AIM Counselor Series Trust (Invesco Counselor Series Trust) date 2023-11-30

Filling information for fund AIM Counselor Series Trust (Invesco Counselor Series Trust) as Treemap, fund includes 1061 total holdings based on latest SEC fillings.

Product name

Product description

Changed holding value / amount

Details
Symbol Cusip Name Amount Value Title Of Class Pay of profile
Y20721AJ8 Y20721AJ8 Indonesia Government International Bond 400000.0 444424.01 NUSS Long
36213CPZ7 36213CPZ7 Government National Mortgage Association 785.11 782.35 USGA Long
03769MAA4 03769MAA4 Apollo Global Management, Inc. 6599000.0 6793576.07 CORP Long
65473PAN5 65473PAN5 NiSource Inc. 1054000.0 1053400.02 CORP Long
49326EEJ8 49326EEJ8 KeyCorp 1408000.0 1133192.92 CORP Long
31418MKN1 31418MKN1 Federal National Mortgage Association 14079.6 14002.61 USGSE Long
832696AW8 832696AW8 J. M. Smucker Co. (The) 2861000.0 2930109.54 CORP Long
0641598S8 0641598S8 Bank of Nova Scotia (The) 3596000.0 3622480.94 CORP Long
80386WAF2 80386WAF2 Sasol Financing USA LLC 7995000.0 7976647.08 CORP Long
61747YFD2 61747YFD2 Morgan Stanley 4847000.0 4768474.53 CORP Long
61747YFB6 61747YFB6 Morgan Stanley 1183000.0 1147270.31 CORP Long
58549XAF0 58549XAF0 Mello Mortgage Capital Acceptance Trust 6850896.31 5805991.44 CORP Long
89788MAN2 89788MAN2 Truist Financial Corp. 3898000.0 3904568.48 CORP Long
61768HAW6 61768HAW6 Morgan Stanley Capital I Trust 17430000.0 15947025.97 CORP Long
49177JAH5 49177JAH5 Kenvue Inc. 3538000.0 3556944.96 CORP Long
038461AS8 038461AS8 Egypt Government International Bond 4150000.0 3623053.75 NUSS Long
221597CV7 221597CV7 Costa Rica Government International Bond 8630000.0 8835689.49 NUSS Long
64831MAA0 64831MAA0 New Residential Mortgage Loan Trust 7201043.32 6369382.59 CORP Long
11778EAA4 11778EAA4 B3 S.A. - Brasil, Bolsa, Balcao 2940000.0 2489390.32 CORP Long
585491AF0 585491AF0 Mello Mortgage Capital Acceptance Trust 6684500.91 5654711.43 CORP Long
85573AAA3 85573AAA3 Starwood Mortgage Residential Trust 234087.96 218929.1 CORP Long
31573CAA3 31573CAA3 Ellington Financial Mortgage Trust 7315615.45 6017550.93 CORP Long
68389XCP8 68389XCP8 Oracle Corp. 3946000.0 3797715.2 CORP Long
87264ADC6 87264ADC6 T-Mobile USA, Inc. 6588000.0 6711818.76 CORP Long
718172CU1 718172CU1 Philip Morris International Inc. 1359000.0 1352994.21 CORP Long
89788MAP7 89788MAP7 Truist Financial Corp. 4182000.0 4074113.47 CORP Long
87264ACY9 87264ACY9 T-Mobile USA, Inc. 3462000.0 3357987.74 CORP Long
606822DC5 606822DC5 Mitsubishi UFJ Financial Group, Inc. 1526000.0 1512381.03 CORP Long
14448CBA1 14448CBA1 Carrier Global Corp. 2481000.0 2624727.95 CORP Long
38138JAC7 38138JAC7 GoldenTree Loan Management US CLO 1 Ltd. 5015000.0 5003104.42 CORP Long
72014TAD1 72014TAD1 Piedmont Healthcare, Inc. 1963000.0 1310733.99 CORP Long
31418MP22 31418MP22 Federal National Mortgage Association 3966.49 4097.24 USGSE Long
01F0606C4 01F0606C4 Uniform Mortgage-Backed Securities 227621853.0 228271620.07 USGSE Long
682680BL6 682680BL6 ONEOK, Inc. 4975000.0 5067007.4 CORP Long
007036FT8 007036FT8 Adjustable Rate Mortgage Trust 391492.71 360241.77 CORP Long
92338CAE3 92338CAE3 Veralto Corp. 4266000.0 4244668.51 CORP Long
64130HAL5 64130HAL5 Neuberger Berman Loan Advisers CLO 24 Ltd. 9493885.16 9485207.75 CORP Long
31335AXK9 31335AXK9 Federal Home Loan Mortgage Corp. 3460024.65 3348527.88 USGSE Long
31287XG26 31287XG26 Federal Home Loan Mortgage Corp. 641.73 664.0 USGSE Long
63111XAK7 63111XAK7 Nasdaq, Inc. 1066000.0 1080766.74 CORP Long
898339AA4 898339AA4 Trust Fibra Uno 3434000.0 3076889.41 CORP Long
31371KF97 31371KF97 Federal National Mortgage Association 1270.78 1322.92 USGSE Long
98877DAD7 98877DAD7 ZF North America Capital, Inc. 5242000.0 5319969.51 CORP Long
665859AX2 665859AX2 Northern Trust Corp. 1992000.0 2053747.5 CORP Long
85208NAD2 85208NAD2 Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 1057875.0 1049277.27 CORP Long
57665RAJ5 57665RAJ5 Match Group Holdings II, LLC 3214000.0 3031203.75 CORP Long
75513ECU3 75513ECU3 RTX Corp. 5425000.0 5540541.92 CORP Long
746954AA4 746954AA4 Qdoba Funding LLC 13619000.0 13743987.01 CORP Long
BQ0169574 BQ0169574 OCP S.A. 200000.0 165806.0 CORP Long
29250NBT1 29250NBT1 Enbridge Inc. 4648000.0 4674382.05 CORP Long
3140FL2N7 3140FL2N7 Federal National Mortgage Association 2360561.62 2122570.95 USGSE Long
55279HAW0 55279HAW0 Manufacturers and Traders Trust Co. 2807000.0 2638058.99 CORP Long
68205LAB9 68205LAB9 Oman Government International Bond 200000.0 203118.4 NUSS Long
31390RXU2 31390RXU2 Federal National Mortgage Association 3159.48 3257.95 USGSE Long
316773DG2 316773DG2 Fifth Third Bancorp 3849000.0 3600813.71 CORP Long
682680BK8 682680BK8 ONEOK, Inc. 2899000.0 2918460.99 CORP Long
885220HB2 885220HB2 Thornburg Mortgage Securities Trust 352999.75 332382.31 CORP Long
693475BM6 693475BM6 PNC Financial Services Group, Inc. (The) 2451000.0 2299644.38 CORP Long
07274EAJ2 07274EAJ2 Bayer US Finance LLC 5769000.0 5796096.53 CORP Long
49456BAV3 49456BAV3 Kinder Morgan, Inc. 2225000.0 2070391.49 CORP Long
83546DAG3 83546DAG3 Sonic Capital LLC 9123525.0 8428932.79 CORP Long
55282MAA2 55282MAA2 MAD Mortgage Trust 11633000.0 10378788.11 CORP Long
61691UBH1 61691UBH1 Morgan Stanley Capital I Trust 10950000.0 9217166.88 CORP Long
31307TDS7 31307TDS7 Federal Home Loan Mortgage Corp. 1008614.23 951579.58 USGSE Long
863579AQ1 863579AQ1 Structured Adjustable Rate Mortgage Loan Trust 141044.85 136036.26 CORP Long
36213CQ86 36213CQ86 Government National Mortgage Association 2232.19 2236.69 USGA Long
375558CA9 375558CA9 Gilead Sciences, Inc. 3290000.0 3323906.44 CORP Long
26443TAD8 26443TAD8 Duke Energy Indiana, LLC 2789000.0 2643077.57 CORP Long
832696AX6 832696AX6 J. M. Smucker Co. (The) 2970000.0 3102866.72 CORP Long
N/A N/A N/A -3750.0 -1561023.75 CORP N/A
42806MAF6 42806MAF6 Hertz Vehicle Financing III L.P. 2100000.0 1863240.75 CORP Long
907818GD4 907818GD4 Union Pacific Corp. 3172000.0 2952869.1 CORP Long
350930AA1 350930AA1 Foundry JV Holdco LLC 6528000.0 6474949.16 CORP Long
78386FAD8 78386FAD8 Falabella S.A. 200000.0 170685.32 CORP Long
44328UAB2 44328UAB2 HPEFS Equipment Trust 3485000.0 3495000.56 CORP Long
LW9712917 LW9712917 Tengizchevroil Finance Co. International Ltd. 200000.0 184246.0 CORP Long
36201V5K4 36201V5K4 Government National Mortgage Association 60595.8 60497.91 USGA Long
29247QAA2 29247QAA2 Empresa de Transmision Electrica, S.A. 200000.0 143218.0 CORP Long
67115DAA0 67115DAA0 Onslow Bay Mortgage Loan Trust 10555585.51 8365018.63 CORP Long
06237MAA1 06237MAA1 Bank Gospodarstwa Krajowego 200000.0 195512.6 NUSS Long
67578FAA5 67578FAA5 Octagon Investment Partners 49 Ltd. 16476000.0 16465224.7 CORP Long
14040HDC6 14040HDC6 Capital One Financial Corp. 5700000.0 5961012.23 CORP Long
12598RAA1 12598RAA1 COLT Mortgage Loan Trust 5221751.34 4338731.26 CORP Long
06051GLG2 06051GLG2 Bank of America Corp. 7608000.0 7494555.82 CORP Long
92538WAA5 92538WAA5 Verus Securitization Trust 7205432.89 6290561.24 CORP Long
05964HAY1 05964HAY1 Banco Santander S.A. 5800000.0 6010402.54 CORP Long
08162YAE2 08162YAE2 Benchmark Mortgage Trust 16455000.0 14214536.57 CORP Long
49177JAF9 49177JAF9 Kenvue Inc. 1894000.0 1907850.77 CORP Long
48305QAG8 48305QAG8 Kaiser Foundation Hospitals 4059000.0 2629797.89 CORP Long
74340XCH2 74340XCH2 Prologis, L.P. 2938000.0 2882904.19 CORP Long
655844CR7 655844CR7 Norfolk Southern Corp. 3413000.0 3395080.93 CORP Long
31283HTS4 31283HTS4 Federal Home Loan Mortgage Corp. 2841.82 2911.69 USGSE Long
BS8792951 BS8792951 Alsea, S.A.B. de C.V. 400000.0 404654.0 CORP Long
05377RFD1 05377RFD1 Avis Budget Rental Car Funding (AESOP) LLC 5417000.0 5029791.76 CORP Long
89788MAM4 89788MAM4 Truist Financial Corp. 2103000.0 1935300.18 CORP Long
61747YFE0 61747YFE0 Morgan Stanley 8477000.0 8125432.28 CORP Long
05971KAP4 05971KAP4 Banco Santander S.A. 10000000.0 10222380.0 CORP Long
N/A N/A Logan Group Co. Ltd. 2055000.0 164400.0 CORP Long
00203QAF4 00203QAF4 A.P. Moller - Maersk A/S 3837000.0 3827887.05 CORP Long
76774LAB3 76774LAB3 Ritchie Bros. Holdings Inc. 1297000.0 1322563.87 CORP Long
07336GAD6 07336GAD6 Bayview MSR Opportunity Master Fund Trust 10575707.28 8227742.69 CORP Long
31287LES7 31287LES7 Federal Home Loan Mortgage Corp. 86.58 86.51 USGSE Long
29246XAB6 29246XAB6 Empresa Electrica Cochrane S.p.A. 104860.0 97928.21 CORP Long
38141GXN9 38141GXN9 Goldman Sachs Group, Inc. (The) 2226000.0 2196648.65 CORP Long
55293BAB1 55293BAB1 MHPA Commercial Mortgage Trust 5810000.0 5702432.5 CORP Long
95000U3H4 95000U3H4 Wells Fargo & Co. 14385000.0 15029916.66 CORP Long
12433EAA9 12433EAA9 BX Trust 10965000.0 10710751.26 CORP Long
893647BR7 893647BR7 TransDigm, Inc. 4650000.0 4664131.35 CORP Long
466247SE4 466247SE4 J.P. Morgan Mortgage Trust 76367.78 71456.68 CORP Long
718172CV9 718172CV9 Philip Morris International Inc. 3814000.0 3819478.2 CORP Long
912810TT5 912810TT5 U.S. Treasury Notes/Bonds 62621400.0 58580362.78 UST Long
36212M7L7 36212M7L7 Government National Mortgage Association 461.4 474.39 USGA Long
172967PE5 172967PE5 Citigroup Inc. 11467000.0 11433180.26 CORP Long
681936BN9 681936BN9 Omega Healthcare Investors, Inc. 512000.0 391781.51 CORP Long
86562MDJ6 86562MDJ6 Sumitomo Mitsui Financial Group, Inc. 7568000.0 7700675.36 CORP Long
87264ADD4 87264ADD4 T-Mobile USA, Inc. 2115000.0 2163250.91 CORP Long
61764BAL7 61764BAL7 Morgan Stanley Capital I Trust 3350000.0 2169422.15 CORP Long
N/A N/A N/A 1.0 -120983.61 CORP N/A
853254CT5 853254CT5 Standard Chartered PLC 2338000.0 2347104.17 CORP Long
36207NKG8 36207NKG8 Government National Mortgage Association 42510.54 43597.28 USGA Long
20826FBG0 20826FBG0 ConocoPhillips Co. 5452000.0 5439322.57 CORP Long
46647PBP0 46647PBP0 JPMorgan Chase & Co. 300000.0 255464.07 CORP Long
ZQ9658860 ZQ9658860 Wynn Macau, Ltd. 400000.0 339378.12 CORP Long
756109BP8 756109BP8 Realty Income Corp. 1495000.0 1506689.75 CORP Long
312940ZC6 312940ZC6 Federal Home Loan Mortgage Corp. 17065.46 17032.72 USGSE Long
00773HAA5 00773HAA5 AerCap Global Aviation Trust 8778000.0 8780475.4 CORP Long
3128M7V29 3128M7V29 Federal Home Loan Mortgage Corp. 493664.75 493276.79 USGSE Long
89613JAA8 89613JAA8 Tricon American Homes Trust 11779639.75 10068085.19 CORP Long
EK9570855 EK9570855 Bharti Airtel Ltd. 200000.0 196077.68 CORP Long
44106MAW2 44106MAW2 Service Properties Trust 565000.0 494148.89 CORP Long
35564KP37 35564KP37 Freddie Mac 2765132.81 2808413.22 USGSE Long
91159HJG6 91159HJG6 U.S. Bancorp 1285000.0 1150415.28 CORP Long
126407AA3 126407AA3 Credit Suisse Mortgage Capital Trust 1744770.07 1460289.32 CORP Long
49327M2K9 49327M2K9 Keybank N.A. 1822000.0 1727177.0 CORP Long
48123UAB0 48123UAB0 JPMorgan Chase & Co. 1122000.0 958092.52 CORP Long
01609WAV4 01609WAV4 Alibaba Group Holding Ltd. 600000.0 452022.83 CORP Long
05964HAX3 05964HAX3 Banco Santander S.A. 6600000.0 6717558.54 CORP Long
83545GBD3 83545GBD3 Sonic Automotive, Inc. 439000.0 387243.09 CORP Long
548661EL7 548661EL7 Lowe's Cos., Inc. 2916000.0 2853863.13 CORP Long
74365PAH1 74365PAH1 Prosus N.V. 200000.0 168421.35 CORP Long
BP1992257 BP1992257 Sino-Ocean Land Treasure IV Ltd. 2025000.0 127878.75 CORP Long
20826FBH8 20826FBH8 ConocoPhillips Co. 2335000.0 2355797.89 CORP Long
36292AYN2 36292AYN2 Government National Mortgage Association 21051.01 20899.69 USGA Long
87164DVJ6 87164DVJ6 Synovus Bank 2031000.0 1860683.08 CORP Long
91324PER9 91324PER9 UnitedHealth Group Inc. 3389000.0 3461800.33 CORP Long
961214FG3 961214FG3 Westpac Banking Corp. 481000.0 452207.08 CORP Long
195325EG6 195325EG6 Colombia Government International Bond 3455000.0 3464200.11 NUSS Long
38172CAJ4 38172CAJ4 Golub Capital Partners CLO 35B Ltd. 9901988.02 9895096.24 CORP Long
760759BB5 760759BB5 Republic Services, Inc. 735000.0 732564.1 CORP Long
010392GB8 010392GB8 Alabama Power Co. 2016000.0 2083449.88 CORP Long
EK1766139 EK1766139 SURA Asset Management S.A. 300000.0 297750.9 CORP Long
03769M205 03769M205 Apollo Global Management, Inc. 508150.0 13323693.0 CORP Long
91159HJM3 91159HJM3 U.S. Bancorp 5380000.0 5379728.31 CORP Long
36202SBY3 36202SBY3 Government National Mortgage Association 9708.68 9801.48 USGA Long
36202KTB1 36202KTB1 Government National Mortgage Association 1304.62 1290.22 USGA Long
110122EB0 110122EB0 Bristol-Myers Squibb Co. 2854000.0 3111157.02 CORP Long
06051GKH1 06051GKH1 Bank of America Corp. 2215000.0 2178145.94 CORP Long
36291LXL4 36291LXL4 Government National Mortgage Association 29381.17 30544.93 USGA Long
92538UAA9 92538UAA9 Verus Securitization Trust 11182921.95 10176656.91 CORP Long
961214EP4 961214EP4 Westpac Banking Corp. 225000.0 175123.51 CORP Long
3128NHZZ9 3128NHZZ9 Federal Home Loan Mortgage Corp. 40911.84 40572.7 USGSE Long
95058XAH1 95058XAH1 Wendy's Funding, LLC 4963750.0 4489998.78 CORP Long
30227FAE0 30227FAE0 Extended Stay America Trust 4827738.26 4737402.59 CORP Long
91825MAB9 91825MAB9 JSC Uzbekneftegaz 7487000.0 6044255.1 NUSS Long
16164AAD7 16164AAD7 Chase Mortgage Finance Corp. 1969860.27 1696821.29 CORP Long
825252406 825252406 Invesco Treasury Portfolio 183441011.42 183441011.42 RF Long
48305QAF0 48305QAF0 Kaiser Foundation Hospitals 5883000.0 4082865.83 CORP Long
78319MAA1 78319MAA1 Rutas 2 and 7 Finance Ltd. 207999.98 135246.79 CORP Long
01F0306C7 01F0306C7 Uniform Mortgage-Backed Securities 21000000.0 17702624.1 USGSE Long
98877DAE5 98877DAE5 ZF North America Capital, Inc. 8695000.0 8930895.35 CORP Long
07336GAH7 07336GAH7 Bayview MSR Opportunity Master Fund Trust 9782945.14 8304416.36 CORP Long
117043AV1 117043AV1 Brunswick Corp. 1838000.0 1341331.39 CORP Long
89386MAA6 89386MAA6 Transocean Titan Financing Ltd. 4013000.0 4096049.04 CORP Long
059895AX0 059895AX0 Bangkok Bank PCL 700000.0 688623.29 CORP Long
49326EEL3 49326EEL3 KeyCorp 2158000.0 2088947.91 CORP Long
67078AAF0 67078AAF0 nVent Finance S.a.r.l. 4018000.0 3868127.96 CORP Long
91282CJE2 91282CJE2 U.S. Treasury Notes/Bonds 50357000.0 50589114.55 UST Long
26884TAX0 26884TAX0 ERAC USA Finance LLC 3479000.0 3357307.57 CORP Long
35564KUW7 35564KUW7 Freddie Mac 7092765.18 7170243.71 USGSE Long
857477CC5 857477CC5 State Street Corp. 4347000.0 4193217.83 CORP Long
744573AW6 744573AW6 Public Service Enterprise Group Inc. 8623000.0 8801155.84 CORP Long
N/A N/A Invesco Private Government Fund 106770394.51 106770394.51 PF Long
58933YBM6 58933YBM6 Merck & Co., Inc. 1927000.0 1855550.73 CORP Long
1248EPCT8 1248EPCT8 CCO Holdings, LLC/CCO Holdings Capital Corp. 4925000.0 4930417.5 CORP Long
31371JBE3 31371JBE3 Federal National Mortgage Association 60.5 62.13 USGSE Long
88651CAA8 88651CAA8 TierPoint Issuer LLC 13378000.0 12579754.14 CORP Long
36208R2G8 36208R2G8 Government National Mortgage Association 2128.41 2162.58 USGA Long
020564AE0 020564AE0 Alpek, S.A.B. de C.V. 200000.0 162987.32 CORP Long
720186AQ8 720186AQ8 Piedmont Natural Gas Co., Inc. 3051000.0 3007227.88 CORP Long
716973AG7 716973AG7 Pfizer Investment Enterprises Pte. Ltd. 6985000.0 6815608.09 CORP Long
44963HAB1 44963HAB1 IHS Holding Ltd. 3440000.0 2751312.0 CORP Long
78016EYZ4 78016EYZ4 Royal Bank of Canada 1500000.0 1483039.8 CORP Long
571748BU5 571748BU5 Marsh & McLennan Cos., Inc. 5485000.0 5594010.7 CORP Long
46645LBE6 46645LBE6 JPMBB Commercial Mortgage Securities Trust 5083000.0 4686053.28 CORP Long
885220EQ2 885220EQ2 Thornburg Mortgage Securities Trust 173225.0 163369.87 CORP Long
3140FL2P2 3140FL2P2 Federal National Mortgage Association 935824.93 840702.63 USGSE Long
47233JBH0 47233JBH0 Jefferies Financial Group Inc. 335000.0 304171.98 CORP Long
502431AR0 502431AR0 L3Harris Technologies, Inc. 1907000.0 1895229.02 CORP Long
92930RAJ1 92930RAJ1 WFRBS Commercial Mortgage Trust 56725.53 53880.74 CORP Long
N/A N/A N/A 1656.0 3851533.08 CORP N/A
927804GK4 927804GK4 Virginia Electric and Power Co. 2028000.0 1959641.6 CORP Long
902613BF4 902613BF4 UBS Group AG 4880000.0 5110711.76 CORP Long
11102AAF8 11102AAF8 British Telecommunications PLC 10020000.0 9076903.57 CORP Long
31371KNJ6 31371KNJ6 Federal National Mortgage Association 365.1 370.81 USGSE Long
36200RAD4 36200RAD4 Government National Mortgage Association 428.59 441.71 USGA Long
29273VAS9 29273VAS9 Energy Transfer L.P. 2143000.0 2194209.13 CORP Long
92537QAD3 92537QAD3 Verus Securitization Trust 2251485.93 1898499.32 CORP Long
14448CAY0 14448CAY0 Carrier Global Corp. 2240000.0 2306182.64 CORP Long
898339AB2 898339AB2 Trust Fibra Uno 3343000.0 2566573.54 CORP Long
3137FJXW4 3137FJXW4 Freddie Mac Multifamily Structured Pass-Through Ctfs. 4736000.0 4530347.25 USGSE Long
UV9935809 UV9935809 Autoridad del Canal de Panama 300000.0 260440.75 CORP Long
15189XBD9 15189XBD9 CenterPoint Energy Houston Electric, LLC 3056000.0 3084690.71 CORP Long
03465LAA3 03465LAA3 Angel Oak Mortgage Trust 3370145.55 3085681.67 CORP Long
12659YAA2 12659YAA2 COLT Mortgage Loan Trust 10590088.09 9645951.03 CORP Long
91159HJJ0 91159HJJ0 U.S. Bancorp 2705000.0 2663230.96 CORP Long
210385AD2 210385AD2 Constellation Energy Generation, LLC 2262000.0 2323616.43 CORP Long
46124HAG1 46124HAG1 Intuit Inc. 6651000.0 6706530.4 CORP Long
25746UDR7 25746UDR7 Dominion Energy, Inc. 4203000.0 4152282.15 CORP Long
90320WAH6 90320WAH6 UPMC 1181000.0 1130557.34 CORP Long
74340XCG4 74340XCG4 Prologis, L.P. 3049000.0 3021827.53 CORP Long
031162DM9 031162DM9 Amgen Inc. 3236000.0 3224693.48 CORP Long
46647PDU7 46647PDU7 JPMorgan Chase & Co. 6188000.0 6170283.45 CORP Long
12665WAC4 12665WAC4 Credit Suisse Mortgage Capital Trust 10742635.18 10290203.73 CORP Long
85573EAA5 85573EAA5 Starwood Mortgage Residential Trust 2269838.9 2014262.3 CORP Long
12550AAT3 12550AAT3 CIFC Funding Ltd. 4417000.0 4422494.75 CORP Long
224044CS4 224044CS4 Cox Communications, Inc. 1488000.0 1481531.37 CORP Long
3140FKJZ4 3140FKJZ4 Federal National Mortgage Association 1815788.92 1631221.66 USGSE Long
682680BJ1 682680BJ1 ONEOK, Inc. 1988000.0 2002086.41 CORP Long
29250NBN4 29250NBN4 Enbridge Inc. 2611000.0 2514067.41 CORP Long
03076CAN6 03076CAN6 Ameriprise Financial, Inc. 7765000.0 7950231.12 CORP Long
31384WAH3 31384WAH3 Federal National Mortgage Association 570.24 575.0 USGSE Long
20030NEB3 20030NEB3 Comcast Corp. 3172000.0 3252341.05 CORP Long
637432PB5 637432PB5 National Rural Utilities Cooperative Finance Corp. 4506000.0 4581646.73 CORP Long
95000U3D3 95000U3D3 Wells Fargo & Co. 2370000.0 2280994.37 CORP Long
655844CU0 655844CU0 Norfolk Southern Corp. 5051000.0 5165797.76 CORP Long
46115HCD7 46115HCD7 Intesa Sanpaolo S.p.A. 5395000.0 5467098.19 CORP Long
31412CAV2 31412CAV2 Federal National Mortgage Association 12664.18 12625.32 USGSE Long
13032UD96 13032UD96 California (State of) Health Facilities Financing Authority (Social Bonds) 2980000.0 2559215.36 MUN Long
682680BN2 682680BN2 ONEOK, Inc. 7077000.0 7440159.02 CORP Long
17307GLB2 17307GLB2 Citigroup Mortgage Loan Trust 95663.85 87891.1 CORP Long
31371NCK9 31371NCK9 Federal National Mortgage Association 15.31 15.82 USGSE Long
31410KWF7 31410KWF7 Federal National Mortgage Association 46605.44 47513.37 USGSE Long
92332YAC5 92332YAC5 Venture Global LNG, Inc. 6578000.0 6791259.75 CORP Long
59156RBT4 59156RBT4 MetLife, Inc. 200000.0 190526.18 CORP Long
78433QAA3 78433QAA3 SG Residential Mortgage Trust 12778124.87 11233707.03 CORP Long
31386XQT6 31386XQT6 Federal National Mortgage Association 192772.27 201530.73 USGSE Long
07336JAE8 07336JAE8 Bayview MSR Opportunity Master Fund Trust 13602042.68 10582186.53 CORP Long
03464RAA1 03464RAA1 Angel Oak Mortgage Trust 923019.61 859398.08 CORP Long
44963HAA3 44963HAA3 IHS Holding Ltd. 4630000.0 4006084.35 CORP Long
37959GAD9 37959GAD9 Global Atlantic (Fin) Co. 291000.0 314057.02 CORP Long
26442CBK9 26442CBK9 Duke Energy Carolinas, LLC 2303000.0 2185875.43 CORP Long
03464UAA4 03464UAA4 Angel Oak Mortgage Trust 3947495.11 3940198.17 CORP Long
857477CG6 857477CG6 State Street Corp. 8983000.0 9087737.38 CORP Long
77586RAQ3 77586RAQ3 Romanian Government International Bond 5030000.0 5128728.84 NUSS Long
78355HKY4 78355HKY4 Ryder System, Inc. 8142000.0 8560776.28 CORP Long
10373QBV1 10373QBV1 BP Capital Markets America Inc. 466000.0 454794.06 CORP Long
05609VAJ4 05609VAJ4 BX Commercial Mortgage Trust 5345000.0 5119450.62 CORP Long
054989AC2 054989AC2 B.A.T Capital Corp. 1062000.0 1081788.41 CORP Long
12597NAS2 12597NAS2 CSAIL Commercial Mortgage Trust 22374000.0 18233704.72 CORP Long
98920MAA0 98920MAA0 Zaxby's Funding LLC 21474208.75 18149301.18 CORP Long
00401MAA4 00401MAA4 Abu Dhabi Crude Oil Pipeline L.L.C. 200000.0 184976.8 CORP Long
825252729 825252729 Invesco Liquid Assets Portfolio 114614094.422 114671401.47 RF Long
115637AU4 115637AU4 Brown-Forman Corp. 818000.0 805688.61 CORP Long
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12433EAJ0 12433EAJ0 BX Trust 3630000.0 3540520.5 CORP Long
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06738ECL7 06738ECL7 Barclays PLC 6112000.0 6230299.84 CORP Long
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55261HAC4 55261HAC4 MAG Mutual Holding Co. 27101000.0 21842189.44 CORP Long
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71654QDP4 71654QDP4 Petroleos Mexicanos 4260000.0 3980825.93 CORP Long
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014916AA8 014916AA8 Alexander Funding Trust II 3834000.0 3931658.73 CORP Long
3140XMMR4 3140XMMR4 Federal National Mortgage Association 33808239.23 33379802.97 USGSE Long
44931NAT8 44931NAT8 ICG US CLO Ltd. 11399000.0 11289603.8 CORP Long
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31573TAA6 31573TAA6 Ellington Financial Mortgage Trust 2253741.61 2106326.17 CORP Long
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29250NBS3 29250NBS3 Enbridge Inc. 7348000.0 7353574.19 CORP Long
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14040HDB8 14040HDB8 Capital One Financial Corp. 4893000.0 4979423.3 CORP Long
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36213UWX4 36213UWX4 Government National Mortgage Association 711.17 719.48 USGA Long
01F0406C6 01F0406C6 Uniform Mortgage-Backed Securities 49704000.0 45128708.03 USGSE Long
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31298GFG0 31298GFG0 Federal Home Loan Mortgage Corp. 0.93 0.93 USGSE Long
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404280DG1 404280DG1 HSBC Holdings PLC 1571000.0 1543780.15 CORP Long
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13032UD88 13032UD88 California (State of) Health Facilities Financing Authority (Social Bonds) 4000000.0 3535324.0 MUN Long
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83088MAL6 83088MAL6 Skyworks Solutions, Inc. 279000.0 227595.66 CORP Long
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64830VAA1 64830VAA1 New Residential Mortgage Loan Trust 2725069.33 2445525.18 CORP Long
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404280DW6 404280DW6 HSBC Holdings PLC 5350000.0 5438723.87 CORP Long
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78520LAB6 78520LAB6 SABIC Capital II B.V. 200000.0 193833.4 CORP Long
31418MJQ6 31418MJQ6 Federal National Mortgage Association 20086.11 21054.11 USGSE Long
31411EWA1 31411EWA1 Federal National Mortgage Association 26261.74 26793.69 USGSE Long
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26151AAA7 26151AAA7 Drax Finco PLC 6116000.0 6047806.6 CORP Long
36200VEV1 36200VEV1 Government National Mortgage Association 333.67 333.27 USGA Long
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44891ACD7 44891ACD7 Hyundai Capital America 3956000.0 3919360.4 CORP Long
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46522TAC2 46522TAC2 Istanbul Metropolitan Municipality 450000.0 454410.0 NUSS Long
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05609XAA9 05609XAA9 BX Trust 4640000.0 4560000.37 CORP Long
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01F0526C1 01F0526C1 Uniform Mortgage-Backed Securities 235700000.0 232254292.27 USGSE Long
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126650DY3 126650DY3 CVS Health Corp. 4046000.0 3982999.21 CORP Long
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22546QAP2 22546QAP2 Credit Suisse AG 2107000.0 2065586.94 CORP Long
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06054ABB4 06054ABB4 Banc of America Commercial Mortgage Trust 4394000.0 4122997.85 CORP Long
049560AZ8 049560AZ8 Atmos Energy Corp. 2855000.0 2963606.68 CORP Long
571748BV3 571748BV3 Marsh & McLennan Cos., Inc. 4896000.0 4992274.6 CORP Long
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195325EF8 195325EF8 Colombia Government International Bond 5622000.0 5849496.65 NUSS Long
31391FT24 31391FT24 Federal National Mortgage Association 3563.92 3707.86 USGSE Long
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743844DA7 743844DA7 Provident Home Equity Loan Trust 101593.61 91395.43 CORP Long
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95058XAE8 95058XAE8 Wendy's Funding, LLC 10603125.0 9793156.52 CORP Long
30161NBL4 30161NBL4 Exelon Corp. 2480000.0 2379481.66 CORP Long
46090A754 46090A754 Invesco High Yield Select ETF 10000.0 249000.0 RF Long
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064058AL4 064058AL4 Bank of New York Mellon Corp. (The) 925000.0 771960.14 CORP Long
36213HWZ8 36213HWZ8 Government National Mortgage Association 224.88 237.41 USGA Long
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80413TAK5 80413TAK5 Saudi Government International Bond 415000.0 404649.9 NUSS Long
35910EAA2 35910EAA2 Frontier Issuer LLC 11786710.0 11431083.74 CORP Long
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69377FAB2 69377FAB2 PT Freeport Indonesia 2757000.0 2610483.51 CORP Long
808513CD5 808513CD5 Charles Schwab Corp. (The) 4110000.0 4097261.42 CORP Long
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45866FAY0 45866FAY0 Intercontinental Exchange, Inc. 2808000.0 2639188.66 CORP Long
233046AK7 233046AK7 DB Master Finance LLC 10326637.5 9819856.73 CORP Long
00830YAC5 00830YAC5 Africa Finance Corp. 20285000.0 19184944.45 CORP Long
80413TBE8 80413TBE8 Saudi Government International Bond 200000.0 171731.8 NUSS Long
55261FAR5 55261FAR5 M&T Bank Corp. 2211000.0 1983122.95 CORP Long
91324PEW8 91324PEW8 UnitedHealth Group Inc. 1995000.0 1892335.05 CORP Long
31385JK49 31385JK49 Federal National Mortgage Association 594.31 610.44 USGSE Long
30037DAB1 30037DAB1 Evergy Metro, Inc. 1396000.0 1342273.2 CORP Long
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12433EAG6 12433EAG6 BX Trust 6790000.0 6629709.83 CORP Long
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71643VAB1 71643VAB1 Petroleos Mexicanos 7361000.0 5751639.54 CORP Long
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31574XAA6 31574XAA6 Ellington Financial Mortgage Trust 808963.0 664732.5 CORP Long
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225401AR9 225401AR9 Credit Suisse Group AG 3522000.0 405030.0 CORP Long
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36210AUT2 36210AUT2 Government National Mortgage Association 536.76 545.95 USGA Long
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466247QM8 466247QM8 J.P. Morgan Mortgage Trust 154789.49 151220.37 CORP Long
345397D59 345397D59 Ford Motor Credit Co. LLC 6887000.0 7035885.51 CORP Long
38500TAC5 38500TAC5 Gran Tierra Energy Inc. 408000.0 350208.84 CORP Long
29135EAA4 29135EAA4 Emirates Semb Corp Water and Power Co. PJSC 200000.0 183510.0 CORP Long
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246114AA0 246114AA0 Delaware Life Global Funding 31380000.0 29040703.84 CORP Long
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09261XAD4 09261XAD4 Blackstone Secured Lending Fund 4882000.0 4226587.45 CORP Long
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20753YCH3 20753YCH3 Fannie Mae Connecticut Avenue Securities 5010987.4 5051022.18 USGSE Long
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09261HAD9 09261HAD9 Blackstone Private Credit Fund 449000.0 395451.71 CORP Long
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3132DQTR7 3132DQTR7 Federal Home Loan Mortgage Corp. 8039056.97 8096253.33 USGSE Long
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38148BAD0 38148BAD0 Goldman Sachs Group, Inc. (The) 4790000.0 4756289.46 CORP Long
36263KAF8 36263KAF8 GS Mortgage-Backed Securities Trust 8781618.04 7452119.71 CORP Long
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31292HQY3 31292HQY3 Federal Home Loan Mortgage Corp. 1375.89 1438.64 USGSE Long
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74460WAH0 74460WAH0 Public Storage Operating Co. 3169000.0 3051704.85 CORP Long
03464BAA6 03464BAA6 Angel Oak Mortgage Trust 13015606.69 11325233.41 CORP Long
151290CB7 151290CB7 CEMEX S.A.B. de C.V. 600000.0 627191.4 CORP Long
172967PC9 172967PC9 Citigroup Inc. 12273000.0 12167454.65 CORP Long
31417TP51 31417TP51 Federal National Mortgage Association 266814.6 266106.13 USGSE Long
42806MAB5 42806MAB5 Hertz Vehicle Financing LLC 1289000.0 1233046.44 CORP Long
73730EAD5 73730EAD5 POSCO 3669000.0 3704408.49 CORP Long
20753XAA2 20753XAA2 Fannie Mae Connecticut Avenue Securities 9855729.62 9954590.47 USGSE Long
49456BAW1 49456BAW1 Kinder Morgan, Inc. 2889000.0 2587947.28 CORP Long
548661ER4 548661ER4 Lowe`s Cos., Inc. 1093000.0 1078513.04 CORP Long
53218CAC4 53218CAC4 Life Mortgage Trust 10837245.9 10536875.37 CORP Long
80386WAC9 80386WAC9 Sasol Financing USA LLC 8796000.0 7998736.72 CORP Long
10373QBU3 10373QBU3 BP Capital Markets America Inc. 2102000.0 2041368.92 CORP Long
059514AE9 059514AE9 Banco de Bogota S.A. 400000.0 365666.4 CORP Long
00653XAA5 00653XAA5 Adani Green Energy Ltd. 200000.0 190864.7 CORP Long
75513ECV1 75513ECV1 RTX Corp. 3860000.0 3999290.88 CORP Long
08162YAJ1 08162YAJ1 Benchmark Mortgage Trust 14875350.0 10175001.21 CORP Long
49177JAD4 49177JAD4 Kenvue Inc. 803000.0 809105.65 CORP Long
404280DZ9 404280DZ9 HSBC Holdings PLC 6358000.0 6371569.18 CORP Long
07387AGZ2 07387AGZ2 Bear Stearns Adjustable Rate Mortgage Trust 138326.71 127561.83 CORP Long
372460AD7 372460AD7 Genuine Parts Co. 7824000.0 8311474.63 CORP Long
05254HAA2 05254HAA2 Australia and New Zealand Banking Group Ltd. 2036000.0 2007963.26 CORP Long
12570FAB7 12570FAB7 CK Hutchison International (23) Ltd. 5606000.0 5436214.11 CORP Long
31297B4P4 31297B4P4 Federal Home Loan Mortgage Corp. 41492.13 41663.91 USGSE Long
67448DAL4 67448DAL4 OBX Trust 6904460.98 6213462.53 CORP Long
709599BW3 709599BW3 Penske Truck Leasing Co. L.P./ PTL Finance Corp. 3657000.0 3688143.16 CORP Long
85208NAE0 85208NAE0 Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 2533500.0 2498275.48 CORP Long
693475BP9 693475BP9 PNC Financial Services Group, Inc. (The) 5287000.0 4623497.89 CORP Long
BN3594171 BN3594171 Logan Group Co. Ltd. 1750000.0 144375.0 CORP Long
02379KAA2 02379KAA2 American Airlines Pass-Through Trust 493062.31 401631.4 CORP Long
07386HMX6 07386HMX6 Bear Stearns ALT-A Trust 182837.82 178950.94 CORP Long
292487AB1 292487AB1 Empresa de los Ferrocarriles del Estado 209000.0 132480.27 CORP Long
31414SHT3 31414SHT3 Federal National Mortgage Association 2651.0 2699.0 USGSE Long
41161PSM6 41161PSM6 HarborView Mortgage Loan Trust 12630.55 11254.9 CORP Long
69377FAA4 69377FAA4 PT Freeport Indonesia 217000.0 211892.1 CORP Long
49177JAK8 49177JAK8 Kenvue Inc. 4915000.0 4874686.88 CORP Long
33852HAD4 33852HAD4 Flagstar Mortgage Trust 3577544.67 3037513.23 CORP Long
ZM4996884 ZM4996884 Israel Discount Bank Ltd. 400000.0 385885.6 CORP Long
836205BB9 836205BB9 Republic of South Africa Government International Bond 200000.0 145348.0 NUSS Long
BQ5553418 BQ5553418 Agile Group Holdings Ltd. 4142000.0 728826.32 CORP Long
31296RZS0 31296RZS0 Federal Home Loan Mortgage Corp. 9310.03 9469.49 USGSE Long
718172DE6 718172DE6 Philip Morris International Inc. 5687000.0 5718207.7 CORP Long
055451BC1 055451BC1 BHP Billiton Finance (USA) Ltd. 8324000.0 8359644.87 CORP Long
312935M89 312935M89 Federal Home Loan Mortgage Corp. 327002.72 326409.05 USGSE Long
77586RAR1 77586RAR1 Romanian Government International Bond 6774000.0 7028831.11 NUSS Long
853254CC2 853254CC2 Standard Chartered PLC 3192000.0 2499604.13 CORP Long
09031WAC7 09031WAC7 Bimbo Bakeries USA, Inc. 6591000.0 6740582.75 CORP Long
66980P2B4 66980P2B4 BOC Aviation (USA) Corp. 310000.0 291204.3 CORP Long
AQ6899878 AQ6899878 Puma International Financing S.A. 200000.0 185607.0 CORP Long
626717AN2 626717AN2 Murphy Oil Corp. 4384000.0 4358037.56 CORP Long
17888HAA1 17888HAA1 Civitas Resources, Inc. 4075000.0 4178672.08 CORP Long
808513CB9 808513CB9 Charles Schwab Corp. (The) 1388000.0 1200566.15 CORP Long
05609QAA4 05609QAA4 BX Commercial Mortgage Trust 6655000.0 6533035.81 CORP Long
059593AE3 059593AE3 Banco GNB Sudameris S.A. 200000.0 157600.0 CORP Long
31298DXB8 31298DXB8 Federal Home Loan Mortgage Corp. 221262.8 224904.29 USGSE Long
375558BZ5 375558BZ5 Gilead Sciences, Inc. 6505000.0 6531263.81 CORP Long
3140FFTV3 3140FFTV3 Federal National Mortgage Association 1406931.99 1276946.12 USGSE Long
209111GF4 209111GF4 Consolidated Edison Co. of New York, Inc. 3684000.0 3716822.75 CORP Long
10569EAA9 10569EAA9 BRAVO Residential Funding Trust 2179170.95 2017720.53 CORP Long
81618TAC4 81618TAC4 Office Properties Income Trust 330000.0 294312.77 CORP Long
N/A N/A N/A -2860.0 -1478471.28 CORP N/A
833636AN3 833636AN3 Sociedad Quimica y Minera de Chile S.A. 8310000.0 8374402.5 CORP Long
32051GZD0 32051GZD0 First Horizon Alternative Mortgage Securities Trust 40152.34 39789.39 CORP Long
571903BL6 571903BL6 Marriott International, Inc. 2881000.0 2820630.78 CORP Long
31407NJK0 31407NJK0 Federal National Mortgage Association 3866.33 4046.17 USGSE Long
316773DK3 316773DK3 Fifth Third Bancorp 1711000.0 1728316.45 CORP Long
31292GVA1 31292GVA1 Federal Home Loan Mortgage Corp. 166.77 171.5 USGSE Long
049560BA2 049560BA2 Atmos Energy Corp. 2209000.0 2387051.39 CORP Long
17180TBA9 17180TBA9 CIFC Funding Ltd. 4761000.0 4749821.17 CORP Long
78433QAB1 78433QAB1 SG Residential Mortgage Trust 5367167.89 4642259.95 CORP Long
718172DA4 718172DA4 Philip Morris International Inc. 9317000.0 9197786.38 CORP Long
80414L2D6 80414L2D6 Saudi Arabian Oil Co. 200000.0 184574.0 CORP Long
709599BU7 709599BU7 Penske Truck Leasing Co. L.P./ PTL Finance Corp. 1093000.0 1089407.1 CORP Long
3140J9H87 3140J9H87 Federal National Mortgage Association 10999412.31 9912270.0 USGSE Long
67575XAN1 67575XAN1 Octagon Investment Partners 31 Ltd. 12906403.42 12877080.07 CORP Long
192714AC7 192714AC7 Colbun S.A. 200000.0 187752.22 CORP Long
184496AQ0 184496AQ0 Clean Harbors, Inc. 3452000.0 3427776.28 CORP Long
286181AK8 286181AK8 Element Fleet Management Corp. 6849000.0 6919654.01 CORP Long
86964WAB8 86964WAB8 Suzano Austria GmbH 205000.0 205929.27 CORP Long
876030AD9 876030AD9 Tapestry, Inc. 5860000.0 5908381.33 CORP Long
92537TAA3 92537TAA3 Verus Securitization Trust 164521.93 162520.16 CORP Long
07274EAK9 07274EAK9 Bayer US Finance LLC 10236000.0 10212143.47 CORP Long
52532XAJ4 52532XAJ4 Leidos, Inc. 2483000.0 2474113.12 CORP Long
38136MAU2 38136MAU2 Goldentree Loan Management US CLO 2 Ltd. 12211068.17 12191713.63 CORP Long
30225VAJ6 30225VAJ6 Extra Space Storage L.P. 1312000.0 1315357.88 CORP Long
92338CAA1 92338CAA1 Veralto Corp. 5861000.0 5884448.34 CORP Long
579780AT4 579780AT4 McCormick & Co., Inc. 1168000.0 1119544.96 CORP Long
637417AS5 637417AS5 NNN REIT, Inc. 2294000.0 2244715.15 CORP Long
58013MFV1 58013MFV1 McDonald's Corp. 9040000.0 8971523.27 CORP Long
31429KAH6 31429KAH6 Federation des caisses Desjardins du Quebec 3462000.0 3369334.72 CORP Long
91282CJJ1 91282CJJ1 U.S. Treasury Notes/Bonds 81736300.0 82758003.75 UST Long
74460WAF4 74460WAF4 Public Storage Operating Co. 922000.0 929444.17 CORP Long
29245JAN2 29245JAN2 Empresa Nacional del Petroleo 600000.0 583507.8 CORP Long
902674ZW3 902674ZW3 UBS AG 4642000.0 4698066.31 CORP Long
00138CAV0 00138CAV0 Corebridge Global Funding 4417000.0 4471371.55 CORP Long
36268NAA8 36268NAA8 GTCR W-2 Merger Sub LLC 4592000.0 4681888.4 CORP Long
126650EA4 126650EA4 CVS Health Corp. 1765000.0 1734811.49 CORP Long
35564KE39 35564KE39 Freddie Mac 4462443.9 4536707.0 USGSE Long
1248EPCS0 1248EPCS0 CCO Holdings, LLC/CCO Holdings Capital Corp. 8833000.0 8528708.45 CORP Long
6944PL2M0 6944PL2M0 Pacific Life Global Funding II 6296000.0 6297215.69 CORP Long
17162LAB7 17162LAB7 Cibanco S.A. Ibm / PLA Administradora Industrial S de RL de C.V. 200000.0 185572.78 CORP Long
87264ACW3 87264ACW3 T-Mobile USA, Inc. 3778000.0 3692961.64 CORP Long
BQ4156015 BQ4156015 Prosus N.V. 200000.0 156563.72 CORP Long
92332YAD3 92332YAD3 Venture Global LNG, Inc. 6742000.0 6913699.93 CORP Long
06406RBR7 06406RBR7 Bank of New York Mellon Corp. (The) 2832000.0 2699705.22 CORP Long
36201S6V6 36201S6V6 Government National Mortgage Association 20239.35 20688.01 USGA Long
29273VAT7 29273VAT7 Energy Transfer L.P. 1672000.0 1738072.42 CORP Long
785592AZ9 785592AZ9 Sabine Pass Liquefaction, LLC 2298000.0 2334857.39 CORP Long
36212SUR5 36212SUR5 Government National Mortgage Association 1424.68 1426.2 USGA Long
19688JAA5 19688JAA5 COLT Mortgage Loan Trust 65413.07 65019.85 CORP Long
55903VBD4 55903VBD4 Warnermedia Holdings, Inc. 2485000.0 2053483.9 CORP Long
87250RAA2 87250RAA2 TICP CLO XV Ltd. 9701000.0 9717743.93 CORP Long
36213F7K3 36213F7K3 Government National Mortgage Association 971.59 995.46 USGA Long
31429KAJ2 31429KAJ2 Federation des caisses Desjardins du Quebec 1580000.0 1566001.91 CORP Long
31287QRX1 31287QRX1 Federal Home Loan Mortgage Corp. 948.2 975.09 USGSE Long
81745CAB9 81745CAB9 Sequoia Mortgage Trust 274748.92 233616.67 CORP Long
71654QDL3 71654QDL3 Petroleos Mexicanos 11641000.0 10712101.75 CORP Long
03965TAB9 03965TAB9 Arcos Dorados B.V. 7783000.0 7575621.97 CORP Long
883203CD1 883203CD1 Textron Inc. 1904000.0 1958897.97 CORP Long
29250NBR5 29250NBR5 Enbridge Inc. 4088000.0 4090293.37 CORP Long
853254CU2 853254CU2 Standard Chartered PLC 410000.0 408416.83 CORP Long
92857WBW9 92857WBW9 Vodafone Group PLC 5448000.0 4400117.52 CORP Long
16164AAC9 16164AAC9 Chase Mortgage Finance Corp. 3971481.9 3522390.7 CORP Long
61747YFH3 61747YFH3 Morgan Stanley 6720000.0 6960678.41 CORP Long
797440CD4 797440CD4 San Diego Gas & Electric Co. 5230000.0 4949271.59 CORP Long
00912XAY0 00912XAY0 Air Lease Corp. 340000.0 315098.62 CORP Long
91282CJM4 91282CJM4 U.S. Treasury Notes/Bonds 3628000.0 3630834.38 UST Long
26441CBU8 26441CBU8 Duke Energy Corp. 1978000.0 1724556.64 CORP Long
36292D6R8 36292D6R8 Government National Mortgage Association 2324.06 2298.73 USGA Long
N/A N/A Kallpa Generacion S.A. 200000.0 186940.58 CORP Long
45688C107 45688C107 Ingevity Corp. 10.0 387.9 CORP Long
BJ5935942 BJ5935942 Country Garden Holdings Co. Ltd. 935000.0 85730.15 CORP Long
12593PAZ5 12593PAZ5 COMM Mortgage Trust 5267000.0 4933652.62 CORP Long
025537AV3 025537AV3 American Electric Power Co., Inc. 1622000.0 1648696.82 CORP Long
225401AS7 225401AS7 Credit Suisse Group AG 5650000.0 649750.0 CORP Long
31389DTA5 31389DTA5 Federal National Mortgage Association 2409.4 2473.83 USGSE Long
670898AC9 670898AC9 OCP CLO Ltd. 17937000.0 17917358.99 CORP Long
61763E207 61763E207 Morgan Stanley 249737.0 6318346.1 CORP Long
46090A804 46090A804 Invesco Total Return Bond ETF 100000.0 4567000.0 RF Long
ZQ3579112 ZQ3579112 Braskem Netherlands Finance B.V. 200000.0 164704.02 CORP Long
61765TAL7 61765TAL7 Morgan Stanley Bank of America Merrill Lynch Trust 15769000.0 14465950.76 CORP Long
637432PA7 637432PA7 National Rural Utilities Cooperative Finance Corp. 2152000.0 2195384.23 CORP Long
76119NAA5 76119NAA5 Residential Mortgage Loan Trust 302759.99 294559.98 CORP Long
18684LAA6 18684LAA6 India Airport Infra 400000.0 391962.0 CORP Long
404280EC9 404280EC9 HSBC Holdings PLC 4371000.0 4552203.52 CORP Long
31391BWJ2 31391BWJ2 Federal National Mortgage Association 4753.84 4908.95 USGSE Long
25157TAA2 25157TAA2 Deutsche Mortgage Securities, Inc. Re-REMIC Trust Ctfs. 3246482.71 2800514.03 CORP Long
03847QAA1 03847QAA1 Arabian Centres Sukuk II Ltd. 200000.0 181876.0 CORP Long
548661ES2 548661ES2 Lowe`s Cos., Inc. 6333000.0 6141866.51 CORP Long
312943TR4 312943TR4 Federal Home Loan Mortgage Corp. 23127.94 23936.67 USGSE Long
105340AR4 105340AR4 Brandywine Operating Partnership, L.P. 4102000.0 3932332.09 CORP Long
36200XFC8 36200XFC8 Government National Mortgage Association 2733.61 2805.58 USGA Long
743820AB8 743820AB8 Providence St. Joseph Health Obligated Group 4352000.0 2426678.25 CORP Long
225401BG2 225401BG2 UBS Group AG 6280000.0 6342722.76 CORP Long
893727AA5 893727AA5 Transjamaican Highway Ltd. 1238557.38 1032182.76 CORP Long
45687VAA4 45687VAA4 Ingersoll Rand Inc. 1057000.0 1059979.05 CORP Long
59156RCD8 59156RCD8 MetLife, Inc. 4130000.0 3902885.64 CORP Long
71568QAE7 71568QAE7 PT Perusahaan Perseroan (Persero) Perusahaan Listrik Negara 200000.0 199100.88 CORP Long
8426EPAG3 8426EPAG3 Southern Co. Gas Capital Corp. 2558000.0 2590362.64 CORP Long
29280LAA1 29280LAA1 EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A. 11848000.0 8895357.55 CORP Long
36202KSU0 36202KSU0 Government National Mortgage Association 1000.0 991.98 USGA Long
72014TAE9 72014TAE9 Piedmont Healthcare, Inc. 2499000.0 1520538.99 CORP Long
85573RAA6 85573RAA6 Starwood Mortgage Residential Trust 13038391.49 10432898.43 CORP Long
29103CAA6 29103CAA6 Emerald Debt Merger Sub L.L.C. 12229000.0 12213713.75 CORP Long
693475BR5 693475BR5 PNC Financial Services Group, Inc. (The) 7006000.0 6959376.61 CORP Long
625454AB9 625454AB9 Multibank Inc. 6200000.0 6107062.0 CORP Long
36213E2N5 36213E2N5 Government National Mortgage Association 128.77 132.33 USGA Long
86563VBM0 86563VBM0 Sumitomo Mitsui Trust Bank, Ltd. 6066000.0 6130184.29 CORP Long
031162DS6 031162DS6 Amgen Inc. 3560000.0 3486749.3 CORP Long
337738BH0 337738BH0 Fiserv, Inc. 5577000.0 5609322.17 CORP Long
11135FBQ3 11135FBQ3 Broadcom Inc. 290000.0 221716.08 CORP Long
345397D42 345397D42 Ford Motor Credit Co. LLC 3756000.0 3885269.31 CORP Long
BP8835319 BP8835319 Grupo Axo, S.A.P.I. de C.V. 800000.0 717847.6 CORP Long
693475BU8 693475BU8 PNC Financial Services Group, Inc. (The) 6938000.0 7369431.83 CORP Long
89117F8Z5 89117F8Z5 Toronto-Dominion Bank (The) 3360000.0 3386972.57 CORP Long
N/A N/A N/A 79.6 0.0 CORP N/A
548661EN3 548661EN3 Lowe's Cos., Inc. 1101000.0 1066495.14 CORP Long
14040HDA0 14040HDA0 Capital One Financial Corp. 3880000.0 3779161.79 CORP Long
91087BAV2 91087BAV2 Mexico Government International Bond 3380000.0 3423994.69 NUSS Long
67114VAA1 67114VAA1 OBX Trust 9029364.32 7557681.77 CORP Long
89788MAL6 89788MAL6 Truist Financial Corp. 2383000.0 2285277.13 CORP Long
437076CW0 437076CW0 Home Depot, Inc. (The) 7838000.0 7851875.92 CORP Long
26190TAA9 26190TAA9 Dryden 93 CLO Ltd. 3239313.0 3217146.38 CORP Long
91087BAX8 91087BAX8 Mexico Government International Bond 12774000.0 12218635.79 NUSS Long
31391ANZ8 31391ANZ8 Federal National Mortgage Association 6321.48 6493.06 USGSE Long
46647PDK9 46647PDK9 JPMorgan Chase & Co. 3963000.0 3950808.66 CORP Long
87266GAA8 87266GAA8 TMS Issuer S.a r.l. 2210000.0 2239731.13 CORP Long
55336VBV1 55336VBV1 MPLX L.P. 2119000.0 2000778.26 CORP Long
256677AM7 256677AM7 Dollar General Corp. 1496000.0 1340889.6 CORP Long
22541SJB5 22541SJB5 CSFB Mortgage-Backed Pass-Through Ctfs. 501108.23 464696.1 CORP Long
58013MFT6 58013MFT6 McDonald's Corp. 2645000.0 2487765.07 CORP Long
718172CX5 718172CX5 Philip Morris International Inc. 2231000.0 2283442.35 CORP Long
46647PDY9 46647PDY9 JPMorgan Chase & Co. 12333000.0 12886644.53 CORP Long
031162DQ0 031162DQ0 Amgen Inc. 1797000.0 1806716.99 CORP Long
59020UYU3 59020UYU3 Merrill Lynch Mortgage Investors Trust 376142.37 351045.7 CORP Long
EG0367185 EG0367185 Peru Enhanced Pass-Through Finance Ltd. 44697.63 42056.67 CORP Long
36258RBA0 36258RBA0 GS Mortgage Securities Trust 8750000.0 7138032.13 CORP Long
75513ECR0 75513ECR0 RTX Corp. 4943000.0 4856801.64 CORP Long
55336VBT6 55336VBT6 MPLX L.P. 1613000.0 1347800.83 CORP Long
ZP6620006 ZP6620006 Dominican Republic International Bond 200000.0 177285.31 NUSS Long
438516CK0 438516CK0 Honeywell International Inc. 1758000.0 1765241.59 CORP Long
77313LAA1 77313LAA1 Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. 531000.0 480347.91 CORP Long
03464WAA0 03464WAA0 Angel Oak Mortgage Trust 2057803.23 1827923.15 CORP Long
12686LAA7 12686LAA7 Telecomunicaciones Digitales S.A. 200000.0 166701.0 CORP Long
830867AB3 830867AB3 Delta Air Lines Inc / SkyMiles IP Ltd. 2618315.0 2515619.63 CORP Long
05971KAQ2 05971KAQ2 Banco Santander S.A. 9200000.0 9625500.0 CORP Long
68233JCR3 68233JCR3 Oncor Electric Delivery Co. LLC 4950000.0 5083951.46 CORP Long
G9325C105 G9325C105 Vantage Drilling International 95.0 2346.5 CORP Long
37443GAL5 37443GAL5 Ghana Government International Bond 4937000.0 2146000.35 NUSS Long
3140FL5E4 3140FL5E4 Federal National Mortgage Association 1559848.39 1403446.03 USGSE Long
36206KN80 36206KN80 Government National Mortgage Association 669.48 668.49 USGA Long
3133KRMY7 3133KRMY7 Federal Home Loan Mortgage Corp. 30131832.14 29782794.94 USGSE Long
25755TAL4 25755TAL4 Domino's Pizza Master Issuer LLC 18635925.0 16381179.34 CORP Long
90931GAA7 90931GAA7 United Airlines Pass-Through Trust 1409776.68 1405598.24 CORP Long
96145D105 96145D105 WestRock Co. 65.0 2676.05 CORP Long
89788MAK8 89788MAK8 Truist Financial Corp. 2077000.0 2050218.89 CORP Long
77586RAS9 77586RAS9 Romanian Government International Bond 500000.0 525938.0 NUSS Long
316773CY4 316773CY4 Fifth Third Bancorp 1448000.0 1392045.57 CORP Long
17329VBA6 17329VBA6 Citigroup Mortgage Loan Trust 10640632.3 8291503.1 CORP Long
31574PAA3 31574PAA3 Ellington Financial Mortgage Trust 387650.01 373231.1 CORP Long
35566AAH2 35566AAH2 Freddie Mac 3277408.65 3326264.98 USGSE Long
58013MFU3 58013MFU3 McDonald's Corp. 10860000.0 10834401.35 CORP Long
526107AG2 526107AG2 Lennox International Inc. 5369000.0 5392367.98 CORP Long
373334KT7 373334KT7 Georgia Power Co. 2322000.0 2248565.64 CORP Long
58403YAD8 58403YAD8 Med Trust 7936908.91 7752880.57 CORP Long
209111GG2 209111GG2 Consolidated Edison Co. of New York, Inc. 5154000.0 5243917.92 CORP Long
36200QSM7 36200QSM7 Government National Mortgage Association 946.75 946.41 USGA Long
61747YFF7 61747YFF7 Morgan Stanley 2277000.0 2269451.38 CORP Long
ZS2929843 ZS2929843 Netflix, Inc. 5311000.0 5799467.82 CORP Long
10554NAB4 10554NAB4 Braskem Idesa S.A.P.I. 5888000.0 3808711.68 CORP Long
316773DF4 316773DF4 Fifth Third Bancorp 290000.0 254558.69 CORP Long
77586RAL4 77586RAL4 Romanian Government International Bond 300000.0 250029.3 NUSS Long
00206RMT6 00206RMT6 AT&T Inc. 4792000.0 4738831.18 CORP Long
91324PEP3 91324PEP3 UnitedHealth Group Inc. 2320000.0 2366598.87 CORP Long
345397C92 345397C92 Ford Motor Credit Co. LLC 10129000.0 10312689.92 CORP Long
842587DL8 842587DL8 Southern Co. (The) 1252000.0 1271020.56 CORP Long
36185MDN9 36185MDN9 GMACM Mortgage Loan Trust 379061.93 288323.22 CORP Long
031162DP2 031162DP2 Amgen Inc. 4150000.0 4160574.78 CORP Long
054989AD0 054989AD0 B.A.T Capital Corp. 1773000.0 1800741.92 CORP Long
05946KAM3 05946KAM3 Banco Bilbao Vizcaya Argentaria S.A. 4513000.0 4604275.43 CORP Long
681936BM1 681936BM1 Omega Healthcare Investors, Inc. 514000.0 417259.57 CORP Long
90276YAE3 90276YAE3 UBS Commercial Mortgage Trust 16770000.0 14838022.21 CORP Long
3128QJWQ5 3128QJWQ5 Federal Home Loan Mortgage Corp. 2530.54 2515.64 USGSE Long
007036BU9 007036BU9 Adjustable Rate Mortgage Trust 189400.39 185925.99 CORP Long
44989DAA2 44989DAA2 IP Lending IV Ltd. 12002000.0 11136655.8 CORP Long
709599BV5 709599BV5 Penske Truck Leasing Co. L.P./ PTL Finance Corp. 1698000.0 1720696.62 CORP Long
07274EAL7 07274EAL7 Bayer US Finance LLC 9040000.0 8986764.52 CORP Long
64045DAC8 64045DAC8 Nemak, S.A.B. de C.V. 3811000.0 2953150.0 CORP Long
BU3620426 BU3620426 Comision Federal de Electricidad 600000.0 487351.38 CORP Long
07336UAA1 07336UAA1 BBVA Bancomer S.A. 300000.0 301048.04 CORP Long
31298BHK0 31298BHK0 Federal Home Loan Mortgage Corp. 4910.47 5030.45 USGSE Long
832696AY4 832696AY4 J. M. Smucker Co. (The) 1829000.0 1911809.27 CORP Long
857477CF8 857477CF8 State Street Corp. 12207000.0 12312150.12 CORP Long
53218CAA8 53218CAA8 Life Mortgage Trust 6679282.16 6518232.64 CORP Long
36195CBY7 36195CBY7 Government National Mortgage Association 2688287.87 2487068.34 USGA Long
48250EAN5 48250EAN5 KKR CLO 30 Ltd. 11305000.0 11290812.23 CORP Long
28504DAB9 28504DAB9 Electricite de France 1488000.0 1505552.39 CORP Long
85573GAA0 85573GAA0 STAR Trust 4822768.83 4219381.61 CORP Long
092113AW9 092113AW9 Black Hills Corp. 6239000.0 6239060.46 CORP Long
38138DAN6 38138DAN6 Goldentree Loan Management US CLO 5 Ltd. 6576000.0 6565149.6 CORP Long
31283HRL1 31283HRL1 Federal Home Loan Mortgage Corp. 406.65 425.17 USGSE Long
898324AC2 898324AC2 Trust Fibra Uno 7067000.0 6885349.83 CORP Long
68389XCQ6 68389XCQ6 Oracle Corp. 1935000.0 1825940.81 CORP Long
37959DAC8 37959DAC8 Globo Comunicacao e Participacoes S.A. 300000.0 247997.1 CORP Long
38176EAL1 38176EAL1 Golub Capital Partners CLO 40B Ltd. 15988000.0 15804441.77 CORP Long
92536PAA2 92536PAA2 Verus Securitization Trust 1433545.26 1358893.96 CORP Long
21987BBF4 21987BBF4 Corporacion Nacional del Cobre de Chile 3583000.0 3346985.64 CORP Long
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53944YAU7 53944YAU7 Lloyds Banking Group PLC 357000.0 331786.59 CORP Long
BP2041641 BP2041641 MEGlobal B.V. 200000.0 175891.4 CORP Long
45687VAB2 45687VAB2 Ingersoll Rand Inc. 3852000.0 3900715.13 CORP Long
83546DAQ1 83546DAQ1 Sonic Capital LLC 5351483.33 4091837.27 CORP Long
3137FKJD9 3137FKJD9 Freddie Mac Multifamily Structured Pass-Through Ctfs. 4736000.0 4543612.79 USGSE Long
05946KAN1 05946KAN1 Banco Bilbao Vizcaya Argentaria S.A. 6400000.0 6621528.06 CORP Long
03465EAA9 03465EAA9 Angel Oak Mortgage Trust 2712006.31 2222408.08 CORP Long
31403VZC6 31403VZC6 Federal National Mortgage Association 120058.76 123317.39 USGSE Long
853254CM0 853254CM0 Standard Chartered PLC 10373000.0 10304931.34 CORP Long
47760QAB9 47760QAB9 Jimmy John's Funding, LLC 5556750.0 5194240.97 CORP Long
16159GAC3 16159GAC3 Chase Home Lending Mortgage Trust 4152583.3 3575548.21 CORP Long
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03464JAA9 03464JAA9 Angel Oak Mortgage Trust 6994121.58 5770404.19 CORP Long
01F022618 01F022618 Uniform Mortgage-Backed Securities 76374725.0 61929162.16 USGSE Long
00180UAB1 00180UAB1 AMSR Trust 13340000.0 11721663.24 CORP Long
16163YAD6 16163YAD6 Chase Mortgage Finance Corp. 1007162.87 867538.87 CORP Long
591894CE8 591894CE8 Metropolitan Edison Co. 1145000.0 1131487.76 CORP Long
3128MJY46 3128MJY46 Federal Home Loan Mortgage Corp. 1381385.28 1328669.16 USGSE Long
3132E0BH4 3132E0BH4 Federal Home Loan Mortgage Corp. 19696585.54 19836728.32 USGSE Long
31393DKH3 31393DKH3 Fannie Mae REMICs 2618.88 417.43 USGSE Long
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341081GQ4 341081GQ4 Florida Power & Light Co. 1521000.0 1475738.75 CORP Long
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52520MFL2 52520MFL2 Lehman Mortgage Trust 91026.23 62506.87 CORP Long
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16411QAP6 16411QAP6 Cheniere Energy Partners, L.P. 3156000.0 3135296.64 CORP Long
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74834LBD1 74834LBD1 Quest Diagnostics Inc. 4647000.0 4922407.57 CORP Long
39530MAA6 39530MAA6 Greenko Power II Ltd. 185500.0 163933.38 CORP Long
39541EAC7 39541EAC7 GreenSaif Pipelines Bidco S.a.r.l. 5385000.0 5396927.78 CORP Long
36167VAA2 36167VAA2 GCAT Trust 1375555.07 1279916.58 CORP Long
401494AX7 401494AX7 Guatemala Government Bond 800000.0 808500.0 NUSS Long
30225VAQ0 30225VAQ0 Extra Space Storage L.P. 482000.0 379741.02 CORP Long
92536PAD6 92536PAD6 Verus Securitization Trust 1805301.42 1714289.86 CORP Long
760759BC3 760759BC3 Republic Services, Inc. 1528000.0 1498680.37 CORP Long
08161BBC6 08161BBC6 Benchmark Mortgage Trust 6921000.0 4969505.7 CORP Long
31391BT31 31391BT31 Federal National Mortgage Association 4418.13 4582.37 USGSE Long
502431AQ2 502431AQ2 L3Harris Technologies, Inc. 1829000.0 1824392.15 CORP Long
3137FL6F6 3137FL6F6 Freddie Mac Multifamily Structured Pass-Through Ctfs. 18944000.0 17951099.49 USGSE Long
19828AAA5 19828AAA5 Columbia Pipelines Holding Co. LLC 1492000.0 1510516.65 CORP Long
86563VBG3 86563VBG3 Sumitomo Mitsui Trust Bank, Ltd. 1610000.0 1616899.64 CORP Long
825252885 825252885 Invesco Government & Agency Portfolio 160510885.01 160510885.01 RF Long
36225AG95 36225AG95 Government National Mortgage Association 99.09 99.49 USGA Long
31374TC98 31374TC98 Federal National Mortgage Association 4902.93 5081.33 USGSE Long
68205LAS2 68205LAS2 Oman Government International Bond 600000.0 617354.4 NUSS Long
018820AB6 018820AB6 Allianz SE 345000.0 262329.79 CORP Long
61690U7W4 61690U7W4 Morgan Stanley Bank, N.A. 9286000.0 9437475.18 CORP Long
90320WAG8 90320WAG8 UPMC 3556000.0 3490042.07 CORP Long
31411EUN5 31411EUN5 Federal National Mortgage Association 25.69 26.64 USGSE Long
716473AE3 716473AE3 Petrofac Ltd. 4383000.0 2181433.13 CORP Long
31391ANA3 31391ANA3 Federal National Mortgage Association 4064.12 4173.65 USGSE Long
63874FAL1 63874FAL1 Natixis Commercial Mortgage Securities Trust 6250000.0 3403260.0 CORP Long
038461AL3 038461AL3 Egypt Government International Bond 4000000.0 3139728.0 NUSS Long
36201MZ21 36201MZ21 Government National Mortgage Association 1068.65 1112.5 USGA Long
46647PDX1 46647PDX1 JPMorgan Chase & Co. 8002000.0 8238633.3 CORP Long
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36209LMP8 36209LMP8 Government National Mortgage Association 93.43 95.59 USGA Long
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19688HAA9 19688HAA9 COLT Mortgage Loan Trust 7673184.74 6570578.02 CORP Long
46631JAL2 46631JAL2 J.P. Morgan Mortgage Trust 340075.26 262195.44 CORP Long
31292HQE7 31292HQE7 Federal Home Loan Mortgage Corp. 149.53 157.53 USGSE Long
36202KQ99 36202KQ99 Government National Mortgage Association 1934.37 1905.4 USGA Long
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61747YFG5 61747YFG5 Morgan Stanley 4935000.0 4788180.44 CORP Long
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46640UAK8 46640UAK8 JPMBB Commercial Mortgage Securities Trust 12750000.0 11478187.5 CORP Long
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64828EAA3 64828EAA3 New Residential Mortgage Loan Trust 1532659.06 1398906.97 CORP Long
36201M3D2 36201M3D2 Government National Mortgage Association 56.31 58.03 USGA Long
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00206RGC0 00206RGC0 AT&T Inc. 3703000.0 2445510.92 CORP Long
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31385JJ82 31385JJ82 Federal National Mortgage Association 3504.67 3605.84 USGSE Long
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204429AA2 204429AA2 Compania Cervecerias Unidas S.A. 250000.0 207656.25 CORP Long
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31385HZE5 31385HZE5 Federal National Mortgage Association 2287.09 2335.34 USGSE Long
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67448DAM2 67448DAM2 OBX Trust 7063333.0 5674885.86 CORP Long
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031162DT4 031162DT4 Amgen Inc. 6886000.0 6796695.6 CORP Long
126650DW7 126650DW7 CVS Health Corp. 3347000.0 3329608.69 CORP Long
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345397D67 345397D67 Ford Motor Credit Co. LLC 4245000.0 4426211.66 CORP Long
53218CAE0 53218CAE0 Life Mortgage Trust 4546236.94 4387142.74 CORP Long
68236JAA9 68236JAA9 One Bryant Park Trust 21801000.0 17773031.98 CORP Long
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30190AAC8 30190AAC8 F&G Annuities & Life, Inc. 2994000.0 3031998.05 CORP Long
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N/A N/A N/A 1.0 -230614.5 CORP N/A
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28504KAA5 28504KAA5 Electricite de France 3285000.0 3502174.64 CORP Long
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151191AZ6 151191AZ6 Celulosa Arauco y Constitucion S.A. 500000.0 493512.06 CORP Long
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05609VAL9 05609VAL9 BX Commercial Mortgage Trust 12367000.0 11851923.11 CORP Long
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49177JAR3 49177JAR3 Kenvue Inc. 1786000.0 1708369.33 CORP Long
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25731VAB0 25731VAB0 Dominion Energy South Carolina, Inc. 2590000.0 2766282.6 CORP Long
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05369AAP6 05369AAP6 Aviation Capital Group LLC 8085000.0 8194369.03 CORP Long
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36206NRN7 36206NRN7 Government National Mortgage Association 1172.4 1171.03 USGA Long
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91282CJG7 91282CJG7 U.S. Treasury Notes/Bonds 9180300.0 9457860.68 UST Long
00109AAB3 00109AAB3 AES Panama Generation Holdings S.r.l. 196418.97 163789.85 CORP Long
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92538BAA1 92538BAA1 Verus Securitization Trust 3029897.2 2726224.24 CORP Long
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31418MJP8 31418MJP8 Federal National Mortgage Association 26338.43 27448.55 USGSE Long
74981CAA9 74981CAA9 RUN Trust 6027054.59 5599284.39 CORP Long
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969457CK4 969457CK4 Williams Cos., Inc. (The) 9379000.0 9367934.09 CORP Long
233046AL5 233046AL5 DB Master Finance LLC 9776075.0 9145854.46 CORP Long
02109TAD4 02109TAD4 ALROSA Finance S.A. 200000.0 0.0 CORP Long
31418MJT0 31418MJT0 Federal National Mortgage Association 22599.27 23818.91 USGSE Long
21H0506C1 21H0506C1 Government National Mortgage Association 23000000.0 22343841.97 USGA Long
36201MSD5 36201MSD5 Government National Mortgage Association 147.73 150.43 USGA Long
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31298GCK4 31298GCK4 Federal Home Loan Mortgage Corp. 261231.17 268640.15 USGSE Long
33851TAF4 33851TAF4 Flagstar Mortgage Trust 16763678.28 14186592.99 CORP Long
N/A N/A N/A -765.0 -324394.43 CORP N/A
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10554TAH8 10554TAH8 Braskem Netherlands Finance B.V. 5010000.0 4908547.5 CORP Long
01538TAA3 01538TAA3 Alfa Desarrollo S.p.A. 198752.2 142931.93 CORP Long
17327CAR4 17327CAR4 Citigroup Inc. 8087000.0 8027909.02 CORP Long
02361DBA7 02361DBA7 Ameren Illinois Co. 2372000.0 2308411.09 CORP Long
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22112EAD0 22112EAD0 Cosan Luxembourg S.A. 8425000.0 8526950.93 CORP Long
053332BF8 053332BF8 AutoZone, Inc. 3404000.0 3292366.71 CORP Long
75513ECW9 75513ECW9 RTX Corp. 7367000.0 7723610.1 CORP Long
46644YAU4 46644YAU4 JPMBB Commercial Mortgage Securities Trust 918961.17 875047.42 CORP Long
17323CAE7 17323CAE7 Citigroup Commercial Mortgage Trust 1233335.0 1195305.49 CORP Long
31400DK84 31400DK84 Federal National Mortgage Association 8196.19 8418.65 USGSE Long
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404280DH9 404280DH9 HSBC Holdings PLC 540000.0 519638.54 CORP Long
14913UAB6 14913UAB6 Caterpillar Financial Services Corp. 11427000.0 11440570.71 CORP Long
052528AP1 052528AP1 Australia and New Zealand Banking Group Ltd. 2457000.0 2535877.29 CORP Long
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92939UAJ5 92939UAJ5 WEC Energy Group Inc. 1674000.0 1676605.77 CORP Long
404280BE8 404280BE8 HSBC Holdings PLC 2934000.0 2162078.75 CORP Long
74340XCF6 74340XCF6 Prologis, L.P. 6862000.0 6474681.82 CORP Long
345397D26 345397D26 Ford Motor Credit Co. LLC 7539000.0 7625479.04 CORP Long
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12660BAN1 12660BAN1 Credit Suisse Mortgage Capital Trust 5772399.0 4878294.22 CORP Long
3128LXSC5 3128LXSC5 Federal Home Loan Mortgage Corp. 37734.4 39606.9 USGSE Long
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210385AE0 210385AE0 Constellation Energy Generation, LLC 2038000.0 2134823.91 CORP Long
67107KAZ9 67107KAZ9 OCP CLO Ltd. 11083850.22 11091087.97 CORP Long
06051GLS6 06051GLS6 Bank of America Corp. 10216000.0 10312377.54 CORP Long
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3128M7S56 3128M7S56 Federal Home Loan Mortgage Corp. 14550.37 15232.43 USGSE Long
21H0526C7 21H0526C7 Government National Mortgage Association 77448000.0 76890108.75 USGA Long
345397C35 345397C35 Ford Motor Credit Co. LLC 6520000.0 6712611.75 CORP Long
20755AAB8 20755AAB8 Fannie Mae Connecticut Avenue Securities 3274806.34 3326526.01 USGSE Long
46652JAW2 46652JAW2 JPMDB Commercial Mortgage Securities Trust 6200000.0 4698274.44 CORP Long
36201KBR6 36201KBR6 Government National Mortgage Association 5945.86 6113.63 USGA Long
71568PAL3 71568PAL3 PT Perusahaan Perseroan (Persero) Perusahaan Listrik Negara 200000.0 177261.0 CORP Long
36200QW91 36200QW91 Government National Mortgage Association 141.32 145.65 USGA Long
59217GFP9 59217GFP9 Metropolitan Life Global Funding I 4308000.0 4209365.54 CORP Long
67448DAA8 67448DAA8 OBX Trust 10977066.64 9559036.0 CORP Long
174610BE4 174610BE4 Citizens Financial Group, Inc. 2099000.0 1787134.09 CORP Long
89417EAS8 89417EAS8 Travelers Cos., Inc. (The) 1861000.0 1859437.06 CORP Long
67448QAC5 67448QAC5 OBX Trust 273523.83 261856.75 CORP Long
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00388WAM3 00388WAM3 Abu Dhabi National Energy Co. PJSC 400000.0 387688.4 CORP Long
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04316JAG4 04316JAG4 Arthur J. Gallagher & Co. 4003000.0 4354296.15 CORP Long
39541EAA1 39541EAA1 GreenSaif Pipelines Bidco S.a.r.l. 4010000.0 4022188.44 CORP Long
94982DAA4 94982DAA4 Wells Fargo Mortgage Backed Securities Trust 82764.04 78703.71 CORP Long
3128PWBJ6 3128PWBJ6 Federal Home Loan Mortgage Corp. 91153.51 89263.76 USGSE Long
95000U3A9 95000U3A9 Wells Fargo & Co. 972000.0 948567.33 CORP Long
36209YRN0 36209YRN0 Government National Mortgage Association 317.22 316.78 USGA Long
46514BRA7 46514BRA7 Israel Government International Bond 200000.0 183994.8 NUSS Long
758750AF0 758750AF0 Regal Rexnord Corp. 2107000.0 2077754.82 CORP Long
896239AE0 896239AE0 Trimble Inc. 423000.0 429258.71 CORP Long
31416WHB1 31416WHB1 Federal National Mortgage Association 8900.31 9032.41 USGSE Long
77586RAN0 77586RAN0 Romanian Government International Bond 300000.0 293508.6 NUSS Long
46647PDG8 46647PDG8 JPMorgan Chase & Co. 1592000.0 1567952.71 CORP Long
07336JAD0 07336JAD0 Bayview MSR Opportunity Master Fund Trust 11147471.73 9056869.31 CORP Long
097023DG7 097023DG7 Boeing Co. (The) 400000.0 374039.93 CORP Long
31283HLD5 31283HLD5 Federal Home Loan Mortgage Corp. 57.38 58.79 USGSE Long
3128KM5K7 3128KM5K7 Federal Home Loan Mortgage Corp. 105848.53 107667.67 USGSE Long
703481AD3 703481AD3 Patterson-UTI Energy, Inc. 3088000.0 3153325.84 CORP Long
05369AAN1 05369AAN1 Aviation Capital Group LLC 3024000.0 2992517.08 CORP Long
529043AF8 529043AF8 LXP Industrial Trust 2524000.0 2569079.78 CORP Long
637639AH8 637639AH8 National Securities Clearing Corp. 3166000.0 3177815.99 CORP Long
44891ACE5 44891ACE5 Hyundai Capital America 870000.0 866608.64 CORP Long
606822DD3 606822DD3 Mitsubishi UFJ Financial Group, Inc. 10738000.0 11414931.14 CORP Long
05377RGC2 05377RGC2 Avis Budget Rental Car Funding (AESOP) LLC 3919000.0 3834448.36 CORP Long
92538QAA8 92538QAA8 Verus Securitization Trust 10282599.41 8693806.18 CORP Long
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