Product description
| Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
|---|---|---|---|---|---|---|---|
| 3133KYZH5 | 3133KYZH5 | FHLMC Pool | 1966729.87 | 1934167.63 | USGSE | Long | |
| 38383X4E1 | 38383X4E1 | GNMA | 1660549.79 | 1828403.48 | USGA | Long | |
| 38383CYH7 | 38383CYH7 | GNMA | 3195022.54 | 373966.21 | USGA | Long | |
| 35564KND7 | 35564KND7 | FHLMC | 1210000.0 | 1225747.79 | CORP | Long | |
| 655664AY6 | 655664AY6 | Nordstrom, Inc. | 1148000.0 | 905312.8 | CORP | Long | |
| 38384CBE8 | 38384CBE8 | GNMA | 2475000.0 | 1674649.1 | USGA | Long | |
| N/A | N/A | Deutsche Telekom AG | 476842.0 | 10402918.11 | CORP | Long | |
| N/A | N/A | Novartis AG | 94969.0 | 9917810.71 | CORP | Long | |
| 00912XAN4 | 00912XAN4 | Air Lease Corp. | 630000.0 | 618041.91 | CORP | Long | |
| 87971M103 | 87971M103 | TELUS Corp. | 165267.0 | 2942759.0 | CORP | Long | |
| 131347CN4 | 131347CN4 | Calpine Corp. | 615000.0 | 557705.19 | CORP | Long | |
| 05578AAY4 | 05578AAY4 | BPCE SA | 910000.0 | 895285.55 | CORP | Long | |
| 38382VER6 | 38382VER6 | GNMA | 782545.57 | 657164.87 | USGA | Long | |
| 3137FWV72 | 3137FWV72 | FHLMC | 1352493.63 | 218682.53 | USGSE | Long | |
| 38383X4D3 | 38383X4D3 | GNMA | 1860805.43 | 2161209.58 | USGA | Long | |
| 38382QAD2 | 38382QAD2 | GNMA | 2513869.65 | 294374.14 | USGA | Long | |
| 037833100 | 037833100 | Apple, Inc. | 63819.0 | 12537242.55 | CORP | Long | |
| 05609VAJ4 | 05609VAJ4 | BX Commercial Mortgage Trust | 2415000.0 | 2309100.8 | CORP | Long | |
| 958667AA5 | 958667AA5 | Western Midstream Operating LP | 860000.0 | 729348.8 | CORP | Long | |
| 842434CS9 | 842434CS9 | Southern California Gas Co. | 845000.0 | 700828.25 | CORP | Long | |
| 3132DWHV8 | 3132DWHV8 | FHLMC Pool | 1525788.96 | 1555958.39 | USGSE | Long | |
| 95000U2U6 | 95000U2U6 | Wells Fargo & Co. | 935000.0 | 800467.27 | CORP | Long | |
| 29250NBR5 | 29250NBR5 | Enbridge, Inc. | 1075000.0 | 1089747.08 | CORP | Long | |
| 3140XKKS8 | 3140XKKS8 | FNMA | 506741.91 | 495389.0 | USGSE | Long | |
| N/A | N/A | Orange SA | 346346.0 | 3916223.58 | CORP | Long | |
| N/A | N/A | Eaton Corp. plc | 29539.0 | 6064947.48 | CORP | Long | |
| 38382XY82 | 38382XY82 | GNMA | 3836345.89 | 570105.94 | USGA | Long | |
| 35564KCN7 | 35564KCN7 | FHLMC STACR REMIC Trust | 3045000.0 | 3014824.35 | CORP | Long | |
| 912810TS7 | 912810TS7 | United States of America | 11325000.0 | 10825992.19 | UST | Long | |
| 26442UAR5 | 26442UAR5 | Duke Energy Progress LLC | 845000.0 | 845965.48 | CORP | Long | |
| 38382UVH1 | 38382UVH1 | GNMA | 2809984.56 | 313525.15 | USGA | Long | |
| N/A | N/A | N/A | -810.0 | -1347685.84 | USGA | N/A | |
| 874039100 | 874039100 | Taiwan Semiconductor Manufacturing Co. Ltd. | 74048.0 | 7341859.2 | CORP | Long | |
| 931142103 | 931142103 | Walmart, Inc. | 58140.0 | 9294260.4 | CORP | Long | |
| 3136BHWC9 | 3136BHWC9 | FNMA | 3768415.57 | 440764.81 | USGSE | Long | |
| 62886EAY4 | 62886EAY4 | NCR Corp. | 1756000.0 | 1588456.53 | CORP | Long | |
| 05526DBT1 | 05526DBT1 | BAT Capital Corp. | 1005000.0 | 714849.01 | CORP | Long | |
| 80282KBF2 | 80282KBF2 | Santander Holdings USA, Inc. | 735000.0 | 738210.3 | CORP | Long | |
| 65480CAB1 | 65480CAB1 | Nissan Motor Acceptance Co. LLC | 1935000.0 | 1822075.08 | CORP | Long | |
| 00206RLV2 | 00206RLV2 | AT&T, Inc. | 880000.0 | 588719.82 | CORP | Long | |
| 33939HAA7 | 33939HAA7 | Flex Intermediate Holdco LLC | 2030000.0 | 1619815.56 | CORP | Long | |
| 05606FAJ2 | 05606FAJ2 | BX Trust | 570000.0 | 486947.69 | CORP | Long | |
| 38383XSW5 | 38383XSW5 | GNMA | 1637618.2 | 1476676.03 | USGA | Long | |
| 43732VAT3 | 43732VAT3 | Home Partners of America Trust | 656850.41 | 580173.37 | CORP | Long | |
| 3136BAP81 | 3136BAP81 | FNMA | 424868.47 | 308875.34 | USGSE | Long | |
| N/A | N/A | BAWAG Group AG | 71547.0 | 3484900.54 | CORP | Long | |
| N/A | N/A | N/A | 161.0 | 2012503.62 | CORP | N/A | |
| N/A | N/A | Muenchener Rueckversicherungs-Gesellschaft AG | 12310.0 | 4637037.9 | CORP | Long | |
| 81748WBB1 | 81748WBB1 | Sequoia Mortgage Trust | 31956738.12 | 264451.59 | CORP | Long | |
| 842400GG2 | 842400GG2 | Southern California Edison Co. | 1320000.0 | 1058386.16 | CORP | Long | |
| 796050888 | 796050888 | Samsung Electronics Co. Ltd. | 933.0 | 1269813.0 | CORP | Long | |
| 53944YAB9 | 53944YAB9 | Lloyds Banking Group plc | 1690000.0 | 1629144.89 | CORP | Long | |
| 30308RAQ9 | 30308RAQ9 | FREMF Mortgage Trust | 955000.0 | 879827.94 | USGSE | Long | |
| 12530MAE5 | 12530MAE5 | CF Hippolyta Issuer LLC | 2521047.17 | 2195257.29 | CORP | Long | |
| 3137FVSU7 | 3137FVSU7 | FHLMC | 1886681.33 | 294773.58 | USGSE | Long | |
| 3137HAFC5 | 3137HAFC5 | FHLMC | 1715000.0 | 1198818.79 | USGSE | Long | |
| 46115HBU0 | 46115HBU0 | Intesa Sanpaolo SpA | 585000.0 | 594575.08 | CORP | Long | |
| 37045XDV5 | 37045XDV5 | General Motors Financial Co., Inc. | 1125000.0 | 1046218.31 | CORP | Long | |
| 3132DQXV3 | 3132DQXV3 | FHLMC Pool | 1380000.0 | 1371194.81 | USGSE | Long | |
| 05606FAL7 | 05606FAL7 | BX Trust | 975000.0 | 813705.26 | CORP | Long | |
| 30297HAJ0 | 30297HAJ0 | FREMF Mortgage Trust | 390000.0 | 359869.46 | USGSE | Long | |
| 38382LQD6 | 38382LQD6 | GNMA | 785827.66 | 79593.89 | USGA | Long | |
| 717081103 | 717081103 | Pfizer, Inc. | 83886.0 | 3024929.16 | CORP | Long | |
| 643821AB7 | 643821AB7 | New Economy Assets Phase 1 Sponsor LLC | 1640000.0 | 1363891.08 | CORP | Long | |
| 38381YWY6 | 38381YWY6 | GNMA | 526433.12 | 460899.62 | USGA | Long | |
| 482480100 | 482480100 | KLA Corp. | 20211.0 | 10387443.45 | CORP | Long | |
| 075887BX6 | 075887BX6 | Becton Dickinson & Co. | 460000.0 | 420943.45 | CORP | Long | |
| 35566CAH8 | 35566CAH8 | FHLMC STACR REMIC Trust | 2280538.94 | 2296936.01 | CORP | Long | |
| 87342RAJ3 | 87342RAJ3 | Taco Bell Funding LLC | 1408550.0 | 1091961.48 | CORP | Long | |
| 12433XAG4 | 12433XAG4 | BX Commercial Mortgage Trust | 170000.0 | 134884.82 | CORP | Long | |
| 3137FYQ58 | 3137FYQ58 | FHLMC | 1448086.16 | 222121.07 | USGSE | Long | |
| 110122108 | 110122108 | Bristol-Myers Squibb Co. | 52762.0 | 3281268.78 | CORP | Long | |
| 532457108 | 532457108 | Eli Lilly & Co. | 15560.0 | 7072798.0 | CORP | Long | |
| 44701QBE1 | 44701QBE1 | Huntsman International LLC | 1862000.0 | 1728932.0 | CORP | Long | |
| 37045XDL7 | 37045XDL7 | General Motors Financial Co., Inc. | 2015000.0 | 1619218.42 | CORP | Long | |
| 38382QS43 | 38382QS43 | GNMA | 6750923.52 | 78036.63 | USGA | Long | |
| 38382DM30 | 38382DM30 | GNMA | 2580251.94 | 273309.57 | USGA | Long | |
| 35708WAS9 | 35708WAS9 | FREMF Mortgage Trust | 607208.0 | 558209.23 | USGSE | Long | |
| 913366KB5 | 913366KB5 | Regents of the University of California Medical Center | 1815000.0 | 1257877.4 | MUN | Long | |
| 025816DK2 | 025816DK2 | American Express Co. | 570000.0 | 569192.46 | CORP | Long | |
| 231021106 | 231021106 | Cummins, Inc. | 24347.0 | 6349697.6 | CORP | Long | |
| 38382UVG3 | 38382UVG3 | GNMA | 4890953.94 | 564772.64 | USGA | Long | |
| 373334KT7 | 373334KT7 | Georgia Power Co. | 1310000.0 | 1290736.0 | CORP | Long | |
| 459200101 | 459200101 | International Business Machines Corp. | 83305.0 | 12010914.9 | CORP | Long | |
| 1248EPCD3 | 1248EPCD3 | CCO Holdings LLC | 580000.0 | 502724.8 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | -719744.82 | CORP | N/A | |
| 010392FW3 | 010392FW3 | Alabama Power Co. | 785000.0 | 529334.22 | CORP | Long | |
| 970648AJ0 | 970648AJ0 | Willis North America, Inc. | 1735000.0 | 1507718.3 | CORP | Long | |
| 35564KJA8 | 35564KJA8 | FHLMC STACR REMIC Trust | 3315000.0 | 3325375.95 | CORP | Long | |
| 55903VBC6 | 55903VBC6 | Warnermedia Holdings, Inc. | 1340000.0 | 1188505.7 | CORP | Long | |
| 92936U109 | 92936U109 | WP Carey, Inc. | 48692.0 | 3288170.76 | CORP | Long | |
| 38382K4T7 | 38382K4T7 | GNMA | 582637.42 | 439181.95 | USGA | Long | |
| 38383HKD0 | 38383HKD0 | GNMA | 3666401.81 | 3163263.32 | USGA | Long | |
| N/A | N/A | Sanofi | 87958.0 | 9389556.52 | CORP | Long | |
| 172967NB3 | 172967NB3 | Citigroup, Inc. | 1760000.0 | 1474000.0 | CORP | Long | |
| N/A | N/A | GSK plc | 184160.0 | 3272387.67 | CORP | Long | |
| 3137H9YM5 | 3137H9YM5 | FHLMC | 1401321.96 | 1302125.32 | USGSE | Long | |
| 677415CU3 | 677415CU3 | Ohio Power Co. | 1000000.0 | 651602.28 | CORP | Long | |
| 30310XAE9 | 30310XAE9 | FREMF Mortgage Trust | 1895000.0 | 1725202.13 | USGSE | Long | |
| N/A | N/A | British American Tobacco plc | 159593.0 | 5356901.71 | CORP | Long | |
| 38382PCP5 | 38382PCP5 | GNMA | 3540411.53 | 337684.81 | USGA | Long | |
| 38141W273 | 38141W273 | Goldman Sachs Fin Square Govt Fd | 2000000.0 | 2000000.0 | RF | Long | |
| 48128BAG6 | 48128BAG6 | JPMorgan Chase & Co. | 544000.0 | 514080.0 | CORP | Long | |
| 65339F101 | 65339F101 | NextEra Energy, Inc. | 81345.0 | 5962588.5 | CORP | Long | |
| 36207KUR9 | 36207KUR9 | GNMA | 3.36 | 3.42 | USGA | Long | |
| 61946NAA6 | 61946NAA6 | Mosaic Solar Loan Trust | 1589258.75 | 1359186.21 | CORP | Long | |
| 172967ME8 | 172967ME8 | Citigroup, Inc. | 2370000.0 | 2197372.49 | CORP | Long | |
| 38383GFG1 | 38383GFG1 | GNMA | 2311433.95 | 273077.43 | USGA | Long | |
| 744533BQ2 | 744533BQ2 | Public Service Co. of Oklahoma | 415000.0 | 412811.8 | CORP | Long | |
| 174610AW5 | 174610AW5 | Citizens Financial Group, Inc. | 1720000.0 | 1271327.77 | CORP | Long | |
| N/A | N/A | N/A | 152.0 | -532828.04 | CORP | N/A | |
| 20754BAF8 | 20754BAF8 | Connecticut Avenue Securities Trust | 925000.0 | 954718.12 | CORP | Long | |
| N/A | N/A | N/A | -45.0 | -59364.66 | CORP | N/A | |
| 74333AAA8 | 74333AAA8 | Progress Residential Trust | 1573585.38 | 1423554.4 | CORP | Long | |
| 66981FAA8 | 66981FAA8 | AMSR Trust | 2643000.0 | 2392401.58 | CORP | Long | |
| 3136BL3H1 | 3136BL3H1 | FNMA | 1922324.75 | 228794.32 | USGSE | Long | |
| 38381YHP2 | 38381YHP2 | GNMA | 1510982.16 | 1339876.73 | USGA | Long | |
| 46654VAA1 | 46654VAA1 | JPMorgan Mortgage Trust | 816205.56 | 661215.47 | CORP | Long | |
| 893574AM5 | 893574AM5 | Transcontinental Gas Pipe Line Co. LLC | 2070000.0 | 1778697.7 | CORP | Long | |
| 31418ESJ0 | 31418ESJ0 | FNMA | 2183704.57 | 2147888.98 | USGSE | Long | |
| 858912AG3 | 858912AG3 | Stericycle, Inc. | 280000.0 | 245781.2 | CORP | Long | |
| 61747YEF8 | 61747YEF8 | Morgan Stanley | 2115000.0 | 1621362.51 | CORP | Long | |
| 38383HHS1 | 38383HHS1 | GNMA | 5214869.78 | 4521820.89 | USGA | Long | |
| 30166AAF1 | 30166AAF1 | Exeter Automobile Receivables Trust | 1175000.0 | 1079726.07 | CORP | Long | |
| 830867AB3 | 830867AB3 | Delta Air Lines, Inc. | 2125000.0 | 2056687.33 | CORP | Long | |
| 478160104 | 478160104 | Johnson & Johnson | 28188.0 | 4722335.64 | CORP | Long | |
| 58933Y105 | 58933Y105 | Merck & Co., Inc. | 47827.0 | 5100749.55 | CORP | Long | |
| 743674AY9 | 743674AY9 | Protective Life Corp. | 1195000.0 | 1398994.18 | CORP | Long | |
| 3137HADW3 | 3137HADW3 | FHLMC | 1590000.0 | 1072300.31 | USGSE | Long | |
| 38384A3B7 | 38384A3B7 | GNMA | 1923168.79 | 238372.16 | USGA | Long | |
| 00206R102 | 00206R102 | AT&T, Inc. | 198411.0 | 2880927.72 | CORP | Long | |
| 30312DAJ0 | 30312DAJ0 | FREMF Mortgage Trust | 780000.0 | 690880.87 | USGSE | Long | |
| 46647PBR6 | 46647PBR6 | JPMorgan Chase & Co. | 1800000.0 | 1602092.36 | CORP | Long | |
| 29082HAD4 | 29082HAD4 | Embraer Netherlands Finance BV | 640000.0 | 646784.0 | CORP | Long | |
| 00774MAV7 | 00774MAV7 | AerCap Ireland Capital DAC | 1585000.0 | 1425368.23 | CORP | Long | |
| N/A | N/A | Hyundai Glovis Co. Ltd. | 23778.0 | 3251485.04 | CORP | Long | |
| 05609JAJ1 | 05609JAJ1 | BXHPP Trust | 1280000.0 | 1175939.07 | CORP | Long | |
| N/A | N/A | N/A | 20.0 | 6373.33 | CORP | N/A | |
| 90345WAA2 | 90345WAA2 | U.S. Airways Pass-Through Trust | 902108.49 | 905335.6 | CORP | Long | |
| 12598CAJ5 | 12598CAJ5 | CPS Auto Receivables Trust | 375000.0 | 345161.36 | CORP | Long | |
| 60687YBX6 | 60687YBX6 | Mizuho Financial Group, Inc. | 795000.0 | 702470.65 | CORP | Long | |
| 38383HFY0 | 38383HFY0 | GNMA | 2513550.27 | 382537.22 | USGA | Long | |
| 38383RA23 | 38383RA23 | GNMA | 3281353.97 | 428511.69 | USGA | Long | |
| 3128HXY25 | 3128HXY25 | FHLMC | 1150145.88 | 864395.54 | USGSE | Long | |
| N/A | N/A | DHL Group | 145118.0 | 7454514.3 | CORP | Long | |
| 38382J4E3 | 38382J4E3 | GNMA | 1862656.04 | 242270.08 | USGA | Long | |
| 26442CBK9 | 26442CBK9 | Duke Energy Carolinas LLC | 675000.0 | 677623.62 | CORP | Long | |
| 7591EP100 | 7591EP100 | Regions Financial Corp. | 200088.0 | 4075792.56 | CORP | Long | |
| 126650AQ3 | 126650AQ3 | CVS Pass-Through Trust | 60194.53 | 59223.27 | CORP | Long | |
| 65535HBE8 | 65535HBE8 | Nomura Holdings, Inc. | 1845000.0 | 1817770.12 | CORP | Long | |
| 55608JAZ1 | 55608JAZ1 | Macquarie Group Ltd. | 1925000.0 | 1527597.42 | CORP | Long | |
| 38382XY58 | 38382XY58 | GNMA | 3668025.16 | 104842.43 | USGA | Long | |
| 38383VFN3 | 38383VFN3 | GNMA | 2745115.98 | 2454255.02 | USGA | Long | |
| 023764AA1 | 023764AA1 | American Airlines Pass-Through Trust | 1101260.0 | 957559.01 | CORP | Long | |
| 05608EAA2 | 05608EAA2 | BX Commercial Mortgage Trust | 1007236.0 | 847300.32 | CORP | Long | |
| 08162WAZ9 | 08162WAZ9 | Benchmark Mortgage Trust | 1775000.0 | 1587567.1 | CORP | Long | |
| 24703DBE0 | 24703DBE0 | Dell International LLC | 2090000.0 | 1485620.28 | CORP | Long | |
| 911312106 | 911312106 | United Parcel Service, Inc. | 22662.0 | 4240740.06 | CORP | Long | |
| 75524KPT5 | 75524KPT5 | Citizens Bank NA | 555000.0 | 537364.11 | CORP | Long | |
| 38382L2B6 | 38382L2B6 | GNMA | 3729885.56 | 380359.56 | USGA | Long | |
| 3136BFES8 | 3136BFES8 | FNMA | 2364070.02 | 460663.16 | USGSE | Long | |
| N/A | N/A | Vinci SA | 33737.0 | 3960879.33 | CORP | Long | |
| 38382UYG0 | 38382UYG0 | GNMA | 2246411.17 | 222807.15 | USGA | Long | |
| 05401AAM3 | 05401AAM3 | Avolon Holdings Funding Ltd. | 1515000.0 | 1358719.19 | CORP | Long | |
| 38383UVS6 | 38383UVS6 | GNMA | 2889533.39 | 332915.57 | USGA | Long | |
| 3136BFHM8 | 3136BFHM8 | FNMA | 1532131.11 | 1376038.51 | CORP | Long | |
| 902613AD0 | 902613AD0 | UBS Group AG | 2350000.0 | 1753217.5 | CORP | Long | |
| 26210YAA4 | 26210YAA4 | DROP Mortgage Trust | 610000.0 | 558013.54 | CORP | Long | |
| 05605NAA5 | 05605NAA5 | BX Commercial Mortgage Trust | 1920000.0 | 1570269.12 | CORP | Long | |
| 3136BKHZ8 | 3136BKHZ8 | FNMA | 3662012.88 | 594740.19 | USGSE | Long | |
| N/A | N/A | Bayer AG | 60334.0 | 3525160.56 | CORP | Long | |
| 38383XXB5 | 38383XXB5 | GNMA | 1480233.15 | 1616375.23 | USGA | Long | |
| 38383FT37 | 38383FT37 | GNMA | 30544827.46 | 203807.31 | USGA | Long | |
| 437076102 | 437076102 | Home Depot, Inc. (The) | 14905.0 | 4975885.2 | CORP | Long | |
| N/A | N/A | AXA SA | 167690.0 | 5156973.09 | CORP | Long | |
| 302954AU6 | 302954AU6 | FREMF Mortgage Trust | 450000.0 | 416491.7 | USGSE | Long | |
| 172967LP4 | 172967LP4 | Citigroup, Inc. | 1180000.0 | 1101425.78 | CORP | Long | |
| 88167AAP6 | 88167AAP6 | Teva Pharmaceutical Finance Netherlands III BV | 1335000.0 | 1244443.35 | CORP | Long | |
| 31620MBY1 | 31620MBY1 | Fidelity National Information Services, Inc. | 655000.0 | 649489.6 | CORP | Long | |
| 35640YAH0 | 35640YAH0 | Freedom Mortgage Corp. | 860000.0 | 786741.67 | CORP | Long | |
| 31418EP20 | 31418EP20 | FNMA | 1817419.76 | 1775223.73 | USGSE | Long | |
| 80007RAF2 | 80007RAF2 | Sands China Ltd. | 1310000.0 | 1291662.97 | CORP | Long | |
| 02156LAF8 | 02156LAF8 | Altice France SA | 2100000.0 | 1470662.13 | CORP | Long | |
| N/A | N/A | N/A | -95.0 | 124825.09 | CORP | N/A | |
| 720186AP0 | 720186AP0 | Piedmont Natural Gas Co., Inc. | 760000.0 | 683689.94 | CORP | Long | |
| 3136BLFH8 | 3136BLFH8 | FNMA | 9375649.72 | 87976.41 | USGSE | Long | |
| 693475105 | 693475105 | PNC Financial Services Group, Inc. (The) | 26908.0 | 3683436.12 | CORP | Long | |
| 38382LX22 | 38382LX22 | GNMA | 4891790.23 | 665808.85 | USGA | Long | |
| 00928QAW1 | 00928QAW1 | Aircastle Ltd. | 1285000.0 | 970175.0 | CORP | Long | |
| 67077M108 | 67077M108 | Nutrien Ltd. | 72890.0 | 5021392.1 | CORP | Long | |
| 55336VBQ2 | 55336VBQ2 | MPLX LP | 1050000.0 | 882121.58 | CORP | Long | |
| 85571BAW5 | 85571BAW5 | Starwood Property Trust, Inc. | 1120000.0 | 1069600.0 | CORP | Long | |
| 62547NAB5 | 62547NAB5 | Multifamily Connecticut Avenue Securities Trust | 2562927.66 | 2522971.62 | CORP | Long | |
| 29336TAC4 | 29336TAC4 | EnLink Midstream LLC | 565000.0 | 552348.35 | CORP | Long | |
| 89417E109 | 89417E109 | Travelers Cos., Inc. (The) | 18130.0 | 3129419.3 | CORP | Long | |
| 38382A4Z5 | 38382A4Z5 | GNMA | 1038661.63 | 11465.47 | USGA | Long | |
| 3140XHJC2 | 3140XHJC2 | FNMA | 3156972.25 | 2947861.16 | USGSE | Long | |
| 10554TAB1 | 10554TAB1 | Braskem Netherlands Finance BV | 1535000.0 | 1409282.43 | CORP | Long | |
| 29364WBA5 | 29364WBA5 | Entergy Louisiana LLC | 1615000.0 | 1467161.46 | CORP | Long | |
| 46591HAN0 | 46591HAN0 | JPMorgan Chase Bank NA | 18531.87 | 18447.95 | CORP | Long | |
| N/A | N/A | Imperial Brands plc | 153803.0 | 3630861.76 | CORP | Long | |
| 33767MAA3 | 33767MAA3 | FirstKey Homes Trust | 979725.03 | 890820.86 | CORP | Long | |
| 38382VKV0 | 38382VKV0 | GNMA | 4097903.21 | 416944.03 | USGA | Long | |
| 796050888 | 796050888 | Samsung Electronics Co. Ltd. | 2786.0 | 3791746.0 | CORP | Long | |
| 33844TAG2 | 33844TAG2 | Flagship Credit Auto Trust | 580000.0 | 540136.48 | CORP | Long | |
| 3137FUNH3 | 3137FUNH3 | FHLMC | 472812.68 | 343986.31 | USGSE | Long | |
| 709599BW3 | 709599BW3 | Penske Truck Leasing Co. LP | 845000.0 | 847482.22 | CORP | Long | |
| 31418ED80 | 31418ED80 | FNMA | 2015124.17 | 1881857.86 | USGSE | Long | |
| 95000U3F8 | 95000U3F8 | Wells Fargo & Co. | 665000.0 | 667622.98 | CORP | Long | |
| 369550108 | 369550108 | General Dynamics Corp. | 15960.0 | 3568336.8 | CORP | Long | |
| 38383XYN8 | 38383XYN8 | GNMA | 700954.76 | 554061.77 | USGA | Long | |
| 251526CN7 | 251526CN7 | Deutsche Bank AG | 1945000.0 | 1794886.22 | CORP | Long | |
| 55336V100 | 55336V100 | MPLX LP | 114637.0 | 4070759.87 | CORP | Long | |
| 31325YRN0 | 31325YRN0 | FHLMC | 2852819.26 | 355263.98 | USGSE | Long | |
| 976657AH9 | 976657AH9 | WEC Energy Group, Inc. | 1095000.0 | 939510.08 | CORP | Long | |
| 266233AG0 | 266233AG0 | Duquesne Light Holdings, Inc. | 2265000.0 | 2048765.3 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | 27605.23 | CORP | N/A | |
| 637432PA7 | 637432PA7 | National Rural Utilities Cooperative Finance Corp. | 1065000.0 | 1111644.83 | CORP | Long | |
| 599191AA1 | 599191AA1 | Mileage Plus Holdings LLC | 1488000.0 | 1487917.27 | CORP | Long | |
| 69073TAT0 | 69073TAT0 | Owens-Brockway Glass Container, Inc. | 731000.0 | 726852.55 | CORP | Long | |
| 85172FAP4 | 85172FAP4 | OneMain Finance Corp. | 540000.0 | 538595.73 | CORP | Long | |
| 8426EPAE8 | 8426EPAE8 | Southern Co. Gas Capital Corp. | 1180000.0 | 789993.23 | CORP | Long | |
| 38382QWD8 | 38382QWD8 | GNMA | 3332004.21 | 2687827.17 | USGA | Long | |
| 38383CLU2 | 38383CLU2 | GNMA | 2162220.96 | 281251.11 | USGA | Long | |
| 38382VET2 | 38382VET2 | GNMA | 6415295.01 | 71554.92 | USGA | Long | |
| 78449RAN5 | 78449RAN5 | SLG Office Trust | 785000.0 | 543316.71 | CORP | Long | |
| 30314FAA2 | 30314FAA2 | FREMF Mortgage Trust | 290000.0 | 258616.26 | USGSE | Long | |
| 05369AAK7 | 05369AAK7 | Aviation Capital Group LLC | 1210000.0 | 1087092.14 | CORP | Long | |
| 200447AK6 | 200447AK6 | Comision Federal de Electricidad | 2755000.0 | 2154729.52 | NUSS | Long | |
| 38382XFY6 | 38382XFY6 | GNMA | 5153380.8 | 798138.61 | USGA | Long | |
| 61747YEH4 | 61747YEH4 | Morgan Stanley | 1530000.0 | 1233727.1 | CORP | Long | |
| N/A | N/A | Coca-Cola Europacific Partners plc | 180287.0 | 11428392.93 | CORP | Long | |
| N/A | N/A | Snam SpA | 823880.0 | 4331803.68 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | 36341.69 | CORP | N/A | |
| 13034VAD6 | 13034VAD6 | California Institute of Technology | 898000.0 | 600894.97 | CORP | Long | |
| 05583JAK8 | 05583JAK8 | BPCE SA | 1255000.0 | 1110342.15 | CORP | Long | |
| N/A | N/A | Orkla ASA | 518477.0 | 4096638.71 | CORP | Long | |
| 293792107 | 293792107 | Enterprise Products Partners LP | 210058.0 | 5568637.58 | CORP | Long | |
| 20754RAF3 | 20754RAF3 | Connecticut Avenue Securities Trust | 2145000.0 | 2157449.37 | CORP | Long | |
| N/A | N/A | LyondellBasell Industries NV | 44768.0 | 4425764.48 | CORP | Long | |
| 38383C3X6 | 38383C3X6 | GNMA | 6812667.2 | 87196.01 | USGA | Long | |
| 3137H3WL2 | 3137H3WL2 | FHLMC | 1639461.84 | 194631.66 | USGSE | Long | |
| 195325DZ5 | 195325DZ5 | Republic of Colombia | 1780000.0 | 1361280.53 | NUSS | Long | |
| 83370RAB4 | 83370RAB4 | Societe Generale SA | 935000.0 | 785979.7 | CORP | Long | |
| 35564KLU1 | 35564KLU1 | FHLMC STACR REMIC Trust | 845000.0 | 849225.0 | CORP | Long | |
| 3137HAA48 | 3137HAA48 | FHLMC | 868275.13 | 684990.15 | USGSE | Long | |
| 025291AE5 | 025291AE5 | American Credit Acceptance Receivables Trust | 910000.0 | 846785.58 | CORP | Long | |
| 38141GXR0 | 38141GXR0 | Goldman Sachs Group, Inc. (The) | 1165000.0 | 917618.12 | CORP | Long | |
| 046353108 | 046353108 | AstraZeneca plc | 135169.0 | 9691617.3 | CORP | Long | |
| 38384AQK2 | 38384AQK2 | GNMA | 1531679.9 | 1154389.15 | USGA | Long | |
| 641423CF3 | 641423CF3 | Nevada Power Co. | 530000.0 | 543155.64 | CORP | Long | |
| N/A | N/A | N/A | 778.0 | 3816949.02 | CORP | N/A | |
| 38382AEQ4 | 38382AEQ4 | GNMA | 791651.47 | 701168.16 | USGA | Long | |
| 05606FAG8 | 05606FAG8 | BX Trust | 250000.0 | 215564.18 | CORP | Long | |
| 16412XAL9 | 16412XAL9 | Cheniere Corpus Christi Holdings LLC | 1580000.0 | 1237465.88 | CORP | Long | |
| 38382HNF3 | 38382HNF3 | GNMA | 1997880.98 | 257828.14 | USGA | Long | |
| N/A | N/A | SK Telecom Co. Ltd. | 85130.0 | 3078878.91 | CORP | Long | |
| 75951AAL2 | 75951AAL2 | Reliance Standard Life Global Funding II | 2420000.0 | 2301761.8 | CORP | Long | |
| 38382KWF6 | 38382KWF6 | GNMA | 1354311.24 | 1023614.03 | USGA | Long | |
| 060505FQ2 | 060505FQ2 | Bank of America Corp. | 1424000.0 | 1289398.71 | CORP | Long | |
| 225401AU2 | 225401AU2 | UBS Group AG | 1040000.0 | 859085.34 | CORP | Long | |
| 345397C92 | 345397C92 | Ford Motor Credit Co. LLC | 730000.0 | 736707.97 | CORP | Long | |
| 11135F101 | 11135F101 | Broadcom, Inc. | 16957.0 | 15238408.05 | CORP | Long | |
| 14040HCZ6 | 14040HCZ6 | Capital One Financial Corp. | 1070000.0 | 1074042.3 | CORP | Long | |
| N/A | N/A | Lazard Ltd. | 104551.0 | 3669740.1 | CORP | Long | |
| N/A | N/A | BAE Systems plc | 371728.0 | 4443310.09 | CORP | Long | |
| 3136BHQA0 | 3136BHQA0 | FNMA | 2371152.85 | 213787.41 | USGSE | Long | |
| 65480CAC9 | 65480CAC9 | Nissan Motor Acceptance Co. LLC | 3205000.0 | 2791939.28 | CORP | Long | |
| N/A | N/A | Medtronic plc | 81090.0 | 7116458.4 | CORP | Long | |
| 88167AAE1 | 88167AAE1 | Teva Pharmaceutical Finance Netherlands III BV | 575000.0 | 520182.95 | CORP | Long | |
| 009158106 | 009158106 | Air Products and Chemicals, Inc. | 14780.0 | 4512777.4 | CORP | Long | |
| 38382CDW8 | 38382CDW8 | GNMA | 3317776.22 | 40120.87 | USGA | Long | |
| 38383GMT5 | 38383GMT5 | GNMA | 5935928.79 | 47450.63 | USGA | Long | |
| 428102AF4 | 428102AF4 | Hess Midstream Operations LP | 595000.0 | 559300.0 | CORP | Long | |
| 3137H6KD6 | 3137H6KD6 | FHLMC | 447226.38 | 9906.11 | USGSE | Long | |
| 31422MZU3 | 31422MZU3 | FNMA | 4149861.2 | 389112.57 | USGSE | Long | |
| 35565JBE0 | 35565JBE0 | FHLMC | 1120000.0 | 1119989.14 | CORP | Long | |
| 03027XAR1 | 03027XAR1 | American Tower Corp. | 1025000.0 | 948722.76 | CORP | Long | |
| 25389JAT3 | 25389JAT3 | Digital Realty Trust LP | 2255000.0 | 2141675.7 | CORP | Long | |
| 320517AD7 | 320517AD7 | First Horizon Corp. | 2100000.0 | 1973776.64 | CORP | Long | |
| 718172109 | 718172109 | Philip Morris International, Inc. | 84565.0 | 8432821.8 | CORP | Long | |
| 38141GFD1 | 38141GFD1 | Goldman Sachs Group, Inc. (The) | 829000.0 | 898373.93 | CORP | Long | |
| 3136BFLG6 | 3136BFLG6 | FNMA | 908274.8 | 129386.11 | USGSE | Long | |
| 3136BFKM4 | 3136BFKM4 | FNMA | 1336606.25 | 195802.12 | USGSE | Long | |
| 36209FLA5 | 36209FLA5 | GNMA | 6.59 | 6.71 | USGA | Long | |
| 00253XAA9 | 00253XAA9 | American Airlines, Inc. | 1283333.33 | 1264098.86 | CORP | Long | |
| 756109104 | 756109104 | Realty Income Corp. | 64835.0 | 3952989.95 | CORP | Long | |
| 35563KBD1 | 35563KBD1 | FHLMC STACR Trust | 2055000.0 | 2219154.63 | CORP | Long | |
| 24703TAJ5 | 24703TAJ5 | Dell International LLC | 1242000.0 | 1445735.32 | CORP | Long | |
| 20030N101 | 20030N101 | Comcast Corp. | 130925.0 | 5925665.5 | CORP | Long | |
| 38382ML56 | 38382ML56 | GNMA | 1012587.88 | 128795.61 | USGA | Long | |
| 12530MAB1 | 12530MAB1 | CF Hippolyta Issuer LLC | 1223647.44 | 1029705.56 | CORP | Long | |
| 294751CQ3 | 294751CQ3 | Equity One Mortgage Pass-Through Trust | 1501.99 | 1492.96 | CORP | Long | |
| 3132HTPF7 | 3132HTPF7 | FHLMC | 676896.4 | 504161.55 | USGSE | Long | |
| 38382XTS4 | 38382XTS4 | GNMA | 1098398.02 | 903886.01 | USGA | Long | |
| 38384AWS8 | 38384AWS8 | GNMA | 1559298.91 | 1441481.56 | USGA | Long | |
| 05964HAS4 | 05964HAS4 | Banco Santander SA | 1800000.0 | 1767700.06 | CORP | Long | |
| 476556DD4 | 476556DD4 | Jersey Central Power & Light Co. | 1655000.0 | 1365097.94 | CORP | Long | |
| 3137FU6G4 | 3137FU6G4 | FHLMC | 3327717.66 | 421109.69 | USGSE | Long | |
| 33843WAG6 | 33843WAG6 | Flagship Credit Auto Trust | 1220000.0 | 1111628.13 | CORP | Long | |
| 05606FAN3 | 05606FAN3 | BX Trust | 410000.0 | 328775.43 | CORP | Long | |
| 56064L488 | 56064L488 | MainStay U.S. Government Liquidity Fund | 9445141.11 | 9445141.11 | RF | Long | |
| 34528PAK2 | 34528PAK2 | Ford Credit Floorplan Master Owner Trust | 875000.0 | 827598.54 | CORP | Long | |
| 902973304 | 902973304 | US Bancorp | 115177.0 | 4570223.36 | CORP | Long | |
| 06051GKD0 | 06051GKD0 | Bank of America Corp. | 1195000.0 | 969842.82 | CORP | Long | |
| 38382LBS9 | 38382LBS9 | GNMA | 1066925.13 | 122726.37 | USGA | Long | |
| 35564KBS7 | 35564KBS7 | FHLMC STACR REMIC Trust | 2572359.41 | 2563327.08 | CORP | Long | |
| 06738EBT1 | 06738EBT1 | Barclays plc | 2000000.0 | 1454483.5 | CORP | Long | |
| 70466WAA7 | 70466WAA7 | Peachtree Corners Funding Trust | 940000.0 | 906930.02 | CORP | Long | |
| 38141GYM0 | 38141GYM0 | Goldman Sachs Group, Inc. (The) | 1435000.0 | 1279906.38 | CORP | Long | |
| 3140HJJS1 | 3140HJJS1 | FNMA | 1551311.16 | 1469787.74 | USGSE | Long | |
| 35564KPV5 | 35564KPV5 | FHLMC STACR REMIC Trust | 2340000.0 | 2293200.0 | CORP | Long | |
| 830867AA5 | 830867AA5 | Delta Air Lines, Inc. | 810000.0 | 793917.04 | CORP | Long | |
| 17275R102 | 17275R102 | Cisco Systems, Inc. | 219786.0 | 11437663.44 | CORP | Long | |
| 883199AR2 | 883199AR2 | Textron Financial Corp. | 2720000.0 | 2040000.14 | CORP | Long | |
| 37045XDE3 | 37045XDE3 | General Motors Financial Co., Inc. | 810000.0 | 642114.56 | CORP | Long | |
| 337158AJ8 | 337158AJ8 | First Horizon Bank | 1555000.0 | 1386467.51 | CORP | Long | |
| 29379VBW2 | 29379VBW2 | Enterprise Products Operating LLC | 405000.0 | 334873.32 | CORP | Long | |
| 970648AK7 | 970648AK7 | Willis North America, Inc. | 440000.0 | 319058.01 | CORP | Long | |
| N/A | N/A | N/A | 409.0 | -869509.7 | CORP | N/A | |
| 842400HV8 | 842400HV8 | Southern California Edison Co. | 795000.0 | 795716.36 | CORP | Long | |
| 30297HAG6 | 30297HAG6 | FREMF Mortgage Trust | 345000.0 | 321762.66 | USGSE | Long | |
| 713448108 | 713448108 | PepsiCo, Inc. | 21942.0 | 4113247.32 | CORP | Long | |
| 64830MFJ7 | 64830MFJ7 | New Residential Mortgage Loan Trust | 2790267.69 | 1648694.12 | CORP | Long | |
| N/A | N/A | N/A | 195.0 | 1352910.0 | CORP | N/A | |
| 3137FBKV7 | 3137FBKV7 | FHLMC | 1832871.83 | 1632827.07 | USGSE | Long | |
| 29245JAM4 | 29245JAM4 | Empresa Nacional del Petroleo | 1695000.0 | 1429205.47 | NUSS | Long | |
| 46625H100 | 46625H100 | JPMorgan Chase & Co. | 59202.0 | 9351547.92 | CORP | Long | |
| 780087102 | 780087102 | Royal Bank of Canada | 36771.0 | 3645450.14 | CORP | Long | |
| 38382LQC8 | 38382LQC8 | GNMA | 1615312.54 | 1186893.37 | USGA | Long | |
| 07325BAB4 | 07325BAB4 | Bayview Commercial Asset Trust | 38927.74 | 35930.66 | CORP | Long | |
| 86765BAQ2 | 86765BAQ2 | Energy Transfer LP | 1000000.0 | 871666.57 | CORP | Long | |
| 65473P105 | 65473P105 | NiSource, Inc. | 116098.0 | 3232168.32 | CORP | Long | |
| 42806MAH2 | 42806MAH2 | Hertz Vehicle Financing III LP | 2070000.0 | 1800271.55 | CORP | Long | |
| 62548QAD3 | 62548QAD3 | Multifamily Connecticut Avenue Securities Trust | 1705000.0 | 1639562.27 | CORP | Long | |
| 3133KQTC0 | 3133KQTC0 | FHLMC Pool | 2856755.0 | 2734835.35 | USGSE | Long | |
| 404280CC1 | 404280CC1 | HSBC Holdings plc | 1350000.0 | 1219301.65 | CORP | Long | |
| N/A | N/A | Unilever plc | 66671.0 | 3585912.97 | CORP | Long | |
| 38384ABU6 | 38384ABU6 | GNMA | 2135935.59 | 1933368.37 | USGA | Long | |
| 3137AVJV0 | 3137AVJV0 | FHLMC | 821111.53 | 723692.81 | USGSE | Long | |
| 251526CK3 | 251526CK3 | Deutsche Bank AG | 600000.0 | 478956.34 | CORP | Long | |
| 38383GRY9 | 38383GRY9 | GNMA | 610313.07 | 80872.28 | USGA | Long | |
| 032654105 | 032654105 | Analog Devices, Inc. | 74883.0 | 14941404.99 | CORP | Long | |
| 06738EBX2 | 06738EBX2 | Barclays plc | 1035000.0 | 962550.0 | CORP | Long | |
| N/A | N/A | Schroders plc | 549492.0 | 3238940.24 | CORP | Long | |
| 38382QAM2 | 38382QAM2 | GNMA | 3451783.16 | 401312.94 | USGA | Long | |
| N/A | N/A | Roche Holding AG | 11987.0 | 3719605.76 | CORP | Long | |
| N/A | N/A | Allianz SE | 15414.0 | 3684428.46 | CORP | Long | |
| 195325CX1 | 195325CX1 | Republic of Colombia | 560000.0 | 538346.29 | NUSS | Long | |
| 023765AA8 | 023765AA8 | American Airlines Pass-Through Trust | 473960.0 | 426529.73 | CORP | Long | |
| 3136BGMS7 | 3136BGMS7 | FNMA | 5035645.13 | 757442.1 | USGSE | Long | |
| 345397B85 | 345397B85 | Ford Motor Credit Co. LLC | 200000.0 | 187535.02 | CORP | Long | |
| 38382AGG4 | 38382AGG4 | GNMA | 1025492.2 | 906062.46 | USGA | Long | |
| 25470XBF1 | 25470XBF1 | DISH DBS Corp. | 1180000.0 | 908031.95 | CORP | Long | |
| 459506101 | 459506101 | International Flavors & Fragrances, Inc. | 42017.0 | 3555058.37 | CORP | Long | |
| 166764100 | 166764100 | Chevron Corp. | 21046.0 | 3444388.36 | CORP | Long | |
| 832248AZ1 | 832248AZ1 | Smithfield Foods, Inc. | 1180000.0 | 1096289.05 | CORP | Long | |
| 38382RLF3 | 38382RLF3 | GNMA | 395154.26 | 56784.54 | USGA | Long | |
| 682691AB6 | 682691AB6 | OneMain Finance Corp. | 885000.0 | 765235.37 | CORP | Long | |
| 38383V3K2 | 38383V3K2 | GNMA | 2876037.51 | 408922.49 | USGA | Long | |
| 539439AM1 | 539439AM1 | Lloyds Banking Group plc | 1038000.0 | 1000672.39 | CORP | Long | |
| 368266AH5 | 368266AH5 | Gazprom PJSC Via Gaz Capital SA | 745000.0 | 581100.0 | CORP | Long | |
| 30227FAJ9 | 30227FAJ9 | Extended Stay America Trust | 1532513.48 | 1497947.49 | CORP | Long | |
| 025537101 | 025537101 | American Electric Power Co., Inc. | 79133.0 | 6705730.42 | CORP | Long | |
| 03027XAK6 | 03027XAK6 | American Tower Corp. | 1920000.0 | 1806044.28 | CORP | Long | |
| 643821AA9 | 643821AA9 | New Economy Assets Phase 1 Sponsor LLC | 1585000.0 | 1358941.75 | CORP | Long | |
| 36186CBY8 | 36186CBY8 | Ally Financial, Inc. | 1685000.0 | 1787782.05 | CORP | Long | |
| 85571BAY1 | 85571BAY1 | Starwood Property Trust, Inc. | 940000.0 | 834250.0 | CORP | Long | |
| 3137H5BK2 | 3137H5BK2 | FHLMC | 2343204.57 | 22596.46 | USGSE | Long | |
| 05530QAP5 | 05530QAP5 | BAT International Finance plc | 615000.0 | 588423.78 | CORP | Long | |
| 085770AA3 | 085770AA3 | Berry Global, Inc. | 200000.0 | 193402.0 | CORP | Long | |
| 02530QAF4 | 02530QAF4 | American Credit Acceptance Receivables Trust | 565000.0 | 556076.56 | CORP | Long | |
| 553530106 | 553530106 | MSC Industrial Direct Co., Inc. | 67315.0 | 6793429.8 | CORP | Long | |
| 05401AAH4 | 05401AAH4 | Avolon Holdings Funding Ltd. | 1830000.0 | 1719921.05 | CORP | Long | |
| 63942EAB4 | 63942EAB4 | Navient Private Education Refi Loan Trust | 3245000.0 | 2150835.65 | CORP | Long | |
| 35564KUE7 | 35564KUE7 | FHLMC | 1150000.0 | 1251382.62 | CORP | Long | |
| 05377RGU2 | 05377RGU2 | Avis Budget Rental Car Funding AESOP LLC | 1065000.0 | 1047761.91 | CORP | Long | |
| 35564TBD1 | 35564TBD1 | FHLMC STACR Trust | 695000.0 | 714943.37 | CORP | Long | |
| 89787RAH5 | 89787RAH5 | TruGreen LP | 748590.2 | 695253.15 | CORP | Long | |
| 20754LAB5 | 20754LAB5 | Connecticut Avenue Securities Trust | 490000.0 | 482362.71 | CORP | Long | |
| 00108WAP5 | 00108WAP5 | AEP Texas, Inc. | 1135000.0 | 1088302.33 | CORP | Long | |
| 85208NAD2 | 85208NAD2 | Sprint Spectrum Co. LLC | 1581562.5 | 1563987.97 | CORP | Long | |
| 29379VBZ5 | 29379VBZ5 | Enterprise Products Operating LLC | 860000.0 | 656271.05 | CORP | Long | |
| 24703TAE6 | 24703TAE6 | Dell International LLC | 1199000.0 | 1186216.79 | CORP | Long | |
| 3136ATEN0 | 3136ATEN0 | FNMA | 1926109.57 | 192672.4 | USGSE | Long | |
| 46188BAA0 | 46188BAA0 | Invitation Homes Operating Partnership LP | 1600000.0 | 1235346.22 | CORP | Long | |
| 3136BGKA8 | 3136BGKA8 | FNMA | 614159.81 | 73004.26 | USGSE | Long | |
| N/A | N/A | Toyota Motor Corp. | 247000.0 | 4142564.93 | CORP | Long | |
| 44421GAA1 | 44421GAA1 | Hudson Yards Mortgage Trust | 1640000.0 | 1415957.14 | CORP | Long | |
| 191216100 | 191216100 | Coca-Cola Co. (The) | 79943.0 | 4950869.99 | CORP | Long | |
| 17324TAE9 | 17324TAE9 | Citigroup Commercial Mortgage Trust | 560000.0 | 523209.29 | CORP | Long | |
| 90931GAA7 | 90931GAA7 | United Airlines Pass-Through Trust | 1345181.62 | 1338488.13 | CORP | Long | |
| 38383XM84 | 38383XM84 | GNMA | 1611835.82 | 1430469.15 | USGA | Long | |
| 68236JAA9 | 68236JAA9 | One Bryant Park Trust | 2350000.0 | 1914819.95 | CORP | Long | |
| N/A | N/A | N/A | 118.0 | 390344.0 | CORP | N/A | |
| N/A | N/A | N/A | 70.0 | -189921.06 | CORP | N/A | |
| 95040Q104 | 95040Q104 | Welltower, Inc. | 43542.0 | 3576975.3 | CORP | Long | |
| 345397B77 | 345397B77 | Ford Motor Credit Co. LLC | 940000.0 | 842629.07 | CORP | Long | |
| 24703TAG1 | 24703TAG1 | Dell International LLC | 810000.0 | 807892.41 | CORP | Long | |
| 12530MAA3 | 12530MAA3 | CF Hippolyta Issuer LLC | 1236746.44 | 1113896.95 | CORP | Long | |
| 30296XAG2 | 30296XAG2 | FREMF Mortgage Trust | 355000.0 | 330895.82 | USGSE | Long | |
| 025291AD7 | 025291AD7 | American Credit Acceptance Receivables Trust | 840000.0 | 798715.51 | CORP | Long | |
| 38381WS33 | 38381WS33 | GNMA | 724939.44 | 642286.7 | USGA | Long | |
| 925652109 | 925652109 | VICI Properties, Inc. | 110071.0 | 3465035.08 | CORP | Long | |
| 12564ECM2 | 12564ECM2 | CIM Trust | 42342702.37 | 408272.57 | CORP | Long | |
| 38382WHE0 | 38382WHE0 | GNMA | 1581685.6 | 1403398.47 | USGA | Long | |
| 56501R106 | 56501R106 | Manulife Financial Corp. | 320901.0 | 6414856.38 | CORP | Long | |
| 3137FUFU3 | 3137FUFU3 | FHLMC | 1991426.86 | 227947.88 | USGSE | Long | |
| 260557103 | 260557103 | Dow, Inc. | 61308.0 | 3462062.76 | CORP | Long | |
| 31423XQF1 | 31423XQF1 | FNMA | 3424552.66 | 497621.75 | USGSE | Long | |
| 02005NBT6 | 02005NBT6 | Ally Financial, Inc. | 550000.0 | 554074.3 | CORP | Long | |
| 89832Q109 | 89832Q109 | Truist Financial Corp. | 107906.0 | 3584637.32 | CORP | Long | |
| 76131D103 | 76131D103 | Restaurant Brands International, Inc. | 146861.0 | 11243678.16 | CORP | Long | |
| 825252885 | 825252885 | INVESCO GOVT AND AGCY LEX | 5760328.0 | 5760328.0 | RF | Long | |
| 89787RAK8 | 89787RAK8 | TruGreen LP | 580000.0 | 337366.86 | CORP | Long | |
| 225401AV0 | 225401AV0 | UBS Group AG | 365000.0 | 370613.35 | CORP | Long | |
| 816851BR9 | 816851BR9 | Sempra | 1115000.0 | 1114736.65 | CORP | Long | |
| N/A | N/A | Astellas Pharma, Inc. | 260100.0 | 3803732.82 | CORP | Long | |
| 281020AT4 | 281020AT4 | Edison International | 2140000.0 | 1848898.69 | CORP | Long | |
| 59156R108 | 59156R108 | MetLife, Inc. | 100109.0 | 6303863.73 | CORP | Long | |
| 94990EAA2 | 94990EAA2 | Wells Fargo Commercial Mortgage Trust | 1745000.0 | 1574299.39 | CORP | Long | |
| 38382MCH0 | 38382MCH0 | GNMA | 3620937.08 | 447322.6 | USGA | Long | |
| N/A | N/A | N/A | 231.0 | -546705.72 | USGA | N/A | |
| 3140MX4S0 | 3140MX4S0 | FNMA | 1154345.83 | 1127985.68 | USGSE | Long | |
| N/A | N/A | Siemens AG | 37017.0 | 6307715.68 | CORP | Long | |
| 92343V104 | 92343V104 | Verizon Communications, Inc. | 92523.0 | 3153183.84 | CORP | Long | |
| 747301109 | 747301109 | Quad/Graphics, Inc. | 10.0 | 59.2 | CORP | Long | |
| N/A | N/A | Cie Generale des Etablissements Michelin SCA | 103571.0 | 3390097.88 | CORP | Long | |
| 3140XHL54 | 3140XHL54 | FNMA | 1446479.0 | 1350965.95 | USGSE | Long | |
| 06051GHZ5 | 06051GHZ5 | Bank of America Corp. | 1600000.0 | 1340483.92 | CORP | Long | |
| 38382P5E8 | 38382P5E8 | GNMA | 1573613.16 | 187422.84 | USGA | Long | |
| 704326107 | 704326107 | Paychex, Inc. | 32299.0 | 4052555.53 | CORP | Long | |
| 361841AN9 | 361841AN9 | GLP Capital LP | 1280000.0 | 1241417.98 | CORP | Long | |
| 594918104 | 594918104 | Microsoft Corp. | 41692.0 | 14005176.64 | CORP | Long | |
| 225313AP0 | 225313AP0 | Credit Agricole SA | 2340000.0 | 1910376.0 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | 278.71 | CORP | N/A | |
| 961214EX7 | 961214EX7 | Westpac Banking Corp. | 1255000.0 | 966161.3 | CORP | Long | |
| N/A | N/A | N/A | -180.0 | -1219860.0 | CORP | N/A | |
| 197236102 | 197236102 | Columbia Banking System, Inc. | 192303.0 | 4297972.05 | CORP | Long | |
| 060505104 | 060505104 | Bank of America Corp. | 208245.0 | 6663840.0 | CORP | Long | |
| 031162DU1 | 031162DU1 | Amgen, Inc. | 540000.0 | 542808.56 | CORP | Long | |
| 40049JBE6 | 40049JBE6 | Grupo Televisa SAB | 350000.0 | 311977.12 | CORP | Long | |
| 30034W106 | 30034W106 | Evergy, Inc. | 78500.0 | 4707645.0 | CORP | Long | |
| 38382WH26 | 38382WH26 | GNMA | 2484259.97 | 388350.2 | USGA | Long | |
| 38382WR25 | 38382WR25 | GNMA | 17184001.06 | 248214.3 | USGA | Long | |
| 64830DCF8 | 64830DCF8 | New Residential Mortgage Loan Trust | 936572.16 | 597166.93 | CORP | Long | |
| 63942LAA0 | 63942LAA0 | Navient Private Education Refi Loan Trust | 502725.63 | 434312.26 | CORP | Long | |
| 3137F9Y54 | 3137F9Y54 | FHLMC | 1628738.02 | 247561.83 | USGSE | Long | |
| 74333EAB8 | 74333EAB8 | Progress Residential | 1780000.0 | 1580913.05 | CORP | Long | |
| 61766LBS7 | 61766LBS7 | Morgan Stanley Bank of America Merrill Lynch Trust | 560000.0 | 522842.26 | CORP | Long | |
| 291011104 | 291011104 | Emerson Electric Co. | 64776.0 | 5917287.6 | CORP | Long | |
| 35564KQC6 | 35564KQC6 | FHLMC | 1950000.0 | 1925880.06 | CORP | Long | |
| 3132DWE66 | 3132DWE66 | FHLMC Pool | 2105339.37 | 2015593.03 | USGSE | Long | |
| 262104AF9 | 262104AF9 | Drive Auto Receivables Trust | 1200000.0 | 1116104.88 | CORP | Long | |
| 3136BLHM5 | 3136BLHM5 | FNMA | 1337791.51 | 11575.51 | USGSE | Long | |
| 912810TR9 | 912810TR9 | United States of America | 2925000.0 | 2732589.84 | UST | Long | |
| 53944YAU7 | 53944YAU7 | Lloyds Banking Group plc | 870000.0 | 818566.46 | CORP | Long | |
| 636180BR1 | 636180BR1 | National Fuel Gas Co. | 375000.0 | 305748.16 | CORP | Long | |
| 576449AA0 | 576449AA0 | Mastr Asset-Backed Securities Trust | 476758.04 | 150732.54 | CORP | Long | |
| 438516106 | 438516106 | Honeywell International, Inc. | 16047.0 | 3115204.11 | CORP | Long | |
| 05565ASK0 | 05565ASK0 | BNP Paribas SA | 2090000.0 | 1598282.86 | CORP | Long | |
| N/A | N/A | TotalEnergies SE | 162855.0 | 9894804.35 | CORP | Long | |
| 83370RAA6 | 83370RAA6 | Societe Generale SA | 2240000.0 | 1786624.0 | CORP | Long | |
| 38382PMU3 | 38382PMU3 | GNMA | 3702723.97 | 548063.87 | USGA | Long | |
| 92343VEP5 | 92343VEP5 | Verizon Communications, Inc. | 2705000.0 | 2726234.93 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | 40390.06 | CORP | N/A | |
| N/A | N/A | Nestle SA | 38915.0 | 4769491.66 | CORP | Long | |
| 418056107 | 418056107 | Hasbro, Inc. | 83434.0 | 5386499.04 | CORP | Long | |
| 349553107 | 349553107 | Fortis, Inc. | 71746.0 | 3058311.65 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | -1023073.87 | CORP | N/A | |
| 3137FWMZ0 | 3137FWMZ0 | FHLMC | 3036029.27 | 72047.71 | USGSE | Long | |
| 30711XR30 | 30711XR30 | FNMA | 1280000.0 | 1389065.86 | CORP | Long | |
| 723484101 | 723484101 | Pinnacle West Capital Corp. | 41741.0 | 3456989.62 | CORP | Long | |
| 3140QPSF5 | 3140QPSF5 | FNMA | 762568.17 | 691279.96 | USGSE | Long | |
| 780097BP5 | 780097BP5 | NatWest Group plc | 3705000.0 | 3339493.67 | CORP | Long | |
| 09659W2K9 | 09659W2K9 | BNP Paribas SA | 1170000.0 | 1001971.15 | CORP | Long | |
| 3140JNRL6 | 3140JNRL6 | FNMA | 266232.4 | 251687.3 | USGSE | Long | |
| 75513E101 | 75513E101 | RTX Corp. | 58862.0 | 5175735.66 | CORP | Long | |
| 38141GYA6 | 38141GYA6 | Goldman Sachs Group, Inc. (The) | 1255000.0 | 1125340.47 | CORP | Long | |
| 3137FAD21 | 3137FAD21 | FHLMC | 1020662.93 | 910559.43 | USGSE | Long | |
| 040555DD3 | 040555DD3 | Arizona Public Service Co. | 1930000.0 | 1516719.37 | CORP | Long | |
| 11042CAA8 | 11042CAA8 | British Airways Pass-Through Trust | 1899971.36 | 1601018.47 | CORP | Long | |
| 00287Y109 | 00287Y109 | AbbVie, Inc. | 45871.0 | 6861384.18 | CORP | Long | |
| 681919106 | 681919106 | Omnicom Group, Inc. | 44469.0 | 3762966.78 | CORP | Long | |
| 29250N105 | 29250N105 | Enbridge, Inc. | 90974.0 | 3344647.57 | CORP | Long | |
| 233046AS0 | 233046AS0 | DB Master Finance LLC | 1807475.0 | 1431861.81 | CORP | Long | |
| 00914AAF9 | 00914AAF9 | Air Lease Corp. | 1915000.0 | 1811700.3 | CORP | Long | |
| 12189LBK6 | 12189LBK6 | Burlington Northern Santa Fe LLC | 805000.0 | 808852.31 | CORP | Long | |
| 92939U106 | 92939U106 | WEC Energy Group, Inc. | 34221.0 | 3075099.06 | CORP | Long | |
| 38383CFZ8 | 38383CFZ8 | GNMA | 3397274.63 | 455840.87 | USGA | Long | |
| 563136AA8 | 563136AA8 | Manhattan West Mortgage Trust | 3015000.0 | 2584910.25 | CORP | Long | |
| N/A | N/A | N/A | 390.0 | 2596938.51 | CORP | N/A | |
| 05565AM34 | 05565AM34 | BNP Paribas SA | 550000.0 | 547470.0 | CORP | Long | |
| 927804GL2 | 927804GL2 | Virginia Electric and Power Co. | 480000.0 | 482614.14 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | -1173.92 | CORP | N/A | |
| 3137FXNA2 | 3137FXNA2 | FHLMC | 1748708.3 | 1302468.54 | USGSE | Long | |
| 38382MGE3 | 38382MGE3 | GNMA | 725047.56 | 91158.85 | USGA | Long | |
| 63941TAA4 | 63941TAA4 | Navient Private Education Refi Loan Trust | 749765.93 | 669032.71 | CORP | Long | |
| 853254CE8 | 853254CE8 | Standard Chartered plc | 2510000.0 | 2362661.17 | CORP | Long | |
| 64110D104 | 64110D104 | NetApp, Inc. | 53728.0 | 4191321.28 | CORP | Long | |
| 929089AB6 | 929089AB6 | Voya Financial, Inc. | 690000.0 | 650358.41 | CORP | Long | |
| 31325URK4 | 31325URK4 | FHLMC | 1930501.82 | 188726.09 | USGSE | Long | |
| 46284VAJ0 | 46284VAJ0 | Iron Mountain, Inc. | 350000.0 | 316400.39 | CORP | Long | |
| 3136B9BV8 | 3136B9BV8 | FNMA | 1462586.48 | 1331684.99 | USGSE | Long | |
| 43732VAA4 | 43732VAA4 | Home Partners of America Trust | 1301108.86 | 1151767.19 | CORP | Long | |
| 36258HAG0 | 36258HAG0 | GLS Auto Receivables Issuer Trust | 1125000.0 | 1096342.76 | CORP | Long | |
| 38382KWJ8 | 38382KWJ8 | GNMA | 2430028.76 | 294067.5 | USGA | Long | |
| 38382GXQ0 | 38382GXQ0 | GNMA | 760026.02 | 572436.4 | USGA | Long | |
| 26441C204 | 26441C204 | Duke Energy Corp. | 37295.0 | 3491557.9 | CORP | Long | |
| 91324P102 | 91324P102 | UnitedHealth Group, Inc. | 17209.0 | 8714121.33 | CORP | Long | |
| 3140XKBM1 | 3140XKBM1 | FNMA | 728301.09 | 725497.8 | USGSE | Long | |
| 35564ACB5 | 35564ACB5 | STACR Trust | 1900000.0 | 2028756.35 | CORP | Long | |
| 045054AJ2 | 045054AJ2 | Ashtead Capital, Inc. | 935000.0 | 869170.16 | CORP | Long | |
| N/A | N/A | N/A | 167.0 | -479236.08 | CORP | N/A | |
| N/A | N/A | N/A | 1.0 | -1291244.52 | CORP | N/A | |
| 61691ABL6 | 61691ABL6 | Morgan Stanley Capital I Trust | 830000.0 | 781750.52 | CORP | Long | |
| 38383CTL4 | 38383CTL4 | GNMA | 3961304.8 | 588077.88 | USGA | Long | |
| 580135101 | 580135101 | McDonald's Corp. | 11563.0 | 3390271.6 | CORP | Long | |
| 172967BL4 | 172967BL4 | Citigroup, Inc. | 770000.0 | 813197.64 | CORP | Long | |
| 38382MV97 | 38382MV97 | GNMA | 2260570.71 | 334318.06 | USGA | Long | |
| 38382LNZ0 | 38382LNZ0 | GNMA | 2086987.66 | 282093.53 | USGA | Long | |
| 05329WAQ5 | 05329WAQ5 | AutoNation, Inc. | 850000.0 | 799861.53 | CORP | Long | |
| N/A | N/A | N/A | -184.0 | -148260.98 | CORP | N/A | |
| 33851GAU9 | 33851GAU9 | Flagstar Mortgage Trust | 97787.29 | 75651.47 | CORP | Long | |
| 3136AFML5 | 3136AFML5 | FNMA | 1300912.23 | 1123325.87 | USGSE | Long | |
| 42806MAB5 | 42806MAB5 | Hertz Vehicle Financing LLC | 1235000.0 | 1160327.45 | CORP | Long | |
| 3137HAFB7 | 3137HAFB7 | FHLMC | 540000.0 | 430080.57 | USGSE | Long | |
| 23345MAC1 | 23345MAC1 | DT Midstream, Inc. | 1375000.0 | 1208849.14 | CORP | Long | |
| 38383LEF3 | 38383LEF3 | GNMA | 2332899.84 | 2019587.89 | USGA | Long | |
| 3133A7QG7 | 3133A7QG7 | FHLMC Pool | 1125671.7 | 1030640.96 | USGSE | Long | |
| 87264ABS3 | 87264ABS3 | T-Mobile USA, Inc. | 715000.0 | 622120.14 | CORP | Long | |
| 38382TM27 | 38382TM27 | GNMA | 1490447.18 | 257548.23 | USGA | Long | |
| 524660107 | 524660107 | Leggett & Platt, Inc. | 98953.0 | 2895364.78 | CORP | Long | |
| 31418EP46 | 31418EP46 | FNMA | 1251761.64 | 1259238.06 | USGSE | Long | |
| 30227FAG5 | 30227FAG5 | Extended Stay America Trust | 2224306.37 | 2175529.56 | CORP | Long | |
| 126650100 | 126650100 | CVS Health Corp. | 49484.0 | 3695959.96 | CORP | Long | |
| 3136B4GU6 | 3136B4GU6 | FNMA | 732518.95 | 652738.41 | USGSE | Long | |
| 928668BT8 | 928668BT8 | Volkswagen Group of America Finance LLC | 840000.0 | 812226.18 | CORP | Long | |
| 00206RKJ0 | 00206RKJ0 | AT&T, Inc. | 1344000.0 | 911528.0 | CORP | Long | |
| 38382WBD8 | 38382WBD8 | GNMA | 2541386.72 | 320359.08 | USGA | Long | |
| 24703L202 | 24703L202 | Dell Technologies, Inc. | 86065.0 | 4554559.8 | CORP | Long | |
| 35564KKK4 | 35564KKK4 | FHLMC STACR REMIC Trust | 1935000.0 | 1927783.8 | CORP | Long | |
| 29364G103 | 29364G103 | Entergy Corp. | 37152.0 | 3815510.4 | CORP | Long | |
| 05377REH3 | 05377REH3 | Avis Budget Rental Car Funding AESOP LLC | 1530000.0 | 1346406.12 | CORP | Long | |
| 3137H94H9 | 3137H94H9 | FHLMC | 2180666.27 | 2065089.43 | USGSE | Long | |
| 78449RAA3 | 78449RAA3 | SLG Office Trust | 540000.0 | 435338.33 | CORP | Long | |
| 35564KRN1 | 35564KRN1 | FHLMC STACR REMIC Trust | 2175000.0 | 2231484.75 | CORP | Long | |
| 05971AAG6 | 05971AAG6 | Banco BTG Pactual SA | 1800000.0 | 1639645.2 | CORP | Long | |
| 38382BJL8 | 38382BJL8 | GNMA | 1383680.36 | 1193591.18 | USGSE | Long | |
| 38382TM43 | 38382TM43 | GNMA | 3983887.95 | 630187.33 | USGA | Long | |
| 025286AD7 | 025286AD7 | American Credit Acceptance Receivables Trust | 1865000.0 | 1756111.98 | CORP | Long | |
| 539830109 | 539830109 | Lockheed Martin Corp. | 8211.0 | 3665144.07 | CORP | Long | |
| 05609JAA0 | 05609JAA0 | BXHPP Trust | 790000.0 | 744862.8 | CORP | Long | |
| 91879Q109 | 91879Q109 | Vail Resorts, Inc. | 25811.0 | 6078232.39 | CORP | Long | |
| 05377RDU5 | 05377RDU5 | Avis Budget Rental Car Funding AESOP LLC | 635000.0 | 593495.13 | CORP | Long | |
| 00253XAB7 | 00253XAB7 | American Airlines, Inc. | 850000.0 | 822900.73 | CORP | Long | |
| 927804GF5 | 927804GF5 | Virginia Electric and Power Co. | 1035000.0 | 690576.08 | CORP | Long | |
| 882508104 | 882508104 | Texas Instruments, Inc. | 38696.0 | 6965280.0 | CORP | Long | |
| 38383WJT4 | 38383WJT4 | GNMA | 666518.84 | 713090.11 | USGA | Long | |
| 05608RAL9 | 05608RAL9 | BX Trust | 3250000.0 | 3022007.63 | CORP | Long | |
| 46284V101 | 46284V101 | Iron Mountain, Inc. | 131195.0 | 8055373.0 | CORP | Long | |
| 345397C43 | 345397C43 | Ford Motor Credit Co. LLC | 660000.0 | 666507.6 | CORP | Long | |
| 3140NK4E8 | 3140NK4E8 | FNMA | 468951.3 | 466004.32 | USGSE | Long | |
| N/A | N/A | Bridgestone Corp. | 80400.0 | 3330384.85 | CORP | Long | |
| 3137F6PH4 | 3137F6PH4 | FHLMC | 1177288.82 | 186687.75 | USGSE | Long | |
| 251526CM9 | 251526CM9 | Deutsche Bank AG | 1555000.0 | 1533092.54 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | -408476.54 | CORP | N/A | |
| 902613AP3 | 902613AP3 | UBS Group AG | 410000.0 | 392929.25 | CORP | Long | |
| 46630KAA4 | 46630KAA4 | JPMorgan Mortgage Acquisition Trust | 293782.62 | 178281.19 | CORP | Long | |
| 38382LQ53 | 38382LQ53 | GNMA | 1601218.47 | 177764.23 | USGA | Long | |
| 31418EPD6 | 31418EPD6 | FNMA | 1729175.31 | 1717230.74 | USGSE | Long | |
| 30711XYW8 | 30711XYW8 | FNMA | 990000.0 | 1041794.23 | CORP | Long | |
| 35564KGR4 | 35564KGR4 | FHLMC STACR REMIC Trust | 1445000.0 | 1432799.14 | CORP | Long | |
| 35564KJP5 | 35564KJP5 | FHLMC STACR REMIC Trust | 1715000.0 | 1680700.0 | CORP | Long | |
| 05377RDY7 | 05377RDY7 | Avis Budget Rental Car Funding AESOP LLC | 2160000.0 | 1962063.43 | CORP | Long | |
| 05565AB28 | 05565AB28 | BNP Paribas SA | 1450000.0 | 1219927.25 | CORP | Long | |
| 31418EKU3 | 31418EKU3 | FNMA | 5352693.82 | 5231529.44 | USGSE | Long | |
| 06051GJZ3 | 06051GJZ3 | Bank of America Corp. | 820000.0 | 703541.48 | CORP | Long | |
| 46590XAH9 | 46590XAH9 | JBS USA LUX SA | 1690000.0 | 1624120.12 | CORP | Long | |
| 345397A86 | 345397A86 | Ford Motor Credit Co. LLC | 1050000.0 | 960812.69 | CORP | Long | |
| 517834AG2 | 517834AG2 | Las Vegas Sands Corp. | 1415000.0 | 1373537.67 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | -95703.95 | CORP | N/A | |
| 3136BP5A5 | 3136BP5A5 | FNMA | 1101806.3 | 875121.66 | CORP | Long | |
| N/A | N/A | Linde plc | 19315.0 | 7545791.05 | CORP | Long | |
| 428102AE7 | 428102AE7 | Hess Midstream Operations LP | 320000.0 | 280800.0 | CORP | Long |