M102 30303M102 Meta Platforms Inc 1526494.0 540317816.24 CORP Long
45138LBH5 45138LBH5 Idaho Power Co 500000.0 516055.22 CORP Long
302491AX3 302491AX3 FMC Corp 500000.0 496944.96 CORP Long
31418EJ43 31418EJ43 Fannie Mae Pool 642731.19 589762.94 USGSE Long
3128MJL24 3128MJL24 Freddie Mac Gold Pool 159542.55 159728.0 USGSE Long
566330106 566330106 Marcus Corp/The 15780.0 230072.4 CORP Long
3133KQPZ3 3133KQPZ3 Freddie Mac Pool 1714798.67 1699807.39 USGSE Long
3138WJTT5 3138WJTT5 Fannie Mae Pool 142318.29 136784.81 USGSE Long
421906108 421906108 Healthcare Services Group Inc 48112.0 498921.44 CORP Long
039653100 039653100 Arcosa Inc 33554.0 2772902.56 CORP Long
3132GDS86 3132GDS86 Freddie Mac Gold Pool 262767.88 258555.97 USGSE Long
007944AF8 007944AF8 Adventist Health System/West 350000.0 316229.65 CORP Long
31413KPK1 31413KPK1 Fannie Mae Pool 3500.7 3611.46 USGSE Long
06540JBG6 06540JBG6 BANK 2020-BNK26 675000.0 572467.91 CORP Long
747906501 747906501 Quantum Corp 33700.0 11761.3 CORP Long
36179V7C8 36179V7C8 Ginnie Mae II Pool 546562.456 444098.45 USGA Long
84756NAF6 84756NAF6 Spectra Energy Partners LP 1666000.0 1629557.7 CORP Long
31408DQK3 31408DQK3 Fannie Mae Pool 8801.49 8907.09 USGSE Long
36179WQB7 36179WQB7 Ginnie Mae II Pool 5765529.5346 5226317.03 USGA Long
716973AG7 716973AG7 Pfizer Investment Enterprises Pte Ltd 4893000.0 5004190.64 CORP Long
86606G101 86606G101 Summit Financial Group Inc 7124.0 218635.56 CORP Long
25278XAR0 25278XAR0 Diamondback Energy Inc 600000.0 533856.55 CORP Long
3138WQA36 3138WQA36 Fannie Mae Pool 378377.58 348437.39 USGSE Long
056752AQ1 056752AQ1 Baidu Inc 200000.0 194678.89 CORP Long
13123X508 13123X508 Callon Petroleum Co 40387.0 1308538.8 CORP Long
538146101 538146101 LivePerson Inc 49636.0 188120.44 CORP Long
3133KYWE5 3133KYWE5 Freddie Mac Pool 4139934.3135 3560964.09 USGSE Long
36179QK83 36179QK83 Ginnie Mae II Pool 67409.28 64527.11 USGA Long
021513106 021513106 Alto Ingredients Inc 37056.0 98568.96 CORP Long
035255108 035255108 Anika Therapeutics Inc 9542.0 216221.72 CORP Long
828807DE4 828807DE4 Simon Property Group LP 1000000.0 955145.5 CORP Long
084670BS6 084670BS6 Berkshire Hathaway Inc 3231000.0 3140713.45 CORP Long
36179SUU9 36179SUU9 Ginnie Mae II Pool 2472144.3 2277388.77 USGA Long
3137FCJK1 3137FCJK1 Freddie Mac Multifamily Structured Pass Through Certificates 275000.0 264611.88 USGSE Long
36267VAF0 36267VAF0 GE HealthCare Technologies Inc 500000.0 517661.41 CORP Long
235308RA3 235308RA3 Dallas Independent School District 150000.0 151140.23 MUN Long
03040WAZ8 03040WAZ8 American Water Capital Corp 500000.0 368158.63 CORP Long
87969B101 87969B101 Telos Corp 38079.0 138988.35 CORP Long
48203RAD6 48203RAD6 Juniper Networks Inc 150000.0 153836.47 CORP Long
3140X7JQ3 3140X7JQ3 Fannie Mae Pool 536502.7 501230.6 USGSE Long
676167CA5 676167CA5 Oesterreichische Kontrollbank AG 500000.0 482359.79 CORP Long
29717PAT4 29717PAT4 Essex Portfolio LP 280000.0 267085.76 CORP Long
00287YAM1 00287YAM1 AbbVie Inc 2119000.0 1967850.86 CORP Long
715638DP4 715638DP4 Peruvian Government International Bond 1100000.0 860706.46 NUSS Long
09075A108 09075A108 Bioventus Inc 23179.0 122153.33 CORP Long
023608AG7 023608AG7 Ameren Corp 440000.0 427115.86 CORP Long
12763L105 12763L105 Cadre Holdings Inc 12800.0 420992.0 CORP Long
010392FV5 010392FV5 Alabama Power Co 1800000.0 1286882.41 CORP Long
31371LTV1 31371LTV1 Fannie Mae Pool 8059.5708 8451.24 USGSE Long
N/A N/A N/A 4647.0 12993125.62 USGSE N/A
912810PX0 912810PX0 United States Treasury Note/Bond 13544000.0 14411662.5 UST Long
73278L105 73278L105 Pool Corp 25278.0 10078591.38 CORP Long
716973AH5 716973AH5 Pfizer Investment Enterprises Pte Ltd 3262000.0 3298373.06 CORP Long
799566104 799566104 Sana Biotechnology Inc 69018.0 281593.44 CORP Long
91912EAA3 91912EAA3 Vale SA 238000.0 231534.32 CORP Long
31418DRW4 31418DRW4 Fannie Mae Pool 11937786.602 9777050.81 USGSE Long
45167R104 45167R104 IDEX Corp 52158.0 11324023.38 CORP Long
3137HASK3 3137HASK3 Freddie Mac Multifamily Structured Pass Through Certificates 950000.0 953660.26 USGSE Long
31410GNK5 31410GNK5 Fannie Mae Pool 26357.23 25798.72 USGSE Long
45866FAD6 45866FAD6 Intercontinental Exchange Inc 1100000.0 1080783.02 CORP Long
75574U101 75574U101 Ready Capital Corp 104696.0 1073134.0 CORP Long
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3622A2AN2 3622A2AN2 Ginnie Mae I Pool 61888.46 61809.79 USGA Long
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3620ARV81 3620ARV81 Ginnie Mae I Pool 16868.63 15323.97 USGA Long
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36207WZ56 36207WZ56 Ginnie Mae I Pool 1276.38 1276.04 USGA Long
91159HJF8 91159HJF8 US Bancorp 1510000.0 1488309.8 CORP Long
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29278NAQ6 29278NAQ6 Energy Transfer LP 1775000.0 1647492.56 CORP Long
010392FZ6 010392FZ6 Alabama Power Co 500000.0 475446.43 CORP Long
61764XBJ3 61764XBJ3 Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 300000.0 289816.77 CORP Long
452521107 452521107 Immersion Corp 25933.0 183086.98 CORP Long
63743HEW8 63743HEW8 National Rural Utilities Cooperative Finance Corp 1592000.0 1462143.55 CORP Long
3620AS3K3 3620AS3K3 Ginnie Mae I Pool 112270.16 109366.58 USGA Long
917288BK7 917288BK7 Uruguay Government International Bond 2302300.0 2280863.12 NUSS Long
637432NT8 637432NT8 National Rural Utilities Cooperative Finance Corp 400000.0 348774.57 CORP Long
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55003T107 55003T107 LL Flooring Holdings Inc 19622.0 76525.8 CORP Long
89114TZN5 89114TZN5 Toronto-Dominion Bank/The 500000.0 462394.22 CORP Long
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515110CA0 515110CA0 Landwirtschaftliche Rentenbank 2400000.0 2227278.94 CORP Long
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969457BY5 969457BY5 Williams Cos Inc/The 1000000.0 856106.58 CORP Long
29379VBQ5 29379VBQ5 Enterprise Products Operating LLC 1550000.0 1363638.26 CORP Long
3132DPGF9 3132DPGF9 Freddie Mac Pool 1409451.295 1395083.63 USGSE Long
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3138EHBM3 3138EHBM3 Fannie Mae Pool 128.17 128.31 USGSE Long
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3133BGDR6 3133BGDR6 Freddie Mac Pool 159212.362 158623.94 USGSE Long
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3137FKUP9 3137FKUP9 Freddie Mac Multifamily Structured Pass Through Certificates 800000.0 779442.8 USGSE Long
3128M9KZ4 3128M9KZ4 Freddie Mac Gold Pool 255460.86 242559.68 USGSE Long
362590AC5 362590AC5 GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3 5489.96 5472.71 CORP Long
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037735CX3 037735CX3 Appalachian Power Co 148000.0 125547.71 CORP Long
36225ENH1 36225ENH1 Ginnie Mae II Pool 2898.0 2867.75 USGA Long
686053DR7 686053DR7 Oregon School Boards Association 107270.3 108824.87 MUN Long
46591EAV9 46591EAV9 JPMCC Commercial Mortgage Securities Trust 2019-COR5 75000.0 65414.52 CORP Long
13607LWW9 13607LWW9 Canadian Imperial Bank of Commerce 390000.0 416270.23 CORP Long
36179U6W7 36179U6W7 Ginnie Mae II Pool 459723.75 445334.35 USGA Long
3140GQKA3 3140GQKA3 Fannie Mae Pool 5721.84 5607.39 USGSE Long
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25243YBC2 25243YBC2 Diageo Capital PLC 550000.0 519838.2 CORP Long
67577C105 67577C105 Ocugen Inc 150100.0 86307.5 CORP Long
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36179NNA2 36179NNA2 Ginnie Mae II Pool 308035.495 293495.14 USGA Long
376536108 376536108 Gladstone Commercial Corp 28553.0 378041.72 CORP Long
68389XBY0 68389XBY0 Oracle Corp 1500000.0 1091540.75 CORP Long
594918BS2 594918BS2 Microsoft Corp 1750000.0 1609339.9 CORP Long
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31418B2L9 31418B2L9 Fannie Mae Pool 266083.77 248019.69 USGSE Long
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12189TAX2 12189TAX2 Burlington Northern Santa Fe LLC 125000.0 140405.59 CORP Long
36185B4U7 36185B4U7 Ginnie Mae I Pool 57527.59 56318.12 USGA Long
00206RKG6 00206RKG6 AT&T Inc 2750000.0 2448859.71 CORP Long
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21867A105 21867A105 Core Laboratories Inc 33200.0 586312.0 CORP Long
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512807AU2 512807AU2 Lam Research Corp 600000.0 592148.01 CORP Long
47770VAY6 47770VAY6 JobsOhio Beverage System 375000.0 369844.09 MUN Long
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3140XMH66 3140XMH66 Fannie Mae Pool 3153230.6604 3173434.99 USGSE Long
36241U106 36241U106 GSI Technology Inc 9342.0 24662.88 CORP Long
3138EHYV8 3138EHYV8 Fannie Mae Pool 33299.36 34856.93 USGSE Long
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264147109 264147109 Ducommun Inc 9785.0 509407.1 CORP Long
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45784J105 45784J105 INNOVATE Corp 41047.0 50487.81 CORP Long
06418JAC5 06418JAC5 Bank of Nova Scotia/The 600000.0 622783.96 CORP Long
31410KB94 31410KB94 Fannie Mae Pool 30515.87 31679.59 USGSE Long
455780CS3 455780CS3 Indonesia Government International Bond 2100000.0 2001434.02 NUSS Long
4581X0CE6 4581X0CE6 Inter-American Development Bank 450000.0 443569.79 CORP Long
71654QBP6 71654QBP6 Petroleos Mexicanos 10000.0 9874.58 CORP Long
02083X103 02083X103 Alpine Income Property Trust Inc 7700.0 130207.0 CORP Long
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3136AKQM8 3136AKQM8 Fannie Mae-Aces 198075.6 195859.53 USGSE Long
26441CBU8 26441CBU8 Duke Energy Corp 967000.0 904254.18 CORP Long
10948C107 10948C107 BrightView Holdings Inc 30953.0 260624.26 CORP Long
46620W201 46620W201 J Jill Inc 4000.0 103120.0 CORP Long
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554225102 554225102 Macatawa Bank Corp 27543.0 310685.04 CORP Long
675232102 675232102 Oceaneering International Inc 72492.0 1542629.76 CORP Long
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58506YAS1 58506YAS1 MedStar Health Inc 250000.0 190295.8 CORP Long
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744482BM1 744482BM1 Public Service Co of New Hampshire 250000.0 198019.75 CORP Long
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313855108 313855108 Federal Signal Corp 43458.0 3334966.92 CORP Long
25058X105 25058X105 Desktop Metal Inc 159504.0 119787.5 CORP Long
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32054K103 32054K103 First Industrial Realty Trust Inc 92037.0 4847588.79 CORP Long
3140QS4B4 3140QS4B4 Fannie Mae Pool 2208564.085 2263136.6 USGSE Long
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404280CY3 404280CY3 HSBC Holdings PLC 3000000.0 2496659.46 CORP Long
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36179VVX5 36179VVX5 Ginnie Mae II Pool 9047532.551 7697208.22 USGA Long
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14043QAD4 14043QAD4 CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_22-1 225000.0 217241.01 CORP Long
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254687FN1 254687FN1 Walt Disney Co/The 1255000.0 1232065.97 CORP Long
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36241LH25 36241LH25 Ginnie Mae I Pool 160507.68 164171.77 USGA Long
74456QCK0 74456QCK0 Public Service Electric and Gas Co 300000.0 304883.79 CORP Long
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23291KAJ4 23291KAJ4 DH Europe Finance II Sarl 725000.0 601770.41 CORP Long
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3132DQGK6 3132DQGK6 Freddie Mac Pool 2573214.7439 2589088.13 USGSE Long
25862V105 25862V105 DoubleVerify Holdings Inc 94318.0 3469016.04 CORP Long
125896BS8 125896BS8 CMS Energy Corp 300000.0 285730.01 CORP Long
60871RAG5 60871RAG5 Molson Coors Beverage Co 1650000.0 1579914.42 CORP Long
891092108 891092108 Toro Co/The 71104.0 6825272.96 CORP Long
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69047QAC6 69047QAC6 Ovintiv Inc 400000.0 413874.12 CORP Long
37954A204 37954A204 Global Medical REIT Inc 46224.0 513086.4 CORP Long
29444UBH8 29444UBH8 Equinix Inc 825000.0 700700.95 CORP Long
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695114CX4 695114CX4 PacifiCorp 525000.0 364790.28 CORP Long
871829BF3 871829BF3 Sysco Corp 925000.0 884800.93 CORP Long
26442UAN4 26442UAN4 Duke Energy Progress LLC 500000.0 452805.93 CORP Long
025676206 025676206 American Equity Investment Life Holding Co 52251.0 2915605.8 CORP Long
91159HHM5 91159HHM5 US Bancorp 2257000.0 2163891.82 CORP Long
770323103 770323103 Robert Half Inc 68490.0 6021640.8 CORP Long
045167EG4 045167EG4 Asian Development Bank 1000000.0 952182.32 CORP Long
75970E107 75970E107 Renasant Corp 39385.0 1326486.8 CORP Long
04010LBD4 04010LBD4 Ares Capital Corp 319000.0 291663.66 CORP Long
36179YAT1 36179YAT1 Ginnie Mae II Pool 6226492.1 6331598.4 USGA Long
28238P109 28238P109 eHealth Inc 14951.0 130372.72 CORP Long
3128K7Y69 3128K7Y69 Freddie Mac Gold Pool 62058.8671 63420.48 USGSE Long
54352F206 54352F206 Loop Media Inc 32500.0 32500.0 CORP Long
08162LAC4 08162LAC4 Benchmark 2020-IG1 Mortgage Trust 575000.0 458563.94 CORP Long
36202E7H6 36202E7H6 Ginnie Mae II Pool 352479.7 361502.4 USGA Long
31417YZW0 31417YZW0 Fannie Mae Pool 87876.05 87574.65 USGSE Long
3132D6AT7 3132D6AT7 Freddie Mac Pool 3876951.1 3375684.58 USGSE Long
31383NXB2 31383NXB2 Fannie Mae Pool 2184.46 2289.64 USGSE Long
68902VAJ6 68902VAJ6 Otis Worldwide Corp 600000.0 559120.04 CORP Long
929328102 929328102 WSFS Financial Corp 42588.0 1956066.84 CORP Long
36225A3G3 36225A3G3 Ginnie Mae I Pool 840.9 872.2 USGA Long
00115AAJ8 00115AAJ8 AEP Transmission Co LLC 325000.0 280695.23 CORP Long
161175BC7 161175BC7 Charter Communications Operating LLC / Charter Communications Operating Capital 425000.0 426810.79 CORP Long
40172N107 40172N107 Guild Holdings Co 10380.0 146254.2 CORP Long
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20825CAQ7 20825CAQ7 ConocoPhillips 975000.0 1129266.21 CORP Long
69353RFJ2 69353RFJ2 PNC Bank NA 600000.0 564492.16 CORP Long
02665WDN8 02665WDN8 American Honda Finance Corp 600000.0 564164.29 CORP Long
31418DHK1 31418DHK1 Fannie Mae Pool 2510589.7029 2150517.41 USGSE Long
08579X101 08579X101 Berry Corp 47100.0 331113.0 CORP Long
46122W204 46122W204 Inuvo Inc 65578.0 27870.65 CORP Long
45950VHX7 45950VHX7 International Finance Corp 1505000.0 1436995.13 CORP Long
36179X5G7 36179X5G7 Ginnie Mae II Pool 4607427.801 4577432.06 USGA Long
471048CJ5 471048CJ5 Japan Bank for International Cooperation 2000000.0 1877695.56 NUSS Long
254687FS0 254687FS0 Walt Disney Co/The 1155000.0 1124120.28 CORP Long
05526DBF1 05526DBF1 BAT Capital Corp 1138000.0 875249.3 CORP Long
698299BM5 698299BM5 Panama Government International Bond 2650000.0 1780547.69 NUSS Long
046224101 046224101 Astec Industries Inc 16978.0 631581.6 CORP Long
3138ETJ98 3138ETJ98 Fannie Mae Pool 926274.84 898946.68 USGSE Long
3128P8BS9 3128P8BS9 Freddie Mac Gold Pool 478303.33 451609.22 USGSE Long
36179RZT9 36179RZT9 Ginnie Mae II Pool 1380162.25 1308696.62 USGA Long
78709Y105 78709Y105 Saia Inc 18499.0 8106631.78 CORP Long
263901AF7 263901AF7 Duke Energy Indiana LLC 250000.0 240511.55 CORP Long
20268JAD5 20268JAD5 CommonSpirit Health 225000.0 177722.29 CORP Long
68235P108 68235P108 ONE Gas Inc 38050.0 2424546.0 CORP Long
501044CK5 501044CK5 Kroger Co/The 300000.0 341185.81 CORP Long
76720AAP1 76720AAP1 Rio Tinto Finance USA PLC 500000.0 519881.77 CORP Long
12515DAR5 12515DAR5 CD 2017-CD4 Mortgage Trust 500000.0 468207.8 CORP Long
31375CXV2 31375CXV2 Fannie Mae Pool 251.36 250.21 USGSE Long
126408GU1 126408GU1 CSX Corp 725000.0 756581.83 CORP Long
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G1890L107 G1890L107 Capri Holdings Ltd 80701.0 4054418.24 CORP Long
80287EAF2 80287EAF2 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3 250000.0 238876.2 CORP Long
716973AA0 716973AA0 Pfizer Investment Enterprises Pte Ltd 2447000.0 2441429.82 CORP Long
3132DN4V2 3132DN4V2 Freddie Mac Pool 1750508.6118 1707915.94 USGSE Long
41284YAE6 41284YAE6 HARLEY DAVIDSON MOTORCYCLE TRUST HDMOT_22-A 75000.0 72957.39 CORP Long
3140X6VV0 3140X6VV0 Fannie Mae Pool 218047.24 209573.6 USGSE Long
678858BT7 678858BT7 Oklahoma Gas and Electric Co 300000.0 290383.47 CORP Long
31371LEW5 31371LEW5 Fannie Mae Pool 16293.34 16430.69 USGSE Long
05366Y201 05366Y201 Aviat Networks Inc 7168.0 234106.88 CORP Long
31385XNR4 31385XNR4 Fannie Mae Pool 73143.99 73955.16 USGSE Long
36179VQT0 36179VQT0 Ginnie Mae II Pool 942164.7606 859853.86 USGA Long
36202FJ64 36202FJ64 Ginnie Mae II Pool 20009.07 19701.73 USGA Long
28368EAD8 28368EAD8 Kinder Morgan Inc 330000.0 377676.18 CORP Long
74837P405 74837P405 QuickLogic Corp 12900.0 178794.0 CORP Long
74934Q108 74934Q108 RCI Hospitality Holdings Inc 6314.0 418365.64 CORP Long
03674X106 03674X106 Antero Resources Corp 189333.0 4294072.44 CORP Long
745867AP6 745867AP6 PulteGroup Inc 1000000.0 1093509.54 CORP Long
20564W204 20564W204 comScore Inc 2920.0 48764.0 CORP Long
500769JW5 500769JW5 Kreditanstalt fuer Wiederaufbau 3825000.0 3787205.14 CORP Long
207597EH4 207597EH4 Connecticut Light and Power Co/The 75000.0 66450.57 CORP Long
31417AXR5 31417AXR5 Fannie Mae Pool 36147.6 34244.43 USGSE Long
3137F8TF0 3137F8TF0 Freddie Mac Multifamily Structured Pass Through Certificates 1065000.0 806159.1 USGSE Long
00206RHJ4 00206RHJ4 AT&T Inc 3188000.0 3147367.57 CORP Long
466313AJ2 466313AJ2 Jabil Inc 500000.0 452088.68 CORP Long
3140EUEF2 3140EUEF2 Fannie Mae Pool 794104.75 771430.68 USGSE Long
025537101 025537101 American Electric Power Co Inc 354118.0 28761463.96 CORP Long
20030NDS7 20030NDS7 Comcast Corp 3731000.0 2526664.95 CORP Long
37045XDV5 37045XDV5 General Motors Financial Co Inc 2000000.0 1929294.48 CORP Long
950755108 950755108 Werner Enterprises Inc 45863.0 1943215.31 CORP Long
31417SBL3 31417SBL3 Fannie Mae Pool 18420.45 18369.32 USGSE Long
023135CB0 023135CB0 Amazon.com Inc 3025000.0 2260958.66 CORP Long
3137FJZ93 3137FJZ93 Freddie Mac Multifamily Structured Pass Through Certificates 2400000.0 2336560.08 USGSE Long
3140X86D4 3140X86D4 Fannie Mae Pool 1047843.75 912250.46 USGSE Long
46644RBA2 46644RBA2 JPMBB Commercial Mortgage Securities Trust 2015-C29 48590.91 47738.57 CORP Long
31417D2K8 31417D2K8 Fannie Mae Pool 93899.5 85102.53 USGSE Long
548661EE3 548661EE3 Lowe's Cos Inc 925000.0 675111.99 CORP Long
35953C106 35953C106 FTAI Infrastructure Inc 76000.0 295640.0 CORP Long
68389XCH6 68389XCH6 Oracle Corp 1075000.0 1155552.25 CORP Long
60784B101 60784B101 Modiv Industrial Inc 7600.0 113240.0 CORP Long
74460DAJ8 74460DAJ8 Public Storage Operating Co 375000.0 320485.88 CORP Long
65479JAE3 65479JAE3 NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-C 35485.6 35360.99 CORP Long
927804FE9 927804FE9 Virginia Electric and Power Co 375000.0 413123.82 CORP Long
717081EU3 717081EU3 Pfizer Inc 550000.0 487589.7 CORP Long
30303M8Q8 30303M8Q8 Meta Platforms Inc 2039000.0 2213705.37 CORP Long
312945ZL5 312945ZL5 Freddie Mac Gold Pool 511797.1 511697.96 USGSE Long
3140XL3T3 3140XL3T3 Fannie Mae Pool 516416.888 538799.53 USGSE Long
08162MBB3 08162MBB3 Benchmark 2020-B17 Mortgage Trust 105000.0 83953.17 CORP Long
02765UCY8 02765UCY8 American Municipal Power Inc 225000.0 249598.15 MUN Long
842434CQ3 842434CQ3 Southern California Gas Co 725000.0 691734.96 CORP Long
6174467Y9 6174467Y9 Morgan Stanley 6479000.0 6362426.85 CORP Long
081437AT2 081437AT2 Amcor Flexibles North America Inc 500000.0 433362.18 CORP Long
61764RBF4 61764RBF4 Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 725000.0 704621.19 CORP Long
26441CBW4 26441CBW4 Duke Energy Corp 500000.0 505823.26 CORP Long
008685AB5 008685AB5 Ahold Finance USA LLC 425000.0 470610.99 CORP Long
883203CA7 883203CA7 Textron Inc 250000.0 237846.19 CORP Long
31428XBF2 31428XBF2 FedEx Corp 500000.0 483660.33 CORP Long
806857108 806857108 Schlumberger NV 977389.0 50863323.56 CORP Long
31385XEC7 31385XEC7 Fannie Mae Pool 314888.638 318399.65 USGSE Long
126650DN7 126650DN7 CVS Health Corp 2000000.0 1653263.36 CORP Long
3140L07H4 3140L07H4 Fannie Mae Pool 1038023.155 859227.51 USGSE Long
655844BH0 655844BH0 Norfolk Southern Corp 565000.0 546148.19 CORP Long
60687YAX7 60687YAX7 Mizuho Financial Group Inc 2400000.0 2162083.3 CORP Long
3128MMU68 3128MMU68 Freddie Mac Gold Pool 94014.79 88471.53 USGSE Long
268603107 268603107 El Pollo Loco Holdings Inc 16271.0 143510.22 CORP Long
43815QAC1 43815QAC1 HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-3 500000.0 506949.15 CORP Long
096630AE8 096630AE8 Boardwalk Pipelines LP 425000.0 430851.33 CORP Long
025816DE6 025816DE6 American Express Co 825000.0 823062.3 CORP Long
31428XBP0 31428XBP0 FedEx Corp 1000000.0 959364.31 CORP Long
292034303 292034303 Empire Petroleum Corp 10300.0 113197.0 CORP Long
03475V101 03475V101 AngioDynamics Inc 22092.0 173201.28 CORP Long
3140X8NJ2 3140X8NJ2 Fannie Mae Pool 265824.9471 247703.9 USGSE Long
74276L105 74276L105 PROCEPT BioRobotics Corp 29318.0 1228717.38 CORP Long
127097AK9 127097AK9 Coterra Energy Inc 600000.0 583146.12 CORP Long
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69353Y103 69353Y103 PMV Pharmaceuticals Inc 37924.0 117564.4 CORP Long
372546AW1 372546AW1 George Washington University/The 800000.0 712765.11 CORP Long
199908104 199908104 Comfort Systems USA Inc 24830.0 5106786.1 CORP Long
12512JAW4 12512JAW4 CD 2018-CD7 Mortgage Trust 575000.0 544045.68 CORP Long
25243YAH2 25243YAH2 Diageo Capital PLC 250000.0 275660.29 CORP Long
60510V108 60510V108 Mission Produce Inc 28628.0 288856.52 CORP Long
3132A5E84 3132A5E84 Freddie Mac Pool 199434.6 185648.52 USGSE Long
413086AH2 413086AH2 Harman International Industries Inc 351000.0 345612.35 CORP Long
3137HAQ74 3137HAQ74 Freddie Mac Multifamily Structured Pass Through Certificates 800000.0 810882.32 USGSE Long
277432AW0 277432AW0 Eastman Chemical Co 125000.0 122430.3 CORP Long
191216CP3 191216CP3 Coca-Cola Co/The 350000.0 326386.97 CORP Long
210795QB9 210795QB9 Continental Airlines 2012-2 Class A Pass Through Trust 0.1124 0.11 CORP Long
06406YAA0 06406YAA0 Bank of New York Mellon Corp/The 500000.0 468156.47 CORP Long
89236TJK2 89236TJK2 Toyota Motor Credit Corp 1500000.0 1385207.49 CORP Long
3137FNB82 3137FNB82 Freddie Mac Multifamily Structured Pass Through Certificates 1000000.0 910978.0 USGSE Long
134429BA6 134429BA6 Campbell Soup Co 700000.0 683151.09 CORP Long
31412V6W3 31412V6W3 Fannie Mae Pool 9340.2644 9469.14 USGSE Long
80282KBH8 80282KBH8 Santander Holdings USA Inc 500000.0 541249.12 CORP Long
36179X2M7 36179X2M7 Ginnie Mae II Pool 4117850.469 4181841.87 USGA Long
87264ABN4 87264ABN4 T-Mobile USA Inc 3100000.0 2245441.07 CORP Long
904764AU1 904764AU1 Unilever Capital Corp 550000.0 518201.5 CORP Long
6174468U6 6174468U6 Morgan Stanley 2000000.0 1595824.74 CORP Long
75513ECK5 75513ECK5 RTX Corp 780000.0 682171.83 CORP Long
06541KBD9 06541KBD9 BANK 2018-BNK12 150000.0 139436.54 CORP Long
161175CP7 161175CP7 Charter Communications Operating LLC / Charter Communications Operating Capital 750000.0 792389.74 CORP Long
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31418AKY3 31418AKY3 Fannie Mae Pool 212796.89 201648.46 USGSE Long
3138X0M54 3138X0M54 Fannie Mae Pool 843576.57 790112.04 USGSE Long
3140X8DH7 3140X8DH7 Fannie Mae Pool 332242.28 311410.12 USGSE Long
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46640UAH5 46640UAH5 JPMBB Commercial Mortgage Securities Trust 2013-C17 96940.06 94111.06 CORP Long
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167593H62 167593H62 Chicago O'Hare International Airport 325000.0 308568.33 MUN Long
36209RAA1 36209RAA1 Ginnie Mae I Pool 2305.81 2470.33 USGA Long
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17322AAF9 17322AAF9 Citigroup Commercial Mortgage Trust 2014-GC19 125000.0 124085.91 CORP Long
36251XAV9 36251XAV9 GS Mortgage Securities Trust 2016-GS4 200000.0 182790.62 CORP Long
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31292HSR6 31292HSR6 Freddie Mac Gold Pool 25027.1 25955.1 USGSE Long
559080AG1 559080AG1 Magellan Midstream Partners LP 350000.0 327829.15 CORP Long
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3128MJZM5 3128MJZM5 Freddie Mac Gold Pool 1585518.73 1433223.47 USGSE Long
3138WFR40 3138WFR40 Fannie Mae Pool 779945.4 736037.2 USGSE Long
912810QS0 912810QS0 United States Treasury Note/Bond 12000000.0 11445000.0 UST Long
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31417KVY0 31417KVY0 Fannie Mae Pool 138.09 137.23 USGSE Long
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28036F105 28036F105 Edgewise Therapeutics Inc 30691.0 335759.54 CORP Long
46643PBE9 46643PBE9 JPMBB Commercial Mortgage Securities Trust 2014-C25 750000.0 731079.23 CORP Long
25271C201 25271C201 Diamond Offshore Drilling Inc 71700.0 932100.0 CORP Long
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12591UAH6 12591UAH6 Comm 2014-UBS2 Mortgage Trust 57000.0 56544.31 CORP Long
294628102 294628102 Equity Commonwealth 69691.0 1338067.2 CORP Long
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46647PCR5 46647PCR5 JPMorgan Chase & Co 2725000.0 2276374.86 CORP Long
31283HXG5 31283HXG5 Freddie Mac Gold Pool 3321.68 3435.75 USGSE Long
49446RAW9 49446RAW9 Kimco Realty OP LLC 250000.0 216798.06 CORP Long
3140X62P5 3140X62P5 Fannie Mae Pool 3946152.8426 3422032.32 USGSE Long
31402RLN7 31402RLN7 Fannie Mae Pool 16000.71 15664.06 USGSE Long
3140MRBE6 3140MRBE6 Fannie Mae Pool 466771.9054 455432.52 USGSE Long
3128M74M5 3128M74M5 Freddie Mac Gold Pool 112943.73 113608.42 USGSE Long
38143VAA7 38143VAA7 Goldman Sachs Capital I 975000.0 1022085.45 CORP Long
3140XBAY6 3140XBAY6 Fannie Mae Pool 2419952.8715 2062552.45 USGSE Long
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531229771 531229771 Liberty Media Corp-Liberty Formula One 49416.0 2865139.68 CORP Long
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31417DF73 31417DF73 Fannie Mae Pool 924911.72 844277.82 USGSE Long
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20030NCA7 20030NCA7 Comcast Corp 1381000.0 1316833.6 CORP Long
30037DAB1 30037DAB1 Evergy Metro Inc 510000.0 509246.19 CORP Long
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31382GG27 31382GG27 Fannie Mae Pool 3062.16 3085.74 USGSE Long
46513JXN6 46513JXN6 State of Israel 1585000.0 1121636.82 NUSS Long
31292HZK3 31292HZK3 Freddie Mac Gold Pool 34769.814 36761.78 USGSE Long
46269C102 46269C102 Iridium Communications Inc 74866.0 3081484.56 CORP Long
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3128MMMM2 3128MMMM2 Freddie Mac Gold Pool 14552.45 14305.79 USGSE Long
75629F109 75629F109 Societal CDMO Inc 52074.0 18251.94 CORP Long
3133EPCR4 3133EPCR4 Federal Farm Credit Banks Funding Corp 700000.0 707340.2 USGSE Long
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3132DWJ53 3132DWJ53 Freddie Mac Pool 13050306.95 13311899.05 USGSE Long
29379VCB7 29379VCB7 Enterprise Products Operating LLC 950000.0 705212.32 CORP Long
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62954HAY4 62954HAY4 NXP BV / NXP Funding LLC / NXP USA Inc 1100000.0 1010701.01 CORP Long
471048CF3 471048CF3 Japan Bank for International Cooperation 300000.0 264100.99 NUSS Long
21688AAY8 21688AAY8 Cooperatieve Rabobank UA/NY 600000.0 614155.07 CORP Long
70338T102 70338T102 Patriot National Inc 7513.0 0.08 CORP Long
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3132DQYG5 3132DQYG5 Freddie Mac Pool 766977.882 802135.84 USGSE Long
3132DV5U5 3132DV5U5 Freddie Mac Pool 126877.01 124301.56 USGSE Long
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12572Q105 12572Q105 CME Group Inc 247792.0 52184995.2 CORP Long
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902613BB3 902613BB3 UBS Group AG 1690000.0 1667167.53 CORP Long
49456BAG6 49456BAG6 Kinder Morgan Inc 1325000.0 1319106.11 CORP Long
31418BTK2 31418BTK2 Fannie Mae Pool 407768.46 391449.57 USGSE Long
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14040HCG8 14040HCG8 Capital One Financial Corp 800000.0 607426.31 CORP Long
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13063DGC6 13063DGC6 State of California 400000.0 387606.72 MUN Long
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109696104 109696104 Brink's Co/The 29958.0 2634806.1 CORP Long
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918204108 918204108 VF Corp 238161.0 4477426.8 CORP Long
373334KE0 373334KE0 Georgia Power Co 256000.0 246193.45 CORP Long
3138E6VH6 3138E6VH6 Fannie Mae Pool 537415.42 520877.11 USGSE Long
30231GAW2 30231GAW2 Exxon Mobil Corp 1000000.0 891889.25 CORP Long
14448CAL8 14448CAL8 Carrier Global Corp 390000.0 340497.5 CORP Long
78355HKX6 78355HKX6 Ryder System Inc 500000.0 530233.49 CORP Long
3128L0P89 3128L0P89 Freddie Mac Gold Pool 15540.79 15600.0 USGSE Long
02364WAW5 02364WAW5 America Movil SAB de CV 1500000.0 1631845.5 CORP Long
06643P104 06643P104 BankFinancial Corp 10939.0 112234.14 CORP Long
3140XKD23 3140XKD23 Fannie Mae Pool 927830.9234 916737.87 USGSE Long
200340107 200340107 Comerica Inc 90289.0 5039029.09 CORP Long
3138E7TW4 3138E7TW4 Fannie Mae Pool 235772.08 227720.46 USGSE Long
842400HN6 842400HN6 Southern California Edison Co 500000.0 365267.19 CORP Long
29977X105 29977X105 EverCommerce Inc 16492.0 181906.76 CORP Long
N/A N/A Supernus Pharmaceuticals Inc 29800.0 1788.0 CORP Long
744330AA9 744330AA9 Prudential Funding Asia PLC 740000.0 665191.05 CORP Long
559080AP1 559080AP1 Magellan Midstream Partners LP 625000.0 478503.81 CORP Long
68389XBM6 68389XBM6 Oracle Corp 2500000.0 2371479.35 CORP Long
3140X7E54 3140X7E54 Fannie Mae Pool 1078352.1204 971380.24 USGSE Long
718286CC9 718286CC9 Philippine Government International Bond 1725000.0 1627529.74 NUSS Long
05351W103 05351W103 Avangrid Inc 53737.0 1741616.17 CORP Long
31294FHJ8 31294FHJ8 Freddie Mac Gold Pool 209.81 218.38 USGSE Long
H1467J104 H1467J104 Chubb Ltd 280764.0 63452664.0 CORP Long
3138W9TS9 3138W9TS9 Fannie Mae Pool 63878.52 64808.03 USGSE Long
04316JAD1 04316JAD1 Arthur J Gallagher & Co 500000.0 509269.63 CORP Long
3140X7NS4 3140X7NS4 Fannie Mae Pool 426466.3 408341.44 USGSE Long
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471048AM0 471048AM0 Japan Bank for International Cooperation 2400000.0 2328054.02 NUSS Long
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92343VEN0 92343VEN0 Verizon Communications Inc 1100000.0 1079753.97 CORP Long
345397B69 345397B69 Ford Motor Credit Co LLC 200000.0 172427.92 CORP Long
882484AA6 882484AA6 Texas Health Resources 100000.0 90100.67 CORP Long
3138EGBK9 3138EGBK9 Fannie Mae Pool 9543.68 9834.55 USGSE Long
60636APP2 60636APP2 Health & Educational Facilities Authority of the State of Missouri 350000.0 285085.64 MUN Long
548661EH6 548661EH6 Lowe's Cos Inc 1250000.0 1169058.08 CORP Long
31368HMQ3 31368HMQ3 Fannie Mae Pool 25711.03 26693.91 USGSE Long
254687DD5 254687DD5 Walt Disney Co/The 500000.0 491375.86 CORP Long
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36179XQW9 36179XQW9 Ginnie Mae II Pool 2323838.47 2312545.54 USGA Long
47109LAD6 47109LAD6 Japan International Cooperation Agency 200000.0 161298.41 NUSS Long
3138WHF49 3138WHF49 Fannie Mae Pool 759182.5 709940.71 USGSE Long
142038108 142038108 Caribou Biosciences Inc 45084.0 258331.32 CORP Long
98983L108 98983L108 Zurn Elkay Water Solutions Corp 93021.0 2735747.61 CORP Long
74251VAF9 74251VAF9 Principal Financial Group Inc 500000.0 457020.52 CORP Long
302154DN6 302154DN6 Export-Import Bank of Korea 650000.0 543256.63 NUSS Long
3132DWJ61 3132DWJ61 Freddie Mac Pool 4999504.7015 5124985.27 USGSE Long
91282CHR5 91282CHR5 United States Treasury Note/Bond 7266000.0 7312547.45 UST Long
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459058KT9 459058KT9 International Bank for Reconstruction & Development 4250000.0 4162692.34 CORP Long
29717PAU1 29717PAU1 Essex Portfolio LP 405000.0 360902.39 CORP Long
36241LN77 36241LN77 Ginnie Mae I Pool 117284.61 120896.98 USGA Long
01438T106 01438T106 Aldeyra Therapeutics Inc 34700.0 121797.0 CORP Long
700658107 700658107 Park National Corp 9901.0 1315446.86 CORP Long
3128M9BP6 3128M9BP6 Freddie Mac Gold Pool 133783.98 140471.41 USGSE Long
92826CAL6 92826CAL6 Visa Inc 1200000.0 1117115.38 CORP Long
36202FTL0 36202FTL0 Ginnie Mae II Pool 191019.6 192469.92 USGA Long
36200KHF7 36200KHF7 Ginnie Mae I Pool 12468.5425 12657.32 USGA Long
422347104 422347104 Heartland Express Inc 35721.0 509381.46 CORP Long
210518DP8 210518DP8 Consumers Energy Co 88000.0 81533.28 CORP Long
26443V101 26443V101 Duluth Holdings Inc 6600.0 35508.0 CORP Long
880591EP3 880591EP3 Tennessee Valley Authority 200000.0 168936.13 USGA Long
06051GKY4 06051GKY4 Bank of America Corp 4000000.0 3954614.88 CORP Long
16412XAC9 16412XAC9 Cheniere Corpus Christi Holdings LLC 1750000.0 1754215.09 CORP Long
31417BFX0 31417BFX0 Fannie Mae Pool 300761.12 285773.05 USGSE Long
3140E9HX7 3140E9HX7 Fannie Mae Pool 312326.59 296516.27 USGSE Long
36179W7K8 36179W7K8 Ginnie Mae II Pool 1223694.78 1107296.81 USGA Long
379463102 379463102 Global Water Resources Inc 11264.0 147333.12 CORP Long
98422E103 98422E103 Xeris Biopharma Holdings Inc 79815.0 187565.25 CORP Long
08162VAG3 08162VAG3 Benchmark 2019-B10 Mortgage Trust 125000.0 114607.63 CORP Long
31292GS31 31292GS31 Freddie Mac Gold Pool 264.88 267.36 USGSE Long
3620AJGT0 3620AJGT0 Ginnie Mae I Pool 23383.31 22915.76 USGA Long
3130AK5E2 3130AK5E2 Federal Home Loan Banks 800000.0 748872.8 USGSE Long
3128M9BZ4 3128M9BZ4 Freddie Mac Gold Pool 138599.89 138573.08 USGSE Long
G0176J109 G0176J109 Allegion plc 59940.0 7593798.6 CORP Long
379378201 379378201 Global Net Lease Inc 153295.0 1525285.25 CORP Long
25160PAN7 25160PAN7 Deutsche Bank AG/New York NY 1500000.0 1558125.42 CORP Long
10373QBV1 10373QBV1 BP Capital Markets America Inc 1198000.0 1219493.77 CORP Long
26442CBK9 26442CBK9 Duke Energy Carolinas LLC 760000.0 779949.07 CORP Long
86562MCH1 86562MCH1 Sumitomo Mitsui Financial Group Inc 1000000.0 910255.2 CORP Long
98164QAE8 98164QAE8 WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-B 275000.0 274138.84 CORP Long
828807DH7 828807DH7 Simon Property Group LP 900000.0 652363.15 CORP Long
71844V201 71844V201 Phillips Edison & Co Inc 80421.0 2933758.08 CORP Long
485424NF8 485424NF8 State of Kansas Department of Transportation 150000.0 149013.92 MUN Long
3140XHKM8 3140XHKM8 Fannie Mae Pool 2401358.68 1858466.47 USGSE Long
91282CFF3 91282CFF3 United States Treasury Note/Bond 82839800.0 75979629.06 UST Long
299808AJ4 299808AJ4 Everest Reinsurance Holdings Inc 1250000.0 857296.91 CORP Long
31418AF29 31418AF29 Fannie Mae Pool 511568.85 499285.77 USGSE Long
767292105 767292105 Riot Platforms Inc 137935.0 2133854.45 CORP Long
524901AV7 524901AV7 Legg Mason Inc 425000.0 423530.25 CORP Long
341081FP7 341081FP7 Florida Power & Light Co 550000.0 445913.42 CORP Long
3138WHBR2 3138WHBR2 Fannie Mae Pool 198812.25 191177.34 USGSE Long
74460WAD9 74460WAD9 Public Storage Operating Co 600000.0 539623.62 CORP Long
60871R209 60871R209 Molson Coors Beverage Co 125370.0 7673897.7 CORP Long
31419ADT1 31419ADT1 Fannie Mae Pool 567382.43 550636.48 USGSE Long
866082100 866082100 Summit Hotel Properties Inc 77848.0 523138.56 CORP Long
3140X8RT6 3140X8RT6 Fannie Mae Pool 722494.6281 678416.6 USGSE Long
693342AB3 693342AB3 PG&E Wildfire Recovery Funding LLC 250000.0 238219.49 CORP Long
31410KJY1 31410KJY1 Fannie Mae Pool 330282.76 345732.76 USGSE Long
31189V109 31189V109 Fathom Holdings Inc 5900.0 21181.0 CORP Long
89231FAD2 89231FAD2 TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C 275000.0 277367.59 CORP Long
842400FV0 842400FV0 Southern California Edison Co 1945000.0 1640591.26 CORP Long
31371LCD9 31371LCD9 Fannie Mae Pool 149695.44 150993.3 USGSE Long
10922N103 10922N103 Brighthouse Financial Inc 45013.0 2382087.96 CORP Long
06738EAN5 06738EAN5 Barclays PLC 1200000.0 1184697.88 CORP Long
437076BZ4 437076BZ4 Home Depot Inc/The 1042000.0 776474.4 CORP Long
912810RN0 912810RN0 United States Treasury Note/Bond 32341500.0 26156188.13 UST Long
31292GP75 31292GP75 Freddie Mac Gold Pool 132.71 134.35 USGSE Long
69753M105 69753M105 Palomar Holdings Inc 17157.0 952213.5 CORP Long
98163QAE9 98163QAE9 WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-B 125000.0 121551.19 CORP Long
3140HNF64 3140HNF64 Fannie Mae Pool 266823.516 233489.92 USGSE Long
31417CB79 31417CB79 Fannie Mae Pool 66483.89 60981.6 USGSE Long
49177JAH5 49177JAH5 Kenvue Inc 850000.0 879161.54 CORP Long
3140X4ZK5 3140X4ZK5 Fannie Mae Pool 97127.33 93520.99 USGSE Long
097023CM5 097023CM5 Boeing Co/The 1715000.0 1617932.13 CORP Long
G29183103 G29183103 Eaton Corp PLC 274720.0 66158070.4 CORP Long
74460WAE7 74460WAE7 Public Storage Operating Co 1000000.0 864938.0 CORP Long
31329PYV9 31329PYV9 Freddie Mac Pool 68338.21 67054.87 USGSE Long
26884UAD1 26884UAD1 EPR Properties 564000.0 530094.6 CORP Long
64110DAK0 64110DAK0 NetApp Inc 600000.0 530450.84 CORP Long
10112RBE3 10112RBE3 Boston Properties LP 500000.0 398504.2 CORP Long
194162AN3 194162AN3 Colgate-Palmolive Co 1000000.0 965331.22 CORP Long
907818FX1 907818FX1 Union Pacific Corp 500000.0 443792.3 CORP Long
843646AM2 843646AM2 Southern Power Co 375000.0 369408.93 CORP Long
369550108 369550108 General Dynamics Corp 168588.0 43777245.96 CORP Long
12466Q104 12466Q104 C&F Financial Corp 1671.0 113945.49 CORP Long
285512109 285512109 Electronic Arts Inc 184559.0 25249516.79 CORP Long
573874104 573874104 Marvell Technology Inc 593178.0 35774565.18 CORP Long
3140XLW38 3140XLW38 Fannie Mae Pool 768480.668 760640.86 USGSE Long
09247X101 09247X101 BlackRock Inc 92041.0 74718883.8 CORP Long
29717PAS6 29717PAS6 Essex Portfolio LP 1000000.0 858129.81 CORP Long
02209SBH5 02209SBH5 Altria Group Inc 525000.0 506390.15 CORP Long
447011107 447011107 Huntsman Corp 115313.0 2897815.69 CORP Long
3140XAZ47 3140XAZ47 Fannie Mae Pool 5267945.4185 4504489.48 USGSE Long
3128M5L32 3128M5L32 Freddie Mac Gold Pool 36932.64 38330.04 USGSE Long
455780CK0 455780CK0 Indonesia Government International Bond 200000.0 187588.02 NUSS Long
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438333106 438333106 Honest Co Inc/The 38800.0 128040.0 CORP Long
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969457CJ7 969457CJ7 Williams Cos Inc/The 400000.0 418199.74 CORP Long
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95040QAF1 95040QAF1 Welltower OP LLC 400000.0 379047.28 CORP Long
161175CM4 161175CM4 Charter Communications Operating LLC / Charter Communications Operating Capital 1000000.0 1022862.03 CORP Long
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246688AF2 246688AF2 Delhaize America LLC 475000.0 563773.88 CORP Long
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143905107 143905107 Carriage Services Inc 8479.0 212059.79 CORP Long
444859BX9 444859BX9 Humana Inc 600000.0 622144.03 CORP Long
37045VAP5 37045VAP5 General Motors Co 825000.0 780361.84 CORP Long
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797440BW3 797440BW3 San Diego Gas & Electric Co 325000.0 277865.09 CORP Long
3132DVLT0 3132DVLT0 Freddie Mac Pool 2142592.124 1792293.74 USGSE Long
31294FPP5 31294FPP5 Freddie Mac Gold Pool 1306.98 1353.21 USGSE Long
3132DQ4N3 3132DQ4N3 Freddie Mac Pool 756293.1838 769188.66 USGSE Long
345397D59 345397D59 Ford Motor Credit Co LLC 1000000.0 1046393.36 CORP Long
031162DT4 031162DT4 Amgen Inc 2000000.0 2108358.82 CORP Long
3133ENTK6 3133ENTK6 Federal Farm Credit Banks Funding Corp 1250000.0 1219228.75 USGSE Long
312941VL8 312941VL8 Freddie Mac Gold Pool 10240.19 10477.72 USGSE Long
3140XD2R6 3140XD2R6 Fannie Mae Pool 67049.489 54916.17 USGSE Long
29446MAB8 29446MAB8 Equinor ASA 1200000.0 1170474.41 CORP Long
31294MG54 31294MG54 Freddie Mac Gold Pool 24840.35 24388.01 USGSE Long
771049103 771049103 ROBLOX Corp 335573.0 15342397.56 CORP Long
31412Q2X6 31412Q2X6 Fannie Mae Pool 82092.95 81866.72 USGSE Long
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36200NLD1 36200NLD1 Ginnie Mae I Pool 16912.7831 17336.23 USGA Long
380146AD2 380146AD2 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-1 75000.0 70253.12 CORP Long
45866FAF1 45866FAF1 Intercontinental Exchange Inc 200000.0 190582.52 CORP Long
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84860W300 84860W300 Spirit Realty Capital Inc 95134.0 4156404.46 CORP Long
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31335GL60 31335GL60 Freddie Mac Gold Pool 62.29 62.98 USGSE Long
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36209YUT3 36209YUT3 Ginnie Mae I Pool 1806.9 1804.42 USGA Long
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264399DK9 264399DK9 Duke Energy Carolinas LLC 300000.0 316766.33 CORP Long
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22550L2L4 22550L2L4 Credit Suisse AG/New York NY 607000.0 620190.46 CORP Long
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55376CAR4 55376CAR4 MSWF Commercial Mortgage Trust 2023-1 200000.0 200866.42 CORP Long
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36179RS83 36179RS83 Ginnie Mae II Pool 168045.69 152175.07 USGA Long
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14316J108 14316J108 Carlyle Group Inc/The 172721.0 7028017.49 CORP Long
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493732101 493732101 Kforce Inc 14009.0 946448.04 CORP Long
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29250NBA2 29250NBA2 Enbridge Inc 325000.0 259205.39 CORP Long
563469UL7 563469UL7 Province of Manitoba Canada 850000.0 806275.64 NUSS Long
3132A8SY6 3132A8SY6 Freddie Mac Pool 299851.69 276890.46 USGSE Long
36179TXU4 36179TXU4 Ginnie Mae II Pool 390898.0703 369593.3 USGA Long
3140M9CH8 3140M9CH8 Fannie Mae Pool 297675.02 306114.91 USGSE Long
31413BXN6 31413BXN6 Fannie Mae Pool 14679.39 15524.61 USGSE Long
31417VN66 31417VN66 Fannie Mae Pool 403788.44 402671.68 USGSE Long
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36179W5D6 36179W5D6 Ginnie Mae II Pool 3634186.24 3380594.54 USGA Long
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37045XCG9 37045XCG9 General Motors Financial Co Inc 300000.0 286815.6 CORP Long
31402RDG1 31402RDG1 Fannie Mae Pool 123776.33 129676.55 USGSE Long
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12635QBE9 12635QBE9 COMM 2015-CCRE27 Mortgage Trust 145778.87 142903.85 CORP Long
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00185AAG9 00185AAG9 Aon Global Ltd 625000.0 560097.98 CORP Long
36267VAD5 36267VAD5 GE HealthCare Technologies Inc 500000.0 504410.91 CORP Long
05351WAA1 05351WAA1 Avangrid Inc 957000.0 935224.71 CORP Long
74456QCE4 74456QCE4 Public Service Electric and Gas Co 500000.0 291911.25 CORP Long
31418DZU9 31418DZU9 Fannie Mae Pool 1977480.0007 1533458.42 USGSE Long
013051EA1 013051EA1 Province of Alberta Canada 1100000.0 1063103.07 NUSS Long
3128UGH67 3128UGH67 Freddie Mac Non Gold Pool 5931.69 6109.21 USGSE Long
17305EDT9 17305EDT9 CITIBANK CREDIT CARD ISSUANCE TRUST_07-A3 391000.0 396779.72 CORP Long
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3137H2NY6 3137H2NY6 Freddie Mac Multifamily Structured Pass Through Certificates 700000.0 536868.64 USGSE Long
221015100 221015100 Corvus Pharmaceuticals Inc 20935.0 36845.6 CORP Long
209111FH1 209111FH1 Consolidated Edison Co of New York Inc 1140000.0 929962.15 CORP Long
913903AW0 913903AW0 Universal Health Services Inc 700000.0 592632.21 CORP Long
404119BV0 404119BV0 HCA Inc 1000000.0 962812.86 CORP Long
03062T105 03062T105 America's Car-Mart Inc/TX 4309.0 326492.93 CORP Long
577096100 577096100 Matterport Inc 172084.0 462905.96 CORP Long
023135CJ3 023135CJ3 Amazon.com Inc 1750000.0 1534035.62 CORP Long
05348EAX7 05348EAX7 AvalonBay Communities Inc 250000.0 239874.28 CORP Long
52107QAG0 52107QAG0 Lazard Group LLC 100000.0 97889.6 CORP Long
84857L101 84857L101 Spire Inc 33955.0 2116754.7 CORP Long
38148LAC0 38148LAC0 Goldman Sachs Group Inc/The 4929000.0 4834309.33 CORP Long
31418CXW9 31418CXW9 Fannie Mae Pool 634947.8334 614150.43 USGSE Long
3140X6GC9 3140X6GC9 Fannie Mae Pool 2305506.3837 2095936.31 USGSE Long
31387JSS6 31387JSS6 Fannie Mae Pool 992.17 1011.23 USGSE Long
74432QAQ8 74432QAQ8 Prudential Financial Inc 805000.0 871025.21 CORP Long
31154R109 31154R109 Farmland Partners Inc 36575.0 456456.0 CORP Long
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31390YLR7 31390YLR7 Fannie Mae Pool 4039.1645 4253.44 USGSE Long
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16411QAG6 16411QAG6 Cheniere Energy Partners LP 1300000.0 1241801.96 CORP Long
497498105 497498105 Kirkland's Inc 11800.0 35636.0 CORP Long
373334KN0 373334KN0 Georgia Power Co 250000.0 198145.96 CORP Long
49456BAV3 49456BAV3 Kinder Morgan Inc 500000.0 482425.14 CORP Long
87971MBW2 87971MBW2 TELUS Corp 350000.0 311991.52 CORP Long
3132CWPF5 3132CWPF5 Freddie Mac Pool 1065083.8678 960001.95 USGSE Long
31371HLT3 31371HLT3 Fannie Mae Pool 1998.86 2028.54 USGSE Long
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379930AE0 379930AE0 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-4 200000.0 206309.1 CORP Long
91282CHT1 91282CHT1 United States Treasury Note/Bond 83980000.0 84006243.75 UST Long
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31418DWW8 31418DWW8 Fannie Mae Pool 2114353.67 1841043.65 USGSE Long
452152BM2 452152BM2 State of Illinois 120000.0 125685.7 MUN Long
63254AAP3 63254AAP3 National Australia Bank Ltd/New York 150000.0 146179.78 CORP Long
20825CAY0 20825CAY0 ConocoPhillips 475000.0 467997.1 CORP Long
718172CP2 718172CP2 Philip Morris International Inc 1575000.0 1355170.37 CORP Long
96208T104 96208T104 WEX Inc 29176.0 5676190.8 CORP Long
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56854Q200 56854Q200 Marinus Pharmaceuticals Inc 37350.0 405994.5 CORP Long
13607LNG4 13607LNG4 Canadian Imperial Bank of Commerce 500000.0 502868.61 CORP Long
28622HAC5 28622HAC5 Elevance Health Inc 650000.0 652056.6 CORP Long
694308JL2 694308JL2 Pacific Gas and Electric Co 500000.0 484424.36 CORP Long
307359505 307359505 Faraday Future Intelligent Electric Inc 8647.0 1996.59 CORP Long
3137BVZ82 3137BVZ82 Freddie Mac Multifamily Structured Pass Through Certificates 1775000.0 1725401.71 USGSE Long
3140FCTC2 3140FCTC2 Fannie Mae Pool 483057.41 451297.59 USGSE Long
406216BE0 406216BE0 Halliburton Co 725000.0 680747.85 CORP Long
25787G100 25787G100 Donnelley Financial Solutions Inc 16200.0 1010394.0 CORP Long
3132DV4V4 3132DV4V4 Freddie Mac Pool 1702281.9652 1516783.79 USGSE Long
31411UUQ2 31411UUQ2 Fannie Mae Pool 21847.11 22314.47 USGSE Long
31292LGY5 31292LGY5 Freddie Mac Gold Pool 210712.06 205383.7 USGSE Long
04206A101 04206A101 Arlo Technologies Inc 66119.0 629452.88 CORP Long
3137FKUN4 3137FKUN4 Freddie Mac Multifamily Structured Pass Through Certificates 76204.28 74671.56 USGSE Long
210518DU7 210518DU7 Consumers Energy Co 500000.0 499575.59 CORP Long
3140XJTQ6 3140XJTQ6 Fannie Mae Pool 816002.817 823831.79 USGSE Long
12592BAQ7 12592BAQ7 CNH Industrial Capital LLC 500000.0 493393.77 CORP Long
842400GJ6 842400GJ6 Southern California Edison Co 1407000.0 1349082.9 CORP Long
455780CD6 455780CD6 Indonesia Government International Bond 1300000.0 1245964.03 NUSS Long
46513YJJ8 46513YJJ8 Israel Government International Bond 800000.0 645273.07 NUSS Long
17327CAQ6 17327CAQ6 Citigroup Inc 750000.0 640078.94 CORP Long
3140XFNX5 3140XFNX5 Fannie Mae Pool 2063867.05 1842198.85 USGSE Long
31404YYD8 31404YYD8 Fannie Mae Pool 2121.9135 2080.77 USGSE Long
29365TAK0 29365TAK0 Entergy Texas Inc 500000.0 408688.22 CORP Long
20825CBC7 20825CBC7 ConocoPhillips 777000.0 755066.67 CORP Long
36213GTZ4 36213GTZ4 Ginnie Mae I Pool 6495.97 6764.84 USGA Long
92244V104 92244V104 Vaxxinity Inc 45915.0 39027.75 CORP Long
36291LFV2 36291LFV2 Ginnie Mae I Pool 15396.57 15833.16 USGA Long
22945DAG8 22945DAG8 CSAIL 2019-C15 Commercial Mortgage Trust 2475000.0 2308246.88 CORP Long
98163WAD8 98163WAD8 WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-B 50000.0 49204.9 CORP Long
3128JQF60 3128JQF60 Freddie Mac Non Gold Pool 12116.0 12537.89 USGSE Long
718172CV9 718172CV9 Philip Morris International Inc 1375000.0 1399662.47 CORP Long
345397D67 345397D67 Ford Motor Credit Co LLC 1144000.0 1232405.06 CORP Long
3132DWER0 3132DWER0 Freddie Mac Pool 4359384.8015 4123991.1 USGSE Long
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3140XGXX2 3140XGXX2 Fannie Mae Pool 4729577.6594 3877912.21 USGSE Long
126650DV9 126650DV9 CVS Health Corp 1000000.0 1014939.76 CORP Long
667274AA2 667274AA2 Northwell Healthcare Inc 525000.0 422802.1 CORP Long
69371RQ66 69371RQ66 PACCAR Financial Corp 750000.0 725833.42 CORP Long
375558AX1 375558AX1 Gilead Sciences Inc 1325000.0 1280596.34 CORP Long
3138MLU77 3138MLU77 Fannie Mae Pool 245206.07 227382.04 USGSE Long
845743BU6 845743BU6 Southwestern Public Service Co 800000.0 550949.5 CORP Long
36184B2F3 36184B2F3 Ginnie Mae I Pool 80465.67 78524.77 USGA Long
31410KL28 31410KL28 Fannie Mae Pool 99572.22 105712.84 USGSE Long
68622V106 68622V106 Organon & Co 173684.0 2504523.28 CORP Long
733245104 733245104 Porch Group Inc 60900.0 187572.0 CORP Long
17252MAQ3 17252MAQ3 Cintas Corp No 2 650000.0 628403.93 CORP Long
693304BA4 693304BA4 PECO Energy Co 500000.0 354738.87 CORP Long
00928QAS0 00928QAS0 Aircastle Ltd 500000.0 483739.92 CORP Long
3132DQX76 3132DQX76 Freddie Mac Pool 1908324.7585 1892999.38 USGSE Long
05964HAY1 05964HAY1 Banco Santander SA 3800000.0 4048742.22 CORP Long
26138EAX7 26138EAX7 Keurig Dr Pepper Inc 375000.0 361463.29 CORP Long
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404530AB3 404530AB3 Hackensack Meridian Health Inc 500000.0 441581.12 CORP Long
03836WAC7 03836WAC7 Essential Utilities Inc 435000.0 362648.36 CORP Long
47233JDX3 47233JDX3 Jefferies Financial Group Inc 500000.0 410464.67 CORP Long
14808P109 14808P109 Cass Information Systems Inc 9079.0 409008.95 CORP Long
59540G107 59540G107 Mid Penn Bancorp Inc 7647.0 185669.16 CORP Long
91282CGV7 91282CGV7 United States Treasury Note/Bond 4640000.0 4597950.0 UST Long
912810TD0 912810TD0 United States Treasury Note/Bond 42632000.0 29682530.0 UST Long
82982L103 82982L103 SiteOne Landscape Supply Inc 31240.0 5076500.0 CORP Long
17305EGW9 17305EGW9 CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_23-A1 100000.0 100875.83 CORP Long
189054AV1 189054AV1 Clorox Co/The 650000.0 614355.49 CORP Long
74460D109 74460D109 Public Storage 108818.0 33189490.0 CORP Long
62856X102 62856X102 MyMD Pharmaceuticals Inc 25990.0 6723.61 CORP Long
298785JE7 298785JE7 European Investment Bank 400000.0 330683.43 CORP Long
36208RWY6 36208RWY6 Ginnie Mae I Pool 1131.4297 1156.79 USGA Long
3138EPK94 3138EPK94 Fannie Mae Pool 1048244.54 1067375.0 USGSE Long
31418EU73 31418EU73 Fannie Mae Pool 2774865.4907 2694491.51 USGSE Long
36202E5G0 36202E5G0 Ginnie Mae II Pool 96788.29 99265.67 USGA Long
31385XF93 31385XF93 Fannie Mae Pool 21297.9 21859.95 USGSE Long
31418CHG2 31418CHG2 Fannie Mae Pool 1040153.96 1004108.88 USGSE Long
084664DA6 084664DA6 Berkshire Hathaway Finance Corp 220000.0 198457.2 CORP Long
3132DMRQ0 3132DMRQ0 Freddie Mac Pool 1009685.44 899316.22 USGSE Long
41284YAD8 41284YAD8 HARLEY DAVIDSON MOTORCYCLE TRUST HDMOT_22-A 86064.47 84531.03 CORP Long
52532XAD7 52532XAD7 Leidos Inc 355000.0 346264.05 CORP Long
58933YAX3 58933YAX3 Merck & Co Inc 1500000.0 1440394.88 CORP Long
31847RAH5 31847RAH5 First American Financial Corp 600000.0 474172.6 CORP Long
597742105 597742105 Midland States Bancorp Inc 17164.0 473039.84 CORP Long
36179MWF3 36179MWF3 Ginnie Mae II Pool 30699.45 30602.99 USGA Long
74005PBD5 74005PBD5 Linde Inc/CT 300000.0 249692.65 CORP Long
42727E103 42727E103 Heritage Global Inc 14800.0 41144.0 CORP Long
3622A2PU0 3622A2PU0 Ginnie Mae I Pool 302284.27 294175.37 USGA Long
345397C92 345397C92 Ford Motor Credit Co LLC 477000.0 498264.53 CORP Long
26442CAS3 26442CAS3 Duke Energy Carolinas LLC 1500000.0 1448692.29 CORP Long
036752AP8 036752AP8 Elevance Health Inc 1280000.0 1111748.81 CORP Long
49271VAP5 49271VAP5 Keurig Dr Pepper Inc 1000000.0 974553.1 CORP Long
25746UDQ9 25746UDQ9 Dominion Energy Inc 250000.0 230767.78 CORP Long
3133BACW9 3133BACW9 Freddie Mac Pool 111603.6908 91167.68 USGSE Long
31292GUR5 31292GUR5 Freddie Mac Gold Pool 1054.12 1058.22 USGSE Long
3132DPF37 3132DPF37 Freddie Mac Pool 1906571.2138 1934118.31 USGSE Long
37637K108 37637K108 Gitlab Inc 65487.0 4123061.52 CORP Long
55336VAS9 55336VAS9 MPLX LP 500000.0 496845.39 CORP Long
29270J100 29270J100 Energy Recovery Inc 37200.0 700848.0 CORP Long
641871108 641871108 Ambrx Biopharma Inc 30724.0 437509.76 CORP Long
31287MRV4 31287MRV4 Freddie Mac Gold Pool 2089.24 2135.73 USGSE Long
574599BQ8 574599BQ8 Masco Corp 500000.0 411780.66 CORP Long
31410LK35 31410LK35 Fannie Mae Pool 347176.03 338627.55 USGSE Long
816851109 816851109 Sempra 432863.0 32347851.99 CORP Long
035240AS9 035240AS9 Anheuser-Busch InBev Worldwide Inc 1000000.0 935751.35 CORP Long
3136B3DE7 3136B3DE7 Fannie Mae-Aces 638669.14 612398.63 USGSE Long
880591CJ9 880591CJ9 Tennessee Valley Authority 2920000.0 3034929.42 USGA Long
760759AV2 760759AV2 Republic Services Inc 725000.0 639123.73 CORP Long
31418CBG8 31418CBG8 Fannie Mae Pool 2096730.82 1997831.17 USGSE Long
185063104 185063104 Clearside Biomedical Inc 33500.0 39195.0 CORP Long
68233JBZ6 68233JBZ6 Oncor Electric Delivery Co LLC 950000.0 884085.87 CORP Long
3140QDVU5 3140QDVU5 Fannie Mae Pool 946095.8002 786845.93 USGSE Long
872381108 872381108 Tela Bio Inc 13582.0 89912.84 CORP Long
89236TKT1 89236TKT1 Toyota Motor Credit Corp 719000.0 717911.27 CORP Long
437076CJ9 437076CJ9 Home Depot Inc/The 700000.0 585883.96 CORP Long
55261FAQ7 55261FAQ7 M&T Bank Corp 500000.0 482259.35 CORP Long
037326105 037326105 AN2 Therapeutics Inc 11822.0 242232.78 CORP Long
00206RCU4 00206RCU4 AT&T Inc 200000.0 208321.38 CORP Long
023135BQ8 023135BQ8 Amazon.com Inc 1000000.0 947764.97 CORP Long
539830BY4 539830BY4 Lockheed Martin Corp 1485000.0 1734820.17 CORP Long
31402RRN1 31402RRN1 Fannie Mae Pool 159427.17 163664.82 USGSE Long
31417D2J1 31417D2J1 Fannie Mae Pool 998860.62 916218.89 USGSE Long
822582CL4 822582CL4 Shell International Finance BV 950000.0 679944.52 CORP Long
29444UBM7 29444UBM7 Equinix Inc 400000.0 267414.94 CORP Long
92867WAD0 92867WAD0 VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_23-1 200000.0 201055.08 CORP Long
254687DK9 254687DK9 Walt Disney Co/The 281000.0 272829.17 CORP Long
635906100 635906100 National HealthCare Corp 8738.0 807565.96 CORP Long
636180BN0 636180BN0 National Fuel Gas Co 275000.0 261773.51 CORP Long
95001WBB3 95001WBB3 Wells Fargo Commercial Mortgage Trust 2019-C49 975000.0 928672.58 CORP Long
3138WDB26 3138WDB26 Fannie Mae Pool 45376.68 45338.24 USGSE Long
800363103 800363103 Sandy Spring Bancorp Inc 30963.0 843432.12 CORP Long
62944TAF2 62944TAF2 NVR Inc 1250000.0 1113824.91 CORP Long
3138A8RL2 3138A8RL2 Fannie Mae Pool 112275.65 112254.04 USGSE Long
02665WEK3 02665WEK3 American Honda Finance Corp 600000.0 610714.43 CORP Long
90276RBE7 90276RBE7 UBS Commercial Mortgage Trust 2017-C4 600000.0 557941.32 CORP Long
38173MAC6 38173MAC6 Golub Capital BDC Inc 290000.0 255058.75 CORP Long
478375AU2 478375AU2 Johnson Controls International plc 400000.0 358507.22 CORP Long
42226A107 42226A107 HealthEquity Inc 60126.0 3986353.8 CORP Long
14916RAD6 14916RAD6 CommonSpirit Health 790000.0 685864.02 CORP Long
00402L107 00402L107 Academy Sports & Outdoors Inc 50754.0 3349764.0 CORP Long
754730AG4 754730AG4 Raymond James Financial Inc 250000.0 251700.08 CORP Long
95000U3E1 95000U3E1 Wells Fargo & Co 2000000.0 2041827.84 CORP Long
31416PM61 31416PM61 Fannie Mae Pool 173587.55 173095.45 USGSE Long
60871RAH3 60871RAH3 Molson Coors Beverage Co 1235000.0 1053950.25 CORP Long
372546AT8 372546AT8 George Washington University/The 550000.0 483457.44 CORP Long
114340102 114340102 Azenta Inc 38314.0 2495773.96 CORP Long
36202FKP0 36202FKP0 Ginnie Mae II Pool 143195.31 146775.24 USGA Long
31418ESR2 31418ESR2 Fannie Mae Pool 3003097.3349 2841857.44 USGSE Long
3137F83P6 3137F83P6 Freddie Mac Multifamily Structured Pass Through Certificates 115201.46 99399.84 USGSE Long
136385AV3 136385AV3 Canadian Natural Resources Ltd 500000.0 491870.72 CORP Long
36225AGV6 36225AGV6 Ginnie Mae I Pool 65.3 66.07 USGA Long
06654DAG2 06654DAG2 Banner Health 500000.0 368971.82 CORP Long
718172AU3 718172AU3 Philip Morris International Inc 75000.0 61562.9 CORP Long
3140XDUC8 3140XDUC8 Fannie Mae Pool 884322.5 731394.13 USGSE Long
65535HAZ2 65535HAZ2 Nomura Holdings Inc 1000000.0 917210.58 CORP Long
25746U109 25746U109 Dominion Energy Inc 575437.0 27045539.0 CORP Long
302154BY4 302154BY4 Export-Import Bank of Korea 300000.0 291962.56 NUSS Long
149150104 149150104 Cathay General Bancorp 45973.0 2049016.61 CORP Long
31416RY98 31416RY98 Fannie Mae Pool 2198.25 2155.65 USGSE Long
713317105 713317105 PepGen Inc 8311.0 56514.8 CORP Long
3132DMTY1 3132DMTY1 Freddie Mac Pool 1053415.3451 871322.81 USGSE Long
58769KAE4 58769KAE4 MERCEDES-BENZ AUTO LEASE TRUST MBALT_21-B 100000.0 99418.42 CORP Long
31418AAV0 31418AAV0 Fannie Mae Pool 303563.65 298136.6 USGSE Long
03937C105 03937C105 ArcBest Corp 16011.0 1924682.31 CORP Long
83418M103 83418M103 Solaris Oilfield Infrastructure Inc 21551.0 171545.96 CORP Long
08161CAE1 08161CAE1 Benchmark 2018-B2 Mortgage Trust 2280000.0 2138221.85 CORP Long
31292HZM9 31292HZM9 Freddie Mac Gold Pool 271263.04 269784.66 USGSE Long
387432107 387432107 Granite Ridge Resources Inc 20700.0 124614.0 CORP Long
084670108 084670108 Berkshire Hathaway Inc 79.0 42867375.0 CORP Long
3128M8YE8 3128M8YE8 Freddie Mac Gold Pool 58676.11 59059.25 USGSE Long
98978VAH6 98978VAH6 Zoetis Inc 900000.0 860195.28 CORP Long
655844CJ5 655844CJ5 Norfolk Southern Corp 500000.0 378884.6 CORP Long
73358WCW2 73358WCW2 Port Authority of New York & New Jersey 800000.0 852773.2 MUN Long
115637AS9 115637AS9 Brown-Forman Corp 350000.0 343500.77 CORP Long
31410F4Y8 31410F4Y8 Fannie Mae Pool 63825.72 63041.93 USGSE Long
31413MPV3 31413MPV3 Fannie Mae Pool 15586.1521 16027.65 USGSE Long
097023BX2 097023BX2 Boeing Co/The 275000.0 258462.83 CORP Long
45866FAQ7 45866FAQ7 Intercontinental Exchange Inc 1700000.0 1150940.32 CORP Long
96328L205 96328L205 Wheels Up Experience Inc 114786.0 393715.98 CORP Long
958102105 958102105 Western Digital Corp 222483.0 11651434.71 CORP Long
3128QTBD5 3128QTBD5 Freddie Mac Non Gold Pool 4188.65 4375.16 USGSE Long
92343VGL2 92343VGL2 Verizon Communications Inc 905000.0 669850.11 CORP Long
128030202 128030202 Cal-Maine Foods Inc 26954.0 1546890.06 CORP Long
02209SBJ1 02209SBJ1 Altria Group Inc 775000.0 707975.4 CORP Long
374689107 374689107 Gibraltar Industries Inc 20934.0 1653367.32 CORP Long
22822VAQ4 22822VAQ4 Crown Castle Inc 700000.0 566699.84 CORP Long
31413TJW3 31413TJW3 Fannie Mae Pool 61511.27 64824.49 USGSE Long
75513ECS8 75513ECS8 RTX Corp 850000.0 865804.52 CORP Long
31371H2G2 31371H2G2 Fannie Mae Pool 1253.15 1307.39 USGSE Long
912810RG5 912810RG5 United States Treasury Note/Bond 22600000.0 19972750.0 UST Long
11134LAH2 11134LAH2 Broadcom Corp / Broadcom Cayman Finance Ltd 3150000.0 3074079.33 CORP Long
3132D6DC1 3132D6DC1 Freddie Mac Pool 281058.6395 279632.15 USGSE Long
36178NF87 36178NF87 Ginnie Mae I Pool 155053.16 142706.37 USGA Long
36179R7J2 36179R7J2 Ginnie Mae II Pool 399394.61 378707.85 USGA Long
03027XBC3 03027XBC3 American Tower Corp 560000.0 470058.81 CORP Long
437076BY7 437076BY7 Home Depot Inc/The 2400000.0 2258343.48 CORP Long
38141GYJ7 38141GYJ7 Goldman Sachs Group Inc/The 3970000.0 3264249.41 CORP Long
98978VAK9 98978VAK9 Zoetis Inc 350000.0 348059.79 CORP Long
370334104 370334104 General Mills Inc 399711.0 26037174.54 CORP Long
31404TGG2 31404TGG2 Fannie Mae Pool 31547.1656 32323.09 USGSE Long
3138EQCT7 3138EQCT7 Fannie Mae Pool 195316.02 189057.2 USGSE Long
14042TCT2 14042TCT2 Capital One NA 750000.0 722184.71 CORP Long
548661107 548661107 Lowe's Cos Inc 395357.0 87986700.35 CORP Long
92857WBM1 92857WBM1 Vodafone Group PLC 400000.0 390221.76 CORP Long
13063DYT9 13063DYT9 State of California 260000.0 217527.7 MUN Long
3140X9KN4 3140X9KN4 Fannie Mae Pool 919374.4734 839479.45 USGSE Long
3620C04Y1 3620C04Y1 Ginnie Mae I Pool 21391.65 21364.48 USGA Long
3132DQAG1 3132DQAG1 Freddie Mac Pool 2305568.0045 2285302.06 USGSE Long
06738EBM6 06738EBM6 Barclays PLC 1000000.0 844119.3 CORP Long
065405AE2 065405AE2 BANK 2019-BNK16 275000.0 260924.32 CORP Long
12595XAT0 12595XAT0 CSAIL 2018-CX12 Commercial Mortgage Trust 250000.0 235463.98 CORP Long
00507W206 00507W206 Actinium Pharmaceuticals Inc 19281.0 97947.48 CORP Long
29364WBJ6 29364WBJ6 Entergy Louisiana LLC 500000.0 378189.38 CORP Long
91412HGG2 91412HGG2 University of California 525000.0 443809.91 MUN Long
3132DV3L7 3132DV3L7 Freddie Mac Pool 147194.24 140906.54 USGSE Long
3137FPJ97 3137FPJ97 Freddie Mac Multifamily Structured Pass Through Certificates 2295000.0 1930721.08 USGSE Long
404280CH0 404280CH0 HSBC Holdings PLC 2000000.0 1721797.88 CORP Long
48305QAE3 48305QAE3 Kaiser Foundation Hospitals 375000.0 282083.75 CORP Long
31418DWR9 31418DWR9 Fannie Mae Pool 24530139.077 20127204.79 USGSE Long
13645RAX2 13645RAX2 Canadian Pacific Railway Co 830000.0 926711.02 CORP Long
31416BNL8 31416BNL8 Fannie Mae Pool 65491.29 63837.83 USGSE Long
053807AW3 053807AW3 Avnet Inc 419000.0 434234.32 CORP Long
9128284V9 9128284V9 United States Treasury Note/Bond 53510000.0 51219103.13 UST Long
512807AS7 512807AS7 Lam Research Corp 600000.0 589347.95 CORP Long
36179TXV2 36179TXV2 Ginnie Mae II Pool 817870.0846 794111.61 USGA Long
46647PAA4 46647PAA4 JPMorgan Chase & Co 525000.0 465543.79 CORP Long
927804FY5 927804FY5 Virginia Electric and Power Co 425000.0 340390.72 CORP Long
05463HAC5 05463HAC5 AXIS Specialty Finance LLC 250000.0 208013.97 CORP Long
037411AY1 037411AY1 Apache Corp 313000.0 263313.25 CORP Long
713448CT3 713448CT3 PepsiCo Inc 975000.0 950189.16 CORP Long
053015103 053015103 Automatic Data Processing Inc 282812.0 65886711.64 CORP Long
76169XAB0 76169XAB0 Rexford Industrial Realty LP 650000.0 521416.16 CORP Long
7591EPAE0 7591EPAE0 Regions Financial Corp 500000.0 567900.38 CORP Long
14913R2Y2 14913R2Y2 Caterpillar Financial Services Corp 525000.0 525159.01 CORP Long
31428XBN5 31428XBN5 FedEx Corp 800000.0 697404.58 CORP Long
3128MJZZ6 3128MJZZ6 Freddie Mac Gold Pool 508307.15 500340.6 USGSE Long
91324PEP3 91324PEP3 UnitedHealth Group Inc 1725000.0 1784315.92 CORP Long
3138MBLQ7 3138MBLQ7 Fannie Mae Pool 184651.08 175004.91 USGSE Long
62482R107 62482R107 Mr Cooper Group Inc 42066.0 2739337.92 CORP Long
31359MEU3 31359MEU3 Federal National Mortgage Association 2000000.0 2218438.0 USGSE Long
31371MDP9 31371MDP9 Fannie Mae Pool 361584.09 351307.87 USGSE Long
31292GRK4 31292GRK4 Freddie Mac Gold Pool 236.66 241.86 USGSE Long
50077LAV8 50077LAV8 Kraft Heinz Foods Co 750000.0 716387.99 CORP Long
3128PPYY3 3128PPYY3 Freddie Mac Gold Pool 6032.11 5833.35 USGSE Long
668771108 668771108 Gen Digital Inc 371022.0 8466722.04 CORP Long
02913V103 02913V103 American Public Education Inc 14286.0 137859.9 CORP Long
16934Q208 16934Q208 Chimera Investment Corp 168631.0 841468.69 CORP Long
422806109 422806109 HEICO Corp 15831.0 2831690.97 CORP Long
677050AH9 677050AH9 Oglethorpe Power Corp 300000.0 284229.24 CORP Long
906548CW0 906548CW0 Union Electric Co 500000.0 515920.43 CORP Long
75062E106 75062E106 Rafael Holdings Inc 7114.0 13018.62 CORP Long
686330AN1 686330AN1 ORIX Corp 1000000.0 852511.56 CORP Long
049560AS4 049560AS4 Atmos Energy Corp 720000.0 548351.06 CORP Long
743713109 743713109 Proto Labs Inc 18863.0 734902.48 CORP Long
097023DC6 097023DC6 Boeing Co/The 1143000.0 1062623.89 CORP Long
91086QAN8 91086QAN8 Mexico Government International Bond 400000.0 458102.92 NUSS Long
92663R105 92663R105 Viemed Healthcare Inc 20899.0 164057.15 CORP Long
3137FCLD4 3137FCLD4 Freddie Mac Multifamily Structured Pass Through Certificates 960000.0 922415.23 USGSE Long
29379VAT0 29379VAT0 Enterprise Products Operating LLC 470000.0 505488.42 CORP Long
45790W108 45790W108 Inozyme Pharma Inc 29430.0 125371.8 CORP Long
125491AN0 125491AN0 CI Financial Corp 2000000.0 1581329.26 CORP Long
886885102 886885102 Tilly's Inc 11657.0 87893.78 CORP Long
633707104 633707104 National Bank Holdings Corp 28171.0 1047679.49 CORP Long
58463J304 58463J304 Medical Properties Trust Inc 411571.0 2020813.61 CORP Long
3140H6ES4 3140H6ES4 Fannie Mae Pool 278136.77 266214.99 USGSE Long
189763105 189763105 Co-Diagnostics Inc 22573.0 30022.09 CORP Long
254687DV5 254687DV5 Walt Disney Co/The 392000.0 453511.28 CORP Long
869367102 869367102 Sutro Biopharma Inc 49072.0 210518.88 CORP Long
Y2187A150 Y2187A150 Eagle Bulk Shipping Inc 3184.0 176393.6 CORP Long
3138WDT27 3138WDT27 Fannie Mae Pool 406401.82 390885.2 USGSE Long
13063BBU5 13063BBU5 State of California 725000.0 880577.39 MUN Long
31371JNN0 31371JNN0 Fannie Mae Pool 161.263 170.62 USGSE Long
570535AU8 570535AU8 Markel Group Inc 250000.0 229139.49 CORP Long
3137FHQ63 3137FHQ63 Freddie Mac Multifamily Structured Pass Through Certificates 275000.0 268100.09 USGSE Long
26884ABD4 26884ABD4 ERP Operating LP 350000.0 342451.33 CORP Long
31389NHK4 31389NHK4 Fannie Mae Pool 6915.91 7156.45 USGSE Long
3128MMRD7 3128MMRD7 Freddie Mac Gold Pool 153055.05 145618.11 USGSE Long
26138EAU3 26138EAU3 Keurig Dr Pepper Inc 325000.0 307058.62 CORP Long
797440BV5 797440BV5 San Diego Gas & Electric Co 325000.0 261874.68 CORP Long
747525BK8 747525BK8 QUALCOMM Inc 1400000.0 1235576.72 CORP Long
232109108 232109108 Cutera Inc 12390.0 43674.75 CORP Long
3132DNNT6 3132DNNT6 Freddie Mac Pool 564562.5604 561214.59 USGSE Long
842400HY2 842400HY2 Southern California Edison Co 500000.0 521358.18 CORP Long
G8807B106 G8807B106 Theravance Biopharma Inc 32101.0 360815.24 CORP Long
91829F104 91829F104 VOXX International Corp 12800.0 136704.0 CORP Long
913915104 913915104 Universal Technical Institute Inc 24531.0 307128.12 CORP Long
867229AC0 867229AC0 Suncor Energy Inc 500000.0 559358.03 CORP Long
3128MJMX5 3128MJMX5 Freddie Mac Gold Pool 58054.37 59390.75 USGSE Long
31418DU67 31418DU67 Fannie Mae Pool 1809842.3228 1565959.92 USGSE Long
36179VBG4 36179VBG4 Ginnie Mae II Pool 1370107.05 1289388.84 USGA Long
61765TAC7 61765TAC7 Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 139307.33 136486.44 CORP Long
3140X8L96 3140X8L96 Fannie Mae Pool 1977668.1421 1893528.05 USGSE Long
74006W207 74006W207 Praxis Precision Medicines Inc 4924.0 109706.72 CORP Long
749552105 749552105 RF Industries Ltd 3910.0 11886.4 CORP Long
115637AP5 115637AP5 Brown-Forman Corp 395000.0 367553.24 CORP Long
15135UAX7 15135UAX7 Cenovus Energy Inc 700000.0 516089.36 CORP Long
3137FCM43 3137FCM43 Freddie Mac Multifamily Structured Pass Through Certificates 2000000.0 1966848.2 USGSE Long
718547AM4 718547AM4 Phillips 66 Co 1080000.0 981941.39 CORP Long
13017HAP1 13017HAP1 California Earthquake Authority 275000.0 278233.34 MUN Long
36179WR42 36179WR42 Ginnie Mae II Pool 3368719.72 3138401.36 USGA Long
90187B804 90187B804 Two Harbors Investment Corp 61358.0 854716.94 CORP Long
31418CJE5 31418CJE5 Fannie Mae Pool 863386.94 833456.16 USGSE Long
12513GBE8 12513GBE8 CDW LLC / CDW Finance Corp 300000.0 294163.36 CORP Long
68233JCK8 68233JCK8 Oncor Electric Delivery Co LLC 250000.0 247711.03 CORP Long
55279HAT7 55279HAT7 Manufacturers & Traders Trust Co 500000.0 497946.3 CORP Long
47214BAA6 47214BAA6 JBS USA LUX SA / JBS USA Food Co / JBS Luxembourg SARL 2509000.0 2639779.14 CORP Long
958667AC1 958667AC1 Western Midstream Operating LP 1040000.0 973912.66 CORP Long
65535HAP4 65535HAP4 Nomura Holdings Inc 2700000.0 2618636.77 CORP Long
36179WJS8 36179WJS8 Ginnie Mae II Pool 4986675.0613 4521705.01 USGA Long
3140XLLM8 3140XLLM8 Fannie Mae Pool 816782.4364 819146.12 USGSE Long
254709AS7 254709AS7 Discover Financial Services 250000.0 261616.57 CORP Long
161175BK9 161175BK9 Charter Communications Operating LLC / Charter Communications Operating Capital 1000000.0 960937.21 CORP Long
346232101 346232101 Forestar Group Inc 14329.0 473860.03 CORP Long
31416WPV8 31416WPV8 Fannie Mae Pool 65964.39 64277.77 USGSE Long
744573AP1 744573AP1 Public Service Enterprise Group Inc 400000.0 373818.28 CORP Long
677050AN6 677050AN6 Oglethorpe Power Corp 350000.0 322377.65 CORP Long
18507C103 18507C103 ClearPoint Neuro Inc 12373.0 84012.67 CORP Long
05153U107 05153U107 Aura Biosciences Inc 20471.0 181373.06 CORP Long
74251VAR3 74251VAR3 Principal Financial Group Inc 500000.0 471572.91 CORP Long
126501105 126501105 CTS Corp 18505.0 809408.7 CORP Long
12635RAY4 12635RAY4 CSAIL 2015-C4 Commercial Mortgage Trust 68746.856 67457.78 CORP Long
20030NAM3 20030NAM3 Comcast Corp 1350000.0 1539660.3 CORP Long
302491303 302491303 FMC Corp 86578.0 5458742.9 CORP Long
05491UBD9 05491UBD9 BBCMS Mortgage Trust 2018-C2 500000.0 483591.9 CORP Long
253393102 253393102 Dick's Sporting Goods Inc 38377.0 5639500.15 CORP Long
31335GK20 31335GK20 Freddie Mac Gold Pool 47.63 47.82 USGSE Long
45688C107 45688C107 Ingevity Corp 24291.0 1147021.02 CORP Long
773903AL3 773903AL3 Rockwell Automation Inc 500000.0 413060.7 CORP Long
06406RBP1 06406RBP1 Bank of New York Mellon Corp/The 350000.0 342216.64 CORP Long
3138EPUP7 3138EPUP7 Fannie Mae Pool 688008.02 688710.13 USGSE Long
3137HAAG1 3137HAAG1 Freddie Mac Multifamily Structured Pass Through Certificates 850000.0 833968.58 USGSE Long
36179WG28 36179WG28 Ginnie Mae II Pool 9938236.84 8424095.77 USGA Long
45866FAK0 45866FAK0 Intercontinental Exchange Inc 2240000.0 1935629.36 CORP Long
70438V106 70438V106 Paylocity Holding Corp 29118.0 4800102.3 CORP Long
81730H109 81730H109 SentinelOne Inc 156571.0 4296308.24 CORP Long
714046AJ8 714046AJ8 Revvity Inc 350000.0 252360.63 CORP Long
34528PAK2 34528PAK2 FORD CREDIT FLOORPLAN MASTER OWNER TRUST 700000.0 681320.22 CORP Long
03957W106 03957W106 Archrock Inc 97551.0 1502285.4 CORP Long
4581X0DL9 4581X0DL9 Inter-American Development Bank 1000000.0 954112.2 CORP Long
337932107 337932107 FirstEnergy Corp 373757.0 13701931.62 CORP Long
91704F104 91704F104 Urban Edge Properties 80519.0 1473497.7 CORP Long
852060AD4 852060AD4 Sprint Capital Corp 1109000.0 1202218.7 CORP Long
416518AD0 416518AD0 Hartford Financial Services Group Inc/The 700000.0 470018.68 CORP Long
3140XBZH6 3140XBZH6 Fannie Mae Pool 805383.4032 658409.23 USGSE Long
3138EEQV4 3138EEQV4 Fannie Mae Pool 66278.22 63970.41 USGSE Long
48128KAX9 48128KAX9 JPMCC Commercial Mortgage Securities Trust 2017-JP6 400000.0 350841.76 CORP Long
08161NAH0 08161NAH0 Benchmark 2020-B16 Mortgage Trust 100000.0 83026.14 CORP Long
097023CB9 097023CB9 Boeing Co/The 200000.0 155160.11 CORP Long
25470DBJ7 25470DBJ7 Discovery Communications LLC 930000.0 843994.51 CORP Long
79957L100 79957L100 Sanara Medtech Inc 3200.0 131520.0 CORP Long
31418EE55 31418EE55 Fannie Mae Pool 3189112.1312 3021002.23 USGSE Long
478160CT9 478160CT9 Johnson & Johnson 1525000.0 980253.56 CORP Long
415858109 415858109 Harrow Inc 22257.0 249278.4 CORP Long
3132DWD83 3132DWD83 Freddie Mac Pool 5604207.0729 5309318.18 USGSE Long
761713AZ9 761713AZ9 Reynolds American Inc 400000.0 398310.33 CORP Long
209111EU3 209111EU3 Consolidated Edison Co of New York Inc 400000.0 457995.91 CORP Long
754730109 754730109 Raymond James Financial Inc 128713.0 14351499.5 CORP Long
12189LBF7 12189LBF7 Burlington Northern Santa Fe LLC 745000.0 540258.67 CORP Long
60783X104 60783X104 ModivCare Inc 7812.0 343649.88 CORP Long
745310AK8 745310AK8 Puget Energy Inc 400000.0 367127.08 CORP Long
3128PR3M9 3128PR3M9 Freddie Mac Gold Pool 17445.74 17007.85 USGSE Long
09549B104 09549B104 Blue Foundry Bancorp 20773.0 200874.91 CORP Long
743315AX1 743315AX1 Progressive Corp/The 1520000.0 1289163.39 CORP Long
98980F104 98980F104 ZoomInfo Technologies Inc 237742.0 4395849.58 CORP Long
963320AW6 963320AW6 Whirlpool Corp 600000.0 597576.19 CORP Long
40049JAZ0 40049JAZ0 Grupo Televisa SAB 500000.0 524919.77 CORP Long
267475101 267475101 Dycom Industries Inc 19172.0 2206505.48 CORP Long
19623P101 19623P101 Colony Bankcorp Inc 11200.0 148960.0 CORP Long
655844BX5 655844BX5 Norfolk Southern Corp 850000.0 709429.52 CORP Long
03040WAV7 03040WAV7 American Water Capital Corp 400000.0 344875.2 CORP Long
31428XAT3 31428XAT3 FedEx Corp 200000.0 166502.9 CORP Long
494368CB7 494368CB7 Kimberly-Clark Corp 560000.0 522504.57 CORP Long
13645RBG8 13645RBG8 Canadian Pacific Railway Co 2000000.0 1783681.28 CORP Long
00973Y108 00973Y108 Akero Therapeutics Inc 33170.0 774519.5 CORP Long
54627RAS9 54627RAS9 Louisiana Local Government Environmental Facilities & Community Development Auth 300000.0 306866.52 MUN Long
014752109 014752109 Alexander's Inc 1565.0 334237.05 CORP Long
14040HCE3 14040HCE3 Capital One Financial Corp 1750000.0 1669602.43 CORP Long
80287GAC4 80287GAC4 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-1 700000.0 696432.66 CORP Long
020002BJ9 020002BJ9 Allstate Corp/The 500000.0 404446.17 CORP Long
13077DRV6 13077DRV6 California State University 500000.0 355328.0 MUN Long
132152109 132152109 Cambridge Bancorp 4871.0 338047.4 CORP Long
84252A106 84252A106 Southern California Bancorp 15429.0 267693.15 CORP Long
75524KPG3 75524KPG3 Citizens Bank NA/Providence RI 575000.0 546246.92 CORP Long
015271AK5 015271AK5 Alexandria Real Estate Equities Inc 350000.0 335557.39 CORP Long
31371KYJ4 31371KYJ4 Fannie Mae Pool 6766.1176 7256.86 USGSE Long
872898AF8 872898AF8 TSMC Arizona Corp 575000.0 562936.59 CORP Long
46513JB34 46513JB34 Israel Government International Bond 1550000.0 1369646.05 NUSS Long
494550AT3 494550AT3 Kinder Morgan Energy Partners LP 300000.0 305836.56 CORP Long
78355HKT5 78355HKT5 Ryder System Inc 200000.0 187847.11 CORP Long
631103AG3 631103AG3 Nasdaq Inc 675000.0 658464.28 CORP Long
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166764CA6 166764CA6 Chevron Corp 900000.0 680931.95 CORP Long
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760759AR1 760759AR1 Republic Services Inc 2322000.0 2230713.15 CORP Long
26138EAY5 26138EAY5 Keurig Dr Pepper Inc 325000.0 288465.18 CORP Long
294429105 294429105 Equifax Inc 84683.0 20941259.07 CORP Long
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78137L105 78137L105 Rumble Inc 47800.0 214622.0 CORP Long
29089Q105 29089Q105 Emergent BioSolutions Inc 35612.0 85468.8 CORP Long
36200SR77 36200SR77 Ginnie Mae I Pool 1987.91 2013.57 USGA Long
573284AQ9 573284AQ9 Martin Marietta Materials Inc 500000.0 478668.55 CORP Long
03528H109 03528H109 Anixa Biosciences Inc 12599.0 48884.12 CORP Long
400764106 400764106 Guaranty Bancshares Inc/TX 6616.0 222429.92 CORP Long
678858BV2 678858BV2 Oklahoma Gas and Electric Co 200000.0 182620.68 CORP Long
36202FBJ4 36202FBJ4 Ginnie Mae II Pool 321212.9 329435.05 USGA Long
857477CB7 857477CB7 State Street Corp 1000000.0 1000666.37 CORP Long
31416SSZ5 31416SSZ5 Fannie Mae Pool 437908.99 436710.83 USGSE Long
3128P7W58 3128P7W58 Freddie Mac Gold Pool 523863.69 508745.72 USGSE Long
85859N102 85859N102 Stem Inc 105000.0 407400.0 CORP Long
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06738EBL8 06738EBL8 Barclays PLC 2025000.0 1954741.33 CORP Long
06406RAF4 06406RAF4 Bank of New York Mellon Corp/The 600000.0 572481.93 CORP Long
00774MAN5 00774MAN5 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3763000.0 3818989.3 CORP Long
161175BY9 161175BY9 Charter Communications Operating LLC / Charter Communications Operating Capital 1300000.0 817503.92 CORP Long
36207YKD1 36207YKD1 Ginnie Mae I Pool 1504.48 1533.59 USGA Long
29273RAP4 29273RAP4 Energy Transfer LP 875000.0 881913.17 CORP Long
544495VY7 544495VY7 Los Angeles Department of Water & Power 410000.0 487529.48 MUN Long
25065K104 25065K104 Destination XL Group Inc 34900.0 153560.0 CORP Long
31418DXJ6 31418DXJ6 Fannie Mae Pool 6328503.0658 4898052.53 USGSE Long
3128MJZX1 3128MJZX1 Freddie Mac Gold Pool 326158.99 305011.92 USGSE Long
63743HFF4 63743HFF4 National Rural Utilities Cooperative Finance Corp 500000.0 504938.68 CORP Long
50077B207 50077B207 Kratos Defense & Security Solutions Inc 90524.0 1836731.96 CORP Long
13607HVE9 13607HVE9 Canadian Imperial Bank of Commerce 1050000.0 962468.69 CORP Long
31418NZW3 31418NZW3 Fannie Mae Pool 239865.42 233714.53 USGSE Long
219350AV7 219350AV7 Corning Inc 665000.0 681556.8 CORP Long
31404NMX1 31404NMX1 Fannie Mae Pool 18246.0 19079.12 USGSE Long
615369AE5 615369AE5 Moody's Corp 600000.0 611300.74 CORP Long
3140JLZ72 3140JLZ72 Fannie Mae Pool 73581.61 74716.55 USGSE Long
31349UDW5 31349UDW5 Freddie Mac Non Gold Pool 14780.409 14994.85 USGSE Long
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548661DH7 548661DH7 Lowe's Cos Inc 975000.0 951644.2 CORP Long
253651202 253651202 Diebold Nixdorf Inc 17052.0 493655.4 CORP Long
09247XAT8 09247XAT8 BlackRock Inc 825000.0 833552.67 CORP Long
44107HAF9 44107HAF9 NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery 245000.0 152875.56 CORP Long
3622ACH29 3622ACH29 Ginnie Mae II Pool 1475040.1998 1512612.13 USGA Long
30219Q106 30219Q106 Expensify Inc 26560.0 65603.2 CORP Long
57636QAP9 57636QAP9 Mastercard Inc 2000000.0 1906719.38 CORP Long
65473QBF9 65473QBF9 NiSource Inc 1575000.0 1359534.36 CORP Long
31418D3F7 31418D3F7 Fannie Mae Pool 351997.0514 272942.07 USGSE Long
740816AH6 740816AH6 President and Fellows of Harvard College 250000.0 253822.27 CORP Long
072024NV0 072024NV0 Bay Area Toll Authority 125000.0 158222.7 MUN Long
3132D56L1 3132D56L1 Freddie Mac Pool 405291.65 375787.19 USGSE Long
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15135BAY7 15135BAY7 Centene Corp 1767000.0 1578268.73 CORP Long
3138WAF77 3138WAF77 Fannie Mae Pool 381259.96 370715.42 USGSE Long
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172062101 172062101 Cincinnati Financial Corp 107480.0 11119880.8 CORP Long
4581X0EM6 4581X0EM6 Inter-American Development Bank 1760000.0 1774109.46 CORP Long
31411AJT3 31411AJT3 Fannie Mae Pool 62067.2355 65197.85 USGSE Long
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46590LAT9 46590LAT9 JPMDB Commercial Mortgage Securities Trust 2016-C2 300000.0 280280.85 CORP Long
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3140HNYL0 3140HNYL0 Fannie Mae Pool 111058.34 108459.7 USGSE Long
31418BVH6 31418BVH6 Fannie Mae Pool 276690.12 267157.45 USGSE Long
3133KYT41 3133KYT41 Freddie Mac Pool 3129340.1898 2707757.36 USGSE Long
34385P108 34385P108 Standard BioTools Inc 54000.0 119340.0 CORP Long
3128PYU36 3128PYU36 Freddie Mac Gold Pool 122195.96 118658.39 USGSE Long
49456BAS0 49456BAS0 Kinder Morgan Inc 500000.0 335355.13 CORP Long
06540BBG3 06540BBG3 BANK 2019-BNK21 300000.0 236661.51 CORP Long
03740LAB8 03740LAB8 Aon Corp / Aon Global Holdings PLC 1000000.0 654872.54 CORP Long
115236AE1 115236AE1 Brown & Brown Inc 500000.0 457656.12 CORP Long
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57636QAT1 57636QAT1 Mastercard Inc 500000.0 371189.59 CORP Long
3128MJGU8 3128MJGU8 Freddie Mac Gold Pool 8905.03 9373.84 USGSE Long
31417EFF3 31417EFF3 Fannie Mae Pool 306134.95 277454.24 USGSE Long
3136ANLF2 3136ANLF2 Fannie Mae-Aces 436526.82 426098.67 USGSE Long
36179T4Q5 36179T4Q5 Ginnie Mae II Pool 1307836.0 1293261.87 USGA Long
36179RGA1 36179RGA1 Ginnie Mae II Pool 843792.1925 826303.5 USGA Long
26884ABN2 26884ABN2 ERP Operating LP 600000.0 493101.21 CORP Long
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914886AD8 914886AD8 University of Southern California 300000.0 189725.7 CORP Long
95001JAX5 95001JAX5 Wells Fargo Commercial Mortgage Trust 2018-C44 775000.0 744397.58 CORP Long
3128P7BZ5 3128P7BZ5 Freddie Mac Gold Pool 9516.4153 9210.75 USGSE Long
071813109 071813109 Baxter International Inc 348335.0 13466631.1 CORP Long
54627RAT7 54627RAT7 Louisiana Local Government Environmental Facilities & Community Development Auth 700000.0 720280.47 MUN Long
36202FJR8 36202FJR8 Ginnie Mae II Pool 637348.55 653284.24 USGA Long
50540RAX0 50540RAX0 Laboratory Corp of America Holdings 500000.0 461893.78 CORP Long
20281PKG6 20281PKG6 Commonwealth Financing Authority 275000.0 255154.05 MUN Long
86627T108 86627T108 Summit Therapeutics Inc 77925.0 203384.25 CORP Long
3133KPME5 3133KPME5 Freddie Mac Pool 2011144.9324 1951024.57 USGSE Long
291011BG8 291011BG8 Emerson Electric Co 450000.0 440173.89 CORP Long
31407CD53 31407CD53 Fannie Mae Pool 110836.2855 113301.44 USGSE Long
50012A108 50012A108 Kodiak Gas Services Inc 14020.0 281521.6 CORP Long
126408HD8 126408HD8 CSX Corp 400000.0 390194.21 CORP Long
31418DQF2 31418DQF2 Fannie Mae Pool 666287.56 617772.9 USGSE Long
750491102 750491102 RadNet Inc 41556.0 1444902.12 CORP Long
38246G108 38246G108 GoodRx Holdings Inc 56002.0 375213.4 CORP Long
25389JAU0 25389JAU0 Digital Realty Trust LP 700000.0 657808.06 CORP Long
31419GY81 31419GY81 Fannie Mae Pool 26794.62 26149.14 USGSE Long
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262081AE2 262081AE2 DRIVE AUTO RECEIVABLES TRUST DRIVE_21-3 100000.0 98038.91 CORP Long
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70450YAH6 70450YAH6 PayPal Holdings Inc 900000.0 787535.63 CORP Long
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41068X100 41068X100 Hannon Armstrong Sustainable Infrastructure Capital Inc 74747.0 2061522.26 CORP Long
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46642EBC9 46642EBC9 JPMBB Commercial Mortgage Securities Trust 2014-C21 75000.0 73464.6 CORP Long
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896516AA9 896516AA9 Trinity Health Corp 450000.0 392099.73 CORP Long
718286CH8 718286CH8 Philippine Government International Bond 1750000.0 1316086.05 NUSS Long
172967CC3 172967CC3 Citigroup Inc 925000.0 975980.42 CORP Long
31371KZA2 31371KZA2 Fannie Mae Pool 25849.0838 26133.42 USGSE Long
3140QRYG2 3140QRYG2 Fannie Mae Pool 1622753.0633 1670380.05 USGSE Long
3140XL5C8 3140XL5C8 Fannie Mae Pool 2634939.7124 2653479.15 USGSE Long
15200WAC9 15200WAC9 CENTERPOINT ENERGY TRANSITION BOND COMPANY CNP_12-1 189604.6 186857.21 CORP Long
31417WUE9 31417WUE9 Fannie Mae Pool 65740.79 64051.23 USGSE Long
977100EL6 977100EL6 State of Wisconsin 1000000.0 930274.5 MUN Long
66611T108 66611T108 Northfield Bancorp Inc 29033.0 365235.14 CORP Long
31418DQH8 31418DQH8 Fannie Mae Pool 4280531.4833 3685164.77 USGSE Long
31402Q6T3 31402Q6T3 Fannie Mae Pool 214624.42 220459.95 USGSE Long
24703TAH9 24703TAH9 Dell International LLC / EMC Corp 475000.0 509825.64 CORP Long
74955L103 74955L103 RGC Resources Inc 5719.0 116324.46 CORP Long
3128P7JM6 3128P7JM6 Freddie Mac Gold Pool 5161.49 5230.86 USGSE Long
61690QAC3 61690QAC3 Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 35032.87 34473.41 CORP Long
842400GR8 842400GR8 Southern California Edison Co 400000.0 369000.62 CORP Long
35671DCE3 35671DCE3 Freeport-McMoRan Inc 645000.0 618542.83 CORP Long
3138EHH21 3138EHH21 Fannie Mae Pool 29422.79 27722.45 USGSE Long
67066GAG9 67066GAG9 NVIDIA Corp 800000.0 694509.76 CORP Long
842587CX3 842587CX3 Southern Co/The 1135000.0 1000789.12 CORP Long
88579YBG5 88579YBG5 3M Co 650000.0 608074.6 CORP Long
822582BQ4 822582BQ4 Shell International Finance BV 2000000.0 1736202.7 CORP Long
95001MAF7 95001MAF7 Wells Fargo Commercial Mortgage Trust 2017-C38 854000.0 802371.77 CORP Long
91282CCB5 91282CCB5 United States Treasury Note/Bond 81688000.0 70149570.0 UST Long
3140X4XJ0 3140X4XJ0 Fannie Mae Pool 284359.91 272210.89 USGSE Long
55336VAN0 55336VAN0 MPLX LP 800000.0 691149.78 CORP Long
737679DE7 737679DE7 Potomac Electric Power Co 550000.0 490424.2 CORP Long
90337L108 90337L108 US Physical Therapy Inc 10460.0 974244.4 CORP Long
54438CYN6 54438CYN6 Los Angeles Community College District/CA 500000.0 427820.75 MUN Long
911312AJ5 911312AJ5 United Parcel Service Inc 505000.0 578889.93 CORP Long
3128PVLM0 3128PVLM0 Freddie Mac Gold Pool 3451.38 3184.07 USGSE Long
729132100 729132100 Plexus Corp 19297.0 2086584.61 CORP Long
404280DW6 404280DW6 HSBC Holdings PLC 1700000.0 1836552.18 CORP Long
713448DY1 713448DY1 PepsiCo Inc 1225000.0 1177604.63 CORP Long
3622AB6G2 3622AB6G2 Ginnie Mae II Pool 1488330.348 1486004.09 USGA Long
61691UBE8 61691UBE8 Morgan Stanley Capital I Trust 2019-L3 775000.0 679049.96 CORP Long
3132E0JC7 3132E0JC7 Freddie Mac Pool 1073794.9927 1108605.92 USGSE Long
09609G100 09609G100 Bluebird Bio Inc 132508.0 182861.04 CORP Long
12532AAZ2 12532AAZ2 CFCRE Commercial Mortgage Trust 2016-C6 1350000.0 1276825.41 CORP Long
86562MCR9 86562MCR9 Sumitomo Mitsui Financial Group Inc 500000.0 511858.25 CORP Long
31418CMF8 31418CMF8 Fannie Mae Pool 1556478.42 1450980.0 USGSE Long
37045XCV6 37045XCV6 General Motors Financial Co Inc 814000.0 790156.22 CORP Long
694308JT5 694308JT5 Pacific Gas and Electric Co 500000.0 433351.74 CORP Long
698299BW3 698299BW3 Panama Government International Bond 400000.0 399408.05 NUSS Long
91282CHN4 91282CHN4 United States Treasury Note/Bond 20155000.0 20249476.56 UST Long
05522RDD7 05522RDD7 BANK OF AMERICA CREDIT CARD TRUST BACCT_21-A1 250000.0 246403.15 CORP Long
3138X3XX5 3138X3XX5 Fannie Mae Pool 436339.93 418869.45 USGSE Long
36225FBE8 36225FBE8 Ginnie Mae II Pool 106561.75 104719.22 USGA Long
94974BGL8 94974BGL8 Wells Fargo & Co 1500000.0 1468808.04 CORP Long
31371K7E5 31371K7E5 Fannie Mae Pool 56735.37 57181.88 USGSE Long
25470M109 25470M109 DISH Network Corp 180225.0 1039898.25 CORP Long
92556VAF3 92556VAF3 Viatris Inc 925000.0 650996.93 CORP Long
08160JAD9 08160JAD9 Benchmark 2019-B9 Mortgage Trust 100000.0 92540.79 CORP Long
404280CM9 404280CM9 HSBC Holdings PLC 1000000.0 916671.29 CORP Long
810186106 810186106 Scotts Miracle-Gro Co/The 29278.0 1866472.5 CORP Long
31417DSZ7 31417DSZ7 Fannie Mae Pool 898901.33 849598.75 USGSE Long
N/A N/A Coherus Biosciences Inc 24474.0 2298.6 CORP Long
3136B6XJ7 3136B6XJ7 Fannie Mae-Aces 1316264.86 1196491.08 USGSE Long
3132E0PS5 3132E0PS5 Freddie Mac Pool 1076883.012 1108041.11 USGSE Long
98138HAH4 98138HAH4 Workday Inc 800000.0 768312.27 CORP Long
36201MJQ6 36201MJQ6 Ginnie Mae I Pool 8576.06 8976.3 USGA Long
36179M5M8 36179M5M8 Ginnie Mae II Pool 1192450.34 1136167.4 USGA Long
53115L104 53115L104 Liberty Energy Inc 106900.0 1939166.0 CORP Long
059438AH4 059438AH4 JPMorgan Chase & Co 3000000.0 3226069.38 CORP Long
62945V109 62945V109 NV5 Global Inc 10289.0 1143313.68 CORP Long
12514MBC8 12514MBC8 CD 2016-CD1 Mortgage Trust 625000.0 572026.31 CORP Long
31417BXD4 31417BXD4 Fannie Mae Pool 180523.71 171524.08 USGSE Long
345370CA6 345370CA6 Ford Motor Co 257000.0 280035.97 CORP Long
03040WAP0 03040WAP0 American Water Capital Corp 245000.0 205321.91 CORP Long
713448EM6 713448EM6 PepsiCo Inc 850000.0 678283.06 CORP Long
36179WTW8 36179WTW8 Ginnie Mae II Pool 836502.655 679629.13 USGA Long
31418DZ21 31418DZ21 Fannie Mae Pool 5917228.715 5327491.67 USGSE Long
06849RAK8 06849RAK8 Barrick North America Finance LLC 850000.0 909611.85 CORP Long
68233JCP7 68233JCP7 Oncor Electric Delivery Co LLC 500000.0 490407.67 CORP Long
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94974BGQ7 94974BGQ7 Wells Fargo & Co 2300000.0 2097875.98 CORP Long
91514AKD6 91514AKD6 Board of Regents of the University of Texas System 225000.0 150287.56 MUN Long
3140QLRC2 3140QLRC2 Fannie Mae Pool 1834910.256 1562337.27 USGSE Long
55025L108 55025L108 Lument Finance Trust Inc 30449.0 70946.17 CORP Long
12592XBF2 12592XBF2 COMM 2015-CCRE22 Mortgage Trust 500000.0 479340.75 CORP Long
404119CL1 404119CL1 HCA Inc 2000000.0 1706871.84 CORP Long
3140XFY88 3140XFY88 Fannie Mae Pool 1146871.0488 945590.36 USGSE Long
31418ECS7 31418ECS7 Fannie Mae Pool 5239944.4768 4812474.52 USGSE Long
3128M4V67 3128M4V67 Freddie Mac Gold Pool 187116.0 196169.87 USGSE Long
85209W109 85209W109 Sprout Social Inc 32714.0 2009948.16 CORP Long
3140XKSZ4 3140XKSZ4 Fannie Mae Pool 1269610.0618 1257309.7 USGSE Long
98986M103 98986M103 Zynex Inc 12104.0 131812.56 CORP Long
451174AX4 451174AX4 Idaho Energy Resources Authority 300000.0 216701.52 MUN Long
64966H4K3 64966H4K3 City of New York NY 475000.0 493140.68 MUN Long
62954HAL2 62954HAL2 NXP BV / NXP Funding LLC / NXP USA Inc 400000.0 298943.01 CORP Long
126650DW7 126650DW7 CVS Health Corp 1000000.0 1017222.72 CORP Long
67080T108 67080T108 Nuvectis Pharma Inc 5600.0 46704.0 CORP Long
31418DQJ4 31418DQJ4 Fannie Mae Pool 201450.65 192418.35 USGSE Long
606822CL6 606822CL6 Mitsubishi UFJ Financial Group Inc 625000.0 625633.39 CORP Long
3138E2TH8 3138E2TH8 Fannie Mae Pool 39264.0 37531.28 USGSE Long
68389X105 68389X105 Oracle Corp 1130256.0 119162890.08 CORP Long
471048CW6 471048CW6 Japan Bank for International Cooperation 1125000.0 1117777.7 NUSS Long
12592GBF9 12592GBF9 COMM 2014-CCRE19 Mortgage Trust 150000.0 145280.51 CORP Long
06541RBB8 06541RBB8 BANK 2019-BNK23 735000.0 649494.66 CORP Long
00774MAW5 00774MAW5 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4000000.0 3651584.4 CORP Long
00774MBC8 00774MBC8 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 600000.0 614413.34 CORP Long
30161MAG8 30161MAG8 Constellation Energy Generation LLC 767000.0 821737.54 CORP Long
912810SJ8 912810SJ8 United States Treasury Note/Bond 35650000.0 24999562.5 UST Long
312945DS4 312945DS4 Freddie Mac Gold Pool 370137.51 363986.68 USGSE Long
29670GAG7 29670GAG7 Essential Utilities Inc 500000.0 479647.78 CORP Long
124805102 124805102 CBIZ Inc 33320.0 2085498.8 CORP Long
194162AR4 194162AR4 Colgate-Palmolive Co 500000.0 512575.49 CORP Long
96949LAE5 96949LAE5 Williams Cos Inc/The 675000.0 614104.38 CORP Long
718172CN7 718172CN7 Philip Morris International Inc 950000.0 908292.69 CORP Long
760942AY8 760942AY8 Uruguay Government International Bond 1028894.0 933035.14 NUSS Long
055979AD0 055979AD0 BMW VEHICLE LEASE TRUST BMWLT_23-2 125000.0 126639.44 CORP Long
4581X0BT4 4581X0BT4 Inter-American Development Bank 1600000.0 1478418.48 CORP Long
36179X5F9 36179X5F9 Ginnie Mae II Pool 3237975.76 3157657.45 USGA Long
3140QNT85 3140QNT85 Fannie Mae Pool 832522.47 789510.03 USGSE Long
9128282R0 9128282R0 United States Treasury Note/Bond 44310000.0 41789868.75 UST Long
89114TZT2 89114TZT2 Toronto-Dominion Bank/The 250000.0 236092.4 CORP Long
051774107 051774107 Aurora Innovation Inc 496300.0 2168831.0 CORP Long
25470DAJ8 25470DAJ8 Discovery Communications LLC 700000.0 584468.12 CORP Long
458140BJ8 458140BJ8 Intel Corp 600000.0 446316.43 CORP Long
3140XBJ68 3140XBJ68 Fannie Mae Pool 2312663.092 2007644.8 USGSE Long
035240AL4 035240AL4 Anheuser-Busch InBev Worldwide Inc 3929000.0 3883298.34 CORP Long
39818P799 39818P799 Peakstone Realty Trust 23900.0 476327.0 CORP Long
36257HBP0 36257HBP0 GS Mortgage Securities Trust 2019-GC40 550000.0 495230.12 CORP Long
3137H5QM2 3137H5QM2 Freddie Mac Multifamily Structured Pass Through Certificates 725000.0 630673.88 USGSE Long
75689M101 75689M101 Red Robin Gourmet Burgers Inc 14100.0 175827.0 CORP Long
302491AV7 302491AV7 FMC Corp 400000.0 314389.55 CORP Long
3132D6D31 3132D6D31 Freddie Mac Pool 148643.46 148281.17 USGSE Long
749527107 749527107 REV Group Inc 18084.0 328586.28 CORP Long
37045XDL7 37045XDL7 General Motors Financial Co Inc 900000.0 755036.55 CORP Long
31292HR71 31292HR71 Freddie Mac Gold Pool 11691.4703 12638.01 USGSE Long
723787AR8 723787AR8 Pioneer Natural Resources Co 975000.0 830032.22 CORP Long
8426EPAF5 8426EPAF5 Southern Co Gas Capital Corp 431000.0 437010.89 CORP Long
3133KKZR3 3133KKZR3 Freddie Mac Pool 2077635.6208 1703528.03 USGSE Long
83570H108 83570H108 Sonos Inc 88373.0 1514713.22 CORP Long
3132XCR31 3132XCR31 Freddie Mac Gold Pool 754345.04 710496.17 USGSE Long
91282CGC9 91282CGC9 United States Treasury Note/Bond 4878000.0 4872664.44 UST Long
91324PER9 91324PER9 UnitedHealth Group Inc 1725000.0 1824512.65 CORP Long
3128CUTA4 3128CUTA4 Freddie Mac Gold Pool 389066.04 382716.48 USGSE Long
03939CAB9 03939CAB9 Arch Capital Finance LLC 100000.0 93571.61 CORP Long
80286PAD3 80286PAD3 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-5 200000.0 203279.8 CORP Long
31418DXH0 31418DXH0 Fannie Mae Pool 3662643.1795 3297687.89 USGSE Long
73358WXQ2 73358WXQ2 Port Authority of New York & New Jersey 550000.0 534182.22 MUN Long
207597EM3 207597EM3 Connecticut Light and Power Co/The 500000.0 463412.07 CORP Long
G54950103 G54950103 Linde PLC 333501.0 136972195.71 CORP Long
25160PAG2 25160PAG2 Deutsche Bank AG/New York NY 1043000.0 856188.79 CORP Long
10373QAC4 10373QAC4 BP Capital Markets America Inc 1800000.0 1763449.97 CORP Long
53222Q103 53222Q103 Lifetime Brands Inc 4913.0 32966.23 CORP Long
828807DX2 828807DX2 Simon Property Group LP 400000.0 472499.03 CORP Long
36230UF95 36230UF95 Ginnie Mae I Pool 11916.99 11039.42 USGA Long
456837BA0 456837BA0 ING Groep NV 700000.0 686107.43 CORP Long
91913YAL4 91913YAL4 Valero Energy Corp 1355000.0 1485944.63 CORP Long
36225ARS1 36225ARS1 Ginnie Mae I Pool 687.14 703.98 USGA Long
431636109 431636109 Hillman Solutions Corp 133513.0 1229654.73 CORP Long
36166NAG8 36166NAG8 GE Capital Funding LLC 2320000.0 2268146.42 CORP Long
298785JA5 298785JA5 European Investment Bank 350000.0 308059.42 CORP Long
31292GXT8 31292GXT8 Freddie Mac Gold Pool 2482.5 2500.94 USGSE Long
826917106 826917106 SIGA Technologies Inc 27490.0 153944.0 CORP Long
98379L100 98379L100 XPEL Inc 14093.0 758908.05 CORP Long
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36267VAK9 36267VAK9 GE HealthCare Technologies Inc 1500000.0 1599680.01 CORP Long
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3132CW7B4 3132CW7B4 Freddie Mac Pool 1474044.9172 1324683.34 USGSE Long
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44891RAD2 44891RAD2 HYUNDAI AUTO RECEIVABLES TRUST HART_20-C 50000.0 48575.43 CORP Long
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126650DT4 126650DT4 CVS Health Corp 1000000.0 1015806.24 CORP Long
02364WBE4 02364WBE4 America Movil SAB de CV 950000.0 857555.61 CORP Long
244199BA2 244199BA2 Deere & Co 400000.0 467153.1 CORP Long
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29261A100 29261A100 Encompass Health Corp 68504.0 4570586.88 CORP Long
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404119CA5 404119CA5 HCA Inc 2500000.0 2267639.3 CORP Long
444859BL5 444859BL5 Humana Inc 470000.0 387724.35 CORP Long
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3128M96Y3 3128M96Y3 Freddie Mac Gold Pool 245034.42 240911.03 USGSE Long
38141GWL4 38141GWL4 Goldman Sachs Group Inc/The 6050000.0 5784054.34 CORP Long
858119BL3 858119BL3 Steel Dynamics Inc 300000.0 287359.62 CORP Long
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36202FVH6 36202FVH6 Ginnie Mae II Pool 54226.78 56476.3 USGA Long
404530AA5 404530AA5 Hackensack Meridian Health Inc 225000.0 203120.89 CORP Long
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72147KAH1 72147KAH1 Pilgrim's Pride Corp 1000000.0 847185.41 CORP Long
3140QRET6 3140QRET6 Fannie Mae Pool 1010329.1588 1035846.03 USGSE Long
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30161NAY7 30161NAY7 Exelon Corp 2200000.0 1987830.24 CORP Long
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26884ABM4 26884ABM4 ERP Operating LP 300000.0 265469.09 CORP Long
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06051GGF0 06051GGF0 Bank of America Corp 450000.0 432685.68 CORP Long
3132DWBZ5 3132DWBZ5 Freddie Mac Pool 15438492.0794 13172581.51 USGSE Long
3128JM4F1 3128JM4F1 Freddie Mac Non Gold Pool 1200.99 1233.58 USGSE Long
161571HS6 161571HS6 CHASE ISSUANCE TRUST CHAIT_22-A1 300000.0 295859.73 CORP Long
3133C7AD9 3133C7AD9 Freddie Mac Pool 6049298.7809 6083285.56 USGSE Long
36179MVS6 36179MVS6 Ginnie Mae II Pool 861856.48 823392.34 USGA Long
36179W2U1 36179W2U1 Ginnie Mae II Pool 421296.4265 368470.28 USGA Long
68608WAL6 68608WAL6 Oregon State University 750000.0 570758.63 MUN Long
31385HQZ8 31385HQZ8 Fannie Mae Pool 13257.78 13777.88 USGSE Long
3132DQXC5 3132DQXC5 Freddie Mac Pool 1280136.1326 1288521.41 USGSE Long
36225ELC4 36225ELC4 Ginnie Mae II Pool 2545.41 2566.7 USGA Long
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31283HRA5 31283HRA5 Freddie Mac Gold Pool 32525.6 33994.78 USGSE Long
31417TWF1 31417TWF1 Fannie Mae Pool 3654.77 3746.08 USGSE Long
515110BN3 515110BN3 Landwirtschaftliche Rentenbank 2500000.0 2430631.43 CORP Long
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718546AL8 718546AL8 Phillips 66 1750000.0 1677326.88 CORP Long
30166QAE9 30166QAE9 EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-2 200000.0 196280.0 CORP Long
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3133ASYC1 3133ASYC1 Freddie Mac Pool 1972983.836 1699896.83 USGSE Long
3132DMPU3 3132DMPU3 Freddie Mac Pool 1551979.324 1340522.76 USGSE Long
3132L9XJ9 3132L9XJ9 Freddie Mac Gold Pool 876297.15 845532.55 USGSE Long
3140QMF74 3140QMF74 Fannie Mae Pool 994495.3612 915524.57 USGSE Long
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04686JAA9 04686JAA9 Athene Holding Ltd 835000.0 798515.12 CORP Long
31417BTY3 31417BTY3 Fannie Mae Pool 216107.48 208228.2 USGSE Long
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69351UAV5 69351UAV5 PPL Electric Utilities Corp 300000.0 264447.03 CORP Long
22766M109 22766M109 CrossFirst Bankshares Inc 29303.0 397934.74 CORP Long
320557101 320557101 First Internet Bancorp 5320.0 128690.8 CORP Long
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91086QAZ1 91086QAZ1 Mexico Government International Bond 2114000.0 1889949.06 NUSS Long
31292HYS7 31292HYS7 Freddie Mac Gold Pool 29295.47 28210.37 USGSE Long
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438516BZ8 438516BZ8 Honeywell International Inc 1125000.0 977213.35 CORP Long
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3129413N5 3129413N5 Freddie Mac Gold Pool 677251.85 676825.99 USGSE Long
31335H2L6 31335H2L6 Freddie Mac Gold Pool 86.31 86.37 USGSE Long
04522KAB2 04522KAB2 Asian Infrastructure Investment Bank/The 1000000.0 943895.66 CORP Long
06051GJE0 06051GJE0 Bank of America Corp 4895000.0 3510005.67 CORP Long
065403BF3 065403BF3 BANK 2019-BNK17 75000.0 68051.85 CORP Long
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228368106 228368106 Crown Holdings Inc 82199.0 7569705.91 CORP Long
96221QAJ2 96221QAJ2 WFRBS Commercial Mortgage Trust 2013-C18 13122.11 12986.13 CORP Long
68404V100 68404V100 Optinose Inc 57600.0 74304.0 CORP Long
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361448BF9 361448BF9 GATX Corp 460000.0 432097.66 CORP Long
031162DA5 031162DA5 Amgen Inc 1000000.0 728142.25 CORP Long
3132DWDE0 3132DWDE0 Freddie Mac Pool 3491507.36 3092492.66 USGSE Long
36872P103 36872P103 Genasys Inc 27790.0 56413.7 CORP Long
00108J109 00108J109 ACM Research Inc 32940.0 643647.6 CORP Long
89115A2K7 89115A2K7 Toronto-Dominion Bank/The 850000.0 855882.14 CORP Long
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31418B3T1 31418B3T1 Fannie Mae Pool 456402.93 425440.92 USGSE Long
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06051GJT7 06051GJT7 Bank of America Corp 4575000.0 3863012.93 CORP Long
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06051GKL2 06051GKL2 Bank of America Corp 2725000.0 2393149.47 CORP Long
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3132DVLF0 3132DVLF0 Freddie Mac Pool 1079789.6 937703.11 USGSE Long
98163JAD7 98163JAD7 WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_21-A 39754.71 39698.02 CORP Long
73754Y100 73754Y100 Potbelly Corp 21880.0 227989.6 CORP Long
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37045XEH5 37045XEH5 General Motors Financial Co Inc 1100000.0 1130824.96 CORP Long
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37045XDH6 37045XDH6 General Motors Financial Co Inc 875000.0 785879.57 CORP Long
06650AAH0 06650AAH0 BANK 2017-BNK8 100000.0 83026.0 CORP Long
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404280DL0 404280DL0 HSBC Holdings PLC 2485000.0 2586998.54 CORP Long
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455780DQ6 455780DQ6 Indonesia Government International Bond 850000.0 848953.34 NUSS Long
45791GAA0 45791GAA0 Inova Health System Foundation 500000.0 436378.53 CORP Long
31292HYK4 31292HYK4 Freddie Mac Gold Pool 79399.9557 76468.51 USGSE Long
23311VAG2 23311VAG2 DCP Midstream Operating LP 254000.0 254271.18 CORP Long
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42225UAH7 42225UAH7 Healthcare Realty Holdings LP 500000.0 401694.44 CORP Long
36210FUU8 36210FUU8 Ginnie Mae I Pool 1252.41 1248.95 USGA Long
559080AQ9 559080AQ9 Magellan Midstream Partners LP 500000.0 453791.8 CORP Long
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65473QAX1 65473QAX1 NiSource Inc 382000.0 398473.45 CORP Long
31300LTX3 31300LTX3 Freddie Mac Non Gold Pool 13052.28 13389.62 USGSE Long
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31418CPK4 31418CPK4 Fannie Mae Pool 145257.22 138338.37 USGSE Long
95040QAP9 95040QAP9 Welltower OP LLC 525000.0 446667.55 CORP Long
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907818ED6 907818ED6 Union Pacific Corp 900000.0 880098.72 CORP Long
31418B6G6 31418B6G6 Fannie Mae Pool 1161027.72 1052723.69 USGSE Long
531229789 531229789 Liberty Media Corp-Liberty SiriusXM 105059.0 3023598.02 CORP Long
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17322AAD4 17322AAD4 Citigroup Commercial Mortgage Trust 2014-GC19 17302.48 17275.11 CORP Long
023135AP1 023135AP1 Amazon.com Inc 975000.0 1009053.22 CORP Long
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69349LAR9 69349LAR9 PNC Bank NA 1000000.0 963336.11 CORP Long
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08163QBH0 08163QBH0 Benchmark 2022-B36 Mortgage Trust 375000.0 357595.31 CORP Long
08162VAE8 08162VAE8 Benchmark 2019-B10 Mortgage Trust 300000.0 279984.84 CORP Long
65339KCQ1 65339KCQ1 NextEra Energy Capital Holdings Inc 981000.0 961731.1 CORP Long
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31418ABT4 31418ABT4 Fannie Mae Pool 294168.05 288911.41 USGSE Long
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03066PAD1 03066PAD1 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-3 47777.12 47336.55 CORP Long
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91087BAG5 91087BAG5 Mexico Government International Bond 600000.0 489736.48 NUSS Long
03938LBC7 03938LBC7 ArcelorMittal SA 400000.0 390065.88 CORP Long
12189LAS0 12189LAS0 Burlington Northern Santa Fe LLC 1100000.0 1087629.55 CORP Long
12527GAF0 12527GAF0 CF Industries Inc 700000.0 693859.05 CORP Long
06540DBH7 06540DBH7 BANK 2021-BNK36 600000.0 503229.3 CORP Long
14745XAA6 14745XAA6 Case Western Reserve University 200000.0 200001.5 CORP Long
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31371HVH8 31371HVH8 Fannie Mae Pool 516.08 538.15 USGSE Long
109194100 109194100 Bright Horizons Family Solutions Inc 40637.0 3829630.88 CORP Long
36206TH62 36206TH62 Ginnie Mae I Pool 440.52 444.73 USGA Long
715638AP7 715638AP7 Peruvian Government International Bond 2385000.0 2994782.87 NUSS Long
20030NCL3 20030NCL3 Comcast Corp 2300000.0 2227880.46 CORP Long
00217GAB9 00217GAB9 Aptiv PLC / Aptiv Corp 700000.0 618845.74 CORP Long
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31296UBN0 31296UBN0 Freddie Mac Gold Pool 7795.2478 7777.24 USGSE Long
665772CV9 665772CV9 Northern States Power Co/MN 450000.0 415164.54 CORP Long
46643TBF8 46643TBF8 JPMBB Commercial Mortgage Securities Trust 2014-C26 200000.0 181312.14 CORP Long
548661DZ7 548661DZ7 Lowe's Cos Inc 1000000.0 681063.78 CORP Long
600551204 600551204 Miller Industries Inc/TN 8081.0 341745.49 CORP Long
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75525N107 75525N107 RayzeBio Inc 18160.0 1129007.2 CORP Long
90276WAS6 90276WAS6 UBS Commercial Mortgage Trust 2017-C7 600000.0 553157.16 CORP Long
3132DVK20 3132DVK20 Freddie Mac Pool 1479899.82 1379269.3 USGSE Long
46188BAF9 46188BAF9 Invitation Homes Operating Partnership LP 228000.0 228278.26 CORP Long
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449585108 449585108 IGM Biosciences Inc 8083.0 67169.73 CORP Long
31418DW65 31418DW65 Fannie Mae Pool 4803145.3216 4119699.05 USGSE Long
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08163QBM9 08163QBM9 Benchmark 2022-B36 Mortgage Trust 100000.0 90264.02 CORP Long
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45506ECL5 45506ECL5 Indiana Finance Authority 375000.0 287332.88 MUN Long
95001YAE4 95001YAE4 Wells Fargo Commercial Mortgage Trust 2019-C54 450000.0 403271.78 CORP Long
39037G109 39037G109 Great Elm Group Inc 9598.0 18620.12 CORP Long
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459200KK6 459200KK6 International Business Machines Corp 970000.0 725009.64 CORP Long
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251526BN8 251526BN8 Deutsche Bank AG/New York NY 570000.0 532701.03 CORP Long
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42234Q102 42234Q102 Heartland Financial USA Inc 27004.0 1015620.44 CORP Long
698299AV6 698299AV6 Panama Government International Bond 1358000.0 1388878.83 NUSS Long
31376KNN2 31376KNN2 Fannie Mae Pool 35780.3757 36209.9 USGSE Long
3140XFG21 3140XFG21 Fannie Mae Pool 1356251.7915 1227308.46 USGSE Long
61761JZN2 61761JZN2 Morgan Stanley 745000.0 723085.12 CORP Long
345397B51 345397B51 Ford Motor Credit Co LLC 739000.0 663288.67 CORP Long
912810SK5 912810SK5 United States Treasury Note/Bond 34864000.0 25112975.0 UST Long
12594KAB8 12594KAB8 CNH Industrial NV 375000.0 362905.61 CORP Long
00774MAE5 00774MAE5 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1000000.0 953320.07 CORP Long
74319N100 74319N100 ProFrac Holding Corp 15926.0 135052.48 CORP Long
42250PAA1 42250PAA1 Healthpeak OP LLC 2000000.0 1781908.0 CORP Long
48305QAF0 48305QAF0 Kaiser Foundation Hospitals 500000.0 375627.27 CORP Long
91324PDS8 91324PDS8 UnitedHealth Group Inc 475000.0 441229.45 CORP Long
3138EG5D2 3138EG5D2 Fannie Mae Pool 181241.2 170707.46 USGSE Long
74347M108 74347M108 ProPetro Holding Corp 63300.0 530454.0 CORP Long
17253J106 17253J106 Cipher Mining Inc 7848.0 32412.24 CORP Long
313747AY3 313747AY3 Federal Realty OP LP 225000.0 210485.23 CORP Long
31418DJR4 31418DJR4 Fannie Mae Pool 1068617.3555 952159.76 USGSE Long
10373QAB6 10373QAB6 BP Capital Markets America Inc 1614000.0 1592240.52 CORP Long
04635X102 04635X102 Astria Therapeutics Inc 25200.0 193536.0 CORP Long
3138X3XW7 3138X3XW7 Fannie Mae Pool 132373.06 127073.01 USGSE Long
26443TAC0 26443TAC0 Duke Energy Indiana LLC 775000.0 502309.31 CORP Long
12653C108 12653C108 CNX Resources Corp 98899.0 1977980.0 CORP Long
595620AP0 595620AP0 MidAmerican Energy Co 1000000.0 872585.53 CORP Long
65290E101 65290E101 NEXTracker Inc 33575.0 1572988.75 CORP Long
3140X6S93 3140X6S93 Fannie Mae Pool 802919.7531 748279.94 USGSE Long
3620A85V1 3620A85V1 Ginnie Mae I Pool 3212.33 3330.74 USGA Long
31283H7E9 31283H7E9 Freddie Mac Gold Pool 31590.4758 33072.39 USGSE Long
05964HAB1 05964HAB1 Banco Santander SA 2000000.0 1937901.54 CORP Long
75513ECH2 75513ECH2 RTX Corp 2885000.0 2780378.71 CORP Long
31418BVG8 31418BVG8 Fannie Mae Pool 628068.96 592710.88 USGSE Long
3132DV6C4 3132DV6C4 Freddie Mac Pool 6353853.24 5469942.03 USGSE Long
3131XYNZ8 3131XYNZ8 Freddie Mac Pool 710072.5227 659513.73 USGSE Long
78573M104 78573M104 Sabre Corp 274300.0 1206920.0 CORP Long
94988XAU0 94988XAU0 Wells Fargo Commercial Mortgage Trust 2014-LC16 900000.0 889151.49 CORP Long
36241KJM1 36241KJM1 Ginnie Mae I Pool 61530.72 63817.2 USGA Long
3140KNLD8 3140KNLD8 Fannie Mae Pool 170482.2701 140697.79 USGSE Long
159864107 159864107 Charles River Laboratories International Inc 35574.0 8409693.6 CORP Long
3128KKHH5 3128KKHH5 Freddie Mac Gold Pool 54048.3 56881.07 USGSE Long
50249AAL7 50249AAL7 LYB International Finance III LLC 156000.0 163208.94 CORP Long
89417EAJ8 89417EAJ8 Travelers Cos Inc/The 500000.0 477784.76 CORP Long
50155QAK6 50155QAK6 Kyndryl Holdings Inc 100000.0 88181.8 CORP Long
44888K209 44888K209 Hydrofarm Holdings Group Inc 24181.0 22186.07 CORP Long
31371E3V5 31371E3V5 Fannie Mae Pool 20.47 20.66 USGSE Long
3140X8BC0 3140X8BC0 Fannie Mae Pool 1099463.6314 981506.25 USGSE Long
3140XMKB1 3140XMKB1 Fannie Mae Pool 616708.4226 619758.66 USGSE Long
3137FJY60 3137FJY60 Freddie Mac Multifamily Structured Pass Through Certificates 300000.0 290522.97 USGSE Long
655844BT4 655844BT4 Norfolk Southern Corp 125000.0 119488.34 CORP Long
872898AE1 872898AE1 TSMC Arizona Corp 1050000.0 825323.61 CORP Long
98888T107 98888T107 Zimvie Inc 16330.0 289857.5 CORP Long
312933G57 312933G57 Freddie Mac Gold Pool 38710.96 38756.04 USGSE Long
98389BAV2 98389BAV2 Xcel Energy Inc 750000.0 731896.71 CORP Long
718286BW6 718286BW6 Philippine Government International Bond 400000.0 408954.27 NUSS Long
49428J109 49428J109 Kimball Electronics Inc 16381.0 441467.95 CORP Long
65473PAH8 65473PAH8 NiSource Inc 1500000.0 1370859.15 CORP Long
26442CAB0 26442CAB0 Duke Energy Carolinas LLC 325000.0 350173.88 CORP Long
676167CC1 676167CC1 Oesterreichische Kontrollbank AG 2200000.0 2033087.5 CORP Long
3137HB2X1 3137HB2X1 Freddie Mac Multifamily Structured Pass Through Certificates 500000.0 517180.45 USGSE Long
3128MJVC1 3128MJVC1 Freddie Mac Gold Pool 311244.42 301330.01 USGSE Long
744448CP4 744448CP4 Public Service Co of Colorado 300000.0 288613.72 CORP Long
06051GJN0 06051GJN0 Bank of America Corp 1000000.0 772533.57 CORP Long
31292GT30 31292GT30 Freddie Mac Gold Pool 141.77 143.34 USGSE Long
638517102 638517102 National Western Life Group Inc 1444.0 697480.88 CORP Long
723787AT4 723787AT4 Pioneer Natural Resources Co 500000.0 464498.17 CORP Long
3128MJFT2 3128MJFT2 Freddie Mac Gold Pool 10942.71 10944.68 USGSE Long
31371FVC3 31371FVC3 Fannie Mae Pool 245.09 250.88 USGSE Long
3140J6DN4 3140J6DN4 Fannie Mae Pool 528258.86 512676.91 USGSE Long
31418EQ86 31418EQ86 Fannie Mae Pool 5694972.5213 5638710.75 USGSE Long
3133B3VA2 3133B3VA2 Freddie Mac Pool 101072.603 82626.31 USGSE Long
413875AR6 413875AR6 L3Harris Technologies Inc 550000.0 540402.13 CORP Long
25156PAC7 25156PAC7 Deutsche Telekom International Finance BV 3450000.0 4158938.98 CORP Long
168863DQ8 168863DQ8 Chile Government International Bond 1250000.0 836158.71 NUSS Long
57636QAS3 57636QAS3 Mastercard Inc 500000.0 427354.44 CORP Long
36241K7H5 36241K7H5 Ginnie Mae I Pool 202134.71 210486.9 USGA Long
437872104 437872104 HomeTrust Bancshares Inc 13088.0 352328.96 CORP Long
34529NAE0 34529NAE0 FORD CREDIT AUTO LEASE TRUST FORDL_23-B 100000.0 101129.12 CORP Long
49271VAK6 49271VAK6 Keurig Dr Pepper Inc 575000.0 466536.41 CORP Long
682095104 682095104 Omega Flex Inc 2737.0 192985.87 CORP Long
05368M106 05368M106 Avid Bioservices Inc 43517.0 282860.5 CORP Long
3132GUKK9 3132GUKK9 Freddie Mac Gold Pool 490649.5 462397.51 USGSE Long
3128MJTH3 3128MJTH3 Freddie Mac Gold Pool 402991.03 389097.67 USGSE Long
913017CA5 913017CA5 RTX Corp 694000.0 592214.4 CORP Long
31931U102 31931U102 First Bank/Hamilton NJ 17027.0 250296.9 CORP Long
3128MJF96 3128MJF96 Freddie Mac Gold Pool 10152.04 10315.74 USGSE Long
3132DWFX6 3132DWFX6 Freddie Mac Pool 2414203.4656 2487741.31 USGSE Long
89115A2S0 89115A2S0 Toronto-Dominion Bank/The 1000000.0 1019187.0 CORP Long
91282CED9 91282CED9 United States Treasury Note/Bond 30450000.0 29422312.5 UST Long
08163JAJ3 08163JAJ3 Benchmark 2021-B29 Mortgage Trust 75000.0 59303.43 CORP Long
92939FAT6 92939FAT6 WFRBS Commercial Mortgage Trust 2014-C21 185931.7933 184199.04 CORP Long
860372101 860372101 Stewart Information Services Corp 19820.0 1164425.0 CORP Long
553810102 553810102 MVB Financial Corp 5521.0 124553.76 CORP Long
913017BP3 913017BP3 RTX Corp 463000.0 504625.85 CORP Long
3140QFNZ8 3140QFNZ8 Fannie Mae Pool 2057053.6014 1855464.41 USGSE Long
44644MAF8 44644MAF8 Huntington National Bank/The 500000.0 483156.55 CORP Long
95001QAU5 95001QAU5 Wells Fargo Commercial Mortgage Trust 2018-C46 475000.0 451009.89 CORP Long
70931T103 70931T103 PennyMac Mortgage Investment Trust 64934.0 970763.3 CORP Long
3132WLT71 3132WLT71 Freddie Mac Gold Pool 81748.89 81394.22 USGSE Long
3128MMQT3 3128MMQT3 Freddie Mac Gold Pool 554877.14 529058.71 USGSE Long
3132DWDZ3 3132DWDZ3 Freddie Mac Pool 183502.8507 162375.38 USGSE Long
51509P103 51509P103 Landsea Homes Corp 10500.0 137970.0 CORP Long
N/A N/A N/A 1.0 14870.62 CORP N/A
31418C2E3 31418C2E3 Fannie Mae Pool 316027.78 318404.18 USGSE Long
G6700G107 G6700G107 nVent Electric PLC 116145.0 6863008.05 CORP Long
3132D6AY6 3132D6AY6 Freddie Mac Pool 2180209.5418 1962972.15 USGSE Long
88579YBN0 88579YBN0 3M Co 600000.0 541582.46 CORP Long
36206MEJ2 36206MEJ2 Ginnie Mae I Pool 92.75 92.91 USGA Long
880591EW8 880591EW8 Tennessee Valley Authority 500000.0 474183.74 USGA Long
650009S61 650009S61 New York State Thruway Authority 200000.0 167414.26 MUN Long
43813KAD4 43813KAD4 HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-3 75000.0 74855.37 CORP Long
3137HAST4 3137HAST4 Freddie Mac Multifamily Structured Pass Through Certificates 550000.0 555530.8 USGSE Long
05368X102 05368X102 AvidXchange Holdings Inc 106455.0 1318977.45 CORP Long
037833EB2 037833EB2 Apple Inc 2200000.0 2038038.2 CORP Long
3142GQGV8 3142GQGV8 Freddie Mac Pool 1816226.4274 1881910.07 USGSE Long
31407JYK2 31407JYK2 Fannie Mae Pool 14375.62 14695.63 USGSE Long
65406E102 65406E102 Nicolet Bankshares Inc 8820.0 709833.6 CORP Long
31418NYF1 31418NYF1 Fannie Mae Pool 6065.68 5997.99 USGSE Long
440452100 440452100 Hormel Foods Corp 190038.0 6102120.18 CORP Long
28852N109 28852N109 Ellington Financial Inc 51641.0 656357.11 CORP Long
49427RAN2 49427RAN2 Kilroy Realty LP 350000.0 333432.92 CORP Long
67077MAF5 67077MAF5 Nutrien Ltd 300000.0 313549.7 CORP Long
36179XBU9 36179XBU9 Ginnie Mae II Pool 3784354.972 3700928.87 USGA Long
3140XBEU0 3140XBEU0 Fannie Mae Pool 375752.0588 335259.18 USGSE Long
31413ECY9 31413ECY9 Fannie Mae Pool 35154.75 36199.2 USGSE Long
05380C102 05380C102 Avita Medical Inc 18756.0 257332.32 CORP Long
96221TAE7 96221TAE7 WFRBS Commercial Mortgage Trust 2014-LC14 44618.84 44513.87 CORP Long
02765UEK6 02765UEK6 American Municipal Power Inc 375000.0 506829.75 MUN Long
31418CCH5 31418CCH5 Fannie Mae Pool 1127290.93 1022113.67 USGSE Long
36241KCW6 36241KCW6 Ginnie Mae I Pool 8815.91 8589.52 USGA Long
312946T89 312946T89 Freddie Mac Gold Pool 70875.22 69700.14 USGSE Long
49327M3H5 49327M3H5 KeyBank NA/Cleveland OH 650000.0 607349.61 CORP Long
02079KAH0 02079KAH0 Alphabet Inc 800000.0 750936.46 CORP Long
655663AB8 655663AB8 Nordson Corp 500000.0 531347.66 CORP Long
880591DV1 880591DV1 Tennessee Valley Authority 575000.0 592871.56 USGA Long
927804GG3 927804GG3 Virginia Electric and Power Co 550000.0 464545.78 CORP Long
38141GWZ3 38141GWZ3 Goldman Sachs Group Inc/The 2150000.0 2078692.3 CORP Long
828730200 828730200 Simmons First National Corp 83944.0 1665448.96 CORP Long
431284108 431284108 Highwoods Properties Inc 73765.0 1693644.4 CORP Long
191241AH1 191241AH1 Coca-Cola Femsa SAB de CV 600000.0 538639.01 CORP Long
740367404 740367404 Preferred Bank/Los Angeles CA 6991.0 510692.55 CORP Long
3138WHBN1 3138WHBN1 Fannie Mae Pool 125431.95 116921.38 USGSE Long
375558BG7 375558BG7 Gilead Sciences Inc 700000.0 692566.7 CORP Long
3136BQDE6 3136BQDE6 Fannie Mae-Aces 640000.0 632555.07 USGSE Long
00287YAR0 00287YAR0 AbbVie Inc 2030000.0 1985425.0 CORP Long
31418CQB3 31418CQB3 Fannie Mae Pool 295643.52 285398.67 USGSE Long
354613AL5 354613AL5 Franklin Resources Inc 500000.0 408359.5 CORP Long
3136AS4R4 3136AS4R4 Fannie Mae-Aces 163732.72 156179.19 USGSE Long
22966RAG1 22966RAG1 CubeSmart LP 300000.0 244909.36 CORP Long
50249AAA1 50249AAA1 LYB International Finance III LLC 560000.0 446775.01 CORP Long
36179R4D8 36179R4D8 Ginnie Mae II Pool 585799.93 539655.18 USGA Long
00289Y206 00289Y206 Abeona Therapeutics Inc 23500.0 117735.0 CORP Long
56064Y100 56064Y100 MainStreet Bancshares Inc 6374.0 158138.94 CORP Long
899896104 899896104 Tupperware Brands Corp 37700.0 75400.0 CORP Long
29273VAT7 29273VAT7 Energy Transfer LP 300000.0 320924.37 CORP Long
03523TBU1 03523TBU1 Anheuser-Busch InBev Worldwide Inc 2030000.0 2141821.45 CORP Long
25278XAM1 25278XAM1 Diamondback Energy Inc 700000.0 679144.53 CORP Long
37955N106 37955N106 Global Self Storage Inc 10820.0 50096.6 CORP Long
31403DA41 31403DA41 Fannie Mae Pool 29394.39 30723.49 USGSE Long
3137BJP64 3137BJP64 Freddie Mac Multifamily Structured Pass Through Certificates 650000.0 635735.82 USGSE Long
718286CW5 718286CW5 Philippine Government International Bond 1050000.0 1079952.34 NUSS Long
723787107 723787107 Pioneer Natural Resources Co 160458.0 36083795.04 CORP Long
08162BBD3 08162BBD3 Benchmark 2019-B11 Mortgage Trust 200000.0 180017.26 CORP Long
319383204 319383204 First Busey Corp 32976.0 818464.32 CORP Long
912810SH2 912810SH2 United States Treasury Note/Bond 25488000.0 20338628.77 UST Long
36179RBZ1 36179RBZ1 Ginnie Mae II Pool 96019.03 95896.93 USGA Long
989207105 989207105 Zebra Technologies Corp 35257.0 9636795.81 CORP Long
64049M209 64049M209 NeoGenomics Inc 87102.0 1409310.36 CORP Long
31419AMZ7 31419AMZ7 Fannie Mae Pool 44215.73 43705.48 USGSE Long
3136B1LF9 3136B1LF9 Fannie Mae-Aces 268618.0 250844.68 USGSE Long
3128P7RX3 3128P7RX3 Freddie Mac Gold Pool 208650.24 207842.22 USGSE Long
3137FTZQ3 3137FTZQ3 Freddie Mac Multifamily Structured Pass Through Certificates 225000.0 190011.69 USGSE Long
3132DWFJ7 3132DWFJ7 Freddie Mac Pool 742688.556 755575.02 USGSE Long
00791N102 00791N102 Advantage Solutions Inc 68200.0 246884.0 CORP Long
67021CAT4 67021CAT4 NSTAR Electric Co 350000.0 341942.45 CORP Long
40049JAT4 40049JAT4 Grupo Televisa SAB 50000.0 58528.79 CORP Long
36251FAW6 36251FAW6 GS Mortgage Securities Trust 2015-GC28 500000.0 490063.15 CORP Long
31371LNG0 31371LNG0 Fannie Mae Pool 5877.19 6177.22 USGSE Long
92942W107 92942W107 WK Kellogg Co 44659.0 586819.26 CORP Long
36210CLK7 36210CLK7 Ginnie Mae I Pool 2929.32 2934.53 USGA Long
89239FAD4 89239FAD4 TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-D 250000.0 254844.58 CORP Long
14040HDB8 14040HDB8 Capital One Financial Corp 800000.0 830721.34 CORP Long
87157B400 87157B400 Synchronoss Technologies Inc 8956.0 55616.76 CORP Long
06406GAA9 06406GAA9 Bank of New York Mellon Corp/The 1000000.0 924383.44 CORP Long
3140QPSM0 3140QPSM0 Fannie Mae Pool 3993339.9255 3783549.81 USGSE Long
00766T100 00766T100 AECOM 92800.0 8577504.0 CORP Long
377372AN7 377372AN7 GlaxoSmithKline Capital Inc 2150000.0 2122720.93 CORP Long
05465C100 05465C100 Axos Financial Inc 34815.0 1900899.0 CORP Long
774515100 774515100 Rocky Brands Inc 5601.0 169038.18 CORP Long
103002101 103002101 Bowman Consulting Group Ltd 6100.0 216672.0 CORP Long
3140J9GM7 3140J9GM7 Fannie Mae Pool 301384.08 282641.61 USGSE Long
31418BUM6 31418BUM6 Fannie Mae Pool 275388.74 259884.16 USGSE Long
731068102 731068102 Polaris Inc 37074.0 3513502.98 CORP Long
3138WGLB8 3138WGLB8 Fannie Mae Pool 653236.77 608870.1 USGSE Long
3140QBCL0 3140QBCL0 Fannie Mae Pool 13430.35 12880.28 USGSE Long
00914AAE2 00914AAE2 Air Lease Corp 595000.0 538189.13 CORP Long
000868109 000868109 ACNB Corp 4849.0 217041.24 CORP Long
500643200 500643200 Korn Ferry 36188.0 2147757.8 CORP Long
745310AM4 745310AM4 Puget Energy Inc 85000.0 75879.15 CORP Long
91911TAK9 91911TAK9 Vale Overseas Ltd 910000.0 989190.32 CORP Long
478160CR3 478160CR3 Johnson & Johnson 925000.0 659193.68 CORP Long
36209BSW9 36209BSW9 Ginnie Mae I Pool 529.78 529.87 USGA Long
90276XAV7 90276XAV7 UBS Commercial Mortgage Trust 2018-C11 150000.0 139968.12 CORP Long
08160BAD6 08160BAD6 Benchmark 2018-B5 Mortgage Trust 1175000.0 1125540.84 CORP Long
91324PCR1 91324PCR1 UnitedHealth Group Inc 1315000.0 1276258.55 CORP Long
3133KKRT8 3133KKRT8 Freddie Mac Pool 3065282.3125 2654300.91 USGSE Long
42225UAG9 42225UAG9 Healthcare Realty Holdings LP 395000.0 346052.92 CORP Long
004397105 004397105 Accuray Inc 61258.0 173360.14 CORP Long
3132DVKQ7 3132DVKQ7 Freddie Mac Pool 1077173.43 1012200.59 USGSE Long
053611AJ8 053611AJ8 Avery Dennison Corp 300000.0 303803.24 CORP Long
921937835 921937835 Vanguard Total Bond Market ETF 89367.0 6572942.85 RF Long
55336VAJ9 55336VAJ9 MPLX LP 3085000.0 3066301.57 CORP Long
380146AC4 380146AC4 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-1 166790.55 161822.41 CORP Long
68233JBB9 68233JBB9 Oncor Electric Delivery Co LLC 200000.0 165657.73 CORP Long
500630DP0 500630DP0 Korea Development Bank/The 500000.0 415799.55 NUSS Long
3138WKW68 3138WKW68 Fannie Mae Pool 501045.38 483677.79 USGSE Long
31346YXD0 31346YXD0 Freddie Mac Pool 220805.19 189118.96 USGSE Long
08163VAF4 08163VAF4 Benchmark 2023-V3 Mortgage Trust 260000.0 270169.87 CORP Long
896239AC4 896239AC4 Trimble Inc 400000.0 402479.25 CORP Long
909319AA3 909319AA3 United Airlines 2013-1 Class A Pass Through Trust 387276.0 373187.9 CORP Long
361448AZ6 361448AZ6 GATX Corp 910000.0 874273.87 CORP Long
776743AM8 776743AM8 Roper Technologies Inc 500000.0 467460.51 CORP Long
00440EAV9 00440EAV9 Chubb INA Holdings Inc 2200000.0 2141084.24 CORP Long
24422EUU1 24422EUU1 John Deere Capital Corp 623000.0 597552.87 CORP Long
75513ECA7 75513ECA7 RTX Corp 225000.0 214710.47 CORP Long
646139W35 646139W35 New Jersey Turnpike Authority 575000.0 716435.34 MUN Long
31371LDG1 31371LDG1 Fannie Mae Pool 142196.61 143406.7 USGSE Long
23335Q100 23335Q100 DLH Holdings Corp 8200.0 129150.0 CORP Long
14817C115 14817C115 Cassava Sciences Inc 11480.0 54817.0 CORP Long
36179RS91 36179RS91 Ginnie Mae II Pool 1080538.96 1019609.2 USGA Long
31418MNK4 31418MNK4 Fannie Mae Pool 18237.4 18984.95 USGSE Long
168863DN5 168863DN5 Chile Government International Bond 279000.0 239448.91 NUSS Long
20030NBZ3 20030NBZ3 Comcast Corp 1700000.0 1435710.08 CORP Long
057665200 057665200 Balchem Corp 22516.0 3349255.0 CORP Long
36179TCX1 36179TCX1 Ginnie Mae II Pool 1824291.6613 1722031.17 USGA Long
3132DWBP7 3132DWBP7 Freddie Mac Pool 7800104.7822 6400026.53 USGSE Long
12572QAH8 12572QAH8 CME Group Inc 500000.0 454279.77 CORP Long
976656CL0 976656CL0 Wisconsin Electric Power Co 300000.0 291299.21 CORP Long
00440EAW7 00440EAW7 Chubb INA Holdings Inc 800000.0 751870.01 CORP Long
20268JAB9 20268JAB9 CommonSpirit Health 725000.0 661338.11 CORP Long
31416YVF2 31416YVF2 Fannie Mae Pool 102280.97 102261.27 USGSE Long
36202FQ41 36202FQ41 Ginnie Mae II Pool 13225.76 11853.98 USGA Long
76029L100 76029L100 Repay Holdings Corp 57838.0 493936.52 CORP Long
31294MKQ3 31294MKQ3 Freddie Mac Gold Pool 28221.55 26406.62 USGSE Long
31418B5C6 31418B5C6 Fannie Mae Pool 555783.19 518104.04 USGSE Long
124857AF0 124857AF0 Paramount Global 300000.0 272011.85 CORP Long
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30049A107 30049A107 Evolution Petroleum Corp 20558.0 119441.98 CORP Long
88224Q107 88224Q107 Texas Capital Bancshares Inc 32774.0 2118183.62 CORP Long
025816DK2 025816DK2 American Express Co 500000.0 517488.05 CORP Long
52603B107 52603B107 LendingTree Inc 8224.0 249351.68 CORP Long
95000XAG2 95000XAG2 Wells Fargo Commercial Mortgage Trust 2017-C39 400000.0 350716.88 CORP Long
89115A2C5 89115A2C5 Toronto-Dominion Bank/The 2050000.0 2013923.03 CORP Long
87031CAN3 87031CAN3 Svensk Exportkredit AB 920000.0 953186.76 NUSS Long
457730109 457730109 Inspire Medical Systems Inc 20499.0 4170111.57 CORP Long
3137F4D41 3137F4D41 Freddie Mac Multifamily Structured Pass Through Certificates 1000000.0 970950.1 USGSE Long
82933R100 82933R100 Singular Genomics Systems Inc 26684.0 12277.31 CORP Long
31418EDH0 31418EDH0 Fannie Mae Pool 850.9915 787.06 USGSE Long
36179V7D6 36179V7D6 Ginnie Mae II Pool 10751109.7442 9119707.32 USGA Long
03831W108 03831W108 AppLovin Corp 110936.0 4420799.6 CORP Long
22822VAH4 22822VAH4 Crown Castle Inc 1190000.0 1132115.1 CORP Long
617700109 617700109 Morningstar Inc 17442.0 4992598.08 CORP Long
3128M6JS8 3128M6JS8 Freddie Mac Gold Pool 29409.71 30479.59 USGSE Long
95000U3D3 95000U3D3 Wells Fargo & Co 4419000.0 4434756.3 CORP Long
35671DCC7 35671DCC7 Freeport-McMoRan Inc 500000.0 495023.43 CORP Long
87971MBK8 87971MBK8 TELUS Corp 500000.0 418881.89 CORP Long
04316JAE9 04316JAE9 Arthur J Gallagher & Co 500000.0 512181.0 CORP Long
76655K103 76655K103 Rigetti Computing Inc 75200.0 74064.48 CORP Long
12515GAE7 12515GAE7 CD 2017-CD3 Mortgage Trust 39434.6 38400.7 CORP Long
497266AC0 497266AC0 Kirby Corp 408000.0 393572.15 CORP Long
781846308 781846308 Rush Enterprises Inc 5850.0 309933.0 CORP Long
227046109 227046109 Crocs Inc 38903.0 3633929.23 CORP Long
36241KZ50 36241KZ50 Ginnie Mae I Pool 3.88 3.84 USGA Long
124155102 124155102 Butterfly Network Inc 83143.0 89794.44 CORP Long
98943L107 98943L107 Zentalis Pharmaceuticals Inc 34601.0 524205.15 CORP Long
040555DE1 040555DE1 Arizona Public Service Co 300000.0 325306.97 CORP Long
14041NFY2 14041NFY2 COMET_21-A3 1875000.0 1808889.19 CORP Long
46590XAY2 46590XAY2 JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc 1000000.0 987842.99 CORP Long
30231GAT9 30231GAT9 Exxon Mobil Corp 1350000.0 1311181.11 CORP Long
3137BXQY1 3137BXQY1 Freddie Mac Multifamily Structured Pass Through Certificates 1300000.0 1255572.5 USGSE Long
64972FT63 64972FT63 New York City Municipal Water Finance Authority 325000.0 343789.03 MUN Long
G87110105 G87110105 TechnipFMC PLC 289400.0 5828516.0 CORP Long
06406RBB2 06406RBB2 Bank of New York Mellon Corp/The 280000.0 239400.31 CORP Long
68389XBE4 68389XBE4 Oracle Corp 1375000.0 1224226.11 CORP Long
126650BR0 126650BR0 CVS Health Corp 375000.0 398328.02 CORP Long
46643GAE0 46643GAE0 JPMBB Commercial Mortgage Securities Trust 2014-C24 150000.0 146224.88 CORP Long
36265WAD5 36265WAD5 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-3 150000.0 147675.24 CORP Long
478160CM4 478160CM4 Johnson & Johnson 250000.0 210528.19 CORP Long
36179RVC0 36179RVC0 Ginnie Mae II Pool 1227553.6005 1202111.69 USGA Long
3620A9TK7 3620A9TK7 Ginnie Mae I Pool 44181.27 45639.37 USGA Long
90320WAD5 90320WAD5 UPMC 400000.0 390442.41 CORP Long
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576051ZT6 576051ZT6 Massachusetts Water Resources Authority 250000.0 193622.6 MUN Long
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57636QAH7 57636QAH7 Mastercard Inc 350000.0 306781.6 CORP Long
40434LAL9 40434LAL9 HP Inc 800000.0 758583.75 CORP Long
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02209SAM5 02209SAM5 Altria Group Inc 710000.0 579040.05 CORP Long
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478160CS1 478160CS1 Johnson & Johnson 925000.0 611285.27 CORP Long
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28370TAF6 28370TAF6 Kinder Morgan Energy Partners LP 1822000.0 1565054.31 CORP Long
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23317HAF9 23317HAF9 SITE Centers Corp 1000000.0 983829.97 CORP Long
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11070TAM0 11070TAM0 Province of British Columbia Canada 1100000.0 1089089.17 NUSS Long
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404280BT5 404280BT5 HSBC Holdings PLC 800000.0 776270.97 CORP Long
80281LAT2 80281LAT2 Santander UK Group Holdings PLC 1100000.0 1139520.2 CORP Long
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24422EWV7 24422EWV7 John Deere Capital Corp 500000.0 509269.56 CORP Long
12591KAG0 12591KAG0 COMM 2013-CCRE12 Mortgage Trust 75000.0 71598.2 CORP Long
30040WAT5 30040WAT5 Eversource Energy 500000.0 514328.31 CORP Long
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87612EBK1 87612EBK1 Target Corp 1750000.0 1569346.52 CORP Long
61747YEM3 61747YEM3 Morgan Stanley 625000.0 604938.69 CORP Long
594918BR4 594918BR4 Microsoft Corp 3700000.0 3531014.97 CORP Long
00109K105 00109K105 AFC Gamma Inc 12000.0 144360.0 CORP Long
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26444HAR2 26444HAR2 Duke Energy Florida LLC 500000.0 572180.74 CORP Long
6174468L6 6174468L6 Morgan Stanley 775000.0 678876.38 CORP Long
440407104 440407104 Horizon Bancorp Inc/IN 24347.0 348405.57 CORP Long
604749101 604749101 Mirum Pharmaceuticals Inc 31701.0 935813.52 CORP Long
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842400FA6 842400FA6 Southern California Edison Co 1135000.0 1169713.7 CORP Long
38173MAD4 38173MAD4 Golub Capital BDC Inc 500000.0 525575.07 CORP Long
37045VAS9 37045VAS9 General Motors Co 650000.0 655594.95 CORP Long
465410BG2 465410BG2 Republic of Italy Government International Bond 1925000.0 1937054.29 NUSS Long
136385AC5 136385AC5 Canadian Natural Resources Ltd 475000.0 528297.71 CORP Long
67021CAF4 67021CAF4 NSTAR Electric Co 540000.0 548354.59 CORP Long
25470DBF5 25470DBF5 Discovery Communications LLC 500000.0 474318.0 CORP Long
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67059N108 67059N108 Nutanix Inc 165146.0 7875812.74 CORP Long
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05368V106 05368V106 Avient Corp 64323.0 2673907.11 CORP Long
24422EVK2 24422EVK2 John Deere Capital Corp 500000.0 463655.88 CORP Long
36213FAP8 36213FAP8 Ginnie Mae I Pool 3511.219 3655.07 USGA Long
198516106 198516106 Columbia Sportswear Co 22088.0 1756879.52 CORP Long
064159QE9 064159QE9 Bank of Nova Scotia/The 725000.0 686849.03 CORP Long
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20030NBT7 20030NBT7 Comcast Corp 700000.0 588970.35 CORP Long
008513AB9 008513AB9 Agree LP 500000.0 433936.01 CORP Long
3140X8BA4 3140X8BA4 Fannie Mae Pool 709771.61 638271.92 USGSE Long
940610108 940610108 Washington Trust Bancorp Inc 12408.0 401771.04 CORP Long
14913R2H9 14913R2H9 Caterpillar Financial Services Corp 825000.0 770559.63 CORP Long
00774MAZ8 00774MAZ8 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3000000.0 2426182.83 CORP Long
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31418EYP9 31418EYP9 Fannie Mae Pool 3199700.4743 3288970.52 USGSE Long
69371RS49 69371RS49 PACCAR Financial Corp 500000.0 499760.8 CORP Long
65473QBD4 65473QBD4 NiSource Inc 500000.0 503391.75 CORP Long
31335GNL5 31335GNL5 Freddie Mac Gold Pool 130.07 130.94 USGSE Long
31403DBD0 31403DBD0 Fannie Mae Pool 193237.28 198372.99 USGSE Long
06738EBD6 06738EBD6 Barclays PLC 1000000.0 982624.82 CORP Long
31402CU75 31402CU75 Fannie Mae Pool 37984.7468 39025.91 USGSE Long
62526P406 62526P406 Mullen Automotive Inc 58.0 828.82 CORP Long
46641WAZ0 46641WAZ0 JPMBB Commercial Mortgage Securities Trust 2014-C19 175000.0 172678.92 CORP Long
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756109AW4 756109AW4 Realty Income Corp 575000.0 537368.72 CORP Long
31418CV43 31418CV43 Fannie Mae Pool 2634519.22 2585076.93 USGSE Long
3136BFRV7 3136BFRV7 Fannie Mae-Aces 225000.0 185727.92 USGSE Long
912810RP5 912810RP5 United States Treasury Note/Bond 16493000.0 13606725.0 UST Long
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45384B106 45384B106 Independent Bank Group Inc 25329.0 1288739.52 CORP Long
71377A103 71377A103 Performance Food Group Co 108158.0 7479125.7 CORP Long
85771PAE2 85771PAE2 Equinor ASA 325000.0 300187.22 CORP Long
210518CU8 210518CU8 Consumers Energy Co 600000.0 514696.0 CORP Long
26442CAU8 26442CAU8 Duke Energy Carolinas LLC 400000.0 330913.38 CORP Long
50107A104 50107A104 Kronos Bio Inc 30839.0 38548.75 CORP Long
11134LAR0 11134LAR0 Broadcom Corp / Broadcom Cayman Finance Ltd 800000.0 767288.2 CORP Long
36176XFP9 36176XFP9 Ginnie Mae I Pool 307125.34 292175.68 USGA Long
254010AD3 254010AD3 Dignity Health 100000.0 98030.8 CORP Long
61763XAE6 61763XAE6 Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 100000.0 98075.08 CORP Long
097023CN3 097023CN3 Boeing Co/The 500000.0 451243.28 CORP Long
36179TZ65 36179TZ65 Ginnie Mae II Pool 324586.4153 321171.21 USGA Long
26817Q886 26817Q886 Dynex Capital Inc 38200.0 478264.0 CORP Long
31292GTN6 31292GTN6 Freddie Mac Gold Pool 595.81 602.29 USGSE Long
682680AT0 682680AT0 ONEOK Inc 775000.0 694441.4 CORP Long
3128MJ2G4 3128MJ2G4 Freddie Mac Gold Pool 3190420.58 2983594.55 USGSE Long
437076102 437076102 Home Depot Inc/The 684315.0 237149363.25 CORP Long
31405QP85 31405QP85 Fannie Mae Pool 17441.0577 17662.3 USGSE Long
29250NAL9 29250NAL9 Enbridge Inc 550000.0 543250.28 CORP Long
456837AH6 456837AH6 ING Groep NV 1300000.0 1258886.88 CORP Long
06211CAG0 06211CAG0 BANK5 2023-5YR2 500000.0 529274.35 CORP Long
03937LAA3 03937LAA3 Arch Capital Group Ltd 500000.0 572505.3 CORP Long
3132Y1HK7 3132Y1HK7 Freddie Mac Gold Pool 845851.74 810178.96 USGSE Long
3136BDUC0 3136BDUC0 Fannie Mae-Aces 725000.0 588110.21 USGSE Long
406216101 406216101 Halliburton Co 549559.0 19866557.85 CORP Long
31294UAM5 31294UAM5 Freddie Mac Gold Pool 395513.45 374693.62 USGSE Long
03523TBW7 03523TBW7 Anheuser-Busch InBev Worldwide Inc 1000000.0 1121694.96 CORP Long
3128MMT94 3128MMT94 Freddie Mac Gold Pool 697289.4 664174.08 USGSE Long
31406QHC4 31406QHC4 Fannie Mae Pool 40632.0681 41119.15 USGSE Long
12189LBK6 12189LBK6 Burlington Northern Santa Fe LLC 1325000.0 1382165.35 CORP Long
606822CK8 606822CK8 Mitsubishi UFJ Financial Group Inc 625000.0 634932.87 CORP Long
06542BBH9 06542BBH9 BANK 2021-BNK32 350000.0 300041.04 CORP Long
857477AW3 857477AW3 State Street Corp 4500000.0 4298700.92 CORP Long
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251525AP6 251525AP6 Deutsche Bank AG 778000.0 764056.09 CORP Long
3622ACFS4 3622ACFS4 Ginnie Mae II Pool 1557778.658 1552837.54 USGA Long
31371E4M4 31371E4M4 Fannie Mae Pool 28.3 28.64 USGSE Long
31417EGF2 31417EGF2 Fannie Mae Pool 179518.88 164659.19 USGSE Long
001306AB5 001306AB5 AHS Hospital Corp 325000.0 317255.62 CORP Long
842400HV8 842400HV8 Southern California Edison Co 500000.0 526659.18 CORP Long
28225C806 28225C806 eGain Corp 16436.0 136911.88 CORP Long
61774LBF5 61774LBF5 MORGAN STANLEY CAPITAL I TRUST MSC_22-L8 750000.0 681766.65 CORP Long
224408104 224408104 Crane Co 33514.0 3959343.96 CORP Long
059165EC0 059165EC0 Baltimore Gas and Electric Co 725000.0 795406.95 CORP Long
3132D6AM2 3132D6AM2 Freddie Mac Pool 81776.7713 75374.4 USGSE Long
842400GG2 842400GG2 Southern California Edison Co 1920000.0 1575057.25 CORP Long
44891RAC4 44891RAC4 HYUNDAI AUTO RECEIVABLES TRUST HART_20-C 20779.94 20660.49 CORP Long
07336DAW1 07336DAW1 BBCMS Mortgage Trust 2023-C20 175000.0 182031.92 CORP Long
3132DWBN2 3132DWBN2 Freddie Mac Pool 6378659.9177 4950256.62 USGSE Long
06035RAS5 06035RAS5 BANK 2018-BNK14 250000.0 241122.75 CORP Long
3140XMLU8 3140XMLU8 Fannie Mae Pool 3250960.247 3332362.99 USGSE Long
3620AQ7C1 3620AQ7C1 Ginnie Mae I Pool 53109.1 53422.13 USGA Long
38526M106 38526M106 Grand Canyon Education Inc 20137.0 2658889.48 CORP Long
31283GXA0 31283GXA0 Freddie Mac Gold Pool 893.06 914.87 USGSE Long
161175AZ7 161175AZ7 Charter Communications Operating LLC / Charter Communications Operating Capital 1064000.0 1080294.73 CORP Long
92343VCV4 92343VCV4 Verizon Communications Inc 1254000.0 1180983.98 CORP Long
05465P101 05465P101 Axonics Inc 35674.0 2219993.02 CORP Long
191241AJ7 191241AJ7 Coca-Cola Femsa SAB de CV 500000.0 397659.92 CORP Long
184496107 184496107 Clean Harbors Inc 34142.0 5958120.42 CORP Long
3132E02Q4 3132E02Q4 Freddie Mac Pool 1485487.845 1513223.69 USGSE Long
31418D4H2 31418D4H2 Fannie Mae Pool 1288045.7624 1160979.53 USGSE Long
31418CDH4 31418CDH4 Fannie Mae Pool 1282598.86 1221498.8 USGSE Long
316773DF4 316773DF4 Fifth Third Bancorp 500000.0 464916.26 CORP Long
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00846UAL5 00846UAL5 Agilent Technologies Inc 293000.0 268151.86 CORP Long
00912XBA1 00912XBA1 Air Lease Corp 600000.0 584288.09 CORP Long
31335ACR7 31335ACR7 Freddie Mac Gold Pool 531591.32 503485.18 USGSE Long
313148306 313148306 Federal Agricultural Mortgage Corp 5682.0 1086512.04 CORP Long
3140XKPY0 3140XKPY0 Fannie Mae Pool 1726614.4933 1718046.34 USGSE Long
31418C2X1 31418C2X1 Fannie Mae Pool 351370.73 339862.67 USGSE Long
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90355N101 90355N101 USCB Financial Holdings Inc 8587.0 105190.75 CORP Long
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440452AF7 440452AF7 Hormel Foods Corp 775000.0 659180.06 CORP Long
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3132D6NU0 3132D6NU0 Freddie Mac Pool 2748772.9304 2477543.26 USGSE Long
871829BJ5 871829BJ5 Sysco Corp 425000.0 312263.39 CORP Long
907818FT0 907818FT0 Union Pacific Corp 1500000.0 1203025.1 CORP Long
02008JAD8 02008JAD8 ALLY AUTO RECEIVABLES TRUST ALLYA_22-1 50000.0 48623.91 CORP Long
09261LAC2 09261LAC2 Blackstone Secured Lending Fund 500000.0 477376.47 CORP Long
892672106 892672106 Tradeweb Markets Inc 78816.0 7162798.08 CORP Long
651639AV8 651639AV8 Newmont Corp 500000.0 508517.93 CORP Long
535919500 535919500 Lions Gate Entertainment Corp 88271.0 899481.49 CORP Long
3140QRSA2 3140QRSA2 Fannie Mae Pool 826799.4375 842909.87 USGSE Long
30040WAJ7 30040WAJ7 Eversource Energy 500000.0 465994.36 CORP Long
16411QAK7 16411QAK7 Cheniere Energy Partners LP 629000.0 572128.25 CORP Long
244199BD6 244199BD6 Deere & Co 455000.0 481110.55 CORP Long
037833EV8 037833EV8 Apple Inc 816000.0 828123.99 CORP Long
31418CVB7 31418CVB7 Fannie Mae Pool 356142.74 337850.89 USGSE Long
674599105 674599105 Occidental Petroleum Corp 453753.0 27093591.63 CORP Long
3132DP4U9 3132DP4U9 Freddie Mac Pool 2051507.0893 1835933.49 USGSE Long
21H040616 21H040616 Ginnie Mae II Pool -2000000.0 -1910000.0 USGA Short
12572QAJ4 12572QAJ4 CME Group Inc 300000.0 293494.12 CORP Long
3140X9N92 3140X9N92 Fannie Mae Pool 448089.3911 415463.24 USGSE Long
36206GMY3 36206GMY3 Ginnie Mae I Pool 10648.08 10783.74 USGA Long
79466LAL8 79466LAL8 Salesforce Inc 2300000.0 1646794.73 CORP Long
3140QEB68 3140QEB68 Fannie Mae Pool 3883888.215 3371597.53 USGSE Long
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311900104 311900104 Fastenal Co 392346.0 25412250.42 CORP Long
3132E0HT2 3132E0HT2 Freddie Mac Pool 1386532.5222 1409747.51 USGSE Long
191216CQ1 191216CQ1 Coca-Cola Co/The 525000.0 489486.51 CORP Long
912828YU8 912828YU8 United States Treasury Note/Bond 25526000.0 23858833.13 UST Long
13645RAS3 13645RAS3 Canadian Pacific Railway Co 100000.0 97418.14 CORP Long
171779309 171779309 Ciena Corp 103776.0 4670957.76 CORP Long
31418DTM4 31418DTM4 Fannie Mae Pool 1321942.179 1193048.06 USGSE Long
370334CG7 370334CG7 General Mills Inc 1100000.0 1085637.87 CORP Long
31418EGJ3 31418EGJ3 Fannie Mae Pool 6223197.08 5887275.12 USGSE Long
454889AU0 454889AU0 Indiana Michigan Power Co 500000.0 356765.37 CORP Long
253798102 253798102 Digi International Inc 24409.0 634634.0 CORP Long
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31418BHX7 31418BHX7 Fannie Mae Pool 264644.76 249367.66 USGSE Long
3140XKAS9 3140XKAS9 Fannie Mae Pool 2106362.8428 1795098.02 USGSE Long
3131XUHY6 3131XUHY6 Freddie Mac Pool 85573.66 79912.45 USGSE Long
3137F9CT6 3137F9CT6 Freddie Mac Multifamily Structured Pass Through Certificates 1225000.0 1024514.54 USGSE Long
315616102 315616102 F5 Inc 40793.0 7301131.14 CORP Long
816851BJ7 816851BJ7 Sempra 400000.0 329347.89 CORP Long
86964WAF9 86964WAF9 Suzano Austria GmbH 1050000.0 1072809.56 CORP Long
00489Q102 00489Q102 ACRES Commercial Realty Corp 5440.0 52332.8 CORP Long
24703TAE6 24703TAE6 Dell International LLC / EMC Corp 1000000.0 1001617.12 CORP Long
437076CA8 437076CA8 Home Depot Inc/The 3156000.0 2977729.21 CORP Long
06051GJS9 06051GJS9 Bank of America Corp 2500000.0 2289929.45 CORP Long
91412GHA6 91412GHA6 University of California 705000.0 663677.69 MUN Long
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3133B6DS6 3133B6DS6 Freddie Mac Pool 208394.2774 185407.91 USGSE Long
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92645B103 92645B103 Victory Capital Holdings Inc 25303.0 871435.32 CORP Long
629377508 629377508 NRG Energy Inc 155605.0 8044778.5 CORP Long
36207KE71 36207KE71 Ginnie Mae I Pool 1107.19 1118.78 USGA Long
92890PAG9 92890PAG9 WFRBS Commercial Mortgage Trust 2013-C14 53151.01 50825.75 CORP Long
12592BAL8 12592BAL8 CNH Industrial Capital LLC 260000.0 243909.13 CORP Long
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747525BQ5 747525BQ5 QUALCOMM Inc 300000.0 298052.86 CORP Long
3136AUKX8 3136AUKX8 Fannie Mae-Aces 874221.09 830865.49 USGSE Long
733174700 733174700 Popular Inc 48911.0 4014125.77 CORP Long
539439AQ2 539439AQ2 Lloyds Banking Group PLC 2250000.0 2117097.56 CORP Long
67103HAE7 67103HAE7 O'Reilly Automotive Inc 500000.0 485747.63 CORP Long
492854104 492854104 Kewaunee Scientific Corp 1646.0 47849.22 CORP Long
31418DQ70 31418DQ70 Fannie Mae Pool 13298713.535 10957629.28 USGSE Long
36225EWN8 36225EWN8 Ginnie Mae II Pool 2488.6 2510.24 USGA Long
896215209 896215209 TriMas Corp 29733.0 753136.89 CORP Long
12591RBF6 12591RBF6 COMM 2014-CCRE15 Mortgage Trust 175000.0 155338.66 CORP Long
36250PAE5 36250PAE5 GS Mortgage Securities Trust 2015-GC32 125230.122 122416.51 CORP Long
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25470DAS8 25470DAS8 Discovery Communications LLC 530000.0 475247.43 CORP Long
10921T101 10921T101 Brightcove Inc 33486.0 86728.74 CORP Long
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256677105 256677105 Dollar General Corp 151817.0 20639521.15 CORP Long
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3132DP6X1 3132DP6X1 Freddie Mac Pool 1231376.205 1218807.55 USGSE Long
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3140XDK88 3140XDK88 Fannie Mae Pool 1398312.036 1258427.84 USGSE Long
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37045XDE3 37045XDE3 General Motors Financial Co Inc 500000.0 413499.38 CORP Long
045167EZ2 045167EZ2 Asian Development Bank 4000000.0 3699903.8 CORP Long
3128MJ3N8 3128MJ3N8 Freddie Mac Gold Pool 1584748.16 1472335.32 USGSE Long
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31418DNB4 31418DNB4 Fannie Mae Pool 115881.62 110352.86 USGSE Long
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364760108 364760108 Gap Inc/The 130343.0 2725472.13 CORP Long
90931MAA4 90931MAA4 United Airlines 2016-1 Class A Pass Through Trust 273362.52 242914.08 CORP Long
880591EY4 880591EY4 Tennessee Valley Authority 500000.0 463190.12 USGA Long
70509V100 70509V100 Pebblebrook Hotel Trust 83700.0 1337526.0 CORP Long
47215PAE6 47215PAE6 JD.com Inc 300000.0 271492.96 CORP Long
92939UAK2 92939UAK2 WEC Energy Group Inc 500000.0 498029.73 CORP Long
31418BZD1 31418BZD1 Fannie Mae Pool 474303.79 457473.31 USGSE Long
31335H5Y5 31335H5Y5 Freddie Mac Gold Pool 4454.42 4494.64 USGSE Long
91087BAK6 91087BAK6 Mexico Government International Bond 700000.0 673819.94 NUSS Long
29278NAN3 29278NAN3 Energy Transfer LP 1000000.0 1013288.57 CORP Long
203607106 203607106 Community Bank System Inc 37485.0 1953343.35 CORP Long
06051GJA8 06051GJA8 Bank of America Corp 5500000.0 4643681.96 CORP Long
58013MFQ2 58013MFQ2 McDonald's Corp 2175000.0 2064240.3 CORP Long
66988AAJ3 66988AAJ3 Novant Health Inc 1000000.0 673375.04 CORP Long
68389XBV6 68389XBV6 Oracle Corp 2950000.0 2662514.71 CORP Long
260543DD2 260543DD2 Dow Chemical Co/The 750000.0 580096.93 CORP Long
3140QGE29 3140QGE29 Fannie Mae Pool 1249040.36 1022336.04 USGSE Long
95000U2A0 95000U2A0 Wells Fargo & Co 1048000.0 998558.67 CORP Long
13063A5E0 13063A5E0 State of California 1770000.0 2147911.82 MUN Long
025816DH9 025816DH9 American Express Co 800000.0 816046.45 CORP Long
11133TAC7 11133TAC7 Broadridge Financial Solutions Inc 320000.0 308508.32 CORP Long
126408HF3 126408HF3 CSX Corp 400000.0 332488.07 CORP Long
461070AU8 461070AU8 Interstate Power and Light Co 250000.0 263174.14 CORP Long
36179NQ50 36179NQ50 Ginnie Mae II Pool 1470639.84 1437951.34 USGA Long
95000MBN0 95000MBN0 Wells Fargo Commercial Mortgage Trust 2016-C36 144491.35 135657.22 CORP Long
31376KGM2 31376KGM2 Fannie Mae Pool 72884.3423 76528.55 USGSE Long
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983919AK7 983919AK7 Xilinx Inc 550000.0 486862.9 CORP Long
3128MJR36 3128MJR36 Freddie Mac Gold Pool 248990.57 225308.65 USGSE Long
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3132DVL94 3132DVL94 Freddie Mac Pool 6034878.7009 5191940.72 USGSE Long
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36211DUU2 36211DUU2 Ginnie Mae I Pool 1628.87 1656.06 USGA Long
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36179VHS2 36179VHS2 Ginnie Mae II Pool 790789.75 722433.01 USGA Long
36179VZR4 36179VZR4 Ginnie Mae II Pool 12367477.818 10878350.63 USGA Long
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3138MRKQ3 3138MRKQ3 Fannie Mae Pool 362687.96 340789.08 USGSE Long
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31292HSQ8 31292HSQ8 Freddie Mac Gold Pool 3928.1026 4240.11 USGSE Long
84265VAJ4 84265VAJ4 Southern Copper Corp 1280000.0 1301784.65 CORP Long
3128PXKV7 3128PXKV7 Freddie Mac Gold Pool 369420.09 345610.97 USGSE Long
135087N75 135087N75 Canada Government International Bond 2515000.0 2459713.18 NUSS Long
9128283P3 9128283P3 United States Treasury Note/Bond 3167000.0 3088814.69 UST Long
3137BFXT3 3137BFXT3 Freddie Mac Multifamily Structured Pass Through Certificates 2375000.0 2320159.83 USGSE Long
31296SQV1 31296SQV1 Freddie Mac Gold Pool 52827.73 55625.49 USGSE Long
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156504300 156504300 Century Communities Inc 20627.0 1879944.78 CORP Long
36179XDE3 36179XDE3 Ginnie Mae II Pool 9475472.91 9221850.51 USGA Long
24422EVB2 24422EVB2 John Deere Capital Corp 1647000.0 1556867.32 CORP Long
31413Q4P0 31413Q4P0 Fannie Mae Pool 9464.83 9974.83 USGSE Long
29874QEE0 29874QEE0 European Bank for Reconstruction & Development 100000.0 96483.59 CORP Long
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29273VAQ3 29273VAQ3 Energy Transfer LP 400000.0 413346.24 CORP Long
292505AE4 292505AE4 Ovintiv Inc 1000000.0 1035627.24 CORP Long
00486H105 00486H105 ADTRAN Holdings Inc 54634.0 401013.56 CORP Long
303901BB7 303901BB7 Fairfax Financial Holdings Ltd 400000.0 394203.31 CORP Long
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912828ZT0 912828ZT0 United States Treasury Note/Bond 37490000.0 35305037.81 UST Long
31418DTN2 31418DTN2 Fannie Mae Pool 1512696.98 1402575.82 USGSE Long
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3140X9GM1 3140X9GM1 Fannie Mae Pool 941814.8347 849836.63 USGSE Long
3137H2AD6 3137H2AD6 Freddie Mac Multifamily Structured Pass Through Certificates 5750000.0 4826573.0 USGSE Long
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31418BWU6 31418BWU6 Fannie Mae Pool 252635.7 243928.86 USGSE Long
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48253L205 48253L205 KLX Energy Services Holdings Inc 11351.0 127812.26 CORP Long
654106AH6 654106AH6 NIKE Inc 650000.0 631971.71 CORP Long
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427866BF4 427866BF4 Hershey Co/The 175000.0 165908.43 CORP Long
31297RUL9 31297RUL9 Freddie Mac Gold Pool 5495.73 5644.82 USGSE Long
30166YAF9 30166YAF9 EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-3A 100000.0 99394.99 CORP Long
36179VVY3 36179VVY3 Ginnie Mae II Pool 3366417.4931 2967592.96 USGA Long
950810101 950810101 WesBanco Inc 40356.0 1265967.72 CORP Long
20030NDM0 20030NDM0 Comcast Corp 1300000.0 1096582.7 CORP Long
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337358BD6 337358BD6 Wachovia Corp 100000.0 108414.43 CORP Long
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31417YCJ4 31417YCJ4 Fannie Mae Pool 27513.56 27044.18 USGSE Long
12634NAX6 12634NAX6 Csail 2015-C2 Commercial Mortgage Trust 225000.0 211288.19 CORP Long
36179NQ68 36179NQ68 Ginnie Mae II Pool 252546.48 252225.47 USGA Long
81684M104 81684M104 Semler Scientific Inc 4289.0 189959.81 CORP Long
670346105 670346105 Nucor Corp 169000.0 29412760.0 CORP Long
31288EAS6 31288EAS6 Freddie Mac Gold Pool 20835.6714 21825.16 USGSE Long
302491AW5 302491AW5 FMC Corp 300000.0 299686.26 CORP Long
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837004CJ7 837004CJ7 Dominion Energy South Carolina Inc 425000.0 406152.93 CORP Long
46590XAX4 46590XAX4 JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc 1650000.0 1652694.45 CORP Long
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36296QRL5 36296QRL5 Ginnie Mae I Pool 65858.04 65774.3 USGA Long
34984V209 34984V209 Forum Energy Technologies Inc 8700.0 192879.0 CORP Long
91159HJP6 91159HJP6 US Bancorp 800000.0 835010.14 CORP Long
46124HAH9 46124HAH9 Intuit Inc 990000.0 1086446.89 CORP Long
574599BP0 574599BP0 Masco Corp 500000.0 413415.51 CORP Long
46647PBJ4 46647PBJ4 JPMorgan Chase & Co 5675000.0 5535020.28 CORP Long
369550BK3 369550BK3 General Dynamics Corp 525000.0 514719.52 CORP Long
319829107 319829107 First Commonwealth Financial Corp 66653.0 1029122.32 CORP Long
31418ANZ7 31418ANZ7 Fannie Mae Pool 769928.87 723215.98 USGSE Long
872540109 872540109 TJX Cos Inc/The 786701.0 73800420.81 CORP Long
3621LQ109 3621LQ109 G1 Therapeutics Inc 32793.0 100018.65 CORP Long
3138LY5E3 3138LY5E3 Fannie Mae Pool 104481.89 99274.56 USGSE Long
25243YBE8 25243YBE8 Diageo Capital PLC 675000.0 563765.67 CORP Long
830830105 830830105 Skyline Champion Corp 34608.0 2569990.08 CORP Long
3132A9SE8 3132A9SE8 Freddie Mac Pool 742467.517 693009.6 USGSE Long
3140X63V1 3140X63V1 Fannie Mae Pool 1291269.756 1115302.36 USGSE Long
12674W109 12674W109 Cabaletta Bio Inc 26492.0 601368.4 CORP Long
458140BG4 458140BG4 Intel Corp 2200000.0 1793471.7 CORP Long
36179ME63 36179ME63 Ginnie Mae II Pool 79671.79 81711.4 USGA Long
06540YAH2 06540YAH2 BANK 2020-BNK28 180000.0 147994.27 CORP Long
36179N2J6 36179N2J6 Ginnie Mae II Pool 192190.48 183120.74 USGA Long
120568BC3 120568BC3 Bunge Ltd Finance Corp 1000000.0 870222.32 CORP Long
3140XLP77 3140XLP77 Fannie Mae Pool 1645724.837 1643646.78 USGSE Long
3137FG6T7 3137FG6T7 Freddie Mac Multifamily Structured Pass Through Certificates 850000.0 804149.3 USGSE Long
74340XCE9 74340XCE9 Prologis LP 200000.0 202711.54 CORP Long
462684101 462684101 IRIDEX Corp 8974.0 25216.94 CORP Long
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037735CU9 037735CU9 Appalachian Power Co 400000.0 391035.23 CORP Long
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3132GKZN9 3132GKZN9 Freddie Mac Gold Pool 349514.39 332170.96 USGSE Long
05348EAZ2 05348EAZ2 AvalonBay Communities Inc 280000.0 229041.44 CORP Long
12592PBF9 12592PBF9 COMM 2014-UBS6 Mortgage Trust 800000.0 782902.24 CORP Long
370334CW2 370334CW2 General Mills Inc 900000.0 933178.65 CORP Long
231021106 231021106 Cummins Inc 97199.0 23285964.43 CORP Long
202795JX9 202795JX9 Commonwealth Edison Co 300000.0 304586.83 CORP Long
912810TK4 912810TK4 United States Treasury Note/Bond 32648000.0 29209757.5 UST Long
91087BAJ9 91087BAJ9 Mexico Government International Bond 800000.0 792192.07 NUSS Long
427866AU2 427866AU2 Hershey Co/The 455000.0 445277.39 CORP Long
3132D6AK6 3132D6AK6 Freddie Mac Pool 2130311.0076 1854850.08 USGSE Long
98420X103 98420X103 X4 Pharmaceuticals Inc 107908.0 90480.86 CORP Long
98956PAH5 98956PAH5 Zimmer Biomet Holdings Inc 280000.0 248379.61 CORP Long
3133L7X44 3133L7X44 Freddie Mac Pool 1946863.785 1754458.94 USGSE Long
3140XBVV9 3140XBVV9 Fannie Mae Pool 1591270.68 1419568.12 USGSE Long
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24422EVC0 24422EVC0 John Deere Capital Corp 575000.0 559081.61 CORP Long
66989HAR9 66989HAR9 Novartis Capital Corp 2175000.0 1915382.3 CORP Long
589400AB6 589400AB6 Mercury General Corp 315000.0 301472.95 CORP Long
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075887BG3 075887BG3 Becton Dickinson & Co 675000.0 632185.16 CORP Long
31283GMQ7 31283GMQ7 Freddie Mac Gold Pool 18.65 19.13 USGSE Long
98978VAL7 98978VAL7 Zoetis Inc 800000.0 759468.43 CORP Long
92348KCD3 92348KCD3 VERIZON MASTER TRUST VZMT_23-7 200000.0 205443.0 CORP Long
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203668108 203668108 Community Health Systems Inc 92456.0 289387.28 CORP Long
3132A5GX7 3132A5GX7 Freddie Mac Pool 1035489.28 999599.74 USGSE Long
89236TEW1 89236TEW1 Toyota Motor Credit Corp 100000.0 98172.59 CORP Long
95002MAX7 95002MAX7 Wells Fargo Commercial Mortgage Trust 2019-C52 200000.0 178001.92 CORP Long
11161T207 11161T207 Broadwind Inc 12171.0 33713.67 CORP Long
98419J206 98419J206 XOMA Corp 4561.0 84378.5 CORP Long
91324PDK5 91324PDK5 UnitedHealth Group Inc 2100000.0 2057890.95 CORP Long
02343JAA8 02343JAA8 Amcor Flexibles North America Inc 432000.0 424599.97 CORP Long
742651DY5 742651DY5 Private Export Funding Corp 800000.0 712057.26 CORP Long
576000KV4 576000KV4 Massachusetts School Building Authority 500000.0 530697.75 MUN Long
759910102 759910102 KORU Medical Systems Inc 24374.0 59838.17 CORP Long
01988P108 01988P108 Veradigm Inc 75931.0 796516.19 CORP Long
253393AG7 253393AG7 Dick's Sporting Goods Inc 100000.0 71593.83 CORP Long
29273VAP5 29273VAP5 Energy Transfer LP 300000.0 306687.6 CORP Long
12625GAD6 12625GAD6 CNOOC Finance 2013 Ltd 970000.0 870868.5 CORP Long
3133KYU56 3133KYU56 Freddie Mac Pool 2439057.24 2024358.0 USGSE Long
3128MMUG6 3128MMUG6 Freddie Mac Gold Pool 237460.22 224078.01 USGSE Long
62459M107 62459M107 Movano Inc 27700.0 21644.78 CORP Long
914886AH9 914886AH9 University of Southern California 200000.0 206173.89 CORP Long
912810TB4 912810TB4 United States Treasury Note/Bond 45676000.0 29011394.59 UST Long
842400FP3 842400FP3 Southern California Edison Co 400000.0 404537.7 CORP Long
31413AZT3 31413AZT3 Fannie Mae Pool 2542.73 2615.34 USGSE Long
68323AFF6 68323AFF6 Province of Ontario Canada 2000000.0 1906591.2 NUSS Long
575718AF8 575718AF8 Massachusetts Institute of Technology 200000.0 158698.93 CORP Long
55279HAQ3 55279HAQ3 Manufacturers & Traders Trust Co 250000.0 231492.07 CORP Long
3140XFJ93 3140XFJ93 Fannie Mae Pool 1604138.1698 1322575.35 USGSE Long
90276VAD1 90276VAD1 UBS Commercial Mortgage Trust 2018-C8 480109.88 453513.91 CORP Long
02005NBT6 02005NBT6 Ally Financial Inc 600000.0 620629.66 CORP Long
291011104 291011104 Emerson Electric Co 391805.0 38134380.65 CORP Long
31418DNH1 31418DNH1 Fannie Mae Pool 1608982.66 1432931.48 USGSE Long
565849AP1 565849AP1 Marathon Oil Corp 1350000.0 1317799.56 CORP Long
731011AU6 731011AU6 Republic of Poland Government International Bond 1150000.0 1114487.91 NUSS Long
3138WAXR3 3138WAXR3 Fannie Mae Pool 86313.73 85715.48 USGSE Long
03076K108 03076K108 Ameris Bancorp 43077.0 2285234.85 CORP Long
500769JZ8 500769JZ8 Kreditanstalt fuer Wiederaufbau 3275000.0 3311334.62 CORP Long
031652100 031652100 Amkor Technology Inc 85823.0 2855331.21 CORP Long
344930AD4 344930AD4 FORD CREDIT AUTO OWNER TRUST FORDO_23-B 250000.0 252662.45 CORP Long
62548LAA0 62548LAA0 MultiCare Health System 500000.0 307392.37 CORP Long
56035LAE4 56035LAE4 Main Street Capital Corp 458000.0 417861.33 CORP Long
94188P101 94188P101 Waterstone Financial Inc 16159.0 229457.8 CORP Long
285512AD1 285512AD1 Electronic Arts Inc 275000.0 275479.39 CORP Long
876030AE7 876030AE7 Tapestry Inc 800000.0 843540.71 CORP Long
74340XBN0 74340XBN0 Prologis LP 1211000.0 1118033.43 CORP Long
623115AF9 623115AF9 Mount Sinai Hospital 500000.0 350727.99 CORP Long
00090Q103 00090Q103 ADT Inc 243167.0 1658398.94 CORP Long
26484T106 26484T106 Dun & Bradstreet Holdings Inc 199632.0 2335694.4 CORP Long
31408GFE2 31408GFE2 Fannie Mae Pool 6503.07 6819.26 USGSE Long
260543DC4 260543DC4 Dow Chemical Co/The 750000.0 642319.82 CORP Long
007002108 007002108 Adicet Bio Inc 25167.0 47565.63 CORP Long
02079KAD9 02079KAD9 Alphabet Inc 1000000.0 829418.97 CORP Long
06428CAA2 06428CAA2 Bank of America NA 1640000.0 1670317.53 CORP Long
92556HAD9 92556HAD9 Paramount Global 1000000.0 894132.57 CORP Long
438516CM6 438516CM6 Honeywell International Inc 600000.0 603477.34 CORP Long
446413AL0 446413AL0 Huntington Ingalls Industries Inc 500000.0 472792.78 CORP Long
3138EHBB7 3138EHBB7 Fannie Mae Pool 832359.11 844210.07 USGSE Long
02079KAE7 02079KAE7 Alphabet Inc 1000000.0 694622.48 CORP Long
3133KYVB2 3133KYVB2 Freddie Mac Pool 930683.1702 772415.47 USGSE Long
36179RNV7 36179RNV7 Ginnie Mae II Pool 183659.96 166314.78 USGA Long
91688R108 91688R108 Ur-Energy Inc 182060.0 280372.4 CORP Long
828807CW5 828807CW5 Simon Property Group LP 195000.0 189149.96 CORP Long
29283F103 29283F103 EngageSmart Inc 30172.0 690938.8 CORP Long
98978VAM5 98978VAM5 Zoetis Inc 400000.0 340151.29 CORP Long
01748X102 01748X102 Allegiant Travel Co 10482.0 865918.02 CORP Long
47215PAC0 47215PAC0 JD.com Inc 400000.0 389657.26 CORP Long
75972YAA9 75972YAA9 RenaissanceRe Finance Inc 159000.0 155236.28 CORP Long
3128UGHH3 3128UGHH3 Freddie Mac Non Gold Pool 5759.89 5931.12 USGSE Long
398905109 398905109 Group 1 Automotive Inc 8753.0 2667389.22 CORP Long
3132DWE74 3132DWE74 Freddie Mac Pool 4196251.7599 4154767.62 USGSE Long
808513BY0 808513BY0 Charles Schwab Corp/The 1330000.0 1238159.42 CORP Long
3140XBC65 3140XBC65 Fannie Mae Pool 912441.4265 850195.77 USGSE Long
039482AE4 039482AE4 Archer-Daniels-Midland Co 230000.0 230401.15 CORP Long
110122DX3 110122DX3 Bristol-Myers Squibb Co 825000.0 643237.21 CORP Long
3140XCGW2 3140XCGW2 Fannie Mae Pool 1241577.1649 1065119.13 USGSE Long
24869P104 24869P104 Denny's Corp 37823.0 411514.24 CORP Long
02361DAZ3 02361DAZ3 Ameren Illinois Co 500000.0 559803.84 CORP Long
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31418CRD8 31418CRD8 Fannie Mae Pool 493147.73 476057.45 USGSE Long
64972FK88 64972FK88 New York City Municipal Water Finance Authority 100000.0 111798.6 MUN Long
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31428XBQ8 31428XBQ8 FedEx Corp 700000.0 583515.12 CORP Long
46642EAZ9 46642EAZ9 JPMBB Commercial Mortgage Securities Trust 2014-C21 4627.64 4604.0 CORP Long
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14040HDC6 14040HDC6 Capital One Financial Corp 800000.0 877710.26 CORP Long
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36250VAD4 36250VAD4 GS Mortgage Securities Trust 2015-GC34 400000.0 377415.0 CORP Long
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3137FLN34 3137FLN34 Freddie Mac Multifamily Structured Pass Through Certificates 1565000.0 1523691.2 USGSE Long
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718286CV7 718286CV7 Philippine Government International Bond 600000.0 612422.72 NUSS Long
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31385XM61 31385XM61 Fannie Mae Pool 5122.11 5177.07 USGSE Long
36202FJ72 36202FJ72 Ginnie Mae II Pool 13051.76 12352.58 USGA Long
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55336VAR1 55336VAR1 MPLX LP 950000.0 916878.05 CORP Long
20030NBS9 20030NBS9 Comcast Corp 2000000.0 1941645.08 CORP Long
31418ADV7 31418ADV7 Fannie Mae Pool 181136.23 166146.59 USGSE Long
3133KYWF2 3133KYWF2 Freddie Mac Pool 1307713.2967 1156909.76 USGSE Long
3140QSG21 3140QSG21 Fannie Mae Pool 2222714.391 2223259.18 USGSE Long
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31413KR60 31413KR60 Fannie Mae Pool 20359.75 21456.55 USGSE Long
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36200TFL7 36200TFL7 Ginnie Mae I Pool 520.38 518.96 USGA Long
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46817MAL1 46817MAL1 Jackson Financial Inc 500000.0 419869.16 CORP Long
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30034T103 30034T103 Everi Holdings Inc 60589.0 682838.03 CORP Long
31401ALQ8 31401ALQ8 Fannie Mae Pool 7132.18 7331.03 USGSE Long
31418DZV7 31418DZV7 Fannie Mae Pool 17977739.9916 14750070.49 USGSE Long
06742LAV5 06742LAV5 BARCLAYS DRYROCK ISSUANCE TRUST DROCK_22-1 450000.0 438668.87 CORP Long
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912810RT7 912810RT7 United States Treasury Note/Bond 29393700.0 20961382.31 UST Long
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50540RAV4 50540RAV4 Laboratory Corp of America Holdings 425000.0 413344.18 CORP Long
46642CBJ8 46642CBJ8 JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 250000.0 247052.03 CORP Long
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312941NF0 312941NF0 Freddie Mac Gold Pool 222085.37 216903.25 USGSE Long
3620AGUF0 3620AGUF0 Ginnie Mae I Pool 1529.67 1542.44 USGA Long
06738ECD5 06738ECD5 Barclays PLC 1500000.0 1603016.67 CORP Long
292812104 292812104 Enfusion Inc 14958.0 145092.6 CORP Long
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31283NBF8 31283NBF8 Freddie Mac Gold Pool 20021.66 20809.11 USGSE Long
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36204RHZ4 36204RHZ4 Ginnie Mae I Pool 325.06 330.27 USGA Long
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065402BC2 065402BC2 BANK 2019-BNK18 640000.0 558353.47 CORP Long
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36208WBE2 36208WBE2 Ginnie Mae I Pool 430.36 435.8 USGA Long
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31410LTW2 31410LTW2 Fannie Mae Pool 1148936.29 1082777.44 USGSE Long
3137FARE0 3137FARE0 Freddie Mac Multifamily Structured Pass Through Certificates 1061877.13 1047589.47 USGSE Long
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26884ABB8 26884ABB8 ERP Operating LP 600000.0 532355.17 CORP Long
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98164JAD6 98164JAD6 WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-A 400000.0 398907.76 CORP Long
316773CY4 316773CY4 Fifth Third Bancorp 1823000.0 1763749.53 CORP Long
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H84989104 H84989104 TE Connectivity Ltd 212838.0 29903739.0 CORP Long
36179TE27 36179TE27 Ginnie Mae II Pool 885269.2865 862609.93 USGA Long
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37940XAH5 37940XAH5 Global Payments Inc 800000.0 683912.14 CORP Long
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30041T104 30041T104 Everspin Technologies Inc 8413.0 76053.52 CORP Long
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3136AQSZ4 3136AQSZ4 Fannie Mae-Aces 499175.35 484798.75 USGSE Long
3128K4UA1 3128K4UA1 Freddie Mac Gold Pool 44013.42 45107.27 USGSE Long
36179XTD8 36179XTD8 Ginnie Mae II Pool 5201178.0615 5258481.0 USGA Long
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61747YDY8 61747YDY8 Morgan Stanley 2850000.0 2573917.99 CORP Long
36176W7F2 36176W7F2 Ginnie Mae I Pool 673057.44 639732.89 USGA Long
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58013MFH2 58013MFH2 McDonald's Corp 900000.0 834291.03 CORP Long
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842400HD8 842400HD8 Southern California Edison Co 500000.0 429092.51 CORP Long
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03027XBV1 03027XBV1 American Tower Corp 600000.0 577396.63 CORP Long
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05554FAF2 05554FAF2 BBCMS Mortgage Trust 2023-C22 100000.0 111768.49 CORP Long
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32043P106 32043P106 First Guaranty Bancshares Inc 4784.0 53198.08 CORP Long
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30049H102 30049H102 Evolv Technologies Holdings Inc 64100.0 302552.0 CORP Long
49372L100 49372L100 Kezar Life Sciences Inc 37867.0 35875.2 CORP Long
64966Q7G9 64966Q7G9 City of New York NY 200000.0 225456.36 MUN Long
3133BGC71 3133BGC71 Freddie Mac Pool 534287.7388 529774.61 USGSE Long
95000YAY1 95000YAY1 Wells Fargo Commercial Mortgage Trust 2017-C40 600000.0 566388.3 CORP Long
36225EU75 36225EU75 Ginnie Mae II Pool 3148.18 3141.41 USGA Long
31428XBZ8 31428XBZ8 FedEx Corp 639000.0 625811.03 CORP Long
428291AN8 428291AN8 Hexcel Corp 189000.0 182128.57 CORP Long
62886E108 62886E108 NCR Voyix Corp 92673.0 1567100.43 CORP Long
36179NX60 36179NX60 Ginnie Mae II Pool 722701.258 706637.42 USGA Long
3140XABH4 3140XABH4 Fannie Mae Pool 1011002.155 910704.37 USGSE Long
3133B72Y3 3133B72Y3 Freddie Mac Pool 87330.3229 71338.46 USGSE Long
74874Q100 74874Q100 QuinStreet Inc 34959.0 448174.38 CORP Long
31418DUG5 31418DUG5 Fannie Mae Pool 15757024.8684 12938936.12 USGSE Long
87612E106 87612E106 Target Corp 317461.0 45212795.62 CORP Long
3620AQMP5 3620AQMP5 Ginnie Mae I Pool 245453.36 245141.41 USGA Long
920253101 920253101 Valmont Industries Inc 14069.0 3285252.19 CORP Long
74767V109 74767V109 QuantumScape Corp 218781.0 1520527.95 CORP Long
202795JK7 202795JK7 Commonwealth Edison Co 275000.0 259740.05 CORP Long
3138WE5R6 3138WE5R6 Fannie Mae Pool 437297.9 415170.01 USGSE Long
452308AR0 452308AR0 Illinois Tool Works Inc 800000.0 716459.82 CORP Long
31405PCY4 31405PCY4 Fannie Mae Pool 30520.5161 31896.08 USGSE Long
045167EJ8 045167EJ8 Asian Development Bank 1600000.0 1540260.64 CORP Long
45774W108 45774W108 Insteel Industries Inc 12794.0 489882.26 CORP Long
37045VAY6 37045VAY6 General Motors Co 500000.0 508958.19 CORP Long
11135FAN1 11135FAN1 Broadcom Inc 588000.0 568218.9 CORP Long
253393AF9 253393AF9 Dick's Sporting Goods Inc 600000.0 511076.4 CORP Long
58013MEV2 58013MEV2 McDonald's Corp 925000.0 873118.81 CORP Long
74640Y106 74640Y106 Purple Innovation Inc 45093.0 46445.79 CORP Long
521865BC8 521865BC8 Lear Corp 500000.0 408411.69 CORP Long
461070AQ7 461070AQ7 Interstate Power and Light Co 240000.0 227501.04 CORP Long
002120202 002120202 aTyr Pharma Inc 38420.0 54172.2 CORP Long
714046AH2 714046AH2 Revvity Inc 500000.0 422786.22 CORP Long
80286PAC5 80286PAC5 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-5 350000.0 354066.09 CORP Long
26414D106 26414D106 Duckhorn Portfolio Inc/The 27109.0 267023.65 CORP Long
3138AEJQ7 3138AEJQ7 Fannie Mae Pool 50142.63 51328.49 USGSE Long
00440EAH0 00440EAH0 Chubb INA Holdings Inc 180000.0 209294.97 CORP Long
29358P101 29358P101 Ensign Group Inc/The 38803.0 4354084.63 CORP Long
00287YBX6 00287YBX6 AbbVie Inc 3150000.0 2943156.48 CORP Long
254683CP8 254683CP8 DISCOVER CARD EXECUTION NOTE TRUST DCENT_21-1 850000.0 821856.08 CORP Long
36200MY72 36200MY72 Ginnie Mae I Pool 3384.7712 3418.69 USGA Long
913366KV1 913366KV1 Regents of the University of California Medical Center Pooled Revenue 250000.0 239858.85 MUN Long
032654AV7 032654AV7 Analog Devices Inc 900000.0 766669.19 CORP Long
36206EEK7 36206EEK7 Ginnie Mae I Pool 85.39 86.34 USGA Long
86562MCB4 86562MCB4 Sumitomo Mitsui Financial Group Inc 1300000.0 1095795.12 CORP Long
237690102 237690102 Data I/O Corp 3396.0 9984.24 CORP Long
61767EAE4 61767EAE4 Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 575000.0 532069.41 CORP Long
548661EQ6 548661EQ6 Lowe's Cos Inc 650000.0 668170.61 CORP Long
17322MAZ9 17322MAZ9 Citigroup Commercial Mortgage Trust 2014-GC21 150000.0 140690.51 CORP Long
3132DQ7D2 3132DQ7D2 Freddie Mac Pool 1902196.3101 1917345.78 USGSE Long
231082801 231082801 Cumulus Media Inc 10024.0 53327.68 CORP Long
693506107 693506107 PPG Industries Inc 161902.0 24212444.1 CORP Long
89417EAK5 89417EAK5 Travelers Cos Inc/The 250000.0 223834.66 CORP Long
778296AG8 778296AG8 Ross Stores Inc 400000.0 329463.23 CORP Long
832696AP3 832696AP3 J M Smucker Co/The 100000.0 88362.97 CORP Long
3138EH6R8 3138EH6R8 Fannie Mae Pool 57572.31 60213.04 USGSE Long
256677AP0 256677AP0 Dollar General Corp 800000.0 815710.22 CORP Long
694308KP1 694308KP1 Pacific Gas and Electric Co 700000.0 770669.29 CORP Long
649322AD6 649322AD6 New York and Presbyterian Hospital/The 425000.0 359345.01 CORP Long
88080T104 88080T104 Terawulf Inc 80900.0 194160.0 CORP Long
3140JLME1 3140JLME1 Fannie Mae Pool 151643.01 145124.83 USGSE Long
3138A2KC2 3138A2KC2 Fannie Mae Pool 224149.88 218987.17 USGSE Long
23257D103 23257D103 Cymabay Therapeutics Inc 76902.0 1816425.24 CORP Long
3133D3NG6 3133D3NG6 Freddie Mac Pool 373108.552 322844.19 USGSE Long
88947EAT7 88947EAT7 Toll Brothers Finance Corp 750000.0 732944.21 CORP Long
11135FBA8 11135FBA8 Broadcom Inc 1500000.0 1503194.07 CORP Long
845437BP6 845437BP6 Southwestern Electric Power Co 300000.0 281963.36 CORP Long
458140AS9 458140AS9 Intel Corp 1655000.0 1628882.97 CORP Long
92890KBF1 92890KBF1 WFRBS Commercial Mortgage Trust 2014-C22 100000.0 86021.49 CORP Long
3132D56F4 3132D56F4 Freddie Mac Pool 747726.09 693291.48 USGSE Long
608190AM6 608190AM6 Mohawk Industries Inc 500000.0 518275.28 CORP Long
808513BF1 808513BF1 Charles Schwab Corp/The 1000000.0 916866.91 CORP Long
829073105 829073105 Simpson Manufacturing Co Inc 29291.0 5799032.18 CORP Long
46642EAY2 46642EAY2 JPMBB Commercial Mortgage Securities Trust 2014-C21 100000.0 98690.3 CORP Long
36211NPH5 36211NPH5 Ginnie Mae I Pool 2133.9 2146.32 USGA Long
984017103 984017103 Xenia Hotels & Resorts Inc 76530.0 1042338.6 CORP Long
31418DGJ5 31418DGJ5 Fannie Mae Pool 553865.1 500162.34 USGSE Long
3140QNEM0 3140QNEM0 Fannie Mae Pool 1629231.3715 1345376.09 USGSE Long
95709TAP5 95709TAP5 Evergy Kansas Central Inc 425000.0 404766.92 CORP Long
72650RBA9 72650RBA9 Plains All American Pipeline LP / PAA Finance Corp 500000.0 452577.32 CORP Long
171484108 171484108 Churchill Downs Inc 46620.0 6290436.6 CORP Long
12529R107 12529R107 C4 Therapeutics Inc 31822.0 179794.3 CORP Long
007589AE4 007589AE4 Advocate Health & Hospitals Corp 300000.0 213890.3 CORP Long
665859AT1 665859AT1 Northern Trust Corp 325000.0 315028.66 CORP Long
31418EPE4 31418EPE4 Fannie Mae Pool 3183106.2016 3235328.88 USGSE Long
036752AX1 036752AX1 Elevance Health Inc 500000.0 568554.58 CORP Long
31292LWG6 31292LWG6 Freddie Mac Gold Pool 254602.71 240579.45 USGSE Long
3132AEJ80 3132AEJ80 Freddie Mac Pool 245796.63 234554.02 USGSE Long
343498AC5 343498AC5 Flowers Foods Inc 1000000.0 841478.46 CORP Long
912810QA9 912810QA9 United States Treasury Note/Bond 6398000.0 6067103.12 UST Long
3140XH4E4 3140XH4E4 Fannie Mae Pool 1743508.8989 1733156.29 USGSE Long
748148SE4 748148SE4 Province of Quebec Canada 1225000.0 1240282.22 NUSS Long
36252RAZ2 36252RAZ2 GS Mortgage Securities Trust 2014-GC18 203464.88 200839.27 CORP Long
3137FBBX3 3137FBBX3 Freddie Mac Multifamily Structured Pass Through Certificates 500000.0 480934.9 USGSE Long
36253GAE2 36253GAE2 GS Mortgage Securities Trust 2014-GC24 475000.0 466302.89 CORP Long
06051GJZ3 06051GJZ3 Bank of America Corp 6000000.0 5291343.0 CORP Long
31297EQC3 31297EQC3 Freddie Mac Gold Pool 16389.2882 17151.42 USGSE Long
478160BU7 478160BU7 Johnson & Johnson 1325000.0 1225308.86 CORP Long
17323VAZ8 17323VAZ8 Citigroup Commercial Mortgage Trust 2015-GC29 650000.0 626457.78 CORP Long
440327104 440327104 Horace Mann Educators Corp 29216.0 955363.2 CORP Long
26442EAJ9 26442EAJ9 Duke Energy Ohio Inc 500000.0 515708.23 CORP Long
21871XAS8 21871XAS8 Corebridge Financial Inc 500000.0 511651.49 CORP Long
251526CP2 251526CP2 Deutsche Bank AG/New York NY 500000.0 457109.26 CORP Long
36202FP67 36202FP67 Ginnie Mae II Pool 839254.96 821859.72 USGA Long
651639AW6 651639AW6 Newmont Corp 725000.0 779886.55 CORP Long
3137FLYV0 3137FLYV0 Freddie Mac Multifamily Structured Pass Through Certificates 975000.0 927467.97 USGSE Long
06738ECA1 06738ECA1 Barclays PLC 845000.0 852397.0 CORP Long
09581B103 09581B103 Blue Owl Capital Inc 314699.0 4689015.1 CORP Long
244199BK0 244199BK0 Deere & Co 650000.0 569636.67 CORP Long
36178GFQ2 36178GFQ2 Ginnie Mae I Pool 101324.8 94202.42 USGA Long
31416XYL8 31416XYL8 Fannie Mae Pool 60866.19 57200.83 USGSE Long
25160PAE7 25160PAE7 Deutsche Bank AG/New York NY 200000.0 195266.86 CORP Long
904764AH0 904764AH0 Unilever Capital Corp 800000.0 891695.21 CORP Long
03939AAA5 03939AAA5 Arch Capital Group Ltd 975000.0 745704.13 CORP Long
3140XHCK1 3140XHCK1 Fannie Mae Pool 1227832.252 1102577.28 USGSE Long
855244AR0 855244AR0 Starbucks Corp 250000.0 246227.73 CORP Long
31390L6Q4 31390L6Q4 Fannie Mae Pool 105.3298 109.06 USGSE Long
3138Y6NU4 3138Y6NU4 Fannie Mae Pool 613671.47 580055.9 USGSE Long
23355L106 23355L106 DXC Technology Co 130856.0 2992676.72 CORP Long
83444K105 83444K105 SomaLogic Inc 85614.0 216603.42 CORP Long
36179Q6P1 36179Q6P1 Ginnie Mae II Pool 1966355.5362 1863865.35 USGA Long
68389XCK9 68389XCK9 Oracle Corp 1575000.0 1846030.36 CORP Long
548661DN4 548661DN4 Lowe's Cos Inc 1030000.0 814489.52 CORP Long
3133KYVF3 3133KYVF3 Freddie Mac Pool 2805275.79 2406028.38 USGSE Long
773903AH2 773903AH2 Rockwell Automation Inc 350000.0 339266.12 CORP Long
3140X6SS1 3140X6SS1 Fannie Mae Pool 1901332.066 1791351.03 USGSE Long
49306SAA4 49306SAA4 KeyBank NA/Cleveland OH 300000.0 281757.93 CORP Long
31417ECK5 31417ECK5 Fannie Mae Pool 342117.56 312297.43 USGSE Long
3140J8PS6 3140J8PS6 Fannie Mae Pool 372928.54 351360.33 USGSE Long
36179SB71 36179SB71 Ginnie Mae II Pool 2820390.7522 2598217.57 USGA Long
31374W5X6 31374W5X6 Fannie Mae Pool 20.99 20.95 USGSE Long
961214FL2 961214FL2 Westpac Banking Corp 800000.0 813304.61 CORP Long
06367WB85 06367WB85 Bank of Montreal 820000.0 786761.94 CORP Long
871332102 871332102 Sylvamo Corp 24362.0 1196417.82 CORP Long
291011BL7 291011BL7 Emerson Electric Co 500000.0 456471.81 CORP Long
039482AB0 039482AB0 Archer-Daniels-Midland Co 675000.0 630336.63 CORP Long
05946KAN1 05946KAN1 Banco Bilbao Vizcaya Argentaria SA 600000.0 653572.15 CORP Long
3132DWGF4 3132DWGF4 Freddie Mac Pool 1876214.0 1819948.03 USGSE Long
31371M7K7 31371M7K7 Fannie Mae Pool 58136.67 61483.15 USGSE Long
49338LAE3 49338LAE3 Keysight Technologies Inc 375000.0 373943.21 CORP Long
38122NB76 38122NB76 Golden State Tobacco Securitization Corp 395000.0 359471.13 MUN Long
36467W109 36467W109 GameStop Corp 177479.0 3111206.87 CORP Long
3140MMRZ3 3140MMRZ3 Fannie Mae Pool 788553.1644 644197.94 USGSE Long
539830CA5 539830CA5 Lockheed Martin Corp 700000.0 712572.36 CORP Long
166756AL0 166756AL0 Chevron USA Inc 500000.0 445147.56 CORP Long
313747AV9 313747AV9 Federal Realty OP LP 825000.0 690180.74 CORP Long
88283LHU3 88283LHU3 Texas Transportation Commission State Highway Fund 1275000.0 1304412.34 MUN Long
86944BAK9 86944BAK9 Sutter Health 300000.0 305714.08 CORP Long
78016FZT4 78016FZT4 Royal Bank of Canada 850000.0 852427.27 CORP Long
443573100 443573100 HubSpot Inc 33010.0 19163625.4 CORP Long
4651387N9 4651387N9 Israel Government International Bond 1400000.0 1231942.35 NUSS Long
31376ZTL7 31376ZTL7 Fannie Mae Pool 278.32 284.43 USGSE Long
002824AY6 002824AY6 Abbott Laboratories 310000.0 336545.93 CORP Long
3140XGFZ7 3140XGFZ7 Fannie Mae Pool 4067852.0525 3518495.95 USGSE Long
3133KYVS5 3133KYVS5 Freddie Mac Pool 1251706.18 1073575.37 USGSE Long
36831E108 36831E108 GCM Grosvenor Inc 25046.0 224412.16 CORP Long
45378A106 45378A106 Independence Realty Trust Inc 156936.0 2401120.8 CORP Long
00817YAG3 00817YAG3 Aetna Inc 350000.0 393224.55 CORP Long
341081GG6 341081GG6 Florida Power & Light Co 700000.0 601591.51 CORP Long
98419MAM2 98419MAM2 Xylem Inc/NY 250000.0 226226.31 CORP Long
925650AB9 925650AB9 VICI Properties LP 900000.0 884664.71 CORP Long
898697206 898697206 Tucows Inc 7729.0 208683.0 CORP Long
690742AG6 690742AG6 Owens Corning 1150000.0 1014869.17 CORP Long
85771PAL6 85771PAL6 Equinor ASA 175000.0 154502.92 CORP Long
45905CAA2 45905CAA2 International Bank for Reconstruction & Development 450000.0 469179.82 CORP Long
037833EJ5 037833EJ5 Apple Inc 900000.0 752695.06 CORP Long
3138WHCF7 3138WHCF7 Fannie Mae Pool 115774.66 113280.75 USGSE Long
693475BA2 693475BA2 PNC Financial Services Group Inc/The 1250000.0 1045007.81 CORP Long
3128MMPY3 3128MMPY3 Freddie Mac Gold Pool 79167.28 74928.66 USGSE Long
30303M8R6 30303M8R6 Meta Platforms Inc 1427000.0 1564277.93 CORP Long
598511103 598511103 MidWestOne Financial Group Inc 7100.0 191061.0 CORP Long
235417AA0 235417AA0 Dallas Convention Center Hotel Development Corp 285000.0 324838.75 MUN Long
172967KG5 172967KG5 Citigroup Inc 400000.0 390662.13 CORP Long
3128MCWR2 3128MCWR2 Freddie Mac Gold Pool 31392.97 30601.24 USGSE Long
01609WAY8 01609WAY8 Alibaba Group Holding Ltd 650000.0 445001.23 CORP Long
63938C108 63938C108 Navient Corp 50725.0 944499.5 CORP Long
035240AM2 035240AM2 Anheuser-Busch InBev Worldwide Inc 1225000.0 1163676.65 CORP Long
797440CD4 797440CD4 San Diego Gas & Electric Co 500000.0 507970.33 CORP Long
882722KF7 882722KF7 State of Texas 1030000.0 1103104.77 MUN Long
48129RAX3 48129RAX3 JPMDB Commercial Mortgage Securities Trust 2019-COR6 1250000.0 987793.75 CORP Long
552081AM3 552081AM3 LyondellBasell Industries NV 910000.0 792274.11 CORP Long
3138M3SP0 3138M3SP0 Fannie Mae Pool 340365.07 321697.1 USGSE Long
91282CGJ4 91282CGJ4 United States Treasury Note/Bond 28360000.0 27766212.5 UST Long
682680BB8 682680BB8 ONEOK Inc 1000000.0 898407.36 CORP Long
3140QRBV4 3140QRBV4 Fannie Mae Pool 816533.2025 837162.42 USGSE Long
46644FAD3 46644FAD3 JPMBB Commercial Mortgage Securities Trust 2015-C28 500000.0 481623.3 CORP Long
06051GJP5 06051GJP5 Bank of America Corp 1500000.0 1267652.28 CORP Long
31385XJX6 31385XJX6 Fannie Mae Pool 94572.11 95326.8 USGSE Long
96950FAP9 96950FAP9 Williams Cos Inc/The 725000.0 660004.16 CORP Long
20602DAA9 20602DAA9 Concentrix Corp 1000000.0 1024890.86 CORP Long
43815BAD2 43815BAD2 HONDA AUTO RECEIVABLES OWNER TRUST HAROT_22-1 75000.0 71303.88 CORP Long
89240BAD0 89240BAD0 TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-A 100000.0 95934.24 CORP Long
3132DWJ38 3132DWJ38 Freddie Mac Pool 1849816.2324 1832134.95 USGSE Long
737446104 737446104 Post Holdings Inc 33780.0 2974666.8 CORP Long
49427F108 49427F108 Kilroy Realty Corp 80133.0 3192498.72 CORP Long
25746UDL0 25746UDL0 Dominion Energy Inc 920000.0 761573.33 CORP Long
693342AG2 693342AG2 PG&E Wildfire Recovery Funding LLC 375000.0 370524.05 CORP Long
30225VAG2 30225VAG2 Extra Space Storage LP 700000.0 570772.96 CORP Long
31418EAW0 31418EAW0 Fannie Mae Pool 2906970.7913 2493197.51 USGSE Long
36209FBS7 36209FBS7 Ginnie Mae I Pool 3712.31 3834.33 USGA Long
458140BP4 458140BP4 Intel Corp 1050000.0 1032381.69 CORP Long
31417DU43 31417DU43 Fannie Mae Pool 202751.39 188880.82 USGSE Long
444859BR2 444859BR2 Humana Inc 500000.0 411653.69 CORP Long
3136AY6U2 3136AY6U2 Fannie Mae-Aces 978162.6 939449.37 USGSE Long
14041NFZ9 14041NFZ9 CAPITAL ONE MULTIASSET EXECUTION TRUST COMET_22-A1 2000000.0 1949320.2 CORP Long
31418D3H3 31418D3H3 Fannie Mae Pool 12517595.57 10680537.03 USGSE Long
3133EPYK5 3133EPYK5 Federal Farm Credit Banks Funding Corp 2450000.0 2480220.75 USGSE Long
3137HACX2 3137HACX2 Freddie Mac Multifamily Structured Pass Through Certificates 640000.0 651380.93 USGSE Long
46647PCC8 46647PCC8 JPMorgan Chase & Co 4000000.0 3385321.44 CORP Long
3132D56W7 3132D56W7 Freddie Mac Pool 386870.71 358321.08 USGSE Long
254683CW3 254683CW3 DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-A3 2000000.0 1961421.2 CORP Long
55903VBF9 55903VBF9 Warnermedia Holdings Inc 2000000.0 1720000.24 CORP Long
595017104 595017104 Microchip Technology Inc 371507.0 33502501.26 CORP Long
31410KXZ2 31410KXZ2 Fannie Mae Pool 71829.87 74650.87 USGSE Long
16412XAG0 16412XAG0 Cheniere Corpus Christi Holdings LLC 1050000.0 1054787.9 CORP Long
458140BR0 458140BR0 Intel Corp 1240000.0 1201976.57 CORP Long
30161MAJ2 30161MAJ2 Constellation Energy Generation LLC 325000.0 325593.32 CORP Long
31300LF26 31300LF26 Freddie Mac Non Gold Pool 2339.86 2408.34 USGSE Long
404280DR7 404280DR7 HSBC Holdings PLC 250000.0 267868.04 CORP Long
17327FAD8 17327FAD8 Citigroup Commercial Mortgage Trust 2018-B2 1200000.0 1141865.28 CORP Long
855244AK5 855244AK5 Starbucks Corp 665000.0 632931.94 CORP Long
02209SBK8 02209SBK8 Altria Group Inc 1010000.0 802568.95 CORP Long
747525BN2 747525BN2 QUALCOMM Inc 964000.0 853749.14 CORP Long
23312JAH6 23312JAH6 DBJPM 2017-C6 Mortgage Trust 150000.0 133441.76 CORP Long
31293NE30 31293NE30 Freddie Mac Gold Pool 931.21 953.76 USGSE Long
79466LAF1 79466LAF1 Salesforce Inc 1275000.0 1249583.78 CORP Long
59064R109 59064R109 Mesa Laboratories Inc 3518.0 368580.86 CORP Long
3133KPYQ5 3133KPYQ5 Freddie Mac Pool 380250.922 359723.8 USGSE Long
06054AAV1 06054AAV1 Banc of America Commercial Mortgage Trust 2015-UBS7 69366.72 67850.65 CORP Long
335834107 335834107 First Northwest Bancorp 7546.0 120283.24 CORP Long
3138LU5C5 3138LU5C5 Fannie Mae Pool 39376.16 40437.97 USGSE Long
606822DA9 606822DA9 Mitsubishi UFJ Financial Group Inc 255000.0 255671.98 CORP Long
74456QAZ9 74456QAZ9 Public Service Electric and Gas Co 525000.0 453147.08 CORP Long
019818103 019818103 Allovir Inc 39747.0 27020.01 CORP Long
64115T104 64115T104 NetScout Systems Inc 46930.0 1030113.5 CORP Long
69353REK0 69353REK0 PNC Bank NA 1089000.0 1060134.58 CORP Long
3128MMSA2 3128MMSA2 Freddie Mac Gold Pool 111964.7 108800.58 USGSE Long
31402DC73 31402DC73 Fannie Mae Pool 33224.42 34769.65 USGSE Long
20854L108 20854L108 CONSOL Energy Inc 15600.0 1568268.0 CORP Long
36179UCB6 36179UCB6 Ginnie Mae II Pool 1209748.65 1174620.45 USGA Long
31620RAJ4 31620RAJ4 Fidelity National Financial Inc 500000.0 448513.86 CORP Long
3620AC4G6 3620AC4G6 Ginnie Mae I Pool 81362.32 81260.11 USGA Long
31418U5M2 31418U5M2 Fannie Mae Pool 48354.21 47790.4 USGSE Long
74739DAB0 74739DAB0 Qorvo Inc 450000.0 431515.76 CORP Long
13648TAC1 13648TAC1 Canadian Pacific Railway Co 550000.0 495934.01 CORP Long
30052F100 30052F100 EVgo Inc 73700.0 263846.0 CORP Long
03740LAG7 03740LAG7 Aon Corp / Aon Global Holdings PLC 500000.0 513645.86 CORP Long
31371LNF2 31371LNF2 Fannie Mae Pool 6067.66 6344.41 USGSE Long
483007704 483007704 Kaiser Aluminum Corp 9951.0 708411.69 CORP Long
66988AAG9 66988AAG9 Novant Health Inc 500000.0 385408.24 CORP Long
3132GE7K0 3132GE7K0 Freddie Mac Gold Pool 167461.14 167428.95 USGSE Long
31411EWT0 31411EWT0 Fannie Mae Pool 67558.69 68608.25 USGSE Long
00914AAR3 00914AAR3 Air Lease Corp 600000.0 549827.87 CORP Long
36290RWG4 36290RWG4 Ginnie Mae I Pool 5607.14 5596.37 USGA Long
78081BAL7 78081BAL7 Royalty Pharma PLC 1000000.0 753894.23 CORP Long
46121Y201 46121Y201 Intrepid Potash Inc 7428.0 177454.92 CORP Long
037833DY3 037833DY3 Apple Inc 1000000.0 830639.17 CORP Long
459200KY6 459200KY6 International Business Machines Corp 1000000.0 1013545.42 CORP Long
707569109 707569109 Penn Entertainment Inc 106062.0 2759733.24 CORP Long
89236TKL8 89236TKL8 Toyota Motor Credit Corp 700000.0 725892.82 CORP Long
50189K103 50189K103 LCI Industries 17031.0 2140967.01 CORP Long
88830M102 88830M102 Titan International Inc 37200.0 553536.0 CORP Long
28106W103 28106W103 Editas Medicine Inc 55877.0 566034.01 CORP Long
3140XBME7 3140XBME7 Fannie Mae Pool 2338355.8188 2163277.51 USGSE Long
312940M48 312940M48 Freddie Mac Gold Pool 152992.34 159566.27 USGSE Long
822582CD2 822582CD2 Shell International Finance BV 1450000.0 1305017.99 CORP Long
64110Y108 64110Y108 NET Lease Office Properties 9813.0 181344.24 CORP Long
16208T102 16208T102 Chatham Lodging Trust 38700.0 414864.0 CORP Long
06051GJD2 06051GJD2 Bank of America Corp 11450000.0 10777433.18 CORP Long
03066JAD5 03066JAD5 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-3 50000.0 47426.85 CORP Long
28249U105 28249U105 Eiger BioPharmaceuticals Inc 19995.0 4488.88 CORP Long
36225AY53 36225AY53 Ginnie Mae I Pool 888.76 903.38 USGA Long
61763MAJ9 61763MAJ9 Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 125000.0 116035.86 CORP Long
25961D105 25961D105 Douglas Elliman Inc 53336.0 157341.2 CORP Long
74251VAK8 74251VAK8 Principal Financial Group Inc 696000.0 680082.61 CORP Long
848574109 848574109 Spirit AeroSystems Holdings Inc 79027.0 2511478.06 CORP Long
92343VGC2 92343VGC2 Verizon Communications Inc 3240000.0 2479944.24 CORP Long
36230UEJ4 36230UEJ4 Ginnie Mae I Pool 227303.15 221340.58 USGA Long
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0641598K5 0641598K5 Bank of Nova Scotia/The 1000000.0 910947.35 CORP Long
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87165BAL7 87165BAL7 Synchrony Financial 500000.0 469644.07 CORP Long
30050B101 30050B101 Evolent Health Inc 74899.0 2473913.97 CORP Long
07272M107 07272M107 BayCom Corp 9050.0 213489.5 CORP Long
161175BM5 161175BM5 Charter Communications Operating LLC / Charter Communications Operating Capital 800000.0 723331.83 CORP Long
30161NBL4 30161NBL4 Exelon Corp 625000.0 635932.46 CORP Long
31428XBB1 31428XBB1 FedEx Corp 300000.0 253038.08 CORP Long
437076AV4 437076AV4 Home Depot Inc/The 833000.0 932145.92 CORP Long
3140XAPT3 3140XAPT3 Fannie Mae Pool 762945.4984 723842.48 USGSE Long
48305QAB9 48305QAB9 Kaiser Foundation Hospitals 925000.0 903236.1 CORP Long
02079KAF4 02079KAF4 Alphabet Inc 2000000.0 1251690.08 CORP Long
26442CBA1 26442CBA1 Duke Energy Carolinas LLC 400000.0 355352.14 CORP Long
31404LX88 31404LX88 Fannie Mae Pool 4210.6147 4431.46 USGSE Long
748148RZ8 748148RZ8 Province of Quebec Canada 155000.0 149428.85 NUSS Long
36179MEL0 36179MEL0 Ginnie Mae II Pool 83444.31 76988.22 USGA Long
3140QP3A3 3140QP3A3 Fannie Mae Pool 1425017.833 1381093.51 USGSE Long
3138WQAY8 3138WQAY8 Fannie Mae Pool 1214625.54 1118514.89 USGSE Long
25402D102 25402D102 DigitalOcean Holdings Inc 34284.0 1257879.96 CORP Long
31292HQY3 31292HQY3 Freddie Mac Gold Pool 3373.98 3530.84 USGSE Long
256677AL9 256677AL9 Dollar General Corp 700000.0 698704.57 CORP Long
3132DM4H5 3132DM4H5 Freddie Mac Pool 1964836.852 1695254.95 USGSE Long
538034109 538034109 Live Nation Entertainment Inc 110497.0 10342519.2 CORP Long
31296LDA6 31296LDA6 Freddie Mac Gold Pool 12710.2697 13040.23 USGSE Long
00287YDB2 00287YDB2 AbbVie Inc 525000.0 504864.76 CORP Long
31418DMJ8 31418DMJ8 Fannie Mae Pool 935404.42 833176.32 USGSE Long
36179N2M9 36179N2M9 Ginnie Mae II Pool 101620.02 105833.34 USGA Long
31418AMX3 31418AMX3 Fannie Mae Pool 104889.71 99139.22 USGSE Long
3132DWFG3 3132DWFG3 Freddie Mac Pool 3753860.5325 3716778.4 USGSE Long
38741L107 38741L107 Granite Point Mortgage Trust Inc 40300.0 239382.0 CORP Long
08163JAE4 08163JAE4 Benchmark 2021-B29 Mortgage Trust 225000.0 186506.57 CORP Long
67623C109 67623C109 Office Properties Income Trust 36326.0 265906.32 CORP Long
22822VBB6 22822VBB6 Crown Castle Inc 600000.0 592443.09 CORP Long
816850101 816850101 Semtech Corp 46692.0 1023021.72 CORP Long
95000JAV0 95000JAV0 Wells Fargo Commercial Mortgage Trust 2016-LC25 210000.0 200367.36 CORP Long
91282CDQ1 91282CDQ1 United States Treasury Note/Bond 41157000.0 37999484.35 UST Long
977100AC0 977100AC0 State of Wisconsin 200000.0 202040.06 MUN Long
93627C101 93627C101 Warrior Met Coal Inc 35815.0 2183640.55 CORP Long
46131B704 46131B704 Invesco Mortgage Capital Inc 25990.0 230271.4 CORP Long
914886AA4 914886AA4 University of Southern California 275000.0 284378.05 CORP Long
36179QYS4 36179QYS4 Ginnie Mae II Pool 675995.216 643511.82 USGA Long
31371EYY5 31371EYY5 Fannie Mae Pool 6.58 6.6 USGSE Long
15089QAX2 15089QAX2 Celanese US Holdings LLC 800000.0 847029.06 CORP Long
31292GST4 31292GST4 Freddie Mac Gold Pool 338.56 345.2 USGSE Long
48242W106 48242W106 KBR Inc 93390.0 5174739.9 CORP Long
06051GGL7 06051GGL7 Bank of America Corp 1400000.0 1337737.34 CORP Long
36251XAR8 36251XAR8 GS Mortgage Securities Trust 2016-GS4 275000.0 259864.55 CORP Long
36179SEG8 36179SEG8 Ginnie Mae II Pool 2139129.9728 1970620.65 USGA Long
3140QEXM9 3140QEXM9 Fannie Mae Pool 1232071.2222 1018254.87 USGSE Long
31418CEE0 31418CEE0 Fannie Mae Pool 2007613.41 1886460.57 USGSE Long
3140J9UY5 3140J9UY5 Fannie Mae Pool 500278.22 502599.36 USGSE Long
94989EAE7 94989EAE7 Wells Fargo Commercial Mortgage Trust 2015-LC20 853000.0 823651.34 CORP Long
3140XKG87 3140XKG87 Fannie Mae Pool 1585163.7825 1626446.36 USGSE Long
516544103 516544103 Lantheus Holdings Inc 47813.0 2964406.0 CORP Long
88339P101 88339P101 RealReal Inc/The 66800.0 134268.0 CORP Long
73358WJA3 73358WJA3 Port Authority of New York & New Jersey 1705000.0 1555751.97 MUN Long
42225UAD6 42225UAD6 Healthcare Realty Holdings LP 877000.0 837674.47 CORP Long
74456QBT2 74456QBT2 Public Service Electric and Gas Co 275000.0 222606.62 CORP Long
842400FQ1 842400FQ1 Southern California Edison Co 505000.0 453048.26 CORP Long
3620AKJ80 3620AKJ80 Ginnie Mae I Pool 348720.12 351774.25 USGA Long
21688AAS1 21688AAS1 Cooperatieve Rabobank UA/NY 700000.0 673706.71 CORP Long
65339KCP3 65339KCP3 NextEra Energy Capital Holdings Inc 1218000.0 1223270.86 CORP Long
44409MAB2 44409MAB2 Hudson Pacific Properties LP 200000.0 163719.62 CORP Long
90353KAY5 90353KAY5 UBS Commercial Mortgage Trust 2018-C13 600000.0 568817.88 CORP Long
05605H100 05605H100 BWX Technologies Inc 63303.0 4857239.19 CORP Long
17325FBC1 17325FBC1 Citibank NA 2000000.0 2037147.14 CORP Long
3140E6KQ4 3140E6KQ4 Fannie Mae Pool 151794.75 137819.36 USGSE Long
172967BU4 172967BU4 Citigroup Inc 200000.0 208779.89 CORP Long
31335GMG7 31335GMG7 Freddie Mac Gold Pool 154.72 157.63 USGSE Long
35137LAH8 35137LAH8 Fox Corp 1000000.0 995133.65 CORP Long
3140X8G92 3140X8G92 Fannie Mae Pool 680293.1309 527799.98 USGSE Long
92534K107 92534K107 Vertex Energy Inc 42599.0 144410.61 CORP Long
030360AD3 030360AD3 American University/The 400000.0 324836.3 CORP Long
31377JFB9 31377JFB9 Fannie Mae Pool 129.38 129.05 USGSE Long
210518DJ2 210518DJ2 Consumers Energy Co 262000.0 160721.87 CORP Long
3128MJ3E8 3128MJ3E8 Freddie Mac Gold Pool 983649.23 914989.33 USGSE Long
971378104 971378104 WillScot Mobile Mini Holdings Corp 124757.0 5551686.5 CORP Long
90984P303 90984P303 United Community Banks Inc/GA 75735.0 2216006.1 CORP Long
037833EH9 037833EH9 Apple Inc 2000000.0 1771378.72 CORP Long
74834LBA7 74834LBA7 Quest Diagnostics Inc 350000.0 343380.09 CORP Long
29717PAW7 29717PAW7 Essex Portfolio LP 877000.0 696929.22 CORP Long
84612U107 84612U107 Sovos Brands Inc 32912.0 725051.36 CORP Long
98956PAB8 98956PAB8 Zimmer Biomet Holdings Inc 200000.0 202778.75 CORP Long
06540VBE4 06540VBE4 BANK 2019-BNK24 275000.0 238108.04 CORP Long
36179WZA9 36179WZA9 Ginnie Mae II Pool 4269913.8251 3864581.15 USGA Long
3138ERHF0 3138ERHF0 Fannie Mae Pool 110028.09 108288.77 USGSE Long
518439104 518439104 Estee Lauder Cos Inc/The 151821.0 22203821.25 CORP Long
80880W106 80880W106 Scilex Holding Co 101259.0 206568.36 CORP Long
3140HJHS3 3140HJHS3 Fannie Mae Pool 218496.34 210632.46 USGSE Long
03820C105 03820C105 Applied Industrial Technologies Inc 26488.0 4574212.72 CORP Long
29379VBY8 29379VBY8 Enterprise Products Operating LLC 1000000.0 798134.62 CORP Long
11120VAA1 11120VAA1 Brixmor Operating Partnership LP 475000.0 465216.27 CORP Long
3128MJ4C1 3128MJ4C1 Freddie Mac Gold Pool 572122.89 563168.77 USGSE Long
92337C203 92337C203 Verastem Inc 16780.0 136589.2 CORP Long
49456BAX9 49456BAX9 Kinder Morgan Inc 1300000.0 1292991.41 CORP Long
68902VAH0 68902VAH0 Otis Worldwide Corp 1575000.0 1515441.58 CORP Long
760942BD3 760942BD3 Uruguay Government International Bond 2680000.0 2613310.02 NUSS Long
00922R105 00922R105 Air Transport Services Group Inc 48316.0 850844.76 CORP Long
3133ENP95 3133ENP95 Federal Farm Credit Banks Funding Corp 1330000.0 1326169.6 USGSE Long
362541AE4 362541AE4 GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-1 175000.0 174626.85 CORP Long
56146T103 56146T103 Mama's Creations Inc 19100.0 93781.0 CORP Long
857524AE2 857524AE2 Republic of Poland Government International Bond 975000.0 1052666.82 NUSS Long
136385AG6 136385AG6 Canadian Natural Resources Ltd 400000.0 408469.72 CORP Long
14040HBW4 14040HBW4 Capital One Financial Corp 2000000.0 1900088.58 CORP Long
3136AKQT3 3136AKQT3 Fannie Mae-Aces 431923.9507 426349.63 USGSE Long
36201EMW7 36201EMW7 Ginnie Mae I Pool 2135.16 2230.6 USGA Long
594615HY5 594615HY5 Michigan State Building Authority 800000.0 609071.04 MUN Long
31418ESM3 31418ESM3 Fannie Mae Pool 1453123.21 1422572.75 USGSE Long
61690GAJ0 61690GAJ0 Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 150000.0 148985.01 CORP Long
36179QBG5 36179QBG5 Ginnie Mae II Pool 153016.0334 149958.22 USGA Long
80359A205 80359A205 Sarcos Technology & Robotics Corp 10933.0 7885.97 CORP Long
902133AU1 902133AU1 Tyco Electronics Group SA 450000.0 429465.02 CORP Long
91282CFQ9 91282CFQ9 United States Treasury Note/Bond 21538000.0 21443771.25 UST Long
36202FKN5 36202FKN5 Ginnie Mae II Pool 429182.2469 432885.79 USGA Long
31371NLU7 31371NLU7 Fannie Mae Pool 1625.35 1785.08 USGSE Long
31409USL0 31409USL0 Fannie Mae Pool 5442.555 5450.78 USGSE Long
461070AN4 461070AN4 Interstate Power and Light Co 406000.0 310216.37 CORP Long
3138M8HU0 3138M8HU0 Fannie Mae Pool 580297.34 550516.48 USGSE Long
31418DU83 31418DU83 Fannie Mae Pool 2304206.29 2079514.61 USGSE Long
005098108 005098108 Acushnet Holdings Corp 21050.0 1329728.5 CORP Long
03209R103 03209R103 Amphastar Pharmaceuticals Inc 26226.0 1622078.1 CORP Long
3140XGQ44 3140XGQ44 Fannie Mae Pool 2836042.7388 2513042.14 USGSE Long
478375AR9 478375AR9 Johnson Controls International plc 219000.0 214003.04 CORP Long
14888U101 14888U101 Catalyst Pharmaceuticals Inc 66400.0 1116184.0 CORP Long
534187BE8 534187BE8 Lincoln National Corp 212000.0 206622.3 CORP Long
05723KAE0 05723KAE0 Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 1050000.0 1004726.27 CORP Long
04010LBA0 04010LBA0 Ares Capital Corp 1320000.0 1202829.04 CORP Long
717081DE0 717081DE0 Pfizer Inc 780000.0 716741.3 CORP Long
31418EE48 31418EE48 Fannie Mae Pool 5453065.108 5005558.23 USGSE Long
023551AJ3 023551AJ3 Hess Corp 485000.0 560305.53 CORP Long
312943UG6 312943UG6 Freddie Mac Gold Pool 255000.76 256461.99 USGSE Long
842434CX8 842434CX8 Southern California Gas Co 500000.0 572069.89 CORP Long
91282CBL4 91282CBL4 United States Treasury Note/Bond 81068000.0 67729784.68 UST Long
88339J105 88339J105 Trade Desk Inc/The 307050.0 22095318.0 CORP Long
31387PQ96 31387PQ96 Fannie Mae Pool 2343.87 2477.73 USGSE Long
7591EP100 7591EP100 Regions Financial Corp 638780.0 12379556.4 CORP Long
907818FW3 907818FW3 Union Pacific Corp 500000.0 355121.58 CORP Long
375558BS1 375558BS1 Gilead Sciences Inc 1000000.0 736704.07 CORP Long
609207AY1 609207AY1 Mondelez International Inc 500000.0 407494.69 CORP Long
80285XAD7 80285XAD7 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3 120000.0 120554.53 CORP Long
448947507 448947507 IDT Corp 11076.0 377580.84 CORP Long
345397C27 345397C27 Ford Motor Credit Co LLC 477000.0 465705.14 CORP Long
291011BR4 291011BR4 Emerson Electric Co 900000.0 769233.74 CORP Long
444859BY7 444859BY7 Humana Inc 500000.0 535376.21 CORP Long
47103N106 47103N106 Janus International Group Inc 79933.0 1043125.65 CORP Long
3132FCD93 3132FCD93 Freddie Mac Gold Pool 137036.66 131298.87 USGSE Long
61767FBA8 61767FBA8 Morgan Stanley Capital I Trust 2016-UB11 800000.0 747379.12 CORP Long
98163LAC4 98163LAC4 WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-B 166236.57 161529.96 CORP Long
36251C103 36251C103 GMS Inc 28224.0 2326504.32 CORP Long
770700102 770700102 Robinhood Markets Inc 413681.0 5270295.94 CORP Long
3133KYUP2 3133KYUP2 Freddie Mac Pool 3181976.7233 2753189.13 USGSE Long
3137F64P9 3137F64P9 Freddie Mac Multifamily Structured Pass Through Certificates 1850000.0 1672081.8 USGSE Long
36178WGL7 36178WGL7 Ginnie Mae I Pool 751653.31 691811.11 USGA Long
775711104 775711104 Rollins Inc 198592.0 8672512.64 CORP Long
36179VM98 36179VM98 Ginnie Mae II Pool 141358.15 135587.23 USGA Long
09075X108 09075X108 Biodesix Inc 6493.0 11947.12 CORP Long
260543DH3 260543DH3 Dow Chemical Co/The 700000.0 845399.33 CORP Long
31418AAM0 31418AAM0 Fannie Mae Pool 33661.46 32263.5 USGSE Long
3128M8B60 3128M8B60 Freddie Mac Gold Pool 221895.64 223167.01 USGSE Long
06051GFU8 06051GFU8 Bank of America Corp 7252000.0 7166574.2 CORP Long
68233JBG8 68233JBG8 Oncor Electric Delivery Co LLC 400000.0 347267.28 CORP Long
90137F202 90137F202 22nd Century Group Inc 2026.0 377.24 CORP Long
49427RAR3 49427RAR3 Kilroy Realty LP 1500000.0 1138314.95 CORP Long
29429EAC5 29429EAC5 Citigroup Commercial Mortgage Trust 2016-P4 250000.0 236496.25 CORP Long
36266FAE9 36266FAE9 GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-2 50000.0 49261.57 CORP Long
38141GVS0 38141GVS0 Goldman Sachs Group Inc/The 525000.0 497968.01 CORP Long
896517AB5 896517AB5 Trinity Health Corp 500000.0 362821.16 CORP Long
857477CA9 857477CA9 State Street Corp 610000.0 600423.82 CORP Long
43815EAD6 43815EAD6 HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-3 75000.0 70935.52 CORP Long
52107QAH8 52107QAH8 Lazard Group LLC 1350000.0 1272913.46 CORP Long
3128MFNW4 3128MFNW4 Freddie Mac Gold Pool 638115.15 620352.39 USGSE Long
74319R101 74319R101 PROG Holdings Inc 31428.0 971439.48 CORP Long
36179NBA5 36179NBA5 Ginnie Mae II Pool 2657386.13 2454767.35 USGA Long
31418CMG6 31418CMG6 Fannie Mae Pool 1304819.93 1259585.48 USGSE Long
31418AE95 31418AE95 Fannie Mae Pool 537038.49 524138.72 USGSE Long
3132D56J6 3132D56J6 Freddie Mac Pool 644876.7956 564742.34 USGSE Long
3137FKZZ2 3137FKZZ2 Freddie Mac Multifamily Structured Pass Through Certificates 1175000.0 1140529.14 USGSE Long
3132DWAH6 3132DWAH6 Freddie Mac Pool 979974.0892 876573.69 USGSE Long
25278XAT6 25278XAT6 Diamondback Energy Inc 700000.0 564953.94 CORP Long
31418DY48 31418DY48 Fannie Mae Pool 1492669.6448 1375578.97 USGSE Long
053332AZ5 053332AZ5 AutoZone Inc 1400000.0 1345850.76 CORP Long
092113AN9 092113AN9 Black Hills Corp 250000.0 200980.78 CORP Long
3140J9ME8 3140J9ME8 Fannie Mae Pool 245566.13 238170.32 USGSE Long
26441CAS4 26441CAS4 Duke Energy Corp 595000.0 564614.29 CORP Long
3133KPUU0 3133KPUU0 Freddie Mac Pool 1775288.6965 1761589.33 USGSE Long
89788MAA0 89788MAA0 Truist Financial Corp 500000.0 469484.75 CORP Long
606822BX1 606822BX1 Mitsubishi UFJ Financial Group Inc 2500000.0 2075619.8 CORP Long
04522KAJ5 04522KAJ5 Asian Infrastructure Investment Bank/The 2125000.0 2113795.28 CORP Long
03067BAD1 03067BAD1 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1 225000.0 226957.3 CORP Long
36264FAK7 36264FAK7 Haleon US Capital LLC 2500000.0 2405916.08 CORP Long
962166BR4 962166BR4 Weyerhaeuser Co 219000.0 254421.2 CORP Long
010268CX6 010268CX6 Alabama Federal Aid Highway Finance Authority 325000.0 256684.06 MUN Long
14174T107 14174T107 CareTrust REIT Inc 83705.0 1873317.9 CORP Long
174610AR6 174610AR6 Citizens Financial Group Inc 2231000.0 2076204.76 CORP Long
92936UAH2 92936UAH2 WP Carey Inc 1000000.0 781452.48 CORP Long
36225AGQ7 36225AGQ7 Ginnie Mae I Pool 138.14 139.15 USGA Long
017175AD2 017175AD2 Alleghany Corp 300000.0 291637.28 CORP Long
86562MBV1 86562MBV1 Sumitomo Mitsui Financial Group Inc 1805000.0 1751889.03 CORP Long
31334YPK7 31334YPK7 Freddie Mac Pool 282735.59 256692.62 USGSE Long
575718AA9 575718AA9 Massachusetts Institute of Technology 860000.0 991908.07 CORP Long
61690VAW8 61690VAW8 Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 92895.73 91103.79 CORP Long
00974H104 00974H104 Akoya Biosciences Inc 17202.0 83945.76 CORP Long
3132CWMJ0 3132CWMJ0 Freddie Mac Pool 1062917.71 1005575.96 USGSE Long
91087BAT7 91087BAT7 Mexico Government International Bond 2925000.0 2818227.61 NUSS Long
20451Q104 20451Q104 Compass Diversified Holdings 40800.0 915960.0 CORP Long
90353KBB4 90353KBB4 UBS Commercial Mortgage Trust 2018-C13 100000.0 92375.6 CORP Long
3140QFAS8 3140QFAS8 Fannie Mae Pool 1225182.045 1012581.47 USGSE Long
750917106 750917106 Rambus Inc 73336.0 5005182.0 CORP Long
3128MJ3Y4 3128MJ3Y4 Freddie Mac Gold Pool 112634.28 107881.01 USGSE Long
33748L101 33748L101 First Watch Restaurant Group Inc 15696.0 315489.6 CORP Long
637432NX9 637432NX9 National Rural Utilities Cooperative Finance Corp 300000.0 239172.77 CORP Long
75513ECN9 75513ECN9 RTX Corp 200000.0 166528.72 CORP Long
624756102 624756102 Mueller Industries Inc 74002.0 3489194.3 CORP Long
03027XBL3 03027XBL3 American Tower Corp 500000.0 462487.08 CORP Long
75513ECX7 75513ECX7 RTX Corp 1221000.0 1414944.71 CORP Long
126650EA4 126650EA4 CVS Health Corp 670000.0 713595.67 CORP Long
25179MAN3 25179MAN3 Devon Energy Corp 250000.0 218514.43 CORP Long
31390MGJ7 31390MGJ7 Fannie Mae Pool 7514.63 7682.06 USGSE Long
83001A102 83001A102 Six Flags Entertainment Corp 50969.0 1278302.52 CORP Long
3138EGS96 3138EGS96 Fannie Mae Pool 408955.12 408997.37 USGSE Long
17401QAU5 17401QAU5 Citizens Bank NA/Providence RI 500000.0 478156.7 CORP Long
10948W103 10948W103 Brightsphere Investment Group Inc 22782.0 436503.12 CORP Long
379577208 379577208 Globus Medical Inc 81484.0 4342282.36 CORP Long
438516BU9 438516BU9 Honeywell International Inc 350000.0 323570.46 CORP Long
958102AQ8 958102AQ8 Western Digital Corp 500000.0 428980.61 CORP Long
31189P102 31189P102 Fate Therapeutics Inc 63965.0 239229.1 CORP Long
36200XJM2 36200XJM2 Ginnie Mae I Pool 4267.54 4401.24 USGA Long
34529NAF7 34529NAF7 FORD CREDIT AUTO LEASE TRUST FORDL_23-B 100000.0 101287.29 CORP Long
570535AX2 570535AX2 Markel Group Inc 500000.0 357360.84 CORP Long
92277GAB3 92277GAB3 Ventas Realty LP 325000.0 313136.41 CORP Long
906548CR1 906548CR1 Union Electric Co 800000.0 722271.22 CORP Long
609207105 609207105 Mondelez International Inc 936615.0 67839024.45 CORP Long
31402RDF3 31402RDF3 Fannie Mae Pool 190080.53 198403.17 USGSE Long
16115Q308 16115Q308 Chart Industries Inc 29515.0 4023779.95 CORP Long
91412NBG4 91412NBG4 University of Chicago/The 175000.0 126597.33 CORP Long
682680BL6 682680BL6 ONEOK Inc 1400000.0 1481789.26 CORP Long
816851BP3 816851BP3 Sempra 500000.0 476253.83 CORP Long
76665T102 76665T102 Riley Exploration Permian Inc 3500.0 95340.0 CORP Long
694308KM8 694308KM8 Pacific Gas and Electric Co 1917000.0 2018522.54 CORP Long
69121KAC8 69121KAC8 Blue Owl Capital Corp 1300000.0 1246020.13 CORP Long
3140QLRQ1 3140QLRQ1 Fannie Mae Pool 5487827.5528 4677931.77 USGSE Long
36179SYT8 36179SYT8 Ginnie Mae II Pool 1888868.8084 1840512.07 USGA Long
717081EZ2 717081EZ2 Pfizer Inc 750000.0 549985.77 CORP Long
31335GGF6 31335GGF6 Freddie Mac Gold Pool 12.52 12.57 USGSE Long
56624R108 56624R108 Marchex Inc 15105.0 20542.8 CORP Long
85207UAJ4 85207UAJ4 Sprint LLC 1060000.0 1078780.75 CORP Long
36202FXD3 36202FXD3 Ginnie Mae II Pool 169061.17 176073.05 USGA Long
12592BAP9 12592BAP9 CNH Industrial Capital LLC 500000.0 502856.8 CORP Long
655844BQ0 655844BQ0 Norfolk Southern Corp 975000.0 874096.07 CORP Long
02665WEB3 02665WEB3 American Honda Finance Corp 250000.0 225811.56 CORP Long
36179QYU9 36179QYU9 Ginnie Mae II Pool 85837.42 85329.77 USGA Long
3140X9WX9 3140X9WX9 Fannie Mae Pool 197621.0956 163757.02 USGSE Long
831754106 831754106 Smith & Wesson Brands Inc 26547.0 359977.32 CORP Long
571748BJ0 571748BJ0 Marsh & McLennan Cos Inc 1600000.0 1547519.23 CORP Long
927804GD0 927804GD0 Virginia Electric and Power Co 776000.0 478383.07 CORP Long
36179WBW7 36179WBW7 Ginnie Mae II Pool 752015.8454 611036.26 USGA Long
46645UAX5 46645UAX5 JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 325000.0 298800.0 CORP Long
31382XKN9 31382XKN9 Fannie Mae Pool 7337.35 7390.99 USGSE Long
912810TA6 912810TA6 United States Treasury Note/Bond 52196000.0 36406710.0 UST Long
29379VBU6 29379VBU6 Enterprise Products Operating LLC 1000000.0 948676.5 CORP Long
87918A105 87918A105 Teladoc Health Inc 111142.0 2395110.1 CORP Long
20268JAC7 20268JAC7 CommonSpirit Health 780000.0 657896.18 CORP Long
3140XJTB9 3140XJTB9 Fannie Mae Pool 676293.2558 682303.41 USGSE Long
3132DNU84 3132DNU84 Freddie Mac Pool 17499088.9371 14425666.2 USGSE Long
3132DV5S0 3132DV5S0 Freddie Mac Pool 201728.16 186624.17 USGSE Long
532746104 532746104 Limoneira Co 9259.0 191013.17 CORP Long
3128KLUV7 3128KLUV7 Freddie Mac Gold Pool 3107.7 3275.14 USGSE Long
74251V102 74251V102 Principal Financial Group Inc 163156.0 12835482.52 CORP Long
883556BZ4 883556BZ4 Thermo Fisher Scientific Inc 890000.0 811275.89 CORP Long
459058KU6 459058KU6 International Bank for Reconstruction & Development 2925000.0 2921506.38 CORP Long
902681105 902681105 UGI Corp 145941.0 3590148.6 CORP Long
74432QAC9 74432QAC9 Prudential Financial Inc 345000.0 376663.32 CORP Long
222213AY6 222213AY6 Council Of Europe Development Bank 1000000.0 915544.64 CORP Long
56501RAK2 56501RAK2 Manulife Financial Corp 1130000.0 1048269.24 CORP Long
3132DWEK5 3132DWEK5 Freddie Mac Pool 5018076.9329 4870887.2 USGSE Long
3128KDJJ5 3128KDJJ5 Freddie Mac Gold Pool 52555.9372 55060.47 USGSE Long
31410GJS3 31410GJS3 Fannie Mae Pool 30055.56 31451.64 USGSE Long
G7997R103 G7997R103 Seagate Technology Holdings PLC 136762.0 11675371.94 CORP Long
918090101 918090101 Utz Brands Inc 46761.0 759398.64 CORP Long
76029N106 76029N106 Replimune Group Inc 33343.0 281081.49 CORP Long
37310PAB7 37310PAB7 Georgetown University/The 243000.0 233168.16 CORP Long
36179VHT0 36179VHT0 Ginnie Mae II Pool 1530810.748 1440633.6 USGA Long
571903AP8 571903AP8 Marriott International Inc/MD 200000.0 195281.54 CORP Long
80285UAE1 80285UAE1 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3 200000.0 197430.8 CORP Long
45780R101 45780R101 Installed Building Products Inc 16905.0 3090572.1 CORP Long
745867AW1 745867AW1 PulteGroup Inc 700000.0 709290.71 CORP Long
33830Q109 33830Q109 5E Advanced Materials Inc 25800.0 36378.0 CORP Long
3133BTP20 3133BTP20 Freddie Mac Pool 1396349.235 1429698.24 USGSE Long
25746UBM0 25746UBM0 Dominion Energy Inc 890000.0 822604.16 CORP Long
33829M101 33829M101 Five Below Inc 36267.0 7730673.72 CORP Long
3138ELEG4 3138ELEG4 Fannie Mae Pool 25397.79 26135.52 USGSE Long
3132DN3E1 3132DN3E1 Freddie Mac Pool 840126.715 819163.03 USGSE Long
18885T306 18885T306 Clipper Realty Inc 14042.0 75826.8 CORP Long
3128MJ4J6 3128MJ4J6 Freddie Mac Gold Pool 154493.82 147977.15 USGSE Long
31376PDF9 31376PDF9 Fannie Mae Pool 35.52 35.95 USGSE Long
3132XYD46 3132XYD46 Freddie Mac Gold Pool 12205.59 11690.48 USGSE Long
020002BK6 020002BK6 Allstate Corp/The 400000.0 408619.29 CORP Long
31368HNM1 31368HNM1 Fannie Mae Pool 402786.19 401712.2 USGSE Long
36265QAD8 36265QAD8 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-4 575000.0 572702.65 CORP Long
404119BZ1 404119BZ1 HCA Inc 1945000.0 1810008.68 CORP Long
22822VAZ4 22822VAZ4 Crown Castle Inc 700000.0 655200.95 CORP Long
797440BY9 797440BY9 San Diego Gas & Electric Co 800000.0 571645.71 CORP Long
904764AS6 904764AS6 Unilever Capital Corp 550000.0 540016.01 CORP Long
485134BM1 485134BM1 Evergy Metro Inc 480000.0 475215.83 CORP Long
3128MJZF0 3128MJZF0 Freddie Mac Gold Pool 11153353.91 10082030.77 USGSE Long
17888H103 17888H103 Civitas Resources Inc 65353.0 4468838.14 CORP Long
58769FAD7 58769FAD7 MERCEDESBENZ AUTO RECEIVABLES TRUST MBART_23-2 250000.0 261582.73 CORP Long
563571405 563571405 Manitowoc Co Inc/The 25878.0 431903.82 CORP Long
233063AT3 233063AT3 DBJPM 20-C9 Mortgage Trust 200000.0 163374.9 CORP Long
31418MXH0 31418MXH0 Fannie Mae Pool 59151.62 61688.38 USGSE Long
83125X103 83125X103 Sleep Number Corp 13537.0 200753.71 CORP Long
172967HS3 172967HS3 Citigroup Inc 750000.0 721241.97 CORP Long
3133KYWJ4 3133KYWJ4 Freddie Mac Pool 2530875.34 2238940.89 USGSE Long
59156RBM9 59156RBM9 MetLife Inc 500000.0 488983.19 CORP Long
485134BQ2 485134BQ2 Evergy Metro Inc 225000.0 190392.73 CORP Long
404280DN6 404280DN6 HSBC Holdings PLC 1450000.0 1552283.7 CORP Long
00287YAS8 00287YAS8 AbbVie Inc 2257000.0 2154227.62 CORP Long
710577107 710577107 Peoples Bancorp of North Carolina Inc 1927.0 58176.13 CORP Long
832696AY4 832696AY4 J M Smucker Co/The 600000.0 669229.31 CORP Long
036752AS2 036752AS2 Elevance Health Inc 1500000.0 1178203.16 CORP Long
36179U4B5 36179U4B5 Ginnie Mae II Pool 424000.1 387659.48 USGA Long
831865209 831865209 A O Smith Corp 83923.0 6918612.12 CORP Long
459058KA0 459058KA0 International Bank for Reconstruction & Development 8500000.0 7161195.52 CORP Long
026874DE4 026874DE4 American International Group Inc 195000.0 179974.05 CORP Long
36209QVT9 36209QVT9 Ginnie Mae I Pool 8022.4229 8019.45 USGA Long
89417EAH2 89417EAH2 Travelers Cos Inc/The 530000.0 554242.41 CORP Long
610236101 610236101 Monro Inc 20203.0 592756.02 CORP Long
292218104 292218104 Employers Holdings Inc 16575.0 653055.0 CORP Long
3140XLY36 3140XLY36 Fannie Mae Pool 1123881.7475 1132483.26 USGSE Long
3138WJJV1 3138WJJV1 Fannie Mae Pool 209507.5 202618.66 USGSE Long
103304101 103304101 Boyd Gaming Corp 47613.0 2981049.93 CORP Long
983024AL4 983024AL4 Wyeth LLC 410000.0 452918.42 CORP Long
29250RAP1 29250RAP1 Enbridge Energy Partners LP 300000.0 350367.98 CORP Long
29250NBX2 29250NBX2 Enbridge Inc 605000.0 635696.79 CORP Long
35909D109 35909D109 Frontier Communications Parent Inc 171636.0 4349256.24 CORP Long
31418CG99 31418CG99 Fannie Mae Pool 150530.4569 139702.8 USGSE Long
3138XBXV1 3138XBXV1 Fannie Mae Pool 292449.97 286079.5 USGSE Long
31292GX76 31292GX76 Freddie Mac Gold Pool 4902.29 4939.69 USGSE Long
453836108 453836108 Independent Bank Corp 27759.0 1826819.79 CORP Long
981811102 981811102 Worthington Enterprises Inc 21489.0 1236691.95 CORP Long
539830BX6 539830BX6 Lockheed Martin Corp 1625000.0 1831926.14 CORP Long
703481101 703481101 Patterson-UTI Energy Inc 292105.0 3154734.0 CORP Long
845743BQ5 845743BQ5 Southwestern Public Service Co 950000.0 690322.21 CORP Long
26444HAH4 26444HAH4 Duke Energy Florida LLC 1150000.0 1025924.52 CORP Long
09857L108 09857L108 Booking Holdings Inc 23981.0 85065882.82 CORP Long
03837J101 03837J101 Aqua Metals Inc 95200.0 72352.0 CORP Long
01741R102 01741R102 ATI Inc 87172.0 3963710.84 CORP Long
87264ABT1 87264ABT1 T-Mobile USA Inc 893000.0 786420.92 CORP Long
31292HP65 31292HP65 Freddie Mac Gold Pool 13800.81 14108.84 USGSE Long
31402RUN7 31402RUN7 Fannie Mae Pool 53232.7 53825.18 USGSE Long
37045XCK0 37045XCK0 General Motors Financial Co Inc 1675000.0 1651273.41 CORP Long
341271AE4 341271AE4 State Board of Administration Finance Corp 850000.0 769599.01 MUN Long
046353AM0 046353AM0 AstraZeneca PLC 1475000.0 1387980.5 CORP Long
3132DWH48 3132DWH48 Freddie Mac Pool 1039164.84 1064780.05 USGSE Long
581557BJ3 581557BJ3 McKesson Corp 150000.0 147807.29 CORP Long
82312B106 82312B106 Shenandoah Telecommunications Co 31810.0 687732.2 CORP Long
15089QAN4 15089QAN4 Celanese US Holdings LLC 600000.0 629745.33 CORP Long
931142CY7 931142CY7 Walmart Inc 235000.0 248281.28 CORP Long
05592XAD2 05592XAD2 BMW VEHICLE OWNER TRUST BMWOT_23-A 114000.0 115443.15 CORP Long
30216BJU7 30216BJU7 Export Development Canada 2400000.0 2357884.68 NUSS Long
31418DYC0 31418DYC0 Fannie Mae Pool 8502050.8255 7287457.2 USGSE Long
63743HFE7 63743HFE7 National Rural Utilities Cooperative Finance Corp 500000.0 489724.69 CORP Long
13462K109 13462K109 Camping World Holdings Inc 26182.0 687539.32 CORP Long
31406XE32 31406XE32 Fannie Mae Pool 5844.5557 5509.78 USGSE Long
48251K100 48251K100 KKR Real Estate Finance Trust Inc 38141.0 504605.43 CORP Long
31418EBK5 31418EBK5 Fannie Mae Pool 887225.4551 784921.79 USGSE Long
3132A5HY4 3132A5HY4 Freddie Mac Pool 252003.966 234073.33 USGSE Long
458140AK6 458140AK6 Intel Corp 1065000.0 1039640.04 CORP Long
55272X607 55272X607 MFA Financial Inc 74007.0 834058.89 CORP Long
14913R2U0 14913R2U0 Caterpillar Financial Services Corp 500000.0 462362.56 CORP Long
52532XAF2 52532XAF2 Leidos Inc 1200000.0 1148115.84 CORP Long
3136B4QB7 3136B4QB7 Fannie Mae-Aces 805344.31 752245.3 USGSE Long
77311W101 77311W101 Rocket Cos Inc 82700.0 1197496.0 CORP Long
268211109 268211109 DZS Inc 16287.0 32085.39 CORP Long
63888U108 63888U108 Natural Grocers by Vitamin Cottage Inc 9195.0 147120.0 CORP Long
23338VAT3 23338VAT3 DTE Electric Co 500000.0 525441.33 CORP Long
01F042616 01F042616 Fannie Mae or Freddie Mac -1310000.0 -1269881.25 USGSE Short
92337F107 92337F107 Veracyte Inc 51398.0 1413958.98 CORP Long
893574AK9 893574AK9 Transcontinental Gas Pipe Line Co LLC 300000.0 290920.32 CORP Long
912810TJ7 912810TJ7 United States Treasury Note/Bond 29543000.0 24262188.75 UST Long
3132DPWL8 3132DPWL8 Freddie Mac Pool 1744968.2558 1825366.62 USGSE Long
808513BV6 808513BV6 Charles Schwab Corp/The 669000.0 657047.43 CORP Long
154760409 154760409 Central Pacific Financial Corp 18857.0 371105.76 CORP Long
3138YYDC4 3138YYDC4 Fannie Mae Pool 36579.67 35535.13 USGSE Long
760942BA9 760942BA9 Uruguay Government International Bond 2535000.0 2541407.82 NUSS Long
86150R107 86150R107 Stoke Therapeutics Inc 14884.0 78289.84 CORP Long
268150109 268150109 Dynatrace Inc 182544.0 9983331.36 CORP Long
74340XBZ3 74340XBZ3 Prologis LP 750000.0 629382.27 CORP Long
350060109 350060109 L B Foster Co 6452.0 141879.48 CORP Long
55261F104 55261F104 M&T Bank Corp 113640.0 15577771.2 CORP Long
36264FAL5 36264FAL5 Haleon US Capital LLC 500000.0 473118.03 CORP Long
06541XAF7 06541XAF7 BANK 2017-BNK7 275000.0 259134.59 CORP Long
31416B3Y2 31416B3Y2 Fannie Mae Pool 30461.31 30376.76 USGSE Long
374297109 374297109 Getty Realty Corp 32126.0 938721.72 CORP Long
843646AJ9 843646AJ9 Southern Power Co 500000.0 473135.81 CORP Long
3132A9Q34 3132A9Q34 Freddie Mac Pool 515844.28 501122.08 USGSE Long
641423CG1 641423CG1 Nevada Power Co 400000.0 438923.46 CORP Long
806854AK1 806854AK1 Schlumberger Investment SA 400000.0 404097.65 CORP Long
471048BM9 471048BM9 Japan Bank for International Cooperation 500000.0 476122.03 NUSS Long
3128MJYT1 3128MJYT1 Freddie Mac Gold Pool 1941414.93 1754955.42 USGSE Long
98163CAD2 98163CAD2 WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-C 34588.02 34207.48 CORP Long
89236TKD6 89236TKD6 Toyota Motor Credit Corp 750000.0 753705.03 CORP Long
3140XHSK4 3140XHSK4 Fannie Mae Pool 2421478.4767 2060500.93 USGSE Long
914886AB2 914886AB2 University of Southern California 525000.0 433575.22 CORP Long
3132AEJ72 3132AEJ72 Freddie Mac Pool 1076348.85 996083.26 USGSE Long
3133EN5Q9 3133EN5Q9 Federal Farm Credit Banks Funding Corp 1591000.0 1585429.91 USGSE Long
516806205 516806205 Vital Energy Inc 19550.0 889329.5 CORP Long
035710839 035710839 Annaly Capital Management Inc 344778.0 6678349.86 CORP Long
075887CJ6 075887CJ6 Becton Dickinson & Co 1000000.0 893920.84 CORP Long
31283GGE1 31283GGE1 Freddie Mac Gold Pool 2.64 2.63 USGSE Long
34354PAF2 34354PAF2 Flowserve Corp 500000.0 444058.82 CORP Long
48563L101 48563L101 Karat Packaging Inc 4844.0 120373.4 CORP Long
054536AA5 054536AA5 AXA SA 540000.0 649711.3 CORP Long
3138EBJZ9 3138EBJZ9 Fannie Mae Pool 63408.98 61536.4 USGSE Long
06051GFL8 06051GFL8 Bank of America Corp 1500000.0 1473040.25 CORP Long
31287SHY6 31287SHY6 Freddie Mac Gold Pool 4162.35 4311.61 USGSE Long
466313AH6 466313AH6 Jabil Inc 400000.0 381353.24 CORP Long
161175CJ1 161175CJ1 Charter Communications Operating LLC / Charter Communications Operating Capital 900000.0 832986.49 CORP Long
14888L101 14888L101 Catalyst Bancorp Inc 1629.0 17658.36 CORP Long
83067L208 83067L208 Skillz Inc 5464.0 34095.36 CORP Long
361448AX1 361448AX1 GATX Corp 150000.0 123081.09 CORP Long
11135FBG5 11135FBG5 Broadcom Inc 1500000.0 1181827.38 CORP Long
172967JL6 172967JL6 Citigroup Inc 3544000.0 3478971.6 CORP Long
29736RAR1 29736RAR1 Estee Lauder Cos Inc/The 500000.0 418771.46 CORP Long
911312BZ8 911312BZ8 United Parcel Service Inc 650000.0 674900.09 CORP Long
45174XAA0 45174XAA0 IHC Health Services Inc 300000.0 271588.35 CORP Long
00206RGQ9 00206RGQ9 AT&T Inc 2249000.0 2201494.98 CORP Long
05530QAQ3 05530QAQ3 BAT International Finance PLC 650000.0 675598.18 CORP Long
48203R104 48203R104 Juniper Networks Inc 218717.0 6447777.16 CORP Long
3136B35Z9 3136B35Z9 Fannie Mae-Aces 863235.86 820266.48 USGSE Long
31287NPA0 31287NPA0 Freddie Mac Gold Pool 10082.31 10057.51 USGSE Long
404280CK3 404280CK3 HSBC Holdings PLC 4000000.0 3320110.8 CORP Long
40434LAC9 40434LAC9 HP Inc 800000.0 731279.13 CORP Long
31418DZH8 31418DZH8 Fannie Mae Pool 2628147.0763 2038840.55 USGSE Long
254687EB8 254687EB8 Walt Disney Co/The 1728000.0 1980002.57 CORP Long
875127BJ0 875127BJ0 Tampa Electric Co 500000.0 363549.6 CORP Long
803854KQ0 803854KQ0 Province of Saskatchewan Canada 700000.0 677879.27 NUSS Long
54627RAM2 54627RAM2 Louisiana Local Government Environmental Facilities & Community Development Auth 700000.0 689010.07 MUN Long
668444AC6 668444AC6 Northwestern University 350000.0 335262.78 CORP Long
31375YSP3 31375YSP3 Fannie Mae Pool 119.68 121.6 USGSE Long
36252HAH4 36252HAH4 GS Mortgage Securities Trust 2017-GS5 250000.0 215352.25 CORP Long
912810TS7 912810TS7 United States Treasury Note/Bond 31759000.0 30384432.37 UST Long
24703DBH3 24703DBH3 Dell International LLC / EMC Corp 1200000.0 869291.84 CORP Long
455780CT1 455780CT1 Indonesia Government International Bond 2005000.0 1802335.22 NUSS Long
31335CED2 31335CED2 Freddie Mac Gold Pool 336096.2685 312431.63 USGSE Long
842400HM8 842400HM8 Southern California Edison Co 330000.0 285929.19 CORP Long
91282CHE4 91282CHE4 United States Treasury Note/Bond 21025000.0 20814750.0 UST Long
381013101 381013101 Golden Entertainment Inc 13829.0 552191.97 CORP Long
31418EK82 31418EK82 Fannie Mae Pool 1095289.3315 1115435.54 USGSE Long
22822VAS0 22822VAS0 Crown Castle Inc 522000.0 492900.86 CORP Long
654106103 654106103 NIKE Inc 841879.0 91402803.03 CORP Long
14044CAD4 14044CAD4 CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_21-1 100000.0 93801.32 CORP Long
927804FP4 927804FP4 Virginia Electric and Power Co 500000.0 458731.15 CORP Long
10112RBD5 10112RBD5 Boston Properties LP 600000.0 515344.26 CORP Long
478160CP7 478160CP7 Johnson & Johnson 1225000.0 1093678.96 CORP Long
92556H206 92556H206 Paramount Global 346029.0 5117768.91 CORP Long
31418EAA8 31418EAA8 Fannie Mae Pool 5958533.4128 4944952.32 USGSE Long
906548CJ9 906548CJ9 Union Electric Co 425000.0 356356.46 CORP Long
37247D106 37247D106 Genworth Financial Inc 303055.0 2024407.4 CORP Long
3128MMYP2 3128MMYP2 Freddie Mac Gold Pool 87011.11 86391.16 USGSE Long
361448AU7 361448AU7 GATX Corp 150000.0 140703.69 CORP Long
912810QD3 912810QD3 United States Treasury Note/Bond 11686000.0 12197262.5 UST Long
29379VAY9 29379VAY9 Enterprise Products Operating LLC 1000000.0 914631.7 CORP Long
806407102 806407102 Henry Schein Inc 89100.0 6745761.0 CORP Long
465685AH8 465685AH8 ITC Holdings Corp 900000.0 869116.54 CORP Long
912810SR0 912810SR0 United States Treasury Note/Bond 43885000.0 28346967.19 UST Long
3140XF7L9 3140XF7L9 Fannie Mae Pool 2296560.6238 2044494.26 USGSE Long
3137FDES7 3137FDES7 Freddie Mac Multifamily Structured Pass Through Certificates 250000.0 238346.93 USGSE Long
36179QWD9 36179QWD9 Ginnie Mae II Pool 695831.34 640414.01 USGA Long
037833BA7 037833BA7 Apple Inc 1594000.0 1330055.76 CORP Long
927804GE8 927804GE8 Virginia Electric and Power Co 500000.0 420976.56 CORP Long
36208VXK6 36208VXK6 Ginnie Mae I Pool 1078.18 1107.36 USGA Long
55405W104 55405W104 MYR Group Inc 11643.0 1683927.09 CORP Long
6174468Q5 6174468Q5 Morgan Stanley 750000.0 720311.36 CORP Long
758750AF0 758750AF0 Regal Rexnord Corp 1060000.0 1106966.75 CORP Long
3140QCVU7 3140QCVU7 Fannie Mae Pool 490035.89 440653.36 USGSE Long
709235T70 709235T70 Pennsylvania State University/The 425000.0 320696.76 MUN Long
404119CQ0 404119CQ0 HCA Inc 1019000.0 1036283.23 CORP Long
369550AX6 369550AX6 General Dynamics Corp 250000.0 235809.47 CORP Long
277432100 277432100 Eastman Chemical Co 82211.0 7384192.02 CORP Long
36202E7G8 36202E7G8 Ginnie Mae II Pool 70746.7708 71380.83 USGA Long
80007P869 80007P869 SandRidge Energy Inc 20416.0 279086.72 CORP Long
3128M7TA4 3128M7TA4 Freddie Mac Gold Pool 212443.72 212661.18 USGSE Long
373334JW2 373334JW2 Georgia Power Co 575000.0 509777.89 CORP Long
90278KBA8 90278KBA8 UBS Commercial Mortgage Trust 2018-C14 975000.0 918225.07 CORP Long
701094104 701094104 Parker-Hannifin Corp 88333.0 40695013.1 CORP Long
05526DBX2 05526DBX2 BAT Capital Corp 2000000.0 2256055.36 CORP Long
084664BL4 084664BL4 Berkshire Hathaway Finance Corp 130000.0 147501.29 CORP Long
82982T106 82982T106 SiTime Corp 11900.0 1452752.0 CORP Long
3133KYV48 3133KYV48 Freddie Mac Pool 2902417.93 2489273.54 USGSE Long
20030NBE0 20030NBE0 Comcast Corp 565000.0 531843.13 CORP Long
05350V106 05350V106 Avanos Medical Inc 34214.0 767420.02 CORP Long
31297CW97 31297CW97 Freddie Mac Gold Pool 29460.5643 31064.54 USGSE Long
20602DAC5 20602DAC5 Concentrix Corp 950000.0 977067.87 CORP Long
842400GT4 842400GT4 Southern California Edison Co 1300000.0 1007704.89 CORP Long
963320AX4 963320AX4 Whirlpool Corp 200000.0 168864.97 CORP Long
70450Y103 70450Y103 PayPal Holdings Inc 741110.0 45511565.1 CORP Long
46643PBJ8 46643PBJ8 JPMBB Commercial Mortgage Securities Trust 2014-C25 200000.0 190119.28 CORP Long
88258MAA3 88258MAA3 TEXAS NATURAL GAS SECURITIZATION FINANCE CORP 1300000.0 1324879.27 CORP Long
31371JMD3 31371JMD3 Fannie Mae Pool 560.63 591.15 USGSE Long
31292GQX7 31292GQX7 Freddie Mac Gold Pool 331.97 339.46 USGSE Long
271014TU6 271014TU6 East Bay Municipal Utility District Water System Revenue 315000.0 345334.19 MUN Long
42226K105 42226K105 Healthcare Realty Trust Inc 264014.0 4548961.22 CORP Long
36201UAH7 36201UAH7 Ginnie Mae I Pool 1739.83 1754.36 USGA Long
31292HSY1 31292HSY1 Freddie Mac Gold Pool 62386.335 66402.77 USGSE Long
055451BB3 055451BB3 BHP Billiton Finance USA Ltd 600000.0 613597.1 CORP Long
31292HSZ8 31292HSZ8 Freddie Mac Gold Pool 45609.11 47257.88 USGSE Long
959802109 959802109 Western Union Co/The 245695.0 2928684.4 CORP Long
3617BVMS3 3617BVMS3 Ginnie Mae I Pool 54253.48 51311.17 USGA Long
36208PRH3 36208PRH3 Ginnie Mae I Pool 1277.09 1313.16 USGA Long
718172DB2 718172DB2 Philip Morris International Inc 1000000.0 1026204.38 CORP Long
22966RAF3 22966RAF3 CubeSmart LP 500000.0 443460.36 CORP Long
74460DAD1 74460DAD1 Public Storage Operating Co 420000.0 401244.17 CORP Long
004498101 004498101 ACI Worldwide Inc 75807.0 2319694.2 CORP Long
606822BM5 606822BM5 Mitsubishi UFJ Financial Group Inc 825000.0 758513.39 CORP Long
071813CS6 071813CS6 Baxter International Inc 1275000.0 1069793.76 CORP Long
912810TR9 912810TR9 United States Treasury Note/Bond 55759000.0 51777461.69 UST Long
31417KTX5 31417KTX5 Fannie Mae Pool 2161.22 2148.45 USGSE Long
14179K101 14179K101 Cargo Therapeutics Inc 1779.0 41183.85 CORP Long
G0450A105 G0450A105 Arch Capital Group Ltd 245401.0 18225932.27 CORP Long
91087BAS9 91087BAS9 Mexico Government International Bond 2025000.0 1604449.82 NUSS Long
828807DT1 828807DT1 Simon Property Group LP 700000.0 598335.61 CORP Long
31283HV36 31283HV36 Freddie Mac Gold Pool 10158.46 10660.49 USGSE Long
78433LAF3 78433LAF3 SCE Recovery Funding LLC 150000.0 112722.95 CORP Long
260543BJ1 260543BJ1 Dow Chemical Co/The 58000.0 65489.22 CORP Long
31417EGS4 31417EGS4 Fannie Mae Pool 175030.37 160544.93 USGSE Long
80286XAF1 80286XAF1 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2 275000.0 264782.24 CORP Long
3138WKVH5 3138WKVH5 Fannie Mae Pool 261326.21 259892.73 USGSE Long
36252TAR6 36252TAR6 GS Mortgage Securities Trust 2016-GS2 300000.0 282794.79 CORP Long
82620P102 82620P102 Sierra Bancorp 8494.0 191539.7 CORP Long
278865BE9 278865BE9 Ecolab Inc 700000.0 719327.75 CORP Long
50076QAN6 50076QAN6 Kraft Heinz Foods Co 750000.0 842198.24 CORP Long
36208HLF1 36208HLF1 Ginnie Mae I Pool 150.45 155.43 USGA Long
097023BR5 097023BR5 Boeing Co/The 325000.0 304674.78 CORP Long
723787AQ0 723787AQ0 Pioneer Natural Resources Co 1025000.0 871122.92 CORP Long
58013MEY6 58013MEY6 McDonald's Corp 1125000.0 1106405.36 CORP Long
12621EAK9 12621EAK9 CNO Financial Group Inc 500000.0 496905.68 CORP Long
3129325J1 3129325J1 Freddie Mac Gold Pool 288521.66 293830.89 USGSE Long
292554102 292554102 Encore Capital Group Inc 14715.0 746786.25 CORP Long
91324PDW9 91324PDW9 UnitedHealth Group Inc 781000.0 731592.51 CORP Long
749685AU7 749685AU7 RPM International Inc 75000.0 70684.33 CORP Long
3128MAEP0 3128MAEP0 Freddie Mac Gold Pool 14345.88 14343.81 USGSE Long
10373QBU3 10373QBU3 BP Capital Markets America Inc 1900000.0 1917381.45 CORP Long
3138EHXP2 3138EHXP2 Fannie Mae Pool 510212.9036 481955.12 USGSE Long
10920V404 10920V404 Bright Health Group Inc 2499.0 19067.37 CORP Long
36179UV82 36179UV82 Ginnie Mae II Pool 695885.7134 654889.69 USGA Long
320734106 320734106 First of Long Island Corp/The 18784.0 248700.16 CORP Long
67079K100 67079K100 NuScale Power Corp 43900.0 144431.0 CORP Long
31283HXS9 31283HXS9 Freddie Mac Gold Pool 29865.29 30118.55 USGSE Long
28035Q102 28035Q102 Edgewell Personal Care Co 33828.0 1239119.64 CORP Long
36267VAH6 36267VAH6 GE HealthCare Technologies Inc 750000.0 788521.62 CORP Long
877619106 877619106 Taysha Gene Therapies Inc 102518.0 181456.86 CORP Long
3140XCXR4 3140XCXR4 Fannie Mae Pool 1048603.1825 900830.04 USGSE Long
36295QNH9 36295QNH9 Ginnie Mae I Pool 30401.4 30580.64 USGA Long
03938LAS3 03938LAS3 ArcelorMittal SA 180000.0 190459.95 CORP Long
43283X105 43283X105 Hilton Grand Vacations Inc 51103.0 2053318.54 CORP Long
06211EAU5 06211EAU5 BANK5 2023-5YR3 100000.0 102924.45 CORP Long
205887AR3 205887AR3 Conagra Brands Inc 100000.0 107819.08 CORP Long
92765F108 92765F108 Viracta Therapeutics Inc 29734.0 16948.38 CORP Long
46625HJZ4 46625HJZ4 JPMorgan Chase & Co 1650000.0 1618042.12 CORP Long
36179YFP4 36179YFP4 Ginnie Mae II Pool 346000.4822 356807.18 USGA Long
31402CU67 31402CU67 Fannie Mae Pool 102292.16 103156.53 USGSE Long
362585AC5 362585AC5 GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_22-2 275000.0 269571.89 CORP Long
025816DL0 025816DL0 American Express Co 600000.0 612074.29 CORP Long
520776105 520776105 Distribution Solutions Group Inc 6200.0 195672.0 CORP Long
3133KTRU6 3133KTRU6 Freddie Mac Pool 1914579.311 1639118.83 USGSE Long
14043GAE4 14043GAE4 CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_22-2 100000.0 97180.16 CORP Long
22663K107 22663K107 Crinetics Pharmaceuticals Inc 43649.0 1553031.42 CORP Long
26442TAH0 26442TAH0 Duke University 550000.0 377334.63 CORP Long
363576109 363576109 Arthur J Gallagher & Co 148653.0 33429086.64 CORP Long
36179T7K5 36179T7K5 Ginnie Mae II Pool 3051485.94 2962878.11 USGA Long
3132DQLM6 3132DQLM6 Freddie Mac Pool 1518139.2748 1541962.37 USGSE Long
117043AT6 117043AT6 Brunswick Corp/DE 500000.0 403572.16 CORP Long
74052F108 74052F108 Premier Financial Corp 27886.0 672052.6 CORP Long
747525BR3 747525BR3 QUALCOMM Inc 400000.0 373805.88 CORP Long
46644YAU4 46644YAU4 JPMBB Commercial Mortgage Securities Trust 2015-C31 369634.55 355384.1 CORP Long
219350AX3 219350AX3 Corning Inc 750000.0 715143.29 CORP Long
867652406 867652406 SunPower Corp 63536.0 306878.88 CORP Long
3138WKRH0 3138WKRH0 Fannie Mae Pool 71366.43 68892.71 USGSE Long
00217GAC7 00217GAC7 Aptiv PLC / Aptiv Corp 900000.0 713314.53 CORP Long
001306AC3 001306AC3 AHS Hospital Corp 500000.0 330634.93 CORP Long
125523AJ9 125523AJ9 Cigna Group/The 1570000.0 1520841.43 CORP Long
45138LBF9 45138LBF9 Idaho Power Co 404000.0 343399.82 CORP Long
50212YAH7 50212YAH7 LPL Holdings Inc 600000.0 638953.94 CORP Long
3140QDVA9 3140QDVA9 Fannie Mae Pool 1025532.34 952611.25 USGSE Long
41285YAD7 41285YAD7 HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_23-B 150000.0 154405.4 CORP Long
3132D6ER7 3132D6ER7 Freddie Mac Pool 641724.9375 650140.33 USGSE Long
31418BZP4 31418BZP4 Fannie Mae Pool 679769.86 633634.63 USGSE Long
65473P105 65473P105 NiSource Inc 308400.0 8188020.0 CORP Long
36179YHR8 36179YHR8 Ginnie Mae II Pool 3480068.78 3457578.84 USGA Long
82710M100 82710M100 Silk Road Medical Inc 24351.0 298786.77 CORP Long
3140QPK89 3140QPK89 Fannie Mae Pool 438892.715 425367.84 USGSE Long
72650RBE1 72650RBE1 Plains All American Pipeline LP / PAA Finance Corp 500000.0 418690.02 CORP Long
3133KGGM4 3133KGGM4 Freddie Mac Pool 637936.23 570497.12 USGSE Long
3128MAFM6 3128MAFM6 Freddie Mac Gold Pool 79528.97 79487.59 USGSE Long
461070AS3 461070AS3 Interstate Power and Light Co 300000.0 256994.47 CORP Long
31417YJJ7 31417YJJ7 Fannie Mae Pool 65565.36 64416.6 USGSE Long
25243YAV1 25243YAV1 Diageo Capital PLC 400000.0 348497.39 CORP Long
00115AAP4 00115AAP4 AEP Transmission Co LLC 500000.0 453602.51 CORP Long
444097109 444097109 Hudson Pacific Properties Inc 100418.0 934891.58 CORP Long
494368BU6 494368BU6 Kimberly-Clark Corp 350000.0 338311.47 CORP Long
62878D100 62878D100 N-able Inc 46354.0 614190.5 CORP Long
075887CQ0 075887CQ0 Becton Dickinson & Co 750000.0 753509.87 CORP Long
00445A100 00445A100 ACELYRIN Inc 59117.0 441012.82 CORP Long
00206RBK7 00206RBK7 AT&T Inc 1137000.0 983694.69 CORP Long
31292K2G1 31292K2G1 Freddie Mac Gold Pool 67202.15 68196.06 USGSE Long
17326FAC1 17326FAC1 Citigroup Commercial Mortgage Trust 2017-C4 84653.08 78877.67 CORP Long
857477CF8 857477CF8 State Street Corp 800000.0 827687.26 CORP Long
3140XFX22 3140XFX22 Fannie Mae Pool 1892519.4891 1702390.17 USGSE Long
693342AA5 693342AA5 PG&E Wildfire Recovery Funding LLC 514549.57 495810.49 CORP Long
03040WBA2 03040WBA2 American Water Capital Corp 700000.0 695750.45 CORP Long
3138XBXZ2 3138XBXZ2 Fannie Mae Pool 197987.34 199655.48 USGSE Long
167593AN2 167593AN2 Chicago O'Hare International Airport 405000.0 460357.71 MUN Long
94106BAD3 94106BAD3 Waste Connections Inc 700000.0 493432.94 CORP Long
3137FYZK5 3137FYZK5 Freddie Mac Multifamily Structured Pass Through Certificates 850000.0 767140.47 USGSE Long
42237K409 42237K409 NightHawk Biosciences Inc 5744.0 2529.08 CORP Long
863111100 863111100 Strattec Security Corp 3216.0 80753.76 CORP Long
478160CK8 478160CK8 Johnson & Johnson 1100000.0 1052745.3 CORP Long
48203RAP9 48203RAP9 Juniper Networks Inc 500000.0 404768.31 CORP Long
977852102 977852102 Wolfspeed Inc 86786.0 3776058.86 CORP Long
01748NAE4 01748NAE4 Allegion US Holding Co Inc 350000.0 332253.96 CORP Long
60687YAT6 60687YAT6 Mizuho Financial Group Inc 1000000.0 966462.92 CORP Long
63253QAE4 63253QAE4 National Australia Bank Ltd/New York 1500000.0 1514913.9 CORP Long
693475BQ7 693475BQ7 PNC Financial Services Group Inc/The 800000.0 805629.83 CORP Long
14318XAD7 14318XAD7 CARMAX AUTO OWNER TRUST CARMX_23-4 150000.0 156034.14 CORP Long
36296RUT2 36296RUT2 Ginnie Mae I Pool 53885.93 53652.31 USGA Long
23331ABN8 23331ABN8 DR Horton Inc 1485000.0 1424070.24 CORP Long
79467BAR6 79467BAR6 Sales Tax Securitization Corp 350000.0 294456.33 MUN Long
337738AU2 337738AU2 Fiserv Inc 2505000.0 2359292.12 CORP Long
737630103 737630103 PotlatchDeltic Corp 56165.0 2757701.5 CORP Long
387328107 387328107 Granite Construction Inc 30297.0 1540905.42 CORP Long
25809K105 25809K105 DoorDash Inc 216632.0 21422738.48 CORP Long
410867AF2 410867AF2 Hanover Insurance Group Inc/The 270000.0 265129.68 CORP Long
798170AN6 798170AN6 San Jose Redevelopment Agency Successor Agency 375000.0 336894.71 MUN Long
36200NSP7 36200NSP7 Ginnie Mae I Pool 20127.9583 20276.27 USGA Long
50249AAH6 50249AAH6 LYB International Finance III LLC 600000.0 461057.93 CORP Long
37148K100 37148K100 Generation Bio Co 26818.0 44249.7 CORP Long
3622ACHF0 3622ACHF0 Ginnie Mae II Pool 1790539.3075 1804741.33 USGA Long
501889208 501889208 LKQ Corp 181226.0 8660790.54 CORP Long
12666DAD3 12666DAD3 CNH EQUIPMENT TRUST CNH_23-B 50000.0 51552.59 CORP Long
665772CC1 665772CC1 Northern States Power Co/MN 250000.0 274816.7 CORP Long
970646105 970646105 Willis Lease Finance Corp 1168.0 57091.84 CORP Long
494550AV8 494550AV8 Kinder Morgan Energy Partners LP 400000.0 421390.48 CORP Long
14448CAN4 14448CAN4 Carrier Global Corp 1600000.0 1548008.32 CORP Long
92940PAG9 92940PAG9 WRKCo Inc 1000000.0 862614.67 CORP Long
907818DY1 907818DY1 Union Pacific Corp 400000.0 392164.58 CORP Long
345105JE1 345105JE1 Foothill-Eastern Transportation Corridor Agency 510000.0 425297.57 MUN Long
68389XBC8 68389XBC8 Oracle Corp 3125000.0 3035456.59 CORP Long
20030NBP5 20030NBP5 Comcast Corp 1000000.0 963351.4 CORP Long
31410KK78 31410KK78 Fannie Mae Pool 12977.29 13203.48 USGSE Long
444859BU5 444859BU5 Humana Inc 750000.0 779811.8 CORP Long
36179Q3K5 36179Q3K5 Ginnie Mae II Pool 261898.87 256661.99 USGA Long
595112BT9 595112BT9 Micron Technology Inc 500000.0 375584.34 CORP Long
163851108 163851108 Chemours Co/The 104079.0 3282651.66 CORP Long
3136BJRY3 3136BJRY3 Fannie Mae-Aces 1250000.0 1035971.75 USGSE Long
902952100 902952100 US Global Investors Inc 9831.0 27723.42 CORP Long
3140XBMH0 3140XBMH0 Fannie Mae Pool 567532.3009 500755.49 USGSE Long
3132E0NM0 3132E0NM0 Freddie Mac Pool 767398.7243 791751.28 USGSE Long
31371EVX0 31371EVX0 Fannie Mae Pool 27.93 27.93 USGSE Long
26442RAD3 26442RAD3 Duke Energy Progress LLC 100000.0 85390.2 CORP Long
92240M108 92240M108 Vector Group Ltd 88188.0 994760.64 CORP Long
3133BH3A2 3133BH3A2 Freddie Mac Pool 359499.522 340097.62 USGSE Long
94989TAZ7 94989TAZ7 Wells Fargo Commercial Mortgage Trust 2015-LC22 275000.0 265693.64 CORP Long
3128P8GM7 3128P8GM7 Freddie Mac Gold Pool 793773.63 782351.23 USGSE Long
609207AX3 609207AX3 Mondelez International Inc 1250000.0 1018764.34 CORP Long
3140QPE29 3140QPE29 Fannie Mae Pool 2687735.3286 2484709.98 USGSE Long
3138MN7G9 3138MN7G9 Fannie Mae Pool 727145.21 683017.82 USGSE Long
3140J5ZV4 3140J5ZV4 Fannie Mae Pool 353124.2055 361963.36 USGSE Long
31418DRR5 31418DRR5 Fannie Mae Pool 1760119.41 1588534.17 USGSE Long
729139105 729139105 Pliant Therapeutics Inc 36322.0 657791.42 CORP Long
36290RXT5 36290RXT5 Ginnie Mae I Pool 8540.84 8527.6 USGA Long
69007J106 69007J106 Outfront Media Inc 96561.0 1347991.56 CORP Long
92976GAJ0 92976GAJ0 Wells Fargo Bank NA 605000.0 673988.54 CORP Long
007589AB0 007589AB0 Advocate Health & Hospitals Corp 375000.0 335146.29 CORP Long
13077DNK4 13077DNK4 California State University 500000.0 367220.2 MUN Long
701094AJ3 701094AJ3 Parker-Hannifin Corp 1879000.0 1803327.62 CORP Long
20030NCK5 20030NCK5 Comcast Corp 922000.0 776774.21 CORP Long
110122DE5 110122DE5 Bristol-Myers Squibb Co 1250000.0 1228241.63 CORP Long
36179N2L1 36179N2L1 Ginnie Mae II Pool 250468.92 250150.62 USGA Long
95000U3A9 95000U3A9 Wells Fargo & Co 4205000.0 4176833.98 CORP Long
3138LUB53 3138LUB53 Fannie Mae Pool 429224.05 405683.51 USGSE Long
26444GAC7 26444GAC7 Duke Energy Florida Project Finance LLC 343420.85 321253.43 CORP Long
369550BC1 369550BC1 General Dynamics Corp 705000.0 692353.49 CORP Long
636180BQ3 636180BQ3 National Fuel Gas Co 100000.0 100057.9 CORP Long
76169XAC8 76169XAC8 Rexford Industrial Realty LP 300000.0 301457.14 CORP Long
46188BAE2 46188BAE2 Invitation Homes Operating Partnership LP 118000.0 119027.15 CORP Long
N/A N/A Carisma Therapeutics Inc 128046.0 1.28 CORP Long
437927AD8 437927AD8 HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-2 50000.0 50154.51 CORP Long
655844CC0 655844CC0 Norfolk Southern Corp 615000.0 523580.48 CORP Long
649445103 649445103 New York Community Bancorp Inc 473063.0 4839434.49 CORP Long
00534A102 00534A102 Invivyd Inc 58006.0 228543.64 CORP Long
04352EAA3 04352EAA3 Ascension Health 1056000.0 944291.68 CORP Long
898402102 898402102 Trustmark Corp 40044.0 1116426.72 CORP Long
124411109 124411109 Byline Bancorp Inc 16290.0 383792.4 CORP Long
3138LTJD1 3138LTJD1 Fannie Mae Pool 161374.23 156608.12 USGSE Long
31371FKW1 31371FKW1 Fannie Mae Pool 119.42 118.75 USGSE Long
67103H107 67103H107 O'Reilly Automotive Inc 40707.0 38674906.56 CORP Long
3140XCX60 3140XCX60 Fannie Mae Pool 1926788.5673 1717616.59 USGSE Long
12666DAC5 12666DAC5 CNH EQUIPMENT TRUST CNH_23-B 350000.0 359736.51 CORP Long
49427RAM4 49427RAM4 Kilroy Realty LP 850000.0 829220.8 CORP Long
3128M7JN7 3128M7JN7 Freddie Mac Gold Pool 5662.78 5910.29 USGSE Long
3132E0K43 3132E0K43 Freddie Mac Pool 2570157.2799 2655307.1 USGSE Long
548661DX2 548661DX2 Lowe's Cos Inc 500000.0 439321.3 CORP Long
302154DG1 302154DG1 Export-Import Bank of Korea 500000.0 402735.96 NUSS Long
54300N103 54300N103 Longboard Pharmaceuticals Inc 13099.0 78986.97 CORP Long
571903BF9 571903BF9 Marriott International Inc/MD 850000.0 757907.97 CORP Long
500630DM7 500630DM7 Korea Development Bank/The 650000.0 622579.12 NUSS Long
3140XCRF7 3140XCRF7 Fannie Mae Pool 1983621.2 1849262.4 USGSE Long
42824CBK4 42824CBK4 Hewlett Packard Enterprise Co 440000.0 409727.34 CORP Long
89236TJV8 89236TJV8 Toyota Motor Credit Corp 300000.0 278382.91 CORP Long
744533BQ2 744533BQ2 Public Service Co of Oklahoma 500000.0 503937.15 CORP Long
45337C102 45337C102 Incyte Corp 131657.0 8266743.03 CORP Long
494550BF2 494550BF2 Kinder Morgan Energy Partners LP 1290000.0 1362383.18 CORP Long
31417AVT3 31417AVT3 Fannie Mae Pool 837107.97 788916.92 USGSE Long
00817YAJ7 00817YAJ7 Aetna Inc 375000.0 330926.09 CORP Long
46590XAQ9 46590XAQ9 JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc 2600000.0 1929774.5 CORP Long
3128MJXS4 3128MJXS4 Freddie Mac Gold Pool 1200515.19 1157698.58 USGSE Long
06406RBT3 06406RBT3 Bank of New York Mellon Corp/The 800000.0 849076.46 CORP Long
31417VPC1 31417VPC1 Fannie Mae Pool 224661.79 225680.81 USGSE Long
G6359F137 G6359F137 Nabors Industries Ltd 6400.0 522432.0 CORP Long
92857WBJ8 92857WBJ8 Vodafone Group PLC 2619000.0 2586632.33 CORP Long
595112BV4 595112BV4 Micron Technology Inc 415000.0 448498.78 CORP Long
01675A109 01675A109 Allbirds Inc 86668.0 106168.3 CORP Long
014491104 014491104 Alexander & Baldwin Inc 53230.0 1012434.6 CORP Long
92345YAE6 92345YAE6 Verisk Analytics Inc 600000.0 592102.76 CORP Long
427028AB1 427028AB1 Canada Government International Bond 5200000.0 4801282.77 NUSS Long
92511U102 92511U102 Verra Mobility Corp 110380.0 2542051.4 CORP Long
05348EBC2 05348EBC2 AvalonBay Communities Inc 350000.0 332226.21 CORP Long
816300107 816300107 Selective Insurance Group Inc 41379.0 4116382.92 CORP Long
14216R101 14216R101 Carisma Therapeutics Inc 21192.0 62092.56 CORP Long
3133EPNG6 3133EPNG6 Federal Farm Credit Banks Funding Corp 600000.0 602153.4 USGSE Long
15189TAV9 15189TAV9 CenterPoint Energy Inc 111000.0 106827.88 CORP Long
67760HNB3 67760HNB3 Ohio Turnpike & Infrastructure Commission 300000.0 225701.79 MUN Long
312941V61 312941V61 Freddie Mac Gold Pool 104848.62 104782.67 USGSE Long
3140QBME5 3140QBME5 Fannie Mae Pool 258322.2 238739.39 USGSE Long
08162RAG2 08162RAG2 Benchmark 2021-B23 Mortgage Trust 275000.0 205440.18 CORP Long
04367G103 04367G103 Asensus Surgical Inc 202501.0 64577.57 CORP Long
586054AC2 586054AC2 Memorial Sloan-Kettering Cancer Center 150000.0 131791.18 CORP Long
59259YBF5 59259YBF5 Metropolitan Transportation Authority 100000.0 102577.56 MUN Long
06054AAX7 06054AAX7 Banc of America Commercial Mortgage Trust 2015-UBS7 300000.0 288658.59 CORP Long
01609WAU6 01609WAU6 Alibaba Group Holding Ltd 535000.0 460916.6 CORP Long
3140GUMS3 3140GUMS3 Fannie Mae Pool 806286.11 796216.73 USGSE Long
461070AG9 461070AG9 Interstate Power and Light Co 250000.0 270068.14 CORP Long
31410XGH3 31410XGH3 Fannie Mae Pool 15050.29 14918.0 USGSE Long
681919BD7 681919BD7 Omnicom Group Inc 750000.0 644472.97 CORP Long
110122DU9 110122DU9 Bristol-Myers Squibb Co 1000000.0 888906.78 CORP Long
31292GY34 31292GY34 Freddie Mac Gold Pool 8072.5 8140.23 USGSE Long
126650DL1 126650DL1 CVS Health Corp 700000.0 585362.96 CORP Long
3140XLVD7 3140XLVD7 Fannie Mae Pool 1303415.4345 1319835.47 USGSE Long
09239B109 09239B109 BlackLine Inc 38408.0 2398195.52 CORP Long
02007WAC2 02007WAC2 ALLY AUTO RECEIVABLES TRUST ALLYA_23-1 245000.0 247930.81 CORP Long
31283HZH1 31283HZH1 Freddie Mac Gold Pool 119879.55 123134.28 USGSE Long
3128MMT52 3128MMT52 Freddie Mac Gold Pool 472782.53 453182.95 USGSE Long
36295YWZ2 36295YWZ2 Ginnie Mae I Pool 34859.98 35633.52 USGA Long
3132DWCU5 3132DWCU5 Freddie Mac Pool 3702907.7736 3151022.33 USGSE Long
256746AG3 256746AG3 Dollar Tree Inc 1450000.0 1424283.93 CORP Long
04351LAA8 04351LAA8 Ascension Health 610000.0 590627.08 CORP Long
318916103 318916103 First Bancshares Inc/The 20691.0 606867.03 CORP Long
65249B208 65249B208 News Corp 81302.0 2091087.44 CORP Long
90265EAU4 90265EAU4 UDR Inc 1000000.0 765169.55 CORP Long
12596WAC8 12596WAC8 CSAIL 2019-C16 Commercial Mortgage Trust 1125000.0 1007851.84 CORP Long
3140X8RS8 3140X8RS8 Fannie Mae Pool 1729279.26 1431944.22 USGSE Long
126408HK2 126408HK2 CSX Corp 1000000.0 890667.93 CORP Long
3132XWEZ0 3132XWEZ0 Freddie Mac Gold Pool 2887005.38 2685385.01 USGSE Long
3137F4X72 3137F4X72 Freddie Mac Multifamily Structured Pass Through Certificates 675000.0 656362.1 USGSE Long
573874AN4 573874AN4 Marvell Technology Inc 300000.0 298787.76 CORP Long
3132DWCP6 3132DWCP6 Freddie Mac Pool 14147961.2387 12051247.53 USGSE Long
12592LBJ0 12592LBJ0 COMM 2014-CCRE20 Mortgage Trust 275000.0 268927.48 CORP Long
911312AN6 911312AN6 United Parcel Service Inc 350000.0 351222.92 CORP Long
92857WBK5 92857WBK5 Vodafone Group PLC 479000.0 478230.63 CORP Long
31292KZ59 31292KZ59 Freddie Mac Gold Pool 57984.36 57947.91 USGSE Long
57636QAJ3 57636QAJ3 Mastercard Inc 450000.0 439675.77 CORP Long
31419DKP5 31419DKP5 Fannie Mae Pool 2803.06 2828.27 USGSE Long
3128MJQ37 3128MJQ37 Freddie Mac Gold Pool 896569.48 844897.4 USGSE Long
07332VBD6 07332VBD6 BBCMS MORTGAGE TRUST 2017-C1 1175000.0 1112947.08 CORP Long
13063DGD4 13063DGD4 State of California 850000.0 836856.79 MUN Long
316773DG2 316773DG2 Fifth Third Bancorp 400000.0 392344.57 CORP Long
478045AA5 478045AA5 John Sevier Combined Cycle Generation LLC 142185.184 133573.46 CORP Long
743756AB4 743756AB4 Providence St Joseph Health Obligated Group 457000.0 429671.81 CORP Long
456873AC2 456873AC2 Trane Technologies Financing Ltd 150000.0 139396.43 CORP Long
718546AW4 718546AW4 Phillips 66 800000.0 674707.59 CORP Long
36206AN74 36206AN74 Ginnie Mae I Pool 148.59 150.78 USGA Long
871829AY3 871829AY3 Sysco Corp 125000.0 115378.43 CORP Long
98164JAE4 98164JAE4 WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-A 100000.0 99654.62 CORP Long
3137FHPH0 3137FHPH0 Freddie Mac Multifamily Structured Pass Through Certificates 230504.06 225805.21 USGSE Long
80007RAQ8 80007RAQ8 Sands China Ltd 525000.0 455643.98 CORP Long
698299BG8 698299BG8 Panama Government International Bond 200000.0 141771.05 NUSS Long
G3223R108 G3223R108 Everest Group Ltd 29986.0 10602449.88 CORP Long
G0585R106 G0585R106 Assured Guaranty Ltd 37675.0 2819220.25 CORP Long
31418DUF7 31418DUF7 Fannie Mae Pool 7437944.6526 5768386.41 USGSE Long
3136B3J50 3136B3J50 Fannie Mae-Aces 792464.13 769587.04 USGSE Long
3140X9JJ5 3140X9JJ5 Fannie Mae Pool 656864.7134 606064.04 USGSE Long
46264C305 46264C305 authID Inc 2200.0 20812.0 CORP Long
651639AZ9 651639AZ9 Newmont Corp 800000.0 684075.58 CORP Long
92846Q107 92846Q107 Vita Coco Co Inc/The 27555.0 706785.75 CORP Long
38141GZM9 38141GZM9 Goldman Sachs Group Inc/The 2735000.0 2348839.42 CORP Long
37045XDW3 37045XDW3 General Motors Financial Co Inc 1000000.0 998445.77 CORP Long
416515AP9 416515AP9 Hartford Financial Services Group Inc/The 600000.0 642554.47 CORP Long
461070AT1 461070AT1 Interstate Power and Light Co 500000.0 339903.07 CORP Long
912810QL5 912810QL5 United States Treasury Note/Bond 4317000.0 4408736.25 UST Long
053604104 053604104 AvePoint Inc 89161.0 732011.81 CORP Long
31418AGQ5 31418AGQ5 Fannie Mae Pool 674426.97 633521.9 USGSE Long
404280BB4 404280BB4 HSBC Holdings PLC 1950000.0 1899045.78 CORP Long
15135BAV3 15135BAV3 Centene Corp 535000.0 480068.9 CORP Long
501044DC2 501044DC2 Kroger Co/The 500000.0 486978.33 CORP Long
3136AJB54 3136AJB54 Fannie Mae-Aces 144676.7963 143753.03 USGSE Long
053807AU7 053807AU7 Avnet Inc 200000.0 169208.37 CORP Long
133131AX0 133131AX0 Camden Property Trust 100000.0 92488.82 CORP Long
344930AE2 344930AE2 FORD CREDIT AUTO OWNER TRUST FORDO_23-B 50000.0 50593.49 CORP Long
70451A104 70451A104 Paysign Inc 29000.0 81200.0 CORP Long
83946P107 83946P107 South Plains Financial Inc 6236.0 180594.56 CORP Long
394357107 394357107 Greene County Bancorp Inc 5012.0 141338.4 CORP Long
3128MJAM2 3128MJAM2 Freddie Mac Gold Pool 16811.9 17721.66 USGSE Long
3138WAPS0 3138WAPS0 Fannie Mae Pool 21932.76 22255.23 USGSE Long
91913Y100 91913Y100 Valero Energy Corp 234121.0 30435730.0 CORP Long
05561Q201 05561Q201 BOK Financial Corp 15414.0 1320209.1 CORP Long
3132DV5X9 3132DV5X9 Freddie Mac Pool 1407395.07 1253554.26 USGSE Long
002121101 002121101 A10 Networks Inc 49754.0 655260.18 CORP Long
3140A1VN4 3140A1VN4 Fannie Mae Pool 903356.08 921192.12 USGSE Long
3138MRLJ8 3138MRLJ8 Fannie Mae Pool 451010.53 425325.89 USGSE Long
3132D6BH2 3132D6BH2 Freddie Mac Pool 724000.2985 629295.2 USGSE Long
69121KAB0 69121KAB0 Blue Owl Capital Corp 100000.0 97181.81 CORP Long
800422107 800422107 John B Sanfilippo & Son Inc 5217.0 537559.68 CORP Long
31418CYM0 31418CYM0 Fannie Mae Pool 993831.95 951170.32 USGSE Long
03027XBK5 03027XBK5 American Tower Corp 1000000.0 667378.81 CORP Long
58013MFN9 58013MFN9 McDonald's Corp 818000.0 799775.15 CORP Long
302491AU9 302491AU9 FMC Corp 400000.0 365484.25 CORP Long
26856L103 26856L103 elf Beauty Inc 35977.0 5192920.18 CORP Long
44701QBF8 44701QBF8 Huntsman International LLC 300000.0 255172.86 CORP Long
02361DAX8 02361DAX8 Ameren Illinois Co 500000.0 341085.18 CORP Long
36241LT97 36241LT97 Ginnie Mae I Pool 123684.78 123222.09 USGA Long
86562MDD9 86562MDD9 Sumitomo Mitsui Financial Group Inc 2600000.0 2753702.87 CORP Long
50540R409 50540R409 Laboratory Corp of America Holdings 58163.0 13219868.27 CORP Long
74456QBL9 74456QBL9 Public Service Electric and Gas Co 500000.0 487812.82 CORP Long
127387108 127387108 Cadence Design Systems Inc 186937.0 50916030.69 CORP Long
06051GGG8 06051GGG8 Bank of America Corp 2675000.0 2409288.99 CORP Long
36225BQ92 36225BQ92 Ginnie Mae I Pool 1990.25 2088.15 USGA Long
91879Q109 91879Q109 Vail Resorts Inc 26021.0 5554702.87 CORP Long
125896BV1 125896BV1 CMS Energy Corp 500000.0 399714.43 CORP Long
46647PBR6 46647PBR6 JPMorgan Chase & Co 4950000.0 4522511.71 CORP Long
606822CG7 606822CG7 Mitsubishi UFJ Financial Group Inc 300000.0 286511.91 CORP Long
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31418DJJ2 31418DJJ2 Fannie Mae Pool 499229.12 464263.31 USGSE Long
962166CC6 962166CC6 Weyerhaeuser Co 253000.0 251705.66 CORP Long
01609WAW2 01609WAW2 Alibaba Group Holding Ltd 700000.0 569124.37 CORP Long
31418EL57 31418EL57 Fannie Mae Pool 685077.7989 696965.95 USGSE Long
68389XBP9 68389XBP9 Oracle Corp 1484000.0 1262808.94 CORP Long
36179RD89 36179RD89 Ginnie Mae II Pool 281105.936 275279.68 USGA Long
37045XBQ8 37045XBQ8 General Motors Financial Co Inc 525000.0 510895.72 CORP Long
65339KAT7 65339KAT7 NextEra Energy Capital Holdings Inc 700000.0 674673.34 CORP Long
02079KAG2 02079KAG2 Alphabet Inc 1600000.0 993779.95 CORP Long
883556CY6 883556CY6 Thermo Fisher Scientific Inc 500000.0 529045.54 CORP Long
09077A106 09077A106 Biomea Fusion Inc 17900.0 259908.0 CORP Long
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445658CF2 445658CF2 JB Hunt Transport Services Inc 650000.0 636075.87 CORP Long
097023CU7 097023CU7 Boeing Co/The 1760000.0 1776291.65 CORP Long
36202FSE7 36202FSE7 Ginnie Mae II Pool 1524616.65 1536192.15 USGA Long
31418ENL0 31418ENL0 Fannie Mae Pool 6579646.9745 6683587.63 USGSE Long
92867YAE4 92867YAE4 VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_23-2 150000.0 154558.65 CORP Long
3620AQLS0 3620AQLS0 Ginnie Mae I Pool 53145.46 53808.72 USGA Long
884903BH7 884903BH7 Thomson Reuters Corp 400000.0 415811.01 CORP Long
3132DWEZ2 3132DWEZ2 Freddie Mac Pool 86669.1812 70802.06 USGSE Long
457642205 457642205 Innodata Inc 14173.0 115368.22 CORP Long
24422EWX3 24422EWX3 John Deere Capital Corp 500000.0 503576.37 CORP Long
00206RML3 00206RML3 AT&T Inc 3000000.0 2806692.78 CORP Long
36179RXE4 36179RXE4 Ginnie Mae II Pool 395680.66 387484.33 USGA Long
65336K103 65336K103 Nexstar Media Group Inc 22330.0 3500227.5 CORP Long
36179VBK5 36179VBK5 Ginnie Mae II Pool 155762.42 154769.43 USGA Long
410120109 410120109 Hancock Whitney Corp 57329.0 2785616.11 CORP Long
12618T105 12618T105 CRA International Inc 4130.0 408250.5 CORP Long
020764106 020764106 Alpha Metallurgical Resources Inc 7496.0 2540544.32 CORP Long
693475BT1 693475BT1 PNC Financial Services Group Inc/The 800000.0 830223.36 CORP Long
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36179SGK7 36179SGK7 Ginnie Mae II Pool 713427.7517 657227.41 USGA Long
91282CAJ0 91282CAJ0 United States Treasury Note/Bond 33812000.0 31571955.0 UST Long
686330AJ0 686330AJ0 ORIX Corp 650000.0 625763.16 CORP Long
02209SBD4 02209SBD4 Altria Group Inc 1525000.0 1521838.39 CORP Long
3128MMWZ2 3128MMWZ2 Freddie Mac Gold Pool 220583.59 211261.13 USGSE Long
254067101 254067101 Dillard's Inc 2001.0 807703.65 CORP Long
36206L6R5 36206L6R5 Ginnie Mae I Pool 124.04 123.69 USGA Long
3138EN4H9 3138EN4H9 Fannie Mae Pool 247580.08 248291.7 USGSE Long
013872106 013872106 Alcoa Corp 124000.0 4216000.0 CORP Long
74383L105 74383L105 Provident Bancorp Inc 14580.0 146820.6 CORP Long
00774MBD6 00774MBD6 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 560000.0 572032.02 CORP Long
3140QHKB0 3140QHKB0 Fannie Mae Pool 1257589.0075 1071663.4 USGSE Long
3132DWC92 3132DWC92 Freddie Mac Pool 1578390.8168 1459232.57 USGSE Long
756109BF0 756109BF0 Realty Income Corp 350000.0 350183.31 CORP Long
03067BAF6 03067BAF6 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1 100000.0 100867.37 CORP Long
45687V106 45687V106 Ingersoll Rand Inc 279271.0 21598819.14 CORP Long
896818101 896818101 Triumph Group Inc 59693.0 989709.94 CORP Long
31418DYX4 31418DYX4 Fannie Mae Pool 21243344.105 17429945.03 USGSE Long
25754A201 25754A201 Domino's Pizza Inc 24122.0 9943812.06 CORP Long
3132DV6T7 3132DV6T7 Freddie Mac Pool 1813491.0065 1403628.08 USGSE Long
912810TQ1 912810TQ1 United States Treasury Note/Bond 21427000.0 20502960.63 UST Long
03938LBA1 03938LBA1 ArcelorMittal SA 400000.0 394044.47 CORP Long
961214EQ2 961214EQ2 Westpac Banking Corp 1000000.0 689711.13 CORP Long
74251VAJ1 74251VAJ1 Principal Financial Group Inc 340000.0 300529.67 CORP Long
04621XAD0 04621XAD0 Assurant Inc 92000.0 98728.44 CORP Long
3133BD3B9 3133BD3B9 Freddie Mac Pool 555369.4507 543498.1 USGSE Long
31417Y7H4 31417Y7H4 Fannie Mae Pool 288290.47 283137.28 USGSE Long
037833BY5 037833BY5 Apple Inc 3805000.0 3713824.55 CORP Long
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816851AP4 816851AP4 Sempra 639000.0 673119.04 CORP Long
92348KAH6 92348KAH6 VERIZON MASTER TRUST VZMT_22-2 625000.0 601857.13 CORP Long
82024L103 82024L103 Shattuck Labs Inc 24751.0 176474.63 CORP Long
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461147100 461147100 inTEST Corp 6257.0 85095.2 CORP Long
76171L106 76171L106 Reynolds Consumer Products Inc 39204.0 1052235.36 CORP Long
637417AH9 637417AH9 NNN REIT Inc 450000.0 440773.1 CORP Long
278642AV5 278642AV5 eBay Inc 1115000.0 1072291.18 CORP Long
582839AF3 582839AF3 Mead Johnson Nutrition Co 640000.0 680544.6 CORP Long
31418ECH1 31418ECH1 Fannie Mae Pool 1827628.2089 1616849.13 USGSE Long
008252AN8 008252AN8 Affiliated Managers Group Inc 725000.0 702997.79 CORP Long
29364WBD9 29364WBD9 Entergy Louisiana LLC 700000.0 467196.13 CORP Long
749685AW3 749685AW3 RPM International Inc 450000.0 372518.8 CORP Long
913017CR8 913017CR8 RTX Corp 975000.0 927564.8 CORP Long
10922NAG8 10922NAG8 Brighthouse Financial Inc 500000.0 506565.18 CORP Long
097023AU9 097023AU9 Boeing Co/The 325000.0 350331.05 CORP Long
36210B4H5 36210B4H5 Ginnie Mae I Pool 527760.57 527089.73 USGA Long
147528103 147528103 Casey's General Stores Inc 25691.0 7058345.34 CORP Long
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36291XXK0 36291XXK0 Ginnie Mae I Pool 14465.08 15221.0 USGA Long
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438127AC6 438127AC6 Honda Motor Co Ltd 1525000.0 1394059.0 CORP Long
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210518DD5 210518DD5 Consumers Energy Co 530000.0 477454.97 CORP Long
31371EVY8 31371EVY8 Fannie Mae Pool 11.68 11.66 USGSE Long
34959EAB5 34959EAB5 Fortinet Inc 500000.0 418074.69 CORP Long
31417BDP9 31417BDP9 Fannie Mae Pool 913040.39 885895.88 USGSE Long
06051GKQ1 06051GKQ1 Bank of America Corp 2000000.0 1907718.34 CORP Long
502431AQ2 502431AQ2 L3Harris Technologies Inc 1500000.0 1560610.02 CORP Long
748148QR7 748148QR7 Province of Quebec Canada 1075000.0 1254700.45 NUSS Long
521865204 521865204 Lear Corp 39625.0 5595446.25 CORP Long
312944P39 312944P39 Freddie Mac Gold Pool 319041.13 311595.76 USGSE Long
31292GM86 31292GM86 Freddie Mac Gold Pool 55.25 55.61 USGSE Long
19247G107 19247G107 Coherent Corp 104786.0 4561334.58 CORP Long
389375106 389375106 Gray Television Inc 60831.0 545045.76 CORP Long
761713BW5 761713BW5 Reynolds American Inc 150000.0 156108.34 CORP Long
88732JAU2 88732JAU2 Time Warner Cable LLC 1850000.0 1841640.79 CORP Long
247025AE9 247025AE9 Dell Inc 70000.0 75473.04 CORP Long
229050307 229050307 CryoPort Inc 28888.0 447475.12 CORP Long
92939FAU3 92939FAU3 WFRBS Commercial Mortgage Trust 2014-C21 425000.0 416878.97 CORP Long
91282CCS8 91282CCS8 United States Treasury Note/Bond 94807200.0 78571467.0 UST Long
166764BD1 166764BD1 Chevron Corp 200000.0 196045.08 CORP Long
58933YAV7 58933YAV7 Merck & Co Inc 600000.0 545878.2 CORP Long
743315AR4 743315AR4 Progressive Corp/The 1602000.0 1504051.28 CORP Long
101137AL1 101137AL1 Boston Scientific Corp 225000.0 271943.38 CORP Long
698299BV5 698299BV5 Panama Government International Bond 600000.0 560830.3 NUSS Long
462222100 462222100 Ionis Pharmaceuticals Inc 95727.0 4842828.93 CORP Long
687380105 687380105 Orrstown Financial Services Inc 5232.0 154344.0 CORP Long
61772BAB9 61772BAB9 Morgan Stanley 5398000.0 4972337.47 CORP Long
047726302 047726302 Atlanta Braves Holdings Inc 26439.0 1046455.62 CORP Long
91086QBE7 91086QBE7 Mexico Government International Bond 500000.0 477790.11 NUSS Long
04686JAC5 04686JAC5 Athene Holding Ltd 3000000.0 2642277.78 CORP Long
3140QQLM5 3140QQLM5 Fannie Mae Pool 913189.4694 885034.92 USGSE Long
023135CR5 023135CR5 Amazon.com Inc 2500000.0 2568501.58 CORP Long
825698103 825698103 Shyft Group Inc/The 21038.0 257084.36 CORP Long
3140XFWQ0 3140XFWQ0 Fannie Mae Pool 2696737.2471 2341853.1 USGSE Long
444859BB7 444859BB7 Humana Inc 375000.0 343071.68 CORP Long
518415104 518415104 Lattice Semiconductor Corp 94948.0 6550462.52 CORP Long
136385AL5 136385AL5 Canadian Natural Resources Ltd 1000000.0 1048250.79 CORP Long
3622ACME7 3622ACME7 Ginnie Mae II Pool 1492873.1928 1505073.85 USGA Long
49705R105 49705R105 Kinnate Biopharma Inc 25767.0 61067.79 CORP Long
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701094AL8 701094AL8 Parker-Hannifin Corp 500000.0 433710.48 CORP Long
3140QPPQ4 3140QPPQ4 Fannie Mae Pool 2698431.8093 2625104.08 USGSE Long
084423102 084423102 W R Berkley Corp 132730.0 9386665.6 CORP Long
136385AZ4 136385AZ4 Canadian Natural Resources Ltd 400000.0 381224.04 CORP Long
95000U3B7 95000U3B7 Wells Fargo & Co 6700000.0 6531262.38 CORP Long
79575DE63 79575DE63 Salt River Project Agricultural Improvement & Power District 370000.0 365367.01 MUN Long
3132DVML6 3132DVML6 Freddie Mac Pool 2437586.7918 2389607.77 USGSE Long
3136BQCX5 3136BQCX5 Fannie Mae-Aces 640000.0 641431.23 USGSE Long
36252HAD3 36252HAD3 GS Mortgage Securities Trust 2017-GS5 625000.0 579646.44 CORP Long
31942S104 31942S104 First Capital Inc 1002.0 27344.58 CORP Long
95000U2Q5 95000U2Q5 Wells Fargo & Co 6000000.0 4536356.58 CORP Long
21684AAC0 21684AAC0 Cooperatieve Rabobank UA 802000.0 787577.16 CORP Long
3128PWJ58 3128PWJ58 Freddie Mac Gold Pool 63454.59 62207.07 USGSE Long
912810RD2 912810RD2 United States Treasury Note/Bond 19000000.0 17794687.5 UST Long
020002BD2 020002BD2 Allstate Corp/The 400000.0 386427.47 CORP Long
08162PAZ4 08162PAZ4 Benchmark 2018-B1 Mortgage Trust 200000.0 179283.62 CORP Long
22822VAU5 22822VAU5 Crown Castle Inc 1200000.0 841184.06 CORP Long
126408HE6 126408HE6 CSX Corp 200000.0 190413.37 CORP Long
80287GAD2 80287GAD2 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-1 100000.0 99302.29 CORP Long
3620ASJT7 3620ASJT7 Ginnie Mae I Pool 7238.47 6955.66 USGA Long
110709AJ1 110709AJ1 Province of British Columbia Canada 1100000.0 1132962.34 NUSS Long
95000HBH4 95000HBH4 Wells Fargo Commercial Mortgage Trust 2016-LC24 100000.0 89099.31 CORP Long
501147102 501147102 Krystal Biotech Inc 17347.0 2152068.82 CORP Long
40434LAA3 40434LAA3 HP Inc 1925000.0 1844661.3 CORP Long
36179TUA1 36179TUA1 Ginnie Mae II Pool 1553458.32 1466375.8 USGA Long
682680AY9 682680AY9 ONEOK Inc 1810000.0 1667570.96 CORP Long
68621F102 68621F102 Organogenesis Holdings Inc 51218.0 209481.62 CORP Long
31418DV74 31418DV74 Fannie Mae Pool 2502725.6069 2055911.75 USGSE Long
225310101 225310101 Credit Acceptance Corp 3578.0 1906107.94 CORP Long
3132DVKZ7 3132DVKZ7 Freddie Mac Pool 1907783.77 1720871.9 USGSE Long
3132DV7L3 3132DV7L3 Freddie Mac Pool 5118496.87 4406387.53 USGSE Long
678026105 678026105 Oil States International Inc 50800.0 344932.0 CORP Long
3128M4AH6 3128M4AH6 Freddie Mac Gold Pool 198491.01 205168.35 USGSE Long
44107TAY2 44107TAY2 Host Hotels & Resorts LP 400000.0 359516.2 CORP Long
913017CJ6 913017CJ6 RTX Corp 900000.0 715865.86 CORP Long
26442RAB7 26442RAB7 Duke Energy Progress LLC 525000.0 466172.42 CORP Long
36179USV5 36179USV5 Ginnie Mae II Pool 787793.14 780408.21 USGA Long
863667BA8 863667BA8 Stryker Corp 400000.0 378378.49 CORP Long
32022K102 32022K102 First Financial Northwest Inc 7628.0 102825.44 CORP Long
3138A7DK1 3138A7DK1 Fannie Mae Pool 24866.63 23357.97 USGSE Long
45773H201 45773H201 Inovio Pharmaceuticals Inc 175516.0 89513.16 CORP Long
459058HT3 459058HT3 International Bank for Reconstruction & Development 2000000.0 1937198.2 CORP Long
418100103 418100103 HashiCorp Inc 65642.0 1551776.88 CORP Long
31419HSW3 31419HSW3 Fannie Mae Pool 11657.09 12164.47 USGSE Long
24703TAC0 24703TAC0 Dell International LLC / EMC Corp 700000.0 707212.02 CORP Long
26884UAG4 26884UAG4 EPR Properties 545000.0 452286.29 CORP Long
78355HKP3 78355HKP3 Ryder System Inc 325000.0 306686.87 CORP Long
883556CW0 883556CW0 Thermo Fisher Scientific Inc 600000.0 615019.75 CORP Long
523768406 523768406 Lee Enterprises Inc 4325.0 34037.75 CORP Long
718172CX5 718172CX5 Philip Morris International Inc 1960000.0 2057832.34 CORP Long
46647PBA3 46647PBA3 JPMorgan Chase & Co 2729000.0 2665870.78 CORP Long
36261PAT9 36261PAT9 GS Mortgage Securities Trust 2019-GSA1 500000.0 442167.55 CORP Long
59156RAM0 59156RAM0 MetLife Inc 425000.0 457014.99 CORP Long
08162UBA7 08162UBA7 Benchmark 2018-B8 Mortgage Trust 200000.0 177226.72 CORP Long
29359UAB5 29359UAB5 Enstar Group Ltd 680000.0 663612.55 CORP Long
3132L7CG2 3132L7CG2 Freddie Mac Gold Pool 50323.1 50016.22 USGSE Long
91913YBC3 91913YBC3 Valero Energy Corp 400000.0 340628.76 CORP Long
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254709AP3 254709AP3 Discover Financial Services 3183000.0 3139512.61 CORP Long
21036PBE7 21036PBE7 Constellation Brands Inc 625000.0 581371.08 CORP Long
59447TXW8 59447TXW8 Michigan Finance Authority 250000.0 217843.9 MUN Long
87264ABL8 87264ABL8 T-Mobile USA Inc 2500000.0 1874011.8 CORP Long
3140XD4A1 3140XD4A1 Fannie Mae Pool 533010.3637 495669.74 USGSE Long
3620AL6U3 3620AL6U3 Ginnie Mae I Pool 29303.39 29266.15 USGA Long
31307JPV9 31307JPV9 Freddie Mac Gold Pool 509.67 502.72 USGSE Long
61747YEX9 61747YEX9 Morgan Stanley 1000000.0 1018256.26 CORP Long
3133KKD71 3133KKD71 Freddie Mac Pool 2014112.4475 1649238.05 USGSE Long
G7S53R104 G7S53R104 ProKidney Corp 24600.0 43788.0 CORP Long
31375TWW4 31375TWW4 Fannie Mae Pool 707.47 715.98 USGSE Long
346563109 346563109 Forrester Research Inc 9338.0 250351.78 CORP Long
3140X8EH6 3140X8EH6 Fannie Mae Pool 233982.351 193590.19 USGSE Long
136375DB5 136375DB5 Canadian National Railway Co 500000.0 469949.91 CORP Long
3140QNWG3 3140QNWG3 Fannie Mae Pool 615113.0485 502787.75 USGSE Long
08162XBG8 08162XBG8 Benchmark 2020-B20 Mortgage Trust 425000.0 336230.34 CORP Long
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05969A105 05969A105 Bancorp Inc/The 33463.0 1290333.28 CORP Long
743606105 743606105 Prosperity Bancshares Inc 61679.0 4177518.67 CORP Long
08162BBJ0 08162BBJ0 Benchmark 2019-B11 Mortgage Trust 310000.0 243483.83 CORP Long
665859AW4 665859AW4 Northern Trust Corp 925000.0 912267.48 CORP Long
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74340XBP5 74340XBP5 Prologis LP 510000.0 366409.49 CORP Long
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12591DAD3 12591DAD3 CNOOC Finance 2014 ULC 200000.0 194816.59 CORP Long
71654QBT8 71654QBT8 Petroleos Mexicanos 30000.0 28186.15 CORP Long
02875D109 02875D109 American Outdoor Brands Inc 11061.0 92912.4 CORP Long
00206RDR0 00206RDR0 AT&T Inc 1100000.0 1105311.26 CORP Long
362585AD3 362585AD3 GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_22-2 50000.0 48314.02 CORP Long
460690100 460690100 Interpublic Group of Cos Inc/The 265855.0 8677507.2 CORP Long
3138WTUR5 3138WTUR5 Fannie Mae Pool 176243.58 162296.07 USGSE Long
05601XAD1 05601XAD1 BMW VEHICLE LEASE TRUST BMWLT_22-1 100000.0 98644.23 CORP Long
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36208QRB4 36208QRB4 Ginnie Mae I Pool 334.26 342.19 USGA Long
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68323AFG4 68323AFG4 Province of Ontario Canada 1700000.0 1516794.52 NUSS Long
693342AK3 693342AK3 PG&E Wildfire Recovery Funding LLC 350000.0 350638.06 CORP Long
3133KYVY2 3133KYVY2 Freddie Mac Pool 2169152.26 1846789.55 USGSE Long
312944YW5 312944YW5 Freddie Mac Gold Pool 157723.95 162627.75 USGSE Long
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31292GW28 31292GW28 Freddie Mac Gold Pool 1250.38 1277.18 USGSE Long
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341081GE1 341081GE1 Florida Power & Light Co 2250000.0 1561832.12 CORP Long
12591RBD1 12591RBD1 COMM 2014-CCRE15 Mortgage Trust 105000.0 95521.15 CORP Long
29446MAH5 29446MAH5 Equinor ASA 2360000.0 1948716.17 CORP Long
3128PUY97 3128PUY97 Freddie Mac Gold Pool 11011.3 10684.7 USGSE Long
31418DV82 31418DV82 Fannie Mae Pool 5573748.2599 4781384.76 USGSE Long
3132GE7M6 3132GE7M6 Freddie Mac Gold Pool 66490.45 72130.58 USGSE Long
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61692CBM9 61692CBM9 Morgan Stanley Capital I Trust 2021-L6 50000.0 39580.32 CORP Long
48716P108 48716P108 Kearny Financial Corp/MD 41417.0 371510.49 CORP Long
126408GK3 126408GK3 CSX Corp 1000000.0 1117387.76 CORP Long
31413CGP8 31413CGP8 Fannie Mae Pool 9988.71 10509.91 USGSE Long
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3140QF4K2 3140QF4K2 Fannie Mae Pool 744962.26 635531.03 USGSE Long
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436893200 436893200 Home BancShares Inc/AR 124157.0 3144896.81 CORP Long
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37940XAA0 37940XAA0 Global Payments Inc 1425000.0 1381102.65 CORP Long
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149123CD1 149123CD1 Caterpillar Inc 375000.0 357823.87 CORP Long
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08160KAE4 08160KAE4 Benchmark 2019-B15 Mortgage Trust 265000.0 227208.59 CORP Long
254683CS2 254683CS2 DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-A2 1900000.0 1859679.91 CORP Long
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65339KBS8 65339KBS8 NextEra Energy Capital Holdings Inc 1750000.0 1768357.19 CORP Long
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31403DWD7 31403DWD7 Fannie Mae Pool 72040.86 72648.88 USGSE Long
06406RAB3 06406RAB3 Bank of New York Mellon Corp/The 1200000.0 1155131.3 CORP Long
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60687YCT4 60687YCT4 Mizuho Financial Group Inc 1200000.0 1245154.16 CORP Long
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36201ESC5 36201ESC5 Ginnie Mae I Pool 6388.62 6399.1 USGA Long
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06541XAE0 06541XAE0 BANK 2017-BNK7 480000.0 447629.9 CORP Long
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487836BU1 487836BU1 Kellanova 950000.0 912568.63 CORP Long
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31418BXJ0 31418BXJ0 Fannie Mae Pool 344325.52 337810.88 USGSE Long
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293594107 293594107 Enovix Corp 93168.0 1166463.36 CORP Long
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36179Q6Q9 36179Q6Q9 Ginnie Mae II Pool 1238447.602 1213683.98 USGA Long
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37045XCX2 37045XCX2 General Motors Financial Co Inc 500000.0 481210.4 CORP Long
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553368101 553368101 MP Materials Corp 99261.0 1970330.85 CORP Long
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31418CEP5 31418CEP5 Fannie Mae Pool 495832.2 452744.58 USGSE Long
15135UAR0 15135UAR0 Cenovus Energy Inc 342000.0 323419.28 CORP Long
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880591CS9 880591CS9 Tennessee Valley Authority 785000.0 892321.38 USGA Long
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056525108 056525108 Badger Meter Inc 20130.0 3107468.1 CORP Long
31292GLM6 31292GLM6 Freddie Mac Gold Pool 11.4 11.53 USGSE Long
06540VBB0 06540VBB0 BANK 2019-BNK24 575000.0 510899.35 CORP Long
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25470DAK5 25470DAK5 Discovery Communications LLC 1350000.0 1315599.54 CORP Long
12630DBA1 12630DBA1 COMM 2014-CR14 Mortgage Trust 325000.0 314976.16 CORP Long
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3138EGUC6 3138EGUC6 Fannie Mae Pool 32166.05 30278.22 USGSE Long
05254JAA8 05254JAA8 Australia & New Zealand Banking Group Ltd/New York NY 875000.0 880108.37 CORP Long
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3137FXYV4 3137FXYV4 Freddie Mac Multifamily Structured Pass Through Certificates 1075000.0 924975.9 USGSE Long
36179ME30 36179ME30 Ginnie Mae II Pool 1384930.54 1323129.26 USGA Long
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42824C109 42824C109 Hewlett Packard Enterprise Co 881142.0 14961791.16 CORP Long
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157210105 157210105 CEVA Inc 16301.0 370195.71 CORP Long
85254J102 85254J102 STAG Industrial Inc 122662.0 4815710.12 CORP Long
08162YAE2 08162YAE2 Benchmark 2019-B14 Mortgage Trust 225000.0 201698.39 CORP Long
33751L105 33751L105 First Western Financial Inc 2900.0 57507.0 CORP Long
46590LAX0 46590LAX0 JPMDB Commercial Mortgage Securities Trust 2016-C2 150000.0 136109.06 CORP Long
31416CL46 31416CL46 Fannie Mae Pool 5190.89 5256.78 USGSE Long
46513JB42 46513JB42 Israel Government International Bond 1650000.0 1269891.58 NUSS Long
816851BH1 816851BH1 Sempra 900000.0 770661.32 CORP Long
054989AB4 054989AB4 BAT Capital Corp 650000.0 680617.7 CORP Long
126650CL2 126650CL2 CVS Health Corp 2425000.0 2381749.47 CORP Long
337738108 337738108 Fiserv Inc 412588.0 54808189.92 CORP Long
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25278XAN9 25278XAN9 Diamondback Energy Inc 1100000.0 1022122.51 CORP Long
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65473PAL9 65473PAL9 NiSource Inc 500000.0 406717.26 CORP Long
74949LAE2 74949LAE2 RELX Capital Inc 500000.0 505243.43 CORP Long
34964CAF3 34964CAF3 Fortune Brands Innovations Inc 500000.0 466101.81 CORP Long
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31418EJF8 31418EJF8 Fannie Mae Pool 4141325.1918 4101703.48 USGSE Long
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45866FAH7 45866FAH7 Intercontinental Exchange Inc 600000.0 538572.61 CORP Long
3138ECTY9 3138ECTY9 Fannie Mae Pool 552880.45 526563.34 USGSE Long
292505AD6 292505AD6 Ovintiv Inc 700000.0 745183.08 CORP Long
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31428XAU0 31428XAU0 FedEx Corp 300000.0 254883.75 CORP Long
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3140QFP78 3140QFP78 Fannie Mae Pool 4454669.9192 4021979.37 USGSE Long
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31292GQB5 31292GQB5 Freddie Mac Gold Pool 118.43 120.28 USGSE Long
61769JBA8 61769JBA8 Morgan Stanley Capital I Trust 2019-H6 1050000.0 962922.35 CORP Long
130788102 130788102 California Water Service Group 39958.0 2072621.46 CORP Long
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015271AG4 015271AG4 Alexandria Real Estate Equities Inc 200000.0 194474.13 CORP Long
06051GFP9 06051GFP9 Bank of America Corp 3036000.0 2985194.21 CORP Long
31418ADW5 31418ADW5 Fannie Mae Pool 25485.35 24727.26 USGSE Long
3140XLQT8 3140XLQT8 Fannie Mae Pool 613610.0275 640373.79 USGSE Long
84265VAH8 84265VAH8 Southern Copper Corp 650000.0 636575.41 CORP Long
25179MBD4 25179MBD4 Devon Energy Corp 360000.0 362482.72 CORP Long
898813AP5 898813AP5 Tucson Electric Power Co 200000.0 195073.7 CORP Long
36179QWF4 36179QWF4 Ginnie Mae II Pool 520905.56 510496.3 USGA Long
02582JKD1 02582JKD1 AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_23-3 420000.0 427217.83 CORP Long
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89417EAQ2 89417EAQ2 Travelers Cos Inc/The 500000.0 330751.64 CORP Long
172967NX5 172967NX5 Citigroup Inc 3100000.0 3122599.84 CORP Long
31402RC98 31402RC98 Fannie Mae Pool 13794.8467 14784.76 USGSE Long
55336VBR0 55336VBR0 MPLX LP 600000.0 561336.76 CORP Long
29444GAJ6 29444GAJ6 Equitable Holdings Inc 600000.0 639935.76 CORP Long
3137H4CD0 3137H4CD0 Freddie Mac Multifamily Structured Pass Through Certificates 850000.0 728949.8 USGSE Long
3140XLQH4 3140XLQH4 Fannie Mae Pool 2255598.29 2232599.31 USGSE Long
053332BE1 053332BE1 AutoZone Inc 500000.0 502704.51 CORP Long
47787CAC7 47787CAC7 JOHN DEERE OWNER TRUST JDOT_23-C 560000.0 569569.34 CORP Long
097023BV6 097023BV6 Boeing Co/The 475000.0 350669.52 CORP Long
08163NBN4 08163NBN4 Benchmark 2022-B32 Mortgage Trust 300000.0 240698.22 CORP Long
91159HJJ0 91159HJJ0 US Bancorp 1525000.0 1573939.1 CORP Long
172967ME8 172967ME8 Citigroup Inc 2000000.0 1897474.62 CORP Long
806854AL9 806854AL9 Schlumberger Investment SA 200000.0 203193.21 CORP Long
91282CFT3 91282CFT3 United States Treasury Note/Bond 43225000.0 43468140.63 UST Long
83406F102 83406F102 SoFi Technologies Inc 590346.0 5873942.7 CORP Long
91282CAE1 91282CAE1 United States Treasury Note/Bond 88711400.0 72022567.88 UST Long
91282CFM8 91282CFM8 United States Treasury Note/Bond 6700000.0 6746062.5 UST Long
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918204BA5 918204BA5 VF Corp 600000.0 573141.71 CORP Long
31418DXG2 31418DXG2 Fannie Mae Pool 4354632.82 3791541.78 USGSE Long
3138EJG28 3138EJG28 Fannie Mae Pool 55226.23 56688.92 USGSE Long
532457108 532457108 Eli Lilly & Co 587701.0 342582666.92 CORP Long
12430A102 12430A102 BuzzFeed Inc 78100.0 19525.0 CORP Long
08161HAF7 08161HAF7 Benchmark 2018-B4 Mortgage Trust 250000.0 238799.5 CORP Long
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95001FAX3 95001FAX3 Wells Fargo Commercial Mortgage Trust 2017-RC1 1200000.0 1142583.72 CORP Long
3137FBTA4 3137FBTA4 Freddie Mac Multifamily Structured Pass Through Certificates 996835.76 981617.77 USGSE Long
86562MAK6 86562MAK6 Sumitomo Mitsui Financial Group Inc 650000.0 619090.45 CORP Long
30167JAE4 30167JAE4 EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-1A 125000.0 122221.5 CORP Long
3132DWAG8 3132DWAG8 Freddie Mac Pool 6023866.6419 5185910.05 USGSE Long
892331AG4 892331AG4 Toyota Motor Corp 400000.0 374884.27 CORP Long
2350364W7 2350364W7 Dallas Fort Worth International Airport 875000.0 731270.66 MUN Long
3128MMQY2 3128MMQY2 Freddie Mac Gold Pool 392056.35 373555.21 USGSE Long
90276CAH4 90276CAH4 UBS Commercial Mortgage Trust 2017-C2 150000.0 132898.59 CORP Long
90276GAW2 90276GAW2 UBS Commercial Mortgage Trust 2017-C3 300000.0 275444.64 CORP Long
49177JAK8 49177JAK8 Kenvue Inc 1500000.0 1544835.59 CORP Long
28414H103 28414H103 Elanco Animal Health Inc 345905.0 5153984.5 CORP Long
02451V309 02451V309 American Battery Technology Co 23913.0 112151.97 CORP Long
960386AQ3 960386AQ3 Westinghouse Air Brake Technologies Corp 1070000.0 1035450.62 CORP Long
31418ED80 31418ED80 Fannie Mae Pool 5660862.3525 5363068.73 USGSE Long
98978VAN3 98978VAN3 Zoetis Inc 400000.0 391614.47 CORP Long
3138A6LT5 3138A6LT5 Fannie Mae Pool 9581.92 9854.69 USGSE Long
037833EF3 037833EF3 Apple Inc 2700000.0 1853520.35 CORP Long
91282CCF6 91282CCF6 United States Treasury Note/Bond 36415000.0 33615596.88 UST Long
52603A208 52603A208 LendingClub Corp 75742.0 661985.08 CORP Long
08265T208 08265T208 Bentley Systems Inc 157370.0 8211566.6 CORP Long
36179UQ54 36179UQ54 Ginnie Mae II Pool 1027826.19 995658.01 USGA Long
36179XQX7 36179XQX7 Ginnie Mae II Pool 5247225.6951 5288766.93 USGA Long
92345Y106 92345Y106 Verisk Analytics Inc 99619.0 23794994.34 CORP Long
3140XJWW9 3140XJWW9 Fannie Mae Pool 1743696.2086 1763298.84 USGSE Long
437076CG5 437076CG5 Home Depot Inc/The 1000000.0 635110.57 CORP Long
478375AH1 478375AH1 Johnson Controls International plc 210000.0 224750.66 CORP Long
26442EAE0 26442EAE0 Duke Energy Ohio Inc 650000.0 513101.58 CORP Long
63946BAJ9 63946BAJ9 NBCUniversal Media LLC 1450000.0 1327475.23 CORP Long
05493MAJ3 05493MAJ3 BBCMS Mortgage Trust 2021-C11 100000.0 79188.04 CORP Long
36202FY59 36202FY59 Ginnie Mae II Pool 444093.44 421523.59 USGA Long
31409JVL1 31409JVL1 Fannie Mae Pool 43924.6 46412.21 USGSE Long
422806208 422806208 HEICO Corp 68173.0 9710562.12 CORP Long
665859AP9 665859AP9 Northern Trust Corp 600000.0 590380.41 CORP Long
31371K6B2 31371K6B2 Fannie Mae Pool 88472.09 89172.79 USGSE Long
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61692CBS6 61692CBS6 Morgan Stanley Capital I Trust 2021-L6 25000.0 17371.91 CORP Long
747525BJ1 747525BJ1 QUALCOMM Inc 500000.0 390494.11 CORP Long
055988AD1 055988AD1 BMO 2023-C5 Mortgage Trust 200000.0 210747.7 CORP Long
31620M106 31620M106 Fidelity National Information Services Inc 407805.0 24496846.35 CORP Long
4581X0DJ4 4581X0DJ4 Inter-American Development Bank 1615000.0 1529759.06 CORP Long
379930AD2 379930AD2 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-4 200000.0 204811.88 CORP Long
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3132A5JN6 3132A5JN6 Freddie Mac Pool 194353.79 185759.64 USGSE Long
172967KJ9 172967KJ9 Citigroup Inc 975000.0 962571.36 CORP Long
05593AAD1 05593AAD1 BMW VEHICLE LEASE TRUST BMWLT_23-1 100000.0 99643.44 CORP Long
655844CD8 655844CD8 Norfolk Southern Corp 330000.0 249512.48 CORP Long
36179VX21 36179VX21 Ginnie Mae II Pool 31581.35 29721.27 USGA Long
36241KA73 36241KA73 Ginnie Mae I Pool 139182.63 143050.52 USGA Long
341081FF9 341081FF9 Florida Power & Light Co 1025000.0 923139.53 CORP Long
31371MBJ5 31371MBJ5 Fannie Mae Pool 33278.8899 34856.0 USGSE Long
096308101 096308101 Bluegreen Vacations Holding Corp 6400.0 480768.0 CORP Long
3140X8V38 3140X8V38 Fannie Mae Pool 2461804.86 2383817.84 USGSE Long
912810TG3 912810TG3 United States Treasury Note/Bond 51652000.0 41305458.75 UST Long
3617BVMZ7 3617BVMZ7 Ginnie Mae I Pool 60011.45 56752.52 USGA Long
842400FW8 842400FW8 Southern California Edison Co 475000.0 389179.55 CORP Long
87357P100 87357P100 Tactile Systems Technology Inc 16140.0 230802.0 CORP Long
24422EWA3 24422EWA3 John Deere Capital Corp 2000000.0 1846899.86 CORP Long
3128MJWL0 3128MJWL0 Freddie Mac Gold Pool 424429.69 398900.8 USGSE Long
285512AE9 285512AE9 Electronic Arts Inc 500000.0 417401.48 CORP Long
63111XAG6 63111XAG6 Nasdaq Inc 1000000.0 1009607.83 CORP Long
86765BAS8 86765BAS8 Energy Transfer LP 1878000.0 1899339.36 CORP Long
769397100 769397100 Riverview Bancorp Inc 14806.0 94758.4 CORP Long
65479CAE8 65479CAE8 NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_20-B 18893.94 18724.74 CORP Long
37045XEF9 37045XEF9 General Motors Financial Co Inc 850000.0 855894.66 CORP Long
868168105 868168105 Superior Industries International Inc 25107.0 80342.4 CORP Long
34959E109 34959E109 Fortinet Inc 448206.0 26233497.18 CORP Long
26441CBL8 26441CBL8 Duke Energy Corp 625000.0 533357.59 CORP Long
61747YEK7 61747YEK7 Morgan Stanley 500000.0 464051.04 CORP Long
320517105 320517105 First Horizon Corp 378443.0 5358752.88 CORP Long
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31418CSF2 31418CSF2 Fannie Mae Pool 1191559.31 1125574.81 USGSE Long
842587DJ3 842587DJ3 Southern Co/The 900000.0 819898.6 CORP Long
9128282A7 9128282A7 United States Treasury Note/Bond 51244500.0 47961649.22 UST Long
040555CS1 040555CS1 Arizona Public Service Co 500000.0 487038.12 CORP Long
126408GS6 126408GS6 CSX Corp 599000.0 674207.98 CORP Long
828807CE5 828807CE5 Simon Property Group LP 500000.0 566750.33 CORP Long
36179WR34 36179WR34 Ginnie Mae II Pool 6399716.6214 5813827.68 USGA Long
191216100 191216100 Coca-Cola Co/The 2676210.0 157709055.3 CORP Long
31292LGN9 31292LGN9 Freddie Mac Gold Pool 708473.32 668345.89 USGSE Long
35243J101 35243J101 Franklin BSP Realty Trust Inc 59221.0 800075.71 CORP Long
64131A105 64131A105 Neuronetics Inc 19481.0 56494.9 CORP Long
60687YBS7 60687YBS7 Mizuho Financial Group Inc 675000.0 617081.24 CORP Long
958667AE7 958667AE7 Western Midstream Operating LP 609000.0 632782.07 CORP Long
571748BQ4 571748BQ4 Marsh & McLennan Cos Inc 200000.0 134542.54 CORP Long
260543CR2 260543CR2 Dow Chemical Co/The 1075000.0 1101388.34 CORP Long
76122Q105 76122Q105 Resources Connection Inc 22291.0 315863.47 CORP Long
31385XQ91 31385XQ91 Fannie Mae Pool 137793.0124 141474.84 USGSE Long
185634102 185634102 Clene Inc 41494.0 12307.12 CORP Long
57777K106 57777K106 MaxCyte Inc 66640.0 313208.0 CORP Long
35177PAL1 35177PAL1 Orange SA 2260000.0 2793375.46 CORP Long
316773CV0 316773CV0 Fifth Third Bancorp 300000.0 287921.77 CORP Long
023551AM6 023551AM6 Hess Corp 415000.0 480227.11 CORP Long
276480AF7 276480AF7 Eastern Gas Transmission & Storage Inc 325000.0 294802.86 CORP Long
31292GRJ7 31292GRJ7 Freddie Mac Gold Pool 520.33 530.76 USGSE Long
06051GKC2 06051GKC2 Bank of America Corp 1500000.0 1190150.42 CORP Long
31283HZ65 31283HZ65 Freddie Mac Gold Pool 238129.7 244804.48 USGSE Long
337738AT5 337738AT5 Fiserv Inc 2100000.0 2021350.91 CORP Long
48123V102 48123V102 Ziff Davis Inc 30609.0 2056618.71 CORP Long
455780CQ7 455780CQ7 Indonesia Government International Bond 350000.0 316858.98 NUSS Long
192025104 192025104 Codorus Valley Bancorp Inc 7091.0 182238.7 CORP Long
26442CBH6 26442CBH6 Duke Energy Carolinas LLC 600000.0 459957.73 CORP Long
501044BV2 501044BV2 Kroger Co/The 750000.0 856218.02 CORP Long
669549107 669549107 Norwood Financial Corp 3727.0 122655.57 CORP Long
25468PCX2 25468PCX2 TWDC Enterprises 18 Corp 400000.0 338655.58 CORP Long
283677AZ5 283677AZ5 El Paso Electric Co 250000.0 210449.28 CORP Long
3622ACHT0 3622ACHT0 Ginnie Mae II Pool 1637836.174 1687061.83 USGA Long
665859104 665859104 Northern Trust Corp 135128.0 11402100.64 CORP Long
718286CP0 718286CP0 Philippine Government International Bond 1500000.0 1156424.84 NUSS Long
40049JBE6 40049JBE6 Grupo Televisa SAB 600000.0 535907.96 CORP Long
00676P107 00676P107 Adeia Inc 73542.0 911185.38 CORP Long
461070AP9 461070AP9 Interstate Power and Light Co 450000.0 437272.79 CORP Long
3128LU4D5 3128LU4D5 Freddie Mac Non Gold Pool 3271.28 3263.13 USGSE Long
8426EPAD0 8426EPAD0 Southern Co Gas Capital Corp 1000000.0 816668.59 CORP Long
35137LAL9 35137LAL9 Fox Corp 560000.0 516799.62 CORP Long
3135G05X7 3135G05X7 Federal National Mortgage Association 6000000.0 5618460.0 USGSE Long
68389XBG9 68389XBG9 Oracle Corp 1150000.0 955160.94 CORP Long
38148YAA6 38148YAA6 Goldman Sachs Group Inc/The 2230000.0 1946637.56 CORP Long
3133KRCG7 3133KRCG7 Freddie Mac Pool 796196.5873 813269.27 USGSE Long
171340102 171340102 Church & Dwight Co Inc 169534.0 16031135.04 CORP Long
40414LAE9 40414LAE9 Healthpeak OP LLC 175000.0 195964.51 CORP Long
384802AE4 384802AE4 WW Grainger Inc 475000.0 458581.4 CORP Long
3132GDCP5 3132GDCP5 Freddie Mac Gold Pool 53549.82 53539.47 USGSE Long
23311VAF4 23311VAF4 DCP Midstream Operating LP 400000.0 390685.57 CORP Long
010392FU7 010392FU7 Alabama Power Co 500000.0 405043.73 CORP Long
404530AD9 404530AD9 Hackensack Meridian Health Inc 500000.0 343169.47 CORP Long
25746UDK2 25746UDK2 Dominion Energy Inc 500000.0 382023.67 CORP Long
46647PAF3 46647PAF3 JPMorgan Chase & Co 775000.0 740103.69 CORP Long
309627107 309627107 Farmers National Banc Corp 23843.0 344531.35 CORP Long
532457CG1 532457CG1 Eli Lilly & Co 1000000.0 1037569.47 CORP Long
3132D6N55 3132D6N55 Freddie Mac Pool 1376705.3295 1239742.56 USGSE Long
35671D857 35671D857 Freeport-McMoRan Inc 986447.0 41993048.79 CORP Long
3138Y14T9 3138Y14T9 Fannie Mae Pool 429368.3 405846.3 USGSE Long
40414LAM1 40414LAM1 Healthpeak OP LLC 213000.0 207948.42 CORP Long
716973AE2 716973AE2 Pfizer Investment Enterprises Pte Ltd 4078000.0 4085376.12 CORP Long
3138ETYB6 3138ETYB6 Fannie Mae Pool 282665.41 266658.44 USGSE Long
00115AAQ2 00115AAQ2 AEP Transmission Co LLC 500000.0 520878.59 CORP Long
20825CBA1 20825CBA1 ConocoPhillips 500000.0 426438.83 CORP Long
3138YRS41 3138YRS41 Fannie Mae Pool 36321.56 35284.14 USGSE Long
3132D6BD1 3132D6BD1 Freddie Mac Pool 4063014.9663 3537573.68 USGSE Long
34534LAD9 34534LAD9 FORD CREDIT AUTO OWNER TRUST FORDO_22-B 300000.0 296310.36 CORP Long
31417YSG3 31417YSG3 Fannie Mae Pool 45456.34 45300.42 USGSE Long
36179VSH4 36179VSH4 Ginnie Mae II Pool 2856462.73 2604260.49 USGA Long
3132DWCZ4 3132DWCZ4 Freddie Mac Pool 17461333.8911 14288583.33 USGSE Long
695114CW6 695114CW6 PacifiCorp 341000.0 294940.89 CORP Long
3128MJX88 3128MJX88 Freddie Mac Gold Pool 367586.38 342631.27 USGSE Long
210518DA1 210518DA1 Consumers Energy Co 500000.0 421658.91 CORP Long
04247X102 04247X102 Armstrong World Industries Inc 29807.0 2930624.24 CORP Long
96949LAC9 96949LAC9 Williams Cos Inc/The 900000.0 848327.72 CORP Long
3140XGPL7 3140XGPL7 Fannie Mae Pool 3211049.8152 2794360.87 USGSE Long
36179TJW6 36179TJW6 Ginnie Mae II Pool 1491239.6587 1368238.19 USGA Long
3128M9LU4 3128M9LU4 Freddie Mac Gold Pool 381860.16 346100.41 USGSE Long
455780CE4 455780CE4 Indonesia Government International Bond 2075000.0 1921992.18 NUSS Long
743868101 743868101 Provident Financial Holdings Inc 3235.0 40793.35 CORP Long
87938WAU7 87938WAU7 Telefonica Emisiones SA 2500000.0 2325799.73 CORP Long
3128NHRK1 3128NHRK1 Freddie Mac Non Gold Pool 12416.5378 12739.18 USGSE Long
31292GNC6 31292GNC6 Freddie Mac Gold Pool 21.71 22.0 USGSE Long
24906PAA7 24906PAA7 DENTSPLY SIRONA Inc 575000.0 508220.73 CORP Long
80286PAE1 80286PAE1 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-5 350000.0 356078.24 CORP Long
36179V4X5 36179V4X5 Ginnie Mae II Pool 469452.0658 440687.19 USGA Long
31410LTL6 31410LTL6 Fannie Mae Pool 161006.0 148480.39 USGSE Long
189054109 189054109 Clorox Co/The 85778.0 12231085.02 CORP Long
08163BBA8 08163BBA8 Benchmark 2020-B22 Mortgage Trust 400000.0 321793.72 CORP Long
31371FAX0 31371FAX0 Fannie Mae Pool 71.17 71.68 USGSE Long
444859BN1 444859BN1 Humana Inc 480000.0 485986.0 CORP Long
3132AEB47 3132AEB47 Freddie Mac Pool 1715943.18 1739167.1 USGSE Long
31283G3Y1 31283G3Y1 Freddie Mac Gold Pool 320.155 323.3 USGSE Long
36261LAC5 36261LAC5 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-1 72041.48 71066.49 CORP Long
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24422EXD6 24422EXD6 John Deere Capital Corp 500000.0 509341.05 CORP Long
256677AD7 256677AD7 Dollar General Corp 500000.0 491969.08 CORP Long
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3140HEAK8 3140HEAK8 Fannie Mae Pool 276517.34 264651.01 USGSE Long
023761AA7 023761AA7 American Airlines 2017-1 Class AA Pass Through Trust 343125.0 314172.35 CORP Long
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29250NBL8 29250NBL8 Enbridge Inc 250000.0 242333.76 CORP Long
427746102 427746102 Heron Therapeutics Inc 78614.0 133643.8 CORP Long
91282CAY7 91282CAY7 United States Treasury Note/Bond 69305000.0 61107521.43 UST Long
3140XAVF6 3140XAVF6 Fannie Mae Pool 728716.9403 680190.37 USGSE Long
36205G2S9 36205G2S9 Ginnie Mae I Pool 115.98 115.21 USGA Long
25468PDK9 25468PDK9 TWDC Enterprises 18 Corp 1000000.0 967200.59 CORP Long
45866FAY0 45866FAY0 Intercontinental Exchange Inc 300000.0 307101.95 CORP Long
961548AY0 961548AY0 WestRock MWV LLC 275000.0 319738.23 CORP Long
06738ECG8 06738ECG8 Barclays PLC 914000.0 947907.41 CORP Long
95040QAG9 95040QAG9 Welltower OP LLC 225000.0 223839.26 CORP Long
31418D3G5 31418D3G5 Fannie Mae Pool 14844597.235 12179885.15 USGSE Long
29337E102 29337E102 Enliven Therapeutics Inc 14831.0 205261.04 CORP Long
045167EE9 045167EE9 Asian Development Bank 2985000.0 2822043.36 CORP Long
94989CAY7 94989CAY7 Wells Fargo Commercial Mortgage Trust 2015-C26 78875.41 77656.75 CORP Long
826418BM6 826418BM6 Sierra Pacific Power Co 600000.0 571243.28 CORP Long
298785JD9 298785JD9 European Investment Bank 3700000.0 3486169.53 CORP Long
3132E0FQ0 3132E0FQ0 Freddie Mac Pool 4665346.49 4691565.27 USGSE Long
097023CJ2 097023CJ2 Boeing Co/The 3625000.0 3209064.93 CORP Long
3128MJYM6 3128MJYM6 Freddie Mac Gold Pool 443211.21 400639.67 USGSE Long
084423AT9 084423AT9 W R Berkley Corp 290000.0 259553.66 CORP Long
912810RU4 912810RU4 United States Treasury Note/Bond 12440000.0 9990875.0 UST Long
3137FTZL4 3137FTZL4 Freddie Mac Multifamily Structured Pass Through Certificates 625000.0 490788.56 USGSE Long
3133KPZM3 3133KPZM3 Freddie Mac Pool 1805385.2515 1821435.49 USGSE Long
312943ZW6 312943ZW6 Freddie Mac Gold Pool 79026.86 74304.28 USGSE Long
3138ER6F2 3138ER6F2 Fannie Mae Pool 367604.59 353264.0 USGSE Long
002896207 002896207 Abercrombie & Fitch Co 31938.0 2817570.36 CORP Long
06051GKK4 06051GKK4 Bank of America Corp 1500000.0 1274644.82 CORP Long
3132A5G33 3132A5G33 Freddie Mac Pool 898303.58 867168.65 USGSE Long
26884U109 26884U109 EPR Properties 52733.0 2554913.85 CORP Long
521865BB0 521865BB0 Lear Corp 350000.0 313257.35 CORP Long
31371NSV8 31371NSV8 Fannie Mae Pool 6370.13 6393.13 USGSE Long
146103106 146103106 Carter Bankshares Inc 16854.0 252304.38 CORP Long
501044DL2 501044DL2 Kroger Co/The 500000.0 497013.62 CORP Long
36179NLC0 36179NLC0 Ginnie Mae II Pool 1011772.28 934641.64 USGA Long
002824100 002824100 Abbott Laboratories 1194635.0 131493474.45 CORP Long
554382101 554382101 Macerich Co/The 153762.0 2372547.66 CORP Long
68902VAK3 68902VAK3 Otis Worldwide Corp 1400000.0 1246479.71 CORP Long
26442CBL7 26442CBL7 Duke Energy Carolinas LLC 500000.0 516581.83 CORP Long
3140KELM8 3140KELM8 Fannie Mae Pool 1667272.2924 1380591.16 USGSE Long
36179N5X2 36179N5X2 Ginnie Mae II Pool 596091.94 595334.43 USGA Long
38141GA46 38141GA46 Goldman Sachs Group Inc/The 2025000.0 2149014.48 CORP Long
90931LAA6 90931LAA6 United Airlines 2016-1 Class AA Pass Through Trust 375871.486 343275.47 CORP Long
76720AAG1 76720AAG1 Rio Tinto Finance USA PLC 619000.0 560031.6 CORP Long
06051GFC8 06051GFC8 Bank of America Corp 1595000.0 1570452.77 CORP Long
168863DW5 168863DW5 Chile Government International Bond 1465000.0 1204532.26 NUSS Long
36189XL93 36189XL93 Ginnie Mae II Pool 333562.02 308697.47 USGA Long
69012T206 69012T206 Outlook Therapeutics Inc 111564.0 43956.22 CORP Long
3132HQEQ1 3132HQEQ1 Freddie Mac Gold Pool 364615.04 329943.39 USGSE Long
694308HY6 694308HY6 Pacific Gas and Electric Co 1500000.0 1102642.25 CORP Long
21036PBN7 21036PBN7 Constellation Brands Inc 225000.0 224962.42 CORP Long
29084Q100 29084Q100 EMCOR Group Inc 32146.0 6925212.78 CORP Long
3620ADAL6 3620ADAL6 Ginnie Mae I Pool 846.2 818.05 USGA Long
09261HAD9 09261HAD9 Blackstone Private Credit Fund 1442000.0 1306626.05 CORP Long
3132XCSC0 3132XCSC0 Freddie Mac Gold Pool 1389303.09 1382974.12 USGSE Long
24422EUY3 24422EUY3 John Deere Capital Corp 490000.0 454363.47 CORP Long
34379V103 34379V103 Fluence Energy Inc 39386.0 939356.1 CORP Long
635309206 635309206 National CineMedia Inc 44600.0 184644.0 CORP Long
93148P102 93148P102 Walker & Dunlop Inc 22070.0 2449990.7 CORP Long
36179QBH3 36179QBH3 Ginnie Mae II Pool 243324.86 243015.62 USGA Long
191216DL1 191216DL1 Coca-Cola Co/The 1000000.0 755931.66 CORP Long
664121100 664121100 Northeast Community Bancorp Inc 8905.0 157974.7 CORP Long
36241KF52 36241KF52 Ginnie Mae I Pool 59144.77 61276.35 USGA Long
15189XAM0 15189XAM0 CenterPoint Energy Houston Electric LLC 700000.0 567580.46 CORP Long
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3137H73Z4 3137H73Z4 Freddie Mac Multifamily Structured Pass Through Certificates 99033.554 91459.51 USGSE Long
404119BY4 404119BY4 HCA Inc 825000.0 786780.43 CORP Long
3132D56D9 3132D56D9 Freddie Mac Pool 1295840.3131 1134842.91 USGSE Long
3132DV6E0 3132DV6E0 Freddie Mac Pool 156213.52 144511.5 USGSE Long
3128MJYB0 3128MJYB0 Freddie Mac Gold Pool 343481.19 310489.51 USGSE Long
459200KV2 459200KV2 International Business Machines Corp 714000.0 687340.49 CORP Long
758750AC7 758750AC7 Regal Rexnord Corp 800000.0 808535.78 CORP Long
36179S4K0 36179S4K0 Ginnie Mae II Pool 284111.85 276759.77 USGA Long
50249AAJ2 50249AAJ2 LYB International Finance III LLC 800000.0 584054.28 CORP Long
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58013MFK5 58013MFK5 McDonald's Corp 2000000.0 1607359.98 CORP Long
36206HMU9 36206HMU9 Ginnie Mae I Pool 2884.1 2950.06 USGA Long
3133KYVP1 3133KYVP1 Freddie Mac Pool 1287746.8573 1108079.51 USGSE Long
703481AB7 703481AB7 Patterson-UTI Energy Inc 400000.0 373981.11 CORP Long
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11135FBP5 11135FBP5 Broadcom Inc 1610000.0 1322272.83 CORP Long
251526CE7 251526CE7 Deutsche Bank AG/New York NY 1600000.0 1499601.34 CORP Long
880591EX6 880591EX6 Tennessee Valley Authority 1650000.0 1346201.03 USGA Long
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478160CF9 478160CF9 Johnson & Johnson 2150000.0 1983435.07 CORP Long
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156727109 156727109 Cerence Inc 26089.0 512909.74 CORP Long
31418D4X7 31418D4X7 Fannie Mae Pool 15106025.41 12394122.24 USGSE Long
46647PCP9 46647PCP9 JPMorgan Chase & Co 2000000.0 1811825.04 CORP Long
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31418EHK9 31418EHK9 Fannie Mae Pool 5512951.5965 5346391.0 USGSE Long
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42809HAG2 42809HAG2 Hess Corp 1000000.0 990300.96 CORP Long
219798105 219798105 QuidelOrtho Corp 35002.0 2579647.4 CORP Long
62855J104 62855J104 Myriad Genetics Inc 58423.0 1118216.22 CORP Long
002824BP4 002824BP4 Abbott Laboratories 1850000.0 1649178.91 CORP Long
00185AAH7 00185AAH7 Aon Global Ltd 695000.0 641063.84 CORP Long
465741106 465741106 Itron Inc 32086.0 2422813.86 CORP Long
36230UCZ0 36230UCZ0 Ginnie Mae I Pool 219623.68 215232.26 USGA Long
3132DWEC3 3132DWEC3 Freddie Mac Pool 3973958.7895 3856107.07 USGSE Long
337738BB3 337738BB3 Fiserv Inc 1550000.0 1435538.08 CORP Long
29250NBF1 29250NBF1 Enbridge Inc 900000.0 736744.06 CORP Long
3140QP3E5 3140QP3E5 Fannie Mae Pool 1921455.9888 1867732.85 USGSE Long
36201M2R2 36201M2R2 Ginnie Mae I Pool 11296.9575 11826.22 USGA Long
912828ZV5 912828ZV5 United States Treasury Note/Bond 19470000.0 17294834.96 UST Long
89238FAE3 89238FAE3 TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-B 75000.0 72310.56 CORP Long
16412XAJ4 16412XAJ4 Cheniere Corpus Christi Holdings LLC 1150000.0 1087603.37 CORP Long
46590KAE4 46590KAE4 JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 325000.0 312871.75 CORP Long
427866108 427866108 Hershey Co/The 102793.0 19164726.92 CORP Long
75960P104 75960P104 Remitly Global Inc 94137.0 1828140.54 CORP Long
05526DBD6 05526DBD6 BAT Capital Corp 775000.0 649934.39 CORP Long
3138LQ3H5 3138LQ3H5 Fannie Mae Pool 21425.83 20083.29 USGSE Long
444859BK7 444859BK7 Humana Inc 400000.0 371106.33 CORP Long
31371NNA9 31371NNA9 Fannie Mae Pool 31965.69 35092.66 USGSE Long
41285JAD0 41285JAD0 HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_23-A 275000.0 274330.82 CORP Long
46590RAE9 46590RAE9 JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 975000.0 902882.57 CORP Long
880591EH1 880591EH1 Tennessee Valley Authority 2417000.0 2565800.96 USGA Long
24668PAE7 24668PAE7 Koninklijke Ahold Delhaize NV 153000.0 157305.66 CORP Long
78573L106 78573L106 Sabra Health Care REIT Inc 160537.0 2290862.99 CORP Long
91282CBB6 91282CBB6 United States Treasury Note/Bond 74020000.0 65091337.5 UST Long
02361DAS9 02361DAS9 Ameren Illinois Co 350000.0 340952.03 CORP Long
485859201 485859201 Katapult Holdings Inc 1844.0 20136.48 CORP Long
3132WGY27 3132WGY27 Freddie Mac Gold Pool 34480.74 31169.64 USGSE Long
713448EP9 713448EP9 PepsiCo Inc 875000.0 643777.72 CORP Long
406216BA8 406216BA8 Halliburton Co 675000.0 611035.33 CORP Long
3140X8JF5 3140X8JF5 Fannie Mae Pool 660831.03 551936.45 USGSE Long
3128UGUL9 3128UGUL9 Freddie Mac Non Gold Pool 5305.95 5489.22 USGSE Long
092113AS8 092113AS8 Black Hills Corp 240000.0 179567.88 CORP Long
3137H74Q3 3137H74Q3 Freddie Mac Multifamily Structured Pass Through Certificates 125000.0 111119.71 USGSE Long
3138WGVT8 3138WGVT8 Fannie Mae Pool 92293.13 88219.86 USGSE Long
06368EDC3 06368EDC3 Bank of Montreal 1000000.0 922974.83 CORP Long
3620ARZK0 3620ARZK0 Ginnie Mae I Pool 9668.61 9082.6 USGA Long
89236TGU3 89236TGU3 Toyota Motor Credit Corp 625000.0 551967.05 CORP Long
876030AA5 876030AA5 Tapestry Inc 500000.0 405367.01 CORP Long
61945CAD5 61945CAD5 Mosaic Co/The 100000.0 102036.4 CORP Long
3138X3XS6 3138X3XS6 Fannie Mae Pool 829885.29 803970.63 USGSE Long
168863EA2 168863EA2 Chile Government International Bond 900000.0 894257.51 NUSS Long
90138Q108 90138Q108 23andMe Holding Co 201100.0 183704.85 CORP Long
032654AW5 032654AW5 Analog Devices Inc 1050000.0 784537.32 CORP Long
001055AY8 001055AY8 Aflac Inc 1080000.0 1015819.79 CORP Long
961214EX7 961214EX7 Westpac Banking Corp 2000000.0 1623728.4 CORP Long
87938WAT0 87938WAT0 Telefonica Emisiones SA 1675000.0 1641869.29 CORP Long
636274AD4 636274AD4 National Grid PLC 500000.0 515498.36 CORP Long
515110BY9 515110BY9 Landwirtschaftliche Rentenbank 1000000.0 815226.59 CORP Long
03615A108 03615A108 Annovis Bio Inc 4100.0 76670.0 CORP Long
92343VGJ7 92343VGJ7 Verizon Communications Inc 3600000.0 3104702.46 CORP Long
31335AF45 31335AF45 Freddie Mac Gold Pool 4109343.17 3707875.55 USGSE Long
31418CFV1 31418CFV1 Fannie Mae Pool 242135.44 232833.66 USGSE Long
3132FEAH4 3132FEAH4 Freddie Mac Gold Pool 3614.28 3446.07 USGSE Long
65339KBW9 65339KBW9 NextEra Energy Capital Holdings Inc 1150000.0 1020611.37 CORP Long
31403NPW1 31403NPW1 Fannie Mae Pool 3630.75 3703.52 USGSE Long
753422104 753422104 Rapid7 Inc 40541.0 2314891.1 CORP Long
29366WAA4 29366WAA4 Entergy Mississippi LLC 250000.0 200615.15 CORP Long
22822VAB7 22822VAB7 Crown Castle Inc 1405000.0 1384156.46 CORP Long
006739106 006739106 Addus HomeCare Corp 11566.0 1073903.1 CORP Long
31418D3J9 31418D3J9 Fannie Mae Pool 994221.393 887216.63 USGSE Long
36265WAE3 36265WAE3 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-3 100000.0 97548.67 CORP Long
31416CCK0 31416CCK0 Fannie Mae Pool 40725.08 41862.08 USGSE Long
443320106 443320106 Hub Group Inc 20816.0 1913823.04 CORP Long
655844BZ0 655844BZ0 Norfolk Southern Corp 750000.0 730421.15 CORP Long
29250NBZ7 29250NBZ7 Enbridge Inc 1000000.0 1165335.05 CORP Long
92936U109 92936U109 WP Carey Inc 148894.0 9649820.14 CORP Long
31306YJF9 31306YJF9 Freddie Mac Gold Pool 67631.55 64081.57 USGSE Long
00258W108 00258W108 Aaron's Co Inc/The 18696.0 203412.48 CORP Long
95082P105 95082P105 WESCO International Inc 34828.0 6055892.64 CORP Long
31388NKT2 31388NKT2 Fannie Mae Pool 10507.2 10829.14 USGSE Long
110122EC8 110122EC8 Bristol-Myers Squibb Co 1250000.0 1452217.05 CORP Long
674599ED3 674599ED3 Occidental Petroleum Corp 1176000.0 1251862.02 CORP Long
747525BT9 747525BT9 QUALCOMM Inc 650000.0 750533.43 CORP Long
3138YRXV5 3138YRXV5 Fannie Mae Pool 477062.39 453522.65 USGSE Long
066836AC1 066836AC1 Baptist Health South Florida Obligated Group 500000.0 302112.36 CORP Long
36202FGY6 36202FGY6 Ginnie Mae II Pool 300248.2 307754.31 USGA Long
3132E0M90 3132E0M90 Freddie Mac Pool 2178690.1385 1781231.7 USGSE Long
87165B103 87165B103 Synchrony Financial 287478.0 10978784.82 CORP Long
29360AAB6 29360AAB6 Enstar Finance LLC 500000.0 424809.92 CORP Long
19260Q107 19260Q107 Coinbase Global Inc 105676.0 18379169.92 CORP Long
898735UW3 898735UW3 City of Tucson AZ 300000.0 224954.07 MUN Long
05526DBH7 05526DBH7 BAT Capital Corp 200000.0 184097.54 CORP Long
75513EBY6 75513EBY6 RTX Corp 75000.0 81070.86 CORP Long
539439AY5 539439AY5 Lloyds Banking Group PLC 1240000.0 1262509.94 CORP Long
34630N106 34630N106 Forian Inc 16600.0 48555.0 CORP Long
31385XA98 31385XA98 Fannie Mae Pool 37251.31 37656.98 USGSE Long
3140XHLP0 3140XHLP0 Fannie Mae Pool 1748400.8213 1669798.84 USGSE Long
3128MCDY8 3128MCDY8 Freddie Mac Gold Pool 240.76 232.79 USGSE Long
63111XAD3 63111XAD3 Nasdaq Inc 500000.0 405950.32 CORP Long
31418CZ56 31418CZ56 Fannie Mae Pool 23412.13 23093.67 USGSE Long
58933YBJ3 58933YBJ3 Merck & Co Inc 612000.0 611912.59 CORP Long
14319BAC6 14319BAC6 CARMAX AUTO OWNER TRUST CARMX_23-3 200000.0 202277.8 CORP Long
458140BV1 458140BV1 Intel Corp 700000.0 525520.72 CORP Long
16412XAL9 16412XAL9 Cheniere Corpus Christi Holdings LLC 600000.0 478352.77 CORP Long
455780CF1 455780CF1 Indonesia Government International Bond 1000000.0 980964.56 NUSS Long
438516AT3 438516AT3 Honeywell International Inc 305000.0 334113.52 CORP Long
52736R102 52736R102 Levi Strauss & Co 62447.0 1032873.38 CORP Long
89231CAD9 89231CAD9 TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C 275000.0 270864.17 CORP Long
161175CG7 161175CG7 Charter Communications Operating LLC / Charter Communications Operating Capital 1250000.0 794461.09 CORP Long
701094AN4 701094AN4 Parker-Hannifin Corp 1000000.0 941265.48 CORP Long
36206TYJ5 36206TYJ5 Ginnie Mae I Pool 469.13 482.54 USGA Long
808513CA1 808513CA1 Charles Schwab Corp/The 725000.0 625161.44 CORP Long
482480AG5 482480AG5 KLA Corp 300000.0 298607.14 CORP Long
694308KH9 694308KH9 Pacific Gas and Electric Co 550000.0 599832.14 CORP Long
3131Y2SU3 3131Y2SU3 Freddie Mac Pool 99859.47 95438.9 USGSE Long
17323VBD6 17323VBD6 Citigroup Commercial Mortgage Trust 2015-GC29 318000.0 301477.39 CORP Long
36179WTY4 36179WTY4 Ginnie Mae II Pool 6690312.5279 5855730.83 USGA Long
98956PAV4 98956PAV4 Zimmer Biomet Holdings Inc 700000.0 598785.74 CORP Long
79467BBN4 79467BBN4 Sales Tax Securitization Corp 250000.0 205486.48 MUN Long
637432NZ4 637432NZ4 National Rural Utilities Cooperative Finance Corp 248000.0 235256.73 CORP Long
084659AX9 084659AX9 Berkshire Hathaway Energy Co 1750000.0 1484869.68 CORP Long
30260D103 30260D103 Figs Inc 82563.0 573812.85 CORP Long
471048CV8 471048CV8 Japan Bank for International Cooperation 2250000.0 2237331.13 NUSS Long
31418CR97 31418CR97 Fannie Mae Pool 1204616.26 1162872.33 USGSE Long
49326EEN9 49326EEN9 KeyCorp 790000.0 726097.62 CORP Long
06406RBM8 06406RBM8 Bank of New York Mellon Corp/The 650000.0 689395.85 CORP Long
31368HKP7 31368HKP7 Fannie Mae Pool 16412.65 16520.97 USGSE Long
101121101 101121101 Boston Properties Inc 96562.0 6775755.54 CORP Long
14574X104 14574X104 Carrols Restaurant Group Inc 20848.0 164282.24 CORP Long
91282CBC4 91282CBC4 United States Treasury Note/Bond 26597000.0 24652094.38 UST Long
36202EGF0 36202EGF0 Ginnie Mae II Pool 29017.05 29071.89 USGA Long
374275105 374275105 Getty Images Holdings Inc 73000.0 383250.0 CORP Long
94988J6F9 94988J6F9 Wells Fargo Bank NA 2000000.0 2025565.52 CORP Long
219868CF1 219868CF1 Corp Andina de Fomento 620000.0 572090.39 CORP Long
22160KAN5 22160KAN5 Costco Wholesale Corp 3220000.0 2923897.75 CORP Long
3140XFG39 3140XFG39 Fannie Mae Pool 6072953.5883 5273253.7 USGSE Long
31335BAU0 31335BAU0 Freddie Mac Gold Pool 292608.49 290465.07 USGSE Long
71710TAA6 71710TAA6 PG&E Energy Recovery Funding LLC 248669.7316 218510.49 CORP Long
828807CL9 828807CL9 Simon Property Group LP 350000.0 320190.7 CORP Long
558256103 558256103 Madison Square Garden Entertainment Corp 21871.0 695279.09 CORP Long
36179XND4 36179XND4 Ginnie Mae II Pool 2175782.7914 2077334.93 USGA Long
3128MABU2 3128MABU2 Freddie Mac Gold Pool 154905.56 152483.1 USGSE Long
172922106 172922106 Citizens & Northern Corp 8711.0 195387.73 CORP Long
29250NBW4 29250NBW4 Enbridge Inc 604000.0 620239.67 CORP Long
25179MAU7 25179MAU7 Devon Energy Corp 700000.0 620467.17 CORP Long
30166YAE2 30166YAE2 PENDING 150000.0 149135.3 CORP Long
46644UBB3 46644UBB3 JPMBB Commercial Mortgage Securities Trust 2015-C30 93276.88 91819.31 CORP Long
36206FWK4 36206FWK4 Ginnie Mae I Pool 193.78 196.27 USGA Long
31417EHN4 31417EHN4 Fannie Mae Pool 691679.11 634426.62 USGSE Long
85256A109 85256A109 Stagwell Inc 55590.0 368561.7 CORP Long
46645UAT4 46645UAT4 JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 400000.0 377178.92 CORP Long
90320WAG8 90320WAG8 UPMC 400000.0 406211.92 CORP Long
3138ETAN6 3138ETAN6 Fannie Mae Pool 840621.582 790167.56 USGSE Long
682680AU7 682680AU7 ONEOK Inc 800000.0 789967.28 CORP Long
13077DBY7 13077DBY7 California State University 250000.0 215104.0 MUN Long
3132DQJT4 3132DQJT4 Freddie Mac Pool 495528.6605 507788.88 USGSE Long
171077407 171077407 ChromaDex Corp 47403.0 67786.29 CORP Long
857477BD4 857477BD4 State Street Corp 800000.0 777165.58 CORP Long
14040HBN4 14040HBN4 Capital One Financial Corp 1075000.0 1027161.03 CORP Long
045167FM0 045167FM0 Asian Development Bank 630000.0 615773.39 CORP Long
74456QCG9 74456QCG9 Public Service Electric and Gas Co 500000.0 358811.0 CORP Long
3140XJGQ0 3140XJGQ0 Fannie Mae Pool 1769133.007 1756603.48 USGSE Long
478375AS7 478375AS7 Johnson Controls International plc 48000.0 46133.06 CORP Long
92343VDU5 92343VDU5 Verizon Communications Inc 862000.0 897456.93 CORP Long
3140XGYG8 3140XGYG8 Fannie Mae Pool 886172.205 818459.79 USGSE Long
713448FF0 713448FF0 PepsiCo Inc 1000000.0 753814.55 CORP Long
74340XCG4 74340XCG4 Prologis LP 500000.0 506804.25 CORP Long
3140QAS68 3140QAS68 Fannie Mae Pool 92255.26 93214.9 USGSE Long
73757R102 73757R102 Postal Realty Trust Inc 12803.0 186411.68 CORP Long
254687FQ4 254687FQ4 Walt Disney Co/The 1085000.0 1054145.52 CORP Long
31298BMQ1 31298BMQ1 Freddie Mac Gold Pool 2514.66 2662.35 USGSE Long
690469101 690469101 Ovid therapeutics Inc 43087.0 138740.14 CORP Long
3622A2F64 3622A2F64 Ginnie Mae I Pool 190861.01 190267.72 USGA Long
72650RBN1 72650RBN1 Plains All American Pipeline LP / PAA Finance Corp 525000.0 483575.37 CORP Long
92259N104 92259N104 Velo3D Inc 122900.0 48865.04 CORP Long
46648KAY2 46648KAY2 JPMDB Commercial Mortgage Securities Trust 2017-C7 175000.0 156623.08 CORP Long
38141GXH2 38141GXH2 Goldman Sachs Group Inc/The 6425000.0 6040272.41 CORP Long
3617L7D30 3617L7D30 Ginnie Mae I Pool 127452.49 118431.29 USGA Long
097023BS3 097023BS3 Boeing Co/The 450000.0 330684.43 CORP Long
03748R747 03748R747 Apartment Investment and Management Co 85801.0 671821.83 CORP Long
36179NFE3 36179NFE3 Ginnie Mae II Pool 71144.42 67126.18 USGA Long
29425AAD5 29425AAD5 Citigroup Commercial Mortgage Trust 2015-GC33 425000.0 406360.05 CORP Long
30219E202 30219E202 Express Inc 2765.0 23143.05 CORP Long
03938LBE3 03938LBE3 ArcelorMittal SA 1035000.0 1086521.37 CORP Long
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31402C4J8 31402C4J8 Fannie Mae Pool 268734.28 276221.22 USGSE Long
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110709AH5 110709AH5 Province of British Columbia Canada 1275000.0 1171645.89 NUSS Long
36253PAC6 36253PAC6 GS Mortgage Securities Trust 2017-GS6 700000.0 635211.29 CORP Long
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312946B47 312946B47 Freddie Mac Gold Pool 64947.62 63750.84 USGSE Long
3132FEAG6 3132FEAG6 Freddie Mac Gold Pool 6398.55 6307.88 USGSE Long
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3140QGN60 3140QGN60 Fannie Mae Pool 1019654.1625 835944.7 USGSE Long
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3138LQRH9 3138LQRH9 Fannie Mae Pool 702460.36 644322.84 USGSE Long
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30231GAN2 30231GAN2 Exxon Mobil Corp 750000.0 617037.83 CORP Long
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31418CRH9 31418CRH9 Fannie Mae Pool 598553.72 565411.08 USGSE Long
31418ATR9 31418ATR9 Fannie Mae Pool 1078069.48 1044631.97 USGSE Long
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46644ABG6 46644ABG6 JPMBB Commercial Mortgage Securities Trust 2015-C27 93938.94 92300.32 CORP Long
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31419LEN9 31419LEN9 Fannie Mae Pool 12286.82 12753.01 USGSE Long
14043GAD6 14043GAD6 CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_20-1 350000.0 343487.66 CORP Long
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00774MAB1 00774MAB1 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 875000.0 831862.15 CORP Long
26441CBV6 26441CBV6 Duke Energy Corp 500000.0 501720.58 CORP Long
95000YBB0 95000YBB0 Wells Fargo Commercial Mortgage Trust 2017-C40 150000.0 138685.41 CORP Long
05589G102 05589G102 BRP Group Inc 45663.0 1096825.26 CORP Long
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06654DAE7 06654DAE7 Banner Health 500000.0 342622.49 CORP Long
36179XNG7 36179XNG7 Ginnie Mae II Pool 4473458.0854 4502273.87 USGA Long
29444UBT2 29444UBT2 Equinix Inc 725000.0 531208.06 CORP Long
49327M3E2 49327M3E2 KeyBank NA/Cleveland OH 525000.0 509444.13 CORP Long
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92343E102 92343E102 VeriSign Inc 59376.0 12229080.96 CORP Long
3620ALZY3 3620ALZY3 Ginnie Mae I Pool 36067.44 36378.22 USGA Long
3138WJJG4 3138WJJG4 Fannie Mae Pool 778682.8376 736253.11 USGSE Long
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61691ABL6 61691ABL6 Morgan Stanley Capital I Trust 2015-UBS8 300000.0 288427.68 CORP Long
278768106 278768106 EchoStar Corp 25819.0 427820.83 CORP Long
379929AF9 379929AF9 GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3 75000.0 75696.51 CORP Long
3138WDAM3 3138WDAM3 Fannie Mae Pool 455276.19 428364.77 USGSE Long
3138EGQZ0 3138EGQZ0 Fannie Mae Pool 1822.05 1816.13 USGSE Long
61690AAE4 61690AAE4 Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 250000.0 241482.98 CORP Long
3140XJRM7 3140XJRM7 Fannie Mae Pool 523163.5105 526352.4 USGSE Long
3128M6T65 3128M6T65 Freddie Mac Gold Pool 195144.51 194448.41 USGSE Long
03522AAG5 03522AAG5 Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 1241000.0 1218069.4 CORP Long
210385AB6 210385AB6 Constellation Energy Generation LLC 219000.0 225559.05 CORP Long
3128PQKX8 3128PQKX8 Freddie Mac Gold Pool 19624.45 19353.04 USGSE Long
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437076CB6 437076CB6 Home Depot Inc/The 3215000.0 2940983.33 CORP Long
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3138A5MA7 3138A5MA7 Fannie Mae Pool 33138.47 32300.31 USGSE Long
46647PDM5 46647PDM5 JPMorgan Chase & Co 2150000.0 2151750.7 CORP Long
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04517PBU5 04517PBU5 Asian Development Bank 1150000.0 1151275.35 CORP Long
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345397YT4 345397YT4 Ford Motor Credit Co LLC 239000.0 223004.73 CORP Long
31292GTE6 31292GTE6 Freddie Mac Gold Pool 44.64 44.92 USGSE Long
491674BG1 491674BG1 Kentucky Utilities Co 650000.0 634375.91 CORP Long
31335APZ5 31335APZ5 Freddie Mac Gold Pool 1852911.15 1761728.47 USGSE Long
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31416HQU2 31416HQU2 Fannie Mae Pool 34029.58 33936.13 USGSE Long
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032654AN5 032654AN5 Analog Devices Inc 500000.0 488816.51 CORP Long
3137BDCW4 3137BDCW4 Freddie Mac Multifamily Structured Pass Through Certificates 775358.22 766115.25 USGSE Long
03969F109 03969F109 Arcus Biosciences Inc 34801.0 664699.1 CORP Long
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31418EB82 31418EB82 Fannie Mae Pool 4208145.3374 3438166.68 USGSE Long
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52532XAH8 52532XAH8 Leidos Inc 800000.0 669123.09 CORP Long
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30052C107 30052C107 Evolus Inc 25400.0 267462.0 CORP Long
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31371GEG1 31371GEG1 Fannie Mae Pool 455.94 467.92 USGSE Long
3136ATYT5 3136ATYT5 Fannie Mae-Aces 1229410.64 1166382.44 USGSE Long
496902AQ0 496902AQ0 Kinross Gold Corp 100000.0 97778.06 CORP Long
59156RCD8 59156RCD8 MetLife Inc 630000.0 648402.39 CORP Long
3138WGZC1 3138WGZC1 Fannie Mae Pool 785.06 781.19 USGSE Long
3138EKFC4 3138EKFC4 Fannie Mae Pool 76022.49 73848.47 USGSE Long
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3132DMUU7 3132DMUU7 Freddie Mac Pool 716660.77 644916.15 USGSE Long
00187Y100 00187Y100 API Group Corp 145146.0 5022051.6 CORP Long
31410GTM5 31410GTM5 Fannie Mae Pool 47894.38 48435.59 USGSE Long
172967NN7 172967NN7 Citigroup Inc 2600000.0 2339250.65 CORP Long
47109LAB0 47109LAB0 Japan International Cooperation Agency 700000.0 663476.37 NUSS Long
31418D3Y6 31418D3Y6 Fannie Mae Pool 10114453.85 8630069.75 USGSE Long
3138EKDL6 3138EKDL6 Fannie Mae Pool 35768.69 35936.17 USGSE Long
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3133L8CY9 3133L8CY9 Freddie Mac Pool 1066681.3319 955181.45 USGSE Long
12189LAE1 12189LAE1 Burlington Northern Santa Fe LLC 1225000.0 1284821.42 CORP Long
912810QQ4 912810QQ4 United States Treasury Note/Bond 11000000.0 11367812.5 UST Long
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68236P107 68236P107 Oncternal Therapeutics Inc 29166.0 15638.81 CORP Long
38141GZN7 38141GZN7 Goldman Sachs Group Inc/The 1865000.0 1459683.78 CORP Long
61768HAV8 61768HAV8 Morgan Stanley Capital I Trust 2019-L2 250000.0 233807.7 CORP Long
80287DAD9 80287DAD9 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6 50000.0 51034.55 CORP Long
31292HWM2 31292HWM2 Freddie Mac Gold Pool 70746.95 72630.23 USGSE Long
341081ET0 341081ET0 Florida Power & Light Co 50000.0 50763.12 CORP Long
56585ABE1 56585ABE1 Marathon Petroleum Corp 650000.0 545373.18 CORP Long
136385AX9 136385AX9 Canadian Natural Resources Ltd 2000000.0 1942506.9 CORP Long
29157TAE6 29157TAE6 Emory University 150000.0 107381.24 CORP Long
221006109 221006109 CorVel Corp 6709.0 1658531.89 CORP Long
05971KAC3 05971KAC3 Banco Santander SA 500000.0 461610.89 CORP Long
49714P108 49714P108 Kinsale Capital Group Inc 15471.0 5181392.61 CORP Long
3138EMQY0 3138EMQY0 Fannie Mae Pool 38009.42 39005.85 USGSE Long
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44951Y102 44951Y102 Hyzon Motors Inc 64100.0 57369.5 CORP Long
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30212PAM7 30212PAM7 Expedia Group Inc 1600000.0 1600391.34 CORP Long
740189AH8 740189AH8 Precision Castparts Corp 375000.0 326149.65 CORP Long
69120X206 69120X206 Owlet Inc 4672.0 24668.16 CORP Long
914455UG3 914455UG3 University of Michigan 200000.0 135689.08 MUN Long
73474TAT7 73474TAT7 Port of Morrow OR 300000.0 226226.82 MUN Long
31413BTX9 31413BTX9 Fannie Mae Pool 12675.91 13358.74 USGSE Long
822582BF8 822582BF8 Shell International Finance BV 2900000.0 2661321.53 CORP Long
05526DBQ7 05526DBQ7 BAT Capital Corp 1725000.0 1478593.25 CORP Long
75513EAC5 75513EAC5 RTX Corp 863000.0 610042.57 CORP Long
36179SWY9 36179SWY9 Ginnie Mae II Pool 307527.2845 300678.56 USGA Long
3622A2S37 3622A2S37 Ginnie Mae II Pool 872321.46 828746.47 USGA Long
3128MMVZ3 3128MMVZ3 Freddie Mac Gold Pool 1514841.84 1435099.05 USGSE Long
31402N3R7 31402N3R7 Fannie Mae Pool 3567.8 3368.43 USGSE Long
03027XBS8 03027XBS8 American Tower Corp 550000.0 455438.63 CORP Long
06652KAB9 06652KAB9 BankUnited Inc 250000.0 228494.96 CORP Long
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03213A104 03213A104 Amplitude Inc 40098.0 510046.56 CORP Long
36225BSG4 36225BSG4 Ginnie Mae I Pool 5080.63 5224.92 USGA Long
149123101 149123101 Caterpillar Inc 350073.0 103506083.91 CORP Long
68218J103 68218J103 OmniAb Inc 64445.0 397625.65 CORP Long
74113T105 74113T105 Presto Automation Inc 29303.0 15574.54 CORP Long
31418D7K2 31418D7K2 Fannie Mae Pool 1748682.848 1565374.2 USGSE Long
03743Q108 03743Q108 APA Corp 209522.0 7517649.36 CORP Long
6174468G7 6174468G7 Morgan Stanley 300000.0 292236.3 CORP Long
3132HQBF8 3132HQBF8 Freddie Mac Gold Pool 363455.16 328892.03 USGSE Long
053611AN9 053611AN9 Avery Dennison Corp 500000.0 529275.4 CORP Long
3133KTMA5 3133KTMA5 Freddie Mac Pool 2120510.19 1759925.7 USGSE Long
3137BN6G4 3137BN6G4 Freddie Mac Multifamily Structured Pass Through Certificates 275000.0 266524.42 USGSE Long
912828G38 912828G38 United States Treasury Note/Bond 25250000.0 24677930.95 UST Long
71710TAC2 71710TAC2 PG&E Energy Recovery Funding LLC 350000.0 254358.25 CORP Long
591520200 591520200 Methode Electronics Inc 23510.0 534382.3 CORP Long
502431AN9 502431AN9 L3Harris Technologies Inc 600000.0 493661.33 CORP Long
133131AY8 133131AY8 Camden Property Trust 800000.0 600420.11 CORP Long
025816CA5 025816CA5 American Express Co 1212000.0 1198075.83 CORP Long
191098102 191098102 Coca-Cola Consolidated Inc 3275.0 3040510.0 CORP Long
859241101 859241101 Sterling Infrastructure Inc 20243.0 1779966.99 CORP Long
824889109 824889109 Shoe Carnival Inc 10530.0 318111.3 CORP Long
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31404KLH3 31404KLH3 Fannie Mae Pool 43450.73 45472.23 USGSE Long
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37940XAG7 37940XAG7 Global Payments Inc 700000.0 644361.23 CORP Long
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46644RAZ8 46644RAZ8 JPMBB Commercial Mortgage Securities Trust 2015-C29 350000.0 337012.2 CORP Long
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67077MBA5 67077MBA5 Nutrien Ltd 300000.0 303157.56 CORP Long
31292HKY9 31292HKY9 Freddie Mac Gold Pool 6611.96 6753.59 USGSE Long
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36210ERW1 36210ERW1 Ginnie Mae I Pool 2345.26 2387.38 USGA Long
3140X8HD2 3140X8HD2 Fannie Mae Pool 415292.11 397115.73 USGSE Long
12598LAC0 12598LAC0 CNH EQUIPMENT TRUST CNH_21-C 209083.18 201155.44 CORP Long
36296LSS0 36296LSS0 Ginnie Mae I Pool 21583.68 21886.5 USGA Long
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26441CBP9 26441CBP9 Duke Energy Corp 500000.0 391383.35 CORP Long
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31418D7G1 31418D7G1 Fannie Mae Pool 1593027.966 1421378.25 USGSE Long
314211103 314211103 Federated Hermes Inc 57407.0 1943801.02 CORP Long
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20030NDQ1 20030NDQ1 Comcast Corp 1000000.0 615313.16 CORP Long
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262081AD4 262081AD4 DRIVE AUTO RECEIVABLES TRUST DRIVE_21-3 3757.5 3751.3 CORP Long
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36209S5C1 36209S5C1 Ginnie Mae I Pool 2464.51 2487.6 USGA Long
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302301106 302301106 EZCORP Inc 30070.0 262811.8 CORP Long
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3132DVMB8 3132DVMB8 Freddie Mac Pool 7045193.4105 6085809.27 USGSE Long
4581X0DG0 4581X0DG0 Inter-American Development Bank 1000000.0 914314.82 CORP Long
3138M8B51 3138M8B51 Fannie Mae Pool 293588.33 269287.76 USGSE Long
3132DQRM0 3132DQRM0 Freddie Mac Pool 1780119.9963 1771320.86 USGSE Long
26441CBT1 26441CBT1 Duke Energy Corp 1000000.0 969320.96 CORP Long
3140QLCZ7 3140QLCZ7 Fannie Mae Pool 3577433.206 3094532.67 USGSE Long
3130AXU63 3130AXU63 Federal Home Loan Banks 2475000.0 2509773.75 USGSE Long
70450YAJ2 70450YAJ2 PayPal Holdings Inc 1000000.0 750098.12 CORP Long
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3140XF6Z9 3140XF6Z9 Fannie Mae Pool 1276873.4354 1147462.19 USGSE Long
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31385XD95 31385XD95 Fannie Mae Pool 78921.68 82464.47 USGSE Long
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31292GQW9 31292GQW9 Freddie Mac Gold Pool 100.54 102.55 USGSE Long
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17325FBA5 17325FBA5 Citibank NA 1100000.0 1118591.75 CORP Long
92552R406 92552R406 Viad Corp 14866.0 538149.2 CORP Long
12591RBA7 12591RBA7 COMM 2014-CCRE15 Mortgage Trust 130938.1 130218.65 CORP Long
91282CGH8 91282CGH8 United States Treasury Note/Bond 163000.0 160529.54 UST Long
31404NGQ3 31404NGQ3 Fannie Mae Pool 82594.12 86436.94 USGSE Long
282914100 282914100 8x8 Inc 81172.0 306830.16 CORP Long
654106AF0 654106AF0 NIKE Inc 1000000.0 949425.63 CORP Long
404280DC0 404280DC0 HSBC Holdings PLC 1375000.0 1281478.12 CORP Long
30234E104 30234E104 Eyenovia Inc 35000.0 72800.0 CORP Long
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34535AAD2 34535AAD2 FORD CREDIT AUTO OWNER TRUST FORDO_22-C 475000.0 471758.17 CORP Long
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3140X5RZ8 3140X5RZ8 Fannie Mae Pool 39689.04 39875.66 USGSE Long
303075105 303075105 FactSet Research Systems Inc 26111.0 12456252.55 CORP Long
68389XBU8 68389XBU8 Oracle Corp 1950000.0 1839615.41 CORP Long
62944T105 62944T105 NVR Inc 2048.0 14336921.6 CORP Long
71951QAB8 71951QAB8 Physicians Realty LP 300000.0 285292.22 CORP Long
12505BAG5 12505BAG5 CBRE Services Inc 600000.0 631380.97 CORP Long
3137FAWS3 3137FAWS3 Freddie Mac Multifamily Structured Pass Through Certificates 875000.0 840927.94 USGSE Long
31418EKT6 31418EKT6 Fannie Mae Pool 4382719.4323 4249568.03 USGSE Long
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3132ADVT2 3132ADVT2 Freddie Mac Pool 211619.7 204395.51 USGSE Long
149123CJ8 149123CJ8 Caterpillar Inc 700000.0 554704.35 CORP Long
3137BTUM1 3137BTUM1 Freddie Mac Multifamily Structured Pass Through Certificates 1997010.64 1938412.96 USGSE Long
912810TC2 912810TC2 United States Treasury Note/Bond 31715000.0 23018150.76 UST Long
3128M74V5 3128M74V5 Freddie Mac Gold Pool 112345.22 107847.21 USGSE Long
3140QPXT9 3140QPXT9 Fannie Mae Pool 605789.5552 587124.33 USGSE Long
226552107 226552107 Crexendo Inc 5700.0 27645.0 CORP Long
254683CZ6 254683CZ6 DISCOVER CARD EXECUTION NOTE TRUST DCENT_23-A2 1325000.0 1335601.46 CORP Long
3136BF4D2 3136BF4D2 Fannie Mae-Aces 1900000.0 1529526.41 USGSE Long
36179VZT0 36179VZT0 Ginnie Mae II Pool 2386535.271 2240268.1 USGA Long
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06849UAD7 06849UAD7 Barrick PD Australia Finance Pty Ltd 675000.0 723844.09 CORP Long
31368HLZ4 31368HLZ4 Fannie Mae Pool 142977.4688 147033.74 USGSE Long
31418ERQ5 31418ERQ5 Fannie Mae Pool 1246222.0372 1220011.74 USGSE Long
3137FQKC6 3137FQKC6 Freddie Mac Multifamily Structured Pass Through Certificates 1400000.0 1270929.8 USGSE Long
31283GS99 31283GS99 Freddie Mac Gold Pool 810.89 832.35 USGSE Long
31292SAG5 31292SAG5 Freddie Mac Gold Pool 760318.2 716638.83 USGSE Long
6174468V4 6174468V4 Morgan Stanley 3600000.0 3313224.4 CORP Long
031162CT5 031162CT5 Amgen Inc 1725000.0 1603797.38 CORP Long
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73358WRP1 73358WRP1 Port Authority of New York & New Jersey 975000.0 949601.45 MUN Long
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891940AC2 891940AC2 TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-A 225000.0 223768.91 CORP Long
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37045XEP7 37045XEP7 General Motors Financial Co Inc 2000000.0 2056688.8 CORP Long
3135G04Z3 3135G04Z3 Federal National Mortgage Association 3000000.0 2832033.0 USGSE Long
3132DV5D3 3132DV5D3 Freddie Mac Pool 1864367.83 1661188.65 USGSE Long
494550AQ9 494550AQ9 Kinder Morgan Energy Partners LP 175000.0 198809.82 CORP Long
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442487401 442487401 Hovnanian Enterprises Inc 3500.0 544670.0 CORP Long
02364WBK0 02364WBK0 America Movil SAB de CV 1000000.0 980372.63 CORP Long
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46647PCU8 46647PCU8 JPMorgan Chase & Co 3385000.0 2898579.93 CORP Long
456837BB8 456837BB8 ING Groep NV 700000.0 681873.2 CORP Long
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61747YED3 61747YED3 Morgan Stanley 3500000.0 2859927.7 CORP Long
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36166NAK9 36166NAK9 GE Capital Funding LLC 376000.0 368844.54 CORP Long
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36213CWR7 36213CWR7 Ginnie Mae I Pool 54562.66 54890.41 USGA Long
36210B4E2 36210B4E2 Ginnie Mae I Pool 208836.67 215729.53 USGA Long
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29275Y102 29275Y102 EnerSys 27436.0 2769938.56 CORP Long
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302635AE7 302635AE7 FS KKR Capital Corp 1000000.0 974014.29 CORP Long
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3137FWHT0 3137FWHT0 Freddie Mac Multifamily Structured Pass Through Certificates 1250000.0 1038456.63 USGSE Long
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12572QAK1 12572QAK1 CME Group Inc 1000000.0 888767.39 CORP Long
171239AG1 171239AG1 Chubb INA Holdings Inc 1000000.0 824144.93 CORP Long
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14318DAD1 14318DAD1 CARMAX AUTO OWNER TRUST CARMX_21-4 150000.0 149128.4 CORP Long
58770AAD5 58770AAD5 MERCEDESBENZ AUTO RECEIVABLES TRUST MBART_23-1 50000.0 49460.73 CORP Long
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065404BC8 065404BC8 BANK 2018-BNK10 150000.0 137428.74 CORP Long
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06417XAG6 06417XAG6 Bank of Nova Scotia/The 1025000.0 917729.62 CORP Long
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552676AU2 552676AU2 MDC Holdings Inc 300000.0 246063.59 CORP Long
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685218AB5 685218AB5 Orange SA 600000.0 623732.12 CORP Long
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89236TJF3 89236TJF3 Toyota Motor Credit Corp 650000.0 590128.92 CORP Long
281020AN7 281020AN7 Edison International 100000.0 102227.97 CORP Long
31417YF28 31417YF28 Fannie Mae Pool 37238.72 37919.11 USGSE Long
375558BF9 375558BF9 Gilead Sciences Inc 4305000.0 4218587.07 CORP Long
63111XAK7 63111XAK7 Nasdaq Inc 1000000.0 1076781.11 CORP Long
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842587DS3 842587DS3 Southern Co/The 1000000.0 1040767.6 CORP Long
84756NAH2 84756NAH2 Spectra Energy Partners LP 950000.0 914798.17 CORP Long
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404280DG1 404280DG1 HSBC Holdings PLC 2950000.0 2948877.23 CORP Long
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478160AV6 478160AV6 Johnson & Johnson 419000.0 417909.29 CORP Long
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437076BS0 437076BS0 Home Depot Inc/The 900000.0 773944.56 CORP Long
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90265EAL4 90265EAL4 UDR Inc 600000.0 569359.58 CORP Long
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380140AC7 380140AC7 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-3 233592.72 227027.41 CORP Long
58933YBC8 58933YBC8 Merck & Co Inc 1450000.0 1330657.04 CORP Long
31329KW83 31329KW83 Freddie Mac Pool 780770.38 729905.61 USGSE Long
3132ACS50 3132ACS50 Freddie Mac Pool 1164651.99 1133178.78 USGSE Long
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822582BX9 822582BX9 Shell International Finance BV 505000.0 480774.7 CORP Long
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12529TAY9 12529TAY9 Cantor Commercial Real Estate Lending 2019-CF3 240000.0 200047.85 CORP Long
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26442CAM6 26442CAM6 Duke Energy Carolinas LLC 1000000.0 885553.06 CORP Long
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61764RBD9 61764RBD9 Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 28749.15 28367.38 CORP Long
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34528LAE5 34528LAE5 FORD CREDIT AUTO LEASE TRUST FORDL_22-A 50000.0 49445.58 CORP Long
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98163HAC3 98163HAC3 WORLD OMNI SELECT AUTO TRUST WOSAT_21-A 60482.4 59300.21 CORP Long
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651290AR9 651290AR9 Ovintiv Inc 100000.0 100042.48 CORP Long
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63253QAB0 63253QAB0 National Australia Bank Ltd/New York 850000.0 859048.91 CORP Long
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209111EY5 209111EY5 Consolidated Edison Co of New York Inc 600000.0 605898.44 CORP Long
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9128283Z1 9128283Z1 United States Treasury Note/Bond 14545000.0 14231373.44 UST Long
142921AE5 142921AE5 CARMAX AUTO OWNER TRUST CARMX_23-2 100000.0 100489.86 CORP Long
3140XB3N8 3140XB3N8 Fannie Mae Pool 2454116.0548 2447498.78 USGSE Long
3140H1WH9 3140H1WH9 Fannie Mae Pool 707245.93 658651.06 USGSE Long
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3140X8XK8 3140X8XK8 Fannie Mae Pool 715535.5 620494.64 USGSE Long
3622ACSQ4 3622ACSQ4 Ginnie Mae II Pool 935864.2688 967850.8 USGA Long
3128M6VJ4 3128M6VJ4 Freddie Mac Gold Pool 50085.18 51402.22 USGSE Long
68389XCA1 68389XCA1 Oracle Corp 3025000.0 2377732.89 CORP Long
72352L106 72352L106 Pinterest Inc 403848.0 14958529.92 CORP Long
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36179SQV2 36179SQV2 Ginnie Mae II Pool 1084469.1414 996392.9 USGA Long
3140XDSE7 3140XDSE7 Fannie Mae Pool 4862996.1355 4186599.09 USGSE Long
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31418CZH0 31418CZH0 Fannie Mae Pool 2582915.72 2471879.27 USGSE Long
3136ALYF2 3136ALYF2 Fannie Mae-Aces 201795.38 198693.06 USGSE Long
842587DQ7 842587DQ7 Southern Co/The 500000.0 503716.29 CORP Long
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3140A1VQ7 3140A1VQ7 Fannie Mae Pool 319087.21 325354.85 USGSE Long
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43815QAD9 43815QAD9 HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-3 60000.0 60925.04 CORP Long
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3128MDFL2 3128MDFL2 Freddie Mac Gold Pool 58045.7 57005.52 USGSE Long
379929AD4 379929AD4 GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3 100000.0 100713.44 CORP Long
037833DZ0 037833DZ0 Apple Inc 1732000.0 1135808.48 CORP Long
3140XLTP3 3140XLTP3 Fannie Mae Pool 284867.8643 261875.81 USGSE Long
31335ASZ2 31335ASZ2 Freddie Mac Gold Pool 226981.44 220283.42 USGSE Long
31419HLZ3 31419HLZ3 Fannie Mae Pool 5376.91 5468.37 USGSE Long
38341P102 38341P102 Gossamer Bio Inc 69585.0 63496.31 CORP Long
29273RAT6 29273RAT6 Energy Transfer LP 425000.0 378520.08 CORP Long
46222L108 46222L108 IonQ Inc 113400.0 1405026.0 CORP Long
459058JB0 459058JB0 International Bank for Reconstruction & Development 4500000.0 4276194.08 CORP Long
36241LPE0 36241LPE0 Ginnie Mae I Pool 455116.96 435946.48 USGA Long
898813AV2 898813AV2 Tucson Electric Power Co 500000.0 509080.19 CORP Long
912810PU6 912810PU6 United States Treasury Note/Bond 14985600.0 16779189.0 UST Long
48576U106 48576U106 Karyopharm Therapeutics Inc 90538.0 78315.37 CORP Long
98163UAF7 98163UAF7 WORLD OMNI SELECT AUTO TRUST WOSAT_23-A 175000.0 176046.87 CORP Long
748149AR2 748149AR2 Province of Quebec Canada 800000.0 684986.78 NUSS Long
3140XKKR0 3140XKKR0 Fannie Mae Pool 932625.1289 948824.64 USGSE Long
36202FM29 36202FM29 Ginnie Mae II Pool 22767.58 22396.7 USGA Long
31428XBG0 31428XBG0 FedEx Corp 1020000.0 914178.07 CORP Long
61690YBU5 61690YBU5 Morgan Stanley Capital I Trust 2016-BNK2 400000.0 370528.2 CORP Long
06051GJW0 06051GJW0 Bank of America Corp 3945000.0 3079894.52 CORP Long
31385JK49 31385JK49 Fannie Mae Pool 27038.15 28480.64 USGSE Long
89236TFT7 89236TFT7 Toyota Motor Credit Corp 1450000.0 1414850.61 CORP Long
462726100 462726100 iRobot Corp 17796.0 688705.2 CORP Long
515110BX1 515110BX1 Landwirtschaftliche Rentenbank 500000.0 472140.55 CORP Long
02666TAC1 02666TAC1 American Homes 4 Rent LP 675000.0 556983.7 CORP Long
31418DU91 31418DU91 Fannie Mae Pool 208997.71 193781.76 USGSE Long
20030NBH3 20030NBH3 Comcast Corp 1275000.0 1238476.46 CORP Long
125523BK5 125523BK5 Cigna Group/The 25000.0 20346.42 CORP Long
756109BJ2 756109BJ2 Realty Income Corp 500000.0 448400.2 CORP Long
009158BF2 009158BF2 Air Products and Chemicals Inc 400000.0 413467.23 CORP Long
15089QAP9 15089QAP9 Celanese US Holdings LLC 760000.0 804445.18 CORP Long
89400J107 89400J107 TransUnion 132245.0 9086553.95 CORP Long
30040WAH1 30040WAH1 Eversource Energy 500000.0 361483.42 CORP Long
376549101 376549101 Gladstone Land Corp 27240.0 393618.0 CORP Long
03040WAU9 03040WAU9 American Water Capital Corp 1250000.0 1180453.21 CORP Long
842400GK3 842400GK3 Southern California Edison Co 970000.0 817889.01 CORP Long
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526107AE7 526107AE7 Lennox International Inc 500000.0 470655.67 CORP Long
12592MBK5 12592MBK5 COMM 2014-LC17 Mortgage Trust 240000.0 235609.97 CORP Long
36179XLF1 36179XLF1 Ginnie Mae II Pool 3888904.0604 3713533.54 USGA Long
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82657M105 82657M105 Sight Sciences Inc 17683.0 91244.28 CORP Long
94974BGU8 94974BGU8 Wells Fargo & Co 2175000.0 1921137.37 CORP Long
26444BAC8 26444BAC8 Duke Energy Progress NC Storm Funding LLC 300000.0 224997.46 CORP Long
3128M6NC8 3128M6NC8 Freddie Mac Gold Pool 79267.93 80708.79 USGSE Long
58155Q103 58155Q103 McKesson Corp 91415.0 42323316.7 CORP Long
31296QB41 31296QB41 Freddie Mac Gold Pool 149436.67 144965.52 USGSE Long
345397B93 345397B93 Ford Motor Credit Co LLC 486000.0 425915.53 CORP Long
3128MJWU0 3128MJWU0 Freddie Mac Gold Pool 285774.33 260420.4 USGSE Long
28176E108 28176E108 Edwards Lifesciences Corp 417135.0 31806543.75 CORP Long
037735DA2 037735DA2 Appalachian Power Co 392000.0 377579.28 CORP Long
3140X84Q7 3140X84Q7 Fannie Mae Pool 138926.3936 133134.84 USGSE Long
209111GA5 209111GA5 Consolidated Edison Co of New York Inc 2000000.0 1728604.5 CORP Long
19416QEJ5 19416QEJ5 Colgate-Palmolive Co 550000.0 507850.31 CORP Long
31410XPL4 31410XPL4 Fannie Mae Pool 29459.66 30014.59 USGSE Long
896239AA8 896239AA8 Trimble Inc 600000.0 594318.58 CORP Long
097023DB8 097023DB8 Boeing Co/The 1350000.0 1280585.67 CORP Long
961214FP3 961214FP3 Westpac Banking Corp 600000.0 651553.49 CORP Long
28370TAD1 28370TAD1 Kinder Morgan Energy Partners LP 300000.0 338628.19 CORP Long
902674ZW3 902674ZW3 UBS AG/London 1100000.0 1140998.19 CORP Long
539830109 539830109 Lockheed Martin Corp 170450.0 77254758.0 CORP Long
36250HAF0 36250HAF0 GS Mortgage Securities Trust 2014-GC26 35093.1525 34710.85 CORP Long
168863DV7 168863DV7 Chile Government International Bond 1808000.0 1610569.06 NUSS Long
31402QYZ8 31402QYZ8 Fannie Mae Pool 55437.75 57642.27 USGSE Long
30225VAN7 30225VAN7 Extra Space Storage LP 125000.0 119234.37 CORP Long
30212P303 30212P303 Expedia Group Inc 91375.0 13869811.25 CORP Long
518613203 518613203 Laureate Education Inc 96259.0 1319710.89 CORP Long
55903VBD4 55903VBD4 Warnermedia Holdings Inc 4000000.0 3526717.8 CORP Long
31419GDN1 31419GDN1 Fannie Mae Pool 17295.39 17756.75 USGSE Long
36210VTY7 36210VTY7 Ginnie Mae I Pool 3598.8 3674.12 USGA Long
3137FQ3Z4 3137FQ3Z4 Freddie Mac Multifamily Structured Pass Through Certificates 1500000.0 1360017.6 USGSE Long
64119V303 64119V303 NETSTREIT Corp 43048.0 768406.8 CORP Long
3133A26A3 3133A26A3 Freddie Mac Pool 232042.55 207182.79 USGSE Long
311642102 311642102 FARO Technologies Inc 14129.0 318326.37 CORP Long
36204DPC7 36204DPC7 Ginnie Mae I Pool 15.96 16.01 USGA Long
G4474Y214 G4474Y214 Janus Henderson Group PLC 93010.0 2804251.5 CORP Long
31417MK44 31417MK44 Fannie Mae Pool 12244.72 12466.97 USGSE Long
91282CET4 91282CET4 United States Treasury Note/Bond 27640000.0 26465300.0 UST Long
410495204 410495204 Hanmi Financial Corp 20656.0 400726.4 CORP Long
38141GES9 38141GES9 Goldman Sachs Group Inc/The 1030000.0 1059202.88 CORP Long
31416BL71 31416BL71 Fannie Mae Pool 165507.09 173759.92 USGSE Long
03073EAT2 03073EAT2 Cencora Inc 1000000.0 876901.08 CORP Long
46641JBA3 46641JBA3 JPMBB Commercial Mortgage Securities Trust 2014-C18 93000.0 92420.58 CORP Long
320866106 320866106 First Mid Bancshares Inc 12767.0 442504.22 CORP Long
3138ANCY7 3138ANCY7 Fannie Mae Pool 497785.25 481089.93 USGSE Long
695114CT3 695114CT3 PacifiCorp 525000.0 426210.52 CORP Long
75700L108 75700L108 Red Rock Resorts Inc 33927.0 1809326.91 CORP Long
36179NH92 36179NH92 Ginnie Mae II Pool 1047176.59 967347.39 USGA Long
03763A207 03763A207 Apollo Medical Holdings Inc 31197.0 1194845.1 CORP Long
31335ABF4 31335ABF4 Freddie Mac Gold Pool 1811901.94 1720996.83 USGSE Long
02665T306 02665T306 American Homes 4 Rent 209501.0 7533655.96 CORP Long
46647PDX1 46647PDX1 JPMorgan Chase & Co 978000.0 1028759.98 CORP Long
931142FD0 931142FD0 Walmart Inc 1000000.0 988114.93 CORP Long
644393100 644393100 New Fortress Energy Inc 64575.0 2436414.75 CORP Long
92346J108 92346J108 Vericel Corp 34444.0 1226550.84 CORP Long
3140XGXN4 3140XGXN4 Fannie Mae Pool 6025260.0021 4935201.9 USGSE Long
679295105 679295105 Okta Inc 108533.0 9825492.49 CORP Long
3132DV4P7 3132DV4P7 Freddie Mac Pool 2280427.2 2031952.08 USGSE Long
89236TJT3 89236TJT3 Toyota Motor Credit Corp 700000.0 675558.81 CORP Long
92343VER1 92343VER1 Verizon Communications Inc 3607000.0 3569998.2 CORP Long
037833BX7 037833BX7 Apple Inc 3720000.0 3669977.76 CORP Long
756109104 756109104 Realty Income Corp 496962.0 28535558.04 CORP Long
6174467X1 6174467X1 Morgan Stanley 1100000.0 1098538.03 CORP Long
163086101 163086101 Chefs' Warehouse Inc/The 24617.0 724478.31 CORP Long
31292H4K7 31292H4K7 Freddie Mac Gold Pool 46936.64 49183.5 USGSE Long
065403BC0 065403BC0 BANK 2019-BNK17 360000.0 337521.96 CORP Long
59156RBL1 59156RBL1 MetLife Inc 150000.0 141002.32 CORP Long
3140J8CN1 3140J8CN1 Fannie Mae Pool 713473.03 700797.4 USGSE Long
66989HAP3 66989HAP3 Novartis Capital Corp 255000.0 246857.74 CORP Long
22966RAC0 22966RAC0 CubeSmart LP 160000.0 156141.69 CORP Long
92936UAF6 92936UAF6 WP Carey Inc 200000.0 187525.84 CORP Long
89455T109 89455T109 Treace Medical Concepts Inc 31640.0 403410.0 CORP Long
86944BAF0 86944BAF0 Sutter Health 500000.0 467439.42 CORP Long
3137FYTW6 3137FYTW6 Freddie Mac Multifamily Structured Pass Through Certificates 246384.05 206693.25 USGSE Long
31417DRF2 31417DRF2 Fannie Mae Pool 71264.21 67355.37 USGSE Long
G6095L109 G6095L109 Aptiv PLC 195436.0 17534517.92 CORP Long
344928AE6 344928AE6 FORD CREDIT AUTO OWNER TRUST FORDO_23-A 75000.0 74644.63 CORP Long
31418CDL5 31418CDL5 Fannie Mae Pool 2887944.3502 2618495.1 USGSE Long
31417YPN1 31417YPN1 Fannie Mae Pool 59253.82 58531.07 USGSE Long
161175BN3 161175BN3 Charter Communications Operating LLC / Charter Communications Operating Capital 1550000.0 1378068.62 CORP Long
82452J109 82452J109 Shift4 Payments Inc 40041.0 2976647.94 CORP Long
31334YPV3 31334YPV3 Freddie Mac Pool 318399.92 290461.6 USGSE Long
92940PAD6 92940PAD6 WRKCo Inc 1325000.0 1332179.29 CORP Long
458140CC2 458140CC2 Intel Corp 1000000.0 988525.18 CORP Long
92939UAJ5 92939UAJ5 WEC Energy Group Inc 500000.0 507549.64 CORP Long
375558BT9 375558BT9 Gilead Sciences Inc 2325000.0 1608807.84 CORP Long
22160N109 22160N109 CoStar Group Inc 280510.0 24513768.9 CORP Long
3132DVKR5 3132DVKR5 Freddie Mac Pool 2034281.09 1888271.99 USGSE Long
976826BR7 976826BR7 Wisconsin Power and Light Co 500000.0 501066.65 CORP Long
3128M5WA4 3128M5WA4 Freddie Mac Gold Pool 61092.36 63073.91 USGSE Long
08579W103 08579W103 Berry Global Group Inc 74841.0 5043534.99 CORP Long
235851AW2 235851AW2 Danaher Corp 500000.0 347060.0 CORP Long
08163CBG3 08163CBG3 Benchmark 2021-B24 Mortgage Trust 100000.0 78337.58 CORP Long
43940T109 43940T109 Hope Bancorp Inc 80705.0 974916.4 CORP Long
26443CAA1 26443CAA1 Duke University Health System Inc 450000.0 383408.18 CORP Long
98978VAS2 98978VAS2 Zoetis Inc 575000.0 495515.94 CORP Long
31300LT70 31300LT70 Freddie Mac Non Gold Pool 8294.0 8526.29 USGSE Long
36179TLS2 36179TLS2 Ginnie Mae II Pool 1242349.34 1164272.65 USGA Long
29736RAU4 29736RAU4 Estee Lauder Cos Inc/The 500000.0 510214.47 CORP Long
959802AY5 959802AY5 Western Union Co/The 400000.0 388630.91 CORP Long
667274AD6 667274AD6 Northwell Healthcare Inc 375000.0 285282.13 CORP Long
18914F103 18914F103 Clover Health Investments Corp 230600.0 219554.26 CORP Long
3138M0NK2 3138M0NK2 Fannie Mae Pool 76150.73 72379.75 USGSE Long
36291FH84 36291FH84 Ginnie Mae I Pool 3198.1 3294.94 USGA Long
546676AZ0 546676AZ0 Louisville Gas and Electric Co 500000.0 521371.47 CORP Long
31300LH65 31300LH65 Freddie Mac Non Gold Pool 12394.27 12664.99 USGSE Long
91324PCZ3 91324PCZ3 UnitedHealth Group Inc 950000.0 848408.02 CORP Long
05722G100 05722G100 Baker Hughes Co 689120.0 23554121.6 CORP Long
74456QBQ8 74456QBQ8 Public Service Electric and Gas Co 1000000.0 833593.86 CORP Long
822582CG5 822582CG5 Shell International Finance BV 1405000.0 1284933.34 CORP Long
05580M108 05580M108 B Riley Financial Inc 11394.0 239160.06 CORP Long
29365TAJ3 29365TAJ3 Entergy Texas Inc 905000.0 685496.29 CORP Long
33939J303 33939J303 FlexShopper Inc 16024.0 26760.08 CORP Long
037735CZ8 037735CZ8 Appalachian Power Co 417000.0 357221.42 CORP Long
44935FAE4 44935FAE4 HYUNDAI AUTO RECEIVABLES TRUST HART_21-C 100000.0 93699.65 CORP Long
48238T109 48238T109 OPENLANE Inc 78387.0 1160911.47 CORP Long
91324PDN9 91324PDN9 UnitedHealth Group Inc 200000.0 196777.75 CORP Long
12503MAA6 12503MAA6 Cboe Global Markets Inc 1290000.0 1252286.32 CORP Long
3132DVLC7 3132DVLC7 Freddie Mac Pool 6257397.898 5433939.35 USGSE Long
58933YBF1 58933YBF1 Merck & Co Inc 3675000.0 2531605.78 CORP Long
959802BA6 959802BA6 Western Union Co/The 500000.0 416430.56 CORP Long
03740LAA0 03740LAA0 Aon Corp / Aon Global Holdings PLC 750000.0 612685.22 CORP Long
36225A2E9 36225A2E9 Ginnie Mae I Pool 1840.22 1860.9 USGA Long
13645RBE3 13645RBE3 Canadian Pacific Railway Co 750000.0 692213.72 CORP Long
3132HPR22 3132HPR22 Freddie Mac Gold Pool 922298.38 835924.68 USGSE Long
87612EAR7 87612EAR7 Target Corp 450000.0 523104.32 CORP Long
3138EGCH5 3138EGCH5 Fannie Mae Pool 107212.36 108838.27 USGSE Long
57421CAW4 57421CAW4 Maryland Health & Higher Educational Facilities Authority 500000.0 362237.1 MUN Long
44935FAD6 44935FAD6 HYUNDAI AUTO RECEIVABLES TRUST 155365.66 151218.39 CORP Long
756109AS3 756109AS3 Realty Income Corp 525000.0 498331.8 CORP Long
31384VQL9 31384VQL9 Fannie Mae Pool 2084.56 2179.7 USGSE Long
4581X0EH7 4581X0EH7 Inter-American Development Bank 4550000.0 4544131.82 CORP Long
482480AM2 482480AM2 KLA Corp 1000000.0 1010831.56 CORP Long
89236TKX2 89236TKX2 Toyota Motor Credit Corp 500000.0 506207.97 CORP Long
570535AR5 570535AR5 Markel Group Inc 200000.0 190419.05 CORP Long
36262GAD3 36262GAD3 GXO Logistics Inc 500000.0 410683.16 CORP Long
3132A4FW3 3132A4FW3 Freddie Mac Pool 1226790.6917 1129739.53 USGSE Long
03027XBG4 03027XBG4 American Tower Corp 700000.0 574068.68 CORP Long
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718172AP4 718172AP4 Philip Morris International Inc 550000.0 494330.37 CORP Long
91086QAG3 91086QAG3 Mexico Government International Bond 1000000.0 1210886.69 NUSS Long
08163VAC1 08163VAC1 Benchmark 2023-V3 Mortgage Trust 80000.0 83819.57 CORP Long
68389XAH8 68389XAH8 Oracle Corp 600000.0 639251.32 CORP Long
449109107 449109107 Hyliion Holdings Corp 83600.0 68025.32 CORP Long
31335GNK7 31335GNK7 Freddie Mac Gold Pool 153.94 156.61 USGSE Long
17326FAD9 17326FAD9 Citigroup Commercial Mortgage Trust 2017-C4 1100000.0 1024035.32 CORP Long
20030NED9 20030NED9 Comcast Corp 816000.0 820244.33 CORP Long
828807DK0 828807DK0 Simon Property Group LP 500000.0 442863.13 CORP Long
57636QAR5 57636QAR5 Mastercard Inc 2550000.0 2473350.26 CORP Long
86333M108 86333M108 Stride Inc 27830.0 1652267.1 CORP Long
594972408 594972408 MicroStrategy Inc 7263.0 4587456.06 CORP Long
36467J108 36467J108 Gaming and Leisure Properties Inc 172539.0 8514799.65 CORP Long
879360105 879360105 Teledyne Technologies Inc 32307.0 14418291.03 CORP Long
36179QVF5 36179QVF5 Ginnie Mae II Pool 229127.7 219328.27 USGA Long
244199BG9 244199BG9 Deere & Co 200000.0 149889.34 CORP Long
961214DK6 961214DK6 Westpac Banking Corp 800000.0 771149.68 CORP Long
92826CAP7 92826CAP7 Visa Inc 500000.0 442316.58 CORP Long
43785V102 43785V102 HomeStreet Inc 11588.0 119356.4 CORP Long
502431AM1 502431AM1 L3Harris Technologies Inc 600000.0 593044.1 CORP Long
31292LHH1 31292LHH1 Freddie Mac Gold Pool 62622.55 61615.4 USGSE Long
20848V105 20848V105 Consensus Cloud Solutions Inc 11103.0 291009.63 CORP Long
775109BN0 775109BN0 Rogers Communications Inc 1100000.0 931379.9 CORP Long
652526203 652526203 NewtekOne Inc 16800.0 231840.0 CORP Long
418056AY3 418056AY3 Hasbro Inc 1000000.0 948322.92 CORP Long
824348AQ9 824348AQ9 Sherwin-Williams Co/The 220000.0 184180.48 CORP Long
680194107 680194107 Old Point Financial Corp 4300.0 76239.0 CORP Long
92857WBZ2 92857WBZ2 Vodafone Group PLC 200000.0 203341.79 CORP Long
36253PAJ1 36253PAJ1 GS Mortgage Securities Trust 2017-GS6 30000.0 23026.48 CORP Long
837004BV1 837004BV1 Dominion Energy South Carolina Inc 375000.0 424571.4 CORP Long
68218J301 68218J301 OmniAb Operations Inc 4987.0 0.05 CORP Long
38141EC31 38141EC31 Goldman Sachs Group Inc/The 1710000.0 1618950.26 CORP Long
3138A2CK3 3138A2CK3 Fannie Mae Pool 42907.96 42386.2 USGSE Long
31385XTY3 31385XTY3 Fannie Mae Pool 21324.94 21893.68 USGSE Long
888787108 888787108 Toast Inc 275943.0 5038719.18 CORP Long
46513CXR2 46513CXR2 Israel Government International Bond 1100000.0 1048495.43 NUSS Long
31292GTT3 31292GTT3 Freddie Mac Gold Pool 309.13 315.48 USGSE Long
36202FLN4 36202FLN4 Ginnie Mae II Pool 528369.47 517810.53 USGA Long
3140JAAN8 3140JAAN8 Fannie Mae Pool 274373.79 270431.86 USGSE Long
3132D6AL4 3132D6AL4 Freddie Mac Pool 3463717.33 3118564.83 USGSE Long
31292G5T9 31292G5T9 Freddie Mac Gold Pool 4786.89 5009.15 USGSE Long
459200KP5 459200KP5 International Business Machines Corp 425000.0 317463.87 CORP Long
931142EC3 931142EC3 Walmart Inc 1256000.0 1148916.84 CORP Long
609207AT2 609207AT2 Mondelez International Inc 896000.0 809522.19 CORP Long
718172BD0 718172BD0 Philip Morris International Inc 530000.0 499806.48 CORP Long
31418BUL8 31418BUL8 Fannie Mae Pool 116628.55 105886.73 USGSE Long
573284AU0 573284AU0 Martin Marietta Materials Inc 600000.0 529142.23 CORP Long
31418CQC1 31418CQC1 Fannie Mae Pool 126949.9 126371.49 USGSE Long
31408AE48 31408AE48 Fannie Mae Pool 7835.91 8146.79 USGSE Long
3140QLMZ6 3140QLMZ6 Fannie Mae Pool 4324728.9788 3696935.32 USGSE Long
459058JL8 459058JL8 International Bank for Reconstruction & Development 6000000.0 5593177.38 CORP Long
374163103 374163103 Geron Corp 359553.0 758656.83 CORP Long
852234103 852234103 Block Inc 380498.0 29431520.3 CORP Long
3138A8RD0 3138A8RD0 Fannie Mae Pool 723441.91 699175.43 USGSE Long
845011AB1 845011AB1 Southwest Gas Corp 200000.0 157247.45 CORP Long
928254101 928254101 Virtu Financial Inc 63481.0 1286125.06 CORP Long
303901BJ0 303901BJ0 Fairfax Financial Holdings Ltd 1000000.0 879698.17 CORP Long
31402RRR2 31402RRR2 Fannie Mae Pool 3221.21 3306.21 USGSE Long
87264AAT2 87264AAT2 T-Mobile USA Inc 335000.0 336232.25 CORP Long
34964CAA4 34964CAA4 Fortune Brands Innovations Inc 455000.0 447603.65 CORP Long
3140EUQE2 3140EUQE2 Fannie Mae Pool 211954.1 205901.5 USGSE Long
31371H6T0 31371H6T0 Fannie Mae Pool 319.64 335.57 USGSE Long
86272C103 86272C103 Strategic Education Inc 15702.0 1450393.74 CORP Long
31371FMM1 31371FMM1 Fannie Mae Pool 1161.42 1194.61 USGSE Long
174610AS4 174610AS4 Citizens Financial Group Inc 450000.0 377857.79 CORP Long
00287YCA5 00287YCA5 AbbVie Inc 3850000.0 3481847.87 CORP Long
74460WAH0 74460WAH0 Public Storage Operating Co 490000.0 513298.11 CORP Long
499049104 499049104 Knight-Swift Transportation Holdings Inc 104852.0 6044717.8 CORP Long
040555DB7 040555DB7 Arizona Public Service Co 300000.0 214121.89 CORP Long
36179WDQ8 36179WDQ8 Ginnie Mae II Pool 15308320.084 12976206.21 USGA Long
31410GE90 31410GE90 Fannie Mae Pool 98736.98 104160.6 USGSE Long
3140X83H8 3140X83H8 Fannie Mae Pool 233368.6418 215554.28 USGSE Long
68628V308 68628V308 Orion Group Holdings Inc 38600.0 190684.0 CORP Long
31371H4H8 31371H4H8 Fannie Mae Pool 4166.59 4350.92 USGSE Long
693506BU0 693506BU0 PPG Industries Inc 500000.0 462338.81 CORP Long
907818GC6 907818GC6 Union Pacific Corp 521000.0 532432.45 CORP Long
74935Q107 74935Q107 RB Global Inc 124581.0 8333223.09 CORP Long
3137H14B9 3137H14B9 Freddie Mac Multifamily Structured Pass Through Certificates 550000.0 493741.0 USGSE Long
868459108 868459108 Supernus Pharmaceuticals Inc 36654.0 1060766.76 CORP Long
665772CT4 665772CT4 Northern States Power Co/MN 500000.0 429177.41 CORP Long
22966RAE6 22966RAE6 CubeSmart LP 150000.0 145603.59 CORP Long
3132HMK75 3132HMK75 Freddie Mac Gold Pool 196435.96 184756.27 USGSE Long
172967ML2 172967ML2 Citigroup Inc 175000.0 151905.3 CORP Long
50064FAL8 50064FAL8 Korea International Bond 655000.0 609791.08 NUSS Long
893574AP8 893574AP8 Transcontinental Gas Pipe Line Co LLC 700000.0 635499.16 CORP Long
3132DWEL3 3132DWEL3 Freddie Mac Pool 2670100.4795 2646532.84 USGSE Long
36179UKY7 36179UKY7 Ginnie Mae II Pool 391193.59 386718.3 USGA Long
32020R109 32020R109 First Financial Bankshares Inc 94248.0 2855714.4 CORP Long
568427108 568427108 Marine Products Corp 6508.0 74191.2 CORP Long
298785HM1 298785HM1 European Investment Bank 5166000.0 4894841.83 CORP Long
3137BGK24 3137BGK24 Freddie Mac Multifamily Structured Pass Through Certificates 591367.76 579705.46 USGSE Long
61768HAW6 61768HAW6 Morgan Stanley Capital I Trust 2019-L2 625000.0 547518.56 CORP Long
3128UGGC5 3128UGGC5 Freddie Mac Non Gold Pool 17547.4 17988.98 USGSE Long
3140XGE47 3140XGE47 Fannie Mae Pool 2298365.5039 1882184.37 USGSE Long
74456QCJ3 74456QCJ3 Public Service Electric and Gas Co 500000.0 447415.0 CORP Long
30225VAF4 30225VAF4 Extra Space Storage LP 500000.0 414072.77 CORP Long
855244AP4 855244AP4 Starbucks Corp 500000.0 480894.6 CORP Long
60636AVL4 60636AVL4 Health & Educational Facilities Authority of the State of Missouri 405000.0 311141.9 MUN Long
3136B27L0 3136B27L0 Fannie Mae-Aces 666943.57 645802.46 USGSE Long
31391CYV1 31391CYV1 Fannie Mae Pool 958.4544 989.3 USGSE Long
3128M8Y24 3128M8Y24 Freddie Mac Gold Pool 28144.86 28986.68 USGSE Long
3133KH5M4 3133KH5M4 Freddie Mac Pool 395233.25 342235.12 USGSE Long
482480AL4 482480AL4 KLA Corp 900000.0 920108.33 CORP Long
698299BE3 698299BE3 Panama Government International Bond 1450000.0 1408905.99 NUSS Long
207597EP6 207597EP6 Connecticut Light and Power Co/The 500000.0 510465.99 CORP Long
14448CAY0 14448CAY0 Carrier Global Corp 800000.0 865882.83 CORP Long
91282CFL0 91282CFL0 United States Treasury Note/Bond 31540000.0 31505501.55 UST Long
03939CAA1 03939CAA1 Arch Capital Finance LLC 799000.0 776107.4 CORP Long
919794107 919794107 Valley National Bancorp 303307.0 3293914.02 CORP Long
471048BQ0 471048BQ0 Japan Bank for International Cooperation 2200000.0 2076666.46 NUSS Long
548661EB9 548661EB9 Lowe's Cos Inc 550000.0 410601.08 CORP Long
3622A2X23 3622A2X23 Ginnie Mae I Pool 150224.5 146648.15 USGA Long
3140XKC32 3140XKC32 Fannie Mae Pool 532016.011 539701.94 USGSE Long
91086QAV0 91086QAV0 Mexico Government International Bond 2321000.0 2342875.66 NUSS Long
31418DVB5 31418DVB5 Fannie Mae Pool 10121127.79 7849281.76 USGSE Long
12189LAW1 12189LAW1 Burlington Northern Santa Fe LLC 500000.0 444423.28 CORP Long
92857TAH0 92857TAH0 Vodafone Group PLC 625000.0 716674.84 CORP Long
482480AJ9 482480AJ9 KLA Corp 700000.0 535020.61 CORP Long
36179XX84 36179XX84 Ginnie Mae II Pool 55988.7736 57319.27 USGA Long
45783Q100 45783Q100 Inotiv Inc 14694.0 53926.98 CORP Long
36202FLP9 36202FLP9 Ginnie Mae II Pool 192501.26 194162.6 USGA Long
3136BKX80 3136BKX80 Fannie Mae-Aces 1500000.0 1209409.2 USGSE Long
207597EJ0 207597EJ0 Connecticut Light and Power Co/The 250000.0 239937.98 CORP Long
3140X7M89 3140X7M89 Fannie Mae Pool 1380356.4084 1282323.08 USGSE Long
16119P108 16119P108 Charter Communications Inc 66220.0 25738389.6 CORP Long
36179QL41 36179QL41 Ginnie Mae II Pool 386299.87 357311.27 USGA Long
744573AQ9 744573AQ9 Public Service Enterprise Group Inc 750000.0 613336.76 CORP Long
84861TAF5 84861TAF5 Spirit Realty LP 520000.0 473446.84 CORP Long
36179NJA7 36179NJA7 Ginnie Mae II Pool 1325380.12 1262822.58 USGA Long
3133BJQ21 3133BJQ21 Freddie Mac Pool 260036.4716 253619.86 USGSE Long
740816AQ6 740816AQ6 President and Fellows of Harvard College 500000.0 433828.68 CORP Long
75513ECJ8 75513ECJ8 RTX Corp 285000.0 265061.69 CORP Long
98985Y108 98985Y108 Zymeworks Inc 42300.0 439497.0 CORP Long
168615102 168615102 Chico's FAS Inc 82065.0 622052.7 CORP Long
3140X6DJ7 3140X6DJ7 Fannie Mae Pool 1411566.61 1275017.58 USGSE Long
3128MJQ94 3128MJQ94 Freddie Mac Gold Pool 267855.68 252427.49 USGSE Long
251526CF4 251526CF4 Deutsche Bank AG/New York NY 1330000.0 1114900.6 CORP Long
718172AM1 718172AM1 Philip Morris International Inc 1175000.0 1042478.76 CORP Long
874060AY2 874060AY2 Takeda Pharmaceutical Co Ltd 1700000.0 1308762.9 CORP Long
3140J7W27 3140J7W27 Fannie Mae Pool 250330.83 237667.14 USGSE Long
3137FHPJ6 3137FHPJ6 Freddie Mac Multifamily Structured Pass Through Certificates 800000.0 785080.56 USGSE Long
36202FCP9 36202FCP9 Ginnie Mae II Pool 161647.02 165785.18 USGA Long
698299AD6 698299AD6 Panama Government International Bond 368000.0 400357.38 NUSS Long
036752AL7 036752AL7 Elevance Health Inc 425000.0 389669.47 CORP Long
00108WAF7 00108WAF7 AEP Texas Inc 250000.0 188696.85 CORP Long
617446HD4 617446HD4 Morgan Stanley 705000.0 831210.52 CORP Long
084664CQ2 084664CQ2 Berkshire Hathaway Finance Corp 2000000.0 1844222.06 CORP Long
3138X3EQ1 3138X3EQ1 Fannie Mae Pool 686858.14 648215.36 USGSE Long
097023BU8 097023BU8 Boeing Co/The 1846000.0 1739158.91 CORP Long
68389XBW4 68389XBW4 Oracle Corp 3325000.0 2659083.33 CORP Long
3138EQ6P2 3138EQ6P2 Fannie Mae Pool 98863.43 93922.24 USGSE Long
3132ACSZ4 3132ACSZ4 Freddie Mac Pool 3058755.18 2858172.72 USGSE Long
912810TL2 912810TL2 United States Treasury Note/Bond 56244700.0 55717405.94 UST Long
36179VFQ8 36179VFQ8 Ginnie Mae II Pool 1636448.5642 1540023.78 USGA Long
092113109 092113109 Black Hills Corp 46432.0 2505006.4 CORP Long
3128MJ2W9 3128MJ2W9 Freddie Mac Gold Pool 769977.5 716662.41 USGSE Long
3131XBNG0 3131XBNG0 Freddie Mac Pool 381038.919 344988.83 USGSE Long
785592AU0 785592AU0 Sabine Pass Liquefaction LLC 1000000.0 979680.2 CORP Long
36251PAD6 36251PAD6 GS Mortgage Securities Trust 2016-GS3 775000.0 725009.25 CORP Long
05990K106 05990K106 Banc of California Inc 85794.0 1152213.42 CORP Long
808513BX2 808513BX2 Charles Schwab Corp/The 300000.0 270133.63 CORP Long
26444HAA9 26444HAA9 Duke Energy Florida LLC 900000.0 675928.96 CORP Long
981944AD3 981944AD3 WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_23-A 225000.0 225029.03 CORP Long
94106LBV0 94106LBV0 Waste Management Inc 725000.0 741850.17 CORP Long
46817M107 46817M107 Jackson Financial Inc 55686.0 2851123.2 CORP Long
847215100 847215100 SpartanNash Co 25540.0 586143.0 CORP Long
31335BYU4 31335BYU4 Freddie Mac Gold Pool 740343.9 667779.76 USGSE Long
532457BH0 532457BH0 Eli Lilly & Co 380000.0 369934.74 CORP Long
744482BP4 744482BP4 Public Service Co of New Hampshire 500000.0 506855.51 CORP Long
505336107 505336107 La-Z-Boy Inc 31031.0 1145664.52 CORP Long
3138MLTX2 3138MLTX2 Fannie Mae Pool 96160.29 88200.5 USGSE Long
29444UBQ8 29444UBQ8 Equinix Inc 420000.0 388074.38 CORP Long
345397C35 345397C35 Ford Motor Credit Co LLC 477000.0 502576.43 CORP Long
675746606 675746606 Ocwen Financial Corp 4011.0 123378.36 CORP Long
82968B103 82968B103 Sirius XM Holdings Inc 394326.0 2156963.22 CORP Long
127097103 127097103 Coterra Energy Inc 490870.0 12527002.4 CORP Long
3128M7T48 3128M7T48 Freddie Mac Gold Pool 115307.89 120812.68 USGSE Long
3132DWEJ8 3132DWEJ8 Freddie Mac Pool 4441458.921 4205847.96 USGSE Long
81762PAE2 81762PAE2 ServiceNow Inc 1200000.0 986939.08 CORP Long
13607HR46 13607HR46 Canadian Imperial Bank of Commerce 700000.0 683828.56 CORP Long
143658300 143658300 Carnival Corp 693799.0 12863033.46 CORP Long
84861TAH1 84861TAH1 Spirit Realty LP 1200000.0 1065195.24 CORP Long
747525AK9 747525AK9 QUALCOMM Inc 1000000.0 993581.9 CORP Long
36202FQ82 36202FQ82 Ginnie Mae II Pool 132326.35 135634.43 USGA Long
3132D56V9 3132D56V9 Freddie Mac Pool 1759142.5197 1587741.88 USGSE Long
260003AK4 260003AK4 Dover Corp 280000.0 281572.27 CORP Long
31416SSK8 31416SSK8 Fannie Mae Pool 19088.7 19037.23 USGSE Long
825704109 825704109 SI-BONE Inc 26195.0 549833.05 CORP Long
3128KCZ67 3128KCZ67 Freddie Mac Gold Pool 10663.99 10992.01 USGSE Long
3138EKG41 3138EKG41 Fannie Mae Pool 37574.49 37567.26 USGSE Long
3140X8CV7 3140X8CV7 Fannie Mae Pool 1838335.9749 1535454.31 USGSE Long
G1151C101 G1151C101 Accenture PLC 431534.0 151429595.94 CORP Long
3137FLN91 3137FLN91 Freddie Mac Multifamily Structured Pass Through Certificates 300000.0 288508.14 USGSE Long
101044105 101044105 Boston Omaha Corp 15593.0 245277.89 CORP Long
302154DJ5 302154DJ5 Export-Import Bank of Korea 205000.0 184707.87 NUSS Long
31283GXZ5 31283GXZ5 Freddie Mac Gold Pool 378.79 385.1 USGSE Long
437076BX9 437076BX9 Home Depot Inc/The 875000.0 826825.93 CORP Long
72581M305 72581M305 Pixelworks Inc 32934.0 43143.54 CORP Long
31418AEH7 31418AEH7 Fannie Mae Pool 30416.02 29341.73 USGSE Long
9837FR209 9837FR209 Spruce Power Holding Corp 7850.0 34697.0 CORP Long
02589BAC4 02589BAC4 AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_23-4 420000.0 432094.91 CORP Long
3132DV4G7 3132DV4G7 Freddie Mac Pool 1721249.3885 1474492.11 USGSE Long
3140XBGV6 3140XBGV6 Fannie Mae Pool 2949408.0662 2411223.68 USGSE Long
031162BZ2 031162BZ2 Amgen Inc 2350000.0 2089084.29 CORP Long
80286EAD8 80286EAD8 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-1 213169.9 211179.08 CORP Long
17324TAD1 17324TAD1 Citigroup Commercial Mortgage Trust 2016-GC36 175000.0 168416.97 CORP Long
20030NDU2 20030NDU2 Comcast Corp 4888000.0 3222016.95 CORP Long
46643TBE1 46643TBE1 JPMBB Commercial Mortgage Securities Trust 2014-C26 200000.0 191885.46 CORP Long
30225VAH0 30225VAH0 Extra Space Storage LP 500000.0 474239.38 CORP Long
001084102 001084102 AGCO Corp 43366.0 5265066.06 CORP Long
30225VAL1 30225VAL1 Extra Space Storage LP 475000.0 457164.34 CORP Long
3620ARCX7 3620ARCX7 Ginnie Mae I Pool 44642.83 44145.58 USGA Long
3138WD2D2 3138WD2D2 Fannie Mae Pool 151015.15 141434.34 USGSE Long
31413JE34 31413JE34 Fannie Mae Pool 16328.61 16845.41 USGSE Long
3140XCXP8 3140XCXP8 Fannie Mae Pool 2134748.382 1832595.67 USGSE Long
101137AU1 101137AU1 Boston Scientific Corp 1064000.0 1024135.51 CORP Long
17306X102 17306X102 Citi Trends Inc 3954.0 111819.12 CORP Long
94989AAU9 94989AAU9 Wells Fargo Commercial Mortgage Trust 2014-LC18 400000.0 388973.52 CORP Long
61747YFA8 61747YFA8 Morgan Stanley 1700000.0 1706804.49 CORP Long
31418EL81 31418EL81 Fannie Mae Pool 1805785.559 1818533.86 USGSE Long
46590JAW7 46590JAW7 JPMBB Commercial Mortgage Securities Trust 2015-C32 425000.0 404212.74 CORP Long
3140X8SC2 3140X8SC2 Fannie Mae Pool 450086.98 437604.85 USGSE Long
36179VKL3 36179VKL3 Ginnie Mae II Pool 3196850.9 2902768.75 USGA Long
313747AZ0 313747AZ0 Federal Realty OP LP 75000.0 68179.51 CORP Long
3138YBSU8 3138YBSU8 Fannie Mae Pool 214547.81 202470.25 USGSE Long
31412RB22 31412RB22 Fannie Mae Pool 11109.93 10989.05 USGSE Long
638842302 638842302 Natural Alternatives International Inc 2268.0 14560.56 CORP Long
25746UAN9 25746UAN9 Dominion Energy Inc 500000.0 535656.91 CORP Long
00206RJZ6 00206RJZ6 AT&T Inc 3650000.0 2900901.92 CORP Long
44486Q103 44486Q103 Humacyte Inc 25479.0 72360.36 CORP Long
3132DVMC6 3132DVMC6 Freddie Mac Pool 1941129.7528 1740770.22 USGSE Long
36179NDR6 36179NDR6 Ginnie Mae II Pool 1286092.13 1225381.51 USGA Long
3132DQBW5 3132DQBW5 Freddie Mac Pool 880181.067 895811.76 USGSE Long
48126BAA1 48126BAA1 JPMorgan Chase & Co 1200000.0 1244108.56 CORP Long
31620RAK1 31620RAK1 Fidelity National Financial Inc 750000.0 621866.78 CORP Long
36206FTY8 36206FTY8 Ginnie Mae I Pool 15.6 15.64 USGA Long
172755100 172755100 Cirrus Logic Inc 37260.0 3099659.4 CORP Long
3128MJW89 3128MJW89 Freddie Mac Gold Pool 1053506.36 960056.66 USGSE Long
05964HAZ8 05964HAZ8 Banco Santander SA 800000.0 889925.48 CORP Long
3137B7YY9 3137B7YY9 Freddie Mac Multifamily Structured Pass Through Certificates 1001.32 997.51 USGSE Long
06406RBN6 06406RBN6 Bank of New York Mellon Corp/The 650000.0 645889.19 CORP Long
674599EC5 674599EC5 Occidental Petroleum Corp 448000.0 472377.0 CORP Long
206704108 206704108 Concrete Pumping Holdings Inc 30861.0 253060.2 CORP Long
G5005R107 G5005R107 James River Group Holdings Ltd 22386.0 206846.64 CORP Long
460690BQ2 460690BQ2 Interpublic Group of Cos Inc/The 850000.0 805533.76 CORP Long
3128M6YJ1 3128M6YJ1 Freddie Mac Gold Pool 189480.06 195044.33 USGSE Long
78433LAE6 78433LAE6 SCE Recovery Funding LLC 225000.0 185475.02 CORP Long
36213UKG4 36213UKG4 Ginnie Mae I Pool 5379.5 5396.07 USGA Long
92939UAH9 92939UAH9 WEC Energy Group Inc 500000.0 499484.81 CORP Long
521865BD6 521865BD6 Lear Corp 500000.0 349545.06 CORP Long
36202FKM7 36202FKM7 Ginnie Mae II Pool 176861.56 173327.16 USGA Long
819892AL4 819892AL4 Sharp HealthCare 500000.0 325799.17 CORP Long
13077DKU5 13077DKU5 California State University 465000.0 330764.54 MUN Long
36179SEH6 36179SEH6 Ginnie Mae II Pool 1499538.14 1414985.48 USGA Long
31402QTR2 31402QTR2 Fannie Mae Pool 22524.13 23549.25 USGSE Long
00846UAN1 00846UAN1 Agilent Technologies Inc 500000.0 433437.48 CORP Long
18270P109 18270P109 Clarus Corp 21337.0 147118.62 CORP Long
754907103 754907103 Rayonier Inc 102601.0 3427899.41 CORP Long
54627RAN0 54627RAN0 Louisiana Local Government Environmental Facilities & Community Development Auth 200000.0 194244.12 MUN Long
31292GTX4 31292GTX4 Freddie Mac Gold Pool 209.65 214.84 USGSE Long
03076CAL0 03076CAL0 Ameriprise Financial Inc 500000.0 496516.05 CORP Long
3140XHYN1 3140XHYN1 Fannie Mae Pool 361839.702 343825.4 USGSE Long
69318J100 69318J100 PC Connection Inc 9356.0 628816.76 CORP Long
24703DBF7 24703DBF7 Dell International LLC / EMC Corp 500000.0 378625.67 CORP Long
21676P103 21676P103 Cooper-Standard Holdings Inc 10000.0 195400.0 CORP Long
494550BU9 494550BU9 Kinder Morgan Energy Partners LP 500000.0 475611.05 CORP Long
354613101 354613101 Franklin Resources Inc 184495.0 5496106.05 CORP Long
36179MQN3 36179MQN3 Ginnie Mae II Pool 304265.08 282280.59 USGA Long
681919BB1 681919BB1 Omnicom Group Inc 620000.0 539106.3 CORP Long
3138WHS78 3138WHS78 Fannie Mae Pool 982452.5027 928913.75 USGSE Long
35137LAM7 35137LAM7 Fox Corp 240000.0 233683.53 CORP Long
60855R100 60855R100 Molina Healthcare Inc 40140.0 14502983.4 CORP Long
3140QLR24 3140QLR24 Fannie Mae Pool 1641853.8149 1475480.5 USGSE Long
31418CMX9 31418CMX9 Fannie Mae Pool 513555.77 511327.71 USGSE Long
110122DS4 110122DS4 Bristol-Myers Squibb Co 1150000.0 728841.15 CORP Long
575718AB7 575718AB7 Massachusetts Institute of Technology 700000.0 677538.15 CORP Long
67777JAK4 67777JAK4 OhioHealth Corp 300000.0 221072.91 CORP Long
984241109 984241109 Y-mAbs Therapeutics Inc 25975.0 177149.5 CORP Long
053332BG6 053332BG6 AutoZone Inc 500000.0 531441.93 CORP Long
358039105 358039105 Freshpet Inc 33909.0 2941944.84 CORP Long
46591ABE4 46591ABE4 JPMDB Commercial Mortgage Securities Trust 2018-C8 125000.0 113773.71 CORP Long
3140X8CG0 3140X8CG0 Fannie Mae Pool 162260.98 162123.56 USGSE Long
871829BC0 871829BC0 Sysco Corp 975000.0 941852.81 CORP Long
31300LWT8 31300LWT8 Freddie Mac Non Gold Pool 8824.22 9101.29 USGSE Long
63253QAD6 63253QAD6 National Australia Bank Ltd/New York 1500000.0 1507505.61 CORP Long
3128LBTV0 3128LBTV0 Freddie Mac Gold Pool 19233.79 19681.36 USGSE Long
05526DBW4 05526DBW4 BAT Capital Corp 1000000.0 960125.84 CORP Long
929033108 929033108 Vor BioPharma Inc 24842.0 55894.5 CORP Long
446413AS5 446413AS5 Huntington Ingalls Industries Inc 146000.0 142979.67 CORP Long
31307PX95 31307PX95 Freddie Mac Gold Pool 9405.01 8958.45 USGSE Long
62954HBA5 62954HBA5 NXP BV / NXP Funding LLC / NXP USA Inc 900000.0 765478.76 CORP Long
91412GDZ5 91412GDZ5 University of California 275000.0 301442.05 MUN Long
95040QAJ3 95040QAJ3 Welltower OP LLC 1250000.0 1128389.83 CORP Long
05531GAB7 05531GAB7 Truist Financial Corp 600000.0 561744.27 CORP Long
502431AR0 502431AR0 L3Harris Technologies Inc 1000000.0 1068079.38 CORP Long
59156RAP3 59156RAP3 MetLife Inc 1505000.0 1552184.62 CORP Long
406216BJ9 406216BJ9 Halliburton Co 1000000.0 984397.33 CORP Long
623115AD4 623115AD4 Mount Sinai Hospital 200000.0 164826.79 CORP Long
59001A102 59001A102 Meritage Homes Corp 24689.0 4300823.8 CORP Long
3132D6NX4 3132D6NX4 Freddie Mac Pool 2672037.8123 2421195.99 USGSE Long
337655104 337655104 FiscalNote Holdings Inc 70600.0 80484.0 CORP Long
3140QTQR3 3140QTQR3 Fannie Mae Pool 2581575.5329 2676763.64 USGSE Long
3136BLW22 3136BLW22 Fannie Mae-Aces 450000.0 369144.72 USGSE Long
12655TBM0 12655TBM0 COMM 2019-GC44 Mortgage Trust 450000.0 399104.28 CORP Long
172967KA8 172967KA8 Citigroup Inc 3825000.0 3736602.53 CORP Long
531229813 531229813 Liberty Media Corp-Liberty SiriusXM 36074.0 1036766.76 CORP Long
06738EAP0 06738EAP0 Barclays PLC 1260000.0 1251352.9 CORP Long
36179M2Q2 36179M2Q2 Ginnie Mae II Pool 875574.36 834248.04 USGA Long
3132DWJL8 3132DWJL8 Freddie Mac Pool 7420472.4342 7460086.63 USGSE Long
36208QV45 36208QV45 Ginnie Mae I Pool 3290.05 3373.75 USGA Long
17252MAN0 17252MAN0 Cintas Corp No 2 1373000.0 1344037.77 CORP Long
682680BE2 682680BE2 ONEOK Inc 1000000.0 1067723.96 CORP Long
31297DE79 31297DE79 Freddie Mac Gold Pool 11313.2135 11636.01 USGSE Long
682680AV5 682680AV5 ONEOK Inc 650000.0 609952.27 CORP Long
36179Q3J8 36179Q3J8 Ginnie Mae II Pool 585139.57 554638.29 USGA Long
91913YBE9 91913YBE9 Valero Energy Corp 500000.0 387179.33 CORP Long
233331BC0 233331BC0 DTE Energy Co 140000.0 130887.9 CORP Long
31374WF23 31374WF23 Fannie Mae Pool 19.47 19.38 USGSE Long
3132AC3B4 3132AC3B4 Freddie Mac Pool 387377.87 384181.23 USGSE Long
03027XCD0 03027XCD0 American Tower Corp 525000.0 543952.87 CORP Long
045167DR1 045167DR1 Asian Development Bank 1841000.0 1732611.71 CORP Long
31418DWX6 31418DWX6 Fannie Mae Pool 2078740.45 1871630.55 USGSE Long
502431109 502431109 L3Harris Technologies Inc 130106.0 27402925.72 CORP Long
027745108 027745108 American National Bankshares Inc 6302.0 307222.5 CORP Long
599191AA1 599191AA1 Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 1399981.64 1403983.57 CORP Long
3140X6T68 3140X6T68 Fannie Mae Pool 722519.56 669915.51 USGSE Long
134429109 134429109 Campbell Soup Co 133358.0 5765066.34 CORP Long
48128KAU5 48128KAU5 JPMCC Commercial Mortgage Securities Trust 2017-JP6 250000.0 231349.68 CORP Long
038222AL9 038222AL9 Applied Materials Inc 1065000.0 1032102.24 CORP Long
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14317JAE7 14317JAE7 CARMAX AUTO OWNER TRUST CARMX_21-4 100000.0 92758.69 CORP Long
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3132DWJS3 3132DWJS3 Freddie Mac Pool 2920496.81 2979091.91 USGSE Long
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3132D54U3 3132D54U3 Freddie Mac Pool 1182322.0562 1096261.19 USGSE Long
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257469AJ5 257469AJ5 Dominion Energy Inc 1000000.0 1015496.63 CORP Long
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42824CBP3 42824CBP3 Hewlett Packard Enterprise Co 1000000.0 1023358.37 CORP Long
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30040WAK4 30040WAK4 Eversource Energy 1300000.0 1058377.54 CORP Long
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31287T3G8 31287T3G8 Freddie Mac Gold Pool 6317.6483 6556.77 USGSE Long
235851102 235851102 Danaher Corp 457312.0 105794558.08 CORP Long
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31371E4N2 31371E4N2 Fannie Mae Pool 105.21 106.4 USGSE Long
06539LBA7 06539LBA7 BANK 2018-BNK13 165000.0 155906.22 CORP Long
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25468PDN3 25468PDN3 TWDC Enterprises 18 Corp 400000.0 294015.55 CORP Long
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31846B108 31846B108 First Advantage Corp 31653.0 524490.21 CORP Long
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3128M4DL4 3128M4DL4 Freddie Mac Gold Pool 6805.27 7064.67 USGSE Long
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36241LVB9 36241LVB9 Ginnie Mae I Pool 25809.38 26652.13 USGA Long
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13034VAD6 13034VAD6 California Institute of Technology 450000.0 319996.23 CORP Long
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55336VBN9 55336VBN9 MPLX LP 1010000.0 986830.53 CORP Long
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13063BJC7 13063BJC7 State of California 2000000.0 2546475.6 MUN Long
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31418C2A1 31418C2A1 Fannie Mae Pool 400716.35 393194.66 USGSE Long
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36250HAE3 36250HAE3 GS Mortgage Securities Trust 2014-GC26 800000.0 782258.08 CORP Long
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36179XDF0 36179XDF0 Ginnie Mae II Pool 6990240.3344 6985849.07 USGA Long
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31418MPZ9 31418MPZ9 Fannie Mae Pool 170432.3 179357.74 USGSE Long
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31418DPR7 31418DPR7 Fannie Mae Pool 151620.35 148635.14 USGSE Long
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31428XAW6 31428XAW6 FedEx Corp 600000.0 579657.44 CORP Long
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31418DQR6 31418DQR6 Fannie Mae Pool 33368.23 32690.99 USGSE Long
3136B2HA3 3136B2HA3 Fannie Mae-Aces 200000.0 192720.34 USGSE Long
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31418CV27 31418CV27 Fannie Mae Pool 4250316.63 3945112.87 USGSE Long
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36225FJF7 36225FJF7 Ginnie Mae II Pool 11941.72 11915.67 USGA Long
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14316NAC3 14316NAC3 CARMAX AUTO OWNER TRUST CARMX_21-1 67673.11 66451.38 CORP Long
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36179W2W7 36179W2W7 Ginnie Mae II Pool 2119990.1224 1972083.92 USGA Long
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12593GAF9 12593GAF9 COMM 2015-PC1 Mortgage Trust 450000.0 437038.34 CORP Long
36179XQY5 36179XQY5 Ginnie Mae II Pool 5010548.2601 5093607.62 USGA Long
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29446MAK8 29446MAK8 Equinor ASA 1500000.0 1340493.8 CORP Long
08161BAY9 08161BAY9 Benchmark 2018-B3 Mortgage Trust 1000000.0 946726.5 CORP Long
641423CD8 641423CD8 Nevada Power Co 441000.0 382852.43 CORP Long
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31403DPZ6 31403DPZ6 Fannie Mae Pool 11506.4614 11620.83 USGSE Long
29670GAE2 29670GAE2 Essential Utilities Inc 600000.0 427292.08 CORP Long
3133XGAY0 3133XGAY0 Federal Home Loan Banks 2775000.0 3124921.95 USGSE Long
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36250PAD7 36250PAD7 GS Mortgage Securities Trust 2015-GC32 175000.0 169302.7 CORP Long
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61766CAD1 61766CAD1 Morgan Stanley Capital I Trust 2016-UBS9 124848.47 119982.54 CORP Long
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06418GAC1 06418GAC1 Bank of Nova Scotia/The 1300000.0 1305875.73 CORP Long
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3620ARGW5 3620ARGW5 Ginnie Mae I Pool 3463.83 3351.95 USGA Long
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3140XCZQ4 3140XCZQ4 Fannie Mae Pool 840254.1568 739399.88 USGSE Long
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36179SB89 36179SB89 Ginnie Mae II Pool 2676969.8157 2538352.84 USGA Long
142921AD7 142921AD7 CARMAX AUTO OWNER TRUST CARMX_23-2 325000.0 325599.2 CORP Long
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36206W3P8 36206W3P8 Ginnie Mae I Pool 192.48 195.67 USGA Long
91282CGM7 91282CGM7 United States Treasury Note/Bond 101836000.0 98892308.22 UST Long
437076CT7 437076CT7 Home Depot Inc/The 1000000.0 1013671.74 CORP Long
118440106 118440106 Buckle Inc/The 21217.0 1008231.84 CORP Long
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857477CC5 857477CC5 State Street Corp 1000000.0 1008365.44 CORP Long
36201U6P4 36201U6P4 Ginnie Mae I Pool 13992.71 13967.38 USGA Long
31335BSK3 31335BSK3 Freddie Mac Gold Pool 443994.47 434976.01 USGSE Long
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3128PVJD3 3128PVJD3 Freddie Mac Gold Pool 33621.72 32762.69 USGSE Long
3138EHLB6 3138EHLB6 Fannie Mae Pool 12709.58 13001.69 USGSE Long
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3132DWHU0 3132DWHU0 Freddie Mac Pool 5429753.1629 5517291.1 USGSE Long
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33621E109 33621E109 First Savings Financial Group Inc 2109.0 35431.2 CORP Long
22822VAX9 22822VAX9 Crown Castle Inc 1300000.0 929538.43 CORP Long
298785HD1 298785HD1 European Investment Bank 1000000.0 955044.74 CORP Long
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31677QBR9 31677QBR9 Fifth Third Bank NA 1165000.0 1074925.8 CORP Long
67066GAJ3 67066GAJ3 NVIDIA Corp 350000.0 293885.78 CORP Long
3132DNHH9 3132DNHH9 Freddie Mac Pool 187895.474 178516.28 USGSE Long
31680EAD3 31680EAD3 FIFTH THIRD AUTO TRUST FITAT_23-1 460000.0 465036.4 CORP Long
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3132E0BY7 3132E0BY7 Freddie Mac Pool 2816958.204 2831795.4 USGSE Long
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3138EKSX4 3138EKSX4 Fannie Mae Pool 80280.46 81497.41 USGSE Long
3140XKTQ3 3140XKTQ3 Fannie Mae Pool 1782792.318 1693829.91 USGSE Long
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37045VAZ3 37045VAZ3 General Motors Co 875000.0 894734.48 CORP Long
65480WAD3 65480WAD3 NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_23-A 525000.0 525488.62 CORP Long
46643ABE2 46643ABE2 JPMBB Commercial Mortgage Securities Trust 2014-C23 319000.0 313534.29 CORP Long
04316JAG4 04316JAG4 Arthur J Gallagher & Co 450000.0 528228.83 CORP Long
316773DE7 316773DE7 Fifth Third Bancorp 500000.0 476251.41 CORP Long
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29736RAM2 29736RAM2 Estee Lauder Cos Inc/The 450000.0 328006.1 CORP Long
21036PBH0 21036PBH0 Constellation Brands Inc 700000.0 588816.35 CORP Long
46590TAE5 46590TAE5 JPMDB Commercial Mortgage Securities Trust 2017-C5 2000000.0 1874189.8 CORP Long
756109BH6 756109BH6 Realty Income Corp 1000000.0 951603.06 CORP Long
682680BN2 682680BN2 ONEOK Inc 1500000.0 1681789.4 CORP Long
92556HAB3 92556HAB3 Paramount Global 800000.0 759592.11 CORP Long
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30063P105 30063P105 Exact Sciences Corp 124461.0 9207624.78 CORP Long
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03762U105 03762U105 Apollo Commercial Real Estate Finance Inc 105000.0 1232700.0 CORP Long
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74432QCA1 74432QCA1 Prudential Financial Inc 1600000.0 1491509.31 CORP Long
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06051GJQ3 06051GJQ3 Bank of America Corp 3500000.0 3237853.75 CORP Long
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95000U2D4 95000U2D4 Wells Fargo & Co 200000.0 194571.11 CORP Long
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45685K102 45685K102 InfuSystem Holdings Inc 17567.0 185156.18 CORP Long
26614N102 26614N102 DuPont de Nemours Inc 265437.0 20420068.41 CORP Long
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83200N103 83200N103 Smartsheet Inc 87916.0 4204143.12 CORP Long
060352AF8 060352AF8 BANK 2017-BNK6 980000.0 927714.75 CORP Long
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74432QBY0 74432QBY0 Prudential Financial Inc 225000.0 212235.98 CORP Long
31412Q4X4 31412Q4X4 Fannie Mae Pool 3256.85 3221.48 USGSE Long
3128KCWM5 3128KCWM5 Freddie Mac Gold Pool 10491.43 11027.35 USGSE Long
31297KD90 31297KD90 Freddie Mac Gold Pool 52958.62 55423.71 USGSE Long
3136AN6U6 3136AN6U6 Fannie Mae-Aces 231114.04 221580.49 USGSE Long
18270D106 18270D106 Claros Mortgage Trust Inc 79600.0 1084948.0 CORP Long
03040WAX3 03040WAX3 American Water Capital Corp 500000.0 383461.29 CORP Long
36179RGB9 36179RGB9 Ginnie Mae II Pool 488595.796 487974.55 USGA Long
14044CAC6 14044CAC6 CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_21-1 291097.36 281685.98 CORP Long
31402DF70 31402DF70 Fannie Mae Pool 209854.42 219340.89 USGSE Long
91282CJB8 91282CJB8 United States Treasury Note/Bond 4868000.0 4918201.25 UST Long
05526DBU8 05526DBU8 BAT Capital Corp 925000.0 653630.33 CORP Long
36179TE35 36179TE35 Ginnie Mae II Pool 81551.21 80986.92 USGA Long
31402RF87 31402RF87 Fannie Mae Pool 222834.39 228824.91 USGSE Long
73358W3L6 73358W3L6 Port Authority of New York & New Jersey 400000.0 279689.2 MUN Long
02005NBQ2 02005NBQ2 Ally Financial Inc 500000.0 481993.79 CORP Long
219350BQ7 219350BQ7 Corning Inc 700000.0 676818.99 CORP Long
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67077MAS7 67077MAS7 Nutrien Ltd 286000.0 277386.68 CORP Long
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373865104 373865104 German American Bancorp Inc 20763.0 672928.83 CORP Long
3138ELUE1 3138ELUE1 Fannie Mae Pool 33309.34 31417.7 USGSE Long
25278XAV1 25278XAV1 Diamondback Energy Inc 750000.0 802938.14 CORP Long
677632MV0 677632MV0 Ohio State University/The 275000.0 275346.64 MUN Long
674599DL6 674599DL6 Occidental Petroleum Corp 905000.0 978108.09 CORP Long
36213JC78 36213JC78 Ginnie Mae I Pool 1752.46 1773.58 USGA Long
91282CGX3 91282CGX3 United States Treasury Note/Bond 34271000.0 33965775.62 UST Long
80282KAE6 80282KAE6 Santander Holdings USA Inc 867000.0 857636.79 CORP Long
3135G0Q22 3135G0Q22 Federal National Mortgage Association 2900000.0 2734978.4 USGSE Long
05565QDH8 05565QDH8 BP Capital Markets PLC 685000.0 664909.57 CORP Long
097023CR4 097023CR4 Boeing Co/The 560000.0 429977.24 CORP Long
3138A7HD3 3138A7HD3 Fannie Mae Pool 15043.29 15525.86 USGSE Long
36202FSF4 36202FSF4 Ginnie Mae II Pool 406576.98 415232.68 USGA Long
3128MJYH7 3128MJYH7 Freddie Mac Gold Pool 1130053.32 1053357.39 USGSE Long
03040WAR6 03040WAR6 American Water Capital Corp 475000.0 388315.34 CORP Long
949746NL1 949746NL1 Wells Fargo & Co 225000.0 229572.14 CORP Long
31418DUD2 31418DUD2 Fannie Mae Pool 3186635.9309 2875924.91 USGSE Long
14040HCN3 14040HCN3 Capital One Financial Corp 1350000.0 1204274.39 CORP Long
3128L95T6 3128L95T6 Freddie Mac Gold Pool 78105.06 81913.21 USGSE Long
06738EBP9 06738EBP9 Barclays PLC 700000.0 600871.59 CORP Long
665772CJ6 665772CJ6 Northern States Power Co/MN 410000.0 326342.25 CORP Long
3620A5BA6 3620A5BA6 Ginnie Mae I Pool 244290.29 243979.99 USGA Long
3133A2BZ2 3133A2BZ2 Freddie Mac Pool 685550.1207 610567.73 USGSE Long
3140XFR86 3140XFR86 Fannie Mae Pool 3217330.2487 2969167.91 USGSE Long
95001XBB1 95001XBB1 Wells Fargo Commercial Mortgage Trust 2019-C50 700000.0 647867.78 CORP Long
442331QM9 442331QM9 City of Houston TX 660000.0 701753.18 MUN Long
36179WBX5 36179WBX5 Ginnie Mae II Pool 14669106.5505 12434433.93 USGA Long
13034VAA2 13034VAA2 California Institute of Technology 325000.0 291467.45 CORP Long
31418D4C3 31418D4C3 Fannie Mae Pool 2738277.97 2448753.82 USGSE Long
65339KBJ8 65339KBJ8 NextEra Energy Capital Holdings Inc 350000.0 331136.63 CORP Long
31371LDX4 31371LDX4 Fannie Mae Pool 49499.55 48468.47 USGSE Long
832696AK4 832696AK4 J M Smucker Co/The 700000.0 686729.28 CORP Long
040555CT9 040555CT9 Arizona Public Service Co 350000.0 294849.1 CORP Long
69366J200 69366J200 PTC Therapeutics Inc 51936.0 1431356.16 CORP Long
59333P3W6 59333P3W6 County of Miami-Dade FL Aviation Revenue 575000.0 522095.92 MUN Long
95001NAY4 95001NAY4 Wells Fargo Commercial Mortgage Trust 2018-C45 1000000.0 961077.3 CORP Long
22966RAJ5 22966RAJ5 CubeSmart LP 500000.0 415417.57 CORP Long
36179RXC8 36179RXC8 Ginnie Mae II Pool 610938.87 553245.71 USGA Long
928298108 928298108 Vishay Intertechnology Inc 87369.0 2094234.93 CORP Long
362541AD6 362541AD6 GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-1 150000.0 149980.52 CORP Long
373334KA8 373334KA8 Georgia Power Co 250000.0 217612.27 CORP Long
694308KC0 694308KC0 Pacific Gas and Electric Co 388000.0 358924.53 CORP Long
3132D54K5 3132D54K5 Freddie Mac Pool 945792.9862 879565.91 USGSE Long
665859AX2 665859AX2 Northern Trust Corp 810000.0 869805.14 CORP Long
075887BX6 075887BX6 Becton Dickinson & Co 1225000.0 1142573.98 CORP Long
02666TAB3 02666TAB3 American Homes 4 Rent LP 325000.0 321990.18 CORP Long
31404QKH1 31404QKH1 Fannie Mae Pool 24274.3935 24428.67 USGSE Long
166764100 166764100 Chevron Corp 1233565.0 183998555.4 CORP Long
092113AV1 092113AV1 Black Hills Corp 500000.0 518267.94 CORP Long
37364X109 37364X109 Geospace Technologies Corp 5246.0 67988.16 CORP Long
420261109 420261109 Hawkins Inc 12325.0 867926.5 CORP Long
883556DA7 883556DA7 Thermo Fisher Scientific Inc 575000.0 590422.48 CORP Long
606822BN3 606822BN3 Mitsubishi UFJ Financial Group Inc 3720000.0 3593896.09 CORP Long
3138EHQG0 3138EHQG0 Fannie Mae Pool 285764.09 283964.58 USGSE Long
31418BFW1 31418BFW1 Fannie Mae Pool 154071.56 145178.36 USGSE Long
009158BA3 009158BA3 Air Products and Chemicals Inc 1000000.0 716357.37 CORP Long
3138AFCY4 3138AFCY4 Fannie Mae Pool 217421.27 217035.0 USGSE Long
3133KYUV9 3133KYUV9 Freddie Mac Pool 960409.41 873466.43 USGSE Long
3140NL7F0 3140NL7F0 Fannie Mae Pool 473900.1748 476561.84 USGSE Long
22978P106 22978P106 Cue Biopharma Inc 25288.0 66760.32 CORP Long
571748BN1 571748BN1 Marsh & McLennan Cos Inc 665000.0 574502.28 CORP Long
677415CT6 677415CT6 Ohio Power Co 300000.0 242662.96 CORP Long
36296QL31 36296QL31 Ginnie Mae I Pool 12561.62 12976.16 USGA Long
92277GAL1 92277GAL1 Ventas Realty LP 275000.0 264373.44 CORP Long
832696AV0 832696AV0 J M Smucker Co/The 250000.0 174576.34 CORP Long
931427108 931427108 Walgreens Boots Alliance Inc 475124.0 12405487.64 CORP Long
3138ERUR9 3138ERUR9 Fannie Mae Pool 128874.94 122245.64 USGSE Long
50077LBF2 50077LBF2 Kraft Heinz Foods Co 1000000.0 979867.5 CORP Long
10373QBE9 10373QBE9 BP Capital Markets America Inc 800000.0 781480.98 CORP Long
6055805X3 6055805X3 State of Mississippi 250000.0 257771.88 MUN Long
3138EJEW4 3138EJEW4 Fannie Mae Pool 597854.05 581926.5 USGSE Long
0778FPAF6 0778FPAF6 Bell Telephone Co of Canada or Bell Canada 500000.0 383953.29 CORP Long
06051GKB4 06051GKB4 Bank of America Corp 1500000.0 1058420.84 CORP Long
446413106 446413106 Huntington Ingalls Industries Inc 27281.0 7083238.84 CORP Long
58013MFM1 58013MFM1 McDonald's Corp 600000.0 524380.07 CORP Long
344849104 344849104 Foot Locker Inc 66403.0 2068453.45 CORP Long
36179TV69 36179TV69 Ginnie Mae II Pool 614428.4273 596587.51 USGA Long
02156K103 02156K103 Altice USA Inc 136545.0 443771.25 CORP Long
3140QEDW9 3140QEDW9 Fannie Mae Pool 1048760.0108 945356.99 USGSE Long
06368BGS1 06368BGS1 Bank of Montreal 1600000.0 1470954.43 CORP Long
85914M107 85914M107 StepStone Group Inc 39484.0 1256775.72 CORP Long
06051GGZ6 06051GGZ6 Bank of America Corp 1300000.0 1269761.1 CORP Long
38870X104 38870X104 Graphite Bio Inc 1081.0 2832.22 CORP Long
36179SEJ2 36179SEJ2 Ginnie Mae II Pool 97249.36 95084.34 USGA Long
36225E6Q0 36225E6Q0 Ginnie Mae II Pool 4679.47 4717.44 USGA Long
298785JH0 298785JH0 European Investment Bank 1200000.0 975325.87 CORP Long
912008109 912008109 US Foods Holding Corp 151182.0 6865174.62 CORP Long
556099109 556099109 MacroGenics Inc 46700.0 449254.0 CORP Long
12531YAU2 12531YAU2 CFCRE Commercial Mortgage Trust 2016-C4 400000.0 369350.56 CORP Long
95040QAM6 95040QAM6 Welltower OP LLC 700000.0 611223.49 CORP Long
36179SKZ9 36179SKZ9 Ginnie Mae II Pool 149828.35 140193.01 USGA Long
3140JSEH8 3140JSEH8 Fannie Mae Pool 591087.1815 503772.55 USGSE Long
482480100 482480100 KLA Corp 93418.0 54303883.4 CORP Long
45332Y109 45332Y109 Inari Medical Inc 33225.0 2156967.0 CORP Long
56585AAH5 56585AAH5 Marathon Petroleum Corp 200000.0 179110.16 CORP Long
74251VAT9 74251VAT9 Principal Financial Group Inc 500000.0 512652.88 CORP Long
912810QX9 912810QX9 United States Treasury Note/Bond 13006000.0 10573472.21 UST Long
04683R106 04683R106 Atea Pharmaceuticals Inc 46519.0 141882.95 CORP Long
571748BT8 571748BT8 Marsh & McLennan Cos Inc 265000.0 277484.26 CORP Long
3140X9UQ6 3140X9UQ6 Fannie Mae Pool 2623337.5783 2269980.56 USGSE Long
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3132DPU48 3132DPU48 Freddie Mac Pool 1359735.3125 1382891.47 USGSE Long
84861TAD0 84861TAD0 Spirit Realty LP 245000.0 232394.22 CORP Long
72650RAR3 72650RAR3 Plains All American Pipeline LP / PAA Finance Corp 500000.0 536043.38 CORP Long
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816212104 816212104 Cartesian Therapeutics Inc 90109.0 62121.14 CORP Long
88732JAY4 88732JAY4 Time Warner Cable LLC 1150000.0 1046098.17 CORP Long
31346YFK4 31346YFK4 Freddie Mac Pool 34895.14 34931.04 USGSE Long
92918V109 92918V109 Vroom Inc 83000.0 50007.5 CORP Long
3132DNAY9 3132DNAY9 Freddie Mac Pool 610978.791 526005.82 USGSE Long
312946PK6 312946PK6 Freddie Mac Gold Pool 129536.79 132600.59 USGSE Long
929236107 929236107 WD-40 Co 9517.0 2275229.19 CORP Long
167239102 167239102 Chicago Atlantic Real Estate Finance Inc 8900.0 144002.0 CORP Long
62954HAV0 62954HAV0 NXP BV / NXP Funding LLC / NXP USA Inc 750000.0 728744.19 CORP Long
026874DF1 026874DF1 American International Group Inc 200000.0 188724.26 CORP Long
29250NAY1 29250NAY1 Enbridge Inc 715000.0 693683.34 CORP Long
34959JAG3 34959JAG3 Fortive Corp 585000.0 562167.39 CORP Long
382550101 382550101 Goodyear Tire & Rubber Co/The 192347.0 2754409.04 CORP Long
59447TXX6 59447TXX6 Michigan Finance Authority 375000.0 306793.61 MUN Long
31418D5F5 31418D5F5 Fannie Mae Pool 5146783.5088 4271330.04 USGSE Long
90932PAA6 90932PAA6 United Airlines 2014-1 Class A Pass Through Trust 401292.3575 380718.79 CORP Long
31292GQD1 31292GQD1 Freddie Mac Gold Pool 135.6 137.39 USGSE Long
053807AS2 053807AS2 Avnet Inc 450000.0 444550.1 CORP Long
210385AE0 210385AE0 Constellation Energy Generation LLC 575000.0 649744.47 CORP Long
26441CCA1 26441CCA1 Duke Energy Corp 700000.0 761092.56 CORP Long
3136AKXV0 3136AKXV0 Fannie Mae-Aces 356394.837 351364.07 USGSE Long
04963C209 04963C209 AtriCure Inc 32046.0 1143721.74 CORP Long
89236TJZ9 89236TJZ9 Toyota Motor Credit Corp 1000000.0 958406.16 CORP Long
3138X6Y66 3138X6Y66 Fannie Mae Pool 845361.76 818968.3 USGSE Long
3622A2SB9 3622A2SB9 Ginnie Mae II Pool 323228.77 307082.49 USGA Long
373334KH3 373334KH3 Georgia Power Co 550000.0 525159.11 CORP Long
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39304D102 39304D102 Green Dot Corp 29098.0 288070.2 CORP Long
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31418ECZ1 31418ECZ1 Fannie Mae Pool 2544626.5349 2251129.31 USGSE Long
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31620MBT2 31620MBT2 Fidelity National Information Services Inc 700000.0 591748.85 CORP Long
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00828EER6 00828EER6 African Development Bank 4500000.0 4556687.4 CORP Long
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50077LBJ4 50077LBJ4 Kraft Heinz Foods Co 1000000.0 1032475.44 CORP Long
36179XNF9 36179XNF9 Ginnie Mae II Pool 742111.091 738841.5 USGA Long
29444UBK1 29444UBK1 Equinix Inc 500000.0 466843.35 CORP Long
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586054AA6 586054AA6 Memorial Sloan-Kettering Cancer Center 100000.0 99506.83 CORP Long
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59165J105 59165J105 Metrocity Bankshares Inc 12006.0 288384.12 CORP Long
202795JJ0 202795JJ0 Commonwealth Edison Co 1000000.0 791420.64 CORP Long
3137BWWD2 3137BWWD2 Freddie Mac Multifamily Structured Pass Through Certificates 554652.15 552528.11 USGSE Long
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12514G108 12514G108 CDW Corp/DE 91827.0 20874113.64 CORP Long
534187109 534187109 Lincoln National Corp 114273.0 3081942.81 CORP Long
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3140X97F6 3140X97F6 Fannie Mae Pool 1769132.4565 1593459.02 USGSE Long
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3128M86N9 3128M86N9 Freddie Mac Gold Pool 33403.89 34812.57 USGSE Long
3128M6ZQ4 3128M6ZQ4 Freddie Mac Gold Pool 266274.36 273438.52 USGSE Long
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36202FZY5 36202FZY5 Ginnie Mae II Pool 281151.76 275323.91 USGA Long
74340XBS9 74340XBS9 Prologis LP 1000000.0 810589.92 CORP Long
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3132DPC63 3132DPC63 Freddie Mac Pool 1295366.5476 1290117.85 USGSE Long
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29103DAM8 29103DAM8 Emera US Finance LP 1785000.0 1470774.28 CORP Long
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12515GAF4 12515GAF4 CD 2017-CD3 Mortgage Trust 131000.0 103697.56 CORP Long
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237194AL9 237194AL9 Darden Restaurants Inc 750000.0 725772.83 CORP Long
89115A2U5 89115A2U5 Toronto-Dominion Bank/The 1000000.0 1029564.7 CORP Long
369604301 369604301 General Electric Co 748861.0 95577129.43 CORP Long
12591TAE6 12591TAE6 COMM 2014-LC15 Mortgage Trust 170321.45 169759.8 CORP Long
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3140X7FZ7 3140X7FZ7 Fannie Mae Pool 1066228.63 1023745.28 USGSE Long
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46625HRX0 46625HRX0 JPMorgan Chase & Co 1000000.0 958786.22 CORP Long
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15135UAF6 15135UAF6 Cenovus Energy Inc 195000.0 212907.44 CORP Long
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15189YAG1 15189YAG1 CenterPoint Energy Resources Corp 500000.0 512808.1 CORP Long
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494368BV4 494368BV4 Kimberly-Clark Corp 325000.0 248859.39 CORP Long
61747YFJ9 61747YFJ9 Morgan Stanley 1625000.0 1800400.5 CORP Long
36179QT68 36179QT68 Ginnie Mae II Pool 535027.7 531863.6 USGA Long
055985AE5 055985AE5 BMO 2023-C6 MORTGAGE TRUST 500000.0 533829.55 CORP Long
90276WAV9 90276WAV9 UBS Commercial Mortgage Trust 2017-C7 325000.0 299793.36 CORP Long
31288GYJ5 31288GYJ5 Freddie Mac Gold Pool 130545.9672 134008.05 USGSE Long
002824AV2 002824AV2 Abbott Laboratories 250000.0 288129.14 CORP Long
136385AY7 136385AY7 Canadian Natural Resources Ltd 90000.0 81724.02 CORP Long
31390GPL5 31390GPL5 Fannie Mae Pool 1945.242 2072.71 USGSE Long
31371JQ98 31371JQ98 Fannie Mae Pool 269.554 281.53 USGSE Long
65480MAE3 65480MAE3 NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_23-B 500000.0 525922.7 CORP Long
36179RLP2 36179RLP2 Ginnie Mae II Pool 1253322.69 1188000.14 USGA Long
3622AB4A7 3622AB4A7 Ginnie Mae II Pool 887795.9955 886407.66 USGA Long
54627RAR1 54627RAR1 Louisiana Local Government Environmental Facilities & Community Development Auth 369379.5 372122.03 MUN Long
744448CV1 744448CV1 Public Service Co of Colorado 700000.0 577905.39 CORP Long
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371532102 371532102 Genesco Inc 8865.0 312136.65 CORP Long
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55328R109 55328R109 Tingo Group Inc 80454.0 55513.26 CORP Long
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615369AM7 615369AM7 Moody's Corp 300000.0 286205.23 CORP Long
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65339KBZ2 65339KBZ2 NextEra Energy Capital Holdings Inc 300000.0 251569.18 CORP Long
65342K105 65342K105 NextDecade Corp 107200.0 511344.0 CORP Long
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24422EWF2 24422EWF2 John Deere Capital Corp 500000.0 492019.65 CORP Long
34532NAC9 34532NAC9 FORD CREDIT AUTO OWNER TRUST FORDO_21-A 150588.34 148459.77 CORP Long
654106AJ2 654106AJ2 NIKE Inc 650000.0 619797.43 CORP Long
36266FAC3 36266FAC3 GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-2 321525.12 319422.06 CORP Long
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36202FVF0 36202FVF0 Ginnie Mae II Pool 205914.55 201649.03 USGA Long
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36205BXN7 36205BXN7 Ginnie Mae I Pool 13.19 13.28 USGA Long
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361448AW3 361448AW3 GATX Corp 375000.0 364970.94 CORP Long
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30225VAM9 30225VAM9 Extra Space Storage LP 100000.0 95823.42 CORP Long
74340XCH2 74340XCH2 Prologis LP 380000.0 392113.23 CORP Long
42722X106 42722X106 Heritage Financial Corp/WA 24999.0 534728.61 CORP Long
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189054AX7 189054AX7 Clorox Co/The 1100000.0 918546.1 CORP Long
13063D7E2 13063D7E2 State of California 100000.0 106640.32 MUN Long
3138EPJD7 3138EPJD7 Fannie Mae Pool 42979.34 41963.69 USGSE Long
46644YAW0 46644YAW0 JPMBB Commercial Mortgage Securities Trust 2015-C31 63501.68 62207.59 CORP Long
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31335BXK7 31335BXK7 Freddie Mac Gold Pool 195995.99 189280.66 USGSE Long
3138YKHV8 3138YKHV8 Fannie Mae Pool 324257.1 307851.38 USGSE Long
06368LWU6 06368LWU6 Bank of Montreal 600000.0 622001.56 CORP Long
78349AAB9 78349AAB9 RWJ Barnabas Health Inc 350000.0 289267.83 CORP Long
3138ET6D3 3138ET6D3 Fannie Mae Pool 168684.45 162458.14 USGSE Long
30161NAU5 30161NAU5 Exelon Corp 3500000.0 3390106.27 CORP Long
46124HAD8 46124HAD8 Intuit Inc 700000.0 588485.7 CORP Long
00774MAX3 00774MAX3 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4000000.0 3483384.28 CORP Long
31418D2R2 31418D2R2 Fannie Mae Pool 4568882.6475 4113563.34 USGSE Long
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00206RBH4 00206RBH4 AT&T Inc 1523000.0 1326493.9 CORP Long
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20030NDL2 20030NDL2 Comcast Corp 1575000.0 1049868.81 CORP Long
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34534LAE7 34534LAE7 FORD CREDIT AUTO OWNER TRUST FORDO_22-B 100000.0 98407.82 CORP Long
3140QD5R1 3140QD5R1 Fannie Mae Pool 2632030.5609 2288494.25 USGSE Long
3138A2L56 3138A2L56 Fannie Mae Pool 16592.87 15496.58 USGSE Long
298785JW7 298785JW7 European Investment Bank 3775000.0 3694960.94 CORP Long
3138A4Y41 3138A4Y41 Fannie Mae Pool 66100.43 62927.61 USGSE Long
14070B309 14070B309 Capricor Therapeutics Inc 16000.0 78240.0 CORP Long
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87031CAE3 87031CAE3 Svensk Exportkredit AB 1000000.0 940370.61 NUSS Long
36179XX50 36179XX50 Ginnie Mae II Pool 4905534.8742 4875543.42 USGA Long
36179SGL5 36179SGL5 Ginnie Mae II Pool 3035856.74 2878651.88 USGA Long
172967KR1 172967KR1 Citigroup Inc 825000.0 739905.32 CORP Long
36179Q6R7 36179Q6R7 Ginnie Mae II Pool 344002.3354 343565.11 USGA Long
38141GZR8 38141GZR8 Goldman Sachs Group Inc/The 2360000.0 2261367.1 CORP Long
42330P107 42330P107 Helix Energy Solutions Group Inc 105500.0 1084540.0 CORP Long
75884RAX1 75884RAX1 Regency Centers LP 250000.0 239762.22 CORP Long
883556CT7 883556CT7 Thermo Fisher Scientific Inc 295000.0 300834.22 CORP Long
86562MCM0 86562MCM0 Sumitomo Mitsui Financial Group Inc 525000.0 485621.3 CORP Long
22788C105 22788C105 Crowdstrike Holdings Inc 155469.0 39694345.08 CORP Long
36179SSP3 36179SSP3 Ginnie Mae II Pool 3956083.9 3644425.19 USGA Long
718286BD8 718286BD8 Philippine Government International Bond 600000.0 669362.73 NUSS Long
45950KCU2 45950KCU2 International Finance Corp 800000.0 648651.81 CORP Long
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038222AK1 038222AK1 Applied Materials Inc 400000.0 420326.41 CORP Long
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36179SLR6 36179SLR6 Ginnie Mae II Pool 3651897.5428 3364215.66 USGA Long
90932JAA0 90932JAA0 United Airlines 2019-2 Class AA Pass Through Trust 395898.28 333296.09 CORP Long
57636QAG9 57636QAG9 Mastercard Inc 510000.0 491666.99 CORP Long
822582CB6 822582CB6 Shell International Finance BV 1300000.0 1280421.51 CORP Long
3620AS2P3 3620AS2P3 Ginnie Mae I Pool 204759.26 199440.45 USGA Long
46564T107 46564T107 Iteris Inc 30071.0 156369.2 CORP Long
90276YAE3 90276YAE3 UBS Commercial Mortgage Trust 2019-C16 400000.0 360842.0 CORP Long
3138Y64A9 3138Y64A9 Fannie Mae Pool 172993.25 172959.88 USGSE Long
478160CJ1 478160CJ1 Johnson & Johnson 1506000.0 1473808.59 CORP Long
31292G5V4 31292G5V4 Freddie Mac Gold Pool 1410.65 1443.05 USGSE Long
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744448CK5 744448CK5 Public Service Co of Colorado 700000.0 605078.84 CORP Long
426897302 426897302 Hepion Pharmaceuticals Inc 2985.0 9760.95 CORP Long
26745T101 26745T101 Dyadic International Inc 17910.0 28835.1 CORP Long
31418PS89 31418PS89 Fannie Mae Pool 25119.84 25795.44 USGSE Long
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3132DVLR4 3132DVLR4 Freddie Mac Pool 4692114.9235 4060108.63 USGSE Long
698299BH6 698299BH6 Panama Government International Bond 2310000.0 1601158.3 NUSS Long
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3132DWB77 3132DWB77 Freddie Mac Pool 1495007.8101 1334103.11 USGSE Long
31378VNN6 31378VNN6 Fannie Mae Pool 2649.48 2705.15 USGSE Long
98163TAD5 98163TAD5 WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-C 200000.0 196193.3 CORP Long
31297E4G8 31297E4G8 Freddie Mac Gold Pool 25870.6226 27377.82 USGSE Long
38141GYC2 38141GYC2 Goldman Sachs Group Inc/The 3120000.0 2387819.37 CORP Long
126601103 126601103 CVD Equipment Corp 2737.0 12124.91 CORP Long
31283HX67 31283HX67 Freddie Mac Gold Pool 20479.19 20150.7 USGSE Long
36179WDP0 36179WDP0 Ginnie Mae II Pool 2162189.7293 1756788.02 USGA Long
001192AH6 001192AH6 Southern Co Gas Capital Corp 125000.0 127165.75 CORP Long
29250NBR5 29250NBR5 Enbridge Inc 1200000.0 1247983.36 CORP Long
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655844CU0 655844CU0 Norfolk Southern Corp 500000.0 557189.93 CORP Long
12515DAT1 12515DAT1 CD 2017-CD4 Mortgage Trust 300000.0 262829.67 CORP Long
91282CCE9 91282CCE9 United States Treasury Note/Bond 68185000.0 60950994.25 UST Long
3138EPAG9 3138EPAG9 Fannie Mae Pool 151452.49 151232.87 USGSE Long
31418EXU9 31418EXU9 Fannie Mae Pool 1365532.65 1373211.86 USGSE Long
393222104 393222104 Green Plains Inc 41000.0 1034020.0 CORP Long
56585ABD3 56585ABD3 Marathon Petroleum Corp 1150000.0 1099416.64 CORP Long
69913P105 69913P105 Paragon 28 Inc 25752.0 320097.36 CORP Long
488401AB6 488401AB6 Kemper Corp 167000.0 163430.92 CORP Long
68376D104 68376D104 Oportun Financial Corp 18084.0 70708.44 CORP Long
3132XWY88 3132XWY88 Freddie Mac Gold Pool 885230.08 822064.13 USGSE Long
89157D105 89157D105 Tourmaline Bio Inc 13817.0 361729.06 CORP Long
002824BN9 002824BN9 Abbott Laboratories 500000.0 507735.57 CORP Long
00206RKH4 00206RKH4 AT&T Inc 2000000.0 1654796.92 CORP Long
49177JAP7 49177JAP7 Kenvue Inc 850000.0 879437.23 CORP Long
3132DWFP3 3132DWFP3 Freddie Mac Pool 153281.7634 145184.21 USGSE Long
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459200101 459200101 International Business Machines Corp 627924.0 102696970.2 CORP Long
361448BJ1 361448BJ1 GATX Corp 500000.0 437650.0 CORP Long
01973R101 01973R101 Allison Transmission Holdings Inc 60782.0 3534473.3 CORP Long
822582BE1 822582BE1 Shell International Finance BV 2125000.0 2031074.66 CORP Long
31371GX47 31371GX47 Fannie Mae Pool 932.3 960.04 USGSE Long
617446448 617446448 Morgan Stanley 846574.0 78943025.5 CORP Long
25470DAL3 25470DAL3 Discovery Communications LLC 550000.0 548714.14 CORP Long
36202F2L9 36202F2L9 Ginnie Mae II Pool 523216.53 496623.06 USGA Long
31428XBV7 31428XBV7 FedEx Corp 825000.0 764225.86 CORP Long
31414R4E2 31414R4E2 Fannie Mae Pool 5335.56 5585.8 USGSE Long
3137HBC51 3137HBC51 Freddie Mac Multifamily Structured Pass Through Certificates 350000.0 360224.1 USGSE Long
36179SGM3 36179SGM3 Ginnie Mae II Pool 141329.176 138182.55 USGA Long
8426EPAG3 8426EPAG3 Southern Co Gas Capital Corp 500000.0 525556.62 CORP Long
3620A9V32 3620A9V32 Ginnie Mae I Pool 25928.35 26783.99 USGA Long
49327M3F9 49327M3F9 KeyBank NA/Cleveland OH 650000.0 649852.03 CORP Long
3138WDT43 3138WDT43 Fannie Mae Pool 96668.93 93368.53 USGSE Long
06541KBA5 06541KBA5 BANK 2018-BNK12 500000.0 482609.55 CORP Long
36179T4R3 36179T4R3 Ginnie Mae II Pool 126134.73 127394.31 USGA Long
3137BSRE5 3137BSRE5 Freddie Mac Multifamily Structured Pass Through Certificates 800000.0 772412.16 USGSE Long
31418CHF4 31418CHF4 Fannie Mae Pool 639742.97 597685.76 USGSE Long
03823U102 03823U102 Applied Optoelectronics Inc 21300.0 411516.0 CORP Long
136375BN1 136375BN1 Canadian National Railway Co 350000.0 393832.94 CORP Long
6789084D3 6789084D3 Oklahoma Development Finance Authority 425000.0 405469.85 MUN Long
3138EGWU4 3138EGWU4 Fannie Mae Pool 272755.73 275650.13 USGSE Long
31419HNG3 31419HNG3 Fannie Mae Pool 24333.75 25467.4 USGSE Long
11271LAF9 11271LAF9 Brookfield Finance Inc 250000.0 182933.75 CORP Long
048303CJ8 048303CJ8 Atlantic City Electric Co 500000.0 422560.07 CORP Long
642045108 642045108 Atlas Energy Solutions Inc 37592.0 647334.24 CORP Long
912828U24 912828U24 United States Treasury Note/Bond 50899000.0 48131366.88 UST Long
09261HBB2 09261HBB2 Blackstone Private Credit Fund 500000.0 518228.01 CORP Long
36208VT54 36208VT54 Ginnie Mae I Pool 2407.7 2449.23 USGA Long
06541WAX0 06541WAX0 BANK 2017-BNK5 700000.0 660426.2 CORP Long
92343VGT5 92343VGT5 Verizon Communications Inc 816000.0 833283.92 CORP Long
13811E101 13811E101 Canterbury Park Holding Corp 3400.0 69496.0 CORP Long
91282CGZ8 91282CGZ8 United States Treasury Note/Bond 31267000.0 30587918.28 UST Long
91282CBH3 91282CBH3 United States Treasury Note/Bond 78780000.0 72773025.0 UST Long
3138MFSY4 3138MFSY4 Fannie Mae Pool 84641.1275 78850.02 USGSE Long
06051GJL4 06051GJL4 Bank of America Corp 3000000.0 2436520.26 CORP Long
31418BXB7 31418BXB7 Fannie Mae Pool 172618.17 165956.4 USGSE Long
31417YR90 31417YR90 Fannie Mae Pool 105777.53 104488.13 USGSE Long
3128KGEQ7 3128KGEQ7 Freddie Mac Gold Pool 94651.95 96308.36 USGSE Long
3138EJD96 3138EJD96 Fannie Mae Pool 10254.23 10506.53 USGSE Long
57582PUE8 57582PUE8 Commonwealth of Massachusetts 845000.0 885727.65 MUN Long
907818FG8 907818FG8 Union Pacific Corp 1106000.0 903539.36 CORP Long
37045VAK6 37045VAK6 General Motors Co 600000.0 641345.5 CORP Long
845437BR2 845437BR2 Southwestern Electric Power Co 550000.0 531810.64 CORP Long
89236TKJ3 89236TKJ3 Toyota Motor Credit Corp 875000.0 882196.93 CORP Long
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665772CE7 665772CE7 Northern States Power Co/MN 375000.0 384642.46 CORP Long
87612EBF2 87612EBF2 Target Corp 500000.0 414091.34 CORP Long
49271VAM2 49271VAM2 Keurig Dr Pepper Inc 500000.0 372638.64 CORP Long
254687FP6 254687FP6 Walt Disney Co/The 400000.0 393995.28 CORP Long
94989HAT7 94989HAT7 Wells Fargo Commercial Mortgage Trust 2015-NXS1 6010.0912 5979.99 CORP Long
06051GHT9 06051GHT9 Bank of America Corp 2275000.0 2190403.76 CORP Long
75913MAA7 75913MAA7 Regions Bank/Birmingham AL 500000.0 508572.03 CORP Long
31419AG43 31419AG43 Fannie Mae Pool 515328.96 519522.66 USGSE Long
06738EBR5 06738EBR5 Barclays PLC 1750000.0 1444302.44 CORP Long
44925C103 44925C103 ICF International Inc 13590.0 1822283.1 CORP Long
30167FAF9 30167FAF9 EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-5 100000.0 101967.73 CORP Long
3140QTLC1 3140QTLC1 Fannie Mae Pool 3982914.1132 4097655.1 USGSE Long
27923Q109 27923Q109 Ecovyst Inc 70433.0 688130.41 CORP Long
780097BG5 780097BG5 NatWest Group PLC 2000000.0 1965867.1 CORP Long
02344AAA6 02344AAA6 Amcor Flexibles North America Inc 500000.0 432206.59 CORP Long
929160AZ2 929160AZ2 Vulcan Materials Co 575000.0 534941.1 CORP Long
25470DBE8 25470DBE8 Discovery Communications LLC 576000.0 562589.65 CORP Long
45784A104 45784A104 Innovage Holding Corp 11700.0 70200.0 CORP Long
31418DYY2 31418DYY2 Fannie Mae Pool 4758699.6913 4060270.1 USGSE Long
92971A109 92971A109 WM Technology Inc 69888.0 50340.33 CORP Long
3135G05Q2 3135G05Q2 Federal National Mortgage Association 7000000.0 5732314.0 USGSE Long
31292HUQ5 31292HUQ5 Freddie Mac Gold Pool 17688.3 18039.59 USGSE Long
98389BAR1 98389BAR1 Xcel Energy Inc 100000.0 97621.06 CORP Long
31417CJK2 31417CJK2 Fannie Mae Pool 58768.08 55924.28 USGSE Long
731011AV4 731011AV4 Republic of Poland Government International Bond 1800000.0 1820410.09 NUSS Long
03040WAY1 03040WAY1 American Water Capital Corp 300000.0 256244.67 CORP Long
126600105 126600105 CVB Financial Corp 92505.0 1867675.95 CORP Long
45826J105 45826J105 Intellia Therapeutics Inc 57738.0 1760431.62 CORP Long
86944BAG8 86944BAG8 Sutter Health 500000.0 426553.99 CORP Long
3132DQB39 3132DQB39 Freddie Mac Pool 732119.1036 746092.69 USGSE Long
30226D106 30226D106 Extreme Networks Inc 88148.0 1554930.72 CORP Long
693475BL8 693475BL8 PNC Financial Services Group Inc/The 850000.0 843257.89 CORP Long
3140QPFR3 3140QPFR3 Fannie Mae Pool 348951.152 331592.09 USGSE Long
20602D101 20602D101 Concentrix Corp 38824.0 3812905.04 CORP Long
3132DPM62 3132DPM62 Freddie Mac Pool 1374884.3629 1383286.14 USGSE Long
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40434LAJ4 40434LAJ4 HP Inc 900000.0 767501.9 CORP Long
934423104 934423104 Warner Bros Discovery Inc 1515290.0 17244000.2 CORP Long
020002BC4 020002BC4 Allstate Corp/The 600000.0 509522.63 CORP Long
59562EAH8 59562EAH8 MidAmerican Energy Co 775000.0 830522.53 CORP Long
36179WXL7 36179WXL7 Ginnie Mae II Pool 1269429.4855 1180702.08 USGA Long
04522KAD8 04522KAD8 Asian Infrastructure Investment Bank/The 2700000.0 2494852.84 CORP Long
67021CAN7 67021CAN7 NSTAR Electric Co 300000.0 282183.18 CORP Long
12515ABE9 12515ABE9 CD 2016-CD2 Mortgage Trust 600000.0 552373.68 CORP Long
500630EB0 500630EB0 Korea Development Bank/The 500000.0 538834.01 NUSS Long
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31371MEP8 31371MEP8 Fannie Mae Pool 19321.4889 19751.19 USGSE Long
16679L109 16679L109 Chewy Inc 68791.0 1625531.33 CORP Long
808625107 808625107 Science Applications International Corp 36601.0 4550236.32 CORP Long
550241103 550241103 Lumen Technologies Inc 696189.0 1274025.87 CORP Long
437076BW1 437076BW1 Home Depot Inc/The 700000.0 689970.45 CORP Long
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15189XAU2 15189XAU2 CenterPoint Energy Houston Electric LLC 200000.0 140854.64 CORP Long
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361448103 361448103 GATX Corp 24445.0 2938777.9 CORP Long
86562MCD0 86562MCD0 Sumitomo Mitsui Financial Group Inc 829000.0 763849.33 CORP Long
45720L107 45720L107 Inhibrx Inc 22765.0 865070.0 CORP Long
3132DV3Z6 3132DV3Z6 Freddie Mac Pool 3166531.6612 2821507.32 USGSE Long
3140XKRU6 3140XKRU6 Fannie Mae Pool 1087006.2775 1109419.37 USGSE Long
040555CU6 040555CU6 Arizona Public Service Co 895000.0 682910.95 CORP Long
31404MLW6 31404MLW6 Fannie Mae Pool 48665.3881 50635.38 USGSE Long
3133KYUJ6 3133KYUJ6 Freddie Mac Pool 6894509.63 5965444.81 USGSE Long
36179VSF8 36179VSF8 Ginnie Mae II Pool 957211.8826 814191.12 USGA Long
31418AAJ7 31418AAJ7 Fannie Mae Pool 287613.77 286630.16 USGSE Long
06051GHZ5 06051GHZ5 Bank of America Corp 175000.0 150402.01 CORP Long
459058KJ1 459058KJ1 International Bank for Reconstruction & Development 6250000.0 6060813.13 CORP Long
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65339KCH1 65339KCH1 NextEra Energy Capital Holdings Inc 1089000.0 1087564.32 CORP Long
3128MJAR1 3128MJAR1 Freddie Mac Gold Pool 149638.3969 156384.1 USGSE Long
31371GKL3 31371GKL3 Fannie Mae Pool 906.26 931.24 USGSE Long
637432NR2 637432NR2 National Rural Utilities Cooperative Finance Corp 256000.0 224000.76 CORP Long
45828Q2B2 45828Q2B2 Inter-American Investment Corp 1050000.0 1048158.84 CORP Long
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36260JAD9 36260JAD9 GS Mortgage Securities Trust 2019-GC39 400000.0 362275.16 CORP Long
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03066JAC7 03066JAC7 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-3 57842.04 56467.17 CORP Long
28657F103 28657F103 Elicio Therapeutics Inc 2503.0 20875.02 CORP Long
62548M100 62548M100 Multiplan Corp 257400.0 370656.0 CORP Long
91282CFK2 91282CFK2 United States Treasury Note/Bond 35560000.0 35037712.5 UST Long
912828J27 912828J27 United States Treasury Note/Bond 40361000.0 39162782.81 UST Long
29250NBH7 29250NBH7 Enbridge Inc 500000.0 457901.76 CORP Long
3128MJ4W7 3128MJ4W7 Freddie Mac Gold Pool 794960.52 761427.89 USGSE Long
26884LAG4 26884LAG4 EQT Corp 1000000.0 1073012.93 CORP Long
36179RQ36 36179RQ36 Ginnie Mae II Pool 885761.7708 867412.51 USGA Long
3132AD3L0 3132AD3L0 Freddie Mac Pool 432018.77 419807.54 USGSE Long
31418DR95 31418DR95 Fannie Mae Pool 437261.0982 382935.74 USGSE Long
87256C101 87256C101 TKO Group Holdings Inc 42754.0 3487871.32 CORP Long
31383CAQ8 31383CAQ8 Fannie Mae Pool 6686.39 6862.44 USGSE Long
17858PAB7 17858PAB7 City of Hope 500000.0 423422.96 CORP Long
3138WLC43 3138WLC43 Fannie Mae Pool 175357.94 174597.15 USGSE Long
912810QB7 912810QB7 United States Treasury Note/Bond 7883000.0 8135501.95 UST Long
219350105 219350105 Corning Inc 525777.0 16009909.65 CORP Long
126408HP1 126408HP1 CSX Corp 900000.0 821878.95 CORP Long
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459200JG7 459200JG7 International Business Machines Corp 900000.0 877010.39 CORP Long
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89236TKQ7 89236TKQ7 Toyota Motor Credit Corp 650000.0 658569.66 CORP Long
46625HRY8 46625HRY8 JPMorgan Chase & Co 3521000.0 3400264.35 CORP Long
83190L208 83190L208 SmartFinancial Inc 13047.0 319521.03 CORP Long
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581557BS3 581557BS3 McKesson Corp 400000.0 400082.78 CORP Long
74456QCB0 74456QCB0 Public Service Electric and Gas Co 200000.0 176891.06 CORP Long
31418DH96 31418DH96 Fannie Mae Pool 302981.19 273767.11 USGSE Long
3140QRR47 3140QRR47 Fannie Mae Pool 1413976.795 1423241.31 USGSE Long
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65158N102 65158N102 Newmark Group Inc 97390.0 1067394.4 CORP Long
78016EYV3 78016EYV3 Royal Bank of Canada 350000.0 324928.16 CORP Long
12591QAT9 12591QAT9 COMM 2014-UBS4 Mortgage Trust 167000.0 156126.8 CORP Long
3140FPC98 3140FPC98 Fannie Mae Pool 586431.68 547878.61 USGSE Long
46647PCT1 46647PCT1 JPMorgan Chase & Co 4875000.0 4693688.03 CORP Long
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26875P101 26875P101 EOG Resources Inc 401211.0 48526470.45 CORP Long
455780CU8 455780CU8 Indonesia Government International Bond 750000.0 675630.93 NUSS Long
11120VAK9 11120VAK9 Brixmor Operating Partnership LP 1500000.0 1332086.61 CORP Long
912810RQ3 912810RQ3 United States Treasury Note/Bond 30604000.0 23029510.0 UST Long
18539C204 18539C204 Clearway Energy Inc 52582.0 1442324.26 CORP Long
459044103 459044103 International Bancshares Corp 37046.0 2012338.72 CORP Long
822582AN2 822582AN2 Shell International Finance BV 700000.0 746399.75 CORP Long
70450YAG8 70450YAG8 PayPal Holdings Inc 450000.0 429627.64 CORP Long
713448ES3 713448ES3 PepsiCo Inc 1225000.0 1125084.28 CORP Long
59334DLS1 59334DLS1 County of Miami-Dade FL Water & Sewer System Revenue 275000.0 230476.62 MUN Long
31371K6C0 31371K6C0 Fannie Mae Pool 94033.8 96532.28 USGSE Long
375558BD4 375558BD4 Gilead Sciences Inc 2675000.0 2552025.01 CORP Long
89239BAD3 89239BAD3 TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-C 125000.0 116970.9 CORP Long
278865BL3 278865BL3 Ecolab Inc 200000.0 183913.26 CORP Long
931108AA2 931108AA2 WakeMed 500000.0 360385.25 CORP Long
11271LAD4 11271LAD4 Brookfield Finance Inc 600000.0 596926.03 CORP Long
655663AA0 655663AA0 Nordson Corp 300000.0 311591.62 CORP Long
35471R106 35471R106 Franklin Street Properties Corp 50715.0 129830.4 CORP Long
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96949LAD7 96949LAD7 Williams Cos Inc/The 1325000.0 1277246.39 CORP Long
3140X9P33 3140X9P33 Fannie Mae Pool 1158026.7455 1150621.28 USGSE Long
36241L2E5 36241L2E5 Ginnie Mae I Pool 191788.0 182688.83 USGA Long
045167FH1 045167FH1 Asian Development Bank 3525000.0 3263361.35 CORP Long
3132E0LG5 3132E0LG5 Freddie Mac Pool 3725056.1775 3746013.34 USGSE Long
608190AL8 608190AL8 Mohawk Industries Inc 375000.0 346917.56 CORP Long
646025106 646025106 New Jersey Resources Corp 66959.0 2985032.22 CORP Long
36179XH25 36179XH25 Ginnie Mae II Pool 3054874.774 3074552.44 USGA Long
534187BH1 534187BH1 Lincoln National Corp 850000.0 816248.0 CORP Long
91282CHZ7 91282CHZ7 United States Treasury Note/Bond 17760000.0 18534225.89 UST Long
31283GY35 31283GY35 Freddie Mac Gold Pool 725.25 734.4 USGSE Long
31371LSA8 31371LSA8 Fannie Mae Pool 3832.7 4007.49 USGSE Long
521865AY1 521865AY1 Lear Corp 204000.0 196685.72 CORP Long
68323AFJ8 68323AFJ8 Province of Ontario Canada 500000.0 420895.95 NUSS Long
842400HT3 842400HT3 Southern California Edison Co 500000.0 537390.23 CORP Long
68389XCQ6 68389XCQ6 Oracle Corp 1900000.0 1903026.99 CORP Long
3132DWF57 3132DWF57 Freddie Mac Pool 886559.2731 878080.57 USGSE Long
55903VBE2 55903VBE2 Warnermedia Holdings Inc 6665000.0 5734829.27 CORP Long
004890109 004890109 Acrivon Therapeutics Inc 6200.0 30504.0 CORP Long
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3132DPMJ4 3132DPMJ4 Freddie Mac Pool 1170809.2 1181218.98 USGSE Long
057224AZ0 057224AZ0 Baker Hughes Holdings LLC 1020000.0 1030509.17 CORP Long
912828YQ7 912828YQ7 United States Treasury Note/Bond 20445000.0 19141631.25 UST Long
548661EL7 548661EL7 Lowe's Cos Inc 1000000.0 1021423.64 CORP Long
36237H101 36237H101 G-III Apparel Group Ltd 25976.0 882664.48 CORP Long
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37940X102 37940X102 Global Payments Inc 178755.0 22701885.0 CORP Long
06051GFQ7 06051GFQ7 Bank of America Corp 350000.0 319860.59 CORP Long
31418DYB2 31418DYB2 Fannie Mae Pool 20463075.86 16796242.05 USGSE Long
31371FLX8 31371FLX8 Fannie Mae Pool 64.6 65.91 USGSE Long
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03027XAP5 03027XAP5 American Tower Corp 1100000.0 1056155.02 CORP Long
31428X106 31428X106 FedEx Corp 155579.0 39356819.63 CORP Long
34528QHF4 34528QHF4 FORD CREDIT FLOORPLAN MASTER OWNER TRUST 765000.0 749067.65 CORP Long
281020107 281020107 Edison International 263590.0 18844049.1 CORP Long
91282CDJ7 91282CDJ7 United States Treasury Note/Bond 111466000.0 92673523.49 UST Long
3136AVYL7 3136AVYL7 Fannie Mae-Aces 1112890.21 1053280.14 USGSE Long
25466AAP6 25466AAP6 Discover Bank 500000.0 476704.42 CORP Long
893529107 893529107 Transcat Inc 5740.0 627554.2 CORP Long
63111XAJ0 63111XAJ0 Nasdaq Inc 1000000.0 1040718.19 CORP Long
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747525AF0 747525AF0 QUALCOMM Inc 1165000.0 1144727.56 CORP Long
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29355X107 29355X107 Enpro Inc 14405.0 2257839.7 CORP Long
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222213BB5 222213BB5 Council Of Europe Development Bank 1320000.0 1299400.91 CORP Long
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82536T107 82536T107 SoundThinking Inc 6113.0 156126.02 CORP Long
91282CBJ9 91282CBJ9 United States Treasury Note/Bond 61625000.0 54345546.88 UST Long
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63947X101 63947X101 nCino Inc 48740.0 1639126.2 CORP Long
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55345K103 55345K103 MRC Global Inc 60200.0 662802.0 CORP Long
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31410K6E9 31410K6E9 Fannie Mae Pool 2.36 2.36 USGSE Long
3136AV7G8 3136AV7G8 Fannie Mae-Aces 560805.12 533114.58 USGSE Long
341271AF1 341271AF1 State Board of Administration Finance Corp 1000000.0 852998.6 MUN Long
36211EED6 36211EED6 Ginnie Mae I Pool 1406.19 1449.04 USGA Long
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3132DWGH0 3132DWGH0 Freddie Mac Pool 3332057.685 3349816.55 USGSE Long
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36179SJS7 36179SJS7 Ginnie Mae II Pool 8044863.9398 7411124.96 USGA Long
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31416YYF9 31416YYF9 Fannie Mae Pool 82247.69 81464.69 USGSE Long
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46646RAJ2 46646RAJ2 JPMDB Commercial Mortgage Securities Trust 2016-C4 100000.0 89695.84 CORP Long
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3137BFE98 3137BFE98 Freddie Mac Multifamily Structured Pass Through Certificates 989319.07 972728.09 USGSE Long
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12503MAC2 12503MAC2 Cboe Global Markets Inc 500000.0 411564.26 CORP Long
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26442TAG2 26442TAG2 Duke University 340000.0 239254.43 CORP Long
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11133TAE3 11133TAE3 Broadridge Financial Solutions Inc 900000.0 769314.17 CORP Long
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31418BL79 31418BL79 Fannie Mae Pool 103475.73 99512.41 USGSE Long
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037735CY1 037735CY1 Appalachian Power Co 300000.0 225031.16 CORP Long
31418ETS9 31418ETS9 Fannie Mae Pool 895421.4605 895152.48 USGSE Long
3128MJS35 3128MJS35 Freddie Mac Gold Pool 483610.99 439881.29 USGSE Long
931142CB7 931142CB7 Walmart Inc 820000.0 895016.99 CORP Long
219350AW5 219350AW5 Corning Inc 300000.0 280142.93 CORP Long
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10373QBL3 10373QBL3 BP Capital Markets America Inc 2600000.0 2491330.56 CORP Long
3140QECS9 3140QECS9 Fannie Mae Pool 344459.31 342253.77 USGSE Long
91282CGT2 91282CGT2 United States Treasury Note/Bond 21668000.0 21437777.5 UST Long
3137FNAE0 3137FNAE0 Freddie Mac Multifamily Structured Pass Through Certificates 1150000.0 1064295.68 USGSE Long
902653104 902653104 UDR Inc 223103.0 8542613.87 CORP Long
3137FKKN5 3137FKKN5 Freddie Mac Multifamily Structured Pass Through Certificates 300000.0 291570.21 USGSE Long
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31418AHJ0 31418AHJ0 Fannie Mae Pool 221825.16 203469.55 USGSE Long
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292480AJ9 292480AJ9 Energy Transfer LP 450000.0 395468.09 CORP Long
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748148SD6 748148SD6 Province of Quebec Canada 1150000.0 1127283.77 NUSS Long
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31335AHP6 31335AHP6 Freddie Mac Gold Pool 1118757.09 1059610.08 USGSE Long
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85771PAQ5 85771PAQ5 Equinor ASA 1015000.0 998408.57 CORP Long
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00206RHK1 00206RHK1 AT&T Inc 1000000.0 956360.48 CORP Long
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3138WFZB5 3138WFZB5 Fannie Mae Pool 406182.95 383316.15 USGSE Long
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3140JHY23 3140JHY23 Fannie Mae Pool 340796.67 334402.17 USGSE Long
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3140X8G68 3140X8G68 Fannie Mae Pool 1108040.4801 996068.67 USGSE Long
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31326GB70 31326GB70 Freddie Mac Non Gold Pool 37518.9 38670.66 USGSE Long
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931142CS0 931142CS0 Walmart Inc 312000.0 347272.93 CORP Long
29379VCA9 29379VCA9 Enterprise Products Operating LLC 500000.0 365202.67 CORP Long
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29717PAV9 29717PAV9 Essex Portfolio LP 455000.0 380732.26 CORP Long
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78409VBM5 78409VBM5 S&P Global Inc 250000.0 209867.77 CORP Long
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25746UBQ1 25746UBQ1 Dominion Energy Inc 400000.0 325965.01 CORP Long
3136AUZC8 3136AUZC8 Fannie Mae-Aces 181481.34 172257.59 USGSE Long
3128MJEU0 3128MJEU0 Freddie Mac Gold Pool 1863.51 1958.69 USGSE Long
36179WVT2 36179WVT2 Ginnie Mae II Pool 879660.9414 744129.73 USGA Long
3138EMUK5 3138EMUK5 Fannie Mae Pool 98575.79 99406.17 USGSE Long
3128MJJY7 3128MJJY7 Freddie Mac Gold Pool 21373.82 21757.44 USGSE Long
38148LAE6 38148LAE6 Goldman Sachs Group Inc/The 1000000.0 981032.38 CORP Long
86562MCY4 86562MCY4 Sumitomo Mitsui Financial Group Inc 814000.0 906822.49 CORP Long
3137FGZT5 3137FGZT5 Freddie Mac Multifamily Structured Pass Through Certificates 1000000.0 981747.6 USGSE Long
38013JAD5 38013JAD5 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-1 200000.0 199247.12 CORP Long
161175BS2 161175BS2 Charter Communications Operating LLC / Charter Communications Operating Capital 750000.0 610343.46 CORP Long
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94106LBW8 94106LBW8 Waste Management Inc 725000.0 739816.85 CORP Long
57638P104 57638P104 Masterbrand Inc 93075.0 1382163.75 CORP Long
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744448CW9 744448CW9 Public Service Co of Colorado 300000.0 286461.47 CORP Long
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40414LAQ2 40414LAQ2 Healthpeak OP LLC 150000.0 144240.48 CORP Long
683234AR9 683234AR9 Province of Ontario Canada 2800000.0 2296144.51 NUSS Long
3132DWDC4 3132DWDC4 Freddie Mac Pool 3637629.8951 2974404.12 USGSE Long
31283GN86 31283GN86 Freddie Mac Gold Pool 170.39 172.38 USGSE Long
3128MMWN9 3128MMWN9 Freddie Mac Gold Pool 587602.72 562763.64 USGSE Long
46625H100 46625H100 JPMorgan Chase & Co 1988130.0 338180913.0 CORP Long
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75902K106 75902K106 Regional Management Corp 6593.0 165352.44 CORP Long
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83088MAK8 83088MAK8 Skyworks Solutions Inc 500000.0 465833.47 CORP Long
68373J104 68373J104 Open Lending Corp 67137.0 571335.87 CORP Long
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931142FB4 931142FB4 Walmart Inc 600000.0 594488.17 CORP Long
3132D6DZ0 3132D6DZ0 Freddie Mac Pool 825661.5057 836455.87 USGSE Long
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3128F3G49 3128F3G49 Freddie Mac Gold Pool 43.62 44.04 USGSE Long
3140X8P68 3140X8P68 Fannie Mae Pool 260535.15 246554.94 USGSE Long
3133KJ3W0 3133KJ3W0 Freddie Mac Pool 2805531.6941 2387722.94 USGSE Long
927804GF5 927804GF5 Virginia Electric and Power Co 1000000.0 682853.99 CORP Long
3128P8BL4 3128P8BL4 Freddie Mac Gold Pool 260108.86 245007.28 USGSE Long
375558CA9 375558CA9 Gilead Sciences Inc 400000.0 433869.58 CORP Long
842587DF1 842587DF1 Southern Co/The 1200000.0 1145460.65 CORP Long
36200NTS0 36200NTS0 Ginnie Mae I Pool 29740.7153 29978.28 USGA Long
471048BE7 471048BE7 Japan Bank for International Cooperation 1500000.0 1429537.49 NUSS Long
06540WBD4 06540WBD4 Bank 2019-BNK19 550000.0 471838.84 CORP Long
59156RBQ0 59156RBQ0 MetLife Inc 561000.0 551934.65 CORP Long
95709TAM2 95709TAM2 Evergy Kansas Central Inc 100000.0 84725.23 CORP Long
501044DP3 501044DP3 Kroger Co/The 1250000.0 1070361.44 CORP Long
45866FAL8 45866FAL8 Intercontinental Exchange Inc 1035000.0 740912.36 CORP Long
035240AP5 035240AP5 Anheuser-Busch InBev Worldwide Inc 600000.0 571232.47 CORP Long
45866FAN4 45866FAN4 Intercontinental Exchange Inc 1000000.0 802386.13 CORP Long
3138EGBN3 3138EGBN3 Fannie Mae Pool 27466.29 28875.06 USGSE Long
29426VAD8 29426VAD8 Citigroup Commercial Mortgage Trust 2022-GC48 475000.0 463134.69 CORP Long
456873AE8 456873AE8 Trane Technologies Financing Ltd 325000.0 316062.05 CORP Long
55336VBU3 55336VBU3 MPLX LP 571000.0 559405.21 CORP Long
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008492100 008492100 Agree Realty Corp 68489.0 4311382.55 CORP Long
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298736109 298736109 Euronet Worldwide Inc 30338.0 3079003.62 CORP Long
4581X0CM8 4581X0CM8 Inter-American Development Bank 1000000.0 973488.8 CORP Long
882508BK9 882508BK9 Texas Instruments Inc 500000.0 459472.6 CORP Long
46641JBB1 46641JBB1 JPMBB Commercial Mortgage Securities Trust 2014-C18 113000.0 103401.99 CORP Long
36179VKK5 36179VKK5 Ginnie Mae II Pool 4335131.8049 3802161.16 USGA Long
537008104 537008104 Littelfuse Inc 16948.0 4534606.88 CORP Long
92823T207 92823T207 VirnetX Holding Corp 2607.0 18249.0 CORP Long
574599BN5 574599BN5 Masco Corp 100000.0 94949.66 CORP Long
515110CD4 515110CD4 Landwirtschaftliche Rentenbank 1250000.0 1244383.89 CORP Long
30161NAN1 30161NAN1 Exelon Corp 237000.0 233023.02 CORP Long
36179SQW0 36179SQW0 Ginnie Mae II Pool 661987.53 623848.91 USGA Long
40049JBA4 40049JBA4 Grupo Televisa SAB 1240000.0 1063590.83 CORP Long
931142EW9 931142EW9 Walmart Inc 900000.0 891941.38 CORP Long
025816DC0 025816DC0 American Express Co 1100000.0 1102441.87 CORP Long
31417YXZ5 31417YXZ5 Fannie Mae Pool 140044.8 139564.47 USGSE Long
854502AA9 854502AA9 Stanley Black & Decker Inc 300000.0 292099.73 CORP Long
053015AG8 053015AG8 Automatic Data Processing Inc 1000000.0 902377.86 CORP Long
11271LAA0 11271LAA0 Brookfield Finance Inc 150000.0 146567.56 CORP Long
14913R2Q9 14913R2Q9 Caterpillar Financial Services Corp 500000.0 459127.86 CORP Long
3132DWD75 3132DWD75 Freddie Mac Pool 5444180.628 4995661.81 USGSE Long
191216CU2 191216CU2 Coca-Cola Co/The 100000.0 91399.84 CORP Long
04649U102 04649U102 Asure Software Inc 13700.0 130424.0 CORP Long
31418DL34 31418DL34 Fannie Mae Pool 33619.63 32937.32 USGSE Long
36210JY85 36210JY85 Ginnie Mae I Pool 139.15 143.42 USGA Long
3136B3XY1 3136B3XY1 Fannie Mae-Aces 652756.43 618708.39 USGSE Long
3132DVK46 3132DVK46 Freddie Mac Pool 1753062.6 1583520.59 USGSE Long
36295WE37 36295WE37 Ginnie Mae I Pool 208970.22 203742.08 USGA Long
68389XBJ3 68389XBJ3 Oracle Corp 3340000.0 2678998.0 CORP Long
46625HMN7 46625HMN7 JPMorgan Chase & Co 2194000.0 2162126.75 CORP Long
H11356104 H11356104 Bunge Global SA 111042.0 11209689.9 CORP Long
31371LFX2 31371LFX2 Fannie Mae Pool 85008.2507 85720.62 USGSE Long
91282CHK0 91282CHK0 United States Treasury Note/Bond 42341000.0 42559318.66 UST Long
6500358W1 6500358W1 New York State Urban Development Corp 300000.0 282749.43 MUN Long
15135B101 15135B101 Centene Corp 367154.0 27246498.34 CORP Long
961548AV6 961548AV6 WestRock MWV LLC 475000.0 547568.13 CORP Long
550351100 550351100 Luna Innovations Inc 22193.0 147583.45 CORP Long
720186AG0 720186AG0 Piedmont Natural Gas Co Inc 150000.0 134030.93 CORP Long
66989HAQ1 66989HAQ1 Novartis Capital Corp 2340000.0 2191881.44 CORP Long
045167EP4 045167EP4 Asian Development Bank 200000.0 177308.78 CORP Long
912810QC5 912810QC5 United States Treasury Note/Bond 9883800.0 10479916.69 UST Long
3140XJ4V2 3140XJ4V2 Fannie Mae Pool 303037.3219 249740.54 USGSE Long
231269309 231269309 Curis Inc 3304.0 42126.0 CORP Long
78648T100 78648T100 Safety Insurance Group Inc 10682.0 811725.18 CORP Long
57636Q104 57636Q104 Mastercard Inc 575604.0 245500862.04 CORP Long
247361702 247361702 Delta Air Lines Inc 439951.0 17699228.73 CORP Long
963320BA3 963320BA3 Whirlpool Corp 250000.0 255183.23 CORP Long
927107409 927107409 Village Super Market Inc 3722.0 97628.06 CORP Long
42225UAF1 42225UAF1 Healthcare Realty Holdings LP 400000.0 378889.86 CORP Long
404119BT5 404119BT5 HCA Inc 1150000.0 1155850.3 CORP Long
02155H200 02155H200 Altimmune Inc 35370.0 397912.5 CORP Long
904764BT3 904764BT3 Unilever Capital Corp 500000.0 519778.88 CORP Long
3140XLVE5 3140XLVE5 Fannie Mae Pool 2574597.0378 2615682.71 USGSE Long
023135CC8 023135CC8 Amazon.com Inc 1500000.0 1103946.59 CORP Long
741511109 741511109 PriceSmart Inc 16882.0 1279317.96 CORP Long
032654BA2 032654BA2 Analog Devices Inc 250000.0 242199.6 CORP Long
362554AD9 362554AD9 GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_21-4 100000.0 92693.9 CORP Long
98138HAJ0 98138HAJ0 Workday Inc 1200000.0 1118193.92 CORP Long
172967MD0 172967MD0 Citigroup Inc 1480000.0 1369302.69 CORP Long
15189WAH3 15189WAH3 CenterPoint Energy Resources Corp 375000.0 395036.41 CORP Long
817070501 817070501 Seneca Foods Corp 4915.0 257742.6 CORP Long
548661EP8 548661EP8 Lowe's Cos Inc 650000.0 650507.65 CORP Long
36179VDN7 36179VDN7 Ginnie Mae II Pool 2135971.9 1952897.11 USGA Long
456837AQ6 456837AQ6 ING Groep NV 610000.0 589588.74 CORP Long
797440BM5 797440BM5 San Diego Gas & Electric Co 505000.0 464251.07 CORP Long
03044L105 03044L105 American Well Corp 170727.0 254383.23 CORP Long
03040WAQ8 03040WAQ8 American Water Capital Corp 1225000.0 1157990.28 CORP Long
912810FF0 912810FF0 United States Treasury Note/Bond 14810000.0 15675459.38 UST Long
025537AX9 025537AX9 American Electric Power Co Inc 650000.0 677102.03 CORP Long
42809HAD9 42809HAD9 Hess Corp 1750000.0 1838218.46 CORP Long
31292GSM9 31292GSM9 Freddie Mac Gold Pool 1732.86 1770.77 USGSE Long
960386AL4 960386AL4 Westinghouse Air Brake Technologies Corp 725000.0 693431.38 CORP Long
3136BDZA9 3136BDZA9 Fannie Mae-Aces 4275000.0 3522257.57 USGSE Long
36269P104 36269P104 Gaia Inc 3502.0 9455.4 CORP Long
3133ALJ66 3133ALJ66 Freddie Mac Pool 910167.25 784205.75 USGSE Long
00175J107 00175J107 AMMO Inc 60739.0 127551.9 CORP Long
373298BU1 373298BU1 Georgia-Pacific LLC 700000.0 875018.1 CORP Long
358054104 358054104 Freshworks Inc 131240.0 3082827.6 CORP Long
949746101 949746101 Wells Fargo & Co 2497109.0 122907704.98 CORP Long
91087BAH3 91087BAH3 Mexico Government International Bond 3000000.0 2716826.58 NUSS Long
30161NBB6 30161NBB6 Exelon Corp 500000.0 470854.42 CORP Long
75524W108 75524W108 RE/MAX Holdings Inc 15637.0 208441.21 CORP Long
31418B6H4 31418B6H4 Fannie Mae Pool 240262.27 223974.6 USGSE Long
46647PBD7 46647PBD7 JPMorgan Chase & Co 1600000.0 1504854.94 CORP Long
718286CB1 718286CB1 Philippine Government International Bond 1885000.0 1615612.69 NUSS Long
77634L105 77634L105 R1 RCM Inc 109795.0 1160533.15 CORP Long
947890109 947890109 Webster Financial Corp 116453.0 5911154.28 CORP Long
94989KAV5 94989KAV5 Wells Fargo Commercial Mortgage Trust 2015-C29 625000.0 605691.5 CORP Long
36179MX47 36179MX47 Ginnie Mae II Pool 1248474.27 1192738.88 USGA Long
88731EAJ9 88731EAJ9 Time Warner Cable Enterprises LLC 1150000.0 1336964.22 CORP Long
713448EQ7 713448EQ7 PepsiCo Inc 1045000.0 1015629.66 CORP Long
3132DPM54 3132DPM54 Freddie Mac Pool 660682.188 674507.43 USGSE Long
23312JAF0 23312JAF0 DBJPM 2017-C6 Mortgage Trust 600000.0 558734.7 CORP Long
14041NGD7 14041NGD7 CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_23-A1 1325000.0 1319529.21 CORP Long
902494BK8 902494BK8 Tyson Foods Inc 1145000.0 1113004.57 CORP Long
460690BR0 460690BR0 Interpublic Group of Cos Inc/The 400000.0 393741.4 CORP Long
58933YAW5 58933YAW5 Merck & Co Inc 600000.0 530095.14 CORP Long
36253PAG7 36253PAG7 GS Mortgage Securities Trust 2017-GS6 100000.0 82654.23 CORP Long
17322MAW6 17322MAW6 Citigroup Commercial Mortgage Trust 2014-GC21 200000.0 198895.54 CORP Long
375558BZ5 375558BZ5 Gilead Sciences Inc 400000.0 417453.26 CORP Long
30168BAE0 30168BAE0 EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1 100000.0 99977.19 CORP Long
3138EP4B7 3138EP4B7 Fannie Mae Pool 256165.89 250824.11 USGSE Long
91529YAR7 91529YAR7 Unum Group 500000.0 373943.17 CORP Long
845437BL5 845437BL5 Southwestern Electric Power Co 300000.0 318610.24 CORP Long
009158BC9 009158BC9 Air Products and Chemicals Inc 700000.0 611963.55 CORP Long
3138EP2H6 3138EP2H6 Fannie Mae Pool 123984.22 117216.34 USGSE Long
G0750C108 G0750C108 Axalta Coating Systems Ltd 149584.0 5081368.48 CORP Long
42250PAB9 42250PAB9 Healthpeak OP LLC 100000.0 86653.97 CORP Long
202795JU5 202795JU5 Commonwealth Edison Co 300000.0 195647.9 CORP Long
025537AY7 025537AY7 American Electric Power Co Inc 600000.0 608782.34 CORP Long
871829107 871829107 Sysco Corp 345908.0 25296252.04 CORP Long
06738EBK0 06738EBK0 Barclays PLC 2975000.0 2882189.4 CORP Long
49446RAZ2 49446RAZ2 Kimco Realty OP LLC 500000.0 435609.97 CORP Long
3128MMPU1 3128MMPU1 Freddie Mac Gold Pool 153854.27 149175.56 USGSE Long
31418CGR9 31418CGR9 Fannie Mae Pool 865813.82 835812.51 USGSE Long
469814AA5 469814AA5 Jacobs Engineering Group Inc 500000.0 510508.23 CORP Long
456837AM5 456837AM5 ING Groep NV 1000000.0 987358.09 CORP Long
65473QBE2 65473QBE2 NiSource Inc 500000.0 481625.38 CORP Long
3137EAEX3 3137EAEX3 Federal Home Loan Mortgage Corp 10500000.0 9808554.0 USGSE Long
471048CQ9 471048CQ9 Japan Bank for International Cooperation 1930000.0 1732023.17 NUSS Long
31418CGV0 31418CGV0 Fannie Mae Pool 220380.45 201225.18 USGSE Long
00206RCQ3 00206RCQ3 AT&T Inc 1909000.0 1730795.46 CORP Long
912828ZN3 912828ZN3 United States Treasury Note/Bond 45073000.0 40248782.72 UST Long
01F030611 01F030611 Fannie Mae or Freddie Mac 7350000.0 6502453.13 USGSE Long
370334CQ5 370334CQ5 General Mills Inc 750000.0 630866.81 CORP Long
36262G101 36262G101 GXO Logistics Inc 81471.0 4982766.36 CORP Long
911312BV7 911312BV7 United Parcel Service Inc 465000.0 483849.17 CORP Long
117043109 117043109 Brunswick Corp/DE 46984.0 4545702.0 CORP Long
40131M109 40131M109 Guardant Health Inc 78079.0 2112036.95 CORP Long
297178105 297178105 Essex Property Trust Inc 43779.0 10854565.26 CORP Long
097023CD5 097023CD5 Boeing Co/The 900000.0 842258.38 CORP Long
37253A103 37253A103 Gentherm Inc 22323.0 1168832.28 CORP Long
3138X3XU1 3138X3XU1 Fannie Mae Pool 281213.68 269954.5 USGSE Long
3132XCRX5 3132XCRX5 Freddie Mac Gold Pool 1969183.91 1892257.15 USGSE Long
12505BAD2 12505BAD2 CBRE Services Inc 625000.0 624593.41 CORP Long
31418C4F8 31418C4F8 Fannie Mae Pool 585565.22 560426.67 USGSE Long
26441CBF1 26441CBF1 Duke Energy Corp 1200000.0 985113.64 CORP Long
92343VFD1 92343VFD1 Verizon Communications Inc 1200000.0 996254.42 CORP Long
090572AR9 090572AR9 Bio-Rad Laboratories Inc 250000.0 237468.16 CORP Long
3128F8MQ2 3128F8MQ2 Freddie Mac Gold Pool 654.53 652.61 USGSE Long
854502AJ0 854502AJ0 Stanley Black & Decker Inc 400000.0 360950.52 CORP Long
50064FAN4 50064FAN4 Korea International Bond 390000.0 343461.95 NUSS Long
12189LAN1 12189LAN1 Burlington Northern Santa Fe LLC 850000.0 789639.29 CORP Long
68389XBX2 68389XBX2 Oracle Corp 4200000.0 3110592.66 CORP Long
01F060410 01F060410 Fannie Mae or Freddie Mac 1160000.0 1186100.0 USGSE Long
69351T106 69351T106 PPL Corp 501696.0 13595961.6 CORP Long
718546AK0 718546AK0 Phillips 66 1000000.0 972190.12 CORP Long
04041L106 04041L106 Aris Water Solutions Inc 25234.0 211713.26 CORP Long
3128P7SE4 3128P7SE4 Freddie Mac Gold Pool 180578.77 175445.28 USGSE Long
3128PTMV4 3128PTMV4 Freddie Mac Gold Pool 27570.01 27067.13 USGSE Long
02376UAA3 02376UAA3 American Airlines 2016-1 Class AA Pass Through Trust 300101.69 278460.43 CORP Long
36179YMN1 36179YMN1 Ginnie Mae II Pool 1780000.0 1829351.21 USGA Long
494368CA9 494368CA9 Kimberly-Clark Corp 415000.0 298867.36 CORP Long
500769GQ1 500769GQ1 Kreditanstalt fuer Wiederaufbau 1250000.0 1207903.15 CORP Long
92790C104 92790C104 Viridian Therapeutics Inc 35599.0 775346.22 CORP Long
31371GVN7 31371GVN7 Fannie Mae Pool 1278.0 1293.41 USGSE Long
06051GKM0 06051GKM0 Bank of America Corp 2790000.0 2715485.52 CORP Long
923451108 923451108 Veritex Holdings Inc 34377.0 799952.79 CORP Long
3133KPUP1 3133KPUP1 Freddie Mac Pool 534376.0515 530917.46 USGSE Long
15189XBD9 15189XBD9 CenterPoint Energy Houston Electric LLC 500000.0 515725.28 CORP Long
31418D5C2 31418D5C2 Fannie Mae Pool 616629.6445 555171.59 USGSE Long
3137HB3G7 3137HB3G7 Freddie Mac Multifamily Structured Pass Through Certificates 250000.0 255235.1 USGSE Long
12189LBD2 12189LBD2 Burlington Northern Santa Fe LLC 575000.0 506701.35 CORP Long
3140XJPF4 3140XJPF4 Fannie Mae Pool 861837.9905 843803.6 USGSE Long
455780CN4 455780CN4 Indonesia Government International Bond 825000.0 690834.35 NUSS Long
00287YCZ0 00287YCZ0 AbbVie Inc 430000.0 407861.59 CORP Long
31418DR46 31418DR46 Fannie Mae Pool 574222.1234 502886.91 USGSE Long
36202FGE0 36202FGE0 Ginnie Mae II Pool 317342.8039 325276.18 USGA Long
055986AC7 055986AC7 BMO 2023-5C1 Mortgage Trust 1000000.0 1053556.5 CORP Long
3620ADAP7 3620ADAP7 Ginnie Mae I Pool 54751.75 54682.17 USGA Long
74340XCF6 74340XCF6 Prologis LP 700000.0 731111.78 CORP Long
704326107 704326107 Paychex Inc 223279.0 26594761.69 CORP Long
48305QAG8 48305QAG8 Kaiser Foundation Hospitals 1500000.0 1070230.31 CORP Long
247109BT7 247109BT7 Delmarva Power & Light Co 600000.0 502247.32 CORP Long
871829AZ0 871829AZ0 Sysco Corp 1086000.0 1061828.05 CORP Long
61747YES0 61747YES0 Morgan Stanley 1625000.0 1579913.73 CORP Long
31812F109 31812F109 Finward Bancorp 1917.0 47925.0 CORP Long
23317HAE2 23317HAE2 SITE Centers Corp 250000.0 243732.07 CORP Long
854502AL5 854502AL5 Stanley Black & Decker Inc 1500000.0 1276655.76 CORP Long
3138WHXU1 3138WHXU1 Fannie Mae Pool 236137.96 214461.39 USGSE Long
3140XKGP9 3140XKGP9 Fannie Mae Pool 1080487.613 1102596.66 USGSE Long
120568AX8 120568AX8 Bunge Ltd Finance Corp 1293000.0 1241174.83 CORP Long
60770K107 60770K107 Moderna Inc 236217.0 23491780.65 CORP Long
74762EAF9 74762EAF9 Quanta Services Inc 800000.0 704740.83 CORP Long
36179TQQ1 36179TQQ1 Ginnie Mae II Pool 281988.15 274770.8 USGA Long
G4412G101 G4412G101 Herbalife Ltd 62910.0 960006.6 CORP Long
11135FBL4 11135FBL4 Broadcom Inc 2152000.0 1873120.47 CORP Long
857524AD4 857524AD4 Republic of Poland Government International Bond 1300000.0 1348546.23 NUSS Long
81948W104 81948W104 Sharecare Inc 207400.0 223992.0 CORP Long
36241LMN3 36241LMN3 Ginnie Mae I Pool 181106.19 184797.97 USGA Long
3130AEB25 3130AEB25 Federal Home Loan Banks 2700000.0 2623716.9 USGSE Long
23312LAS7 23312LAS7 DBJPM 16-C1 Mortgage Trust 300000.0 284783.52 CORP Long
06051GKD0 06051GKD0 Bank of America Corp 1000000.0 829577.98 CORP Long
68233JCD4 68233JCD4 Oncor Electric Delivery Co LLC 1250000.0 825501.29 CORP Long
31300L6M2 31300L6M2 Freddie Mac Non Gold Pool 9654.25 9917.77 USGSE Long
983793100 983793100 XPO Inc 75408.0 6604986.72 CORP Long
33741H107 33741H107 First United Corp 2828.0 66486.28 CORP Long
14149Y108 14149Y108 Cardinal Health Inc 168880.0 17023104.0 CORP Long
36179WQA9 36179WQA9 Ginnie Mae II Pool 1828549.7481 1600469.8 USGA Long
12541WAA8 12541WAA8 CH Robinson Worldwide Inc 125000.0 120976.85 CORP Long
168863DL9 168863DL9 Chile Government International Bond 1915000.0 1453822.54 NUSS Long
3138WERV3 3138WERV3 Fannie Mae Pool 81740.08 77060.77 USGSE Long
320218100 320218100 First Financial Corp/IN 6821.0 293507.63 CORP Long
3138EBRE7 3138EBRE7 Fannie Mae Pool 222213.87 215905.22 USGSE Long
677050AG1 677050AG1 Oglethorpe Power Corp 100000.0 102311.22 CORP Long
66989HAN8 66989HAN8 Novartis Capital Corp 800000.0 769955.66 CORP Long
36179VSG6 36179VSG6 Ginnie Mae II Pool 11208862.6 9831255.28 USGA Long
30166TAE3 30166TAE3 EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-4 80000.0 80889.62 CORP Long
14575E105 14575E105 Cars.com Inc 46274.0 877817.78 CORP Long
89352HAY5 89352HAY5 TransCanada PipeLines Ltd 1600000.0 1466901.18 CORP Long
3138Y3Z87 3138Y3Z87 Fannie Mae Pool 472501.61 444576.95 USGSE Long
06541XAJ9 06541XAJ9 BANK 2017-BNK7 300000.0 277878.9 CORP Long
126650DU1 126650DU1 CVS Health Corp 1800000.0 1840211.8 CORP Long
880591ED0 880591ED0 Tennessee Valley Authority 225000.0 246384.85 USGA Long
98164GAC4 98164GAC4 WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-A 338396.59 328385.63 CORP Long
832696AU2 832696AU2 J M Smucker Co/The 500000.0 405471.15 CORP Long
09263B108 09263B108 BlackSky Technology Inc 91600.0 128240.0 CORP Long
459200HF1 459200HF1 International Business Machines Corp 730000.0 636991.34 CORP Long
37959E102 37959E102 Globe Life Inc 60475.0 7361017.0 CORP Long
3132DWD26 3132DWD26 Freddie Mac Pool 6405332.2098 5878733.84 USGSE Long
31403DDX4 31403DDX4 Fannie Mae Pool 957416.4488 1001311.6 USGSE Long
59516C106 59516C106 Microvast Holdings Inc 83100.0 116340.0 CORP Long
397624107 397624107 Greif Inc 17726.0 1162648.34 CORP Long
31382FYY9 31382FYY9 Fannie Mae Pool 2342.62 2397.41 USGSE Long
08162CAF7 08162CAF7 Benchmark 2018-B6 Mortgage Trust 125000.0 114364.71 CORP Long
92556V106 92556V106 Viatris Inc 819592.0 8876181.36 CORP Long
30040WAF5 30040WAF5 Eversource Energy 325000.0 315790.8 CORP Long
590328209 590328209 Merrimack Pharmaceuticals Inc 9104.0 122084.64 CORP Long
576853105 576853105 Matrix Service Co 12854.0 125712.12 CORP Long
035240AQ3 035240AQ3 Anheuser-Busch InBev Worldwide Inc 2580000.0 2623198.28 CORP Long
31292K4D6 31292K4D6 Freddie Mac Gold Pool 168227.04 164301.63 USGSE Long
31412PPU9 31412PPU9 Fannie Mae Pool 225694.44 225574.8 USGSE Long
95002MBA6 95002MBA6 Wells Fargo Commercial Mortgage Trust 2019-C52 350000.0 295449.7 CORP Long
78016FZU1 78016FZU1 Royal Bank of Canada 875000.0 917099.0 CORP Long
471048BT4 471048BT4 Japan Bank for International Cooperation 1300000.0 1242804.29 NUSS Long
61690YBX9 61690YBX9 Morgan Stanley Capital I Trust 2016-BNK2 317000.0 275811.02 CORP Long
31292SAQ3 31292SAQ3 Freddie Mac Gold Pool 799890.9 723824.47 USGSE Long
31418EV80 31418EV80 Fannie Mae Pool 1378665.75 1386019.97 USGSE Long
404119CR8 404119CR8 HCA Inc 416000.0 427159.35 CORP Long
G8473T100 G8473T100 STERIS PLC 67905.0 14928914.25 CORP Long
3136ANSB4 3136ANSB4 Fannie Mae-Aces 683613.28 668514.25 USGSE Long
63886Q109 63886Q109 Natural Gas Services Group Inc 10000.0 160800.0 CORP Long
3132DVL60 3132DVL60 Freddie Mac Pool 2917190.7418 2424494.15 USGSE Long
26884ABH5 26884ABH5 ERP Operating LP 105000.0 84481.31 CORP Long
86562MAN0 86562MAN0 Sumitomo Mitsui Financial Group Inc 1000000.0 960978.85 CORP Long
3622ACES5 3622ACES5 Ginnie Mae II Pool 1286594.259 1296405.7 USGA Long
31417YLK1 31417YLK1 Fannie Mae Pool 15526.31 15473.05 USGSE Long
36250HAK9 36250HAK9 GS Mortgage Securities Trust 2014-GC26 125000.0 108976.65 CORP Long
361841AL3 361841AL3 GLP Capital LP / GLP Financing II Inc 575000.0 572703.21 CORP Long
89236TKU8 89236TKU8 Toyota Motor Credit Corp 404000.0 406957.09 CORP Long
91282CAV3 91282CAV3 United States Treasury Note/Bond 84936000.0 69859860.0 UST Long
524671AA2 524671AA2 Legrand France SA 300000.0 311540.25 CORP Long
91324PEU2 91324PEU2 UnitedHealth Group Inc 830000.0 828225.03 CORP Long
3140J9VH1 3140J9VH1 Fannie Mae Pool 122475.92 120821.86 USGSE Long
125896BN9 125896BN9 CMS Energy Corp 275000.0 261347.69 CORP Long
98954M101 98954M101 Zillow Group Inc 25307.0 1435413.04 CORP Long
26253C102 26253C102 DSS Inc 24166.0 2902.34 CORP Long
31417AKT5 31417AKT5 Fannie Mae Pool 48244.59 45399.61 USGSE Long
3137H4BP4 3137H4BP4 Freddie Mac Multifamily Structured Pass Through Certificates 900000.0 764044.56 USGSE Long
05526DBB0 05526DBB0 BAT Capital Corp 929000.0 887255.41 CORP Long
69291A100 69291A100 PHX Minerals Inc 13999.0 45076.78 CORP Long
390607109 390607109 Great Lakes Dredge & Dock Corp 43592.0 334786.56 CORP Long
69608A108 69608A108 Palantir Technologies Inc 1351850.0 23211264.5 CORP Long
31293HYN7 31293HYN7 Freddie Mac Gold Pool 2775.39 2844.64 USGSE Long
257651109 257651109 Donaldson Co Inc 83216.0 5438165.6 CORP Long
65480BAC1 65480BAC1 NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_21-A 214644.25 209945.54 CORP Long
03040WAM7 03040WAM7 American Water Capital Corp 500000.0 442024.93 CORP Long
031162DR8 031162DR8 Amgen Inc 5665000.0 5806313.76 CORP Long
22207T101 22207T101 Couchbase Inc 21711.0 488931.72 CORP Long
91324PED0 91324PED0 UnitedHealth Group Inc 2900000.0 2510073.34 CORP Long
30263Y104 30263Y104 FS Bancorp Inc 6138.0 226860.48 CORP Long
00914AAM4 00914AAM4 Air Lease Corp 750000.0 690661.68 CORP Long
31418DPL0 31418DPL0 Fannie Mae Pool 741087.42 707865.14 USGSE Long
902133AY3 902133AY3 Tyco Electronics Group SA 500000.0 433438.98 CORP Long
026874DP9 026874DP9 American International Group Inc 500000.0 447323.05 CORP Long
858912108 858912108 Stericycle Inc 64458.0 3194538.48 CORP Long
49177JAM4 49177JAM4 Kenvue Inc 520000.0 540889.36 CORP Long
86562MAR1 86562MAR1 Sumitomo Mitsui Financial Group Inc 2600000.0 2473437.51 CORP Long
00912XAY0 00912XAY0 Air Lease Corp 1000000.0 946677.26 CORP Long
03076CAM8 03076CAM8 Ameriprise Financial Inc 650000.0 670601.64 CORP Long
46513YJH2 46513YJH2 Israel Government International Bond 790000.0 738362.95 NUSS Long
3140XDYA8 3140XDYA8 Fannie Mae Pool 2450556.03 2013113.64 USGSE Long
30161NAX9 30161NAX9 Exelon Corp 975000.0 931669.9 CORP Long
415864107 415864107 Enviri Corp 61710.0 555390.0 CORP Long
29250NAJ4 29250NAJ4 Enbridge Inc 925000.0 794940.19 CORP Long
48576A100 48576A100 Karuna Therapeutics Inc 22347.0 7073048.97 CORP Long
576323109 576323109 MasTec Inc 44082.0 3337889.04 CORP Long
060505104 060505104 Bank of America Corp 4624402.0 155703615.34 CORP Long
00206RKJ0 00206RKJ0 AT&T Inc 7406000.0 5388478.59 CORP Long
36179NFD5 36179NFD5 Ginnie Mae II Pool 108119.03 103438.56 USGA Long
30303M8G0 30303M8G0 Meta Platforms Inc 1000000.0 973324.98 CORP Long
36213TEA7 36213TEA7 Ginnie Mae I Pool 15135.3184 15818.22 USGA Long
91529YAN6 91529YAN6 Unum Group 210000.0 199202.5 CORP Long
01F020612 01F020612 Fannie Mae or Freddie Mac -4370000.0 -3570426.34 USGSE Short
552676AQ1 552676AQ1 MDC Holdings Inc 400000.0 373243.68 CORP Long
907818GA0 907818GA0 Union Pacific Corp 500000.0 397016.36 CORP Long
455780CW4 455780CW4 Indonesia Government International Bond 850000.0 649473.12 NUSS Long
532257805 532257805 LightPath Technologies Inc 30132.0 37966.32 CORP Long
81619Q105 81619Q105 Select Medical Holdings Corp 69345.0 1629607.5 CORP Long
828807CY1 828807CY1 Simon Property Group LP 300000.0 288446.59 CORP Long
36179TNT8 36179TNT8 Ginnie Mae II Pool 241056.42 238836.53 USGA Long
084664CX7 084664CX7 Berkshire Hathaway Finance Corp 500000.0 326712.24 CORP Long
08163MAE7 08163MAE7 Benchmark 2021-B31 Mortgage Trust 500000.0 420914.2 CORP Long
3140QPK63 3140QPK63 Fannie Mae Pool 1022238.2409 991867.95 USGSE Long
038222AJ4 038222AJ4 Applied Materials Inc 456000.0 449857.76 CORP Long
031162CU2 031162CU2 Amgen Inc 1675000.0 1485253.37 CORP Long
3132DNSS3 3132DNSS3 Freddie Mac Pool 1808600.1948 1723839.97 USGSE Long
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256163106 256163106 DocuSign Inc 139064.0 8267354.8 CORP Long
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298785JB3 298785JB3 European Investment Bank 5000000.0 4825107.95 CORP Long
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31410FVW2 31410FVW2 Fannie Mae Pool 421751.7 438656.31 USGSE Long
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36179WLP1 36179WLP1 Ginnie Mae II Pool 7063577.35 6188678.42 USGA Long
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3140QRB77 3140QRB77 Fannie Mae Pool 540111.74 555760.78 USGSE Long
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060352AJ0 060352AJ0 BANK 2017-BNK6 780000.0 713456.09 CORP Long
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23311VAK3 23311VAK3 DCP Midstream Operating LP 263000.0 228295.46 CORP Long
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91159HJL5 91159HJL5 US Bancorp 1920000.0 1841524.95 CORP Long
3128L6BR9 3128L6BR9 Freddie Mac Gold Pool 14541.32 14705.3 USGSE Long
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31335GGQ2 31335GGQ2 Freddie Mac Gold Pool 10.81 10.75 USGSE Long
36210AZK6 36210AZK6 Ginnie Mae I Pool 3058.97 3128.96 USGA Long
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36179XLJ3 36179XLJ3 Ginnie Mae II Pool 3410555.5728 3439586.22 USGA Long
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25525P107 25525P107 Diversified Healthcare Trust 135185.0 505591.9 CORP Long
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172967LP4 172967LP4 Citigroup Inc 2675000.0 2550274.49 CORP Long
95709TAQ3 95709TAQ3 Evergy Kansas Central Inc 1000000.0 707691.26 CORP Long
31412DLV8 31412DLV8 Fannie Mae Pool 18134.72 18425.92 USGSE Long
3132GJR76 3132GJR76 Freddie Mac Gold Pool 28870.94 28393.71 USGSE Long
12594CBD1 12594CBD1 COMM 2016-DC2 Mortgage Trust 190743.65 187090.76 CORP Long
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292480AK6 292480AK6 Energy Transfer LP 800000.0 782754.97 CORP Long
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22822VAT8 22822VAT8 Crown Castle Inc 1250000.0 1035618.63 CORP Long
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3138WFW51 3138WFW51 Fannie Mae Pool 511653.11 482846.17 USGSE Long
31418EYZ7 31418EYZ7 Fannie Mae Pool 656922.6179 581261.1 USGSE Long
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404119CB3 404119CB3 HCA Inc 1000000.0 704334.18 CORP Long
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26442EAG5 26442EAG5 Duke Energy Ohio Inc 341000.0 290273.19 CORP Long
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31418EBR0 31418EBR0 Fannie Mae Pool 613737.5757 502017.94 USGSE Long
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29250NAM7 29250NAM7 Enbridge Inc 300000.0 295851.94 CORP Long
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31418DQB1 31418DQB1 Fannie Mae Pool 927636.8392 858165.93 USGSE Long
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31428XCD6 31428XCD6 FedEx Corp 450000.0 386864.6 CORP Long
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36179QRY9 36179QRY9 Ginnie Mae II Pool 425409.38 404971.82 USGA Long
36254CAZ3 36254CAZ3 GS Mortgage Securities Trust 2017-GS7 262000.0 218933.65 CORP Long
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31402WPD4 31402WPD4 Fannie Mae Pool 38358.5503 37559.93 USGSE Long
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882484AC2 882484AC2 Texas Health Resources 500000.0 302913.11 CORP Long
91412NBE9 91412NBE9 University of Chicago/The 800000.0 542252.54 CORP Long
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3132DWDH3 3132DWDH3 Freddie Mac Pool 660477.4216 539502.46 USGSE Long
3620A9ZR5 3620A9ZR5 Ginnie Mae I Pool 8802.36 8562.14 USGA Long
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3128M5J27 3128M5J27 Freddie Mac Gold Pool 9054.73 9397.24 USGSE Long
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31412RLV7 31412RLV7 Fannie Mae Pool 20879.79 20349.86 USGSE Long
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36179VTV2 36179VTV2 Ginnie Mae II Pool 11141647.1042 9478647.09 USGA Long
3128MAFA2 3128MAFA2 Freddie Mac Gold Pool 365761.45 345157.6 USGSE Long
17327CAN3 17327CAN3 Citigroup Inc 1500000.0 1441293.86 CORP Long
29446MAF9 29446MAF9 Equinor ASA 500000.0 470265.48 CORP Long
91159HJM3 91159HJM3 US Bancorp 1225000.0 1258221.33 CORP Long
76152G100 76152G100 Reviva Pharmaceuticals Holdings Inc 5640.0 29046.0 CORP Long
67077MAU2 67077MAU2 Nutrien Ltd 1199000.0 1140423.54 CORP Long
189754AC8 189754AC8 Tapestry Inc 109000.0 103793.45 CORP Long
17326FAH0 17326FAH0 Citigroup Commercial Mortgage Trust 2017-C4 150000.0 137889.03 CORP Long
89656D101 89656D101 Trinity Place Holdings Inc 15000.0 1665.0 CORP Long
023586506 023586506 U-Haul Holding Co 72379.0 5098376.76 CORP Long
31402CPH9 31402CPH9 Fannie Mae Pool 11630.7774 12275.59 USGSE Long
892331AM1 892331AM1 Toyota Motor Corp 1000000.0 932242.49 CORP Long
035240AN0 035240AN0 Anheuser-Busch InBev Worldwide Inc 527000.0 499983.04 CORP Long
95000GAY0 95000GAY0 Wells Fargo Commercial Mortgage Trust 2016-BNK1 525000.0 487513.69 CORP Long
31418CSD7 31418CSD7 Fannie Mae Pool 913170.82 847075.52 USGSE Long
05565QDN5 05565QDN5 BP Capital Markets PLC 2135000.0 2053823.18 CORP Long
49177JAF9 49177JAF9 Kenvue Inc 250000.0 256151.02 CORP Long
70213HAC2 70213HAC2 Mass General Brigham Inc 275000.0 234439.34 CORP Long
3140GYJX8 3140GYJX8 Fannie Mae Pool 460743.63 427662.42 USGSE Long
165167735 165167735 Chesapeake Energy Corp 85176.0 6553441.44 CORP Long
907818EK0 907818EK0 Union Pacific Corp 550000.0 412190.21 CORP Long
02582JJV3 02582JJV3 AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-3 1950000.0 1917815.25 CORP Long
3132D6E30 3132D6E30 Freddie Mac Pool 885909.7926 906588.7 USGSE Long
3128LXA59 3128LXA59 Freddie Mac Gold Pool 96956.65 98302.41 USGSE Long
740816AM5 740816AM5 President and Fellows of Harvard College 400000.0 312760.34 CORP Long
36179QPF2 36179QPF2 Ginnie Mae II Pool 288024.66 265086.46 USGA Long
68268NAP8 68268NAP8 ONEOK Partners LP 450000.0 447881.51 CORP Long
054989AA6 054989AA6 BAT Capital Corp 650000.0 683039.84 CORP Long
31418D4D1 31418D4D1 Fannie Mae Pool 310151.9754 285867.17 USGSE Long
171340AN2 171340AN2 Church & Dwight Co Inc 350000.0 335183.13 CORP Long
31417GWZ5 31417GWZ5 Fannie Mae Pool 657639.77 601787.67 USGSE Long
36472T109 36472T109 Gannett Co Inc 96200.0 221260.0 CORP Long
36241KDM7 36241KDM7 Ginnie Mae I Pool 15725.67 16286.6 USGA Long
3133KN3D3 3133KN3D3 Freddie Mac Pool 1487935.0613 1376963.97 USGSE Long
01644J108 01644J108 Alkami Technology Inc 27498.0 666826.5 CORP Long
917488108 917488108 Utah Medical Products Inc 2090.0 176019.8 CORP Long
31418WPP9 31418WPP9 Fannie Mae Pool 396980.62 386840.27 USGSE Long
418056AU1 418056AU1 Hasbro Inc 350000.0 308267.06 CORP Long
688225AH4 688225AH4 Oshkosh Corp 80000.0 72033.36 CORP Long
26442CAT1 26442CAT1 Duke Energy Carolinas LLC 425000.0 334444.06 CORP Long
521865BA2 521865BA2 Lear Corp 400000.0 384781.78 CORP Long
90276CAE1 90276CAE1 UBS Commercial Mortgage Trust 2017-C2 600000.0 562908.18 CORP Long
61690AAB0 61690AAB0 Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 61506.81 60423.18 CORP Long
830879102 830879102 SkyWest Inc 26533.0 1385022.6 CORP Long
47012E403 47012E403 JAKKS Pacific Inc 2879.0 102348.45 CORP Long
31418DSM5 31418DSM5 Fannie Mae Pool 711916.7962 642513.31 USGSE Long
3140XLQG6 3140XLQG6 Fannie Mae Pool 1605293.8913 1607875.36 USGSE Long
254010AB7 254010AB7 Dignity Health 550000.0 484797.42 CORP Long
3128MAD22 3128MAD22 Freddie Mac Gold Pool 1015888.72 964624.33 USGSE Long
683344105 683344105 Onto Innovation Inc 34171.0 5224745.9 CORP Long
3620AR3Y5 3620AR3Y5 Ginnie Mae I Pool 168692.89 168363.6 USGA Long
36225BPH5 36225BPH5 Ginnie Mae I Pool 1016.44 1051.12 USGA Long
404609109 404609109 Hackett Group Inc/The 15802.0 359811.54 CORP Long
92343VFE9 92343VFE9 Verizon Communications Inc 1290000.0 1180023.44 CORP Long
21900C308 21900C308 CorMedix Inc 39265.0 147636.4 CORP Long
3128MMVQ3 3128MMVQ3 Freddie Mac Gold Pool 3054881.19 2896777.34 USGSE Long
3136AP6Z0 3136AP6Z0 Fannie Mae-Aces 545068.35 528654.6 USGSE Long
05531FBE2 05531FBE2 Truist Financial Corp 1902000.0 1860195.75 CORP Long
186108CE4 186108CE4 Cleveland Electric Illuminating Co/The 325000.0 332500.06 CORP Long
56585ABH4 56585ABH4 Marathon Petroleum Corp 800000.0 794563.06 CORP Long
36179VSJ0 36179VSJ0 Ginnie Mae II Pool 2554041.03 2387309.66 USGA Long
3140X9CT0 3140X9CT0 Fannie Mae Pool 1380813.82 1296336.46 USGSE Long
666807CJ9 666807CJ9 Northrop Grumman Corp 750000.0 744059.21 CORP Long
349553AM9 349553AM9 Fortis Inc/Canada 847000.0 804210.96 CORP Long
36296UVC1 36296UVC1 Ginnie Mae I Pool 62680.34 62600.61 USGA Long
81642T209 81642T209 SELLAS Life Sciences Group Inc 14905.0 15799.3 CORP Long
369550BG2 369550BG2 General Dynamics Corp 750000.0 737088.36 CORP Long
031162BK5 031162BK5 Amgen Inc 451000.0 443871.99 CORP Long
08161NAF4 08161NAF4 Benchmark 2020-B16 Mortgage Trust 375000.0 329041.31 CORP Long
12512JAT1 12512JAT1 CD 2018-CD7 Mortgage Trust 27690.57 26947.72 CORP Long
36179XVR4 36179XVR4 Ginnie Mae II Pool 1974984.8875 1925882.81 USGA Long
351837AA7 351837AA7 Franciscan Missionaries of Our Lady Health System Inc 500000.0 381208.49 CORP Long
9128286S4 9128286S4 United States Treasury Note/Bond 17065000.0 16398398.44 UST Long
3128MJ2J8 3128MJ2J8 Freddie Mac Gold Pool 622604.34 612841.59 USGSE Long
609207BA2 609207BA2 Mondelez International Inc 700000.0 660044.71 CORP Long
576000ZW6 576000ZW6 Massachusetts School Building Authority 350000.0 257079.2 MUN Long
40701T104 40701T104 Hamilton Beach Brands Holding Co 1084.0 18959.16 CORP Long
683234DB1 683234DB1 Province of Ontario Canada 4025000.0 3886470.57 NUSS Long
3128S4AV9 3128S4AV9 Freddie Mac Non Gold Pool 7924.9562 7991.56 USGSE Long
293668109 293668109 Enterprise Bancorp Inc/MA 6024.0 194334.24 CORP Long
91282CBQ3 91282CBQ3 United States Treasury Note/Bond 54345000.0 50218176.56 UST Long
606822AJ3 606822AJ3 Mitsubishi UFJ Financial Group Inc 700000.0 660610.81 CORP Long
926400102 926400102 Victoria's Secret & Co 52873.0 1403249.42 CORP Long
01F032617 01F032617 Fannie Mae or Freddie Mac 3095000.0 2839662.5 USGSE Long
3128QSDU7 3128QSDU7 Freddie Mac Non Gold Pool 7471.11 7642.22 USGSE Long
3128MJ3J7 3128MJ3J7 Freddie Mac Gold Pool 485132.44 450638.7 USGSE Long
31335BDK9 31335BDK9 Freddie Mac Gold Pool 406985.71 394277.58 USGSE Long
55903VAZ6 55903VAZ6 Warnermedia Holdings Inc 1600000.0 1566332.62 CORP Long
06368FAE9 06368FAE9 Bank of Montreal 925000.0 891096.18 CORP Long
595620AT2 595620AT2 MidAmerican Energy Co 700000.0 669165.55 CORP Long
46643GAJ9 46643GAJ9 JPMBB Commercial Mortgage Securities Trust 2014-C24 300000.0 277889.49 CORP Long
36179WG44 36179WG44 Ginnie Mae II Pool 3560405.7803 3235072.99 USGA Long
759916109 759916109 Repligen Corp 36480.0 6559104.0 CORP Long
61945C103 61945C103 Mosaic Co/The 224460.0 8019955.8 CORP Long
09247XAP6 09247XAP6 BlackRock Inc 1000000.0 961574.04 CORP Long
31389HR34 31389HR34 Fannie Mae Pool 5018.69 5168.3 USGSE Long
3138ELNV1 3138ELNV1 Fannie Mae Pool 31260.17 31619.87 USGSE Long
02665WEH0 02665WEH0 American Honda Finance Corp 500000.0 500214.89 CORP Long
405166109 405166109 Hagerty Inc 10600.0 82680.0 CORP Long
127203107 127203107 Cactus Inc 44233.0 2008178.2 CORP Long
08163DAE7 08163DAE7 Benchmark 2021-B25 Mortgage Trust 550000.0 443541.56 CORP Long
874054AK5 874054AK5 Take-Two Interactive Software Inc 580000.0 584661.23 CORP Long
01F022618 01F022618 Fannie Mae or Freddie Mac -12615000.0 -10734576.56 USGSE Short
31418D7E6 31418D7E6 Fannie Mae Pool 10289925.7899 8442458.11 USGSE Long
55261FAR5 55261FAR5 M&T Bank Corp 580000.0 549480.73 CORP Long
06738ECF0 06738ECF0 Barclays PLC 1625000.0 1639055.34 CORP Long
13005U101 13005U101 California BanCorp 7737.0 191568.12 CORP Long
3138EGFA7 3138EGFA7 Fannie Mae Pool 1323165.6 1306663.48 USGSE Long
03769M106 03769M106 Apollo Global Management Inc 273076.0 25447952.44 CORP Long
14317HAD3 14317HAD3 CARMAX AUTO OWNER TRUST CARMX_22-2 100000.0 97392.53 CORP Long
345287AE6 345287AE6 FORD CREDIT AUTO LEASE TRUST FORDL_23-A 75000.0 74679.37 CORP Long
22822VAF8 22822VAF8 Crown Castle Inc 300000.0 260290.22 CORP Long
055451BA5 055451BA5 BHP Billiton Finance USA Ltd 550000.0 562741.6 CORP Long
718546AR5 718546AR5 Phillips 66 600000.0 584047.8 CORP Long
500472AC9 500472AC9 Koninklijke Philips NV 300000.0 334874.95 CORP Long
683827208 683827208 Optical Cable Corp 183.0 494.1 CORP Long
3622A2BC5 3622A2BC5 Ginnie Mae I Pool 22699.73 21060.36 USGA Long
91282CGS4 91282CGS4 United States Treasury Note/Bond 32760000.0 32283957.89 UST Long
3128MJQ78 3128MJQ78 Freddie Mac Gold Pool 212645.28 200394.13 USGSE Long
161175CD4 161175CD4 Charter Communications Operating LLC / Charter Communications Operating Capital 1000000.0 868165.61 CORP Long
36179YML5 36179YML5 Ginnie Mae II Pool 4285000.0 4356342.68 USGA Long
29786A106 29786A106 Etsy Inc 82354.0 6674791.7 CORP Long
13063A5G5 13063A5G5 State of California 2815000.0 3554242.65 MUN Long
312944TR2 312944TR2 Freddie Mac Gold Pool 108347.01 105819.49 USGSE Long
01F052615 01F052615 Fannie Mae or Freddie Mac -1610000.0 -1618553.13 USGSE Short
91282CEQ0 91282CEQ0 United States Treasury Note/Bond 9885000.0 9648687.21 UST Long
23338VAH9 23338VAH9 DTE Electric Co 500000.0 426596.02 CORP Long
50155QAJ9 50155QAJ9 Kyndryl Holdings Inc 300000.0 273302.29 CORP Long
87264ADA0 87264ADA0 T-Mobile USA Inc 1000000.0 1008013.34 CORP Long
3138AJK50 3138AJK50 Fannie Mae Pool 181473.3 181438.38 USGSE Long
912828P46 912828P46 United States Treasury Note/Bond 59937000.0 56809037.81 UST Long
36213EP75 36213EP75 Ginnie Mae I Pool 6141.51 6171.6 USGA Long
29379VBH5 29379VBH5 Enterprise Products Operating LLC 400000.0 394302.03 CORP Long
92857WBS8 92857WBS8 Vodafone Group PLC 1250000.0 1134058.7 CORP Long
3137H8U90 3137H8U90 Freddie Mac Multifamily Structured Pass Through Certificates 500000.0 466936.65 USGSE Long
478160BJ2 478160BJ2 Johnson & Johnson 900000.0 925500.37 CORP Long
78410G104 78410G104 SBA Communications Corp 74073.0 18791579.37 CORP Long
91332U101 91332U101 Unity Software Inc 182496.0 7462261.44 CORP Long
31403DBY4 31403DBY4 Fannie Mae Pool 226274.28 232428.06 USGSE Long
21036PBB3 21036PBB3 Constellation Brands Inc 400000.0 395448.67 CORP Long
91282CHF1 91282CHF1 United States Treasury Note/Bond 34745000.0 34473554.69 UST Long
61771MAW0 61771MAW0 Morgan Stanley Capital I Trust 2019-H7 200000.0 179917.52 CORP Long
12630DBB9 12630DBB9 COMM 2014-CR14 Mortgage Trust 175000.0 157581.53 CORP Long
3133ENKS8 3133ENKS8 Federal Farm Credit Banks Funding Corp 930000.0 896178.69 USGSE Long
404280DU0 404280DU0 HSBC Holdings PLC 708000.0 731565.47 CORP Long
36179Q6N6 36179Q6N6 Ginnie Mae II Pool 262700.75 237892.29 USGA Long
36184HLS1 36184HLS1 Ginnie Mae I Pool 461920.95 425130.42 USGA Long
136375CJ9 136375CJ9 Canadian National Railway Co 375000.0 361163.94 CORP Long
3132DQEP7 3132DQEP7 Freddie Mac Pool 226461.1258 202097.8 USGSE Long
70450YAN3 70450YAN3 PayPal Holdings Inc 500000.0 498093.8 CORP Long
91282CJP7 91282CJP7 United States Treasury Note/Bond 1075000.0 1086085.94 UST Long
61766RAZ9 61766RAZ9 Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 950000.0 886006.77 CORP Long
21684AAF3 21684AAF3 Cooperatieve Rabobank UA 1800000.0 1725430.93 CORP Long
31292SAD2 31292SAD2 Freddie Mac Gold Pool 697097.85 656978.4 USGSE Long
12189LBB6 12189LBB6 Burlington Northern Santa Fe LLC 225000.0 197511.82 CORP Long
46644UBE7 46644UBE7 JPMBB Commercial Mortgage Securities Trust 2015-C30 200000.0 185214.92 CORP Long
31292K2K2 31292K2K2 Freddie Mac Gold Pool 294351.86 294166.74 USGSE Long
3138AA5P2 3138AA5P2 Fannie Mae Pool 26401.35 27103.51 USGSE Long
74267C106 74267C106 ProAssurance Corp 40958.0 564810.82 CORP Long
037833DF4 037833DF4 Apple Inc 1200000.0 1175725.55 CORP Long
695114CG1 695114CG1 PacifiCorp 625000.0 670321.14 CORP Long
31418D3W0 31418D3W0 Fannie Mae Pool 1096966.5413 850577.0 USGSE Long
20464U100 20464U100 Compass Inc 232997.0 876068.72 CORP Long
31414GDQ9 31414GDQ9 Fannie Mae Pool 22002.75 23270.1 USGSE Long
12591UAF0 12591UAF0 Comm 2014-UBS2 Mortgage Trust 80476.29 80223.95 CORP Long
03027X100 03027X100 American Tower Corp 320818.0 69258189.84 CORP Long
3133AJN90 3133AJN90 Freddie Mac Pool 391620.9595 333416.06 USGSE Long
857477CD3 857477CD3 State Street Corp 1000000.0 1013975.73 CORP Long
43689E107 43689E107 Home Bancorp Inc 5803.0 243784.03 CORP Long
882830BH4 882830BH4 Texas Transportation Commission 725000.0 518004.02 MUN Long
74005PBS2 74005PBS2 Linde Inc/CT 700000.0 412660.44 CORP Long
3140XMSG2 3140XMSG2 Fannie Mae Pool 1220745.3996 1231611.38 USGSE Long
445545AF3 445545AF3 Hungary Government International Bond 1150000.0 1371407.76 NUSS Long
05526DBP9 05526DBP9 BAT Capital Corp 2750000.0 2721962.46 CORP Long
3138AAZV6 3138AAZV6 Fannie Mae Pool 149821.6 149837.06 USGSE Long
3140XFZU8 3140XFZU8 Fannie Mae Pool 822249.24 741255.22 USGSE Long
426927109 426927109 Heritage Commerce Corp 39071.0 387584.32 CORP Long
49306CAB7 49306CAB7 KeyBank NA/Cleveland OH 250000.0 254249.66 CORP Long
31418EHJ2 31418EHJ2 Fannie Mae Pool 4364903.706 4129173.15 USGSE Long
78397Q109 78397Q109 SES AI Corp 106300.0 194529.0 CORP Long
14043KAK1 14043KAK1 CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_23-1 100000.0 99776.25 CORP Long
3138WKZA6 3138WKZA6 Fannie Mae Pool 403767.37 403827.13 USGSE Long
539830AR0 539830AR0 Lockheed Martin Corp 452000.0 512086.63 CORP Long
912810SF6 912810SF6 United States Treasury Note/Bond 28263000.0 23087338.13 UST Long
904677200 904677200 Unifi Inc 16177.0 107738.82 CORP Long
72919P202 72919P202 Plug Power Inc 422976.0 1903392.0 CORP Long
94989CAX9 94989CAX9 Wells Fargo Commercial Mortgage Trust 2015-C26 200000.0 194085.02 CORP Long
29249E109 29249E109 Enact Holdings Inc 23000.0 664470.0 CORP Long
302154DU0 302154DU0 Export-Import Bank of Korea 400000.0 400768.32 NUSS Long
29364WAW8 29364WAW8 Entergy Louisiana LLC 300000.0 281870.69 CORP Long
3133BMRA5 3133BMRA5 Freddie Mac Pool 1285007.3885 1307207.43 USGSE Long
419879101 419879101 Hawaiian Holdings Inc 39683.0 563498.6 CORP Long
00108WAH3 00108WAH3 AEP Texas Inc 400000.0 385479.25 CORP Long
4581X0DK1 4581X0DK1 Inter-American Development Bank 500000.0 483025.25 CORP Long
31297UYH7 31297UYH7 Freddie Mac Gold Pool 45063.3041 47118.74 USGSE Long
92343VFT6 92343VFT6 Verizon Communications Inc 2775000.0 2001216.14 CORP Long
739128106 739128106 Powell Industries Inc 5654.0 499813.6 CORP Long
21684AAB2 21684AAB2 Cooperatieve Rabobank UA 750000.0 773924.48 CORP Long
822582CK6 822582CK6 Shell International Finance BV 500000.0 378746.16 CORP Long
15189WAJ9 15189WAJ9 CenterPoint Energy Resources Corp 250000.0 209415.22 CORP Long
26138EAT6 26138EAT6 Keurig Dr Pepper Inc 1000000.0 906689.58 CORP Long
30214U102 30214U102 Exponent Inc 35473.0 3123042.92 CORP Long
14041NFX4 14041NFX4 CAPITAL ONE MULTIASSET EXECUTION TRUST COMET_21-A2 2175000.0 1905867.24 CORP Long
596680108 596680108 Middlesex Water Co 12757.0 837114.34 CORP Long
36179XQZ2 36179XQZ2 Ginnie Mae II Pool 899190.7181 919143.76 USGA Long
832154207 832154207 Smith Micro Software Inc 40208.0 33211.81 CORP Long
31402DMP2 31402DMP2 Fannie Mae Pool 56607.3 56262.1 USGSE Long
3132DWGS6 3132DWGS6 Freddie Mac Pool 1585297.1501 1611346.59 USGSE Long
78454L100 78454L100 SM Energy Co 81700.0 3163424.0 CORP Long
3130AQF65 3130AQF65 Federal Home Loan Banks 6500000.0 5986929.0 USGSE Long
65339KCM0 65339KCM0 NextEra Energy Capital Holdings Inc 1066000.0 1075507.27 CORP Long
98389BAH3 98389BAH3 Xcel Energy Inc 610000.0 683876.28 CORP Long
74460WAG2 74460WAG2 Public Storage Operating Co 525000.0 543787.86 CORP Long
913017CX5 913017CX5 RTX Corp 1500000.0 1372672.35 CORP Long
78646UAB5 78646UAB5 Safehold GL Holdings LLC 650000.0 529094.72 CORP Long
11271LAH5 11271LAH5 Brookfield Finance Inc 1200000.0 1018301.15 CORP Long
31382KV70 31382KV70 Fannie Mae Pool 343.57 347.05 USGSE Long
293389102 293389102 Ennis Inc 18244.0 399726.04 CORP Long
896522109 896522109 Trinity Industries Inc 55208.0 1467980.72 CORP Long
36179RTA7 36179RTA7 Ginnie Mae II Pool 506289.1843 495795.99 USGA Long
55903VBA0 55903VBA0 Warnermedia Holdings Inc 3600000.0 3450342.02 CORP Long
778296103 778296103 Ross Stores Inc 232888.0 32229370.32 CORP Long
343498101 343498101 Flowers Foods Inc 120276.0 2707412.76 CORP Long
862121AB6 862121AB6 STORE Capital Corp 300000.0 275194.65 CORP Long
3140X6ZN4 3140X6ZN4 Fannie Mae Pool 598900.08 594439.77 USGSE Long
31418AAW8 31418AAW8 Fannie Mae Pool 323432.11 322326.04 USGSE Long
101137BA4 101137BA4 Boston Scientific Corp 700000.0 625478.82 CORP Long
06211J100 06211J100 Bank First Corp 6772.0 586861.52 CORP Long
362583AE6 362583AE6 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-2 275000.0 272746.29 CORP Long
3135G05Y5 3135G05Y5 Federal National Mortgage Association 8500000.0 7545526.5 USGSE Long
500630DN5 500630DN5 Korea Development Bank/The 500000.0 451874.65 NUSS Long
29364WAV0 29364WAV0 Entergy Louisiana LLC 400000.0 370021.25 CORP Long
12189LAG6 12189LAG6 Burlington Northern Santa Fe LLC 200000.0 199385.33 CORP Long
17328CAD4 17328CAD4 Citigroup Commercial Mortgage Trust 2019-C7 675000.0 603668.63 CORP Long
36253BAU7 36253BAU7 GS Mortgage Securities Trust 2014-GC22 150000.0 147713.31 CORP Long
525558201 525558201 LeMaitre Vascular Inc 14392.0 816889.92 CORP Long
126408HV8 126408HV8 CSX Corp 838000.0 779923.09 CORP Long
3138Y2ZJ5 3138Y2ZJ5 Fannie Mae Pool 123296.57 116179.04 USGSE Long
012653AE1 012653AE1 Albemarle Corp 500000.0 488221.39 CORP Long
29975E109 29975E109 Eventbrite Inc 60790.0 508204.4 CORP Long
68323AFH2 68323AFH2 Province of Ontario Canada 5000000.0 4204041.6 NUSS Long
252784301 252784301 DiamondRock Hospitality Co 137295.0 1289200.05 CORP Long
3138EJ7J1 3138EJ7J1 Fannie Mae Pool 20433.68 21143.56 USGSE Long
05550J101 05550J101 BJ's Wholesale Club Holdings Inc 93412.0 6226843.92 CORP Long
91911TAH6 91911TAH6 Vale Overseas Ltd 1480000.0 1608429.75 CORP Long
693342AD9 693342AD9 PG&E Wildfire Recovery Funding LLC 1175000.0 1066875.74 CORP Long
298785JJ6 298785JJ6 European Investment Bank 500000.0 440717.49 CORP Long
749660106 749660106 RPC Inc 68616.0 499524.48 CORP Long
646139X83 646139X83 New Jersey Turnpike Authority 1830000.0 2212262.3 MUN Long
500769JY1 500769JY1 Kreditanstalt fuer Wiederaufbau 3200000.0 3218773.63 CORP Long
46132FAC4 46132FAC4 Invesco Finance PLC 900000.0 892248.47 CORP Long
843878307 843878307 Southern States Bancshares Inc 6798.0 199045.44 CORP Long
3128MJ3B4 3128MJ3B4 Freddie Mac Gold Pool 263118.34 252288.92 USGSE Long
842400GY3 842400GY3 Southern California Edison Co 500000.0 340545.9 CORP Long
36202FDW3 36202FDW3 Ginnie Mae II Pool 447587.74 451599.56 USGA Long
3137FQXJ7 3137FQXJ7 Freddie Mac Multifamily Structured Pass Through Certificates 1700000.0 1615785.23 USGSE Long
913259107 913259107 Unitil Corp 11718.0 616015.26 CORP Long
594918CF9 594918CF9 Microsoft Corp 3471000.0 2510460.49 CORP Long
3136BAQE7 3136BAQE7 Fannie Mae-Aces 350000.0 292188.44 USGSE Long
20268JAG8 20268JAG8 CommonSpirit Health 330000.0 259879.01 CORP Long
63111XAE1 63111XAE1 Nasdaq Inc 1000000.0 694983.01 CORP Long
174610BA2 174610BA2 Citizens Financial Group Inc 825000.0 702310.05 CORP Long
G9618E107 G9618E107 White Mountains Insurance Group Ltd 1699.0 2557011.99 CORP Long
460146CS0 460146CS0 International Paper Co 450000.0 404341.92 CORP Long
166756AS5 166756AS5 Chevron USA Inc 1000000.0 950146.62 CORP Long
31413QTQ1 31413QTQ1 Fannie Mae Pool 33622.4 35433.07 USGSE Long
65480JAD2 65480JAD2 NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_22-B 100000.0 99160.58 CORP Long
91282CAZ4 91282CAZ4 United States Treasury Note/Bond 41658000.0 38683360.52 UST Long
08163LAQ2 08163LAQ2 Benchmark 2020-B21 Mortgage Trust 50000.0 39206.1 CORP Long
31418C2W3 31418C2W3 Fannie Mae Pool 2661893.97 2537200.21 USGSE Long
31335GKJ3 31335GKJ3 Freddie Mac Gold Pool 26.68 27.11 USGSE Long
126408HQ9 126408HQ9 CSX Corp 2525000.0 2236322.58 CORP Long
608190104 608190104 Mohawk Industries Inc 37412.0 3872142.0 CORP Long
29444UBG0 29444UBG0 Equinix Inc 1150000.0 1042624.21 CORP Long
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31680EAE1 31680EAE1 FIFTH THIRD AUTO TRUST FITAT_23-1 100000.0 101803.93 CORP Long
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14316HAC6 14316HAC6 CARMAX AUTO OWNER TRUST CARMX_20-4 314083.06 310793.1 CORP Long
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126281AZ7 126281AZ7 CSAIL 2015-C1 Commercial Mortgage Trust 400000.0 388322.6 CORP Long
36202FX76 36202FX76 Ginnie Mae II Pool 722907.28 686157.35 USGA Long
3133KH5P7 3133KH5P7 Freddie Mac Pool 245969.68 242797.51 USGSE Long
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31418DFR8 31418DFR8 Fannie Mae Pool 1431160.93 1324447.7 USGSE Long
3133KQE28 3133KQE28 Freddie Mac Pool 1430454.8572 1443596.88 USGSE Long
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30303M8J4 30303M8J4 Meta Platforms Inc 2000000.0 1840377.82 CORP Long
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404280DV8 404280DV8 HSBC Holdings PLC 1700000.0 1800924.99 CORP Long
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36179UD90 36179UD90 Ginnie Mae II Pool 1055469.7874 1019933.49 USGA Long
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78016FZY3 78016FZY3 Royal Bank of Canada 825000.0 825367.33 CORP Long
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125141101 125141101 CECO Environmental Corp 20369.0 413083.32 CORP Long
29250RAT3 29250RAT3 Enbridge Energy Partners LP 575000.0 566149.28 CORP Long
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3140QNPE6 3140QNPE6 Fannie Mae Pool 1599085.1615 1415027.9 USGSE Long
361841AH2 361841AH2 GLP Capital LP / GLP Financing II Inc 1100000.0 1095018.85 CORP Long
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3140J8ER0 3140J8ER0 Fannie Mae Pool 469100.17 452951.4 USGSE Long
29425AAC7 29425AAC7 Citigroup Commercial Mortgage Trust 2015-GC33 182519.967 176686.14 CORP Long
3138ERNX4 3138ERNX4 Fannie Mae Pool 401696.88 378070.88 USGSE Long
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43813GAC5 43813GAC5 HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-1 70681.89 69821.65 CORP Long
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3138EQPE6 3138EQPE6 Fannie Mae Pool 165571.08 150622.51 USGSE Long
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12532HAC8 12532HAC8 CGI Inc 1200000.0 1087900.88 CORP Long
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29379VBJ1 29379VBJ1 Enterprise Products Operating LLC 500000.0 477843.42 CORP Long
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31410FSD8 31410FSD8 Fannie Mae Pool 92361.66 96005.83 USGSE Long
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3140X8W45 3140X8W45 Fannie Mae Pool 1431760.5824 1269768.61 USGSE Long
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03522AAH3 03522AAH3 Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 5820000.0 5808587.5 CORP Long
167593H70 167593H70 Chicago O'Hare International Airport 340000.0 324946.98 MUN Long
808513BT1 808513BT1 Charles Schwab Corp/The 1550000.0 1246364.64 CORP Long
31378CH47 31378CH47 Fannie Mae Pool 581.76 608.29 USGSE Long
471048CY2 471048CY2 Japan Bank for International Cooperation 200000.0 205518.29 NUSS Long
097023CE3 097023CE3 Boeing Co/The 200000.0 159186.08 CORP Long
25056L103 25056L103 Design Therapeutics Inc 15079.0 39959.35 CORP Long
36202F3H7 36202F3H7 Ginnie Mae II Pool 172773.27 159276.22 USGA Long
023135CH7 023135CH7 Amazon.com Inc 1750000.0 1665879.74 CORP Long
3140QPST5 3140QPST5 Fannie Mae Pool 866514.4673 839812.04 USGSE Long
31413KAL5 31413KAL5 Fannie Mae Pool 9841.74 10371.68 USGSE Long
052769AG1 052769AG1 Autodesk Inc 360000.0 324758.91 CORP Long
89114QCH9 89114QCH9 Toronto-Dominion Bank/The 1550000.0 1467519.15 CORP Long
3138WPDA9 3138WPDA9 Fannie Mae Pool 18396.02 18443.32 USGSE Long
517834107 517834107 Las Vegas Sands Corp 261972.0 12891642.12 CORP Long
30168BAF7 30168BAF7 EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1 25000.0 25192.57 CORP Long
58013MFR0 58013MFR0 McDonald's Corp 1000000.0 888569.16 CORP Long
760759100 760759100 Republic Services Inc 139875.0 23066786.25 CORP Long
500769JJ4 500769JJ4 Kreditanstalt fuer Wiederaufbau 4000000.0 3713975.4 CORP Long
931142DG5 931142DG5 Walmart Inc 1920000.0 1746304.59 CORP Long
36241LYB6 36241LYB6 Ginnie Mae I Pool 37548.8 38371.12 USGA Long
6174468X0 6174468X0 Morgan Stanley 2200000.0 1767683.3 CORP Long
98980M109 98980M109 Zomedica Corp 759400.0 152031.88 CORP Long
31419JS41 31419JS41 Fannie Mae Pool 45612.36 46599.69 USGSE Long
91911TAR4 91911TAR4 Vale Overseas Ltd 1000000.0 1036051.3 CORP Long
31283HWZ4 31283HWZ4 Freddie Mac Gold Pool 11467.18 11480.6 USGSE Long
824348AW6 824348AW6 Sherwin-Williams Co/The 300000.0 289780.28 CORP Long
874054AH2 874054AH2 Take-Two Interactive Software Inc 500000.0 475627.68 CORP Long
907818FJ2 907818FJ2 Union Pacific Corp 707000.0 660794.3 CORP Long
459058HJ5 459058HJ5 International Bank for Reconstruction & Development 1500000.0 1325908.74 CORP Long
31413UJP5 31413UJP5 Fannie Mae Pool 99026.25 104361.61 USGSE Long
974637100 974637100 Winnebago Industries Inc 18210.0 1327144.8 CORP Long
023135CE4 023135CE4 Amazon.com Inc 1000000.0 979362.4 CORP Long
93884PDW7 93884PDW7 Washington Gas Light Co 350000.0 267286.8 CORP Long
96950FAF1 96950FAF1 Williams Cos Inc/The 990000.0 1058724.82 CORP Long
31418CRB2 31418CRB2 Fannie Mae Pool 376901.53 349919.15 USGSE Long
91282CGL9 91282CGL9 United States Treasury Note/Bond 29788500.0 29658175.31 UST Long
31297CPT1 31297CPT1 Freddie Mac Gold Pool 22072.8186 23469.71 USGSE Long
06035RAR7 06035RAR7 BANK 2018-BNK14 100000.0 94749.34 CORP Long
341081GL5 341081GL5 Florida Power & Light Co 800000.0 826558.01 CORP Long
30231GBM3 30231GBM3 Exxon Mobil Corp 2600000.0 2046331.01 CORP Long
06418GAD9 06418GAD9 Bank of Nova Scotia/The 800000.0 812445.41 CORP Long
268948106 268948106 Eagle Bancorp Inc 18256.0 550235.84 CORP Long
15135BAW1 15135BAW1 Centene Corp 1954000.0 1700877.88 CORP Long
36179TJX4 36179TJX4 Ginnie Mae II Pool 1665943.93 1567926.12 USGA Long
40171V100 40171V100 Guidewire Software Inc 56002.0 6106458.08 CORP Long
02364WBH7 02364WBH7 America Movil SAB de CV 700000.0 661601.52 CORP Long
574795100 574795100 Masimo Corp 35178.0 4123213.38 CORP Long
912810SZ2 912810SZ2 United States Treasury Note/Bond 53285000.0 34951629.69 UST Long
438123AD3 438123AD3 HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-4 850000.0 873632.55 CORP Long
16876DAA6 16876DAA6 Children's Hospital/DC 500000.0 324757.75 CORP Long
01959EAC2 01959EAC2 Allied World Assurance Co Holdings Ltd 350000.0 341071.54 CORP Long
912828X88 912828X88 United States Treasury Note/Bond 39787100.0 37791530.25 UST Long
3138EGZ49 3138EGZ49 Fannie Mae Pool 39369.83 39362.18 USGSE Long
3128M6DJ4 3128M6DJ4 Freddie Mac Gold Pool 9090.57 9474.47 USGSE Long
36225FJ26 36225FJ26 Ginnie Mae II Pool 51019.3 50907.99 USGA Long
31283GNQ6 31283GNQ6 Freddie Mac Gold Pool 60.35 61.02 USGSE Long
78355HKQ1 78355HKQ1 Ryder System Inc 231000.0 229275.41 CORP Long
3128MJTB6 3128MJTB6 Freddie Mac Gold Pool 2805400.47 2639347.97 USGSE Long
30212PAR6 30212PAR6 Expedia Group Inc 1025000.0 939984.74 CORP Long
57582RYP5 57582RYP5 Commonwealth of Massachusetts 300000.0 223394.79 MUN Long
00206RKB7 00206RKB7 AT&T Inc 1155000.0 862990.82 CORP Long
3128MCBS3 3128MCBS3 Freddie Mac Gold Pool 32.68 32.24 USGSE Long
94973VBK2 94973VBK2 Elevance Health Inc 75000.0 69597.69 CORP Long
3138A7FQ6 3138A7FQ6 Fannie Mae Pool 248572.67 244231.37 USGSE Long
88369M101 88369M101 Theseus Pharmaceuticals Inc 12548.0 50819.4 CORP Long
3138E0RK7 3138E0RK7 Fannie Mae Pool 440172.48 425402.23 USGSE Long
00081T108 00081T108 ACCO Brands Corp 59091.0 359273.28 CORP Long
31417MKM4 31417MKM4 Fannie Mae Pool 335466.84 334525.75 USGSE Long
380140AD5 380140AD5 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-3 225000.0 209401.16 CORP Long
210518DB9 210518DB9 Consumers Energy Co 500000.0 437681.32 CORP Long
14448CAQ7 14448CAQ7 Carrier Global Corp 2625000.0 2350155.47 CORP Long
3138WGA61 3138WGA61 Fannie Mae Pool 112739.9411 106392.38 USGSE Long
N/A N/A Mereo Biopharma Group PLC 23234.0 5571.98 CORP Long
67103HAJ6 67103HAJ6 O'Reilly Automotive Inc 350000.0 337725.47 CORP Long
02215L209 02215L209 Kinetik Holdings Inc 15102.0 504406.8 CORP Long
30303M8K1 30303M8K1 Meta Platforms Inc 1000000.0 933275.95 CORP Long
21688AAE2 21688AAE2 Cooperatieve Rabobank UA/NY 1815000.0 1779374.36 CORP Long
756109BK9 756109BK9 Realty Income Corp 500000.0 458937.24 CORP Long
36179VKN9 36179VKN9 Ginnie Mae II Pool 1219130.88 1184858.43 USGA Long
91823B109 91823B109 UWM Holdings Corp 66500.0 475475.0 CORP Long
85916J409 85916J409 Stereotaxis Inc 34516.0 60403.0 CORP Long
3132DWBJ1 3132DWBJ1 Freddie Mac Pool 2441695.22 2083219.93 USGSE Long
891941AE6 891941AE6 TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-B 100000.0 99890.84 CORP Long
615369AV7 615369AV7 Moody's Corp 600000.0 437472.6 CORP Long
02927U208 02927U208 American Resources Corp 26300.0 39187.0 CORP Long
31409ADV8 31409ADV8 Fannie Mae Pool 10413.85 10669.46 USGSE Long
913017DD8 913017DD8 RTX Corp 1680000.0 1656203.1 CORP Long
98164EAD7 98164EAD7 WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-A 50000.0 47636.58 CORP Long
912828ZB9 912828ZB9 United States Treasury Note/Bond 11278900.0 10334292.13 UST Long
52472M101 52472M101 Legacy Housing Corp 6400.0 161408.0 CORP Long
023135BT2 023135BT2 Amazon.com Inc 1798000.0 1197894.41 CORP Long
64111Q104 64111Q104 NETGEAR Inc 18962.0 276465.96 CORP Long
3137FQJZ7 3137FQJZ7 Freddie Mac Multifamily Structured Pass Through Certificates 950000.0 806203.44 USGSE Long
38141GYN8 38141GYN8 Goldman Sachs Group Inc/The 3400000.0 2833207.32 CORP Long
845437BT8 845437BT8 Southwestern Electric Power Co 500000.0 337582.13 CORP Long
053484101 053484101 AvalonBay Communities Inc 97569.0 18266868.18 CORP Long
822582AY8 822582AY8 Shell International Finance BV 1100000.0 1040596.35 CORP Long
478160BA1 478160BA1 Johnson & Johnson 225000.0 233838.26 CORP Long
3140X4XG6 3140X4XG6 Fannie Mae Pool 517213.6375 505838.3 USGSE Long
3140QRHR7 3140QRHR7 Fannie Mae Pool 1777642.1913 1771054.6 USGSE Long
15504RET2 15504RET2 Central Puget Sound Regional Transit Authority 100000.0 106958.64 MUN Long
045167DN0 045167DN0 Asian Development Bank 400000.0 380363.32 CORP Long
312946AS5 312946AS5 Freddie Mac Gold Pool 307959.95 307900.76 USGSE Long
78016EZQ3 78016EZQ3 Royal Bank of Canada 1675000.0 1546813.77 CORP Long
68902VAM9 68902VAM9 Otis Worldwide Corp 550000.0 426523.36 CORP Long
3128MJZ94 3128MJZ94 Freddie Mac Gold Pool 887070.27 850471.52 USGSE Long
91086QBB3 91086QBB3 Mexico Government International Bond 3022000.0 2592884.82 NUSS Long
50077LAZ9 50077LAZ9 Kraft Heinz Foods Co 1450000.0 1375969.29 CORP Long
032095AJ0 032095AJ0 Amphenol Corp 750000.0 683464.07 CORP Long
150870103 150870103 Celanese Corp 74352.0 11552070.24 CORP Long
70439P108 70439P108 Paymentus Holdings Inc 7993.0 142834.91 CORP Long
57776J100 57776J100 MaxLinear Inc 50937.0 1210772.49 CORP Long
02765UCR3 02765UCR3 American Municipal Power Inc 50000.0 53914.65 MUN Long
N/A N/A F-star Therapeutics Inc 2729.5 198.16 CORP Long
02079K305 02079K305 Alphabet Inc 4069916.0 568526566.04 CORP Long
65339KAV2 65339KAV2 NextEra Energy Capital Holdings Inc 150000.0 130063.73 CORP Long
3140XCHT8 3140XCHT8 Fannie Mae Pool 739871.3745 703615.68 USGSE Long
31371KSD4 31371KSD4 Fannie Mae Pool 4748.2663 5036.87 USGSE Long
58013MER1 58013MER1 McDonald's Corp 400000.0 332211.12 CORP Long
209111FD0 209111FD0 Consolidated Edison Co of New York Inc 610000.0 547640.4 CORP Long
04621XAJ7 04621XAJ7 Assurant Inc 400000.0 395874.42 CORP Long
72703X106 72703X106 Planet Labs PBC 134700.0 332709.0 CORP Long
29978A104 29978A104 Everbridge Inc 28790.0 699884.9 CORP Long
92343VCX0 92343VCX0 Verizon Communications Inc 1000000.0 912195.01 CORP Long
149123BN0 149123BN0 Caterpillar Inc 720000.0 811448.42 CORP Long
172967JT9 172967JT9 Citigroup Inc 1600000.0 1581886.93 CORP Long
91087BAU4 91087BAU4 Mexico Government International Bond 800000.0 819535.12 NUSS Long
717081EX7 717081EX7 Pfizer Inc 300000.0 283986.63 CORP Long
361448BN2 361448BN2 GATX Corp 500000.0 551252.99 CORP Long
36179MNH9 36179MNH9 Ginnie Mae II Pool 3427337.11 3274391.16 USGA Long
85512G106 85512G106 Star Holdings 10381.0 155507.38 CORP Long
60646V105 60646V105 Mister Car Wash Inc 65542.0 566282.88 CORP Long
384802AD6 384802AD6 WW Grainger Inc 350000.0 315687.76 CORP Long
31292HVC5 31292HVC5 Freddie Mac Gold Pool 25718.0793 27124.86 USGSE Long
36202F4R4 36202F4R4 Ginnie Mae II Pool 284895.2 279572.39 USGA Long
3128NFKQ9 3128NFKQ9 Freddie Mac Non Gold Pool 29140.51 29584.87 USGSE Long
30161NBE0 30161NBE0 Exelon Corp 600000.0 536811.72 CORP Long
784710AC9 784710AC9 SSM Health Care Corp 1000000.0 1003686.84 CORP Long
68323ADP6 68323ADP6 Province of Ontario Canada 1000000.0 959330.48 NUSS Long
3140X6JM4 3140X6JM4 Fannie Mae Pool 2081525.504 1876875.33 USGSE Long
91282CDH1 91282CDH1 United States Treasury Note/Bond 37635000.0 36317775.0 UST Long
41285AAC1 41285AAC1 HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_21-B 280966.56 274941.18 CORP Long
3132J4HN2 3132J4HN2 Freddie Mac Gold Pool 605.96 601.66 USGSE Long
3128MMU35 3128MMU35 Freddie Mac Gold Pool 327479.79 309023.52 USGSE Long
3132DWDD2 3132DWDD2 Freddie Mac Pool 8915574.4188 7592098.41 USGSE Long
858119BM1 858119BM1 Steel Dynamics Inc 1300000.0 1179717.23 CORP Long
455780DK9 455780DK9 Indonesia Government International Bond 700000.0 636054.46 NUSS Long
036752AN3 036752AN3 Elevance Health Inc 2500000.0 2168065.9 CORP Long
515110BT0 515110BT0 Landwirtschaftliche Rentenbank 1595000.0 1507562.82 CORP Long
3132D55S7 3132D55S7 Freddie Mac Pool 483618.0933 436476.69 USGSE Long
28622HAA9 28622HAA9 Elevance Health Inc 500000.0 499243.92 CORP Long
01748TAB7 01748TAB7 Allegion plc 325000.0 300491.47 CORP Long
45073V108 45073V108 ITT Inc 57074.0 6810069.68 CORP Long
31297T6G3 31297T6G3 Freddie Mac Gold Pool 3430.2445 3497.17 USGSE Long
54738L109 54738L109 Lovesac Co/The 10900.0 278495.0 CORP Long
16411R208 16411R208 Cheniere Energy Inc 155553.0 26554452.63 CORP Long
31292GTF3 31292GTF3 Freddie Mac Gold Pool 323.52 330.57 USGSE Long
3140XCF60 3140XCF60 Fannie Mae Pool 2171826.3889 2028557.73 USGSE Long
718172CW7 718172CW7 Philip Morris International Inc 1125000.0 1180052.19 CORP Long
637417AN6 637417AN6 NNN REIT Inc 325000.0 280260.2 CORP Long
341081GN1 341081GN1 Florida Power & Light Co 675000.0 676327.1 CORP Long
50249AAK9 50249AAK9 LYB International Finance III LLC 400000.0 284805.14 CORP Long
22041X102 22041X102 Corsair Gaming Inc 28628.0 403654.8 CORP Long
825690100 825690100 Shutterstock Inc 17076.0 824429.28 CORP Long
816851BM0 816851BM0 Sempra 950000.0 818337.67 CORP Long
651639106 651639106 Newmont Corp 792566.0 32804306.74 CORP Long
548661DW4 548661DW4 Lowe's Cos Inc 500000.0 482288.38 CORP Long
172967MQ1 172967MQ1 Citigroup Inc 5750000.0 5590887.73 CORP Long
08163JAC8 08163JAC8 Benchmark 2021-B29 Mortgage Trust 75000.0 64276.47 CORP Long
571903BH5 571903BH5 Marriott International Inc/MD 250000.0 206333.64 CORP Long
44933XAE7 44933XAE7 HYUNDAI AUTO RECEIVABLES TRUST HART_23-B 57000.0 58039.85 CORP Long
36179TNS0 36179TNS0 Ginnie Mae II Pool 1568250.31 1528112.04 USGA Long
87612BBU5 87612BBU5 Targa Resources Partners LP / Targa Resources Partners Finance Corp 940000.0 856562.38 CORP Long
3132A8CQ0 3132A8CQ0 Freddie Mac Pool 775445.0922 742899.66 USGSE Long
45841N107 45841N107 Interactive Brokers Group Inc 69032.0 5722752.8 CORP Long
05593AAC3 05593AAC3 BMW VEHICLE LEASE TRUST BMWLT_23-1 175000.0 174762.28 CORP Long
375558BX0 375558BX0 Gilead Sciences Inc 900000.0 801464.09 CORP Long
848577102 848577102 Spirit Airlines Inc 79501.0 1303021.39 CORP Long
471048CR7 471048CR7 Japan Bank for International Cooperation 3600000.0 3510779.87 NUSS Long
512807AN8 512807AN8 Lam Research Corp 501000.0 494724.16 CORP Long
3140XB4Q0 3140XB4Q0 Fannie Mae Pool 600074.0104 563855.1 USGSE Long
36179VDR8 36179VDR8 Ginnie Mae II Pool 915021.19 906443.51 USGA Long
893521AB0 893521AB0 Transatlantic Holdings Inc 625000.0 812419.63 CORP Long
544495UG7 544495UG7 Los Angeles Department of Water & Power 100000.0 107295.24 MUN Long
126408HG1 126408HG1 CSX Corp 500000.0 427403.87 CORP Long
92826CAK8 92826CAK8 Visa Inc 1450000.0 1121086.64 CORP Long
14448CBA1 14448CBA1 Carrier Global Corp 800000.0 927562.11 CORP Long
36179TCY9 36179TCY9 Ginnie Mae II Pool 1115400.09 1086848.19 USGA Long
10373QBQ2 10373QBQ2 BP Capital Markets America Inc 1900000.0 1376366.5 CORP Long
68243Q106 68243Q106 1-800-Flowers.com Inc 21198.0 228514.44 CORP Long
512807AX6 512807AX6 Lam Research Corp 400000.0 277972.85 CORP Long
717081ET6 717081ET6 Pfizer Inc 750000.0 722224.22 CORP Long
698299AK0 698299AK0 Panama Government International Bond 1070000.0 1215356.74 NUSS Long
912810RE0 912810RE0 United States Treasury Note/Bond 19823100.0 18212473.13 UST Long
89417EAD1 89417EAD1 Travelers Cos Inc/The 1060000.0 1202933.28 CORP Long
904764BH9 904764BH9 Unilever Capital Corp 1575000.0 1405060.87 CORP Long
14912L6T3 14912L6T3 Caterpillar Financial Services Corp 200000.0 189841.69 CORP Long
099406100 099406100 Boot Barn Holdings Inc 20376.0 1564061.76 CORP Long
75605Y106 75605Y106 Anywhere Real Estate Inc 69700.0 565267.0 CORP Long
31408GA98 31408GA98 Fannie Mae Pool 18096.88 19328.92 USGSE Long
65339KBR0 65339KBR0 NextEra Energy Capital Holdings Inc 2500000.0 2138711.78 CORP Long
055979AC2 055979AC2 BMW VEHICLE LEASE TRUST BMWLT_23-2 125000.0 126794.1 CORP Long
168863DY1 168863DY1 Chile Government International Bond 736000.0 657099.09 NUSS Long
29667D104 29667D104 ESSA Bancorp Inc 5800.0 116116.0 CORP Long
92921W300 92921W300 Vuzix Corp 47800.0 99663.0 CORP Long
3138WGP81 3138WGP81 Fannie Mae Pool 196646.55 187965.06 USGSE Long
03040WAJ4 03040WAJ4 American Water Capital Corp 125000.0 112529.17 CORP Long
43815BAC4 43815BAC4 HONDA AUTO RECEIVABLES OWNER TRUST HAROT_22-1 195180.73 190000.67 CORP Long
44933LAC7 44933LAC7 HYUNDAI AUTO RECEIVABLES TRUST HART_21-A 43380.32 42788.12 CORP Long
G5753U112 G5753U112 Maiden Holdings Ltd 35700.0 81753.0 CORP Long
15189TAX5 15189TAX5 CenterPoint Energy Inc 327000.0 290156.73 CORP Long
811543107 811543107 Seaboard Corp 161.0 574786.1 CORP Long
177835105 177835105 City Holding Co 10342.0 1140308.92 CORP Long
370334CT9 370334CT9 General Mills Inc 850000.0 861797.01 CORP Long
02209SBF9 02209SBF9 Altria Group Inc 1245000.0 1267280.38 CORP Long
931142DW0 931142DW0 Walmart Inc 1300000.0 1101653.94 CORP Long
3140XMZQ2 3140XMZQ2 Fannie Mae Pool 1061774.7602 1068582.97 USGSE Long
526107AG2 526107AG2 Lennox International Inc 500000.0 513972.56 CORP Long
3138A2CF4 3138A2CF4 Fannie Mae Pool 146787.19 143057.33 USGSE Long
89352HAB5 89352HAB5 TransCanada PipeLines Ltd 625000.0 645611.6 CORP Long
44952J104 44952J104 Crescent Energy Co 54398.0 718597.58 CORP Long
927804GK4 927804GK4 Virginia Electric and Power Co 525000.0 531607.92 CORP Long
3137BEVH4 3137BEVH4 Freddie Mac Multifamily Structured Pass Through Certificates 1025000.0 1009575.8 USGSE Long
072863AJ2 072863AJ2 Baylor Scott & White Holdings 1500000.0 1034525.16 CORP Long
31418BL38 31418BL38 Fannie Mae Pool 391724.39 378351.27 USGSE Long
110122CP1 110122CP1 Bristol-Myers Squibb Co 1050000.0 995639.28 CORP Long
928563AE5 928563AE5 VMware LLC 450000.0 446120.43 CORP Long
872898AA9 872898AA9 TSMC Arizona Corp 1150000.0 1061229.58 CORP Long
29446MAE2 29446MAE2 Equinor ASA 941000.0 900769.71 CORP Long
540424AP3 540424AP3 Loews Corp 250000.0 272455.4 CORP Long
14913R3A3 14913R3A3 Caterpillar Financial Services Corp 575000.0 561777.35 CORP Long
3140XFGF2 3140XFGF2 Fannie Mae Pool 1979252.6193 1533213.2 USGSE Long
230770109 230770109 Cumberland Pharmaceuticals Inc 9187.0 15985.38 CORP Long
87031CAH6 87031CAH6 Svensk Exportkredit AB 1060000.0 1060712.35 NUSS Long
759509AG7 759509AG7 Reliance Steel & Aluminum Co 800000.0 678825.35 CORP Long
83425V104 83425V104 Solo Brands Inc 24200.0 149072.0 CORP Long
92338CAC7 92338CAC7 Veralto Corp 600000.0 615002.69 CORP Long
3128K06Q1 3128K06Q1 Freddie Mac Gold Pool 15415.4637 15753.69 USGSE Long
36267KAD9 36267KAD9 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-3 139000.0 141144.27 CORP Long
447324104 447324104 Hurco Cos Inc 5051.0 108748.03 CORP Long
69888T207 69888T207 Par Pacific Holdings Inc 36239.0 1318012.43 CORP Long
36179ME48 36179ME48 Ginnie Mae II Pool 522706.17 512940.76 USGA Long
056752AN8 056752AN8 Baidu Inc 750000.0 750342.75 CORP Long
00971T101 00971T101 Akamai Technologies Inc 103419.0 12239638.65 CORP Long
05526DBR5 05526DBR5 BAT Capital Corp 1425000.0 1274746.08 CORP Long
01F062614 01F062614 Fannie Mae or Freddie Mac -2040000.0 -2090043.65 USGSE Short
3132GD6M9 3132GD6M9 Freddie Mac Gold Pool 277730.04 277676.27 USGSE Long
579780AQ0 579780AQ0 McCormick & Co Inc/MD 2300000.0 2014497.07 CORP Long
268158201 268158201 Dynavax Technologies Corp 85461.0 1194744.78 CORP Long
3140X96X8 3140X96X8 Fannie Mae Pool 329679.3182 287093.29 USGSE Long
3132DN4J9 3132DN4J9 Freddie Mac Pool 618141.403 586196.54 USGSE Long
459058JE4 459058JE4 International Bank for Reconstruction & Development 5000000.0 4689403.95 CORP Long
36179XX43 36179XX43 Ginnie Mae II Pool 616780.84 601462.16 USGA Long
80281LAP0 80281LAP0 Santander UK Group Holdings PLC 500000.0 429346.78 CORP Long
31416YDX3 31416YDX3 Fannie Mae Pool 46829.11 47936.25 USGSE Long
00440FAA2 00440FAA2 ACE Capital Trust II 75000.0 88514.11 CORP Long
24422EVL0 24422EVL0 John Deere Capital Corp 500000.0 411311.25 CORP Long
92890FAU0 92890FAU0 WFRBS Commercial Mortgage Trust 2014-C20 125000.0 121684.2 CORP Long
3128MCBA2 3128MCBA2 Freddie Mac Gold Pool 4.58 4.55 USGSE Long
294600101 294600101 Equitrans Midstream Corp 285933.0 2910797.94 CORP Long
3137FRUJ8 3137FRUJ8 Freddie Mac Multifamily Structured Pass Through Certificates 990000.0 859817.18 USGSE Long
745332CD6 745332CD6 Puget Sound Energy Inc 390000.0 398963.51 CORP Long
63910B102 63910B102 BowFlex Inc 20996.0 16166.92 CORP Long
512816109 512816109 Lamar Advertising Co 60197.0 6397737.16 CORP Long
89417EAN9 89417EAN9 Travelers Cos Inc/The 250000.0 218489.83 CORP Long
45687VAA4 45687VAA4 Ingersoll Rand Inc 300000.0 309192.58 CORP Long
251526CT4 251526CT4 Deutsche Bank AG/New York NY 850000.0 873347.65 CORP Long
63845R107 63845R107 National Vision Holdings Inc 53704.0 1124024.72 CORP Long
912810RZ3 912810RZ3 United States Treasury Note/Bond 16850000.0 13164062.5 UST Long
423452AG6 423452AG6 Helmerich & Payne Inc 565000.0 474182.07 CORP Long
88283LKV7 88283LKV7 Texas Transportation Commission State Highway Fund 325000.0 313193.17 MUN Long
3132D6AH3 3132D6AH3 Freddie Mac Pool 363196.8178 334727.09 USGSE Long
17275RAD4 17275RAD4 Cisco Systems Inc 1400000.0 1554402.61 CORP Long
075887CL1 075887CL1 Becton Dickinson & Co 1000000.0 833611.1 CORP Long
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29362U104 29362U104 Entegris Inc 103071.0 12349967.22 CORP Long
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808513CJ2 808513CJ2 Charles Schwab Corp/The 1005000.0 1055050.41 CORP Long
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76155X100 76155X100 REVOLUTION Medicines Inc 106304.0 3048798.72 CORP Long
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38141GFD1 38141GFD1 Goldman Sachs Group Inc/The 2000000.0 2204982.96 CORP Long
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36186CBY8 36186CBY8 Ally Financial Inc 2308000.0 2528273.49 CORP Long
31418EV72 31418EV72 Fannie Mae Pool 268225.12 265534.02 USGSE Long
487836108 487836108 Kellanova 187956.0 10508619.96 CORP Long
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49271VAN0 49271VAN0 Keurig Dr Pepper Inc 500000.0 427194.6 CORP Long
68629Y103 68629Y103 Orion Office REIT Inc 42982.0 245857.04 CORP Long
36210YE35 36210YE35 Ginnie Mae I Pool 7592.88 7987.18 USGA Long
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716973AD4 716973AD4 Pfizer Investment Enterprises Pte Ltd 2450000.0 2467104.5 CORP Long
3132GKZ25 3132GKZ25 Freddie Mac Gold Pool 4407.72 4406.87 USGSE Long
3620ARZE4 3620ARZE4 Ginnie Mae I Pool 13453.37 12182.16 USGA Long
3133KJ6L1 3133KJ6L1 Freddie Mac Pool 1079319.26 892969.5 USGSE Long
3140X8TG2 3140X8TG2 Fannie Mae Pool 496565.0384 471504.94 USGSE Long
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31417DZE6 31417DZE6 Fannie Mae Pool 117511.19 111145.61 USGSE Long
3136BBN73 3136BBN73 Fannie Mae-Aces 1150000.0 936811.51 USGSE Long
95003CAJ9 95003CAJ9 Wells Fargo Commercial Mortgage Trust 2021-C59 400000.0 338318.28 CORP Long
461070AL8 461070AL8 Interstate Power and Light Co 1096000.0 1073181.2 CORP Long
31418UCG7 31418UCG7 Fannie Mae Pool 98227.63 95713.98 USGSE Long
3132GKZQ2 3132GKZQ2 Freddie Mac Gold Pool 214049.03 210822.16 USGSE Long
24703TAD8 24703TAD8 Dell International LLC / EMC Corp 3619000.0 3703492.43 CORP Long
842873101 842873101 Southern First Bancshares Inc 4512.0 167395.2 CORP Long
29379VBZ5 29379VBZ5 Enterprise Products Operating LLC 1100000.0 895051.69 CORP Long
36179U4A7 36179U4A7 Ginnie Mae II Pool 865270.741 760868.64 USGA Long
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278865BP4 278865BP4 Ecolab Inc 300000.0 310057.11 CORP Long
639027101 639027101 Nature's Sunshine Products Inc 6506.0 112488.74 CORP Long
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3140X9ZS7 3140X9ZS7 Fannie Mae Pool 268789.5551 242128.67 USGSE Long
3136AW7J0 3136AW7J0 Fannie Mae-Aces 1235910.39 1185832.04 USGSE Long
36179WEM6 36179WEM6 Ginnie Mae II Pool 1919375.3503 1789615.79 USGA Long
174610AW5 174610AW5 Citizens Financial Group Inc 180000.0 138895.31 CORP Long
718172CJ6 718172CJ6 Philip Morris International Inc 600000.0 562156.38 CORP Long
3135G0X24 3135G0X24 Federal National Mortgage Association 3460000.0 3350747.04 USGSE Long
3128UGFB8 3128UGFB8 Freddie Mac Non Gold Pool 20306.29 20798.19 USGSE Long
87264ABB0 87264ABB0 T-Mobile USA Inc 2150000.0 2105527.14 CORP Long
3132DWEE9 3132DWEE9 Freddie Mac Pool 2668351.02 2645882.7 USGSE Long
3132E0W40 3132E0W40 Freddie Mac Pool 2274323.2096 2366716.91 USGSE Long
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25468PCP9 25468PCP9 TWDC Enterprises 18 Corp 325000.0 298744.16 CORP Long
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74164MAB4 74164MAB4 Primerica Inc 500000.0 423021.18 CORP Long
521865AZ8 521865AZ8 Lear Corp 250000.0 231099.47 CORP Long
31418DTS1 31418DTS1 Fannie Mae Pool 1315134.3877 1171320.63 USGSE Long
92826CAQ5 92826CAQ5 Visa Inc 1500000.0 928425.45 CORP Long
41285JAE8 41285JAE8 HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_23-A 275000.0 276425.96 CORP Long
582839AG1 582839AG1 Mead Johnson Nutrition Co 750000.0 703523.45 CORP Long
3130ATUS4 3130ATUS4 Federal Home Loan Banks 4000000.0 4040364.0 USGSE Long
693475105 693475105 PNC Financial Services Group Inc/The 273505.0 42352249.25 CORP Long
92343VFV1 92343VFV1 Verizon Communications Inc 1500000.0 985600.56 CORP Long
3128MJXA3 3128MJXA3 Freddie Mac Gold Pool 749031.78 723627.02 USGSE Long
29379VBR3 29379VBR3 Enterprise Products Operating LLC 1225000.0 1098363.7 CORP Long
743315BB8 743315BB8 Progressive Corp/The 450000.0 461438.61 CORP Long
715638DW9 715638DW9 Peruvian Government International Bond 650000.0 457597.06 NUSS Long
552953101 552953101 MGM Resorts International 177595.0 7934944.6 CORP Long
437076CD2 437076CD2 Home Depot Inc/The 1000000.0 777449.95 CORP Long
207597EG6 207597EG6 Connecticut Light and Power Co/The 375000.0 332236.31 CORP Long
254687106 254687106 Walt Disney Co/The 1259367.0 113708246.43 CORP Long
31419GZM9 31419GZM9 Fannie Mae Pool 6889.95 7006.8 USGSE Long
3133KQKP0 3133KQKP0 Freddie Mac Pool 1195283.775 1189339.75 USGSE Long
31418DSK9 31418DSK9 Fannie Mae Pool 3184191.082 2835996.28 USGSE Long
78016EZT7 78016EZT7 Royal Bank of Canada 600000.0 548828.84 CORP Long
68213N109 68213N109 Omnicell Inc 30920.0 1163519.6 CORP Long
3617KLFW4 3617KLFW4 Ginnie Mae I Pool 86212.87 80182.25 USGA Long
70462GAC2 70462GAC2 PeaceHealth Obligated Group 500000.0 324624.55 CORP Long
3136B7FC0 3136B7FC0 Fannie Mae-Aces 200000.0 180580.14 USGSE Long
3132DN3P6 3132DN3P6 Freddie Mac Pool 714062.3125 708732.27 USGSE Long
3140X82Y2 3140X82Y2 Fannie Mae Pool 2172980.7668 1960821.79 USGSE Long
256677AF2 256677AF2 Dollar General Corp 400000.0 391419.58 CORP Long
3133C7AF4 3133C7AF4 Freddie Mac Pool 6869866.7121 6805432.17 USGSE Long
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26444HAE1 26444HAE1 Duke Energy Florida LLC 425000.0 412544.26 CORP Long
925550105 925550105 Viavi Solutions Inc 144373.0 1453836.11 CORP Long
20454B104 20454B104 Compass Therapeutics Inc 38900.0 60684.0 CORP Long
36261LAD3 36261LAD3 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-1 1390000.0 1333587.82 CORP Long
589331AS6 589331AS6 Merck & Co Inc 425000.0 360821.97 CORP Long
68280L101 68280L101 OneWater Marine Inc 6600.0 223014.0 CORP Long
045167EW9 045167EW9 Asian Development Bank 6129000.0 5728517.84 CORP Long
39813G109 39813G109 Grid Dynamics Holdings Inc 36378.0 484918.74 CORP Long
844895102 844895102 Southwest Gas Holdings Inc 46921.0 2972445.35 CORP Long
3132DWFS7 3132DWFS7 Freddie Mac Pool 1150560.66 1150836.79 USGSE Long
3132DPQB7 3132DPQB7 Freddie Mac Pool 2246640.8038 2191150.35 USGSE Long
751212101 751212101 Ralph Lauren Corp 24380.0 3515596.0 CORP Long
571748BV3 571748BV3 Marsh & McLennan Cos Inc 800000.0 869361.58 CORP Long
31405JSR6 31405JSR6 Fannie Mae Pool 5274.99 5415.02 USGSE Long
690742AK7 690742AK7 Owens Corning 100000.0 93971.73 CORP Long
20030NDH1 20030NDH1 Comcast Corp 1350000.0 1161511.37 CORP Long
353469109 353469109 Franklin Covey Co 8348.0 363388.44 CORP Long
29530P102 29530P102 Erie Indemnity Co 17456.0 5846363.52 CORP Long
36200WCB5 36200WCB5 Ginnie Mae I Pool 695.56 698.15 USGA Long
628530BK2 628530BK2 Mylan Inc 575000.0 558775.98 CORP Long
717081DK6 717081DK6 Pfizer Inc 725000.0 685620.7 CORP Long
3140QLNK8 3140QLNK8 Fannie Mae Pool 3106128.3465 2570955.48 USGSE Long
58933YBK0 58933YBK0 Merck & Co Inc 1223000.0 1231720.63 CORP Long
459200GS4 459200GS4 International Business Machines Corp 414000.0 439315.37 CORP Long