Product description
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 | |
92539NAA4 | 92539NAA4 | Verus Securitization Trust | 3556730.24 | 3478575.72 | CORP | Long | |
ZP6261280 | ZP6261280 | Ukraine Government International Bond | 6000000.0 | 1415007.16 | NUSS | Long | |
21871XAQ2 | 21871XAQ2 | Corebridge Financial, Inc. | 6082000.0 | 6167981.42 | CORP | Long | |
595620AY1 | 595620AY1 | MidAmerican Energy Co. | 2874000.0 | 2945082.76 | CORP | Long | |
595620AX3 | 595620AX3 | MidAmerican Energy Co. | 1604000.0 | 1623454.8 | CORP | Long | |
924923AA3 | 924923AA3 | Verus Securitization Trust | 4737659.11 | 4749761.93 | CORP | Long | |
12433EAJ0 | 12433EAJ0 | BX Trust | 3630000.0 | 3540520.5 | CORP | Long | |
718547AR3 | 718547AR3 | Phillips 66 Co. | 3600000.0 | 3564877.07 | CORP | Long | |
06738ECL7 | 06738ECL7 | Barclays PLC | 6112000.0 | 6230299.84 | CORP | Long | |
3140FKKX7 | 3140FKKX7 | Federal National Mortgage Association | 1707699.28 | 1538596.54 | USGSE | Long | |
55261HAC4 | 55261HAC4 | MAG Mutual Holding Co. | 27101000.0 | 21842189.44 | CORP | Long | |
89788NAA8 | 89788NAA8 | Truist Financial Corp. | 4367000.0 | 3873090.25 | CORP | Long | |
91889FAC5 | 91889FAC5 | Valaris Ltd. | 5589000.0 | 5627480.27 | CORP | Long | |
3140FKKW9 | 3140FKKW9 | Federal National Mortgage Association | 1899366.28 | 1710496.96 | USGSE | Long | |
31393BZV0 | 31393BZV0 | Fannie Mae REMICs | 3298.74 | 532.02 | USGSE | Long | |
08160KAJ3 | 08160KAJ3 | Benchmark Mortgage Trust | 12220000.0 | 9073929.23 | CORP | Long | |
55279HAK6 | 55279HAK6 | Manufacturers and Traders Trust Co. | 3177000.0 | 3052023.75 | CORP | Long | |
46644MAK2 | 46644MAK2 | J.P. Morgan Mortgage Trust | 3805670.53 | 3474491.19 | CORP | Long | |
758750AD5 | 758750AD5 | Regal Rexnord Corp. | 3416000.0 | 3362967.56 | CORP | Long | |
655663AA0 | 655663AA0 | Nordson Corp. | 1639000.0 | 1675601.49 | CORP | Long | |
91324PEQ1 | 91324PEQ1 | UnitedHealth Group Inc. | 3943000.0 | 4028010.92 | CORP | Long | |
254687DV5 | 254687DV5 | Walt Disney Co. (The) | 26000.0 | 28596.72 | CORP | Long | |
731068AA0 | 731068AA0 | Polaris Inc. | 11302000.0 | 11641366.4 | CORP | Long | |
N/A | N/A | Invesco Private Prime Fund | 274617400.0388 | 274617400.0388 | PF | Long | |
92857WBX7 | 92857WBX7 | Vodafone Group PLC | 6245000.0 | 4299121.7 | CORP | Long | |
95000U3F8 | 95000U3F8 | Wells Fargo & Co. | 11209000.0 | 10925414.21 | CORP | Long | |
536333AB3 | 536333AB3 | Liquid Telecommunications Financing PLC | 200000.0 | 119416.0 | CORP | Long | |
63861VAJ6 | 63861VAJ6 | Nationwide Building Society | 5655000.0 | 5741140.58 | CORP | Long | |
59020UL52 | 59020UL52 | Merrill Lynch Mortgage Investors Trust | 374517.26 | 341848.08 | CORP | Long | |
00774MAW5 | 00774MAW5 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 223000.0 | 196675.42 | CORP | Long | |
38141GYU2 | 38141GYU2 | Goldman Sachs Group, Inc. (The) | 3227000.0 | 2726610.73 | CORP | Long | |
N/A | N/A | N/A | 142.0 | 1740210.0 | CORP | N/A | |
15189XBA5 | 15189XBA5 | CenterPoint Energy Houston Electric, LLC | 1805000.0 | 1630450.24 | CORP | Long | |
58937CAA7 | 58937CAA7 | Mercury Chile Holdco LLC | 6181000.0 | 5657100.29 | CORP | Long | |
37959GAC1 | 37959GAC1 | Global Atlantic (Fin) Co. | 6415000.0 | 5332798.48 | CORP | Long | |
853254CX6 | 853254CX6 | Standard Chartered PLC | 4568000.0 | 4709076.51 | CORP | Long | |
55293BAD7 | 55293BAD7 | MHPA Commercial Mortgage Trust | 4355000.0 | 4245473.06 | CORP | Long | |
015271AY5 | 015271AY5 | Alexandria Real Estate Equities, Inc. | 206000.0 | 162576.85 | CORP | Long | |
71654QDP4 | 71654QDP4 | Petroleos Mexicanos | 4260000.0 | 3980825.93 | CORP | Long | |
85573TAA2 | 85573TAA2 | Starwood Mortgage Residential Trust | 9636145.66 | 8077733.26 | CORP | Long | |
674599CF0 | 674599CF0 | Occidental Petroleum Corp. | 3230000.0 | 2430881.85 | CORP | Long | |
822804AK6 | 822804AK6 | Shellpoint Asset Funding Trust | 363238.39 | 329488.35 | CORP | Long | |
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 | |
91324PEX6 | 91324PEX6 | UnitedHealth Group Inc. | 1656000.0 | 1582260.41 | CORP | Long | |
31573TAA6 | 31573TAA6 | Ellington Financial Mortgage Trust | 2253741.61 | 2106326.17 | CORP | Long | |
68389XCJ2 | 68389XCJ2 | Oracle Corp. | 4141000.0 | 4362553.11 | CORP | Long | |
29250NBS3 | 29250NBS3 | Enbridge Inc. | 7348000.0 | 7353574.19 | CORP | Long | |
362419AA1 | 362419AA1 | Gabon Blue Bond Master Trust | 9771000.0 | 9501124.98 | CORP | Long | |
36213DG44 | 36213DG44 | Government National Mortgage Association | 50.68 | 52.09 | USGA | Long | |
89173HAA4 | 89173HAA4 | Towd Point Mortgage Trust | 33506.71 | 33397.32 | CORP | Long | |
92837MAA5 | 92837MAA5 | Visio Trust | 2122262.27 | 1892993.64 | CORP | Long | |
88332EAA1 | 88332EAA1 | Bidvest Group (UK) PLC (The) | 3306000.0 | 3026966.99 | CORP | Long | |
74332YAA7 | 74332YAA7 | Progress Residential Trust | 9601014.74 | 9136423.56 | CORP | Long | |
BQ5541033 | BQ5541033 | Frigorifico Concepcion S.A. | 900000.0 | 736406.25 | CORP | Long | |
01F0326C3 | 01F0326C3 | Uniform Mortgage-Backed Securities | 212000000.0 | 185909070.96 | USGSE | Long | |
AQ3405596 | AQ3405596 | Infraestructura Energetica Nova, S.A.P.I. de C.V. | 400000.0 | 293091.8 | CORP | Long | |
312939JC6 | 312939JC6 | Federal Home Loan Mortgage Corp. | 4396435.43 | 4257397.41 | USGSE | Long | |
14040HDB8 | 14040HDB8 | Capital One Financial Corp. | 4893000.0 | 4979423.3 | CORP | Long | |
29273VAU4 | 29273VAU4 | Energy Transfer L.P. | 3843000.0 | 4022801.98 | CORP | Long | |
58933YBN4 | 58933YBN4 | Merck & Co., Inc. | 1236000.0 | 1203229.19 | CORP | Long | |
09076AAA5 | 09076AAA5 | Bioceanico Sovereign Certificate Ltd. | 133586.23 | 95443.99 | CORP | Long | |
55977YAA6 | 55977YAA6 | Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag | 325000.0 | 323465.03 | NUSS | Long | |
808513CE3 | 808513CE3 | Charles Schwab Corp. (The) | 4108000.0 | 4061068.28 | CORP | Long | |
031162DR8 | 031162DR8 | Amgen Inc. | 4617000.0 | 4572143.12 | CORP | Long | |
46647PDR4 | 46647PDR4 | JPMorgan Chase & Co. | 12013000.0 | 11735999.92 | CORP | Long | |
12660BAM3 | 12660BAM3 | Credit Suisse Mortgage Capital Trust | 9864362.87 | 9079529.5 | CORP | Long | |
431282AU6 | 431282AU6 | Highwoods Realty L.P. | 4466000.0 | 4493097.05 | CORP | Long | |
36213UWX4 | 36213UWX4 | Government National Mortgage Association | 711.17 | 719.48 | USGA | Long | |
01F0406C6 | 01F0406C6 | Uniform Mortgage-Backed Securities | 49704000.0 | 45128708.03 | USGSE | Long | |
72014TAC3 | 72014TAC3 | Piedmont Healthcare, Inc. | 545000.0 | 423727.59 | CORP | Long | |
05683HAN5 | 05683HAN5 | Bain Capital Credit CLO Ltd. | 21505000.0 | 21500699.0 | CORP | Long | |
29250NBP9 | 29250NBP9 | Enbridge Inc. | 2296000.0 | 2176050.76 | CORP | Long | |
BP4202506 | BP4202506 | ENN Clean Energy International Investment Ltd. | 200000.0 | 185496.49 | CORP | Long | |
31298GFG0 | 31298GFG0 | Federal Home Loan Mortgage Corp. | 0.93 | 0.93 | USGSE | Long | |
91087BAF7 | 91087BAF7 | Mexico Government International Bond | 200000.0 | 192414.31 | NUSS | Long | |
31391BB71 | 31391BB71 | Federal National Mortgage Association | 2775.31 | 2872.82 | USGSE | Long | |
404280DG1 | 404280DG1 | HSBC Holdings PLC | 1571000.0 | 1543780.15 | CORP | Long | |
3128M7S49 | 3128M7S49 | Federal Home Loan Mortgage Corp. | 10031.31 | 10384.68 | USGSE | Long | |
44988UAA5 | 44988UAA5 | IP Lending III Ltd. | 1255520.0 | 1077110.61 | CORP | Long | |
316773DD9 | 316773DD9 | Fifth Third Bancorp | 1554000.0 | 1369421.37 | CORP | Long | |
46654VAA1 | 46654VAA1 | J.P. Morgan Mortgage Trust | 12250873.88 | 9591889.08 | CORP | Long | |
13032UD88 | 13032UD88 | California (State of) Health Facilities Financing Authority (Social Bonds) | 4000000.0 | 3535324.0 | MUN | Long | |
91282CJF9 | 91282CJF9 | U.S. Treasury Notes/Bonds | 57655200.0 | 59078562.75 | UST | Long | |
46115HCF2 | 46115HCF2 | Intesa Sanpaolo S.p.A. | 9659000.0 | 9798470.16 | CORP | Long | |
45866FAX2 | 45866FAX2 | Intercontinental Exchange, Inc. | 1346000.0 | 1247799.88 | CORP | Long | |
3137FL6Q2 | 3137FL6Q2 | Freddie Mac Multifamily Structured Pass-Through Ctfs. | 8018000.0 | 7547769.16 | USGSE | Long | |
83088MAL6 | 83088MAL6 | Skyworks Solutions, Inc. | 279000.0 | 227595.66 | CORP | Long | |
81745RAA8 | 81745RAA8 | Sequoia Mortgage Trust | 351112.75 | 280610.96 | CORP | Long | |
89236TLB9 | 89236TLB9 | Toyota Motor Credit Corp. | 3710000.0 | 3753983.91 | CORP | Long | |
64830VAA1 | 64830VAA1 | New Residential Mortgage Loan Trust | 2725069.33 | 2445525.18 | CORP | Long | |
126650DX5 | 126650DX5 | CVS Health Corp. | 465000.0 | 462999.74 | CORP | Long | |
87612EBR6 | 87612EBR6 | Target Corp. | 2094000.0 | 1921331.78 | CORP | Long | |
744573AX4 | 744573AX4 | Public Service Enterprise Group Inc. | 5390000.0 | 5576937.92 | CORP | Long | |
N/A | N/A | NFE Atlantic Holdings, LLC | 17433000.0 | 16822845.0 | CORP | Long | |
80386WAD7 | 80386WAD7 | Sasol Financing USA LLC | 12830000.0 | 10465778.69 | CORP | Long | |
EK4034410 | EK4034410 | Sino-Ocean Land Treasure Finance I Ltd. | 2251000.0 | 182961.28 | CORP | Long | |
3128M7SU1 | 3128M7SU1 | Federal Home Loan Mortgage Corp. | 16647.47 | 17197.45 | USGSE | Long | |
404280DW6 | 404280DW6 | HSBC Holdings PLC | 5350000.0 | 5438723.87 | CORP | Long | |
055451BD9 | 055451BD9 | BHP Billiton Finance (USA) Ltd. | 5745000.0 | 5804671.42 | CORP | Long | |
36213FF57 | 36213FF57 | Government National Mortgage Association | 764.58 | 781.54 | USGA | Long | |
95002YAA1 | 95002YAA1 | Wells Fargo & Co. | 4736000.0 | 4866282.62 | CORP | Long | |
AP1359938 | AP1359938 | Mexico City Airport Trust | 200000.0 | 183052.86 | CORP | Long | |
948596AE1 | 948596AE1 | Weibo Corp. | 200000.0 | 166635.0 | CORP | Long | |
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 | |
35671DBJ3 | 35671DBJ3 | Freeport-McMoRan Inc. | 385000.0 | 365439.81 | CORP | Long | |
362341SA8 | 362341SA8 | GSR Mortgage Loan Trust | 100729.38 | 89180.27 | CORP | Long | |
876030AE7 | 876030AE7 | Tapestry, Inc. | 5332000.0 | 5408109.93 | CORP | Long | |
31573EAA9 | 31573EAA9 | Ellington Financial Mortgage Trust | 9742954.35 | 9443981.08 | CORP | Long | |
808513CH6 | 808513CH6 | Charles Schwab Corp. (The) | 10240000.0 | 10272599.35 | CORP | Long | |
26151AAA7 | 26151AAA7 | Drax Finco PLC | 6116000.0 | 6047806.6 | CORP | Long | |
36200VEV1 | 36200VEV1 | Government National Mortgage Association | 333.67 | 333.27 | USGA | Long | |
29261HAA3 | 29261HAA3 | Endeavour Mining PLC | 200000.0 | 181197.0 | CORP | Long | |
44891ACD7 | 44891ACD7 | Hyundai Capital America | 3956000.0 | 3919360.4 | CORP | Long | |
05377RGY4 | 05377RGY4 | Avis Budget Rental Car Funding (AESOP) LLC | 13131000.0 | 12983594.02 | CORP | Long | |
603374AF6 | 603374AF6 | Minerva Luxembourg S.A. | 16196000.0 | 12830408.04 | CORP | Long | |
BR4068234 | BR4068234 | Electricidad Firme de Mexico Holdings S.A. de C.V. | 400000.0 | 358200.0 | CORP | Long | |
14040HCZ6 | 14040HCZ6 | Capital One Financial Corp. | 4328000.0 | 4305358.93 | CORP | Long | |
06051GLU1 | 06051GLU1 | Bank of America Corp. | 8104000.0 | 8134621.05 | CORP | Long | |
46522TAC2 | 46522TAC2 | Istanbul Metropolitan Municipality | 450000.0 | 454410.0 | NUSS | Long | |
06051GKY4 | 06051GKY4 | Bank of America Corp. | 2539000.0 | 2413317.39 | CORP | Long | |
03217KAB4 | 03217KAB4 | Sitios Latinoamerica, S.A.B. de C.V. | 4137000.0 | 3682696.17 | CORP | Long | |
49327M3E2 | 49327M3E2 | Keybank N.A. | 1587000.0 | 1514914.24 | CORP | Long | |
05609XAA9 | 05609XAA9 | BX Trust | 4640000.0 | 4560000.37 | CORP | Long | |
92840VAP7 | 92840VAP7 | Vistra Operations Co. LLC | 5017000.0 | 5139309.44 | CORP | Long | |
01F0526C1 | 01F0526C1 | Uniform Mortgage-Backed Securities | 235700000.0 | 232254292.27 | USGSE | Long | |
AP1360043 | AP1360043 | Mexico City Airport Trust | 600000.0 | 468162.68 | CORP | Long | |
444859BY7 | 444859BY7 | Humana Inc. | 9695000.0 | 9975349.83 | CORP | Long | |
126650DY3 | 126650DY3 | CVS Health Corp. | 4046000.0 | 3982999.21 | CORP | Long | |
44989EAA0 | 44989EAA0 | IP Lending VII Ltd. | 15459000.0 | 15398709.9 | CORP | Long | |
22546QAP2 | 22546QAP2 | Credit Suisse AG | 2107000.0 | 2065586.94 | CORP | Long | |
49177JAM4 | 49177JAM4 | Kenvue Inc. | 1839000.0 | 1792384.31 | CORP | Long | |
87612KAC6 | 87612KAC6 | Targa Resources Corp. | 1380000.0 | 1345879.82 | CORP | Long | |
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 | |
92840MAC6 | 92840MAC6 | Vistra Corp. | 4491000.0 | 4269863.16 | CORP | Long | |
195325EF8 | 195325EF8 | Colombia Government International Bond | 5622000.0 | 5849496.65 | NUSS | Long | |
31391FT24 | 31391FT24 | Federal National Mortgage Association | 3563.92 | 3707.86 | USGSE | Long | |
845467AS8 | 845467AS8 | Southwestern Energy Co. | 2540000.0 | 2410259.09 | CORP | Long | |
743844DA7 | 743844DA7 | Provident Home Equity Loan Trust | 101593.61 | 91395.43 | CORP | Long | |
36209EVR0 | 36209EVR0 | Government National Mortgage Association | 428.47 | 427.55 | USGA | Long | |
744448CY5 | 744448CY5 | Public Service Co. of Colorado | 2130000.0 | 1967265.85 | CORP | Long | |
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 | |
678858BY6 | 678858BY6 | Oklahoma Gas and Electric Co. | 1351000.0 | 1308471.51 | CORP | Long | |
17888HAC7 | 17888HAC7 | Civitas Resources, Inc. | 1883000.0 | 1952036.43 | CORP | Long | |
404119CR8 | 404119CR8 | HCA Inc. | 4554000.0 | 4333348.5 | CORP | Long | |
17888HAB9 | 17888HAB9 | Civitas Resources, Inc. | 5072000.0 | 5255702.77 | CORP | Long | |
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 | |
466247PV9 | 466247PV9 | J.P. Morgan Mortgage Trust | 84308.52 | 78674.89 | CORP | Long | |
80413TAK5 | 80413TAK5 | Saudi Government International Bond | 415000.0 | 404649.9 | NUSS | Long | |
35910EAA2 | 35910EAA2 | Frontier Issuer LLC | 11786710.0 | 11431083.74 | CORP | Long | |
744538AF6 | 744538AF6 | Public Service Co. of New Hampshire | 2133000.0 | 2146978.96 | CORP | Long | |
571903BN2 | 571903BN2 | Marriott International, Inc. | 5679000.0 | 5723419.26 | CORP | Long | |
05401AAS0 | 05401AAS0 | Avolon Holdings Funding Ltd. | 4920000.0 | 4909962.81 | CORP | Long | |
626207YM0 | 626207YM0 | Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4) | 521000.0 | 564650.63 | MUN | Long | |
30216KAA0 | 30216KAA0 | Export-Import Bank of India | 200000.0 | 190351.5 | NUSS | Long | |
161175CP7 | 161175CP7 | Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | 10602000.0 | 10864049.74 | CORP | Long | |
718172DB2 | 718172DB2 | Philip Morris International Inc. | 10110000.0 | 9962845.31 | CORP | Long | |
04316JAF6 | 04316JAF6 | Arthur J. Gallagher & Co. | 3730000.0 | 3942328.01 | CORP | Long | |
30303M8R6 | 30303M8R6 | Meta Platforms, Inc. | 4638000.0 | 4723329.18 | CORP | Long | |
718172DC0 | 718172DC0 | Philip Morris International Inc. | 6498000.0 | 6531409.4 | CORP | Long | |
76119CAA9 | 76119CAA9 | Residential Mortgage Loan Trust | 660904.31 | 628698.71 | CORP | Long | |
69377FAB2 | 69377FAB2 | PT Freeport Indonesia | 2757000.0 | 2610483.51 | CORP | Long | |
808513CD5 | 808513CD5 | Charles Schwab Corp. (The) | 4110000.0 | 4097261.42 | CORP | Long | |
37185LAN2 | 37185LAN2 | Genesis Energy L.P. / Genesis Energy Finance Corp. | 2485000.0 | 2528355.07 | CORP | Long | |
876030AF4 | 876030AF4 | Tapestry, Inc. | 5818000.0 | 5911721.58 | CORP | Long | |
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 | |
655844CS5 | 655844CS5 | Norfolk Southern Corp. | 4677000.0 | 4472377.79 | CORP | Long | |
539830BY4 | 539830BY4 | Lockheed Martin Corp. | 1185000.0 | 1277380.27 | CORP | Long | |
06051GKW8 | 06051GKW8 | Bank of America Corp. | 1498000.0 | 1470292.77 | CORP | Long | |
693475BF1 | 693475BF1 | PNC Financial Services Group, Inc. (The) | 3482000.0 | 3297219.77 | CORP | Long | |
716973AE2 | 716973AE2 | Pfizer Investment Enterprises Pte. Ltd. | 710000.0 | 690984.0 | CORP | Long | |
912796CX5 | 912796CX5 | U.S. Treasury Bills | 9959000.0 | 9759795.21 | UST | Long | |
91159HJN1 | 91159HJN1 | U.S. Bancorp | 5135000.0 | 5058836.14 | CORP | Long | |
969457BZ2 | 969457BZ2 | Williams Cos., Inc. (The) | 527000.0 | 494177.06 | CORP | Long | |
911312CA2 | 911312CA2 | United Parcel Service, Inc. | 6912000.0 | 6677826.76 | CORP | Long | |
46090A739 | 46090A739 | Invesco Short Duration Bond ETF | 12000.0 | 296341.2 | RF | Long | |
172967KM2 | 172967KM2 | Citigroup Inc. | 4092000.0 | 3984136.52 | CORP | Long | |
12433EAG6 | 12433EAG6 | BX Trust | 6790000.0 | 6629709.83 | CORP | Long | |
603374AH2 | 603374AH2 | Minerva Luxembourg S.A. | 6550000.0 | 6616482.5 | CORP | Long | |
17322VAW6 | 17322VAW6 | Citigroup Commercial Mortgage Trust | 2816000.0 | 2661869.34 | CORP | Long | |
71643VAB1 | 71643VAB1 | Petroleos Mexicanos | 7361000.0 | 5751639.54 | CORP | Long | |
86359BWG2 | 86359BWG2 | Structured Adjustable Rate Mortgage Loan Trust | 600231.54 | 568652.82 | CORP | Long | |
36200RG89 | 36200RG89 | Government National Mortgage Association | 850.11 | 875.27 | USGA | Long | |
279158AP4 | 279158AP4 | Ecopetrol S.A. | 136000.0 | 109134.71 | CORP | Long | |
758750AE3 | 758750AE3 | Regal Rexnord Corp. | 1857000.0 | 1836071.07 | CORP | Long | |
876030AC1 | 876030AC1 | Tapestry, Inc. | 4231000.0 | 4277869.88 | CORP | Long | |
74251VAT9 | 74251VAT9 | Principal Financial Group, Inc. | 2725000.0 | 2679266.84 | CORP | Long | |
31574XAA6 | 31574XAA6 | Ellington Financial Mortgage Trust | 808963.0 | 664732.5 | CORP | Long | |
74456QCM6 | 74456QCM6 | Public Service Electric and Gas Co. | 1344000.0 | 1284154.72 | CORP | Long | |
143658BW1 | 143658BW1 | Carnival Corp. | 1799000.0 | 1835445.94 | CORP | Long | |
03076CAM8 | 03076CAM8 | Ameriprise Financial, Inc. | 5458000.0 | 5344088.76 | CORP | Long | |
225401AR9 | 225401AR9 | Credit Suisse Group AG | 3522000.0 | 405030.0 | CORP | Long | |
92939HBB0 | 92939HBB0 | WFRBS Commercial Mortgage Trust | 4693000.0 | 3943697.32 | CORP | Long | |
337738BG2 | 337738BG2 | Fiserv, Inc. | 7307000.0 | 7374876.7 | CORP | Long | |
808513CJ2 | 808513CJ2 | Charles Schwab Corp. (The) | 7979000.0 | 8102289.03 | CORP | Long | |
57636QAX2 | 57636QAX2 | Mastercard Inc. | 5300000.0 | 5278385.12 | CORP | Long | |
817477AH5 | 817477AH5 | Serbia International Bond | 300000.0 | 295905.0 | NUSS | Long | |
BX9715927 | BX9715927 | Lenovo Group Ltd. | 400000.0 | 414337.77 | CORP | Long | |
ZQ2165384 | ZQ2165384 | PT Adaro Indonesia | 400000.0 | 388203.46 | CORP | Long | |
07384M4H2 | 07384M4H2 | Bear Stearns Adjustable Rate Mortgage Trust | 254296.49 | 226742.78 | CORP | Long | |
55903VBF9 | 55903VBF9 | Warnermedia Holdings, Inc. | 2725000.0 | 2173517.03 | CORP | Long | |
655844CT3 | 655844CT3 | Norfolk Southern Corp. | 3979000.0 | 4041091.3 | CORP | Long | |
58769JAL1 | 58769JAL1 | Mercedes-Benz Finance North America LLC | 6388000.0 | 6358118.15 | CORP | Long | |
31390HA70 | 31390HA70 | Federal National Mortgage Association | 288.57 | 296.4 | USGSE | Long | |
74333WAA0 | 74333WAA0 | Progress Residential Trust | 7163805.12 | 6070963.07 | CORP | Long | |
36210AUT2 | 36210AUT2 | Government National Mortgage Association | 536.76 | 545.95 | USGA | Long | |
037833CY4 | 037833CY4 | Apple Inc. | 2974000.0 | 2152277.85 | CORP | Long | |
92338CAC7 | 92338CAC7 | Veralto Corp. | 7535000.0 | 7523052.5 | CORP | Long | |
830867AA5 | 830867AA5 | Delta Air Lines Inc / SkyMiles IP Ltd. | 975733.0 | 952547.43 | CORP | Long | |
91282CJK8 | 91282CJK8 | U.S. Treasury Notes/Bonds | 20037000.0 | 20124661.88 | UST | Long | |
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 | |
ZQ2853146 | ZQ2853146 | Celulosa Arauco y Constitucion S.A. | 200000.0 | 150008.22 | CORP | Long | |
61747YFA8 | 61747YFA8 | Morgan Stanley | 1471000.0 | 1448462.34 | CORP | Long | |
74460WAG2 | 74460WAG2 | Public Storage Operating Co. | 5287000.0 | 5196167.44 | CORP | Long | |
246114AA0 | 246114AA0 | Delaware Life Global Funding | 31380000.0 | 29040703.84 | CORP | Long | |
60687YCZ0 | 60687YCZ0 | Mizuho Financial Group, Inc. | 2788000.0 | 2819490.74 | CORP | Long | |
09261XAD4 | 09261XAD4 | Blackstone Secured Lending Fund | 4882000.0 | 4226587.45 | CORP | Long | |
58013MFW9 | 58013MFW9 | McDonald's Corp. | 1581000.0 | 1559161.71 | CORP | Long | |
20753YCH3 | 20753YCH3 | Fannie Mae Connecticut Avenue Securities | 5010987.4 | 5051022.18 | USGSE | Long | |
46188BAE2 | 46188BAE2 | Invitation Homes Operating Partnership L.P. | 9588000.0 | 9264131.45 | CORP | Long | |
03746AAA8 | 03746AAA8 | Apache Corp. | 2176000.0 | 2290107.79 | CORP | Long | |
09261HAD9 | 09261HAD9 | Blackstone Private Credit Fund | 449000.0 | 395451.71 | CORP | Long | |
78392BAE7 | 78392BAE7 | SK hynix Inc. | 600000.0 | 610386.55 | CORP | Long | |
055451BE7 | 055451BE7 | BHP Billiton Finance (USA) Ltd. | 10490000.0 | 10503311.39 | CORP | Long | |
606822CY8 | 606822CY8 | Mitsubishi UFJ Financial Group, Inc. | 1423000.0 | 1415261.16 | CORP | Long | |
845011AH8 | 845011AH8 | Southwest Gas Corp. | 1466000.0 | 1463694.28 | CORP | Long | |
3132DQTR7 | 3132DQTR7 | Federal Home Loan Mortgage Corp. | 8039056.97 | 8096253.33 | USGSE | Long | |
857006AG5 | 857006AG5 | State Grid Overseas Investment (BVI) Ltd. | 200000.0 | 191657.02 | CORP | Long | |
67097LAH9 | 67097LAH9 | OCP CLO Ltd. | 9329438.34 | 9316031.94 | CORP | Long | |
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 | |
N/A | N/A | N/A | 545.0 | 305341.7 | CORP | N/A | |
07336GAC8 | 07336GAC8 | Bayview MSR Opportunity Master Fund Trust | 10576523.68 | 8592997.14 | CORP | Long | |
91822QVX2 | 91822QVX2 | Republic of Uzbekistan International Bond | 5968000.0 | 6080317.76 | NUSS | Long | |
31292HQY3 | 31292HQY3 | Federal Home Loan Mortgage Corp. | 1375.89 | 1438.64 | USGSE | Long | |
38141GA38 | 38141GA38 | Goldman Sachs Group, Inc. (The) | 17148000.0 | 17440407.7 | CORP | Long | |
853254CW8 | 853254CW8 | Standard Chartered PLC | 3815000.0 | 3866316.86 | CORP | Long | |
ZQ0313028 | ZQ0313028 | Promigas S.A. ESP / Gases del Pacifico SAC | 400000.0 | 337288.92 | CORP | Long | |
606822CK8 | 606822CK8 | Mitsubishi UFJ Financial Group, Inc. | 2165000.0 | 2114588.32 | CORP | Long | |
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 | |
896292AL3 | 896292AL3 | Trinidad & Tobago Government International Bond | 4275000.0 | 4261106.25 | NUSS | Long | |
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 | |
92926UAD3 | 92926UAD3 | WaMu Mortgage Pass-Through Ctfs. Trust | 188875.27 | 162336.42 | CORP | Long | |
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 | |
720198AG5 | 720198AG5 | Piedmont Operating Partnership, L.P. | 26188000.0 | 26778102.32 | CORP | Long | |
341081GQ4 | 341081GQ4 | Florida Power & Light Co. | 1521000.0 | 1475738.75 | CORP | Long | |
42806MAE9 | 42806MAE9 | Hertz Vehicle Financing III L.P. | 3927000.0 | 3488220.19 | CORP | Long | |
52520MFL2 | 52520MFL2 | Lehman Mortgage Trust | 91026.23 | 62506.87 | CORP | Long | |
969457CJ7 | 969457CJ7 | Williams Cos., Inc. (The) | 4060000.0 | 4075525.72 | CORP | Long | |
16411QAP6 | 16411QAP6 | Cheniere Energy Partners, L.P. | 3156000.0 | 3135296.64 | CORP | Long | |
92840VAQ5 | 92840VAQ5 | Vistra Operations Co. LLC | 5197000.0 | 5309390.32 | CORP | Long | |
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 | |
958667AE7 | 958667AE7 | Western Midstream Operating, L.P. | 2841000.0 | 2863631.41 | CORP | Long | |
36209LMP8 | 36209LMP8 | Government National Mortgage Association | 93.43 | 95.59 | USGA | Long | |
N/A | N/A | Federal National Mortgage Association | 314042000.0 | 302215338.44 | CORP | Long | |
74982LAY6 | 74982LAY6 | Race Point VIII CLO Ltd. | 8855959.37 | 8845447.35 | CORP | Long | |
BM6309173 | BM6309173 | B2W Digital Lux S.a.r.l. | 600000.0 | 113352.96 | CORP | Long | |
90932LAJ6 | 90932LAJ6 | United Airlines Pass Through Trust | 7960000.0 | 7663959.64 | CORP | Long | |
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 | |
65339KBP4 | 65339KBP4 | NextEra Energy Capital Holdings, Inc. | 2518000.0 | 2528120.92 | CORP | Long | |
61747YFG5 | 61747YFG5 | Morgan Stanley | 4935000.0 | 4788180.44 | CORP | Long | |
BN0026623 | BN0026623 | EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A. | 650000.0 | 488013.37 | CORP | Long | |
89680YAC9 | 89680YAC9 | Triton Container International Ltd. | 4704000.0 | 3609505.41 | CORP | Long | |
05377RGJ7 | 05377RGJ7 | Avis Budget Rental Car Funding (AESOP) LLC | 2475000.0 | 2433585.33 | CORP | Long | |
912810TW8 | 912810TW8 | U.S. Treasury Notes/Bonds | 14924100.0 | 15039528.66 | UST | Long | |
172967MG3 | 172967MG3 | Citigroup Inc. | 10782000.0 | 10412546.14 | CORP | Long | |
10554TAG0 | 10554TAG0 | Braskem Netherlands Finance B.V. | 400000.0 | 366299.72 | CORP | Long | |
67647WAE7 | 67647WAE7 | Oceanview Mortgage Trust | 7722148.62 | 6560572.99 | CORP | Long | |
46640UAK8 | 46640UAK8 | JPMBB Commercial Mortgage Securities Trust | 12750000.0 | 11478187.5 | CORP | Long | |
110122DZ8 | 110122DZ8 | Bristol-Myers Squibb Co. | 4353000.0 | 4583042.16 | CORP | Long | |
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 | |
110122EC8 | 110122EC8 | Bristol-Myers Squibb Co. | 7045000.0 | 7774514.82 | CORP | Long | |
21036PBP2 | 21036PBP2 | Constellation Brands, Inc. | 974000.0 | 939321.13 | CORP | Long | |
36258YBG2 | 36258YBG2 | GS Mortgage Securities Trust | 8325000.0 | 7078505.24 | CORP | Long | |
00206RGC0 | 00206RGC0 | AT&T Inc. | 3703000.0 | 2445510.92 | CORP | Long | |
37045XEF9 | 37045XEF9 | General Motors Financial Co., Inc. | 863000.0 | 859285.01 | CORP | Long | |
709599BS2 | 709599BS2 | Penske Truck Leasing Co. L.P. / PTL Finance Corp. | 1690000.0 | 1681706.05 | CORP | Long | |
07384MWZ1 | 07384MWZ1 | Bear Stearns Adjustable Rate Mortgage Trust | 14894.92 | 14081.26 | CORP | Long | |
655663AB8 | 655663AB8 | Nordson Corp. | 2953000.0 | 3008241.27 | CORP | Long | |
126650DZ0 | 126650DZ0 | CVS Health Corp. | 1691000.0 | 1657159.64 | CORP | Long | |
49456BAX9 | 49456BAX9 | Kinder Morgan, Inc. | 3482000.0 | 3335982.99 | CORP | Long | |
80386WAB1 | 80386WAB1 | Sasol Financing USA LLC | 300000.0 | 279382.71 | CORP | Long | |
31385JJ82 | 31385JJ82 | Federal National Mortgage Association | 3504.67 | 3605.84 | USGSE | Long | |
31371KLV1 | 31371KLV1 | Federal National Mortgage Association | 164.67 | 169.14 | USGSE | Long | |
204429AA2 | 204429AA2 | Compania Cervecerias Unidas S.A. | 250000.0 | 207656.25 | CORP | Long | |
21H0426C8 | 21H0426C8 | Government National Mortgage Association | 99574000.0 | 94170767.25 | USGA | Long | |
31401BNK7 | 31401BNK7 | Federal National Mortgage Association | 295669.92 | 300543.26 | USGSE | Long | |
31385HZE5 | 31385HZE5 | Federal National Mortgage Association | 2287.09 | 2335.34 | USGSE | Long | |
29278GAZ1 | 29278GAZ1 | Enel Finance International N.V. | 1689000.0 | 1720176.74 | CORP | Long | |
67448DAM2 | 67448DAM2 | OBX Trust | 7063333.0 | 5674885.86 | CORP | Long | |
83546DAN8 | 83546DAN8 | Sonic Capital LLC | 5449316.67 | 4508956.97 | CORP | Long | |
N/A | N/A | N/A | 1993.0 | 1599717.32 | CORP | N/A | |
01F0426C2 | 01F0426C2 | Uniform Mortgage-Backed Securities | 49705000.0 | 46541848.85 | USGSE | Long | |
031162DT4 | 031162DT4 | Amgen Inc. | 6886000.0 | 6796695.6 | CORP | Long | |
126650DW7 | 126650DW7 | CVS Health Corp. | 3347000.0 | 3329608.69 | CORP | Long | |
3137BBBE9 | 3137BBBE9 | Freddie Mac Multifamily Structured Pass-Through Ctfs. | 19058202.87 | 23424.44 | USGSE | Long | |
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 | |
3128M6XU7 | 3128M6XU7 | Federal Home Loan Mortgage Corp. | 65411.76 | 66533.67 | USGSE | Long | |
30190AAC8 | 30190AAC8 | F&G Annuities & Life, Inc. | 2994000.0 | 3031998.05 | CORP | Long | |
49327M3F9 | 49327M3F9 | Keybank N.A. | 1862000.0 | 1801679.45 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -230614.5 | CORP | N/A | |
76774LAC1 | 76774LAC1 | Ritchie Bros. Holdings Inc. | 4665000.0 | 4846235.25 | CORP | Long | |
683483AA9 | 683483AA9 | OPEC Fund for International Development (The) | 9425000.0 | 9292740.86 | CORP | Long | |
3133KRP99 | 3133KRP99 | Federal Home Loan Mortgage Corp. | 34799891.83 | 35047495.15 | USGSE | Long | |
826418BP9 | 826418BP9 | Sierra Pacific Power Co. | 1936000.0 | 1908600.2 | CORP | Long | |
83006LAB9 | 83006LAB9 | Sixsigma Networks Mexico, S.A. de C.V. | 325000.0 | 292579.07 | CORP | Long | |
28504KAA5 | 28504KAA5 | Electricite de France | 3285000.0 | 3502174.64 | CORP | Long | |
172967MU2 | 172967MU2 | Citigroup Inc. | 5637000.0 | 5063249.23 | CORP | Long | |
69355EAL9 | 69355EAL9 | PPM CLO 3 Ltd. | 9626000.0 | 9524869.24 | CORP | Long | |
10554NAA6 | 10554NAA6 | Braskem Idesa S.A.P.I. | 7775000.0 | 5281031.13 | CORP | Long | |
11042CAA8 | 11042CAA8 | British Airways Pass-Through Trust | 2223777.34 | 1866616.68 | CORP | Long | |
12662EAA1 | 12662EAA1 | Credit Suisse Mortgage Capital Trust | 2380252.38 | 1997745.11 | CORP | Long | |
151191AZ6 | 151191AZ6 | Celulosa Arauco y Constitucion S.A. | 500000.0 | 493512.06 | CORP | Long | |
09031WAD5 | 09031WAD5 | Bimbo Bakeries USA, Inc. | 5585000.0 | 5947326.88 | CORP | Long | |
26884TAW2 | 26884TAW2 | ERAC USA Finance LLC | 4897000.0 | 4692234.74 | CORP | Long | |
31287VRT9 | 31287VRT9 | Federal Home Loan Mortgage Corp. | 578.52 | 599.32 | USGSE | Long | |
812127AB4 | 812127AB4 | Sealed Air Corp./Sealed Air Corp US | 1925000.0 | 1973028.75 | CORP | Long | |
63111XAH4 | 63111XAH4 | Nasdaq, Inc. | 1544000.0 | 1551873.23 | CORP | Long | |
55903VBE2 | 55903VBE2 | Warnermedia Holdings, Inc. | 1758000.0 | 1406133.43 | CORP | Long | |
637639AK1 | 637639AK1 | National Securities Clearing Corp. | 1999000.0 | 1997900.65 | CORP | Long | |
446150BC7 | 446150BC7 | Huntington Bancshares Inc. | 10805000.0 | 10828551.55 | CORP | Long | |
12659LAA0 | 12659LAA0 | Credit Suisse Mortgage Capital Ctfs. | 58982.0 | 58812.72 | CORP | Long | |
91282CJC6 | 91282CJC6 | U.S. Treasury Notes/Bonds | 3985000.0 | 4000099.4 | UST | Long | |
3128MJQD5 | 3128MJQD5 | Federal Home Loan Mortgage Corp. | 469255.46 | 454405.38 | USGSE | Long | |
05609VAL9 | 05609VAL9 | BX Commercial Mortgage Trust | 12367000.0 | 11851923.11 | CORP | Long | |
892356AB2 | 892356AB2 | Tractor Supply Co. | 1337000.0 | 1309287.55 | CORP | Long | |
75513ECX7 | 75513ECX7 | RTX Corp. | 8572000.0 | 9313234.64 | CORP | Long | |
49177JAR3 | 49177JAR3 | Kenvue Inc. | 1786000.0 | 1708369.33 | CORP | Long | |
548661EQ6 | 548661EQ6 | Lowe`s Cos., Inc. | 3628000.0 | 3569265.29 | CORP | Long | |
25731VAB0 | 25731VAB0 | Dominion Energy South Carolina, Inc. | 2590000.0 | 2766282.6 | CORP | Long | |
67110UAL3 | 67110UAL3 | OHA Loan Funding Ltd. | 10543683.0 | 10556662.27 | CORP | Long | |
05369AAP6 | 05369AAP6 | Aviation Capital Group LLC | 8085000.0 | 8194369.03 | CORP | Long | |
95000U3B7 | 95000U3B7 | Wells Fargo & Co. | 957000.0 | 895469.38 | CORP | Long | |
95000U3G6 | 95000U3G6 | Wells Fargo & Co. | 5496000.0 | 5663772.05 | CORP | Long | |
36206NRN7 | 36206NRN7 | Government National Mortgage Association | 1172.4 | 1171.03 | USGA | Long | |
86562MCY4 | 86562MCY4 | Sumitomo Mitsui Financial Group, Inc. | 2013000.0 | 2103532.48 | CORP | Long | |
3128KLAK3 | 3128KLAK3 | Federal Home Loan Mortgage Corp. | 3.36 | 3.42 | USGSE | Long | |
9128283J7 | 9128283J7 | U.S. Treasury Notes/Bonds | 8000000.0 | 7761000.08 | UST | Long | |
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 | |
81725WAL7 | 81725WAL7 | Sensata Technologies B.V. | 2099000.0 | 2015694.95 | CORP | Long | |
431318BC7 | 431318BC7 | Hilcorp Energy I, L.P. | 4546000.0 | 4686714.16 | CORP | Long | |
055451BF4 | 055451BF4 | BHP Billiton Finance (USA) Ltd. | 3287000.0 | 3341789.2 | CORP | Long | |
20602DAC5 | 20602DAC5 | Concentrix Corp. | 14592000.0 | 14327735.38 | CORP | Long | |
00751YAJ5 | 00751YAJ5 | Advance Auto Parts, Inc. | 2387000.0 | 2285517.6 | CORP | Long | |
ZR8206420 | ZR8206420 | Banco Internacional del Peru SAA Interbank | 200000.0 | 185378.26 | CORP | Long | |
693475BT1 | 693475BT1 | PNC Financial Services Group, Inc. (The) | 8379000.0 | 8575566.65 | CORP | Long | |
92538BAA1 | 92538BAA1 | Verus Securitization Trust | 3029897.2 | 2726224.24 | CORP | Long | |
63111XAL5 | 63111XAL5 | Nasdaq, Inc. | 2300000.0 | 2345195.37 | CORP | Long | |
31418MJP8 | 31418MJP8 | Federal National Mortgage Association | 26338.43 | 27448.55 | USGSE | Long | |
74981CAA9 | 74981CAA9 | RUN Trust | 6027054.59 | 5599284.39 | CORP | Long | |
19685EAA9 | 19685EAA9 | COLT Mortgage Loan Trust | 7626441.05 | 6700251.73 | CORP | Long | |
06406RBM8 | 06406RBM8 | Bank of New York Mellon Corp. (The) | 1627000.0 | 1658003.17 | CORP | Long | |
246114AB8 | 246114AB8 | Delaware Life Global Funding | 11863000.0 | 11264393.02 | CORP | Long | |
312941NX1 | 312941NX1 | Federal Home Loan Mortgage Corp. | 471834.35 | 478026.38 | USGSE | Long | |
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 | |
539830BV0 | 539830BV0 | Lockheed Martin Corp. | 1631000.0 | 1655171.44 | CORP | Long | |
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 | |
3138WGD35 | 3138WGD35 | Federal National Mortgage Association | 1610739.67 | 1564822.77 | USGSE | Long | |
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 | |
709599BT0 | 709599BT0 | Penske Truck Leasing Co. L.P./ PTL Finance Corp. | 3426000.0 | 3394186.13 | CORP | Long | |
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 | |
89788MAQ5 | 89788MAQ5 | Truist Financial Corp. | 5805000.0 | 6071137.48 | CORP | Long | |
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 | |
68389XCK9 | 68389XCK9 | Oracle Corp. | 2946000.0 | 3288372.63 | CORP | Long | |
718172CZ0 | 718172CZ0 | Philip Morris International Inc. | 8378000.0 | 8291223.52 | CORP | Long | |
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 | |
693475BJ3 | 693475BJ3 | PNC Financial Services Group, Inc. (The) | 2110000.0 | 2112652.27 | CORP | Long | |
05377REZ3 | 05377REZ3 | Avis Budget Rental Car Funding (AESOP) LLC | 20133000.0 | 18880286.49 | CORP | Long | |
91087BAT7 | 91087BAT7 | Mexico Government International Bond | 200000.0 | 186205.36 | NUSS | Long | |
86563VBK4 | 86563VBK4 | Sumitomo Mitsui Trust Bank, Ltd. | 3018000.0 | 3033726.59 | CORP | Long | |
3140JGLN3 | 3140JGLN3 | Federal National Mortgage Association | 8418955.29 | 7812501.49 | USGSE | Long | |
902613BE7 | 902613BE7 | UBS Group AG | 6194000.0 | 6580666.64 | CORP | Long | |
36268NAB6 | 36268NAB6 | GTCR W-2 Merger Sub LLC / GTCR W Dutch Finance Sub B.V. | 1650000.0 | 2167150.44 | CORP | Long | |
95000U3E1 | 95000U3E1 | Wells Fargo & Co. | 4259000.0 | 4254220.42 | CORP | Long | |
88315LAQ1 | 88315LAQ1 | Textainer Marine Containers VII Ltd. | 10288740.0 | 8900208.69 | CORP | Long | |
3138W9GM6 | 3138W9GM6 | Federal National Mortgage Association | 1910222.83 | 1681091.39 | USGSE | Long | |
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 | |
EG5889142 | EG5889142 | DP World Ltd. | 200000.0 | 211234.4 | CORP | Long | |
EK0448663 | EK0448663 | Trust Fibra Uno | 325000.0 | 322411.93 | CORP | Long | |
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 | |
BK1999766 | BK1999766 | Agile Group Holdings Ltd. | 390000.0 | 80258.1 | CORP | Long | |
845437BU5 | 845437BU5 | Southwestern Electric Power Co. | 1870000.0 | 1796756.85 | CORP | Long | |
949746804 | 949746804 | Wells Fargo & Co. | 23403.0 | 26164554.0 | CORP | Long | |
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 | |
ZQ3579419 | ZQ3579419 | Braskem Netherlands Finance B.V. | 200000.0 | 147810.82 | CORP | Long | |
00388WAM3 | 00388WAM3 | Abu Dhabi National Energy Co. PJSC | 400000.0 | 387688.4 | CORP | Long | |
86789MAT4 | 86789MAT4 | Suntrust Alternative Loan Trust | 81294.49 | 73327.29 | CORP | Long | |
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 | |
63111XAJ0 | 63111XAJ0 | Nasdaq, Inc. | 2302000.0 | 2301767.11 | CORP | Long | |
46124HAH9 | 46124HAH9 | Intuit Inc. | 4282000.0 | 4396996.79 | CORP | Long | |
3128QJRN8 | 3128QJRN8 | Federal Home Loan Mortgage Corp. | 28827.42 | 29627.43 | USGSE | Long | |
36166RAA2 | 36166RAA2 | GCAT Trust | 1138745.96 | 1033707.35 | CORP | Long | |
07317QAJ4 | 07317QAJ4 | Baytex Energy Corp. | 4292000.0 | 4392454.26 | CORP | Long | |
36213UC73 | 36213UC73 | Government National Mortgage Association | 197.27 | 201.85 | USGA | Long | |
91159HJL5 | 91159HJL5 | U.S. Bancorp | 5096000.0 | 4668628.34 | CORP | Long | |
06051GLH0 | 06051GLH0 | Bank of America Corp. | 3625000.0 | 3486520.87 | CORP | Long | |
444859BZ4 | 444859BZ4 | Humana Inc. | 3232000.0 | 3297621.53 | CORP | Long | |
17025JAK9 | 17025JAK9 | Countrywide Home Loans Mortgage Pass-Through Trust | 187356.62 | 93521.77 | CORP | Long | |
06237MAB9 | 06237MAB9 | Bank Gospodarstwa Krajowego | 550000.0 | 571964.8 | NUSS | Long | |
31405UV22 | 31405UV22 | Federal National Mortgage Association | 111775.09 | 113557.55 | USGSE | Long | |
3140QACL2 | 3140QACL2 | Federal National Mortgage Association | 7585703.75 | 7039307.56 | USGSE | Long | |
89680YAA3 | 89680YAA3 | Triton Container International Ltd. | 3184000.0 | 2877875.85 | CORP | Long | |
ZK8297671 | ZK8297671 | MVM Energetika Zartkoruen Mukodo Reszvenytarsasag | 200000.0 | 204356.4 | CORP | Long | |
552732AA7 | 552732AA7 | MFA Trust | 8751851.44 | 7265931.47 | CORP | Long | |
571748BT8 | 571748BT8 | Marsh & McLennan Cos., Inc. | 1336000.0 | 1306579.32 | CORP | Long |