VANGUARD VALLEY FORGE FUNDS date 2021-06-30

Filling information for fund VANGUARD VALLEY FORGE FUNDS as Treemap, fund includes 15247 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
69353REF1 69353REF1 PNC Bank NA 887000.0 962533.84 CORP Long
31293A6E3 31293A6E3 Freddie Mac Gold Pool 1218.26 1411.52 USGSE Long
531229854 531229854 Liberty Media Corp-Liberty Formula One 132132.0 6370083.72 CORP Long
86881A100 86881A100 Surgery Partners Inc 26873.0 1790279.26 CORP Long
302081104 302081104 ExlService Holdings Inc 26724.0 2839692.24 CORP Long
65480BAD9 65480BAD9 NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_21-A 225000.0 224044.58 CORP Long
760759AX8 760759AX8 Republic Services Inc 500000.0 468772.77 CORP Long
36206VDJ3 36206VDJ3 Ginnie Mae I Pool 132.02 141.37 USGA Long
907818ER5 907818ER5 Union Pacific Corp 350000.0 407835.7 CORP Long
3132D55T5 3132D55T5 Freddie Mac Pool 2319242.08 2420120.07 USGSE Long
87264ABY0 87264ABY0 T-Mobile USA Inc 1200000.0 1225191.23 CORP Long
08162MAV0 08162MAV0 Benchmark 2020-B17 Mortgage Trust 175000.0 181105.75 CORP Long
459200KL4 459200KL4 International Business Machines Corp 970000.0 972962.89 CORP Long
072024WS7 072024WS7 Bay Area Toll Authority 300000.0 316425.06 MUN Long
3128M6RN0 3128M6RN0 Freddie Mac Gold Pool 33341.78 37445.15 USGSE Long
898813AQ3 898813AQ3 Tucson Electric Power Co 490000.0 640235.66 CORP Long
60687YAZ2 60687YAZ2 Mizuho Financial Group Inc 400000.0 418644.98 CORP Long
910047109 910047109 United Airlines Holdings Inc 251462.0 13148947.98 CORP Long
253868103 253868103 Digital Realty Trust Inc 224391.0 33761869.86 CORP Long
31417ECJ8 31417ECJ8 Fannie Mae Pool 414974.67 442227.22 USGSE Long
88362T103 88362T103 Thermon Group Holdings Inc 22609.0 385257.36 CORP Long
88023U101 88023U101 Tempur Sealy International Inc 154580.0 6057990.2 CORP Long
29444UBD7 29444UBD7 Equinix Inc 1250000.0 1338221.14 CORP Long
26442CAA2 26442CAA2 Duke Energy Carolinas LLC 425000.0 591956.83 CORP Long
86562MAH3 86562MAH3 Sumitomo Mitsui Financial Group Inc 1275000.0 1283526.72 CORP Long
3132DMUS2 3132DMUS2 Freddie Mac Pool 2824155.117 3047829.05 USGSE Long
023135AQ9 023135AQ9 Amazon.com Inc 1275000.0 1730886.49 CORP Long
15189XAV0 15189XAV0 CenterPoint Energy Houston Electric LLC 500000.0 513159.82 CORP Long
92214X106 92214X106 Varex Imaging Corp 29662.0 795534.84 CORP Long
66285WFB7 66285WFB7 North Texas Tollway Authority 700000.0 1155984.41 MUN Long
3138WCH97 3138WCH97 Fannie Mae Pool 117449.59 127577.34 USGSE Long
91282CBA8 91282CBA8 United States Treasury Note/Bond 158420000.0 157578393.75 UST Long
37045V100 37045V100 General Motors Co 1036903.0 61353550.51 CORP Long
097023CP8 097023CP8 Boeing Co/The 600000.0 609924.33 CORP Long
233835AQ0 233835AQ0 Daimler Finance North America LLC 605000.0 916138.3 CORP Long
317585404 317585404 Financial Institutions Inc 10038.0 301140.0 CORP Long
31417Y4C8 31417Y4C8 Fannie Mae Pool 782671.75 847705.98 USGSE Long
05492VAF2 05492VAF2 BBCMS Mortgage Trust 2020-C7 150000.0 151108.5 CORP Long
88579YAX9 88579YAX9 3M Co 1325000.0 1366326.56 CORP Long
78015K7H1 78015K7H1 Royal Bank of Canada 2050000.0 2061313.77 CORP Long
251799AA0 251799AA0 Devon Energy Corp 245000.0 348872.85 CORP Long
65540B105 65540B105 Noodles & Co 27098.0 338183.04 CORP Long
3138E2E50 3138E2E50 Fannie Mae Pool 182597.19 191466.94 USGSE Long
31410KUG7 31410KUG7 Fannie Mae Pool 27635.19 32085.57 USGSE Long
31371H2D9 31371H2D9 Fannie Mae Pool 12862.18 14019.87 USGSE Long
254687ET9 254687ET9 Walt Disney Co/The 1400000.0 1954752.1 CORP Long
640268108 640268108 Nektar Therapeutics 151005.0 2591245.8 CORP Long
931142EK5 931142EK5 Walmart Inc 1650000.0 1747330.08 CORP Long
00108WAK6 00108WAK6 AEP Texas Inc 2379000.0 2467245.37 CORP Long
06051GFH7 06051GFH7 Bank of America Corp 3025000.0 3320235.67 CORP Long
36257AAE1 36257AAE1 GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_19-2 94470.39 94691.99 CORP Long
34528QGD0 34528QGD0 FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_18-2 900000.0 942514.29 CORP Long
3128LBUV8 3128LBUV8 Freddie Mac Gold Pool 112518.66 128173.89 USGSE Long
3140KEJ58 3140KEJ58 Fannie Mae Pool 285205.33 295288.45 USGSE Long
594712UF6 594712UF6 Michigan State University 200000.0 230736.68 MUN Long
911312AY2 911312AY2 United Parcel Service Inc 1575000.0 1675608.86 CORP Long
03815U300 03815U300 Applied DNA Sciences Inc 2700.0 18333.0 CORP Long
884903BV6 884903BV6 Thomson Reuters Corp 400000.0 435497.25 CORP Long
36290WKG6 36290WKG6 Ginnie Mae I Pool 47431.7619 55457.36 USGA Long
202795JD3 202795JD3 Commonwealth Edison Co 825000.0 1056687.27 CORP Long
46642NBD7 46642NBD7 JPMBB Commercial Mortgage Securities Trust 2014-C22 650000.0 702513.5 CORP Long
312940CM9 312940CM9 Freddie Mac Gold Pool 85496.03 96298.53 USGSE Long
29250NAZ8 29250NAZ8 Enbridge Inc 825000.0 883554.32 CORP Long
133034108 133034108 Camden National Corp 12984.0 620115.84 CORP Long
126408HJ5 126408HJ5 CSX Corp 1275000.0 1437400.01 CORP Long
3138YXBQ7 3138YXBQ7 Fannie Mae Pool 784127.73 838305.0 USGSE Long
209111FQ1 209111FQ1 Consolidated Edison Co of New York Inc 500000.0 606747.11 CORP Long
64971MZG0 64971MZG0 New York City Transitional Finance Authority Future Tax Secured Revenue 300000.0 385806.21 MUN Long
31418DME9 31418DME9 Fannie Mae Pool 856873.22 900759.35 USGSE Long
00206RDC3 00206RDC3 AT&T Inc 825000.0 901447.45 CORP Long
3128P7NS8 3128P7NS8 Freddie Mac Gold Pool 186615.36 202607.18 USGSE Long
171798AE1 171798AE1 Cimarex Energy Co 600000.0 682178.62 CORP Long
3140X7FK0 3140X7FK0 Fannie Mae Pool 1005181.42 1056505.78 USGSE Long
440452AG5 440452AG5 Hormel Foods Corp 750000.0 751441.84 CORP Long
3128MDA60 3128MDA60 Freddie Mac Gold Pool 2160.36 2288.77 USGSE Long
007924AJ2 007924AJ2 Aegon NV 585000.0 664004.64 CORP Long
06406RAE7 06406RAE7 Bank of New York Mellon Corp/The 850000.0 883716.59 CORP Long
36179TAK1 36179TAK1 Ginnie Mae II Pool 2028284.434 2138673.0 USGA Long
743756AE8 743756AE8 Providence St Joseph Health Obligated Group 400000.0 464213.5 CORP Long
36258NAD4 36258NAD4 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-1 115000.0 118126.85 CORP Long
13063BFR8 13063BFR8 State of California 500000.0 842271.9 MUN Long
04636NAC7 04636NAC7 Astrazeneca Finance LLC 1000000.0 998860.54 CORP Long
3140X75B1 3140X75B1 Fannie Mae Pool 1176052.33 1237854.12 USGSE Long
31412LE22 31412LE22 Fannie Mae Pool 4981.39 5862.41 USGSE Long
56117J100 56117J100 Malibu Boats Inc 16616.0 1218451.28 CORP Long
084659AP6 084659AP6 Berkshire Hathaway Energy Co 250000.0 283962.5 CORP Long
161175AY0 161175AY0 Charter Communications Operating LLC / Charter Communications Operating Capital 3500000.0 3968568.07 CORP Long
3140E1T45 3140E1T45 Fannie Mae Pool 1275765.3 1363909.33 USGSE Long
3138ER5G1 3138ER5G1 Fannie Mae Pool 687049.34 746536.55 USGSE Long
3128M5NP1 3128M5NP1 Freddie Mac Gold Pool 40023.53 46978.39 USGSE Long
37045VAU4 37045VAU4 General Motors Co 1800000.0 2266044.32 CORP Long
855244AW9 855244AW9 Starbucks Corp 600000.0 608530.97 CORP Long
639050103 639050103 Natus Medical Inc 31072.0 807250.56 CORP Long
530307305 530307305 Liberty Broadband Corp 113178.0 19654491.48 CORP Long
55608B105 55608B105 Macquarie Infrastructure Corp 59310.0 2269793.7 CORP Long
3140X6XR7 3140X6XR7 Fannie Mae Pool 842946.0554 903942.56 USGSE Long
3140QANJ5 3140QANJ5 Fannie Mae Pool 1318975.84 1448418.15 USGSE Long
30231GBN1 30231GBN1 Exxon Mobil Corp 1875000.0 1977690.51 CORP Long
341271AD6 341271AD6 State Board of Administration Finance Corp 1300000.0 1312490.53 MUN Long
171798AD3 171798AD3 Cimarex Energy Co 700000.0 772250.56 CORP Long
3132XCRV9 3132XCRV9 Freddie Mac Gold Pool 3634772.22 3959934.58 USGSE Long
29874QEM2 29874QEM2 European Bank for Reconstruction & Development 2000000.0 1968137.58 CORP Long
3138ERA59 3138ERA59 Fannie Mae Pool 206708.6 224284.58 USGSE Long
90291JAW7 90291JAW7 UBS Commercial Mortgage Trust 2018-C9 1200000.0 1363608.0 CORP Long
100557107 100557107 Boston Beer Co Inc/The 7272.0 7423257.6 CORP Long
73931J109 73931J109 Powerfleet Inc 36995.0 266364.0 CORP Long
36202FHX7 36202FHX7 Ginnie Mae II Pool 421295.72 462758.84 USGA Long
36206W3S2 36206W3S2 Ginnie Mae I Pool 282.8 312.96 USGA Long
693475AP0 693475AP0 PNC Financial Services Group Inc/The 500000.0 543328.01 CORP Long
3128L0VL3 3128L0VL3 Freddie Mac Gold Pool 2138.61 2335.37 USGSE Long
153527106 153527106 Central Garden & Pet Co 12440.0 658449.2 CORP Long
671044105 671044105 OSI Systems Inc 14171.0 1440340.44 CORP Long
92939HAY1 92939HAY1 WFRBS Commercial Mortgage Trust 2014-C23 125000.0 136005.0 CORP Long
36179RF95 36179RF95 Ginnie Mae II Pool 1821534.273 1942941.54 USGA Long
478160BT0 478160BT0 Johnson & Johnson 600000.0 615916.61 CORP Long
917542QV7 917542QV7 State of Utah 576000.0 614728.74 MUN Long
3128MBV20 3128MBV20 Freddie Mac Gold Pool 1763.46 1822.24 USGSE Long
29736RAQ3 29736RAQ3 Estee Lauder Cos Inc/The 600000.0 634244.74 CORP Long
36202FB47 36202FB47 Ginnie Mae II Pool 820632.54 916984.48 USGA Long
031162CR9 031162CR9 Amgen Inc 2800000.0 2912007.87 CORP Long
842587CV7 842587CV7 Southern Co/The 500000.0 542423.83 CORP Long
3128M6XE3 3128M6XE3 Freddie Mac Gold Pool 44176.01 53805.63 USGSE Long
585055BS4 585055BS4 Medtronic Inc 938000.0 1029582.86 CORP Long
09261XAA0 09261XAA0 Blackstone Secured Lending Fund 500000.0 506843.85 CORP Long
G85347105 G85347105 Strongbridge Biopharma PLC 45300.0 134541.0 CORP Long
494550BD7 494550BD7 Kinder Morgan Energy Partners LP 1625000.0 2262907.01 CORP Long
12624KAF3 12624KAF3 COMM 2012-CCRE2 Mortgage Trust 189000.0 192628.8 CORP Long
24422EUM9 24422EUM9 John Deere Capital Corp 200000.0 214914.12 CORP Long
125523CD0 125523CD0 Cigna Corp 334000.0 476977.72 CORP Long
879360AE5 879360AE5 Teledyne Technologies Inc 900000.0 925242.95 CORP Long
69353REQ7 69353REQ7 PNC Bank NA 825000.0 897188.37 CORP Long
172062AE1 172062AE1 Cincinnati Financial Corp 275000.0 375536.31 CORP Long
57582RG34 57582RG34 Commonwealth of Massachusetts 2175000.0 2193841.59 MUN Long
15118V207 15118V207 Celsius Holdings Inc 23219.0 1766733.71 CORP Long
3140KNKS6 3140KNKS6 Fannie Mae Pool 1474575.97 1490091.75 USGSE Long
69363PAC4 69363PAC4 PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE 225000.0 260806.5 CORP Long
3132DV3M5 3132DV3M5 Freddie Mac Pool 1127412.073 1175404.54 USGSE Long
594960304 594960304 MicroVision Inc 125498.0 2102091.5 CORP Long
624580106 624580106 Movado Group Inc 13282.0 417984.54 CORP Long
3128MJXL9 3128MJXL9 Freddie Mac Gold Pool 649300.06 704976.37 USGSE Long
830566105 830566105 Skechers USA Inc 106231.0 5293490.73 CORP Long
606822BV5 606822BV5 Mitsubishi UFJ Financial Group Inc 1000000.0 1004802.13 CORP Long
126408HM8 126408HM8 CSX Corp 900000.0 1046252.15 CORP Long
31620MBU9 31620MBU9 Fidelity National Information Services Inc 700000.0 719158.76 CORP Long
91324PEC2 91324PEC2 UnitedHealth Group Inc 500000.0 500338.27 CORP Long
12652UAU3 12652UAU3 CSAIL 2018-CX11 Commercial Mortgage Trust 1200000.0 1356240.0 CORP Long
606822BH6 606822BH6 Mitsubishi UFJ Financial Group Inc 1290000.0 1452188.24 CORP Long
362191PJ1 362191PJ1 Ginnie Mae I Pool 50.48 53.42 USGA Long
202795JF8 202795JF8 Commonwealth Edison Co 625000.0 714054.44 CORP Long
05463HAB7 05463HAB7 AXIS Specialty Finance LLC 1840000.0 2027603.36 CORP Long
302445AE1 302445AE1 FLIR Systems Inc 500000.0 502579.45 CORP Long
278642103 278642103 eBay Inc 513534.0 36055222.14 CORP Long
06541UCD6 06541UCD6 BANK 2020-BNK30 35000.0 34615.0 CORP Long
78409VAR5 78409VAR5 S&P Global Inc 1000000.0 858641.32 CORP Long
437076BM3 437076BM3 Home Depot Inc/The 1750000.0 1905127.84 CORP Long
796253T93 796253T93 City of San Antonio TX Electric & Gas Systems Revenue 225000.0 319892.67 MUN Long
46645JAD4 46645JAD4 JPMBB Commercial Mortgage Securities Trust 2015-C33 300000.0 331308.0 CORP Long
801060AC8 801060AC8 Sanofi 1050000.0 1109334.85 CORP Long
3136AY7L1 3136AY7L1 Fannie Mae-Aces 575000.0 632304.5 USGSE Long
233851EB6 233851EB6 Daimler Finance North America LLC 500000.0 499811.72 CORP Long
3128MMUM3 3128MMUM3 Freddie Mac Gold Pool 723939.85 763664.02 USGSE Long
94973VBB2 94973VBB2 Anthem Inc 1750000.0 2184189.39 CORP Long
3128PXS72 3128PXS72 Freddie Mac Gold Pool 175606.65 184422.44 USGSE Long
31402DP79 31402DP79 Fannie Mae Pool 264386.59 305772.45 USGSE Long
3138YSM37 3138YSM37 Fannie Mae Pool 1763789.7 1888674.65 USGSE Long
26078JAD2 26078JAD2 DuPont de Nemours Inc 2225000.0 2651762.12 CORP Long
01F012676 01F012676 Fannie Mae or Freddie Mac 27857000.0 27291154.69 USGSE Long
67066GAH7 67066GAH7 NVIDIA Corp 1465000.0 1656743.49 CORP Long
045167FB4 045167FB4 Asian Development Bank 3000000.0 3004428.42 CORP Long
254687FV3 254687FV3 Walt Disney Co/The 2000000.0 2056459.6 CORP Long
02665WBH3 02665WBH3 American Honda Finance Corp 250000.0 263419.59 CORP Long
941053AJ9 941053AJ9 Waste Connections Inc 950000.0 1046522.64 CORP Long
84833T103 84833T103 Spero Therapeutics Inc 19238.0 268562.48 CORP Long
9128282Y5 9128282Y5 United States Treasury Note/Bond 40408000.0 42504165.0 UST Long
17322U207 17322U207 Citius Pharmaceuticals Inc 106287.0 369878.76 CORP Long
3128M6UP1 3128M6UP1 Freddie Mac Gold Pool 33833.56 39931.06 USGSE Long
3132AEKB1 3132AEKB1 Freddie Mac Pool 619664.15 646066.06 USGSE Long
3140X6ZG9 3140X6ZG9 Fannie Mae Pool 353529.39 368473.25 USGSE Long
529043AE1 529043AE1 Lexington Realty Trust 500000.0 509322.0 CORP Long
564563104 564563104 ManTech International Corp/VA 21151.0 1830407.54 CORP Long
03066RAC9 03066RAC9 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2 75000.0 75144.98 CORP Long
43300A203 43300A203 Hilton Worldwide Holdings Inc 220859.0 26640012.58 CORP Long
3138WBTF2 3138WBTF2 Fannie Mae Pool 34736.35 37731.64 USGSE Long
68621T102 68621T102 Origin Bancorp Inc 19150.0 813109.0 CORP Long
575385109 575385109 Masonite International Corp 19508.0 2180799.32 CORP Long
31677QBM0 31677QBM0 Fifth Third Bank NA 625000.0 700575.59 CORP Long
3132DV4H5 3132DV4H5 Freddie Mac Pool 20189597.02 21023821.07 USGSE Long
260543CK7 260543CK7 Dow Chemical Co/The 550000.0 636130.88 CORP Long
845743BN2 845743BN2 Southwestern Public Service Co 850000.0 1048333.59 CORP Long
36179QHV6 36179QHV6 Ginnie Mae II Pool 210927.18 222117.69 USGA Long
91159HHS2 91159HHS2 US Bancorp 525000.0 604258.79 CORP Long
891906AB5 891906AB5 Global Payments Inc 500000.0 526205.77 CORP Long
907818EP9 907818EP9 Union Pacific Corp 240000.0 259577.82 CORP Long
05492TAG5 05492TAG5 BBCMS Mortgage Trust 2020-C6 143000.0 151241.09 CORP Long
023135BN5 023135BN5 Amazon.com Inc 875000.0 1026650.83 CORP Long
3140J8X57 3140J8X57 Fannie Mae Pool 6935972.065 7282047.94 USGSE Long
3138WHBS0 3138WHBS0 Fannie Mae Pool 686451.18 738796.79 USGSE Long
12515BAD0 12515BAD0 CD 2019-CD8 Mortgage Trust 200000.0 207742.0 CORP Long
650009S53 650009S53 New York State Thruway Authority 330000.0 353510.39 MUN Long
44409MAA4 44409MAA4 Hudson Pacific Properties LP 250000.0 273891.05 CORP Long
06051GGQ6 06051GGQ6 Bank of America Corp 3575000.0 3663928.3 CORP Long
36225BX86 36225BX86 Ginnie Mae I Pool 37432.46 42891.36 USGA Long
343498AB7 343498AB7 Flowers Foods Inc 350000.0 381475.36 CORP Long
78013X6D5 78013X6D5 Royal Bank of Canada 1000000.0 1021172.23 CORP Long
31428XBE5 31428XBE5 FedEx Corp 1075000.0 1339900.96 CORP Long
63254ABB3 63254ABB3 National Australia Bank Ltd/New York 500000.0 505940.98 CORP Long
04965B100 04965B100 Atomera Inc 16254.0 348485.76 CORP Long
78486QAH4 78486QAH4 SVB Financial Group 500000.0 507032.72 CORP Long
25746UDG1 25746UDG1 Dominion Energy Inc 2300000.0 2507599.24 CORP Long
3137F8ZV8 3137F8ZV8 Freddie Mac Multifamily Structured Pass Through Certificates 2150000.0 2169952.0 USGSE Long
69290Y109 69290Y109 PAE Inc 46600.0 414740.0 CORP Long
863667AY7 863667AY7 Stryker Corp 750000.0 741841.35 CORP Long
96221QAG8 96221QAG8 WFRBS Commercial Mortgage Trust 2013-C18 50000.0 53706.5 CORP Long
31417AJM2 31417AJM2 Fannie Mae Pool 139771.52 151032.07 USGSE Long
74456QCC8 74456QCC8 Public Service Electric and Gas Co 750000.0 800014.88 CORP Long
767754872 767754872 Rite Aid Corp 39298.0 640557.4 CORP Long
3128M4UX9 3128M4UX9 Freddie Mac Gold Pool 229938.2 269396.17 USGSE Long
649439205 649439205 New York City REIT Inc 14800.0 193880.0 CORP Long
36201FW37 36201FW37 Ginnie Mae I Pool 2733.11 2777.87 USGA Long
36290VXK5 36290VXK5 Ginnie Mae I Pool 23333.37 27167.78 USGA Long
67018T105 67018T105 Nu Skin Enterprises Inc 40298.0 2282881.7 CORP Long
29273RBL2 29273RBL2 Energy Transfer LP 1400000.0 1633862.06 CORP Long
31384JDV8 31384JDV8 Fannie Mae Pool 4693.2 4960.79 USGSE Long
553498106 553498106 MSA Safety Inc 28275.0 4681774.5 CORP Long
58769VAC4 58769VAC4 MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_20-1 175000.0 175672.21 CORP Long
88262P102 88262P102 Texas Pacific Land Corp 4859.0 7773136.66 CORP Long
021441AF7 021441AF7 Altera Corp 750000.0 813966.27 CORP Long
682680AS2 682680AS2 ONEOK Inc 1150000.0 1270822.59 CORP Long
126650CY4 126650CY4 CVS Health Corp 4300000.0 5289155.66 CORP Long
78015K7C2 78015K7C2 Royal Bank of Canada 1750000.0 1833970.93 CORP Long
36291AQ69 36291AQ69 Ginnie Mae I Pool 41522.1978 47949.83 USGA Long
465410CD8 465410CD8 Republic of Italy Government International Bond 1500000.0 1495283.75 NUSS Long
26442UAA2 26442UAA2 Duke Energy Progress LLC 2051000.0 2228875.95 CORP Long
436440101 436440101 Hologic Inc 203613.0 13585059.36 CORP Long
61763BAX2 61763BAX2 Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 150000.0 158316.0 CORP Long
3132J62G8 3132J62G8 Freddie Mac Gold Pool 321277.85 335541.37 USGSE Long
516548203 516548203 Lantronix Inc 111.0 572.76 CORP Long
5447122H4 5447122H4 Los Angeles County Metropolitan Transportation Authority 400000.0 531889.68 MUN Long
748148SC8 748148SC8 Province of Quebec Canada 1500000.0 1487646.5 NUSS Long
3138A2RB7 3138A2RB7 Fannie Mae Pool 3865.27 4103.41 USGSE Long
3138X0ZQ4 3138X0ZQ4 Fannie Mae Pool 997758.01 1078780.05 USGSE Long
717081DM2 717081DM2 Pfizer Inc 200000.0 216535.45 CORP Long
09075F107 09075F107 Bionano Genomics Inc 222000.0 1627260.0 CORP Long
26441C204 26441C204 Duke Energy Corp 609050.0 60125416.0 CORP Long
12326C105 12326C105 Business First Bancshares Inc 12976.0 297799.2 CORP Long
20030NDA6 20030NDA6 Comcast Corp 1050000.0 1104806.67 CORP Long
912828T91 912828T91 United States Treasury Note/Bond 21250800.0 21894964.88 UST Long
3138XYRT3 3138XYRT3 Fannie Mae Pool 659732.14 693861.01 USGSE Long
53224K302 53224K302 Lightbridge Corp 2095.0 15440.15 CORP Long
92553PAW2 92553PAW2 ViacomCBS Inc 500000.0 639307.13 CORP Long
61747YEA9 61747YEA9 Morgan Stanley 2000000.0 1992109.4 CORP Long
3132A5HX6 3132A5HX6 Freddie Mac Pool 1751702.11 1836069.69 USGSE Long
31335GMW2 31335GMW2 Freddie Mac Gold Pool 195.28 214.57 USGSE Long
68323AFB5 68323AFB5 Province of Ontario Canada 3130000.0 3340596.95 NUSS Long
31371FDT6 31371FDT6 Fannie Mae Pool 311.92 340.63 USGSE Long
36225AEA4 36225AEA4 Ginnie Mae I Pool 2073.51 2201.34 USGA Long
759509AE2 759509AE2 Reliance Steel & Aluminum Co 360000.0 381339.74 CORP Long
16359R103 16359R103 Chemed Corp 12805.0 6075972.5 CORP Long
86882C105 86882C105 Surgalign Holdings Inc 82707.0 114962.73 CORP Long
G3075P101 G3075P101 Enstar Group Ltd 10241.0 2446779.72 CORP Long
29273RBG3 29273RBG3 Energy Transfer LP 300000.0 337720.4 CORP Long
620076BE8 620076BE8 Motorola Solutions Inc 300000.0 391829.24 CORP Long
12189LAU5 12189LAU5 Burlington Northern Santa Fe LLC 600000.0 764760.92 CORP Long
433323102 433323102 Hingham Institution For Savings The 962.0 279461.0 CORP Long
31410GQ55 31410GQ55 Fannie Mae Pool 111275.07 128092.77 USGSE Long
89788MAD4 89788MAD4 Truist Financial Corp 2000000.0 1998214.12 CORP Long
3137BHXJ1 3137BHXJ1 Freddie Mac Multifamily Structured Pass Through Certificates 675000.0 725301.0 USGSE Long
902104108 902104108 II-VI Inc 83603.0 6068741.77 CORP Long
579780AN7 579780AN7 McCormick & Co Inc/MD 700000.0 771417.4 CORP Long
457187AC6 457187AC6 Ingredion Inc 600000.0 628886.33 CORP Long
91913YBB5 91913YBB5 Valero Energy Corp 1000000.0 1016844.07 CORP Long
360271100 360271100 Fulton Financial Corp 133136.0 2100886.08 CORP Long
31414JVC4 31414JVC4 Fannie Mae Pool 38395.94 39879.16 USGSE Long
205887BJ0 205887BJ0 Conagra Brands Inc 750000.0 773912.75 CORP Long
913017CW7 913017CW7 Raytheon Technologies Corp 1000000.0 1210319.69 CORP Long
045167EV1 045167EV1 Asian Development Bank 5000000.0 4993671.85 CORP Long
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3132D56R8 3132D56R8 Freddie Mac Pool 2143949.8 2245252.29 USGSE Long
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3130AFFX0 3130AFFX0 Federal Home Loan Banks 1965000.0 2235598.19 USGSE Long
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150602605 150602605 Cedar Realty Trust Inc 13200.0 222288.0 CORP Long
50216C108 50216C108 LSI Industries Inc 32279.0 258554.79 CORP Long
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31296M2Q1 31296M2Q1 Freddie Mac Gold Pool 38323.0005 44949.69 USGSE Long
31335GE68 31335GE68 Freddie Mac Gold Pool 137.22 144.07 USGSE Long
36200KQE0 36200KQE0 Ginnie Mae I Pool 12364.6896 13221.04 USGA Long
36179VTW0 36179VTW0 Ginnie Mae II Pool 8614650.0034 8915860.38 USGA Long
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3130AJHU6 3130AJHU6 Federal Home Loan Banks 3500000.0 3479381.5 USGSE Long
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3128MEH79 3128MEH79 Freddie Mac Gold Pool 138760.63 144745.02 USGSE Long
3140J9SN2 3140J9SN2 Fannie Mae Pool 714955.45 748849.91 USGSE Long
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31371K3A7 31371K3A7 Fannie Mae Pool 43996.21 51636.6 USGSE Long
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3138WJEE4 3138WJEE4 Fannie Mae Pool 689097.0 726500.5 USGSE Long
36197XAP9 36197XAP9 GS Mortgage Securities Trust 2013-GCJ12 118000.0 122725.9 CORP Long
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14040HBD6 14040HBD6 Capital One Financial Corp 82000.0 86706.84 CORP Long
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460690BL3 460690BL3 Interpublic Group of Cos Inc/The 176000.0 191632.4 CORP Long
35137LAG0 35137LAG0 Fox Corp 1575000.0 1706282.66 CORP Long
046433108 046433108 Astronics Corp 19792.0 346557.92 CORP Long
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46640LAE2 46640LAE2 JPMBB Commercial Mortgage Securities Trust 2013-C14 102173.54 106163.42 CORP Long
68062P106 68062P106 Olema Pharmaceuticals Inc 26604.0 744379.92 CORP Long
90276VAE9 90276VAE9 UBS Commercial Mortgage Trust 2018-C8 200000.0 226564.0 CORP Long
31283HCX1 31283HCX1 Freddie Mac Gold Pool 3110.01 3492.63 USGSE Long
00130H105 00130H105 AES Corp/The 531671.0 13860662.97 CORP Long
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3136B8TG4 3136B8TG4 Fannie Mae-Aces 525000.0 553507.5 USGSE Long
3137BLAC2 3137BLAC2 Freddie Mac Multifamily Structured Pass Through Certificates 1025000.0 1114902.75 USGSE Long
3132DMC60 3132DMC60 Freddie Mac Pool 2933345.16 3208879.55 USGSE Long
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3140X66J5 3140X66J5 Fannie Mae Pool 544523.36 601416.47 USGSE Long
29379VBW2 29379VBW2 Enterprise Products Operating LLC 2100000.0 2430497.92 CORP Long
404280CJ6 404280CJ6 HSBC Holdings PLC 3000000.0 3040106.64 CORP Long
31413QR67 31413QR67 Fannie Mae Pool 10739.68 12183.18 USGSE Long
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31376KDS2 31376KDS2 Fannie Mae Pool 179508.2278 209087.14 USGSE Long
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26442CAH7 26442CAH7 Duke Energy Carolinas LLC 710000.0 964860.31 CORP Long
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1301ETAA0 1301ETAA0 California Endowment/The 150000.0 143975.04 CORP Long
31417T6M5 31417T6M5 Fannie Mae Pool 9153.8 9625.01 USGSE Long
912810SY5 912810SY5 United States Treasury Note/Bond 22650000.0 23570156.25 UST Long
00215F107 00215F107 ATN International Inc 9908.0 450714.92 CORP Long
471048CK2 471048CK2 Japan Bank for International Cooperation 2700000.0 2694600.89 NUSS Long
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886029206 886029206 Thryv Holdings Inc 13500.0 482895.0 CORP Long
3137FHQ71 3137FHQ71 Freddie Mac Multifamily Structured Pass Through Certificates 375000.0 459498.75 USGSE Long
05352A100 05352A100 Avantor Inc 394500.0 14008695.0 CORP Long
83362P995 83362P995 SRAX Inc 7581.0 1364.58 CORP Long
31339SWL5 31339SWL5 Freddie Mac Pool 2657518.66 2777050.93 USGSE Long
032797300 032797300 Anavex Life Sciences Corp 55577.0 1270490.22 CORP Long
05526DBT1 05526DBT1 BAT Capital Corp 1000000.0 979212.74 CORP Long
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341081EQ6 341081EQ6 Florida Power & Light Co 225000.0 305181.92 CORP Long
14149YBM9 14149YBM9 Cardinal Health Inc 500000.0 564178.68 CORP Long
615369AT2 615369AT2 Moody's Corp 250000.0 261506.6 CORP Long
133131102 133131102 Camden Property Trust 78343.0 10393765.81 CORP Long
578454AB6 578454AB6 Mayo Clinic 250000.0 293304.7 CORP Long
36164Q6M5 36164Q6M5 GE Capital International Funding Co Unlimited Co 474000.0 517130.92 CORP Long
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65249B109 65249B109 News Corp 313485.0 8078508.45 CORP Long
68268W103 68268W103 OneMain Holdings Inc 67880.0 4066690.8 CORP Long
441593100 441593100 Houlihan Lokey Inc 41095.0 3361160.05 CORP Long
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55277P104 55277P104 MGE Energy Inc 28969.0 2156452.36 CORP Long
857477AL7 857477AL7 State Street Corp 550000.0 577762.82 CORP Long
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42217KBF2 42217KBF2 Welltower Inc 1264000.0 1395200.53 CORP Long
550424105 550424105 Luminar Technologies Inc 164987.0 3621464.65 CORP Long
3132DWBH5 3132DWBH5 Freddie Mac Pool 15795151.69 15960348.44 USGSE Long
3138EKEF8 3138EKEF8 Fannie Mae Pool 500549.86 545815.79 USGSE Long
254687DZ6 254687DZ6 Walt Disney Co/The 775000.0 1091978.92 CORP Long
31391UQ65 31391UQ65 Fannie Mae Pool 19753.27 22748.82 USGSE Long
33938XAA3 33938XAA3 Flex Ltd 200000.0 231016.62 CORP Long
871607107 871607107 Synopsys Inc 121497.0 33507657.63 CORP Long
30161Q104 30161Q104 Exelixis Inc 249428.0 4544578.16 CORP Long
31418CMJ0 31418CMJ0 Fannie Mae Pool 2159981.77 2275610.13 USGSE Long
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90265EAM2 90265EAM2 UDR Inc 150000.0 164243.48 CORP Long
136375CV2 136375CV2 Canadian National Railway Co 1000000.0 1244398.8 CORP Long
98936J101 98936J101 Zendesk Inc 94387.0 13623819.58 CORP Long
31371KWH0 31371KWH0 Fannie Mae Pool 708365.31 815319.69 USGSE Long
50181P100 50181P100 LCNB Corp 10252.0 167825.24 CORP Long
3128MJVN7 3128MJVN7 Freddie Mac Gold Pool 737847.99 789777.29 USGSE Long
36176XFN4 36176XFN4 Ginnie Mae I Pool 454914.97 483813.22 USGA Long
448579AG7 448579AG7 Hyatt Hotels Corp 850000.0 937668.53 CORP Long
049560AQ8 049560AQ8 Atmos Energy Corp 900000.0 1084313.21 CORP Long
25746UCY3 25746UCY3 Dominion Energy Inc 200000.0 229835.44 CORP Long
06406RAJ6 06406RAJ6 Bank of New York Mellon Corp/The 525000.0 559115.29 CORP Long
857477103 857477103 State Street Corp 262247.0 21577683.16 CORP Long
366651107 366651107 Gartner Inc 64756.0 15683903.2 CORP Long
808513AZ8 808513AZ8 Charles Schwab Corp/The 440000.0 507199.78 CORP Long
74834LAV2 74834LAV2 Quest Diagnostics Inc 300000.0 325734.16 CORP Long
30216BHK1 30216BHK1 Export Development Canada 1485000.0 1509299.78 NUSS Long
31417YSY4 31417YSY4 Fannie Mae Pool 734287.98 796740.2 USGSE Long
010392FT0 010392FT0 Alabama Power Co 3750000.0 4097598.53 CORP Long
20030NCU3 20030NCU3 Comcast Corp 1200000.0 1411159.93 CORP Long
191216CV0 191216CV0 Coca-Cola Co/The 2125000.0 2089074.73 CORP Long
097023CS2 097023CS2 Boeing Co/The 2625000.0 2797861.24 CORP Long
369550AZ1 369550AZ1 General Dynamics Corp 500000.0 534263.33 CORP Long
36209RUT8 36209RUT8 Ginnie Mae I Pool 222967.56 243501.11 USGA Long
47837RAA8 47837RAA8 Johnson Controls International plc / Tyco Fire & Security Finance SCA 500000.0 481884.79 CORP Long
563771203 563771203 Mannatech Inc 34.0 938.4 CORP Long
36225BET1 36225BET1 Ginnie Mae I Pool 19389.48 21880.89 USGA Long
872540AQ2 872540AQ2 TJX Cos Inc/The 750000.0 788699.24 CORP Long
010392FK9 010392FK9 Alabama Power Co 700000.0 750903.85 CORP Long
880591ES7 880591ES7 Tennessee Valley Authority 700000.0 979342.93 USGA Long
037833AL4 037833AL4 Apple Inc 3025000.0 3600417.41 CORP Long
55336VAT7 55336VAT7 MPLX LP 1775000.0 2296668.47 CORP Long
90276YAH6 90276YAH6 UBS Commercial Mortgage Trust 2019-C16 125000.0 138845.0 CORP Long
16876BAA0 16876BAA0 Children's Hospital Corp/The 200000.0 253026.49 CORP Long
725906AN1 725906AN1 Barrick Gold Corp 375000.0 517507.41 CORP Long
3128MJFH8 3128MJFH8 Freddie Mac Gold Pool 54884.95 61606.47 USGSE Long
3140Q9SE4 3140Q9SE4 Fannie Mae Pool 622569.19 663873.36 USGSE Long
12189TAA2 12189TAA2 Burlington Northern Santa Fe LLC 700000.0 875019.99 CORP Long
31418CDG6 31418CDG6 Fannie Mae Pool 901364.94 929652.21 USGSE Long
195325DP7 195325DP7 Colombia Government International Bond 1800000.0 1963337.65 NUSS Long
637432NP6 637432NP6 National Rural Utilities Cooperative Finance Corp 500000.0 550511.23 CORP Long
08161CAB7 08161CAB7 Benchmark 2018-B2 Mortgage Trust 450000.0 467905.5 CORP Long
010392FM5 010392FM5 Alabama Power Co 570000.0 650069.62 CORP Long
260557103 260557103 Dow Inc 590888.0 37391392.64 CORP Long
29736RAG5 29736RAG5 Estee Lauder Cos Inc/The 375000.0 471914.49 CORP Long
91412HKE2 91412HKE2 University of California 500000.0 505047.2 MUN Long
22160K105 22160K105 Costco Wholesale Corp 350812.0 138805784.04 CORP Long
36202ESC4 36202ESC4 Ginnie Mae II Pool 15410.38 17709.05 USGA Long
595620AS4 595620AS4 MidAmerican Energy Co 575000.0 656331.5 CORP Long
68404L201 68404L201 Option Care Health Inc 86267.0 1886659.29 CORP Long
36241KT40 36241KT40 Ginnie Mae I Pool 185488.58 207599.28 USGA Long
05971KAA7 05971KAA7 Banco Santander SA 1300000.0 1487222.74 CORP Long
912810QN1 912810QN1 United States Treasury Note/Bond 5967000.0 8742587.05 UST Long
98139A105 98139A105 Workiva Inc 29035.0 3232466.55 CORP Long
832696AT5 832696AT5 J M Smucker Co/The 550000.0 593150.51 CORP Long
62921N105 62921N105 NGM Biopharmaceuticals Inc 10858.0 214119.76 CORP Long
87266M107 87266M107 TPG RE Finance Trust Inc 51600.0 694020.0 CORP Long
500769JB1 500769JB1 Kreditanstalt fuer Wiederaufbau 4700000.0 4784854.6 CORP Long
025816CC1 025816CC1 American Express Co 1000000.0 1070219.1 CORP Long
84265VAE5 84265VAE5 Southern Copper Corp 750000.0 1070947.23 CORP Long
04746L104 04746L104 Athira Pharma Inc 26677.0 273172.48 CORP Long
17327FAC0 17327FAC0 Citigroup Commercial Mortgage Trust 2018-B2 175000.0 194285.0 CORP Long
500630DH8 500630DH8 Korea Development Bank/The 1000000.0 982982.33 NUSS Long
431571108 431571108 Hillenbrand Inc 56149.0 2475047.92 CORP Long
87157B103 87157B103 Synchronoss Technologies Inc 55665.0 199837.35 CORP Long
05971KAD1 05971KAD1 Banco Santander SA 400000.0 421050.9 CORP Long
31287RT74 31287RT74 Freddie Mac Gold Pool 6360.03 7160.79 USGSE Long
88642R109 88642R109 Tidewater Inc 24300.0 292815.0 CORP Long
035240AU4 035240AU4 Anheuser-Busch InBev Worldwide Inc 2025000.0 2491987.7 CORP Long
912810QK7 912810QK7 United States Treasury Note/Bond 8449000.0 11097233.44 UST Long
3132DVKP9 3132DVKP9 Freddie Mac Pool 5028287.69 5391034.9 USGSE Long
90276RBH0 90276RBH0 UBS Commercial Mortgage Trust 2017-C4 262000.0 289821.78 CORP Long
98956P102 98956P102 Zimmer Biomet Holdings Inc 165207.0 26568589.74 CORP Long
3133KYU64 3133KYU64 Freddie Mac Pool 3041127.8421 3097208.98 USGSE Long
91359E105 91359E105 Universal Health Realty Income Trust 9107.0 560535.85 CORP Long
912810SE9 912810SE9 United States Treasury Note/Bond 26885700.0 34312874.63 UST Long
90238J103 90238J103 Tyme Technologies Inc 26570.0 33478.2 CORP Long
91324PCN0 91324PCN0 UnitedHealth Group Inc 1325000.0 1367117.62 CORP Long
108621103 108621103 Bridgewater Bancshares Inc 24367.0 393527.05 CORP Long
90137F103 90137F103 22nd Century Group Inc 102339.0 473829.57 CORP Long
00287YAQ2 00287YAQ2 AbbVie Inc 3618000.0 3949676.46 CORP Long
254687EV4 254687EV4 Walt Disney Co/The 690000.0 898525.79 CORP Long
28368EAE6 28368EAE6 Kinder Morgan Inc 1025000.0 1477112.87 CORP Long
63947U107 63947U107 nCino Inc 45140.0 2704788.8 CORP Long
88579YBH3 88579YBH3 3M Co 600000.0 625077.89 CORP Long
30258N501 30258N501 FAT Brands Inc 346.0 7549.72 CORP Long
49456BAP6 49456BAP6 Kinder Morgan Inc 1080000.0 1233578.68 CORP Long
20030NCG4 20030NCG4 Comcast Corp 1317000.0 1567192.61 CORP Long
58933YAT2 58933YAT2 Merck & Co Inc 2295000.0 2653841.13 CORP Long
36212NAN7 36212NAN7 Ginnie Mae I Pool 20566.1901 24586.72 USGA Long
90353T100 90353T100 Uber Technologies Inc 1038325.0 52040849.0 CORP Long
31402CWS7 31402CWS7 Fannie Mae Pool 11826.73 13726.32 USGSE Long
3140HJZU8 3140HJZU8 Fannie Mae Pool 429485.25 458207.63 USGSE Long
17323CAE7 17323CAE7 Citigroup Commercial Mortgage Trust 2015-GC27 800000.0 852648.0 CORP Long
12532CBA2 12532CBA2 CFCRE Commercial Mortgage Trust 2017-C8 300000.0 330099.0 CORP Long
833034AM3 833034AM3 Snap-on Inc 400000.0 423613.85 CORP Long
3138AEJ87 3138AEJ87 Fannie Mae Pool 429396.27 468671.52 USGSE Long
3140X7YM5 3140X7YM5 Fannie Mae Pool 578204.57 615686.91 USGSE Long
21036PAX6 21036PAX6 Constellation Brands Inc 750000.0 781166.86 CORP Long
91087BAM2 91087BAM2 Mexico Government International Bond 2200000.0 2151165.68 NUSS Long
3140X9C29 3140X9C29 Fannie Mae Pool 5583174.6581 5956557.84 USGSE Long
313380GJ0 313380GJ0 Federal Home Loan Banks 1000000.0 1022080.0 USGSE Long
3128MJMN7 3128MJMN7 Freddie Mac Gold Pool 35229.84 38816.09 USGSE Long
369550AU2 369550AU2 General Dynamics Corp 900000.0 919513.68 CORP Long
125523AG5 125523AG5 Cigna Corp 650000.0 728575.52 CORP Long
054540208 054540208 Axcelis Technologies Inc 26006.0 1051162.52 CORP Long
11135FBE0 11135FBE0 Broadcom Inc 600000.0 600280.46 CORP Long
384637104 384637104 Graham Holdings Co 3134.0 1986642.6 CORP Long
31416BS82 31416BS82 Fannie Mae Pool 329845.5 363545.35 USGSE Long
06406FAE3 06406FAE3 Bank of New York Mellon Corp/The 500000.0 530981.01 CORP Long
36202FXB7 36202FXB7 Ginnie Mae II Pool 439516.4185 482927.54 USGA Long
36179TEZ4 36179TEZ4 Ginnie Mae II Pool 7249840.01 7685435.05 USGA Long
3140X9DB8 3140X9DB8 Fannie Mae Pool 742618.8106 767741.01 USGSE Long
341081FZ5 341081FZ5 Florida Power & Light Co 1984000.0 2120155.57 CORP Long
31292XRS0 31292XRS0 Freddie Mac Gold Pool 2431.95 2471.63 USGSE Long
314353AA1 314353AA1 FedEx Corp 2020-1 Class AA Pass Through Trust 800000.0 792222.62 CORP Long
31292GPE0 31292GPE0 Freddie Mac Gold Pool 142.27 156.61 USGSE Long
168905107 168905107 Children's Place Inc/The 10719.0 997510.14 CORP Long
31428XCE4 31428XCE4 FedEx Corp 450000.0 463336.56 CORP Long
071813CB3 071813CB3 Baxter International Inc 600000.0 584059.66 CORP Long
31402DC24 31402DC24 Fannie Mae Pool 12672.52 14301.95 USGSE Long
74005PBT0 74005PBT0 Linde Inc/CT 500000.0 470071.69 CORP Long
3128MMSP9 3128MMSP9 Freddie Mac Gold Pool 295380.78 316226.13 USGSE Long
3132DV3N3 3132DV3N3 Freddie Mac Pool 117425.04 123549.11 USGSE Long
31418DSJ2 31418DSJ2 Fannie Mae Pool 12311067.83 12743895.43 USGSE Long
949090104 949090104 Welbilt Inc 103584.0 2397969.6 CORP Long
097023CF0 097023CF0 Boeing Co/The 225000.0 226590.37 CORP Long
4581X0CU0 4581X0CU0 Inter-American Development Bank 1915000.0 2013931.83 CORP Long
36202EKM0 36202EKM0 Ginnie Mae II Pool 68007.55 81363.35 USGA Long
07330MAA5 07330MAA5 Truist Bank 400000.0 447667.94 CORP Long
3128MJZG8 3128MJZG8 Freddie Mac Gold Pool 242639.2 258322.69 USGSE Long
718546104 718546104 Phillips 66 347110.0 29788980.2 CORP Long
3136AX7E9 3136AX7E9 Fannie Mae-Aces 1206194.52 1329793.27 USGSE Long
749685AX1 749685AX1 RPM International Inc 275000.0 316378.37 CORP Long
418056AS6 418056AS6 Hasbro Inc 400000.0 557114.17 CORP Long
636180BR1 636180BR1 National Fuel Gas Co 100000.0 100868.33 CORP Long
12505BAE0 12505BAE0 CBRE Services Inc 500000.0 506730.13 CORP Long
36202EJG5 36202EJG5 Ginnie Mae II Pool 45468.4779 50351.03 USGA Long
36210AST5 36210AST5 Ginnie Mae I Pool 3203.24 3442.91 USGA Long
3128MJYC8 3128MJYC8 Freddie Mac Gold Pool 2387572.37 2541890.25 USGSE Long
36290QZG3 36290QZG3 Ginnie Mae I Pool 54122.095 61723.95 USGA Long
36202EJX8 36202EJX8 Ginnie Mae II Pool 108500.84 125319.07 USGA Long
139674105 139674105 Capital City Bank Group Inc 9619.0 248074.01 CORP Long
3128MJXF2 3128MJXF2 Freddie Mac Gold Pool 453715.8 483838.04 USGSE Long
45768S105 45768S105 Innospec Inc 19761.0 1790544.21 CORP Long
959802AH2 959802AH2 Western Union Co/The 410000.0 518488.26 CORP Long
3128M8A20 3128M8A20 Freddie Mac Gold Pool 319111.82 351380.09 USGSE Long
553573106 553573106 MSG Networks Inc 25247.0 368101.26 CORP Long
666807BM3 666807BM3 Northrop Grumman Corp 1300000.0 1386024.58 CORP Long
31418DQ88 31418DQ88 Fannie Mae Pool 16612188.9835 17183424.02 USGSE Long
76674Q107 76674Q107 Rimini Street Inc 27624.0 170163.84 CORP Long
G30401106 G30401106 Endo International PLC 187335.0 876727.8 CORP Long
912828ZC7 912828ZC7 United States Treasury Note/Bond 32270000.0 32854893.75 UST Long
31292GCH7 31292GCH7 Freddie Mac Gold Pool 10.24 10.36 USGSE Long
101137AT4 101137AT4 Boston Scientific Corp 750000.0 915968.35 CORP Long
3132DV3V5 3132DV3V5 Freddie Mac Pool 2397414.29 2551233.11 USGSE Long
14687TAC1 14687TAC1 CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P2 100000.0 99852.2 CORP Long
31417G4Z6 31417G4Z6 Fannie Mae Pool 3205564.75 3465888.02 USGSE Long
10373QBG4 10373QBG4 BP Capital Markets America Inc 1700000.0 1651185.81 CORP Long
775109AY7 775109AY7 Rogers Communications Inc 300000.0 320691.15 CORP Long
61767CAV0 61767CAV0 Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 1000000.0 1107110.0 CORP Long
61744YAP3 61744YAP3 Morgan Stanley 2850000.0 3200437.6 CORP Long
46625HHV5 46625HHV5 JPMorgan Chase & Co 1375000.0 1883367.67 CORP Long
08162XBL7 08162XBL7 Benchmark 2020-B20 Mortgage Trust 35000.0 35589.05 CORP Long
302154DE6 302154DE6 Export-Import Bank of Korea 500000.0 497642.87 NUSS Long
785592AV8 785592AV8 Sabine Pass Liquefaction LLC 1200000.0 1420070.54 CORP Long
61762XAU1 61762XAU1 Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 445000.0 475571.5 CORP Long
31292GYH3 31292GYH3 Freddie Mac Gold Pool 2805.57 3074.08 USGSE Long
258278100 258278100 Dorman Products Inc 21676.0 2247150.92 CORP Long
31416VSM7 31416VSM7 Fannie Mae Pool 21485.6 25056.66 USGSE Long
094235108 094235108 Bloomin' Brands Inc 71500.0 1940510.0 CORP Long
045327103 045327103 Aspen Technology Inc 53608.0 7373244.32 CORP Long
3140J8AM5 3140J8AM5 Fannie Mae Pool 290903.05 317218.17 USGSE Long
500769JG0 500769JG0 Kreditanstalt fuer Wiederaufbau 2000000.0 1878158.62 CORP Long
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670704105 670704105 NuVasive Inc 40501.0 2745157.78 CORP Long
46641WAV9 46641WAV9 JPMBB Commercial Mortgage Securities Trust 2014-C19 225000.0 241866.0 CORP Long
883203BU4 883203BU4 Textron Inc 625000.0 676697.83 CORP Long
00206RKA9 00206RKA9 AT&T Inc 3135000.0 3276365.65 CORP Long
203900105 203900105 Communications Systems Inc 1854.0 13311.72 CORP Long
780097BP5 780097BP5 Natwest Group PLC 2450000.0 2584884.14 CORP Long
071813BQ1 071813BQ1 Baxter International Inc 400000.0 425546.92 CORP Long
501044DE8 501044DE8 Kroger Co/The 500000.0 530706.72 CORP Long
054754874 054754874 Aytu BioPharma Inc 16990.0 85119.9 CORP Long
31379XDB8 31379XDB8 Fannie Mae Pool 1671.61 1699.56 USGSE Long
31381CUX3 31381CUX3 Fannie Mae Pool 7235.41 8002.01 USGSE Long
151191BD4 151191BD4 Celulosa Arauco y Constitucion SA 850000.0 1017170.44 CORP Long
3128MJXX3 3128MJXX3 Freddie Mac Gold Pool 938893.3 999576.13 USGSE Long
89236THD0 89236THD0 Toyota Motor Credit Corp 500000.0 501106.73 CORP Long
278062AE4 278062AE4 Eaton Corp 75000.0 89507.36 CORP Long
30231GBB7 30231GBB7 Exxon Mobil Corp 250000.0 254654.37 CORP Long
57636QAK0 57636QAK0 Mastercard Inc 550000.0 669340.07 CORP Long
31402CVV1 31402CVV1 Fannie Mae Pool 293816.72 346742.19 USGSE Long
34531XAC8 34531XAC8 Ford Foundation/The 750000.0 754447.13 CORP Long
31283HUA1 31283HUA1 Freddie Mac Gold Pool 39021.4381 46091.72 USGSE Long
457030104 457030104 Ingles Markets Inc 10412.0 606707.24 CORP Long
298785JG2 298785JG2 European Investment Bank 5500000.0 5397231.46 CORP Long
681919106 681919106 Omnicom Group Inc 170625.0 13648293.75 CORP Long
097023CK9 097023CK9 Boeing Co/The 650000.0 683140.16 CORP Long
3138ETQP4 3138ETQP4 Fannie Mae Pool 684288.14 740200.91 USGSE Long
65535HAQ2 65535HAQ2 Nomura Holdings Inc 1610000.0 1689584.14 CORP Long
31407GJ74 31407GJ74 Fannie Mae Pool 208864.13 236917.69 USGSE Long
359523107 359523107 Fuel Tech Inc 14473.0 34011.55 CORP Long
80007RAF2 80007RAF2 Sands China Ltd 1489000.0 1666960.02 CORP Long
698299BK9 698299BK9 Panama Government International Bond 400000.0 419095.82 NUSS Long
G0403H108 G0403H108 Aon PLC 170000.0 40589200.0 CORP Long
12572QAG0 12572QAG0 CME Group Inc 133000.0 142573.95 CORP Long
52187K101 52187K101 Leap Therapeutics Inc 36243.0 59438.52 CORP Long
3128K2BZ1 3128K2BZ1 Freddie Mac Gold Pool 161464.08 187597.62 USGSE Long
855244AX7 855244AX7 Starbucks Corp 700000.0 731130.02 CORP Long
056752AM0 056752AM0 Baidu Inc 400000.0 436626.49 CORP Long
29364WAY4 29364WAY4 Entergy Louisiana LLC 200000.0 209493.92 CORP Long
3128MJCT5 3128MJCT5 Freddie Mac Gold Pool 148244.13 175647.68 USGSE Long
402479CF4 402479CF4 Gulf Power Co 250000.0 274302.65 CORP Long
3138Y9MQ8 3138Y9MQ8 Fannie Mae Pool 569438.12 615518.13 USGSE Long
3136AX3J2 3136AX3J2 Fannie Mae-Aces 500000.0 554065.0 USGSE Long
31418AJV1 31418AJV1 Fannie Mae Pool 342582.45 363275.53 USGSE Long
054748108 054748108 AYRO Inc 36700.0 179096.0 CORP Long
001627108 001627108 ALJ Regional Holdings Inc 15022.0 27189.82 CORP Long
31403DGY9 31403DGY9 Fannie Mae Pool 67810.45 77503.13 USGSE Long
36208PZD3 36208PZD3 Ginnie Mae I Pool 1062.28 1223.72 USGA Long
36225FF61 36225FF61 Ginnie Mae II Pool 151998.11 158033.97 USGA Long
29273RBJ7 29273RBJ7 Energy Transfer LP 1050000.0 1336644.58 CORP Long
14067D508 14067D508 Capstone Green Energy Corp 11235.0 63140.7 CORP Long
907818FK9 907818FK9 Union Pacific Corp 850000.0 895390.32 CORP Long
455170AB6 455170AB6 Indiana University Health Inc Obligated Group 500000.0 502454.31 CORP Long
70387R106 70387R106 PAVmed Inc 56600.0 362240.0 CORP Long
46625HRS1 46625HRS1 JPMorgan Chase & Co 1125000.0 1225080.16 CORP Long
36179UXS6 36179UXS6 Ginnie Mae II Pool 2560767.44 2681250.01 USGA Long
26441YBB2 26441YBB2 Duke Realty LP 500000.0 569897.82 CORP Long
88331L108 88331L108 Beauty Health Co/The 65559.0 1101391.2 CORP Long
31417EHJ3 31417EHJ3 Fannie Mae Pool 465294.64 493457.06 USGSE Long
171798101 171798101 Cimarex Energy Co 80537.0 5834905.65 CORP Long
36224ETG8 36224ETG8 Ginnie Mae I Pool 173.69 184.29 USGA Long
35137LAJ4 35137LAJ4 Fox Corp 950000.0 1228304.64 CORP Long
36201XAN8 36201XAN8 Ginnie Mae I Pool 14260.0715 16349.11 USGA Long
08160H101 08160H101 Benchmark Electronics Inc 25359.0 721717.14 CORP Long
48283N106 48283N106 Kadmon Holdings Inc 139705.0 540658.35 CORP Long
3128KFF54 3128KFF54 Freddie Mac Gold Pool 10539.78 11617.81 USGSE Long
942622200 942622200 Watsco Inc 26211.0 7513121.04 CORP Long
3138WCPV9 3138WCPV9 Fannie Mae Pool 94769.27 103126.18 USGSE Long
08162WBC9 08162WBC9 Benchmark 2020-B19 Mortgage Trust 212000.0 209733.72 CORP Long
86562MBW9 86562MBW9 Sumitomo Mitsui Financial Group Inc 1175000.0 1235552.81 CORP Long
3138AGE38 3138AGE38 Fannie Mae Pool 9320.93 9847.92 USGSE Long
89114QCP1 89114QCP1 Toronto-Dominion Bank/The 900000.0 887794.99 CORP Long
254423106 254423106 Dine Brands Global Inc 12079.0 1078050.75 CORP Long
31292GVZ6 31292GVZ6 Freddie Mac Gold Pool 2637.95 2908.88 USGSE Long
05464HAC4 05464HAC4 AXIS Specialty Finance PLC 1500000.0 1662190.82 CORP Long
55405Y100 55405Y100 MACOM Technology Solutions Holdings Inc 37577.0 2407934.16 CORP Long
863667AG6 863667AG6 Stryker Corp 1275000.0 1568527.85 CORP Long
494550AW6 494550AW6 Kinder Morgan Energy Partners LP 335000.0 478427.97 CORP Long
929903AM4 929903AM4 Wachovia Corp 325000.0 420311.2 CORP Long
87901J105 87901J105 TEGNA Inc 177829.0 3336072.04 CORP Long
89114QCJ5 89114QCJ5 Toronto-Dominion Bank/The 1000000.0 1000640.67 CORP Long
3128MESE2 3128MESE2 Freddie Mac Gold Pool 1073.82 1122.44 USGSE Long
578454AD2 578454AD2 Mayo Clinic 125000.0 157298.97 CORP Long
3128M9DZ2 3128M9DZ2 Freddie Mac Gold Pool 199831.16 226973.01 USGSE Long
035242AN6 035242AN6 Anheuser-Busch InBev Finance Inc 2275000.0 2841060.9 CORP Long
172967MT5 172967MT5 Citigroup Inc 2000000.0 2004715.66 CORP Long
96758W101 96758W101 WideOpenWest Inc 36037.0 746326.27 CORP Long
73739W104 73739W104 Poshmark Inc 11665.0 556887.1 CORP Long
084659AD3 084659AD3 Berkshire Hathaway Energy Co 250000.0 270330.66 CORP Long
49271VAJ9 49271VAJ9 Keurig Dr Pepper Inc 2575000.0 2790089.47 CORP Long
92936YAC5 92936YAC5 WFRBS Commercial Mortgage Trust 2012-C8 175000.0 178353.0 CORP Long
20030NDN8 20030NDN8 Comcast Corp 3400000.0 3221525.53 CORP Long
06051GHC6 06051GHC6 Bank of America Corp 8200000.0 8499195.78 CORP Long
36290QXH3 36290QXH3 Ginnie Mae I Pool 27985.0321 33445.44 USGA Long
12572QAF2 12572QAF2 CME Group Inc 720000.0 1033926.45 CORP Long
717081ED1 717081ED1 Pfizer Inc 1575000.0 1954539.15 CORP Long
595112BL6 595112BL6 Micron Technology Inc 275000.0 301248.47 CORP Long
961214EJ8 961214EJ8 Westpac Banking Corp 620000.0 635910.12 CORP Long
23338VAB2 23338VAB2 DTE Electric Co 825000.0 885610.91 CORP Long
205887CB6 205887CB6 Conagra Brands Inc 1038000.0 1179808.33 CORP Long
784710AA3 784710AA3 SSM Health Care Corp 375000.0 418988.83 CORP Long
05567SAA0 05567SAA0 BNSF Funding Trust I 325000.0 372165.89 CORP Long
210518DH6 210518DH6 Consumers Energy Co 850000.0 964033.08 CORP Long
46625HQW3 46625HQW3 JPMorgan Chase & Co 2550000.0 2788666.15 CORP Long
3138EPTZ7 3138EPTZ7 Fannie Mae Pool 807184.85 864801.87 USGSE Long
539830AW9 539830AW9 Lockheed Martin Corp 316000.0 442838.84 CORP Long
12047B105 12047B105 Bumble Inc 42983.0 2475820.8 CORP Long
713448FB9 713448FB9 PepsiCo Inc 500000.0 500409.9 CORP Long
882667AZ1 882667AZ1 Texas Private Activity Bond Surface Transportation Corp 775000.0 863376.82 MUN Long
31412SK20 31412SK20 Fannie Mae Pool 5671.52 5882.39 USGSE Long
097023CA1 097023CA1 Boeing Co/The 200000.0 213413.61 CORP Long
31390TTH2 31390TTH2 Fannie Mae Pool 10012.8213 12001.94 USGSE Long
36200KJQ1 36200KJQ1 Ginnie Mae I Pool 38080.99 43488.4 USGA Long
4581X0CY2 4581X0CY2 Inter-American Development Bank 800000.0 857736.91 CORP Long
438516BB1 438516BB1 Honeywell International Inc 855000.0 1189432.35 CORP Long
46639YAQ0 46639YAQ0 JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 673000.0 697988.49 CORP Long
31371JBD5 31371JBD5 Fannie Mae Pool 8840.92 10244.35 USGSE Long
66285WE51 66285WE51 North Texas Tollway Authority 175000.0 177959.13 MUN Long
278062AG9 278062AG9 Eaton Corp 665000.0 723536.33 CORP Long
31418DNJ7 31418DNJ7 Fannie Mae Pool 3391683.58 3574739.87 USGSE Long
36241KBH0 36241KBH0 Ginnie Mae I Pool 165520.1 188908.6 USGA Long
69353RFS2 69353RFS2 PNC Bank NA 590000.0 594204.75 CORP Long
072863AH6 072863AH6 Baylor Scott & White Holdings 500000.0 490035.75 CORP Long
30258N105 30258N105 FAT Brands Inc 1492.0 21768.28 CORP Long
31417A4P1 31417A4P1 Fannie Mae Pool 72866.69 80000.35 USGSE Long
883556CG5 883556CG5 Thermo Fisher Scientific Inc 305000.0 363186.15 CORP Long
743424103 743424103 Proofpoint Inc 46134.0 8016243.84 CORP Long
36257UAL1 36257UAL1 GS Mortgage Securities Trust 2019-GC42 1125000.0 1215483.75 CORP Long
03152W109 03152W109 Amicus Therapeutics Inc 215043.0 2073014.52 CORP Long
31416BW95 31416BW95 Fannie Mae Pool 22654.98 25102.55 USGSE Long
800677106 800677106 Sangamo Therapeutics Inc 86053.0 1030054.41 CORP Long
91324PBE1 91324PBE1 UnitedHealth Group Inc 325000.0 494708.53 CORP Long
204166102 204166102 CommVault Systems Inc 34685.0 2711326.45 CORP Long
553530106 553530106 MSC Industrial Direct Co Inc 34707.0 3114259.11 CORP Long
44951W106 44951W106 IES Holdings Inc 5998.0 308057.28 CORP Long
46647PCJ3 46647PCJ3 JPMorgan Chase & Co 2000000.0 2015420.46 CORP Long
66989HAG3 66989HAG3 Novartis Capital Corp 2735000.0 2950095.44 CORP Long
12591KAE5 12591KAE5 COMM 2013-CCRE12 Mortgage Trust 125000.0 132635.0 CORP Long
792860AK4 792860AK4 Travelers Cos Inc/The 475000.0 716829.46 CORP Long
912828D56 912828D56 United States Treasury Note/Bond 49886000.0 52816802.5 UST Long
80405P107 80405P107 Satsuma Pharmaceuticals Inc 4155.0 29292.75 CORP Long
3128PRP86 3128PRP86 Freddie Mac Gold Pool 30577.06 32005.04 USGSE Long
161175BX1 161175BX1 Charter Communications Operating LLC / Charter Communications Operating Capital 800000.0 770507.9 CORP Long
90265EAT7 90265EAT7 UDR Inc 1175000.0 1129050.73 CORP Long
21685WDF1 21685WDF1 Cooperatieve Rabobank UA 975000.0 1020558.87 CORP Long
53227JAC8 53227JAC8 Life Storage LP 500000.0 493836.12 CORP Long
36213TGW7 36213TGW7 Ginnie Mae I Pool 8273.8907 9336.65 USGA Long
084670BJ6 084670BJ6 Berkshire Hathaway Inc 225000.0 234720.2 CORP Long
74834LBB5 74834LBB5 Quest Diagnostics Inc 800000.0 847788.18 CORP Long
42225T107 42225T107 Health Catalyst Inc 30773.0 1708209.23 CORP Long
492327101 492327101 Keros Therapeutics Inc 11369.0 482841.43 CORP Long
912828ZD5 912828ZD5 United States Treasury Note/Bond 245065000.0 246290325.0 UST Long
G5269C101 G5269C101 Kiniksa Pharmaceuticals Ltd 21265.0 296221.45 CORP Long
3128P7YQ0 3128P7YQ0 Freddie Mac Gold Pool 711494.76 757581.98 USGSE Long
842434CU4 842434CU4 Southern California Gas Co 450000.0 465614.39 CORP Long
037833EG1 037833EG1 Apple Inc 1600000.0 1565053.79 CORP Long
31407KDX4 31407KDX4 Fannie Mae Pool 49079.1783 52312.22 USGSE Long
31371KUA7 31371KUA7 Fannie Mae Pool 56301.84 64829.35 USGSE Long
915217XF5 915217XF5 University of Virginia 1075000.0 1013610.73 MUN Long
78486Q101 78486Q101 SVB Financial Group 42780.0 23804075.4 CORP Long
06427DAS2 06427DAS2 Banc of America Commercial Mortgage Trust 2017-BNK3 1080000.0 1196262.0 CORP Long
N/A N/A Indonesia Government International Bond 200000.0 223056.46 NUSS Long
016255101 016255101 Align Technology Inc 59569.0 36396659.0 CORP Long
296056104 296056104 Escalade Inc 4321.0 99166.95 CORP Long
91529Y106 91529Y106 Unum Group 143845.0 4085198.0 CORP Long
500630CC0 500630CC0 Korea Development Bank/The 1500000.0 1621267.05 NUSS Long
3140E0E50 3140E0E50 Fannie Mae Pool 345876.92 369773.73 USGSE Long
31418DY71 31418DY71 Fannie Mae Pool 5524497.9778 5642526.11 USGSE Long
372460AA3 372460AA3 Genuine Parts Co 600000.0 578819.98 CORP Long
45249V107 45249V107 IMARA Inc 725.0 5727.5 CORP Long
3140X8UB1 3140X8UB1 Fannie Mae Pool 2136880.5915 2229772.29 USGSE Long
36179QYT2 36179QYT2 Ginnie Mae II Pool 1652313.4647 1786486.27 USGA Long
361448BG7 361448BG7 GATX Corp 500000.0 475884.94 CORP Long
606822AV6 606822AV6 Mitsubishi UFJ Financial Group Inc 2625000.0 2982745.37 CORP Long
36257HBN5 36257HBN5 GS Mortgage Securities Trust 2019-GC40 250000.0 267075.0 CORP Long
742718109 742718109 Procter & Gamble Co/The 1940125.0 261781066.25 CORP Long
06051GGR4 06051GGR4 Bank of America Corp 3008000.0 3308748.71 CORP Long
3140X9UR4 3140X9UR4 Fannie Mae Pool 1782727.9529 1849294.3 USGSE Long
25381B101 25381B101 Digimarc Corp 11500.0 385250.0 CORP Long
82657L107 82657L107 Sigilon Therapeutics Inc 1915.0 20547.95 CORP Long
31418AXN3 31418AXN3 Fannie Mae Pool 896915.16 961118.41 USGSE Long
262077100 262077100 Drive Shack Inc 64811.0 214524.41 CORP Long
98389B100 98389B100 Xcel Energy Inc 426983.0 28129640.04 CORP Long
363576AB5 363576AB5 Arthur J Gallagher & Co 500000.0 524287.16 CORP Long
G8060N102 G8060N102 Sensata Technologies Holding PLC 125473.0 7273669.81 CORP Long
631103108 631103108 Nasdaq Inc 91240.0 16039992.0 CORP Long
38267D109 38267D109 Goosehead Insurance Inc 13782.0 1754448.6 CORP Long
581557BQ7 581557BQ7 McKesson Corp 750000.0 739306.56 CORP Long
23312VAF3 23312VAF3 DBJPM 16-C3 Mortgage Trust 325000.0 346167.25 CORP Long
87166PAA9 87166PAA9 SYNIT_18-A1 1200000.0 1207751.04 CORP Long
61772BAA1 61772BAA1 Morgan Stanley 2000000.0 2004363.96 CORP Long
090911207 090911207 Biolase Inc 11167.0 7795.68 CORP Long
3136B26W7 3136B26W7 Fannie Mae-Aces 850000.0 994058.0 USGSE Long
064159TF3 064159TF3 Bank of Nova Scotia/The 3575000.0 3732427.13 CORP Long
279158AL3 279158AL3 Ecopetrol SA 1575000.0 1736617.62 CORP Long
715638DS8 715638DS8 Peruvian Government International Bond 900000.0 910020.11 NUSS Long
013051EK9 013051EK9 Province of Alberta Canada 830000.0 835606.1 NUSS Long
14913R2D8 14913R2D8 Caterpillar Financial Services Corp 500000.0 502700.47 CORP Long
3140EUBS7 3140EUBS7 Fannie Mae Pool 356692.55 372632.68 USGSE Long
056752AH1 056752AH1 Baidu Inc 1050000.0 1072401.58 CORP Long
015271109 015271109 Alexandria Real Estate Equities Inc 115562.0 21025350.28 CORP Long
36290YVQ8 36290YVQ8 Ginnie Mae I Pool 15452.1735 17849.21 USGA Long
3620AF2L0 3620AF2L0 Ginnie Mae I Pool 34099.4 35847.2 USGA Long
842400EB5 842400EB5 Southern California Edison Co 850000.0 1052711.03 CORP Long
912810RV2 912810RV2 United States Treasury Note/Bond 36200000.0 42981845.56 UST Long
550550107 550550107 Luther Burbank Corp 15347.0 182015.42 CORP Long
36230UCY3 36230UCY3 Ginnie Mae I Pool 455593.42 489961.57 USGA Long
715638DT6 715638DT6 Peruvian Government International Bond 500000.0 519490.48 NUSS Long
892331AF6 892331AF6 Toyota Motor Corp 300000.0 315528.7 CORP Long
257375AP0 257375AP0 Eastern Energy Gas Holdings LLC 1000000.0 1053551.91 CORP Long
36202EYL7 36202EYL7 Ginnie Mae II Pool 92577.17 107276.8 USGA Long
3140QADK3 3140QADK3 Fannie Mae Pool 1035003.52 1118379.78 USGSE Long
194014106 194014106 Colfax Corp 91651.0 4198532.31 CORP Long
760281204 760281204 Republic Bancorp Inc/KY 11932.0 550423.16 CORP Long
20030NCJ8 20030NCJ8 Comcast Corp 1225000.0 1404773.6 CORP Long
54438CYM8 54438CYM8 Los Angeles Community College District/CA 305000.0 305722.73 MUN Long
70213HAD0 70213HAD0 Mass General Brigham Inc 150000.0 174500.08 CORP Long
3132ADZD3 3132ADZD3 Freddie Mac Pool 1129977.79 1235153.52 USGSE Long
17290YAS7 17290YAS7 Citigroup Commercial Mortgage Trust 2016-C1 217594.09 227851.48 CORP Long
35086T109 35086T109 Four Corners Property Trust Inc 63265.0 1746746.65 CORP Long
3137FJEH8 3137FJEH8 Freddie Mac Multifamily Structured Pass Through Certificates 1200000.0 1400676.0 USGSE Long
461804106 461804106 Investors Title Co 1135.0 198205.05 CORP Long
169905AF3 169905AF3 Choice Hotels International Inc 500000.0 541913.6 CORP Long
69036R863 69036R863 Overseas Shipholding Group Inc 103800.0 216942.0 CORP Long
49326EEG4 49326EEG4 KeyCorp 1400000.0 1615955.33 CORP Long
92890PAE4 92890PAE4 WFRBS Commercial Mortgage Trust 2013-C14 400000.0 418452.0 CORP Long
31410KGN8 31410KGN8 Fannie Mae Pool 57266.31 66626.87 USGSE Long
71270QEB8 71270QEB8 People's United Bank NA 275000.0 294263.73 CORP Long
680223AL8 680223AL8 Old Republic International Corp 500000.0 531091.19 CORP Long
11271LAC6 11271LAC6 Brookfield Finance Inc 500000.0 558733.67 CORP Long
28618M106 28618M106 Element Solutions Inc 168379.0 3936701.02 CORP Long
042735100 042735100 Arrow Electronics Inc 58379.0 6645281.57 CORP Long
384802AC8 384802AC8 WW Grainger Inc 325000.0 373587.66 CORP Long
01749D105 01749D105 Allegro MicroSystems Inc 45972.0 1273424.4 CORP Long
05723KAD2 05723KAD2 Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc 1540000.0 1590628.27 CORP Long
056752AK4 056752AK4 Baidu Inc 800000.0 850457.46 CORP Long
101137AW7 101137AW7 Boston Scientific Corp 1034000.0 1147972.07 CORP Long
756109AV6 756109AV6 Realty Income Corp 200000.0 220780.03 CORP Long
36253BAV5 36253BAV5 GS Mortgage Securities Trust 2014-GC22 92865.88 96417.07 CORP Long
31418MYU0 31418MYU0 Fannie Mae Pool 462227.99 542544.54 USGSE Long
9151375R0 9151375R0 Board of Regents of the University of Texas System 300000.0 397733.13 MUN Long
3128M6VZ8 3128M6VZ8 Freddie Mac Gold Pool 127183.07 143412.79 USGSE Long
36225BUE6 36225BUE6 Ginnie Mae I Pool 12999.8658 14928.98 USGA Long
458334109 458334109 Inter Parfums Inc 12887.0 927864.0 CORP Long
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31382KW20 31382KW20 Fannie Mae Pool 4986.28 5800.54 USGSE Long
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31374SY39 31374SY39 Fannie Mae Pool 14523.97 15791.75 USGSE Long
3620ASPU7 3620ASPU7 Ginnie Mae I Pool 216291.03 236664.39 USGA Long
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45781M101 45781M101 Innoviva Inc 41215.0 552693.15 CORP Long
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36202FV86 36202FV86 Ginnie Mae II Pool 371507.8 404240.05 USGA Long
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36291LG58 36291LG58 Ginnie Mae I Pool 27430.39 31037.57 USGA Long
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380237107 380237107 GoDaddy Inc 133555.0 11613942.8 CORP Long
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12632QAX1 12632QAX1 COMM 2014-CCRE18 Mortgage Trust 125000.0 135010.0 CORP Long
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06406HCX5 06406HCX5 Bank of New York Mellon Corp/The 600000.0 648545.06 CORP Long
31389NKV6 31389NKV6 Fannie Mae Pool 14131.78 16383.85 USGSE Long
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31418DW73 31418DW73 Fannie Mae Pool 781961.07 815741.48 USGSE Long
36179RNY1 36179RNY1 Ginnie Mae II Pool 136793.59 150362.45 USGA Long
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423452AC5 423452AC5 Helmerich & Payne Inc 300000.0 333934.41 CORP Long
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42225P501 42225P501 Healthcare Trust of America Inc 171788.0 4586739.6 CORP Long
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3140X7LT4 3140X7LT4 Fannie Mae Pool 1577371.08 1680827.85 USGSE Long
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36179TG74 36179TG74 Ginnie Mae II Pool 875430.79 963791.61 USGA Long
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38000Q102 38000Q102 GlycoMimetics Inc 54900.0 127368.0 CORP Long
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67066GAM6 67066GAM6 NVIDIA Corp 1000000.0 996285.9 CORP Long
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74949LAD4 74949LAD4 RELX Capital Inc 500000.0 534268.23 CORP Long
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037833CD0 037833CD0 Apple Inc 2350000.0 2791281.21 CORP Long
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68233DAP2 68233DAP2 Oncor Electric Delivery Co LLC 1000000.0 1485033.86 CORP Long
15643U104 15643U104 Centrus Energy Corp 8083.0 205146.54 CORP Long
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36179TG58 36179TG58 Ginnie Mae II Pool 2226522.44 2381183.37 USGA Long
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25470F104 25470F104 Discovery Inc 112468.0 3450518.24 CORP Long
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36202FVG8 36202FVG8 Ginnie Mae II Pool 1653076.47 1870204.43 USGA Long
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36206FRH7 36206FRH7 Ginnie Mae I Pool 142.7 154.75 USGA Long
3128MJW97 3128MJW97 Freddie Mac Gold Pool 170104.48 181381.86 USGSE Long
36179S2Q9 36179S2Q9 Ginnie Mae II Pool 1564183.74 1679879.84 USGA Long
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3133EKSN7 3133EKSN7 Federal Farm Credit Banks Funding Corp 575000.0 592414.45 USGSE Long
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31680YAD9 31680YAD9 FIFTH THIRD AUTO TRUST FITAT_19-1 334217.48 337767.84 CORP Long
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55336VAL4 55336VAL4 MPLX LP 1150000.0 1411685.77 CORP Long
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17321RAH9 17321RAH9 Citigroup Commercial Mortgage Trust 2013-GC17 100000.0 107441.0 CORP Long
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31386VY79 31386VY79 Fannie Mae Pool 2098.71 2374.83 USGSE Long
36241LS80 36241LS80 Ginnie Mae I Pool 77459.7 81643.83 USGA Long
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31418BXZ4 31418BXZ4 Fannie Mae Pool 1525844.04 1631267.35 USGSE Long
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08162LAF7 08162LAF7 Benchmark 2020-IG1 Mortgage Trust 175000.0 182003.5 CORP Long
25389JAT3 25389JAT3 Digital Realty Trust LP 1350000.0 1565587.9 CORP Long
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3132DWB28 3132DWB28 Freddie Mac Pool 2000000.0 2099221.4 USGSE Long
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34964C106 34964C106 Fortune Brands Home & Security Inc 110427.0 10999633.47 CORP Long
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31416WQU9 31416WQU9 Fannie Mae Pool 215272.81 227853.76 USGSE Long
36204NFU6 36204NFU6 Ginnie Mae I Pool 143.2 144.84 USGA Long
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31371FDP4 31371FDP4 Fannie Mae Pool 506.2 553.72 USGSE Long
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31389DYC5 31389DYC5 Fannie Mae Pool 15049.8 17356.55 USGSE Long
36202EBV0 36202EBV0 Ginnie Mae II Pool 83185.11 96520.31 USGA Long
3129413E5 3129413E5 Freddie Mac Gold Pool 89672.47 99311.59 USGSE Long
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68323ACT9 68323ACT9 Province of Ontario Canada 1000000.0 1074326.95 NUSS Long
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12529MAF5 12529MAF5 Cantor Commercial Real Estate Lending 2019-CF1 65000.0 73150.35 CORP Long
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36210QYM8 36210QYM8 Ginnie Mae I Pool 1669.62 1921.22 USGA Long
31406E6K5 31406E6K5 Fannie Mae Pool 27604.32 32635.97 USGSE Long
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31418A6J2 31418A6J2 Fannie Mae Pool 451964.87 484099.35 USGSE Long
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36292LRH9 36292LRH9 Ginnie Mae I Pool 22975.81 26249.59 USGA Long
3128M5ED8 3128M5ED8 Freddie Mac Gold Pool 61938.29 71122.35 USGSE Long
31296QJX9 31296QJX9 Freddie Mac Gold Pool 6910.4762 8181.92 USGSE Long
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31403DWK1 31403DWK1 Fannie Mae Pool 149507.03 177768.55 USGSE Long
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36291AJX8 36291AJX8 Ginnie Mae I Pool 6209.82 6936.8 USGA Long
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3140X8YP6 3140X8YP6 Fannie Mae Pool 1973139.6632 1993919.19 USGSE Long
3132DMKC8 3132DMKC8 Freddie Mac Pool 6331660.2126 6932187.79 USGSE Long
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36213EMS2 36213EMS2 Ginnie Mae I Pool 2733.27 3015.59 USGA Long
36179MAY6 36179MAY6 Ginnie Mae II Pool 693398.35 746801.88 USGA Long
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63633DAF1 63633DAF1 National Health Investors Inc 1000000.0 968831.15 CORP Long
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36202FV94 36202FV94 Ginnie Mae II Pool 1801155.71 1976284.96 USGA Long
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36179TLU7 36179TLU7 Ginnie Mae II Pool 231046.89 250151.97 USGA Long
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845437BN1 845437BN1 Southwestern Electric Power Co 1000000.0 1098280.11 CORP Long
89352HAM1 89352HAM1 TransCanada PipeLines Ltd 1900000.0 2253700.6 CORP Long
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372427401 372427401 Genocea Biosciences Inc 14841.0 34727.94 CORP Long
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36209UAV8 36209UAV8 Ginnie Mae I Pool 12158.02 12490.15 USGA Long
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12595FAE2 12595FAE2 CSAIL 2017-CX9 Commercial Mortgage Trust 250000.0 273072.5 CORP Long
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375558AW3 375558AW3 Gilead Sciences Inc 1375000.0 1477572.42 CORP Long
13607HVC3 13607HVC3 Canadian Imperial Bank of Commerce 1000000.0 999872.63 CORP Long
698299BB9 698299BB9 Panama Government International Bond 1250000.0 1385769.4 NUSS Long
31335BZX7 31335BZX7 Freddie Mac Gold Pool 571710.96 628141.75 USGSE Long
3140X6JZ5 3140X6JZ5 Fannie Mae Pool 1372116.98 1475098.2 USGSE Long
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136385AW1 136385AW1 Canadian Natural Resources Ltd 800000.0 828876.47 CORP Long
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91282CBD2 91282CBD2 United States Treasury Note/Bond 4726000.0 4722308.05 UST Long
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254683CD5 254683CD5 DISCOVER CARD EXECUTION NOTE TRUST DCENT_18-1 1000000.0 1044704.4 CORP Long
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31292GTZ9 31292GTZ9 Freddie Mac Gold Pool 325.42 354.72 USGSE Long
67021CAJ6 67021CAJ6 NSTAR Electric Co 223000.0 276842.25 CORP Long
31410F2H7 31410F2H7 Fannie Mae Pool 112308.96 130709.3 USGSE Long
784305104 784305104 SJW Group 24606.0 1557559.8 CORP Long
31412N4L7 31412N4L7 Fannie Mae Pool 12825.96 13340.81 USGSE Long
49427RAQ5 49427RAQ5 Kilroy Realty LP 500000.0 492201.76 CORP Long
3137BKRJ1 3137BKRJ1 Freddie Mac Multifamily Structured Pass Through Certificates 525000.0 571735.5 USGSE Long
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36179MK74 36179MK74 Ginnie Mae II Pool 1546033.09 1651096.71 USGA Long
3138LQPH1 3138LQPH1 Fannie Mae Pool 334657.93 354872.34 USGSE Long
95000U2L6 95000U2L6 Wells Fargo & Co 5210000.0 6160399.13 CORP Long
3132DVKT1 3132DVKT1 Freddie Mac Pool 3292478.67 3628344.09 USGSE Long
36225BZT8 36225BZT8 Ginnie Mae I Pool 88042.01 104019.94 USGA Long
62947QAZ1 62947QAZ1 NXP BV / NXP Funding LLC 800000.0 880748.84 CORP Long
25179MAV5 25179MAV5 Devon Energy Corp 300000.0 352228.57 CORP Long
17326CAZ7 17326CAZ7 CGMS Commercial Mortgage Trust 2017-B1 800000.0 880592.0 CORP Long
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36206FPW6 36206FPW6 Ginnie Mae I Pool 48.55 53.86 USGA Long
00209TAB1 00209TAB1 Comcast Cable Communications Holdings Inc 1108000.0 1246614.89 CORP Long
361841AK5 361841AK5 GLP Capital LP / GLP Financing II Inc 100000.0 119029.75 CORP Long
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344419AC0 344419AC0 Fomento Economico Mexicano SAB de CV 2150000.0 2263189.76 CORP Long
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27616P103 27616P103 Easterly Government Properties Inc 63662.0 1341994.96 CORP Long
160853VC8 160853VC8 Charlotte-Mecklenburg Hospital Authority/The 500000.0 533142.85 MUN Long
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78444FAF3 78444FAF3 SL Green Operating Partnership LP 350000.0 360211.7 CORP Long
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529043101 529043101 Lexington Realty Trust 228752.0 2733586.4 CORP Long
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31416CCH7 31416CCH7 Fannie Mae Pool 711848.32 786262.17 USGSE Long
698299BF0 698299BF0 Panama Government International Bond 1980000.0 2177157.99 NUSS Long
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693627AY7 693627AY7 Duke Energy Indiana LLC 1175000.0 1614988.34 CORP Long
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31402CVY5 31402CVY5 Fannie Mae Pool 137313.56 157277.99 USGSE Long
36294PY31 36294PY31 Ginnie Mae I Pool 21002.4024 23749.55 USGA Long
3128L8KE4 3128L8KE4 Freddie Mac Gold Pool 128624.69 145022.33 USGSE Long
31292L4F9 31292L4F9 Freddie Mac Gold Pool 554606.35 578387.09 USGSE Long
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36206JHG2 36206JHG2 Ginnie Mae I Pool 1080.1 1109.57 USGA Long
31418DMW9 31418DMW9 Fannie Mae Pool 290751.95 313229.08 USGSE Long
912828UN8 912828UN8 United States Treasury Note/Bond 11202800.0 11530132.37 UST Long
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431282AQ5 431282AQ5 Highwoods Realty LP 850000.0 953272.37 CORP Long
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31418CRE6 31418CRE6 Fannie Mae Pool 1033937.16 1120978.02 USGSE Long
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3130A1XJ2 3130A1XJ2 Federal Home Loan Banks 2000000.0 2142238.0 USGSE Long
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31297RMH7 31297RMH7 Freddie Mac Gold Pool 122992.0166 139563.03 USGSE Long
341099CL1 341099CL1 Duke Energy Florida LLC 800000.0 1180866.46 CORP Long
91529YAJ5 91529YAJ5 Unum Group 400000.0 499148.77 CORP Long
12595BAD3 12595BAD3 CSAIL 2017-C8 Commercial Mortgage Trust 800000.0 871112.0 CORP Long
06541TBF5 06541TBF5 BANK 2020-BNK29 250000.0 249995.0 CORP Long
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48305QAC7 48305QAC7 Kaiser Foundation Hospitals 475000.0 520196.78 CORP Long
22822VAW1 22822VAW1 Crown Castle International Corp 500000.0 487654.23 CORP Long
58770FAC6 58770FAC6 PENDING 275000.0 277014.6 CORP Long
31419BCX1 31419BCX1 Fannie Mae Pool 562916.81 620644.27 USGSE Long
880591DM1 880591DM1 Tennessee Valley Authority 2000000.0 2913925.7 USGA Long
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235241LS3 235241LS3 Dallas Area Rapid Transit 300000.0 455467.11 MUN Long
58013MFP4 58013MFP4 McDonald's Corp 2750000.0 3049116.79 CORP Long
110122DJ4 110122DJ4 Bristol-Myers Squibb Co 3091000.0 4229597.11 CORP Long
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36264KAZ3 36264KAZ3 GS Mortgage Securities Trust 2020-GSA2 75000.0 74857.5 CORP Long
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29428V104 29428V104 Epizyme Inc 66376.0 551584.56 CORP Long
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26442CBB9 26442CBB9 Duke Energy Carolinas LLC 500000.0 519921.98 CORP Long
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