Fidelity Rutland Square Trust II date 2023-11-30

Filling information for fund Fidelity Rutland Square Trust II as Treemap, fund includes 7582 total holdings based on latest SEC fillings.

Product name

Product description

Changed holding value / amount

Details
Symbol Cusip Name Amount Value Title Of Class Pay of profile
464287242 464287242 ISHARES TR 1399906.0 148796008.74 RF Long
06368BGS1 06368BGS1 BANK OF MONTREAL QUE 10000.0 8937.59 CORP Long
3138LNRS2 3138LNRS2 FNMA GTD MTG PASS THRU CTF 4000000.0 3622157.2 USGSE Long
666807CJ9 666807CJ9 NORTHROP GRUMMAN CORP 215000.0 197862.96 CORP Long
38141GXR0 38141GXR0 GOLDMAN SACHS GROUP INC (THE) 8388000.0 6505672.41 CORP Long
3138WJRY6 3138WJRY6 FNMA GTD MTG PASS THRU CTF 802335.164 746492.56 USGSE Long
475795AD2 475795AD2 JELD-WEN INC 219000.0 201999.03 CORP Long
45674GAB0 45674GAB0 INEOS QUATTRO FINANCE 2 225000.0 232368.09 CORP Long
3617LNSQ8 3617LNSQ8 GNMA GUARANTEED PASS THRU CERT 1476037.53 1276490.1 USGA Long
21H030617 21H030617 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 48200000.0 41788098.6 USGA Long
28623VAC3 28623VAC3 ARROWMARK COLORADO HOLDINGS 9500000.0 9407707.5 CORP Long
31410LFB3 31410LFB3 FNMA GTD MTG PASS THRU CTF 4939.9178 4743.49 USGSE Long
570535AS3 570535AS3 MARKEL GROUP INC 900000.0 690470.78 CORP Long
3136BLHS2 3136BLHS2 FEDERAL NAT MTG ASN GTD REM PA 797539.444 685595.45 USGSE Long
3140LPTT9 3140LPTT9 FNMA GTD MTG PASS THRU CTF 411833.12 324331.43 USGSE Long
31418DRP9 31418DRP9 FNMA GTD MTG PASS THRU CTF 2520442.8497 2087320.37 USGSE Long
57636QAL8 57636QAL8 MASTERCARD INC 200000.0 158018.6 CORP Long
36264KAU4 36264KAU4 GS MTG SECS TR 2020-GSA2 4940000.0 3845093.95 CORP Long
3140Q75R4 3140Q75R4 FNMA GTD MTG PASS THRU CTF 426695.65 381909.33 USGSE Long
3617WFWS4 3617WFWS4 GNMA GUARANTEED PASS THRU CERT 599890.46 510537.74 USGA Long
36193VFQ0 36193VFQ0 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 79489.4222 71887.73 USGA Long
N/A N/A JORDAN KINGDOM OF 200000.0 173000.0 NUSS Long
843452AZ6 843452AZ6 SOUTHERN NAT GAS CO LLC 10000.0 11328.1 CORP Long
42771XAC0 42771XAC0 HERO FUNDING TRUST 2017-1A 55198.809 49628.85 CORP Long
31410KCG7 31410KCG7 FNMA GTD MTG PASS THRU CTF 37345.1177 38564.95 USGSE Long
29444UBE5 29444UBE5 EQUINIX INC 575000.0 507933.7 CORP Long
133434AB6 133434AB6 CAMERON LNG LLC 1107000.0 902706.99 CORP Long
159864AG2 159864AG2 CHARLES RIVER LABORATORIES INTERNATIONAL INC 347000.0 308486.47 CORP Long
844741BK3 844741BK3 SOUTHWEST AIRLINES CO 5340000.0 5279380.91 CORP Long
76131VAA1 76131VAA1 KITE REALTY GROUP TRUST 6865000.0 6614358.85 CORP Long
31407EJ61 31407EJ61 FNMA GTD MTG PASS THRU CTF 29338.6366 30123.52 USGSE Long
3140F5MS9 3140F5MS9 FNMA GTD MTG PASS THRU CTF 72897.8261 67841.02 USGSE Long
853254CS7 853254CS7 STANDARD CHARTERED PLC 1363000.0 1367458.44 CORP Long
853496AD9 853496AD9 Standard Industries Inc/NJ 3884000.0 3650258.94 CORP Long
31418DHM7 31418DHM7 FNMA GTD MTG PASS THRU CTF 1033278.6513 919819.9 USGSE Long
878742AZ8 878742AZ8 TECK RESOURCES LTD 56000.0 49399.49 CORP Long
761143AB2 761143AB2 RESIDENTIAL ASSET SECURITIZATION TR 2007-A9 2944076.7929 323888.19 CORP Long
3138A5HV7 3138A5HV7 FNMA GTD MTG PASS THRU CTF 14794.4422 14184.56 USGSE Long
31307TN31 31307TN31 FED HOME LOAN MTG CORP - GOLD 16554.349 15638.77 USGSE Long
31419E4J5 31419E4J5 FNMA GTD MTG PASS THRU CTF 13808.0736 13727.11 USGSE Long
401378AC8 401378AC8 GUARDIAN LIFE INSURANCE CO OF AMERICA/THE 7000.0 5442.44 CORP Long
N/A N/A BANK OF IRELAND GROUP PLC 2365000.0 2343161.03 CORP Long
46645WAU7 46645WAU7 J P MORGAN CHASE COML MTG SECS TR 2018-WPT 2700000.0 2349546.75 CORP Long
3138X3EH1 3138X3EH1 FNMA GTD MTG PASS THRU CTF 248068.8912 218568.22 USGSE Long
038923AW8 038923AW8 ARBOR REALTY TRUST INC 146000.0 134451.27 CORP Long
74101XAE0 74101XAE0 PRESIDIO HOLDING INC 306000.0 295934.48 CORP Long
571748BV3 571748BV3 MARSH and MCLENNAN COS INC 76000.0 77376.52 CORP Long
36179RD63 36179RD63 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 86551.4012 76635.53 USGA Long
3140HAYB0 3140HAYB0 FNMA GTD MTG PASS THRU CTF 30164.703 27996.81 USGSE Long
12529YAG7 12529YAG7 CFMT 2021-FRR1 TR 321808.0 279461.7 CORP Long
24737BAA3 24737BAA3 DELTA AIR LINES 2019-1 CLASS AA PASS THROUGH TRUST 183000.0 180777.74 CORP Long
14040HCJ2 14040HCJ2 CAPITAL ONE FINANCIAL CORP 45000.0 33740.81 CORP Long
01F0326C3 01F0326C3 FNMA/FHLG TBA ISSUER -13650000.0 -11979472.05 USGA Short
912797GZ4 912797GZ4 UST BILLS 5450000.0 5351029.53 UST Long
3140QQDQ5 3140QQDQ5 FNMA GTD MTG PASS THRU CTF 3138655.76 2852029.01 USGSE Long
3132XHSX3 3132XHSX3 FED HOME LOAN MTG CORP - GOLD 6000000.0 5221336.8 USGSE Long
3138EEAV1 3138EEAV1 FNMA GTD MTG PASS THRU CTF 67823.0195 63796.64 USGSE Long
03769HAG2 03769HAG2 APIDOS CLO XXXVII 250000.0 243724.5 CORP Long
629377CN0 629377CN0 NRG ENERGY INC 3120000.0 2869725.61 CORP Long
3140J6GQ4 3140J6GQ4 FNMA GTD MTG PASS THRU CTF 98672.3375 91334.23 USGSE Long
3138WJR83 3138WJR83 FNMA GTD MTG PASS THRU CTF 51976.0012 49130.65 USGSE Long
902613AH1 902613AH1 UBS GROUP AG 2580000.0 2291956.83 CORP Long
3132GFF28 3132GFF28 FED HOME LOAN MTG CORP - GOLD 89542.8845 89142.61 USGSE Long
251525AP6 251525AP6 DEUTSCHE BANK AG 13996000.0 13574892.41 CORP Long
009090AA9 009090AA9 AIR CANADA 2015-1 PASS THROUGH TRUST 75285.8342 69596.62 CORP Long
35563PK73 35563PK73 SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 5557082.23 4664475.9 CORP Long
3132J83P3 3132J83P3 FED HOME LOAN MTG CORP - GOLD 30039.6686 27592.77 USGSE Long
30300HAJ5 30300HAJ5 FREMF 2017-K63 MORTGAGE TRUST 146276.0 136715.71 CORP Long
83368RBS0 83368RBS0 SOCIETE GENERALE 300000.0 300471.74 CORP Long
15032FAA4 15032FAA4 CEDAR FDG VII CLO LTD / CEDAR FDG VII CLO LLC 565779.0101 564932.6 CORP Long
3136BBSN3 3136BBSN3 FNMA GTD MTG PASS THRU CTF 1056669.1723 65872.97 USGSE Long
3132A9SS7 3132A9SS7 FED HOME LOAN MTG CORP - GOLD 674612.316 627949.38 USGSE Long
21H0306C3 21H0306C3 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER -48200000.0 -41744790.9 USGA Short
31419BCD5 31419BCD5 FNMA GTD MTG PASS THRU CTF 117007.1165 108035.99 USGSE Long
303075AB1 303075AB1 FACTSET RESEARCH SYSTEMS INC 638000.0 543306.94 CORP Long
3140XBYN4 3140XBYN4 FNMA GTD MTG PASS THRU CTF 3665362.96 3001185.26 USGSE Long
00206RJZ6 00206RJZ6 AT and T INC 5306000.0 3943580.98 CORP Long
92939UAM8 92939UAM8 WEC ENERGY GROUP INC 230000.0 231329.0 CORP Long
30307VAQ1 30307VAQ1 FREMF 2018-KL03 MORTGAGE TRUST 585105.9941 542974.68 CORP Long
3138WHRP9 3138WHRP9 FNMA GTD MTG PASS THRU CTF 518566.5182 474127.34 USGSE Long
3137FPJ55 3137FPJ55 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 433382.343 409088.49 USGSE Long
92852LAB5 92852LAB5 VITERRA FINANCE BV 200000.0 166219.35 CORP Long
35563PMM8 35563PMM8 SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 1256223.0 901823.52 CORP Long
037833BA7 037833BA7 APPLE INC 82000.0 65056.42 CORP Long
36176QVE1 36176QVE1 GNMA GUARANTEED PASS THRU CERT 1840.1266 1727.56 USGA Long
74333DAL8 74333DAL8 PROGRESS RESIDENTIAL 2021 443000.0 390464.59 CORP Long
3140J6CW5 3140J6CW5 FNMA GTD MTG PASS THRU CTF 151828.262 142631.49 USGSE Long
26885BAE0 26885BAE0 EQM MIDSTREAM PARTNERS LP 220000.0 202388.14 CORP Long
3140XKLN8 3140XKLN8 FNMA GTD MTG PASS THRU CTF 162089.3242 150490.88 USGSE Long
3132DQFH4 3132DQFH4 FED HOME LOAN MTG CORP - GOLD 2994165.1614 2574591.0 USGSE Long
3136AUG21 3136AUG21 FEDERAL NATL MTG AS GTD RE PTT 228942.6822 214074.62 USGSE Long
682413AJ8 682413AJ8 ONE 2021-PARK MORTGAGE TRUST 6459000.0 5757884.59 CORP Long
36176W7E5 36176W7E5 GNMA GUARANTEED PASS THRU CERT 359774.041 327608.41 USGA Long
31419EJ83 31419EJ83 FNMA GTD MTG PASS THRU CTF 17862.2978 17150.66 USGSE Long
95040QAM6 95040QAM6 WELLTOWER OP LLC 2305000.0 1922432.05 CORP Long
20753XAF1 20753XAF1 CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 130000.0 142315.1 CORP Long
36209RYC1 36209RYC1 GNMA GUARANTEED PASS THRU CERT 114010.4822 106465.29 USGA Long
36179SYT8 36179SYT8 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 493967.934 463646.9 USGA Long
N/A N/A AGPS BONDCO PLC 3100000.0 1130306.02 CORP Long
36252SAV9 36252SAV9 GS MTG SECS TR 2019-GC38 909839.0 828603.02 CORP Long
23346TAB7 23346TAB7 DTE ELECTRIC SECURITIZATION FUNDING II LLC 300000.0 314713.28 CORP Long
98388MAB3 98388MAB3 XCEL ENERGY INC 880000.0 786131.86 CORP Long
606822CT9 606822CT9 MITSUBISHI UFJ FINANCIAL GROUP INC 400000.0 397900.33 CORP Long
05492PAA6 05492PAA6 BAMLL COML MTG SECS TR 2019 4963000.0 4460108.64 CORP Long
912810RH3 912810RH3 UNITED STATES TREASURY BOND 2436000.0 1917874.22 UST Long
680665AK2 680665AK2 OLIN CORP 195000.0 179053.69 CORP Long
3140XGUN7 3140XGUN7 FNMA GTD MTG PASS THRU CTF 191585.1549 178663.02 USGSE Long
62475WAJ4 62475WAJ4 MTN COML MTG TR 2022-LPFL 7000000.0 6555416.7 CORP Long
780097BA8 780097BA8 NATWEST GROUP PLC 15856000.0 15544512.69 CORP Long
3132J4NR6 3132J4NR6 FED HOME LOAN MTG CORP - GOLD 195309.9386 186522.59 USGSE Long
92047WAD3 92047WAD3 VALVOLINE INC 357000.0 352709.3 CORP Long
3140XTAZ4 3140XTAZ4 FNMA GTD MTG PASS THRU CTF 2683188.0836 2388561.69 USGSE Long
92328MAE3 92328MAE3 VENTURE GLOBAL CALCASIEU 160000.0 157018.77 CORP Long
36179M2P4 36179M2P4 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 434894.5547 386839.58 USGA Long
12467AAF5 12467AAF5 C AND S GROUP ENTERPRISES LLC 2110000.0 1698550.0 CORP Long
09228YAB8 09228YAB8 BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA 5370455.1264 4944953.97 CORP Long
36202FX84 36202FX84 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1632594.0302 1531147.09 USGA Long
35564KRF8 35564KRF8 FREDDIE MAC STACR REMIC TRUST 2021-DNA1 2240000.0 2258367.78 USGA Long
3132DNFP3 3132DNFP3 FED HOME LOAN MTG CORP - GOLD 471262.5088 417674.87 USGSE Long
3132J9PW2 3132J9PW2 FED HOME LOAN MTG CORP - GOLD 6170.2045 5775.98 USGSE Long
422704AH9 422704AH9 HECLA MINING CO 775000.0 766059.48 CORP Long
3140QBS82 3140QBS82 FNMA GTD MTG PASS THRU CTF 5038223.042 4324341.6 USGSE Long
31397GTK6 31397GTK6 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 4413.033 383.68 USGSE Long
878091BF3 878091BF3 TEACHERS INS and ANNUITY ASSN AMER 43000.0 34766.91 CORP Long
29365BAB9 29365BAB9 ENTEGRIS ESCROW CORPORATION 643000.0 621110.0 CORP Long
911363AM1 911363AM1 UNITED RENTALS NORTH AMER INC 238000.0 207305.14 CORP Long
718286CP0 718286CP0 PHILIPPINES REPUBLIC OF 390000.0 274017.9 NUSS Long
N/A N/A EUREX DEUTSCHLAND -13.0 -3124.43 CORP N/A
3133TMGW0 3133TMGW0 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 459.624 474.81 USGSE Long
35041KAC6 35041KAC6 FOUNDATION FIN TR 2020-1 136000.0 121410.98 CORP Long
49177JAM4 49177JAM4 KENVUE INC 140000.0 136357.27 CORP Long
92564RAC9 92564RAC9 VICI PROPERTIES LP / VICI NOTE CO INC 125000.0 120888.75 CORP Long
36179UPB2 36179UPB2 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 83971.049 80258.41 USGA Long
N/A N/A DOMINICAN REPUBLIC 100000.0 98500.0 NUSS Long
98164QAB4 98164QAB4 WORLD OMNI AUTO RECEIVABLES TR 2023-B 1781292.14 1775841.56 CORP Long
92936UAH2 92936UAH2 WP CAREY INC 3969000.0 2932036.64 CORP Long
61752RAK8 61752RAK8 MORGAN STANLEY MTG LN TR 2007-3XS 850348.8957 299686.93 CORP Long
3133G9FS3 3133G9FS3 FED HOME LOAN MTG CORP - GOLD 2782292.794 2447579.63 USGSE Long
00115AAM1 00115AAM1 AEP TRANSMISSION CO LLC 58000.0 41843.7 CORP Long
02209SAQ6 02209SAQ6 ALTRIA GROUP INC 265000.0 209047.65 CORP Long
06051GHU6 06051GHU6 BANK OF AMERICA CORPORATION 7964000.0 6591577.02 CORP Long
59982YAB9 59982YAB9 MILL CITY SECURITIES 2021-RS1 LTD 351063.0 301187.13 CORP Long
31635T849 31635T849 Fidelity Salem Street Trust 544108975.832 4771835718.05 RF Long
876030AC1 876030AC1 TAPESTRY INC 2553000.0 2580530.89 CORP Long
3140QNLT7 3140QNLT7 FNMA GTD MTG PASS THRU CTF 806504.991 633635.65 USGSE Long
3138A74D7 3138A74D7 FNMA GTD MTG PASS THRU CTF 262903.3573 247428.45 USGSE Long
87264ABD6 87264ABD6 T-MOBILE USA INC 7970000.0 7598667.5 CORP Long
25381XAF0 25381XAF0 DIGICEL INTERNATIONAL FINANCE LTD/DIGICEL INTERNATIONAL HOLDINGS LTD 300000.0 275250.0 CORP Long
31397PRY8 31397PRY8 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 8462.1516 8588.1 USGSE Long
92873BAA4 92873BAA4 VOLT XCV LLC 145470.2001 140864.32 CORP Long
3138WEQJ1 3138WEQJ1 FNMA GTD MTG PASS THRU CTF 314033.1616 298848.65 USGSE Long
36209RUT8 36209RUT8 GNMA GUARANTEED PASS THRU CERT 302806.7442 282226.36 USGA Long
92943EAB2 92943EAB2 GTCR W MERGER SUB LLC 315201.84 314807.84 CORP Long
08162DAE8 08162DAE8 BENCHMARK 2019-B13 MTG TR 7629000.0 6588766.01 CORP Long
69377NAA7 69377NAA7 PRET 2022-RN2 LLC 8671920.11 8281586.58 CORP Long
3137FU6H2 3137FU6H2 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 1504308.284 1333137.56 USGSE Long
36202FMA1 36202FMA1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1022897.3075 960896.94 USGA Long
31410KPS7 31410KPS7 FNMA GTD MTG PASS THRU CTF 6784.6267 7019.54 USGSE Long
3140XJRK1 3140XJRK1 FNMA GTD MTG PASS THRU CTF 332122.1582 308668.22 USGSE Long
46647PCC8 46647PCC8 JPMORGAN CHASE and CO 6391000.0 5223474.29 CORP Long
570535AX2 570535AX2 MARKEL GROUP INC 840000.0 555491.55 CORP Long
21871NAB7 21871NAB7 CORECIVIC INC 85000.0 86691.91 CORP Long
797440BM5 797440BM5 SAN DIEGO GAS and ELECTRIC CO 7000.0 6031.95 CORP Long
674599CS2 674599CS2 OCCIDENTAL PETROLEUM CORP 195000.0 169955.38 CORP Long
36179SSQ1 36179SSQ1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1017562.574 923749.41 USGA Long
3134A4KX1 3134A4KX1 FEDERAL HOME LOAN MORTGAGE COR PORATION 895000.0 1005180.62 USGSE Long
00810GAC8 00810GAC8 AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 125000.0 125625.0 CORP Long
3138WARA7 3138WARA7 FNMA GTD MTG PASS THRU CTF 11916.5623 11485.66 USGSE Long
25381XAD5 25381XAD5 DIGICEL INTERNATIONAL FINANCE LTD/DIGICEL INTERNATIONAL HOLDINGS LTD 2295045.0 1560630.6 CORP Long
3133KRJW5 3133KRJW5 FEDERAL HOME LOAN MORTGAGE COR PORATION 671641.32 680716.81 USGSE Long
3132WJQR5 3132WJQR5 FED HOME LOAN MTG CORP - GOLD 2336876.9652 2101745.78 USGSE Long
12510HAH3 12510HAH3 CARS-DB4 LP 262127.0 234582.01 CORP Long
010392GB8 010392GB8 ALABAMA POWER and LIGHT 125000.0 129092.0 CORP Long
880591DM1 880591DM1 TENNESSEE VALLEY AUTHORITY 460000.0 517515.01 USGSE Long
3140J9U82 3140J9U82 FNMA GTD MTG PASS THRU CTF 2072941.723 1983084.67 USGSE Long
912810TQ1 912810TQ1 UNITED STATES TREASURY BOND 3702300.0 3302422.69 UST Long
95040QAK0 95040QAK0 WELLTOWER OP LLC 2590000.0 2389425.82 CORP Long
68389XBP9 68389XBP9 ORACLE CORP 230000.0 187414.76 CORP Long
09659W2M5 09659W2M5 BNP PARIBAS 400000.0 346366.2 CORP Long
3132J7A44 3132J7A44 FED HOME LOAN MTG CORP - GOLD 154726.4683 138009.91 USGSE Long
36250VAF9 36250VAF9 GS MTG SECS TR 2015-GC34 5104688.8182 87940.01 CORP Long
46817MAR8 46817MAR8 JACKSON FINANCIAL INC 2958000.0 2873182.31 CORP Long
12669FWD1 12669FWD1 CWMBS INC PASS THRU CTFS 2219.4931 2093.35 CORP Long
644393AB6 644393AB6 NEW FORTRESS ENERGY INC 535000.0 508141.88 CORP Long
36193GKX2 36193GKX2 GNMA GUARANTEED PASS THRU CERT 18974.9258 17172.18 USGA Long
880591EW8 880591EW8 TENNESSEE VALLEY AUTHORITY 845000.0 794261.44 USGSE Long
38376R4N3 38376R4N3 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 935142.04 37202.57 USGA Long
010392FD5 010392FD5 ALABAMA POWER and LIGHT 36000.0 34119.6 CORP Long
464287440 464287440 ISHARES TR 19751972.0 1845031704.52 RF Long
92556VAE6 92556VAE6 VIATRIS INC 13139000.0 9107994.35 CORP Long
12189TAZ7 12189TAZ7 BURLINGTON NORTHN SANTA FE LLC 21000.0 22533.7 CORP Long
852060AD4 852060AD4 SPRINT CAPITAL CORP 304000.0 321454.4 CORP Long
91282CFL0 91282CFL0 UST NOTES 8449000.0 8230844.2 UST Long
00206RKG6 00206RKG6 AT and T INC 563000.0 490380.07 CORP Long
22822VAZ4 22822VAZ4 CROWN CASTLE INC 125000.0 114826.55 CORP Long
31335BC20 31335BC20 FED HOME LOAN MTG CORP - GOLD 8642363.6877 7525371.02 USGSE Long
08163AAD5 08163AAD5 BENCHMARK 2020-B18 MORTGAGE TRUST 10000000.0 7876759.0 CORP Long
67077MBA5 67077MBA5 NUTRIEN LTD 1090000.0 1076547.85 CORP Long
N/A N/A INTELSAT JACKSON HLDGS S A 90275.49 90062.35 CORP Long
31418D4W9 31418D4W9 FNMA GTD MTG PASS THRU CTF 1569785.86 1164692.57 USGSE Long
3620ASEM7 3620ASEM7 GNMA GUARANTEED PASS THRU CERT 14467.3103 14248.3 USGA Long
N/A N/A CITIGROUP GLOBAL MARKETS LIMITED 140000.0 30985.37 CORP N/A
46647PCB0 46647PCB0 JPMORGAN CHASE and CO 1395000.0 1270128.65 CORP Long
04351LAB6 04351LAB6 ASCENSION HEALTH 20000.0 15791.14 CORP Long
056054AA7 056054AA7 BX COMMERCIAL MORTGAGE TRUST 2019-XL 15406790.3942 15367669.47 CORP Long
91282CEE7 91282CEE7 UST NOTES 6141000.0 5566960.45 UST Long
91282CJN2 91282CJN2 UST NOTES 23862000.0 23951482.5 UST Long
749571AF2 749571AF2 RHP HOTEL PPTYS LP and RHP FIN CORP 213000.0 202292.49 CORP Long
694308JJ7 694308JJ7 PACIFIC GAS and ELECTRIC CO 192000.0 120994.38 CORP Long
3138L9T85 3138L9T85 FNMA GTD MTG PASS THRU CTF 545318.0 526965.6 USGSE Long
12663MAA2 12663MAA2 CREDIT SUISSE MORTGAGE TRUST 2022-NWPT 282000.0 284643.75 CORP Long
61747YEF8 61747YEF8 MORGAN STANLEY 1650000.0 1245783.26 CORP Long
912833Y38 912833Y38 US TREASURY C0UPON STRIPS 1975000.0 1083037.54 UST Long
58403YAD8 58403YAD8 MED TR 2021-MDLN 1353504.2157 1320376.52 CORP Long
36202D6D8 36202D6D8 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 22624.4373 22323.98 USGA Long
025816CM9 025816CM9 AMERICAN EXPRESS CO 60000.0 54383.83 CORP Long
3617YGAX3 3617YGAX3 GNMA GUARANTEED PASS THRU CERT 968509.2837 997177.16 USGA Long
552676AT5 552676AT5 MDC HOLDINGS INC 89000.0 77033.4 CORP Long
51507KAA4 51507KAA4 LENDING FUNDING TRUST 2020-2 3750000.0 3385267.13 CORP Long
743315AZ6 743315AZ6 PROGRESSIVE CORP OHIO 95000.0 81509.26 CORP Long
3140QSF71 3140QSF71 FNMA GTD MTG PASS THRU CTF 949319.5656 953247.28 USGSE Long
45344LAC7 45344LAC7 CRESCENT ENERGY FINANCE LL 1425000.0 1472595.0 CORP Long
6174468X0 6174468X0 MORGAN STANLEY 8678000.0 6669847.1 CORP Long
N/A N/A PETROLEOS MEXICANOS 1267000.0 1364814.14 CORP Long
123919AC6 123919AC6 BXG RECEIVABLES NT TR 2023-A 829557.3008 810194.11 CORP Long
31394VPT1 31394VPT1 FEDERAL NAT MTG ASN GTD REM PA 3009.789 2994.49 USGSE Long
3138E1HV2 3138E1HV2 FNMA GTD MTG PASS THRU CTF 2345.5191 2205.03 USGSE Long
33883PAC1 33883PAC1 FLATIRON CLO LT 4210000.0 4186209.29 CORP Long
544445UD9 544445UD9 LOS ANGELES CA DEPT ARPTS REV 500000.0 365975.75 MUN Long
12658QAA0 12658QAA0 CSMC 2022-RPL1 TR 329640.34 241669.59 CORP Long
36230SPQ1 36230SPQ1 GNMA GUARANTEED PASS THRU CERT 17767.9519 16554.8 USGA Long
911365BP8 911365BP8 UNITED RENTALS NORTH AMER INC 825000.0 699756.01 CORP Long
759136QP2 759136QP2 REGIONAL TRANSN DIST CO SALES 45000.0 47546.01 MUN Long
N/A N/A CMEC CHICAGO MERCANTILE EXCH 15755000.0 809742.02 CORP N/A
906548CW0 906548CW0 UNION ELECTRIC CO 351000.0 336950.72 CORP Long
N/A N/A BARCLAYS PLC 280000.0 313305.92 CORP Long
N/A N/A AIB GROUP PLC 1900000.0 1934344.84 CORP Long
20030NCU3 20030NCU3 COMCAST CORP 435000.0 414601.91 CORP Long
12653VAE6 12653VAE6 CSMC 2019-ICE4 1517225.33 1508431.19 CORP Long
31418DP97 31418DP97 FNMA GTD MTG PASS THRU CTF 5891180.5337 4624760.52 USGSE Long
69380RAA3 69380RAA3 PRPM 2023-RCF2 LLC 1600000.0 1491443.36 CORP Long
3138WEU56 3138WEU56 FNMA GTD MTG PASS THRU CTF 143860.1542 136807.22 USGSE Long
404119BX6 404119BX6 HCA INC 4917000.0 4560578.62 CORP Long
12532AAY5 12532AAY5 CFCRE 2016-C6 MTG TR 923167.76 862415.84 CORP Long
15189YAG1 15189YAG1 CENTERPOINT ENERGY RES CORP 3312000.0 3325836.71 CORP Long
3133KNSL8 3133KNSL8 FED HOME LOAN MTG CORP - GOLD 6482396.46 5092934.97 USGSE Long
413717AN9 413717AN9 HARRIMAN PARK CLO LTD 500000.0 498643.5 CORP Long
67077MAW8 67077MAW8 NUTRIEN LTD 81000.0 70020.82 CORP Long
N/A N/A SERBIA REPUBLIC OF 5088000.0 5109070.69 NUSS Long
31397LX61 31397LX61 FEDERAL NAT MTG ASN GTD REM PA 11174.3347 918.99 USGSE Long
428102AC1 428102AC1 HESS MIDSTREAM PARTNERS LP 832000.0 821600.0 CORP Long
905581AS3 905581AS3 UNION CARBIDE CORP 38000.0 44664.39 CORP Long
36179QRZ6 36179QRZ6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 2071339.2883 1949373.45 USGA Long
3137H5J57 3137H5J57 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 646414.04 556534.63 USGSE Long
19240CAC7 19240CAC7 COGENT COMMUNICATIONS GROUP INC 165000.0 153884.75 CORP Long
30333LAD0 30333LAD0 FHF ISSUER TR 2023-2 3000000.0 3055260.0 CORP Long
3128MFUA4 3128MFUA4 FED HOME LOAN MTG CORP - GOLD 621217.103 593207.98 USGSE Long
3138ENZ93 3138ENZ93 FNMA GTD MTG PASS THRU CTF 289024.8792 262033.83 USGSE Long
912810SP4 912810SP4 UNITED STATES TREASURY BOND 5618000.0 2854426.81 UST Long
31403DLV9 31403DLV9 FNMA GTD MTG PASS THRU CTF 63961.7205 65852.06 USGSE Long
95000U3D3 95000U3D3 WELLS FARGO and CO 1134000.0 1091017.82 CORP Long
720198AF7 720198AF7 PIEDMONT OPERATING PARTNERSHIP LP 1374000.0 910535.94 CORP Long
3133KNWK5 3133KNWK5 FED HOME LOAN MTG CORP - GOLD 1563908.123 1382898.11 USGSE Long
404119BV0 404119BV0 HCA INC 590000.0 529751.71 CORP Long
35564KPV5 35564KPV5 FREDDIE MAC STACR REMIC TRUST 2021-DNA1 11800000.0 11761010.44 USGA Long
3620C04V7 3620C04V7 GNMA GUARANTEED PASS THRU CERT 127699.4887 122318.03 USGA Long
N/A N/A GERMANY FEDERAL REPUBLIC OF 5750000.0 5018053.04 NUSS Long
03952HAD6 03952HAD6 ARCHES BUYER INC 261622.2359 257043.85 CORP Long
31416JAU5 31416JAU5 FNMA GTD MTG PASS THRU CTF 2506.1896 2533.62 USGSE Long
3133B7QU5 3133B7QU5 FED HOME LOAN MTG CORP - GOLD 1254741.19 1140548.45 USGSE Long
71654QCC4 71654QCC4 PETROLEOS MEXICANOS 11150000.0 6800385.0 CORP Long
3138WRDS6 3138WRDS6 FNMA GTD MTG PASS THRU CTF 6776.0682 5701.25 USGSE Long
057224AZ0 057224AZ0 BAKER HUGHES A GE CO LLC 26000.0 24883.69 CORP Long
31418ATV0 31418ATV0 FNMA GTD MTG PASS THRU CTF 52082.6673 47135.93 USGSE Long
63858SBC2 63858SBC2 BANK OF AMERICA CORPORATION 43000.0 46041.48 CORP Long
36179QPJ4 36179QPJ4 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 655737.8438 634942.23 USGA Long
559922AA7 559922AA7 MAGNE 2023-36A 3249000.0 3256144.55 CORP Long
03522AAH3 03522AAH3 ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 3923000.0 3738248.9 CORP Long
6174468G7 6174468G7 MORGAN STANLEY 4461000.0 4234950.56 CORP Long
3132DVLK9 3132DVLK9 FED HOME LOAN MTG CORP - GOLD 3909314.232 3219256.55 USGSE Long
3618AW2Y9 3618AW2Y9 GNMA GUARANTEED PASS THRU CERT 2974972.5 2957725.39 USGA Long
71654QCK6 71654QCK6 PETROLEOS MEXICANOS 90000.0 74488.5 CORP Long
90932LAG2 90932LAG2 UNITED AIRLINES INC 2258000.0 2147203.55 CORP Long
31371LDG1 31371LDG1 FNMA GTD MTG PASS THRU CTF 81573.6486 81080.46 USGSE Long
46644KAG5 46644KAG5 JPMCC RE-REMIC TR 2015-FRR2 310106.0 295233.47 CORP Long
404280CL1 404280CL1 HSBC HOLDINGS PLC 3543000.0 3088829.28 CORP Long
91086QBB3 91086QBB3 MEXICO UNITED MEXICAN STATES 2366000.0 1907469.2 NUSS Long
455780DN3 455780DN3 INDONESIA REPUBLIC OF 1975000.0 1893748.5 NUSS Long
001192AK9 001192AK9 SOUTHERN CO GAS CAPITAL CORP 870000.0 692958.38 CORP Long
89115A2U5 89115A2U5 THE TORONTO DOMINION BANK 51000.0 51363.63 CORP Long
68389XCK9 68389XCK9 ORACLE CORP 1315000.0 1466393.86 CORP Long
22945EAT8 22945EAT8 CSAIL 2021-C20 15208155.3 12423128.4 CORP Long
44891ABN6 44891ABN6 HYUNDAI CAPITAL AMERICA 120000.0 111559.95 CORP Long
142921AB1 142921AB1 CARMAX AUTO OWNER TR 2023-2 7315777.86 7301349.68 CORP Long
00439KAD8 00439KAD8 ACCELERATED 2021-1H LLC 124216.4985 112384.09 CORP Long
29366MAB4 29366MAB4 ENTERGY ARKANSAS LLC 257000.0 147520.34 CORP Long
47233JGT9 47233JGT9 JEFFERIES FINANCIAL GROUP INC 5530000.0 4342670.29 CORP Long
646140DW0 646140DW0 NEW JERSEY ST TPK AUTH TPK REV 1050000.0 818462.3 MUN Long
09062XAH6 09062XAH6 BIOGEN INC 790000.0 649752.56 CORP Long
3140E2A84 3140E2A84 FNMA GTD MTG PASS THRU CTF 109420.1214 101966.6 USGSE Long
N/A N/A MOROCCO KINGDOM OF 200000.0 202250.0 NUSS Long
36179YDK7 36179YDK7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 83439.65 82903.77 USGA Long
91282CDL2 91282CDL2 UST NOTES 28225000.0 24653875.91 UST Long
3140L1U29 3140L1U29 FNMA GTD MTG PASS THRU CTF 147170.99 129834.07 USGSE Long
92937EAJ3 92937EAJ3 WFRBS COML MTG TR 2013-C11 194255.0 142715.03 CORP Long
3132DWDL4 3132DWDL4 FED HOME LOAN MTG CORP - GOLD 988774.5807 868615.43 USGSE Long
3138EDEA5 3138EDEA5 FNMA GTD MTG PASS THRU CTF 84240.795 79219.02 USGSE Long
3132GMH96 3132GMH96 FED HOME LOAN MTG CORP - GOLD 22940.0248 21998.26 USGSE Long
04966HAA4 04966HAA4 ATRIUM XIII 241540.5342 241540.53 CORP Long
N/A N/A BELLIS ACQUISITION CO PLC 975000.0 1147769.29 CORP Long
594918CE2 594918CE2 MICROSOFT CORP 3352000.0 2314548.26 CORP Long
N/A N/A NORDEA BANK ABP 1000000.0 1100510.51 CORP Long
671078AN3 671078AN3 OCP CLO 2020-18 LTD / OCP CLO 2020-18 LLC 18000000.0 17901486.0 CORP Long
N/A N/A VIRGIN MEDIA SECURED FINANCE PLC 1500000.0 1586028.56 CORP Long
3140L7WV0 3140L7WV0 FNMA GTD MTG PASS THRU CTF 2915185.72 2377833.03 USGSE Long
02765UEK6 02765UEK6 AMERICAN MUN PWR REV 90000.0 116430.36 MUN Long
36179SLS4 36179SLS4 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 117443.844 106689.63 USGA Long
3132XFJZ2 3132XFJZ2 FED HOME LOAN MTG CORP - GOLD 509042.0 466618.03 USGSE Long
087598AA6 087598AA6 BETHP 2021 5907000.0 5888924.58 CORP Long
3132J4MR7 3132J4MR7 FED HOME LOAN MTG CORP - GOLD 747095.0 711864.69 USGSE Long
44267DAD9 44267DAD9 HOWARD HUGHES CORP 850000.0 796875.0 CORP Long
064159KJ4 064159KJ4 THE BANK OF NOVA SCOTIA 12927000.0 11469410.94 CORP Long
3140E2W49 3140E2W49 FNMA GTD MTG PASS THRU CTF 30284.934 28221.97 USGSE Long
94106LBB4 94106LBB4 WASTE MANAGEMENT INC DEL 104000.0 89439.83 CORP Long
87470LAD3 87470LAD3 TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 145000.0 133769.17 CORP Long
3136FFQR3 3136FFQR3 FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES 1296.3805 292.03 USGSE Long
3138A2WZ8 3138A2WZ8 FNMA GTD MTG PASS THRU CTF 569204.3239 536900.78 USGSE Long
95001QAV3 95001QAV3 WELLS FARGO COML MTG TR 2018-C46 11714903.901 271052.42 CORP Long
N/A N/A INCHCAPE PLC 500000.0 638060.05 CORP Long
3140XLFV5 3140XLFV5 FNMA GTD MTG PASS THRU CTF 1000954.8868 1005721.83 USGSE Long
00253XAB7 00253XAB7 AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 990520.0 948957.11 CORP Long
3133AVBM7 3133AVBM7 FED HOME LOAN MTG CORP - GOLD 449727.3419 365002.62 USGSE Long
N/A N/A CELLNEX TELECOM SAU 5500000.0 5070705.42 CORP Long
04015GAP4 04015GAP4 ARES XXXIV CLO LTD 15169000.0 15128635.29 CORP Long
06539WBD7 06539WBD7 BANK 2020-BNK25 5200000.0 117161.72 CORP Long
85208NAE0 85208NAE0 SPRINT SPECTRUM CO LLC 11389500.0 11228173.66 CORP Long
36179WBY3 36179WBY3 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 13507068.9498 11331284.1 USGA Long
68245XAJ8 68245XAJ8 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC 280000.0 259866.91 CORP Long
655844BM9 655844BM9 NORFOLK SOUTHERN CORP 105000.0 83182.3 CORP Long
3132QVXL0 3132QVXL0 FED HOME LOAN MTG CORP - GOLD 120991.1685 112937.73 USGSE Long
3128MJV64 3128MJV64 FED HOME LOAN MTG CORP - GOLD 82765.4244 74825.72 USGSE Long
172441BC0 172441BC0 CINEMARK USA INC 7000.0 7052.5 CORP Long
31398LLE6 31398LLE6 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 3261.3008 3187.94 USGSE Long
14448CAY0 14448CAY0 CARRIER GLOBAL CORP 3068000.0 3157146.81 CORP Long
31418DV82 31418DV82 FNMA GTD MTG PASS THRU CTF 1571332.2381 1282181.49 USGSE Long
04636NAG8 04636NAG8 ASTRAZENECA FINANCE LLC 319000.0 319828.39 CORP Long
552953CG4 552953CG4 MGM RESORTS INTERNATIONAL 127000.0 127254.13 CORP Long
92343VEU4 92343VEU4 VERIZON COMMUNICATIONS INC 1412000.0 1325858.72 CORP Long
74166MAC0 74166MAC0 PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 203000.0 200781.43 CORP Long
02406PBA7 02406PBA7 AMERICAN AXLE and MANUFACTURING INC 346000.0 318382.28 CORP Long
12510CAA9 12510CAA9 CD and R SMOKEY BUYER INC 181000.0 175068.63 CORP Long
49446RAX7 49446RAX7 KIMCO REALTY OP LLC 3540000.0 3030738.96 CORP Long
546676AU1 546676AU1 LOUISVILLE GAS and ELECTRIC CO 345000.0 305459.66 CORP Long
36241LA48 36241LA48 GNMA GUARANTEED PASS THRU CERT 29796.3474 29338.0 USGA Long
3133KMUX1 3133KMUX1 FED HOME LOAN MTG CORP - GOLD 1868996.402 1593075.34 USGSE Long
055451BD9 055451BD9 BHP BILLITON FIN USA LTD 230000.0 232186.16 CORP Long
02209SBE2 02209SBE2 ALTRIA GROUP INC 131000.0 128846.62 CORP Long
38375BJK9 38375BJK9 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 515850.0006 512902.43 USGA Long
3138MRB75 3138MRB75 FNMA GTD MTG PASS THRU CTF 99162.4252 93138.7 USGSE Long
N/A N/A INTELSAT JACKSON HLDGS S A 7937.0 277636.26 CORP Long
3140LJD29 3140LJD29 FNMA GTD MTG PASS THRU CTF 234042.0 229960.45 USGSE Long
201723AP8 201723AP8 COMMERCIAL METALS CO 235000.0 199410.5 CORP Long
36230T2C5 36230T2C5 GNMA GUARANTEED PASS THRU CERT 356575.6007 323626.41 USGA Long
12649MBC6 12649MBC6 CSMC SER 2015-1R 113254.404 108609.65 CORP Long
38375BNA6 38375BNA6 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 1739056.6172 1733093.22 USGA Long
281020AW7 281020AW7 EDISON INTERNATIONAL 791000.0 837232.73 CORP Long
3132DWE90 3132DWE90 FED HOME LOAN MTG CORP - GOLD 1696053.1652 1675718.84 USGSE Long
195325BB0 195325BB0 REPUBLIC OF COLOMBIA 1360000.0 1566040.0 NUSS Long
44969CBJ8 44969CBJ8 IQVIA INC 252273.32 252273.32 CORP Long
38237CAA6 38237CAA6 GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2023-3 967772.41 965151.49 CORP Long
96925HAF9 96925HAF9 WILLIAM MORRIS ENDEAVOR ENTERTAINMENT LLC 291632.7804 291227.41 CORP Long
11283YAD2 11283YAD2 BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP 500000.0 422240.0 CORP Long
740189AP0 740189AP0 PRECISION CASTPARTS CORP 70000.0 58684.06 CORP Long
26884LAN9 26884LAN9 EQT CORP 162000.0 140434.56 CORP Long
72014TAD1 72014TAD1 PIEDMONT HEALTHCARE INC 1780000.0 1187026.82 CORP Long
74166MAF3 74166MAF3 PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 385000.0 348307.23 CORP Long
89612LAF3 89612LAF3 TRICON AMERICAN HOMES 2019 204000.0 186929.67 CORP Long
55916AAA2 55916AAA2 MICHAELS COS INC 110000.0 80292.3 CORP Long
156504AL6 156504AL6 CENTURY CMNTYS INC 250000.0 250042.25 CORP Long
87927YAA0 87927YAA0 TELECOM ITALIA SPA 370000.0 367056.87 CORP Long
92936UAE9 92936UAE9 WP CAREY INC 63000.0 60727.75 CORP Long
3136AL7K1 3136AL7K1 FEDERAL NAT MTG ASN GTD REM PA 384724.9508 371626.64 USGSE Long
3138WSYX0 3138WSYX0 FNMA GTD MTG PASS THRU CTF 168677.7612 141855.33 USGSE Long
3133L8E27 3133L8E27 FED HOME LOAN MTG CORP - GOLD 429821.887 378919.71 USGSE Long
13645RBH6 13645RBH6 CANADIAN PACIFIC RAILWAY CO 115000.0 76820.79 CORP Long
38141GYU2 38141GYU2 GOLDMAN SACHS GROUP INC (THE) 2505000.0 2113435.18 CORP Long
90137LAL4 90137LAL4 20 TIMES SQUARE TRUST 2018-20TS 3016196.0 2126639.27 CORP Long
46645WBE2 46645WBE2 J P MORGAN CHASE COML MTG SECS TR 2018-WPT 1414000.0 1004226.34 CORP Long
07274EAL7 07274EAL7 BAYER US FIN LLC 2885000.0 2866578.15 CORP Long
55336VAS9 55336VAS9 MPLX LP 2965000.0 2870628.11 CORP Long
91086QAV0 91086QAV0 MEXICO UNITED MEXICAN STATES 1600000.0 1533600.0 NUSS Long
3132GRCZ2 3132GRCZ2 FED HOME LOAN MTG CORP - GOLD 52161.1266 49129.39 USGSE Long
63938CAB4 63938CAB4 NAVIENT CORP 125000.0 123866.95 CORP Long
36179XFH4 36179XFH4 GNMA GUARANTEED PASS THRU CERT 971804.532 920334.56 USGA Long
61747YFG5 61747YFG5 MORGAN STANLEY 3038000.0 2946128.33 CORP Long
3136AWQD2 3136AWQD2 FEDERAL NAT MTG ASN GTD REM PA 279783.2174 47457.95 USGSE Long
36179UKY7 36179UKY7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1109339.5996 1060292.04 USGA Long
3132DNNR0 3132DNNR0 FED HOME LOAN MTG CORP - GOLD 93879.9153 91475.1 USGSE Long
891906AF6 891906AF6 GLOBAL PAYMENTS INC 1635000.0 1556401.1 CORP Long
31418AWG9 31418AWG9 FNMA GTD MTG PASS THRU CTF 82698.1721 74889.05 USGSE Long
375415AA4 375415AA4 GILBERT PK CLO LTD / GILBERT PK CLO LLC 212399.87 212520.09 CORP Long
36194GLR3 36194GLR3 GNMA GUARANTEED PASS THRU CERT 17362.5294 16166.66 USGA Long
17328RAZ2 17328RAZ2 CITIGROUP COML MTG TR 2020-GC46 1393927.0 1159829.78 CORP Long
1248EPCB7 1248EPCB7 CCO HLDGS LLC/CCO HLDGS CAP CORP 260000.0 241103.62 CORP Long
30161MAN3 30161MAN3 CONSTELLATION ENERGY GENERATION LLC 269000.0 251479.04 CORP Long
35137LAJ4 35137LAJ4 FOX CORPORATION 2474000.0 2259690.12 CORP Long
36296QY29 36296QY29 GNMA GUARANTEED PASS THRU CERT 9965.8452 9552.76 USGA Long
23503CAP2 23503CAP2 DALLAS FORT WORTH TX INTL ARPT 1010000.0 813906.28 MUN Long
23338VAA4 23338VAA4 DTE ELEC CO 142000.0 113963.05 CORP Long
3128P8EK3 3128P8EK3 FED HOME LOAN MTG CORP - GOLD 3071871.5846 2933662.55 USGSE Long
25746UBM0 25746UBM0 DOMINION ENERGY INC 1000.0 863.92 CORP Long
78646UAA7 78646UAA7 SAFEHOLD OPERATING PARTNERSHIP LP 146000.0 113603.15 CORP Long
67421QAA0 67421QAA0 ENERGY TRANSFER LP 69000.0 71471.58 CORP Long
25731VAB0 25731VAB0 DOMINION ENERGY SOUTH CAROLINA INC 110000.0 117302.24 CORP Long
00177JAS4 00177JAS4 AMMC CLO 23 LTD 500000.0 498647.5 CORP Long
775109CH2 775109CH2 ROGERS COMMUNICATIONS INC 3750000.0 3264145.24 CORP Long
96950FAP9 96950FAP9 WILLIAMS COS INC 1460000.0 1239831.05 CORP Long
78485GAA2 78485GAA2 SREIT TR 2021-FLWR 3180000.0 3110107.1 CORP Long
14855MAA6 14855MAA6 CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1 5210716.1422 4559547.01 CORP Long
969457CA6 969457CA6 WILLIAMS COS INC 1511000.0 1373345.29 CORP Long
76680RAJ6 76680RAJ6 RINGCENTRAL INC 170000.0 169354.0 CORP Long
46645WAW3 46645WAW3 J P MORGAN CHASE COML MTG SECS TR 2018-WPT 10000000.0 270057.0 CORP Long
16412XAL9 16412XAL9 CHENIERE CORPUS CHRISTI HOLDINGS LLC 429000.0 327916.96 CORP Long
410223606 410223606 HANCOCK JOHN SOVEREIGN BD FD 45995855.335 604385539.1 RF Long
59909TAC8 59909TAC8 GAINWELL ACQUISITION CORP 736742.4206 709114.58 CORP Long
36179KP24 36179KP24 GNMA GUARANTEED PASS THRU CERT 70588.3273 65725.45 USGA Long
90290MAE1 90290MAE1 US FOODS INC 55000.0 49622.34 CORP Long
31418DSS2 31418DSS2 FNMA GTD MTG PASS THRU CTF 300076.075 248509.86 USGSE Long
3132WGTP2 3132WGTP2 FED HOME LOAN MTG CORP - GOLD 1302233.1753 1177309.69 USGSE Long
N/A N/A JPMORGAN SECURITIES LLC 120000.0 26558.89 CORP N/A
3140QQVS1 3140QQVS1 FNMA GTD MTG PASS THRU CTF 6776203.189 6354358.11 USGSE Long
16411QAG6 16411QAG6 CHENIERE ENERGY PARTNERS LP 1427000.0 1331249.16 CORP Long
05610BAL0 05610BAL0 BXSC 2022-WSS F 8167000.0 7992833.01 CORP Long
142339AL4 142339AL4 CARLISLE COS INC 1890000.0 1458071.99 CORP Long
12529YAQ5 12529YAQ5 CFMT 2021-FRR1 TR 659122.0 553138.08 CORP Long
914886AC0 914886AC0 UNIVERSITY SOUTHN CALIF 715000.0 573745.6 CORP Long
3140HHHN8 3140HHHN8 FNMA GTD MTG PASS THRU CTF 117614.878 109198.84 USGSE Long
845437BN1 845437BN1 SOUTHWESTERN ELEC POWER CO 36000.0 25929.78 CORP Long
36179WNF1 36179WNF1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 26986471.6935 23409816.97 USGA Long
36178DPE5 36178DPE5 GNMA GUARANTEED PASS THRU CERT 183682.9137 162445.42 USGA Long
36179NQ68 36179NQ68 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 760619.8517 736498.09 USGA Long
31398SE82 31398SE82 FEDERAL NAT MTG ASN GTD REM PA 352106.4815 342475.88 USGSE Long
683715AC0 683715AC0 OPEN TEXT CORPORATION 490000.0 445953.77 CORP Long
988498AK7 988498AK7 YUM BRANDS INC 50000.0 45687.5 CORP Long
11135FBE0 11135FBE0 BROADCOM INC 1620000.0 1421573.47 CORP Long
646139W35 646139W35 NEW JERSEY ST TPK AUTH TPK REV 2070000.0 2451499.14 MUN Long
3140XHE45 3140XHE45 FNMA GTD MTG PASS THRU CTF 831935.7826 715616.1 USGSE Long
808513BJ3 808513BJ3 SCHWAB CHARLES CORP 220000.0 166127.48 CORP Long
63861CAA7 63861CAA7 NATIONSTAR MTG HLDGS INC 809000.0 780685.0 CORP Long
237266AH4 237266AH4 DARLING INGREDIENTS INC 442000.0 429206.35 CORP Long
38869AAB3 38869AAB3 GRAPHIC PACKAGING INTL INC 49000.0 44347.04 CORP Long
858912AG3 858912AG3 STERICYCLE INC 834000.0 735374.25 CORP Long
3140XDT22 3140XDT22 FNMA GTD MTG PASS THRU CTF 5354355.026 4223414.58 USGSE Long
3138ABXF1 3138ABXF1 FNMA GTD MTG PASS THRU CTF 16115.9322 16021.6 USGSE Long
3138W9GM6 3138W9GM6 FNMA GTD MTG PASS THRU CTF 62064.8164 54669.17 USGSE Long
706451BG5 706451BG5 PETROLEOS MEXICANOS 614000.0 427804.5 CORP Long
3128MJ2S8 3128MJ2S8 FED HOME LOAN MTG CORP - GOLD 708884.23 634678.09 USGSE Long
92978EAB0 92978EAB0 WACHOVIA MORTGAGE LOAN TRUST SERIES 2006-AMN1 2843654.9164 970573.55 CORP Long
23636ABF7 23636ABF7 DANSKE BANK A/S 1404000.0 1407450.95 CORP Long
12593PAW2 12593PAW2 COMM 2015-CCRE25 MTG TR 200574.0 192403.56 CORP Long
3132J62X1 3132J62X1 FED HOME LOAN MTG CORP - GOLD 93064.5349 82514.38 USGSE Long
05578QAB9 05578QAB9 BPCE SA 1024000.0 1013495.66 CORP Long
80286NAG1 80286NAG1 SANTANDER DRIVE AUTO RECEIVABLES TR 2021-1 2603379.71 2527344.62 CORP Long
3140NMHT7 3140NMHT7 FNMA GTD MTG PASS THRU CTF 1594887.2 1634082.67 USGSE Long
55977YAA6 55977YAA6 MAGYAR EXPORT-IMPORT BANK 200000.0 198500.0 CORP Long
14879EAK4 14879EAK4 CATALENT PHARMA SOLUTIONS 1302000.0 1088641.26 CORP Long
14985VAE1 14985VAE1 CCM MERGER INC 420000.0 403238.14 CORP Long
31418ECQ1 31418ECQ1 FNMA GTD MTG PASS THRU CTF 538225.9016 438006.19 USGSE Long
3140X6J69 3140X6J69 FNMA GTD MTG PASS THRU CTF 27450.7518 25692.37 USGSE Long
74331GAG4 74331GAG4 PROGRESS RESIDENTIAL 2023-SFR2 TR 2550000.0 2272008.69 CORP Long
12529YAE2 12529YAE2 CFMT 2021-FRR1 TR 384122.0 346296.39 CORP Long
N/A N/A HENLEY CLO IV DAC 2000000.0 2122696.92 CORP Long
682680BL6 682680BL6 ONEOK INC NEW 4345000.0 4423023.38 CORP Long
N/A N/A PETROLEOS MEXICANOS 253000.0 227197.16 CORP Long
68269HAC9 68269HAC9 ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 1300000.0 1291680.52 CORP Long
677415CS8 677415CS8 OHIO POWER CO 101000.0 85455.8 CORP Long
3140QN3T7 3140QN3T7 FNMA GTD MTG PASS THRU CTF 10404491.847 9564885.77 USGSE Long
126673BC5 126673BC5 CWABS INC 4538.2323 4371.73 CORP Long
055451BA5 055451BA5 BHP BILLITON FIN USA LTD 103000.0 101414.02 CORP Long
961214EF6 961214EF6 WESTPAC BANKING CORP 4937000.0 4364406.94 CORP Long
20030NDH1 20030NDH1 COMCAST CORP 770000.0 627247.98 CORP Long
38869AAC1 38869AAC1 GRAPHIC PACKAGING INTL INC 175000.0 152153.32 CORP Long
666807CH3 666807CH3 NORTHROP GRUMMAN CORP 370000.0 358088.94 CORP Long
00178UAF6 00178UAF6 AMSR 2020-SFR2 TR 469108.0 445431.04 CORP Long
20030NDS7 20030NDS7 COMCAST CORP 604000.0 380504.08 CORP Long
37940XAH5 37940XAH5 GLOBAL PAYMENTS INC 464000.0 381388.89 CORP Long
097023CJ2 097023CJ2 BOEING CO 2400000.0 2036605.9 CORP Long
N/A N/A GENERAL MTRS FINL CO INC 250000.0 310042.57 CORP Long
25466AAJ0 25466AAJ0 DISCOVER BANK 435000.0 400742.95 CORP Long
31392FWH6 31392FWH6 FEDERAL NAT MTG ASN GTD REM PA 6023.9425 6120.27 USGSE Long
3137H8BK6 3137H8BK6 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 5354000.0 4620472.02 USGSE Long
31410EM88 31410EM88 FNMA GTD MTG PASS THRU CTF 2337.3107 2369.03 USGSE Long
30227FAN0 30227FAN0 EXTENDED STAY AMER TR 2021-ESH 774127.1253 752600.2 CORP Long
3132JNVR5 3132JNVR5 FED HOME LOAN MTG CORP - GOLD 11337.1835 10663.44 USGSE Long
N/A N/A SAMHALLSBYGGNADSBOLAGET I NORDEN AB 400000.0 271457.97 CORP Long
12569PAA0 12569PAA0 CIM TR 2022-NR1 3674146.23 3413624.65 CORP Long
1248EPBX0 1248EPBX0 CCO HLDGS LLC/CCO HLDGS CAP CORP 702000.0 657829.11 CORP Long
45258LAA5 45258LAA5 IMOLA MERGER CORP 517000.0 469740.56 CORP Long
445545AM8 445545AM8 HUNGARY REPUBLIC OF 580000.0 445875.0 NUSS Long
92913L684 92913L684 Voya Funds/USA 167365797.624 1419261963.85 RF Long
89153VAT6 89153VAT6 TOTAL CAPITAL INTL SA 800000.0 712337.78 CORP Long
632525AU5 632525AU5 NATIONAL AUSTRALIA BANK LTD 450000.0 353469.33 CORP Long
36179TSJ5 36179TSJ5 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 465814.8488 448858.82 USGA Long
10373QBN9 10373QBN9 BP CAP MARKETS AMERICA INC 119000.0 74838.11 CORP Long
N/A N/A VOLKSWAGEN INTL FINANCE NV 300000.0 290471.67 CORP Long
30161NBH3 30161NBH3 EXELON CORP 95000.0 72550.68 CORP Long
3133KRVG6 3133KRVG6 FEDERAL HOME LOAN MORTGAGE COR PORATION 1179600.34 1136758.44 USGSE Long
3140QMVN1 3140QMVN1 FNMA GTD MTG PASS THRU CTF 1086071.947 927092.08 USGSE Long
12528YAE3 12528YAE3 CF 2019-CF2 850000.0 715312.15 CORP Long
38374XPV1 38374XPV1 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 14116.1958 1523.06 USGA Long
527298BN2 527298BN2 LEVEL 3 FINANCING INC 166000.0 99600.0 CORP Long
3133GB4M3 3133GB4M3 FED HOME LOAN MTG CORP - GOLD 170844.578 150612.1 USGSE Long
55819DAJ5 55819DAJ5 MADISON PARK FUNDING XXXI LTD 1000000.0 996427.0 CORP Long
3140XFUU3 3140XFUU3 FNMA GTD MTG PASS THRU CTF 1075346.05 881497.4 USGSE Long
682357AA6 682357AA6 180 MEDICAL INC 500000.0 436005.0 CORP Long
3132DWDZ3 3132DWDZ3 FED HOME LOAN MTG CORP - GOLD 2151909.9424 1820772.75 USGSE Long
3133AJA86 3133AJA86 FED HOME LOAN MTG CORP - GOLD 66135.839 49110.4 USGSE Long
49338CAD5 49338CAD5 KEYSPAN GAS EAST CORP 2860000.0 2807469.72 CORP Long
3132DWC84 3132DWC84 FED HOME LOAN MTG CORP - GOLD 640398.45 543054.3 USGSE Long
N/A N/A LONDON CLEARING HOUSE 1540000.0 39611.44 CORP N/A
95000U3F8 95000U3F8 WELLS FARGO and CO 4268000.0 4158171.85 CORP Long
91282CCJ8 91282CCJ8 UST NOTES 41590000.0 37970370.31 UST Long
00914AAE2 00914AAE2 AIR LEASE CORP 29000.0 25432.75 CORP Long
30312DAG6 30312DAG6 FREMF 2019-K98 MTG TR 321808.0 288714.01 CORP Long
3133KNE82 3133KNE82 FED HOME LOAN MTG CORP - GOLD 408564.5509 331594.54 USGSE Long
65342QAB8 65342QAB8 NEXTERA ENERGY OPERATING PARTNERS LP 31000.0 28619.55 CORP Long
30259RAN5 30259RAN5 FMC GMSR ISSUER TR 675797.0 588849.9 CORP Long
98955DAA8 98955DAA8 ZIGGO BV 115000.0 98431.04 CORP Long
36246MAU3 36246MAU3 GTP ACQUISITION PARTNERS I LLC 105000.0 101167.53 CORP Long
31417YLA3 31417YLA3 FNMA GTD MTG PASS THRU CTF 132566.5435 131203.57 USGSE Long
3138WF6Y7 3138WF6Y7 FNMA GTD MTG PASS THRU CTF 213448.9296 198909.13 USGSE Long
3140QK5L8 3140QK5L8 FNMA GTD MTG PASS THRU CTF 2296764.182 1956256.03 USGSE Long
3132DMJJ5 3132DMJJ5 FED HOME LOAN MTG CORP - GOLD 4329869.049 3713650.31 USGSE Long
38381CAE2 38381CAE2 FINANCE DEPARTMENT GOVERNMENT OF SHARJAH 202000.0 203767.5 NUSS Long
31417QB86 31417QB86 FNMA GTD MTG PASS THRU CTF 2661.4523 2573.61 USGSE Long
341081FD4 341081FD4 FLORIDA PWR and LT CO 500000.0 482329.53 CORP Long
3138EQDM1 3138EQDM1 FNMA GTD MTG PASS THRU CTF 461478.4595 458780.98 USGSE Long
30293HAG0 30293HAG0 FREMF 2015-K48 MTG TR 515000.0 493351.67 CORP Long
20754EAB1 20754EAB1 CONNECTICUT AVE SECS TR 2023-R06 2500000.0 2533243.5 CORP Long
75513ECN9 75513ECN9 RAYTHEON TECHNOLOGIES CORP 1000000.0 802596.6 CORP Long
N/A N/A JAPAN EXCHANGE GROUP INC -15.0 -227017.9 CORP N/A
98919XAE1 98919XAE1 ZAYO GROUP HLDGS INC 1028306.7045 874914.19 CORP Long
3132GSS67 3132GSS67 FED HOME LOAN MTG CORP - GOLD 20862.795 19590.65 USGSE Long
89788MAP7 89788MAP7 TRUIST FINANCIAL CORP 1855000.0 1806219.29 CORP Long
02361DAQ3 02361DAQ3 AMEREN ILL CO 1135000.0 904115.97 CORP Long
38375BK84 38375BK84 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 161.9125 145.68 USGA Long
835898AH0 835898AH0 SOTHEBYS 95000.0 87120.3 CORP Long
3617J76Z0 3617J76Z0 GNMA GUARANTEED PASS THRU CERT 74407.9507 71350.65 USGA Long
38375J4W2 38375J4W2 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 13786.0289 1223.39 USGA Long
3132DPMY1 3132DPMY1 FED HOME LOAN MTG CORP - GOLD 294084.198 285540.05 USGSE Long
95001GAG8 95001GAG8 WELLS FARGO COML MTG TR 2017 34253667.9448 960363.24 CORP Long
3137BGB32 3137BGB32 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 197405.401 10539.04 USGSE Long
29362UAD6 29362UAD6 ENTEGRIS INC 324000.0 283250.52 CORP Long
36202FNS1 36202FNS1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 4311.6131 4488.04 USGA Long
00737RAE0 00737RAE0 ADTALEM GLOBAL EDUCATION INC 562125.22 561540.61 CORP Long
3138YJA48 3138YJA48 FNMA GTD MTG PASS THRU CTF 44537.7479 41545.66 USGSE Long
31418B5U6 31418B5U6 FNMA GTD MTG PASS THRU CTF 62331.4779 55886.51 USGSE Long
31394AB88 31394AB88 FEDERAL NAT MTG ASN GTD REM PA 223596.0594 1540.47 USGSE Long
65339KBM1 65339KBM1 NEXTERA ENERGY CAP HLDGS INC 1660000.0 1446844.28 CORP Long
3136ACE56 3136ACE56 FEDERAL NAT MTG ASN GTD REM PA 57046.1717 1849.11 USGSE Long
3133AXLV2 3133AXLV2 FED HOME LOAN MTG CORP - GOLD 1709161.246 1450427.39 USGSE Long
056054AG4 056054AG4 BX COMMERCIAL MORTGAGE TRUST 2019-XL 7863350.0 7783505.54 CORP Long
3138XD3X6 3138XD3X6 FNMA GTD MTG PASS THRU CTF 51034.4545 48692.24 USGSE Long
3136BLRR3 3136BLRR3 FEDERAL NAT MTG ASN GTD REM PA 3424370.359 2989730.1 USGSE Long
06279JAC3 06279JAC3 BANK OF IRELAND GROUP PLC 285000.0 285047.65 CORP Long
3137H4SH4 3137H4SH4 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 600000.0 488786.46 USGSE Long
15089QAX2 15089QAX2 CELANESE US HLDGS LLC 3406000.0 3492654.94 CORP Long
296006AA7 296006AA7 ERO COPPER CORP 370000.0 316405.5 CORP Long
08576PAH4 08576PAH4 BERRY GLOBAL INC 1675000.0 1536992.08 CORP Long
3140QCVQ6 3140QCVQ6 FNMA GTD MTG PASS THRU CTF 1463675.793 1255368.24 USGSE Long
31417A4E6 31417A4E6 FNMA GTD MTG PASS THRU CTF 171825.4689 166208.72 USGSE Long
907818FN3 907818FN3 UNION PACIFIC CORP 200000.0 121038.06 CORP Long
05490TAA0 05490TAA0 BBCCRE TRUST 2015-GTP 274000.0 251726.95 CORP Long
37045XCY0 37045XCY0 GENERAL MTRS FINL CO INC 303000.0 265476.21 CORP Long
3138X02V9 3138X02V9 FNMA GTD MTG PASS THRU CTF 27302.746 25554.96 USGSE Long
88032WBC9 88032WBC9 TENCENT HLDGS LTD 2435000.0 1672479.75 CORP Long
42250PAD5 42250PAD5 HEALTHPEAK OP LLC 30000.0 25607.34 CORP Long
3138WHLL4 3138WHLL4 FNMA GTD MTG PASS THRU CTF 300546.54 251252.01 USGSE Long
3138YBWV1 3138YBWV1 FNMA GTD MTG PASS THRU CTF 35688.1859 33290.62 USGSE Long
91911XAW4 91911XAW4 BAUSCH HEALTH AMERICAS INC 171000.0 84325.51 CORP Long
3133KQLN4 3133KQLN4 FED HOME LOAN MTG CORP - GOLD 4932054.419 5020896.5 USGSE Long
3136AMKZ1 3136AMKZ1 FEDERAL NAT MTG ASN GTD REM PA 241608.1739 235624.53 USGSE Long
465685AR6 465685AR6 ITC HLDGS CORP 456000.0 449933.81 CORP Long
07384MYS5 07384MYS5 BEAR STEARNS ARM TR 292.2833 283.11 CORP Long
29425AAC7 29425AAC7 CITIGROUP COML MTG TR 2015-GC33 1551419.79 1491001.76 CORP Long
57164PAF3 57164PAF3 MARRIOTT OWNERSHIP RESORTS INC 129000.0 113521.62 CORP Long
36179TNR2 36179TNR2 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1060079.233 960358.64 USGA Long
31418DKT8 31418DKT8 FNMA GTD MTG PASS THRU CTF 679394.816 581218.46 USGSE Long
92343VGC2 92343VGC2 VERIZON COMMUNICATIONS INC 813000.0 574963.34 CORP Long
26442EAJ9 26442EAJ9 DUKE ENERGY OHIO INC 1287000.0 1277212.46 CORP Long
75513ECM1 75513ECM1 RAYTHEON TECHNOLOGIES CORP 210000.0 164521.77 CORP Long
01F0526C1 01F0526C1 FNMA/FHLG TBA ISSUER 43476997.0 42869014.67 USGA Long
75103AAA3 75103AAA3 RAISING CANE'S RESTAURANTS LLC 150000.0 157506.76 CORP Long
69357QAA4 69357QAA4 PRPM 2021-RPL2 2194390.49 1930053.55 CORP Long
92660FAG9 92660FAG9 VIDEOTRON LTD 88000.0 87688.15 CORP Long
3140X8S81 3140X8S81 FNMA GTD MTG PASS THRU CTF 624544.044 517220.02 USGSE Long
87305RAK5 87305RAK5 TTM TECHNOLOGIES INC 130000.0 115573.9 CORP Long
013817AK7 013817AK7 HOWMET AEROSPACE INC 871000.0 856228.45 CORP Long
3140FXXF4 3140FXXF4 FNMA GTD MTG PASS THRU CTF 1534794.6135 1374610.56 USGSE Long
26444HAL5 26444HAL5 DUKE ENERGY FLORIDA LLC 977000.0 621691.19 CORP Long
05608KAA8 05608KAA8 BX COMMERCIAL MORTGAGE TRUST 2021-VINO 3930307.69 3856237.11 CORP Long
34528QHV9 34528QHV9 FORD CR FLOORPLN MAST OWN TR A 5800000.0 5722098.46 CORP Long
05609PAN8 05609PAN8 BX COMMERCIAL MORTGAGE TRUST 2021-PAC 5425000.0 5181567.23 CORP Long
3132J83W8 3132J83W8 FED HOME LOAN MTG CORP - GOLD 5853.2853 5304.25 USGSE Long
23311VAH0 23311VAH0 DCP MIDSTREAM OPERATING LP 355000.0 348987.58 CORP Long
42809HAD9 42809HAD9 HESS CORP 3136000.0 3153872.31 CORP Long
36179WG36 36179WG36 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 2499461.214 2093711.43 USGA Long
12189TAK0 12189TAK0 BURLINGTON NORTHN SANTA FE LLC 2000.0 2133.33 CORP Long
36177Q2N2 36177Q2N2 GNMA GUARANTEED PASS THRU CERT 27433.2476 25535.09 USGA Long
055631AA3 055631AA3 BMD2 RE-REMIC TR 2019-FRR1 100700.2609 100463.97 CORP Long
983793AH3 983793AH3 XPO INC 154000.0 152490.13 CORP Long
72147KAH1 72147KAH1 PILGRIMS PRIDE CORP NEW 3025000.0 2448737.5 CORP Long
976826BR7 976826BR7 WISCONSIN PWR and LT CO 2405000.0 2318596.58 CORP Long
93710WAA3 93710WAA3 WASH MULTIFAMILY ACQUISITION INC 159000.0 149441.43 CORP Long
3617YWBB5 3617YWBB5 GNMA GUARANTEED PASS THRU CERT 415727.2946 427256.66 USGA Long
912810TN8 912810TN8 UNITED STATES TREASURY BOND 136080000.0 116109197.22 UST Long
203372AX5 203372AX5 COMMSCOPE INC 84000.0 52710.0 CORP Long
31307RUW3 31307RUW3 FED HOME LOAN MTG CORP - GOLD 133825.26 124914.57 USGSE Long
92918HAF7 92918HAF7 VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC 15930000.0 15828908.22 CORP Long
62951MAM2 62951MAM2 NAAC REPERFORMING LN REMIC TR 2094.4535 1796.27 CORP Long
3138YBTY9 3138YBTY9 FNMA GTD MTG PASS THRU CTF 1576042.4565 1470162.51 USGSE Long
912810SU3 912810SU3 UNITED STATES TREASURY BOND 911000.0 529696.68 UST Long
36241LTS5 36241LTS5 GNMA GUARANTEED PASS THRU CERT 310328.3404 297206.35 USGA Long
48248XAA6 48248XAA6 KGS-ALPHA SBA COOF TRUST 2013-2 57152.198 1817.83 CORP Long
93934FHC9 93934FHC9 WASHINGTON MUT MTG SECS CORP 486763.6485 406364.26 CORP Long
3138WH3V2 3138WH3V2 FNMA GTD MTG PASS THRU CTF 566466.25 527874.32 USGSE Long
36185NM72 36185NM72 GMACM MTG LN TR 318.8115 318.81 CORP Long
92763MAB1 92763MAB1 VIPER ENERGY INC 730000.0 738761.05 CORP Long
3132CWVN1 3132CWVN1 FED HOME LOAN MTG CORP - GOLD 140970.964 133917.26 USGSE Long
43732TAJ0 43732TAJ0 HOME PARTNERS AMER 2019-2 TR 271546.953 228374.95 CORP Long
N/A N/A BARCLAYS PLC 400000.0 522734.09 CORP Long
00687YAA3 00687YAA3 ADIENT GLOBAL HOLDINGS LTD 2200000.0 2118127.88 CORP Long
3132DNCP6 3132DNCP6 FED HOME LOAN MTG CORP - GOLD 1554968.923 1274174.5 USGSE Long
3140QM6G4 3140QM6G4 FNMA GTD MTG PASS THRU CTF 789753.1735 666991.49 USGSE Long
38382TBX1 38382TBX1 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 636009.99 99524.62 USGA Long
756109BH6 756109BH6 REALTY INCOME CORP 5340000.0 4953009.88 CORP Long
26443TAA4 26443TAA4 DUKE ENERGY IND INC 450000.0 334052.1 CORP Long
61745MA52 61745MA52 MORGAN STANLEY CAP I INC 3268.851 3066.4 CORP Long
202795JX9 202795JX9 COMMONWEALTH EDISON CO 945000.0 921122.41 CORP Long
55821KAC0 55821KAC0 MADISON PARK FUNDING XXXVIII LTD 12500000.0 12365962.5 CORP Long
64134GAE9 64134GAE9 NEUBERGER BERMAN LOAN ADVISERS CLO 39 LTD 600000.0 596637.0 CORP Long
3137FWHN3 3137FWHN3 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 4985798.1501 289763.12 USGSE Long
87612BBL5 87612BBL5 TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN 50000.0 50476.82 CORP Long
36179X2G0 36179X2G0 GNMA GUARANTEED PASS THRU CERT 1861133.6881 1670355.39 USGA Long
3620AFH42 3620AFH42 GNMA GUARANTEED PASS THRU CERT 37168.7517 36606.22 USGA Long
3137HA4B9 3137HA4B9 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 3057000.0 2969615.35 USGSE Long
693475BT1 693475BT1 PNC FINANCIAL SERVICES GRP INC 2340000.0 2394008.81 CORP Long
3138WEH69 3138WEH69 FNMA GTD MTG PASS THRU CTF 450590.4532 423207.67 USGSE Long
92840VAB8 92840VAB8 VISTRA OPERATIONS CO LLC 6294000.0 6122243.03 CORP Long
31417GM29 31417GM29 FNMA GTD MTG PASS THRU CTF 290392.8549 263583.0 USGSE Long
494550AT3 494550AT3 KINDER MORGAN ENERGY PARTNERS LP 318000.0 311288.95 CORP Long
82655KAA9 82655KAA9 SIGECO SECURITIZATION I LLC 22000.0 21351.61 CORP Long
81744FDK0 81744FDK0 SEQUOIA MTG TR 5173.4209 4635.24 CORP Long
3138WJUZ9 3138WJUZ9 FNMA GTD MTG PASS THRU CTF 352547.266 326769.57 USGSE Long
38381JNH6 38381JNH6 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 1398434.122 1240871.15 USGA Long
3140XCA99 3140XCA99 FNMA GTD MTG PASS THRU CTF 145787.1878 132018.23 USGSE Long
20338HAB9 20338HAB9 COMMSCOPE TECHNOLOGIES LLC 43000.0 18275.0 CORP Long
36179RD97 36179RD97 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 142989.1397 138454.48 USGA Long
552953CE9 552953CE9 MGM RESORTS INTERNATIONAL 118000.0 117328.77 CORP Long
36177PB53 36177PB53 GNMA GUARANTEED PASS THRU CERT 21619.3743 20167.23 USGA Long
3140MLR93 3140MLR93 FNMA GTD MTG PASS THRU CTF 936957.7 851539.67 USGSE Long
6174468Y8 6174468Y8 MORGAN STANLEY 105000.0 65474.38 CORP Long
05530QAQ3 05530QAQ3 BAT INTERNATIONAL FINANCE PLC 395000.0 401052.69 CORP Long
3140FS2V4 3140FS2V4 FNMA GTD MTG PASS THRU CTF 33637.0436 32199.98 USGSE Long
69527AAA4 69527AAA4 PACTIV EVERGREEN GROUP ISSUER LLC / PACTIV EVERGREEN GROUP ISSUER INC 2350000.0 2135562.5 CORP Long
52607MAB5 52607MAB5 LENDMARK FUNDING TRUST 150000.0 126287.73 CORP Long
31292L4F9 31292L4F9 FED HOME LOAN MTG CORP - GOLD 529345.2771 468245.92 USGSE Long
56847FAA3 56847FAA3 MARINER FINANCE ISSUANCE TRUST 2023-A 1364000.0 1377957.81 CORP Long
00206RMT6 00206RMT6 AT and T INC 888000.0 877729.15 CORP Long
00108WAQ3 00108WAQ3 AEP TEXAS INC 494000.0 442372.54 CORP Long
03969YAA6 03969YAA6 ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 280000.0 240822.57 CORP Long
90932RAJ3 90932RAJ3 UNITED AIRLINES INC 1255176.0057 1253745.11 CORP Long
86765LAT4 86765LAT4 SUNOCO LP / SUNOCO FIN CORP 425000.0 387362.94 CORP Long
74432QCC7 74432QCC7 PRUDENTIAL FINL INC 15000.0 14350.69 CORP Long
312945WW4 312945WW4 FED HOME LOAN MTG CORP - GOLD 29739.2314 29539.97 USGSE Long
76132FAA5 76132FAA5 RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP 626000.0 625681.28 CORP Long
3137FCJK1 3137FCJK1 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 176848.0 167077.22 USGSE Long
3132DVKW4 3132DVKW4 FED HOME LOAN MTG CORP - GOLD 6347569.1 5454113.2 USGSE Long
172967KR1 172967KR1 CITIGROUP INC 10000000.0 8355004.8 CORP Long
31393X7C5 31393X7C5 FEDERAL NAT MTG ASN GTD REM PA 2997.9174 3045.49 USGSE Long
698299BH6 698299BH6 PANAMA REPUBLIC OF 400000.0 259600.0 NUSS Long
3136BLHG8 3136BLHG8 FEDERAL NAT MTG ASN GTD REM PA 3416343.898 2926198.31 USGSE Long
30259RAL9 30259RAL9 FMC GMSR ISSUER TR 661257.0 519929.45 CORP Long
055531AA5 055531AA5 BLP COMMERCIAL MORTGAGE TRUST 2023-IND 500000.0 494457.35 CORP Long
31329KYA6 31329KYA6 FED HOME LOAN MTG CORP - GOLD 43290.795 39964.51 USGSE Long
010392FB9 010392FB9 ALABAMA POWER and LIGHT 74000.0 74791.77 CORP Long
30225VAQ0 30225VAQ0 EXTRA SPACE STORAGE LP 645000.0 507742.08 CORP Long
29365TAK0 29365TAK0 ENTERGY TEX INC 3109000.0 2421804.05 CORP Long
31392BQR0 31392BQR0 FEDERAL NAT MTG ASN GTD REM PA 7271.6865 7484.29 USGSE Long
00790RAA2 00790RAA2 ADVANCED DRAIN SYS INC DEL 500000.0 474836.55 CORP Long
22822RBD1 22822RBD1 CROWN CASTLE TOWERS LLC 82000.0 79018.65 CORP Long
69290LAJ6 69290LAJ6 PFP 2021-7 LTD 424978.7883 399874.61 CORP Long
3140KHD24 3140KHD24 FNMA GTD MTG PASS THRU CTF 5370474.9 4388933.07 USGSE Long
01F0324C5 01F0324C5 FNMA/FHLG TBA ISSUER 423000.0 398726.99 USGA Long
55342UAG9 55342UAG9 MPT OPER PARTNERSHIP LP / MPT FIN CORP 495000.0 430720.14 CORP Long
91913YBB5 91913YBB5 VALERO ENERGY CORP 36000.0 32181.61 CORP Long
3140XABL5 3140XABL5 FNMA GTD MTG PASS THRU CTF 179781.956 157760.7 USGSE Long
126408HG1 126408HG1 CSX CORP 90000.0 70007.98 CORP Long
023765AA8 023765AA8 AMERICAN AIRLS INC 2016-2 CL AA PASS THRU TRS 20213.0 18132.97 CORP Long
31418DXR8 31418DXR8 FNMA GTD MTG PASS THRU CTF 37920.022 31332.6 USGSE Long
31397MB30 31397MB30 FEDERAL NAT MTG ASN GTD REM PA 6755.3293 221.31 USGSE Long
3136BKND0 3136BKND0 FEDERAL NAT MTG ASN GTD REM PA 3473612.47 2961773.94 USGSE Long
00970LAA7 00970LAA7 AJAX MORTGAGE LOAN TRUST 2021 434248.2954 413279.75 CORP Long
3140XDZH2 3140XDZH2 FNMA GTD MTG PASS THRU CTF 810497.912 754849.37 USGSE Long
3132J7LE0 3132J7LE0 FED HOME LOAN MTG CORP - GOLD 9605.4884 8706.88 USGSE Long
31418DYX4 31418DYX4 FNMA GTD MTG PASS THRU CTF 28416636.0013 22236904.27 USGSE Long
84861TAF5 84861TAF5 SPIRIT REALTY LP 1460000.0 1280509.63 CORP Long
38141GWZ3 38141GWZ3 GOLDMAN SACHS GROUP INC (THE) 3737000.0 3527826.81 CORP Long
3132XCSA4 3132XCSA4 FED HOME LOAN MTG CORP - GOLD 2583237.249 2406447.72 USGSE Long
31416XJN1 31416XJN1 FNMA GTD MTG PASS THRU CTF 7697.8604 7060.68 USGSE Long
36262MAC2 36262MAC2 GS MTG SECS CORP TR 2021-IP 730000.0 682152.08 CORP Long
30166TAF0 30166TAF0 EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 1205000.0 1202827.26 CORP Long
573284AW6 573284AW6 MARTIN MARIETTA MATERIALS INC 1490000.0 1210422.66 CORP Long
172967MM0 172967MM0 CITIGROUP INC 244000.0 231185.75 CORP Long
31395BZK2 31395BZK2 FEDERAL NAT MTG ASN GTD REM PA 15788.1464 12325.28 USGSE Long
29364WBD9 29364WBD9 ENTERGY LOUISIANA LLC 118000.0 72401.17 CORP Long
N/A N/A DIGICEL INTERNATIONAL FIN LTD 878596.7102 810505.47 CORP Long
3138MLV68 3138MLV68 FNMA GTD MTG PASS THRU CTF 289218.6748 263063.33 USGSE Long
26444HAR2 26444HAR2 DUKE ENERGY FLORIDA LLC 120000.0 127369.79 CORP Long
3138MQTX1 3138MQTX1 FNMA GTD MTG PASS THRU CTF 1718887.2408 1567341.89 USGSE Long
14856CAA7 14856CAA7 CASTLELAKE AIRCRAFT SECURITIZATION 2654741.67 2420178.25 CORP Long
88023UAH4 88023UAH4 TEMPUR SEALY INTERNATIONAL INC 1716000.0 1485302.33 CORP Long
31418DY22 31418DY22 FNMA GTD MTG PASS THRU CTF 100164.9683 85340.64 USGSE Long
57701RAM4 57701RAM4 MATTAMY GROUP CORP 1500000.0 1320717.45 CORP Long
12544LAA9 12544LAA9 CWHL TR 2007-11 1462605.8112 637722.75 CORP Long
3140QNGQ9 3140QNGQ9 FNMA GTD MTG PASS THRU CTF 863607.403 762842.04 USGSE Long
82967NBJ6 82967NBJ6 SIRIUS XM RADIO INC 515000.0 460148.07 CORP Long
3137H5J24 3137H5J24 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 632262.192 538143.2 USGSE Long
756109AX2 756109AX2 REALTY INCOME CORP 1193000.0 1035800.02 CORP Long
361841AP4 361841AP4 GLP CAP LP / GLP FING II INC 979000.0 859229.43 CORP Long
312934XP2 312934XP2 FED HOME LOAN MTG CORP - GOLD 338493.9317 337014.92 USGSE Long
3133KM4Y8 3133KM4Y8 FED HOME LOAN MTG CORP - GOLD 965854.446 760036.85 USGSE Long
28228PAC5 28228PAC5 EG GLOBAL FINANCE PLC 2790000.0 2901600.0 CORP Long
718172DC0 718172DC0 PHILIP MORRIS INTERNATIONAL INC 485000.0 487149.7 CORP Long
11043HAA6 11043HAA6 BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST 45233.3439 40524.39 CORP Long
3140XMVU7 3140XMVU7 FNMA GTD MTG PASS THRU CTF 428757.6507 396201.7 USGSE Long
207597EL5 207597EL5 CONNECTICUT LIGHT AND POWER CO(THE) 69000.0 54486.78 CORP Long
3138WJEX2 3138WJEX2 FANNIE MAE 656799.25 602732.78 USGSE Long
3137AKL66 3137AKL66 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 1500597.5687 1485222.45 USGSE Long
55903VBD4 55903VBD4 MAGALLANES INC 11671000.0 9635955.97 CORP Long
92943GAE1 92943GAE1 WR GRACE HOLDING LLC 40000.0 38997.8 CORP Long
912810TD0 912810TD0 UNITED STATES TREASURY BOND 72472600.0 46172973.25 UST Long
31620MBU9 31620MBU9 FIDELITY NATIONAL INFORMATION SERVICES INC 3540000.0 2476064.68 CORP Long
38141GXM1 38141GXM1 GOLDMAN SACHS GROUP INC (THE) 91000.0 82690.04 CORP Long
3140X4V45 3140X4V45 FNMA GTD MTG PASS THRU CTF 1281533.505 1225181.14 USGSE Long
767201AL0 767201AL0 RIO TINTO FINANCE (USA) LTD 68000.0 65554.29 CORP Long
12508GAT3 12508GAT3 CCUBS COML MTG TR 2017-C1 5500000.0 4983625.35 CORP Long
67103HAK3 67103HAK3 OREILLY AUTOMOTIVE INC 938000.0 735705.1 CORP Long
87020PAX5 87020PAX5 SWEDBANK AB 275000.0 276406.3 CORP Long
3133KPDR6 3133KPDR6 FED HOME LOAN MTG CORP - GOLD 1558290.22 1378174.0 USGSE Long
00141UAC7 00141UAC7 AIG CLO 2018-1 LLC 350000.0 348989.55 CORP Long
3140XHX51 3140XHX51 FNMA GTD MTG PASS THRU CTF 4971424.318 4486359.46 USGSE Long
501044DE8 501044DE8 KROGER CO 430000.0 400717.04 CORP Long
516806AF3 516806AF3 VITAL ENERGY INC 85000.0 85328.1 CORP Long
366651AC1 366651AC1 GARTNER INC 165000.0 154541.33 CORP Long
04352EAA3 04352EAA3 ASCENSION HEALTH 295000.0 256546.9 CORP Long
N/A N/A SIRIUS REAL ESTATE LTD 400000.0 384243.11 CORP Long
3138EQB76 3138EQB76 FNMA GTD MTG PASS THRU CTF 696171.2871 634615.2 USGSE Long
925650AD5 925650AD5 VICI PROPERTIES LP 4086000.0 3762054.97 CORP Long
38374JXC5 38374JXC5 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 5634.2938 367.05 USGA Long
76971EAA2 76971EAA2 RMF BUYOUT ISSUANCE TRUST 2020-2 826562.285 776989.87 CORP Long
61747YEH4 61747YEH4 MORGAN STANLEY 3820000.0 3029821.16 CORP Long
3140KEEM6 3140KEEM6 FNMA GTD MTG PASS THRU CTF 1294247.6873 1052849.4 USGSE Long
74456QCE4 74456QCE4 PUBLIC SERVICE ELEC and GAS CO 88000.0 46926.6 CORP Long
92339GAB9 92339GAB9 VERDANT RECEIVABLES 2023-1 LLC 2657000.0 2653089.96 CORP Long
88732JBB3 88732JBB3 TIME WARNER CABLE LLC 8936000.0 7391700.05 CORP Long
65249BAA7 65249BAA7 NEWS CORP NEW 390000.0 345008.14 CORP Long
36202FTL0 36202FTL0 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1308007.8387 1261409.01 USGA Long
00206RCP5 00206RCP5 AT and T INC 1980000.0 1792388.72 CORP Long
3140LGBW1 3140LGBW1 FNMA GTD MTG PASS THRU CTF 693906.0 600169.92 USGSE Long
38382XWM3 38382XWM3 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 57326.069 9012.98 CORP Long
05608BAG5 05608BAG5 BX COMMERCIAL MORTGAGE TRUST 2019-IMC 4464000.0 4417694.93 CORP Long
456837AV5 456837AV5 ING GROEP NV 5935000.0 5391427.53 CORP Long
3140XTBW0 3140XTBW0 FNMA GTD MTG PASS THRU CTF 965837.1908 759721.45 USGSE Long
3140QKNE4 3140QKNE4 FNMA GTD MTG PASS THRU CTF 817739.941 667006.92 USGSE Long
3136AS4R4 3136AS4R4 FEDERAL NAT MTG ASN GTD REM PA 165156.9921 155284.29 USGSE Long
878091BD8 878091BD8 TEACHERS INS and ANNUITY ASSN AMER 14000.0 12414.2 CORP Long
30309FAL5 30309FAL5 FREMF 2018-KHG1 MORTGAGE TRUST 971831.0 856083.98 CORP Long
3617KJQK3 3617KJQK3 GNMA GUARANTEED PASS THRU CERT 57724.1906 55316.32 USGA Long
92917RAC3 92917RAC3 VOYA CLO 2019-2 LLC 8868000.0 8867574.34 CORP Long
36176PRH1 36176PRH1 GNMA GUARANTEED PASS THRU CERT 31411.4711 28551.59 USGA Long
82967NBC1 82967NBC1 SIRIUS XM RADIO INC 1283000.0 1192112.28 CORP Long
59319MAA1 59319MAA1 HARRIS CNTY TX CULTURAL ED FACS FIN CORP REV 1000000.0 995082.5 MUN Long
82652TAD7 82652TAD7 SIERRA TIMESHARE 2022-1 RECEIVABLES FUNDING LLC 229382.5202 217301.47 CORP Long
33767WAL7 33767WAL7 FKH 2021-SFR1 F1 292000.0 253752.99 CORP Long
61747YED3 61747YED3 MORGAN STANLEY 921000.0 720241.74 CORP Long
70339PAA7 70339PAA7 PATTERN ENERGY OP LP/PAT 90000.0 82534.49 CORP Long
912810SK5 912810SK5 UNITED STATES TREASURY BOND 9489200.0 6273992.2 UST Long
3138W4VZ1 3138W4VZ1 FNMA GTD MTG PASS THRU CTF 167549.591 143646.97 USGSE Long
404119CC1 404119CC1 HCA INC 1815000.0 1443935.76 CORP Long
4812C0100 4812C0100 JPMORGAN TR II 50081129.378 499809671.19 RF Long
912810TL2 912810TL2 UNITED STATES TREASURY BOND 57393000.0 52463030.83 UST Long
784024AD3 784024AD3 SCF EQUIPMENT LEASING 2023-1 LLC 2500000.0 2532534.75 CORP Long
312945QT8 312945QT8 FED HOME LOAN MTG CORP - GOLD 29408.6097 28324.85 USGSE Long
90353KAX7 90353KAX7 UBS COML MTG TR 2018-C13 5663721.94 5390002.75 CORP Long
76131VAB9 76131VAB9 KITE REALTY GROUP TRUST 10799000.0 9831691.02 CORP Long
035240AM2 035240AM2 ANHEUSER BUSCH INBEV WORLDWIDE INC 641000.0 579723.95 CORP Long
31292L5F8 31292L5F8 FED HOME LOAN MTG CORP - GOLD 149589.7378 132284.85 USGSE Long
3137H8RE3 3137H8RE3 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 12570000.0 10290960.95 USGSE Long
61761J3R8 61761J3R8 MORGAN STANLEY 22000.0 20800.08 CORP Long
015271AY5 015271AY5 ALEXANDRIA REAL ESTATE EQUITIES INC 1105000.0 871327.27 CORP Long
00653VAC5 00653VAC5 ADAPTHEALTH LLC 128000.0 101086.72 CORP Long
28035QAA0 28035QAA0 EDGEWELL PERSONAL CARE CO 313000.0 298132.5 CORP Long
81725WAH6 81725WAH6 SENSATA TECHNOLOGIES BV 74000.0 74577.72 CORP Long
44040HAA0 44040HAA0 HORIZON AIRCRAFT FINANCE LTD 6977896.776 6097272.25 CORP Long
929043AK3 929043AK3 VORNADO REALTY L P 1762000.0 1525711.17 CORP Long
797440CB8 797440CB8 SAN DIEGO GAS and ELECTRIC CO 311000.0 264445.07 CORP Long
38141GFD1 38141GFD1 GOLDMAN SACHS GROUP INC (THE) 50954000.0 53534159.74 CORP Long
3140XDZM1 3140XDZM1 FNMA GTD MTG PASS THRU CTF 1259473.65 989513.28 USGSE Long
92343VGN8 92343VGN8 VERIZON COMMUNICATIONS INC 6146000.0 4902590.69 CORP Long
3140KSP50 3140KSP50 FNMA GTD MTG PASS THRU CTF 1628244.244 1338264.04 USGSE Long
3128MJZC7 3128MJZC7 FED HOME LOAN MTG CORP - GOLD 908131.536 816757.43 USGSE Long
N/A N/A THAMES WATER UTILITY FINANCE PLC 270000.0 337923.29 CORP Long
15135UAP4 15135UAP4 CENOVUS ENERGY INC 1199000.0 1089611.01 CORP Long
35565KBD9 35565KBD9 FREDDIE MAC STACR REMIC TRUST 2020-DNA2 1000000.0 1034270.6 USGSE Long
3617BFTE2 3617BFTE2 GNMA GUARANTEED PASS THRU CERT 94332.9531 92854.57 USGA Long
59284MAB0 59284MAB0 MEXICO CITY ARPT TR 1092000.0 849171.96 CORP Long
143658BQ4 143658BQ4 CARNIVAL CORP 530000.0 481359.07 CORP Long
889184AC1 889184AC1 TOLEDO HOSPITAL/THE 2792000.0 2472734.8 CORP Long
3140LGBJ0 3140LGBJ0 FNMA GTD MTG PASS THRU CTF 429906.0 377902.55 USGSE Long
3617H7DN1 3617H7DN1 GNMA GUARANTEED PASS THRU CERT 121982.8972 116589.63 USGA Long
3140HU4K9 3140HU4K9 FNMA GTD MTG PASS THRU CTF 320581.2829 294285.64 USGSE Long
30161NBL4 30161NBL4 EXELON CORP 97000.0 92934.25 CORP Long
31392MM82 31392MM82 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 633.3616 660.42 USGSE Long
N/A N/A JPMORGAN CHASE BANK NA NEW YORK NY 1.0 351.87 CORP N/A
57906HAD9 57906HAD9 MCAFEE CORP 2814375.0 2773679.14 CORP Long
47048XAQ5 47048XAQ5 JAMESTOWN CLO XIV LTD 10600000.0 10434746.0 CORP Long
30958QAA9 30958QAA9 FARMERS EXCHANGE CAP III 3335000.0 2794445.52 CORP Long
87612EBA3 87612EBA3 TARGET CORP 100000.0 84646.01 CORP Long
521865BC8 521865BC8 LEAR CORP 5000.0 3887.73 CORP Long
36193SW47 36193SW47 GNMA GUARANTEED PASS THRU CERT 47502.4072 42959.68 USGA Long
30231GAW2 30231GAW2 EXXON MOBIL CORP 805000.0 679527.06 CORP Long
760759BA7 760759BA7 REPUBLIC SERVICES INC 3000.0 2401.72 CORP Long
23338VAG1 23338VAG1 DTE ELEC CO 1050000.0 785261.1 CORP Long
3132DWDR1 3132DWDR1 FED HOME LOAN MTG CORP - GOLD 7933687.794 6456404.98 USGSE Long
745332CL8 745332CL8 PUGET SOUND ENERGY INC 15000.0 14396.55 CORP Long
38380GF25 38380GF25 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 637410.767 561205.19 USGA Long
3138A1CD1 3138A1CD1 FNMA GTD MTG PASS THRU CTF 720203.4675 692283.77 USGSE Long
N/A N/A HEATHROW FUNDING LTD 735000.0 794988.75 CORP Long
03217KAB4 03217KAB4 SITIOS LATINOAMERICA SAB DE CV 200000.0 176420.0 CORP Long
N/A N/A PERUSAHAAN LISTRIK NEGARA MED TERM NTS BOOK ENTRY REG S 1500000.0 1304159.07 CORP Long
12543DBJ8 12543DBJ8 CHS/CMNTY HEALTH SYSTEMS INC 140000.0 82600.0 CORP Long
09951LAA1 09951LAA1 BOOZ ALLEN AND HAMILTON INC 320000.0 294230.4 CORP Long
513075BR1 513075BR1 LAMAR MEDIA CORP 27000.0 24861.6 CORP Long
09659W2R4 09659W2R4 BNP PARIBAS 7570000.0 6404521.06 CORP Long
19767QAS4 19767QAS4 HCA INC 2700000.0 2981491.31 CORP Long
3617M76Y9 3617M76Y9 GNMA GUARANTEED PASS THRU CERT 24859.032 22334.12 USGA Long
3137H5BQ9 3137H5BQ9 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 1580033.176 1343013.66 USGSE Long
03969YAC2 03969YAC2 ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 200000.0 194106.78 CORP Long
06406RBH9 06406RBH9 BANK NEW YORK MELLON CORP 85000.0 77892.13 CORP Long
3129455M6 3129455M6 FED HOME LOAN MTG CORP - GOLD 51807.4392 49839.42 USGSE Long
3140XJJ61 3140XJJ61 FNMA GTD MTG PASS THRU CTF 254847.4415 230021.66 USGSE Long
N/A N/A CITIGROUP GLOBAL MARKETS LIMITED 510000.0 112875.29 CORP N/A
64352VED9 64352VED9 NEW CENTURY HOME EQUITY LN TR 5894.6169 5556.05 CORP Long
3132HQGD8 3132HQGD8 FED HOME LOAN MTG CORP - GOLD 104375.1453 95974.72 USGSE Long
3128P77E7 3128P77E7 FED HOME LOAN MTG CORP - GOLD 5705428.558 5329404.3 USGSE Long
31393PVX9 31393PVX9 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 1035.712 192.99 USGSE Long
902613AA6 902613AA6 UBS GROUP AG 2640000.0 2275982.89 CORP Long
29379VBN2 29379VBN2 ENTERPRISE PRODUCTS OPERATING LLC 43000.0 39408.8 CORP Long
73939VAA2 73939VAA2 ARTERA SERVICES LLC 756000.0 690420.89 CORP Long
878091BE6 878091BE6 TEACHERS INS and ANNUITY ASSN AMER 2100000.0 2056544.11 CORP Long
41652PAC3 41652PAC3 HARTFORD HEALTHCARE 68000.0 45341.4 CORP Long
81180WBG5 81180WBG5 SEAGATE HDD CAYMAN 102965.0 115647.4 CORP Long
3132CW3X0 3132CW3X0 FED HOME LOAN MTG CORP - GOLD 73513.0331 66570.05 USGSE Long
N/A N/A AIA GROUP LTD 395000.0 357374.66 CORP Long
26442CAT1 26442CAT1 DUKE ENERGY CAROLINAS LLC 29000.0 21168.91 CORP Long
68622TAB7 68622TAB7 ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 1210000.0 952007.91 CORP Long
534187BJ7 534187BJ7 LINCOLN NATIONAL CORP IND 490000.0 410977.11 CORP Long
3140LK3F8 3140LK3F8 FNMA GTD MTG PASS THRU CTF 3115000.0 2979073.24 USGSE Long
911760LH7 911760LH7 US DEPT VETS AFF GTD REMI PASS 7519.2348 7513.2 USGA Long
N/A N/A REWE INT FINANCE 200000.0 222928.28 CORP Long
3140XDS56 3140XDS56 FNMA GTD MTG PASS THRU CTF 3355300.323 2640306.63 USGSE Long
91087BAR1 91087BAR1 MEXICO UNITED MEXICAN STATES 1420000.0 1154460.0 NUSS Long
3140XFSF9 3140XFSF9 FNMA GTD MTG PASS THRU CTF 363510.295 316092.89 USGSE Long
912810SS8 912810SS8 UNITED STATES TREASURY BOND 3454000.0 1880271.25 UST Long
91282CCP4 91282CCP4 UST NOTES 1256000.0 1134668.44 UST Long
05552CAA2 05552CAA2 BINOM SECURITIZATION TRUST 2021 4212595.83 3732594.13 CORP Long
69702DAE7 69702DAE7 PALMER SQUARE LOAN FUNDING LTD 2021 250000.0 250043.75 CORP Long
698299BB9 698299BB9 PANAMA REPUBLIC OF 615000.0 381484.5 NUSS Long
3140L5BA3 3140L5BA3 FNMA GTD MTG PASS THRU CTF 4079107.721 3579463.12 USGSE Long
501044BT7 501044BT7 KROGER CO 26000.0 28849.57 CORP Long
455780CW4 455780CW4 INDONESIA REPUBLIC OF 670000.0 461764.0 NUSS Long
3140KSAG2 3140KSAG2 FNMA GTD MTG PASS THRU CTF 689857.081 546302.1 USGSE Long
85172FAN9 85172FAN9 ONEMAIN FINANCE CORP 704000.0 709885.29 CORP Long
86562MCW8 86562MCW8 SUMITOMO MITSUI FINANCIAL GROUP INC 200000.0 201639.79 CORP Long
36179QJT9 36179QJT9 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 427730.2303 402544.36 USGA Long
3138APDB1 3138APDB1 FNMA GTD MTG PASS THRU CTF 275470.0897 251080.85 USGSE Long
15189XAW8 15189XAW8 CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 109000.0 75225.84 CORP Long
806851AK7 806851AK7 SCHLUMBERGER HOLDINGS CORPORATION 172000.0 163303.88 CORP Long
36241LG34 36241LG34 GNMA GUARANTEED PASS THRU CERT 284316.6643 279992.18 USGA Long
80307AAA7 80307AAA7 SAPPHIRE AVIATION FINANCE 5240777.6582 4467867.77 CORP Long
3140XJ2V4 3140XJ2V4 FNMA GTD MTG PASS THRU CTF 330018.0686 271243.9 USGSE Long
3140XKHF0 3140XKHF0 FNMA GTD MTG PASS THRU CTF 176349.4364 165384.79 USGSE Long
909319AA3 909319AA3 UNITED AIRLS PASS THRU TR 2013-1A-O 124481.6239 119752.74 CORP Long
3133D4JL8 3133D4JL8 FED HOME LOAN MTG CORP - GOLD 197528.868 168772.85 USGSE Long
362631AA1 362631AA1 GSR MTG LN TR 2006-OA1 18144712.38 4054022.28 CORP Long
3135G05Q2 3135G05Q2 FANNIE MAE 125000.0 98509.46 USGSE Long
3128HX7J8 3128HX7J8 FED HOME LOAN MTG CORP - GOLD 12719.9959 11498.98 USGSE Long
91824MAA2 91824MAA2 VCAT 2021-NPL3 95178.7992 88459.41 CORP Long
040555DE1 040555DE1 ARIZONA PUBLIC SERVICE CO 3735000.0 3910635.98 CORP Long
92564RAE5 92564RAE5 VICI PROPERTIES LP / VICI NOTE CO INC 321000.0 279709.77 CORP Long
00488PAL9 00488PAL9 ACRISURE LLC 629285.7684 623125.06 CORP Long
02209SBD4 02209SBD4 ALTRIA GROUP INC 408000.0 398133.83 CORP Long
46590XAX4 46590XAX4 JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 1000000.0 927641.3 CORP Long
46591JAA4 46591JAA4 J P MORGAN CHASE COML MTG SECS TR 2019-BROOK 4281254.22 3945380.41 CORP Long
312946Q25 312946Q25 FED HOME LOAN MTG CORP - GOLD 161562.5964 155400.32 USGSE Long
00178XAG8 00178XAG8 AMSR 2019-SFR1 TRUST 230000.0 208150.51 CORP Long
31392A5R5 31392A5R5 FEDERAL NAT MTG ASN GTD REM PA 202993.6343 1925.01 USGSE Long
04002PAJ3 04002PAJ3 AREIT 2021-CRE5 TRUST 263000.0 244626.06 CORP Long
037833EF3 037833EF3 APPLE INC 497000.0 322296.69 CORP Long
31418DVW9 31418DVW9 FNMA GTD MTG PASS THRU CTF 3302756.283 2813951.33 USGSE Long
3137H3QP0 3137H3QP0 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 865500.398 732127.91 USGSE Long
11271LAC6 11271LAC6 BROOKFIELD FIN INC 37000.0 34769.73 CORP Long
01F0206C8 01F0206C8 FNMA/FHLG TBA ISSUER 567744000.0 441690354.53 USGA Long
9128284N7 9128284N7 UST NOTES 39690000.0 37330305.67 UST Long
29278DAA3 29278DAA3 ENEL CHILE SA 25000.0 23876.5 CORP Long
853496AH0 853496AH0 Standard Industries Inc/NJ 92000.0 75547.92 CORP Long
171484AJ7 171484AJ7 CHURCHILL DOWNS INC 55000.0 54042.45 CORP Long
90353DAZ8 90353DAZ8 UBS COMMERCIAL MORTGAGE TRUST 2018-C12 3000000.0 2769632.4 CORP Long
048303CJ8 048303CJ8 ATLANTIC CITY ELECTRIC CO 425000.0 345927.54 CORP Long
312945PS1 312945PS1 FED HOME LOAN MTG CORP - GOLD 149303.1433 143489.49 USGSE Long
50249AAH6 50249AAH6 LYB INTERNATIONAL FINANCE III LLC 668000.0 476935.06 CORP Long
3140M7SV4 3140M7SV4 FNMA GTD MTG PASS THRU CTF 1446083.2406 1273925.3 USGSE Long
31417CVK8 31417CVK8 FNMA GTD MTG PASS THRU CTF 607955.5259 553481.8 USGSE Long
544646XZ0 544646XZ0 LOS ANGELES CA UNI SCH DIST 180000.0 184418.87 MUN Long
3128MJWQ9 3128MJWQ9 FED HOME LOAN MTG CORP - GOLD 332288.6916 299996.81 USGSE Long
31417VQ71 31417VQ71 FNMA GTD MTG PASS THRU CTF 166406.6009 169608.6 USGSE Long
316773DF4 316773DF4 FIFTH THIRD BANCORP 3282000.0 2879323.87 CORP Long
3140XLU55 3140XLU55 FNMA GTD MTG PASS THRU CTF 549760.07 524726.69 USGSE Long
76114BAB4 76114BAB4 RESIDENTIAL ASSET SECURITIZATION TR 2006-A14CB 938579.0716 630661.41 CORP Long
87168NAC8 87168NAC8 SYMP 2022-32A A1 7640000.0 7554325.04 CORP Long
61691GAR1 61691GAR1 MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32 8677804.1488 8141420.4 CORP Long
31398SHA4 31398SHA4 FEDERAL NAT MTG ASN GTD REM PA 33569.0272 30942.54 USGSE Long
105340AN3 105340AN3 BRANDYWINE OPER PARTNERSHIP LP 4892000.0 4743027.4 CORP Long
3133KLZ83 3133KLZ83 FED HOME LOAN MTG CORP - GOLD 683940.554 581901.34 USGSE Long
31418BL79 31418BL79 FNMA GTD MTG PASS THRU CTF 720356.2691 686263.61 USGSE Long
38375B6F4 38375B6F4 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 14096.7946 14083.47 USGA Long
3140KSYC5 3140KSYC5 FNMA GTD MTG PASS THRU CTF 969394.641 755552.19 USGSE Long
N/A N/A LONDON CLEARING HOUSE -87910000.0 -667914.8 CORP N/A
31307QFA0 31307QFA0 FED HOME LOAN MTG CORP - GOLD 524524.4847 489925.12 USGSE Long
156504AM4 156504AM4 CENTURY CMNTYS INC 135000.0 117177.1 CORP Long
92840VAH5 92840VAH5 VISTRA OPERATIONS CO LLC 1091000.0 985695.81 CORP Long
36177L3E2 36177L3E2 GNMA GUARANTEED PASS THRU CERT 5905.9418 5506.41 USGA Long
01F0306C7 01F0306C7 FNMA/FHLG TBA ISSUER 516313000.0 435881296.18 USGA Long
36193UAF1 36193UAF1 GNMA GUARANTEED PASS THRU CERT 47872.3201 43294.22 USGA Long
30260LAA3 30260LAA3 FEL Energy VI Sarl 182793.3 155346.89 CORP Long
06051GLH0 06051GLH0 BANK OF AMERICA CORPORATION 4325000.0 4158268.78 CORP Long
3617M76X1 3617M76X1 GNMA GUARANTEED PASS THRU CERT 7456.989 6614.77 USGA Long
3140QRCU5 3140QRCU5 FNMA GTD MTG PASS THRU CTF 2538421.9208 2560029.98 USGSE Long
33767BAA7 33767BAA7 FIRSTENERGY TRANSMISSION LLC 23000.0 20828.65 CORP Long
11042TAA1 11042TAA1 BRITISH AWYS PASS THRU TR 2018-1AA 15194.7684 13996.49 CORP Long
3138YWDF1 3138YWDF1 FNMA GTD MTG PASS THRU CTF 27356.1676 25518.36 USGSE Long
797440CA0 797440CA0 SAN DIEGO GAS and ELECTRIC CO 80000.0 50655.41 CORP Long
3132QSQ92 3132QSQ92 FED HOME LOAN MTG CORP - GOLD 379583.8333 354436.52 USGSE Long
3140Q8W50 3140Q8W50 FNMA GTD MTG PASS THRU CTF 184440.447 176272.48 USGSE Long
36179MK74 36179MK74 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 217094.8192 197589.15 USGA Long
38141GYA6 38141GYA6 GOLDMAN SACHS GROUP INC (THE) 9911000.0 8992258.82 CORP Long
337738AT5 337738AT5 FISERV INC 80000.0 75935.16 CORP Long
05592DAG9 05592DAG9 BPR TRUST 2022 4626000.0 4480038.14 CORP Long
055986AC7 055986AC7 BMO 2023-5C1 MTG TR 13100000.0 13446544.78 CORP Long
3138A1CA7 3138A1CA7 FNMA GTD MTG PASS THRU CTF 32436.7002 31128.22 USGSE Long
31417WKP5 31417WKP5 FNMA GTD MTG PASS THRU CTF 19029.2539 18918.35 USGSE Long
577081AU6 577081AU6 MATTEL INC 115000.0 107962.36 CORP Long
3140H7MW4 3140H7MW4 FNMA GTD MTG PASS THRU CTF 111367.0871 102980.49 USGSE Long
66775VAB1 66775VAB1 NORTHWEST PIPELINE CORP 1012000.0 977731.16 CORP Long
61747YFF7 61747YFF7 MORGAN STANLEY 5773000.0 5751106.88 CORP Long
23338VAJ5 23338VAJ5 DTE ELEC CO 265000.0 205887.78 CORP Long
876030AA5 876030AA5 TAPESTRY INC 14311000.0 10700401.82 CORP Long
10373QBV1 10373QBV1 BP CAP MARKETS AMERICA INC 1909000.0 1861846.5 CORP Long
60783XAA2 60783XAA2 MODIVCARE ESCROW ISSUER INC 1955000.0 1495575.0 CORP Long
723787AT4 723787AT4 PIONEER NATURAL RESOURCES CO 83000.0 76208.9 CORP Long
015271AU3 015271AU3 ALEXANDRIA REAL ESTATE EQUITIES INC 5395000.0 5166008.58 CORP Long
87234N351 87234N351 TCW FDS INC 34360571.716 272479333.71 RF Long
250847EK2 250847EK2 DTE ELEC CO 11000.0 8453.91 CORP Long
68389XAV7 68389XAV7 ORACLE CORP 16000.0 14434.96 CORP Long
31418EBT6 31418EBT6 FNMA GTD MTG PASS THRU CTF 2273323.2323 1927765.37 USGSE Long
45254NLM7 45254NLM7 IMPAC CMB TR 3820.4667 3611.85 CORP Long
875484AL1 875484AL1 TANGER PROPERTIES LP 4140000.0 3167655.8 CORP Long
3132GFTA5 3132GFTA5 FED HOME LOAN MTG CORP - GOLD 15100.683 15024.95 USGSE Long
785592AZ9 785592AZ9 SABINE PASS LIQUEFACTION LLC 394000.0 399847.2 CORP Long
55819GAL3 55819GAL3 MADISON PARK FUNDING XXXIV LTD 10000000.0 9960760.0 CORP Long
3140XL6J2 3140XL6J2 FNMA GTD MTG PASS THRU CTF 386951.47 346094.89 USGSE Long
773663AA7 773663AA7 ROCKLAND PARK CLO LTD 7250000.0 7201265.5 CORP Long
N/A N/A CHICAGO BOARD OF TRADE 51.0 29150.72 CORP N/A
98162JAA4 98162JAA4 WORLDWIDE PLAZA TR 2017-WWP 609592.0 465376.31 CORP Long
61771LAA0 61771LAA0 MORGAN STANLEY CAP I TR 2019-MEAD 13482000.0 12322481.94 CORP Long
31418EM23 31418EM23 FNMA GTD MTG PASS THRU CTF 16546388.8429 16625189.37 USGSE Long
87612KAA0 87612KAA0 TARGA RES CORP 968000.0 960981.12 CORP Long
31418BXL5 31418BXL5 FNMA GTD MTG PASS THRU CTF 72135.1814 66950.94 USGSE Long
74052HAB0 74052HAB0 PREMIER ENTERTAINMENT SU 1200000.0 853317.0 CORP Long
38376R5T9 38376R5T9 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 362346.2601 12138.64 USGA Long
N/A N/A WELLS FARGO and CO 265000.0 333926.99 CORP Long
91282CDG3 91282CDG3 UST NOTES 15938500.0 14497809.1 UST Long
059165EM8 059165EM8 BALTIMORE GAS and ELECTRIC CO 231000.0 145250.49 CORP Long
31418DXQ0 31418DXQ0 FNMA GTD MTG PASS THRU CTF 658604.548 524459.05 USGSE Long
3133KYXS3 3133KYXS3 FED HOME LOAN MTG CORP - GOLD 3994029.7258 3822146.26 USGSE Long
37045VAL4 37045VAL4 GENERAL MOTORS CO 465000.0 472099.65 CORP Long
3138EJJD1 3138EJJD1 FNMA GTD MTG PASS THRU CTF 232231.8076 218438.89 USGSE Long
46647PBW5 46647PBW5 JPMORGAN CHASE and CO 3885000.0 3523622.66 CORP Long
656531AD2 656531AD2 EQUINOR ASA 17000.0 17550.9 CORP Long
37190AAA7 37190AAA7 GENPACT LUXEMBOURG SARL / GENPACT USA INC 960000.0 878058.73 CORP Long
797440BK9 797440BK9 SAN DIEGO GAS and ELECTRIC CO 14000.0 14245.13 CORP Long
53944YAU7 53944YAU7 LLOYDS BANKING GROUP PLC 760000.0 705738.83 CORP Long
3133L8CR4 3133L8CR4 FED HOME LOAN MTG CORP - GOLD 415772.5144 354238.56 USGSE Long
3138EN2A6 3138EN2A6 FNMA GTD MTG PASS THRU CTF 80903.9831 80415.19 USGSE Long
23311VAJ6 23311VAJ6 DCP MIDSTREAM OPERATING LP 260000.0 262290.86 CORP Long
05401AAL5 05401AAL5 AVOLON HOLDINGS FUNDING LTD 314000.0 298651.12 CORP Long
31397CDM8 31397CDM8 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 267688.848 268265.82 USGSE Long
3620C42R0 3620C42R0 GNMA GUARANTEED PASS THRU CERT 43550.1575 41700.79 USGA Long
31418DY89 31418DY89 FNMA GTD MTG PASS THRU CTF 4478275.6715 3848725.05 USGSE Long
36459DCQ2 36459DCQ2 GAM RE-REMIC TR 2022-FRR3 6000000.0 3754108.8 CORP Long
04018AAQ2 04018AAQ2 ARES LVIII CLO LLC 7506000.0 7445051.28 CORP Long
05565QDU9 05565QDU9 BP CAPITAL MARKETS PLC 7022000.0 6765543.22 CORP Long
3140JAUL0 3140JAUL0 FNMA GTD MTG PASS THRU CTF 150581.543 141460.29 USGSE Long
3140J9H20 3140J9H20 FNMA GTD MTG PASS THRU CTF 355350.8606 324385.3 USGSE Long
96041CAL6 96041CAL6 WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3 1900000.0 1881924.35 CORP Long
31418DXJ6 31418DXJ6 FNMA GTD MTG PASS THRU CTF 2088550.975 1550892.37 USGSE Long
N/A N/A ENERGEAN ISRAEL FINANCE LTD 1411438.0 1290342.27 CORP Long
36297GYU8 36297GYU8 GNMA GUARANTEED PASS THRU CERT 359546.3112 325542.11 USGA Long
92564RAD7 92564RAD7 VICI PROPERTIES LP / VICI NOTE CO INC 52000.0 48148.36 CORP Long
3128MJWV8 3128MJWV8 FED HOME LOAN MTG CORP - GOLD 193319.6806 174532.84 USGSE Long
3133THTM9 3133THTM9 FEDERAL HOME LOAN MORTGAGE COR PORATION 674.1808 680.87 USGSE Long
680665AJ5 680665AJ5 OLIN CORP 700000.0 666435.0 CORP Long
12563EAC7 12563EAC7 CIFC FUNDING 2021-1 LTD 960000.0 943116.48 CORP Long
3132DQNQ5 3132DQNQ5 FED HOME LOAN MTG CORP - GOLD 388467.9511 343445.18 USGSE Long
780099CH8 780099CH8 NATWEST GROUP PLC 18213000.0 18085700.42 CORP Long
3138A9H49 3138A9H49 FNMA GTD MTG PASS THRU CTF 29235.5362 29057.8 USGSE Long
N/A N/A BROWN BROTHERS HARRIMAN and CO. 1.0 -3306.02 CORP N/A
92277GAU1 92277GAU1 VENTAS RLTY LTD PARTNERSHIP 10008000.0 8500123.26 CORP Long
03674XAQ9 03674XAQ9 ANTERO RESOURCES CORPORATION 3710000.0 3799488.91 CORP Long
126650BV1 126650BV1 CVS HEALTH CORP 7981.7195 7640.43 CORP Long
3138LY4Y0 3138LY4Y0 FNMA GTD MTG PASS THRU CTF 27357.1939 25810.88 USGSE Long
92936UAC3 92936UAC3 WP CAREY INC 3793000.0 3711189.31 CORP Long
3128MAAR0 3128MAAR0 FED HOME LOAN MTG CORP - GOLD 702291.7115 674901.77 USGSE Long
12482HAA2 12482HAA2 CAMB COML MTG TR 2019-LIFE 3800000.0 3778534.18 CORP Long
225401AY4 225401AY4 UBS GROUP AG 1790000.0 1793664.61 CORP Long
12529YAS1 12529YAS1 CFMT 2021-FRR1 TR 204787.0 166999.09 CORP Long
3137AQ6B9 3137AQ6B9 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 40092.3286 584.55 USGSE Long
88033GDM9 88033GDM9 TENET HEALTHCARE CORP 1613000.0 1445569.23 CORP Long
83283WAE3 83283WAE3 SMYRNA READY MIX LLC 200000.0 203420.12 CORP Long
3138WJKA5 3138WJKA5 FNMA GTD MTG PASS THRU CTF 469107.8 436452.78 USGSE Long
126117AV2 126117AV2 CNA FINANCIAL CORP 1400000.0 1302110.12 CORP Long
38141GWQ3 38141GWQ3 GOLDMAN SACHS GROUP INC (THE) 142000.0 138849.83 CORP Long
21H0526C7 21H0526C7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 44170000.0 43881892.34 USGA Long
92343VFT6 92343VFT6 VERIZON COMMUNICATIONS INC 1782000.0 1213024.45 CORP Long
12516WAA9 12516WAA9 CENT TRUST 2023-CITY 733100.0 736773.27 CORP Long
3140XLEX2 3140XLEX2 FNMA GTD MTG PASS THRU CTF 250183.6318 231499.69 USGSE Long
N/A N/A BANK OF AMERICA, N.A. 322946.0 -6477.52 CORP N/A
3137BS6F5 3137BS6F5 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 631914.0 602567.03 USGSE Long
3140XMTG1 3140XMTG1 FNMA GTD MTG PASS THRU CTF 401649.84 371152.21 USGSE Long
007589AC8 007589AC8 ADVOCATE HEALTH and HOSPITALS CORP 510000.0 361063.37 CORP Long
36176TLV8 36176TLV8 GNMA GUARANTEED PASS THRU CERT 36045.7088 33557.05 USGA Long
152314DQ0 152314DQ0 CENTEX HOME EQUITY LN TR 412.5793 395.0 CORP Long
15033TAN5 15033TAN5 CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC 3624000.0 3602263.25 CORP Long
39810DAA7 39810DAA7 GREYSTONE COMMERCIAL CAPITAL TRUST SERIES 2021-2 7700000.0 7276500.0 CORP Long
25466AAN1 25466AAN1 DISCOVER BANK 3503000.0 3252772.79 CORP Long
31418MXR8 31418MXR8 FNMA GTD MTG PASS THRU CTF 239993.5095 245862.19 USGSE Long
210795PZ7 210795PZ7 UNITED AIRLINES INC 2416.0141 2395.0 CORP Long
3140QKSV1 3140QKSV1 FNMA GTD MTG PASS THRU CTF 285746.427 243115.03 USGSE Long
74934VAA5 74934VAA5 RCO VI MORTGAGE LLC 2022-1 401457.3943 387773.84 CORP Long
00834KAA5 00834KAA5 AFFIRM ASSET SECURITIZATION TR 2023-X1 600000.0 600481.5 CORP Long
3140QNB92 3140QNB92 FNMA GTD MTG PASS THRU CTF 1233560.854 967612.78 USGSE Long
31418DUH3 31418DUH3 FNMA GTD MTG PASS THRU CTF 1089646.9822 889134.18 USGSE Long
87166RDE4 87166RDE4 SYMPHONY CLO XXI LTD 768000.0 765610.75 CORP Long
20826FBC9 20826FBC9 CONOCOPHILLIPS COMPANY 525000.0 417393.55 CORP Long
914453AA3 914453AA3 UNIVERSITY OF MIAMI 102000.0 80920.2 CORP Long
95000U3H4 95000U3H4 WELLS FARGO and CO 2093000.0 2185941.36 CORP Long
95000U3G6 95000U3G6 WELLS FARGO and CO 7322000.0 7542582.79 CORP Long
36180HJ33 36180HJ33 GNMA GUARANTEED PASS THRU CERT 15961.9396 14808.24 USGA Long
126694LU0 126694LU0 CWMBS INC 4868.5228 3857.29 CORP Long
N/A N/A GUATEMALA, REP OF 200000.0 183235.0 NUSS Long
3132D6N30 3132D6N30 FED HOME LOAN MTG CORP - GOLD 3647910.582 3209062.56 USGSE Long
058498AX4 058498AX4 BALL CORP 395000.0 326193.88 CORP Long
17326CAY0 17326CAY0 CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 870882.148 797474.01 CORP Long
36210EFA2 36210EFA2 GNMA GUARANTEED PASS THRU CERT 12328.2794 11477.11 USGA Long
N/A N/A SENEGAL REPUBLIC OF 200000.0 140500.0 NUSS Long
35564KDB2 35564KDB2 FREDDIE MAC STACR REMIC TRUST 2021-DNA1 1785021.918 1800408.63 USGA Long
3140HKS90 3140HKS90 FNMA GTD MTG PASS THRU CTF 20010.6904 19660.69 USGSE Long
06738ECK9 06738ECK9 BARCLAYS PLC 990000.0 1001129.46 CORP Long
366651AE7 366651AE7 GARTNER INC 260000.0 227008.89 CORP Long
345370CS7 345370CS7 FORD MOTOR CO 2060000.0 1674480.89 CORP Long
76720AAG1 76720AAG1 RIO TINTO FIN USA PLC 160000.0 135403.46 CORP Long
25470DBH1 25470DBH1 DISCOVERY COMMUNICATIONS LLC 11727000.0 8855549.88 CORP Long
31417FMM7 31417FMM7 FNMA GTD MTG PASS THRU CTF 163663.2033 138934.48 USGSE Long
87901JAF2 87901JAF2 TEGNA INC 225000.0 216600.75 CORP Long
05526DBR5 05526DBR5 BAT CAPITAL CORP 1008000.0 883047.3 CORP Long
95000U2L6 95000U2L6 WELLS FARGO and CO 15500000.0 14464778.41 CORP Long
05949AHR4 05949AHR4 BANC AMER MTG SECS INC 1584.6683 1483.3 CORP Long
3138X8ZE4 3138X8ZE4 FNMA GTD MTG PASS THRU CTF 25966.6821 24851.95 USGSE Long
674599CX1 674599CX1 OCCIDENTAL PETROLEUM CORP 70000.0 53354.97 CORP Long
760942BE1 760942BE1 REPUBLICA ORIENTAL DEL URUGUAY 230000.0 240465.0 NUSS Long
36179SUW5 36179SUW5 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 156355.7701 146758.25 USGA Long
31417CH65 31417CH65 FNMA GTD MTG PASS THRU CTF 371715.7454 328603.11 USGSE Long
3130ALDV3 3130ALDV3 FEDERAL HOME LOAN BANK 1760000.0 1270069.63 USGSE Long
31377UYC1 31377UYC1 FNMA GTD MTG PASS THRU CTF 333767.87 315299.56 USGSE Long
N/A N/A BANK OF AMERICA, N.A. 1.0 2666.56 CORP N/A
912828ZW3 912828ZW3 UST NOTES 1883000.0 1751337.1 UST Long
3132HNMX4 3132HNMX4 FED HOME LOAN MTG CORP - GOLD 71107.7378 65335.2 USGSE Long
125581GX0 125581GX0 FIRST CITIZENS BANK and TRUST COMPANY 4840000.0 4835304.96 CORP Long
576434SJ4 576434SJ4 MASTER ALTERNATIVE LOAN TRUST 7131.2961 6793.19 CORP Long
3138ASLY6 3138ASLY6 FNMA GTD MTG PASS THRU CTF 62377.529 60057.05 USGSE Long
912810SJ8 912810SJ8 UNITED STATES TREASURY BOND 5641000.0 3626325.65 UST Long
29273VAM2 29273VAM2 ENERGY TRANSFER LP 2520000.0 2231385.06 CORP Long
48254QAB0 48254QAB0 KKR CLO TRUST 13000000.0 12885626.0 CORP Long
31418DUJ9 31418DUJ9 FNMA GTD MTG PASS THRU CTF 319345.524 272399.94 USGSE Long
3618AWYK4 3618AWYK4 GNMA GUARANTEED PASS THRU CERT 2238924.73 2225944.79 USGA Long
693475AZ8 693475AZ8 PNC FINANCIAL SERVICES GRP INC 427000.0 361359.46 CORP Long
3140X5H48 3140X5H48 FNMA GTD MTG PASS THRU CTF 474703.245 406699.35 USGSE Long
91481CAC4 91481CAC4 UNIVERSITY PA TRUSTEES 285000.0 187463.45 CORP Long
595620AY1 595620AY1 MIDAMERICAN ENERGY CO 164000.0 167744.19 CORP Long
939336P80 939336P80 WASHINGTON MUT MTG SECS CORP 2537.2588 2405.17 CORP Long
87264ABU8 87264ABU8 T-MOBILE USA INC 220000.0 206712.77 CORP Long
31418EKV1 31418EKV1 FNMA GTD MTG PASS THRU CTF 24388048.779 24095655.58 USGSE Long
55820BAJ6 55820BAJ6 MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC 4233000.0 4198873.55 CORP Long
071734AN7 071734AN7 BAUSCH HEALTH COS INC 205000.0 104328.76 CORP Long
3138LGZJ8 3138LGZJ8 FNMA GTD MTG PASS THRU CTF 469290.4683 438006.72 USGSE Long
08763QAA0 08763QAA0 BETONY CLO 2 LTD 1407382.6915 1406615.67 CORP Long
42210JAA4 42210JAA4 HEADLANDS RESIDENTIAL 2021-RPL1 LLC 429777.65 398406.07 CORP Long
3138EPTE4 3138EPTE4 FNMA GTD MTG PASS THRU CTF 25406.5591 25231.44 USGSE Long
3140XK3T5 3140XK3T5 FNMA GTD MTG PASS THRU CTF 945098.4557 852293.95 USGSE Long
36253PAB8 36253PAB8 GS MTG SECS TR 2017-GS6 476294.016 438909.65 CORP Long
87264ABS3 87264ABS3 T-MOBILE USA INC 275000.0 242196.27 CORP Long
337738AP3 337738AP3 FISERV INC 1540000.0 1502175.35 CORP Long
55400VAD3 55400VAD3 MVW 2022-2 LLC 413740.6482 409269.77 CORP Long
75907DAA5 75907DAA5 REGIONAL MGMT ISSUANCE TR 2022-1 193000.0 181636.16 CORP Long
31418AR26 31418AR26 FNMA GTD MTG PASS THRU CTF 36909.6845 33453.48 USGSE Long
89175GAK2 89175GAK2 TOWD PT MTG TR 2017-FRE2 113706.7342 108485.05 CORP Long
N/A N/A LLOYDS BANK CORPORATE MARKETS PLC 275000.0 338599.25 CORP Long
3133BBSC4 3133BBSC4 FED HOME LOAN MTG CORP - GOLD 75249.039 63669.67 USGSE Long
055631CT0 055631CT0 BMD2 RE-REMIC TR 2019-FRR1 55623.3817 54841.78 CORP Long
3132GFCG0 3132GFCG0 FED HOME LOAN MTG CORP - GOLD 42287.9534 42003.97 USGSE Long
45174HBD8 45174HBD8 IHEARTCOMMUNICATIONS INC 166361.0 116433.64 CORP Long
02209SBR3 02209SBR3 ALTRIA GROUP INC 4780000.0 5074034.96 CORP Long
26882PBE1 26882PBE1 ERAC USA FIN LLC 8000.0 8880.71 CORP Long
N/A N/A KAZMUAIGAZ NATIONAL CO JSC 400000.0 375400.0 CORP Long
35563HAB3 35563HAB3 MSCR 2022-MN4 M2 182845.0 186822.37 CORP Long
91282CJK8 91282CJK8 UST NOTES 54063000.0 54295302.22 UST Long
12632QAX1 12632QAX1 COMM 14-CCRE18 MTG TR 1610000.0 1587756.88 CORP Long
125523CM0 125523CM0 CIGNA GROUP (THE) 65000.0 53308.84 CORP Long
N/A N/A NATIONWIDE BUILDING SOCIETY 400000.0 506413.13 CORP Long
3140LLQY0 3140LLQY0 FNMA GTD MTG PASS THRU CTF 2000000.0 1905189.0 USGSE Long
172967ML2 172967ML2 CITIGROUP INC 15651000.0 13119818.55 CORP Long
3140XHHK6 3140XHHK6 FNMA GTD MTG PASS THRU CTF 457548.719 402505.06 USGSE Long
345370CQ1 345370CQ1 FORD MOTOR CO 2340000.0 1813136.9 CORP Long
34960PAE1 34960PAE1 FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 165000.0 167856.76 CORP Long
06051GJQ3 06051GJQ3 BANK OF AMERICA CORPORATION 4227000.0 3856854.54 CORP Long
31398GKG3 31398GKG3 FEDERAL NAT MTG ASN GTD REM PA 4112.6876 353.25 USGSE Long
235825AJ5 235825AJ5 DANA INC 115000.0 94294.19 CORP Long
31395VM48 31395VM48 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 1142.2185 1129.43 USGSE Long
3138WCUT8 3138WCUT8 FNMA GTD MTG PASS THRU CTF 88313.1988 82518.23 USGSE Long
013822AC5 013822AC5 ALCOA NEDERLAND HOLDING BV 200000.0 196942.62 CORP Long
404119BQ1 404119BQ1 HCA INC 248000.0 246072.97 CORP Long
91087BAG5 91087BAG5 MEXICO UNITED MEXICAN STATES 650000.0 495300.0 NUSS Long
30297NAQ1 30297NAQ1 FREMF 2018-KW07 MTG TR 495949.0 1916.5 CORP Long
55954NAJ8 55954NAJ8 MAGNETITE XXIII LTD 4904000.0 4880431.38 CORP Long
38141GZU1 38141GZU1 GOLDMAN SACHS GROUP INC (THE) 1417000.0 1366669.79 CORP Long
3140XC4X3 3140XC4X3 FNMA GTD MTG PASS THRU CTF 198373.203 188446.25 USGSE Long
037833CD0 037833CD0 APPLE INC 1570000.0 1313566.36 CORP Long
05401AAS0 05401AAS0 AVOLON HOLDINGS FUNDING LTD 6246000.0 6228833.68 CORP Long
90353TAF7 90353TAF7 UBER TECHNOLOGIES INC 79000.0 80481.25 CORP Long
95709TAH3 95709TAH3 EVERGY KANSAS CENTRAL 655000.0 521456.89 CORP Long
88581EAD3 88581EAD3 3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST 1000000.0 776342.6 CORP Long
609935AA9 609935AA9 MONONGAHELA PWR CO 50000.0 50189.36 CORP Long
3140HJLU3 3140HJLU3 FNMA GTD MTG PASS THRU CTF 9643.236 8950.19 USGSE Long
539439AX7 539439AX7 LLOYDS BANKING GROUP PLC 1365000.0 1368591.4 CORP Long
344849AA2 344849AA2 FOOT LOCKER INC 60000.0 48433.2 CORP Long
3136AJLC8 3136AJLC8 FEDERAL NAT MTG ASN GTD REM PA 10451.158 10394.21 USGSE Long
38379WN73 38379WN73 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 275826.841 248392.11 USGA Long
77956H534 77956H534 ROWE T PRICE INTL FUNDS INC 19907708.909 173595221.69 RF Long
08162RAC1 08162RAC1 BENCHMARK 2021-B23 MTG TR 2000000.0 1505548.2 CORP Long
01F030611 01F030611 FNMA/FHLG TBA ISSUER 314050000.0 265482764.2 USGA Long
12529GAA9 12529GAA9 CFMT 2022-HB10 3621794.23 3489390.85 CORP Long
822582CL4 822582CL4 SHELL INTERNATIONAL FINANCE BV 95000.0 63006.21 CORP Long
655844BV9 655844BV9 NORFOLK SOUTHERN CORP 145000.0 112506.0 CORP Long
3140HUZT6 3140HUZT6 FNMA GTD MTG PASS THRU CTF 429760.0 364518.39 USGSE Long
345370DA5 345370DA5 FORD MOTOR CO 1945000.0 1551260.89 CORP Long
3140GYK73 3140GYK73 FNMA GTD MTG PASS THRU CTF 845661.6065 760071.52 USGSE Long
05609WAL7 05609WAL7 BX TRUST 2022-IND 581328.15 567473.82 CORP Long
42225UAJ3 42225UAJ3 HEALTHCARE REALTY HOLDINGS LP 2215000.0 2117427.08 CORP Long
06738ECE3 06738ECE3 BARCLAYS PLC 2520000.0 2684142.47 CORP Long
31393QXU1 31393QXU1 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 3104.5998 605.17 USGSE Long
3140LEBF3 3140LEBF3 FNMA GTD MTG PASS THRU CTF 4370000.0 3479751.9 USGSE Long
3138EGET7 3138EGET7 FNMA GTD MTG PASS THRU CTF 198547.0805 191094.1 USGSE Long
378272BP2 378272BP2 GLENCORE FDG LLC 656000.0 678259.11 CORP Long
3617K1XT5 3617K1XT5 GNMA GUARANTEED PASS THRU CERT 34087.6057 33478.82 USGA Long
3140QLDB9 3140QLDB9 FNMA GTD MTG PASS THRU CTF 10406875.034 8524361.88 USGSE Long
91282CFJ5 91282CFJ5 UST NOTES 43890000.0 41129730.69 UST Long
3140LGA28 3140LGA28 FNMA GTD MTG PASS THRU CTF 385889.1831 352601.65 USGSE Long
3133ANTU8 3133ANTU8 FED HOME LOAN MTG CORP - GOLD 514941.89 405532.8 USGSE Long
3138L9UR1 3138L9UR1 FNMA GTD MTG PASS THRU CTF 549326.0 528199.86 USGSE Long
3132DWAN3 3132DWAN3 FED HOME LOAN MTG CORP - GOLD 863580.7645 676858.37 USGSE Long
92769XAP0 92769XAP0 VIRGIN MEDIA SECURED FINANCE PLC 175000.0 164600.19 CORP Long
031652BK5 031652BK5 AMKOR TECHNOLOGY INC 346000.0 347577.76 CORP Long
37045XDH6 37045XDH6 GENERAL MTRS FINL CO INC 1895000.0 1657814.16 CORP Long
87165BAM5 87165BAM5 SYNCHRONY FINANCIAL 8719000.0 7833000.07 CORP Long
87089NAA8 87089NAA8 SWISS RE FINANCE LUXEMBOURG 1200000.0 1123542.24 CORP Long
30040WAW8 30040WAW8 EVERSOURCE ENERGY 2000000.0 2038635.76 CORP Long
3140J73H6 3140J73H6 FNMA GTD MTG PASS THRU CTF 1025002.0473 948453.97 USGSE Long
68233JBX1 68233JBX1 ONCOR ELEC DELIVERY CO LLC 16000.0 15237.1 CORP Long
312946ZJ8 312946ZJ8 FED HOME LOAN MTG CORP - GOLD 372996.7897 358670.47 USGSE Long
3132GFJL2 3132GFJL2 FED HOME LOAN MTG CORP - GOLD 42062.1595 41775.91 USGSE Long
3138LER60 3138LER60 FNMA GTD MTG PASS THRU CTF 234210.9371 206664.12 USGSE Long
31414JBX0 31414JBX0 FNMA GTD MTG PASS THRU CTF 38246.33 38917.26 USGSE Long
482480AN0 482480AN0 KLA CORP 112000.0 107737.54 CORP Long
055988AB5 055988AB5 BMO 2023-C5 MTG TR 8500000.0 8605451.0 CORP Long
N/A N/A CITIBANK, N.A. 1.0 -56275.16 CORP N/A
42771BAA2 42771BAA2 HERO FDG III 66399.2317 61132.38 CORP Long
68378NAC4 68378NAC4 OPORTUN ISSUANCE TR 2022-A 160000.0 152919.3 CORP Long
3622A2X80 3622A2X80 GNMA GUARANTEED PASS THRU CERT 1743759.2686 1618195.35 USGA Long
55817EAN6 55817EAN6 MADISON PK FDG XXXVII LLC 1000000.0 996155.0 CORP Long
36179RLS6 36179RLS6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 446514.875 441306.64 USGA Long
3138LEGP0 3138LEGP0 FNMA GTD MTG PASS THRU CTF 291623.9081 266549.33 USGSE Long
58502BAE6 58502BAE6 PEDIATRIX MEDICAL GROUP INC 170000.0 143205.2 CORP Long
3140LLC33 3140LLC33 FNMA GTD MTG PASS THRU CTF 2938829.0 2806606.97 USGSE Long
3140GVND3 3140GVND3 FNMA GTD MTG PASS THRU CTF 30413.4636 28142.16 USGSE Long
19424WAC1 19424WAC1 COLLEGE AVE STUDENT LNS 2021-C LLC 449000.0 386935.9 CORP Long
91282CEH0 91282CEH0 UST NOTES 6959000.0 6743162.3 UST Long
019736AE7 019736AE7 ALLISON TRANSMISSION INC 7000.0 6602.83 CORP Long
91282CGE5 91282CGE5 UST NOTES 2700000.0 2658023.42 UST Long
30307WAJ5 30307WAJ5 FRR RE-REMIC TR 2018-C1 146276.0 138031.24 CORP Long
31416BRY6 31416BRY6 FNMA GTD MTG PASS THRU CTF 46599.3056 46331.79 USGSE Long
38378U8R1 38378U8R1 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 109860.128 108756.96 USGA Long
24703DBJ9 24703DBJ9 DELL INTERNATIONAL LLC / EMC CORP 440000.0 441235.32 CORP Long
3620A5B73 3620A5B73 GNMA GUARANTEED PASS THRU CERT 62320.3041 61380.79 USGA Long
12529YBA9 12529YBA9 CFMT 2021-FRR1 TR 327366.0 272081.71 CORP Long
31394FN50 31394FN50 FEDERAL NAT MTG ASN GTD REM PA 1211.5068 1230.21 USGSE Long
85434VAC2 85434VAC2 STANFORD HEALTHCARE 680000.0 447834.43 CORP Long
71951QAC6 71951QAC6 PHYSICIANS REALTY LP 1940000.0 1532441.7 CORP Long
3138XJL39 3138XJL39 FNMA GTD MTG PASS THRU CTF 238052.9454 222581.08 USGSE Long
3133GDKS8 3133GDKS8 FED HOME LOAN MTG CORP - GOLD 1091988.218 962668.2 USGSE Long
31307RD44 31307RD44 FED HOME LOAN MTG CORP - GOLD 15476.7547 14674.47 USGSE Long
641423CG1 641423CG1 NEVADA POWER CO 110000.0 111668.05 CORP Long
3138A3TZ0 3138A3TZ0 FNMA GTD MTG PASS THRU CTF 479863.9794 452062.68 USGSE Long
91282CHF1 91282CHF1 UST NOTES 95207000.0 91859878.91 UST Long
90290MAH4 90290MAH4 US FOODS INC 110000.0 112545.4 CORP Long
91087BAC4 91087BAC4 MEXICO UNITED MEXICAN STATES 275000.0 267575.0 NUSS Long
95040QAL8 95040QAL8 WELLTOWER OP LLC 6560000.0 5452071.69 CORP Long
55336VBQ2 55336VBQ2 MPLX LP 1960000.0 1638475.8 CORP Long
3138X1RS7 3138X1RS7 FNMA GTD MTG PASS THRU CTF 226914.0179 215540.07 USGSE Long
36176YET0 36176YET0 GNMA GUARANTEED PASS THRU CERT 12213.5241 11407.29 USGA Long
69360GAA1 69360GAA1 PRPM 2021-RPL1 LLC 1643989.78 1442079.72 CORP Long
98978VAV5 98978VAV5 ZOETIS INC 141000.0 144441.92 CORP Long
52604EAD2 52604EAD2 LENDMARK FUNDING TRUST 2023-1 1750000.0 1792022.93 CORP Long
31418DJR4 31418DJR4 FNMA GTD MTG PASS THRU CTF 781792.5922 669796.43 USGSE Long
389286AA3 389286AA3 GRAY ESCROW II INC 63000.0 44912.98 CORP Long
3140XAUZ3 3140XAUZ3 FNMA GTD MTG PASS THRU CTF 226398.864 199728.81 USGSE Long
00178YAE1 00178YAE1 AMSR 2023-SFR2 TRUST 2650000.0 2239943.51 CORP Long
95000U3E1 95000U3E1 WELLS FARGO and CO 11023000.0 11005313.38 CORP Long
842400FT5 842400FT5 SOUTHERN CALIFORNIA EDISON CO 595000.0 450925.21 CORP Long
92925CET5 92925CET5 WAMU MTG PASS THROUGH CTFS 318191.4585 315897.3 CORP Long
61771LAG7 61771LAG7 MORGAN STANLEY CAP I TR 2019-MEAD 1495000.0 1272699.48 CORP Long
98138HAG6 98138HAG6 WORKDAY INC 405000.0 384586.36 CORP Long
00206RMM1 00206RMM1 AT and T INC 6985000.0 5437451.25 CORP Long
08163CBB4 08163CBB4 BENCHMARK 2021-B24 MTG TR 17600000.0 13822916.8 CORP Long
3140NKLV1 3140NKLV1 FNMA GTD MTG PASS THRU CTF 2249028.44 2168751.62 USGSE Long
740816AM5 740816AM5 PRESIDENT AND FELLOWS OF HARVARD COLLEGE 315000.0 225790.1 CORP Long
68389XBZ7 68389XBZ7 ORACLE CORP 682000.0 516726.85 CORP Long
3138LGNW2 3138LGNW2 FNMA GTD MTG PASS THRU CTF 248828.7866 231105.56 USGSE Long
3140QNLS9 3140QNLS9 FNMA GTD MTG PASS THRU CTF 809025.806 636627.42 USGSE Long
36179WNE4 36179WNE4 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 29272631.8748 24465775.92 USGA Long
969457BZ2 969457BZ2 WILLIAMS COS INC 6660000.0 6241831.65 CORP Long
097023CX1 097023CX1 BOEING CO 6762000.0 6563849.67 CORP Long
3133KYWE5 3133KYWE5 FED HOME LOAN MTG CORP - GOLD 923171.189 758760.12 USGSE Long
744533BJ8 744533BJ8 PUBLIC SERVICE CO OF OK 32000.0 33601.31 CORP Long
3128MMV67 3128MMV67 FED HOME LOAN MTG CORP - GOLD 367146.4 347210.17 USGSE Long
00115AAL3 00115AAL3 AEP TRANSMISSION CO LLC 122000.0 80449.87 CORP Long
N/A N/A JPMORGAN CHASE BANK NA NEW YORK NY 1.0 -8354.14 CORP N/A
26884ABF9 26884ABF9 ERP OPERATING LP 87000.0 81416.32 CORP Long
68377HAC8 68377HAC8 OPORTUN ISSUANCE TR 2022-2 235000.0 234656.24 CORP Long
040555CY8 040555CY8 ARIZONA PUBLIC SERVICE CO 29000.0 21692.79 CORP Long
278062AE4 278062AE4 EATON CORP 73000.0 62405.39 CORP Long
404119CB3 404119CB3 HCA INC 553000.0 362351.8 CORP Long
3140XMEK8 3140XMEK8 FNMA GTD MTG PASS THRU CTF 728333.3701 741452.98 USGSE Long
36179T7K5 36179T7K5 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 3793543.9913 3541718.68 USGA Long
3137FHWW9 3137FHWW9 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 342149.4835 315139.69 USGSE Long
90352JAC7 90352JAC7 UBS GROUP AG 200000.0 188122.81 CORP Long
36194PRG1 36194PRG1 GNMA GUARANTEED PASS THRU CERT 33158.8825 29987.85 USGA Long
91282CJM4 91282CJM4 UST NOTES 7790000.0 7794868.75 UST Long
78410GAD6 78410GAD6 SBA COMMUNICATIONS CORP 400000.0 376537.52 CORP Long
3140NMJW8 3140NMJW8 FNMA GTD MTG PASS THRU CTF 1310164.59 1262171.3 USGSE Long
432917AC6 432917AC6 HILTON GRAND VACATIONS TRUST 2023-1A 4108631.5571 4105173.32 CORP Long
976657AH9 976657AH9 WEC ENERGY GROUP INC 1012000.0 881851.55 CORP Long
83012QAA2 83012QAA2 SIXTH STREET CLO XX LTD 1000000.0 990959.0 CORP Long
3140XGLQ0 3140XGLQ0 FNMA GTD MTG PASS THRU CTF 528458.373 503453.04 USGSE Long
337738AU2 337738AU2 FISERV INC 7395000.0 6757011.09 CORP Long
907818FG8 907818FG8 UNION PACIFIC CORP 875000.0 650269.62 CORP Long
097023BR5 097023BR5 BOEING CO 810000.0 748705.91 CORP Long
05348EBA6 05348EBA6 AVALONBAY COMMUNITIES INC 15000.0 14126.71 CORP Long
31377U2Q5 31377U2Q5 FNMA GTD MTG PASS THRU CTF 478883.0 445939.2 USGSE Long
606822AU8 606822AU8 MITSUBISHI UFJ FINANCIAL GROUP INC 125000.0 122112.59 CORP Long
161175BZ6 161175BZ6 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 144000.0 96342.55 CORP Long
3128MJ3C2 3128MJ3C2 FED HOME LOAN MTG CORP - GOLD 102503.59 98096.38 USGSE Long
460599AD5 460599AD5 INTERNATIONAL GAME TECHNOLOGY PLC 200000.0 199604.34 CORP Long
3140X9XT7 3140X9XT7 FNMA GTD MTG PASS THRU CTF 212344.045 186865.16 USGSE Long
842434CU4 842434CU4 SOUTHERN CALIFORNIA GAS CO 35000.0 29800.47 CORP Long
3138WRPB0 3138WRPB0 FNMA GTD MTG PASS THRU CTF 232097.764 204613.49 USGSE Long
38375XGS7 38375XGS7 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 14956.0389 14923.01 USGA Long
431318AU8 431318AU8 HILCORP ENERGY I LP/FIN CO 580000.0 545107.2 CORP Long
536797AF0 536797AF0 LITHIA MOTORS INC 48000.0 41364.98 CORP Long
110122EC8 110122EC8 BRISTOL-MYERS SQUIBB CO 50000.0 55134.06 CORP Long
46115HAT4 46115HAT4 INTESA SANPAOLO SPA 31005000.0 30622402.95 CORP Long
3620AX6L7 3620AX6L7 GNMA GUARANTEED PASS THRU CERT 23423.2135 23069.17 USGA Long
N/A N/A VODAFONE GRP PLC 600000.0 730958.55 CORP Long
031162DU1 031162DU1 AMGEN INC 5444000.0 5327436.61 CORP Long
61755AAE6 61755AAE6 MORGAN STANLEY ABS CAP I INC TR 2007 NC3 1967363.84 1388948.64 CORP Long
31401H5M0 31401H5M0 FNMA GTD MTG PASS THRU CTF 36163.6022 35943.55 USGSE Long
50214GAB7 50214GAB7 LP LMS 2021-1 ASSET SECURITIZATION TR 159968.4653 158701.83 CORP Long
3140QKQZ4 3140QKQZ4 FNMA GTD MTG PASS THRU CTF 224073.99 193274.17 USGSE Long
513272AC8 513272AC8 LAMB WESTON HOLDINGS INC 405000.0 387265.46 CORP Long
09659W2L7 09659W2L7 BNP PARIBAS 9163000.0 8663391.82 CORP Long
674215AL2 674215AL2 CHORD ENERGY CORP 280000.0 278194.0 CORP Long
3140FHXU6 3140FHXU6 FNMA GTD MTG PASS THRU CTF 162940.167 146194.27 USGSE Long
857691AG4 857691AG4 STATION CASINOS LLC 292000.0 264099.4 CORP Long
00774MBC8 00774MBC8 AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 190000.0 189241.53 CORP Long
444454AF9 444454AF9 HUGHES SATELLITE SYS CORP 300000.0 235951.5 CORP Long
06035RAS5 06035RAS5 BANK 2018-BNK14 7200000.0 6769934.64 CORP Long
36179XBU9 36179XBU9 GNMA GUARANTEED PASS THRU CERT 3078711.3786 2915652.66 USGA Long
254709AK4 254709AK4 DISCOVER FINANCIAL SVS 2567000.0 2510098.49 CORP Long
3138X0Y28 3138X0Y28 FNMA GTD MTG PASS THRU CTF 255880.4735 225677.11 USGSE Long
31419BCJ2 31419BCJ2 FNMA GTD MTG PASS THRU CTF 49875.5118 49579.73 USGSE Long
30227FAE0 30227FAE0 EXTENDED STAY AMER TR 2021-ESH 1975197.11 1935579.59 CORP Long
3140X6T35 3140X6T35 FNMA GTD MTG PASS THRU CTF 393824.479 337776.13 USGSE Long
695114BZ0 695114BZ0 PACIFICORP 1320000.0 1223716.93 CORP Long
01F040610 01F040610 FNMA/FHLG TBA ISSUER 5500000.0 5001350.2 USGA Long
95000U2K8 95000U2K8 WELLS FARGO and CO 2544000.0 2429207.75 CORP Long
3140QHML6 3140QHML6 FNMA GTD MTG PASS THRU CTF 258278.91 222777.49 USGSE Long
3138ATCL2 3138ATCL2 FNMA GTD MTG PASS THRU CTF 292657.3975 268373.42 USGSE Long
013822AG6 013822AG6 ALCOA NEDERLAND HOLDING BV 110000.0 98109.58 CORP Long
3140HAFF2 3140HAFF2 FNMA GTD MTG PASS THRU CTF 97950.1135 90635.11 USGSE Long
960386AL4 960386AL4 WESTINGHOUSE AIR BRAKE TECH CORP 1490000.0 1407556.84 CORP Long
345397B36 345397B36 FORD MOTOR CREDIT CO LLC 610000.0 524378.19 CORP Long
125523AH3 125523AH3 CIGNA GROUP (THE) 6825000.0 6583751.06 CORP Long
91529YAJ5 91529YAJ5 UNUM GROUP 2238000.0 2017390.96 CORP Long
55336VAL4 55336VAL4 MPLX LP 3284000.0 2854443.9 CORP Long
90931LAA6 90931LAA6 UNITED AIRLS PASS THRU TR 2016-AA 26652.7673 23855.44 CORP Long
91282CHV6 91282CHV6 UST NOTES 191000.0 191581.95 UST Long
31335ASE9 31335ASE9 FED HOME LOAN MTG CORP - GOLD 561691.4489 540194.0 USGSE Long
067316AE9 067316AE9 BACARDI LTD 6230000.0 6095739.76 CORP Long
104931AA8 104931AA8 BRAND INDUSTRIAL SERVICES INC 160000.0 165892.8 CORP Long
31359QLQ5 31359QLQ5 FNMA GTD MTG PASS THRU CTF 308.1813 309.25 USGSE Long
3128MEZ46 3128MEZ46 FED HOME LOAN MTG CORP - GOLD 70771.296 66105.77 USGSE Long
3140XMB21 3140XMB21 FNMA GTD MTG PASS THRU CTF 104847.3016 96787.86 USGSE Long
36179W5D6 36179W5D6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 204648.0165 183014.76 USGA Long
N/A N/A BNP PARIBAS 1.0 -1940555.38 CORP N/A
49456BAH4 49456BAH4 KINDER MORGAN INC DEL 326000.0 294900.51 CORP Long
96041CAN2 96041CAN2 WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3 2169000.0 2141498.38 CORP Long
36193PPT6 36193PPT6 GNMA GUARANTEED PASS THRU CERT 20359.5937 19510.52 USGA Long
61748HCK5 61748HCK5 MORGAN STANLEY MORT LOAN TR 1088.5916 1038.13 CORP Long
3133B0Y64 3133B0Y64 FED HOME LOAN MTG CORP - GOLD 289860.54 228093.06 USGSE Long
N/A N/A GERMANY FEDERAL REPUBLIC OF 2650000.0 2683185.16 NUSS Long
31418DWR9 31418DWR9 FNMA GTD MTG PASS THRU CTF 2440078.8351 1912487.92 USGSE Long
36192XMK2 36192XMK2 GNMA GUARANTEED PASS THRU CERT 40048.4025 36218.51 USGA Long
3620A5A74 3620A5A74 GNMA GUARANTEED PASS THRU CERT 35966.6173 34447.48 USGA Long
04686RAB9 04686RAB9 ATHENAHEALTH GROUP INC 188711.848 185043.29 CORP Long
91282CJG7 91282CJG7 UST NOTES 157290000.0 162008700.0 UST Long
3133KNRU9 3133KNRU9 FED HOME LOAN MTG CORP - GOLD 675985.519 597745.54 USGSE Long
15477CAA3 15477CAA3 CENTRAL PARENT INC/CENTRAL MERGER SUB INC 135000.0 134883.94 CORP Long
67578KAA4 67578KAA4 OCWEN LN INVT TR 2023-HB1 934552.53 886034.77 CORP Long
912834KV9 912834KV9 US TREASURY C0UPON STRIPS 850000.0 351231.05 UST Long
26209AAG6 26209AAG6 DRIVE AUTO RECEIVABLES TRUST 2019-4 109582.9443 109435.33 CORP Long
68377GAC0 68377GAC0 OPORTUN ISSUANCE TR 2021-B 247000.0 227869.85 CORP Long
31416CME3 31416CME3 FNMA GTD MTG PASS THRU CTF 338.1545 336.46 USGSE Long
30292PAE8 30292PAE8 FREMF 2015-K45 MTG TR 260957.0 253234.89 CORP Long
3138W5Z35 3138W5Z35 FNMA GTD MTG PASS THRU CTF 10771.7695 10146.08 USGSE Long
44409MAC0 44409MAC0 HUDSON PACIFIC PROPERTIES LP 2705000.0 1814463.8 CORP Long
92343VGH1 92343VGH1 VERIZON COMMUNICATIONS INC 48000.0 42503.88 CORP Long
893647BH9 893647BH9 TRANSDIGM INC 40000.0 40013.92 CORP Long
3137FRHM6 3137FRHM6 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 2053392.81 1625250.76 USGSE Long
3140LN6Z5 3140LN6Z5 FNMA GTD MTG PASS THRU CTF 902704.116 792133.06 USGSE Long
06406RBT3 06406RBT3 BANK NEW YORK MELLON CORP 175000.0 181569.3 CORP Long
36202FMV5 36202FMV5 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 5889.1124 6071.93 USGA Long
36179Q6N6 36179Q6N6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 152929.5541 135408.98 USGA Long
53079EBJ2 53079EBJ2 LIBERTY MUTUAL GROUP INC 13000.0 9106.52 CORP Long
25278XAM1 25278XAM1 DIAMONDBACK ENERGY INC 7774000.0 7371877.96 CORP Long
46590XAS5 46590XAS5 JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 6705000.0 6034298.85 CORP Long
46644UBA5 46644UBA5 JPMBB COML MTG SECS TR 2015-C30 3600000.0 3413733.48 CORP Long
66877AAC2 66877AAC2 GEN DIGITAL INC 499509.44 497511.4 CORP Long
3133AJGM9 3133AJGM9 FED HOME LOAN MTG CORP - GOLD 4546819.1339 3735706.16 USGSE Long
3138W9KG4 3138W9KG4 FNMA GTD MTG PASS THRU CTF 113701.7264 109029.79 USGSE Long
3132M8TQ9 3132M8TQ9 FED HOME LOAN MTG CORP - GOLD 13734.687 12850.52 USGSE Long
312940EJ4 312940EJ4 FED HOME LOAN MTG CORP - GOLD 23018.3698 22917.22 USGSE Long
3132QQJP8 3132QQJP8 FED HOME LOAN MTG CORP - GOLD 54858.7513 51241.52 USGSE Long
880591EX6 880591EX6 TENNESSEE VALLEY AUTHORITY 780000.0 614800.02 USGSE Long
95002GAG7 95002GAG7 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-SDAL 600000.0 584838.3 CORP Long
744533BQ2 744533BQ2 PUBLIC SERVICE CO OF OK 113000.0 109226.71 CORP Long
07325XAB6 07325XAB6 BAYVIEW COML ASST TR 2007 2 53673.4735 47453.05 CORP Long
842434CQ3 842434CQ3 SOUTHERN CALIFORNIA GAS CO 32000.0 30211.21 CORP Long
3140XGZM4 3140XGZM4 FNMA GTD MTG PASS THRU CTF 1429099.581 1314222.84 USGSE Long
431571AE8 431571AE8 HILLENBRAND INC 291000.0 241442.7 CORP Long
74332VAL9 74332VAL9 PROGRESS RESIDENTIAL 2022-SFR2 TR 643616.0 577829.5 CORP Long
30306PBA9 30306PBA9 FREMF 2018-KL02 MTG TR 255463.4772 232546.72 CORP Long
3136B27L0 3136B27L0 FEDERAL NAT MTG ASN GTD REM PA 1010144.5859 956002.55 USGSE Long
N/A N/A CHICAGO BOARD OF TRADE 1437.0 1487158.03 CORP N/A
N/A N/A CITIGROUP INC 615000.0 774372.56 CORP Long
31419K5S0 31419K5S0 FNMA GTD MTG PASS THRU CTF 21773.7667 20883.62 USGSE Long
431318AZ7 431318AZ7 HILCORP ENERGY I LP/FIN CO 2075000.0 1916473.32 CORP Long
55609NAA6 55609NAA6 MACQUARIE AIRFINANCE HOLDINGS LTD 130000.0 133276.0 CORP Long
3128M8T95 3128M8T95 FED HOME LOAN MTG CORP - GOLD 87697.5463 87311.28 USGSE Long
3133KYVZ9 3133KYVZ9 FED HOME LOAN MTG CORP - GOLD 1113851.16 954482.67 USGSE Long
595481AB8 595481AB8 MID STATE CAP CORP 05 1 TR 26173.6929 25712.52 CORP Long
78464A664 78464A664 SPDR NYSE TECHNOLOGY ETF 23955757.0 645847208.72 RF Long
3140QMH23 3140QMH23 FNMA GTD MTG PASS THRU CTF 6814996.959 5573704.55 USGSE Long
00287YCY3 00287YCY3 ABBVIE INC 2062000.0 1947192.42 CORP Long
77340RAT4 77340RAT4 ROCKIES EXPRESS PIPELINE LLC 115000.0 102963.59 CORP Long
3620A94G3 3620A94G3 GNMA GUARANTEED PASS THRU CERT 18754.0667 17970.43 USGA Long
87927VAF5 87927VAF5 TELECOM ITALIA CAP 191000.0 179059.85 CORP Long
3140LLL90 3140LLL90 FNMA GTD MTG PASS THRU CTF 3907344.0 3787883.21 USGSE Long
53218CAA8 53218CAA8 LIFE 2021-BMR MTG TR 4672057.117 4554613.28 CORP Long
126307BA4 126307BA4 CSC HOLDINGS LLC 358000.0 202270.0 CORP Long
46647PDU7 46647PDU7 JPMORGAN CHASE and CO 115000.0 114606.91 CORP Long
38379BNP9 38379BNP9 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 6753.8116 6609.44 USGA Long
30308KAC5 30308KAC5 FREMF 2018-K85 MORTGAGE TRUST 1000000.0 922915.3 CORP Long
3140QBRH3 3140QBRH3 FNMA GTD MTG PASS THRU CTF 835212.993 798885.65 USGSE Long
25179MBE2 25179MBE2 DEVON ENERGY CORP NEW 476000.0 477453.52 CORP Long
78473HAG1 78473HAG1 SPGN 2022-TFLM MTG TR 1890000.0 1776191.38 CORP Long
05609PAG3 05609PAG3 BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1201000.0 1162179.0 CORP Long
3140LLH79 3140LLH79 FNMA GTD MTG PASS THRU CTF 2551000.0 2550446.18 USGSE Long
36255YAA9 36255YAA9 GS MORTGAGE SECURITIES TRUST 2018-3PCK 6732239.258 6662331.69 CORP Long
038923AX6 038923AX6 ARBOR REALTY TRUST INC 570000.0 512481.11 CORP Long
3138WKDD4 3138WKDD4 FNMA GTD MTG PASS THRU CTF 79632.8406 79158.66 USGSE Long
57665RAL0 57665RAL0 MATCH GROUP HOLDINGS II LLC 70000.0 60913.3 CORP Long
460599AC7 460599AC7 INTERNATIONAL GAME TECHNOLOGY PLC 428000.0 427920.14 CORP Long
88444NAS7 88444NAS7 THOMAS JEFFERSON UNIVERSITY 2575000.0 1751912.07 CORP Long
31418D3Z3 31418D3Z3 FNMA GTD MTG PASS THRU CTF 8332282.9752 7078748.49 USGSE Long
3132QTK47 3132QTK47 FED HOME LOAN MTG CORP - GOLD 8452.7659 7631.32 USGSE Long
312944PQ8 312944PQ8 FED HOME LOAN MTG CORP - GOLD 532214.3275 511886.29 USGSE Long
3140QM5Y6 3140QM5Y6 FNMA GTD MTG PASS THRU CTF 295995.268 251002.33 USGSE Long
3133KH6N1 3133KH6N1 FED HOME LOAN MTG CORP - GOLD 3602572.672 2843893.2 USGSE Long
3132HNCD9 3132HNCD9 FED HOME LOAN MTG CORP - GOLD 19000.8257 18024.18 USGSE Long
57109LAC7 57109LAC7 MARLETTE FUNDING TRUST 2023-2 193000.0 192308.25 CORP Long
25260WAD3 25260WAD3 DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC 110000.0 110315.48 CORP Long
3128P76P3 3128P76P3 FED HOME LOAN MTG CORP - GOLD 209076.7377 195950.61 USGSE Long
36268NAA8 36268NAA8 GTCR W-2 MERGER SUB LLC 300000.0 305625.0 CORP Long
32051D6B3 32051D6B3 FIRST HORIZON MTG PASSTHRU TR 1237.9777 1207.42 CORP Long
83578BAN3 83578BAN3 SOPHIA LP 262286.7512 262368.06 CORP Long
279158AT6 279158AT6 ECOPETROL SA 3555000.0 3672137.25 CORP Long
90932LAH0 90932LAH0 UNITED AIRLINES INC 595000.0 531162.21 CORP Long
3140QLWK8 3140QLWK8 FNMA GTD MTG PASS THRU CTF 2635328.762 2161091.34 USGSE Long
724479AQ3 724479AQ3 PITNEY-BOWES INC 110000.0 90139.5 CORP Long
001807AG1 001807AG1 AMSR 2020-SFR3 TRUST 356300.0 330885.44 CORP Long
3140QK2W7 3140QK2W7 FNMA GTD MTG PASS THRU CTF 618035.921 458547.8 USGSE Long
3617YWBP4 3617YWBP4 GNMA GUARANTEED PASS THRU CERT 357665.2958 367534.86 USGA Long
36179TCX1 36179TCX1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 2902414.8507 2631201.6 USGA Long
N/A N/A BRITISH AMERICAN TOBACCO PLC 1600000.0 1500823.8 CORP Long
04002PAG9 04002PAG9 AREIT 2021-CRE5 TRUST 146000.0 138354.78 CORP Long
3140QNWS7 3140QNWS7 FNMA GTD MTG PASS THRU CTF 7970721.778 6479070.54 USGSE Long
74460DAJ8 74460DAJ8 PUBLIC STORAGE 40000.0 32236.83 CORP Long
12527GAF0 12527GAF0 CF INDUSTRIES INC 82000.0 77640.92 CORP Long
68389XBF1 68389XBF1 ORACLE CORP 3525000.0 2750888.64 CORP Long
896818AP6 896818AP6 TRIUMPH GROUP INC 69000.0 67631.39 CORP Long
N/A N/A ALTICE FRANCE HOLDING SA 8625000.0 4506390.01 CORP Long
3137H4HQ6 3137H4HQ6 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 862360.824 728216.46 USGSE Long
013092AB7 013092AB7 ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 32000.0 31570.13 CORP Long
36179RGA1 36179RGA1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 4498436.555 4233556.91 USGA Long
31417CDF9 31417CDF9 FNMA GTD MTG PASS THRU CTF 5092.2761 4642.42 USGSE Long
3138YWJV0 3138YWJV0 FNMA GTD MTG PASS THRU CTF 1241548.7962 1104639.11 USGSE Long
35906ABE7 35906ABE7 FRONTIER COMMUNICATIONS HOLDINGS LLC 347000.0 325998.38 CORP Long
038923AQ1 038923AQ1 ARBOR REALTY TRUST INC 877000.0 752169.71 CORP Long
89115A2S0 89115A2S0 THE TORONTO DOMINION BANK 135000.0 135680.56 CORP Long
3132DN4S9 3132DN4S9 FED HOME LOAN MTG CORP - GOLD 5953435.214 5787909.47 USGSE Long
256834367 256834367 TMS ISSUER SARL 1160000.0 1171600.0 CORP Long
3140F8LU9 3140F8LU9 FNMA GTD MTG PASS THRU CTF 42610.4464 40856.6 USGSE Long
780153BL5 780153BL5 ROYAL CARIBBEAN CRUISES LTD 255000.0 276554.64 CORP Long
38141GA46 38141GA46 GOLDMAN SACHS GROUP INC (THE) 1850000.0 1915301.8 CORP Long
09629VAE3 09629VAE3 BLUEMOUNTAIN CLO 2018-2 LTD 500000.0 494637.0 CORP Long
74334FAJ7 74334FAJ7 PROGRESS RESIDENTIAL 2023-SFR1 TR 1822000.0 1702654.63 CORP Long
3137H5YC5 3137H5YC5 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 13221000.0 11667274.69 USGSE Long
19828TAB2 19828TAB2 COLUMBIA PIPELINES OPERATING CO LLC 5180000.0 5226990.99 CORP Long
3138LDU50 3138LDU50 FNMA GTD MTG PASS THRU CTF 151403.7806 143312.79 USGSE Long
75913MAA7 75913MAA7 REGIONS BANK OF ALABAMA 2533000.0 2444712.31 CORP Long
68389XBE4 68389XBE4 ORACLE CORP 45000.0 38516.43 CORP Long
3140HFCD9 3140HFCD9 FNMA GTD MTG PASS THRU CTF 10248.165 9514.85 USGSE Long
36179RLN7 36179RLN7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 303098.85 268184.5 USGA Long
31418XGY8 31418XGY8 FNMA GTD MTG PASS THRU CTF 38156.9641 37931.3 USGSE Long
3132H4CL3 3132H4CL3 FED HOME LOAN MTG CORP - GOLD 6580.8908 6157.0 USGSE Long
36176XB73 36176XB73 GNMA GUARANTEED PASS THRU CERT 74065.9848 67408.93 USGA Long
47048XAN2 47048XAN2 JAMESTOWN CLO XIV LTD 13000000.0 12899094.0 CORP Long
025816DG1 025816DG1 AMERICAN EXPRESS CO 1187000.0 1185634.07 CORP Long
124857AX1 124857AX1 PARAMOUNT GLOBAL 150000.0 134462.33 CORP Long
87666YAA5 87666YAA5 TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2022-DPM 1300000.0 1286954.63 CORP Long
126650CY4 126650CY4 CVS HEALTH CORP 1320000.0 1184462.98 CORP Long
33834DAA2 33834DAA2 FIVE CORNERS FND TR II 12846000.0 10981396.93 CORP Long
3140MA2R4 3140MA2R4 FNMA GTD MTG PASS THRU CTF 1340138.1674 1136010.87 USGSE Long
N/A N/A BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL 350000.0 360330.37 CORP Long
46266TAA6 46266TAA6 IQVIA INC 200000.0 193602.56 CORP Long
3138XZT84 3138XZT84 FNMA GTD MTG PASS THRU CTF 62848.314 58920.71 USGSE Long
36179SWW3 36179SWW3 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 515566.5892 453761.09 USGA Long
67052NAB1 67052NAB1 NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC 280000.0 248054.8 CORP Long
09261MAA4 09261MAA4 BLACKROCK RAINIER CLO VI LTD / BLACKROCK RAINIER CLO VI LLC 8500000.0 8409634.8 CORP Long
3132QQTW2 3132QQTW2 FED HOME LOAN MTG CORP - GOLD 557901.5973 504381.99 USGSE Long
31402J4A2 31402J4A2 FNMA GTD MTG PASS THRU CTF 10711.094 10645.91 USGSE Long
31394HR86 31394HR86 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 1285.5869 1292.95 USGSE Long
02361DAS9 02361DAS9 AMEREN ILL CO 163000.0 155514.18 CORP Long
3132WDBQ6 3132WDBQ6 FED HOME LOAN MTG CORP - GOLD 1803943.406 1626380.9 USGSE Long
38380RRS1 38380RRS1 GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS 1728664.41 1263347.71 USGA Long
539830BS7 539830BS7 LOCKHEED MARTIN CORP 290000.0 240532.64 CORP Long
69346VAA7 69346VAA7 PERFORMANCE FOOD GROUP INC 157000.0 151958.65 CORP Long
055631GM1 055631GM1 BMD2 RE-REMIC TR 2019-FRR1 4000000.0 2891139.2 CORP Long
615394AM5 615394AM5 MOOG INC 360000.0 334058.39 CORP Long
30307LAC4 30307LAC4 FREMF 2018-KBX1 MTG TR 219414.0 184993.06 CORP Long
29273RBJ7 29273RBJ7 ENERGY TRANSFER LP 2635000.0 2531284.42 CORP Long
46284VAJ0 46284VAJ0 IRON MOUNTAIN INC 75000.0 68778.92 CORP Long
92564RAK1 92564RAK1 VICI PROPERTIES LP / VICI NOTE CO INC 539000.0 500434.55 CORP Long
31419FC38 31419FC38 FNMA GTD MTG PASS THRU CTF 123424.9667 116255.98 USGSE Long
3132CW3Z5 3132CW3Z5 FED HOME LOAN MTG CORP - GOLD 999873.8437 849706.19 USGSE Long
19828TAA4 19828TAA4 COLUMBIA PIPELINES OPERATING CO LLC 957000.0 960832.62 CORP Long
3138WVTT8 3138WVTT8 FNMA GTD MTG PASS THRU CTF 123248.7581 117002.4 USGSE Long
11120VAJ2 11120VAJ2 BRIXMOR OPERATING PARTNERSHIP LP 12288000.0 11026140.24 CORP Long
68389XCD5 68389XCD5 ORACLE CORP 178000.0 158273.31 CORP Long
3132D55E8 3132D55E8 FED HOME LOAN MTG CORP - GOLD 2038580.081 1850504.56 USGSE Long
36179TJY2 36179TJY2 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 71776.4686 67213.63 USGA Long
448814EJ8 448814EJ8 HYDRO-QUEBEC 1455000.0 1476635.85 CORP Long
3140XTA35 3140XTA35 FNMA GTD MTG PASS THRU CTF 6815665.2166 5350509.84 USGSE Long
103557AC8 103557AC8 BOYNE USA INC 325000.0 293806.27 CORP Long
3138XVAZ3 3138XVAZ3 FNMA GTD MTG PASS THRU CTF 32333.177 31133.69 USGSE Long
31418EBU3 31418EBU3 FNMA GTD MTG PASS THRU CTF 6903877.6513 6064464.16 USGSE Long
053332BA9 053332BA9 AUTOZONE INC 505000.0 394082.64 CORP Long
N/A N/A NIGERIA REPUBLIC OF 200000.0 195000.0 NUSS Long
04018BAL1 04018BAL1 ARES LV CLO LTD 5889000.0 5874330.5 CORP Long
695114CZ9 695114CZ9 PACIFICORP 1240000.0 1050877.98 CORP Long
009088AA3 009088AA3 AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST 21198.4189 19192.4 CORP Long
3137FRUV1 3137FRUV1 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 57474191.39 3707895.73 USGSE Long
969457BX7 969457BX7 WILLIAMS COS INC 10592000.0 9404616.25 CORP Long
31394ACG9 31394ACG9 FEDERAL NAT MTG ASN GTD REM PA 5290.0434 5360.72 USGSE Long
677415CV1 677415CV1 OHIO POWER CO 522000.0 501428.26 CORP Long
74980XAC0 74980XAC0 RR15 LTD / RR15 LLC 1000000.0 982883.0 CORP Long
05571AAQ8 05571AAQ8 BPCE SA 1055000.0 1068493.17 CORP Long
68389XBU8 68389XBU8 ORACLE CORP 1465000.0 1360353.26 CORP Long
94974BGT1 94974BGT1 WELLS FARGO and CO 88000.0 68652.33 CORP Long
3140QCEA0 3140QCEA0 FNMA GTD MTG PASS THRU CTF 906615.989 838413.26 USGSE Long
21036PBB3 21036PBB3 CONSTELLATION BRANDS INC 805000.0 788656.75 CORP Long
36193SW54 36193SW54 GNMA GUARANTEED PASS THRU CERT 81064.9574 73312.59 USGA Long
3132DWBH5 3132DWBH5 FED HOME LOAN MTG CORP - GOLD 2626356.9948 2055206.29 USGSE Long
42809HAH0 42809HAH0 HESS CORP 4517000.0 4654662.85 CORP Long
N/A N/A ENTEGRIS INC 31690.7413 31725.92 CORP Long
9393366B4 9393366B4 WASHINGTON MUT MTG SECS CORP 7580.9534 6477.81 CORP Long
72014TAE9 72014TAE9 PIEDMONT HEALTHCARE INC 1055000.0 641075.9 CORP Long
3137H6ZM0 3137H6ZM0 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 2772000.0 2270836.54 USGSE Long
3140M2CY6 3140M2CY6 FNMA GTD MTG PASS THRU CTF 5687439.17 4669294.85 USGSE Long
36176HTG9 36176HTG9 GNMA GUARANTEED PASS THRU CERT 142012.6341 129349.98 USGA Long
3132L7Q44 3132L7Q44 FED HOME LOAN MTG CORP - GOLD 235735.4861 205635.91 USGSE Long
3140NMJR9 3140NMJR9 FNMA GTD MTG PASS THRU CTF 996719.18 1007695.45 USGSE Long
59151KAM0 59151KAM0 METHANEX CORP 320000.0 301680.0 CORP Long
31402CPL0 31402CPL0 FNMA GTD MTG PASS THRU CTF 45021.0861 44748.82 USGSE Long
62952EAE7 62952EAE7 NYU LANGONE HOSPITALS 810000.0 665543.39 CORP Long
06051GFL8 06051GFL8 BANK OF AMERICA CORPORATION 10727000.0 10369581.72 CORP Long
31392CGR9 31392CGR9 FEDERAL NAT MTG ASN GTD REM PA 313.4839 311.58 USGSE Long
31410LWY4 31410LWY4 FNMA GTD MTG PASS THRU CTF 415176.1656 407654.88 USGSE Long
3132DNZR7 3132DNZR7 FED HOME LOAN MTG CORP - GOLD 1967049.0311 1690175.86 USGSE Long
46590XAY2 46590XAY2 JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 6505000.0 6142856.24 CORP Long
07014QAN1 07014QAN1 GREAT OUTDOORS GROUP LLC 1169035.5365 1157976.46 CORP Long
09659W2U7 09659W2U7 BNP PARIBAS 3670000.0 2990331.34 CORP Long
35565HBD6 35565HBD6 FREDDIE MAC STACR REMIC TRUST 2020-DNA1 6600000.0 6759556.32 USGA Long
3138LNX63 3138LNX63 FNMA GTD MTG PASS THRU CTF 2000000.0 1809390.0 USGSE Long
51808BAE2 51808BAE2 ENI USA INC 14000.0 14861.21 CORP Long
87470LAG6 87470LAG6 TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 413000.0 397202.75 CORP Long
31732FAT3 31732FAT3 FILTRATION GROUP CORP 215511.3642 215735.5 CORP Long
3132H3J20 3132H3J20 FED HOME LOAN MTG CORP - GOLD 15213.2513 14257.67 USGSE Long
62548NAB4 62548NAB4 MULTIFAMILY CONN AVE SECS TR 2023-01 3525000.0 3564582.93 CORP Long
36297FYV8 36297FYV8 GNMA GUARANTEED PASS THRU CERT 35681.4168 35137.4 USGA Long
36179XFK7 36179XFK7 GNMA GUARANTEED PASS THRU CERT 1892389.1445 1883192.32 USGA Long
404280DR7 404280DR7 HSBC HOLDINGS PLC 900000.0 950342.78 CORP Long
31418CBF0 31418CBF0 FNMA GTD MTG PASS THRU CTF 183787.425 159813.62 USGSE Long
3140LE2H9 3140LE2H9 FNMA GTD MTG PASS THRU CTF 5000000.0 4062021.5 USGSE Long
49461MAA8 49461MAA8 KINETIK HOLDINGS LP 407000.0 387703.11 CORP Long
22541LAE3 22541LAE3 CREDIT SUISSE USA INC 25000.0 27386.33 CORP Long
3140HFXP9 3140HFXP9 FNMA GTD MTG PASS THRU CTF 12451.596 11556.72 USGSE Long
758750AC7 758750AC7 REGAL REXNORD CORP 41000.0 40928.42 CORP Long
06675FBB2 06675FBB2 BANQUE FED CRED MUTUEL PARIS 200000.0 202032.83 CORP Long
94974BFP0 94974BFP0 WELLS FARGO and CO 24000.0 21782.88 CORP Long
N/A N/A INVESCO EURO CLO I DAC 10000000.0 10661585.4 CORP Long
31307RAA3 31307RAA3 FED HOME LOAN MTG CORP - GOLD 862774.508 806594.69 USGSE Long
31396PND9 31396PND9 FANNIE MAE 518.1335 538.88 USGSE Long
56585ABD3 56585ABD3 MARATHON PETROLEUM CORP 5590000.0 5228235.94 CORP Long
195325EF8 195325EF8 REPUBLIC OF COLOMBIA 200000.0 207400.0 NUSS Long
912920AK1 912920AK1 QWEST CORPORATION 203000.0 191858.35 CORP Long
31418DW73 31418DW73 FNMA GTD MTG PASS THRU CTF 400289.819 344017.56 USGSE Long
3140J6GP6 3140J6GP6 FNMA GTD MTG PASS THRU CTF 165725.819 153504.63 USGSE Long
172967JC6 172967JC6 CITIGROUP INC 2202000.0 2124716.43 CORP Long
05571AAS4 05571AAS4 BPCE SA 710000.0 731680.65 CORP Long
31334YGE1 31334YGE1 FED HOME LOAN MTG CORP - GOLD 480974.3776 412372.71 USGSE Long
466247K51 466247K51 JP MORGAN MTG TR 2023.0589 1995.61 CORP Long
31419BVU6 31419BVU6 FNMA GTD MTG PASS THRU CTF 24560.4767 23590.91 USGSE Long
22845JAA9 22845JAA9 CROWN PT CLO 11 LTD / CROWN PT CLO 11 LLC 1000000.0 993181.0 CORP Long
44107TBA3 44107TBA3 HOST HOTELS and RESORTS LP 840000.0 670432.87 CORP Long
3617HU2S1 3617HU2S1 GNMA GUARANTEED PASS THRU CERT 80733.9123 79292.04 USGA Long
05723KAF7 05723KAF7 BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC 56000.0 44710.05 CORP Long
19828TAC0 19828TAC0 COLUMBIA PIPELINES OPERATING CO LLC 1389000.0 1421221.55 CORP Long
3138WTUP9 3138WTUP9 FNMA GTD MTG PASS THRU CTF 252961.46 222937.11 USGSE Long
12666TAD8 12666TAD8 COUNTRYWIDE ASSET BD CTF 06-11 TR 1589790.6042 1465120.02 CORP Long
05601PAA4 05601PAA4 BSST 2021-SSCP MTG TR 1404000.0 1371801.79 CORP Long
38141GYC2 38141GYC2 GOLDMAN SACHS GROUP INC (THE) 141000.0 101494.82 CORP Long
693304BC0 693304BC0 PECO ENERGY COMPANY 183000.0 112465.22 CORP Long
720186AL9 720186AL9 PIEDMONT NATURAL GAS CO 138000.0 124828.01 CORP Long
912810RK6 912810RK6 UNITED STATES TREASURY BOND 4887500.0 3427932.14 UST Long
22942JAH6 22942JAH6 CSMC MTG BACKED TR 2006-6 1963227.5785 923298.47 CORP Long
3136ALYF2 3136ALYF2 FEDERAL NAT MTG ASN GTD REM PA 110928.3668 108896.48 USGSE Long
6174468Q5 6174468Q5 MORGAN STANLEY 36000.0 34228.94 CORP Long
143658BJ0 143658BJ0 CARNIVAL CORP 319000.0 333365.53 CORP Long
42771AAB2 42771AAB2 HERO FDG 2017-3 50521.2694 44454.34 CORP Long
N/A N/A KREDITANSTALT FUR WIEDERAUFB 1400000.0 1518682.17 CORP Long
N/A N/A AVANTOR FUNDING INC 2500000.0 2575723.0 CORP Long
803014AA7 803014AA7 SANTOS FINANCE LIMITED 4800000.0 3967074.24 CORP Long
097751BX8 097751BX8 BOMBARDIER INC 3890000.0 3666912.39 CORP Long
31418DUF7 31418DUF7 FNMA GTD MTG PASS THRU CTF 4840182.3995 3601730.25 USGSE Long
681936BD1 681936BD1 OMEGA HEALTHCARE INVESTORS INC 2793000.0 2729483.55 CORP Long
29336UAE7 29336UAE7 ENLINK MIDSTRM PRTNRS LP 22000.0 21569.46 CORP Long
02666TAE7 02666TAE7 AMERICAN HOMES 4 RENT LP 2910000.0 2493978.6 CORP Long
3132L9NK7 3132L9NK7 FED HOME LOAN MTG CORP - GOLD 413992.196 383331.02 USGSE Long
31411CPQ8 31411CPQ8 FNMA GTD MTG PASS THRU CTF 6473.0428 6582.22 USGSE Long
90932JAA0 90932JAA0 UNITED AIRLS INC 2019-2AA PASS THRU TRS 45007.4012 36878.4 CORP Long
3140EUKB4 3140EUKB4 FNMA GTD MTG PASS THRU CTF 17015.7569 16326.02 USGSE Long
3140QMMQ4 3140QMMQ4 FNMA GTD MTG PASS THRU CTF 1571101.271 1336703.8 USGSE Long
3140XMAR7 3140XMAR7 FNMA GTD MTG PASS THRU CTF 463608.2206 409386.6 USGSE Long
3132DVK79 3132DVK79 FED HOME LOAN MTG CORP - GOLD 2686369.462 2306568.94 USGSE Long
513272AE4 513272AE4 LAMB WESTON HOLDINGS INC 1258000.0 1096469.03 CORP Long
31394NUY2 31394NUY2 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 4251.6987 4073.69 USGSE Long
037389AU7 037389AU7 AON CORP2 7000.0 7195.85 CORP Long
674599DE2 674599DE2 OCCIDENTAL PETROLEUM CORP 116000.0 128068.81 CORP Long
12592PBG7 12592PBG7 COMM 2014-UBS6 MTG TR 8630043.7513 39665.41 CORP Long
3140LFW91 3140LFW91 FNMA GTD MTG PASS THRU CTF 737087.0 629284.71 USGSE Long
31418EL57 31418EL57 FNMA GTD MTG PASS THRU CTF 2359007.2895 2370241.83 USGSE Long
3140QRR54 3140QRR54 FNMA GTD MTG PASS THRU CTF 581863.6494 574887.57 USGSE Long
05605HAB6 05605HAB6 BWX TECHNOLOGIES INC 220000.0 198828.96 CORP Long
31398VXZ4 31398VXZ4 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 1654.2718 1638.81 USGSE Long
91324PEV0 91324PEV0 UNITEDHEALTH GROUP INC 5670000.0 5435764.14 CORP Long
69359UAA3 69359UAA3 PRPM 2021-2 8759602.168 8424323.14 CORP Long
3138WGAE4 3138WGAE4 FNMA GTD MTG PASS THRU CTF 417296.8655 388871.27 USGSE Long
92328MAC7 92328MAC7 VENTURE GLOBAL CALCASIEU 115000.0 94124.51 CORP Long
11135FBP5 11135FBP5 BROADCOM INC 1991000.0 1549684.86 CORP Long
267475AD3 267475AD3 DYCOM INDUSTRIES INC 492000.0 444772.92 CORP Long
12529YBN1 12529YBN1 CFMT 2021-FRR1 TR 263297.0 221649.73 CORP Long
19240CAE3 19240CAE3 COGENT COMMUNICATIONS GROUP INC 420000.0 412650.0 CORP Long
459506AS0 459506AS0 INTERNATIONAL FLAVORS and FRAGRANCES INC 1475000.0 929236.9 CORP Long
N/A N/A RECKITT BENCKISER TREAS SVCS PLC 440000.0 487480.46 CORP Long
95000U2Q5 95000U2Q5 WELLS FARGO and CO 410000.0 293505.63 CORP Long
67059TAG0 67059TAG0 NUSTAR LOGISTICS LP 60000.0 59590.1 CORP Long
92013BAG2 92013BAG2 VALLEY STREAM PARK CLO LTD 1000000.0 999752.0 CORP Long
31418DYC0 31418DYC0 FNMA GTD MTG PASS THRU CTF 17245030.1899 14066274.47 USGSE Long
740940AA9 740940AA9 PRET 2023-RN2 LLC 306000.0 305969.4 CORP Long
485134BQ2 485134BQ2 EVERGY KANSAS METRO 21000.0 16546.04 CORP Long
31418EGX2 31418EGX2 FNMA GTD MTG PASS THRU CTF 4273532.5184 4111766.92 USGSE Long
88947EAS9 88947EAS9 TOLL BROTHERS FINANCE CORP 7198000.0 7068817.28 CORP Long
3140FXC42 3140FXC42 FNMA GTD MTG PASS THRU CTF 618983.6345 542602.11 USGSE Long
3136AQCV0 3136AQCV0 FEDERAL NAT MTG ASN GTD REM PA 386216.795 361784.33 USGSE Long
3138LDSB0 3138LDSB0 FNMA GTD MTG PASS THRU CTF 268764.5599 253458.18 USGSE Long
3617KJQJ6 3617KJQJ6 GNMA GUARANTEED PASS THRU CERT 85118.2829 81567.72 USGA Long
31418DQZ8 31418DQZ8 FNMA GTD MTG PASS THRU CTF 630226.5382 521926.02 USGSE Long
26884TAR3 26884TAR3 ERAC USA FIN LLC 8865000.0 8350565.91 CORP Long
3138M3XL3 3138M3XL3 FNMA GTD MTG PASS THRU CTF 34822.2081 32853.94 USGSE Long
08163EBC8 08163EBC8 BENCHMARK 2021-B26 MTG TR 8800000.0 6925094.88 CORP Long
3137H3SE3 3137H3SE3 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 195317.858 165941.29 USGSE Long
N/A N/A INTELSAT JACKSON HLDGS S A 7937.0 75322.13 CORP Long
36257BAA7 36257BAA7 GARDA WORLD SECURITY CORP 24000.0 23148.79 CORP Long
3140QKDW5 3140QKDW5 FNMA GTD MTG PASS THRU CTF 195860.782 161958.49 USGSE Long
693984AB2 693984AB2 PRKCM 2023-AFC3 TR 975883.81 976256.6 CORP Long
61692CBK3 61692CBK3 MSC 2021-L6 12388914.23 686795.57 CORP Long
912810QY7 912810QY7 UNITED STATES TREASURY BOND 1357900.0 1021978.88 UST Long
3132WGVW4 3132WGVW4 FED HOME LOAN MTG CORP - GOLD 39573.1447 35616.12 USGSE Long
760759AX8 760759AX8 REPUBLIC SERVICES INC 58000.0 45268.0 CORP Long
3138LYFN2 3138LYFN2 FNMA GTD MTG PASS THRU CTF 23449.912 21407.9 USGSE Long
31418CV27 31418CV27 FNMA GTD MTG PASS THRU CTF 733049.6242 654962.76 USGSE Long
N/A N/A BNP PARIBAS 1.0 -2727.84 CORP N/A
01F0626C0 01F0626C0 FNMA/FHLG TBA ISSUER 44481928.0 45204737.09 USGA Long
36260XAN6 36260XAN6 GS MTG SECS TR 2021 3488852.02 3335735.38 CORP Long
489399AN5 489399AN5 KENNEDY-WILSON INC 225000.0 171990.0 CORP Long
49446RAZ2 49446RAZ2 KIMCO REALTY OP LLC 1340000.0 1114925.77 CORP Long
3140JWVW7 3140JWVW7 FNMA GTD MTG PASS THRU CTF 89608.6731 79755.23 USGSE Long
882508BD5 882508BD5 TEXAS INSTRUMENTS INC. 8000.0 6788.18 CORP Long
682691AC4 682691AC4 ONEMAIN FINANCE CORP 850000.0 730017.32 CORP Long
71376LAE0 71376LAE0 PERFORMANCE FOOD GROUP INC 205000.0 183346.28 CORP Long
3140H7NF0 3140H7NF0 FNMA GTD MTG PASS THRU CTF 27010.2666 25763.47 USGSE Long
3140QBR42 3140QBR42 FNMA GTD MTG PASS THRU CTF 474848.23 411126.87 USGSE Long
3132DQF84 3132DQF84 FED HOME LOAN MTG CORP - GOLD 3731169.553 3699261.71 USGSE Long
31292SAX8 31292SAX8 FED HOME LOAN MTG CORP - GOLD 298215.5074 263720.08 USGSE Long
3138WG5R1 3138WG5R1 FNMA GTD MTG PASS THRU CTF 569272.5794 495904.39 USGSE Long
N/A N/A CHICAGO BOARD OF TRADE -257.0 -154896.51 CORP N/A
31396UYQ7 31396UYQ7 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 7190.855 5667.38 USGSE Long
629377CP5 629377CP5 NRG ENERGY INC 106000.0 92895.18 CORP Long
31418EES5 31418EES5 FNMA GTD MTG PASS THRU CTF 28195117.7238 25681974.1 USGSE Long
31418DZ21 31418DZ21 FNMA GTD MTG PASS THRU CTF 1418919.253 1243344.03 USGSE Long
72284LAA7 72284LAA7 PINE STREET TRUST II 7800000.0 6603214.25 CORP Long
30227FAG5 30227FAG5 EXTENDED STAY AMER TR 2021-ESH 1456297.33 1424291.41 CORP Long
059165EK2 059165EK2 BALTIMORE GAS and ELECTRIC CO 40000.0 31969.88 CORP Long
37185LAL6 37185LAL6 GENESIS ENERGY LP/ FIN CORP 38000.0 37534.53 CORP Long
053332AZ5 053332AZ5 AUTOZONE INC 7024000.0 6499697.59 CORP Long
3140X55G4 3140X55G4 FNMA GTD MTG PASS THRU CTF 123389.969 107123.62 USGSE Long
61744YAK4 61744YAK4 MORGAN STANLEY 470000.0 439948.39 CORP Long
31393UVK6 31393UVK6 FEDERAL NAT MTG ASN GTD REM PA 160014.4352 163016.47 USGSE Long
3133KNNR0 3133KNNR0 FED HOME LOAN MTG CORP - GOLD 313493.591 276915.28 USGSE Long
36196PT44 36196PT44 GNMA GUARANTEED PASS THRU CERT 107883.7782 103552.16 USGA Long
195325DS1 195325DS1 REPUBLIC OF COLOMBIA 209000.0 161139.0 NUSS Long
62954HAL2 62954HAL2 NXP B V/NXP FDG LLC/NXP USA INC 85000.0 58234.35 CORP Long
29103CAA6 29103CAA6 EMERALD DEBT MERGER SUB LLC 777000.0 775057.5 CORP Long
05608BAL4 05608BAL4 BX COMMERCIAL MORTGAGE TRUST 2019-IMC 3099000.0 3038739.64 CORP Long
96926JAC1 96926JAC1 WILLIAM (CARTER) CO 1103000.0 1069649.87 CORP Long
36179WQB7 36179WQB7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 160433.3818 139170.33 USGA Long
3140EVS99 3140EVS99 FNMA GTD MTG PASS THRU CTF 1638679.182 1530639.59 USGSE Long
06051GJL4 06051GJL4 BANK OF AMERICA CORPORATION 2615000.0 2044278.68 CORP Long
N/A N/A WHITBREAD GROUP PLC 720000.0 804614.93 CORP Long
37045XDL7 37045XDL7 GENERAL MTRS FINL CO INC 570000.0 457751.25 CORP Long
110122DR6 110122DR6 BRISTOL-MYERS SQUIBB CO 407000.0 269732.63 CORP Long
62482BAB8 62482BAB8 MEDLINE BORROWER LP 423000.0 382800.28 CORP Long
3618BDJU0 3618BDJU0 GNMA GUARANTEED PASS THRU CERT 1132721.35 1149831.11 USGA Long
3140XL3X4 3140XL3X4 FNMA GTD MTG PASS THRU CTF 1393446.9714 1245883.31 USGSE Long
3140XFTW1 3140XFTW1 FNMA GTD MTG PASS THRU CTF 3529788.171 3019714.01 USGSE Long
3138LE7B1 3138LE7B1 FNMA GTD MTG PASS THRU CTF 171871.6494 159029.64 USGSE Long
02151DAD6 02151DAD6 ALTERNATIVE LN TR 2007-OH3 1784330.6347 1566249.03 CORP Long
694308JN8 694308JN8 PACIFIC GAS and ELECTRIC CO 4159000.0 3309064.47 CORP Long
N/A N/A MONTREAL EXCHANGE (THE) 54.0 35645.04 CORP N/A
68233JBR4 68233JBR4 ONCOR ELEC DELIVERY CO LLC 54000.0 35964.72 CORP Long
586054AB4 586054AB4 MEMORIAL SLOAN KETTERING CANCER CTR 6000.0 4764.82 CORP Long
3137H9PB9 3137H9PB9 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 5101382.0 4669542.87 USGSE Long
097023CR4 097023CR4 BOEING CO 199000.0 141637.3 CORP Long
74977RDN1 74977RDN1 COOPERATIEVE RABOBANK UA 665000.0 621946.82 CORP Long
3140QLP59 3140QLP59 FNMA GTD MTG PASS THRU CTF 238339.702 204238.34 USGSE Long
30166TAG8 30166TAG8 EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 1015000.0 1019999.59 CORP Long
3132QDE72 3132QDE72 FED HOME LOAN MTG CORP - GOLD 9428.8059 8494.83 USGSE Long
N/A N/A NATWEST GROUP PLC 1900000.0 2269199.59 CORP Long
95000U2A0 95000U2A0 WELLS FARGO and CO 2497000.0 2338712.5 CORP Long
N/A N/A JOHN LEWIS PLC 1616000.0 2016147.8 CORP Long
3132DWBJ1 3132DWBJ1 FED HOME LOAN MTG CORP - GOLD 17866626.3881 14573292.59 USGSE Long
3132XUAD7 3132XUAD7 FED HOME LOAN MTG CORP - GOLD 504180.257 448251.44 USGSE Long
74331UAL2 74331UAL2 PROGRESS RESIDENTIAL 2022-SFR3 TR 588000.0 543128.49 CORP Long
16412XAJ4 16412XAJ4 CHENIERE CORPUS CHRISTI HOLDINGS LLC 808000.0 736389.88 CORP Long
91282CCF6 91282CCF6 UST NOTES 7580000.0 6907275.0 UST Long
20030NEF4 20030NEF4 COMCAST CORP 2532000.0 2444885.76 CORP Long
31395UEH0 31395UEH0 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 451.6628 466.73 USGSE Long
3138LGTL0 3138LGTL0 FNMA GTD MTG PASS THRU CTF 492542.0 449208.01 USGSE Long
42771VAA8 42771VAA8 HERO FDG II 2016-4B 17936.7985 17585.8 CORP Long
78454LAP5 78454LAP5 SM ENERGY CO 397000.0 390563.15 CORP Long
31394DJ68 31394DJ68 FEDERAL NAT MTG ASN GTD REM PA 5351.4705 370.5 USGSE Long
N/A N/A INTELSAT SA/LUXEMBOURG 75805.0 2894992.95 CORP Long
693475BM6 693475BM6 PNC FINANCIAL SERVICES GRP INC 1910000.0 1791079.16 CORP Long
38375BWC2 38375BWC2 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 3607.0195 3572.68 USGA Long
3132DWEH2 3132DWEH2 FED HOME LOAN MTG CORP - GOLD 2334595.4971 2050158.19 USGSE Long
N/A N/A VEOLIA ENVIRONNEMENT SA 500000.0 472136.88 CORP Long
3140N4QV2 3140N4QV2 FNMA GTD MTG PASS THRU CTF 12783330.37 11985920.28 USGSE Long
36179QR29 36179QR29 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 691016.6385 669102.22 USGA Long
15089QAW4 15089QAW4 CELANESE US HLDGS LLC 3358000.0 3430509.19 CORP Long
341081FQ5 341081FQ5 FLORIDA PWR and LT CO 19000.0 15040.16 CORP Long
3140QQV93 3140QQV93 FNMA GTD MTG PASS THRU CTF 7316589.471 7228869.42 USGSE Long
N/A N/A DOMINICAN REPUBLIC 157000.0 146269.05 NUSS Long
83367TBR9 83367TBR9 SOCIETE GENERALE 830000.0 802927.68 CORP Long
36202FT55 36202FT55 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1455.7997 1509.85 USGA Long
3140QM6R0 3140QM6R0 FNMA GTD MTG PASS THRU CTF 366545.999 324350.29 USGSE Long
17307GL71 17307GL71 CITIGROUP MTG LN TR 1066152.05 989873.88 CORP Long
36267FAG3 36267FAG3 GLS AUTO SELECT RECEIVABLES TRUST 2023-1 175000.0 173783.28 CORP Long
38141GZK3 38141GZK3 GOLDMAN SACHS GROUP INC (THE) 1713000.0 1560224.04 CORP Long
3138W4CS8 3138W4CS8 FNMA GTD MTG PASS THRU CTF 71736.9662 63773.17 USGSE Long
30297MAS9 30297MAS9 FREMF 2018-K733 MTG TR 384000.0 370676.39 CORP Long
693342AB3 693342AB3 PG and E WILDFIRE RECOVERY 31000.0 28277.14 CORP Long
92277GAL1 92277GAL1 VENTAS RLTY LTD PARTNERSHIP 518000.0 487685.54 CORP Long
606822BY9 606822BY9 MITSUBISHI UFJ FINANCIAL GROUP INC 465000.0 418550.26 CORP Long
N/A N/A AT SECURITIES BV 2750000.0 1211375.0 CORP Long
05948KSN0 05948KSN0 BANC AMER ALTERNATIVE LN TR 278.0414 224.7 CORP Long
3136BPHK0 3136BPHK0 FEDERAL NAT MTG ASN GTD REM PA 412499.0 377553.12 USGSE Long
054989AB4 054989AB4 BAT CAPITAL CORP 3690000.0 3757140.51 CORP Long
903724AP7 903724AP7 UKRAINE GOVERNMENT 2800000.0 876400.0 NUSS Long
912810SL3 912810SL3 UNITED STATES TREASURY BOND 47180000.0 28518098.2 UST Long
900123DF4 900123DF4 TURKEY REPUBLIC OF 200000.0 214750.0 NUSS Long
600814AR8 600814AR8 MILLICOM INTL CELLULAR SA 200000.0 159300.0 CORP Long
3138LXZX0 3138LXZX0 FNMA GTD MTG PASS THRU CTF 12933.4331 12202.39 USGSE Long
40435WAB6 40435WAB6 HTA GROUP LTD/MAURITIUS 230000.0 224599.6 CORP Long
3140J8KS1 3140J8KS1 FNMA GTD MTG PASS THRU CTF 186671.1797 183697.81 USGSE Long
641423BZ0 641423BZ0 NEVADA POWER CO 18000.0 16735.38 CORP Long
3140F5DA8 3140F5DA8 FNMA GTD MTG PASS THRU CTF 453446.8677 407269.74 USGSE Long
31419ATJ6 31419ATJ6 FNMA GTD MTG PASS THRU CTF 3215.0149 3191.85 USGSE Long
92332YAB7 92332YAB7 VENTURE GLOBAL LNG INC 296000.0 291657.3 CORP Long
N/A N/A ROLLS-ROYCE PLC 685000.0 810729.61 CORP Long
75026JAC4 75026JAC4 RADIATE HOLDCO LLC / RADIATE FIN INC 145000.0 108010.57 CORP Long
11042AAA2 11042AAA2 BRITISH AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST 17448.6129 17304.91 CORP Long
89288CAA7 89288CAA7 TRALEE CLO VII LTD / TRALEE CLO VII LLC 12000000.0 11963712.0 CORP Long
3133KNEF6 3133KNEF6 FED HOME LOAN MTG CORP - GOLD 3649977.38 2985165.76 USGSE Long
31359WXR7 31359WXR7 FEDERAL NAT MTG ASN GTD REM PA 2172.0133 2243.22 USGSE Long
3140KVJ92 3140KVJ92 FED HOME LOAN MTG CORP - GOLD 212509.961 187343.21 USGSE Long
906548CU4 906548CU4 UNION ELECTRIC CO 38000.0 28861.03 CORP Long
N/A N/A ICON LUXEMBOURG SARL 240422.4334 240773.45 CORP Long
312946QN9 312946QN9 FED HOME LOAN MTG CORP - GOLD 130991.227 125995.61 USGSE Long
3132D6C24 3132D6C24 FED HOME LOAN MTG CORP - GOLD 6804726.3794 6542894.8 USGSE Long
31418ENV8 31418ENV8 FNMA GTD MTG PASS THRU CTF 2928331.9058 2938766.72 USGSE Long
55336VAM2 55336VAM2 MPLX LP 1125000.0 955614.7 CORP Long
36202FPF7 36202FPF7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 2636935.619 2476795.84 USGA Long
11284EAP8 11284EAP8 BROOKFIELD WEC HOLDINGS INC 99000.0 99123.75 CORP Long
928563AE5 928563AE5 VMWARE INC 141000.0 137872.09 CORP Long
3132Y2NH5 3132Y2NH5 FED HOME LOAN MTG CORP - GOLD 116726.806 104143.05 USGSE Long
3131Y0ZB1 3131Y0ZB1 FED HOME LOAN MTG CORP - GOLD 61379.431 58546.15 USGSE Long
83368RBH4 83368RBH4 SOCIETE GENERALE 3156000.0 2853786.39 CORP Long
61690VAY4 61690VAY4 MORGAN STANLEY BK AMER MERRILL LYNCH TR 2015-C26 3200000.0 3096249.92 CORP Long
3128M9SN3 3128M9SN3 FED HOME LOAN MTG CORP - GOLD 240805.22 225797.23 USGSE Long
3132DPB72 3132DPB72 FED HOME LOAN MTG CORP - GOLD 669093.967 651118.16 USGSE Long
3140XGCN7 3140XGCN7 FNMA GTD MTG PASS THRU CTF 144938.776 118765.91 USGSE Long
29273VAU4 29273VAU4 ENERGY TRANSFER LP 1624000.0 1698861.33 CORP Long
3133C6EW5 3133C6EW5 FNMA GTD MTG PASS THRU CTF 7080533.1 6821162.55 USGSE Long
N/A N/A GRAND CITY PROPERTIES SA 2400000.0 1078006.86 CORP Long
35908MAE0 35908MAE0 FRONTIER COMMUNICATIONS HOLDINGS LLC 2358000.0 2322117.61 CORP Long
91087BAQ3 91087BAQ3 MEXICO UNITED MEXICAN STATES 400000.0 311800.0 NUSS Long
06051GJK6 06051GJK6 BANK OF AMERICA CORPORATION 1743000.0 1597072.47 CORP Long
05553WAC3 05553WAC3 BBCMS MORTGAGE TRUST 2023-C21 1600000.0 1626362.72 CORP Long
912828ZS2 912828ZS2 UST NOTES 16867400.0 14747774.03 UST Long
3138M8WD1 3138M8WD1 FNMA GTD MTG PASS THRU CTF 160948.6173 142571.54 USGSE Long
3132HLBQ5 3132HLBQ5 FED HOME LOAN MTG CORP - GOLD 371759.1422 338763.03 USGSE Long
21H0406C2 21H0406C2 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 2359000.0 2173738.77 USGA Long
382550BN0 382550BN0 GOODYEAR TIRE and RUBBER CO 340000.0 310198.46 CORP Long
62955LAC2 62955LAC2 NW RE-REMIC TR 2021-FRR1 267686.0 206335.85 CORP Long
01F0626C0 01F0626C0 FNMA/FHLG TBA ISSUER -25775000.0 -26193830.86 USGA Short
31417ECN9 31417ECN9 FNMA GTD MTG PASS THRU CTF 345218.27 304452.2 USGSE Long
46284VAE1 46284VAE1 IRON MOUNTAIN INC 223000.0 211314.73 CORP Long
3132DQUP9 3132DQUP9 FED HOME LOAN MTG CORP - GOLD 494898.2322 457629.48 USGSE Long
07876MAC1 07876MAC1 BELLEMEADE RE 2021-1 LTD 2550000.0 2594270.3 CORP Long
717081EU3 717081EU3 PFIZER INC 86000.0 72714.36 CORP Long
70959WAK9 70959WAK9 PENSKE AUTOMOTIVE GROUP INC 312000.0 270592.64 CORP Long
3140F1NM0 3140F1NM0 FNMA GTD MTG PASS THRU CTF 121066.2776 116121.01 USGSE Long
3140F96S9 3140F96S9 FNMA GTD MTG PASS THRU CTF 400230.9148 383757.37 USGSE Long
210518CX2 210518CX2 CONSUMERS ENERGY CO 14000.0 10670.05 CORP Long
75886FAE7 75886FAE7 REGENERON PHARMACEUTICALS INC 195000.0 154847.47 CORP Long
38376RCQ7 38376RCQ7 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 6670.2513 6233.17 USGA Long
378272BE7 378272BE7 GLENCORE FDG LLC 269000.0 220577.46 CORP Long
61692CAZ1 61692CAZ1 MSC 2021-L6 7000000.0 5459821.5 CORP Long
649322AA2 649322AA2 NEW YORK and PRESBYTERIAN HOSP 600000.0 480323.7 CORP Long
3140XC5B0 3140XC5B0 FNMA GTD MTG PASS THRU CTF 267429.8007 242323.33 USGSE Long
36260XAQ9 36260XAQ9 GS MTG SECS TR 2021 2152695.93 2020633.85 CORP Long
23345MAA5 23345MAA5 DT MIDSTREAM INC 327000.0 293570.87 CORP Long
440405AE8 440405AE8 HORIZON 2018 3078557.43 2610592.07 CORP Long
29444UBU9 29444UBU9 EQUINIX INC 40000.0 35464.47 CORP Long
06051GHD4 06051GHD4 BANK OF AMERICA CORPORATION 255000.0 234244.55 CORP Long
3133BS6E7 3133BS6E7 FED HOME LOAN MTG CORP - GOLD 505049.6879 487061.89 USGSE Long
91282CFF3 91282CFF3 UST NOTES 24220400.0 21388694.7 UST Long
3140E76B1 3140E76B1 FNMA GTD MTG PASS THRU CTF 219862.72 204886.02 USGSE Long
482480AL4 482480AL4 KLA CORP 130000.0 127742.2 CORP Long
845743BW2 845743BW2 SOUTHWESTERN PUBLIC SERVICE CO 3000000.0 2559562.98 CORP Long
389284AA8 389284AA8 GRAY TELEVISION INC 175000.0 159031.25 CORP Long
483007AJ9 483007AJ9 KAISER ALUMINUM CORP 512000.0 453517.57 CORP Long
665772CS6 665772CS6 NORTHERN STATES POWER CO (MN) 68000.0 40299.65 CORP Long
12654AAA9 12654AAA9 CNX MIDSTREAM PARTNERS LP 45000.0 39182.68 CORP Long
04685A2K6 04685A2K6 ATHENE GLOBAL FUNDING 131000.0 119858.94 CORP Long
36176PQQ2 36176PQQ2 GNMA GUARANTEED PASS THRU CERT 145925.7307 136100.58 USGA Long
538034AN9 538034AN9 LIVE NATION ENTERTAINMENT INC 49000.0 47670.33 CORP Long
31418EJL5 31418EJL5 FNMA GTD MTG PASS THRU CTF 562519.99 538311.89 USGSE Long
46817MAS6 46817MAS6 JACKSON FINANCIAL INC 3183000.0 3088616.67 CORP Long
912828K74 912828K74 UST NOTES 7899600.0 7537020.68 UST Long
345397B51 345397B51 FORD MOTOR CREDIT CO LLC 275000.0 240086.91 CORP Long
3137BVZ90 3137BVZ90 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 749228.0 716404.02 USGSE Long
46266TAD0 46266TAD0 IQVIA INC 210000.0 211774.5 CORP Long
3132DWDK6 3132DWDK6 FED HOME LOAN MTG CORP - GOLD 10530077.9396 8909703.23 USGSE Long
000367AA0 000367AA0 AASET 2018-1 TR 2094829.4035 1356384.44 CORP Long
31620MAU0 31620MAU0 FIDELITY NATIONAL INFORMATION SERVICES INC 58000.0 45886.87 CORP Long
404280EB1 404280EB1 HSBC HOLDINGS PLC 240000.0 313486.53 CORP Long
31418DWQ1 31418DWQ1 FNMA GTD MTG PASS THRU CTF 28385711.4953 21078338.05 USGSE Long
3137F1G44 3137F1G44 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 1494050.0 1417519.83 USGSE Long
842400HX4 842400HX4 SOUTHERN CALIFORNIA EDISON CO 1079000.0 1069851.75 CORP Long
48247QAA2 48247QAA2 KGS-ALPHA SBA COOF TRUST SERIES 2012-4 69857.3569 1271.75 CORP Long
3128P8DM0 3128P8DM0 FED HOME LOAN MTG CORP - GOLD 1240404.2812 1139814.07 USGSE Long
22946BAP1 22946BAP1 CSMC 2020-RPL2 TR 437056.1 455255.73 CORP Long
893574AR4 893574AR4 TRANSCONTINENTAL GAS PIPE LINE CO LLC 103000.0 77290.01 CORP Long
3138EQL83 3138EQL83 FNMA GTD MTG PASS THRU CTF 922001.829 916569.49 USGSE Long
404280DV8 404280DV8 HSBC HOLDINGS PLC 1323000.0 1347456.37 CORP Long
398905AN9 398905AN9 GROUP 1 AUTOMOTIVE INC 315000.0 283874.25 CORP Long
3138AUFW2 3138AUFW2 FNMA GTD MTG PASS THRU CTF 12378.6503 11850.2 USGSE Long
3138ATUZ1 3138ATUZ1 FNMA GTD MTG PASS THRU CTF 25488.7627 24455.54 USGSE Long
3140LFAF1 3140LFAF1 FNMA GTD MTG PASS THRU CTF 6000000.0 4797936.6 USGSE Long
11135FBF7 11135FBF7 BROADCOM INC 12129000.0 9549989.63 CORP Long
31335AGX0 31335AGX0 FED HOME LOAN MTG CORP - GOLD 173454.4785 172706.61 USGSE Long
3140KTJ30 3140KTJ30 FNMA GTD MTG PASS THRU CTF 1216279.67 1110528.41 USGSE Long
313929RL7 313929RL7 FED HOME LOAN MTG CORP - GOLD 2077.9922 2134.82 USGSE Long
31335CAW4 31335CAW4 FED HOME LOAN MTG CORP - GOLD 4697565.256 4482378.25 USGSE Long
30303M8R6 30303M8R6 META PLATFORMS INC 102000.0 103773.35 CORP Long
210518DU7 210518DU7 CONSUMERS ENERGY CO 453000.0 432765.11 CORP Long
12530MAB1 12530MAB1 CF HIPPOLYTA ISSUER LLC 6511747.25 5508228.39 CORP Long
637417AJ5 637417AJ5 NNN REIT INC 47000.0 44196.19 CORP Long
02666TAC1 02666TAC1 AMERICAN HOMES 4 RENT LP 704000.0 552057.18 CORP Long
698299BN3 698299BN3 PANAMA REPUBLIC OF 480000.0 335726.4 NUSS Long
46644RAA3 46644RAA3 JPMBB COML MTG SECUTITIES TR 2015--C29 741666.88 713781.47 CORP Long
3617GM3Q3 3617GM3Q3 GNMA GUARANTEED PASS THRU CERT 389898.351 361579.02 USGA Long
185899AK7 185899AK7 CLEVELAND-CLIFFS INC 194000.0 174346.46 CORP Long
92332YAC5 92332YAC5 VENTURE GLOBAL LNG INC 744000.0 767655.59 CORP Long
436440AM3 436440AM3 HOLOGIC INC 33000.0 31105.82 CORP Long
19737TAE6 19737TAE6 COLUMBIA CENT CLO 32 LTD / COLUMBIA CENT CLO 32 CORP 7340000.0 7326876.08 CORP Long
3140XLMY1 3140XLMY1 FNMA GTD MTG PASS THRU CTF 1999923.2723 1973258.3 USGSE Long
30292CAL1 30292CAL1 FREMF 2014-K38 MTG TR 138962.0 137433.11 CORP Long
097023CW3 097023CW3 BOEING CO 6375000.0 6217618.14 CORP Long
465685AQ8 465685AQ8 ITC HLDGS CORP 262000.0 223375.36 CORP Long
50212YAD6 50212YAD6 LPL HOLDINGS INC 547000.0 487980.32 CORP Long
251526CT4 251526CT4 DEUTSCHE BANK AG NEW YORK BNCH 1760000.0 1687217.63 CORP Long
3136BMXZ6 3136BMXZ6 FANNIE MAE 9000000.0 7169274.9 USGSE Long
3140XLDX3 3140XLDX3 FNMA GTD MTG PASS THRU CTF 1420514.491 1359382.51 USGSE Long
3140HRRT2 3140HRRT2 FNMA GTD MTG PASS THRU CTF 135485.4295 129840.28 USGSE Long
3128HXKY0 3128HXKY0 FED HOME LOAN MTG CORP - GOLD 49919.7603 46464.05 USGSE Long
693475BU8 693475BU8 PNC FINANCIAL SERVICES GRP INC 695000.0 737813.96 CORP Long
3138WJD88 3138WJD88 FNMA GTD MTG PASS THRU CTF 783356.367 729232.63 USGSE Long
38376RWL6 38376RWL6 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 167098.2501 166395.9 USGA Long
912810SA7 912810SA7 UNITED STATES TREASURY BOND 4424500.0 3336003.89 UST Long
3136BGB34 3136BGB34 FEDERAL NAT MTG ASN GTD REM PA 214677.814 169573.77 USGSE Long
3140XAHS4 3140XAHS4 FNMA GTD MTG PASS THRU CTF 4980242.973 4132275.43 USGSE Long
26443TAB2 26443TAB2 DUKE ENERGY IND INC 125000.0 83054.1 CORP Long
31346YF99 31346YF99 FED HOME LOAN MTG CORP - GOLD 8015129.59 6886955.22 USGSE Long
12662JAA0 12662JAA0 CSMCM 2022-RPL1 TR 367452.04 286983.35 CORP Long
3132DWE58 3132DWE58 FED HOME LOAN MTG CORP - GOLD 11087165.1724 10079865.17 USGSE Long
3133CCJW7 3133CCJW7 FED HOME LOAN MTG CORP - GOLD 673152.375 695375.29 USGSE Long
31374CQS8 31374CQS8 FNMA GTD MTG PASS THRU CTF 1141289.66 1135101.25 USGSE Long
278062AH7 278062AH7 EATON CORP 95000.0 88672.14 CORP Long
629377CC4 629377CC4 NRG ENERGY INC 141000.0 139931.88 CORP Long
91327BAB6 91327BAB6 UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 585000.0 484950.55 CORP Long
842400HW6 842400HW6 SOUTHERN CALIFORNIA EDISON CO 2295000.0 2276978.9 CORP Long
3620C0ZB7 3620C0ZB7 GNMA GUARANTEED PASS THRU CERT 52859.0639 50639.36 USGA Long
12595EAD7 12595EAD7 COMM 2017-COR2 11380000.0 10382288.09 CORP Long
26252NAQ2 26252NAQ2 DRYDEN 72 CLO LTD 6000000.0 5950728.0 CORP Long
74333AAN0 74333AAN0 PROGRESS RESIDENTIAL 2020 204000.0 187734.26 CORP Long
3132QDFG1 3132QDFG1 FED HOME LOAN MTG CORP - GOLD 16011.1568 14375.13 USGSE Long
62886EAY4 62886EAY4 NCR VOYIX CORP 382000.0 347753.74 CORP Long
94974BGL8 94974BGL8 WELLS FARGO and CO 21885000.0 21006576.37 CORP Long
00038RAB2 00038RAB2 AASET 2019-2 TR 1333002.51 586570.16 CORP Long
74331AAJ1 74331AAJ1 PROGRESS RESIDENTIAL 2019-SFR4 TR 239308.0 231840.7 CORP Long
N/A N/A SOCIETE GENERALE 415000.0 414673.64 CORP Long
3132DWJR5 3132DWJR5 FED HOME LOAN MTG CORP - GOLD 7782633.65 7674733.66 USGSE Long
432833AG6 432833AG6 HILTON DOMESTIC OPERATING CO INC 41000.0 40710.86 CORP Long
75281AAS8 75281AAS8 RANGE RESOURCES CORP 46000.0 45271.59 CORP Long
21H022614 21H022614 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 77700000.0 65005187.52 USGA Long
00084DAW0 00084DAW0 ABN AMRO BANK NV 3600000.0 3053730.28 CORP Long
09229CAA7 09229CAA7 BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 7422123.645 6327360.41 CORP Long
172967NE7 172967NE7 CITIGROUP INC 845000.0 668961.75 CORP Long
N/A N/A JPMORGAN SECURITIES LLC 110000.0 24345.65 CORP N/A
38239JAA9 38239JAA9 GOODMAN US FINANCE THREE LLC 57000.0 52037.81 CORP Long
85205TAN0 85205TAN0 SPIRIT AEROSYSTEMS INC 211000.0 228152.19 CORP Long
89787RAH5 89787RAH5 TRUGREEN LP 224707.89 210504.1 CORP Long
36194A5E3 36194A5E3 GNMA GUARANTEED PASS THRU CERT 28190.0246 25451.89 USGA Long
3140LHD98 3140LHD98 FNMA GTD MTG PASS THRU CTF 389300.0 346012.8 USGSE Long
3140X5YQ0 3140X5YQ0 FNMA GTD MTG PASS THRU CTF 631817.637 575106.89 USGSE Long
36213EZR0 36213EZR0 GNMA GUARANTEED PASS THRU CERT 52797.7774 49242.91 USGA Long
31335ATG3 31335ATG3 FED HOME LOAN MTG CORP - GOLD 353049.454 330542.66 USGSE Long
3128MJXL9 3128MJXL9 FED HOME LOAN MTG CORP - GOLD 291745.05 271870.01 USGSE Long
3133BM7G4 3133BM7G4 FED HOME LOAN MTG CORP - GOLD 26847.31 26025.36 USGSE Long
15189XAU2 15189XAU2 CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 58000.0 37077.18 CORP Long
771196CH3 771196CH3 ROCHE HLDGS INC 575000.0 597381.69 CORP Long
67103HAF4 67103HAF4 OREILLY AUTOMOTIVE INC 5000.0 4738.28 CORP Long
3140J9FW6 3140J9FW6 FNMA GTD MTG PASS THRU CTF 955188.4404 886839.07 USGSE Long
26138EAX7 26138EAX7 KEURIG DR PEPPER INC 6000.0 5665.68 CORP Long
91324PAR3 91324PAR3 UNITEDHEALTH GROUP INC 820000.0 861315.39 CORP Long
225470RT2 225470RT2 CREDIT SUISSE FIRST BOSTON MTG SECS CORP 2028313.5416 1188660.5 CORP Long
68389XBX2 68389XBX2 ORACLE CORP 2530000.0 1766765.84 CORP Long
3132DQNH5 3132DQNH5 FED HOME LOAN MTG CORP - GOLD 5569243.1479 4568777.07 USGSE Long
3133G7XF5 3133G7XF5 FED HOME LOAN MTG CORP - GOLD 604162.834 548423.92 USGSE Long
929043AL1 929043AL1 VORNADO REALTY L P 6373000.0 4556568.75 CORP Long
61772BAB9 61772BAB9 MORGAN STANLEY 648000.0 587520.5 CORP Long
3132GEX96 3132GEX96 FED HOME LOAN MTG CORP - GOLD 66645.1971 66190.22 USGSE Long
91159HJJ0 91159HJJ0 US BANCORP DEL 1425000.0 1402143.67 CORP Long
50205NAA5 50205NAA5 LHOME MTG TR 2023-RTL1 3059000.0 3048339.39 CORP Long
07325YAG3 07325YAG3 BAYVIEW COML ASSET TR 2007 3 15747.2689 18544.87 CORP Long
637417AR7 637417AR7 NNN REIT INC 471000.0 280385.92 CORP Long
31418DZU9 31418DZU9 FNMA GTD MTG PASS THRU CTF 1442064.0842 1069930.22 USGSE Long
3132DPUF3 3132DPUF3 FED HOME LOAN MTG CORP - GOLD 397407.6325 352404.36 USGSE Long
3617M76V5 3617M76V5 GNMA GUARANTEED PASS THRU CERT 32035.428 28681.51 USGA Long
69357VAA3 69357VAA3 PMHC II INC 175000.0 134809.5 CORP Long
61768FAA8 61768FAA8 MORGAN STANLEY CAP I TR 2018-BOP 4512912.15 3745643.52 CORP Long
25278XAN9 25278XAN9 DIAMONDBACK ENERGY INC 3942000.0 3563271.36 CORP Long
N/A N/A GOLDMAN SACHS and CO LLC (GOV REPO) 330000.0 73036.95 CORP N/A
38375UR93 38375UR93 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 495826.8347 491359.48 USGA Long
45567YAN5 45567YAN5 MH SUB I LLC 316969.27 306623.39 CORP Long
02005NBN9 02005NBN9 ALLY FINANCIAL INC 45000.0 29005.92 CORP Long
1248EPBT9 1248EPBT9 CCO HLDGS LLC/CCO HLDGS CAP CORP 231000.0 219786.29 CORP Long
3620ALSX3 3620ALSX3 GNMA GUARANTEED PASS THRU CERT 5179.2633 4957.24 USGA Long
375558BS1 375558BS1 GILEAD SCIENCES INC 1552000.0 1067949.11 CORP Long
36179MQQ6 36179MQQ6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 275817.02 258232.14 USGA Long
092174AA9 092174AA9 BLACK KNIGHT INFOSERV LLC 299000.0 277322.5 CORP Long
30161MAJ2 30161MAJ2 CONSTELLATION ENERGY GENERATION LLC 80000.0 74975.2 CORP Long
31416QTV7 31416QTV7 FNMA GTD MTG PASS THRU CTF 390.4026 388.11 USGSE Long
694308HN0 694308HN0 PACIFIC GAS and ELECTRIC CO 540000.0 383350.9 CORP Long
95003CAE0 95003CAE0 WELLS FARGO COMMERCIAL MORTGAGE TRUST 5000000.0 4005348.0 CORP Long
31393XFS1 31393XFS1 FEDERAL NAT MTG ASN GTD REM PA 3855.8476 3862.81 USGSE Long
3140KXQQ2 3140KXQQ2 FNMA GTD MTG PASS THRU CTF 706083.6186 581448.35 USGSE Long
31307G2R9 31307G2R9 FED HOME LOAN MTG CORP - GOLD 415381.643 397887.6 USGSE Long
3140X3BQ0 3140X3BQ0 FNMA GTD MTG PASS THRU CTF 2094511.089 1949312.25 USGSE Long
11014PAJ4 11014PAJ4 BRISTOL PARK CLO LTD 2016 6816611.82 6807048.11 CORP Long
3138YUWB3 3138YUWB3 FNMA GTD MTG PASS THRU CTF 110880.3158 103431.28 USGSE Long
N/A N/A MORGAN STANLEY and CO. INTERNATIONAL PLC 540000.0 -13722.53 CORP N/A
466317AA2 466317AA2 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST 4686141.95 4262860.55 CORP Long
3137ARA30 3137ARA30 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 117021.0 111761.69 USGSE Long
61748BAD6 61748BAD6 MORGAN STANLEY ABS 06 HE4 3490884.09 1752831.9 CORP Long
3140F3BS6 3140F3BS6 FNMA GTD MTG PASS THRU CTF 434458.7279 390486.81 USGSE Long
3133KPDQ8 3133KPDQ8 FED HOME LOAN MTG CORP - GOLD 2904208.35 2565800.41 USGSE Long
3132KEZJ7 3132KEZJ7 FED HOME LOAN MTG CORP - GOLD 154360.8 145309.95 USGSE Long
36178GR97 36178GR97 GNMA GUARANTEED PASS THRU CERT 55563.5025 49052.82 USGA Long
30040WAR9 30040WAR9 EVERSOURCE ENERGY 15000.0 14613.25 CORP Long
36202FQ66 36202FQ66 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 457775.55 429951.27 USGA Long
3138XEJD1 3138XEJD1 FNMA GTD MTG PASS THRU CTF 5403.5713 5208.18 USGSE Long
16876DAA6 16876DAA6 CHILDREN'S HOSPITAL/DC 22000.0 13507.83 CORP Long
713291AH5 713291AH5 PEPCO HOLDINGS LLC 29000.0 30603.27 CORP Long
98164QAD0 98164QAD0 WORLD OMNI AUTO RECEIVABLES TR 2023-B 3538000.0 3490728.78 CORP Long
056054AF6 056054AF6 BX COMMERCIAL MORTGAGE TRUST 2019-XL 4286550.01 4248464.01 CORP Long
01F0504C7 01F0504C7 FNMA/FHLG TBA ISSUER 1250000.0 1218261.75 USGA Long
31418EF47 31418EF47 FNMA GTD MTG PASS THRU CTF 11199027.0027 10824661.45 USGSE Long
36267PAL0 36267PAL0 GLS AUTO RECEIVABLES TRUST 2023-3 1000000.0 992679.1 CORP Long
225401AT5 225401AT5 UBS GROUP AG 7385000.0 6664259.45 CORP Long
30305EAE8 30305EAE8 FREMF 17-K68 MORTGAGE TRUST 275672.0 257474.78 CORP Long
446150BC7 446150BC7 HUNTINGTON BANCSHARES INC/OH 2764000.0 2768291.86 CORP Long
48128YAU5 48128YAU5 JPMCC COML MTG SECS TR 2019-COR4 5400000.0 4907249.46 CORP Long
65505PAA5 65505PAA5 NOBLE FINANCE II LLC 165000.0 169336.37 CORP Long
12543RAS8 12543RAS8 CHL MTG PASS-THROUGH TR 2007-3 959718.2 452669.9 CORP Long
13781HAE0 13781HAE0 CANO HEALTH LLC 203446.96 84090.73 CORP Long
00253XAA9 00253XAA9 AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 451684.1692 444664.09 CORP Long
75973KAA8 75973KAA8 RENEW 2017-2 291338.8415 253617.25 CORP Long
866677AF4 866677AF4 SUN CMNTYS OPER LTD PRTNRSHP 1550000.0 1317899.61 CORP Long
875484AJ6 875484AJ6 TANGER PROPERTIES LP 3497000.0 3218269.59 CORP Long
3140FDB21 3140FDB21 FNMA GTD MTG PASS THRU CTF 49386.5099 44388.06 USGSE Long
36179RBW8 36179RBW8 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 77693.4475 68792.4 USGA Long
3140FE5W0 3140FE5W0 FNMA GTD MTG PASS THRU CTF 9574.3522 8922.16 USGSE Long
35805BAC2 35805BAC2 FRESENIUS MEDICAL CARE US FINANCE III INC 660000.0 580478.26 CORP Long
19425MAA6 19425MAA6 COLLEGE AVE STUDENT LNS 363000.0 371881.85 CORP Long
040104QP9 040104QP9 ARGENT SECS INC 2421795.18 2071808.97 CORP Long
31394ALN4 31394ALN4 FEDERAL NAT MTG ASN GTD REM PA 1620.0561 1662.24 USGSE Long
465410BX5 465410BX5 ITALY REPUBLIC OF 3800000.0 3691988.8 NUSS Long
N/A N/A INTERCONTINENTAL HOTELS GROUP PLC NEW 485000.0 548691.09 CORP Long
36176Q5Y6 36176Q5Y6 GNMA GUARANTEED PASS THRU CERT 16940.3006 15394.07 USGA Long
912810TV0 912810TV0 UNITED STATES TREASURY BOND 26400000.0 27443625.0 UST Long
31335BW28 31335BW28 FED HOME LOAN MTG CORP - GOLD 383307.905 368025.15 USGSE Long
3138XQJA0 3138XQJA0 FNMA GTD MTG PASS THRU CTF 116119.9969 108863.26 USGSE Long
12667G4T7 12667G4T7 CWALT INC 914487.4471 527894.74 CORP Long
858912AF5 858912AF5 STERICYCLE INC 36000.0 35853.12 CORP Long
131347CM6 131347CM6 CALPINE CORPORATION 317000.0 299175.28 CORP Long
3138EGZ49 3138EGZ49 FNMA GTD MTG PASS THRU CTF 72303.882 69414.62 USGSE Long
98313RAG1 98313RAG1 WYNN MACAU LIMITED 1350000.0 1277437.5 CORP Long
670001AG1 670001AG1 NOVELIS CORP 245000.0 224785.37 CORP Long
133131AX0 133131AX0 CAMDEN PROPERTY TRUST 146000.0 131004.98 CORP Long
65339KAT7 65339KAT7 NEXTERA ENERGY CAP HLDGS INC 15000.0 14201.61 CORP Long
91282CCB5 91282CCB5 UST NOTES 6331000.0 5247310.83 UST Long
31393DJU6 31393DJU6 FEDERAL NAT MTG ASN GTD REM PA 348.5157 302.85 USGSE Long
031162DG2 031162DG2 AMGEN INC 97000.0 76278.84 CORP Long
69290LAG2 69290LAG2 PFP 2021-7 LTD 245987.7221 233793.4 CORP Long
06540WBD4 06540WBD4 BANK 2019-BNK19 292553.0 248985.13 CORP Long
36179TZ73 36179TZ73 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 2434358.504 2400771.66 USGA Long
61746BDZ6 61746BDZ6 MORGAN STANLEY 874000.0 849134.69 CORP Long
3140FNJV7 3140FNJV7 FNMA GTD MTG PASS THRU CTF 165700.7675 154775.97 USGSE Long
3140XLPD4 3140XLPD4 FNMA GTD MTG PASS THRU CTF 890493.333 724680.09 USGSE Long
95003EAA4 95003EAA4 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021 4470000.0 4335223.69 CORP Long
620076BU2 620076BU2 MOTOROLA SOLUTIONS INC 585000.0 481517.03 CORP Long
3132DWEC3 3132DWEC3 FED HOME LOAN MTG CORP - GOLD 5276398.9179 4948335.12 USGSE Long
745310AM4 745310AM4 PUGET ENERGY INC 815000.0 707787.06 CORP Long
3132XFJM1 3132XFJM1 FED HOME LOAN MTG CORP - GOLD 585106.0 540581.13 USGSE Long
3617GSS91 3617GSS91 GNMA GUARANTEED PASS THRU CERT 384015.945 356123.87 USGA Long
3138WEV30 3138WEV30 FNMA GTD MTG PASS THRU CTF 1172102.9166 1058235.11 USGSE Long
88947EAT7 88947EAT7 TOLL BROTHERS FINANCE CORP 29675000.0 28213589.64 CORP Long
30166NAF3 30166NAF3 EXETER AUTOMOBILE RECEIVABLES TR 2020-3 172133.51 169754.47 CORP Long
38375BUL4 38375BUL4 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 233490.4243 232281.32 USGA Long
3140QQVW2 3140QQVW2 FNMA GTD MTG PASS THRU CTF 1173550.755 1141655.52 USGSE Long
48128KAU5 48128KAU5 JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6 5000000.0 4520864.0 CORP Long
810186AW6 810186AW6 SCOTTS MIRACLE GRO CO (THE) 625000.0 496315.63 CORP Long
3138ETWB8 3138ETWB8 FNMA GTD MTG PASS THRU CTF 82188.99 83287.97 USGSE Long
01F0304C9 01F0304C9 FNMA/FHLG TBA ISSUER 620000.0 571658.91 USGA Long
59156RCC0 59156RCC0 METLIFE INC 270000.0 246766.57 CORP Long
428104AA1 428104AA1 HESS MIDSTREAM PARTNERS LP 280000.0 267955.8 CORP Long
3140QDKQ6 3140QDKQ6 FNMA GTD MTG PASS THRU CTF 727646.9461 599205.4 USGSE Long
638671AJ6 638671AJ6 NATIONWIDE MUTUAL INSURANCE CO 5490000.0 5481821.6 CORP Long
18060TAC9 18060TAC9 CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 105000.0 105942.38 CORP Long
3132HCD26 3132HCD26 FED HOME LOAN MTG CORP - GOLD 24686.8099 24317.23 USGSE Long
31417CDE2 31417CDE2 FNMA GTD MTG PASS THRU CTF 4527.9228 4127.9 USGSE Long
097023CH6 097023CH6 BOEING CO 53000.0 50329.14 CORP Long
3131XVXP5 3131XVXP5 FED HOME LOAN MTG CORP - GOLD 2252484.16 2001983.59 USGSE Long
3132DWB51 3132DWB51 FED HOME LOAN MTG CORP - GOLD 1987171.1047 1552539.43 USGSE Long
9128334U1 9128334U1 US TREASURY C0UPON STRIPS 1560353.0 1059457.89 UST Long
72703PAC7 72703PAC7 PLANET FITNESS MASTER ISSUER LLC 18-1A 5981937.5 5068884.47 CORP Long
50168AAB6 50168AAB6 LABL INC 224000.0 212915.27 CORP Long
52473NAA6 52473NAA6 LEGENDS HOSPITALITY HOLDING CO LLC / LEGENDS HOSPITALITY CO-ISSUER INC 60000.0 59099.61 CORP Long
12669FPZ0 12669FPZ0 CWMBS INC PASS THRU CTFS 1902.2753 1767.03 CORP Long
586054AA6 586054AA6 MEMORIAL SLOAN KETTERING CANCER CTR 350000.0 325987.83 CORP Long
06051GGL7 06051GGL7 BANK OF AMERICA CORPORATION 29000.0 27253.54 CORP Long
N/A N/A GERMANY FEDERAL REPUBLIC OF 3050000.0 3272914.87 NUSS Long
3140XBKV1 3140XBKV1 FNMA GTD MTG PASS THRU CTF 7972712.827 6560416.11 USGSE Long
3140J7LX1 3140J7LX1 FANNIE MAE 3295633.6423 2967229.35 USGSE Long
23317HAE2 23317HAE2 SITE CENTERS CORP 5582000.0 5380893.04 CORP Long
06541ABB5 06541ABB5 BANK 2021-BNK31 2000000.0 1561706.2 CORP Long
3133KRM84 3133KRM84 FEDERAL HOME LOAN MORTGAGE COR PORATION 1884028.199 1909485.94 USGSE Long
N/A N/A KREDITANSTALT FUR WIEDERAUFB 100000.0 97776.04 CORP Long
89624CAA0 89624CAA0 TRIMARAN CAVU 2019-1 LTD / TRIMARAN CAVU 2019-1 LLC 1000000.0 997795.0 CORP Long
33767WAE3 33767WAE3 FKH 2021-SFR1 F1 1100000.0 969307.79 CORP Long
538034AR0 538034AR0 LIVE NATION ENTERTAINMENT INC 432000.0 406080.0 CORP Long
36242D7K3 36242D7K3 GS MTG SECS CORP 277.3397 259.61 CORP Long
3132M5QS4 3132M5QS4 FED HOME LOAN MTG CORP - GOLD 51375.1569 49583.67 USGSE Long
361841AK5 361841AK5 GLP CAP LP / GLP FING II INC 813000.0 802848.65 CORP Long
3140F8QZ3 3140F8QZ3 FNMA GTD MTG PASS THRU CTF 12265.5689 11043.33 USGSE Long
31393MS28 31393MS28 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 3870.9964 738.57 USGSE Long
26444HAQ4 26444HAQ4 DUKE ENERGY FLORIDA LLC 140000.0 144825.07 CORP Long
3140LJS64 3140LJS64 FNMA GTD MTG PASS THRU CTF 3436169.0 3211326.03 USGSE Long
747525BQ5 747525BQ5 QUALCOMM INC 25000.0 23956.97 CORP Long
40139LBH5 40139LBH5 GUARDIAN LIFE GLOBAL FUNDING 200000.0 205641.52 CORP Long
36241L3J3 36241L3J3 GNMA GUARANTEED PASS THRU CERT 37223.0315 36654.84 USGA Long
717081DK6 717081DK6 PFIZER INC 280000.0 250175.44 CORP Long
912810SY5 912810SY5 UNITED STATES TREASURY BOND 72576300.0 51319382.5 UST Long
651229BD7 651229BD7 NEWELL BRANDS INC 751000.0 731928.36 CORP Long
86364CAF9 86364CAF9 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SERIES 2007-6 1395430.8329 909937.84 CORP Long
3140FAJA1 3140FAJA1 FNMA GTD MTG PASS THRU CTF 129247.2094 116166.0 USGSE Long
3136BM7C6 3136BM7C6 FANNIE MAE 3368759.349 3212493.72 USGSE Long
98379KAB8 98379KAB8 XPO INC 645000.0 651950.52 CORP Long
31307U5S3 31307U5S3 FED HOME LOAN MTG CORP - GOLD 263589.286 247445.73 USGSE Long
74456QBT2 74456QBT2 PUBLIC SERVICE ELEC and GAS CO 410000.0 303772.0 CORP Long
3136AQHL7 3136AQHL7 FEDERAL NAT MTG ASN GTD REM PA 35443.5854 34138.78 USGSE Long
3140J5M30 3140J5M30 FNMA GTD MTG PASS THRU CTF 600205.357 558007.38 USGSE Long
882384AD2 882384AD2 TEXAS EASTN TRANSMISSION LP 931000.0 864771.48 CORP Long
85207UAJ4 85207UAJ4 SPRINT CORP 8855000.0 8990809.14 CORP Long
46647PCU8 46647PCU8 JPMORGAN CHASE and CO 745000.0 615524.3 CORP Long
3132XWUS8 3132XWUS8 FED HOME LOAN MTG CORP - GOLD 40567.865 37715.45 USGSE Long
05971KAE9 05971KAE9 BANCO SANTANDER SA 200000.0 190251.52 CORP Long
3140L5FL5 3140L5FL5 FNMA GTD MTG PASS THRU CTF 734589.3895 604922.39 USGSE Long
36192XPH6 36192XPH6 GNMA GUARANTEED PASS THRU CERT 53116.0337 48036.47 USGA Long
74340XBP5 74340XBP5 PROLOGIS LP 150000.0 96048.61 CORP Long
3140E9CW4 3140E9CW4 FNMA GTD MTG PASS THRU CTF 566413.5684 527830.38 USGSE Long
06849UAD7 06849UAD7 BARRICK PD AUSTRALIA FIN PTY LTD 1340000.0 1360943.13 CORP Long
15189XAS7 15189XAS7 CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 1205000.0 945875.26 CORP Long
20030NDW8 20030NDW8 COMCAST CORP 34000.0 20198.78 CORP Long
31418CDL5 31418CDL5 FNMA GTD MTG PASS THRU CTF 1085342.5763 941392.94 USGSE Long
3140J9BS9 3140J9BS9 FNMA GTD MTG PASS THRU CTF 1036106.0656 995808.27 USGSE Long
19764F813 19764F813 COLUMBIA FDS TR II 35147340.973 272391892.54 RF Long
694308HP5 694308HP5 PACIFIC GAS and ELECTRIC CO 80000.0 74677.38 CORP Long
3137FYUM6 3137FYUM6 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 375930.0 57138.54 USGSE Long
60871RAH3 60871RAH3 MOLSON COORS BEVERAGE CO 92000.0 72959.84 CORP Long
36179TLT0 36179TLT0 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 121727.8155 113989.57 USGA Long
110122DW5 110122DW5 BRISTOL-MYERS SQUIBB CO 164000.0 122337.0 CORP Long
3138EHSV5 3138EHSV5 FNMA GTD MTG PASS THRU CTF 352965.925 338627.88 USGSE Long
3140HEZT2 3140HEZT2 FNMA GTD MTG PASS THRU CTF 258971.044 247016.91 USGSE Long
N/A N/A ALPHA BANK SA 390000.0 401676.09 CORP Long
31398PKD0 31398PKD0 FANNIE MAE 6547.8621 490.49 USGSE Long
45824TAY1 45824TAY1 INTELSAT JACKSON HLDGS S A 5500000.0 0.55 CORP Long
88167PAC2 88167PAC2 TESLA AUTO LEASE TRUST 23-A 3262000.0 3257735.59 CORP Long
47216FAA5 47216FAA5 JAZZ SECURITIES DAC 295000.0 265389.76 CORP Long
3140XAJJ2 3140XAJJ2 FNMA GTD MTG PASS THRU CTF 636635.1463 522070.23 USGSE Long
3133ASZ97 3133ASZ97 FED HOME LOAN MTG CORP - GOLD 4548797.21 3720273.37 USGSE Long
02149QAD2 02149QAD2 ALTERNATIVE LOAN TRUST 2007-OA10 5249712.537 819501.13 CORP Long
3128MJUX6 3128MJUX6 FED HOME LOAN MTG CORP - GOLD 47654.19 43231.63 USGSE Long
66977WAS8 66977WAS8 NOVA CHEMICALS CORP 27000.0 21303.03 CORP Long
054989AD0 054989AD0 BAT CAPITAL CORP 1011000.0 1025618.24 CORP Long
3140FXWQ1 3140FXWQ1 FNMA GTD MTG PASS THRU CTF 692390.7122 577190.33 USGSE Long
3128P75Z2 3128P75Z2 FED HOME LOAN MTG CORP - GOLD 102895.1538 96435.25 USGSE Long
02005NBF6 02005NBF6 ALLY FINANCIAL INC 281000.0 275775.11 CORP Long
36196HPQ7 36196HPQ7 GNMA GUARANTEED PASS THRU CERT 20794.4234 19362.18 USGA Long
437076CQ3 437076CQ3 HOME DEPOT INC 400000.0 300160.93 CORP Long
3138WHBS0 3138WHBS0 FNMA GTD MTG PASS THRU CTF 228170.6154 212342.78 USGSE Long
26863LAN4 26863LAN4 ELP COMMERCIAL MORTGAGE TRUST 2021-ELP 998837.38 947445.3 CORP Long
185899AN1 185899AN1 CLEVELAND-CLIFFS INC 305000.0 296712.91 CORP Long
723787AV9 723787AV9 PIONEER NATURAL RESOURCES CO 2975000.0 2966698.92 CORP Long
N/A N/A JPMORGAN CHASE BANK NA NEW YORK NY 1.0 1440.4 CORP N/A
31418BWY8 31418BWY8 FNMA GTD MTG PASS THRU CTF 66511.0181 61730.98 USGSE Long
47987EAC1 47987EAC1 JONAH ENERGY ABS I LLC 479282.4389 477185.91 CORP Long
62912XAF1 62912XAF1 NGPL PIPECO LLC 113000.0 108661.13 CORP Long
N/A N/A HSBC BANK USA NA 1.0 -2974.37 CORP N/A
36202EDP1 36202EDP1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 43642.2542 43063.09 USGA Long
912810RD2 912810RD2 UNITED STATES TREASURY BOND 3648600.0 3184828.72 UST Long
693304AW7 693304AW7 PECO ENERGY COMPANY 329000.0 257160.66 CORP Long
89680YAB1 89680YAB1 TRITON CONTAINER INTERNATIONAL LTD 277000.0 269461.45 CORP Long
12554AAY8 12554AAY8 CIFC FUNDING 2019-II LTD 550000.0 537761.95 CORP Long
013092AE1 013092AE1 ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 644000.0 602146.89 CORP Long
872898AC5 872898AC5 TSMC ARIZONA CORPORATION 702000.0 579578.22 CORP Long
3137FFWL7 3137FFWL7 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 3952945.643 3656556.15 USGSE Long
44891ABP1 44891ABP1 HYUNDAI CAPITAL AMERICA 32000.0 28187.44 CORP Long
279158AN9 279158AN9 ECOPETROL SA 1534000.0 1447942.6 CORP Long
03072SVT9 03072SVT9 AMERIQUEST MTG SECS INC 3108479.89 2652532.41 CORP Long
3137BNGT5 3137BNGT5 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 4968992.0 4738600.71 USGSE Long
25470XBE4 25470XBE4 DISH DBS CORP 526000.0 422930.3 CORP Long
3140QNGP1 3140QNGP1 FNMA GTD MTG PASS THRU CTF 539125.854 476726.3 USGSE Long
05401AAK7 05401AAK7 AVOLON HOLDINGS FUNDING LTD 93000.0 91186.25 CORP Long
202795JG6 202795JG6 COMMONWEALTH EDISON CO 415000.0 341911.76 CORP Long
058498AW6 058498AW6 BALL CORP 55000.0 45563.36 CORP Long
718546AK0 718546AK0 PHILLIPS 66 29000.0 27136.75 CORP Long
N/A N/A CARRIER GLOBAL CORP 300000.0 333758.92 CORP Long
3617VUB97 3617VUB97 GNMA GUARANTEED PASS THRU CERT 1369974.74 1165082.0 USGA Long
3140QBV21 3140QBV21 FNMA GTD MTG PASS THRU CTF 1165463.475 1086490.5 USGSE Long
988498AL5 988498AL5 YUM BRANDS INC 283000.0 263036.42 CORP Long
902613AY4 902613AY4 UBS GROUP AG 500000.0 440738.36 CORP Long
3140XJ4W0 3140XJ4W0 FNMA GTD MTG PASS THRU CTF 651553.3941 611246.22 USGSE Long
3140XGRY7 3140XGRY7 FNMA GTD MTG PASS THRU CTF 975125.858 760019.14 USGSE Long
11135FBG5 11135FBG5 BROADCOM INC 5224000.0 3805324.75 CORP Long
874060AY2 874060AY2 TAKEDA PHARMACEUTICAL CO LTD 2010000.0 1451842.92 CORP Long
31418DU67 31418DU67 FNMA GTD MTG PASS THRU CTF 4427835.3615 3666939.31 USGSE Long
91282CHR5 91282CHR5 UST NOTES 93000.0 90998.32 UST Long
743315AP8 743315AP8 PROGRESSIVE CORP OHIO 20000.0 16734.29 CORP Long
22003BAL0 22003BAL0 CORPOARATE OFFICE PPTYS LP 1820000.0 1669560.26 CORP Long
89615AAC1 89615AAC1 TRICOLOR AUTO SECURITIZATION TR 2020-1 392045.17 392450.54 CORP Long
30304BAG0 30304BAG0 FREMF 2017-K727 MORTGAGE TRUST 93616.0 91675.89 CORP Long
842400GY3 842400GY3 SOUTHERN CALIFORNIA EDISON CO 257000.0 158501.29 CORP Long
3128MJZG8 3128MJZG8 FED HOME LOAN MTG CORP - GOLD 109481.8568 98363.4 USGSE Long
3133KMVB8 3133KMVB8 FED HOME LOAN MTG CORP - GOLD 3702552.097 3284424.37 USGSE Long
741389AB6 741389AB6 PRETIUM MTG CR PARTNERS I 2021-NPL1 LLC 453457.0 397053.75 CORP Long
69336VAB7 69336VAB7 PGT INNOVATIONS INC 237000.0 224285.73 CORP Long
498894AA2 498894AA2 KNIFE RIVER HOLDING CO 217000.0 222872.45 CORP Long
31417YEC7 31417YEC7 FNMA GTD MTG PASS THRU CTF 45611.0245 45124.89 USGSE Long
31307VJ80 31307VJ80 FED HOME LOAN MTG CORP - GOLD 409850.379 384492.9 USGSE Long
30293XAJ9 30293XAJ9 FREMF 2015-K51 MTG TR 80452.0 77610.49 CORP Long
3620C0W53 3620C0W53 GNMA GUARANTEED PASS THRU CERT 68864.1697 65972.36 USGA Long
760759BC3 760759BC3 REPUBLIC SERVICES INC 158000.0 154875.19 CORP Long
31335CAG9 31335CAG9 FED HOME LOAN MTG CORP - GOLD 168330.475 158613.41 USGSE Long
3140K5JZ1 3140K5JZ1 FNMA GTD MTG PASS THRU CTF 266557.728 241965.62 USGSE Long
88023UAJ0 88023UAJ0 TEMPUR SEALY INTERNATIONAL INC 120000.0 96420.73 CORP Long
3133KNXQ1 3133KNXQ1 FED HOME LOAN MTG CORP - GOLD 3321404.49 2937497.29 USGSE Long
460599AE3 460599AE3 INTERNATIONAL GAME TECHNOLOGY PLC 200000.0 188675.4 CORP Long
3133B0Y56 3133B0Y56 FED HOME LOAN MTG CORP - GOLD 265730.35 208440.53 USGSE Long
925650AA1 925650AA1 VICI PROPERTIES LP 749000.0 729433.54 CORP Long
437076BP6 437076BP6 HOME DEPOT INC 152000.0 108993.97 CORP Long
N/A N/A BROWN BROTHERS HARRIMAN and CO. 1.0 1298.29 CORP N/A
35690AAU2 35690AAU2 FREMF 2016-K58 MORTGAGE TRUST 1090000.0 1022678.88 CORP Long
29278NAQ6 29278NAQ6 ENERGY TRANSFER LP 2964000.0 2659331.8 CORP Long
03880XAA4 03880XAA4 ARCLO 2022-FL1 A 1000000.0 987272.1 CORP Long
05530QAP5 05530QAP5 BAT INTERNATIONAL FINANCE PLC 8700000.0 8345471.0 CORP Long
3140QQNK7 3140QQNK7 FNMA GTD MTG PASS THRU CTF 6788444.428 6599702.59 USGSE Long
36179XX43 36179XX43 GNMA GUARANTEED PASS THRU CERT 385026.825 364454.07 USGA Long
20753YAF9 20753YAF9 FNMA GTD MTG PASS THRU CTF 240000.0 255739.39 USGSE Long
315786AC7 315786AC7 FIDELITY and GTY LIFE HLDGS INC 360000.0 354232.64 CORP Long
3132D9FG4 3132D9FG4 FED HOME LOAN MTG CORP - GOLD 679374.677 583869.0 USGSE Long
225401BG2 225401BG2 UBS GROUP AG 236000.0 238218.03 CORP Long
665772CX5 665772CX5 NORTHERN STATES POWER CO (MN) 758000.0 708876.76 CORP Long
466247K93 466247K93 JP MORGAN MTG TR 893.5365 851.6 CORP Long
46266TAB4 46266TAB4 IQVIA INC 3150000.0 3140959.5 CORP Long
3132DPRW0 3132DPRW0 FED HOME LOAN MTG CORP - GOLD 707521.8322 622094.16 USGSE Long
3132CWA79 3132CWA79 FED HOME LOAN MTG CORP - GOLD 380051.204 360030.37 USGSE Long
3140XGB32 3140XGB32 FNMA GTD MTG PASS THRU CTF 793453.6387 672596.29 USGSE Long
N/A N/A CITIGROUP GLOBAL MARKETS LIMITED 3610000.0 -108454.51 CORP N/A
71677KAA6 71677KAA6 PETSMART INC / PETSMART FINANCE CORP 537000.0 491090.31 CORP Long
31417GA30 31417GA30 FNMA GTD MTG PASS THRU CTF 472606.8021 416151.27 USGSE Long
N/A N/A GERMANY FEDERAL REPUBLIC OF 2030000.0 1647081.26 NUSS Long
39810EAA5 39810EAA5 GREYSTONE COML CAP TR SER 2021-3 7000000.0 6933011.4 CORP Long
3138M8J87 3138M8J87 FNMA GTD MTG PASS THRU CTF 171680.4976 151915.11 USGSE Long
172967MV0 172967MV0 CITIGROUP INC 4320000.0 3759175.01 CORP Long
3138X33P5 3138X33P5 FNMA GTD MTG PASS THRU CTF 284378.3783 250459.29 USGSE Long
36202EG29 36202EG29 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 25425.2093 25089.58 USGA Long
3128M7CZ7 3128M7CZ7 FED HOME LOAN MTG CORP - GOLD 38524.1966 38364.01 USGSE Long
958254AK0 958254AK0 WESTERN GAS PARTNERS LP 1465000.0 1407426.09 CORP Long
31413DVA2 31413DVA2 FNMA GTD MTG PASS THRU CTF 6882.6798 7035.52 USGSE Long
8426EPAC2 8426EPAC2 SOUTHERN CO GAS CAPITAL CORP 45000.0 35342.3 CORP Long
68389XBY0 68389XBY0 ORACLE CORP 6500000.0 4464272.54 CORP Long
74841CAB7 74841CAB7 ROCKETMTGE C0-ISSUER INC 71000.0 59640.0 CORP Long
744482BP4 744482BP4 PUBLIC SVC CO OF NEW HAMPSHIRE 301000.0 280946.47 CORP Long
26885BAB6 26885BAB6 EQM MIDSTREAM PARTNERS LP 35000.0 33072.96 CORP Long
92922FD47 92922FD47 WAMU MTG PASS THROUGH CTFS 495.6213 474.0 CORP Long
3140F47L4 3140F47L4 FNMA GTD MTG PASS THRU CTF 933150.9406 809386.57 USGSE Long
3138MCMT8 3138MCMT8 FNMA GTD MTG PASS THRU CTF 513235.9156 455032.14 USGSE Long
042735BE9 042735BE9 ARROW ELECTRONICS INC 19000.0 18503.07 CORP Long
37185LAM4 37185LAM4 GENESIS ENERGY LP/ FIN CORP 283000.0 283259.93 CORP Long
46647PAM8 46647PAM8 JPMORGAN CHASE and CO 6550000.0 6083437.61 CORP Long
812127AA6 812127AA6 SEALED AIR CORP/SEALED AIR CORP US 340000.0 336329.8 CORP Long
695114CT3 695114CT3 PACIFICORP 836000.0 597686.04 CORP Long
682691AA8 682691AA8 ONEMAIN FINANCE CORP 425000.0 346212.35 CORP Long
037411BF1 037411BF1 APACHE CORP 575000.0 522439.25 CORP Long
31359NTJ0 31359NTJ0 FNMA GTD MTG PASS THRU CTF 119.3831 120.94 USGSE Long
36157RD77 36157RD77 GE CAP MTG SVCS INC 3816.6137 3774.92 CORP Long
31359XYK9 31359XYK9 FEDERAL NAT MTG ASN GTD REM PA 1282.0393 1316.2 USGSE Long
743820AA0 743820AA0 PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 2405000.0 2042068.93 CORP Long
36202FLM6 36202FLM6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 128288.435 117203.83 USGA Long
63940FAC1 63940FAC1 NAVIENT STUDENT LOAN TRUST 2016-2 1159716.06 1165734.75 CORP Long
36179SLV7 36179SLV7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 193199.749 190812.88 USGA Long
44409MAB2 44409MAB2 HUDSON PACIFIC PROPERTIES LP 13738000.0 10187814.77 CORP Long
91282CCR0 91282CCR0 UST NOTES 4000000.0 3439218.76 UST Long
3140KB4A9 3140KB4A9 FNMA GTD MTG PASS THRU CTF 5411999.5694 4436398.43 USGSE Long
36207FBX8 36207FBX8 GNMA GUARANTEED PASS THRU CERT 273947.9764 255591.76 USGA Long
52475PAA9 52475PAA9 LEGACY MORTGAGE ASSET TRUST 423734.85 419593.94 CORP Long
06738ECD5 06738ECD5 BARCLAYS PLC 620000.0 646550.84 CORP Long
9128337T1 9128337T1 US TREASURY C0UPON STRIPS 10630831.0 6950164.84 UST Long
74333VAL8 74333VAL8 PROGRESS RESIDENTIAL 2021-SFR3 TR 281728.0 247069.03 CORP Long
3136AA4A0 3136AA4A0 FEDERAL NAT MTG ASN GTD REM PA 504909.8524 456064.47 USGSE Long
056054AL3 056054AL3 BX COMMERCIAL MORTGAGE TRUST 2019-XL 6162500.0 6016866.57 CORP Long
31418DTR3 31418DTR3 FNMA GTD MTG PASS THRU CTF 13979458.92 11424484.94 USGSE Long
3132DWBB8 3132DWBB8 FED HOME LOAN MTG CORP - GOLD 2189511.2198 1713360.84 USGSE Long
31398KFF2 31398KFF2 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 37794.4791 37781.74 USGSE Long
N/A N/A DANSKE BANK A/S 842000.0 939164.14 CORP Long
534187AW9 534187AW9 LINCOLN NATIONAL CORP IND 110000.0 110222.64 CORP Long
3132DWAD5 3132DWAD5 FED HOME LOAN MTG CORP - GOLD 3457009.4963 2572468.28 USGSE Long
3132DWBU6 3132DWBU6 FED HOME LOAN MTG CORP - GOLD 391805.46 319461.99 USGSE Long
822582BD3 822582BD3 SHELL INTERNATIONAL FINANCE BV 1465000.0 1427401.29 CORP Long
74333LAY2 74333LAY2 PROGRESS RESIDENTIAL 2020-SFR2 TRUST 568000.0 498438.18 CORP Long
50203JAJ7 50203JAJ7 LFT CRE 2021-FL1 LTD / LFT CRE 2021-FL1 LLC 416500.0 394701.81 CORP Long
3620ARDQ1 3620ARDQ1 GNMA GUARANTEED PASS THRU CERT 55886.3292 55046.05 USGA Long
31418EHP8 31418EHP8 FNMA GTD MTG PASS THRU CTF 1351742.95 1304444.25 USGSE Long
591894CC2 591894CC2 METROPOLITAN EDISON CO 2755000.0 2609750.23 CORP Long
74456QCM6 74456QCM6 PUBLIC SERVICE ELEC and GAS CO 443000.0 422401.28 CORP Long
N/A N/A MORGAN STANLEY CAPITAL SERVICES LLC 880000.0 194765.21 CORP N/A
536797AG8 536797AG8 LITHIA MOTORS INC 245000.0 215972.4 CORP Long
29364WAZ1 29364WAZ1 ENTERGY LOUISIANA LLC 21000.0 19513.43 CORP Long
74345HAB7 74345HAB7 PROOFPOINT INC 106121.8898 105265.49 CORP Long
009740AA9 009740AA9 AJAX MTG LN TR 2021-E 1510495.57 1231566.55 CORP Long
885160AA9 885160AA9 THOR INDUSTRIES INC 150000.0 128722.93 CORP Long
91087BAX8 91087BAX8 MEXICO UNITED MEXICAN STATES 200000.0 190200.0 NUSS Long
05610QAC7 05610QAC7 BMO 2023-5C2 MORTGAGE TRUST 540000.0 570633.66 CORP Long
31418D6B3 31418D6B3 FNMA GTD MTG PASS THRU CTF 6847282.4679 5336814.41 USGSE Long
N/A N/A MORGAN STANLEY CAPITAL SERVICES LLC 670000.0 148287.15 CORP N/A
31392B6Y7 31392B6Y7 FEDERAL NAT MTG ASN GTD REM PA 480501.0269 4070.42 USGSE Long
55037AAB4 55037AAB4 AKER BP ASA 2295000.0 1899447.25 CORP Long
269330AA4 269330AA4 E3 2019-1 153083.7687 128080.75 CORP Long
00084DBA7 00084DBA7 ABN AMRO BANK NV 3400000.0 3416976.06 CORP Long
35906EAQ3 35906EAQ3 FRONTIER COMMUNICATIONS HOLDINGS LLC 235908.5128 230822.33 CORP Long
30036FAB7 30036FAB7 EVERGY KANSAS CENTRAL 650000.0 630577.48 CORP Long
914455UK4 914455UK4 UNIVERSITY MI UNIV REVS 1080000.0 813151.01 MUN Long
31412N3T1 31412N3T1 FNMA GTD MTG PASS THRU CTF 272381.3374 262267.9 USGSE Long
61691RAE6 61691RAE6 MORGAN STANLEY CAPITAL I TRUST 2018-H4 3837000.0 3588933.35 CORP Long
3136F1EQ9 3136F1EQ9 FEDERAL NATL MTG ASSN MTN 515000.0 363450.17 USGSE Long
14688DAD3 14688DAD3 CARVANA AUTO RECEIVABLES TRUST 2022-P1 2500000.0 2363597.25 CORP Long
3617JMJW0 3617JMJW0 GNMA GUARANTEED PASS THRU CERT 592324.2326 609875.21 USGA Long
575718AA9 575718AA9 MASSACHUSETTS INSTITUTE OF TECHNOLOGY 400000.0 418276.16 CORP Long
52607MAA7 52607MAA7 LENDMARK FUNDING TRUST 4200000.0 3688497.12 CORP Long
822582BQ4 822582BQ4 SHELL INTERNATIONAL FINANCE BV 87000.0 70752.8 CORP Long
06051GGZ6 06051GGZ6 BANK OF AMERICA CORPORATION 175000.0 169538.5 CORP Long
01F0406C6 01F0406C6 FNMA/FHLG TBA ISSUER 47688300.0 43325588.33 USGA Long
3140QMDF8 3140QMDF8 FNMA GTD MTG PASS THRU CTF 621616.0772 513056.24 USGSE Long
3133KNAB9 3133KNAB9 FED HOME LOAN MTG CORP - GOLD 2793393.134 2191154.89 USGSE Long
3617ALMR8 3617ALMR8 GNMA GUARANTEED PASS THRU CERT 132397.634 126585.27 USGA Long
745310AH5 745310AH5 PUGET ENERGY INC 1014000.0 979814.96 CORP Long
912810SW9 912810SW9 UNITED STATES TREASURY BOND 55260000.0 36784595.96 UST Long
31416TYN3 31416TYN3 FNMA GTD MTG PASS THRU CTF 12505.6674 12434.48 USGSE Long
50247VAB5 50247VAB5 LYB INTERNATIONAL FINANCE BV 1410000.0 1251068.35 CORP Long
3138X4JF8 3138X4JF8 FNMA GTD MTG PASS THRU CTF 372959.146 353678.95 USGSE Long
26884LAL3 26884LAL3 EQT CORP 1541000.0 1491287.34 CORP Long
46646GAE7 46646GAE7 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE 300000.0 260023.77 CORP Long
20754LAB5 20754LAB5 CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 1500000.0 1494665.1 CORP Long
46188BAD4 46188BAD4 INVITATION HOMES OPERATING PARTNERSHIP LP 4260000.0 3725920.61 CORP Long
105340AP8 105340AP8 BRANDYWINE OPER PARTNERSHIP LP 1707000.0 1408905.74 CORP Long
3132JMMF3 3132JMMF3 FED HOME LOAN MTG CORP - GOLD 29515.3658 27622.29 USGSE Long
3140KLDQ2 3140KLDQ2 FNMA GTD MTG PASS THRU CTF 416689.95 327635.47 USGSE Long
05608BAJ9 05608BAJ9 BX COMMERCIAL MORTGAGE TRUST 2019-IMC 2952000.0 2906074.26 CORP Long
637417AS5 637417AS5 NNN REIT INC 50000.0 48888.53 CORP Long
91282CES6 91282CES6 UST NOTES 87320000.0 80484481.25 UST Long
957638AD1 957638AD1 WESTERN ALLIANCE BANCORPORATN 65000.0 52363.35 CORP Long
31418EU81 31418EU81 FNMA GTD MTG PASS THRU CTF 10473293.26 10089640.82 USGSE Long
202795JN1 202795JN1 COMMONWEALTH EDISON CO 250000.0 236379.15 CORP Long
785592AU0 785592AU0 SABINE PASS LIQUEFACTION LLC 100000.0 95534.25 CORP Long
3140J9H87 3140J9H87 FNMA GTD MTG PASS THRU CTF 2627248.125 2361342.24 USGSE Long
N/A N/A TELENET FINANCE LUXEMBOURG NOTES SARL 200000.0 182500.0 CORP Long
19828TAE6 19828TAE6 COLUMBIA PIPELINES OPERATING CO LLC 971000.0 982554.03 CORP Long
91282CAH4 91282CAH4 UST NOTES 22734000.0 19703984.06 UST Long
025816DH9 025816DH9 AMERICAN EXPRESS CO 546000.0 543287.59 CORP Long
N/A N/A EG GLOBAL FINANCE PLC 3969600.0792 4317020.88 CORP Long
31417BC47 31417BC47 FNMA GTD MTG PASS THRU CTF 709710.6038 645675.83 USGSE Long
02582JJZ4 02582JJZ4 AMERICAN EXPRESS CR ACC MST TR 7680000.0 7641301.25 CORP Long
3138LKU70 3138LKU70 FNMA GTD MTG PASS THRU CTF 595000.0 547252.68 USGSE Long
23338VAT3 23338VAT3 DTE ELEC CO 508000.0 493748.82 CORP Long
06051GJY6 06051GJY6 BANK OF AMERICA CORPORATION 532000.0 531350.96 CORP Long
81211KAZ3 81211KAZ3 SEALED AIR CORP 2750000.0 2442458.81 CORP Long
172967NX5 172967NX5 CITIGROUP INC 447000.0 446470.83 CORP Long
53079EBG8 53079EBG8 LIBERTY MUTUAL GROUP INC 9380000.0 8990059.24 CORP Long
428102AF4 428102AF4 HESS MIDSTREAM PARTNERS LP 50000.0 47186.5 CORP Long
23291KAJ4 23291KAJ4 DH EUROPE FINANCE II SARL 305000.0 235981.94 CORP Long
3140EYC25 3140EYC25 FNMA GTD MTG PASS THRU CTF 141775.4995 128046.56 USGSE Long
3138Y3M57 3138Y3M57 FNMA GTD MTG PASS THRU CTF 6770.7432 6511.1 USGSE Long
01F0424C4 01F0424C4 FNMA/FHLG TBA ISSUER 468000.0 456501.05 USGA Long
912810RY6 912810RY6 UNITED STATES TREASURY BOND 11200000.0 8063562.53 UST Long
N/A N/A MONTREAL EXCHANGE (THE) -134.0 -154686.76 CORP N/A
89153VAV1 89153VAV1 TOTAL CAPITAL INTL SA 347000.0 238886.79 CORP Long
31556PAB3 31556PAB3 FERTITTA ENTERTAINMENT LLC NV 607939.0376 603154.56 CORP Long
575634AS9 575634AS9 MASSACHUSETTS ELECTRIC CO 28000.0 27041.64 CORP Long
05609PAJ7 05609PAJ7 BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1607000.0 1544971.09 CORP Long
31418DW65 31418DW65 FNMA GTD MTG PASS THRU CTF 8484097.954 7010250.64 USGSE Long
496902AR8 496902AR8 KINROSS GOLD CORP 5585000.0 5650231.46 CORP Long
46647PDY9 46647PDY9 JPMORGAN CHASE and CO 2235000.0 2334307.96 CORP Long
31412UQ45 31412UQ45 FNMA GTD MTG PASS THRU CTF 9450.1988 9083.15 USGSE Long
31394TW76 31394TW76 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 441.169 386.31 USGSE Long
3136AW7J0 3136AW7J0 FEDERAL NAT MTG ASN GTD REM PA 237720.2696 224111.19 USGSE Long
94973VAY3 94973VAY3 ELEVANCE HEALTH INC 1770000.0 1547734.0 CORP Long
035242AM8 035242AM8 ANHEUSER-BUSCH INBEV FIN INC 9871000.0 9406131.77 CORP Long
31418DZH8 31418DZH8 FNMA GTD MTG PASS THRU CTF 869102.8211 645368.47 USGSE Long
05523RAD9 05523RAD9 BAE SYSTEMS PLC 4284000.0 3828259.64 CORP Long
3137H4N30 3137H4N30 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 1200197.873 1010250.96 USGSE Long
3132QQTN2 3132QQTN2 FED HOME LOAN MTG CORP - GOLD 671267.792 588075.09 USGSE Long
38141GWB6 38141GWB6 GOLDMAN SACHS GROUP INC (THE) 113000.0 108516.98 CORP Long
3138ASYN6 3138ASYN6 FNMA GTD MTG PASS THRU CTF 353561.4656 323087.12 USGSE Long
681936BK5 681936BK5 OMEGA HEALTHCARE INVESTORS INC 7569000.0 7065127.81 CORP Long
12669GXD8 12669GXD8 COUNTRYWIDE HOME LOANS 1422922.5047 1324816.27 CORP Long
31418D6D9 31418D6D9 FNMA GTD MTG PASS THRU CTF 1732313.2745 1470074.65 USGSE Long
666807BH4 666807BH4 NORTHROP GRUMMAN CORP 545000.0 490929.92 CORP Long
958254AF1 958254AF1 WESTERN GAS PARTNERS LP 2085000.0 2024688.46 CORP Long
3137H7ZC0 3137H7ZC0 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 380318.0 323113.0 USGSE Long
05724BAD1 05724BAD1 BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC 35000.0 31998.48 CORP Long
576433UE4 576433UE4 MASTR ADJ RATE MTGS TR 482.5802 459.03 CORP Long
3133KYWB1 3133KYWB1 FED HOME LOAN MTG CORP - GOLD 2246196.726 1919198.1 USGSE Long
3128MJXA3 3128MJXA3 FED HOME LOAN MTG CORP - GOLD 61671.3335 57547.08 USGSE Long
38375JYC3 38375JYC3 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 14712.743 14915.44 USGA Long
693475BJ3 693475BJ3 PNC FINANCIAL SERVICES GRP INC 2880000.0 2881960.93 CORP Long
48126PAA0 48126PAA0 KAZMUAIGAZ NATIONAL CO JSC 670000.0 520590.0 CORP Long
05352TAA7 05352TAA7 AVANTOR FUNDING INC 753000.0 704334.21 CORP Long
3140XDY75 3140XDY75 FNMA GTD MTG PASS THRU CTF 2097187.63 1719790.75 USGSE Long
3133KJM33 3133KJM33 FED HOME LOAN MTG CORP - GOLD 1932443.84 1656214.33 USGSE Long
86745GAG8 86745GAG8 SUNNOVA ENERGY CORP 105000.0 90058.88 CORP Long
22822VAW1 22822VAW1 CROWN CASTLE INC 355000.0 278843.34 CORP Long
502431AN9 502431AN9 L3HARRIS TECHNOLOGIES INC 90000.0 70836.44 CORP Long
3132J4AD1 3132J4AD1 FED HOME LOAN MTG CORP - GOLD 2331332.6678 2204638.96 USGSE Long
87724RAB8 87724RAB8 TAYLOR MORRISON COMMUNITIES INC 280000.0 272473.6 CORP Long
3140J9VB4 3140J9VB4 FNMA GTD MTG PASS THRU CTF 567411.104 537369.24 USGSE Long
3140XHGH4 3140XHGH4 FNMA GTD MTG PASS THRU CTF 5154844.13 4679268.0 USGSE Long
25470MAG4 25470MAG4 DISH NETWORK CORP 4143000.0 4112455.73 CORP Long
3136ANSB4 3136ANSB4 FEDERAL NAT MTG ASN GTD REM PA 284231.8928 275533.12 USGSE Long
31335ACA4 31335ACA4 FED HOME LOAN MTG CORP - GOLD 124926.8186 118000.04 USGSE Long
3138AA4K4 3138AA4K4 FNMA GTD MTG PASS THRU CTF 923861.9894 886656.31 USGSE Long
31418DVB5 31418DVB5 FNMA GTD MTG PASS THRU CTF 11685699.1774 8695692.18 USGSE Long
312946SE7 312946SE7 FED HOME LOAN MTG CORP - GOLD 11593.881 11500.98 USGSE Long
16411QAN1 16411QAN1 CHENIERE ENERGY PARTNERS LP 1580000.0 1300780.79 CORP Long
780153BJ0 780153BJ0 ROYAL CARIBBEAN CRUISES LTD 1330000.0 1293819.74 CORP Long
00115AAF6 00115AAF6 AEP TRANSMISSION CO LLC 375000.0 292411.91 CORP Long
90276WAT4 90276WAT4 UBS COML MTG TR 2017-C7 14835621.7869 449127.68 CORP Long
46645WBC6 46645WBC6 J P MORGAN CHASE COML MTG SECS TR 2018-WPT 919000.0 698626.1 CORP Long
36250GAN5 36250GAN5 GS MTG SECS TR 2015-GC30 1883923.69 1812434.06 CORP Long
36179TG58 36179TG58 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 2766205.5926 2593815.38 USGA Long
3140XCKF4 3140XCKF4 FNMA GTD MTG PASS THRU CTF 1011980.73 834283.19 USGSE Long
3132DWBP7 3132DWBP7 FED HOME LOAN MTG CORP - GOLD 5534941.053 4331264.06 USGSE Long
12593JBF2 12593JBF2 COMM 2015-CCRE24 MTG TR 234981.0 225336.86 CORP Long
36202EPW3 36202EPW3 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 7820.14 7719.65 USGA Long
449691AA2 449691AA2 ILIAD HOLDING SAS 475000.0 462401.53 CORP Long
46591HCG3 46591HCG3 CHASE AUTO CREDIT LINKED NOTES SERIES 2020-1 209068.22 201919.91 CORP Long
35640YAK3 35640YAK3 FREEDOM MORTGAGE CORP 400000.0 422600.02 CORP Long
35563GAB5 35563GAB5 MSCR 2021-MN3 M1 105728.0 96855.92 CORP Long
02005NBJ8 02005NBJ8 ALLY FINANCIAL INC 6894000.0 6842266.53 CORP Long
14040HCV5 14040HCV5 CAPITAL ONE FINANCIAL CORP 6880000.0 6470876.74 CORP Long
68389XBH7 68389XBH7 ORACLE CORP 51000.0 42596.83 CORP Long
410345AL6 410345AL6 HANESBRANDS INC 55000.0 51825.92 CORP Long
12594MBB3 12594MBB3 COMM 2016-COR1 MTG TR 7520413.7 6906896.09 CORP Long
3617K1XE8 3617K1XE8 GNMA GUARANTEED PASS THRU CERT 152335.872 145981.44 USGA Long
26885BAC4 26885BAC4 EQM MIDSTREAM PARTNERS LP 204000.0 198283.57 CORP Long
05565QDV7 05565QDV7 BP CAPITAL MARKETS PLC 405000.0 363999.82 CORP Long
3140QEB76 3140QEB76 FNMA GTD MTG PASS THRU CTF 698429.2996 578419.03 USGSE Long
31307RFJ9 31307RFJ9 FED HOME LOAN MTG CORP - GOLD 21276.4413 20143.25 USGSE Long
91282CDQ1 91282CDQ1 UST NOTES 29355000.0 26708463.28 UST Long
3138WEZ51 3138WEZ51 FNMA GTD MTG PASS THRU CTF 666428.3432 601685.96 USGSE Long
3140KYCE2 3140KYCE2 FED HOME LOAN MTG CORP - GOLD 5072668.353 4451323.8 USGSE Long
3138A7FQ6 3138A7FQ6 FNMA GTD MTG PASS THRU CTF 190866.5146 179834.77 USGSE Long
436440AP6 436440AP6 HOLOGIC INC 511000.0 448684.73 CORP Long
682680AT0 682680AT0 ONEOK INC NEW 705000.0 592221.35 CORP Long
92535UAB0 92535UAB0 VERTIV GROUP CORP 526000.0 476122.8 CORP Long
98419MAM2 98419MAM2 XYLEM INC 15000.0 13184.67 CORP Long
31392ERB8 31392ERB8 FEDERAL NAT MTG ASN GTD REM PA 9377.184 9570.7 USGSE Long
N/A N/A GOLDMAN SACHS and CO LLC (GOV REPO) 580000.0 128367.98 CORP N/A
701094AJ3 701094AJ3 PARKER-HANNIFIN CORP 45000.0 42577.23 CORP Long
3622AB5X6 3622AB5X6 GNMA GUARANTEED PASS THRU CERT 329037.4285 282395.12 USGA Long
36179SJR9 36179SJR9 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 125608.8148 106336.83 USGA Long
04273WAC5 04273WAC5 ARROW ELECTRONICS INC 10000.0 8149.46 CORP Long
91282CHC8 91282CHC8 UST NOTES 109726000.0 101393681.88 UST Long
05532XCY7 05532XCY7 BCAP LLC 2010-RR4-II TR 2961245.54 2171389.26 CORP Long
3140J8CB7 3140J8CB7 FNMA GTD MTG PASS THRU CTF 416739.1537 387960.86 USGSE Long
05610MAA0 05610MAA0 BX COML MTG TR 2022-CSMO 6438000.0 6442030.83 CORP Long
N/A N/A SSE PLC 635000.0 744457.61 CORP Long
N/A N/A LONDON CLEARING HOUSE -255000.0 -9859.8 CORP N/A
40443GAA3 40443GAA3 HIG RCP 2023-FL1 LLC 1210000.0 1204418.88 CORP Long
62888HAA7 62888HAA7 NCL FINANCE LTD 40000.0 36295.17 CORP Long
31393APN1 31393APN1 FNMA GTD MTG PASS THRU CTF 4735.5494 4819.27 USGSE Long
80875AAT8 80875AAT8 LIGHT and WONDER INTERNATIONAL INC 423781.3916 423857.67 CORP Long
38016LAC9 38016LAC9 GO DADDY OPERATING CO LLC / GD FINANCE CO INC 435000.0 383059.13 CORP Long
01882YAC0 01882YAC0 ALLIANT ENERGY FINANCE LLC 2300000.0 2067264.33 CORP Long
12510HAF7 12510HAF7 CARS-DB4 LP 137253.9288 113197.23 CORP Long
80007RAE5 80007RAE5 SANDS CHINA LTD 3340000.0 3194275.8 CORP Long
3140J8JX2 3140J8JX2 FNMA GTD MTG PASS THRU CTF 217432.6 201806.07 USGSE Long
26885BAK6 26885BAK6 EQM MIDSTREAM PARTNERS LP 147000.0 134119.17 CORP Long
31418EU99 31418EU99 FNMA GTD MTG PASS THRU CTF 4722735.18 4657258.23 USGSE Long
02005NBR0 02005NBR0 ALLY FINANCIAL INC 6180000.0 6301833.76 CORP Long
91282CAL5 91282CAL5 UST NOTES 3454000.0 2969765.4 UST Long
31359MGK3 31359MGK3 FANNIE MAE 1290000.0 1444649.79 USGSE Long
46522TAC2 46522TAC2 ISTANBUL METROPOLITAN MUNICIPALITY 200000.0 201600.0 CORP Long
36267QAA2 36267QAA2 GN BONDCO LLC 1670000.0 1586248.13 CORP Long
3138L9LG5 3138L9LG5 FNMA GTD MTG PASS THRU CTF 652317.95 573014.55 USGSE Long
3132Y4BD3 3132Y4BD3 FED HOME LOAN MTG CORP - GOLD 1216816.461 1137723.76 USGSE Long
59217GFD6 59217GFD6 METROPOLITAN LIFE GLOBAL FUNDING I 3500000.0 3311901.53 CORP Long
3133KN7D9 3133KN7D9 FED HOME LOAN MTG CORP - GOLD 694151.0021 609361.64 USGSE Long
31418D2L5 31418D2L5 FNMA GTD MTG PASS THRU CTF 3561239.2624 2782329.28 USGSE Long
3132A9RL3 3132A9RL3 FED HOME LOAN MTG CORP - GOLD 113395.936 107583.21 USGSE Long
98389BAY6 98389BAY6 XCEL ENERGY INC 65000.0 57527.17 CORP Long
464288646 464288646 ISHARES TR 7877011.0 399049377.26 RF Long
278062AJ3 278062AJ3 EATON CORP 595000.0 540590.56 CORP Long
31418DZX3 31418DZX3 FNMA GTD MTG PASS THRU CTF 613596.7242 522052.33 USGSE Long
04649VAX8 04649VAX8 ASURION LLC 589915.2484 581290.69 CORP Long
N/A N/A JPMORGAN CHASE BANK NA NEW YORK NY 1.0 5080.66 CORP N/A
12674TAA4 12674TAA4 C and W SENIOR FINANCING DAC 305000.0 276825.63 CORP Long
31418XDU9 31418XDU9 FNMA GTD MTG PASS THRU CTF 24678.1374 24536.93 USGSE Long
36179SGK7 36179SGK7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 780264.431 687946.43 USGA Long
3140JACC0 3140JACC0 FNMA GTD MTG PASS THRU CTF 584824.3498 496082.17 USGSE Long
3620AMRJ3 3620AMRJ3 GNMA GUARANTEED PASS THRU CERT 1824436.002 1703695.19 USGA Long
312943FB4 312943FB4 FED HOME LOAN MTG CORP - GOLD 12226.8154 11750.62 USGSE Long
3132CWQ49 3132CWQ49 FED HOME LOAN MTG CORP - GOLD 515849.668 480089.16 USGSE Long
379928AG9 379928AG9 GLS AUTO RECEIVABLES ISSUER TR 2023-2 341000.0 334963.45 CORP Long
880591EH1 880591EH1 TENNESSEE VALLEY AUTHORITY 150000.0 150894.57 USGSE Long
08161BAW3 08161BAW3 BENCHMARK 2018-B3 COML MTG TR 1700000.0 1646012.42 CORP Long
3140LJKJ4 3140LJKJ4 FNMA GTD MTG PASS THRU CTF 731382.0 692229.22 USGSE Long
3132DNK77 3132DNK77 FED HOME LOAN MTG CORP - GOLD 71681.9374 66351.07 USGSE Long
432833AL5 432833AL5 HILTON DOMESTIC OPERATING CO INC 1156000.0 1017063.71 CORP Long
36179XLH7 36179XLH7 GNMA GUARANTEED PASS THRU CERT 127871.8986 124419.34 USGA Long
11043XAB9 11043XAB9 BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST 28968.5962 25882.14 CORP Long
67115DAB8 67115DAB8 ONSLOW BAY MORTGAGE LOAN TRUST 7983068.03 6286736.32 CORP Long
N/A N/A KENYA REPUBLIC OF 200000.0 148625.0 NUSS Long
92735LAA0 92735LAA0 CHESAPEAKE ENERGY CORP 396000.0 394591.43 CORP Long
053773BC0 053773BC0 AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC 379000.0 357622.39 CORP Long
039524AA1 039524AA1 ARCHES BUYER INC 323000.0 281426.44 CORP Long
07355TAU6 07355TAU6 BEECHWOOD PARK CLO LTD 7708000.0 7656263.9 CORP Long
78081BAH6 78081BAH6 ROYALTY PHARMA PLC 80000.0 73849.01 CORP Long
3140QSLY5 3140QSLY5 FNMA GTD MTG PASS THRU CTF 434958.133 433549.22 USGSE Long
3140M82Z1 3140M82Z1 FNMA GTD MTG PASS THRU CTF 850730.637 699220.79 USGSE Long
3132XCSD8 3132XCSD8 FED HOME LOAN MTG CORP - GOLD 11175.074 10726.02 USGSE Long
3132CWT53 3132CWT53 FED HOME LOAN MTG CORP - GOLD 1179554.665 1039127.27 USGSE Long
N/A N/A ROMANIA, REPUBLIC OF 2800000.0 3072563.38 NUSS Long
02209SAM5 02209SAM5 ALTRIA GROUP INC 490000.0 374495.55 CORP Long
22550L2J9 22550L2J9 CREDIT SUISSE AG NY BRNCH 328000.0 324935.93 CORP Long
857524AE2 857524AE2 POLAND REPUBLIC OF 236000.0 244590.4 NUSS Long
398433AP7 398433AP7 GRIFFON CORP 431000.0 407352.3 CORP Long
822582CK6 822582CK6 SHELL INTERNATIONAL FINANCE BV 165000.0 117829.4 CORP Long
22788CAA3 22788CAA3 CROWDSTRIKE HOLDINGS INC 125000.0 109750.87 CORP Long
3138LDKW2 3138LDKW2 FNMA GTD MTG PASS THRU CTF 2065760.83 1846344.39 USGSE Long
513272AD6 513272AD6 LAMB WESTON HOLDINGS INC 560000.0 501320.74 CORP Long
3140XG7M5 3140XG7M5 FNMA GTD MTG PASS THRU CTF 289166.226 274607.83 USGSE Long
983133AC3 983133AC3 WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP 315000.0 313591.89 CORP Long
126650DT4 126650DT4 CVS HEALTH CORP 1368000.0 1348255.56 CORP Long
36264EAG9 36264EAG9 GS MORTGAGE-BACKED SECURITIES TRUST 2022-NQM1 79138.8352 68762.32 CORP Long
913017CY3 913017CY3 RAYTHEON TECHNOLOGIES CORP 1576000.0 1499748.34 CORP Long
3140LLH95 3140LLH95 FNMA GTD MTG PASS THRU CTF 2360000.0 2367048.38 USGSE Long
3133TTTB7 3133TTTB7 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 1840.2825 1883.42 USGSE Long
3132WFDL0 3132WFDL0 FED HOME LOAN MTG CORP - GOLD 8400.6373 7809.97 USGSE Long
3132QWC64 3132QWC64 FED HOME LOAN MTG CORP - GOLD 66510.086 61979.11 USGSE Long
235825AG1 235825AG1 DANA INC 637000.0 607124.7 CORP Long
31417EMR9 31417EMR9 FNMA GTD MTG PASS THRU CTF 248775.8778 219965.52 USGSE Long
75513ECR0 75513ECR0 RAYTHEON TECHNOLOGIES CORP 186000.0 182690.22 CORP Long
46644KAJ9 46644KAJ9 JPMCC RE-REMIC TR 2015-FRR2 118331.0 111332.03 CORP Long
N/A N/A AIB GROUP PLC 100000.0 109357.24 CORP Long
724479AP5 724479AP5 PITNEY-BOWES INC 55000.0 48675.0 CORP Long
31397QAV0 31397QAV0 FEDERAL NAT MTG ASN GTD REM PA 540561.996 524576.44 USGSE Long
31418DY30 31418DY30 FNMA GTD MTG PASS THRU CTF 13917467.6419 12212735.12 USGSE Long
3138A2MY2 3138A2MY2 FNMA GTD MTG PASS THRU CTF 98828.4557 94880.48 USGSE Long
09630PAA1 09630PAA1 BLUEMOUNTAIN CLO XXVIII LTD / BLUEMOUNTAIN CLO XXVIII LLC 3000000.0 2995911.0 CORP Long
3140XMLU8 3140XMLU8 FNMA GTD MTG PASS THRU CTF 9293968.566 9458478.32 USGSE Long
3137B9ED3 3137B9ED3 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 11042.572 240.12 USGSE Long
36193YPG5 36193YPG5 GNMA GUARANTEED PASS THRU CERT 60251.8765 54489.9 USGA Long
68373BAC5 68373BAC5 OPEN TR 2023-AIR 2425000.0 2419628.38 CORP Long
36202FGD2 36202FGD2 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 22131.8932 21349.84 USGA Long
3132WD3F9 3132WD3F9 FED HOME LOAN MTG CORP - GOLD 95879.9506 86292.66 USGSE Long
35708RAQ4 35708RAQ4 FREMF 2017-KL1P MORTGAGE TRUST 388576.0 356967.21 CORP Long
36179SNW3 36179SNW3 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 161969.6024 152331.18 USGA Long
3132WDWH3 3132WDWH3 FED HOME LOAN MTG CORP - GOLD 386520.9869 348475.65 USGSE Long
90320WAG8 90320WAG8 UPMC HEALTH SYSTEM 800000.0 784608.32 CORP Long
3617G4R46 3617G4R46 GNMA GUARANTEED PASS THRU CERT 56448.0608 54181.63 USGA Long
3140X4DF0 3140X4DF0 FNMA GTD MTG PASS THRU CTF 297756.834 266224.89 USGSE Long
030981AL8 030981AL8 AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP 568000.0 542495.42 CORP Long
04352EAB1 04352EAB1 ASCENSION HEALTH 610000.0 450137.54 CORP Long
00255UAA3 00255UAA3 APOLLO AVIATION SECURITIZATION EQUITY TRUST 1686035.51 1475250.05 CORP Long
07325BAC2 07325BAC2 BAYVIEW COML ASSET TR 06 4 72087.251 65839.81 CORP Long
26246BAL8 26246BAL8 DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC 5160000.0 5136140.16 CORP Long
N/A N/A ADMIRAL GROUP PLC 200000.0 265717.45 CORP Long
874060AX4 874060AX4 TAKEDA PHARMACEUTICAL CO LTD 2044000.0 1691467.05 CORP Long
29273VAJ9 29273VAJ9 ENERGY TRANSFER LP 730000.0 590786.45 CORP Long
31418EAQ3 31418EAQ3 FNMA GTD MTG PASS THRU CTF 6618929.7782 5815868.27 USGSE Long
00178UAH2 00178UAH2 AMSR 2020-SFR2 TR 160904.0 149419.99 CORP Long
3138X75W9 3138X75W9 FNMA GTD MTG PASS THRU CTF 47965.1709 46260.72 USGSE Long
87901JAJ4 87901JAJ4 TEGNA INC 416000.0 378322.88 CORP Long
867224AE7 867224AE7 SUNCOR ENERGY INC 695000.0 486908.46 CORP Long
71654QDC3 71654QDC3 PETROLEOS MEXICANOS 9812000.0 7908472.0 CORP Long
3132QTZK5 3132QTZK5 FED HOME LOAN MTG CORP - GOLD 117910.0351 110024.84 USGSE Long
65473PAP0 65473PAP0 NISOURCE INC 376000.0 372312.58 CORP Long
737679DB3 737679DB3 POTOMAC ELECTRIC POWER CO 10000.0 10788.74 CORP Long
14180LAA4 14180LAA4 CARGO AIRCRAFT MANAGEMENT INC 160000.0 140800.0 CORP Long
01F0506C5 01F0506C5 FNMA/FHLG TBA ISSUER -13025000.0 -12547237.79 USGA Short
21H062610 21H062610 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER -4125000.0 -4191288.34 USGA Short
86359BBR1 86359BBR1 STRUCTURED ASSET SECS CORP 12902.0265 11937.13 CORP Long
35564KUX5 35564KUX5 FREDDIE MAC STACR REMIC TRUST 2021-DNA1 12945000.0 13223109.09 USGA Long
384802AB0 384802AB0 GRAINGER (W.W.) INC 15000.0 13461.9 CORP Long
21H0226C0 21H0226C0 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 121417000.0 101456275.89 USGA Long
70470MAC9 70470MAC9 PEACE PARK CLO LTD 5651000.0 5619331.8 CORP Long
38410JAA0 38410JAA0 GRACIE POINT INTERNATIONAL FUNDING 2023-2 1028000.0 1027988.18 CORP Long
571903AS2 571903AS2 MARRIOTT INTERNATIONAL INC/MD 1390000.0 1314561.85 CORP Long
674599DC6 674599DC6 OCCIDENTAL PETROLEUM CORP 1410000.0 1405329.9 CORP Long
31418B4R4 31418B4R4 FNMA GTD MTG PASS THRU CTF 181086.6453 168072.24 USGSE Long
893574AK9 893574AK9 TRANSCONTINENTAL GAS PIPE LINE CO LLC 608000.0 575161.18 CORP Long
N/A N/A AIB GROUP PLC 690000.0 730410.71 CORP Long
00135TAD6 00135TAD6 AIB GROUP PLC 500000.0 509639.97 CORP Long
20030NCC3 20030NCC3 COMCAST CORP 32000.0 25165.66 CORP Long
226373AP3 226373AP3 ENERGY TRANSFER LP 2031000.0 2021921.43 CORP Long
62984CAB9 62984CAB9 NAKED JUICE LLC 274372.84 217956.3 CORP Long
949746SH5 949746SH5 WELLS FARGO and CO 376000.0 352169.17 CORP Long
92277GAG2 92277GAG2 VENTAS RLTY LTD PARTNERSHIP 1630000.0 1574762.32 CORP Long
3138M87F4 3138M87F4 FNMA GTD MTG PASS THRU CTF 56848.0966 51886.66 USGSE Long
31418BBW5 31418BBW5 FNMA GTD MTG PASS THRU CTF 97199.8365 96471.72 USGSE Long
361841AQ2 361841AQ2 GLP CAP LP / GLP FING II INC 473000.0 404596.35 CORP Long
64072UAK8 64072UAK8 CSC HOLDINGS LLC 1078827.2051 1008196.39 CORP Long
312945ZL5 312945ZL5 FED HOME LOAN MTG CORP - GOLD 130894.7895 125923.0 USGSE Long
037833DG2 037833DG2 APPLE INC 29000.0 23756.24 CORP Long
3140XLVW5 3140XLVW5 FNMA GTD MTG PASS THRU CTF 640442.5986 592813.91 USGSE Long
00846UAM3 00846UAM3 AGILENT TECHNOLOGIES INC 86000.0 70916.06 CORP Long
455780CD6 455780CD6 INDONESIA REPUBLIC OF 6300000.0 5922693.0 NUSS Long
451102BT3 451102BT3 ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP 1594000.0 1504965.06 CORP Long
91282CFV8 91282CFV8 UST NOTES 32423800.0 31829785.93 UST Long
N/A N/A CHICAGO BOARD OF TRADE 314.0 197755.95 CORP N/A
156700BB1 156700BB1 LUMEN TECHNOLOGIES 319000.0 156310.0 CORP Long
45344LAA1 45344LAA1 CRESCENT ENERGY FINANCE LL 277000.0 274922.5 CORP Long
31418MY63 31418MY63 FNMA GTD MTG PASS THRU CTF 37083.8365 38359.69 USGSE Long
3140KRNY1 3140KRNY1 FNMA GTD MTG PASS THRU CTF 3305484.01 2820407.21 USGSE Long
26442UAC8 26442UAC8 DUKE ENERGY PROGRESS LLC 5000.0 3621.21 CORP Long
92763MAA3 92763MAA3 VIPER ENERGY INC 1974000.0 1883942.67 CORP Long
698299BM5 698299BM5 PANAMA REPUBLIC OF 480000.0 302880.0 NUSS Long
89668QAE8 89668QAE8 TRINSEO MATLS OPER SCA / TRINSEO MATLS FIN INC 34000.0 28390.14 CORP Long
988498AN1 988498AN1 YUM BRANDS INC 430000.0 369324.33 CORP Long
31635V786 31635V786 Fidelity Salem Street Trust 264482779.034 2263972588.53 RF Long
826943AD4 826943AD4 SIERRA TIMESHARE 2023-1 RECEIVABLES FUNDING LLC 1472734.49 1487286.14 CORP Long
432833AJ0 432833AJ0 HILTON DOMESTIC OPERATING CO INC 688000.0 617856.54 CORP Long
N/A N/A VODAFONE GRP PLC 595000.0 588294.35 CORP Long
690742AJ0 690742AJ0 OWENS CORNING NEW 235000.0 217510.86 CORP Long
20030NDU2 20030NDU2 COMCAST CORP 3147000.0 1922776.72 CORP Long
058498AZ9 058498AZ9 BALL CORP 2079000.0 2074442.17 CORP Long
04316JAB5 04316JAB5 GALLAGHER (ARTHUR J.) and CO 3030000.0 1828108.93 CORP Long
50187TAH9 50187TAH9 LGI HOMES INC 85000.0 87431.0 CORP Long
828807DH7 828807DH7 SIMON PROPERTY GROUP LP 168000.0 110529.16 CORP Long
88033GDH0 88033GDH0 TENET HEALTHCARE CORP 1384000.0 1289047.28 CORP Long
31418D6M9 31418D6M9 FNMA GTD MTG PASS THRU CTF 1520603.8 1299236.12 USGSE Long
N/A N/A JAZZ FINANCING LUX SARL 1096503.63 1098027.77 CORP Long
3132DM3L7 3132DM3L7 FED HOME LOAN MTG CORP - GOLD 426839.188 361957.24 USGSE Long
3140HUW69 3140HUW69 FNMA GTD MTG PASS THRU CTF 130917.0 111215.85 USGSE Long
81721MAM1 81721MAM1 DIVERSIFIED HEALTHCARE TR 2792000.0 2033378.42 CORP Long
N/A N/A HUNGARY REPUBLIC OF 1370000.0 1055055.84 NUSS Long
36178WGJ2 36178WGJ2 GNMA GUARANTEED PASS THRU CERT 20675.5207 19303.76 USGA Long
27830BBN3 27830BBN3 EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC 7240000.0 7223442.12 CORP Long
036752AB9 036752AB9 ELEVANCE HEALTH INC 1260000.0 1197129.97 CORP Long
14307PAC9 14307PAC9 CARLYLE C17 CLO LTD / CARLYLE C17 CLO CORP 243669.6755 243161.14 CORP Long
3140QLFQ4 3140QLFQ4 FNMA GTD MTG PASS THRU CTF 230585.218 197593.36 USGSE Long
36179WND6 36179WND6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 5317136.4971 4294980.81 USGA Long
3140EWWY7 3140EWWY7 FNMA GTD MTG PASS THRU CTF 475639.6751 451536.73 USGSE Long
341081FH5 341081FH5 FLORIDA PWR and LT CO 1280000.0 1027245.58 CORP Long
3140GWMP5 3140GWMP5 FNMA GTD MTG PASS THRU CTF 276111.7369 255577.75 USGSE Long
46188BAA0 46188BAA0 INVITATION HOMES OPERATING PARTNERSHIP LP 3991000.0 3016728.89 CORP Long
81728XAA6 81728XAA6 SENTARA HEALTHCARE 565000.0 359066.31 CORP Long
19828TAD8 19828TAD8 COLUMBIA PIPELINES OPERATING CO LLC 831000.0 857281.46 CORP Long
31419HRV6 31419HRV6 FNMA GTD MTG PASS THRU CTF 2472.6487 2436.55 USGSE Long
31418DHL9 31418DHL9 FNMA GTD MTG PASS THRU CTF 647134.6684 554429.0 USGSE Long
83001AAC6 83001AAC6 SIX FLAGS ENTERTAINMENT CORPORATION 182000.0 173986.54 CORP Long
151191AZ6 151191AZ6 CELULOSA ARAUCO Y CONSTITUCION SA 1850000.0 1823138.0 CORP Long
893574AH6 893574AH6 TRANSCONTINENTAL GAS PIPE LINE CO LLC 192000.0 200043.76 CORP Long
3140FL2D9 3140FL2D9 FNMA GTD MTG PASS THRU CTF 73120.1195 70087.64 USGSE Long
749571AJ4 749571AJ4 RHP HOTEL PPTYS LP and RHP FIN CORP 334000.0 339187.65 CORP Long
05538UAA1 05538UAA1 BB-UBS TR 2012-SHOW 407000.0 366172.08 CORP Long
92556VAF3 92556VAF3 VIATRIS INC 6222000.0 4032561.82 CORP Long
N/A N/A EUROPEAN INVESTMENT BANK 900000.0 983464.76 CORP Long
74168LAA4 74168LAA4 PRIMO WATER HOLDINGS INC 220000.0 195195.75 CORP Long
N/A N/A UNITED GROUP BV 2900000.0 2833219.65 CORP Long
36179SB71 36179SB71 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 604589.3528 534379.12 USGA Long
12803RAB0 12803RAB0 CAIXABANK SA 265000.0 267417.42 CORP Long
06051GJZ3 06051GJZ3 BANK OF AMERICA CORPORATION 7407000.0 6368604.23 CORP Long
165183CZ5 165183CZ5 CHESAPEAKE FUNDING II LLC 2186447.87 2195417.99 CORP Long
36202FZY5 36202FZY5 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 520212.6678 487831.04 USGA Long
3137GAU39 3137GAU39 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 920.1665 913.88 USGSE Long
29272WAC3 29272WAC3 ENERGIZER HLDGS INC NEW 150000.0 134079.75 CORP Long
06051GKD0 06051GKD0 BANK OF AMERICA CORPORATION 5255000.0 4182199.37 CORP Long
3136BG6Y2 3136BG6Y2 FEDERAL NAT MTG ASN GTD REM PA 245556.766 195223.72 USGSE Long
3140LDEB1 3140LDEB1 FNMA GTD MTG PASS THRU CTF 367524.377 274865.34 USGSE Long
3133BMN27 3133BMN27 FED HOME LOAN MTG CORP - GOLD 7926.5399 7683.86 USGSE Long
3138EPH64 3138EPH64 FNMA GTD MTG PASS THRU CTF 179203.825 177186.56 USGSE Long
89383JAA6 89383JAA6 TRANSOCEAN POSEIDON LTD 90000.0 88864.63 CORP Long
3136BKUC4 3136BKUC4 FEDERAL NAT MTG ASN GTD REM PA 2281137.35 1945314.7 USGSE Long
87162WAF7 87162WAF7 TD SYNNEX CORP 6930000.0 6177718.56 CORP Long
56847QAA9 56847QAA9 MARINER FINANCE ISSUANCE TRUST 2022-A 954000.0 953917.96 CORP Long
3133KYU56 3133KYU56 FED HOME LOAN MTG CORP - GOLD 656997.666 523179.46 USGSE Long
92564RAB1 92564RAB1 VICI PROPERTIES LP / VICI NOTE CO INC 2909000.0 2632636.16 CORP Long
31418D5B4 31418D5B4 FNMA GTD MTG PASS THRU CTF 93591.1022 79651.96 USGSE Long
3140QQFY6 3140QQFY6 FNMA GTD MTG PASS THRU CTF 1516227.332 1474071.06 USGSE Long
36179RQ36 36179RQ36 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 8496.02 7990.44 USGA Long
36202ETZ2 36202ETZ2 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 63653.8543 62838.04 USGA Long
45174HBG1 45174HBG1 IHEARTCOMMUNICATIONS INC 180000.0 137350.76 CORP Long
3140FPDG1 3140FPDG1 FNMA GTD MTG PASS THRU CTF 96506.333 89389.63 USGSE Long
N/A N/A UNITED KINGDOM,G.B. and N.IRELAND 2105000.0 2615569.87 NUSS Long
00109LAA1 00109LAA1 ADT SECURITY CORP/THE 348000.0 309312.84 CORP Long
N/A N/A DANSKE BANK A/S 980000.0 1100161.19 CORP Long
06541JAS0 06541JAS0 BANK 2021-BNK34 171794000.0 5353616.42 CORP Long
3138X9XM6 3138X9XM6 FNMA GTD MTG PASS THRU CTF 30480.075 29174.07 USGSE Long
3132KFL34 3132KFL34 FED HOME LOAN MTG CORP - GOLD 389719.885 364023.55 USGSE Long
3132D6D80 3132D6D80 FED HOME LOAN MTG CORP - GOLD 141930.6194 136425.07 USGSE Long
16115QAF7 16115QAF7 CHART INDUSTRIES INC 899000.0 916896.39 CORP Long
3138EN4H9 3138EN4H9 FNMA GTD MTG PASS THRU CTF 148871.3343 143581.18 USGSE Long
3132DWCT8 3132DWCT8 FED HOME LOAN MTG CORP - GOLD 4481039.3885 3492549.88 USGSE Long
3622AAGN8 3622AAGN8 GNMA GUARANTEED PASS THRU CERT 2906671.69 2891093.38 USGA Long
125284AA7 125284AA7 CGDB COML MTG TR 2017-BIO 3687000.0 3623685.73 CORP Long
863579CB2 863579CB2 STRUCTURED ADJ RATE MTG LN TR 763.8196 734.79 CORP Long
31335AE38 31335AE38 FED HOME LOAN MTG CORP - GOLD 172308.7859 171480.86 USGSE Long
86562MCR9 86562MCR9 SUMITOMO MITSUI FINANCIAL GROUP INC 200000.0 200973.96 CORP Long
06738EBM6 06738EBM6 BARCLAYS PLC 2865000.0 2304668.92 CORP Long
3140XFDL2 3140XFDL2 FNMA GTD MTG PASS THRU CTF 3126926.38 2573948.84 USGSE Long
3132D6N55 3132D6N55 FED HOME LOAN MTG CORP - GOLD 257343.496 226867.28 USGSE Long
82568NAE1 82568NAE1 SHUTTERFLY FINANCE LLC 4660.0 4613.4 CORP Long
92840VAG7 92840VAG7 VISTRA OPERATIONS CO LLC 2900000.0 2696397.47 CORP Long
38217DAA8 38217DAA8 GOODGREEN 2023-1 692407.2001 655567.12 CORP Long
3140XLSP4 3140XLSP4 FNMA GTD MTG PASS THRU CTF 1495120.5532 1370498.07 USGSE Long
31394LX98 31394LX98 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 3221.4488 3247.24 USGSE Long
75973LAB4 75973LAB4 RENEW 2017-1 19194.4025 18269.82 CORP Long
93935EAF1 93935EAF1 WASHINGTON MUT MTG PASS-THROUGH CTFS WMALT SER 2006-8 250594.0811 86119.59 CORP Long
07325MAB0 07325MAB0 BAYVIEW COML ASSET TR 2007 1 17771.5098 15919.47 CORP Long
26875PAN1 26875PAN1 EOG RESOURCES INC 205000.0 179820.34 CORP Long
172967AM3 172967AM3 CITIGROUP INC 18000.0 18276.33 CORP Long
3140GSW73 3140GSW73 FNMA GTD MTG PASS THRU CTF 32574.836 30284.63 USGSE Long
3138ANC84 3138ANC84 FNMA GTD MTG PASS THRU CTF 181824.9366 174496.37 USGSE Long
11120VAH6 11120VAH6 BRIXMOR OPERATING PARTNERSHIP LP 6724000.0 6132616.33 CORP Long
36202FX76 36202FX76 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 407020.223 371110.9 USGA Long
68389XBC8 68389XBC8 ORACLE CORP 1185000.0 1142664.78 CORP Long
36179VBF6 36179VBF6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1037515.5931 907708.7 USGA Long
3128MAD30 3128MAD30 FED HOME LOAN MTG CORP - GOLD 1646631.372 1499131.24 USGSE Long
23345WAD7 23345WAD7 DT AUTO OWNER TR 2023-3 3936000.0 3942610.12 CORP Long
3132KEKK0 3132KEKK0 FED HOME LOAN MTG CORP - GOLD 168345.9485 161494.81 USGSE Long
8426EPAE8 8426EPAE8 SOUTHERN CO GAS CAPITAL CORP 527000.0 327896.14 CORP Long
12530MAE5 12530MAE5 CF HIPPOLYTA ISSUER LLC 8434905.63 7434870.81 CORP Long
3140XB6C9 3140XB6C9 FNMA GTD MTG PASS THRU CTF 559178.967 460990.61 USGSE Long
61771LAJ1 61771LAJ1 MORGAN STANLEY CAP I TR 2019-MEAD 2340000.0 1931614.07 CORP Long
3140XAWT5 3140XAWT5 FNMA GTD MTG PASS THRU CTF 2075040.297 1820871.31 USGSE Long
67077MAN8 67077MAN8 NUTRIEN LTD 14000.0 12092.99 CORP Long
740816AN3 740816AN3 PRESIDENT AND FELLOWS OF HARVARD COLLEGE 190000.0 133647.35 CORP Long
75513ECP4 75513ECP4 RAYTHEON TECHNOLOGIES CORP 839000.0 531319.69 CORP Long
36179XVN3 36179XVN3 GNMA GUARANTEED PASS THRU CERT 421388.3384 366856.43 USGA Long
12530MAA3 12530MAA3 CF HIPPOLYTA ISSUER LLC 16578699.308 15175973.9 CORP Long
3617BM3C9 3617BM3C9 GNMA GUARANTEED PASS THRU CERT 100981.2731 93520.51 USGA Long
933631AD5 933631AD5 WAMU ASSET-BACKED CTFS WAMU SER 2007-HE1 TR 1659839.9072 745370.2 CORP Long
87927VAM0 87927VAM0 TELECOM ITALIA CAP 89000.0 80281.44 CORP Long
92676XAD9 92676XAD9 VIKING CRUISES LTD 1350000.0 1270998.0 CORP Long
56847QAD3 56847QAD3 MARINER FINANCE ISSUANCE TRUST 2022-A 337000.0 339885.6 CORP Long
66977WAR0 66977WAR0 NOVA CHEMICALS CORP 279000.0 251141.18 CORP Long
3132DWCV3 3132DWCV3 FED HOME LOAN MTG CORP - GOLD 5850972.104 4965248.44 USGSE Long
55916AAB0 55916AAB0 MICHAELS COS INC 771000.0 438298.08 CORP Long
3138LYTS6 3138LYTS6 FNMA GTD MTG PASS THRU CTF 120737.7195 115651.1 USGSE Long
91835DAA9 91835DAA9 VOLT C LLC 408359.44 381764.62 CORP Long
20030NCZ2 20030NCZ2 COMCAST CORP 123000.0 88015.5 CORP Long
69375JAB6 69375JAB6 PMC PLS ESR ISSUER LLC 315702.5428 303530.85 CORP Long
28416DAA8 28416DAA8 ELARA HGV TIMESHARE ISSUER 2017-A LLC 94015.345 90862.57 CORP Long
771196CG5 771196CG5 ROCHE HLDGS INC 1000000.0 1026122.8 CORP Long
3140HYAC2 3140HYAC2 FNMA GTD MTG PASS THRU CTF 443451.0 351990.38 USGSE Long
N/A N/A JPMORGAN SECURITIES LLC 1770000.0 391743.66 CORP N/A
36259DAA1 36259DAA1 GS MTG SECS CORP TR 2018-HART 2779617.43 2530421.67 CORP Long
12685JAC9 12685JAC9 CABLE ONE INC 919000.0 717316.26 CORP Long
12664QAB0 12664QAB0 CNH EQUIP TR 2023-A 2805000.0 2795015.88 CORP Long
29278NAG8 29278NAG8 ENERGY TRANSFER LP 2803000.0 2753361.79 CORP Long
3140X92U8 3140X92U8 FNMA GTD MTG PASS THRU CTF 148221.595 130668.27 USGSE Long
6174468U6 6174468U6 MORGAN STANLEY 6747000.0 5169896.17 CORP Long
912810SZ2 912810SZ2 UNITED STATES TREASURY BOND 8849000.0 5300412.78 UST Long
39807UAD8 39807UAD8 GREYSTAR REAL ESTATE PARTNERS LLC 50000.0 50865.75 CORP Long
N/A N/A OMAN SULTANATE 200000.0 201250.0 NUSS Long
29273VAQ3 29273VAQ3 ENERGY TRANSFER LP 201000.0 200161.47 CORP Long
84858WAA4 84858WAA4 SPIRIT AIRLINES PASS THROUGH TRUST 2017-1AA 16727.2592 14625.1 CORP Long
59447TXX6 59447TXX6 MICHIGAN FIN AUTH RE 545000.0 420765.72 MUN Long
30231GAZ5 30231GAZ5 EXXON MOBIL CORP 125000.0 86701.53 CORP Long
08579JBH4 08579JBH4 BERRY GLOBAL INC 1383988.25 1378936.69 CORP Long
3132DVLV5 3132DVLV5 FED HOME LOAN MTG CORP - GOLD 7984051.164 6574735.99 USGSE Long
06051GJS9 06051GJS9 BANK OF AMERICA CORPORATION 155000.0 139916.09 CORP Long
3138W9GY0 3138W9GY0 FNMA GTD MTG PASS THRU CTF 156374.6672 141966.18 USGSE Long
31418EE63 31418EE63 FNMA GTD MTG PASS THRU CTF 27066810.985 25383913.07 USGSE Long
N/A N/A 1011778 BC UNLIMITED LIABILITY CO 210273.31 209320.77 CORP Long
26442CBK9 26442CBK9 DUKE ENERGY CAROLINAS LLC 1550000.0 1468734.01 CORP Long
3132WGS73 3132WGS73 FED HOME LOAN MTG CORP - GOLD 121283.4632 109156.0 USGSE Long
31419HC42 31419HC42 FNMA GTD MTG PASS THRU CTF 707042.5007 666187.82 USGSE Long
N/A N/A CREDIT SUISSE GRP AG 2750000.0 302500.0 CORP Long
31393JLU0 31393JLU0 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 2150.6603 2149.8 USGSE Long
31417EMU2 31417EMU2 FNMA GTD MTG PASS THRU CTF 180947.3175 159994.2 USGSE Long
78574MAA1 78574MAA1 SABRA HEALTH CARE LP 8620000.0 6741791.65 CORP Long
N/A N/A BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL 2355000.0 2066914.3 CORP Long
3136BHV89 3136BHV89 FEDERAL NAT MTG ASN GTD REM PA 395284.485 339575.7 USGSE Long
3140XJZX4 3140XJZX4 FNMA GTD MTG PASS THRU CTF 821317.9986 770444.41 USGSE Long
3618BJF98 3618BJF98 GNMA GUARANTEED PASS THRU CERT 1563999.6 1569051.32 USGA Long
150190AE6 150190AE6 CEDAR FAIR LP 456000.0 416943.33 CORP Long
35137LAK1 35137LAK1 FOX CORPORATION 1641000.0 1461631.74 CORP Long
3128M9RH7 3128M9RH7 FED HOME LOAN MTG CORP - GOLD 169493.3991 153995.97 USGSE Long
88607AAA7 88607AAA7 THUNDERBOLT III AIRCRAFT LEASE LTD 7947214.901 6695766.97 CORP Long
3140XJUV3 3140XJUV3 FNMA GTD MTG PASS THRU CTF 1805145.146 1752699.54 USGSE Long
3140QANA4 3140QANA4 FNMA GTD MTG PASS THRU CTF 1400532.44 1292000.42 USGSE Long
897051AC2 897051AC2 TRONOX INC 290000.0 246575.43 CORP Long
31418ECR9 31418ECR9 FNMA GTD MTG PASS THRU CTF 9526848.7443 8075737.24 USGSE Long
15135BAW1 15135BAW1 CENTENE CORP DEL 7638000.0 6373070.82 CORP Long
3132XXHS1 3132XXHS1 FED HOME LOAN MTG CORP - GOLD 80385.869 71845.46 USGSE Long
3140J8H97 3140J8H97 FNMA GTD MTG PASS THRU CTF 369153.1792 343545.61 USGSE Long
N/A N/A PARAGUAY REPUBLIC OF 400000.0 335528.0 NUSS Long
855030AP7 855030AP7 STAPLES INC 174000.0 113167.86 CORP Long
698299BK9 698299BK9 PANAMA REPUBLIC OF 1020000.0 834768.0 NUSS Long
64131QAJ9 64131QAJ9 NEUBERGER BERMAN LOAN ADVISERS CLO 26 577119.8778 575498.17 CORP Long
3140Q8DP7 3140Q8DP7 FNMA GTD MTG PASS THRU CTF 345893.7908 321791.6 USGSE Long
74333AAL4 74333AAL4 PROGRESS RESIDENTIAL 2020 292000.0 266932.59 CORP Long
08163TAC6 08163TAC6 BENCHMARK 2023-V2 MORTGAGE TRUST 13000000.0 13007774.0 CORP Long
3140H2Y85 3140H2Y85 FNMA GTD MTG PASS THRU CTF 73658.6182 69427.04 USGSE Long
3138WA7E1 3138WA7E1 FNMA GTD MTG PASS THRU CTF 11907.5999 11477.02 USGSE Long
65535HAP4 65535HAP4 NOMURA HOLDINGS INC 1075000.0 1035665.6 CORP Long
69448FAA9 69448FAA9 PACIFIC LIFE INSURANCE CO 79000.0 58795.23 CORP Long
68235PAG3 68235PAG3 ONE GAS INC 11000.0 8957.98 CORP Long
202795JM3 202795JM3 COMMONWEALTH EDISON CO 8000.0 6302.79 CORP Long
3138EAEZ6 3138EAEZ6 FNMA GTD MTG PASS THRU CTF 308045.511 289221.13 USGSE Long
86765BAT6 86765BAT6 ENERGY TRANSFER LP 955000.0 916738.46 CORP Long
63938CAH1 63938CAH1 NAVIENT CORP 57000.0 57411.14 CORP Long
21872VAD4 21872VAD4 COREVEST AMERN FIN 2020-2 TR 3444135.0 3268549.21 CORP Long
92328MAB9 92328MAB9 VENTURE GLOBAL CALCASIEU 1310000.0 1129972.73 CORP Long
05367AAH6 05367AAH6 AVIATION CAPITAL GROUP LLC 122000.0 118374.23 CORP Long
3140HGSC2 3140HGSC2 FNMA GTD MTG PASS THRU CTF 15668.589 14547.41 USGSE Long
37045VAK6 37045VAK6 GENERAL MOTORS CO 775000.0 794077.9 CORP Long
3132H3HF3 3132H3HF3 FED HOME LOAN MTG CORP - GOLD 25582.1429 24528.1 USGSE Long
46647PBP0 46647PBP0 JPMORGAN CHASE and CO 5386000.0 4584042.8 CORP Long
3132DWBN2 3132DWBN2 FED HOME LOAN MTG CORP - GOLD 624164.9273 463485.28 USGSE Long
445545AF3 445545AF3 HUNGARY REPUBLIC OF 2300000.0 2538625.0 NUSS Long
237266AJ0 237266AJ0 DARLING INGREDIENTS INC 255000.0 246198.78 CORP Long
55354GAQ3 55354GAQ3 MSCI INC 422000.0 337220.75 CORP Long
038522AP3 038522AP3 ARAMARK SERVICES INC 32000.0 31755.3 CORP Long
62854AAN4 62854AAN4 UTAH ACQUISITION SUB INC 4024000.0 3835804.36 CORP Long
72147KAJ7 72147KAJ7 PILGRIMS PRIDE CORP NEW 3130000.0 2710683.92 CORP Long
620076BW8 620076BW8 MOTOROLA SOLUTIONS INC 521000.0 515965.82 CORP Long
80007RAF2 80007RAF2 SANDS CHINA LTD 625000.0 610028.13 CORP Long
15477BAD9 15477BAD9 CENTRAL PARENT INC 170525.722 170556.42 CORP Long
91282CGZ8 91282CGZ8 UST NOTES 45200000.0 43007093.98 UST Long
N/A N/A GOLDMAN SACHS BANK USA -10800000.0 -401165.24 CORP N/A
68389XBG9 68389XBG9 ORACLE CORP 25000.0 19368.0 CORP Long
3138NXTQ0 3138NXTQ0 FNMA GTD MTG PASS THRU CTF 149610.4054 132408.93 USGSE Long
3140XF3D1 3140XF3D1 FNMA GTD MTG PASS THRU CTF 378166.6528 332737.27 USGSE Long
3128M73F1 3128M73F1 FED HOME LOAN MTG CORP - GOLD 61576.9249 61314.7 USGSE Long
279158AS8 279158AS8 ECOPETROL SA 1200000.0 1231440.0 CORP Long
665772CC1 665772CC1 NORTHERN STATES POWER CO (MN) 5000.0 5259.75 CORP Long
3133TGT74 3133TGT74 FEDERAL HOME LOAN MORTGAGE COR PORATION 2821.505 2846.66 USGSE Long
3132J6DM3 3132J6DM3 FED HOME LOAN MTG CORP - GOLD 35970.4411 33699.15 USGSE Long
281020AY3 281020AY3 EDISON INTERNATIONAL 816000.0 803328.35 CORP Long
45262BAF0 45262BAF0 IMPERIAL BRANDS FINANCE PLC 348000.0 352748.63 CORP Long
3128P76T5 3128P76T5 FED HOME LOAN MTG CORP - GOLD 170177.2486 159493.28 USGSE Long
674599DL6 674599DL6 OCCIDENTAL PETROLEUM CORP 6475000.0 6635385.75 CORP Long
845437BU5 845437BU5 SOUTHWESTERN ELEC POWER CO 926000.0 888947.3 CORP Long
3132DWBZ5 3132DWBZ5 FED HOME LOAN MTG CORP - GOLD 514480.0406 419325.0 USGSE Long
3140H5XH9 3140H5XH9 FNMA GTD MTG PASS THRU CTF 70245.29 65240.78 USGSE Long
858119BK5 858119BK5 STEEL DYNAMICS INC 9595000.0 8517290.08 CORP Long
53218CAC4 53218CAC4 LIFE 2021-BMR MTG TR 1643526.09 1596016.02 CORP Long
17290XAS9 17290XAS9 CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 2190825.9 2089953.92 CORP Long
3138ERSD3 3138ERSD3 FNMA GTD MTG PASS THRU CTF 487533.3596 438189.72 USGSE Long
91282CHJ3 91282CHJ3 UST NOTES 149200000.0 143896405.5 UST Long
3140QLR99 3140QLR99 FNMA GTD MTG PASS THRU CTF 797355.8268 677399.14 USGSE Long
3140X8QM2 3140X8QM2 FNMA GTD MTG PASS THRU CTF 1662760.76 1303240.62 USGSE Long
3132QQD66 3132QQD66 FED HOME LOAN MTG CORP - GOLD 156048.7303 141322.77 USGSE Long
63939FAB6 63939FAB6 NAVIENT STUDENT LOAN TRUST 2015-1 2154019.09 2096547.49 CORP Long
049560AY1 049560AY1 ATMOS ENERGY CORP 77000.0 78344.19 CORP Long
165167DG9 165167DG9 CHESAPEAKE ENERGY CORP 105000.0 100817.15 CORP Long
37960XAA5 37960XAA5 GLOBAL INFRASTRUCTURE SOLUTIONS INC 385000.0 321767.99 CORP Long
N/A N/A BANK OF AMERICA, N.A. 1.0 -3403.95 CORP N/A
718546AW4 718546AW4 PHILLIPS 66 385000.0 313442.04 CORP Long
3138WC2Q5 3138WC2Q5 FNMA GTD MTG PASS THRU CTF 405240.2137 378522.36 USGSE Long
38376R5Q5 38376R5Q5 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 457932.3739 26091.11 USGA Long
3140XAPT3 3140XAPT3 FNMA GTD MTG PASS THRU CTF 458802.25 427311.39 USGSE Long
845437BS0 845437BS0 SOUTHWESTERN ELEC POWER CO 91000.0 83745.59 CORP Long
054989AA6 054989AA6 BAT CAPITAL CORP 1270000.0 1303700.78 CORP Long
00287YBV0 00287YBV0 ABBVIE INC 35000.0 33130.04 CORP Long
31418DN73 31418DN73 FNMA GTD MTG PASS THRU CTF 1666275.6662 1512548.24 USGSE Long
312940TF6 312940TF6 FED HOME LOAN MTG CORP - GOLD 7805.1683 7771.2 USGSE Long
36180KJU6 36180KJU6 GNMA GUARANTEED PASS THRU CERT 25670.7384 23950.64 USGA Long
3620ASAG4 3620ASAG4 GNMA GUARANTEED PASS THRU CERT 19812.5826 18521.7 USGA Long
64971MZG0 64971MZG0 NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 815000.0 820898.24 MUN Long
30259RAE5 30259RAE5 FMC GMSR ISSUER TR 438000.0 384990.48 CORP Long
914906AV4 914906AV4 UNIVISION COMMUNICATIONS INC 415000.0 364131.0 CORP Long
81744FCU9 81744FCU9 SEQUOIA MTG TR 630.7305 557.8 CORP Long
313920LZ1 313920LZ1 FEDERAL NAT MTG ASN GTD REM PA 1650.4821 162.79 USGSE Long
629377CR1 629377CR1 NRG ENERGY INC 913000.0 746521.57 CORP Long
92873EAA8 92873EAA8 VOLT CI LLC 1423401.09 1314788.61 CORP Long
86563VBG3 86563VBG3 SUMITOMO MITSUI TRUST BANK LTD 1820000.0 1827306.03 CORP Long
83368RBJ0 83368RBJ0 SOCIETE GENERALE 1105000.0 882826.72 CORP Long
81172QAA2 81172QAA2 SEADRILL FINANCE LTD 305000.0 312487.75 CORP Long
489399AM7 489399AM7 KENNEDY-WILSON INC 38000.0 28516.87 CORP Long
45173JAQ7 45173JAQ7 COHERENT CORP 401613.2192 401111.2 CORP Long
N/A N/A BTIG, LLC 1.0 -8142.8 CORP N/A
92858TAL0 92858TAL0 VLS COMMERCIAL MORTGAGE TRUST 2020 8700000.0 207221.82 CORP Long
3132D9EH3 3132D9EH3 FED HOME LOAN MTG CORP - GOLD 477898.125 395176.92 USGSE Long
059165EQ9 059165EQ9 BALTIMORE GAS and ELECTRIC CO 551000.0 527571.12 CORP Long
6174468J1 6174468J1 MORGAN STANLEY 36000.0 35248.43 CORP Long
48241FAC8 48241FAC8 KBC GROUPE SA/NV 800000.0 804066.11 CORP Long
92343VGK4 92343VGK4 VERIZON COMMUNICATIONS INC 5565000.0 4209130.27 CORP Long
69331CAJ7 69331CAJ7 PG and E CORP 979000.0 919638.46 CORP Long
91159HJL5 91159HJL5 US BANCORP DEL 5405000.0 4949575.46 CORP Long
75907JAA2 75907JAA2 REGIONAL MGMT ISSUANCE TR 2022-2B 253000.0 253944.45 CORP Long
50190EAA2 50190EAA2 LCM INVESTMENTS HOLDINGS 50000.0 43691.86 CORP Long
3138E2K79 3138E2K79 FNMA GTD MTG PASS THRU CTF 426265.2211 400363.21 USGSE Long
36196HQJ2 36196HQJ2 GNMA GUARANTEED PASS THRU CERT 23775.9025 22138.3 USGA Long
3140XHXB8 3140XHXB8 FNMA GTD MTG PASS THRU CTF 77795.3779 75462.22 USGSE Long
185899AG6 185899AG6 CLEVELAND-CLIFFS INC 86000.0 86116.7 CORP Long
040555CZ5 040555CZ5 ARIZONA PUBLIC SERVICE CO 340000.0 296835.68 CORP Long
23338VAK2 23338VAK2 DTE ELEC CO 625000.0 527079.31 CORP Long
3140QNQ47 3140QNQ47 FNMA GTD MTG PASS THRU CTF 2955865.887 2598968.43 USGSE Long
225470FA6 225470FA6 CREDIT SUISSE FIRST BOSTON MTG SECS CORP 5872.8466 2584.01 CORP Long
023551AJ3 023551AJ3 HESS CORP 1849000.0 2087985.04 CORP Long
3138ER2J8 3138ER2J8 FNMA GTD MTG PASS THRU CTF 1861504.4475 1671936.65 USGSE Long
82967NBG2 82967NBG2 SIRIUS XM RADIO INC 855000.0 721406.25 CORP Long
3140GTCN8 3140GTCN8 FNMA GTD MTG PASS THRU CTF 68000.633 65052.97 USGSE Long
741391AB2 741391AB2 PRETIUM MTG CR PARTNERS I 2021-NPL4 LLC 240489.3532 228853.61 CORP Long
29254BAA5 29254BAA5 ENCINO ACQUISITION PARTNERS HOLDINGS LLC 124000.0 120837.07 CORP Long
23345LAA7 23345LAA7 DOLP TR 2021-NYC 13500000.0 10654510.5 CORP Long
81376WAC9 81376WAC9 SECURITIZED ASSET BACKED LLC TR 2006 CB5 2176526.2327 1357572.11 CORP Long
N/A N/A AUSNET SERVICES HOLDINGS PTY LTD 760000.0 727136.72 CORP Long
3138YAPJ8 3138YAPJ8 FNMA GTD MTG PASS THRU CTF 310026.6359 289586.3 USGSE Long
31418DZ39 31418DZ39 FNMA GTD MTG PASS THRU CTF 943326.1893 851285.29 USGSE Long
3140XCDK1 3140XCDK1 FNMA GTD MTG PASS THRU CTF 3340460.0906 2736199.92 USGSE Long
3138AEQN6 3138AEQN6 FNMA GTD MTG PASS THRU CTF 81783.0485 81226.29 USGSE Long
040555DA9 040555DA9 ARIZONA PUBLIC SERVICE CO 1100000.0 719345.84 CORP Long
92840VAA0 92840VAA0 VISTRA OPERATIONS CO LLC 888000.0 871638.56 CORP Long
65339KCJ7 65339KCJ7 NEXTERA ENERGY CAP HLDGS INC 30000.0 28960.28 CORP Long
67707CAS7 67707CAS7 OAK HILL CREDIT PARTNERS X-R LTD 2000000.0 1987590.0 CORP Long
3138EQGX4 3138EQGX4 FNMA GTD MTG PASS THRU CTF 1516931.4546 1418340.92 USGSE Long
771049AA1 771049AA1 ROBLOX CORP 280000.0 240450.0 CORP Long
576435BB6 576435BB6 MASTR RESECURITIZATION TR 278.5093 207.56 CORP Long
N/A N/A UNICREDIT SPA 806000.0 794725.02 CORP Long
N/A N/A POWER FINANCE CORP LTD 2400000.0 2234281.23 CORP Long
225401AU2 225401AU2 UBS GROUP AG 10760000.0 8784358.23 CORP Long
91324PEF5 91324PEF5 UNITEDHEALTH GROUP INC 3742000.0 2630166.18 CORP Long
882484AA6 882484AA6 TEXAS HEALTH RESOURCES 31000.0 25897.91 CORP Long
N/A N/A BNP PARIBAS 1.0 943.64 CORP N/A
059515AK2 059515AK2 BANC AMER FDG 2007-3 TR 1407974.2216 1125726.08 CORP Long
48305QAF0 48305QAF0 KAISER FNDTN HOSPS 6820000.0 4728526.08 CORP Long
36179WZB7 36179WZB7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 9043017.2 8101919.44 USGA Long
3137H4DC1 3137H4DC1 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 906269.929 753789.02 USGSE Long
N/A N/A MORGAN STANLEY CAPITAL SERVICES LLC 13540000.0 -176515.56 CORP N/A
88033GDB3 88033GDB3 TENET HEALTHCARE CORP 3870000.0 3712656.64 CORP Long
92917KAA2 92917KAA2 VOYA CLO 2018-3 LTD 500000.0 499557.0 CORP Long
87724RAA0 87724RAA0 TAYLOR MORRISON COMMUNITIES INC 1500000.0 1470999.93 CORP Long
3133KJJV5 3133KJJV5 FED HOME LOAN MTG CORP - GOLD 3299680.001 2717232.7 USGSE Long
16163LAD4 16163LAD4 CHASE MTG FIN TR SER 2007 A2 8348.6248 7803.34 CORP Long
3140XK3B4 3140XK3B4 FNMA GTD MTG PASS THRU CTF 1413417.15 1199453.21 USGSE Long
629377CH3 629377CH3 NRG ENERGY INC 447000.0 416435.12 CORP Long
38380RJT8 38380RJT8 GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS 1445341.7 1023605.45 USGA Long
125523CL2 125523CL2 CIGNA GROUP (THE) 4245000.0 3599737.63 CORP Long
26253LAA0 26253LAA0 DRYDEN SENIOR LOAN FUND 2018 5400000.0 5377163.4 CORP Long
741389AA8 741389AA8 PRETIUM MTG CR PARTNERS I 2021-NPL1 LLC 462093.7361 453583.36 CORP Long
172967MS7 172967MS7 CITIGROUP INC 6266000.0 5173834.57 CORP Long
105340AR4 105340AR4 BRANDYWINE OPER PARTNERSHIP LP 6570000.0 6292875.1 CORP Long
47216QAC7 47216QAC7 JDE PEETS BV 1400000.0 1074130.19 CORP Long
74333YAJ7 74333YAJ7 PROGRESS RESIDENTIAL 2022-SFR1 TR 379000.0 314595.36 CORP Long
842400GS6 842400GS6 SOUTHERN CALIFORNIA EDISON CO 52000.0 45872.67 CORP Long
31418ECA6 31418ECA6 FNMA GTD MTG PASS THRU CTF 12840798.4971 10884912.47 USGSE Long
3138YTHM9 3138YTHM9 FNMA GTD MTG PASS THRU CTF 198567.6567 185041.55 USGSE Long
31410F5B7 31410F5B7 FNMA GTD MTG PASS THRU CTF 109529.7762 112138.1 USGSE Long
98459LAC7 98459LAC7 YALE UNIVERSITY 2140000.0 1289709.09 CORP Long
31418AHB7 31418AHB7 FNMA GTD MTG PASS THRU CTF 28810.4664 26934.46 USGSE Long
3140FNC36 3140FNC36 FNMA GTD MTG PASS THRU CTF 33107.7504 30614.54 USGSE Long
3140E5KY9 3140E5KY9 FNMA GTD MTG PASS THRU CTF 17046.5295 15321.24 USGSE Long
01F0404C8 01F0404C8 FNMA/FHLG TBA ISSUER 207000.0 198946.5 USGA Long
83368RBQ4 83368RBQ4 SOCIETE GENERALE 200000.0 200718.57 CORP Long
3140N4DC8 3140N4DC8 FNMA GTD MTG PASS THRU CTF 399910.8703 386417.52 USGSE Long
912796CX5 912796CX5 UST BILLS 48960000.0 47979733.16 UST Long
05492PAQ1 05492PAQ1 BAMLL COML MTG SECS TR 2019 6500000.0 5952922.3 CORP Long
01F022618 01F022618 FNMA/FHLG TBA ISSUER 154350000.0 125385296.4 USGA Long
588926AA3 588926AA3 MERCHANTS FLEET FUNDING LLC 5600000.0 5619755.68 CORP Long
3136AHQ94 3136AHQ94 FEDERAL NAT MTG ASN GTD REM PA 53207.8332 1113.99 USGSE Long
04364VAG8 04364VAG8 ASCENT RESOURCES UTICA LLC / ARU FIN CORP 1530000.0 1508914.31 CORP Long
3140NCW21 3140NCW21 FNMA GTD MTG PASS THRU CTF 27302.932 25586.15 USGSE Long
3140E9CL8 3140E9CL8 FNMA GTD MTG PASS THRU CTF 207732.0205 193581.65 USGSE Long
225401AC2 225401AC2 UBS GROUP AG 1930000.0 1824205.66 CORP Long
3140XKJM3 3140XKJM3 FNMA GTD MTG PASS THRU CTF 1600749.71 1533234.89 USGSE Long
3140FXUJ9 3140FXUJ9 FNMA GTD MTG PASS THRU CTF 246527.8437 231219.06 USGSE Long
12661QAH0 12661QAH0 CSMC 2022-RPL1 TR 8741940.2705 6917499.08 CORP Long
36176W2N0 36176W2N0 GNMA GUARANTEED PASS THRU CERT 86836.6738 80921.19 USGA Long
3140QMTE4 3140QMTE4 FNMA GTD MTG PASS THRU CTF 1857120.087 1461379.31 USGSE Long
31395WHN0 31395WHN0 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 878.1059 872.4 USGSE Long
912834LR7 912834LR7 US TREASURY C0UPON STRIPS 1770000.0 708064.04 UST Long
105756CB4 105756CB4 BRAZIL, FEDERATIVE REPUBLIC OF 200000.0 144000.0 NUSS Long
62548LAA0 62548LAA0 MULTICARE HEALTH SYSTEM 10000.0 5766.47 CORP Long
71951QAB8 71951QAB8 PHYSICIANS REALTY LP 136000.0 126361.25 CORP Long
210518DN3 210518DN3 CONSUMERS ENERGY CO 169000.0 102353.01 CORP Long
3138WMFC0 3138WMFC0 FNMA GTD MTG PASS THRU CTF 574873.2197 487508.53 USGSE Long
00115AAH2 00115AAH2 AEP TRANSMISSION CO LLC 850000.0 623772.67 CORP Long
30225VAK3 30225VAK3 EXTRA SPACE STORAGE LP 100000.0 98498.07 CORP Long
3140KSAU1 3140KSAU1 FNMA GTD MTG PASS THRU CTF 3465540.596 2956975.63 USGSE Long
07325XAA8 07325XAA8 BAYVIEW COML ASST TR 2007 2 57327.2991 51151.14 CORP Long
12593JBE5 12593JBE5 COMM 2015-CCRE24 MTG TR 924844.08 888806.61 CORP Long
3140LDLA5 3140LDLA5 FNMA GTD MTG PASS THRU CTF 248670.0 188404.03 USGSE Long
36202FUF1 36202FUF1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 850718.0784 820367.95 USGA Long
595620AT2 595620AT2 MIDAMERICAN ENERGY CO 20000.0 18601.94 CORP Long
842400GU1 842400GU1 SOUTHERN CALIFORNIA EDISON CO 1083000.0 897451.94 CORP Long
36176Q6A7 36176Q6A7 GNMA GUARANTEED PASS THRU CERT 10940.3467 9939.27 USGA Long
3137FXZ35 3137FXZ35 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 6800000.0 5638837.44 USGSE Long
38141GZN7 38141GZN7 GOLDMAN SACHS GROUP INC (THE) 42000.0 30884.3 CORP Long
539830BC2 539830BC2 LOCKHEED MARTIN CORP 191000.0 166601.06 CORP Long
36184FSP4 36184FSP4 GNMA GUARANTEED PASS THRU CERT 414661.1219 365660.58 USGA Long
36179RNV7 36179RNV7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 291299.7036 257744.51 USGA Long
36202FPP5 36202FPP5 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 5749.9614 6036.61 USGA Long
01626PAQ9 01626PAQ9 ALIMENTATION COUCHE-TARD INC 14000.0 9232.08 CORP Long
36179WTX6 36179WTX6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 9138160.432 7381458.75 USGA Long
1248EPCQ4 1248EPCQ4 CCO HLDGS LLC/CCO HLDGS CAP CORP 695000.0 583793.05 CORP Long
3138WAYY7 3138WAYY7 FNMA GTD MTG PASS THRU CTF 725077.398 698858.53 USGSE Long
3133KMVS1 3133KMVS1 FED HOME LOAN MTG CORP - GOLD 2648677.95 2064396.02 USGSE Long
69360HAA9 69360HAA9 PRPM 2021-10 LLC 2061192.71 1935274.86 CORP Long
010392FW3 010392FW3 ALABAMA POWER and LIGHT 171000.0 109198.8 CORP Long
36193SYD5 36193SYD5 GNMA GUARANTEED PASS THRU CERT 52035.684 47059.43 USGA Long
3138A7FX1 3138A7FX1 FNMA GTD MTG PASS THRU CTF 425435.2398 408637.61 USGSE Long
266233AH8 266233AH8 DUQUESNE LIGHT HLDGS INC 70000.0 56471.64 CORP Long
14732KAB7 14732KAB7 CASCADE MH ASSET TR 2022-MH1 451694.8069 357816.82 CORP Long
38144GAG6 38144GAG6 GOLDMAN SACHS GROUP INC (THE) 1750000.0 1459624.6 CORP Long
81180WBJ9 81180WBJ9 SEAGATE HDD CAYMAN 12000.0 12823.58 CORP Long
81211KAK6 81211KAK6 SEALED AIR CORP 210000.0 210401.73 CORP Long
404119CK3 404119CK3 HCA INC 726000.0 626666.46 CORP Long
21H062610 21H062610 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 4350000.0 4419904.07 USGA Long
3132HNH51 3132HNH51 FED HOME LOAN MTG CORP - GOLD 159412.3649 145231.04 USGSE Long
3132CW3H5 3132CW3H5 FED HOME LOAN MTG CORP - GOLD 10134376.807 9560440.7 USGSE Long
3138AKHK8 3138AKHK8 FNMA GTD MTG PASS THRU CTF 19739.9962 19576.8 USGSE Long
36179TUC7 36179TUC7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 38377.6032 36920.66 USGA Long
745332CK0 745332CK0 PUGET SOUND ENERGY INC 38000.0 23149.12 CORP Long
649322AD6 649322AD6 NEW YORK and PRESBYTERIAN HOSP 390000.0 303616.29 CORP Long
36267KAD9 36267KAD9 GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 2830000.0 2844086.61 CORP Long
3138X17J9 3138X17J9 FNMA GTD MTG PASS THRU CTF 70952.8825 67396.47 USGSE Long
31418ELY4 31418ELY4 FNMA GTD MTG PASS THRU CTF 4237686.3086 4186879.84 USGSE Long
3140QKQG6 3140QKQG6 FNMA GTD MTG PASS THRU CTF 16926298.275 13875057.11 USGSE Long
69370PAH4 69370PAH4 PT PERTAMINA (PERSERO) 600000.0 521316.0 CORP Long
00914AAF9 00914AAF9 AIR LEASE CORP 29000.0 27766.02 CORP Long
42771AAA4 42771AAA4 HERO FDG 2017-3 61208.4634 52357.41 CORP Long
364760AQ1 364760AQ1 GAP INC 1490000.0 1176855.04 CORP Long
00908PAA5 00908PAA5 AIR CDA PASS THRU TR 2017-1 435240.0 381463.88 CORP Long
N/A N/A OMAN SULTANATE 575000.0 574338.75 NUSS Long
693304AY3 693304AY3 PECO ENERGY COMPANY 401000.0 248385.24 CORP Long
131347CK0 131347CK0 CALPINE CORPORATION 95000.0 93271.91 CORP Long
36170JAB2 36170JAB2 GGAM FINANCE LTD 265000.0 265401.76 CORP Long
12189LBF7 12189LBF7 BURLINGTON NORTHN SANTA FE LLC 147000.0 97744.71 CORP Long
90931EAA2 90931EAA2 UNITED AIRLS INC 2019-1A PASS THRU TR 42222.26 36481.08 CORP Long
3138YPLQ3 3138YPLQ3 FNMA GTD MTG PASS THRU CTF 87286.6088 83857.55 USGSE Long
03027XBZ2 03027XBZ2 AMERICAN TOWER CORP 585000.0 582915.59 CORP Long
91324PDV1 91324PDV1 UNITEDHEALTH GROUP INC 23000.0 17257.49 CORP Long
35563P7E3 35563P7E3 SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 871813.3515 743043.38 CORP Long
3140QLM60 3140QLM60 FNMA GTD MTG PASS THRU CTF 4366305.622 3558740.81 USGSE Long
3137BJGM9 3137BJGM9 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 160301.1457 155572.17 USGSE Long
31402Q2V2 31402Q2V2 FNMA GTD MTG PASS THRU CTF 586707.6483 582865.65 USGSE Long
78409VAQ7 78409VAQ7 S and P GLOBAL INC 315000.0 220216.4 CORP Long
3133KPN87 3133KPN87 FED HOME LOAN MTG CORP - GOLD 3255356.828 3216327.7 USGSE Long
623115AD4 623115AD4 MOUNT SINAI HOSP NEW YORK 19000.0 14383.86 CORP Long
3132M4WF8 3132M4WF8 FED HOME LOAN MTG CORP - GOLD 52725.5851 49380.82 USGSE Long
38379FBV0 38379FBV0 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 8693.1794 8207.2 USGA Long
665859AS3 665859AS3 NORTHERN TRUST CORP 29000.0 26337.98 CORP Long
3140KSVF1 3140KSVF1 FNMA GTD MTG PASS THRU CTF 20076950.43 15648099.64 USGSE Long
161175BL7 161175BL7 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 26274000.0 21248228.88 CORP Long
74340XCE9 74340XCE9 PROLOGIS LP 165000.0 157511.74 CORP Long
3617BFSV5 3617BFSV5 GNMA GUARANTEED PASS THRU CERT 95388.5047 93893.58 USGA Long
3132D56P2 3132D56P2 FED HOME LOAN MTG CORP - GOLD 3565536.3905 3042297.13 USGSE Long
31403DWD7 31403DWD7 FNMA GTD MTG PASS THRU CTF 26240.5 26080.66 USGSE Long
75888HAL5 75888HAL5 REGATA XII FUNDING LTD 1000000.0 996843.0 CORP Long
718172CV9 718172CV9 PHILIP MORRIS INTERNATIONAL INC 171000.0 171122.34 CORP Long
202795JU5 202795JU5 COMMONWEALTH EDISON CO 133000.0 79528.94 CORP Long
92939KAH1 92939KAH1 WFRBS COML MTG TR 2014-C24 5866608.1404 23501.63 CORP Long
31418CMX9 31418CMX9 FNMA GTD MTG PASS THRU CTF 285945.5875 273550.53 USGSE Long
3137F9YZ8 3137F9YZ8 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 6471747.02 256798.92 USGSE Long
171232AQ4 171232AQ4 CHUBB CORP 130000.0 136469.18 CORP Long
65339KBR0 65339KBR0 NEXTERA ENERGY CAP HLDGS INC 970000.0 799703.08 CORP Long
3620AQ3U5 3620AQ3U5 GNMA GUARANTEED PASS THRU CERT 21953.9542 21032.04 USGA Long
345397ZQ9 345397ZQ9 FORD MOTOR CREDIT CO LLC 8575000.0 8557734.58 CORP Long
912828YU8 912828YU8 UST NOTES 2510000.0 2312337.5 UST Long
31418A3V8 31418A3V8 FNMA GTD MTG PASS THRU CTF 39215.257 37637.92 USGSE Long
3132DWA45 3132DWA45 FED HOME LOAN MTG CORP - GOLD 1709030.419 1269072.33 USGSE Long
20337EAQ4 20337EAQ4 COMMSCOPE INC 909598.7216 795043.86 CORP Long
23918KAS7 23918KAS7 DAVITA INC 737000.0 622923.33 CORP Long
86562MDG2 86562MDG2 SUMITOMO MITSUI FINANCIAL GROUP INC 3605000.0 3651388.27 CORP Long
36241LUE4 36241LUE4 GNMA GUARANTEED PASS THRU CERT 10817.3347 10361.47 USGA Long
3140QMAB0 3140QMAB0 FNMA GTD MTG PASS THRU CTF 5231864.948 4116986.97 USGSE Long
3140J6GL5 3140J6GL5 FNMA GTD MTG PASS THRU CTF 3479761.4161 3225326.83 USGSE Long
694308KM8 694308KM8 PACIFIC GAS and ELECTRIC CO 812000.0 821634.36 CORP Long
92873CAA2 92873CAA2 VOLT XCIII LLC 1616434.04 1520597.93 CORP Long
N/A N/A MONGOLIA GOVERNMENT OF 200000.0 205272.0 NUSS Long
670001AE6 670001AE6 NOVELIS CORP 134000.0 121651.54 CORP Long
3133KRM76 3133KRM76 FEDERAL HOME LOAN MORTGAGE COR PORATION 2095902.562 2126843.11 USGSE Long
31416YYR3 31416YYR3 FNMA GTD MTG PASS THRU CTF 60542.5374 58118.0 USGSE Long
36193PJB2 36193PJB2 GNMA GUARANTEED PASS THRU CERT 42867.3759 38767.9 USGA Long
3136BLRV4 3136BLRV4 FEDERAL NAT MTG ASN GTD REM PA 1655711.449 1464599.8 USGSE Long
00206RLV2 00206RLV2 AT and T INC 9949000.0 6566521.67 CORP Long
3128M8YQ1 3128M8YQ1 FED HOME LOAN MTG CORP - GOLD 1036725.5144 996464.49 USGSE Long
33767TAL4 33767TAL4 FIRSTKEY HOMES 2021-SFR2 TR 1763000.0 1516932.8 CORP Long
31307TPN5 31307TPN5 FED HOME LOAN MTG CORP - GOLD 42069.9247 39743.14 USGSE Long
576323AP4 576323AP4 MASTEC INC 297000.0 267642.91 CORP Long
31335BTT3 31335BTT3 FED HOME LOAN MTG CORP - GOLD 261115.1115 245429.64 USGSE Long
3128MJS68 3128MJS68 FED HOME LOAN MTG CORP - GOLD 282774.7439 249424.66 USGSE Long
N/A N/A GOLDMAN SACHS and CO LLC (GOV REPO) 320000.0 70823.71 CORP N/A
3140FLVU9 3140FLVU9 FNMA GTD MTG PASS THRU CTF 189002.1371 169577.76 USGSE Long
345397ZX4 345397ZX4 FORD MOTOR CREDIT CO LLC 22139000.0 21619912.62 CORP Long
06406RBU0 06406RBU0 BANK NEW YORK MELLON CORP 610000.0 645017.16 CORP Long
753272AA1 753272AA1 RAND PARENT LLC 215000.0 203226.11 CORP Long
36178DQZ7 36178DQZ7 GNMA GUARANTEED PASS THRU CERT 451659.7129 396429.54 USGA Long
381013AA9 381013AA9 GOLDEN ENTERTAINMENT INC 1200000.0 1202556.02 CORP Long
3140NGPZ7 3140NGPZ7 FNMA GTD MTG PASS THRU CTF 2209946.12 2181378.81 USGSE Long
1248EPCK7 1248EPCK7 CCO HLDGS LLC/CCO HLDGS CAP CORP 95000.0 79248.86 CORP Long
36179QT50 36179QT50 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 929010.1906 874307.66 USGA Long
3128M9LU4 3128M9LU4 FED HOME LOAN MTG CORP - GOLD 73050.5973 64831.98 USGSE Long
78454LAL4 78454LAL4 SM ENERGY CO 43000.0 42395.85 CORP Long
538034AV1 538034AV1 LIVE NATION ENTERTAINMENT INC 403000.0 402882.0 CORP Long
21H0326C9 21H0326C9 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 25443000.0 22756422.74 USGA Long
36168QAL8 36168QAL8 GFL ENVIRONMENTAL INC 155000.0 138291.85 CORP Long
89417EAH2 89417EAH2 TRAVELERS COS INC 10000.0 9879.34 CORP Long
3140QFD55 3140QFD55 FNMA GTD MTG PASS THRU CTF 3597206.619 2854270.86 USGSE Long
N/A N/A EUROPEAN UNION 1660000.0 1622605.18 NUSS Long
N/A N/A ENEL SPA 335000.0 341875.26 CORP Long
26885BAA8 26885BAA8 EQM MIDSTREAM PARTNERS LP 65000.0 63634.21 CORP Long
59259YBF5 59259YBF5 METROPOLITAN TRANSN AUTH NY RV 20000.0 19802.22 MUN Long
744330AA9 744330AA9 PRUDENTIAL FUNDING ASIA PLC 290000.0 251814.37 CORP Long
655664AT7 655664AT7 NORDSTROM INC 718000.0 596972.13 CORP Long
49272YAB9 49272YAB9 KEDRION SPA 1859000.0 1645215.0 CORP Long
31392FDC8 31392FDC8 FEDERAL NAT MTG ASN GTD REM PA 9364.8522 9595.8 USGSE Long
36213EZT6 36213EZT6 GNMA GUARANTEED PASS THRU CERT 169216.1671 157850.17 USGA Long
21871XAM1 21871XAM1 COREBRIDGE FINANCIAL INC 2074000.0 1617116.01 CORP Long
31398GKH1 31398GKH1 FEDERAL NAT MTG ASN GTD REM PA 6256.1138 481.56 USGSE Long
31418AEA2 31418AEA2 FNMA GTD MTG PASS THRU CTF 22970.848 21568.3 USGSE Long
3140J9Z38 3140J9Z38 FNMA GTD MTG PASS THRU CTF 1113553.169 1030740.0 USGSE Long
00287YAR0 00287YAR0 ABBVIE INC 147000.0 138202.98 CORP Long
3133L7V46 3133L7V46 FED HOME LOAN MTG CORP - GOLD 500775.662 440531.75 USGSE Long
406216BE0 406216BE0 HALLIBURTON CO 427000.0 377213.84 CORP Long
59548PAB5 59548PAB5 MID-STATE CAP CORP 2006-1 TR 25003.4541 24308.12 CORP Long
74333XAJ9 74333XAJ9 PROGRESS RESIDENTIAL TRUST 4000000.0 3309568.8 CORP Long
3140HLJG2 3140HLJG2 FNMA GTD MTG PASS THRU CTF 35900.7091 34176.21 USGSE Long
26833RAB4 26833RAB4 ECMC GROUP STUDENT LOAN TRUST 2021-1 671601.52 654883.07 CORP Long
14879EAE8 14879EAE8 CATALENT PHARMA SOLUTIONS 120000.0 113306.1 CORP Long
31418DYJ5 31418DYJ5 FNMA GTD MTG PASS THRU CTF 367489.962 315828.66 USGSE Long
3140E6S94 3140E6S94 FNMA GTD MTG PASS THRU CTF 63278.9831 58968.52 USGSE Long
715638DT6 715638DT6 PERU, REPUBLIC OF 480000.0 337440.0 NUSS Long
10373QBG4 10373QBG4 BP CAP MARKETS AMERICA INC 278000.0 184206.63 CORP Long
N/A N/A PETROLEOS DEL PERU-PETROPERU SA 200000.0 139146.0 CORP Long
06738EBD6 06738EBD6 BARCLAYS PLC 15000000.0 14310499.2 CORP Long
12631DBC6 12631DBC6 COMM 2014-CCRE17 MTG TR 15727786.8212 11421.52 CORP Long
29278NAF0 29278NAF0 ENERGY TRANSFER LP 4954000.0 4833291.73 CORP Long
31416XJZ4 31416XJZ4 FNMA GTD MTG PASS THRU CTF 815510.7909 768290.92 USGSE Long
3132WEX80 3132WEX80 FED HOME LOAN MTG CORP - GOLD 17598.7125 15838.97 USGSE Long
3138ENA41 3138ENA41 FNMA GTD MTG PASS THRU CTF 656699.7979 579766.89 USGSE Long
345397ZJ5 345397ZJ5 FORD MOTOR CREDIT CO LLC 180000.0 174870.48 CORP Long
69073TAT0 69073TAT0 OWENS BROCKWAY GLASS CONT INC 411000.0 406766.7 CORP Long
31419HC83 31419HC83 FNMA GTD MTG PASS THRU CTF 323800.963 311177.71 USGSE Long
05491LAJ7 05491LAJ7 BBCMS 2016-ETC MTG TR 4500000.0 3326380.2 CORP Long
3140XLYD4 3140XLYD4 FNMA GTD MTG PASS THRU CTF 4453765.17 4235324.91 USGSE Long
31412QPP8 31412QPP8 FNMA GTD MTG PASS THRU CTF 167165.1173 172212.3 USGSE Long
N/A N/A GERMANY FEDERAL REPUBLIC OF 310000.0 333578.63 NUSS Long
39541EAC7 39541EAC7 GREENSAIF PIPELINES BIDCO SARL 200000.0 200000.0 CORP Long
760942BA9 760942BA9 REPUBLICA ORIENTAL DEL URUGUAY 220000.0 206250.0 NUSS Long
36179XXZ4 36179XXZ4 GNMA GUARANTEED PASS THRU CERT 2399819.2257 2089258.38 USGA Long
451102BW6 451102BW6 ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP 190000.0 186460.13 CORP Long
3140QS3H2 3140QS3H2 FNMA GTD MTG PASS THRU CTF 2658182.45 2567454.7 USGSE Long
3132QTUT1 3132QTUT1 FED HOME LOAN MTG CORP - GOLD 200281.2462 180817.87 USGSE Long
3138WTR57 3138WTR57 FNMA GTD MTG PASS THRU CTF 134788.5587 126393.59 USGSE Long
65473FAE7 65473FAE7 NISSAN AUTO LEASE TRUST 2023-B 270000.0 270420.26 CORP Long
842400HU0 842400HU0 SOUTHERN CALIFORNIA EDISON CO 4374000.0 4406436.97 CORP Long
458140BK5 458140BK5 INTEL CORP 20000.0 12783.86 CORP Long
758750AE3 758750AE3 REGAL REXNORD CORP 35000.0 34588.48 CORP Long
N/A N/A BNP PARIBAS 1.0 -673.07 CORP N/A
90932LAJ6 90932LAJ6 UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 6000000.0 5754771.6 CORP Long
6174467Y9 6174467Y9 MORGAN STANLEY 2070000.0 2008072.95 CORP Long
21H0626C6 21H0626C6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER -11500000.0 -11694237.3 USGA Short
12189LAE1 12189LAE1 BURLINGTON NORTHN SANTA FE LLC 150000.0 149606.52 CORP Long
23292HAB7 23292HAB7 DLLAA 2023-1A 1100000.0 1101677.06 CORP Long
36179UV74 36179UV74 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 681892.8621 595247.26 USGA Long
382550BH3 382550BH3 GOODYEAR TIRE and RUBBER CO 10000.0 10175.0 CORP Long
31418CRC0 31418CRC0 FNMA GTD MTG PASS THRU CTF 815756.692 729369.45 USGSE Long
78413KAB8 78413KAB8 SES GLOBAL AMERICAS HLDG GP 2000000.0 1446812.3 CORP Long
221597CR6 221597CR6 COSTA RICA REPUBLIC OF 200000.0 201035.0 NUSS Long
3132QPA79 3132QPA79 FED HOME LOAN MTG CORP - GOLD 702215.8634 615187.65 USGSE Long
29103DAT3 29103DAT3 EMERA US FINANCE LP 995000.0 785097.8 CORP Long
3132QDE49 3132QDE49 FED HOME LOAN MTG CORP - GOLD 16324.4757 14707.45 USGSE Long
698299BR4 698299BR4 PANAMA REPUBLIC OF 8600000.0 6508480.0 NUSS Long
39843PAG8 39843PAG8 GRIFOLS WORLDWIDE OPERATIONS USA INC 1336083.48 1319008.33 CORP Long
466330AC1 466330AC1 JPMCC 2021-MHC 164060500.0 164.06 CORP Long
31418DZ88 31418DZ88 FNMA GTD MTG PASS THRU CTF 2593098.8538 2222081.38 USGSE Long
88033GDS6 88033GDS6 TENET HEALTHCARE CORP 14000.0 13939.83 CORP Long
83610HAL4 83610HAL4 SOUND POINT CLO VII-R LTD 10250000.0 10156499.5 CORP Long
N/A N/A UNITED GROUP BV 2000000.0 1932893.0 CORP Long
20755DAF3 20755DAF3 CONNECTICUT AVE SECS TR 2022-R08 1500000.0 1618611.3 CORP Long
74834LAQ3 74834LAQ3 QUEST DIAGNOSTICS INC 93000.0 86870.42 CORP Long
3140QBW38 3140QBW38 FNMA GTD MTG PASS THRU CTF 2702299.194 2514966.36 USGSE Long
11043XAA1 11043XAA1 BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST 13607.3261 11837.71 CORP Long
437076BH4 437076BH4 HOME DEPOT INC 140000.0 118679.75 CORP Long
30311NAG5 30311NAG5 FREMF 2019-KL05 MTG TR 339771.0 291063.4 CORP Long
29261AAB6 29261AAB6 ENCOMPASS HEALTH CORP 486000.0 441623.68 CORP Long
3140Q9HX4 3140Q9HX4 FNMA GTD MTG PASS THRU CTF 1972880.1596 1890443.16 USGSE Long
3136B1XJ8 3136B1XJ8 FEDERAL NATL MTG AS GTD RE PTT 250881.9078 234661.31 USGSE Long
3140FUNQ7 3140FUNQ7 FNMA GTD MTG PASS THRU CTF 88033.7109 84382.72 USGSE Long
3138EQWR9 3138EQWR9 FNMA GTD MTG PASS THRU CTF 420847.715 370768.35 USGSE Long
31416XJ84 31416XJ84 FNMA GTD MTG PASS THRU CTF 325417.6891 306752.15 USGSE Long
31418RRF0 31418RRF0 FNMA GTD MTG PASS THRU CTF 34394.9822 34194.19 USGSE Long
61766LBR9 61766LBR9 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28 3302602.957 3116666.41 CORP Long
294429AT2 294429AT2 EQUIFAX INC 250000.0 198736.97 CORP Long
74333VAN4 74333VAN4 PROGRESS RESIDENTIAL 2021-SFR3 TR 1500000.0 1314400.05 CORP Long
3138ENNE5 3138ENNE5 FNMA GTD MTG PASS THRU CTF 394188.0424 391935.69 USGSE Long
94106LBW8 94106LBW8 WASTE MANAGEMENT INC DEL 186000.0 182455.73 CORP Long
95003QAG4 95003QAG4 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 7300000.0 5870215.43 CORP Long
837004CE8 837004CE8 DOMINION ENERGY SOUTH CAROLINA INC 285000.0 272069.93 CORP Long
31307UGP7 31307UGP7 FED HOME LOAN MTG CORP - GOLD 86756.3628 81930.97 USGSE Long
3140QHPZ2 3140QHPZ2 FNMA GTD MTG PASS THRU CTF 3665349.468 3330627.56 USGSE Long
896215AH3 896215AH3 TRIMAS CORP 131000.0 113877.34 CORP Long
3136BDDV7 3136BDDV7 FEDERAL NAT MTG ASN GTD REM PA 1761542.632 1471959.47 USGSE Long
N/A N/A CREDIT AGRICOLE SA 300000.0 365189.16 CORP Long
N/A N/A HEIMSTADEN AB 800000.0 352994.46 CORP Long
822582BY7 822582BY7 SHELL INTERNATIONAL FINANCE BV 65000.0 50845.51 CORP Long
05604FAS4 05604FAS4 BWAY 2013-1515 MTG TR 146276.0 122801.22 CORP Long
06051GJP5 06051GJP5 BANK OF AMERICA CORPORATION 16511000.0 13426176.4 CORP Long
87232BAF9 87232BAF9 TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC 529373.2358 527998.45 CORP Long
3140XLUN6 3140XLUN6 FNMA GTD MTG PASS THRU CTF 408093.7706 361242.73 USGSE Long
25746UBD0 25746UBD0 DOMINION ENERGY INC 161000.0 172133.87 CORP Long
07274NAJ2 07274NAJ2 BAYER US FINANCE II LLC 44740000.0 43117224.28 CORP Long
3132GRHH7 3132GRHH7 FED HOME LOAN MTG CORP - GOLD 176690.888 166123.52 USGSE Long
31418APN2 31418APN2 FNMA GTD MTG PASS THRU CTF 69033.9754 62583.48 USGSE Long
38382RHG6 38382RHG6 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 1843048.26 289375.53 USGA Long
3132HNN88 3132HNN88 FED HOME LOAN MTG CORP - GOLD 12174.2894 11414.45 USGSE Long
912810SE9 912810SE9 UNITED STATES TREASURY BOND 8745000.0 7062270.66 UST Long
36193VFY3 36193VFY3 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 28047.53 25365.3 USGA Long
31335AGJ1 31335AGJ1 FED HOME LOAN MTG CORP - GOLD 67374.0475 64961.5 USGSE Long
00914AAT9 00914AAT9 AIR LEASE CORP 1023000.0 1027364.9 CORP Long
576456AA5 576456AA5 MASTR ASSET BACKED SECS TR 2007-NCW 1145213.3295 943760.46 CORP Long
65339KBS8 65339KBS8 NEXTERA ENERGY CAP HLDGS INC 1565000.0 1565959.61 CORP Long
55284DAG7 55284DAG7 MF1 2021-W10X 400000.0 380914.44 CORP Long
3132DM5W1 3132DM5W1 FED HOME LOAN MTG CORP - GOLD 299854.894 254275.27 USGSE Long
3128MJUM0 3128MJUM0 FED HOME LOAN MTG CORP - GOLD 77175.2799 74411.77 USGSE Long
3132M5ME9 3132M5ME9 FED HOME LOAN MTG CORP - GOLD 85460.5801 82480.51 USGSE Long
12008RAP2 12008RAP2 BUILDERS FIRSTSOURCE INC 915000.0 784899.17 CORP Long
862121AC4 862121AC4 STORE CAPITAL CORP 1957000.0 1435660.88 CORP Long
01F0606C4 01F0606C4 FNMA/FHLG TBA ISSUER 12617208.0 12659589.2 USGA Long
62984CAD5 62984CAD5 NAKED JUICE LLC 1556682.3187 1455747.04 CORP Long
837004CJ7 837004CJ7 DOMINION ENERGY SOUTH CAROLINA INC 275000.0 242921.77 CORP Long
912834KP2 912834KP2 US TREASURY C0UPON STRIPS 5739205.0 2409441.19 UST Long
33883JAN1 33883JAN1 FLATIRON CLO LTD 5750000.0 5733083.5 CORP Long
3140QMVD3 3140QMVD3 FNMA GTD MTG PASS THRU CTF 18103446.3586 14772117.14 USGSE Long
69338AAJ4 69338AAJ4 PHH MORTGAGE TRUST SERIES 2008-CIM2 1140.2278 1031.92 CORP Long
72201F490 72201F490 PIMCO FUNDS 91137905.625 943277323.22 RF Long
939344AK3 939344AK3 WASHINGTON MUT MTG PASS-THROUGH CTFS WMALT SER 2006-4 TR 174134.9684 142359.53 CORP Long
3140XKJK7 3140XKJK7 FNMA GTD MTG PASS THRU CTF 2112661.038 2003544.63 USGSE Long
25525PAB3 25525PAB3 DIVERSIFIED HEALTHCARE TR 350000.0 246349.79 CORP Long
344940AD3 344940AD3 FORD CREDIT AUTO OWNER TRUST 2023-C 180000.0 180681.07 CORP Long
209111EM1 209111EM1 CONSOLIDATED EDISON CO OF NEW YORK INC 1325000.0 1373801.49 CORP Long
161175CK8 161175CK8 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 1305000.0 1045076.7 CORP Long
737446AM6 737446AM6 POST HOLDINGS INC 90000.0 88451.78 CORP Long
3617XXC56 3617XXC56 GNMA GUARANTEED PASS THRU CERT 850447.7517 875194.08 USGA Long
3136AV6R5 3136AV6R5 FEDERAL NAT MTG ASN GTD REM PA 2890703.0544 2684866.21 USGSE Long
30297NAN8 30297NAN8 FREMF 2018-KW07 MTG TR 4367253.0918 12341.86 CORP Long
92343VCV4 92343VCV4 VERIZON COMMUNICATIONS INC 265000.0 237646.31 CORP Long
03768MAL1 03768MAL1 APIDOS CLO XXXIII 1000000.0 986472.0 CORP Long
20048JAA8 20048JAA8 COMM 2018-HOME MORTGAGE TRUST 699201.0 629036.6 CORP Long
43285HAC2 43285HAC2 HILTON GRAND VACATIONS TRUST 2020-A 89870.4658 88182.88 CORP Long
12659QAC5 12659QAC5 CSMC 2022-RPL3 TRUST 11008742.0958 10754083.47 CORP Long
58403YAX4 58403YAX4 MED TR 2021-MDLN 1408241.5185 1334023.39 CORP Long
876030AD9 876030AD9 TAPESTRY INC 3163000.0 3187115.66 CORP Long
46590XAQ9 46590XAQ9 JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 1620000.0 1111170.15 CORP Long
002824BG4 002824BG4 ABBOTT LABORATORIES 240000.0 234806.74 CORP Long
77313LAB9 77313LAB9 ROCKETMTGE C0-ISSUER INC 17000.0 13745.01 CORP Long
879360AD7 879360AD7 TELEDYNE TECHNOLOGIES INC 1675000.0 1472775.44 CORP Long
03040WAU9 03040WAU9 AMERICAN WATER CAP CORP 18000.0 16521.31 CORP Long
3138EEX79 3138EEX79 FNMA GTD MTG PASS THRU CTF 48942.6295 45932.17 USGSE Long
91282CGS4 91282CGS4 UST NOTES 43700000.0 41887132.59 UST Long
3137HAGS9 3137HAGS9 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 2660000.0 2471264.75 USGSE Long
N/A N/A BNP PARIBAS 1.0 352.25 CORP N/A
89239MAB3 89239MAB3 TOYOTA LEASE OWNER TRUST 2023-A 3056758.28 3048274.25 CORP Long
00130HCC7 00130HCC7 AES CORP 9327000.0 8293568.4 CORP Long
718172DB2 718172DB2 PHILIP MORRIS INTERNATIONAL INC 1352000.0 1331395.97 CORP Long
20268JAE3 20268JAE3 COMMONSPIRIT HEALTH 37000.0 34200.12 CORP Long
023771S58 023771S58 AMERICAN AIRLINES INC 68000.0 74415.8 CORP Long
91324PEW8 91324PEW8 UNITEDHEALTH GROUP INC 1087000.0 1029929.98 CORP Long
60855RAL4 60855RAL4 MOLINA HEALTHCARE INC 155000.0 129986.8 CORP Long
12667G4S9 12667G4S9 CWALT INC 1207732.98 698931.02 CORP Long
744448CR0 744448CR0 PUBLIC SERVICE CO OF CO 77000.0 57922.86 CORP Long
3132J72F8 3132J72F8 FED HOME LOAN MTG CORP - GOLD 441459.8954 390306.75 USGSE Long
63940JAC3 63940JAC3 NAVIENT STUDENT LN TR 2017-3 8019851.6 7959214.3 CORP Long
641423BP2 641423BP2 NEVADA POWER CO 1550000.0 1635665.29 CORP Long
3138WJN53 3138WJN53 FNMA GTD MTG PASS THRU CTF 1426272.299 1326311.58 USGSE Long
3132QXCM7 3132QXCM7 FED HOME LOAN MTG CORP - GOLD 40413.01 37723.03 USGSE Long
74922UAE3 74922UAE3 RALI SER 2007-QS8 TR 834117.5642 637124.02 CORP Long
260543CL5 260543CL5 DOW CHEMICAL CO 395000.0 326603.12 CORP Long
3138LTKF4 3138LTKF4 FNMA GTD MTG PASS THRU CTF 740946.724 675657.31 USGSE Long
3138ELWC3 3138ELWC3 FNMA GTD MTG PASS THRU CTF 233411.3834 232034.02 USGSE Long
84762LAV7 84762LAV7 SPECTRUM BRANDS INC 389000.0 358928.21 CORP Long
072024ND0 072024ND0 BAY AREA TOLL AU CA BRIDGE REV 3265000.0 3574716.59 MUN Long
3138AVP90 3138AVP90 FNMA GTD MTG PASS THRU CTF 274931.0362 258707.69 USGSE Long
3132GFNE3 3132GFNE3 FED HOME LOAN MTG CORP - GOLD 33831.112 33676.11 USGSE Long
58601VAC6 58601VAC6 MEMORIAL HEALTH SVCS 18000.0 12790.94 CORP Long
912909AU2 912909AU2 UNITED STATES STEEL CORP 167000.0 165974.62 CORP Long
44413EAF5 44413EAF5 HUDSON RIVER TRADING LLC 348214.2829 345345.0 CORP Long
78433LAG1 78433LAG1 SCE RECOVERY FUNDING LLC 31000.0 29255.36 CORP Long
428040DA4 428040DA4 HERTZ CORP 372000.0 327867.78 CORP Long
12529YBY7 12529YBY7 CFMT 2021-FRR1 TR 368616.0 220807.58 CORP Long
3140QMSJ4 3140QMSJ4 FNMA GTD MTG PASS THRU CTF 2685363.213 2201282.72 USGSE Long
36202FSH0 36202FSH0 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 2429.1157 2517.56 USGA Long
12530BAA7 12530BAA7 CFMT 2021-HB7 LLC 3112310.33 2992171.42 CORP Long
00179DAB2 00179DAB2 AMSR 2021-SFR1 TRUST 4000000.0 3346882.8 CORP Long
3140KYF82 3140KYF82 FED HOME LOAN MTG CORP - GOLD 456584.402 391256.85 USGSE Long
12567HAE2 12567HAE2 CIFC 2021-7A 7600000.0 7494322.0 CORP Long
35042RAB2 35042RAB2 FOUNDATION FINANCE TRUST 2023-2 2000000.0 2020104.4 CORP Long
36194GQD9 36194GQD9 GNMA GUARANTEED PASS THRU CERT 66983.3429 62369.77 USGA Long
3138W1TR8 3138W1TR8 FNMA GTD MTG PASS THRU CTF 593907.7367 557882.48 USGSE Long
31418DP71 31418DP71 FNMA GTD MTG PASS THRU CTF 1032445.6917 855026.3 USGSE Long
15033XAJ5 15033XAJ5 CEDAR FUNDING LTD 4327000.0 4305914.53 CORP Long
881561BU7 881561BU7 TERWIN MORTGAGE TRUST 3163.288 3055.42 CORP Long
718172DA4 718172DA4 PHILIP MORRIS INTERNATIONAL INC 14955000.0 14755716.4 CORP Long
62955RAA3 62955RAA3 NEW YORK MORTGAGE TRUST 2021-SP1 4015880.36 3683136.16 CORP Long
91324PDZ2 91324PDZ2 UNITEDHEALTH GROUP INC 116000.0 75377.7 CORP Long
31395MT74 31395MT74 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 326557.449 331777.27 USGSE Long
26444HAK7 26444HAK7 DUKE ENERGY FLORIDA LLC 1010000.0 817899.49 CORP Long
94106LBP3 94106LBP3 WASTE MANAGEMENT INC DEL 80000.0 63067.81 CORP Long
3140HPTN7 3140HPTN7 FNMA GTD MTG PASS THRU CTF 79623.9153 73602.88 USGSE Long
26252WAU3 26252WAU3 DRYDEN 76 CLO LTD 3910000.0 3900975.72 CORP Long
3131Y0YY2 3131Y0YY2 FED HOME LOAN MTG CORP - GOLD 6416.6123 5967.49 USGSE Long
04685A2U4 04685A2U4 ATHENE GLOBAL FUNDING 61000.0 55355.12 CORP Long
N/A N/A INTERCONTINENTAL EXCHANGE 42282900.0 843018.39 CORP N/A
74333LAC0 74333LAC0 PROGRESS RESIDENTIAL 2020-SFR2 TRUST 353000.0 333680.77 CORP Long
31419HBN1 31419HBN1 FNMA GTD MTG PASS THRU CTF 52125.6977 50080.27 USGSE Long
73358WJA3 73358WJA3 PORT AUTH NY and NJ 515000.0 434150.92 MUN Long
3132DVKZ7 3132DVKZ7 FED HOME LOAN MTG CORP - GOLD 13747638.62 11808285.36 USGSE Long
69377EAB5 69377EAB5 PRPM 2022-INV1 TRUST 746551.37 686948.2 CORP Long
883556CM2 883556CM2 THERMO FISHER SCIENTIFIC INC 620000.0 439554.15 CORP Long
73358WCX0 73358WCX0 PORT AUTH NY and NJ 240000.0 245472.41 MUN Long
845467AS8 845467AS8 SOUTHWESTERN ENERGY CO 88000.0 83438.16 CORP Long
N/A N/A ROMANIA, REPUBLIC OF 814000.0 661375.0 NUSS Long
3133KRBZ6 3133KRBZ6 FEDERAL HOME LOAN MORTGAGE COR PORATION 678141.4841 653723.98 USGSE Long
06738EBL8 06738EBL8 BARCLAYS PLC 10143000.0 9665176.86 CORP Long
71654QDD1 71654QDD1 PETROLEOS MEXICANOS 79110000.0 52362909.0 CORP Long
05675M2D5 05675M2D5 BAHRAIN KINGDOM 200000.0 177500.0 NUSS Long
06738ECF0 06738ECF0 BARCLAYS PLC 2670000.0 2652196.52 CORP Long
3133TSBX0 3133TSBX0 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 979.9908 988.24 USGSE Long
71654QCB6 71654QCB6 PETROLEOS MEXICANOS 176000.0 165378.4 CORP Long
30306WAJ6 30306WAJ6 FREMF 2018-KW06 MTG TR 3830227.5481 11028.76 CORP Long
29444UBS4 29444UBS4 EQUINIX INC 118000.0 96005.63 CORP Long
59156RAE8 59156RAE8 METLIFE INC 20000.0 21758.95 CORP Long
863667AH4 863667AH4 STRYKER CORP 430000.0 414711.7 CORP Long
651639AX4 651639AX4 NEWMONT CORP 3385000.0 2973168.04 CORP Long
3140EVQG5 3140EVQG5 FNMA GTD MTG PASS THRU CTF 213697.0485 193003.52 USGSE Long
31417VN66 31417VN66 FNMA GTD MTG PASS THRU CTF 254882.9025 245190.37 USGSE Long
110122CQ9 110122CQ9 BRISTOL-MYERS SQUIBB CO 300000.0 257939.52 CORP Long
29425AAK9 29425AAK9 CITIGROUP COML MTG TR 2015-GC33 16879747.15 207197.21 CORP Long
00774CAB3 00774CAB3 AECOM 1175000.0 1142350.04 CORP Long
74333LAE6 74333LAE6 PROGRESS RESIDENTIAL 2020-SFR2 TRUST 266000.0 252039.23 CORP Long
69345WAA6 69345WAA6 PMT CREDIT RISK TRANSFER TRUST 2019-2R 3519774.5148 3513815.18 CORP Long
911760HH2 911760HH2 US DEPT VETS AFF GTD REMI PASS 1979.0384 2002.42 USGA Long
756109BJ2 756109BJ2 REALTY INCOME CORP 791000.0 688598.33 CORP Long
03690AAH9 03690AAH9 ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP 85000.0 79597.67 CORP Long
74333LAG1 74333LAG1 PROGRESS RESIDENTIAL 2020-SFR2 TRUST 282000.0 269414.9 CORP Long
049560AS4 049560AS4 ATMOS ENERGY CORP 149000.0 102953.89 CORP Long
31359PW77 31359PW77 FNMA GTD MTG PASS THRU CTF 640.7833 655.08 USGSE Long
674599DF9 674599DF9 OCCIDENTAL PETROLEUM CORP 4200000.0 4301178.0 CORP Long
743756AB4 743756AB4 PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 180000.0 167262.58 CORP Long
N/A N/A ENGIE SA 400000.0 441452.06 CORP Long
16411QAK7 16411QAK7 CHENIERE ENERGY PARTNERS LP 1710000.0 1508404.51 CORP Long
3133G82T7 3133G82T7 FED HOME LOAN MTG CORP - GOLD 24763386.577 21869445.6 USGSE Long
172062AE1 172062AE1 CINCINNATI FINANCIAL CORP 32000.0 32310.71 CORP Long
120568BC3 120568BC3 BUNGE LTD FIN CORP 310000.0 262144.66 CORP Long
31418EHQ6 31418EHQ6 FNMA GTD MTG PASS THRU CTF 2276809.6462 2250224.02 USGSE Long
3136AHTW0 3136AHTW0 FEDERAL NAT MTG ASN GTD REM PA 75387.5252 6978.5 USGSE Long
21872BAN6 21872BAN6 COREVEST AMERN FIN 3034000.0 2775479.53 CORP Long
539830BP3 539830BP3 LOCKHEED MARTIN CORP 219000.0 180864.84 CORP Long
3138LNKF7 3138LNKF7 FNMA GTD MTG PASS THRU CTF 733284.0 675735.14 USGSE Long
03332PAA5 03332PAA5 ANCHORAGE CAPITAL CLO 17 LTD 10500000.0 10432674.0 CORP Long
84611WAB0 84611WAB0 SURGERY CENTER HLDGS INC 108000.0 107190.0 CORP Long
3140XHBE6 3140XHBE6 FNMA GTD MTG PASS THRU CTF 6690370.305 5482231.26 USGSE Long
3140M2FW7 3140M2FW7 FNMA GTD MTG PASS THRU CTF 1449906.0821 1277293.02 USGSE Long
670346AU9 670346AU9 NUCOR CORP 80000.0 47925.14 CORP Long
90353TAK6 90353TAK6 UBER TECHNOLOGIES INC 407000.0 374473.98 CORP Long
36179M2R0 36179M2R0 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 119316.6209 111723.11 USGA Long
31418AM96 31418AM96 FNMA GTD MTG PASS THRU CTF 19944.6501 18094.73 USGSE Long
023135CH7 023135CH7 AMAZON.COM INC 335000.0 308085.59 CORP Long
845437BR2 845437BR2 SOUTHWESTERN ELEC POWER CO 11000.0 10355.49 CORP Long
88339FAA1 88339FAA1 THEOREM FUNDING TRUST 2022-2 267553.1826 265862.94 CORP Long
144285AL7 144285AL7 CARPENTER TECHNOLOGY CORP 209000.0 205325.4 CORP Long
3140Q8KM6 3140Q8KM6 FNMA GTD MTG PASS THRU CTF 5969.756 5542.58 USGSE Long
31393AP68 31393AP68 FNMA GTD MTG PASS THRU CTF 1593.2103 1616.5 USGSE Long
87612GAD3 87612GAD3 TARGA RES CORP 6500000.0 6603641.53 CORP Long
049560AK1 049560AK1 ATMOS ENERGY CORP 57000.0 55498.27 CORP Long
90138FAD4 90138FAD4 TWILIO INC 85000.0 73330.73 CORP Long
46124HAC0 46124HAC0 INTUIT INC 200000.0 176944.47 CORP Long
91282CGU9 91282CGU9 UST NOTES 16668000.0 16424490.85 UST Long
14576AAC6 14576AAC6 CARS MTI-1 L P / CARS MTI-2 L L C / CARS MTI-3 L L C / CARS MTI-4 L P / CARS MTI-5 L P / (CARS MTI-7 L L C) 167205.4994 139770.74 CORP Long
3132QQJR4 3132QQJR4 FED HOME LOAN MTG CORP - GOLD 256053.02 224319.42 USGSE Long
12659VAA8 12659VAA8 CSMC 2021-BHAR 1000000.0 985572.1 CORP Long
21H032613 21H032613 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 16625000.0 14883818.86 USGA Long
N/A N/A JPMORGAN CHASE BANK NA NEW YORK NY 1.0 244.23 CORP N/A
00404AAN9 00404AAN9 ACADIA HEALTHCARE CO INC 118000.0 113049.08 CORP Long
3618BJF80 3618BJF80 GNMA GUARANTEED PASS THRU CERT 1039369.15 1000668.76 USGA Long
78413MAA6 78413MAA6 SFAVE COML MTG SECS TR 2015-5AVE 740000.0 518225.4 CORP Long
31398TJZ5 31398TJZ5 FEDERAL NAT MTG ASN GTD REM PA 12415.7767 2263.68 USGSE Long
92943GAD3 92943GAD3 WR GRACE HOLDING LLC 410000.0 390445.01 CORP Long
3133L8W43 3133L8W43 FED HOME LOAN MTG CORP - GOLD 459467.2474 405341.45 USGSE Long
89334GAZ7 89334GAZ7 TRANSUNION LLC 449451.497 449298.68 CORP Long
3140LBZA4 3140LBZA4 FNMA GTD MTG PASS THRU CTF 1272605.0 1012727.61 USGSE Long
912810QN1 912810QN1 UNITED STATES TREASURY BOND 4051700.0 4101554.91 UST Long
682680BN2 682680BN2 ONEOK INC NEW 266000.0 279317.32 CORP Long
172967AQ4 172967AQ4 CITIGROUP INC 32000.0 32668.88 CORP Long
3138W4CT6 3138W4CT6 FNMA GTD MTG PASS THRU CTF 16393.5216 14554.69 USGSE Long
62482BAA0 62482BAA0 MEDLINE BORROWER LP 2812000.0 2495780.76 CORP Long
05549GAA9 05549GAA9 BHMS 2018-ATLS 11491821.0 11356884.04 CORP Long
3138LUEN1 3138LUEN1 FNMA GTD MTG PASS THRU CTF 14223.7528 13609.51 USGSE Long
927804FG4 927804FG4 VIRGINIA ELECTRIC AND POWER CO 19000.0 24666.48 CORP Long
3128MFCN6 3128MFCN6 FED HOME LOAN MTG CORP - GOLD 800799.767 733121.38 USGSE Long
05530SAJ5 05530SAJ5 BAMLL COML MTG SECS TR 2022-DKLX 562000.0 542215.91 CORP Long
25179MAL7 25179MAL7 DEVON ENERGY CORP NEW 1000000.0 921249.92 CORP Long
3136B1LF9 3136B1LF9 FEDERAL NATL MTG AS GTD RE PTT 1009760.2522 919193.24 USGSE Long
516806AG1 516806AG1 VITAL ENERGY INC 125000.0 127279.38 CORP Long
29273RBE8 29273RBE8 ENERGY TRANSFER LP 106000.0 96279.84 CORP Long
38374KGQ0 38374KGQ0 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 13217.6795 1013.51 USGA Long
89680EAA7 89680EAA7 TRITON WATER HOLDINGS 1873000.0 1603756.25 CORP Long
30321L2A9 30321L2A9 F and G GLOBAL FUNDING 23000.0 20485.98 CORP Long
3140JPJM8 3140JPJM8 FNMA GTD MTG PASS THRU CTF 36379.928 32390.93 USGSE Long
56844YAC1 56844YAC1 SIGNAL PEAK CLO 5 LTD 1000000.0 991576.0 CORP Long
43118DAA8 43118DAA8 HIGHTOWER HOLDING LLC 350000.0 302627.94 CORP Long
3131Y0AV4 3131Y0AV4 FED HOME LOAN MTG CORP - GOLD 150485.6238 139247.22 USGSE Long
255125AB2 255125AB2 DIVERSIFIED ABS PHASE III LLC 1031165.8468 916974.54 CORP Long
105756CF5 105756CF5 BRAZIL, FEDERATIVE REPUBLIC OF 500000.0 485750.0 NUSS Long
30247DAA9 30247DAA9 FIRST FRANKLIN MTG LN TR 06 FF13 36612.2641 23663.29 CORP Long
38218GAA0 38218GAA0 GOODGREEN 2018-1 120655.9815 104798.9 CORP Long
64110LAN6 64110LAN6 NETFLIX INC 165000.0 162485.57 CORP Long
N/A N/A ELM FOR FIRMENICH INTERN 290000.0 305437.45 CORP Long
15033PAA1 15033PAA1 CEDAR FDG XVII CLO LTD 4739000.0 4747373.81 CORP Long
87271AAA4 87271AAA4 TH MSR ISSUER TR 650000.0 636480.72 CORP Long
91087BAF7 91087BAF7 MEXICO UNITED MEXICAN STATES 2920000.0 2800280.0 NUSS Long
22535WAG2 22535WAG2 CREDIT AGRICOLE SA LONDON BRANCH 500000.0 469418.39 CORP Long
17308CC53 17308CC53 CITIGROUP INC 240000.0 207613.13 CORP Long
36193UAC8 36193UAC8 GNMA GUARANTEED PASS THRU CERT 36691.3368 33182.49 USGA Long
3133KRJX3 3133KRJX3 FEDERAL HOME LOAN MORTGAGE COR PORATION 687653.64 695226.36 USGSE Long
31418CQB3 31418CQB3 FNMA GTD MTG PASS THRU CTF 1620765.1616 1500231.45 USGSE Long
36179XDF0 36179XDF0 GNMA GUARANTEED PASS THRU CERT 3356739.2966 3269516.1 USGA Long
226373AR9 226373AR9 ENERGY TRANSFER LP 316000.0 311294.76 CORP Long
31392BGE0 31392BGE0 FEDERAL NAT MTG ASN GTD REM PA 4051.8958 364.28 USGSE Long
31418DTP7 31418DTP7 FNMA GTD MTG PASS THRU CTF 2648325.5347 1970701.39 USGSE Long
29379VBV4 29379VBV4 ENTERPRISE PRODUCTS OPERATING LLC 1080000.0 977213.46 CORP Long
74340XBQ3 74340XBQ3 PROLOGIS LP 43000.0 22815.45 CORP Long
3132DWD83 3132DWD83 FED HOME LOAN MTG CORP - GOLD 1992478.792 1813635.89 USGSE Long
36262MAA6 36262MAA6 GS MTG SECS CORP TR 2021-IP 7945000.0 7623891.7 CORP Long
57604TAD8 57604TAD8 MASSACHUSETTS ST TRANSN FD REV 150000.0 152633.97 MUN Long
50050NAA1 50050NAA1 KONTOOR BRANDS INC 40000.0 34600.0 CORP Long
31393YV51 31393YV51 FEDERAL NAT MTG ASN GTD REM PA 72624.1042 683.19 USGSE Long
3132DWET6 3132DWET6 FED HOME LOAN MTG CORP - GOLD 10821441.571 10436026.19 USGSE Long
81721MAK5 81721MAK5 DIVERSIFIED HEALTHCARE TR 275000.0 259736.51 CORP Long
3138A37B7 3138A37B7 FNMA GTD MTG PASS THRU CTF 100257.72 96309.35 USGSE Long
3136BMER5 3136BMER5 FEDERAL NAT MTG ASN GTD REM PA 946303.888 848573.22 USGSE Long
878091BG1 878091BG1 TEACHERS INS and ANNUITY ASSN AMER 2310000.0 1529977.82 CORP Long
3140QEDW9 3140QEDW9 FNMA GTD MTG PASS THRU CTF 2134180.9 1829114.47 USGSE Long
06406RAN7 06406RAN7 BANK NEW YORK MELLON CORP 525000.0 498628.67 CORP Long
80281LAQ8 80281LAQ8 SANTANDER UK GROUP HOLDINGS PLC 7160000.0 6393118.82 CORP Long
341081GM3 341081GM3 FLORIDA PWR and LT CO 366000.0 356229.0 CORP Long
87612EBR6 87612EBR6 TARGET CORP 399000.0 365759.01 CORP Long
36264FAM3 36264FAM3 GSK CONSUMER HEALTHCARE CAPITAL US LLC 1305000.0 1149854.36 CORP Long
912834MZ8 912834MZ8 US TREASURY C0UPON STRIPS 1570738.0 592065.94 UST Long
3140XCHL5 3140XCHL5 FNMA GTD MTG PASS THRU CTF 826112.625 681052.37 USGSE Long
12543DBH2 12543DBH2 CHS/CMNTY HEALTH SYSTEMS INC 78000.0 65715.0 CORP Long
030981AJ3 030981AJ3 AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP 5338000.0 5212600.24 CORP Long
36179SLR6 36179SLR6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 954536.7988 841599.54 USGA Long
74006LAS1 74006LAS1 PRE-PAID LEGAL SVCS INC 136538.126 135099.01 CORP Long
61690HAE9 61690HAE9 MORGAN STANLEY RESECURITIZATION TR 2015-R2 1020046.9636 849699.12 CORP Long
45824TBC8 45824TBC8 INTELSAT JACKSON HLDGS S A 510000.0 472597.46 CORP Long
87470LAJ0 87470LAJ0 TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 2497000.0 2254604.8 CORP Long
22003BAM8 22003BAM8 CORPOARATE OFFICE PPTYS LP 6209000.0 4747981.76 CORP Long
17325FBB3 17325FBB3 CITIBANK, N.A. 500000.0 510001.55 CORP Long
65339KBP4 65339KBP4 NEXTERA ENERGY CAP HLDGS INC 1510000.0 1515439.2 CORP Long
3617JSAU0 3617JSAU0 GNMA GUARANTEED PASS THRU CERT 82369.002 81104.63 USGA Long
677415CT6 677415CT6 OHIO POWER CO 561000.0 437116.27 CORP Long
3138AW6X6 3138AW6X6 FNMA GTD MTG PASS THRU CTF 283858.3624 266918.4 USGSE Long
31419KZH1 31419KZH1 FNMA GTD MTG PASS THRU CTF 46624.901 44753.82 USGSE Long
3132GDTN2 3132GDTN2 FED HOME LOAN MTG CORP - GOLD 54012.1133 53646.22 USGSE Long
68269HAB1 68269HAB1 ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 5714000.0 5679100.6 CORP Long
65106FAD4 65106FAD4 NEWCASTLE MTG SECS TR 2007 1 2106105.65 2030828.59 CORP Long
36182DV93 36182DV93 GNMA GUARANTEED PASS THRU CERT 299358.061 279738.1 USGA Long
89177WAA7 89177WAA7 TOWD PT MTG TR 2019-MH1 450103.613 447097.96 CORP Long
29366WAB2 29366WAB2 ENTERGY MISSISSIPPI LLC 96000.0 65804.6 CORP Long
097023CM5 097023CM5 BOEING CO 246000.0 227253.36 CORP Long
30296LAG8 30296LAG8 FREMF 2018-K74 MORTGAGE TRUST 292553.0 273223.38 CORP Long
35671DCG8 35671DCG8 FREEPORT-MCMORAN INC 6105000.0 5724231.15 CORP Long
718547AP7 718547AP7 PHILLIPS 66 CO 750000.0 657889.08 CORP Long
36179YDL5 36179YDL5 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 44695.1 45048.97 USGA Long
056054AE9 056054AE9 BX COMMERCIAL MORTGAGE TRUST 2019-XL 4429350.0 4395616.51 CORP Long
91282CFT3 91282CFT3 UST NOTES 5674000.0 5564066.25 UST Long
76174LAA1 76174LAA1 REYNOLDS GRP ISSUER INC/LLC/SA 966000.0 883890.0 CORP Long
3140X7CA5 3140X7CA5 FNMA GTD MTG PASS THRU CTF 1908511.5 1761807.27 USGSE Long
87264ABL8 87264ABL8 T-MOBILE USA INC 3775000.0 2662958.42 CORP Long
3140GPYV4 3140GPYV4 FNMA GTD MTG PASS THRU CTF 21859.5003 20911.94 USGSE Long
30231GBF8 30231GBF8 EXXON MOBIL CORP 490000.0 435682.49 CORP Long
25470XBD6 25470XBD6 DISH DBS CORP 1100000.0 498382.62 CORP Long
3132DWA60 3132DWA60 FED HOME LOAN MTG CORP - GOLD 5410187.4929 4414624.81 USGSE Long
448579AQ5 448579AQ5 HYATT HOTELS CORP 1245000.0 1260016.59 CORP Long
3137H7ZB2 3137H7ZB2 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 4673946.0 4010213.42 USGSE Long
3137FG4P7 3137FG4P7 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 350611.4808 323168.66 USGSE Long
3131XWFH1 3131XWFH1 FED HOME LOAN MTG CORP - GOLD 397748.4809 358362.11 USGSE Long
845743BN2 845743BN2 SOUTHWESTERN PUBLIC SERVICE CO 35000.0 29315.44 CORP Long
364760AP3 364760AP3 GAP INC 353000.0 290609.57 CORP Long
31418DYB2 31418DYB2 FNMA GTD MTG PASS THRU CTF 13222549.2342 10347057.32 USGSE Long
131347CQ7 131347CQ7 CALPINE CORPORATION 3365000.0 2975134.8 CORP Long
N/A N/A JPMORGAN CHASE BANK NA NEW YORK NY 1.0 299202.37 CORP N/A
N/A N/A SOUTHERN COMPANY 1300000.0 1156813.85 CORP Long
3140NMKE6 3140NMKE6 FNMA GTD MTG PASS THRU CTF 1391684.85 1372390.25 USGSE Long
85236WCJ3 85236WCJ3 SREIT TRUST 235000.0 229100.94 CORP Long
03740LAG7 03740LAG7 AON CORP / AON GLOBAL HOLDINGS PLC 339000.0 337147.2 CORP Long
36177LQG2 36177LQG2 GNMA GUARANTEED PASS THRU CERT 34674.7274 32296.53 USGA Long
3138YUU25 3138YUU25 FNMA GTD MTG PASS THRU CTF 38856.361 36245.96 USGSE Long
3137H9C98 3137H9C98 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 3500000.0 3183616.1 USGSE Long
38376JDC5 38376JDC5 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 4558.4865 357.04 USGA Long
3138WE6W4 3138WE6W4 FNMA GTD MTG PASS THRU CTF 141928.3541 132393.48 USGSE Long
36170JAA4 36170JAA4 GGAM FINANCE LTD 297000.0 300403.62 CORP Long
36179RQ28 36179RQ28 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 94835.5948 86329.41 USGA Long
N/A N/A MPT OPER PARTNERSHIP LP / MPT FIN CORP 200000.0 161098.0 CORP Long
3133KML37 3133KML37 FED HOME LOAN MTG CORP - GOLD 4505726.532 3999712.72 USGSE Long
31417CAZ8 31417CAZ8 FNMA GTD MTG PASS THRU CTF 304285.4277 277043.97 USGSE Long
78351MAA0 78351MAA0 RYAN SPECIALTY GROUP 165000.0 148912.5 CORP Long
3140QNF49 3140QNF49 FNMA GTD MTG PASS THRU CTF 2928562.464 2489810.8 USGSE Long
N/A N/A RETIRO MORTGAGE SECURITIES 164753.1544 177559.84 CORP Long
150190AK2 150190AK2 CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP 160000.0 157632.0 CORP Long
3128M6MZ8 3128M6MZ8 FED HOME LOAN MTG CORP - GOLD 41122.7439 42612.28 USGSE Long
3132D9E75 3132D9E75 FED HOME LOAN MTG CORP - GOLD 862418.224 741180.5 USGSE Long
03027XBG4 03027XBG4 AMERICAN TOWER CORP 408000.0 320380.54 CORP Long
36179NDR6 36179NDR6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 290328.1048 263768.34 USGA Long
845467AR0 845467AR0 SOUTHWESTERN ENERGY CO 589000.0 560436.27 CORP Long
36179UCB6 36179UCB6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 446618.2163 416970.54 USGA Long
909318AA5 909318AA5 UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST 530164.7655 473493.76 CORP Long
3128M5TK6 3128M5TK6 FED HOME LOAN MTG CORP - GOLD 152585.4933 151963.91 USGSE Long
66977WAP4 66977WAP4 NOVA CHEMICALS CORP 1246000.0 1207815.96 CORP Long
910047AK5 910047AK5 UNITED AIRLINES HOLDINGS INC 65000.0 63862.5 CORP Long
23345MAB3 23345MAB3 DT MIDSTREAM INC 148000.0 129866.37 CORP Long
097023CY9 097023CY9 BOEING CO 4430000.0 4389130.86 CORP Long
126408HV8 126408HV8 CSX CORP 45000.0 38468.21 CORP Long
36179WG44 36179WG44 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 2552243.6089 2217371.64 USGA Long
3140J5MF3 3140J5MF3 FNMA GTD MTG PASS THRU CTF 6883460.523 6154561.94 USGSE Long
62955VAA4 62955VAA4 NYMT LN TR 2022-CP1 3755382.3 3338617.86 CORP Long
92918NAQ0 92918NAQ0 VOYA CLO 2020-3 LTD / VOYA CLO 2020-3 LLC 7430000.0 7393711.88 CORP Long
30251GBA4 30251GBA4 FMG RESOURCES AUG'06 PTY LTD 152000.0 143462.16 CORP Long
78472UAE8 78472UAE8 SREIT TR 2021-MFP 2630000.0 2551070.54 CORP Long
454889AQ9 454889AQ9 INDIANA MICHIGAN POWER CO 30000.0 24950.64 CORP Long
36209RXZ1 36209RXZ1 GNMA GUARANTEED PASS THRU CERT 9736.7478 9124.26 USGA Long
3132DWEB5 3132DWEB5 FED HOME LOAN MTG CORP - GOLD 5400605.9968 5069882.61 USGSE Long
05401AAF8 05401AAF8 AVOLON HOLDINGS FUNDING LTD 2862000.0 2813233.41 CORP Long
89153VAU3 89153VAU3 TOTAL CAPITAL INTL SA 300000.0 220928.89 CORP Long
3140J5FF1 3140J5FF1 FNMA GTD MTG PASS THRU CTF 113867.8106 115770.34 USGSE Long
912810SX7 912810SX7 UNITED STATES TREASURY BOND 320173600.0 210339045.46 UST Long
10373QBP4 10373QBP4 BP CAP MARKETS AMERICA INC 186000.0 120363.94 CORP Long
019736AG2 019736AG2 ALLISON TRANSMISSION INC 86000.0 71829.41 CORP Long
30227FAJ9 30227FAJ9 EXTENDED STAY AMER TR 2021-ESH 2942621.42 2887724.17 CORP Long
803014AB5 803014AB5 SANTOS FINANCE LIMITED 825000.0 833258.25 CORP Long
35671DBJ3 35671DBJ3 FREEPORT-MCMORAN INC 632000.0 599385.2 CORP Long
165167DF1 165167DF1 CHESAPEAKE ENERGY CORP 330000.0 323489.0 CORP Long
74160MDK5 74160MDK5 PRIME MTG TR 1185.1923 1121.3 CORP Long
30289UAS1 30289UAS1 FREMF 2016-K56 MORTGAGE TRUST 103827.0 99148.66 CORP Long
3132DV7A7 3132DV7A7 FED HOME LOAN MTG CORP - GOLD 1143546.0652 937403.25 USGSE Long
06051GLC1 06051GLC1 BANK OF AMERICA CORPORATION 97000.0 99184.83 CORP Long
N/A N/A COMMERZBANK AG 100000.0 129600.09 CORP Long
91282CJL6 91282CJL6 UST NOTES 12875000.0 12915234.38 UST Long
38375B5N8 38375B5N8 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 323932.441 323073.96 USGA Long
31374CMR4 31374CMR4 FNMA GTD MTG PASS THRU CTF 34195.1644 33979.94 USGSE Long
3138WQA28 3138WQA28 FNMA GTD MTG PASS THRU CTF 131644.0725 116065.38 USGSE Long
3136FFGZ6 3136FFGZ6 FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES 2131.012 302.77 USGSE Long
303250AF1 303250AF1 FAIR ISAAC CORPORATION 500000.0 459982.55 CORP Long
912810SR0 912810SR0 UNITED STATES TREASURY BOND 11439200.0 6781300.75 UST Long
08186KAJ3 08186KAJ3 BENEFIT STREET PARTNERS CLO XXX LTD 415000.0 416499.4 CORP Long
17324TAD1 17324TAD1 CITIGROUP COML MTG TR 2016-GC36 2500000.0 2357583.5 CORP Long
55389PAB5 55389PAB5 MVW 2019-1 LLC 95910.4058 91526.53 CORP Long
3138X4CX6 3138X4CX6 FNMA GTD MTG PASS THRU CTF 34062.9238 29999.63 USGSE Long
16876HAB5 16876HAB5 CHILDREN'S HEALTH SYSTEM OF TEXAS 360000.0 206869.07 CORP Long
3138MRLJ8 3138MRLJ8 FNMA GTD MTG PASS THRU CTF 582900.9366 530618.57 USGSE Long
88023JAD8 88023JAD8 TEMPO ACQUISITION LLC / TEMPO ACQUISITION FIN CORP 5000000.0 4936417.8 CORP Long
83001WAC8 83001WAC8 SIX FLAGS THEME PARK INC 29000.0 29100.34 CORP Long
36191YAE8 36191YAE8 GS MTG SECS TR 2011-GC5 8330362.67 7956032.83 CORP Long
22003BAP1 22003BAP1 CORPOARATE OFFICE PPTYS LP 490000.0 354255.73 CORP Long
84861TAJ7 84861TAJ7 SPIRIT REALTY LP 7287000.0 5815103.83 CORP Long
3132J66H2 3132J66H2 FED HOME LOAN MTG CORP - GOLD 63065.414 57979.62 USGSE Long
3138X0ZZ4 3138X0ZZ4 FNMA GTD MTG PASS THRU CTF 111244.09 105727.78 USGSE Long
207932AA2 207932AA2 CONNECTICUT AVENUE SECURITIES TRUST 2023-R01 868671.185 883312.64 CORP Long
08163BBE0 08163BBE0 BENCHMARK 2020 MORTGAGE TRUST 3175000.0 2454326.12 CORP Long
904678AW9 904678AW9 UNICREDIT SPA 200000.0 180025.69 CORP Long
3133KHGR1 3133KHGR1 FED HOME LOAN MTG CORP - GOLD 230187.8061 212799.35 USGSE Long
3132DV3Z6 3132DV3Z6 FED HOME LOAN MTG CORP - GOLD 715220.2789 612760.97 USGSE Long
06051GJB6 06051GJB6 BANK OF AMERICA CORPORATION 1430000.0 1188255.68 CORP Long
47233WBM0 47233WBM0 JEFFERIES FINANCIAL GROUP INC 6730000.0 6678865.33 CORP Long
N/A N/A BNP PARIBAS 1.0 -3977.36 CORP N/A
072863AH6 072863AH6 BAYLOR SCOTT and WHITE HLDGS 870000.0 683972.69 CORP Long
912828R36 912828R36 UST NOTES 319100.0 297548.29 UST Long
62954HAY4 62954HAY4 NXP B V/NXP FDG LLC/NXP USA INC 442000.0 389287.08 CORP Long
17307GMC9 17307GMC9 CITIGROUP MTG LN TR 547.3888 499.9 CORP Long
126438AE0 126438AE0 CSMC 2020-NET 500000.0 455268.0 CORP Long
418056AZ0 418056AZ0 HASBRO INC 5000.0 4496.38 CORP Long
3136BCGU8 3136BCGU8 FEDERAL NAT MTG ASN GTD REM PA 2437267.3614 172710.13 USGSE Long
58403YAU0 58403YAU0 MED TR 2021-MDLN 1229101.2547 1176658.7 CORP Long
29278NAR4 29278NAR4 ENERGY TRANSFER LP 9516000.0 8027791.9 CORP Long
31418EGT1 31418EGT1 FNMA GTD MTG PASS THRU CTF 13725255.8258 13244996.77 USGSE Long
26444HAJ0 26444HAJ0 DUKE ENERGY FLORIDA LLC 29000.0 23391.4 CORP Long
31402RJV2 31402RJV2 FNMA GTD MTG PASS THRU CTF 467717.2403 465158.41 USGSE Long
780082AD5 780082AD5 ROYAL BANK OF CANADA 127000.0 124850.74 CORP Long
31419AXK8 31419AXK8 FNMA GTD MTG PASS THRU CTF 67152.6553 64479.74 USGSE Long
05608UAA6 05608UAA6 BX TR 2021-LGCY 4233000.0 4236976.48 CORP Long
35564KCN7 35564KCN7 FREDDIE MAC STACR REMIC TRUST 2021-DNA1 2700000.0 2704045.14 USGA Long
31418AVC9 31418AVC9 FNMA GTD MTG PASS THRU CTF 41064.2129 38289.29 USGSE Long
36196HNU0 36196HNU0 GNMA GUARANTEED PASS THRU CERT 3941.0803 3669.63 USGA Long
806213AD6 806213AD6 SCENTRE GROUP TR 1 / SCENTRE GROUP TR 2 29000.0 27678.23 CORP Long
674599EA9 674599EA9 OCCIDENTAL PETROLEUM CORP 225000.0 256286.25 CORP Long
756109AR5 756109AR5 REALTY INCOME CORP 20000.0 19354.84 CORP Long
N/A N/A SEVERN TRENT WATER UTIL FIN 135000.0 170426.66 CORP Long
87169NAG8 87169NAG8 SYMPHONY CLO 38 LTD 500000.0 499297.5 CORP Long
31396UUY4 31396UUY4 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 15803.2546 15814.99 USGSE Long
42225UAG9 42225UAG9 HEALTHCARE REALTY HOLDINGS LP 1715000.0 1455431.59 CORP Long
00140NAN0 00140NAN0 AIMCO CLO 11 LTD 3880000.0 3868286.28 CORP Long
78457JAL6 78457JAL6 SMRT 2022-MINI 1820000.0 1721809.36 CORP Long
172967AR2 172967AR2 CITIGROUP INC 24000.0 25569.79 CORP Long
3138WQF56 3138WQF56 FNMA GTD MTG PASS THRU CTF 411812.4457 374239.95 USGSE Long
05608BAA8 05608BAA8 BX COMMERCIAL MORTGAGE TRUST 2019-IMC 7500000.0 7441647.0 CORP Long
3620AMK84 3620AMK84 GNMA GUARANTEED PASS THRU CERT 23944.2152 23584.69 USGA Long
3140X6L66 3140X6L66 FNMA GTD MTG PASS THRU CTF 515464.9155 480513.35 USGSE Long
586054AC2 586054AC2 MEMORIAL SLOAN KETTERING CANCER CTR 162000.0 130127.7 CORP Long
389375AL0 389375AL0 GRAY TELEVISION INC 161000.0 114939.28 CORP Long
695114CY2 695114CY2 PACIFICORP 1000000.0 568496.35 CORP Long
N/A N/A MORGAN STANLEY 1.0 -8255.06 CORP N/A
552953CF6 552953CF6 MGM RESORTS INTERNATIONAL 2496000.0 2418140.03 CORP Long
3140X7KK4 3140X7KK4 FNMA GTD MTG PASS THRU CTF 2218761.422 1751504.02 USGSE Long
31402RFV6 31402RFV6 FNMA GTD MTG PASS THRU CTF 49357.9926 49085.01 USGSE Long
3132J6Z98 3132J6Z98 FED HOME LOAN MTG CORP - GOLD 60397.9336 53845.68 USGSE Long
65558RAD1 65558RAD1 NORDEA BANK ABP 400000.0 397508.46 CORP Long
571748BT8 571748BT8 MARSH and MCLENNAN COS INC 232000.0 226489.97 CORP Long
76970HAA6 76970HAA6 RMF BUYOUT ISSUANCE TR 2022-HB1 1477850.52 1423834.2 CORP Long
31418DY71 31418DY71 FNMA GTD MTG PASS THRU CTF 22143141.338 18296461.4 USGSE Long
853496AG2 853496AG2 Standard Industries Inc/NJ 381000.0 333958.84 CORP Long
31418EAP5 31418EAP5 FNMA GTD MTG PASS THRU CTF 14135909.7036 11987172.27 USGSE Long
N/A N/A BPCE SA 800000.0 767658.97 CORP Long
81725WAK9 81725WAK9 SENSATA TECHNOLOGIES BV 370000.0 332180.71 CORP Long
35671DCE3 35671DCE3 FREEPORT-MCMORAN INC 960000.0 899539.2 CORP Long
N/A N/A HSBC BANK USA NA 1.0 353.83 CORP N/A
3133KLCL9 3133KLCL9 FED HOME LOAN MTG CORP - GOLD 640267.272 522447.66 USGSE Long
28035QAB8 28035QAB8 EDGEWELL PERSONAL CARE CO 61000.0 53817.25 CORP Long
78472UAC2 78472UAC2 SREIT TR 2021-MFP 4235000.0 4145355.64 CORP Long
3620AMAG7 3620AMAG7 GNMA GUARANTEED PASS THRU CERT 4146.2869 3971.56 USGA Long
55316VAL8 55316VAL8 MHC COML MTG TR 2021-MHC 658500.79 636613.01 CORP Long
3140MLR69 3140MLR69 FNMA GTD MTG PASS THRU CTF 2501114.63 2343847.29 USGSE Long
36168QAQ7 36168QAQ7 GFL ENVIRONMENTAL INC 655000.0 660731.84 CORP Long
695156AW9 695156AW9 PACKAGING CORP OF AMERICA 108000.0 68260.66 CORP Long
302445AE1 302445AE1 TELEDYNE FLIR LLC 445000.0 366961.24 CORP Long
88581EAC5 88581EAC5 3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST 4200000.0 3249135.96 CORP Long
69701WAA4 69701WAA4 PALMER SQUARE CLO 2021-1 LTD 3000000.0 2998929.0 CORP Long
31418C4F8 31418C4F8 FNMA GTD MTG PASS THRU CTF 2124575.1613 1961262.47 USGSE Long
3140FMUL8 3140FMUL8 FNMA GTD MTG PASS THRU CTF 93218.0558 89352.06 USGSE Long
05609MCB9 05609MCB9 BMO 2022-C1 MORTGAGE TRUST 6200000.0 5172071.62 CORP Long
628530BC0 628530BC0 MYLAN INC 1480000.0 1186599.21 CORP Long
3132DPBD9 3132DPBD9 FED HOME LOAN MTG CORP - GOLD 1595919.801 1251849.39 USGSE Long
N/A N/A ACCENTRO REAL ESTATE AG 733500.0 311381.75 CORP Long
3138WGG65 3138WGG65 FNMA GTD MTG PASS THRU CTF 327223.5207 294616.25 USGSE Long
90353DAV7 90353DAV7 UBS COMMERCIAL MORTGAGE TRUST 2018-C12 628775.68 607949.5 CORP Long
00108WAN0 00108WAN0 AEP TEXAS INC 707000.0 470357.4 CORP Long
68377BAA5 68377BAA5 OPORTUN FDG XIV LLC 441753.06 420002.99 CORP Long
12529YCJ9 12529YCJ9 CFMT 2021-FRR1 TR 447606.0 252462.99 CORP Long
45378YAA2 45378YAA2 INDEPENDENCE PLAZA TR 2018-INDP 475983.0 449595.79 CORP Long
05601PAN6 05601PAN6 BSST 2021-SSCP MTG TR 87000.0 81518.79 CORP Long
36179VXX3 36179VXX3 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 4235300.333 3428063.1 USGA Long
3620AQ3M3 3620AQ3M3 GNMA GUARANTEED PASS THRU CERT 24771.046 23729.59 USGA Long
08949LAB6 08949LAB6 BIG RIV STL LLC / BRS FIN CORP 162000.0 161721.76 CORP Long
345397D59 345397D59 FORD MOTOR CREDIT CO LLC 5840000.0 5962900.17 CORP Long
55354GAK6 55354GAK6 MSCI INC 78000.0 67868.9 CORP Long
1248EPCE1 1248EPCE1 CCO HLDGS LLC/CCO HLDGS CAP CORP 619000.0 531109.86 CORP Long
3137APLG3 3137APLG3 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 6011.3061 168.04 USGSE Long
11120VAC7 11120VAC7 BRIXMOR OPERATING PARTNERSHIP LP 5706000.0 5455373.19 CORP Long
31418EBE9 31418EBE9 FNMA GTD MTG PASS THRU CTF 545091.356 477131.44 USGSE Long
3140XFEM9 3140XFEM9 FNMA GTD MTG PASS THRU CTF 19163011.61 15625925.92 USGSE Long
82873MAA1 82873MAA1 SIMMONS FOOD INC/SIMMONS 895000.0 742891.82 CORP Long
60162PAE2 60162PAE2 MILOS CLO LTD 7492819.55 7492422.43 CORP Long
3133KRFA7 3133KRFA7 FEDERAL HOME LOAN MORTGAGE COR PORATION 2423538.113 2408114.23 USGSE Long
3138LDUX9 3138LDUX9 FNMA GTD MTG PASS THRU CTF 296122.0 278778.22 USGSE Long
36202FKN5 36202FKN5 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 316612.9401 305384.1 USGA Long
31402V4E7 31402V4E7 FNMA GTD MTG PASS THRU CTF 53659.0735 53339.72 USGSE Long
05493EAX0 05493EAX0 BBCMS MTG TR 2021-C9 10000000.0 7939784.0 CORP Long
20030NCE9 20030NCE9 COMCAST CORP 13000.0 10168.59 CORP Long
302960AG4 302960AG4 FREMF 2018-KSW4 MTG TR 3949697.9 3700532.79 CORP Long
29365TAJ3 29365TAJ3 ENTERGY TEX INC 22000.0 15279.54 CORP Long
02406PBB5 02406PBB5 AMERICAN AXLE and MANUFACTURING INC 160000.0 132454.8 CORP Long
90931VAA4 90931VAA4 UNITED AIRLS INC 2018-1A PASS THRU TR 28103.2863 23976.09 CORP Long
3617K1X65 3617K1X65 GNMA GUARANTEED PASS THRU CERT 285087.0772 273195.15 USGA Long
20826FBF2 20826FBF2 CONOCOPHILLIPS COMPANY 3055000.0 3017845.4 CORP Long
38375BSK9 38375BSK9 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 42966.5782 42758.51 USGA Long
31396X2N3 31396X2N3 FANNIE MAE 31742.0182 3144.56 USGSE Long
62547NAB5 62547NAB5 MULTIFAMILY CONN AVE SECS TR 2019-01 4456876.2467 4251658.93 CORP Long
3133KNA94 3133KNA94 FED HOME LOAN MTG CORP - GOLD 1000776.724 786266.44 USGSE Long
N/A N/A JPMORGAN CHASE BANK NA NEW YORK NY 1.0 -1006.91 CORP N/A
12656PAC0 12656PAC0 CSMC 2020-RPL3 TR 1166223.585 1147468.38 CORP Long
38141GYM0 38141GYM0 GOLDMAN SACHS GROUP INC (THE) 1537000.0 1380203.91 CORP Long
87264ABF1 87264ABF1 T-MOBILE USA INC 28506000.0 26183188.88 CORP Long
3132XGR32 3132XGR32 FED HOME LOAN MTG CORP - GOLD 6301000.0 5377735.89 USGSE Long
3140QS4U2 3140QS4U2 FNMA GTD MTG PASS THRU CTF 3057640.39 3146161.22 USGSE Long
842400FC2 842400FC2 SOUTHERN CALIFORNIA EDISON CO 149000.0 144335.67 CORP Long
3132J62U7 3132J62U7 FED HOME LOAN MTG CORP - GOLD 64000.2661 56450.08 USGSE Long
20754CAB5 20754CAB5 CONNECTICUT AVE SECS TR 2020-R01 260639.82 263568.11 CORP Long
72584DAF1 72584DAF1 KFC HOLDING CO 410705.9258 409781.84 CORP Long
96221TAH0 96221TAH0 WFRBS COML MTG TR 2014-LC14 3979214.483 113.01 CORP Long
3136BCGS3 3136BCGS3 FEDERAL NAT MTG ASN GTD REM PA 170722.8405 152070.55 USGSE Long
266233AJ4 266233AJ4 DUQUESNE LIGHT HLDGS INC 4273000.0 3254390.21 CORP Long
91324PCZ3 91324PCZ3 UNITEDHEALTH GROUP INC 770000.0 637702.64 CORP Long
68902VAP2 68902VAP2 OTIS WORLDWIDE CORP 598000.0 600884.44 CORP Long
25160PAM9 25160PAM9 DEUTSCHE BANK AG NEW YORK BNCH 972000.0 965910.96 CORP Long
3140FXVK5 3140FXVK5 FNMA GTD MTG PASS THRU CTF 1126046.9663 886462.12 USGSE Long
N/A N/A MONG DUONG FINANCE HOLDINGS B.V 230572.5 211771.62 CORP Long
25243YAV1 25243YAV1 DIAGEO CAPITAL PLC 200000.0 162647.88 CORP Long
31419AX44 31419AX44 FNMA GTD MTG PASS THRU CTF 132059.686 126875.64 USGSE Long
404280DG1 404280DG1 HSBC HOLDINGS PLC 358000.0 351665.77 CORP Long
001192AH6 001192AH6 SOUTHERN CO GAS CAPITAL CORP 1270000.0 1217042.96 CORP Long
3140QMTC8 3140QMTC8 FNMA GTD MTG PASS THRU CTF 2216000.275 1750016.86 USGSE Long
9128337U8 9128337U8 US TREASURY C0UPON STRIPS 6402933.0 4083021.36 UST Long
071734AC1 071734AC1 BAUSCH HEALTH COS INC 178000.0 97010.0 CORP Long
3132DWCB7 3132DWCB7 FED HOME LOAN MTG CORP - GOLD 6211050.0983 4852576.67 USGSE Long
46146JAA4 46146JAA4 INVESCO CLO LTD 4148000.0 4129043.64 CORP Long
91282CGM7 91282CGM7 UST NOTES 249300000.0 232978640.63 UST Long
00774MAW5 00774MAW5 AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 13580000.0 11968804.02 CORP Long
30225VAG2 30225VAG2 EXTRA SPACE STORAGE LP 386000.0 299173.85 CORP Long
682696AB5 682696AB5 ONEMAIN FINL ISSUANCE TR 2020-2 1050000.0 912257.85 CORP Long
172967LP4 172967LP4 CITIGROUP INC 163000.0 152648.89 CORP Long
21872VAA0 21872VAA0 COREVEST AMERN FIN 2020-2 TR 57193.3439 54843.73 CORP Long
3138EQ6P2 3138EQ6P2 FNMA GTD MTG PASS THRU CTF 118709.777 115161.93 USGSE Long
25381XAC7 25381XAC7 DIGICEL INTERNATIONAL FINANCE LTD/DIGICEL INTERNATIONAL HOLDINGS LTD 2650000.0 53000.0 CORP Long
22966RAH9 22966RAH9 CUBESMART LP 865000.0 738076.77 CORP Long
548661EA1 548661EA1 LOWES COS INC 87000.0 73104.24 CORP Long
87252LAA3 87252LAA3 THPT 2023-THL MORTGAGE TRUST 100000.0 99750.0 CORP Long
00404AAP4 00404AAP4 ACADIA HEALTHCARE CO INC 273000.0 254850.96 CORP Long
31418EJ84 31418EJ84 FNMA GTD MTG PASS THRU CTF 3629200.6802 3585689.47 USGSE Long
92926SAC0 92926SAC0 WAMU ASSET BACKED CTFS WAMU SER 2007 HE2 TR 2450461.3115 848397.49 CORP Long
817477AG7 817477AG7 SERBIA REPUBLIC OF 995000.0 997487.5 NUSS Long
43730XAF1 43730XAF1 HOME PARTNERS AMER 2021-3 TR 396935.7998 324981.86 CORP Long
3140JB2H8 3140JB2H8 FNMA GTD MTG PASS THRU CTF 381294.6044 320595.13 USGSE Long
71644EAJ1 71644EAJ1 SUNCOR ENERGY INC 390000.0 408419.36 CORP Long
437076BD3 437076BD3 HOME DEPOT INC 1150000.0 1071362.7 CORP Long
3136AA2T1 3136AA2T1 FEDERAL NAT MTG ASN GTD REM PA 568476.9486 508735.25 USGSE Long
36202FLQ7 36202FLQ7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 217669.2256 214978.07 USGA Long
90932DAA3 90932DAA3 UNITED AIRLINES 2016-2 CLASS A PASS THROUGH TRUST 19947.6583 16774.2 CORP Long
940663AC1 940663AC1 WASHINGTON UNIVERSITY 2630000.0 1935253.41 CORP Long
64952WCX9 64952WCX9 NEW YORK LIFE GLOBAL FDG 107000.0 98226.87 CORP Long
08162VAE8 08162VAE8 BENCHMARK 2019-B10 MTG TR 1673000.0 1516646.94 CORP Long
3140XLED6 3140XLED6 FNMA GTD MTG PASS THRU CTF 4094398.538 4059384.47 USGSE Long
056054AK5 056054AK5 BX COMMERCIAL MORTGAGE TRUST 2019-XL 15725000.007 15386885.77 CORP Long
12593GAE2 12593GAE2 COMM 2015-PC1 MTG TR 489065.23 478938.25 CORP Long
126650DX5 126650DX5 CVS HEALTH CORP 138000.0 137360.17 CORP Long
3128M8FM1 3128M8FM1 FED HOME LOAN MTG CORP - GOLD 19321.1932 19712.8 USGSE Long
38375QK65 38375QK65 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 13790.697 13966.13 USGA Long
404280DW6 404280DW6 HSBC HOLDINGS PLC 1050000.0 1066553.24 CORP Long
035198AB6 035198AB6 ANGOLA REPUBLIC 200000.0 177000.0 NUSS Long
91879QAL3 91879QAL3 VAIL RESORTS INC 114000.0 113673.63 CORP Long
16412XAG0 16412XAG0 CHENIERE CORPUS CHRISTI HOLDINGS LLC 1579000.0 1564084.01 CORP Long
209111EQ2 209111EQ2 CONSOLIDATED EDISON CO OF NEW YORK INC 11000.0 10842.2 CORP Long
38380HES7 38380HES7 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 2706568.413 2383455.3 USGA Long
30297NAG3 30297NAG3 FREMF 2018-KW07 MTG TR 380318.0 226923.39 CORP Long
00908PAC1 00908PAC1 AIR CDA PASS THRU TR 2017-1 59738.0952 56046.36 CORP Long
3140LFLE2 3140LFLE2 FNMA GTD MTG PASS THRU CTF 742207.0 588560.43 USGSE Long
36474GAA3 36474GAA3 GANNETT HOLDINGS LLC 105000.0 92200.5 CORP Long
00900LAN4 00900LAN4 AIMCO CLO SERIES 2015-A 4150000.0 4131100.9 CORP Long
94989WAV9 94989WAV9 WELLS FARGO COML MTG TR 2015-C31 6216794.8644 84848.68 CORP Long
3140J95F4 3140J95F4 FNMA GTD MTG PASS THRU CTF 469986.5 444752.36 USGSE Long
31416BMW5 31416BMW5 FNMA GTD MTG PASS THRU CTF 37542.3114 38718.22 USGSE Long
3138AXFM8 3138AXFM8 FNMA GTD MTG PASS THRU CTF 60416.3665 56798.75 USGSE Long
20030NDM0 20030NDM0 COMCAST CORP 119000.0 96841.18 CORP Long
853254CN8 853254CN8 STANDARD CHARTERED PLC 641000.0 678585.12 CORP Long
36179SQW0 36179SQW0 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 110856.9155 100705.86 USGA Long
501797AL8 501797AL8 BATH and BODY WORKS INC 52000.0 49197.41 CORP Long
3132CW3G7 3132CW3G7 FED HOME LOAN MTG CORP - GOLD 1427539.682 1368335.61 USGSE Long
3617GLUF9 3617GLUF9 GNMA GUARANTEED PASS THRU CERT 51387.4467 49324.2 USGA Long
12189LBG5 12189LBG5 BURLINGTON NORTHN SANTA FE LLC 133000.0 93543.84 CORP Long
17888HAA1 17888HAA1 CIVITAS RESOURCES INC 899000.0 920747.71 CORP Long
3132XXD48 3132XXD48 FED HOME LOAN MTG CORP - GOLD 6696.566 6225.72 USGSE Long
11135FBT7 11135FBT7 BROADCOM INC 959000.0 868286.05 CORP Long
00179VAD8 00179VAD8 AMSR 2021-SFR2 TR 1150000.0 1015200.34 CORP Long
44267DAE7 44267DAE7 HOWARD HUGHES CORP 300000.0 257250.0 CORP Long
31417AQL6 31417AQL6 FNMA GTD MTG PASS THRU CTF 278963.7169 261968.02 USGSE Long
N/A N/A LEVIATHAN BOND LTD 19893.0 18028.03 CORP Long
69007TAB0 69007TAB0 OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 112000.0 105605.36 CORP Long
38218QAA8 38218QAA8 GOODGREEN 2017-2 TRUST 139770.0672 125199.78 CORP Long
3128PT7F6 3128PT7F6 FED HOME LOAN MTG CORP - GOLD 3007.212 2961.68 USGSE Long
66977WAQ2 66977WAQ2 NOVA CHEMICALS CORP 32000.0 31636.58 CORP Long
36179UML3 36179UML3 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 3334382.7 3108869.73 USGA Long
92343VGT5 92343VGT5 VERIZON COMMUNICATIONS INC 1375000.0 1353129.59 CORP Long
16876BAA0 16876BAA0 CHILDRENS HOSP CORP 265000.0 217858.43 CORP Long
56847QAE1 56847QAE1 MARINER FINANCE ISSUANCE TRUST 2022-A 2400000.0 2400049.92 CORP Long
35042RAA4 35042RAA4 FOUNDATION FINANCE TRUST 2023-2 348458.67 350969.77 CORP Long
36185MBJ0 36185MBJ0 GMACM MTG LN TR 1670152.94 1309907.3 CORP Long
31418EN89 31418EN89 FNMA GTD MTG PASS THRU CTF 88974.9461 86806.46 USGSE Long
904678AQ2 904678AQ2 UNICREDIT SPA 124000.0 121436.22 CORP Long
073919AK8 073919AK8 SACO I INC 253.7924 251.25 CORP Long
898813AQ3 898813AQ3 TUCSON ELECTRIC POWER CO 127000.0 107326.98 MUN Long
912797GY7 912797GY7 UST BILLS 8935000.0 8782268.59 UST Long
92564RAG0 92564RAG0 VICI PROPERTIES LP / VICI NOTE CO INC 85000.0 82652.3 CORP Long
41756HAA0 41756HAA0 HARVEST SBA LOAN TRUST 2021-1 48554.6311 48036.46 CORP Long
75513ECS8 75513ECS8 RAYTHEON TECHNOLOGIES CORP 126000.0 120410.18 CORP Long
26442UAR5 26442UAR5 DUKE ENERGY PROGRESS LLC 679000.0 638162.16 CORP Long
3140XLXT0 3140XLXT0 FNMA GTD MTG PASS THRU CTF 402092.1958 355239.09 USGSE Long
55955EAL2 55955EAL2 MAGNE 2020-27A AR 1417000.0 1415366.2 CORP Long
58933YBM6 58933YBM6 MERCK and CO INC 203000.0 195304.02 CORP Long
00287YCA5 00287YCA5 ABBVIE INC 17573000.0 15102835.44 CORP Long
3138WHVQ2 3138WHVQ2 FNMA GTD MTG PASS THRU CTF 251315.322 225879.5 USGSE Long
36176PQZ2 36176PQZ2 GNMA GUARANTEED PASS THRU CERT 61405.9497 57203.81 USGA Long
431318AY0 431318AY0 HILCORP ENERGY I LP/FIN CO 965000.0 900154.41 CORP Long
3140XJL50 3140XJL50 FNMA GTD MTG PASS THRU CTF 2497019.685 2425253.09 USGSE Long
31418D4Y5 31418D4Y5 FNMA GTD MTG PASS THRU CTF 12766550.21 10401338.69 USGSE Long
80307AAB5 80307AAB5 SAPPHIRE AVIATION FINANCE 603303.95 431386.46 CORP Long
200474BB9 200474BB9 COMM 2015-LC19 MTG TR 5576268.27 5420682.58 CORP Long
21H0626C6 21H0626C6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 17556000.0 17852524.35 USGA Long
744448CY5 744448CY5 PUBLIC SERVICE CO OF CO 2956000.0 2725634.07 CORP Long
69351UAS2 69351UAS2 PPL ELEC UTILS CORP 925000.0 747995.08 CORP Long
38380RXJ4 38380RXJ4 GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS 14670117.4 1210686.65 USGA Long
06051GLU1 06051GLU1 BANK OF AMERICA CORPORATION 1446000.0 1450843.43 CORP Long
61765TAE3 61765TAE3 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25 2800000.0 2681632.8 CORP Long
26442CBL7 26442CBL7 DUKE ENERGY CAROLINAS LLC 74000.0 70387.03 CORP Long
81180WBH3 81180WBH3 SEAGATE HDD CAYMAN 1078000.0 1144874.81 CORP Long
20826FBD7 20826FBD7 CONOCOPHILLIPS COMPANY 578000.0 436535.24 CORP Long
912810ST6 912810ST6 UNITED STATES TREASURY BOND 48396800.0 29626025.62 UST Long
017175AF7 017175AF7 ALLEGHANY CORP DEL 25000.0 17057.84 CORP Long
31412PE31 31412PE31 FNMA GTD MTG PASS THRU CTF 25431.8922 24484.7 USGSE Long
12189LBE0 12189LBE0 BURLINGTON NORTHN SANTA FE LLC 166000.0 123126.8 CORP Long
64971X6R4 64971X6R4 NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 750000.0 726616.88 MUN Long
31417ES44 31417ES44 FNMA GTD MTG PASS THRU CTF 632901.9263 558283.36 USGSE Long
05592DAA2 05592DAA2 BPR TRUST 2021-TY 15784000.0 15507465.9 CORP Long
3132XVV42 3132XVV42 FED HOME LOAN MTG CORP - GOLD 278494.9295 258043.04 USGSE Long
N/A N/A CMEC CHICAGO MERCANTILE EXCH 7536800.0 -230.1 CORP N/A
3140LYNN9 3140LYNN9 FNMA GTD MTG PASS THRU CTF 442562.619 378134.88 USGSE Long
3133KNWJ8 3133KNWJ8 FED HOME LOAN MTG CORP - GOLD 3101161.756 2739319.44 USGSE Long
12434KAA4 12434KAA4 BXG RECEIVABLES NT TR 2022-A 4340053.48 4145169.02 CORP Long
873059AA7 873059AA7 TVC MORTGAGE TRUST 2023-RTL1 1205000.0 1206600.96 CORP Long
31418DUG5 31418DUG5 FNMA GTD MTG PASS THRU CTF 6109520.9921 4792346.15 USGSE Long
3138W9BN9 3138W9BN9 FNMA GTD MTG PASS THRU CTF 239476.6275 210943.15 USGSE Long
36193UAG9 36193UAG9 GNMA GUARANTEED PASS THRU CERT 68482.8704 62860.37 USGA Long
125523BZ2 125523BZ2 CIGNA GROUP (THE) 3894000.0 3829838.99 CORP Long
303901BL5 303901BL5 FAIRFAX FINANCIAL HOLDINGS LTD 6100000.0 5921104.39 CORP Long
3140HFYZ6 3140HFYZ6 FNMA GTD MTG PASS THRU CTF 21590.05 20038.41 USGSE Long
91282CBZ3 91282CBZ3 UST NOTES 88000000.0 77113437.28 UST Long
3136BBHB1 3136BBHB1 FNMA GTD MTG PASS THRU CTF 165711.7498 145795.24 USGSE Long
153527AN6 153527AN6 CENTRAL GARDEN and PET CO 256000.0 219319.24 CORP Long
3140QQLZ6 3140QQLZ6 FNMA GTD MTG PASS THRU CTF 3969129.282 3921542.6 USGSE Long
31339W2W5 31339W2W5 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 9011.9323 9175.94 USGSE Long
3140FVJF4 3140FVJF4 FNMA GTD MTG PASS THRU CTF 14707.5325 14079.19 USGSE Long
64971XXC7 64971XXC7 NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 2015000.0 1518935.61 MUN Long
N/A N/A CHICAGO BOARD OF TRADE 963.0 424757.63 CORP N/A
3138ALH42 3138ALH42 FNMA GTD MTG PASS THRU CTF 82714.3398 79537.93 USGSE Long
38380Q3N0 38380Q3N0 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 693174.942 700589.83 USGA Long
91282CCW9 91282CCW9 UST NOTES 4420000.0 3996301.54 UST Long
639057AJ7 639057AJ7 NATWEST GROUP PLC 500000.0 498333.54 CORP Long
N/A N/A ICE FUTURES EUROPE FINANCIALS -28.0 17668.83 CORP N/A
3132HQYX4 3132HQYX4 FED HOME LOAN MTG CORP - GOLD 133988.4475 114166.08 USGSE Long
3138WJHM3 3138WJHM3 FNMA GTD MTG PASS THRU CTF 119445.2308 114491.53 USGSE Long
25755TAL4 25755TAL4 DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC 1199275.0 1051035.02 CORP Long
30289HAE1 30289HAE1 FREMF 2016-K55 MORTGAGE TRUST 292553.0 281257.62 CORP Long
3140QLFM3 3140QLFM3 FNMA GTD MTG PASS THRU CTF 2939449.926 2423300.74 USGSE Long
3137H3S94 3137H3S94 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 847778.935 716897.47 USGSE Long
3140F0H80 3140F0H80 FNMA GTD MTG PASS THRU CTF 1738893.677 1624246.85 USGSE Long
N/A N/A CIA DE SEGUROS FIDELIDADE SA 500000.0 475746.65 CORP Long
95000DBD2 95000DBD2 WELLS FARGO COML MTG TR 2016-C34 6124000.0 5677378.52 CORP Long
3138EGSN5 3138EGSN5 FNMA GTD MTG PASS THRU CTF 64102.8492 63702.82 USGSE Long
36176XCE7 36176XCE7 GNMA GUARANTEED PASS THRU CERT 33402.302 31147.98 USGA Long
131347CN4 131347CN4 CALPINE CORPORATION 2815000.0 2649289.11 CORP Long
87927VAV0 87927VAV0 TELECOM ITALIA CAP 5000.0 4988.32 CORP Long
88033GCZ1 88033GCZ1 TENET HEALTHCARE CORP 1412000.0 1387408.61 CORP Long
3132GDLP5 3132GDLP5 FED HOME LOAN MTG CORP - GOLD 30172.5781 29969.96 USGSE Long
00108WAH3 00108WAH3 AEP TEXAS INC 81000.0 76293.5 CORP Long
3140QFPA1 3140QFPA1 FNMA GTD MTG PASS THRU CTF 2381117.245 1872971.82 USGSE Long
960386AM2 960386AM2 WESTINGHOUSE AIR BRAKE TECH CORP 10335000.0 9988859.25 CORP Long
72650RBM3 72650RBM3 PLAINS ALL AM PIPELN/PAA FIN C 2689000.0 2399171.57 CORP Long
40430FAA0 40430FAA0 HSI ASSET SECURITIZATION TR 2007 HE1 2397704.36 1794345.8 CORP Long
3140QCS56 3140QCS56 FNMA GTD MTG PASS THRU CTF 217080.042 202438.32 USGSE Long
31735JAA3 31735JAA3 FINANCE OF AMERICA HECM BUYOUT 2022-HB1 4304681.03 4070693.21 CORP Long
87470LAK7 87470LAK7 TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 225000.0 201747.24 CORP Long
N/A N/A PARAGUAY REPUBLIC OF 419000.0 342528.31 NUSS Long
3137FF3Z8 3137FF3Z8 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 140135166.1127 2609008.5 USGSE Long
N/A N/A TRAVIS PERKINS PLC 600000.0 698766.07 CORP Long
126408GK3 126408GK3 CSX CORP 1475000.0 1568313.69 CORP Long
38374NEG8 38374NEG8 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 9376.0075 777.14 USGA Long
341081FP7 341081FP7 FLORIDA PWR and LT CO 164000.0 123685.73 CORP Long
06541ABN9 06541ABN9 BANK 2021-BNK31 7000000.0 339644.9 CORP Long
07324SCS9 07324SCS9 BAYVIEW COML ASSET TR 32451.7703 29345.04 CORP Long
3140LFEY6 3140LFEY6 FNMA GTD MTG PASS THRU CTF 4000000.0 3224616.8 USGSE Long
3128MJXR6 3128MJXR6 FED HOME LOAN MTG CORP - GOLD 380120.6456 342705.29 USGSE Long
912810RZ3 912810RZ3 UNITED STATES TREASURY BOND 6321000.0 4548403.93 UST Long
254709AS7 254709AS7 DISCOVER FINANCIAL SVS 1592000.0 1580184.99 CORP Long
26444HAF8 26444HAF8 DUKE ENERGY FLORIDA LLC 104000.0 82709.79 CORP Long
N/A N/A ING GROEP NV 1400000.0 1562354.1 CORP Long
756109BL7 756109BL7 REALTY INCOME CORP 1553000.0 1257409.28 CORP Long
78454LAN0 78454LAN0 SM ENERGY CO 371000.0 366152.48 CORP Long
83012FAA6 83012FAA6 SIXTH STR CLO XVII LTD / SIXTH STR CLO XVII LLC 5000000.0 4973185.0 CORP Long
3617XXDH9 3617XXDH9 GNMA GUARANTEED PASS THRU CERT 986528.2467 1012085.15 USGA Long
05608TAB7 05608TAB7 BXG RECEIVABLES NT TR 2020-A 1560468.3828 1427922.04 CORP Long
N/A N/A LONDON CLEARING HOUSE 6228750.0 22378.53 CORP N/A
N/A N/A KREDITANSTALT FUR WIEDERAUFB 1500000.0 1340582.45 CORP Long
36202F4T0 36202F4T0 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 167114.3358 165030.82 USGA Long
902613BE7 902613BE7 UBS GROUP AG 200000.0 211985.2 CORP Long
3140QL7M2 3140QL7M2 FNMA GTD MTG PASS THRU CTF 8224769.52 6495254.29 USGSE Long
337358BH7 337358BH7 WACHOVIA CORP 15000.0 15731.02 CORP Long
N/A N/A UNIVERSAL MUSIC GROUP NV 300000.0 326989.54 CORP Long
88033GDQ0 88033GDQ0 TENET HEALTHCARE CORP 688000.0 670084.01 CORP Long
3140HEDN9 3140HEDN9 FNMA GTD MTG PASS THRU CTF 43966.8575 40834.51 USGSE Long
31418EDD9 31418EDD9 FNMA GTD MTG PASS THRU CTF 490023.234 414618.16 USGSE Long
31418EBS8 31418EBS8 FNMA GTD MTG PASS THRU CTF 20887487.8484 17004685.58 USGSE Long
36179NBA5 36179NBA5 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 239382.6008 212785.61 USGA Long
71424VAA8 71424VAA8 PERMIAN RESOURCES OPERATING LLC 110000.0 110301.18 CORP Long
912834JB5 912834JB5 US TREASURY C0UPON STRIPS 33992494.0 15024313.87 UST Long
3132DWFS7 3132DWFS7 FED HOME LOAN MTG CORP - GOLD 928988.4079 917850.58 USGSE Long
80386WAC9 80386WAC9 SASOL FING USA LLC 810000.0 738618.75 CORP Long
07274EAK9 07274EAK9 BAYER US FIN LLC 1307000.0 1303515.97 CORP Long
3138LEX30 3138LEX30 FNMA GTD MTG PASS THRU CTF 370034.53 332818.16 USGSE Long
172967ME8 172967ME8 CITIGROUP INC 19485000.0 17992766.02 CORP Long
970648AM3 970648AM3 WILLIS NORTH AMERICA INC 935000.0 912915.51 CORP Long
31416VCC6 31416VCC6 FNMA GTD MTG PASS THRU CTF 256203.5595 254588.3 USGSE Long
31418DXK3 31418DXK3 FNMA GTD MTG PASS THRU CTF 42589854.8207 33327890.2 USGSE Long
87470LAH4 87470LAH4 TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 59000.0 59338.93 CORP Long
3138ATCW8 3138ATCW8 FNMA GTD MTG PASS THRU CTF 368146.22 336464.44 USGSE Long
31359SWU0 31359SWU0 FEDERAL NAT MTG ASN GTD REM PA 867.6558 879.56 USGSE Long
00912XBA1 00912XBA1 AIR LEASE CORP 7000.0 6753.65 CORP Long
30259RAP0 30259RAP0 FMC GMSR ISSUER TR 373005.0 371097.38 CORP Long
3132QNFW4 3132QNFW4 FED HOME LOAN MTG CORP - GOLD 92605.915 81128.92 USGSE Long
78500AAA6 78500AAA6 SWF ESCROW ISSUER CORP 850000.0 533375.0 CORP Long
927804FA7 927804FA7 VIRGINIA ELECTRIC AND POWER CO 470000.0 480015.0 CORP Long
00081TAK4 00081TAK4 ACCO BRANDS CORP 347000.0 300422.4 CORP Long
3140QKC48 3140QKC48 FNMA GTD MTG PASS THRU CTF 2406063.9586 1882820.12 USGSE Long
N/A N/A SYDNEY FUTURES EXCHANGE LTD 44.0 41595.49 CORP N/A
11135FBR1 11135FBR1 BROADCOM INC 1410000.0 1320534.22 CORP Long
92922FNH7 92922FNH7 WAMU MTG PASS THROUGH CTFS 488.2244 448.15 CORP Long
31418DW40 31418DW40 FNMA GTD MTG PASS THRU CTF 646664.358 514950.86 USGSE Long
3140XJCC5 3140XJCC5 FNMA GTD MTG PASS THRU CTF 242870.577 180348.06 USGSE Long
31403DJX8 31403DJX8 FNMA GTD MTG PASS THRU CTF 1168.4988 1222.77 USGSE Long
02377BAA4 02377BAA4 AMERICAN AIRLS 2015-2 PASS THRU TRS 56089.7232 50199.08 CORP Long
3140HSEN7 3140HSEN7 FNMA GTD MTG PASS THRU CTF 468084.0 440818.58 USGSE Long
77588LAA9 77588LAA9 ROMARK CLO-IV LTD / ROMARK CLO-IV LLC 13250000.0 13174554.5 CORP Long
36179TQP3 36179TQP3 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 210219.8113 190444.64 USGA Long
26442CAM6 26442CAM6 DUKE ENERGY CAROLINAS LLC 2545000.0 2114353.81 CORP Long
3132GFG50 3132GFG50 FED HOME LOAN MTG CORP - GOLD 27938.6366 27786.35 USGSE Long
674599DD4 674599DD4 OCCIDENTAL PETROLEUM CORP 8296000.0 9031979.64 CORP Long
3138AEG23 3138AEG23 FNMA GTD MTG PASS THRU CTF 76733.7023 73547.07 USGSE Long
31418DYY2 31418DYY2 FNMA GTD MTG PASS THRU CTF 5265049.6216 4294549.34 USGSE Long
404280DZ9 404280DZ9 HSBC HOLDINGS PLC 2285000.0 2289143.98 CORP Long
3140H7NV5 3140H7NV5 FNMA GTD MTG PASS THRU CTF 82576.3392 76357.85 USGSE Long
3138W7D84 3138W7D84 FNMA GTD MTG PASS THRU CTF 76064.1524 64507.03 USGSE Long
N/A N/A CITIBANK, N.A. 1.0 56091.37 CORP N/A
31417EMZ1 31417EMZ1 FNMA GTD MTG PASS THRU CTF 50837.8017 44863.88 USGSE Long
3138WGG81 3138WGG81 FNMA GTD MTG PASS THRU CTF 305871.066 275391.53 USGSE Long
3138ECMT7 3138ECMT7 FNMA GTD MTG PASS THRU CTF 20938.5056 19984.21 USGSE Long
05530SAA4 05530SAA4 BAMLL COML MTG SECS TR 2022-DKLX 4172000.0 4066752.54 CORP Long
3140QSAQ4 3140QSAQ4 FNMA GTD MTG PASS THRU CTF 518012.8874 500008.57 USGSE Long
024747AF4 024747AF4 AMERICAN BLDRS and CONTRACTORS SUPPLY CO INC 262000.0 241154.07 CORP Long
398079AW3 398079AW3 GREYWOLF CLO II LTD 35000000.0 34801690.0 CORP Long
00287YBX6 00287YBX6 ABBVIE INC 529000.0 480334.32 CORP Long
3140XJBR3 3140XJBR3 FNMA GTD MTG PASS THRU CTF 4603542.724 3917906.72 USGSE Long
N/A N/A NIGERIA REPUBLIC OF 200000.0 170250.0 NUSS Long
3133KPQD3 3133KPQD3 FED HOME LOAN MTG CORP - GOLD 6863236.59 6292239.33 USGSE Long
024747AG2 024747AG2 AMERICAN BLDRS and CONTRACTORS SUPPLY CO INC 70000.0 60611.73 CORP Long
89114TZJ4 89114TZJ4 THE TORONTO DOMINION BANK 180000.0 143088.0 CORP Long
3140QSHR5 3140QSHR5 FNMA GTD MTG PASS THRU CTF 3147073.721 3190581.7 USGSE Long
36177JRP6 36177JRP6 GNMA GUARANTEED PASS THRU CERT 14067.0657 12799.4 USGA Long
74251VAR3 74251VAR3 PRINCIPAL FINANCIAL GROUP INC 37000.0 34008.22 CORP Long
3140QRGJ6 3140QRGJ6 FNMA GTD MTG PASS THRU CTF 1612744.47 1595928.87 USGSE Long
595620AW5 595620AW5 MIDAMERICAN ENERGY CO 162000.0 97199.94 CORP Long
80287JAE4 80287JAE4 SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2 740000.0 726455.11 CORP Long
31417F3F3 31417F3F3 FNMA GTD MTG PASS THRU CTF 620453.9461 547296.41 USGSE Long
91282CCY5 91282CCY5 UST NOTES 13756200.0 11917382.88 UST Long
422806AA7 422806AA7 HEICO CORP NEW 1220000.0 1216874.69 CORP Long
92841HAA0 92841HAA0 VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 182000.0 150779.57 CORP Long
74331UAG3 74331UAG3 PROGRESS RESIDENTIAL 2022-SFR3 TR 4705000.0 4336901.5 CORP Long
15135BAY7 15135BAY7 CENTENE CORP DEL 6335000.0 5492775.81 CORP Long
3138LDNU3 3138LDNU3 FNMA GTD MTG PASS THRU CTF 110510.6013 106963.98 USGSE Long
80287DAE7 80287DAE7 SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6 500000.0 504554.5 CORP Long
68245XAM1 68245XAM1 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC 5257000.0 4531967.7 CORP Long
154915AA0 154915AA0 CENTRAL PARENT LLC / CDK GLO 210000.0 215415.9 CORP Long
3132DWDU4 3132DWDU4 FED HOME LOAN MTG CORP - GOLD 21864003.3121 19915177.24 USGSE Long
80281LAT2 80281LAT2 SANTANDER UK GROUP HOLDINGS PLC 2282000.0 2301206.91 CORP Long
46284VAC5 46284VAC5 IRON MOUNTAIN INC 506000.0 478994.93 CORP Long
N/A N/A ENERGEAN ISRAEL FINANCE LTD 1522000.0 1322618.0 CORP Long
90278MAZ0 90278MAZ0 UBS COMMERCIAL MORTGAGE TRUST 2019 C-17 1065000.0 899815.62 CORP Long
3620ARH79 3620ARH79 GNMA GUARANTEED PASS THRU CERT 38127.5447 37549.05 USGA Long
172967LS8 172967LS8 CITIGROUP INC 3788000.0 3522662.87 CORP Long
86944BAE3 86944BAE3 SUTTER HEALTH 1240000.0 976011.19 CORP Long
31401KQE8 31401KQE8 FNMA GTD MTG PASS THRU CTF 4516.8093 4486.49 USGSE Long
12690CAA1 12690CAA1 CSMC 2018-SITE 5237000.0 5216221.16 CORP Long
N/A N/A BELLIS FINCO PLC 9000000.0 9559460.75 CORP Long
458140CK4 458140CK4 INTEL CORP 2375000.0 2484120.85 CORP Long
31292SBY5 31292SBY5 FED HOME LOAN MTG CORP - GOLD 160137.9795 149979.27 USGSE Long
31335BEU6 31335BEU6 FED HOME LOAN MTG CORP - GOLD 300399.599 288704.08 USGSE Long
3133TSQF3 3133TSQF3 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 145.3716 146.67 USGSE Long
3133USH46 3133USH46 FED HOME LOAN MTG CORP - GOLD 99037.3378 92600.56 USGSE Long
06540YAC3 06540YAC3 BANK 2020-BN28 8979586.26 7096884.9 CORP Long
85207UAH8 85207UAH8 SPRINT CORP 2950000.0 2963856.15 CORP Long
3137BE3R3 3137BE3R3 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 446374.1489 426855.28 USGSE Long
3138WXWF0 3138WXWF0 FNMA GTD MTG PASS THRU CTF 9985.8996 8830.9 USGSE Long
12637UAV1 12637UAV1 CSAIL 2016-C7 COML MTG TR 3186021.6 2997700.01 CORP Long
28415LAA1 28415LAA1 ELASTIC NV 120000.0 107129.2 CORP Long
90932PAA6 90932PAA6 UNITED AIRLS 2014-1 PASS THRU TR 58321.0757 54989.48 CORP Long
3132DWFR9 3132DWFR9 FED HOME LOAN MTG CORP - GOLD 10415851.137 10041626.27 USGSE Long
61747YFA8 61747YFA8 MORGAN STANLEY 5101000.0 5020861.2 CORP Long
3132J2SA2 3132J2SA2 FED HOME LOAN MTG CORP - GOLD 480630.7877 456013.41 USGSE Long
3140EXJP9 3140EXJP9 FNMA GTD MTG PASS THRU CTF 12772.4691 11479.76 USGSE Long
26442UAP9 26442UAP9 DUKE ENERGY PROGRESS LLC 815000.0 617835.98 CORP Long
3138LYQG5 3138LYQG5 FNMA GTD MTG PASS THRU CTF 27013.4965 25486.6 USGSE Long
98919VAA3 98919VAA3 ZAYO GROUP HLDGS INC 1436000.0 1095618.89 CORP Long
N/A N/A BNP PARIBAS 900000.0 900811.69 CORP Long
31359N4Q1 31359N4Q1 FNMA GTD MTG PASS THRU CTF 433.4896 436.73 USGSE Long
31418D3Y6 31418D3Y6 FNMA GTD MTG PASS THRU CTF 1107286.6979 902143.79 USGSE Long
775109CK5 775109CK5 ROGERS COMMUNICATIONS INC 20000.0 15865.59 CORP Long
38383CP46 38383CP46 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 350390.56 271264.17 USGA Long
3140QSMX6 3140QSMX6 FNMA GTD MTG PASS THRU CTF 3127043.959 3106165.62 USGSE Long
3132WFJZ3 3132WFJZ3 FED HOME LOAN MTG CORP - GOLD 16415.7463 14774.29 USGSE Long
009089AA1 009089AA1 AIR CANADA 2013-1 PASS THROUGH TRUST 93627.1438 88749.97 CORP Long
92858TAC0 92858TAC0 VLS COMMERCIAL MORTGAGE TRUST 2020 300000.0 233126.7 CORP Long
31292LPX7 31292LPX7 FED HOME LOAN MTG CORP - GOLD 346410.1912 316239.7 USGSE Long
36202FRD0 36202FRD0 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 53667.68 54330.26 USGA Long
3138LGZP4 3138LGZP4 FNMA GTD MTG PASS THRU CTF 248487.1805 231445.41 USGSE Long
3128M6QV3 3128M6QV3 FED HOME LOAN MTG CORP - GOLD 76292.2432 75963.49 USGSE Long
097023DG7 097023DG7 BOEING CO 5759000.0 5383790.32 CORP Long
36179MX39 36179MX39 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 3595611.2892 3199264.18 USGA Long
3138LYTC1 3138LYTC1 FNMA GTD MTG PASS THRU CTF 2903.6993 2739.57 USGSE Long
680665AL0 680665AL0 OLIN CORP 320000.0 305471.65 CORP Long
38374FTH7 38374FTH7 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 30549.9249 30471.2 USGA Long
92556HAB3 92556HAB3 PARAMOUNT GLOBAL 25000.0 22640.23 CORP Long
33768NAJ1 33768NAJ1 FIRSTKEY HOMES 2022-SFR1 TRUST 1826000.0 1663400.18 CORP Long
097023CF0 097023CF0 BOEING CO 343000.0 235299.44 CORP Long
254683CY9 254683CY9 DISCOVER CARD EXECUTION NT TR 1800000.0 1766794.32 CORP Long
3617WAN63 3617WAN63 GNMA GUARANTEED PASS THRU CERT 2845547.91 2414081.18 USGA Long
67118CAB7 67118CAB7 OBX 2023-NQM8 TRUST 982862.86 988520.32 CORP Long
718547AH5 718547AH5 PHILLIPS 66 CO 695000.0 655052.67 CORP Long
3138MQUJ0 3138MQUJ0 FNMA GTD MTG PASS THRU CTF 320972.5452 283431.47 USGSE Long
65342QAC6 65342QAC6 NEXTERA ENERGY OPERATING PARTNERS LP 29000.0 27622.5 CORP Long
023771T32 023771T32 AMERICAN AIRLINES INC 80000.0 79011.56 CORP Long
172967MP3 172967MP3 CITIGROUP INC 15729000.0 14581131.71 CORP Long
87165YAC7 87165YAC7 SYMPHONY CLO XIX LTD / SYMPHONY CLO XIX LLC 2605201.8 2590094.23 CORP Long
31292SA83 31292SA83 FED HOME LOAN MTG CORP - GOLD 128537.2985 109229.52 USGSE Long
23343RAE8 23343RAE8 DT AUTO OWNER TRUST 2020-2 13262.0171 13234.51 CORP Long
575718AG6 575718AG6 MASSACHUSETTS INSTITUTE OF TECHNOLOGY 1340000.0 919645.75 CORP Long
36177PCU7 36177PCU7 GNMA GUARANTEED PASS THRU CERT 59342.3333 54137.89 USGA Long
05526DBP9 05526DBP9 BAT CAPITAL CORP 425000.0 414879.94 CORP Long
37045XDU7 37045XDU7 GENERAL MTRS FINL CO INC 15000.0 14573.95 CORP Long
17291EBB6 17291EBB6 CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 12395886.3311 164908.67 CORP Long
3140QSHD6 3140QSHD6 FNMA GTD MTG PASS THRU CTF 1837737.25 1826041.52 USGSE Long
88033GDR8 88033GDR8 TENET HEALTHCARE CORP 300000.0 268162.46 CORP Long
71654QDE9 71654QDE9 PETROLEOS MEXICANOS 2932000.0 2185512.8 CORP Long
31394EWV6 31394EWV6 FEDERAL NAT MTG ASN GTD REM PA 2158.9749 123.37 USGSE Long
36321JAC8 36321JAC8 GALAXY XVIII CLO LTD 681194.52 680785.12 CORP Long
15135UAX7 15135UAX7 CENOVUS ENERGY INC 3795000.0 2631090.39 CORP Long
26863LAA2 26863LAA2 ELP COMMERCIAL MORTGAGE TRUST 2021-ELP 10967234.38 10733213.34 CORP Long
879369AG1 879369AG1 TELEFLEX INC 210000.0 193404.18 CORP Long
36179SNU7 36179SNU7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 2861366.7888 2518349.57 USGA Long
12687GAA7 12687GAA7 CABLEVISION LIGHTPATH LLC 10000.0 8473.46 CORP Long
534187BK4 534187BK4 LINCOLN NATIONAL CORP IND 1625000.0 1356016.84 CORP Long
010392FS2 010392FS2 ALABAMA POWER and LIGHT 10000.0 7950.77 CORP Long
38377WN83 38377WN83 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 67264.718 5595.12 USGA Long
12433YAA5 12433YAA5 BX COMMERCIAL MORTGAGE TRUST 2020-VKNG 983957.3172 974359.31 CORP Long
3617HNN39 3617HNN39 GNMA GUARANTEED PASS THRU CERT 139449.5864 133632.68 USGA Long
084659BC4 084659BC4 BERKSHIRE HATHAWAY ENERGY COMPANY 80000.0 49609.06 CORP Long
05401AAR2 05401AAR2 AVOLON HOLDINGS FUNDING LTD 6873000.0 5939028.72 CORP Long
836205BC7 836205BC7 SOUTH AFRICA REPUBLIC OF 700000.0 627865.0 NUSS Long
3140LHYH7 3140LHYH7 FNMA GTD MTG PASS THRU CTF 2975475.11 2927733.31 USGSE Long
05538UAJ2 05538UAJ2 BB-UBS TR 2012-SHOW 437000.0 366510.11 CORP Long
35564KL49 35564KL49 FREDDIE MAC STACR REMIC TRUST 2021-DNA1 3150000.0 3433300.92 USGA Long
26885BAL4 26885BAL4 EQM MIDSTREAM PARTNERS LP 298000.0 265408.31 CORP Long
3133ADKZ8 3133ADKZ8 FED HOME LOAN MTG CORP - GOLD 310941.345 231381.13 USGSE Long
3132DPNB0 3132DPNB0 FED HOME LOAN MTG CORP - GOLD 1013200.682 981864.01 USGSE Long
315289AC2 315289AC2 FERRELLGAS L P /FERRELLGAS FIN 200000.0 184093.44 CORP Long
36179UZS4 36179UZS4 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 632737.2219 552337.64 USGA Long
031162DQ0 031162DQ0 AMGEN INC 6132000.0 6163315.63 CORP Long
109696AA2 109696AA2 BRINKS CO 95000.0 89055.88 CORP Long
3136B3XY1 3136B3XY1 FNMA GTD MTG PASS THRU CTF 1462562.8865 1385778.04 USGSE Long
37045XAS5 37045XAS5 GENERAL MTRS FINL CO INC 5695000.0 5571231.13 CORP Long
92564RAH8 92564RAH8 VICI PROPERTIES LP / VICI NOTE CO INC 461000.0 437904.05 CORP Long
96949VAL7 96949VAL7 WILLIAMS SCOTSMAN INC 125000.0 128013.25 CORP Long
89532UAA1 89532UAA1 TRESTLES CLO V LTD / TRESTLES CLO V LLC 3500000.0 3480351.0 CORP Long
025816CH0 025816CH0 AMERICAN EXPRESS CO 770000.0 649133.1 CORP Long
N/A N/A HSBC HOLDINGS PLC 550000.0 732397.74 CORP Long
912810TG3 912810TG3 UNITED STATES TREASURY BOND 249200000.0 183015983.75 UST Long
912828ZN3 912828ZN3 UST NOTES 11936000.0 10467778.78 UST Long
29977LAA9 29977LAA9 INVICTUS US LLC 350000.0 284422.25 CORP Long
3140M2RE4 3140M2RE4 FNMA GTD MTG PASS THRU CTF 694000.236 610077.42 USGSE Long
3138M1EB0 3138M1EB0 FNMA GTD MTG PASS THRU CTF 146913.3636 137764.82 USGSE Long
N/A N/A MORGAN STANLEY CAPITAL SERVICES LLC 220000.0 48691.3 CORP N/A
36179XQV1 36179XQV1 GNMA GUARANTEED PASS THRU CERT 496450.24 469962.68 USGA Long
3140J5JM2 3140J5JM2 FNMA GTD MTG PASS THRU CTF 118483.989 111262.98 USGSE Long
3136BLMF4 3136BLMF4 FEDERAL NAT MTG ASN GTD REM PA 1161166.737 1027046.75 USGSE Long
3132DWCL5 3132DWCL5 FED HOME LOAN MTG CORP - GOLD 3968302.552 3497842.03 USGSE Long
3138EGC93 3138EGC93 FNMA GTD MTG PASS THRU CTF 648954.4818 670971.95 USGSE Long
57164PAH9 57164PAH9 MARRIOTT OWNERSHIP RESORTS INC 74000.0 62217.72 CORP Long
655844CH9 655844CH9 NORFOLK SOUTHERN CORP 410000.0 262800.29 CORP Long
404119BU2 404119BU2 HCA INC 709000.0 687715.05 CORP Long
31395UZR5 31395UZR5 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 212764.4554 214356.34 USGSE Long
620076BE8 620076BE8 MOTOROLA SOLUTIONS INC 398000.0 366039.94 CORP Long
38141GVR2 38141GVR2 GOLDMAN SACHS GROUP INC (THE) 10000.0 9739.83 CORP Long
29446MAH5 29446MAH5 EQUINOR ASA 920000.0 711560.12 CORP Long
57667JAA0 57667JAA0 MATCH GROUP HOLDINGS II LLC 170000.0 138975.0 CORP Long
95001RAX7 95001RAX7 TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12 3181000.0 2980368.6 CORP Long
31418DTQ5 31418DTQ5 FNMA GTD MTG PASS THRU CTF 21493725.7979 16859811.78 USGSE Long
3138WJQ35 3138WJQ35 FNMA GTD MTG PASS THRU CTF 257320.5081 231116.07 USGSE Long
362583AD8 362583AD8 GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4381000.0 4313837.52 CORP Long
3620AVT51 3620AVT51 GNMA GUARANTEED PASS THRU CERT 70812.3244 67818.08 USGA Long
501797AM6 501797AM6 BATH and BODY WORKS INC 200000.0 185988.42 CORP Long
03769HAA5 03769HAA5 APIDOS CLO XXXVII 1650000.0 1635090.6 CORP Long
17302XAK2 17302XAK2 CITGO PETROLEUM CORP 1275000.0 1261272.84 CORP Long
829259BA7 829259BA7 SINCLAIR TELEVISION GROUP INC 163000.0 114507.5 CORP Long
3132DVLW3 3132DVLW3 FED HOME LOAN MTG CORP - GOLD 17855560.657 14112029.88 USGSE Long
49177JAP7 49177JAP7 KENVUE INC 125000.0 119629.53 CORP Long
55822BAC9 55822BAC9 MADISON PK FDG LII LTD / MADISON PK FDG LII LLC 6180000.0 6127655.4 CORP Long
312945HN1 312945HN1 FED HOME LOAN MTG CORP - GOLD 13300.5112 13225.78 USGSE Long
3140LJJ64 3140LJJ64 FNMA GTD MTG PASS THRU CTF 1452438.0 1395959.22 USGSE Long
30040WAP3 30040WAP3 EVERSOURCE ENERGY 170000.0 144966.82 CORP Long
446413AZ9 446413AZ9 HUNTINGTON INGALLS INDUSTRIES INC 1417000.0 1210985.06 CORP Long
36202FKL9 36202FKL9 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 297363.89 271643.76 USGA Long
3132H7CN2 3132H7CN2 FED HOME LOAN MTG CORP - GOLD 65440.3433 62572.81 USGSE Long
64134MAA4 64134MAA4 NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD 500000.0 499243.0 CORP Long
3132WJEA5 3132WJEA5 FED HOME LOAN MTG CORP - GOLD 1113764.272 1001699.87 USGSE Long
437076CJ9 437076CJ9 HOME DEPOT INC 178000.0 143286.89 CORP Long
95000U2X0 95000U2X0 WELLS FARGO and CO 335000.0 326073.08 CORP Long
84762LAW5 84762LAW5 SPECTRUM BRANDS INC 110000.0 102682.8 CORP Long
3128QGB84 3128QGB84 FEDERAL HOME LOAN MORTGAGE COR PORATION 2030.8907 2082.78 USGSE Long
3133B9SJ4 3133B9SJ4 FED HOME LOAN MTG CORP - GOLD 15312090.2 12460920.82 USGSE Long
07132LAL3 07132LAL3 BATTALION CLO XI LTD / BATTALION CLO XI LLC 22750000.0 22625716.75 CORP Long
55609NAB4 55609NAB4 MACQUARIE AIRFINANCE HOLDINGS LTD 100000.0 101915.0 CORP Long
02406PAU4 02406PAU4 AMERICAN AXLE and MANUFACTURING INC 59000.0 56914.84 CORP Long
N/A N/A BNP PARIBAS 830000.0 824812.5 CORP Long
29366NAB2 29366NAB2 ENTERGY TEXAS RESTORATION FUNDING II LLC 85000.0 74771.08 CORP Long
3128P74W0 3128P74W0 FED HOME LOAN MTG CORP - GOLD 89195.6695 84348.43 USGSE Long
55819DAG1 55819DAG1 MADISON PARK FUNDING XXXI LTD 1000000.0 988640.0 CORP Long
638962AA8 638962AA8 NCR ATLEOS CORP 1042000.0 1076062.98 CORP Long
737446AQ7 737446AQ7 POST HOLDINGS INC 611000.0 545865.57 CORP Long
46590XAN6 46590XAN6 JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 390000.0 333389.39 CORP Long
3138EHKF8 3138EHKF8 FNMA GTD MTG PASS THRU CTF 154391.4291 145252.27 USGSE Long
00817YAJ7 00817YAJ7 AETNA INC 6000.0 4969.86 CORP Long
147918AB2 147918AB2 CASSA DEPOSITI E PRESTITI SPA 1200000.0 1187485.52 CORP Long
3136AECM7 3136AECM7 FNMA GTD MTG PASS THRU CTF 334651.3957 18078.3 USGSE Long
548661EH6 548661EH6 LOWES COS INC 1904000.0 1703655.58 CORP Long
63111XAL5 63111XAL5 NASDAQ INC 287000.0 292272.92 CORP Long
806213AB0 806213AB0 SCENTRE GROUP TR 1 / SCENTRE GROUP TR 2 41000.0 39845.63 CORP Long
3128MJXF2 3128MJXF2 FED HOME LOAN MTG CORP - GOLD 273958.5194 255637.63 USGSE Long
55348UAU2 55348UAU2 MRCD 2019-PARK G 1228000.0 668924.63 CORP Long
3132DV7K5 3132DV7K5 FED HOME LOAN MTG CORP - GOLD 2824385.7154 2215465.67 USGSE Long
76116EHP8 76116EHP8 RESOLUTION FUNDING CORP STRIP 599000.0 439456.87 USGSE Long
03939CAA1 03939CAA1 ARCH CAPITAL FINANCE LLC 4745000.0 4549160.42 CORP Long
3138MNR28 3138MNR28 FNMA GTD MTG PASS THRU CTF 8873.7707 8059.33 USGSE Long
816851BN8 816851BN8 SEMPRA 1255000.0 1214604.84 CORP Long
125523AV2 125523AV2 CIGNA GROUP (THE) 355000.0 344367.3 CORP Long
70016RAL9 70016RAL9 PARK AVE INSTL ADVISERS CLO LTD 2018-1/PK AVE INSTL ADVISERS CLO LLC 2018-1 12750000.0 12714478.5 CORP Long
N/A N/A CITIGROUP GLOBAL MARKETS LIMITED 720000.0 9386.35 CORP N/A
36176HYP3 36176HYP3 GNMA GUARANTEED PASS THRU CERT 223414.0349 202670.53 USGA Long
38376RV60 38376RV60 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 934869.3162 931186.31 USGA Long
3618F6U79 3618F6U79 GNMA GUARANTEED PASS THRU CERT 891492.24 900222.18 USGA Long
77313LAA1 77313LAA1 ROCKETMTGE C0-ISSUER INC 293000.0 264798.75 CORP Long
92840VAF9 92840VAF9 VISTRA OPERATIONS CO LLC 383000.0 364497.35 CORP Long
3137FNAQ3 3137FNAQ3 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 5143082.0 217698.43 USGSE Long
03027XBR0 03027XBR0 AMERICAN TOWER CORP 82000.0 73385.52 CORP Long
67059TAH8 67059TAH8 NUSTAR LOGISTICS LP 19000.0 18525.0 CORP Long
98379KAA0 98379KAA0 XPO INC 213000.0 210427.88 CORP Long
3140J8CS0 3140J8CS0 FANNIE MAE 137988.686 128722.98 USGSE Long
3137H5UF2 3137H5UF2 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 868095.15 739093.43 USGSE Long
10554NAB4 10554NAB4 BRASKEM IDESA SAPI 200000.0 127500.0 CORP Long
3140Q9MV2 3140Q9MV2 FNMA GTD MTG PASS THRU CTF 327489.9794 303237.41 USGSE Long
3142GQLA8 3142GQLA8 FED HOME LOAN MTG CORP - GOLD 204399.0 208208.63 USGSE Long
90931CAA6 90931CAA6 UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST 35620.9433 32004.6 CORP Long
3133AUTM0 3133AUTM0 FED HOME LOAN MTG CORP - GOLD 634860.9987 521210.53 USGSE Long
45824TAP0 45824TAP0 INTELSAT JACKSON HLDGS S A 2500000.0 0.25 CORP Long
010392FM5 010392FM5 ALABAMA POWER and LIGHT 1050000.0 795433.7 CORP Long
744448CU3 744448CU3 PUBLIC SERVICE CO OF CO 198000.0 115237.0 CORP Long
59156RBD9 59156RBD9 METLIFE INC 49000.0 40166.93 CORP Long
9128337R5 9128337R5 US TREASURY C0UPON STRIPS 2893759.0 1988770.57 UST Long
31418DZ62 31418DZ62 FNMA GTD MTG PASS THRU CTF 11701766.107 9647008.53 USGSE Long
36297GX96 36297GX96 GNMA GUARANTEED PASS THRU CERT 528586.1794 479161.15 USGA Long
345397A86 345397A86 FORD MOTOR CREDIT CO LLC 895000.0 827088.12 CORP Long
92936UAF6 92936UAF6 WP CAREY INC 1725000.0 1559727.3 CORP Long
785592AX4 785592AX4 SABINE PASS LIQUEFACTION LLC 11365000.0 10729626.49 CORP Long
31418DHK1 31418DHK1 FNMA GTD MTG PASS THRU CTF 584945.5019 480779.11 USGSE Long
36179SUX3 36179SUX3 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 143781.3481 139131.7 USGA Long
12526WAA7 12526WAA7 CFMT 2022-HB8 LLC 4804509.13 4711695.62 CORP Long
3138EPKZ6 3138EPKZ6 FNMA GTD MTG PASS THRU CTF 284484.0904 282911.32 USGSE Long
31419KFF7 31419KFF7 FNMA GTD MTG PASS THRU CTF 9376.2233 8888.42 USGSE Long
42704LAA2 42704LAA2 HERC HOLDINGS INC 372000.0 361223.94 CORP Long
67114JAA8 67114JAA8 OBX 2021-NQM3 TR 12923326.05 9534913.96 CORP Long
30225VAH0 30225VAH0 EXTRA SPACE STORAGE LP 610000.0 559590.62 CORP Long
3138XYEF7 3138XYEF7 FNMA GTD MTG PASS THRU CTF 89412.5355 83545.43 USGSE Long
74980EAQ1 74980EAQ1 RR 7 LTD 7731000.0 7676086.71 CORP Long
3132DPB80 3132DPB80 FED HOME LOAN MTG CORP - GOLD 932841.99 906614.3 USGSE Long
3137FNAY6 3137FNAY6 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 1462765.0 1310727.55 USGSE Long
36179SQY6 36179SQY6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 368933.7845 357233.68 USGA Long
3132M5FN7 3132M5FN7 FED HOME LOAN MTG CORP - GOLD 36785.5476 34440.48 USGSE Long
02361DAZ3 02361DAZ3 AMEREN ILL CO 223000.0 232595.0 CORP Long
3138WK3V5 3138WK3V5 FNMA GTD MTG PASS THRU CTF 44101.3535 43398.89 USGSE Long
74969CAA5 74969CAA5 RLGH TR 2021-TROT 1900000.0 1851678.06 CORP Long
037411BA2 037411BA2 APACHE CORP 107000.0 80182.04 CORP Long
501797AR5 501797AR5 BATH and BODY WORKS INC 682000.0 700257.14 CORP Long
00038PAA8 00038PAA8 AASET 2021-1 TR 4537459.24 4021550.12 CORP Long
81753VAC4 81753VAC4 SERIES RR 2015-1 TR 555850.0 500451.99 CORP Long
337932AP2 337932AP2 FIRSTENERGY CORP 385000.0 313191.96 CORP Long
25278XAV1 25278XAV1 DIAMONDBACK ENERGY INC 2200000.0 2277569.29 CORP Long
3132J7T44 3132J7T44 FED HOME LOAN MTG CORP - GOLD 94849.4078 83954.07 USGSE Long
15032QAA0 15032QAA0 CEDAR FUNDING LTD 2022 7060000.0 6995055.06 CORP Long
46590XAZ9 46590XAZ9 JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 8005000.0 7771751.91 CORP Long
912834LK2 912834LK2 US TREASURY C0UPON STRIPS 557284.0 225584.08 UST Long
92922FYA0 92922FYA0 WAMU MTG PASS THROUGH CTFS 3792.2796 3536.43 CORP Long
693475BR5 693475BR5 PNC FINANCIAL SERVICES GRP INC 1050000.0 1042533.41 CORP Long
404119BS7 404119BS7 HCA INC 1135000.0 1137089.44 CORP Long
3620A7ZY4 3620A7ZY4 GNMA GUARANTEED PASS THRU CERT 83735.7574 78324.12 USGA Long
91282CEC1 91282CEC1 UST NOTES 3936000.0 3633881.26 UST Long
912834NP9 912834NP9 US TREASURY C0UPON STRIPS 7670000.0 2831821.14 UST Long
03674XAS5 03674XAS5 ANTERO RESOURCES CORPORATION 458000.0 428972.1 CORP Long
66981XAG6 66981XAG6 AMSR 2023-SFR1 TR 2894946.0 2270083.2 CORP Long
3138X2E42 3138X2E42 FNMA GTD MTG PASS THRU CTF 97845.4943 91553.04 USGSE Long
66981FAG5 66981FAG5 AMSR 2020-SFR4 TR 1055106.0 965255.92 CORP Long
00914AAJ1 00914AAJ1 AIR LEASE CORP 76000.0 71516.66 CORP Long
31418DV25 31418DV25 FNMA GTD MTG PASS THRU CTF 1531197.4216 1265199.64 USGSE Long
N/A N/A CITYCON OYJ 450000.0 342387.68 CORP Long
72703PAE3 72703PAE3 PLANET FITNESS MASTER ISSUER LLC 18-1A 4125180.0 3378584.3 CORP Long
38148YAA6 38148YAA6 GOLDMAN SACHS GROUP INC (THE) 5487000.0 4540990.06 CORP Long
44409MAA4 44409MAA4 HUDSON PACIFIC PROPERTIES LP 385000.0 298736.45 CORP Long
3140LKP80 3140LKP80 FNMA GTD MTG PASS THRU CTF 487100.0 461061.68 USGSE Long
12669GN64 12669GN64 COUNTRYWIDE HOME LOANS 54369.5032 50026.97 CORP Long
043436AV6 043436AV6 ASBURY AUTOMOTIVE GROUP INC 36000.0 32273.06 CORP Long
3140F9V69 3140F9V69 FNMA GTD MTG PASS THRU CTF 352677.2677 316431.46 USGSE Long
3133B1ZP9 3133B1ZP9 FED HOME LOAN MTG CORP - GOLD 697217.7395 591236.74 USGSE Long
03969AAN0 03969AAN0 ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 844000.0 746640.38 CORP Long
36179ME30 36179ME30 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 140393.215 127833.72 USGA Long
3138L9U42 3138L9U42 FNMA GTD MTG PASS THRU CTF 536103.0 517711.02 USGSE Long
3140XHCX3 3140XHCX3 FNMA GTD MTG PASS THRU CTF 44571.091 36174.29 USGSE Long
61746BEF9 61746BEF9 MORGAN STANLEY 90000.0 85973.81 CORP Long
92873HAA1 92873HAA1 VERICREST OPPORTUNITY LOAN TRANSFEREE 4594157.93 4295030.47 CORP Long
06540BBD0 06540BBD0 BANK 2019-BNK21 838000.0 714776.12 CORP Long
904678AF6 904678AF6 UNICREDIT SPA 46000.0 43316.47 CORP Long
36179WXK9 36179WXK9 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1833362.1087 1589517.98 USGA Long
25470XAY1 25470XAY1 DISH DBS CORP 550000.0 328281.25 CORP Long
927804FE9 927804FE9 VIRGINIA ELECTRIC AND POWER CO 6000.0 6267.3 CORP Long
05608RAA3 05608RAA3 BX TR 2021-ARIA 697000.0 676957.42 CORP Long
80349BBB2 80349BBB2 SARATOGA INVT CORP CLO 2013-1 LTD / SARATOGA INVT CORP CLO 2013-1 INC 12000000.0 11990076.0 CORP Long
36179WDQ8 36179WDQ8 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 656554.137 530493.31 USGA Long
12667GYX5 12667GYX5 CWALT INC 1272600.351 1116912.46 CORP Long
780153BR2 780153BR2 ROYAL CARIBBEAN CRUISES LTD 519000.0 553625.6 CORP Long
92328MAA1 92328MAA1 VENTURE GLOBAL CALCASIEU 706000.0 619060.9 CORP Long
01F0326C3 01F0326C3 FNMA/FHLG TBA ISSUER 40464000.0 35511894.29 USGA Long
33883GAA5 33883GAA5 FLATIRON CLO 18 LTD 298625.5943 298027.15 CORP Long
3132M5L34 3132M5L34 FED HOME LOAN MTG CORP - GOLD 85011.5276 82047.12 USGSE Long
30306WAL1 30306WAL1 FREMF 2018-KW06 MTG TR 486684.0 1757.08 CORP Long
3132DVMG7 3132DVMG7 FED HOME LOAN MTG CORP - GOLD 13793727.707 13792152.46 USGSE Long
341099CB3 341099CB3 DUKE ENERGY FLORIDA LLC 12000.0 12236.71 CORP Long
26983BAC5 26983BAC5 EAGLE RE 2021-1 LTD 1041955.47 1044847.83 CORP Long
225401AM0 225401AM0 UBS GROUP AG 13060000.0 12690965.67 CORP Long
559080AM8 559080AM8 MAGELLAN MIDSTREAM PARTNRS MLP 795000.0 585516.45 CORP Long
88732JAY4 88732JAY4 TIME WARNER CABLE LLC 7708000.0 6663419.24 CORP Long
912810SQ2 912810SQ2 UNITED STATES TREASURY BOND 7730400.0 4542817.88 UST Long
043436AW4 043436AW4 ASBURY AUTOMOTIVE GROUP INC 285000.0 256671.43 CORP Long
N/A N/A ROMANIA, REPUBLIC OF 100000.0 103750.0 NUSS Long
893830BQ1 893830BQ1 TRANSOCEAN INC 140000.0 145600.0 CORP Long
26138EAU3 26138EAU3 KEURIG DR PEPPER INC 14000.0 13036.51 CORP Long
23317HAD4 23317HAD4 SITE CENTERS CORP 2396000.0 2314062.98 CORP Long
31296NV61 31296NV61 FED HOME LOAN MTG CORP - GOLD 124047.5628 123496.73 USGSE Long
36179WR26 36179WR26 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 2696651.1098 2253413.08 USGA Long
912810FM5 912810FM5 UNITED STATES TREASURY BOND 3360000.0 3707943.76 UST Long
05971KAF6 05971KAF6 BANCO SANTANDER SA 1000000.0 864605.48 CORP Long
N/A N/A EUROPEAN UNION 125000.0 118441.86 NUSS Long
00908PAB3 00908PAB3 AIR CDA PASS THRU TR 2017-1 26040.0 22380.59 CORP Long
019576AA5 019576AA5 ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 1500000.0 1457524.92 CORP Long
91282CEQ0 91282CEQ0 UST NOTES 50000.0 48460.94 UST Long
957663305 957663305 WESTERN ASSET FDS INC 332270084.193 3442318072.24 RF Long
69351UAM5 69351UAM5 PPL ELEC UTILS CORP 350000.0 372664.94 CORP Long
08161HAF7 08161HAF7 BENCHMARK 2018-B4 MTG TR 949000.0 884580.74 CORP Long
35564KKY4 35564KKY4 FREDDIE MAC STACR REMIC TRUST 2021-DNA1 1799396.0 1780286.41 USGA Long
3140L7MJ8 3140L7MJ8 FNMA GTD MTG PASS THRU CTF 2119499.24 1719541.68 USGSE Long
35563GAA7 35563GAA7 MSCR 2021-MN3 M1 112362.3098 108955.75 CORP Long
3140XKEQ9 3140XKEQ9 FNMA GTD MTG PASS THRU CTF 789220.0808 648664.88 USGSE Long
3133BQXF8 3133BQXF8 FED HOME LOAN MTG CORP - GOLD 391152.3079 377832.24 USGSE Long
826944AD2 826944AD2 SIERRA TIMESHARE 2023-3 RECEIVABLES FUNDING LLC 841938.51 842752.92 CORP Long
449934AD0 449934AD0 IQVIA INC 230000.0 224320.13 CORP Long
00737WAA7 00737WAA7 ADTALEM GLOBAL EDUCATION INC 445000.0 417473.55 CORP Long
36179MVS6 36179MVS6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 2403992.4836 2185976.09 USGA Long
28622HAC5 28622HAC5 ELEVANCE HEALTH INC 439000.0 406962.03 CORP Long
023608AJ1 023608AJ1 AMEREN CORP 119000.0 105166.41 CORP Long
00774MAL9 00774MAL9 AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4282000.0 4162441.08 CORP Long
927804FL3 927804FL3 VIRGINIA ELECTRIC AND POWER CO 352000.0 278112.7 CORP Long
3138XJJ32 3138XJJ32 FNMA GTD MTG PASS THRU CTF 393525.4137 367948.86 USGSE Long
976843BJ0 976843BJ0 WISCONSIN PUBLIC SERVICE CORP 30000.0 25943.39 CORP Long
084423AV4 084423AV4 BERKLEY WR CORP 94000.0 62712.97 CORP Long
373334KT7 373334KT7 GEORGIA POWER CO 259000.0 250662.8 CORP Long
29444UBR6 29444UBR6 EQUINIX INC 90000.0 77891.22 CORP Long
172967KJ9 172967KJ9 CITIGROUP INC 3500000.0 3417492.23 CORP Long
3140XTBS9 3140XTBS9 FNMA GTD MTG PASS THRU CTF 134954.9722 125762.06 USGSE Long
3137A05F8 3137A05F8 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 21584.4671 21294.33 USGSE Long
544646ZR6 544646ZR6 LOS ANGELES CA UNI SCH DIST 250000.0 273169.98 MUN Long
3138LE4K4 3138LE4K4 FNMA GTD MTG PASS THRU CTF 334482.2972 283714.77 USGSE Long
3138WDBV2 3138WDBV2 FNMA GTD MTG PASS THRU CTF 1658827.3445 1595215.3 USGSE Long
797440BV5 797440BV5 SAN DIEGO GAS and ELECTRIC CO 1210000.0 892723.82 CORP Long
3140QHPX7 3140QHPX7 FNMA GTD MTG PASS THRU CTF 268901.856 235964.42 USGSE Long
12653CAC2 12653CAC2 CNX RESOURCES CORP 1433000.0 1431681.93 CORP Long
902104AC2 902104AC2 COHERENT CORP 833000.0 753884.55 CORP Long
3140JAT99 3140JAT99 FNMA GTD MTG PASS THRU CTF 737232.2914 649223.05 USGSE Long
06051GHT9 06051GHT9 BANK OF AMERICA CORPORATION 1536000.0 1461332.47 CORP Long
31418EF21 31418EF21 FNMA GTD MTG PASS THRU CTF 23806495.7224 22348628.78 USGSE Long
3132D6AG5 3132D6AG5 FED HOME LOAN MTG CORP - GOLD 7952449.45 6968423.69 USGSE Long
N/A N/A ROYAL BANK OF CANADA 1.0 -446194.41 CORP N/A
N/A N/A BAUSCH + LOMB CORP 551307.311 533803.3 CORP Long
912828ZL7 912828ZL7 UST NOTES 46299000.0 43410738.28 UST Long
3132DWFA6 3132DWFA6 FED HOME LOAN MTG CORP - GOLD 2637320.4342 2649880.41 USGSE Long
05329WAQ5 05329WAQ5 AUTONATION INC DEL 953000.0 884196.41 CORP Long
3142GQAC6 3142GQAC6 FED HOME LOAN MTG CORP - GOLD 1106926.84 1136897.66 USGSE Long
06051GGF0 06051GGF0 BANK OF AMERICA CORPORATION 525000.0 496844.83 CORP Long
785592AS5 785592AS5 SABINE PASS LIQUEFACTION LLC 223000.0 220925.06 CORP Long
12545AAM6 12545AAM6 CHL MTG PASS-THROUGH TR 2007-8 846463.7798 390230.98 CORP Long
3140HYCD8 3140HYCD8 FNMA GTD MTG PASS THRU CTF 1041831.7353 828717.97 USGSE Long
914460WT3 914460WT3 UNIVERSITY MN 3060000.0 2528414.35 MUN Long
91282CGD7 91282CGD7 UST NOTES 21145000.0 20940983.74 UST Long
911365BN3 911365BN3 UNITED RENTALS NORTH AMER INC 175000.0 155935.13 CORP Long
3138LDLC5 3138LDLC5 FNMA GTD MTG PASS THRU CTF 204787.0 194535.79 USGSE Long
3140LHUF5 3140LHUF5 FNMA GTD MTG PASS THRU CTF 869944.97 856356.69 USGSE Long
983130AX3 983130AX3 WYNN LAS VEGAS LLC/ WYNN LAS V 249000.0 237142.77 CORP Long
15135BAV3 15135BAV3 CENTENE CORP DEL 5670000.0 4903517.49 CORP Long
07325YAB4 07325YAB4 BAYVIEW COML ASSET TR 2007 3 19957.7551 17555.41 CORP Long
65473QBC6 65473QBC6 NISOURCE INC 550000.0 470264.43 CORP Long
61747YEK7 61747YEK7 MORGAN STANLEY 400000.0 364519.58 CORP Long
N/A N/A BOSCH (ROBERT) GMBH 300000.0 325345.03 CORP Long
36179WDR6 36179WDR6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 4084898.9889 3426883.44 USGA Long
85771PAL6 85771PAL6 EQUINOR ASA 300000.0 247676.86 CORP Long
3138LHJ88 3138LHJ88 FNMA GTD MTG PASS THRU CTF 937781.44 867708.54 USGSE Long
651639AY2 651639AY2 NEWMONT CORP 3612000.0 2993044.43 CORP Long
28414HAG8 28414HAG8 ELANCO ANIMAL HEALTH INC 1808000.0 1805740.0 CORP Long
3136BNQS8 3136BNQS8 FEDERAL NAT MTG ASN GTD REM PA 1155143.114 1062742.64 USGSE Long
3133KNBQ5 3133KNBQ5 FED HOME LOAN MTG CORP - GOLD 774512.262 657266.13 USGSE Long
08576PAK7 08576PAK7 BERRY GLOBAL INC 3497000.0 3440501.49 CORP Long
74834LAY6 74834LAY6 QUEST DIAGNOSTICS INC 150000.0 128145.94 CORP Long
N/A N/A VIRGIN MONEY UK PLC 900000.0 1166321.25 CORP Long
36179NLE6 36179NLE6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 64862.383 60628.39 USGA Long
3138EGM50 3138EGM50 FNMA GTD MTG PASS THRU CTF 13494.1687 14068.62 USGSE Long
N/A N/A HSBC BANK USA NA 1.0 -571.25 CORP N/A
404119BR9 404119BR9 HCA INC 683000.0 679019.71 CORP Long
3133A2BT6 3133A2BT6 FED HOME LOAN MTG CORP - GOLD 2832137.7756 2432613.48 USGSE Long
210795QB9 210795QB9 UNITED AIRLINES INC 104581.71 101751.13 CORP Long
912810TM0 912810TM0 UNITED STATES TREASURY BOND 19346700.0 17594160.99 UST Long
780097BP5 780097BP5 NATWEST GROUP PLC 5999000.0 5454165.06 CORP Long
31417N6D8 31417N6D8 FNMA GTD MTG PASS THRU CTF 14405.6996 13857.83 USGSE Long
N/A N/A LEVIATHAN BOND LTD 34579.0 32453.57 CORP Long
455780CK0 455780CK0 INDONESIA REPUBLIC OF 420000.0 384871.2 NUSS Long
91282CBW0 91282CBW0 UST NOTES 80016200.0 73127305.28 UST Long
3132DV7B5 3132DV7B5 FED HOME LOAN MTG CORP - GOLD 15708134.9679 12321558.46 USGSE Long
20268JAF0 20268JAF0 COMMONSPIRIT HEALTH 37000.0 30638.06 CORP Long
N/A N/A HEIMSTADEN BOSTAD AB 185000.0 74498.16 CORP Long
3140QNLU4 3140QNLU4 FNMA GTD MTG PASS THRU CTF 705056.081 553050.36 USGSE Long
3136B5NV3 3136B5NV3 FEDERAL NAT MTG ASN GTD REM PA 799230.9217 728528.64 USGSE Long
92873AAA6 92873AAA6 VOLT XCIV LLC 6758640.1587 6445313.66 CORP Long
27829PAL0 27829PAL0 EATON VANCE CLO 2020-2 LTD 6200000.0 6190235.0 CORP Long
48305QAG8 48305QAG8 KAISER FNDTN HOSPS 975000.0 630939.27 CORP Long
3133KYU98 3133KYU98 FED HOME LOAN MTG CORP - GOLD 38602.744 31896.72 USGSE Long
345397A60 345397A60 FORD MOTOR CREDIT CO LLC 135000.0 131967.72 CORP Long
98389BAV2 98389BAV2 XCEL ENERGY INC 1700000.0 1619580.29 CORP Long
36202FQ74 36202FQ74 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1956451.7831 1886809.14 USGA Long
12546WAA3 12546WAA3 CSMC 2022-JR1 TR 510563.1009 498792.63 CORP Long
36202FX92 36202FX92 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1178075.0169 1135899.22 USGA Long
N/A N/A SETANTA AIRCRAFT LEASING DAC 485000.0 484849.65 CORP Long
N/A N/A DEUTSCHE BANK AG 600000.0 621942.69 CORP Long
3128M9J52 3128M9J52 FED HOME LOAN MTG CORP - GOLD 212857.805 200177.21 USGSE Long
12769GAB6 12769GAB6 CAESARS ENTERTAINMENT INC 2625000.0 2627362.26 CORP Long
466247EY5 466247EY5 JP MORGAN MTG TR 523.155 497.0 CORP Long
875127BF8 875127BF8 TAMPA ELECTRIC CO 800000.0 639212.62 CORP Long
42226AAA5 42226AAA5 HEALTHEQUITY INC 45000.0 40521.93 CORP Long
47214BAA6 47214BAA6 JBS USA LUX SA / JBS USA FOOD CO / JBS LUXEMBOURG SARL 590000.0 593038.5 CORP Long
34355JAB4 34355JAB4 FLOWSERVE CORP 405000.0 318222.42 CORP Long
3133KYV48 3133KYV48 FED HOME LOAN MTG CORP - GOLD 1883784.47 1548294.14 USGSE Long
31410LF23 31410LF23 FNMA GTD MTG PASS THRU CTF 159435.286 164840.97 USGSE Long
3140LJQ58 3140LJQ58 FNMA GTD MTG PASS THRU CTF 383712.0 367145.08 USGSE Long
92564RAL9 92564RAL9 VICI PROPERTIES LP / VICI NOTE CO INC 1460000.0 1300130.0 CORP Long
3137FHQ22 3137FHQ22 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 790439.1591 766798.47 USGSE Long
914455UF5 914455UF5 UNIVERSITY MI UNIV REVS 1050000.0 738619.46 MUN Long
75281ABJ7 75281ABJ7 RANGE RESOURCES CORP 394000.0 408306.14 CORP Long
693390700 693390700 PIMCO FDS PAC INVT MGMT SER 644840489.593 5377969683.21 RF Long
91282CDZ1 91282CDZ1 UST NOTES 6132000.0 5877138.75 UST Long
31416SVT5 31416SVT5 FNMA GTD MTG PASS THRU CTF 35901.9652 35711.73 USGSE Long
83545GBD3 83545GBD3 SONIC AUTOMOTIVE INC 268000.0 236236.02 CORP Long
31418DV66 31418DV66 FNMA GTD MTG PASS THRU CTF 6071244.8188 4508315.77 USGSE Long
31418BNF9 31418BNF9 FNMA GTD MTG PASS THRU CTF 17673.5959 15511.8 USGSE Long
3140ECKE8 3140ECKE8 FNMA GTD MTG PASS THRU CTF 18203.7054 16901.12 USGSE Long
N/A N/A JPMORGAN CHASE BANK NA NEW YORK NY 1.0 -298688.59 CORP N/A
21H0206C4 21H0206C4 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER -114725000.0 -92647229.22 USGA Short
316146356 316146356 Fidelity Salem Street Trust 34722863.589 350006464.98 RF Long
337120AA7 337120AA7 FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC 159000.0 135250.83 CORP Long
817826AE0 817826AE0 7 ELEVEN INC 257000.0 200875.8 CORP Long
68245XAK5 68245XAK5 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC 90000.0 89700.96 CORP Long
912810RG5 912810RG5 UNITED STATES TREASURY BOND 3476000.0 2856294.38 UST Long
29103DAM8 29103DAM8 EMERA US FINANCE LP 25000.0 19221.55 CORP Long
38383R2G1 38383R2G1 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 332418.6632 52194.35 USGA Long
38376RXT8 38376RXT8 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 109164.3881 108540.14 USGA Long
3136BMAC2 3136BMAC2 FANNIE MAE 593725.242 527848.64 USGSE Long
31417DU50 31417DU50 FNMA GTD MTG PASS THRU CTF 128831.827 113849.68 USGSE Long
91282CEF4 91282CEF4 UST NOTES 17410000.0 16387842.53 UST Long
3140QMSK1 3140QMSK1 FNMA GTD MTG PASS THRU CTF 2704710.977 2212071.4 USGSE Long
808513BD6 808513BD6 SCHWAB CHARLES CORP 110000.0 106285.66 CORP Long
N/A N/A UKRAINE GOVERNMENT 1450000.0 382743.81 NUSS Long
06051GJF7 06051GJF7 BANK OF AMERICA CORPORATION 718000.0 563836.0 CORP Long
15138AAA8 15138AAA8 PERMIAN RESOURCES OPERATING LLC 95000.0 91894.93 CORP Long
36179RGB9 36179RGB9 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 65518.6919 63440.88 USGA Long
18060TAA3 18060TAA3 CLARIOS GLOBAL LP 87000.0 87216.2 CORP Long
N/A N/A MORGAN STANLEY CAPITAL SERVICES LLC 560000.0 123941.5 CORP N/A
31418D2V3 31418D2V3 FNMA GTD MTG PASS THRU CTF 4108473.44 3387050.98 USGSE Long
715638DF6 715638DF6 PERU, REPUBLIC OF 772000.0 650024.0 NUSS Long
31413ALS0 31413ALS0 FNMA GTD MTG PASS THRU CTF 3254.6364 3368.88 USGSE Long
31292K4D6 31292K4D6 FED HOME LOAN MTG CORP - GOLD 112501.3698 106192.24 USGSE Long
3137F72J3 3137F72J3 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 649570.59 102476.0 USGSE Long
36179SEJ2 36179SEJ2 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 237249.8083 223131.64 USGA Long
857477BY8 857477BY8 STATE STREET CORP 313000.0 319069.81 CORP Long
312936EZ6 312936EZ6 FED HOME LOAN MTG CORP - GOLD 175042.5787 165561.59 USGSE Long
31395EDY0 31395EDY0 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 2434.1733 2426.04 USGSE Long
3140H6DX4 3140H6DX4 FNMA GTD MTG PASS THRU CTF 102581.7634 95658.17 USGSE Long
34535CAA4 34535CAA4 FORD CR AUTO OWNER TR 2023-REV2 152000.0 151834.0 CORP Long
31329MLL2 31329MLL2 FED HOME LOAN MTG CORP - GOLD 1396553.283 1290403.92 USGSE Long
3140F1ZP0 3140F1ZP0 FNMA GTD MTG PASS THRU CTF 170909.436 153611.56 USGSE Long
3140NMJS7 3140NMJS7 FNMA GTD MTG PASS THRU CTF 2166602.67 2189108.04 USGSE Long
3132WFQN2 3132WFQN2 FED HOME LOAN MTG CORP - GOLD 45517.1324 39634.22 USGSE Long
3132WF5T2 3132WF5T2 FED HOME LOAN MTG CORP - GOLD 138899.8008 125010.83 USGSE Long
68389XCP8 68389XCP8 ORACLE CORP 1179000.0 1134282.96 CORP Long
00080QAF2 00080QAF2 ABN AMRO BANK NV 737000.0 715423.88 CORP Long
161175BA1 161175BA1 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3445000.0 3197046.16 CORP Long
92933BAQ7 92933BAQ7 WMG ACQUISITION CORP 262000.0 228206.73 CORP Long
3132D6AP5 3132D6AP5 FED HOME LOAN MTG CORP - GOLD 43275.4203 36830.13 USGSE Long
67576WAS1 67576WAS1 OCTAGON INVESTMENT PARTNERS 20-R LTD 2500000.0 2483515.0 CORP Long
64072UAM4 64072UAM4 CSC HOLDINGS LLC 99250.0 95466.59 CORP Long
05609RAA2 05609RAA2 BX 2021-BXMF 2064623.26 2018618.09 CORP Long
N/A N/A CHICAGO BOARD OF TRADE 2645.0 1436570.03 CORP N/A
3137H5VK0 3137H5VK0 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 754952.591 642677.02 USGSE Long
36241LTT3 36241LTT3 GNMA GUARANTEED PASS THRU CERT 27096.0177 25954.15 USGA Long
69351UAT0 69351UAT0 PPL ELEC UTILS CORP 790000.0 639677.65 CORP Long
04636NAH6 04636NAH6 ASTRAZENECA FINANCE LLC 430000.0 427737.92 CORP Long
552704AE8 552704AE8 MEG ENERGY CORP 220000.0 222545.4 CORP Long
20030NEG2 20030NEG2 COMCAST CORP 1935000.0 1883994.29 CORP Long
05608XAA0 05608XAA0 BXMT 2020-FL3 LTD 3214776.09 3077579.09 CORP Long
46849LTC5 46849LTC5 JACKSON NATL LIFE GLOBAL FDG 77000.0 74188.62 CORP Long
3140XTBR1 3140XTBR1 FNMA GTD MTG PASS THRU CTF 127107.7729 118767.16 USGSE Long
713448FG8 713448FG8 PEPSICO INC 360000.0 235754.44 CORP Long
37940XAR3 37940XAR3 GLOBAL PAYMENTS INC 900000.0 862059.4 CORP Long
489399AL9 489399AL9 KENNEDY-WILSON INC 90000.0 72155.7 CORP Long
893647BE6 893647BE6 TRANSDIGM INC 1332000.0 1322810.13 CORP Long
3138W2W76 3138W2W76 FNMA GTD MTG PASS THRU CTF 291441.505 255990.62 USGSE Long
31418CNE0 31418CNE0 FNMA GTD MTG PASS THRU CTF 354610.8071 328460.6 USGSE Long
37045XEG7 37045XEG7 GENERAL MTRS FINL CO INC 2471000.0 2463489.2 CORP Long
3137FXBN7 3137FXBN7 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 433350.273 384016.68 USGSE Long
74841CAA9 74841CAA9 ROCKETMTGE C0-ISSUER INC 265000.0 232758.25 CORP Long
68389XCQ6 68389XCQ6 ORACLE CORP 2970000.0 2799833.26 CORP Long
31418DVD1 31418DVD1 FNMA GTD MTG PASS THRU CTF 2943857.473 2511093.94 USGSE Long
3132G7CK9 3132G7CK9 FED HOME LOAN MTG CORP - GOLD 27182.5067 25679.82 USGSE Long
3132DNB36 3132DNB36 FED HOME LOAN MTG CORP - GOLD 1846712.089 1637586.53 USGSE Long
00774MAX3 00774MAX3 AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4200000.0 3481365.3 CORP Long
161175BU7 161175BU7 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 125000.0 101660.28 CORP Long
023135BT2 023135BT2 AMAZON.COM INC 250000.0 156223.29 CORP Long
3137H5MS3 3137H5MS3 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 287691.674 242454.43 USGSE Long
N/A N/A LONDON CLEARING HOUSE 6228750.0 23180.68 CORP N/A
31418DQ70 31418DQ70 FNMA GTD MTG PASS THRU CTF 2953531.427 2318614.32 USGSE Long
52604DAD4 52604DAD4 LENDMARK FDG TR 2021-2 3000000.0 2338098.3 CORP Long
3136A3M81 3136A3M81 FEDERAL NAT MTG ASN GTD REM PA 16603.312 120.26 USGSE Long
3132KFMW9 3132KFMW9 FED HOME LOAN MTG CORP - GOLD 641655.821 599342.53 USGSE Long
161571HU1 161571HU1 CHASE ISSUANCE TR 1700000.0 1705383.73 CORP Long
42771LAC6 42771LAC6 HERO FDG 2017-2 58383.3244 51651.76 CORP Long
67777JAL2 67777JAL2 OHIOHEALTH CORP 8505000.0 6850442.32 CORP Long
N/A N/A GTC AURORA LUXEMBOURG SA 775000.0 568577.98 CORP Long
225470FN8 225470FN8 CREDIT SUISSE FIRST BOSTON MTG SECS CORP 5878.7948 1599.01 CORP Long
3128MJTZ3 3128MJTZ3 FED HOME LOAN MTG CORP - GOLD 175803.4619 164650.98 USGSE Long
3140QLPX8 3140QLPX8 FNMA GTD MTG PASS THRU CTF 1756400.187 1447987.2 USGSE Long
3140J9RA1 3140J9RA1 FNMA GTD MTG PASS THRU CTF 2533122.158 2380459.24 USGSE Long
3138XWGP7 3138XWGP7 FNMA GTD MTG PASS THRU CTF 260795.6241 251120.73 USGSE Long
06738EAP0 06738EAP0 BARCLAYS PLC 1701000.0 1660984.13 CORP Long
38982GAA4 38982GAA4 GREAT AJAX OPERATING PARTNERSHIP LP 672000.0 584765.52 CORP Long
3132M5JN3 3132M5JN3 FED HOME LOAN MTG CORP - GOLD 74410.5955 71815.85 USGSE Long
527298BS1 527298BS1 LEVEL 3 FINANCING INC 35000.0 17150.0 CORP Long
693304BE6 693304BE6 PECO ENERGY COMPANY 827000.0 691325.62 CORP Long
07324SCC4 07324SCC4 BAYVIEW COML ASSET TR 13352.7896 12105.88 CORP Long
3138WE7F0 3138WE7F0 FNMA GTD MTG PASS THRU CTF 170347.5564 163815.14 USGSE Long
36179TV77 36179TV77 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 736775.7536 707654.1 USGA Long
3132WF5S4 3132WF5S4 FED HOME LOAN MTG CORP - GOLD 13391.0197 12449.47 USGSE Long
31418MHU9 31418MHU9 FNMA GTD MTG PASS THRU CTF 214620.1244 218625.17 USGSE Long
3617B0XU4 3617B0XU4 GNMA GUARANTEED PASS THRU CERT 102731.1814 95141.13 USGA Long
3128M76E1 3128M76E1 FED HOME LOAN MTG CORP - GOLD 66269.5447 65956.59 USGSE Long
071734AL1 071734AL1 BAUSCH HEALTH COS INC 4796000.0 1690590.0 CORP Long
29379VBA0 29379VBA0 ENTERPRISE PRODUCTS OPERATING LLC 3215000.0 2928278.1 CORP Long
225401AZ1 225401AZ1 UBS GROUP AG 5355000.0 5464900.5 CORP Long
N/A N/A FMTC UNITIZATION PORTFOLIOS 8775000.0 57795.4 CORP N/A
3138XUHS4 3138XUHS4 FNMA GTD MTG PASS THRU CTF 24078.7422 23185.48 USGSE Long
3140XJTE3 3140XJTE3 FNMA GTD MTG PASS THRU CTF 2989645.835 2906523.52 USGSE Long
3138MAL55 3138MAL55 FNMA GTD MTG PASS THRU CTF 279024.0207 268853.85 USGSE Long
31417DNL3 31417DNL3 FNMA GTD MTG PASS THRU CTF 162524.2865 143356.61 USGSE Long
693342AJ6 693342AJ6 PG and E WILDFIRE RECOVERY 23000.0 21357.86 CORP Long
N/A N/A MARKS and SPENCER PLC 1000000.0 1189846.5 CORP Long
03073EAT2 03073EAT2 CENCORA INC 5980000.0 5020437.9 CORP Long
3132J4HK8 3132J4HK8 FED HOME LOAN MTG CORP - GOLD 1186108.9561 1137191.69 USGSE Long
744320AV4 744320AV4 PRUDENTIAL FINL INC 5278000.0 5099096.91 CORP Long
N/A N/A BUZZ MERGER SUB LTD 118097.95 118048.35 CORP Long
22534QAA9 22534QAA9 CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-3 2748000.0 2756342.1 CORP Long
00178XAH6 00178XAH6 AMSR 2019-SFR1 TRUST 330000.0 305617.92 CORP Long
3138X0Z27 3138X0Z27 FNMA GTD MTG PASS THRU CTF 109944.439 104492.67 USGSE Long
3132QUJM6 3132QUJM6 FED HOME LOAN MTG CORP - GOLD 1076081.6364 973525.46 USGSE Long
852060AT9 852060AT9 SPRINT CAPITAL CORP 712000.0 851212.38 CORP Long
262484AC2 262484AC2 DRYDEN SENIOR LOAN FUND 3054000.0 3035355.33 CORP Long
02666TAF4 02666TAF4 AMERICAN HOMES 4 RENT LP 4020000.0 2994530.88 CORP Long
876030AE7 876030AE7 TAPESTRY INC 3163000.0 3206467.75 CORP Long
31398E3W2 31398E3W2 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 1103.1457 1174.67 USGSE Long
36179M5M8 36179M5M8 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 188844.1278 171605.02 USGA Long
3138W9KC3 3138W9KC3 FNMA GTD MTG PASS THRU CTF 74263.3425 70541.14 USGSE Long
3138LWES6 3138LWES6 FNMA GTD MTG PASS THRU CTF 124699.3846 119521.62 USGSE Long
06368LWU6 06368LWU6 BANK OF MONTREAL QUE 600000.0 607169.15 CORP Long
3140XJYX5 3140XJYX5 FNMA GTD MTG PASS THRU CTF 5554783.705 5209411.14 USGSE Long
3137FYTZ9 3137FYTZ9 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 130186.0 30586.9 USGSE Long
68233JCP7 68233JCP7 ONCOR ELEC DELIVERY CO LLC 190000.0 172562.92 CORP Long
31418DU75 31418DU75 FNMA GTD MTG PASS THRU CTF 2340213.606 1996789.37 USGSE Long
3617M76W3 3617M76W3 GNMA GUARANTEED PASS THRU CERT 79451.819 71133.69 USGA Long
3140Q8LU7 3140Q8LU7 FNMA GTD MTG PASS THRU CTF 60303.0237 57344.8 USGSE Long
05609PAL2 05609PAL2 BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1560000.0 1489996.4 CORP Long
3138XP2M4 3138XP2M4 FNMA GTD MTG PASS THRU CTF 151321.3267 150187.79 USGSE Long
11135FBH3 11135FBH3 BROADCOM INC 12454000.0 10239792.63 CORP Long
3138MDZH8 3138MDZH8 FNMA GTD MTG PASS THRU CTF 167733.0303 161772.62 USGSE Long
06738EBR5 06738EBR5 BARCLAYS PLC 10165000.0 8021305.08 CORP Long
655844CS5 655844CS5 NORFOLK SOUTHERN CORP 168000.0 160493.51 CORP Long
3132GJKG3 3132GJKG3 FED HOME LOAN MTG CORP - GOLD 128415.65 120964.5 USGSE Long
59259YGF0 59259YGF0 METROPOLITAN TRANSN AUTH NY RV 30000.0 32016.59 MUN Long
12527QAA9 12527QAA9 CFMT 2022-EBO2 788960.29 779507.6 CORP Long
N/A N/A BANK OF AMERICA, N.A. 1.0 687.73 CORP N/A
31418EQS2 31418EQS2 FNMA GTD MTG PASS THRU CTF 883041.4932 908191.22 USGSE Long
90276RBH0 90276RBH0 UBS COMMERCIAL MORTGAGE TRUST 2017-C4 1690000.0 1511231.97 CORP Long
29273RBG3 29273RBG3 ENERGY TRANSFER LP 850000.0 835437.29 CORP Long
N/A N/A CHICAGO BOARD OF TRADE -1310.0 -767223.28 CORP N/A
114259AQ7 114259AQ7 BROOKLYN UNION GAS CO 29000.0 20901.84 CORP Long
00846UAN1 00846UAN1 AGILENT TECHNOLOGIES INC 1245000.0 1027582.11 CORP Long
3140XFGE5 3140XFGE5 FNMA GTD MTG PASS THRU CTF 919481.0607 745971.49 USGSE Long
61692AAA0 61692AAA0 MORGAN STANLEY CAP I TR 2019-NUGS 5200000.0 3978000.0 CORP Long
629377CS9 629377CS9 NRG ENERGY INC 754000.0 616395.0 CORP Long
529043AE1 529043AE1 LXP INDUSTRIAL TRUST 894000.0 713007.56 CORP Long
21H0226C0 21H0226C0 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER -77700000.0 -64926267.63 USGA Short
0010EPAF5 0010EPAF5 AEP TEXAS INC 21000.0 21888.91 CORP Long
N/A N/A BNP PARIBAS 1.0 -885.89 CORP N/A
21987BBH0 21987BBH0 CORPORACION NACIONAL DEL COBRE DE CHILE 200000.0 190290.0 CORP Long
96949LAC9 96949LAC9 WILLIAMS COS INC 105000.0 93471.85 CORP Long
3128MJ3A6 3128MJ3A6 FED HOME LOAN MTG CORP - GOLD 922743.1718 825861.87 USGSE Long
N/A N/A GOLDMAN SACHS and CO LLC (GOV REPO) 6600000.0 -155109.9 CORP N/A
31418ELX6 31418ELX6 FNMA GTD MTG PASS THRU CTF 950870.53 916707.27 USGSE Long
3132Y27L4 3132Y27L4 FED HOME LOAN MTG CORP - GOLD 85710.55 81650.38 USGSE Long
36228F2K1 36228F2K1 GS MORTGAGE SECURITIES CORP 1205.0078 1122.18 CORP Long
31417AEL9 31417AEL9 FNMA GTD MTG PASS THRU CTF 424379.7307 387778.25 USGSE Long
31335AE20 31335AE20 FED HOME LOAN MTG CORP - GOLD 264475.974 255418.81 USGSE Long
74456QBA3 74456QBA3 PUBLIC SERVICE ELEC and GAS CO 625000.0 487439.09 CORP Long
3140NRRA6 3140NRRA6 FNMA GTD MTG PASS THRU CTF 2293622.07 2261822.83 USGSE Long
55336VAT7 55336VAT7 MPLX LP 4516000.0 4099029.86 CORP Long
312933NW0 312933NW0 FED HOME LOAN MTG CORP - GOLD 125290.281 120758.38 USGSE Long
30958PAA1 30958PAA1 FARMERS EXCHANGE CAP II 1500000.0 1389750.0 CORP Long
254709AP3 254709AP3 DISCOVER FINANCIAL SVS 6463000.0 6256580.51 CORP Long
75281ABK4 75281ABK4 RANGE RESOURCES CORP 24000.0 21889.54 CORP Long
31402CVV1 31402CVV1 FNMA GTD MTG PASS THRU CTF 49739.1885 50887.45 USGSE Long
45660NRL1 45660NRL1 INDYMAC MBS INC 231.7529 220.17 CORP Long
31417B6F9 31417B6F9 FNMA GTD MTG PASS THRU CTF 13793.469 12574.14 USGSE Long
36196HN89 36196HN89 GNMA GUARANTEED PASS THRU CERT 15281.0898 14228.58 USGA Long
375558BY8 375558BY8 GILEAD SCIENCES INC 606000.0 489834.43 CORP Long
3140XHVB0 3140XHVB0 FNMA GTD MTG PASS THRU CTF 56485.4057 55038.48 USGSE Long
3617J77A4 3617J77A4 GNMA GUARANTEED PASS THRU CERT 84823.1526 83308.25 USGA Long
68378NAA8 68378NAA8 OPORTUN ISSUANCE TR 2022-A 351000.0 343158.73 CORP Long
3620ARRZ6 3620ARRZ6 GNMA GUARANTEED PASS THRU CERT 48246.3282 44990.18 USGA Long
31417GZP4 31417GZP4 FNMA GTD MTG PASS THRU CTF 204197.38 179913.1 USGSE Long
3132D6A59 3132D6A59 FED HOME LOAN MTG CORP - GOLD 472763.3 413820.97 USGSE Long
200447AH3 200447AH3 COMISION FEDERAL DE ELECTRICIDAD 549000.0 433023.75 CORP Long
3138EP5H3 3138EP5H3 FNMA GTD MTG PASS THRU CTF 507116.1418 488303.35 USGSE Long
3622A2VZ2 3622A2VZ2 GNMA GUARANTEED PASS THRU CERT 2346884.3139 2190373.18 USGA Long
31335AJQ2 31335AJQ2 FED HOME LOAN MTG CORP - GOLD 833365.977 758022.19 USGSE Long
3140JGHL2 3140JGHL2 FNMA GTD MTG PASS THRU CTF 48958.7973 48071.86 USGSE Long
31307BDT4 31307BDT4 FED HOME LOAN MTG CORP - GOLD 209116.955 199345.38 USGSE Long
3137FTZL4 3137FTZL4 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 1053190.0 769395.42 USGSE Long
36181APC0 36181APC0 GNMA GUARANTEED PASS THRU CERT 186337.3717 168675.16 USGA Long
31359GVY9 31359GVY9 FNMA GTD MTG PASS THRU CTF 34.6964 34.58 USGSE Long
461070AP9 461070AP9 INTERSTATE PWR and LT CO 23000.0 21875.87 CORP Long
36179SWY9 36179SWY9 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 263878.3553 247680.82 USGA Long
163851AF5 163851AF5 CHEMOURS CO 398000.0 360260.39 CORP Long
3138WBT39 3138WBT39 FNMA GTD MTG PASS THRU CTF 151678.1593 147179.84 USGSE Long
58940BAR7 58940BAR7 MERCURY FINANCIAL CREDIT CARD MASTER TRUST 4463000.0 4494125.85 CORP Long
3140XFVZ1 3140XFVZ1 FNMA GTD MTG PASS THRU CTF 4910984.851 4175230.43 USGSE Long
496902AQ0 496902AQ0 KINROSS GOLD CORP 8460000.0 8162099.46 CORP Long
3133AKVF4 3133AKVF4 FED HOME LOAN MTG CORP - GOLD 981221.641 772742.66 USGSE Long
010392FG8 010392FG8 ALABAMA POWER and LIGHT 225000.0 176397.52 CORP Long
44891ABG1 44891ABG1 HYUNDAI CAPITAL AMERICA 252000.0 231887.74 CORP Long
55354GAH3 55354GAH3 MSCI INC 602000.0 541621.39 CORP Long
606822CQ5 606822CQ5 MITSUBISHI UFJ FINANCIAL GROUP INC 1353000.0 1343821.33 CORP Long
12327FAB3 12327FAB3 BUSINESS JET SECURITIES 2020-1 LLC 141620.1387 133889.08 CORP Long
92922FQK7 92922FQK7 WAMU MTG PASS THROUGH CTFS 3782.2753 3426.42 CORP Long
233293AQ2 233293AQ2 DPL INC 2480000.0 2247314.0 CORP Long
31418AP28 31418AP28 FNMA GTD MTG PASS THRU CTF 233616.0244 198574.39 USGSE Long
31292LF91 31292LF91 FED HOME LOAN MTG CORP - GOLD 230737.2236 211013.09 USGSE Long
06738EBK0 06738EBK0 BARCLAYS PLC 13438000.0 12335600.77 CORP Long
06762LAM0 06762LAM0 BABSON CLO LTD/CAYMAN ISLANDS 3908000.0 3891895.13 CORP Long
780153BT8 780153BT8 ROYAL CARIBBEAN CRUISES LTD 370000.0 376874.6 CORP Long
3140F9WA9 3140F9WA9 FNMA GTD MTG PASS THRU CTF 143592.8028 128835.3 USGSE Long
06051GHG7 06051GHG7 BANK OF AMERICA CORPORATION 9147000.0 8569494.55 CORP Long
00440EAS6 00440EAS6 CHUBB INA HOLDINGS INC 1765000.0 1715715.34 CORP Long
871503AU2 871503AU2 GEN DIGITAL INC 370000.0 367003.0 CORP Long
040555CP7 040555CP7 ARIZONA PUBLIC SERVICE CO 4000.0 3159.17 CORP Long
46647PDF0 46647PDF0 JPMORGAN CHASE and CO 1143000.0 1095069.61 CORP Long
14040HCU7 14040HCU7 CAPITAL ONE FINANCIAL CORP 6515000.0 6359644.87 CORP Long
64990FMT8 64990FMT8 NEW YORK ST DORM AUTH ST PERSINCOME TAX REV 990000.0 992813.68 MUN Long
89788MAN2 89788MAN2 TRUIST FINANCIAL CORP 194000.0 194253.66 CORP Long
574599BS4 574599BS4 MASCO CORP 60000.0 51162.29 CORP Long
91282CEU1 91282CEU1 UST NOTES 6132000.0 5949237.64 UST Long
31418D3H3 31418D3H3 FNMA GTD MTG PASS THRU CTF 2549685.8052 2078111.73 USGSE Long
885220DW0 885220DW0 THORNBURG MTG SECS TR 1104387.8595 1032493.65 CORP Long
314382AA0 314382AA0 FELLS POINT FUNDING TRUST 496072.5 456837.58 CORP Long
852234AN3 852234AN3 BLOCK INC 360000.0 331997.08 CORP Long
05369AAH4 05369AAH4 AVIATION CAPITAL GROUP LLC 16000.0 15810.72 CORP Long
N/A N/A JPMORGAN CHASE BANK NA NEW YORK NY 1430000.0 -13878.56 CORP N/A
3140JBPU4 3140JBPU4 FNMA GTD MTG PASS THRU CTF 355874.1891 320289.12 USGSE Long
263534CR8 263534CR8 DUPONT (EI) DE NEMOURS and CO 255000.0 248235.57 CORP Long
3137BLMZ8 3137BLMZ8 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 601000.0 580170.18 USGSE Long
98417EAC4 98417EAC4 GLENCORE FINANCE CANADA LTD 2000.0 2098.23 CORP Long
12598VAC8 12598VAC8 CPS AUTO RECEIVABLES TRUST 2023-D 2500000.0 2524594.75 CORP Long
143658BN1 143658BN1 CARNIVAL CORP 1100000.0 1045361.74 CORP Long
3132GKHC3 3132GKHC3 FED HOME LOAN MTG CORP - GOLD 80232.277 75530.87 USGSE Long
3140L8CY4 3140L8CY4 FNMA GTD MTG PASS THRU CTF 2542042.2019 2093330.32 USGSE Long
85207UAK1 85207UAK1 SPRINT CORP 35000.0 36292.87 CORP Long
36176HTF1 36176HTF1 GNMA GUARANTEED PASS THRU CERT 102425.5818 93219.56 USGA Long
78403DAN0 78403DAN0 SBA TOWER TR 8004000.0 7705136.24 CORP Long
695114CD8 695114CD8 PACIFICORP 900000.0 855988.88 CORP Long
842400FH1 842400FH1 SOUTHERN CALIFORNIA EDISON CO 8000.0 7947.06 CORP Long
3140EVWN3 3140EVWN3 FNMA GTD MTG PASS THRU CTF 67341.7101 62670.32 USGSE Long
3138Y64Q4 3138Y64Q4 FNMA GTD MTG PASS THRU CTF 256391.2747 239487.17 USGSE Long
443628AJ1 443628AJ1 HUDBAY MINERALS INC 55000.0 52249.37 CORP Long
38937LAB7 38937LAB7 GRAY OAK PIPELINE LLC 42000.0 38276.76 CORP Long
73358WRP1 73358WRP1 PORT AUTH NY and NJ 80000.0 74233.49 MUN Long
694308JC2 694308JC2 PACIFIC GAS and ELECTRIC CO 2319000.0 2166453.58 CORP Long
3132XW7M7 3132XW7M7 FED HOME LOAN MTG CORP - GOLD 16538.156 15375.32 USGSE Long
02665XAE9 02665XAE9 AMERICAN HOMES 4 RENT 2014-SFR3 TR 519000.0 513191.66 CORP Long
36179TQR9 36179TQR9 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 237867.7553 228837.51 USGA Long
3140QLJB3 3140QLJB3 FNMA GTD MTG PASS THRU CTF 4188249.947 3721816.7 USGSE Long
3133KNAH6 3133KNAH6 FED HOME LOAN MTG CORP - GOLD 387667.291 305057.79 USGSE Long
95000U2U6 95000U2U6 WELLS FARGO and CO 10940000.0 9157009.96 CORP Long
172967NS6 172967NS6 CITIGROUP INC 3000.0 2929.17 CORP Long
681936BM1 681936BM1 OMEGA HEALTHCARE INVESTORS INC 3399000.0 2757391.06 CORP Long
05525QAE7 05525QAE7 BAMLL RE-REMIC TR 2014-FRR8 2500000.0 2297493.0 CORP Long
36297GCZ1 36297GCZ1 GNMA GUARANTEED PASS THRU CERT 1624.442 1556.15 USGA Long
N/A N/A AROUNDTOWN SA 2200000.0 921959.5 CORP Long
36179MQP8 36179MQP8 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 79130.3856 71971.1 USGA Long
404280CJ6 404280CJ6 HSBC HOLDINGS PLC 200000.0 188181.12 CORP Long
N/A N/A LONDON CLEARING HOUSE 575000.0 13925.98 CORP N/A
912834JP4 912834JP4 US TREASURY C0UPON STRIPS 1890000.0 814093.4 UST Long
3140H3LN4 3140H3LN4 FNMA GTD MTG PASS THRU CTF 109183.183 101404.6 USGSE Long
303901BJ0 303901BJ0 FAIRFAX FINANCIAL HOLDINGS LTD 4595000.0 3887175.68 CORP Long
3133BQY67 3133BQY67 FED HOME LOAN MTG CORP - GOLD 503335.8307 486195.53 USGSE Long
89179TAU8 89179TAU8 TOWD PT MTG TR 2021-R1 877659.0 654533.68 CORP Long
92343VFU3 92343VFU3 VERIZON COMMUNICATIONS INC 35000.0 22152.67 CORP Long
3140LYRP0 3140LYRP0 FNMA GTD MTG PASS THRU CTF 794955.72 625555.58 USGSE Long
67575XAN1 67575XAN1 OCTAGON INVT PARTNERS 31 LTD / OCTAGON INVT PARTNERS 31 LLC 2419950.64 2411427.57 CORP Long
929160AV1 929160AV1 VULCAN MATERIALS CO 350000.0 293614.97 CORP Long
312933G73 312933G73 FED HOME LOAN MTG CORP - GOLD 170502.454 164403.19 USGSE Long
45174HBE6 45174HBE6 IHEARTCOMMUNICATIONS INC 127000.0 97328.07 CORP Long
3132WDKY9 3132WDKY9 FED HOME LOAN MTG CORP - GOLD 36940.0193 32223.38 USGSE Long
127097AG8 127097AG8 COTERRA ENERGY INC 100000.0 95318.53 CORP Long
34528QHG2 34528QHG2 FORD CR FLOORPLN MAST OWN TR A 549000.0 533485.59 CORP Long
N/A N/A MORGAN STANLEY CAPITAL SERVICES LLC 9000000.0 117329.4 CORP N/A
716973AH5 716973AH5 PFIZER INVESTMENT ENTERPRISES PTE LTD 339000.0 326042.32 CORP Long
N/A N/A GALAXY PIPELINE ASSETS BIDCO LTD 509664.0 430365.38 CORP Long
883556CX8 883556CX8 THERMO FISHER SCIENTIFIC INC 566000.0 564759.18 CORP Long
31393FAM8 31393FAM8 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 3419.7443 267.31 USGSE Long
651290AR9 651290AR9 OVINTIV INC 310000.0 308063.68 CORP Long
039483BQ4 039483BQ4 ARCHER DANIELS MIDLAND CO 35000.0 30444.8 CORP Long
92660FAN4 92660FAN4 VIDEOTRON LTD 130000.0 114091.9 CORP Long
61747YFJ9 61747YFJ9 MORGAN STANLEY 1220000.0 1292530.82 CORP Long
75575RAA5 75575RAA5 READY CAPITAL MORTGAGE FINANCING 2023-FL11 LLC 924107.86 924971.35 CORP Long
3128MAEW5 3128MAEW5 FED HOME LOAN MTG CORP - GOLD 1187171.446 1112973.59 USGSE Long
96328GBG1 96328GBG1 WHEELS FLEET LEASE FUNDING 1 LLC 12000000.0 12090314.4 CORP Long
3132HPXJ8 3132HPXJ8 FED HOME LOAN MTG CORP - GOLD 4092.6428 3893.42 USGSE Long
742651DY5 742651DY5 PRIVATE EXPORT FUNDING CORP 2605000.0 2267178.6 USGSE Long
05522RDG0 05522RDG0 BA CR CARD TR 4500000.0 4470711.3 CORP Long
3140QPZK6 3140QPZK6 FNMA GTD MTG PASS THRU CTF 410249.4043 386921.31 USGSE Long
210385AC4 210385AC4 CONSTELLATION ENERGY GENERATION LLC 914000.0 919305.34 CORP Long
375558BA0 375558BA0 GILEAD SCIENCES INC 190000.0 165092.05 CORP Long
N/A N/A WHITBREAD GROUP PLC 1870000.0 2253137.84 CORP Long
78466CAC0 78466CAC0 SS and C TECHNOLOGIES INC 1151000.0 1113891.99 CORP Long
3138WJYT9 3138WJYT9 FNMA GTD MTG PASS THRU CTF 959360.5259 889213.62 USGSE Long
20049AAG3 20049AAG3 COMM 2020-CBM MORTGAGE TRUST 255983.0 237833.34 CORP Long
38375UUB4 38375UUB4 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 36411.8865 35381.25 USGA Long
91282CCS8 91282CCS8 UST NOTES 17459000.0 13951514.14 UST Long
64133CAA7 64133CAA7 NEUBERGER BERMAN LOAN ADVISERS CLO 35 LTD 2000000.0 2000014.0 CORP Long
62954HBB3 62954HBB3 NXP B V/NXP FDG LLC/NXP USA INC 43000.0 40951.91 CORP Long
N/A N/A CPI PROPERTY GROUP SA 1325000.0 295663.81 CORP Long
3140J12G2 3140J12G2 FNMA GTD MTG PASS THRU CTF 3281914.22 2359011.72 USGSE Long
78397EAJ5 78397EAJ5 SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST 1818351.1456 101607.83 CORP Long
3133GCLZ3 3133GCLZ3 FED HOME LOAN MTG CORP - GOLD 155426.508 137019.94 USGSE Long
144531EG1 144531EG1 CARRINGTON MTG LN TR 9051634.82 8266459.81 CORP Long
N/A N/A WERFENLIFE SA 400000.0 436043.52 CORP Long
126659AA9 126659AA9 CVS LEASE BACKED PASS THRU CTF SER 2009-A TR 6080.9972 6606.84 CORP Long
39843UAA0 39843UAA0 GRIFOLS SA 200000.0 176773.0 CORP Long
36179V4U1 36179V4U1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1156807.7339 935600.18 USGA Long
3138W9H94 3138W9H94 FNMA GTD MTG PASS THRU CTF 226225.0528 218186.12 USGSE Long
3138X6EN1 3138X6EN1 FNMA GTD MTG PASS THRU CTF 15331.2975 14688.13 USGSE Long
400666AA1 400666AA1 GUARA NORTE SARL 176852.0 155154.03 CORP Long
912810TJ7 912810TJ7 UNITED STATES TREASURY BOND 994000.0 749926.4 UST Long
68371YAP8 68371YAP8 OPEN TEXT CORPORATION 173522.4741 173696.0 CORP Long
912828XB1 912828XB1 UST NOTES 22900000.0 21997418.03 UST Long
12515HAZ8 12515HAZ8 CD 2017-CD5 MTG TR 1000000.0 913063.2 CORP Long
70017KAL3 70017KAL3 PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2017-1 2000000.0 1996104.0 CORP Long
74834LBB5 74834LBB5 QUEST DIAGNOSTICS INC 54000.0 46406.79 CORP Long
618934AA1 618934AA1 MOSAIC SOLAR LOAN TRUST 23-4 257770.08 259038.59 CORP Long
3138AKZR3 3138AKZR3 FNMA GTD MTG PASS THRU CTF 24789.0429 23749.4 USGSE Long
842400HT3 842400HT3 SOUTHERN CALIFORNIA EDISON CO 292000.0 301237.46 CORP Long
544495UG7 544495UG7 LOS ANGELES CALIF WTR and PWR RE 190000.0 193311.81 MUN Long
01F0426C2 01F0426C2 FNMA/FHLG TBA ISSUER -12600000.0 -11807572.14 USGA Short
639057AG3 639057AG3 NATWEST GROUP PLC 623000.0 638550.39 CORP Long
3138E07L7 3138E07L7 FNMA GTD MTG PASS THRU CTF 47026.6836 44204.93 USGSE Long
36179TE35 36179TE35 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 231062.2964 223156.89 USGA Long
31398GX38 31398GX38 FEDERAL NAT MTG ASN GTD REM PA 14773.7643 14628.8 USGSE Long
29279FAA7 29279FAA7 ENERGY TRANSFER LP 2152000.0 2116610.14 CORP Long
36179R7J2 36179R7J2 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 586435.5585 533102.76 USGA Long
718172AW9 718172AW9 PHILIP MORRIS INTERNATIONAL INC 146000.0 115918.87 CORP Long
103304BU4 103304BU4 BOYD GAMING CORP 443000.0 419382.78 CORP Long
219350BK0 219350BK0 CORNING INC 146000.0 134945.87 CORP Long
06051GHM4 06051GHM4 BANK OF AMERICA CORPORATION 3660000.0 3456546.49 CORP Long
30307WAL0 30307WAL0 FRR RE-REMIC TR 2018-C1 234042.0 219117.17 CORP Long
3128M5GR5 3128M5GR5 FED HOME LOAN MTG CORP - GOLD 1327.5977 1373.25 USGSE Long
3138EJLJ5 3138EJLJ5 FNMA GTD MTG PASS THRU CTF 3262.046 3380.06 USGSE Long
31417ETM3 31417ETM3 FNMA GTD MTG PASS THRU CTF 182648.3875 161181.06 USGSE Long
043436AU8 043436AU8 ASBURY AUTOMOTIVE GROUP INC 108000.0 99359.08 CORP Long
3128MJXK1 3128MJXK1 FED HOME LOAN MTG CORP - GOLD 507994.5073 458627.5 USGSE Long
3132CW4V3 3132CW4V3 FED HOME LOAN MTG CORP - GOLD 1376305.814 1278745.0 USGSE Long
3140EY3V1 3140EY3V1 FNMA GTD MTG PASS THRU CTF 595216.6616 576210.08 USGSE Long
03027XBM1 03027XBM1 AMERICAN TOWER CORP 2423000.0 1994510.48 CORP Long
3138YNPX9 3138YNPX9 FNMA GTD MTG PASS THRU CTF 203104.0085 189459.3 USGSE Long
11135FBV2 11135FBV2 BROADCOM INC 2410000.0 2207394.19 CORP Long
74331FAL5 74331FAL5 PROGRESS RESIDENTIAL 2021-SFR1 TR 351000.0 307403.1 CORP Long
915217XM0 915217XM0 UNIVERSITY VA UNIV REVS 1520000.0 943019.4 MUN Long
05610DAA0 05610DAA0 BX TRUST 2023-DELC 1150000.0 1154321.47 CORP Long
31418BCX2 31418BCX2 FNMA GTD MTG PASS THRU CTF 109705.0031 108883.21 USGSE Long
08162WBB1 08162WBB1 BENCHMARK 2020-B19 MTG TR 12500000.0 9773868.75 CORP Long
3140QDEM2 3140QDEM2 FNMA GTD MTG PASS THRU CTF 11530364.37 9885781.58 USGSE Long
N/A N/A CORPORACION NACIONAL DEL COBRE DE CHILE 350000.0 325258.5 CORP Long
3140XG3F4 3140XG3F4 FNMA GTD MTG PASS THRU CTF 570056.501 526530.01 USGSE Long
882667AZ1 882667AZ1 TEXAS PRIVATE ACTIVITY BD SURFACE TRANSN CORP REV 555000.0 423948.57 MUN Long
3140LJWL6 3140LJWL6 FNMA GTD MTG PASS THRU CTF 936169.0 877250.27 USGSE Long
3140XBJD3 3140XBJD3 FNMA GTD MTG PASS THRU CTF 3701215.624 3526352.8 USGSE Long
31392JYQ6 31392JYQ6 FEDERAL NAT MTG ASN GTD REM PA 197.1803 194.28 USGSE Long
693475BA2 693475BA2 PNC FINANCIAL SERVICES GRP INC 54000.0 43956.98 CORP Long
3138A2BN8 3138A2BN8 FNMA GTD MTG PASS THRU CTF 116617.7603 109898.35 USGSE Long
06542BBC0 06542BBC0 BANK 2021-BNK32 20000000.0 16360132.0 CORP Long
3128P7TY9 3128P7TY9 FED HOME LOAN MTG CORP - GOLD 3788119.5056 3609485.43 USGSE Long
097751BT7 097751BT7 BOMBARDIER INC 3794000.0 3797012.44 CORP Long
049560BA2 049560BA2 ATMOS ENERGY CORP 72000.0 77664.87 CORP Long
3140QEDX7 3140QEDX7 FNMA GTD MTG PASS THRU CTF 2335086.7874 1996194.24 USGSE Long
01F020612 01F020612 FNMA/FHLG TBA ISSUER 333625000.0 260020886.04 USGA Long
05609WAA1 05609WAA1 BX COMMERCIAL MORTGAGE TRUST 2021-SOAR 6039009.95 5948101.11 CORP Long
3137H7QH9 3137H7QH9 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 2466050.0 2060588.47 USGSE Long
3140XCSG4 3140XCSG4 FNMA GTD MTG PASS THRU CTF 677441.8663 624892.29 USGSE Long
17291CBQ7 17291CBQ7 CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2 2705173.03 2512307.99 CORP Long
09261HBA4 09261HBA4 BLACKSTONE PRIVATE CREDIT FUND 8015000.0 8100458.82 CORP Long
36179WVW5 36179WVW5 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 10066786.1934 9012854.08 USGA Long
92564RAA3 92564RAA3 VICI PROPERTIES LP / VICI NOTE CO INC 2590000.0 2440120.07 CORP Long
06051GGR4 06051GGR4 BANK OF AMERICA CORPORATION 120000.0 112019.58 CORP Long
3136BKJA1 3136BKJA1 FEDERAL NAT MTG ASN GTD REM PA 207470.81 177512.71 USGSE Long
126307BH9 126307BH9 CSC HOLDINGS LLC 220000.0 155689.71 CORP Long
797440BY9 797440BY9 SAN DIEGO GAS and ELECTRIC CO 1049000.0 698973.38 CORP Long
12653VAA4 12653VAA4 CSMC 2019-ICE4 7973163.76 7955187.46 CORP Long
459506AQ4 459506AQ4 INTERNATIONAL FLAVORS and FRAGRANCES INC 4885000.0 3879260.18 CORP Long
31394AB21 31394AB21 FEDERAL NAT MTG ASN GTD REM PA 1139.0997 1133.74 USGSE Long
3132WKB49 3132WKB49 FED HOME LOAN MTG CORP - GOLD 384691.9232 358484.9 USGSE Long
55316HAB1 55316HAB1 GENESEE and WYOMING INC 1289469.0631 1289804.33 CORP Long
810186AS5 810186AS5 SCOTTS MIRACLE GRO CO (THE) 525000.0 447640.92 CORP Long
92277GAJ6 92277GAJ6 VENTAS RLTY LTD PARTNERSHIP 6000.0 5609.84 CORP Long
55760LAA5 55760LAA5 MADISON IAQ LLC 1142000.0 1014517.28 CORP Long
3140QLM78 3140QLM78 FNMA GTD MTG PASS THRU CTF 5596840.906 4561683.91 USGSE Long
61765TAG8 61765TAG8 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25 9091848.9477 107053.79 CORP Long
07831CAA1 07831CAA1 BELLRING BRANDS INC 110000.0 111886.5 CORP Long
01750FAJ5 01750FAJ5 ALLEGRO CLO X LTD / ALLEGRO CLO X LLC 16000000.0 15969920.0 CORP Long
345397D67 345397D67 FORD MOTOR CREDIT CO LLC 400000.0 416867.07 CORP Long
05526DBD6 05526DBD6 BAT CAPITAL CORP 2890000.0 2334602.86 CORP Long
69689CBC9 69689CBC9 PALMER SQUARE CLO 2015-2 LTD 700000.0 692127.1 CORP Long
31397KYA3 31397KYA3 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 5647.0799 4776.4 USGSE Long
378272AQ1 378272AQ1 GLENCORE FDG LLC 137000.0 128675.88 CORP Long
912834EP9 912834EP9 US TREASURY C0UPON STRIPS 73145000.0 34302818.7 UST Long
36179RF87 36179RF87 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 82599.8214 73136.67 USGA Long
70932MAB3 70932MAB3 PENNYMAC FINANCIAL SERVICES INC 1200000.0 1037957.04 CORP Long
06738ECG8 06738ECG8 BARCLAYS PLC 200000.0 196525.11 CORP Long
65473PAN5 65473PAN5 NISOURCE INC 2013000.0 2010266.27 CORP Long
01F060618 01F060618 FNMA/FHLG TBA ISSUER 14000000.0 14045385.2 USGA Long
46644UAZ1 46644UAZ1 JPMBB COML MTG SECS TR 2015-C30 1209267.85 1154470.24 CORP Long
004375EX5 004375EX5 ACCREDITED MORTGAGE LOAN TRUST 1945204.48 1793503.82 CORP Long
91282CGV7 91282CGV7 UST NOTES 18225000.0 17886840.77 UST Long
31418CPK4 31418CPK4 FNMA GTD MTG PASS THRU CTF 118298.726 111132.96 USGSE Long
36179MK66 36179MK66 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 138825.3332 123625.13 USGA Long
57776DAB9 57776DAB9 AMENTUM GOVERNMENT SERVICES HOLDINGS LLC 273484.49 272595.67 CORP Long
709599BL7 709599BL7 PENSKE TRUCK LEASING CO L P / PTL FIN CORP 83000.0 75839.56 CORP Long
36202FYP5 36202FYP5 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 3017.9298 3142.49 USGA Long
31418ED72 31418ED72 FNMA GTD MTG PASS THRU CTF 11827246.64 10386264.58 USGSE Long
48128U2Q1 48128U2Q1 CACLN 2021-2 190426.92 186336.72 CORP Long
629377CE0 629377CE0 NRG ENERGY INC 630000.0 614596.06 CORP Long
31410KNW0 31410KNW0 FNMA GTD MTG PASS THRU CTF 49430.3755 50298.75 USGSE Long
3128MFWM6 3128MFWM6 FED HOME LOAN MTG CORP - GOLD 652454.418 619672.63 USGSE Long
3137BSP80 3137BSP80 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 585106.0 549870.21 USGSE Long
3132D6BE9 3132D6BE9 FED HOME LOAN MTG CORP - GOLD 440644.515 385706.63 USGSE Long
210385AE0 210385AE0 CONSTELLATION ENERGY GENERATION LLC 500000.0 522778.73 CORP Long
00914AAH5 00914AAH5 AIR LEASE CORP 7765000.0 7451019.82 CORP Long
3136ANLF2 3136ANLF2 FEDERAL NAT MTG ASN GTD REM PA 211531.4248 205466.27 USGSE Long
3132DMMB8 3132DMMB8 FED HOME LOAN MTG CORP - GOLD 9816770.34 8533172.64 USGSE Long
22616TAJ5 22616TAJ5 DEN17 2018-1A 25000000.0 24952550.0 CORP Long
65246QAA7 65246QAA7 NEWREZ LLC / NEWRES GMSR EXCESS OWNER LLC 2152032.607 1968166.6 CORP Long
50190EAC8 50190EAC8 LCM INVESTMENTS HOLDINGS 65000.0 65339.32 CORP Long
3140XHFL6 3140XHFL6 FNMA GTD MTG PASS THRU CTF 22148885.322 20057020.56 USGSE Long
63942TAB1 63942TAB1 NAVIENT STUDENT LOAN TRST 281000.0 281001.6 CORP Long
3140J7L29 3140J7L29 FNMA GTD MTG PASS THRU CTF 97693.3302 90947.03 USGSE Long
01749WAA1 01749WAA1 ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC 5071000.0 5061801.21 CORP Long
N/A N/A ELECTRICITE DE FRANCE 800000.0 957549.13 CORP Long
87612BBU5 87612BBU5 TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN 30000.0 26074.5 CORP Long
226373AQ1 226373AQ1 ENERGY TRANSFER LP 26000.0 25546.3 CORP Long
071734AJ6 071734AJ6 BAUSCH HEALTH COS INC 825000.0 295374.75 CORP Long
92343VFR0 92343VFR0 VERIZON COMMUNICATIONS INC 611000.0 481603.48 CORP Long
948565AD8 948565AD8 WEEKLEY HOMES LLC / WEEKLEY FIN CORP 328000.0 300521.49 CORP Long
31417ES77 31417ES77 FNMA GTD MTG PASS THRU CTF 875384.5155 772495.32 USGSE Long
N/A N/A LONDON CLEARING HOUSE -5196750.0 -61038.23 CORP N/A
3140MP5Y3 3140MP5Y3 FNMA GTD MTG PASS THRU CTF 520579.5257 481367.65 USGSE Long
3138LHPB4 3138LHPB4 FNMA GTD MTG PASS THRU CTF 382615.9943 362581.49 USGSE Long
085770AA3 085770AA3 BERRY GLOBAL INC 7055000.0 6829943.38 CORP Long
682189AQ8 682189AQ8 ON SEMICONDUCTOR CORP 571000.0 516198.28 CORP Long
05492PAE8 05492PAE8 BAMLL COML MTG SECS TR 2019 1113000.0 910073.05 CORP Long
914455UJ7 914455UJ7 UNIVERSITY MI UNIV REVS 4790000.0 3881814.08 MUN Long
161175AZ7 161175AZ7 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3210000.0 3151443.34 CORP Long
36179WT24 36179WT24 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 11676160.0795 10482926.58 USGA Long
010392EZ7 010392EZ7 ALABAMA POWER and LIGHT 861000.0 888169.62 CORP Long
N/A N/A CHICAGO BOARD OF TRADE 2294.0 1266842.14 CORP N/A
46590XAU0 46590XAU0 JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 1194000.0 977056.17 CORP Long
14314LAC9 14314LAC9 CARLYLE GLOBAL MKT STRATEGIES CLO 2014-2-R LTD / CARLYLE GLOBAL MKT STRATEGIES CLO (2014-2-R LLC) 1376084.8989 1373385.02 CORP Long
N/A N/A SUNSHINE LUXEMBOURG VII SARL 447901.3521 449209.22 CORP Long
N/A N/A JPMORGAN CHASE BANK NA NEW YORK NY 1.0 2101.1 CORP N/A
00206RMN9 00206RMN9 AT and T INC 26556000.0 18151811.0 CORP Long
59408UAB3 59408UAB3 MICHAELS COS INC 1211900.51 919529.51 CORP Long
74456QBX3 74456QBX3 PUBLIC SERVICE ELEC and GAS CO 960000.0 905522.14 CORP Long
3132DP6B9 3132DP6B9 FED HOME LOAN MTG CORP - GOLD 1197553.5396 1154433.83 USGSE Long
3133KNK93 3133KNK93 FED HOME LOAN MTG CORP - GOLD 5858354.007 4791305.79 USGSE Long
3128M6VJ4 3128M6VJ4 FED HOME LOAN MTG CORP - GOLD 57780.6074 57543.6 USGSE Long
3137FEZU7 3137FEZU7 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 3853000.0 3708316.77 USGSE Long
14040HBW4 14040HBW4 CAPITAL ONE FINANCIAL CORP 7795000.0 7173086.53 CORP Long
3140NPYZ7 3140NPYZ7 FNMA GTD MTG PASS THRU CTF 3986128.52 3840110.65 USGSE Long
3138AJSY9 3138AJSY9 FNMA GTD MTG PASS THRU CTF 12915.2745 12839.81 USGSE Long
91845AAA3 91845AAA3 VZ SECURED FINANCING BV 2441000.0 1999277.62 CORP Long
46647PBL9 46647PBL9 JPMORGAN CHASE and CO 4525000.0 3795855.39 CORP Long
N/A N/A CHICAGO BOARD OF TRADE -42.0 -25822.57 CORP N/A
36179SSN8 36179SSN8 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 436113.7037 369201.39 USGA Long
3138YJ4A1 3138YJ4A1 FNMA GTD MTG PASS THRU CTF 230104.5393 221280.58 USGSE Long
61747YFB6 61747YFB6 MORGAN STANLEY 97000.0 94028.39 CORP Long
3140EWQ65 3140EWQ65 FNMA GTD MTG PASS THRU CTF 54719.5129 51009.21 USGSE Long
74456QCP9 74456QCP9 PUBLIC SERVICE ELEC and GAS CO 77000.0 76258.48 CORP Long
38373AGM2 38373AGM2 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 5060.6827 375.8 USGA Long
N/A N/A PARAGUAY REPUBLIC OF 650000.0 612963.0 NUSS Long
3140HHSU0 3140HHSU0 FNMA GTD MTG PASS THRU CTF 4150.6882 3951.31 USGSE Long
172441BF3 172441BF3 CINEMARK USA INC 79000.0 71107.9 CORP Long
36176KDN4 36176KDN4 GNMA GUARANTEED PASS THRU CERT 11952.0953 11173.36 USGA Long
03333HAB0 03333HAB0 ANCHOR MTG TR 2021-RTL1 376000.0 365526.26 CORP Long
718172CE7 718172CE7 PHILIP MORRIS INTERNATIONAL INC 25000.0 23193.09 CORP Long
74167CAB3 74167CAB3 PRIMA CAPITAL LTD 2021 2053000.0 2000893.42 CORP Long
22534QAG6 22534QAG6 CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-3 292000.0 289668.12 CORP Long
3140XCZQ4 3140XCZQ4 FNMA GTD MTG PASS THRU CTF 1938160.184 1660850.55 USGSE Long
91835HAA0 91835HAA0 VM CONSOLIDATED INC 180000.0 163117.8 CORP Long
023551AM6 023551AM6 HESS CORP 1335000.0 1514290.51 CORP Long
649322AJ3 649322AJ3 NEW YORK and PRESBYTERIAN HOSP 20000.0 10568.74 CORP Long
597861AA1 597861AA1 MIDMICHIGAN HEALTH 27000.0 18164.05 CORP Long
31418DZV7 31418DZV7 FNMA GTD MTG PASS THRU CTF 542322.7274 423706.55 USGSE Long
61746RCF6 61746RCF6 MORGAN STANLEY ABS CAP I INCTR 4008.8232 3830.92 CORP Long
64972FL20 64972FL20 NEW YORK NY CTY MUN WTR FIN AU 70000.0 73745.85 MUN Long
87157DAG4 87157DAG4 SYNAPTICS INC 110000.0 95184.07 CORP Long
31417MS38 31417MS38 FNMA GTD MTG PASS THRU CTF 8338.6529 8289.46 USGSE Long
N/A N/A IBERDROLA FINANZAS SAU 250000.0 316215.32 CORP Long
3137FXC30 3137FXC30 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 328865.035 291512.08 USGSE Long
071734AM9 071734AM9 BAUSCH HEALTH COS INC 400000.0 139832.18 CORP Long
678858BX8 678858BX8 OKLAHOMA GAS and ELECTRIC CO 45000.0 44954.77 CORP Long
76774LAB3 76774LAB3 RITCHIE BROS HOLDINGS INC 200000.0 203692.0 CORP Long
3132JMSX8 3132JMSX8 FED HOME LOAN MTG CORP - GOLD 67431.1677 61276.98 USGSE Long
36202ELJ6 36202ELJ6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 31222.4485 30815.17 USGA Long
87612BBQ4 87612BBQ4 TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN 101000.0 97492.27 CORP Long
31335APZ5 31335APZ5 FED HOME LOAN MTG CORP - GOLD 5519407.213 4998553.45 USGSE Long
38148LAE6 38148LAE6 GOLDMAN SACHS GROUP INC (THE) 140000.0 136106.27 CORP Long
012873AH8 012873AH8 OVINTIV INC 6179000.0 6824766.86 CORP Long
66860GAG9 66860GAG9 NORTHWOODS CAPITAL XV LTD 23750000.0 23510362.5 CORP Long
81211KAY6 81211KAY6 SEALED AIR CORP 229000.0 210451.22 CORP Long
842587DS3 842587DS3 SOUTHERN COMPANY 320000.0 324881.92 CORP Long
097023CN3 097023CN3 BOEING CO 200000.0 174010.54 CORP Long
785592AV8 785592AV8 SABINE PASS LIQUEFACTION LLC 2440000.0 2462736.43 CORP Long
876030AF4 876030AF4 TAPESTRY INC 3283000.0 3334164.08 CORP Long
N/A N/A ZF FINANCE GMBH 800000.0 790251.0 CORP Long
3132HTZ66 3132HTZ66 FED HOME LOAN MTG CORP - GOLD 47889.55 42144.24 USGSE Long
44891ABW6 44891ABW6 HYUNDAI CAPITAL AMERICA 367000.0 329917.08 CORP Long
21H0506C1 21H0506C1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 53632000.0 52136632.58 USGA Long
235822AB9 235822AB9 DANA FING LUXEMBOURG SARL 60000.0 59418.75 CORP Long
01F0426C2 01F0426C2 FNMA/FHLG TBA ISSUER 41692200.0 39070131.68 USGA Long
26443TAD8 26443TAD8 DUKE ENERGY IND INC 436000.0 412321.21 CORP Long
31418EKU3 31418EKU3 FNMA GTD MTG PASS THRU CTF 2924987.8099 2819897.68 USGSE Long
87165BAP8 87165BAP8 SYNCHRONY FINANCIAL 13451000.0 12436556.52 CORP Long
36202FP75 36202FP75 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 520227.137 501723.59 USGA Long
3132XTHA9 3132XTHA9 FED HOME LOAN MTG CORP - GOLD 11222.27 10443.73 USGSE Long
82967NBM9 82967NBM9 SIRIUS XM RADIO INC 370000.0 299373.24 CORP Long
3138E9FZ8 3138E9FZ8 FNMA GTD MTG PASS THRU CTF 14810.193 14176.88 USGSE Long
N/A N/A STATE STREET BANK AND TRUST COMPANY 1.0 26311.38 CORP N/A
3138ERRK8 3138ERRK8 FNMA GTD MTG PASS THRU CTF 231958.697 208337.0 USGSE Long
225401BB3 225401BB3 UBS GROUP AG 4689000.0 5549528.98 CORP Long
38382AFL4 38382AFL4 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 226759.763 218819.68 USGA Long
225313AK1 225313AK1 CREDIT AGRICOLE SA 261000.0 234336.76 CORP Long
037411AY1 037411AY1 APACHE CORP 710000.0 570648.3 CORP Long
31417GLV6 31417GLV6 FNMA GTD MTG PASS THRU CTF 46842.0169 41360.12 USGSE Long
403949AB6 403949AB6 HF SINCLAIR CORP 103000.0 103458.83 CORP Long
46590TAD7 46590TAD7 JPMDB COML MTG SECS TR 2017-C5 3511781.9633 3269159.97 CORP Long
3137AAZB2 3137AAZB2 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 2297.8017 2332.14 USGSE Long
31418EMR8 31418EMR8 FNMA GTD MTG PASS THRU CTF 1600998.0868 1501329.71 USGSE Long
053332BG6 053332BG6 AUTOZONE INC 440000.0 457713.79 CORP Long
3132GUST2 3132GUST2 FED HOME LOAN MTG CORP - GOLD 391769.7082 367908.97 USGSE Long
867914BS1 867914BS1 TRUIST FINANCIAL CORP 54000.0 52483.45 CORP Long
651639AV8 651639AV8 NEWMONT CORP 185000.0 174776.37 CORP Long
36295QNY2 36295QNY2 GNMA GUARANTEED PASS THRU CERT 43841.5772 44370.76 USGA Long
N/A N/A QBE INS GROUP LTD 800000.0 826611.86 CORP Long
552704AF5 552704AF5 MEG ENERGY CORP 341000.0 325950.82 CORP Long
62886HBA8 62886HBA8 NCL CORP LTD 650000.0 615875.0 CORP Long
30161MAS2 30161MAS2 CONSTELLATION ENERGY GENERATION LLC 32000.0 30870.5 CORP Long
07274NBF9 07274NBF9 BAYER US FINANCE II LLC 3231000.0 2349392.93 CORP Long
31406YB58 31406YB58 FNMA GTD MTG PASS THRU CTF 1392.3015 1409.83 USGSE Long
16411QAP6 16411QAP6 CHENIERE ENERGY PARTNERS LP 837000.0 830463.03 CORP Long
31403DGV5 31403DGV5 FNMA GTD MTG PASS THRU CTF 3509785.8109 3606807.52 USGSE Long
N/A N/A LONDON CLEARING HOUSE -5196750.0 -59143.78 CORP N/A
68389XBQ7 68389XBQ7 ORACLE CORP 605000.0 457042.23 CORP Long
682680BB8 682680BB8 ONEOK INC NEW 3705000.0 3215533.01 CORP Long
00178UAE9 00178UAE9 AMSR 2020-SFR2 TR 1000000.0 950165.5 CORP Long
N/A N/A BRAZIL MINAS SPE 1990000.0 1935991.4 NUSS Long
25278XAR0 25278XAR0 DIAMONDBACK ENERGY INC 5057000.0 4355953.65 CORP Long
896522AJ8 896522AJ8 TRINITY INDUSTRIES INC 165000.0 168300.0 CORP Long
12529YCG5 12529YCG5 CFMT 2021-FRR1 TR 5353696.0 3524307.03 CORP Long
225401AP3 225401AP3 UBS GROUP AG 13355000.0 11988671.32 CORP Long
N/A N/A LLOYDS BANKING GROUP PLC 870000.0 965326.8 CORP Long
31307RFS9 31307RFS9 FED HOME LOAN MTG CORP - GOLD 14267.204 13543.64 USGSE Long
3136BNE69 3136BNE69 FEDERAL NAT MTG ASN GTD REM PA 1080977.13 1027628.53 USGSE Long
69331CAH1 69331CAH1 PG and E CORP 1547000.0 1471596.74 CORP Long
3138AHD60 3138AHD60 FNMA GTD MTG PASS THRU CTF 41535.2878 41251.73 USGSE Long
91911XAV6 91911XAV6 BAUSCH HEALTH AMERICAS INC 136000.0 119693.15 CORP Long
31398VDG8 31398VDG8 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 5513.2394 5396.6 USGSE Long
983133AA7 983133AA7 WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP 540000.0 486333.56 CORP Long
30040WAT5 30040WAT5 EVERSOURCE ENERGY 336000.0 336345.66 CORP Long
N/A N/A PETROLEOS MEXICANOS 860000.0 854200.38 CORP Long
83368RAZ5 83368RAZ5 SOCIETE GENERALE 10614000.0 9606058.26 CORP Long
3138XJBK2 3138XJBK2 FNMA GTD MTG PASS THRU CTF 41044.8309 39560.65 USGSE Long
3140EXFD0 3140EXFD0 FNMA GTD MTG PASS THRU CTF 507463.77 473362.41 USGSE Long
80281LAS4 80281LAS4 SANTANDER UK GROUP HOLDINGS PLC 400000.0 403331.33 CORP Long
38382WHR1 38382WHR1 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 818266.69 690777.14 USGA Long
3140ECJ75 3140ECJ75 FNMA GTD MTG PASS THRU CTF 16064.7525 14438.83 USGSE Long
55617LAP7 55617LAP7 MACYS RETAIL HOLDINGS LLC 282000.0 265051.8 CORP Long
49446RBA6 49446RBA6 KIMCO REALTY OP LLC 3535000.0 3237264.02 CORP Long
29272WAD1 29272WAD1 ENERGIZER HLDGS INC NEW 393000.0 338956.61 CORP Long
30259RAK1 30259RAK1 FMC GMSR ISSUER TR 4000000.0 3389559.6 CORP Long
3128P75V1 3128P75V1 FED HOME LOAN MTG CORP - GOLD 266135.7397 249427.37 USGSE Long
00206RLJ9 00206RLJ9 AT and T INC 1440000.0 949347.69 CORP Long
3140KEK80 3140KEK80 FNMA GTD MTG PASS THRU CTF 9533505.1146 7791101.66 USGSE Long
3140KSQ26 3140KSQ26 FNMA GTD MTG PASS THRU CTF 960291.16 753258.34 USGSE Long
3140Q8XE0 3140Q8XE0 FNMA GTD MTG PASS THRU CTF 177505.4022 174678.03 USGSE Long
25525PAA5 25525PAA5 DIVERSIFIED HEALTHCARE TR 250000.0 247984.98 CORP Long
3138EKCU7 3138EKCU7 FNMA GTD MTG PASS THRU CTF 97826.8768 93783.24 USGSE Long
54627RAM2 54627RAM2 LOUISIANA LOC GOVT ENVIRONMENTAL FACS and CMNTY DEV AUTH SYS RESTORATION 260000.0 249083.41 MUN Long
91324PDU3 91324PDU3 UNITEDHEALTH GROUP INC 115000.0 87044.89 CORP Long
N/A N/A CMEC CHICAGO MERCANTILE EXCH 18842000.0 -31171.19 CORP N/A
200447AL4 200447AL4 COMISION FEDERAL DE ELECTRICIDAD 2277000.0 2065261.77 CORP Long
983130AV7 983130AV7 WYNN LAS VEGAS LLC/ WYNN LAS V 80000.0 79036.1 CORP Long
48247KAA5 48247KAA5 KGS-ALPHA SBA COOF TR SER 2012-2 65988.8951 1254.48 CORP Long
502431AF6 502431AF6 L3HARRIS TECHNOLOGIES INC 976000.0 851450.26 CORP Long
55348UAS7 55348UAS7 MRCD 2019-PARK G 600000.0 344879.4 CORP Long
3617KJP81 3617KJP81 GNMA GUARANTEED PASS THRU CERT 97112.7382 93061.85 USGA Long
3140XLDH8 3140XLDH8 FNMA GTD MTG PASS THRU CTF 3679854.643 3040594.71 USGSE Long
161175BY9 161175BY9 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 322000.0 192234.59 CORP Long
3128MJUW8 3128MJUW8 FED HOME LOAN MTG CORP - GOLD 27586.6055 26598.78 USGSE Long
62886EBA5 62886EBA5 NCR VOYIX CORP 103000.0 94332.46 CORP Long
46641WAX5 46641WAX5 JPMBB COML MTG SECS TR 2014-C19 1322481.2482 1086.95 CORP Long
3140GVNF8 3140GVNF8 FNMA GTD MTG PASS THRU CTF 24339.9193 22522.19 USGSE Long
31398FW98 31398FW98 FEDERAL NAT MTG ASN GTD REM PA 801.7398 796.86 USGSE Long
12631UAA3 12631UAA3 COOF SECURITIZATION TRUST 2014-1 LTD 49454.6732 3918.59 CORP Long
3140XL7B8 3140XL7B8 FNMA GTD MTG PASS THRU CTF 8277012.1 6751320.39 USGSE Long
86959LAP8 86959LAP8 SVENSKA HANDELSBANKEN AB 943000.0 936137.34 CORP Long
78409VBP8 78409VBP8 S and P GLOBAL INC 498000.0 501986.58 CORP Long
31392B6W1 31392B6W1 FEDERAL NAT MTG ASN GTD REM PA 9733.162 10857.66 USGSE Long
3617KJP73 3617KJP73 GNMA GUARANTEED PASS THRU CERT 91592.0948 87771.49 USGA Long
3140J8DE0 3140J8DE0 FNMA GTD MTG PASS THRU CTF 526683.598 489654.63 USGSE Long
N/A N/A OCI NV 1603800.0 1708325.18 CORP Long
3133GBGD0 3133GBGD0 FED HOME LOAN MTG CORP - GOLD 306503.397 268960.19 USGSE Long
3128CUUQ7 3128CUUQ7 FED HOME LOAN MTG CORP - GOLD 3759.9591 3771.9 USGSE Long
91282CHD6 91282CHD6 UST NOTES 58203000.0 57641431.85 UST Long
N/A N/A LLOYDS BANKING GROUP PLC 350000.0 385679.85 CORP Long
69073TAU7 69073TAU7 OWENS BROCKWAY GLASS CONT INC 160000.0 158801.6 CORP Long
88732JAJ7 88732JAJ7 TIME WARNER CABLE LLC 8522000.0 8047829.7 CORP Long
36192XPJ2 36192XPJ2 GNMA GUARANTEED PASS THRU CERT 58574.4902 52972.92 USGA Long
3140QQEA9 3140QQEA9 FNMA GTD MTG PASS THRU CTF 1137181.6043 1097035.23 USGSE Long
3140QMKY9 3140QMKY9 FNMA GTD MTG PASS THRU CTF 2518746.608 2070173.45 USGSE Long
3136BAN59 3136BAN59 FEDERAL NAT MTG ASN GTD REM PA 1573998.222 1381198.39 USGSE Long
404280CV9 404280CV9 HSBC HOLDINGS PLC 214000.0 181626.95 CORP Long
037833EW6 037833EW6 APPLE INC 565000.0 546877.95 CORP Long
08162FAK9 08162FAK9 BENCHMARK 2019-B12 MTG TR 38363723.23 1341402.93 CORP Long
3138AX4B4 3138AX4B4 FNMA GTD MTG PASS THRU CTF 62991.0784 59282.69 USGSE Long
3138ENRB7 3138ENRB7 FNMA GTD MTG PASS THRU CTF 1096148.0667 1053080.52 USGSE Long
053773BF3 053773BF3 AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC 58000.0 52273.82 CORP Long
91282CJA0 91282CJA0 UST NOTES 21068000.0 21344517.5 UST Long
3133AEDE1 3133AEDE1 FED HOME LOAN MTG CORP - GOLD 214224.343 159411.0 USGSE Long
3132HQBB7 3132HQBB7 FED HOME LOAN MTG CORP - GOLD 90246.6621 80620.8 USGSE Long
3132H7CW2 3132H7CW2 FED HOME LOAN MTG CORP - GOLD 49727.0724 47791.04 USGSE Long
31339NHY5 31339NHY5 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 4689.3462 4725.92 USGSE Long
38376R2M7 38376R2M7 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 359134.0037 14552.86 USGA Long
05611GAA2 05611GAA2 BX COML MTG TR 2023-VLT3 550000.0 549518.2 CORP Long
31417GPS9 31417GPS9 FNMA GTD MTG PASS THRU CTF 267567.5225 227255.34 USGSE Long
74340XBZ3 74340XBZ3 PROLOGIS LP 143000.0 114229.75 CORP Long
3140X96J9 3140X96J9 FNMA GTD MTG PASS THRU CTF 5456879.8039 4519230.7 USGSE Long
682680AZ6 682680AZ6 ONEOK INC NEW 8645000.0 6694502.65 CORP Long
233046AF8 233046AF8 DB MASTER FIN LLC 6891560.0 6360317.21 CORP Long
3133BSFA5 3133BSFA5 FED HOME LOAN MTG CORP - GOLD 970429.82 958795.14 USGSE Long
72201U638 72201U638 PIMCO FDS 178502016.451 1654713692.5 RF Long
00817YAM0 00817YAM0 AETNA INC 51000.0 39707.65 CORP Long
785712AG5 785712AG5 SABLE INTL FINANCE LTD 526000.0 483967.34 CORP Long
31418D6K3 31418D6K3 FNMA GTD MTG PASS THRU CTF 10609649.005 8369088.47 USGSE Long
81761LAB8 81761LAB8 SERVICE PROPERTIES TRUST 100000.0 89035.79 CORP Long
36228F2R6 36228F2R6 GS MORTGAGE SECURITIES CORP 1547.275 1484.11 CORP Long
3128M9A51 3128M9A51 FED HOME LOAN MTG CORP - GOLD 8161.6165 8124.34 USGSE Long
36241LKA3 36241LKA3 GNMA GUARANTEED PASS THRU CERT 62763.8095 60118.84 USGA Long
125284AC3 125284AC3 CGDB COML MTG TR 2017-BIO 1400000.0 1366471.4 CORP Long
3132DWAG8 3132DWAG8 FED HOME LOAN MTG CORP - GOLD 1096200.3772 894481.64 USGSE Long
31418D2R2 31418D2R2 FNMA GTD MTG PASS THRU CTF 5928158.164 5194615.58 USGSE Long
3140LNE45 3140LNE45 FNMA GTD MTG PASS THRU CTF 242926.972 214158.05 USGSE Long
31418CKY9 31418CKY9 FNMA GTD MTG PASS THRU CTF 5156.5525 4991.65 USGSE Long
78472UAG3 78472UAG3 SREIT TR 2021-MFP 1728000.0 1674864.86 CORP Long
097873822 097873822 BOND FUND AMERICA INC 108094690.058 1202012953.44 RF Long
3140XDGU4 3140XDGU4 FNMA GTD MTG PASS THRU CTF 2206629.847 1879484.62 USGSE Long
31335AU48 31335AU48 FED HOME LOAN MTG CORP - GOLD 1574582.0447 1424024.13 USGSE Long
161175BM5 161175BM5 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 450000.0 389627.42 CORP Long
26885BAH3 26885BAH3 EQM MIDSTREAM PARTNERS LP 518000.0 518824.14 CORP Long
3140K8RB9 3140K8RB9 FANNIE MAE 198144.655 162611.61 USGSE Long
31417GZX7 31417GZX7 FNMA GTD MTG PASS THRU CTF 792646.2856 718962.84 USGSE Long
3138WHRR5 3138WHRR5 FNMA GTD MTG PASS THRU CTF 672530.511 627394.84 USGSE Long
62886HBE0 62886HBE0 NCL CORP LTD 155000.0 150055.5 CORP Long
3620ASEA3 3620ASEA3 GNMA GUARANTEED PASS THRU CERT 16577.8001 16323.88 USGA Long
6174468C6 6174468C6 MORGAN STANLEY 1078000.0 1053161.64 CORP Long
92212WAA8 92212WAA8 VAR ENERGI ASA 5410000.0 5179074.42 CORP Long
14448CBA1 14448CBA1 CARRIER GLOBAL CORP 792000.0 837181.82 CORP Long
31418AK31 31418AK31 FNMA GTD MTG PASS THRU CTF 129185.8469 117337.18 USGSE Long
3140LNLL9 3140LNLL9 FNMA GTD MTG PASS THRU CTF 1322861.534 1078606.66 USGSE Long
31394PXG3 31394PXG3 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 24.7841 24.71 USGSE Long
87165BAN3 87165BAN3 SYNCHRONY FINANCIAL 7165000.0 7123229.05 CORP Long
00108WAR1 00108WAR1 AEP TEXAS INC 1019000.0 994530.97 CORP Long
31392B6U5 31392B6U5 FEDERAL NAT MTG ASN GTD REM PA 5589.5579 5750.24 USGSE Long
053332AW2 053332AW2 AUTOZONE INC 1400000.0 1291075.53 CORP Long
3138EPX33 3138EPX33 FNMA GTD MTG PASS THRU CTF 1363454.8088 1309409.91 USGSE Long
3138YR4T2 3138YR4T2 FNMA GTD MTG PASS THRU CTF 865775.7791 807612.18 USGSE Long
3132HDGD7 3132HDGD7 FED HOME LOAN MTG CORP - GOLD 5627.0442 5087.24 USGSE Long
465685AS4 465685AS4 ITC HLDGS CORP 637000.0 623803.16 CORP Long
143658BL5 143658BL5 CARNIVAL CORP 1050000.0 1055797.31 CORP Long
3620AR5U1 3620AR5U1 GNMA GUARANTEED PASS THRU CERT 3047.1786 3121.54 USGA Long
31394CJS2 31394CJS2 FEDERAL NAT MTG ASN GTD REM PA 36056.0321 36268.18 USGSE Long
3138XB7F5 3138XB7F5 FNMA GTD MTG PASS THRU CTF 8574.0345 7579.6 USGSE Long
88104LAE3 88104LAE3 TERRAFORM POWER OPERATING LLC 687000.0 650932.5 CORP Long
023608AL6 023608AL6 AMEREN CORP 10000.0 9016.93 CORP Long
216762AH7 216762AH7 COOPER STANDARD AUTO INC 193752.0 207382.26 CORP Long
95000U2S1 95000U2S1 WELLS FARGO and CO 58000.0 52122.39 CORP Long
36193UAD6 36193UAD6 GNMA GUARANTEED PASS THRU CERT 39192.6628 35974.91 USGA Long
961214FN8 961214FN8 WESTPAC BANKING CORP 200000.0 203316.96 CORP Long
29250NBT1 29250NBT1 ENBRIDGE INC 3305000.0 3315496.68 CORP Long
36241LUU8 36241LUU8 GNMA GUARANTEED PASS THRU CERT 396136.7483 378573.15 USGA Long
86964WAF9 86964WAF9 SUZANO AUSTRIA GMBH 1263000.0 1251885.6 CORP Long
36202FDB9 36202FDB9 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 115475.4773 111410.02 USGA Long
3140NMHN0 3140NMHN0 FNMA GTD MTG PASS THRU CTF 1990404.4 1966541.04 USGSE Long
559080AL0 559080AL0 MAGELLAN MIDSTREAM PARTNRS MLP 190000.0 141623.07 CORP Long
3140XDFH4 3140XDFH4 FNMA GTD MTG PASS THRU CTF 959790.0061 754064.97 USGSE Long
912834DV7 912834DV7 US TREASURY C0UPON STRIPS 72170000.0 34243438.11 UST Long
071734AK3 071734AK3 BAUSCH HEALTH COS INC 1500000.0 534375.0 CORP Long
3140XDRX6 3140XDRX6 FNMA GTD MTG PASS THRU CTF 7017277.179 5752298.59 USGSE Long
69318FAJ7 69318FAJ7 PBF HLDG CO LLC / PBF FIN CORP 190000.0 182508.3 CORP Long
3128MJYD6 3128MJYD6 FED HOME LOAN MTG CORP - GOLD 172527.3343 160773.96 USGSE Long
29273VAH3 29273VAH3 ENERGY TRANSFER LP 355000.0 337218.16 CORP Long
31418AJD1 31418AJD1 FNMA GTD MTG PASS THRU CTF 6935.8456 6642.78 USGSE Long
N/A N/A TECHNIP ENERGIES NV 280000.0 267989.4 CORP Long
27004GAJ2 27004GAJ2 EAGLEVIEW TECHNOLOGY CORP 334473.9 319171.72 CORP Long
N/A N/A AGPS BONDCO PLC 300000.0 122619.53 CORP Long
3133KPAM0 3133KPAM0 FED HOME LOAN MTG CORP - GOLD 1090057.621 961337.29 USGSE Long
12559QAH5 12559QAH5 CIT MTG LN TR 2007-1 700000.0 577915.17 CORP Long
25714PDZ8 25714PDZ8 DOMINICAN REPUBLIC 1250000.0 1216487.5 NUSS Long
3140QSHQ7 3140QSHQ7 FNMA GTD MTG PASS THRU CTF 4354864.082 4420513.22 USGSE Long
3136A2WC3 3136A2WC3 FEDERAL NAT MTG ASN GTD REM PA 234508.4365 226566.1 USGSE Long
31556TAA7 31556TAA7 FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 1300000.0 1154985.0 CORP Long
040555CU6 040555CU6 ARIZONA PUBLIC SERVICE CO 825000.0 584339.6 CORP Long
62916BAJ7 62916BAJ7 NMLT TRUST 2021-INV3 5573736.5676 4923134.36 CORP Long
12527GAD5 12527GAD5 CF INDUSTRIES INC 624000.0 528943.83 CORP Long
N/A N/A TESCO CORPORATE TREASURY SERVICES PLC 230000.0 276794.81 CORP Long
30295VAN2 30295VAN2 FREMF 2018-KSL1 MTG TR 498334.0 451331.83 CORP Long
33767WAN3 33767WAN3 FKH 2021-SFR1 F1 300000.0 256384.35 CORP Long
118230AU5 118230AU5 BUCKEYE PARTNERS MLP 135000.0 123173.46 CORP Long
031162CR9 031162CR9 AMGEN INC 155000.0 114311.19 CORP Long
126307AH0 126307AH0 CSC HOLDINGS LLC 69000.0 65733.24 CORP Long
92343VER1 92343VER1 VERIZON COMMUNICATIONS INC 35000.0 33778.55 CORP Long
907818FZ6 907818FZ6 UNION PACIFIC CORP 135000.0 98526.67 CORP Long
163851AH1 163851AH1 CHEMOURS CO 1460000.0 1226723.76 CORP Long
94989NBE6 94989NBE6 WELLS FARGO COML MTG TR 2015-C30 222281.0 212939.51 CORP Long
3138WDBG5 3138WDBG5 FNMA GTD MTG PASS THRU CTF 71811.2638 67076.68 USGSE Long
3132QDFM8 3132QDFM8 FED HOME LOAN MTG CORP - GOLD 20355.0647 18275.18 USGSE Long
91324PES7 91324PES7 UNITEDHEALTH GROUP INC 682000.0 724745.2 CORP Long
3132HRGD6 3132HRGD6 FED HOME LOAN MTG CORP - GOLD 109523.1698 96848.58 USGSE Long
46124HAH9 46124HAH9 INTUIT INC 100000.0 102610.34 CORP Long
31417EZ61 31417EZ61 FNMA GTD MTG PASS THRU CTF 2230510.4104 2029121.86 USGSE Long
161175CE2 161175CE2 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 408000.0 269715.81 CORP Long
3140QNPN6 3140QNPN6 FNMA GTD MTG PASS THRU CTF 1438139.613 1271686.31 USGSE Long
3137FG6Q3 3137FG6Q3 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 289920.0 269786.59 USGSE Long
70109HAJ4 70109HAJ4 PARKER-HANNIFIN CORP 12000.0 12494.62 CORP Long
3140QQTF2 3140QQTF2 FNMA GTD MTG PASS THRU CTF 4218130.428 4238218.85 USGSE Long
3138Y8GU8 3138Y8GU8 FNMA GTD MTG PASS THRU CTF 416212.9294 400252.16 USGSE Long
68377WAA9 68377WAA9 OPORTUN ISSUANCE TR 2021-C 5000000.0 4576662.5 CORP Long
12690CAE3 12690CAE3 CSMC 2018-SITE 1543000.0 1531349.42 CORP Long
31417EGU9 31417EGU9 FNMA GTD MTG PASS THRU CTF 301514.22 266143.86 USGSE Long
362334BP8 362334BP8 GS MTG SECS CORP 1570841.14 688779.91 CORP Long
539439AQ2 539439AQ2 LLOYDS BANKING GROUP PLC 875000.0 805588.04 CORP Long
87169DAB1 87169DAB1 STAR PARENT INC 162645.15 158827.87 CORP Long
91282CFZ9 91282CFZ9 UST NOTES 6142000.0 6030196.44 UST Long
3132D9FB5 3132D9FB5 FED HOME LOAN MTG CORP - GOLD 7433026.798 6141770.3 USGSE Long
31392DD66 31392DD66 FEDERAL NAT MTG ASN GTD REM PA 74921.1038 1371.63 USGSE Long
3132H1AK3 3132H1AK3 FED HOME LOAN MTG CORP - GOLD 7831.149 7398.23 USGSE Long
N/A N/A UBS GROUP AG 580000.0 642832.83 CORP Long
31376KP42 31376KP42 FNMA GTD MTG PASS THRU CTF 28443.5301 29275.0 USGSE Long
3138EQLB6 3138EQLB6 FNMA GTD MTG PASS THRU CTF 8525014.5898 8474765.6 USGSE Long
10569XAA7 10569XAA7 BRAVO RESIDENTIAL FDG TR 2022-RPL1 7178702.28 6247392.72 CORP Long
N/A N/A UKRAINE GOVERNMENT 1365000.0 312018.53 NUSS Long
29736RAQ3 29736RAQ3 LAUDER ESTEE COS INC 120000.0 103203.62 CORP Long
21H0306C3 21H0306C3 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 67785000.0 58706859.98 USGA Long
402740AB0 402740AB0 GULFSTREAM NATURAL GAS SYSTEM LLC 3640000.0 3632627.98 CORP Long
05492PAG3 05492PAG3 BAMLL COML MTG SECS TR 2019 461000.0 339778.53 CORP Long
02343UAJ4 02343UAJ4 AMCOR FINANCE USA INC 75000.0 74962.6 CORP Long
3132DWBC6 3132DWBC6 FED HOME LOAN MTG CORP - GOLD 15634323.312 12757352.98 USGSE Long
3140XFTR2 3140XFTR2 FNMA GTD MTG PASS THRU CTF 537432.6676 547213.3 USGSE Long
3140HSAH4 3140HSAH4 FNMA GTD MTG PASS THRU CTF 8484.0 8080.12 USGSE Long
68377GAB2 68377GAB2 OPORTUN ISSUANCE TR 2021-B 184000.0 168162.22 CORP Long
345340AC7 345340AC7 FORD CREDIT AUTO OWNER TRUST 2021-1 A 1190000.0 1074384.12 CORP Long
29261AAA8 29261AAA8 ENCOMPASS HEALTH CORP 150000.0 140194.1 CORP Long
3132DNNU3 3132DNNU3 FED HOME LOAN MTG CORP - GOLD 386197.4508 362185.35 USGSE Long
3138EJLK2 3138EJLK2 FNMA GTD MTG PASS THRU CTF 52406.8452 54154.39 USGSE Long
3140KFRF4 3140KFRF4 FED HOME LOAN MTG CORP - GOLD 3265778.41 2677068.62 USGSE Long
3138LBBL0 3138LBBL0 FNMA GTD MTG PASS THRU CTF 321808.0 310163.28 USGSE Long
N/A N/A LONDON CLEARING HOUSE -708000.0 -6174.23 CORP N/A
3128MCP58 3128MCP58 FED HOME LOAN MTG CORP - GOLD 3124.7472 3095.12 USGSE Long
3138WJMK1 3138WJMK1 FNMA GTD MTG PASS THRU CTF 456476.7179 409991.05 USGSE Long
26442CAA2 26442CAA2 DUKE ENERGY CAROLINAS LLC 775000.0 798045.92 CORP Long
26442CAN4 26442CAN4 DUKE ENERGY CAROLINAS LLC 2000000.0 1599405.58 CORP Long
3140X8ES2 3140X8ES2 FNMA GTD MTG PASS THRU CTF 163480.262 135387.19 USGSE Long
221597CV7 221597CV7 COSTA RICA REPUBLIC OF 285000.0 290130.0 NUSS Long
36179SQX8 36179SQX8 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 381099.3588 358421.05 USGA Long
30259RAQ8 30259RAQ8 FMC GMSR ISSUER TR 672872.0 651097.05 CORP Long
01F0124C7 01F0124C7 FNMA/FHLG TBA ISSUER 342000.0 290434.23 USGA Long
3132WPRV1 3132WPRV1 FED HOME LOAN MTG CORP - GOLD 132139.332 126829.55 USGSE Long
25714PED6 25714PED6 DOMINICAN REPUBLIC 600000.0 527700.0 NUSS Long
404280DU0 404280DU0 HSBC HOLDINGS PLC 3380000.0 3422655.77 CORP Long
3620ASDX4 3620ASDX4 GNMA GUARANTEED PASS THRU CERT 23537.6343 23177.97 USGA Long
36179NQ50 36179NQ50 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 236190.2668 220640.75 USGA Long
25470DBL2 25470DBL2 DISCOVERY COMMUNICATIONS LLC 89000.0 58869.62 CORP Long
126438AA8 126438AA8 CSMC 2020-NET 2174315.63 1986429.1 CORP Long
87612GAA9 87612GAA9 TARGA RES CORP 1275000.0 1124091.51 CORP Long
N/A N/A DEUTSCHE BANK AG 1100000.0 1344101.22 CORP Long
3620A9S44 3620A9S44 GNMA GUARANTEED PASS THRU CERT 28892.2555 28450.72 USGA Long
31418D2M3 31418D2M3 FNMA GTD MTG PASS THRU CTF 884816.8104 721166.58 USGSE Long
3140H4JT2 3140H4JT2 FNMA GTD MTG PASS THRU CTF 20078.035 18551.94 USGSE Long
38380RNG1 38380RNG1 GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS 4065941.42 2941462.22 USGA Long
29278NAD5 29278NAD5 ENERGY TRANSFER LP 3282000.0 3133240.76 CORP Long
67066GAG9 67066GAG9 NVIDIA CORP 100000.0 82408.86 CORP Long
3140XCZ43 3140XCZ43 FNMA GTD MTG PASS THRU CTF 544448.759 448166.37 USGSE Long
925650AB9 925650AB9 VICI PROPERTIES LP 6736000.0 6384751.28 CORP Long
46590XAL0 46590XAL0 JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 16270000.0 15421508.11 CORP Long
28618MAA4 28618MAA4 ELEMENT SOLUTIONS INC 311000.0 276367.85 CORP Long
01F0506C5 01F0506C5 FNMA/FHLG TBA ISSUER 67285158.0 64817111.49 USGA Long
21036PBH0 21036PBH0 CONSTELLATION BRANDS INC 1285000.0 1034081.85 CORP Long
11135FBK6 11135FBK6 BROADCOM INC 4197000.0 3527062.52 CORP Long
345370DB3 345370DB3 FORD MOTOR CO 6525000.0 6354932.01 CORP Long
92564RAF2 92564RAF2 VICI PROPERTIES LP / VICI NOTE CO INC 1344000.0 1338162.07 CORP Long
80286JAA3 80286JAA3 SANTANDER REVOLVING AUTO LOAN TRUST 2019-A 957000.0 922763.42 CORP Long
61691KAG6 61691KAG6 MORGAN STANLEY CAP I TR 2017-ASHF 890000.0 874665.03 CORP Long
29425AAE3 29425AAE3 CITIGROUP COML MTG TR 2015-GC33 366451.132 357751.84 CORP Long
59259YBY4 59259YBY4 METROPOLITAN TRANSN AUTH NY RV 380000.0 400621.0 MUN Long
185899AH4 185899AH4 CLEVELAND-CLIFFS INC 318000.0 312161.2 CORP Long
38141GYJ7 38141GYJ7 GOLDMAN SACHS GROUP INC (THE) 11018000.0 8675998.16 CORP Long
36241LP42 36241LP42 GNMA GUARANTEED PASS THRU CERT 109031.1631 101965.47 USGA Long
36290TJX8 36290TJX8 GNMA GUARANTEED PASS THRU CERT 89859.2069 81698.63 USGA Long
075887BW8 075887BW8 BECTON DICKINSON and CO 168000.0 159903.19 CORP Long
3138EDSW2 3138EDSW2 FNMA GTD MTG PASS THRU CTF 7347.4126 6690.88 USGSE Long
N/A N/A PETROBRAS GLOBAL FINANCE BV 800000.0 992366.5 CORP Long
3136BQFT1 3136BQFT1 FEDERAL NAT MTG ASN GTD REM PA 683989.201 113626.0 USGSE Long
3128P8GB1 3128P8GB1 FED HOME LOAN MTG CORP - GOLD 1700303.39 1619021.58 USGSE Long
01F0504C7 01F0504C7 FNMA/FHLG TBA ISSUER -1250000.0 -1218261.75 USGA Short
81104PAA7 81104PAA7 SCRIPPS ESCROW INC 36000.0 30330.0 CORP Long
92840MAC6 92840MAC6 VISTRA CORP 2575000.0 2446250.0 CORP Long
06541RAZ6 06541RAZ6 BANK 2019 400000.0 367670.52 CORP Long
01F0526C1 01F0526C1 FNMA/FHLG TBA ISSUER -30925000.0 -30492544.8 USGA Short
49427RAR3 49427RAR3 KILROY REALTY LP 2010000.0 1394737.79 CORP Long
31635A105 31635A105 Fidelity Revere Street Trust 635592226.306 635719344.75 RF Long
31397QP69 31397QP69 FEDERAL NAT MTG ASN GTD REM PA 3470.4471 3618.34 USGSE Long
3138LAU72 3138LAU72 FNMA GTD MTG PASS THRU CTF 250000.0 232859.73 USGSE Long
N/A N/A BANK OF AMERICA, N.A. 411054.0 -8244.76 CORP N/A
31402KNG5 31402KNG5 FNMA GTD MTG PASS THRU CTF 110232.06 109559.98 USGSE Long
404121AJ4 404121AJ4 HCA INC 1159000.0 1162141.14 CORP Long
720186AP0 720186AP0 PIEDMONT NATURAL GAS CO 45000.0 39089.04 CORP Long
3617KJQL1 3617KJQL1 GNMA GUARANTEED PASS THRU CERT 20052.2206 19215.78 USGA Long
3140HD7A6 3140HD7A6 FNMA GTD MTG PASS THRU CTF 48406.4728 44912.45 USGSE Long
01F0206C8 01F0206C8 FNMA/FHLG TBA ISSUER -479875000.0 -373330513.19 USGA Short
718172AU3 718172AU3 PHILIP MORRIS INTERNATIONAL INC 830000.0 651929.63 CORP Long
N/A N/A TRITAX EUROBOX PLC 780000.0 755738.59 CORP Long
3128M7SM9 3128M7SM9 FED HOME LOAN MTG CORP - GOLD 54680.984 52717.83 USGSE Long
3140QQZ99 3140QQZ99 FNMA GTD MTG PASS THRU CTF 4796343.03 4497751.97 USGSE Long
57643LKC9 57643LKC9 MASTR ASSET BACKED SECS TR 1816559.17 1812249.93 CORP Long
3138EHVP4 3138EHVP4 FNMA GTD MTG PASS THRU CTF 124943.9343 117350.77 USGSE Long
36179R7H6 36179R7H6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 411726.478 363913.18 USGA Long
36179WJR0 36179WJR0 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 5927319.773 4957699.76 USGA Long
28504DAD5 28504DAD5 ELECTRICITE DE FRANCE 390000.0 401984.47 CORP Long
94981VAB3 94981VAB3 WELLS FARGO MTG BACKED SECS 2004 K TR 1118.6612 1089.76 CORP Long
12661NAB0 12661NAB0 CSMC 2022-NQM3 TRUST 146000.0 131748.95 CORP Long
451102BZ9 451102BZ9 ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP 1580000.0 1425950.0 CORP Long
95081QAP9 95081QAP9 WESCO DISTRIBUTION INC 1733000.0 1762186.35 CORP Long
53218DAJ7 53218DAJ7 LIFE FINANCIAL SERVICES TRUST 2022 3460000.0 3256288.69 CORP Long
83368RBC5 83368RBC5 SOCIETE GENERALE 1500000.0 1341510.98 CORP Long
05609PAA6 05609PAA6 BX COMMERCIAL MORTGAGE TRUST 2021-PAC 8126000.0 7934731.84 CORP Long
3140MLQ86 3140MLQ86 FNMA GTD MTG PASS THRU CTF 2682462.01 2437495.56 USGSE Long
14040HDC6 14040HDC6 CAPITAL ONE FINANCIAL CORP 3995000.0 4175255.8 CORP Long
3140JG5X9 3140JG5X9 FNMA GTD MTG PASS THRU CTF 32222.7059 31672.19 USGSE Long
3140XGX46 3140XGX46 FNMA GTD MTG PASS THRU CTF 16125780.22 12563493.78 USGSE Long
3133KYVC0 3133KYVC0 FED HOME LOAN MTG CORP - GOLD 6783204.8387 5604834.63 USGSE Long
92939UAE6 92939UAE6 WEC ENERGY GROUP INC 850000.0 668569.64 CORP Long
92277GAE7 92277GAE7 VENTAS RLTY LTD PARTNERSHIP 13000.0 12604.79 CORP Long
33846BAL8 33846BAL8 FLAGSHIP CR AUTO TR 2023-3 1091000.0 1066803.26 CORP Long
23918KAT5 23918KAT5 DAVITA INC 1956000.0 1531235.43 CORP Long
3132DWE25 3132DWE25 FED HOME LOAN MTG CORP - GOLD 1725330.1854 1738399.39 USGSE Long
45254NLN5 45254NLN5 IMPAC CMB TR 2496.0675 2366.33 CORP Long
3132DNTW3 3132DNTW3 FED HOME LOAN MTG CORP - GOLD 226677.4823 219879.22 USGSE Long
46590XAP1 46590XAP1 JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 6735000.0 5248590.89 CORP Long
3620AYFE1 3620AYFE1 GNMA GUARANTEED PASS THRU CERT 27599.7437 27182.57 USGA Long
513075BW0 513075BW0 LAMAR MEDIA CORP 195000.0 184762.5 CORP Long
3138A94P6 3138A94P6 FNMA GTD MTG PASS THRU CTF 87168.851 83736.87 USGSE Long
74460WAG2 74460WAG2 PUBLIC STORAGE 171000.0 167941.41 CORP Long
12649AAN9 12649AAN9 CSMC TR 2014-USA 444000.0 248238.76 CORP Long
88167QAD8 88167QAD8 TESLA AUTO LEASE TRUST 2023-B 2888000.0 2908769.63 CORP Long
36202FLN4 36202FLN4 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1003189.1973 942668.1 USGA Long
17327CAR4 17327CAR4 CITIGROUP INC 1070000.0 1061779.3 CORP Long
3140QKR91 3140QKR91 FNMA GTD MTG PASS THRU CTF 378155.318 308450.4 USGSE Long
651229AX4 651229AX4 NEWELL BRANDS INC 301000.0 265825.98 CORP Long
68371YAJ2 68371YAJ2 OPEN TEXT CORPORATION 254072.79 254141.39 CORP Long
3138MBXL5 3138MBXL5 FNMA GTD MTG PASS THRU CTF 16286.7085 14826.32 USGSE Long
3132DWAW3 3132DWAW3 FED HOME LOAN MTG CORP - GOLD 476065.0575 373130.84 USGSE Long
23636ABE0 23636ABE0 DANSKE BANK A/S 3450000.0 3473339.73 CORP Long
01626PAP1 01626PAP1 ALIMENTATION COUCHE-TARD INC 13000.0 9177.3 CORP Long
31418CCT9 31418CCT9 FNMA GTD MTG PASS THRU CTF 261610.89 218702.44 USGSE Long
96034LAE1 96034LAE1 WESTGATE RESORTS 2020-1 LLC 85571.9342 84753.8 CORP Long
14041NGD7 14041NGD7 CAPTIAL ONE MULTI-ASSET EXECUT 5000000.0 4919414.0 CORP Long
3140XHWU7 3140XHWU7 FNMA GTD MTG PASS THRU CTF 67347.9101 65854.24 USGSE Long
39138QAC9 39138QAC9 GREAT-WEST LIFECO FINANCE 2018 LP 21000.0 17457.02 CORP Long
20030NBP5 20030NBP5 COMCAST CORP 112000.0 102813.34 CORP Long
876030AB3 876030AB3 TAPESTRY INC 946000.0 957720.2 CORP Long
3133B0QV8 3133B0QV8 FED HOME LOAN MTG CORP - GOLD 623987.5 491019.63 USGSE Long
31417EDZ1 31417EDZ1 FNMA GTD MTG PASS THRU CTF 107871.145 101108.16 USGSE Long
31307HLV7 31307HLV7 FED HOME LOAN MTG CORP - GOLD 103175.7786 98745.44 USGSE Long
31396KGX4 31396KGX4 FEDERAL NAT MTG ASN GTD REM PA 2387.9356 2459.09 USGSE Long
36179SGL5 36179SGL5 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1710610.2757 1553971.4 USGA Long
3130AS2U2 3130AS2U2 FEDERAL HOME LOAN BANK 610000.0 553568.79 USGSE Long
3132DWD26 3132DWD26 FED HOME LOAN MTG CORP - GOLD 3329628.3641 2923960.43 USGSE Long
30322DAL3 30322DAL3 FRTKL 2021-SFR1 128000.0 109292.76 CORP Long
03969AAP5 03969AAP5 ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 797000.0 585216.7 CORP Long
95000U2M4 95000U2M4 WELLS FARGO and CO 2285000.0 2031605.7 CORP Long
655664AX8 655664AX8 NORDSTROM INC 12000.0 11820.0 CORP Long
86765LAQ0 86765LAQ0 SUNOCO LP / SUNOCO FIN CORP 464000.0 461301.75 CORP Long
37045VAF7 37045VAF7 GENERAL MOTORS CO 9020000.0 8677940.94 CORP Long
3133B9KZ6 3133B9KZ6 FED HOME LOAN MTG CORP - GOLD 11244736.39 8757189.3 USGSE Long
12657XAA6 12657XAA6 CSMC 2021-JR1 TR 206170.6105 198405.77 CORP Long
01F0226C4 01F0226C4 FNMA/FHLG TBA ISSUER 325231000.0 263767512.17 USGA Long
055451BE7 055451BE7 BHP BILLITON FIN USA LTD 580000.0 580316.55 CORP Long
22534PAC7 22534PAC7 CREDIT AGRICOLE SA 725000.0 722672.95 CORP Long
3132D56U1 3132D56U1 FED HOME LOAN MTG CORP - GOLD 2618784.475 2231206.73 USGSE Long
38141GYB4 38141GYB4 GOLDMAN SACHS GROUP INC (THE) 1832000.0 1476249.31 CORP Long
78016FZS6 78016FZS6 ROYAL BANK OF CANADA 506000.0 490358.83 CORP Long
60855RAK6 60855RAK6 MOLINA HEALTHCARE INC 100000.0 86851.95 CORP Long
361841AR0 361841AR0 GLP CAP LP / GLP FING II INC 5287000.0 4246873.16 CORP Long
912834HV3 912834HV3 US TREASURY C0UPON STRIPS 4427000.0 1986722.63 UST Long
69356UAA6 69356UAA6 PMT CR RISK TRANSFER TR 2021-1R 3257887.1019 3251532.92 CORP Long
86359AS95 86359AS95 STRUCTURED ASSET SECS CORP 8789.771 8282.74 CORP Long
26442CAU8 26442CAU8 DUKE ENERGY CAROLINAS LLC 197000.0 150639.57 CORP Long
12690CAJ2 12690CAJ2 CSMC 2018-SITE 2066000.0 2042230.67 CORP Long
26885BAF7 26885BAF7 EQM MIDSTREAM PARTNERS LP 12000.0 11907.1 CORP Long
715638BU5 715638BU5 PERU, REPUBLIC OF 200000.0 191926.0 NUSS Long
72132YAS4 72132YAS4 PIKES PEAK CLO 6 / PIKES PEAK CLO 6 LLC 935000.0 910887.29 CORP Long
3133TUBN7 3133TUBN7 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 789.0911 659.72 USGSE Long
36321LAC3 36321LAC3 GALAXY XXVI CLO LTD / GALAXY XXVI CLO LLC 600000.0 597506.4 CORP Long
12592LBK7 12592LBK7 COMM 2006 FL12 15302764.4838 62468.95 CORP Long
3132D9DY7 3132D9DY7 FED HOME LOAN MTG CORP - GOLD 441174.816 379154.99 USGSE Long
20826FBG0 20826FBG0 CONOCOPHILLIPS COMPANY 1170000.0 1165953.74 CORP Long
3133EMSR4 3133EMSR4 FEDERAL FARM CREDIT BANKS 1825000.0 1375801.33 USGSE Long
3136BL5X4 3136BL5X4 FEDERAL NAT MTG ASN GTD REM PA 773969.5 706846.53 USGSE Long
227046AB5 227046AB5 CROCS INC 120000.0 98100.0 CORP Long
74112BAL9 74112BAL9 PRESTIGE BRANDS INC 125000.0 118788.45 CORP Long
12690CAG8 12690CAG8 CSMC 2018-SITE 1033000.0 1023194.66 CORP Long
06417XAH4 06417XAH4 THE BANK OF NOVA SCOTIA 140000.0 136012.37 CORP Long
61744YAP3 61744YAP3 MORGAN STANLEY 40000.0 37301.47 CORP Long
3140J7TL9 3140J7TL9 FNMA GTD MTG PASS THRU CTF 152352.8321 145307.52 USGSE Long
61764XBH7 61764XBH7 MORGAN STANLEY BK AMER MERRILL LYNCH TR 2015-C21 3280337.39 3173462.03 CORP Long
22550L2M2 22550L2M2 CREDIT SUISSE AG NY BRNCH 273000.0 292575.16 CORP Long
3140JAFT0 3140JAFT0 FNMA GTD MTG PASS THRU CTF 1391862.693 1374477.08 USGSE Long
31404VNW4 31404VNW4 FNMA GTD MTG PASS THRU CTF 21566.9007 21893.78 USGSE Long
50205BAA1 50205BAA1 LHOME MORTGAGE TRUST 2023-RTL2 3000000.0 2994034.8 CORP Long
N/A N/A LONDON CLEARING HOUSE 1600000.0 3719.37 CORP N/A
12530AAA9 12530AAA9 CFMT 2021-EBO1 LLC 2427514.66 2246143.63 CORP Long
126650DP2 126650DP2 CVS HEALTH CORP 9385000.0 6276059.39 CORP Long
3140X3BD9 3140X3BD9 FNMA GTD MTG PASS THRU CTF 174441.3197 156131.82 USGSE Long
134429BG3 134429BG3 CAMPBELL SOUP CO 129000.0 123970.78 CORP Long
59020UGH2 59020UGH2 MERRILL LYNCH MTGE INVS INC 1253.5583 1166.58 CORP Long
61771LAE2 61771LAE2 MORGAN STANLEY CAP I TR 2019-MEAD 1558000.0 1370348.56 CORP Long
17322YAF7 17322YAF7 CITIGROUP COML MTG TR 2014-GC25 1183000.0 1142603.27 CORP Long
172967KA8 172967KA8 CITIGROUP INC 4630000.0 4433643.23 CORP Long
00083BAD7 00083BAD7 ACE SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-D1 917098.02 703863.74 CORP Long
31401XT80 31401XT80 FNMA GTD MTG PASS THRU CTF 57054.1241 56696.99 USGSE Long
55388RAA4 55388RAA4 MV24 CAPITAL BV 168118.0 151040.57 CORP Long
882484AC2 882484AC2 TEXAS HEALTH RESOURCES 14000.0 7723.41 CORP Long
3140XMLB0 3140XMLB0 FNMA GTD MTG PASS THRU CTF 1909656.6929 1681743.37 USGSE Long
12559QAA0 12559QAA0 CIT MTG LN TR 2007-1 19712.4004 19698.19 CORP Long
95081QAN4 95081QAN4 WESCO DISTRIBUTION INC 1692000.0 1694407.72 CORP Long
N/A N/A CHICAGO BOARD OF TRADE -379.0 -4993.8 CORP N/A
07317QAJ4 07317QAJ4 BAYTEX ENERGY CORP 134000.0 137029.74 CORP Long
36178VBM2 36178VBM2 GNMA GUARANTEED PASS THRU CERT 15336.3964 14291.65 USGA Long
828807DF1 828807DF1 SIMON PROPERTY GROUP LP 1975000.0 1688977.46 CORP Long
92277GAM9 92277GAM9 VENTAS RLTY LTD PARTNERSHIP 2712000.0 2529955.02 CORP Long
3133EMZ39 3133EMZ39 FEDERAL FARM CREDIT BANKS 815000.0 664219.07 USGSE Long
N/A N/A BNP PARIBAS 1.0 2525.47 CORP N/A
45827MAA5 45827MAA5 INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC 40000.0 35858.8 CORP Long
N/A N/A RENAISSANCE HOLDINGS CORP 403067.96 402104.63 CORP Long
12667GLC5 12667GLC5 CWALT INC 4019.2879 3333.07 CORP Long
3140J8LJ0 3140J8LJ0 FNMA GTD MTG PASS THRU CTF 951068.475 915068.25 USGSE Long
22207AAA0 22207AAA0 HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC 215000.0 216120.15 CORP Long
56847FAB1 56847FAB1 MARINER FINANCE ISSUANCE TRUST 2023-A 733000.0 741252.26 CORP Long
55951PBA4 55951PBA4 MAGNETITE VII LTD 3760249.85 3749578.26 CORP Long
90932QAA4 90932QAA4 UNITED AIRLS 2014-2 PASS THRU TR 9406.6854 8833.41 CORP Long
3138WBSH9 3138WBSH9 FNMA GTD MTG PASS THRU CTF 2463.3671 2371.98 USGSE Long
78472UAA6 78472UAA6 SREIT TR 2021-MFP 10194000.0 10005047.07 CORP Long
81728UAA2 81728UAA2 SENSATA TECHNOLOGIES INC 200000.0 178257.12 CORP Long
26442UAK0 26442UAK0 DUKE ENERGY PROGRESS LLC 140000.0 79769.33 CORP Long
3140M8HG7 3140M8HG7 FNMA GTD MTG PASS THRU CTF 362165.174 297665.8 USGSE Long
057071854 057071854 BAIRD FDS INC 112706702.894 1071840744.52 RF Long
957663503 957663503 WESTERN ASSET FDS INC 129950021.376 1186443695.16 RF Long
3140FSGQ0 3140FSGQ0 FNMA GTD MTG PASS THRU CTF 54740.4041 52487.28 USGSE Long
55316VAJ3 55316VAJ3 MHC COML MTG TR 2021-MHC 5004513.42 4913487.33 CORP Long
31410GPA5 31410GPA5 FNMA GTD MTG PASS THRU CTF 99350.625 100636.91 USGSE Long
06654DAD9 06654DAD9 BANNER HEALTH 71000.0 56130.36 CORP Long
31417Y2K2 31417Y2K2 FNMA GTD MTG PASS THRU CTF 31483.4273 31405.01 USGSE Long
36176XB81 36176XB81 GNMA GUARANTEED PASS THRU CERT 49196.9054 44786.74 USGA Long
345370CX6 345370CX6 FORD MOTOR CO 481000.0 550973.89 CORP Long
21036PAQ1 21036PAQ1 CONSTELLATION BRANDS INC 1200000.0 1152346.51 CORP Long
458140CH1 458140CH1 INTEL CORP 385000.0 391976.9 CORP Long
161175CD4 161175CD4 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 448000.0 377513.14 CORP Long
06279JAB5 06279JAB5 BANK OF IRELAND GROUP PLC 1400000.0 1250015.2 CORP Long
3140XDTQ9 3140XDTQ9 FNMA GTD MTG PASS THRU CTF 2284881.887 1952251.52 USGSE Long
90265EAU4 90265EAU4 UDR INC 14000.0 10135.68 CORP Long
03522AAJ9 03522AAJ9 ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 11035000.0 10218546.72 CORP Long
544445UE7 544445UE7 LOS ANGELES CA DEPT ARPTS REV 500000.0 358925.1 MUN Long
N/A N/A UKRAINE GOVERNMENT 1800000.0 535950.0 NUSS Long
74456QAR7 74456QAR7 PUBLIC SERVICE ELEC and GAS CO 24000.0 24249.28 CORP Long
20338QAD5 20338QAD5 COMMSCOPE INC 483000.0 414172.5 CORP Long
22170QAA8 22170QAA8 COTTAGE HEALTH OBLIGATED GROUP 14000.0 9513.39 CORP Long
88732JAN8 88732JAN8 TIME WARNER CABLE LLC 6402000.0 6403743.9 CORP Long
31418CEF7 31418CEF7 FNMA GTD MTG PASS THRU CTF 121673.53 105535.9 USGSE Long
31417BTF4 31417BTF4 FNMA GTD MTG PASS THRU CTF 30120.5291 28304.54 USGSE Long
06051GKA6 06051GKA6 BANK OF AMERICA CORPORATION 3678000.0 2886852.34 CORP Long
3140XKX39 3140XKX39 FNMA GTD MTG PASS THRU CTF 713294.6459 678585.66 USGSE Long
31607A703 31607A703 Fidelity Colchester Street Trust 70006225.39 70006225.39 RF Long
683715AD8 683715AD8 OPEN TEXT CORPORATION 370000.0 323614.17 CORP Long
36179MVR8 36179MVR8 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1233090.5231 1097466.35 USGA Long
3132WGQ67 3132WGQ67 FED HOME LOAN MTG CORP - GOLD 2138463.0217 1924632.33 USGSE Long
36179W5F1 36179W5F1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 10947779.5842 10372225.25 USGA Long
36168QAK0 36168QAK0 GFL ENVIRONMENTAL INC 118000.0 113970.47 CORP Long
78009PEH0 78009PEH0 NATWEST GROUP PLC 400000.0 382548.3 CORP Long
095796AE8 095796AE8 BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP 215000.0 211011.69 CORP Long
06738EBY0 06738EBY0 BARCLAYS PLC 445000.0 436223.08 CORP Long
20030NEB3 20030NEB3 COMCAST CORP 181000.0 185493.84 CORP Long
3133KYUN7 3133KYUN7 FED HOME LOAN MTG CORP - GOLD 380793.607 305018.0 USGSE Long
N/A N/A PETROLEOS MEXICANOS 3000000.0 2547090.01 CORP Long
12563RAC8 12563RAC8 CIM TRUST 2021 5072999.87 4317545.98 CORP Long
6174467X1 6174467X1 MORGAN STANLEY 20004000.0 19784610.73 CORP Long
36242D7M9 36242D7M9 GS MTG SECS CORP 161.015 150.85 CORP Long
3140H9DR1 3140H9DR1 FNMA GTD MTG PASS THRU CTF 456138.5671 422073.73 USGSE Long
731011AW2 731011AW2 POLAND REPUBLIC OF 56000.0 53766.16 NUSS Long
28622EAC2 28622EAC2 ELEVATION CLO 2021-13 LTD 8500000.0 8409186.0 CORP Long
46647PCJ3 46647PCJ3 JPMORGAN CHASE and CO 2035000.0 1761976.97 CORP Long
197363AU8 197363AU8 COLUMBIA CENT CLO 29 LTD / COLUMBIA CENT CLO 29 CORP 5895000.0 5834534.99 CORP Long
86562MCS7 86562MCS7 SUMITOMO MITSUI FINANCIAL GROUP INC 200000.0 203873.43 CORP Long
36179QD24 36179QD24 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 224529.9814 217409.39 USGA Long
92769VAJ8 92769VAJ8 VIRGIN MEDIA FINANCE PLC 270000.0 225629.52 CORP Long
637417AL0 637417AL0 NNN REIT INC 23000.0 21660.39 CORP Long
00205GAD9 00205GAD9 APA INFRASTRUCTURE LTD 17000.0 16216.2 CORP Long
3138A8L61 3138A8L61 FNMA GTD MTG PASS THRU CTF 19474.2471 18661.4 USGSE Long
92332YAA9 92332YAA9 VENTURE GLOBAL LNG INC 975000.0 966680.33 CORP Long
94946DAC5 94946DAC5 WELK RESORTS 2019-A LLC 53401.1751 50344.95 CORP Long
513075BT7 513075BT7 LAMAR MEDIA CORP 157000.0 139975.71 CORP Long
451102BQ9 451102BQ9 ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP 323000.0 311651.1 CORP Long
224044CM7 224044CM7 COX COMMUNICATIONS INC 81000.0 47739.15 CORP Long
3140XBXV7 3140XBXV7 FNMA GTD MTG PASS THRU CTF 144815.695 119749.0 USGSE Long
433674AA6 433674AA6 NRZ EXCESS SPREAD-COLLATERALIZED NOTES SERIES 2020-PLS1 167195.917 157563.71 CORP Long
91282CJC6 91282CJC6 UST NOTES 8279000.0 8309399.49 UST Long
12594PAV3 12594PAV3 CSMC 2016-NXSR COML MTG TR 2000000.0 1868243.0 CORP Long
716973AE2 716973AE2 PFIZER INVESTMENT ENTERPRISES PTE LTD 1291000.0 1255913.73 CORP Long
50203JAL2 50203JAL2 LFT CRE 2021-FL1 LTD / LFT CRE 2021-FL1 LLC 365500.0 345741.18 CORP Long
N/A N/A EUROPEAN INVESTMENT BANK 300000.0 295206.43 CORP Long
36179WLP1 36179WLP1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 11906359.5418 9958658.91 USGA Long
3140X9ZM0 3140X9ZM0 FNMA GTD MTG PASS THRU CTF 81649.484 72184.17 USGSE Long
3128MMXK4 3128MMXK4 FED HOME LOAN MTG CORP - GOLD 409962.984 384598.53 USGSE Long
312946RF5 312946RF5 FED HOME LOAN MTG CORP - GOLD 92034.7029 91422.71 USGSE Long
92859MAD2 92859MAD2 VM MASTER ISSUER LLC 706000.0 636548.66 CORP Long
78473HAJ5 78473HAJ5 SPGN 2022-TFLM MTG TR 983000.0 913946.41 CORP Long
33768EAJ1 33768EAJ1 FIRSTKEY HOMES 2022-SFR3 TRUST 3500000.0 3125877.3 CORP Long
31410LMM1 31410LMM1 FNMA GTD MTG PASS THRU CTF 92584.658 81786.56 USGSE Long
00038RAA4 00038RAA4 AASET 2019-2 TR 5100351.59 4485343.03 CORP Long
3132DWC27 3132DWC27 FED HOME LOAN MTG CORP - GOLD 1442995.4139 1174755.12 USGSE Long
57779EAA6 57779EAA6 MAXIM CRANE WORKS HOLDINGS CAPITAL LLC 900000.0 898650.0 CORP Long
12662PAB4 12662PAB4 CVR ENERGY INC 330000.0 325137.05 CORP Long
3140X5X81 3140X5X81 FNMA GTD MTG PASS THRU CTF 766613.273 697803.52 USGSE Long
3132DQUQ7 3132DQUQ7 FED HOME LOAN MTG CORP - GOLD 90803.0754 84135.32 USGSE Long
3620AR2U4 3620AR2U4 GNMA GUARANTEED PASS THRU CERT 2455.1856 2518.21 USGA Long
31418DVZ2 31418DVZ2 FNMA GTD MTG PASS THRU CTF 633828.771 504729.64 USGSE Long
01750WAC3 01750WAC3 ALLEGRO CLO LTD 4673000.0 4649293.87 CORP Long
36179QWF4 36179QWF4 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 76868.6991 72342.47 USGA Long
3622A2X98 3622A2X98 GNMA GUARANTEED PASS THRU CERT 1811838.6365 1681372.48 USGA Long
05609WAG8 05609WAG8 BX TRUST 2022-IND 3079029.27 3028817.69 CORP Long
362341LS6 362341LS6 GS MTG SECS CORP 450307.187 380851.58 CORP Long
226373AT5 226373AT5 ENERGY TRANSFER LP 115000.0 118226.9 CORP Long
717081DE0 717081DE0 PFIZER INC 117000.0 101718.19 CORP Long
37954FAG9 37954FAG9 GLOBAL PARTNERS LP / GLP FIN CORP 505000.0 484034.95 CORP Long
N/A N/A PRUDENTIAL FUNDING ASIA PLC 2100000.0 1790250.0 CORP Long
09076AAA5 09076AAA5 BIOCEANICO SOVEREIGN CTF LTD 133581.59 93353.49 CORP Long
N/A N/A BNP PARIBAS 1.0 3359.99 CORP N/A
780097BK6 780097BK6 NATWEST GROUP PLC 200000.0 198740.78 CORP Long
31418DU42 31418DU42 FNMA GTD MTG PASS THRU CTF 627723.892 502810.67 USGSE Long
38141GYN8 38141GYN8 GOLDMAN SACHS GROUP INC (THE) 200000.0 159571.96 CORP Long
N/A N/A QBE INS GROUP LTD 2025000.0 2001004.56 CORP Long
3138X7DX8 3138X7DX8 FNMA GTD MTG PASS THRU CTF 54744.4878 47988.89 USGSE Long
3140QCNG7 3140QCNG7 FNMA GTD MTG PASS THRU CTF 230894.724 215537.69 USGSE Long
39530LAD2 39530LAD2 GREENKO DUTCH BV 185000.0 169275.0 CORP Long
114259AT1 114259AT1 BROOKLYN UNION GAS CO 30000.0 27204.17 CORP Long
33939HAA7 33939HAA7 FLEX INTERMEDIATE HOLDCO LLC 110000.0 86032.62 CORP Long
87264ACV5 87264ACV5 T-MOBILE USA INC 215000.0 211705.59 CORP Long
91529YAR7 91529YAR7 UNUM GROUP 1830000.0 1263591.06 CORP Long
00216LAE3 00216LAE3 ASB BANK LIMITED 200000.0 156736.24 CORP Long
65339KCQ1 65339KCQ1 NEXTERA ENERGY CAP HLDGS INC 81000.0 73731.06 CORP Long
63942TAA3 63942TAA3 NAVIENT STUDENT LOAN TRST 202000.0 202790.67 CORP Long
3140F5CP6 3140F5CP6 FNMA GTD MTG PASS THRU CTF 2602749.0601 2337696.03 USGSE Long
3136FFQS1 3136FFQS1 FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES 1832.8874 412.22 USGSE Long
3140EYJ51 3140EYJ51 FNMA GTD MTG PASS THRU CTF 246959.516 229828.33 USGSE Long
N/A N/A MPT OPER PARTNERSHIP LP / MPT FIN CORP 4400000.0 4414039.26 CORP Long
87901JAH8 87901JAH8 TEGNA INC 189000.0 167964.3 CORP Long
31417GMK9 31417GMK9 FNMA GTD MTG PASS THRU CTF 124807.926 113387.31 USGSE Long
466247JV6 466247JV6 JP MORGAN MTG TR 6486.8725 5685.11 CORP Long
3132WWZB1 3132WWZB1 FED HOME LOAN MTG CORP - GOLD 441353.6004 397096.74 USGSE Long
38145GAH3 38145GAH3 GOLDMAN SACHS GROUP INC (THE) 752000.0 717506.78 CORP Long
17305EGS8 17305EGS8 CITIBANK CR CARD ISSUANCE TR 5400000.0 5148096.48 CORP Long
75079LAB7 75079LAB7 RAIN CARBON INC 575000.0 586500.0 CORP Long
153527AM8 153527AM8 CENTRAL GARDEN and PET CO 15000.0 14265.53 CORP Long
06541CBF2 06541CBF2 BANK 2021-BNK33 9000000.0 7278325.2 CORP Long
36179WBX5 36179WBX5 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1800497.6791 1454795.46 USGA Long
3132CWSY1 3132CWSY1 FED HOME LOAN MTG CORP - GOLD 3611719.45 3277380.41 USGSE Long
3140XGMD8 3140XGMD8 FNMA GTD MTG PASS THRU CTF 288799.7166 266216.59 USGSE Long
05946XF57 05946XF57 BANC OF AMERICA FUNDING CORP 27291.6252 25401.24 CORP Long
29736RAM2 29736RAM2 LAUDER ESTEE COS INC 52000.0 35045.23 CORP Long
25380QAH2 25380QAH2 DIGICEL LTD 500000.0 10000.0 CORP Long
133434AD2 133434AD2 CAMERON LNG LLC 28000.0 22174.28 CORP Long
3140QM4X9 3140QM4X9 FNMA GTD MTG PASS THRU CTF 861098.5066 702642.35 USGSE Long
3140Q7L47 3140Q7L47 FNMA GTD MTG PASS THRU CTF 163033.4524 154611.13 USGSE Long
33767PAL2 33767PAL2 FIRSTKEY HOMES 2022-SFR2 TRUST 497000.0 440435.49 CORP Long
36176DKR3 36176DKR3 GNMA GUARANTEED PASS THRU CERT 46262.892 44288.49 USGA Long
646139X83 646139X83 NEW JERSEY ST TPK AUTH TPK REV 855000.0 986197.7 MUN Long
435765AJ1 435765AJ1 HOLLY EN PART LP/ HOL FIN CORP 141000.0 138589.34 CORP Long
86317WAA4 86317WAA4 STRATUS STATIC CLO 2022-1 LTD 972442.39 972502.68 CORP Long
3140XDZN9 3140XDZN9 FNMA GTD MTG PASS THRU CTF 46123.287 37952.95 USGSE Long
21871XAH2 21871XAH2 COREBRIDGE FINANCIAL INC 6908000.0 6047428.99 CORP Long
404119BT5 404119BT5 HCA INC 198000.0 196295.75 CORP Long
747525BR3 747525BR3 QUALCOMM INC 65000.0 56486.64 CORP Long
N/A N/A AVOLON TLB BORROWER 1 US LLC 723187.5 724011.93 CORP Long
3133KYVG1 3133KYVG1 FED HOME LOAN MTG CORP - GOLD 1070059.3997 916956.58 USGSE Long
31393XGQ4 31393XGQ4 FEDERAL NAT MTG ASN GTD REM PA 715.7836 732.14 USGSE Long
3140HKKT4 3140HKKT4 FNMA GTD MTG PASS THRU CTF 1550541.131 1364009.17 USGSE Long
N/A N/A MORGAN STANLEY CAPITAL SERVICES LLC 6000000.0 78219.6 CORP N/A
247361ZV3 247361ZV3 DELTA AIRLINES INC 250288.55 218771.65 CORP Long
65536PAD2 65536PAD2 NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST MTG PASS THRU CTFS SER 2006-AF1 2841132.2083 528570.49 CORP Long
36267PAJ5 36267PAJ5 GLS AUTO RECEIVABLES TRUST 2023-3 1407000.0 1384227.85 CORP Long
475795AC4 475795AC4 JELD-WEN INC 275000.0 263312.5 CORP Long
126650CZ1 126650CZ1 CVS HEALTH CORP 300000.0 262989.23 CORP Long
718172CZ0 718172CZ0 PHILIP MORRIS INTERNATIONAL INC 145000.0 143396.77 CORP Long
36176LGA7 36176LGA7 GNMA GUARANTEED PASS THRU CERT 12800.2871 11946.78 USGA Long
940663AD9 940663AD9 WASHINGTON UNIVERSITY 2340000.0 1808108.41 CORP Long
74256LAU3 74256LAU3 PRINCIPAL LIFE GLOBAL FDG II 17000.0 15977.33 CORP Long
31418DV74 31418DV74 FNMA GTD MTG PASS THRU CTF 10693178.3006 8381112.12 USGSE Long
90933JAA9 90933JAA9 UNITED AIRLINES 2016-2 CLASS B PASS THROUGH TRUST 28194.4404 26412.57 CORP Long
55354GAM2 55354GAM2 MSCI INC 180000.0 153229.99 CORP Long
45174HBC0 45174HBC0 IHEARTCOMMUNICATIONS INC 384414.0 327132.03 CORP Long
3128L6X20 3128L6X20 FED HOME LOAN MTG CORP - GOLD 21237.3853 21980.1 USGSE Long
N/A N/A HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT 300000.0 274791.26 CORP Long
95002YAA1 95002YAA1 WELLS FARGO and CO 160000.0 164020.32 CORP Long
31292LW50 31292LW50 FED HOME LOAN MTG CORP - GOLD 59605.777 52762.84 USGSE Long
31418DWS7 31418DWS7 FNMA GTD MTG PASS THRU CTF 6896598.5142 5627511.97 USGSE Long
97064YAA2 97064YAA2 WILLIS ENGINE STRUCTURED TR VII 1200000.0 1193472.0 CORP Long
29717PAY3 29717PAY3 ESSEX PORTFOLIO LP 515000.0 438729.73 CORP Long
21H0606C0 21H0606C0 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1410000.0 1420411.58 USGA Long
36241KB49 36241KB49 GNMA GUARANTEED PASS THRU CERT 1058559.7054 1044496.74 USGA Long
70757DAZ2 70757DAZ2 PENN ENTERTAINMENT INC 210693.0499 210572.95 CORP Long
3133D4CW1 3133D4CW1 FED HOME LOAN MTG CORP - GOLD 159936.564 137053.03 USGSE Long
3133KNGT4 3133KNGT4 FED HOME LOAN MTG CORP - GOLD 3490166.12 2746433.36 USGSE Long
3140QMTG9 3140QMTG9 FNMA GTD MTG PASS THRU CTF 2635583.612 2070662.61 USGSE Long
3132WN2J0 3132WN2J0 FED HOME LOAN MTG CORP - GOLD 175527.328 168474.08 USGSE Long
3140J5JP5 3140J5JP5 FNMA GTD MTG PASS THRU CTF 246127.0858 230668.85 USGSE Long
3140JHN66 3140JHN66 FNMA GTD MTG PASS THRU CTF 204365.5437 188656.29 USGSE Long
3140FREC5 3140FREC5 FNMA GTD MTG PASS THRU CTF 109194.3248 97972.06 USGSE Long
3140FP7A1 3140FP7A1 FNMA GTD MTG PASS THRU CTF 186692.6232 178833.31 USGSE Long
3132J8EH9 3132J8EH9 FED HOME LOAN MTG CORP - GOLD 240308.0585 218865.59 USGSE Long
31417ASD2 31417ASD2 FNMA GTD MTG PASS THRU CTF 3103.2606 2917.32 USGSE Long
681936BL3 681936BL3 OMEGA HEALTHCARE INVESTORS INC 7647000.0 6517311.83 CORP Long
3132WGNE3 3132WGNE3 FED HOME LOAN MTG CORP - GOLD 455479.5277 409934.9 USGSE Long
00108WAM2 00108WAM2 AEP TEXAS INC 2550000.0 2061074.88 CORP Long
23311VAF4 23311VAF4 DCP MIDSTREAM OPERATING LP 3773000.0 3514883.03 CORP Long
797440CE2 797440CE2 SAN DIEGO GAS and ELECTRIC CO 320000.0 318769.2 CORP Long
N/A N/A NATWEST GROUP PLC 800000.0 883336.04 CORP Long
14732FAB8 14732FAB8 CASCADE MH ASSET TRUST 2019-MH1 497340.0 463579.12 CORP Long
01F0226C4 01F0226C4 FNMA/FHLG TBA ISSUER -159450000.0 -129316485.26 USGA Short
80386WAA3 80386WAA3 SASOL FING USA LLC 1500000.0 1483815.0 CORP Long
904678AY5 904678AY5 UNICREDIT SPA 2515000.0 2031642.33 CORP Long
26442EAG5 26442EAG5 DUKE ENERGY OHIO INC 43000.0 34012.26 CORP Long
3132QPD27 3132QPD27 FED HOME LOAN MTG CORP - GOLD 6705.771 5874.7 USGSE Long
91159HJN1 91159HJN1 US BANCORP DEL 915000.0 900909.48 CORP Long
3128MJY61 3128MJY61 FED HOME LOAN MTG CORP - GOLD 873265.5123 758488.99 USGSE Long
N/A N/A GOLDMAN SACHS INTERNATIONAL 540000.0 -15637.05 CORP N/A
3617YCTV6 3617YCTV6 GNMA GUARANTEED PASS THRU CERT 433712.4118 381393.03 USGA Long
75116BAE8 75116BAE8 RALI SER 2007-QS3 TR 2163972.21 1649918.45 CORP Long
3140XBND8 3140XBND8 FNMA GTD MTG PASS THRU CTF 278018.889 238935.33 USGSE Long
31418ED80 31418ED80 FNMA GTD MTG PASS THRU CTF 1085192.4781 987786.69 USGSE Long
912810TC2 912810TC2 UNITED STATES TREASURY BOND 19255000.0 12900097.9 UST Long
31418EE48 31418EE48 FNMA GTD MTG PASS THRU CTF 13700736.8586 12031496.62 USGSE Long
3140JGEF8 3140JGEF8 FNMA GTD MTG PASS THRU CTF 51024.8204 47102.62 USGSE Long
00249XAA6 00249XAA6 ADMT 2023-NQM5 A1 386263.0 387683.98 CORP Long
59284MAD6 59284MAD6 MEXICO CITY ARPT TR 3767000.0 2932345.81 CORP Long
3133ASKH5 3133ASKH5 FED HOME LOAN MTG CORP - GOLD 1692275.738 1436098.02 USGSE Long
893574AP8 893574AP8 TRANSCONTINENTAL GAS PIPE LINE CO LLC 3285000.0 2899233.71 CORP Long
91282CJJ1 91282CJJ1 UST NOTES 199422000.0 201883615.31 UST Long
10112RBA1 10112RBA1 BOSTON PPTY LTD PARTNERSHIP 5210000.0 4787981.4 CORP Long
404280BK4 404280BK4 HSBC HOLDINGS PLC 826000.0 781521.01 CORP Long
N/A N/A LAGARDERE SA 800000.0 866097.68 CORP Long
31402CVW9 31402CVW9 FNMA GTD MTG PASS THRU CTF 14108.8177 14431.19 USGSE Long
365417AA2 365417AA2 GARDEN SPINCO CORP 45000.0 47234.78 CORP Long
50077LAB2 50077LAB2 KRAFT HEINZ FOODS CO 1780000.0 1451295.02 CORP Long
3133BEQS5 3133BEQS5 FED HOME LOAN MTG CORP - GOLD 5528.538 5362.73 USGSE Long
46647PBE5 46647PBE5 JPMORGAN CHASE and CO 5365000.0 4627787.95 CORP Long
3140XFHM6 3140XFHM6 FNMA GTD MTG PASS THRU CTF 479471.9197 388993.75 USGSE Long
02401LAA2 02401LAA2 AMERICAN ASSETS TRUST LP 3370000.0 2574350.75 CORP Long
29336UAC1 29336UAC1 ENLINK MIDSTRM PRTNRS LP 56000.0 47718.68 CORP Long
161175CA0 161175CA0 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 12801000.0 8189564.82 CORP Long
59284MAA2 59284MAA2 MEXICO CITY ARPT TR 4270000.0 4062435.3 CORP Long
91282CDY4 91282CDY4 UST NOTES 3096300.0 2569929.0 UST Long
3138WJQ27 3138WJQ27 FNMA GTD MTG PASS THRU CTF 1479092.985 1328468.37 USGSE Long
31620MBT2 31620MBT2 FIDELITY NATIONAL INFORMATION SERVICES INC 190000.0 154065.73 CORP Long
502431AM1 502431AM1 L3HARRIS TECHNOLOGIES INC 636000.0 615049.57 CORP Long
3140XF2T7 3140XF2T7 FNMA GTD MTG PASS THRU CTF 644206.5617 567513.0 USGSE Long
05608FAA9 05608FAA9 BX COML MTG TR 2019 2389890.86 2376258.21 CORP Long
N/A N/A LONDON CLEARING HOUSE 1407377.0 35331.2 CORP N/A
526057CV4 526057CV4 LENNAR CORP 12100000.0 11917129.07 CORP Long
31410G4C4 31410G4C4 FNMA GTD MTG PASS THRU CTF 13869.2584 14348.78 USGSE Long
3138W7SA3 3138W7SA3 FNMA GTD MTG PASS THRU CTF 70222.7446 60305.45 USGSE Long
31397F5S7 31397F5S7 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 1560.0393 1641.22 USGSE Long
3128MJY95 3128MJY95 FED HOME LOAN MTG CORP - GOLD 253744.1051 243547.85 USGSE Long
3132M65A4 3132M65A4 FED HOME LOAN MTG CORP - GOLD 51386.2065 48078.23 USGSE Long
31419DNM9 31419DNM9 FNMA GTD MTG PASS THRU CTF 16840.1426 16161.75 USGSE Long
31335BNW2 31335BNW2 FED HOME LOAN MTG CORP - GOLD 1817680.13 1684194.79 USGSE Long
29002JAG0 29002JAG0 ELMWOOD CLO III LTD 400000.0 396738.0 CORP Long
N/A N/A LONDON CLEARING HOUSE -12640000.0 -379633.5 CORP N/A
3137BS5N9 3137BS5N9 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 294893.0 279299.88 USGSE Long
36193NX21 36193NX21 GNMA GUARANTEED PASS THRU CERT 229452.5681 207509.67 USGA Long
06738ECN3 06738ECN3 BARCLAYS PLC 620000.0 621240.0 CORP Long
3132ACHD5 3132ACHD5 FED HOME LOAN MTG CORP - GOLD 82433.3974 76277.2 USGSE Long
N/A N/A HSBC HOLDINGS PLC 710000.0 790471.1 CORP Long
3132DWAQ6 3132DWAQ6 FED HOME LOAN MTG CORP - GOLD 1768022.046 1508112.9 USGSE Long
3138EKH40 3138EKH40 FNMA GTD MTG PASS THRU CTF 195590.0378 173049.85 USGSE Long
3138E0RJ0 3138E0RJ0 FNMA GTD MTG PASS THRU CTF 108121.5015 101705.44 USGSE Long
38869AAD9 38869AAD9 GRAPHIC PACKAGING INTL INC 295000.0 257095.45 CORP Long
80281LAR6 80281LAR6 SANTANDER UK GROUP HOLDINGS PLC 200000.0 178310.51 CORP Long
91282CHK0 91282CHK0 UST NOTES 33000000.0 32552695.23 UST Long
3140FXS45 3140FXS45 FNMA GTD MTG PASS THRU CTF 5067817.98 4416326.67 USGSE Long
031162DT4 031162DT4 AMGEN INC 1849000.0 1823357.29 CORP Long
3140LLKJ9 3140LLKJ9 FNMA GTD MTG PASS THRU CTF 2000000.0 1955853.6 USGSE Long
02209SBL6 02209SBL6 ALTRIA GROUP INC 458000.0 359723.66 CORP Long
3132D6A91 3132D6A91 FED HOME LOAN MTG CORP - GOLD 543174.21 475453.31 USGSE Long
3138A5LP5 3138A5LP5 FNMA GTD MTG PASS THRU CTF 185499.3176 174547.16 USGSE Long
925550AF2 925550AF2 VIAVI SOLUTIONS INC 230000.0 192077.6 CORP Long
36193TDY0 36193TDY0 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 63752.3819 57695.49 USGA Long
126650CN8 126650CN8 CVS HEALTH CORP 1965000.0 1749495.5 CORP Long
105340AQ6 105340AQ6 BRANDYWINE OPER PARTNERSHIP LP 5608000.0 4855875.45 CORP Long
92922FNJ3 92922FNJ3 WAMU MTG PASS THROUGH CTFS 4508.8122 4059.0 CORP Long
6174468L6 6174468L6 MORGAN STANLEY 30572000.0 25814324.83 CORP Long
3140LGDE9 3140LGDE9 FNMA GTD MTG PASS THRU CTF 336436.0 292819.36 USGSE Long
100743AM5 100743AM5 BOSTON GAS CO 320000.0 274540.48 CORP Long
31351BFA8 31351BFA8 FED HOME LOAN MTG CORP - GOLD 1283.57 1168.53 USGSE Long
3133KNSM6 3133KNSM6 FED HOME LOAN MTG CORP - GOLD 6647072.21 5230622.33 USGSE Long
38141GWL4 38141GWL4 GOLDMAN SACHS GROUP INC (THE) 667000.0 626279.46 CORP Long
91412GXY6 91412GXY6 UNIVERSITY CA REVS 1750000.0 1506151.68 MUN Long
875484AK3 875484AK3 TANGER PROPERTIES LP 13369000.0 12038254.42 CORP Long
709599BT0 709599BT0 PENSKE TRUCK LEASING CO L P / PTL FIN CORP 5455000.0 5400822.79 CORP Long
898813AU4 898813AU4 TUCSON ELECTRIC POWER CO 1200000.0 1026472.44 MUN Long
836205BA1 836205BA1 SOUTH AFRICA REPUBLIC OF 211000.0 188581.25 NUSS Long
195325EM3 195325EM3 REPUBLIC OF COLOMBIA 388000.0 411280.0 NUSS Long
33845WAG4 33845WAG4 FLAGSHIP CREDIT AUTO TRUST 2019-2 142576.1656 141300.99 CORP Long
3128P7SE4 3128P7SE4 FED HOME LOAN MTG CORP - GOLD 96153.338 91739.28 USGSE Long
38382VHH5 38382VHH5 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2209183.47 346454.53 USGA Long
91087BAM2 91087BAM2 MEXICO UNITED MEXICAN STATES 4255000.0 3476335.0 NUSS Long
31397QKY3 31397QKY3 FEDERAL NAT MTG ASN GTD REM PA 184680.8068 174130.31 USGSE Long
3138YAMH5 3138YAMH5 FNMA GTD MTG PASS THRU CTF 605164.5815 566400.22 USGSE Long
3132QSP77 3132QSP77 FED HOME LOAN MTG CORP - GOLD 41964.1027 39157.77 USGSE Long
874054AG4 874054AG4 TAKE-TWO INTERACTV SOFTWR INC 180000.0 171464.39 CORP Long
059165EL0 059165EL0 BALTIMORE GAS and ELECTRIC CO 315000.0 210837.42 CORP Long
12592SAB3 12592SAB3 CIM TRUST 2021-R5 6316752.56 5121239.55 CORP Long
3140XGXR5 3140XGXR5 FNMA GTD MTG PASS THRU CTF 1774509.0534 1518637.09 USGSE Long
09259GAC7 09259GAC7 BLACKSTONE MTG TR INC 487309.6135 473299.46 CORP Long
3132HMNA5 3132HMNA5 FED HOME LOAN MTG CORP - GOLD 64673.7533 59524.62 USGSE Long
90932EAA1 90932EAA1 UNITED AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST 35768.211 31386.84 CORP Long
3132DWCN1 3132DWCN1 FED HOME LOAN MTG CORP - GOLD 2127233.983 1657979.36 USGSE Long
3140Q8LQ6 3140Q8LQ6 FNMA GTD MTG PASS THRU CTF 60275.8592 57318.97 USGSE Long
79575DE63 79575DE63 SALT RIVER PROJ AZ AGRIC and PWR 750000.0 699577.65 MUN Long
20030NCK5 20030NCK5 COMCAST CORP 150000.0 118469.27 CORP Long
47233JDX3 47233JDX3 JEFFERIES FINANCIAL GROUP INC 1355000.0 1055581.48 CORP Long
20268JAG8 20268JAG8 COMMONSPIRIT HEALTH 36000.0 25870.76 CORP Long
00900PAL9 00900PAL9 AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC 1584000.0 1582097.62 CORP Long
3138WB3H6 3138WB3H6 FNMA GTD MTG PASS THRU CTF 644283.5023 602006.65 USGSE Long
902613AX6 902613AX6 UBS GROUP AG 15917000.0 15443359.26 CORP Long
93935HAA5 93935HAA5 WASHINGTON MUT MTG PASS THRU CTFS WMALT SER 2006 7 TR 653087.42 184970.88 CORP Long
3140QPDV6 3140QPDV6 FNMA GTD MTG PASS THRU CTF 368622.5494 348788.0 USGSE Long
3132GFLK1 3132GFLK1 FED HOME LOAN MTG CORP - GOLD 49259.4781 48926.74 USGSE Long
91282CBH3 91282CBH3 UST NOTES 8470000.0 7733176.15 UST Long
3140L1H24 3140L1H24 FNMA GTD MTG PASS THRU CTF 8618836.21 7030136.47 USGSE Long
38141GZR8 38141GZR8 GOLDMAN SACHS GROUP INC (THE) 269000.0 253115.64 CORP Long
05607UAC3 05607UAC3 BXG RECEIVABLES NT TR 2018-A 30140.0031 28711.69 CORP Long
546475VT8 546475VT8 LOUISIANA ST GAS and FUEL TAX RV 5270000.0 3893384.83 MUN Long
911760MJ2 911760MJ2 US DEPT VETS AFF GTD REMI PASS 1161.4229 1168.06 USGA Long
31418EJ68 31418EJ68 FNMA GTD MTG PASS THRU CTF 2406832.2921 2256997.6 USGSE Long
62954RAA4 62954RAA4 NYU LANGONE HOSPITALS 32000.0 21016.59 CORP Long
025816CS6 025816CS6 AMERICAN EXPRESS CO 373000.0 343236.07 CORP Long
893574AM5 893574AM5 TRANSCONTINENTAL GAS PIPE LINE CO LLC 751000.0 625116.88 CORP Long
3138LGNS1 3138LGNS1 FNMA GTD MTG PASS THRU CTF 64000.9988 60595.92 USGSE Long
3140E9H41 3140E9H41 FNMA GTD MTG PASS THRU CTF 421540.1054 408079.4 USGSE Long
38377NRP1 38377NRP1 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 202332.3805 192369.84 USGA Long
3140X7EQ8 3140X7EQ8 FNMA GTD MTG PASS THRU CTF 4479077.6 3698245.38 USGSE Long
28628DAA2 28628DAA2 ELFI GRADUATE LN PROGRAM 2023-A LLC 661001.87 665267.32 CORP Long
3133D4KQ5 3133D4KQ5 FED HOME LOAN MTG CORP - GOLD 591808.925 505654.09 USGSE Long
3128MJW97 3128MJW97 FED HOME LOAN MTG CORP - GOLD 458837.3192 414247.42 USGSE Long
590215AA7 590215AA7 MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-A2 5784833.28 3324260.81 CORP Long
3140QLFK7 3140QLFK7 FNMA GTD MTG PASS THRU CTF 2013654.69 1660069.41 USGSE Long
3617WBTQ1 3617WBTQ1 GNMA GUARANTEED PASS THRU CERT 1026414.68 870671.75 USGA Long
05508WAB1 05508WAB1 B and G FOODS INC 2300000.0 2002267.3 CORP Long
688777AA9 688777AA9 OT MERGER CORP 1000000.0 564999.99 CORP Long
33767BAC3 33767BAC3 FIRSTENERGY TRANSMISSION LLC 631000.0 509942.88 CORP Long
36179TAL9 36179TAL9 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 513382.0646 481388.04 USGA Long
05608VAL0 05608VAL0 BX 2021-MFM1 72855.407 69374.78 CORP Long
857492706 857492706 STATE STR INVT TR 64670665.64 64670665.64 RF Long
3138XTW50 3138XTW50 FNMA GTD MTG PASS THRU CTF 201331.081 188120.06 USGSE Long
07325XAC4 07325XAC4 BAYVIEW COML ASST TR 2007 2 18269.1558 16098.38 CORP Long
76774LAC1 76774LAC1 RITCHIE BROS HOLDINGS INC 204000.0 211670.4 CORP Long
97789LAB2 97789LAB2 WESCO AIRCRAFT HLDGS INC 238000.0 22610.0 CORP Long
22757NAA6 22757NAA6 CROSS 2023-H2 MORTGAGE TRUST 130320.9854 131304.73 CORP Long
07132JBC7 07132JBC7 BATTALION CLO X LTD / BATTALION CLO X LLC 12000000.0 11933388.0 CORP Long
387422AG3 387422AG3 GRANITE PARK EQUIPMENT LEASING 2023-1 LLC 1587000.0 1336117.84 CORP Long
38378UQY6 38378UQY6 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 605752.566 579197.89 USGA Long
12667GAH6 12667GAH6 CWALT INC 1766369.92 1470183.78 CORP Long
81105DAA3 81105DAA3 SCRIPPS ESCROW II INC 347000.0 291672.59 CORP Long
00287YBD0 00287YBD0 ABBVIE INC 335000.0 310567.79 CORP Long
89115A2E1 89115A2E1 THE TORONTO DOMINION BANK 305000.0 283315.24 CORP Long
N/A N/A HSBC HOLDINGS PLC 900000.0 1005189.48 CORP Long
36179WJS8 36179WJS8 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 6610719.5868 5738698.91 USGA Long
05493QAB1 05493QAB1 BBCMS MTG TR 2023-5C23 362000.0 375697.43 CORP Long
3132DWEJ8 3132DWEJ8 FED HOME LOAN MTG CORP - GOLD 13814184.1665 12565602.94 USGSE Long
3138AJJY9 3138AJJY9 FNMA GTD MTG PASS THRU CTF 107058.4788 106196.14 USGSE Long
00206RKJ0 00206RKJ0 AT and T INC 1712000.0 1139788.55 CORP Long
912810TA6 912810TA6 UNITED STATES TREASURY BOND 43072400.0 27719445.03 UST Long
92343VGJ7 92343VGJ7 VERIZON COMMUNICATIONS INC 1237000.0 1027158.6 CORP Long
573284AV8 573284AV8 MARTIN MARIETTA MATERIALS INC 400000.0 335785.27 CORP Long
3137H5F77 3137H5F77 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 851209.914 732543.17 USGSE Long
36179RLQ0 36179RLQ0 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1396821.743 1313700.23 USGA Long
3140LKBK8 3140LKBK8 FNMA GTD MTG PASS THRU CTF 446114.0 426744.04 USGSE Long
58933YAX3 58933YAX3 MERCK and CO INC 1400000.0 1312746.27 CORP Long
03759CAS9 03759CAS9 APIDOS CLO XXIV 500000.0 497897.0 CORP Long
049362AA4 049362AA4 ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 520000.0 451344.5 CORP Long
3128M8C28 3128M8C28 FED HOME LOAN MTG CORP - GOLD 27078.6007 27957.42 USGSE Long
29717PAV9 29717PAV9 ESSEX PORTFOLIO LP 115000.0 91627.7 CORP Long
31401JFK9 31401JFK9 FNMA GTD MTG PASS THRU CTF 46907.0812 46617.47 USGSE Long
3128M9P63 3128M9P63 FED HOME LOAN MTG CORP - GOLD 2099999.0146 1970959.54 USGSE Long
694308HD2 694308HD2 PACIFIC GAS and ELECTRIC CO 57000.0 43005.5 CORP Long
26253AAD8 26253AAD8 DT AUTO OWNER TR 2020-3 207000.0 198738.75 CORP Long
05605HAC4 05605HAC4 BWX TECHNOLOGIES INC 602000.0 542552.5 CORP Long
17323VBF1 17323VBF1 CITIGROUP COML MTG TR 2015-GC29 28317650.7543 285640.14 CORP Long
502431AP4 502431AP4 L3HARRIS TECHNOLOGIES INC 3030000.0 3055190.48 CORP Long
36194GLT9 36194GLT9 GNMA GUARANTEED PASS THRU CERT 107288.5035 99898.86 USGA Long
209111FL2 209111FL2 CONSOLIDATED EDISON CO OF NEW YORK INC 37000.0 27846.32 CORP Long
3136ASVZ6 3136ASVZ6 FEDERAL NAT MTG ASN GTD REM PA 213467.8709 200985.74 USGSE Long
N/A N/A LEIGHTON FIN USA PTY LTD 895000.0 795128.68 CORP Long
28470RAH5 28470RAH5 CAESARS ENTERTAINMENT INC 896000.0 890841.73 CORP Long
3138XVK33 3138XVK33 FNMA GTD MTG PASS THRU CTF 2037.6625 1962.07 USGSE Long
N/A N/A ZIGGO BV 300000.0 275499.13 CORP Long
22550L2C4 22550L2C4 CREDIT SUISSE AG NY BRNCH 988000.0 947049.21 CORP Long
3138E0RA9 3138E0RA9 FNMA GTD MTG PASS THRU CTF 12910.275 11807.21 USGSE Long
3140XGCP2 3140XGCP2 FNMA GTD MTG PASS THRU CTF 23541008.68 20161270.79 USGSE Long
3136ABMM2 3136ABMM2 FEDERAL NAT MTG ASN GTD REM PA 71054.555 5775.01 USGSE Long
29273RAR0 29273RAR0 ENERGY TRANSFER LP 124000.0 125520.14 CORP Long
502160AN4 502160AN4 LSB INDUSTRIES INC 235000.0 219037.08 CORP Long
3138A53N0 3138A53N0 FNMA GTD MTG PASS THRU CTF 343210.1999 323153.06 USGSE Long
628530BJ5 628530BJ5 MYLAN INC 1415000.0 1077399.61 CORP Long
36210EFB0 36210EFB0 GNMA GUARANTEED PASS THRU CERT 291396.1816 271918.42 USGA Long
N/A N/A FORD MOTOR CREDIT CO LLC 640000.0 817041.48 CORP Long
31418B3B0 31418B3B0 FNMA GTD MTG PASS THRU CTF 164389.6055 152575.19 USGSE Long
17888HAB9 17888HAB9 CIVITAS RESOURCES INC 233000.0 241147.78 CORP Long
46117NAA0 46117NAA0 INTOWN 2022-STAY MORTGAGE TRUST 8682000.0 8698319.56 CORP Long
3135G04Z3 3135G04Z3 FANNIE MAE 1685000.0 1575586.48 USGSE Long
3138LWFU0 3138LWFU0 FNMA GTD MTG PASS THRU CTF 8488.7898 8129.73 USGSE Long
36485MAK5 36485MAK5 GARDA WORLD SECURITY CORP 54000.0 51344.52 CORP Long
52608JAC9 52608JAC9 LENDMARK FUNDING TRUST 2022-1 400000.0 395832.52 CORP Long
3136B1K86 3136B1K86 FEDERAL NATL MTG AS GTD RE PTT 805177.8561 750370.93 USGSE Long
3132WN2K7 3132WN2K7 FED HOME LOAN MTG CORP - GOLD 2697742.1834 2517331.48 USGSE Long
89788MAQ5 89788MAQ5 TRUIST FINANCIAL CORP 2395000.0 2503848.1 CORP Long
690742AG6 690742AG6 OWENS CORNING NEW 735000.0 583298.34 CORP Long
36179W7J1 36179W7J1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 2756724.5411 2304473.96 USGA Long
12532HAC8 12532HAC8 CGI INC 109000.0 97485.44 CORP Long
3138EDMB4 3138EDMB4 FNMA GTD MTG PASS THRU CTF 202213.3997 193840.45 USGSE Long
38375B8G0 38375B8G0 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 22539.3545 22572.27 USGA Long
3137H74A8 3137H74A8 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 900000.0 740478.78 USGSE Long
3133L8C45 3133L8C45 FED HOME LOAN MTG CORP - GOLD 18148.685 15925.68 USGSE Long
927804FB5 927804FB5 VIRGINIA ELECTRIC AND POWER CO 1005000.0 1027089.01 CORP Long
25714PDT2 25714PDT2 DOMINICAN REPUBLIC 1100000.0 1079650.0 NUSS Long
74971BBA2 74971BBA2 RFM REREMIC TRUST 2022-FRR1 4000000.0 3215325.6 CORP Long
26442UAH7 26442UAH7 DUKE ENERGY PROGRESS LLC 294000.0 272672.99 CORP Long
92873FAA5 92873FAA5 VOLT 2021-NPL5 571188.5884 546396.32 CORP Long
75907VAD9 75907VAD9 REGIONAL MANAGEMENT ISSUANCE TRUST 2021-1 800000.0 689618.56 CORP Long
35563QAB3 35563QAB3 FREDDIE MAC MSCR TR MN7 1030000.0 1035151.55 CORP Long
N/A N/A CITIGROUP GLOBAL MARKETS LIMITED 2140000.0 27898.32 CORP N/A
62912XAC8 62912XAC8 NGPL PIPECO LLC 17000.0 18115.01 CORP Long
35563PCM9 35563PCM9 SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 263278.3004 229833.74 CORP Long
914886AD8 914886AD8 UNIVERSITY SOUTHN CALIF 23000.0 12992.93 CORP Long
31419AB71 31419AB71 FNMA GTD MTG PASS THRU CTF 199976.0728 207037.37 USGSE Long
3138LTJF6 3138LTJF6 FNMA GTD MTG PASS THRU CTF 3767.8551 3538.16 USGSE Long
05548WAA5 05548WAA5 BBCMS 2018-TALL MTG TR 497000.0 459724.8 CORP Long
36193UAE4 36193UAE4 GNMA GUARANTEED PASS THRU CERT 27856.9454 25903.27 USGA Long
404119CA5 404119CA5 HCA INC 1254000.0 1102525.99 CORP Long
68269HAD7 68269HAD7 ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 1400000.0 1404692.1 CORP Long
29078EAA3 29078EAA3 EMBARQ CORP 119000.0 68413.7 CORP Long
90320WAH6 90320WAH6 UPMC HEALTH SYSTEM 655000.0 626399.8 CORP Long
3138WQNL2 3138WQNL2 FNMA GTD MTG PASS THRU CTF 6517.0426 5547.86 USGSE Long
896288AA5 896288AA5 TRINET GROUP INC 165000.0 143550.0 CORP Long
92872VAA1 92872VAA1 VOLT XCIX LLC 292020.4895 274858.47 CORP Long
927804GN8 927804GN8 VIRGINIA ELECTRIC AND POWER CO 250000.0 245626.53 CORP Long
3132DWFH1 3132DWFH1 FED HOME LOAN MTG CORP - GOLD 27137853.3858 26812492.23 USGSE Long
3132J8DV9 3132J8DV9 FED HOME LOAN MTG CORP - GOLD 38202.7257 33831.02 USGSE Long
775109CG4 775109CG4 ROGERS COMMUNICATIONS INC 4297000.0 4005439.18 CORP Long
717081EJ8 717081EJ8 PFIZER INC 87000.0 76645.1 CORP Long
30303M8Q8 30303M8Q8 META PLATFORMS INC 293000.0 297694.23 CORP Long
3132D6AY6 3132D6AY6 FED HOME LOAN MTG CORP - GOLD 1431272.1601 1254168.4 USGSE Long
3140JUUS1 3140JUUS1 FNMA GTD MTG PASS THRU CTF 16609.4376 15337.89 USGSE Long
402635AR7 402635AR7 GULFPORT ENERGY CORP 77982.0 78946.64 CORP Long
92922FBV9 92922FBV9 WAMU MTG PASS THROUGH CTFS 1285.7756 1189.59 CORP Long
3138YHML1 3138YHML1 FNMA GTD MTG PASS THRU CTF 76412.056 71206.99 USGSE Long
N/A N/A SAMHALLSBYGGNADSBOLAGET I NORDEN AB 200000.0 182868.0 CORP Long
38141GWV2 38141GWV2 GOLDMAN SACHS GROUP INC (THE) 7695000.0 7149491.37 CORP Long
00914AAM4 00914AAM4 AIR LEASE CORP 93000.0 84139.31 CORP Long
85172FAR0 85172FAR0 ONEMAIN FINANCE CORP 94000.0 84603.95 CORP Long
718286CC9 718286CC9 PHILIPPINES REPUBLIC OF 1130000.0 1045735.9 NUSS Long
817826AG5 817826AG5 7 ELEVEN INC 124000.0 73075.78 CORP Long
775631AD6 775631AD6 ROLLER BEARING CO OF AMERICA 30000.0 26941.47 CORP Long
91529YAN6 91529YAN6 UNUM GROUP 5961000.0 5484281.6 CORP Long
00817YAP3 00817YAP3 AETNA INC 95000.0 79819.61 CORP Long
N/A N/A AMERICAN HM MTG INVT TR 2007-1 1221819.4422 693402.45 CORP Long
03837PAA5 03837PAA5 AQUA FIN TR 2017-A 10797.9851 10726.73 CORP Long
32051GBD6 32051GBD6 FIRST HORIZON MTG PASSTHRU TR 1301.5294 1222.39 CORP Long
882508BF0 882508BF0 TEXAS INSTRUMENTS INC. 47000.0 40987.83 CORP Long
29260FAE0 29260FAE0 ENDEAVOR ENERGY RES L P / EER FIN INC 1455000.0 1419311.45 CORP Long
N/A N/A BNP PARIBAS 1.0 -3560.6 CORP N/A
3132J75K4 3132J75K4 FED HOME LOAN MTG CORP - GOLD 25179.8704 23884.8 USGSE Long
879360AE5 879360AE5 TELEDYNE TECHNOLOGIES INC 4505000.0 3761016.1 CORP Long
913017BT5 913017BT5 RAYTHEON TECHNOLOGIES CORP 138000.0 118523.26 CORP Long
3140QDAS3 3140QDAS3 FNMA GTD MTG PASS THRU CTF 643057.3081 528542.43 USGSE Long
31417YU47 31417YU47 FNMA GTD MTG PASS THRU CTF 2446.0437 2332.25 USGSE Long
48255PAA3 48255PAA3 KKR CLO 41 LTD 9327000.0 9229206.41 CORP Long
N/A N/A BANK OF AMERICA, N.A. 1.0 -800768.74 CORP N/A
3128KYH28 3128KYH28 FED HOME LOAN MTG CORP - GOLD 2079.0458 2150.73 USGSE Long
82568NAC5 82568NAC5 SHUTTERFLY FINANCE LLC 38441.0 26139.88 CORP Long
3138AVUY9 3138AVUY9 FNMA GTD MTG PASS THRU CTF 167950.5789 158161.11 USGSE Long
12189LAU5 12189LAU5 BURLINGTON NORTHN SANTA FE LLC 86000.0 75389.04 CORP Long
68373BAA9 68373BAA9 OPEN TR 2023-AIR 4225000.0 4224997.04 CORP Long
31418ATU2 31418ATU2 FNMA GTD MTG PASS THRU CTF 18948.2933 17164.39 USGSE Long
3136BJET8 3136BJET8 FEDERAL NAT MTG ASN GTD REM PA 380062.29 292254.29 USGSE Long
742651DT6 742651DT6 PRIVATE EXPORT FUNDING CORP 755000.0 753057.11 USGSE Long
3132QL6S7 3132QL6S7 FED HOME LOAN MTG CORP - GOLD 94641.6072 91134.36 USGSE Long
172967LW9 172967LW9 CITIGROUP INC 585000.0 550029.78 CORP Long
629377CQ3 629377CQ3 NRG ENERGY INC 173000.0 148062.38 CORP Long
89686QAA4 89686QAA4 TRIVIUM PACKAGING FINANCE BV 315000.0 302865.85 CORP Long
3137BTUN9 3137BTUN9 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 292904.0 280390.38 USGSE Long
31417YP43 31417YP43 FNMA GTD MTG PASS THRU CTF 3241.9942 3206.51 USGSE Long
07325YAD0 07325YAD0 BAYVIEW COML ASSET TR 2007 3 11312.4595 9949.89 CORP Long
404280CC1 404280CC1 HSBC HOLDINGS PLC 491000.0 446218.55 CORP Long
12592MBL3 12592MBL3 COMM 2014-LC17 MTG TR 29745596.3863 85914.21 CORP Long
156700BC9 156700BC9 LUMEN TECHNOLOGIES 672000.0 355031.04 CORP Long
31417WSQ5 31417WSQ5 FNMA GTD MTG PASS THRU CTF 220091.6953 224201.03 USGSE Long
432833AH4 432833AH4 HILTON DOMESTIC OPERATING CO INC 25000.0 24632.02 CORP Long
3140J6EZ6 3140J6EZ6 FNMA GTD MTG PASS THRU CTF 420385.7 375870.51 USGSE Long
3132HPS21 3132HPS21 FED HOME LOAN MTG CORP - GOLD 521570.2186 475198.77 USGSE Long
36179XFJ0 36179XFJ0 GNMA GUARANTEED PASS THRU CERT 4016639.0867 3913523.93 USGA Long
3132M53F7 3132M53F7 FED HOME LOAN MTG CORP - GOLD 2014976.958 1944713.3 USGSE Long
3618BJGA4 3618BJGA4 GNMA GUARANTEED PASS THRU CERT 1187374.36 1171585.37 USGA Long
78409VBK9 78409VBK9 S and P GLOBAL INC 553000.0 471351.03 CORP Long
172967NG2 172967NG2 CITIGROUP INC 663000.0 614630.07 CORP Long
31418D3J9 31418D3J9 FNMA GTD MTG PASS THRU CTF 1523186.654 1294033.73 USGSE Long
36178D7F2 36178D7F2 GNMA GUARANTEED PASS THRU CERT 173631.9577 153502.06 USGA Long
3137H9UD9 3137H9UD9 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 1330000.0 1267371.63 USGSE Long
31395VG60 31395VG60 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 465.528 462.82 USGSE Long
36179R4E6 36179R4E6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1067649.3801 970886.72 USGA Long
31418EDY3 31418EDY3 FNMA GTD MTG PASS THRU CTF 11787004.6428 10725193.55 USGSE Long
3133AWNQ3 3133AWNQ3 FED HOME LOAN MTG CORP - GOLD 253283.777 199310.57 USGSE Long
N/A N/A UBS GROUP AG 200000.0 184072.4 CORP Long
3133KQF84 3133KQF84 FED HOME LOAN MTG CORP - GOLD 515288.17 500800.38 USGSE Long
3132CW5Q3 3132CW5Q3 FED HOME LOAN MTG CORP - GOLD 190366.8588 175861.19 USGSE Long
21H020618 21H020618 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 114725000.0 92781675.45 USGA Long
3138LGCX2 3138LGCX2 FNMA GTD MTG PASS THRU CTF 441052.0 397576.98 USGSE Long
401494AW9 401494AW9 GUATEMALA, REP OF 200000.0 192724.0 NUSS Long
13063A5G5 13063A5G5 CALIFORNIA ST 290000.0 347015.25 MUN Long
04940AAA0 04940AAA0 ATLAS SR LN FD XVI LTD / ATLAS SR LN FD XVI LLC 2000000.0 1991764.0 CORP Long
43730GAC5 43730GAC5 HOME RE 2022-1 LTD 563164.0 588842.03 CORP Long
31297FAA1 31297FAA1 FED HOME LOAN MTG CORP - GOLD 946.2155 961.78 USGSE Long
31418EAN0 31418EAN0 FNMA GTD MTG PASS THRU CTF 17202812.666 14004959.46 USGSE Long
3133KLH26 3133KLH26 FED HOME LOAN MTG CORP - GOLD 606346.534 494768.89 USGSE Long
853496AC1 853496AC1 Standard Industries Inc/NJ 10000.0 9575.17 CORP Long
02530EAG9 02530EAG9 AMERICAN CR ACCEP RECEIVABLES TR 2023-3 2180000.0 2168899.0 CORP Long
084664CX7 084664CX7 BERKSHIRE HATHAWAY FIN CORP 355000.0 216501.89 CORP Long
95003QAE9 95003QAE9 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 300000.0 259926.18 CORP Long
00108WAF7 00108WAF7 AEP TEXAS INC 845000.0 592263.74 CORP Long
21871XAK5 21871XAK5 COREBRIDGE FINANCIAL INC 701000.0 562425.28 CORP Long
3138W3W90 3138W3W90 FNMA GTD MTG PASS THRU CTF 6602.1005 5833.37 USGSE Long
552953CH2 552953CH2 MGM RESORTS INTERNATIONAL 230000.0 212762.48 CORP Long
46642EAX4 46642EAX4 JPMBB COML MTG SECS TR 2014-C21 1040232.327 1031157.34 CORP Long
00115AAN9 00115AAN9 AEP TRANSMISSION CO LLC 460000.0 275286.87 CORP Long
3138M3WF7 3138M3WF7 FNMA GTD MTG PASS THRU CTF 40793.5363 38487.75 USGSE Long
745332CC8 745332CC8 PUGET SOUND ENERGY INC 26000.0 25017.55 CORP Long
12635FAT1 12635FAT1 CSAIL 2015-C3 COML MTG TR 359957.0 344301.89 CORP Long
039653AA8 039653AA8 ARCOSA INC 65000.0 57973.01 CORP Long
38374DFX2 38374DFX2 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 3051.0527 3084.33 USGA Long
3140J9DU2 3140J9DU2 FNMA GTD MTG PASS THRU CTF 218857.696 206793.45 USGSE Long
26885BAM2 26885BAM2 EQM MIDSTREAM PARTNERS LP 290000.0 296405.23 CORP Long
30298MAA7 30298MAA7 FREMF 2019-K736 MTG TR 905000.0 856280.77 CORP Long
06675FAY3 06675FAY3 BANQUE FED CRED MUTUEL PARIS 800000.0 718562.6 CORP Long
36176K2B2 36176K2B2 GNMA GUARANTEED PASS THRU CERT 29607.7362 27628.67 USGA Long
670001AH9 670001AH9 NOVELIS CORP 137000.0 115314.42 CORP Long
949803AA8 949803AA8 WELLS FARGO MTG BK SEC 04 U TR 2258.0766 2115.68 CORP Long
03690AAD8 03690AAD8 ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP 1250000.0 1223046.38 CORP Long
36179WTZ1 36179WTZ1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1322291.225 1147041.23 USGA Long
82481LAD1 82481LAD1 SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 84000.0 79838.83 CORP Long
812127AB4 812127AB4 SEALED AIR CORP/SEALED AIR CORP US 215000.0 220095.5 CORP Long
30227FAA8 30227FAA8 EXTENDED STAY AMER TR 2021-ESH 5036048.8256 4977541.02 CORP Long
3138XFR23 3138XFR23 FNMA GTD MTG PASS THRU CTF 226823.9133 218621.94 USGSE Long
33843EAJ0 33843EAJ0 FLAGSHIP CREDIT AUTO TRUST 2023-2 180000.0 177808.93 CORP Long
31374CK47 31374CK47 FNMA GTD MTG PASS THRU CTF 7599.9803 7555.54 USGSE Long
31413ECS2 31413ECS2 FNMA GTD MTG PASS THRU CTF 3043.9694 3144.91 USGSE Long
3138W9BG4 3138W9BG4 FNMA GTD MTG PASS THRU CTF 322993.7035 284589.14 USGSE Long
81180WBC4 81180WBC4 SEAGATE HDD CAYMAN 96000.0 86141.56 CORP Long
3132J6PY4 3132J6PY4 FED HOME LOAN MTG CORP - GOLD 401898.2211 356030.94 USGSE Long
71654QCG5 71654QCG5 PETROLEOS MEXICANOS 36667000.0 32940716.13 CORP Long
35671DCH6 35671DCH6 FREEPORT-MCMORAN INC 1069000.0 992561.05 CORP Long
312946ZF6 312946ZF6 FED HOME LOAN MTG CORP - GOLD 256779.811 246946.84 USGSE Long
02666TAD9 02666TAD9 AMERICAN HOMES 4 RENT LP 1089000.0 673760.37 CORP Long
3138WXSS7 3138WXSS7 FNMA GTD MTG PASS THRU CTF 572998.1727 504382.79 USGSE Long
29273VAT7 29273VAT7 ENERGY TRANSFER LP 1082000.0 1123880.97 CORP Long
29336UAF4 29336UAF4 ENLINK MIDSTRM PRTNRS LP 48000.0 46708.0 CORP Long
62548QAD3 62548QAD3 MULTIFAMILY CONN AVE SECS TR 2020-01 3863340.15 3691907.14 CORP Long
744320AY8 744320AY8 PRUDENTIAL FINL INC 251000.0 191009.81 CORP Long
1248EPCP6 1248EPCP6 CCO HLDGS LLC/CCO HLDGS CAP CORP 88000.0 68646.09 CORP Long
87612BBS0 87612BBS0 TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN 840000.0 777614.83 CORP Long
59523UAP2 59523UAP2 MID AMERICA APTS LP 82000.0 78256.69 CORP Long
842400GE7 842400GE7 SOUTHERN CALIFORNIA EDISON CO 2937000.0 2086604.07 CORP Long
N/A N/A BNP PARIBAS 1.0 -1276.54 CORP N/A
3138WDER8 3138WDER8 FNMA GTD MTG PASS THRU CTF 551936.8075 519495.62 USGSE Long
31396WMD5 31396WMD5 FEDERAL NAT MTG ASN GTD REM PA 2677.8227 2769.42 USGSE Long
N/A N/A PRA HEALTH SCIENCES INC 59901.2706 59988.73 CORP Long
36202FM78 36202FM78 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 13088.4697 12297.68 USGA Long
71654QBV3 71654QBV3 PETROLEOS MEXICANOS 300000.0 287670.0 CORP Long
12669FFD0 12669FFD0 CWMBS INC PASS THRU CTFS 272.6136 264.85 CORP Long
3134GXBA1 3134GXBA1 FED HOME LN MTG CORP MTN 1530000.0 1219673.79 USGSE Long
345397ZW6 345397ZW6 FORD MOTOR CREDIT CO LLC 238000.0 226387.07 CORP Long
013092AC5 013092AC5 ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 1120000.0 1075990.72 CORP Long
31292LW92 31292LW92 FED HOME LOAN MTG CORP - GOLD 310081.6635 274153.12 USGSE Long
690732AE2 690732AE2 OWENS and MINOR INC 35000.0 34092.11 CORP Long
3132QWYP8 3132QWYP8 FED HOME LOAN MTG CORP - GOLD 11820.6322 10311.33 USGSE Long
98459HAA0 98459HAA0 YALE-NEW HAVEN HEALTH SERVICES CORPORATION 28000.0 15752.53 CORP Long
47077WAA6 47077WAA6 JANE STREET GRP/JSG FIN 326000.0 291790.8 CORP Long
3132DWCU5 3132DWCU5 FED HOME LOAN MTG CORP - GOLD 994860.971 810235.87 USGSE Long
1248EPCD3 1248EPCD3 CCO HLDGS LLC/CCO HLDGS CAP CORP 2575000.0 2253541.12 CORP Long
476556DD4 476556DD4 JERSEY CENTRAL POWR and LIGHT CO 2060000.0 1667219.14 CORP Long
986252AQ7 986252AQ7 GENERATE CLO 4 LTD 481411.649 480735.27 CORP Long
224050AE4 224050AE4 COX ENTERPRISES INC 3445000.0 3577636.57 CORP Long
38141GA53 38141GA53 GOLDMAN SACHS GROUP INC (THE) 2331000.0 2463513.43 CORP Long
898813AV2 898813AV2 TUCSON ELECTRIC POWER CO 133000.0 124665.83 MUN Long
3140XDV37 3140XDV37 FNMA GTD MTG PASS THRU CTF 3391749.191 2888903.38 USGSE Long
12668BFL2 12668BFL2 CWALT INC 8797.7742 5293.12 CORP Long
75884RBA0 75884RBA0 REGENCY CTRS LP 177000.0 157817.47 CORP Long
N/A N/A GUATEMALA, REP OF 747000.0 577916.55 NUSS Long
55608JAP3 55608JAP3 MACQUARIE GROUP LTD 23000.0 22221.76 CORP Long
36179RJD2 36179RJD2 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 88607.9822 78456.49 USGA Long
914886AH9 914886AH9 UNIVERSITY SOUTHN CALIF 1082000.0 1030889.64 CORP Long
3140XCKY3 3140XCKY3 FNMA GTD MTG PASS THRU CTF 102728.16 84689.73 USGSE Long
3137H5KC0 3137H5KC0 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 3220920.467 2803265.0 USGSE Long
64033HAA7 64033HAA7 NELNET STUDENT LOAN TRUST 2006-1 5040316.72 4936520.97 CORP Long
92348KBL6 92348KBL6 VERIZON MASTER TRUST 2100000.0 2081192.82 CORP Long
30295RAS0 30295RAS0 FREMF 2016-K59 MTG TR 137909.0 129910.43 CORP Long
500255AU8 500255AU8 KOHLS CORP 20000.0 19240.0 CORP Long
67077MAX6 67077MAX6 NUTRIEN LTD 90000.0 66737.59 CORP Long
N/A N/A EG GLOBAL FINANCE PLC 3800000.0 4239211.16 CORP Long
64110LAU0 64110LAU0 NETFLIX INC 518000.0 521388.29 CORP Long
31307RCV5 31307RCV5 FED HOME LOAN MTG CORP - GOLD 19484.1576 18502.07 USGSE Long
N/A N/A GERMANY FEDERAL REPUBLIC OF 330000.0 363554.26 NUSS Long
74456QCL8 74456QCL8 PUBLIC SERVICE ELEC and GAS CO 2890000.0 2776986.87 CORP Long
3140LHNF3 3140LHNF3 FNMA GTD MTG PASS THRU CTF 6000000.0 5483432.4 USGSE Long
3138W9CS7 3138W9CS7 FNMA GTD MTG PASS THRU CTF 9726.337 8833.54 USGSE Long
31283LA55 31283LA55 FED HOME LOAN MTG CORP - GOLD 2834.8012 2904.01 USGSE Long
31418CRE6 31418CRE6 FNMA GTD MTG PASS THRU CTF 361134.3857 345141.51 USGSE Long
29336TAC4 29336TAC4 ENLINK MIDSTREAM LLC 595000.0 577298.53 CORP Long
92916PAF1 92916PAF1 VOYA CLO 2017-3A LTD 250000.0 238571.25 CORP Long
3132DWAH6 3132DWAH6 FED HOME LOAN MTG CORP - GOLD 211658.049 180543.13 USGSE Long
404280CF4 404280CF4 HSBC HOLDINGS PLC 1855000.0 1797099.94 CORP Long
3140QLPR1 3140QLPR1 FNMA GTD MTG PASS THRU CTF 4491025.38 3660393.17 USGSE Long
38377LAL2 38377LAL2 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 1500646.123 1438404.27 USGA Long
31417EMS7 31417EMS7 FNMA GTD MTG PASS THRU CTF 62628.3 55354.55 USGSE Long
06738EAW5 06738EAW5 BARCLAYS PLC 6667000.0 6284692.62 CORP Long
31418DYH9 31418DYH9 FNMA GTD MTG PASS THRU CTF 39145.988 32345.59 USGSE Long
3133KRVL5 3133KRVL5 FEDERAL HOME LOAN MORTGAGE COR PORATION 5011258.89 4985630.31 USGSE Long
00256DAA0 00256DAA0 AASET 2019-1 TRUST 1655847.64 1241900.96 CORP Long
93935HAB3 93935HAB3 WASHINGTON MUT MTG PASS THRU CTFS WMALT SER 2006 7 TR 2024463.6479 590779.59 CORP Long
415864AM9 415864AM9 ENVIRI CORP 32000.0 27850.24 CORP Long
988498AP6 988498AP6 YUM BRANDS INC 310000.0 278768.11 CORP Long
796253Y30 796253Y30 SAN ANTONIO TX ELEC and GAS REV 230000.0 237361.82 MUN Long
36179WLN6 36179WLN6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 47813.266 38621.74 USGA Long
458140BJ8 458140BJ8 INTEL CORP 49000.0 33800.91 CORP Long
3140QQBZ7 3140QQBZ7 FNMA GTD MTG PASS THRU CTF 3648745.248 3421596.63 USGSE Long
3138WJMB1 3138WJMB1 FNMA GTD MTG PASS THRU CTF 158823.857 137758.95 USGSE Long
210518DD5 210518DD5 CONSUMERS ENERGY CO 14000.0 11679.22 CORP Long
3137AC7K9 3137AC7K9 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 350260.15 358080.34 USGSE Long
816851BM0 816851BM0 SEMPRA 3845000.0 3116019.53 CORP Long
576323AQ2 576323AQ2 MASTEC INC 43000.0 38395.49 CORP Long
36242DCH4 36242DCH4 GS MTG SECS CORP 697.0192 660.52 CORP Long
30298XAG0 30298XAG0 FREMF 2019-KW10 MORTGAGE TRUST 268271.0 233293.21 CORP Long
38937LAC5 38937LAC5 GRAY OAK PIPELINE LLC 109000.0 102061.9 CORP Long
3132H7EG5 3132H7EG5 FED HOME LOAN MTG CORP - GOLD 71364.1166 66457.85 USGSE Long
31417EZA2 31417EZA2 FNMA GTD MTG PASS THRU CTF 1067066.5011 940953.33 USGSE Long
3136BA7B4 3136BA7B4 FEDERAL NAT MTG ASN GTD REM PA 64483.364 57342.86 USGSE Long
07384YLJ3 07384YLJ3 BEAR STEARNS ASSET BCKD SEC TR 3049.6725 2722.16 CORP Long
049560AL9 049560AL9 ATMOS ENERGY CORP 17000.0 14099.3 CORP Long
3140MHSH3 3140MHSH3 FNMA GTD MTG PASS THRU CTF 8516418.06 6930628.65 USGSE Long
05526DBB0 05526DBB0 BAT CAPITAL CORP 871000.0 815331.77 CORP Long
12662PAD0 12662PAD0 CVR ENERGY INC 40000.0 36988.4 CORP Long
31418CDH4 31418CDH4 FNMA GTD MTG PASS THRU CTF 519836.31 483902.21 USGSE Long
31417BF28 31417BF28 FNMA GTD MTG PASS THRU CTF 509766.676 463827.57 USGSE Long
51507KAD8 51507KAD8 LENDING FUNDING TRUST 2020-2 3455000.0 3051464.29 CORP Long
3140XLSQ2 3140XLSQ2 FNMA GTD MTG PASS THRU CTF 248496.1517 231568.99 USGSE Long
26885BAN0 26885BAN0 EQM MIDSTREAM PARTNERS LP 255000.0 263138.76 CORP Long
05610MAC6 05610MAC6 BX COML MTG TR 2022-CSMO 5158800.0 5149089.07 CORP Long
46284VAN1 46284VAN1 IRON MOUNTAIN INC 39000.0 33753.66 CORP Long
87190CAW0 87190CAW0 TCW CLO 2020-1 LTD / TCW CLO 2020-1 LLC 5500000.0 5450401.0 CORP Long
466247JX2 466247JX2 JP MORGAN MTG TR 609.4089 537.75 CORP Long
87332PAA8 87332PAA8 TYSN 2023-CRNR 100000.0 100910.4 CORP Long
072863AJ2 072863AJ2 BAYLOR SCOTT and WHITE HLDGS 120000.0 75966.26 CORP Long
159864AE7 159864AE7 CHARLES RIVER LABORATORIES INTERNATIONAL INC 330000.0 305808.66 CORP Long
00091KAC9 00091KAC9 ACC TRUST 2021-1 91829.1615 90477.38 CORP Long
78397EAE6 78397EAE6 SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST 1097373.3139 874136.64 CORP Long
00774MAV7 00774MAV7 AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3899000.0 3551957.92 CORP Long
15135BAZ4 15135BAZ4 CENTENE CORP DEL 2980000.0 2372080.0 CORP Long
21684AAC0 21684AAC0 COOPERATIEVE RABOBANK UA 7713000.0 7481270.71 CORP Long
22535GAC6 22535GAC6 CREDIT ACCEPTANCE AUTO LOAN TRUST 2021-3 250000.0 236069.05 CORP Long
14317XAU0 14317XAU0 CARLYLE US CLO 2020-1 250000.0 247651.5 CORP Long
77340RAR8 77340RAR8 ROCKIES EXPRESS PIPELINE LLC 245000.0 226145.98 CORP Long
25160PAN7 25160PAN7 DEUTSCHE BANK AG NEW YORK BNCH 945000.0 963876.01 CORP Long
84850XAK8 84850XAK8 SPIN HOLDCO INC 965617.176 835432.67 CORP Long
N/A N/A BANK OF AMERICA, N.A. 1.0 -1536.05 CORP N/A
68245XAH2 68245XAH2 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC 186000.0 171200.65 CORP Long
312926KB3 312926KB3 FED HOME LOAN MTG CORP - GOLD 961367.4674 956439.21 USGSE Long
3133KRJV7 3133KRJV7 FEDERAL HOME LOAN MORTGAGE COR PORATION 748014.42 759056.91 USGSE Long
46647PAJ5 46647PAJ5 JPMORGAN CHASE and CO 4300000.0 3608741.12 CORP Long
406216AS0 406216AS0 HALLIBURTON CO 8000.0 9006.53 CORP Long
12668PAD4 12668PAD4 CWALT ALTERNATIVE LN TR SER 2006 OA17 991548.4346 845087.81 CORP Long
42250PAA1 42250PAA1 HEALTHPEAK OP LLC 1679000.0 1442018.64 CORP Long
92556VAD8 92556VAD8 VIATRIS INC 5898000.0 4790295.68 CORP Long
25461LAA0 25461LAA0 DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC 495000.0 445421.39 CORP Long
3136FAAA8 3136FAAA8 FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES 7279.93 6176.83 USGSE Long
31418DU83 31418DU83 FNMA GTD MTG PASS THRU CTF 4531674.724 3986508.82 USGSE Long
3132D56B3 3132D56B3 FED HOME LOAN MTG CORP - GOLD 1795561.298 1532064.29 USGSE Long
86765LAN7 86765LAN7 SUNOCO LP / SUNOCO FIN CORP 215000.0 210560.79 CORP Long
3617K1XL2 3617K1XL2 GNMA GUARANTEED PASS THRU CERT 140218.6971 137714.46 USGA Long
3138WCQ97 3138WCQ97 FNMA GTD MTG PASS THRU CTF 7801.6723 7512.25 USGSE Long
3140F3LR7 3140F3LR7 FNMA GTD MTG PASS THRU CTF 26018.9659 24907.37 USGSE Long
3138EBJS5 3138EBJS5 FNMA GTD MTG PASS THRU CTF 43877.3345 39976.77 USGSE Long
3132GJWC9 3132GJWC9 FED HOME LOAN MTG CORP - GOLD 266770.6864 256228.92 USGSE Long
31417DV42 31417DV42 FNMA GTD MTG PASS THRU CTF 65217.0201 59347.47 USGSE Long
46647PBV7 46647PBV7 JPMORGAN CHASE and CO 22775000.0 15203546.91 CORP Long
883203CC3 883203CC3 TEXTRON INC 3784000.0 3101827.71 CORP Long
75620TAW8 75620TAW8 RECETTE CLO LTD 4700000.0 4653126.9 CORP Long
896288AC1 896288AC1 TRINET GROUP INC 110000.0 111100.0 CORP Long
3138LECJ8 3138LECJ8 FNMA GTD MTG PASS THRU CTF 102502.5667 92685.51 USGSE Long
92922FAS7 92922FAS7 WAMU MTG PASS THROUGH CTFS 1701.7263 1585.38 CORP Long
25470DBG3 25470DBG3 DISCOVERY COMMUNICATIONS LLC 7695000.0 6276975.4 CORP Long
69867DAA6 69867DAA6 CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 382000.0 379897.09 CORP Long
31417D4J9 31417D4J9 FNMA GTD MTG PASS THRU CTF 716894.045 652951.97 USGSE Long
00217GAB9 00217GAB9 APTIV PLC / APTIV CORP 1115000.0 947780.76 CORP Long
3138WQKL5 3138WQKL5 FNMA GTD MTG PASS THRU CTF 638344.4432 538920.76 USGSE Long
3137H62Q7 3137H62Q7 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 690211.038 592903.64 USGSE Long
62954HAU2 62954HAU2 NXP B V/NXP FDG LLC/NXP USA INC 146000.0 103625.69 CORP Long
31335B7H3 31335B7H3 FED HOME LOAN MTG CORP - GOLD 201872.69 194636.6 USGSE Long
3140J9FS5 3140J9FS5 FNMA GTD MTG PASS THRU CTF 839217.0607 780477.41 USGSE Long
25277BAG3 25277BAG3 DIAMOND SPORTS GROUP LLC 3283417.08 69772.61 CORP Long
209111FT5 209111FT5 CONSOLIDATED EDISON CO OF NEW YORK INC 139000.0 117290.34 CORP Long
12566LAB0 12566LAB0 CIM TRUST 6447317.04 5579991.72 CORP Long
00206RGQ9 00206RGQ9 AT and T INC 3709000.0 3509158.75 CORP Long
62955MAA4 62955MAA4 NRZ FHT EXCESS LLC 801644.0738 760132.94 CORP Long
3128M9ED0 3128M9ED0 FED HOME LOAN MTG CORP - GOLD 251828.6505 223490.83 USGSE Long
31418DSH6 31418DSH6 FNMA GTD MTG PASS THRU CTF 6278831.2975 4925154.2 USGSE Long
42307TAH1 42307TAH1 KRAFT HEINZ FOODS CO 9093000.0 10067000.24 CORP Long
05608VAN6 05608VAN6 BX 2021-MFM1 44833.9813 42874.85 CORP Long
08162WBA3 08162WBA3 BENCHMARK 2020-B19 MTG TR 5800000.0 5039433.24 CORP Long
91282CGQ8 91282CGQ8 UST NOTES 57900000.0 56703550.93 UST Long
21036PBC1 21036PBC1 CONSTELLATION BRANDS INC 292000.0 285449.02 CORP Long
3128P7TM5 3128P7TM5 FED HOME LOAN MTG CORP - GOLD 2389071.9822 2276411.95 USGSE Long
31394FGT6 31394FGT6 FEDERAL NAT MTG ASN GTD REM PA 157924.6232 157949.24 USGSE Long
12659AAH9 12659AAH9 CREDIT SUISSE MORTGAGE TRUST 7793035.5608 5657427.42 CORP Long
26863LAE4 26863LAE4 ELP COMMERCIAL MORTGAGE TRUST 2021-ELP 973866.44 949419.67 CORP Long
3132KE6E0 3132KE6E0 FED HOME LOAN MTG CORP - GOLD 283394.6376 266497.66 USGSE Long
N/A N/A CHICAGO BOARD OF TRADE -431.0 -246764.74 CORP N/A
N/A N/A LONDON CLEARING HOUSE 1407376.0 36365.07 CORP N/A
202712BK0 202712BK0 COMMONWEALTH BANK AUSTRALIA 3419000.0 2928559.7 CORP Long
302491AX3 302491AX3 FMC CORP 1210000.0 1138511.83 CORP Long
N/A N/A MOBICO GROUP PLC 320000.0 349042.18 CORP Long
35563FAB7 35563FAB7 FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK 893281.0 837988.96 CORP Long
31556TAC3 31556TAC3 FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 801000.0 675923.44 CORP Long
258620202 258620202 DOUBLELINE FDS TR 194744306.881 1661168937.69 RF Long
744533BP4 744533BP4 PUBLIC SERVICE CO OF OK 70000.0 44123.88 CORP Long
02361DAT7 02361DAT7 AMEREN ILL CO 520000.0 449102.04 CORP Long
00178XAF0 00178XAF0 AMSR 2019-SFR1 TRUST 576000.0 511011.42 CORP Long
3128MJY38 3128MJY38 FED HOME LOAN MTG CORP - GOLD 201388.6 193359.1 USGSE Long
019736AF4 019736AF4 ALLISON TRANSMISSION INC 326000.0 315525.16 CORP Long
92858RAA8 92858RAA8 VMED O2 UK FINANCING I 495000.0 416134.03 CORP Long
29001LAL5 29001LAL5 ELMWOOD CLO II LTD 30000000.0 29937960.0 CORP Long
3138MGV44 3138MGV44 FNMA GTD MTG PASS THRU CTF 11734.7813 11071.49 USGSE Long
22550L2K6 22550L2K6 CREDIT SUISSE AG NY BRNCH 1694000.0 1660222.81 CORP Long
3132DVLA1 3132DVLA1 FED HOME LOAN MTG CORP - GOLD 5787274.618 4792854.17 USGSE Long
36179U6T4 36179U6T4 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 292304.9537 245721.45 USGA Long
3133KMFP5 3133KMFP5 FED HOME LOAN MTG CORP - GOLD 3038826.458 2489129.19 USGSE Long
810186AX4 810186AX4 SCOTTS MIRACLE GRO CO (THE) 2921000.0 2344178.8 CORP Long
94988J6D4 94988J6D4 WELLS FARGO BANK NATIONAL ASSOCIATION 1537000.0 1545895.54 CORP Long
31410KJ47 31410KJ47 FNMA GTD MTG PASS THRU CTF 68494.1577 68097.41 USGSE Long
31418A5K0 31418A5K0 FNMA GTD MTG PASS THRU CTF 6894.4852 6070.56 USGSE Long
11135FBQ3 11135FBQ3 BROADCOM INC 638000.0 487479.75 CORP Long
22003BAN6 22003BAN6 CORPOARATE OFFICE PPTYS LP 600000.0 474773.94 CORP Long
3137H73Q4 3137H73Q4 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 643616.0 528675.71 USGSE Long
53218DAE8 53218DAE8 LIFE FINANCIAL SERVICES TRUST 2022 6596000.0 6389175.82 CORP Long
N/A N/A ING GROEP NV 700000.0 768853.27 CORP Long
31335AK80 31335AK80 FED HOME LOAN MTG CORP - GOLD 919054.299 887006.23 USGSE Long
78404XAH8 78404XAH8 SBA SENIOR FINANCE II LLC 693912.9 694440.27 CORP Long
53218DAA6 53218DAA6 LIFE FINANCIAL SERVICES TRUST 2022 12656000.0 12393918.29 CORP Long
023551AF1 023551AF1 HESS CORP 5583000.0 6290677.13 CORP Long
61767FBA8 61767FBA8 MORGAN STANLEY CAPITAL I 13840000.0 12669361.59 CORP Long
3140E2UH2 3140E2UH2 FNMA GTD MTG PASS THRU CTF 115184.2657 107194.12 USGSE Long
36177YB47 36177YB47 GNMA GUARANTEED PASS THRU CERT 24630.2372 22948.54 USGA Long
42770XAA5 42770XAA5 HERO FUNDING TRUST 2016-3 15892.109 14030.61 CORP Long
3138Y8GB0 3138Y8GB0 FNMA GTD MTG PASS THRU CTF 63663.6204 61222.27 USGSE Long
N/A N/A LEVIATHAN BOND LTD 31888.0 30771.92 CORP Long
12477BAA2 12477BAA2 CAMB COMMERCIAL MORTGAGE TRUST 2021-CX2 7000000.0 5486937.4 CORP Long
95001MAG5 95001MAG5 WELLS FARGO COML MTG TR 2017-C38 1110000.0 999458.99 CORP Long
01F0406C6 01F0406C6 FNMA/FHLG TBA ISSUER -8021900.0 -7288025.3 USGA Short
69335PEQ4 69335PEQ4 PFS FINANCING CORP 1047000.0 1017822.73 CORP Long
31419EHJ1 31419EHJ1 FNMA GTD MTG PASS THRU CTF 10148.6163 9747.91 USGSE Long
29362UAC8 29362UAC8 ENTEGRIS INC 444000.0 414309.72 CORP Long
912810RN0 912810RN0 UNITED STATES TREASURY BOND 4692900.0 3508859.32 UST Long
N/A N/A DOMINICAN REPUBLIC 500000.0 502545.0 NUSS Long
30259RAM7 30259RAM7 FMC GMSR ISSUER TR 4292553.0 4061481.44 CORP Long
3620A5A90 3620A5A90 GNMA GUARANTEED PASS THRU CERT 31185.3764 29865.29 USGA Long
886065AA9 886065AA9 THUNDERBOLT AIRCRAFT LEASE LIM 7278274.3005 6259970.94 CORP Long
3136AR6G8 3136AR6G8 FEDERAL NAT MTG ASN GTD REM PA 239051.9769 218013.2 USGSE Long
61747YFH3 61747YFH3 MORGAN STANLEY 4173000.0 4321073.02 CORP Long
3617BFR95 3617BFR95 GNMA GUARANTEED PASS THRU CERT 67572.6187 66513.62 USGA Long
3137H9ZV4 3137H9ZV4 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 900000.0 850459.86 USGSE Long
3138W9KT6 3138W9KT6 FNMA GTD MTG PASS THRU CTF 319498.2788 281133.6 USGSE Long
74456QAU0 74456QAU0 PUBLIC SERVICE ELEC and GAS CO 12000.0 11426.26 CORP Long
30161MAG8 30161MAG8 CONSTELLATION ENERGY GENERATION LLC 45000.0 45288.09 CORP Long
06051GHZ5 06051GHZ5 BANK OF AMERICA CORPORATION 16862000.0 13995674.48 CORP Long
04017WAC6 04017WAC6 ARES CLO 7102000.0 7101921.88 CORP Long
14688GAD6 14688GAD6 CARVANA AUTO RECEIVABLES 1418000.0 1419732.09 CORP Long
722844AA5 722844AA5 PINE STR TR I 7798000.0 7229829.61 CORP Long
13057QAH0 13057QAH0 CALIFORNIA RESOURCES CORPORATION 228000.0 229379.4 CORP Long
92826CAK8 92826CAK8 VISA INC 183000.0 134203.39 CORP Long
N/A N/A LONDON CLEARING HOUSE -14620000.0 -196900.0 CORP N/A
853254BZ2 853254BZ2 STANDARD CHARTERED PLC 200000.0 180724.0 CORP Long
817565CE2 817565CE2 SERVICE CORP INTERNATIONAL INC 565000.0 539575.0 CORP Long
337932AM9 337932AM9 FIRSTENERGY CORP 207000.0 136211.69 CORP Long
29364WAY4 29364WAY4 ENTERGY LOUISIANA LLC 1070000.0 986388.15 CORP Long
N/A N/A BANK OF AMERICA, N.A. 1.0 -7483.82 CORP N/A
651229AW6 651229AW6 NEWELL BRANDS INC 456000.0 440198.73 CORP Long
01F062614 01F062614 FNMA/FHLG TBA ISSUER 17675000.0 17954614.97 USGA Long
3140QPYC5 3140QPYC5 FNMA GTD MTG PASS THRU CTF 15650211.3 15249317.05 USGSE Long
05526DBK0 05526DBK0 BAT CAPITAL CORP 1055000.0 787327.51 CORP Long
37185LAK8 37185LAK8 GENESIS ENERGY LP/ FIN CORP 31000.0 30354.6 CORP Long
17181TAA9 17181TAA9 CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC 2500000.0 2500085.0 CORP Long
35563P4Q9 35563P4Q9 SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 146090.6526 109135.74 CORP Long
3137H5ZA8 3137H5ZA8 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 444934.489 394710.33 USGSE Long
92660FAK0 92660FAK0 VIDEOTRON LTD 120000.0 116101.8 CORP Long
50247VAC3 50247VAC3 LYB INTERNATIONAL FINANCE BV 1000000.0 839721.97 CORP Long
31412YFS6 31412YFS6 FNMA GTD MTG PASS THRU CTF 83773.7298 85976.92 USGSE Long
3138LXQK8 3138LXQK8 FNMA GTD MTG PASS THRU CTF 44573.5511 41638.48 USGSE Long
15189XAV0 15189XAV0 CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 111000.0 91294.23 CORP Long
961214EM1 961214EM1 WESTPAC BANKING CORP 58000.0 55402.79 CORP Long
3140HFFD6 3140HFFD6 FNMA GTD MTG PASS THRU CTF 71171.7147 66368.09 USGSE Long
023771R91 023771R91 AMERICAN AIRLINES INC 26217.2388 23313.17 CORP Long
36184HLS1 36184HLS1 GNMA GUARANTEED PASS THRU CERT 175136.5665 154495.39 USGA Long
02376CBJ3 02376CBJ3 AADVANTAGE LOYALTY IP LTD 182840.0005 185354.05 CORP Long
3140KSZW0 3140KSZW0 FNMA GTD MTG PASS THRU CTF 31275337.83 24376192.21 USGSE Long
3133AMPQ3 3133AMPQ3 FED HOME LOAN MTG CORP - GOLD 164134.216 121880.91 USGSE Long
817826AF7 817826AF7 7 ELEVEN INC 102000.0 65421.6 CORP Long
3138MB6G6 3138MB6G6 FNMA GTD MTG PASS THRU CTF 194860.36 173871.7 USGSE Long
29366WAA4 29366WAA4 ENTERGY MISSISSIPPI LLC 14000.0 10289.54 CORP Long
N/A N/A GOLDMAN SACHS and CO LLC (GOV REPO) 2960000.0 -69564.44 CORP N/A
3140XFJ85 3140XFJ85 FNMA GTD MTG PASS THRU CTF 5661636.949 4455177.22 USGSE Long
3133GCH62 3133GCH62 FED HOME LOAN MTG CORP - GOLD 1379065.524 1210145.58 USGSE Long
3137FNAG5 3137FNAG5 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 13852588.73 580855.67 USGSE Long
36179VZR4 36179VZR4 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 914802.6434 767441.75 USGA Long
880779BA0 880779BA0 TEREX CORP 180000.0 165046.5 CORP Long
3617K53Y8 3617K53Y8 GNMA GUARANTEED PASS THRU CERT 875654.843 809864.62 USGA Long
3132QUUJ0 3132QUUJ0 FED HOME LOAN MTG CORP - GOLD 52186.4149 47114.93 USGSE Long
91740PAC2 91740PAC2 USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 115000.0 114350.42 CORP Long
04410RAA4 04410RAA4 ASHFORD HOSPITALITY TRUST 2018-ASHF 2892923.84 2838163.68 CORP Long
27830XAL0 27830XAL0 EATON VANCE CLO 2019-1 LTD 2460000.0 2451522.84 CORP Long
23345MAC1 23345MAC1 DT MIDSTREAM INC 40000.0 34677.2 CORP Long
748148PD9 748148PD9 QUEBEC PROVINCE CDA 645000.0 646721.89 NUSS Long
36179WTY4 36179WTY4 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 4479601.9058 3743307.21 USGA Long
3132D9E67 3132D9E67 FED HOME LOAN MTG CORP - GOLD 673759.597 577358.88 USGSE Long
91282CGJ4 91282CGJ4 UST NOTES 63400000.0 60423172.19 UST Long
31419AJK4 31419AJK4 FNMA GTD MTG PASS THRU CTF 298928.9708 305898.41 USGSE Long
3140LJR40 3140LJR40 FNMA GTD MTG PASS THRU CTF 5450738.3 5141533.18 USGSE Long
20826FAV8 20826FAV8 CONOCOPHILLIPS COMPANY 390000.0 297153.67 CORP Long
978097AG8 978097AG8 WOLVERINE WORLD WIDE INC 170000.0 130986.7 CORP Long
573874AJ3 573874AJ3 MARVELL TECHNOLOGY INC 100000.0 83806.94 CORP Long
3138LDLB7 3138LDLB7 FNMA GTD MTG PASS THRU CTF 117021.0 111110.14 USGSE Long
12527DAF7 12527DAF7 CFCRE COML MTG TR 2011-C2 81242.7319 74337.1 CORP Long
3132QWN62 3132QWN62 FED HOME LOAN MTG CORP - GOLD 20437.5912 18425.92 USGSE Long
05454NAA7 05454NAA7 AXALTA COATING SYSTEMS LLC / AXALTA COATING SYSTEMS DUTCH HOLDING B BV 543000.0 514813.85 CORP Long
3140XAWE8 3140XAWE8 FNMA GTD MTG PASS THRU CTF 5238418.971 4127055.38 USGSE Long
708696BX6 708696BX6 PENNSYLVANIA ELECTRIC CO. 330000.0 321522.67 CORP Long
08162YAK8 08162YAK8 BENCHMARK 2019-B14 MTG TR 22590835.485 607178.4 CORP Long
3140QB3Q9 3140QB3Q9 FNMA GTD MTG PASS THRU CTF 5986813.692 5144136.14 USGSE Long
3617KJAS3 3617KJAS3 GNMA GUARANTEED PASS THRU CERT 165741.5343 158827.91 USGA Long
3138ASDC3 3138ASDC3 FNMA GTD MTG PASS THRU CTF 57564.0333 55221.59 USGSE Long
3140FRKJ3 3140FRKJ3 FNMA GTD MTG PASS THRU CTF 81367.1921 73004.82 USGSE Long
3140GTWR7 3140GTWR7 FNMA GTD MTG PASS THRU CTF 512083.5638 457854.78 USGSE Long
29374LAB6 29374LAB6 ENTERPRISE FLEET FING 2023-3 LLC 4790000.0 4849466.89 CORP Long
694308KH9 694308KH9 PACIFIC GAS and ELECTRIC CO 820000.0 827203.3 CORP Long
3617YCC51 3617YCC51 GNMA GUARANTEED PASS THRU CERT 635797.5578 648344.7 USGA Long
90138FAC6 90138FAC6 TWILIO INC 210000.0 185039.38 CORP Long
3132D9F25 3132D9F25 FED HOME LOAN MTG CORP - GOLD 344566.145 295912.1 USGSE Long
882926AA6 882926AA6 TEXAS INSTRUMENTS INC. 256000.0 243014.12 CORP Long
716973AG7 716973AG7 PFIZER INVESTMENT ENTERPRISES PTE LTD 1569000.0 1529829.76 CORP Long
31419LTD5 31419LTD5 FNMA GTD MTG PASS THRU CTF 69520.3109 66657.92 USGSE Long
95001XBF2 95001XBF2 WELLS FARGO COML MTG TR 2019-C50 9310534.8263 494435.02 CORP Long
3140QMTF1 3140QMTF1 FNMA GTD MTG PASS THRU CTF 4506425.337 3546134.04 USGSE Long
06051GLS6 06051GLS6 BANK OF AMERICA CORPORATION 4278000.0 4316147.1 CORP Long
3140KSK55 3140KSK55 FNMA GTD MTG PASS THRU CTF 353794.192 291227.88 USGSE Long
74165HAB4 74165HAB4 PRIME HEALTHCARE SERVICES 1325000.0 1244277.38 CORP Long
866677AE7 866677AE7 SUN CMNTYS OPER LTD PRTNRSHP 11527000.0 9129913.55 CORP Long
25714PEP9 25714PEP9 DOMINICAN REPUBLIC 2505000.0 2365346.25 NUSS Long
53944YAR4 53944YAR4 LLOYDS BANKING GROUP PLC 200000.0 193183.6 CORP Long
23343JAG1 23343JAG1 DT AUTO OWNER TR 2019-4 17972.9191 17877.21 CORP Long
3140HEXK3 3140HEXK3 FNMA GTD MTG PASS THRU CTF 15827.359 14655.25 USGSE Long
N/A N/A EUROPEAN UNION 505000.0 445287.21 NUSS Long
95001YAC8 95001YAC8 WELLS FARGO COML MTG TR 2019-C54 2700000.0 2497645.53 CORP Long
29444UBH8 29444UBH8 EQUINIX INC 80000.0 65057.98 CORP Long
3138WLCE1 3138WLCE1 FNMA GTD MTG PASS THRU CTF 299655.727 278588.16 USGSE Long
12327AAC2 12327AAC2 BUSINESS JET SECURITIES 2022-1 LLC 487715.8482 445523.55 CORP Long
084664DB4 084664DB4 BERKSHIRE HATHAWAY FIN CORP 374000.0 292367.92 CORP Long
36179TCY9 36179TCY9 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1265585.3308 1186713.93 USGA Long
12559QAJ1 12559QAJ1 CIT MTG LN TR 2007-1 1824000.0 1526157.22 CORP Long
3133AWDN1 3133AWDN1 FED HOME LOAN MTG CORP - GOLD 278899.748 219467.94 USGSE Long
00130HCB9 00130HCB9 AES CORP 10697000.0 10212068.19 CORP Long
91282CDK4 91282CDK4 UST NOTES 209470000.0 190789530.34 UST Long
31393WDL0 31393WDL0 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 161.4782 207.83 USGSE Long
3128MFY28 3128MFY28 FED HOME LOAN MTG CORP - GOLD 747602.897 698983.22 USGSE Long
31418DVA7 31418DVA7 FNMA GTD MTG PASS THRU CTF 8038939.0606 6300769.3 USGSE Long
31307UCF3 31307UCF3 FED HOME LOAN MTG CORP - GOLD 69418.6924 65557.62 USGSE Long
3132QQF98 3132QQF98 FED HOME LOAN MTG CORP - GOLD 85836.6285 77602.3 USGSE Long
36202EB99 36202EB99 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 288892.7751 285055.93 USGA Long
89364MBZ6 89364MBZ6 TRANSDIGM INC 798799.46 798975.2 CORP Long
172967LD1 172967LD1 CITIGROUP INC 615000.0 585192.36 CORP Long
3132J62W3 3132J62W3 FED HOME LOAN MTG CORP - GOLD 41693.2042 36932.3 USGSE Long
3132FCFU4 3132FCFU4 FED HOME LOAN MTG CORP - GOLD 158424.341 146592.07 USGSE Long
10373QBS8 10373QBS8 BP CAP MARKETS AMERICA INC 373000.0 243232.66 CORP Long
31418ECS7 31418ECS7 FNMA GTD MTG PASS THRU CTF 15390191.4443 13519924.59 USGSE Long
31416RRB1 31416RRB1 FNMA GTD MTG PASS THRU CTF 145035.8043 139645.78 USGSE Long
23338VAP1 23338VAP1 DTE ELEC CO 172000.0 114987.6 CORP Long
3136BG6S5 3136BG6S5 FEDERAL NAT MTG ASN GTD REM PA 231066.137 183703.31 USGSE Long
65473PAH8 65473PAH8 NISOURCE INC 11346000.0 10036194.16 CORP Long
126650CX6 126650CX6 CVS HEALTH CORP 152000.0 147047.77 CORP Long
91835EAA7 91835EAA7 VOLT XCVII LLC 342939.51 323112.02 CORP Long
911365BG8 911365BG8 UNITED RENTALS NORTH AMER INC 2625000.0 2524697.15 CORP Long
31418DPA4 31418DPA4 FNMA GTD MTG PASS THRU CTF 91591.629 79517.21 USGSE Long
3138WGGZ1 3138WGGZ1 FNMA GTD MTG PASS THRU CTF 387933.7978 361023.45 USGSE Long
58933YBN4 58933YBN4 MERCK and CO INC 99000.0 96295.52 CORP Long
12769GAA8 12769GAA8 CAESARS ENTERTAINMENT INC 875000.0 768867.1 CORP Long
42806MCA5 42806MCA5 HERTZ VEHICLE FINANCING LLC 2021 1197000.0 1197175.0 CORP Long
3133WJC49 3133WJC49 FED HOME LOAN MTG CORP - GOLD 814444.661 752130.69 USGSE Long
77578JAC2 77578JAC2 ROLLS-ROYCE PLC 165000.0 163028.51 CORP Long
3136ADB57 3136ADB57 FEDERAL NAT MTG ASN GTD REM PA 5100767.22 4563730.39 USGSE Long
3132D6A83 3132D6A83 FED HOME LOAN MTG CORP - GOLD 416351.761 354081.53 USGSE Long
3138ASLE0 3138ASLE0 FNMA GTD MTG PASS THRU CTF 63115.8331 60709.75 USGSE Long
3140XJJ46 3140XJJ46 FNMA GTD MTG PASS THRU CTF 513682.493 496510.91 USGSE Long
595620AS4 595620AS4 MIDAMERICAN ENERGY CO 58000.0 42609.14 CORP Long
87612GAC5 87612GAC5 TARGA RES CORP 1674000.0 1702060.94 CORP Long
13063DGE2 13063DGE2 CALIFORNIA ST 530000.0 484221.41 MUN Long
92277GAV9 92277GAV9 VENTAS RLTY LTD PARTNERSHIP 13000000.0 12147166.2 CORP Long
37940XAB8 37940XAB8 GLOBAL PAYMENTS INC 175000.0 154210.27 CORP Long
3138XDCL2 3138XDCL2 FNMA GTD MTG PASS THRU CTF 512968.7446 479789.46 USGSE Long
76116FAC1 76116FAC1 RESOLUTION FUNDING CORP 4081000.0 2994029.2 USGSE Long
31396QKF5 31396QKF5 FEDERAL NAT MTG ASN GTD REM PA 3794.0536 584.48 USGSE Long
3140XKJN1 3140XKJN1 FNMA GTD MTG PASS THRU CTF 8493631.056 8032227.29 USGSE Long
3140KYQJ6 3140KYQJ6 FED HOME LOAN MTG CORP - GOLD 195803.534 172615.27 USGSE Long
31393HGW6 31393HGW6 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 3831.6531 3908.59 USGSE Long
91324PDL3 91324PDL3 UNITEDHEALTH GROUP INC 575000.0 478767.36 CORP Long
141781BX1 141781BX1 CARGILL INC 220000.0 187022.28 CORP Long
1248EPCN1 1248EPCN1 CCO HLDGS LLC/CCO HLDGS CAP CORP 3891000.0 3204731.49 CORP Long
3132DWDE0 3132DWDE0 FED HOME LOAN MTG CORP - GOLD 8262819.7915 7004242.78 USGSE Long
74445PAC6 74445PAC6 INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT 1950000.0 1996897.5 CORP Long
N/A N/A ARGENTUM NETHERLANDS BV 3225000.0 3056010.0 CORP Long
690732AF9 690732AF9 OWENS and MINOR INC 320000.0 274000.0 CORP Long
3140XD5M4 3140XD5M4 FNMA GTD MTG PASS THRU CTF 1064129.391 874614.54 USGSE Long
36179MSX9 36179MSX9 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 209865.368 190835.11 USGA Long
59217GFP9 59217GFP9 METROPOLITAN LIFE GLOBAL FUNDING I 920000.0 898205.34 CORP Long
36179XDE3 36179XDE3 GNMA GUARANTEED PASS THRU CERT 4763634.6828 4511336.87 USGA Long
67103HAH0 67103HAH0 OREILLY AUTOMOTIVE INC 600000.0 563013.74 CORP Long
3138AJXT4 3138AJXT4 FNMA GTD MTG PASS THRU CTF 5053.6867 5024.33 USGSE Long
33767JAN2 33767JAN2 FIRSTKEY HOMES 2020-SFR2 570000.0 518840.85 CORP Long
3140XBQM5 3140XBQM5 FNMA GTD MTG PASS THRU CTF 376830.26 321059.72 USGSE Long
364614AC1 364614AC1 GAM RE-REMIC TRUST 2021-FRR1 5000000.0 3601217.5 CORP Long
N/A N/A MORGAN STANLEY 400000.0 444366.63 CORP Long
3132DWED1 3132DWED1 FED HOME LOAN MTG CORP - GOLD 3173026.7514 3066957.54 USGSE Long
3134A4AA2 3134A4AA2 FEDERAL HOME LOAN MORTGAGE COR PORATION 2560000.0 2899211.08 USGSE Long
3133D4JZ7 3133D4JZ7 FED HOME LOAN MTG CORP - GOLD 647603.048 532268.96 USGSE Long
14040HCH6 14040HCH6 CAPITAL ONE FINANCIAL CORP 63000.0 55250.75 CORP Long
3140X82L0 3140X82L0 FNMA GTD MTG PASS THRU CTF 158553.56 139132.54 USGSE Long
74166NAA2 74166NAA2 ADT SECURITY CORP/THE 853000.0 747500.96 CORP Long
3138ENK32 3138ENK32 FNMA GTD MTG PASS THRU CTF 1085034.563 1042667.76 USGSE Long
745310AN2 745310AN2 PUGET ENERGY INC 5488000.0 4805895.82 CORP Long
202795JY7 202795JY7 COMMONWEALTH EDISON CO 363000.0 346016.6 CORP Long
3140HU2Z8 3140HU2Z8 FNMA GTD MTG PASS THRU CTF 465159.0 409776.1 USGSE Long
3138YVER6 3138YVER6 FNMA GTD MTG PASS THRU CTF 979485.6125 883105.89 USGSE Long
3133TCLJ5 3133TCLJ5 FEDERAL HOME LOAN MORTGAGE COR PORATION 125.5862 127.53 USGSE Long
03881CAA9 03881CAA9 ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL1 LTD 1328052.28 1315313.47 CORP Long
836205BE3 836205BE3 SOUTH AFRICA REPUBLIC OF 500000.0 431250.0 NUSS Long
92940PAB0 92940PAB0 WRKCO INC 88000.0 86170.03 CORP Long
45674GAA2 45674GAA2 INEOS QUATTRO FINANCE 2 275000.0 258219.5 CORP Long
644393AA8 644393AA8 NEW FORTRESS ENERGY INC 540000.0 523369.67 CORP Long
126408HT3 126408HT3 CSX CORP 295000.0 173378.77 CORP Long
29278GAP3 29278GAP3 ENEL FINANCE INTL NV 6263000.0 4876462.68 CORP Long
14318XAC9 14318XAC9 CARMAX AUTO OWNER TR 2023-4 3006000.0 3058496.18 CORP Long
3137H7M91 3137H7M91 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 7843000.0 6495293.39 USGSE Long
842400GK3 842400GK3 SOUTHERN CALIFORNIA EDISON CO 139000.0 108100.58 CORP Long
701094AR5 701094AR5 PARKER-HANNIFIN CORP 160000.0 155761.34 CORP Long
N/A N/A VIRGIN MEDIA BRISTOL LLC 500000.0 491605.0 CORP Long
3140E2SN2 3140E2SN2 FNMA GTD MTG PASS THRU CTF 29310.373 26426.28 USGSE Long
312946K96 312946K96 FED HOME LOAN MTG CORP - GOLD 62185.8007 61850.17 USGSE Long
36179NX45 36179NX45 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 887279.4733 787891.13 USGA Long
38383D3B2 38383D3B2 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 1220885.1 998573.4 USGA Long
N/A N/A SAMHALLSBYGGNADSBOLAGET I NORDEN AB 770000.0 118639.43 CORP Long
349553AM9 349553AM9 FORTIS INC 301000.0 281477.8 CORP Long
3132DWG23 3132DWG23 FED HOME LOAN MTG CORP - GOLD 1508139.5116 1514379.29 USGSE Long
3132WDFF6 3132WDFF6 FED HOME LOAN MTG CORP - GOLD 16324.7456 14240.34 USGSE Long
161175BT0 161175BT0 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2730000.0 2030826.83 CORP Long
185899AL5 185899AL5 CLEVELAND-CLIFFS INC 110000.0 94554.14 CORP Long
059165EJ5 059165EJ5 BALTIMORE GAS and ELECTRIC CO 190000.0 140798.77 CORP Long
3140QLRE8 3140QLRE8 FNMA GTD MTG PASS THRU CTF 4581580.676 3752812.59 USGSE Long
05530SAG1 05530SAG1 BAMLL COML MTG SECS TR 2022-DKLX 789000.0 765384.52 CORP Long
08161CAD3 08161CAD3 BENCHMARK 2018-B2 MTG TR 3500000.0 3218750.5 CORP Long
89346DAE7 89346DAE7 TRANSALTA CORP 165000.0 155512.5 CORP Long
55342UAM6 55342UAM6 MPT OPER PARTNERSHIP LP / MPT FIN CORP 1190000.0 733250.83 CORP Long
98379JAA3 98379JAA3 RXO INC 150000.0 153991.5 CORP Long
3140Q83U7 3140Q83U7 FNMA GTD MTG PASS THRU CTF 83126.1298 79211.09 USGSE Long
12434FAL1 12434FAL1 BX COML MTG TR 2021-CIP 10350000.0 9817542.18 CORP Long
312941GX9 312941GX9 FED HOME LOAN MTG CORP - GOLD 17909.4752 17826.92 USGSE Long
224927AE3 224927AE3 CREDIT ACCEPTANCE AUTO LOAN TR 23-1A 1008000.0 1013468.1 CORP Long
31418D5G3 31418D5G3 FNMA GTD MTG PASS THRU CTF 41442.156 34113.37 USGSE Long
05608UAJ7 05608UAJ7 BX TRUST 2022-GPA 500000.0 500469.6 CORP Long
31407XA84 31407XA84 FNMA GTD MTG PASS THRU CTF 977012.2375 970602.26 USGSE Long
452151LF8 452151LF8 ILLINOIS ST 1660000.0 1596644.61 MUN Long
623115AE2 623115AE2 MOUNT SINAI HOSP NEW YORK 460000.0 325518.14 CORP Long
35563PWX3 35563PWX3 SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 306205.9585 207181.34 CORP Long
501797AN4 501797AN4 BATH and BODY WORKS INC 22000.0 21137.97 CORP Long
902613BF4 902613BF4 UBS GROUP AG 200000.0 208955.4 CORP Long
44267DAF4 44267DAF4 HOWARD HUGHES CORP 385000.0 319550.0 CORP Long
12189LAK7 12189LAK7 BURLINGTON NORTHN SANTA FE LLC 73000.0 62984.11 CORP Long
61744YAR9 61744YAR9 MORGAN STANLEY 158000.0 138205.94 CORP Long
74456QAZ9 74456QAZ9 PUBLIC SERVICE ELEC and GAS CO 505000.0 407749.98 CORP Long
681936BN9 681936BN9 OMEGA HEALTHCARE INVESTORS INC 5977000.0 4569818.27 CORP Long
3138WG4K7 3138WG4K7 FNMA GTD MTG PASS THRU CTF 118215.452 99010.9 USGSE Long
3128S4Q59 3128S4Q59 FEDERAL HOME LOAN MORTGAGE COR PORATION 1645.5907 1665.06 USGSE Long
740816AQ6 740816AQ6 PRESIDENT AND FELLOWS OF HARVARD COLLEGE 720000.0 567923.59 CORP Long
902613AP3 902613AP3 UBS GROUP AG 337000.0 324757.48 CORP Long
36179RNX3 36179RNX3 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 7054.059 6634.29 USGA Long
10554PAA1 10554PAA1 BRASS NO 10 PLC 1185509.88 1143069.81 CORP Long
46817MAL1 46817MAL1 JACKSON FINANCIAL INC 750000.0 596980.92 CORP Long
842400HY2 842400HY2 SOUTHERN CALIFORNIA EDISON CO 781000.0 794611.96 CORP Long
161175BX1 161175BX1 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 1000000.0 764785.69 CORP Long
03690EAA6 03690EAA6 ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP 1348000.0 1374443.72 CORP Long
64952GAF5 64952GAF5 NEW YORK LIFE INSURANCE CO 8000.0 8735.67 CORP Long
3140J9ER8 3140J9ER8 FNMA GTD MTG PASS THRU CTF 184509.726 178163.11 USGSE Long
91282CHL8 91282CHL8 UST NOTES 10506700.0 10466889.48 UST Long
907818EQ7 907818EQ7 UNION PACIFIC CORP 1015000.0 842674.2 CORP Long
06541CBR6 06541CBR6 BANK 2021-BNK33 13420419.159 698825.38 CORP Long
93934FME9 93934FME9 WASHINGTON MUT MTG SECS CORP 1148493.15 812883.93 CORP Long
3618BVFP5 3618BVFP5 GINNIE MAE 1238199.64 1271562.06 CORP Long
962166BY9 962166BY9 WEYERHAEUSER CO 1400000.0 1289293.29 CORP Long
33883JAQ4 33883JAQ4 FLATIRON CLO LTD 600000.0 589170.6 CORP Long
03027XBD1 03027XBD1 AMERICAN TOWER CORP 3000.0 1883.58 CORP Long
03217CAB2 03217CAB2 AMS-OSRAM AG 200000.0 203964.0 CORP Long
035240AV2 035240AV2 ANHEUSER BUSCH INBEV WORLDWIDE INC 200000.0 184653.32 CORP Long
31416Q6B6 31416Q6B6 FNMA GTD MTG PASS THRU CTF 9574.982 9220.84 USGSE Long
695114CV8 695114CV8 PACIFICORP 738000.0 525442.07 CORP Long
N/A N/A BANK OF AMERICA, N.A. 322656.0 -9343.31 CORP N/A
015271BB4 015271BB4 ALEXANDRIA REAL ESTATE EQUITIES INC 31000.0 27727.11 CORP Long
36180MYH4 36180MYH4 GNMA GUARANTEED PASS THRU CERT 128558.6218 112981.92 USGA Long
00255UAB1 00255UAB1 APOLLO AVIATION SECURITIZATION EQUITY TRUST 345679.66 190994.37 CORP Long
228187AB6 228187AB6 CROWN AMERS LLC / CROWN AMERS CAP CORP VI 54000.0 52654.36 CORP Long
3132DMRU1 3132DMRU1 FED HOME LOAN MTG CORP - GOLD 902772.51 774855.87 USGSE Long
31335BLX2 31335BLX2 FED HOME LOAN MTG CORP - GOLD 320088.7239 307112.3 USGSE Long
71360HAB3 71360HAB3 PERATON CORP 306918.6993 304782.55 CORP Long
312943DJ9 312943DJ9 FED HOME LOAN MTG CORP - GOLD 198049.0741 186985.7 USGSE Long
75884YAA6 75884YAA6 REGATTA XX FDG LTD / REGATTA XX FDG LLC 908889.0 903694.7 CORP Long
3138YWH42 3138YWH42 FNMA GTD MTG PASS THRU CTF 202150.791 182259.5 USGSE Long
N/A N/A DOMINICAN REPUBLIC 450000.0 394425.0 NUSS Long
30306WAQ0 30306WAQ0 FREMF 2018-KW06 MTG TR 365011.0 259792.56 CORP Long
N/A N/A JPMORGAN CHASE BANK NA NEW YORK NY 1.0 -4517.04 CORP N/A
379929AD4 379929AD4 GM FINANCIAL LEASING TRUST 2023-3 1377000.0 1373283.61 CORP Long
3138AUX85 3138AUX85 FNMA GTD MTG PASS THRU CTF 130214.3814 125203.54 USGSE Long
3617GNHJ2 3617GNHJ2 GNMA GUARANTEED PASS THRU CERT 214882.9794 205382.29 USGA Long
3138WGA61 3138WGA61 FNMA GTD MTG PASS THRU CTF 145917.1855 131559.18 USGSE Long
N/A N/A JPMORGAN CHASE BANK NA NEW YORK NY 1.0 -2285.82 CORP N/A
3138WGBU7 3138WGBU7 FNMA GTD MTG PASS THRU CTF 279593.1912 261421.48 USGSE Long
345397B77 345397B77 FORD MOTOR CREDIT CO LLC 1100000.0 997805.29 CORP Long
3136B4QB7 3136B4QB7 FEDERAL NAT MTG ASN GTD REM PA 496625.905 457976.69 USGSE Long
87612GAF8 87612GAF8 TARGA RES CORP 392000.0 407939.55 CORP Long
05578AE46 05578AE46 BPCE SA 250000.0 241110.13 CORP Long
3138MDWQ1 3138MDWQ1 FNMA GTD MTG PASS THRU CTF 15118.4875 13846.88 USGSE Long
91282CGB1 91282CGB1 UST NOTES 52088000.0 50698308.31 UST Long
3140LJWD4 3140LJWD4 FNMA GTD MTG PASS THRU CTF 559653.0 512537.83 USGSE Long
737446AP9 737446AP9 POST HOLDINGS INC 1595000.0 1499351.04 CORP Long
466304AG7 466304AG7 J P MORGAN CHASE COML MTG SECS TR 2022-CGSS 510000.0 510294.73 CORP Long
126307AZ0 126307AZ0 CSC HOLDINGS LLC 3865000.0 3284167.8 CORP Long
24736XAA6 24736XAA6 DELTA AIR LINES PASS THRU TR 2015-1AA 78175.14 72576.33 CORP Long
3136BKWX6 3136BKWX6 FEDERAL NAT MTG ASN GTD REM PA 336486.304 283083.27 USGSE Long
3137FKWE2 3137FKWE2 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 53961058.839 199488.64 USGSE Long
15189XBC1 15189XBC1 CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 366000.0 356687.13 CORP Long
31392ET34 31392ET34 FEDERAL NAT MTG ASN GTD REM PA 41626.5099 593.27 USGSE Long
26884ABG7 26884ABG7 ERP OPERATING LP 15000.0 13933.45 CORP Long
3132DWB93 3132DWB93 FED HOME LOAN MTG CORP - GOLD 6326141.856 5589987.07 USGSE Long
3140H8L86 3140H8L86 FNMA GTD MTG PASS THRU CTF 89650.147 84051.63 USGSE Long
31418B7C4 31418B7C4 FNMA GTD MTG PASS THRU CTF 123704.9369 110914.06 USGSE Long
36202FSX5 36202FSX5 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 937.267 963.66 USGA Long
31635V851 31635V851 Fidelity Salem Street Trust 63083017.066 439688628.95 RF Long
3136BCMH0 3136BCMH0 FEDERAL NAT MTG ASN GTD REM PA 2372376.609 1994880.72 USGSE Long
539830BK4 539830BK4 LOCKHEED MARTIN CORP 249000.0 233599.69 CORP Long
073685AK5 073685AK5 BEACON ROOFING SUPPLY INC 115000.0 114871.56 CORP Long
30311TAE7 30311TAE7 FREMF 2019-KBF3 MORTGAGE TRUST 694387.4078 645152.49 CORP Long
66981YAD1 66981YAD1 AMSR 2022-SFR3 TRUST 2115000.0 1888048.87 CORP Long
3140M8UK3 3140M8UK3 FNMA GTD MTG PASS THRU CTF 2599530.7144 2120362.34 USGSE Long
299808AH8 299808AH8 EVEREST REINSURANCE HOLDINGS INC 2100000.0 1427422.84 CORP Long
04288BAB6 04288BAB6 ARSENAL AIC PARENT LLC 65000.0 66320.09 CORP Long
3140X9H57 3140X9H57 FNMA GTD MTG PASS THRU CTF 367806.257 300123.91 USGSE Long
3140F8Q26 3140F8Q26 FNMA GTD MTG PASS THRU CTF 33481.1213 31085.35 USGSE Long
91889FAC5 91889FAC5 VALARIS LTD 170000.0 171014.9 CORP Long
3620A5A58 3620A5A58 GNMA GUARANTEED PASS THRU CERT 38146.3887 36540.7 USGA Long
31417DNB5 31417DNB5 FNMA GTD MTG PASS THRU CTF 261579.3491 231158.46 USGSE Long
14316NAG4 14316NAG4 CARMAX AUTO OWNER TR 2021-1 200000.0 186560.22 CORP Long
205768AT1 205768AT1 COMSTOCK RESOURCES INC 32000.0 27758.09 CORP Long
464287226 464287226 ISHARES TR 2911850.0 280294681.0 RF Long
N/A N/A ALPHA TRAINS FINANCE SA 950000.0 978729.24 CORP Long
3140XHB97 3140XHB97 FNMA GTD MTG PASS THRU CTF 388793.5272 344583.5 USGSE Long
03969AAR1 03969AAR1 ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 1260000.0 925185.74 CORP Long
30225VAP2 30225VAP2 EXTRA SPACE STORAGE LP 4096000.0 3252993.15 CORP Long
600814AN7 600814AN7 MILLICOM INTL CELLULAR SA 346500.0 312716.25 CORP Long
86828LAC6 86828LAC6 SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC 216000.0 190208.56 CORP Long
3140X9JF3 3140X9JF3 FNMA GTD MTG PASS THRU CTF 1175210.547 1067384.86 USGSE Long
N/A N/A QBE INS GROUP LTD 2250000.0 2112982.72 CORP Long
3136BAF41 3136BAF41 FEDERAL NAT MTG ASN GTD REM PA 187217.245 165488.64 USGSE Long
902973BC9 902973BC9 US BANCORP DEL 4850000.0 3687018.99 CORP Long
96041AAN6 96041AAN6 WESTLAKE AUTOMOBILE RECEIVABLE TR 2023-4 2100000.0 2116378.74 CORP Long
40257DAA5 40257DAA5 GULF STREAM MERIDIAN 7 LTD / GULF STREAM MERIDIAN 7 LLC 1500000.0 1492860.0 CORP Long
38373MC57 38373MC57 GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS 9252.3996 760.58 USGA Long
46590XAM8 46590XAM8 JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 1040000.0 861776.55 CORP Long
31417EJC6 31417EJC6 FNMA GTD MTG PASS THRU CTF 297988.521 263380.37 USGSE Long
31393BT47 31393BT47 FEDERAL NAT MTG ASN GTD REM PA 2362.3115 2316.95 USGSE Long
257469AJ5 257469AJ5 DOMINION ENERGY INC 22000.0 21315.41 CORP Long
3132L7VF3 3132L7VF3 FED HOME LOAN MTG CORP - GOLD 235193.7364 204795.84 USGSE Long
31418EAA8 31418EAA8 FNMA GTD MTG PASS THRU CTF 4232888.064 3338980.84 USGSE Long
3622A22Y7 3622A22Y7 GNMA GUARANTEED PASS THRU CERT 6179524.6363 5592429.63 USGA Long
25470XBF1 25470XBF1 DISH DBS CORP 53000.0 39256.29 CORP Long
18453HAA4 18453HAA4 CLEAR CHANNEL OUTDOOR HOLDINGS INC 540000.0 499824.31 CORP Long
036752AG8 036752AG8 ELEVANCE HEALTH INC 1570000.0 1514404.46 CORP Long
05526DBF1 05526DBF1 BAT CAPITAL CORP 8757000.0 6409129.56 CORP Long
00287YAS8 00287YAS8 ABBVIE INC 4915000.0 4437691.33 CORP Long
N/A N/A DP WORLD PLC 1430000.0 1474835.87 CORP Long
36202FKM7 36202FKM7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 68509.8528 64372.33 USGA Long
3133L8NL5 3133L8NL5 FED HOME LOAN MTG CORP - GOLD 2101681.081 1851473.43 USGSE Long
03882KAJ1 03882KAJ1 ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2 1000000.0 800409.9 CORP Long
21H0426C8 21H0426C8 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 49346000.0 46704266.82 USGA Long
3132QP5H3 3132QP5H3 FED HOME LOAN MTG CORP - GOLD 431412.4873 390027.0 USGSE Long
70462GAB4 70462GAB4 PEACEHEALTH OBLIGATED GROUP 165000.0 151291.65 CORP Long
3140H3VP8 3140H3VP8 FNMA GTD MTG PASS THRU CTF 45561.599 40736.7 USGSE Long
42824CBP3 42824CBP3 HEWLETT PACKARD ENTERPRISE CO 210000.0 210545.69 CORP Long
912797HF7 912797HF7 UST BILLS 21975000.0 21555257.94 UST Long
36179RJF7 36179RJF7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 337862.7266 317968.49 USGA Long
31635A303 31635A303 Fidelity Revere Street Trust 660962953.747 661029050.04 RF Long
31418D4X7 31418D4X7 FNMA GTD MTG PASS THRU CTF 2821877.6873 2199388.97 USGSE Long
171484AE8 171484AE8 CHURCHILL DOWNS INC 170000.0 158046.74 CORP Long
89613GAE6 89613GAE6 TRICON AMERICAN HOMES 2020 800000.0 735861.28 CORP Long
73358WEK6 73358WEK6 PORT AUTH NY and NJ 70000.0 64399.77 MUN Long
76110H3A5 76110H3A5 RESIDENTIAL ACCRED LNS MTG PAS 22332.2958 18676.84 CORP Long
907818FH6 907818FH6 UNION PACIFIC CORP 95000.0 81800.22 CORP Long
31418D6C1 31418D6C1 FNMA GTD MTG PASS THRU CTF 16275589.084 13255184.79 USGSE Long
539830BW8 539830BW8 LOCKHEED MARTIN CORP 237000.0 241986.41 CORP Long
31393APU5 31393APU5 FNMA GTD MTG PASS THRU CTF 18686.8921 18405.62 USGSE Long
912834LB2 912834LB2 US TREASURY C0UPON STRIPS 7328646.0 3002618.6 UST Long
65412JAS2 65412JAS2 NIGERIA REPUBLIC OF 500000.0 395937.5 NUSS Long
01F0126C5 01F0126C5 FNMA/FHLG TBA ISSUER 2301000.0 1702211.92 USGA Long
853254CT5 853254CT5 STANDARD CHARTERED PLC 700000.0 702352.42 CORP Long
20451NAG6 20451NAG6 COMPASS MINERALS INTL INC 120000.0 116802.0 CORP Long
842400GJ6 842400GJ6 SOUTHERN CALIFORNIA EDISON CO 29000.0 27120.81 CORP Long
N/A N/A GOLDMAN SACHS BANK USA -10800000.0 -465633.47 CORP N/A
3140XG6U8 3140XG6U8 FNMA GTD MTG PASS THRU CTF 829515.1771 711460.15 USGSE Long
55903VBC6 55903VBC6 MAGALLANES INC 5640000.0 4975400.45 CORP Long
3132M4JJ5 3132M4JJ5 FED HOME LOAN MTG CORP - GOLD 220737.5476 206734.58 USGSE Long
3136AN6U6 3136AN6U6 FEDERAL NAT MTG ASN GTD REM PA 165061.2866 156609.01 USGSE Long
797440BZ6 797440BZ6 SAN DIEGO GAS and ELECTRIC CO 3975000.0 3178207.2 CORP Long
90265EAT7 90265EAT7 UDR INC 47000.0 35007.94 CORP Long
80286JAC9 80286JAC9 SANTANDER REVOLVING AUTO LOAN TRUST 2019-A 314000.0 301019.37 CORP Long
92552VAR1 92552VAR1 VIASAT INC 925000.0 661375.0 CORP Long
92564RAJ4 92564RAJ4 VICI PROPERTIES LP / VICI NOTE CO INC 285000.0 280504.38 CORP Long
61763YAL8 61763YAL8 MORGAN STANLEY RESIDENTIAL MTG LN TR 2014-1 585474.3378 587414.72 CORP Long
89055FAC7 89055FAC7 TOPBUILD CORP 815000.0 696472.14 CORP Long
912810TT5 912810TT5 UNITED STATES TREASURY BOND 84350000.0 78880429.69 UST Long
072024NV0 072024NV0 BAY AREA TOLL AU CA BRIDGE REV 280000.0 330448.83 MUN Long
11271LAD4 11271LAD4 BROOKFIELD FIN INC 8000.0 7715.93 CORP Long
65473QAX1 65473QAX1 NISOURCE INC 640000.0 626735.14 CORP Long
N/A N/A EUROPEAN INVESTMENT BANK 2180000.0 1927507.31 CORP Long
86190BAA2 86190BAA2 STORE MASTER FUNDING 1481874.98 1246355.4 CORP Long
912810TR9 912810TR9 UNITED STATES TREASURY BOND 1641000.0 1400747.34 UST Long
72703PAD5 72703PAD5 PLANET FITNESS MASTER ISSUER LLC 18-1A 4615710.0 4190460.02 CORP Long
78413MAC2 78413MAC2 SFAVE COML MTG SECS TR 2015-5AVE 9930000.0 7046239.62 CORP Long
3140XD2K1 3140XD2K1 FNMA GTD MTG PASS THRU CTF 1411410.463 1202160.96 USGSE Long
76132FAB3 76132FAB3 RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP 877000.0 853150.99 CORP Long
251526CS6 251526CS6 DEUTSCHE BANK AG NEW YORK BNCH 300000.0 305260.23 CORP Long
3132DPD54 3132DPD54 FED HOME LOAN MTG CORP - GOLD 1641718.459 1595560.07 USGSE Long
91282CHW4 91282CHW4 UST NOTES 3861500.0 3805236.75 UST Long
3140QFZT9 3140QFZT9 FNMA GTD MTG PASS THRU CTF 1860335.608 1587333.03 USGSE Long
3132DWCZ4 3132DWCZ4 FED HOME LOAN MTG CORP - GOLD 2347265.442 1829473.24 USGSE Long
3140J84L4 3140J84L4 FNMA GTD MTG PASS THRU CTF 1450196.472 1301154.99 USGSE Long
30292GAQ1 30292GAQ1 FREMF MORTGAGE TRUST 2014 K39 C 204787.0 201075.73 CORP Long
31307RE27 31307RE27 FED HOME LOAN MTG CORP - GOLD 178105.0883 168968.28 USGSE Long
3138WGZR8 3138WGZR8 FNMA GTD MTG PASS THRU CTF 113432.571 106016.86 USGSE Long
126650DZ0 126650DZ0 CVS HEALTH CORP 1125000.0 1101119.92 CORP Long
3133TD6D3 3133TD6D3 FHLMC MFD HSG COP GTD (FREDMAC 1020.4082 1029.47 USGSE Long
404280CT4 404280CT4 HSBC HOLDINGS PLC 6641000.0 5332795.79 CORP Long
3138AB5X3 3138AB5X3 FNMA GTD MTG PASS THRU CTF 1103.0366 1060.71 USGSE Long
75907VAB3 75907VAB3 REGIONAL MANAGEMENT ISSUANCE TRUST 2021-1 239000.0 214631.06 CORP Long
31398KP61 31398KP61 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 8793.8022 8927.68 USGSE Long
35566CBD6 35566CBD6 FREDDIE MAC STACR REMIC TRUST 2020-DNA6 3910000.0 3934641.21 USGA Long
3136BLFC9 3136BLFC9 FEDERAL NAT MTG ASN GTD REM PA 3395073.328 2908694.1 USGSE Long
06738EAN5 06738EAN5 BARCLAYS PLC 336000.0 326187.3 CORP Long
36179M2Q2 36179M2Q2 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 232294.9742 211131.51 USGA Long
912810RM2 912810RM2 UNITED STATES TREASURY BOND 342500.0 262427.25 UST Long
N/A N/A NATWEST GROUP PLC 450000.0 574967.26 CORP Long
3138XXHY5 3138XXHY5 FNMA GTD MTG PASS THRU CTF 182478.2433 170504.31 USGSE Long
822582AT9 822582AT9 SHELL INTERNATIONAL FINANCE BV 343000.0 273010.03 CORP Long
N/A N/A THE BERKELEY GROUP PLC 1015000.0 920459.24 CORP Long
N/A N/A BARCLAYS PLC 650000.0 780588.61 CORP Long
00511BAA5 00511BAA5 ACURIS FIN US/ACURIS FIN 200000.0 159586.0 CORP Long
05608VAA4 05608VAA4 BX 2021-MFM1 2729424.65 2686521.37 CORP Long
05609WAJ2 05609WAJ2 BX TRUST 2022-IND 694965.43 681889.03 CORP Long
057071870 057071870 BAIRD FDS INC 92393313.88 908226275.44 RF Long
91282CFB2 91282CFB2 UST NOTES 68470000.0 64669380.25 UST Long
15135BAT8 15135BAT8 CENTENE CORP DEL 8049000.0 7475373.12 CORP Long
81180WBF7 81180WBF7 SEAGATE HDD CAYMAN 64000.0 49907.91 CORP Long
31417C3W3 31417C3W3 FNMA GTD MTG PASS THRU CTF 466294.2275 412668.06 USGSE Long
74113VAG5 74113VAG5 PRESTIGE AUTO RECEIVABLES TRUST 2023-2 1620000.0 1637839.44 CORP Long
749228AD4 749228AD4 RALI SER 2006 QS4 TR 1394650.46 1059661.42 CORP Long
3138E8WW8 3138E8WW8 FNMA GTD MTG PASS THRU CTF 30214.0395 28921.13 USGSE Long
12544RBY3 12544RBY3 CHL MTG PASS THRU TR 2007-4 748788.8561 324779.6 CORP Long
172967MQ1 172967MQ1 CITIGROUP INC 73000.0 70388.37 CORP Long
00206RKA9 00206RKA9 AT and T INC 580000.0 404017.83 CORP Long
758750AF0 758750AF0 REGAL REXNORD CORP 49000.0 48288.53 CORP Long
3140X6J77 3140X6J77 FNMA GTD MTG PASS THRU CTF 65466.4519 61313.86 USGSE Long
62957HAJ4 62957HAJ4 NABORS INDUSTRIES INC 175000.0 169202.25 CORP Long
26444HAH4 26444HAH4 DUKE ENERGY FLORIDA LLC 511000.0 443294.2 CORP Long
05369AAD3 05369AAD3 AVIATION CAPITAL GROUP LLC 107000.0 102843.82 CORP Long
N/A N/A MORGAN STANLEY CAPITAL SERVICES LLC 10830000.0 -141186.38 CORP N/A
3138WFHX7 3138WFHX7 FNMA GTD MTG PASS THRU CTF 270695.7012 244059.7 USGSE Long
86614RAN7 86614RAN7 SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP 352000.0 329120.0 CORP Long
3140EU2S7 3140EU2S7 FNMA GTD MTG PASS THRU CTF 12426.5153 11180.47 USGSE Long
05401AAD3 05401AAD3 AVOLON HOLDINGS FUNDING LTD 4602000.0 4571500.57 CORP Long
294429AQ8 294429AQ8 EQUIFAX INC 2095000.0 2027814.94 CORP Long
694308JQ1 694308JQ1 PACIFIC GAS and ELECTRIC CO 2295000.0 1819685.92 CORP Long
04010LAZ6 04010LAZ6 ARES CAPITAL CORP 13816000.0 13088423.47 CORP Long
36179WLQ9 36179WLQ9 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 11238185.3299 9748731.31 USGA Long
00091HAC6 00091HAC6 ACC TRUST 2022-1 303000.0 178264.11 CORP Long
91324PET5 91324PET5 UNITEDHEALTH GROUP INC 248000.0 267927.16 CORP Long
12527LAA0 12527LAA0 CASCADE FUNDING MORTGAGE TRUST 1533089.847 1459217.45 CORP Long
31414LHF8 31414LHF8 FNMA GTD MTG PASS THRU CTF 60535.221 61481.54 USGSE Long
70014LAB6 70014LAB6 PARK AEROSPACE HOLDINGS LTD 7287000.0 7267036.1 CORP Long
3140XC5A2 3140XC5A2 FNMA GTD MTG PASS THRU CTF 587920.622 558880.28 USGSE Long
36297FT93 36297FT93 GNMA GUARANTEED PASS THRU CERT 31941.1726 31451.4 USGA Long
3138WJFK9 3138WJFK9 FNMA GTD MTG PASS THRU CTF 1809991.1926 1569930.97 USGSE Long
25470XAW5 25470XAW5 DISH DBS CORP 523000.0 459123.4 CORP Long
05401AAM3 05401AAM3 AVOLON HOLDINGS FUNDING LTD 655000.0 596238.14 CORP Long
3132DQ2X3 3132DQ2X3 FED HOME LOAN MTG CORP - GOLD 2119344.6732 1655804.15 USGSE Long
30322MAD1 30322MAD1 FREED ABS TR 2021-3FP 2300000.0 2193933.66 CORP Long
031162DA5 031162DA5 AMGEN INC 900000.0 619982.35 CORP Long
65336YAN3 65336YAN3 NEXSTAR MEDIA INC 196000.0 173489.01 CORP Long
3138LDTF0 3138LDTF0 FNMA GTD MTG PASS THRU CTF 181226.2989 167903.18 USGSE Long
3140XDNN2 3140XDNN2 FNMA GTD MTG PASS THRU CTF 1730652.317 1422433.87 USGSE Long
3132DWC92 3132DWC92 FED HOME LOAN MTG CORP - GOLD 5776647.1 5075101.04 USGSE Long
92922FD39 92922FD39 WAMU MTG PASS THROUGH CTFS 1044589.38 1000225.77 CORP Long
010392FJ2 010392FJ2 ALABAMA POWER and LIGHT 700000.0 551419.09 CORP Long
3136B0YM2 3136B0YM2 FEDERAL NAT MTG ASN GTD REM PA 801355.1394 746719.55 USGSE Long
67103HAL1 67103HAL1 OREILLY AUTOMOTIVE INC 495000.0 472570.81 CORP Long
12515HAY1 12515HAY1 CD 2017-CD5 MTG TR 2700000.0 2474732.25 CORP Long
3132DWBY8 3132DWBY8 FED HOME LOAN MTG CORP - GOLD 6058706.1256 4733553.19 USGSE Long
586054AD0 586054AD0 MEMORIAL SLOAN KETTERING CANCER CTR 290000.0 188411.42 CORP Long
502431AR0 502431AR0 L3HARRIS TECHNOLOGIES INC 120000.0 119128.51 CORP Long
07317QAH8 07317QAH8 BAYTEX ENERGY CORP 271000.0 278001.83 CORP Long
22535WAJ6 22535WAJ6 CREDIT AGRICOLE SA 655000.0 667568.07 CORP Long
08180XAN2 08180XAN2 BENEFIT STR PARTNERS CLO VIII LTD / BENEFIT STR PARTNERS CLO VIII LLC 532311.2976 531025.23 CORP Long
18539UAC9 18539UAC9 CLEARWAY ENERGY OPERATING LLC 60000.0 56148.47 CORP Long
92936UAG4 92936UAG4 WP CAREY INC 2070000.0 1672084.25 CORP Long
3128MJZB9 3128MJZB9 FED HOME LOAN MTG CORP - GOLD 387917.654 336932.2 USGSE Long
36178XAS6 36178XAS6 GNMA GUARANTEED PASS THRU CERT 42565.124 39714.94 USGA Long
3140QCG91 3140QCG91 FNMA GTD MTG PASS THRU CTF 148763.5566 141409.85 USGSE Long
31417BPJ0 31417BPJ0 FNMA GTD MTG PASS THRU CTF 415655.7483 401141.96 USGSE Long
85172FAQ2 85172FAQ2 ONEMAIN FINANCE CORP 115000.0 111764.3 CORP Long
3132QVYJ4 3132QVYJ4 FED HOME LOAN MTG CORP - GOLD 61109.3648 57022.69 USGSE Long
912810QQ4 912810QQ4 UNITED STATES TREASURY BOND 4047100.0 3904502.94 UST Long
404119BZ1 404119BZ1 HCA INC 1000000.0 867467.52 CORP Long
3132QSLC0 3132QSLC0 FED HOME LOAN MTG CORP - GOLD 421091.1729 393325.6 USGSE Long
92343VCQ5 92343VCQ5 VERIZON COMMUNICATIONS INC 874000.0 803219.77 CORP Long
019576AC1 019576AC1 ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 1175000.0 894539.25 CORP Long
78410GAG9 78410GAG9 SBA COMMUNICATIONS CORP 956000.0 832518.93 CORP Long
36180C5Q8 36180C5Q8 GNMA GUARANTEED PASS THRU CERT 1087800.2322 985673.09 USGA Long
55903VBE2 55903VBE2 MAGALLANES INC 11129000.0 8894972.44 CORP Long
126307AY3 126307AY3 CSC HOLDINGS LLC 350000.0 239366.44 CORP Long
776743AL0 776743AL0 ROPER TECHNOLOGIES INC 200000.0 157827.24 CORP Long
38373SM61 38373SM61 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 7559.6117 7618.41 USGA Long
3140Q8WF8 3140Q8WF8 FNMA GTD MTG PASS THRU CTF 123433.301 114600.92 USGSE Long
912834KH0 912834KH0 US TREASURY C0UPON STRIPS 41450000.0 17628755.47 UST Long
78433LAH9 78433LAH9 SCE RECOVERY FUNDING LLC 9000.0 8192.27 CORP Long
893830BX6 893830BX6 TRANSOCEAN INC 175750.0 179491.16 CORP Long
31359SYL8 31359SYL8 FEDERAL NAT MTG ASN GTD REM PA 1149.9628 1158.13 USGSE Long
N/A N/A LONDON CLEARING HOUSE -17410000.0 -190921.34 CORP N/A
3132DV4H5 3132DV4H5 FED HOME LOAN MTG CORP - GOLD 845711.5638 724558.65 USGSE Long
3620AMGZ9 3620AMGZ9 GNMA GUARANTEED PASS THRU CERT 156464.9834 145830.78 USGA Long
38383AKY9 38383AKY9 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 841537.17 713158.57 USGA Long
31395BCF8 31395BCF8 FEDERAL NAT MTG ASN GTD REM PA 3753.8254 3844.84 USGSE Long
87165BAD5 87165BAD5 SYNCHRONY FINANCIAL 6050000.0 5948289.15 CORP Long
785592AM8 785592AM8 SABINE PASS LIQUEFACTION LLC 1844000.0 1842312.56 CORP Long
01F032617 01F032617 FNMA/FHLG TBA ISSUER 14450000.0 12691161.9 USGA Long
18453HAC0 18453HAC0 CLEAR CHANNEL OUTDOOR HOLDINGS INC 59000.0 48360.48 CORP Long
3137F6YL5 3137F6YL5 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 737817.142 653581.67 USGSE Long
59565JAA9 59565JAA9 MIDAS OPCO HOLDINGS LLC 340000.0 297925.0 CORP Long
3138LJJX9 3138LJJX9 FNMA GTD MTG PASS THRU CTF 266357.2769 245879.57 USGSE Long
N/A N/A SERBIA REPUBLIC OF 2722000.0 2362910.36 NUSS Long
01883LAB9 01883LAB9 ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 340000.0 315057.6 CORP Long
00687YAB1 00687YAB1 ADIENT GLOBAL HOLDINGS LTD 293000.0 297897.2 CORP Long
36179XLJ3 36179XLJ3 GNMA GUARANTEED PASS THRU CERT 1454854.4414 1446874.71 USGA Long
20030NEC1 20030NEC1 COMCAST CORP 81000.0 78309.67 CORP Long
33939HAB5 33939HAB5 FLEX INTERMEDIATE HOLDCO LLC 47000.0 32530.85 CORP Long
3140LLF30 3140LLF30 FNMA GTD MTG PASS THRU CTF 3050000.0 2911720.63 USGSE Long
06051GJE0 06051GJE0 BANK OF AMERICA CORPORATION 4333000.0 2939672.81 CORP Long
87267HAA5 87267HAA5 TPGI 2021-DGWD G 235731.3091 231659.69 CORP Long
44933XAD9 44933XAD9 HYUNDAI AUTO RECEIVABLES TRUST 2023-B 1443000.0 1451010.96 CORP Long
N/A N/A CANADIAN IMPERIAL BANK OF COMMERCE 1.0 -2642.64 CORP N/A
3620AR5X5 3620AR5X5 GNMA GUARANTEED PASS THRU CERT 5857.5813 5975.62 USGA Long
65343HAA9 65343HAA9 NEXSTAR MEDIA INC 784000.0 742307.19 CORP Long
85172FAM1 85172FAM1 ONEMAIN FINANCE CORP 1241000.0 1250076.67 CORP Long
001306AC3 001306AC3 AHS HOSPITAL CORP 315000.0 190229.63 CORP Long
3138MGYD1 3138MGYD1 FNMA GTD MTG PASS THRU CTF 9089.2853 8575.53 USGSE Long
31393FVT0 31393FVT0 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 525.9239 566.59 USGSE Long
202795JF8 202795JF8 COMMONWEALTH EDISON CO 1190000.0 895512.96 CORP Long
N/A N/A BAT CAPITAL CORP 124000.0 147046.59 CORP Long
38375QKS7 38375QKS7 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 9969.453 575.95 USGA Long
548661DY0 548661DY0 LOWES COS INC 120000.0 95732.07 CORP Long
3138EGBG8 3138EGBG8 FNMA GTD MTG PASS THRU CTF 64061.671 63620.2 USGSE Long
31393CRH8 31393CRH8 FEDERAL NAT MTG ASN GTD REM PA 6174.9612 6266.44 USGSE Long
3140LYRZ8 3140LYRZ8 FNMA GTD MTG PASS THRU CTF 1412886.941 1198120.21 USGSE Long
82967NBA5 82967NBA5 SIRIUS XM RADIO INC 788000.0 748670.32 CORP Long
482480AM2 482480AM2 KLA CORP 261000.0 245643.04 CORP Long
N/A N/A MOBICO GROUP PLC 750000.0 789405.24 CORP Long
35565ABD1 35565ABD1 FREDDIE MAC STACR TR 2019-DNA4 9700000.0 9920933.02 CORP Long
3140QPAJ6 3140QPAJ6 FNMA GTD MTG PASS THRU CTF 2685450.3949 2362462.41 USGSE Long
482480AJ9 482480AJ9 KLA CORP 252000.0 179197.08 CORP Long
817826AC4 817826AC4 7 ELEVEN INC 70000.0 63618.21 CORP Long
01F062614 01F062614 FNMA/FHLG TBA ISSUER -775000.0 -787260.35 USGA Short
91282CHU8 91282CHU8 UST NOTES 5746000.0 5724676.94 UST Long
3138WTRL2 3138WTRL2 FNMA GTD MTG PASS THRU CTF 14264.2855 12153.18 USGSE Long
31417FNR5 31417FNR5 FNMA GTD MTG PASS THRU CTF 47233.2099 41669.57 USGSE Long
36178DZE4 36178DZE4 GNMA GUARANTEED PASS THRU CERT 512106.9194 463545.0 USGA Long
36179W2U1 36179W2U1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 574834.1289 480350.88 USGA Long
212015AT8 212015AT8 CONTINENTAL RESOURCES INC OKLA 770000.0 747292.75 CORP Long
38377RLW3 38377RLW3 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 915759.9386 870868.75 USGA Long
3132GSDB2 3132GSDB2 FED HOME LOAN MTG CORP - GOLD 379852.075 346503.72 USGSE Long
86359BBS9 86359BBS9 STRUCTURED ASSET SECS CORP 1449.4739 1364.88 CORP Long
3133GDDE7 3133GDDE7 FED HOME LOAN MTG CORP - GOLD 691098.849 608822.7 USGSE Long
3140XKA59 3140XKA59 FNMA GTD MTG PASS THRU CTF 509370.2848 471807.59 USGSE Long
38376RHF6 38376RHF6 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 116030.4885 115150.1 USGA Long
N/A N/A IVORY COAST (COTE D'IVOIRE) 600000.0 529500.0 NUSS Long
683715AF3 683715AF3 OPEN TEXT CORPORATION 500000.0 513936.18 CORP Long
3137FBTG1 3137FBTG1 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 190849.1404 185296.63 USGSE Long
00191UAA0 00191UAA0 ASGN INC 110000.0 102363.8 CORP Long
3128M8W75 3128M8W75 FED HOME LOAN MTG CORP - GOLD 245345.9988 258810.27 USGSE Long
31395BX32 31395BX32 FEDERAL NAT MTG ASN GTD REM PA 3523.0637 283.97 USGSE Long
912810RX8 912810RX8 UNITED STATES TREASURY BOND 3564000.0 2694718.13 UST Long
097751BV2 097751BV2 BOMBARDIER INC 2157000.0 2156575.72 CORP Long
224936AE4 224936AE4 CREDIT ACCEP AUTO LN TR 2023-3 4000000.0 3993037.2 CORP Long
36177MPG1 36177MPG1 GNMA GUARANTEED PASS THRU CERT 41626.3275 37924.71 USGA Long
29364WBC1 29364WBC1 ENTERGY LOUISIANA LLC 40000.0 31308.32 CORP Long
161175BV5 161175BV5 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3521000.0 2178802.86 CORP Long
N/A N/A MORGAN STANLEY CAPITAL SERVICES LLC 70000.0 15492.69 CORP N/A
55354GAL4 55354GAL4 MSCI INC 573000.0 500038.99 CORP Long
3133KNXP3 3133KNXP3 FED HOME LOAN MTG CORP - GOLD 4141306.49 3658747.79 USGSE Long
36179MNG1 36179MNG1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 363931.2145 324051.92 USGA Long
3128P7RY1 3128P7RY1 FED HOME LOAN MTG CORP - GOLD 2588469.6228 2466406.71 USGSE Long
3132DVLQ6 3132DVLQ6 FED HOME LOAN MTG CORP - GOLD 4690852.699 3880431.43 USGSE Long
14040HCQ6 14040HCQ6 CAPITAL ONE FINANCIAL CORP 66000.0 65002.04 CORP Long
3136ASMM5 3136ASMM5 FEDERAL NAT MTG ASN GTD REM PA 184375.5978 165286.69 USGSE Long
N/A N/A SCHAEFFLER AG 600000.0 614201.37 CORP Long
912810SN9 912810SN9 UNITED STATES TREASURY BOND 54075000.0 26553782.36 UST Long
05571AAR6 05571AAR6 BPCE SA 540000.0 550987.35 CORP Long
71654QBH4 71654QBH4 PETROLEOS MEXICANOS 100000.0 99142.0 CORP Long
89469AAD6 89469AAD6 TREEHOUSE FOODS INC 505000.0 429587.64 CORP Long
31418DT93 31418DT93 FNMA GTD MTG PASS THRU CTF 618042.57 495055.87 USGSE Long
3140QSVD0 3140QSVD0 FNMA GTD MTG PASS THRU CTF 1432556.61 1427916.27 USGSE Long
61747YEQ4 61747YEQ4 MORGAN STANLEY 325000.0 321983.26 CORP Long
47770VBQ2 47770VBQ2 JOBSOHIO BEVERAGE SYS OHIO STATEWIDE LIQUOR PROFITS REV 325000.0 251522.96 MUN Long
3132DVLE3 3132DVLE3 FED HOME LOAN MTG CORP - GOLD 3288187.164 2722154.35 USGSE Long
3138WKFN0 3138WKFN0 FNMA GTD MTG PASS THRU CTF 19155.9349 17921.94 USGSE Long
00179VAG1 00179VAG1 AMSR 2021-SFR2 TR 380318.0 329681.93 CORP Long
3140QQ2F1 3140QQ2F1 FNMA GTD MTG PASS THRU CTF 1935970.076 1881538.53 USGSE Long
38141GZT4 38141GZT4 GOLDMAN SACHS GROUP INC (THE) 55000.0 53298.03 CORP Long
458140CG3 458140CG3 INTEL CORP 401000.0 406570.52 CORP Long
646140DV2 646140DV2 NEW JERSEY ST TPK AUTH TPK REV 1000000.0 790350.6 MUN Long
31307GJH3 31307GJH3 FED HOME LOAN MTG CORP - GOLD 163890.7552 159303.65 USGSE Long
31418CMJ0 31418CMJ0 FNMA GTD MTG PASS THRU CTF 739589.072 694789.57 USGSE Long
247361ZN1 247361ZN1 DELTA AIRLINES INC 160000.0 152612.0 CORP Long
36179QRY9 36179QRY9 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1119292.8495 1019948.33 USGA Long
548661EF0 548661EF0 LOWES COS INC 6910000.0 5348491.95 CORP Long
23292HAC5 23292HAC5 DLLAA 2023-1A 2091000.0 2090685.93 CORP Long
432833AN1 432833AN1 HILTON DOMESTIC OPERATING CO INC 367000.0 308222.75 CORP Long
31371NBD6 31371NBD6 FNMA GTD MTG PASS THRU CTF 113947.8545 115832.44 USGSE Long
77586RAH3 77586RAH3 ROMANIA, REPUBLIC OF 60000.0 48750.0 NUSS Long
100743AL7 100743AL7 BOSTON GAS CO 15000.0 13140.49 CORP Long
N/A N/A NGG FINANCE PLC 1050000.0 1009545.66 CORP Long
548661EJ2 548661EJ2 LOWES COS INC 7251000.0 5693195.96 CORP Long
312943B28 312943B28 FED HOME LOAN MTG CORP - GOLD 239442.835 225831.32 USGSE Long
418751AE3 418751AE3 HAT HOLDINGS I LLC / HAT HOLDINGS II LLC 145000.0 131258.15 CORP Long
23311VAG2 23311VAG2 DCP MIDSTREAM OPERATING LP 345000.0 344427.68 CORP Long
27409LAC7 27409LAC7 EAST OHIO GAS CO/THE 1960000.0 1560239.65 CORP Long
292505AK0 292505AK0 OVINTIV INC 3000000.0 2384030.22 CORP Long
74969PAA6 74969PAA6 RP ESCROW ISSUER LLC 325000.0 251277.0 CORP Long
75049XAB8 75049XAB8 RADNOR RE 2022-1 LTD 368616.0 393005.7 CORP Long
21H0206C4 21H0206C4 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 155452000.0 125536692.76 USGA Long
124857AN3 124857AN3 PARAMOUNT GLOBAL 5565000.0 3800071.71 CORP Long
404280CY3 404280CY3 HSBC HOLDINGS PLC 288000.0 229577.22 CORP Long
536797AE3 536797AE3 LITHIA MOTORS INC 11000.0 10223.96 CORP Long
172967NF4 172967NF4 CITIGROUP INC 495000.0 337727.89 CORP Long
3132D56J6 3132D56J6 FED HOME LOAN MTG CORP - GOLD 2091704.869 1784749.06 USGSE Long
64971X6S2 64971X6S2 NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 750000.0 723423.68 MUN Long
N/A N/A JPMORGAN CHASE BANK NA NEW YORK NY 1.0 2640.2 CORP N/A
3133USJR3 3133USJR3 FED HOME LOAN MTG CORP - GOLD 2484240.0711 1953311.26 USGSE Long
3132J8YQ7 3132J8YQ7 FED HOME LOAN MTG CORP - GOLD 47269.8525 44396.89 USGSE Long
31418BXZ4 31418BXZ4 FNMA GTD MTG PASS THRU CTF 575638.5355 518277.13 USGSE Long
25277LAF3 25277LAF3 DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO 5475000.0 130031.25 CORP Long
038413AC4 038413AC4 AQUA FIN TR 2020-A 124000.0 108299.24 CORP Long
89179TAA2 89179TAA2 TOWD PT MTG TR 2021-R1 1086253.0013 881987.25 CORP Long
46284VAF8 46284VAF8 IRON MOUNTAIN INC 1243000.0 1131915.58 CORP Long
603051AC7 603051AC7 MINERAL RESOURCES LTD 530000.0 531020.25 CORP Long
31418EBJ8 31418EBJ8 FNMA GTD MTG PASS THRU CTF 787209.3291 647012.23 USGSE Long
31418VWV0 31418VWV0 FNMA GTD MTG PASS THRU CTF 108651.8649 108013.79 USGSE Long
3138YNNL7 3138YNNL7 FNMA GTD MTG PASS THRU CTF 89742.0716 83713.12 USGSE Long
59562VAM9 59562VAM9 BERKSHIRE HATHAWAY ENERGY COMPANY 1429000.0 1468959.68 CORP Long
31416VCD4 31416VCD4 FNMA GTD MTG PASS THRU CTF 840944.4246 835952.33 USGSE Long
17888HAC7 17888HAC7 CIVITAS RESOURCES INC 425000.0 440182.28 CORP Long
3138AG4T2 3138AG4T2 FNMA GTD MTG PASS THRU CTF 57509.0614 55407.96 USGSE Long
3138E6VH6 3138E6VH6 FNMA GTD MTG PASS THRU CTF 310024.7937 291085.22 USGSE Long
31397APP2 31397APP2 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 2823.2032 161.74 USGSE Long
174610AW5 174610AW5 CITIZENS FINANCIAL GRP INC 9574000.0 6910822.92 CORP Long
26884LAF6 26884LAF6 EQT CORP 1077000.0 1016688.0 CORP Long
55336VAN0 55336VAN0 MPLX LP 2335000.0 1898060.72 CORP Long
502431AQ2 502431AQ2 L3HARRIS TECHNOLOGIES INC 274000.0 273103.16 CORP Long
31403DAT6 31403DAT6 FNMA GTD MTG PASS THRU CTF 640390.8631 626803.56 USGSE Long
36202EHE2 36202EHE2 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 19487.9046 19230.83 USGA Long
22537EAE5 22537EAE5 CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-2 658000.0 648409.45 CORP Long
3140XLSN9 3140XLSN9 FNMA GTD MTG PASS THRU CTF 368164.2972 341589.87 USGSE Long
13648TAC1 13648TAC1 CANADIAN PACIFIC RAILWAY CO 265000.0 232070.5 CORP Long
3128MAA58 3128MAA58 FED HOME LOAN MTG CORP - GOLD 156601.486 150993.87 USGSE Long
882722KF7 882722KF7 TEXAS STATE 340000.0 347422.27 MUN Long
98310WAN8 98310WAN8 TRAVEL+LEISURE CO 30000.0 29086.0 CORP Long
031162DS6 031162DS6 AMGEN INC 8292000.0 8114273.5 CORP Long
432833AF8 432833AF8 HILTON DOMESTIC OPERATING CO INC 63000.0 59296.0 CORP Long
038522AQ1 038522AQ1 ARAMARK SERVICES INC 2110000.0 1996801.03 CORP Long
N/A N/A GOLDMAN SACHS and CO LLC (GOV REPO) 550000.0 121728.26 CORP N/A
3138XK6G4 3138XK6G4 FNMA GTD MTG PASS THRU CTF 3962.2775 3589.73 USGSE Long
91324PEE8 91324PEE8 UNITEDHEALTH GROUP INC 2030000.0 1499948.24 CORP Long
22822VAY7 22822VAY7 CROWN CASTLE INC 130000.0 104507.6 CORP Long
3132J0AF4 3132J0AF4 FED HOME LOAN MTG CORP - GOLD 47009.74 41420.27 USGSE Long
845467AL3 845467AL3 SOUTHWESTERN ENERGY CO 5000.0 4987.13 CORP Long
30296AAU1 30296AAU1 FREMF 2017-K61 MORTGAGE TRUST 156369.0 145547.94 CORP Long
05525HAU1 05525HAU1 BAMLL RE-REMIC TR 2014-FRR5 455505.0 447943.98 CORP Long
31418D7F3 31418D7F3 FNMA GTD MTG PASS THRU CTF 456818.926 372043.02 USGSE Long
21987BBF4 21987BBF4 CORPORACION NACIONAL DEL COBRE DE CHILE 200000.0 185862.0 CORP Long
38375JJL0 38375JJL0 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 13918.3035 1116.94 USGA Long
67077MAR9 67077MAR9 NUTRIEN LTD 1325000.0 1139865.22 CORP Long
3138Y63A0 3138Y63A0 FNMA GTD MTG PASS THRU CTF 301165.3996 299116.06 USGSE Long
31418DPD8 31418DPD8 FNMA GTD MTG PASS THRU CTF 2795084.036 2291224.58 USGSE Long
694308JM0 694308JM0 PACIFIC GAS and ELECTRIC CO 3080000.0 2828762.0 CORP Long
022249AU0 022249AU0 HOWMET AEROSPACE INC 345000.0 356043.8 CORP Long
3133ALZD3 3133ALZD3 FED HOME LOAN MTG CORP - GOLD 418358.55 345165.13 USGSE Long
43730VAC2 43730VAC2 HOME RE 2021-2 LTD 990000.0 1001104.43 CORP Long
68389XBM6 68389XBM6 ORACLE CORP 325000.0 304455.91 CORP Long
31418EDE7 31418EDE7 FNMA GTD MTG PASS THRU CTF 12248598.0544 10760108.0 USGSE Long
526057CD4 526057CD4 LENNAR CORP 9350000.0 9160572.83 CORP Long
3140EUSW0 3140EUSW0 FNMA GTD MTG PASS THRU CTF 54368.992 50597.5 USGSE Long
3140LK5V1 3140LK5V1 FNMA GTD MTG PASS THRU CTF 536805.0 520696.5 USGSE Long
31418BYR1 31418BYR1 FNMA GTD MTG PASS THRU CTF 68111.1704 63216.13 USGSE Long
3140X3BP2 3140X3BP2 FNMA GTD MTG PASS THRU CTF 283166.132 264155.49 USGSE Long
44965TAA5 44965TAA5 ILFC E CAPITAL TR I 156000.0 114327.39 CORP Long
36202FP67 36202FP67 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 12834.4514 12054.82 USGA Long
842400FF5 842400FF5 SOUTHERN CALIFORNIA EDISON CO 443000.0 423960.17 CORP Long
976826BK2 976826BK2 WISCONSIN PWR and LT CO 240000.0 184027.42 CORP Long
911365BL7 911365BL7 UNITED RENTALS NORTH AMER INC 195000.0 186305.96 CORP Long
3617YCV68 3617YCV68 GNMA GUARANTEED PASS THRU CERT 276352.2984 254034.75 USGA Long
N/A N/A JYSKE BANK 275000.0 304928.31 CORP Long
55342UAJ3 55342UAJ3 MPT OPER PARTNERSHIP LP / MPT FIN CORP 41000.0 29285.55 CORP Long
75513ECW9 75513ECW9 RAYTHEON TECHNOLOGIES CORP 483000.0 506114.37 CORP Long
71654QCP5 71654QCP5 PETROLEOS MEXICANOS 990000.0 827145.0 CORP Long
05581KAG6 05581KAG6 BNP PARIBAS 1225000.0 1221418.96 CORP Long
880349AU9 880349AU9 TENNECO INC 1375000.0 1132051.25 CORP Long
94974BGE4 94974BGE4 WELLS FARGO and CO 1335000.0 1101184.4 CORP Long
05578QAF0 05578QAF0 BPCE SA 500000.0 385018.75 CORP Long
454889AV8 454889AV8 INDIANA MICHIGAN POWER CO 155000.0 151345.69 CORP Long
3133KNXR9 3133KNXR9 FED HOME LOAN MTG CORP - GOLD 8556108.41 7252858.23 USGSE Long
06051GLG2 06051GLG2 BANK OF AMERICA CORPORATION 136000.0 133914.78 CORP Long
3140QSPJ4 3140QSPJ4 FNMA GTD MTG PASS THRU CTF 1028117.05 963470.18 USGSE Long
472319AC6 472319AC6 JEFFERIES FINANCIAL GROUP INC 27000.0 27529.6 CORP Long
3128E53X5 3128E53X5 FED HOME LOAN MTG CORP - GOLD 42327.3103 41163.66 USGSE Long
1248EPCL5 1248EPCL5 CCO HLDGS LLC/CCO HLDGS CAP CORP 1900000.0 1520125.02 CORP Long
842400HD8 842400HD8 SOUTHERN CALIFORNIA EDISON CO 190000.0 155803.46 CORP Long
3133KQF92 3133KQF92 FED HOME LOAN MTG CORP - GOLD 767218.19 744927.89 USGSE Long
3133KPQL5 3133KPQL5 FED HOME LOAN MTG CORP - GOLD 12452490.77 10950897.21 USGSE Long
3140E0SM8 3140E0SM8 FNMA GTD MTG PASS THRU CTF 3432.9007 3280.23 USGSE Long
3128MFMG0 3128MFMG0 FED HOME LOAN MTG CORP - GOLD 221845.9752 213645.99 USGSE Long
36202FZX7 36202FZX7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1484825.8027 1353796.16 USGA Long
055522AA4 055522AA4 BLOX 2021-BLOX 8921000.0 8561498.87 CORP Long
36179SYU5 36179SYU5 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 123658.1747 119620.64 USGA Long
36179SB97 36179SB97 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 86398.225 81256.87 USGA Long
03465JAA8 03465JAA8 ANGEL OAK MTG TR 2021-6 3390426.28 2638446.68 CORP Long
715638DA7 715638DA7 PERU, REPUBLIC OF 800000.0 689200.0 NUSS Long
3133KPDS4 3133KPDS4 FED HOME LOAN MTG CORP - GOLD 734228.896 647526.89 USGSE Long
912810TU2 912810TU2 UNITED STATES TREASURY BOND 138689000.0 132556345.78 UST Long
31417YKH9 31417YKH9 FNMA GTD MTG PASS THRU CTF 3672.7882 3634.52 USGSE Long
26443TAC0 26443TAC0 DUKE ENERGY IND INC 298000.0 178085.88 CORP Long
98164FAD4 98164FAD4 WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 1693000.0 1689147.75 CORP Long
3140QMTD6 3140QMTD6 FNMA GTD MTG PASS THRU CTF 2144429.147 1691485.4 USGSE Long
31418EAB6 31418EAB6 FNMA GTD MTG PASS THRU CTF 1338650.7948 1100245.39 USGSE Long
92933BAR5 92933BAR5 WMG ACQUISITION CORP 32000.0 26447.36 CORP Long
05578AAY4 05578AAY4 BPCE SA 541000.0 528853.14 CORP Long
12668APD1 12668APD1 CWALT INC 15240.2264 11534.14 CORP Long
83367TBJ7 83367TBJ7 SOCIETE GENERALE 22306000.0 21562112.3 CORP Long
36179MSY7 36179MSY7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 16742.429 15672.83 USGA Long
3138EQPH9 3138EQPH9 FNMA GTD MTG PASS THRU CTF 709422.9614 664201.93 USGSE Long
92918EAL1 92918EAL1 VOYA 2020 3924000.0 3907248.44 CORP Long
907818FL7 907818FL7 UNION PACIFIC CORP 113000.0 79380.01 CORP Long
02005NBM1 02005NBM1 ALLY FINANCIAL INC 530000.0 373031.6 CORP Long
3133KYVK2 3133KYVK2 FED HOME LOAN MTG CORP - GOLD 40082.087 33043.92 USGSE Long
46115HAW7 46115HAW7 INTESA SANPAOLO SPA 10048000.0 9861976.45 CORP Long
3140JPKF1 3140JPKF1 FNMA GTD MTG PASS THRU CTF 46193.56 41128.51 USGSE Long
3132DPVE5 3132DPVE5 FED HOME LOAN MTG CORP - GOLD 216987.9976 200647.52 USGSE Long
31418BXU5 31418BXU5 FNMA GTD MTG PASS THRU CTF 116966.2567 112298.12 USGSE Long
30040WAK4 30040WAK4 EVERSOURCE ENERGY 895000.0 701146.34 CORP Long
912810TS7 912810TS7 UNITED STATES TREASURY BOND 843000.0 751323.75 UST Long
02209SBQ5 02209SBQ5 ALTRIA GROUP INC 67000.0 68939.22 CORP Long
3133AUDT2 3133AUDT2 FED HOME LOAN MTG CORP - GOLD 806239.586 634434.93 USGSE Long
55607PAG0 55607PAG0 MACQUARIE GROUP LTD 166000.0 130254.12 CORP Long
3140GPCD8 3140GPCD8 FNMA GTD MTG PASS THRU CTF 126447.1763 120965.99 USGSE Long
20030NCJ8 20030NCJ8 COMCAST CORP 435000.0 370368.33 CORP Long
345397ZR7 345397ZR7 FORD MOTOR CREDIT CO LLC 400000.0 375908.72 CORP Long
184496AP2 184496AP2 CLEAN HARBORS INC 95000.0 89327.84 CORP Long
42225UAD6 42225UAD6 HEALTHCARE REALTY HOLDINGS LP 2311000.0 2173383.62 CORP Long
N/A N/A ELEMENT MATLS TECHNOLOGY GROUP US HLDGS INC 88847.42 86682.21 CORP Long
25477GEU5 25477GEU5 DISTRICT COLUMBIA INCOME TAX REV 75000.0 76530.38 MUN Long
10569DAB9 10569DAB9 BRAVO RESIDENTIAL FDG TR 2023-NQM6 975064.42 974840.74 CORP Long
00973RAM5 00973RAM5 AKER BP ASA 250000.0 250433.2 CORP Long
3140XFGG0 3140XFGG0 FNMA GTD MTG PASS THRU CTF 1994060.853 1891255.25 USGSE Long
14040HCE3 14040HCE3 CAPITAL ONE FINANCIAL CORP 15820000.0 14692958.52 CORP Long
46592XAC8 46592XAC8 JP MORGAN MORTGAGE TRUST 2021-13 12115923.85 9426756.99 CORP Long
677415CR0 677415CR0 OHIO POWER CO 17000.0 12875.78 CORP Long
501797AW4 501797AW4 BATH and BODY WORKS INC 910000.0 900710.45 CORP Long
36241L5K8 36241L5K8 GNMA GUARANTEED PASS THRU CERT 1778301.9665 1618468.01 USGA Long
3620AR5J6 3620AR5J6 GNMA GUARANTEED PASS THRU CERT 3546.0204 3633.84 USGA Long
03690AAF3 03690AAF3 ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP 435000.0 420784.85 CORP Long
529043AD3 529043AD3 LXP INDUSTRIAL TRUST 1319000.0 1301734.24 CORP Long
91282CEY3 91282CEY3 UST NOTES 33075000.0 32124093.75 UST Long
29366WAD8 29366WAD8 ENTERGY MISSISSIPPI LLC 323000.0 311538.1 CORP Long
3133KYUY3 3133KYUY3 FED HOME LOAN MTG CORP - GOLD 648834.415 516678.91 USGSE Long
694308JL2 694308JL2 PACIFIC GAS and ELECTRIC CO 97686.0 93668.27 CORP Long
50201DAD5 50201DAD5 LCPR SENIOR SECURED FINANCING DAC 200000.0 167960.17 CORP Long
756109BA1 756109BA1 REALTY INCOME CORP 32000.0 23379.32 CORP Long
723787AR8 723787AR8 PIONEER NATURAL RESOURCES CO 285000.0 234493.67 CORP Long
31418MXS6 31418MXS6 FNMA GTD MTG PASS THRU CTF 69991.6864 71558.07 USGSE Long
698299BV5 698299BV5 PANAMA REPUBLIC OF 200000.0 176700.0 NUSS Long
3139216F0 3139216F0 FEDERAL NAT MTG ASN GTD REM PA 3133.7075 3026.54 USGSE Long
3133KYX38 3133KYX38 FED HOME LOAN MTG CORP - GOLD 187762.68 179682.29 USGSE Long
961214DF7 961214DF7 WESTPAC BANKING CORP 29000.0 27413.73 CORP Long
98138HAH4 98138HAH4 WORKDAY INC 1400000.0 1299301.75 CORP Long
36179NF78 36179NF78 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 135638.1984 123176.85 USGA Long
30293HAE5 30293HAE5 FREMF 2015-K48 MTG TR 470571.0 452800.92 CORP Long
29273RBL2 29273RBL2 ENERGY TRANSFER LP 225000.0 194902.23 CORP Long
03027XCD0 03027XCD0 AMERICAN TOWER CORP 3055000.0 3021405.72 CORP Long
01741RAL6 01741RAL6 ATI INC 70000.0 62649.97 CORP Long
31376KTJ5 31376KTJ5 FNMA GTD MTG PASS THRU CTF 14160.5732 14541.4 USGSE Long
3140X4KG0 3140X4KG0 FNMA GTD MTG PASS THRU CTF 1240960.217 1205781.97 USGSE Long
07325YAE8 07325YAE8 BAYVIEW COML ASSET TR 2007 3 18118.3298 15304.64 CORP Long
68389XBW4 68389XBW4 ORACLE CORP 2932000.0 2229547.54 CORP Long
3138LEAN1 3138LEAN1 FNMA GTD MTG PASS THRU CTF 350005.86 309530.73 USGSE Long
3140XLWQ7 3140XLWQ7 FNMA GTD MTG PASS THRU CTF 835680.15 776665.75 USGSE Long
61691EAZ8 61691EAZ8 MORGAN STANLEY CAP I TR 2016-UBS12 1966999.43 1827393.42 CORP Long
55336VAK6 55336VAK6 MPLX LP 505000.0 485112.14 CORP Long
3132DNNJ8 3132DNNJ8 FED HOME LOAN MTG CORP - GOLD 646691.5283 606483.03 USGSE Long
3132M8KV7 3132M8KV7 FED HOME LOAN MTG CORP - GOLD 14943.1638 13981.2 USGSE Long
620076BT5 620076BT5 MOTOROLA SOLUTIONS INC 203000.0 164885.22 CORP Long
3140XFTY7 3140XFTY7 FNMA GTD MTG PASS THRU CTF 1658028.85 1577105.1 USGSE Long
36267CAC9 36267CAC9 GS MTG SECS CORP TR 2023-FUN 1400000.0 1391247.62 CORP Long
3138XVLD0 3138XVLD0 FNMA GTD MTG PASS THRU CTF 114340.4869 109398.39 USGSE Long
3140J73J2 3140J73J2 FNMA GTD MTG PASS THRU CTF 115647.4806 107046.96 USGSE Long
48128BAG6 48128BAG6 JPMORGAN CHASE and CO 7120000.0 6834095.97 CORP Long
3132DWC43 3132DWC43 FED HOME LOAN MTG CORP - GOLD 2986543.6841 2625942.13 USGSE Long
476556CX1 476556CX1 JERSEY CENTRAL POWR and LIGHT CO 23000.0 23265.25 CORP Long
709629AR0 709629AR0 PENTAIR FINANCE SA 8070000.0 7570810.54 CORP Long
N/A N/A BNP PARIBAS 1.0 -611819.78 CORP N/A
01F0124C7 01F0124C7 FNMA/FHLG TBA ISSUER -165000.0 -140121.78 USGA Short
3128MJZF0 3128MJZF0 FED HOME LOAN MTG CORP - GOLD 4805321.3147 4173740.15 USGSE Long
02361DAU4 02361DAU4 AMEREN ILL CO 237000.0 162430.54 CORP Long
03881VAG4 03881VAG4 ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2 9500000.0 7548884.3 CORP Long
3140FXWR9 3140FXWR9 FNMA GTD MTG PASS THRU CTF 5819306.1177 5033927.91 USGSE Long
91740PAF5 91740PAF5 USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 102000.0 100686.8 CORP Long
74331GAJ8 74331GAJ8 PROGRESS RESIDENTIAL 2023-SFR2 TR 4431000.0 3877930.11 CORP Long
3140XH2W6 3140XH2W6 FNMA GTD MTG PASS THRU CTF 1401329.165 1314200.54 USGSE Long
36179XDD5 36179XDD5 GNMA GUARANTEED PASS THRU CERT 810081.1247 746559.5 USGA Long
91282CEP2 91282CEP2 UST NOTES 38547000.0 34490530.35 UST Long
582839AG1 582839AG1 MEAD JOHNSON NUTRITION CO 29000.0 25101.39 CORP Long
12189LBK6 12189LBK6 BURLINGTON NORTHN SANTA FE LLC 1493000.0 1447053.58 CORP Long
845467AP4 845467AP4 SOUTHWESTERN ENERGY CO 49000.0 50677.22 CORP Long
31368HM42 31368HM42 FNMA GTD MTG PASS THRU CTF 107810.3588 109627.46 USGSE Long
126650DU1 126650DU1 CVS HEALTH CORP 70000.0 68810.38 CORP Long
14366RAA7 14366RAA7 CARNIVAL HOLDINGS BERMUDA LTD 241000.0 262063.48 CORP Long
55293BAB1 55293BAB1 MHP COML MTG TR 2021-STOR 200000.0 196106.58 CORP Long
N/A N/A INDONESIA REPUBLIC OF 2000000.0 2154549.69 NUSS Long
723787AQ0 723787AQ0 PIONEER NATURAL RESOURCES CO 2470000.0 2025828.47 CORP Long
46647PDW3 46647PDW3 JPMORGAN CHASE and CO 785000.0 797747.46 CORP Long
31335BZW9 31335BZW9 FED HOME LOAN MTG CORP - GOLD 143513.8167 141416.91 USGSE Long
3140J9G21 3140J9G21 FNMA GTD MTG PASS THRU CTF 486441.0751 471668.01 USGSE Long
35564KDX4 35564KDX4 FREDDIE MAC STACR REMIC TRUST 2021-DNA1 4380000.0 4543646.44 USGA Long
N/A N/A DUKE ENERGY CORP NEW 800000.0 815652.24 CORP Long
862121AB6 862121AB6 STORE CAPITAL CORP 2475000.0 2154591.33 CORP Long
30292RAL8 30292RAL8 FREMF 2015-K46 MTG TR 103710.0 100131.43 CORP Long
745310AK8 745310AK8 PUGET ENERGY INC 5379000.0 4800532.6 CORP Long
12592PBF9 12592PBF9 COMM 2014-UBS6 MTG TR 3900000.0 3777199.53 CORP Long
3138M7WZ4 3138M7WZ4 FNMA GTD MTG PASS THRU CTF 33364.6282 29826.2 USGSE Long
3137H5BG1 3137H5BG1 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 243757.105 212483.78 USGSE Long
3140FXED0 3140FXED0 FNMA GTD MTG PASS THRU CTF 827475.5556 722004.86 USGSE Long
38375JMV4 38375JMV4 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 8677.005 718.65 USGA Long
3140EBDJ7 3140EBDJ7 FNMA GTD MTG PASS THRU CTF 204447.4714 190520.84 USGSE Long
28416TAC9 28416TAC9 ELARA HGV TIMESHARE ISSUER 2019-A LLC 33824.2323 31726.06 CORP Long
21H0326C9 21H0326C9 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER -16625000.0 -14869533.0 USGA Short
3140H6ZU6 3140H6ZU6 FNMA GTD MTG PASS THRU CTF 115668.4579 107030.23 USGSE Long
362548AB5 362548AB5 GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2 1667730.11 1664223.87 CORP Long
62983PAA3 62983PAA3 NAKILAT INC 574551.54 578681.13 CORP Long
3133KQW36 3133KQW36 FED HOME LOAN MTG CORP - GOLD 1156318.144 1114683.17 USGSE Long
3140FXSX1 3140FXSX1 FNMA GTD MTG PASS THRU CTF 568504.2855 475437.97 USGSE Long
53944YAP8 53944YAP8 LLOYDS BANKING GROUP PLC 2520000.0 2274757.05 CORP Long
23358EAF6 23358EAF6 DTI HOLDCO INC 94647.4014 92254.72 CORP Long
36294V6X3 36294V6X3 GNMA GUARANTEED PASS THRU CERT 1277.3692 1284.8 USGA Long
46124HAG1 46124HAG1 INTUIT INC 800000.0 806345.65 CORP Long
3140EYLA7 3140EYLA7 FNMA GTD MTG PASS THRU CTF 126578.1254 117797.6 USGSE Long
3138YS3T1 3138YS3T1 FNMA GTD MTG PASS THRU CTF 374010.8874 359317.83 USGSE Long
3140LLAH4 3140LLAH4 FNMA GTD MTG PASS THRU CTF 517614.96 488872.27 USGSE Long
30300HAG1 30300HAG1 FREMF 2017-K63 MORTGAGE TRUST 347991.0 328547.21 CORP Long
89838QAA1 89838QAA1 BOSTON UNIVERSITY 450000.0 366547.86 CORP Long
912810RC4 912810RC4 UNITED STATES TREASURY BOND 4576300.0 3928825.03 UST Long
3138M1MS4 3138M1MS4 FNMA GTD MTG PASS THRU CTF 17540.0288 15962.5 USGSE Long
464287432 464287432 ISHARES TR 2387098.0 218562692.88 RF Long
404280CX5 404280CX5 HSBC HOLDINGS PLC 200000.0 180967.62 CORP Long
12563EAA1 12563EAA1 CIFC FUNDING 2021-1 LTD 500000.0 499150.5 CORP Long
38380RVK3 38380RVK3 GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS 3015393.0 2129059.54 USGA Long
906548CN0 906548CN0 UNION ELECTRIC CO 59000.0 45145.79 CORP Long
45434L2H6 45434L2H6 INDIAN RAILWAY FINANCE CORP LTD 1010000.0 863529.8 CORP Long
36179WQC5 36179WQC5 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 814216.58 732089.89 USGA Long
N/A N/A SEVERN TRENT WATER UTIL FIN 210000.0 244009.62 CORP Long
3137H93C1 3137H93C1 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 2000000.0 1796094.6 USGSE Long
3617K54F8 3617K54F8 GNMA GUARANTEED PASS THRU CERT 221839.0786 205171.73 USGA Long
71567RAP1 71567RAP1 INDONESIA REPUBLIC OF 200000.0 174552.0 NUSS Long
3140Q8K87 3140Q8K87 FNMA GTD MTG PASS THRU CTF 1145132.298 1092272.88 USGSE Long
00180AAH2 00180AAH2 AMSR 2020-SFR1 175531.0 165995.23 CORP Long
05946XV83 05946XV83 BANC OF AMERICA FUNDING CORP 637.4992 471.33 CORP Long
26884LAG4 26884LAG4 EQT CORP 1125000.0 1180462.5 CORP Long
694308JU2 694308JU2 PACIFIC GAS and ELECTRIC CO 63000.0 46587.48 CORP Long
93935QAB3 93935QAB3 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA2 TRUST 574888.7727 448056.29 CORP Long
59151KAJ7 59151KAJ7 METHANEX CORP 105000.0 84637.05 CORP Long
00132UAG9 00132UAG9 AI AQUA MERGER SUB INC 382667.8777 375301.52 CORP Long
855244BF5 855244BF5 STARBUCKS CORP 93000.0 91516.52 CORP Long
693475BS3 693475BS3 PNC FINANCIAL SERVICES GRP INC 300000.0 298799.08 CORP Long
3140EXER0 3140EXER0 FNMA GTD MTG PASS THRU CTF 1872380.641 1748932.9 USGSE Long
3138AMYG4 3138AMYG4 FNMA GTD MTG PASS THRU CTF 43144.5362 41441.22 USGSE Long
31418BTC0 31418BTC0 FNMA GTD MTG PASS THRU CTF 8025.2804 7245.64 USGSE Long
50220PAC7 50220PAC7 LSEGA FINANCING PLC 200000.0 173410.31 CORP Long
18551PAE9 18551PAE9 CLECO CORPORATE HLDGS LLC 4448000.0 3790406.7 CORP Long
12327BAA4 12327BAA4 BUSINESS JET SECS 2021-1 LLC 162221.565 148629.96 CORP Long
26442CBC7 26442CBC7 DUKE ENERGY CAROLINAS LLC 117000.0 81336.01 CORP Long
55903VBA0 55903VBA0 MAGALLANES INC 3690000.0 3481781.57 CORP Long
3132WEAY8 3132WEAY8 FED HOME LOAN MTG CORP - GOLD 30198.0856 27178.5 USGSE Long
3140QMGY4 3140QMGY4 FNMA GTD MTG PASS THRU CTF 252330.334 216858.04 USGSE Long
3138LTLT3 3138LTLT3 FNMA GTD MTG PASS THRU CTF 9730.9603 9311.74 USGSE Long
3140J76C4 3140J76C4 FNMA GTD MTG PASS THRU CTF 165931.5762 158258.34 USGSE Long
55389PAC3 55389PAC3 MVW 2019-1 LLC 40507.6264 38441.99 CORP Long
912810QT8 912810QT8 UNITED STATES TREASURY BOND 4804100.0 3890195.02 UST Long
67059TAF2 67059TAF2 NUSTAR LOGISTICS LP 324000.0 322927.56 CORP Long
150190AF3 150190AF3 CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP 17000.0 16927.48 CORP Long
N/A N/A SERBIA REPUBLIC OF 569000.0 427355.99 NUSS Long
3132DWAV5 3132DWAV5 FED HOME LOAN MTG CORP - GOLD 3436831.5823 2552083.22 USGSE Long
037833BY5 037833BY5 APPLE INC 2345000.0 2268924.78 CORP Long
36179RXE4 36179RXE4 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 147006.1509 138258.17 USGA Long
36202FV94 36202FV94 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 90923.9751 87676.34 USGA Long
31395LFN6 31395LFN6 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 13013.5153 13184.7 USGSE Long
3138WCLT8 3138WCLT8 FNMA GTD MTG PASS THRU CTF 19120.9773 17323.16 USGSE Long
73928QAA6 73928QAA6 POWER FINANCE CORP LTD 3050000.0 3105113.5 CORP Long
17307GLA4 17307GLA4 CITIGROUP MTG LN TR 810.599 752.13 CORP Long
87724RAJ1 87724RAJ1 TAYLOR MORRISON COMMUNITIES INC 1400000.0 1291500.0 CORP Long
3140E86H6 3140E86H6 FNMA GTD MTG PASS THRU CTF 7608.4043 7300.0 USGSE Long
172441BD8 172441BD8 CINEMARK USA INC 174000.0 168813.06 CORP Long
04541GNA6 04541GNA6 ASSET BKD SEC CORP HM EQ LN TR 1054655.7092 932291.39 CORP Long
68622TAA9 68622TAA9 ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 290000.0 257511.13 CORP Long
59548PAA7 59548PAA7 MID-STATE CAP CORP 2006-1 TR 20607.3453 20031.73 CORP Long
3133KRBN3 3133KRBN3 FEDERAL HOME LOAN MORTGAGE COR PORATION 1199232.5381 1156052.37 USGSE Long
912828Z94 912828Z94 UST NOTES 3646000.0 3083291.16 UST Long
36179VZQ6 36179VZQ6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 2110563.834 1707636.3 USGA Long
548661EE3 548661EE3 LOWES COS INC 785000.0 533420.92 CORP Long
312946LH7 312946LH7 FED HOME LOAN MTG CORP - GOLD 60755.0959 58429.5 USGSE Long
172967MY4 172967MY4 CITIGROUP INC 5591000.0 4497591.95 CORP Long
18539UAD7 18539UAD7 CLEARWAY ENERGY OPERATING LLC 225000.0 188252.24 CORP Long
33767MAL9 33767MAL9 FIRSTKEY HOMES 2020-SFR1 TR 111000.0 103149.6 CORP Long
64830TAD0 64830TAD0 NEW RESIDENTIAL MTG LN TR 2020-1 1761789.4743 1582343.99 CORP Long
29275YAC6 29275YAC6 ENERSYS 31000.0 28369.92 CORP Long
11120VAL7 11120VAL7 BRIXMOR OPERATING PARTNERSHIP LP 4020000.0 3169874.52 CORP Long
3140QNY97 3140QNY97 FNMA GTD MTG PASS THRU CTF 591890.4518 534879.21 USGSE Long
605417CB8 605417CB8 MISSISSIPPI POWER CO 16000.0 15138.44 CORP Long
36179XAA4 36179XAA4 GNMA GUARANTEED PASS THRU CERT 6017839.2384 5697704.03 USGA Long
3140JWBD1 3140JWBD1 FNMA GTD MTG PASS THRU CTF 231665.803 221589.57 USGSE Long
760942BB7 760942BB7 REPUBLICA ORIENTAL DEL URUGUAY 150000.0 150003.0 NUSS Long
36270GAA9 36270GAA9 GS MTG SECS CORP TR 2023-SHIP 4140000.0 3966740.17 CORP Long
12661QAC1 12661QAC1 CSMC 2022-RPL1 TR 7086598.03 6166785.95 CORP Long
31418DZW5 31418DZW5 FNMA GTD MTG PASS THRU CTF 10839638.3732 8838193.45 USGSE Long
639057AK4 639057AK4 NATWEST GROUP PLC 240000.0 238910.05 CORP Long
50540RAQ5 50540RAQ5 LABORATORY CORP OF AMERICA HOLDINGS 1410000.0 1376886.49 CORP Long
3137BYKR0 3137BYKR0 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 571182.0138 535920.15 USGSE Long
14855MAB4 14855MAB4 CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1 2927376.593 1895564.17 CORP Long
26253BAE4 26253BAE4 DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC 300000.0 301914.0 CORP Long
118230AR2 118230AR2 BUCKEYE PARTNERS MLP 534000.0 493215.75 CORP Long
3136ANY68 3136ANY68 FEDERAL NAT MTG ASN GTD REM PA 469169.0985 78539.19 USGSE Long
3140MNN93 3140MNN93 FNMA GTD MTG PASS THRU CTF 14516526.03 12282714.29 USGSE Long
3136AWWF0 3136AWWF0 FEDERAL NAT MTG ASN GTD REM PA 621523.6666 575671.44 USGSE Long
05971KAP4 05971KAP4 BANCO SANTANDER SA 1200000.0 1223853.6 CORP Long
N/A N/A FMTC UNITIZATION PORTFOLIOS -8775000.0 -12127.05 CORP N/A
58013MFW9 58013MFW9 MCDONALDS CORP 500000.0 492681.74 CORP Long
30167YAG6 30167YAG6 EXETER AUTOMOBILE RECEIVABLES TRUST 2020-2 54372.624 54073.22 CORP Long
74333TAN9 74333TAN9 PROGRESS RESIDENTIAL TRUST 2021-SFR8 4000000.0 3423250.4 CORP Long
02209SBM4 02209SBM4 ALTRIA GROUP INC 7108000.0 4908223.55 CORP Long
432891AK5 432891AK5 HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP 40000.0 38898.6 CORP Long
571903BL6 571903BL6 MARRIOTT INTERNATIONAL INC/MD 925000.0 905217.27 CORP Long
31418D3G5 31418D3G5 FNMA GTD MTG PASS THRU CTF 7825655.0604 6114037.18 USGSE Long
15089QAY0 15089QAY0 CELANESE US HLDGS LLC 1991000.0 2063001.95 CORP Long
3132D9JP0 3132D9JP0 FED HOME LOAN MTG CORP - GOLD 404595.145 344556.75 USGSE Long
N/A N/A BNP PARIBAS 1.0 1374.3 CORP N/A
3140QMBF0 3140QMBF0 FNMA GTD MTG PASS THRU CTF 1331145.09 1095740.33 USGSE Long
31402CTT9 31402CTT9 FNMA GTD MTG PASS THRU CTF 52114.5618 53330.05 USGSE Long
26442CAZ7 26442CAZ7 DUKE ENERGY CAROLINAS LLC 15000.0 10046.85 CORP Long
81744MAM4 81744MAM4 SEQUOIA MTG TR 2007-3 421732.2529 330261.31 CORP Long
31393XGH4 31393XGH4 FEDERAL NAT MTG ASN GTD REM PA 2709.1318 2708.0 USGSE Long
958667AF4 958667AF4 WESTERN GAS PARTNERS LP 484000.0 496994.92 CORP Long
52736RBJ0 52736RBJ0 LEVI STRAUSS and CO 170000.0 142375.0 CORP Long
31335ARH3 31335ARH3 FED HOME LOAN MTG CORP - GOLD 1982329.2679 1867589.87 USGSE Long
89376VAA8 89376VAA8 TRANSMONTAIGNE PARTNERS LP / TLP FINANCE CORP 776000.0 677145.36 CORP Long
68377FAC2 68377FAC2 OPORTUN FDG XIII LLC 48034.399 48032.27 CORP Long
07325YAF5 07325YAF5 BAYVIEW COML ASSET TR 2007 3 28603.0265 24532.01 CORP Long
677415CU3 677415CU3 OHIO POWER CO 694000.0 429962.71 CORP Long
3140LF4S0 3140LF4S0 FNMA GTD MTG PASS THRU CTF 182845.0 158630.58 USGSE Long
N/A N/A BAYER AG 450000.0 489433.14 CORP Long
35563PGZ6 35563PGZ6 SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 2136837.18 1784259.05 CORP Long
92556VAC0 92556VAC0 VIATRIS INC 120000.0 106039.38 CORP Long
00180UAF2 00180UAF2 AMSR 2021-SFR3 TRUST 178896.0 152233.0 CORP Long
81725WAJ2 81725WAJ2 SENSATA TECHNOLOGIES BV 16000.0 15740.64 CORP Long
46645WBG7 46645WBG7 J P MORGAN CHASE COML MTG SECS TR 2018-WPT 1934000.0 1276831.64 CORP Long
12545AAZ7 12545AAZ7 CHL MTG PASS-THROUGH TR 2007-8 261853.7228 122938.78 CORP Long
60687YDB2 60687YDB2 MIZUHO FINANCIAL GROUP INC 5810000.0 5784715.93 CORP Long
3132QDA35 3132QDA35 FED HOME LOAN MTG CORP - GOLD 14416.3751 13033.41 USGSE Long
91911KAN2 91911KAN2 BAUSCH HEALTH COS INC 596000.0 519265.0 CORP Long
3140XJR39 3140XJR39 FNMA GTD MTG PASS THRU CTF 14319487.16 11711317.15 USGSE Long
3140QEFC1 3140QEFC1 FNMA GTD MTG PASS THRU CTF 259929.922 225663.67 USGSE Long
871911AU7 871911AU7 SYSTEMS ENERGY RESOURCE INC 275000.0 273607.38 CORP Long
845437BT8 845437BT8 SOUTHWESTERN ELEC POWER CO 100000.0 62521.46 CORP Long
00178UAJ8 00178UAJ8 AMSR 2020-SFR2 TR 577704.0 543649.04 CORP Long
55284DAA0 55284DAA0 MF1 2021-W10X 480000.0 466368.14 CORP Long
3140HNWJ7 3140HNWJ7 FNMA GTD MTG PASS THRU CTF 142881.2934 135660.77 USGSE Long
31416XAB6 31416XAB6 FNMA GTD MTG PASS THRU CTF 1832694.1706 1726821.81 USGSE Long
3132XTLQ9 3132XTLQ9 FED HOME LOAN MTG CORP - GOLD 11781.734 10957.02 USGSE Long
312944FA4 312944FA4 FED HOME LOAN MTG CORP - GOLD 178156.827 168162.46 USGSE Long
26442CBH6 26442CBH6 DUKE ENERGY CAROLINAS LLC 118000.0 83541.47 CORP Long
3140Q9NG4 3140Q9NG4 FNMA GTD MTG PASS THRU CTF 87815.571 81092.77 USGSE Long
N/A N/A LONDON CLEARING HOUSE -50554000.0 -1040871.02 CORP N/A
3136BLES5 3136BLES5 FEDERAL NAT MTG ASN GTD REM PA 9408791.131 7841951.73 USGSE Long
3138XPDT7 3138XPDT7 FNMA GTD MTG PASS THRU CTF 537746.5891 502460.52 USGSE Long
82983MAB6 82983MAB6 SITIO ROYAL OP / SIT FIN 201000.0 201787.92 CORP Long
3133KYVY2 3133KYVY2 FED HOME LOAN MTG CORP - GOLD 41955.044 34535.55 USGSE Long
3140XJY23 3140XJY23 FNMA GTD MTG PASS THRU CTF 764733.6265 697645.23 USGSE Long
599191AA1 599191AA1 MILEAGE PLUS HLDINGS LLC 181246.5 180248.5 CORP Long
02666BAE6 02666BAE6 AMR HMS 15-SFR2 545000.0 540622.78 CORP Long
780153BK7 780153BK7 ROYAL CARIBBEAN CRUISES LTD 100000.0 96210.97 CORP Long
31417C2P9 31417C2P9 FNMA GTD MTG PASS THRU CTF 113168.1057 99953.58 USGSE Long
3132DN7F4 3132DN7F4 FED HOME LOAN MTG CORP - GOLD 527535.6886 494735.79 USGSE Long
31410LDP4 31410LDP4 FNMA GTD MTG PASS THRU CTF 254875.8271 244991.64 USGSE Long
3140QCFC5 3140QCFC5 FNMA GTD MTG PASS THRU CTF 159912.7502 142128.73 USGSE Long
591539AA9 591539AA9 METHODIST HOSPITAL/THE 820000.0 496490.4 CORP Long
756109BK9 756109BK9 REALTY INCOME CORP 6510000.0 5724275.42 CORP Long
06738ECA1 06738ECA1 BARCLAYS PLC 326000.0 314498.86 CORP Long
25460HAB8 25460HAB8 DIRECTV FINANCING LLC 410000.0 402857.8 CORP Long
3140LHFN5 3140LHFN5 FNMA GTD MTG PASS THRU CTF 2000000.0 1811342.8 USGSE Long
3620ARLM1 3620ARLM1 GNMA GUARANTEED PASS THRU CERT 10777.1732 10078.77 USGA Long
31307RND3 31307RND3 FED HOME LOAN MTG CORP - GOLD 1228019.79 1148562.37 USGSE Long
097023DA0 097023DA0 BOEING CO 50000.0 47294.88 CORP Long
N/A N/A UBS GROUP AG 700000.0 747596.38 CORP Long
3133CCKM7 3133CCKM7 FED HOME LOAN MTG CORP - GOLD 658733.003 676980.37 USGSE Long
209111FQ1 209111FQ1 CONSOLIDATED EDISON CO OF NEW YORK INC 23000.0 18324.67 CORP Long
24440EAB3 24440EAB3 DEERFIELD DAKOTA HOLDING LLC 557745.6299 546032.97 CORP Long
3128M8VM3 3128M8VM3 FED HOME LOAN MTG CORP - GOLD 90876.4721 87378.13 USGSE Long
824348AX4 824348AX4 SHERWIN WILLIAMS CO 210000.0 177549.16 CORP Long
3136BLYE4 3136BLYE4 FEDERAL NAT MTG ASN GTD REM PA 247000.782 211124.21 USGSE Long
341099CH0 341099CH0 DUKE ENERGY FLORIDA LLC 675000.0 711549.08 CORP Long
3128MJUC2 3128MJUC2 FED HOME LOAN MTG CORP - GOLD 52531.8568 50700.03 USGSE Long
3137BPVN6 3137BPVN6 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 258704.0 229420.34 USGSE Long
393505F64 393505F64 GREEN TREE FINANCIAL CORP 363560.2391 339236.17 CORP Long
91679WAA6 91679WAA6 UPSTART SECURITIZATION TR 2022-1 1428818.94 1408995.51 CORP Long
3138EPV76 3138EPV76 FNMA GTD MTG PASS THRU CTF 61664.1986 60254.19 USGSE Long
36202FGC4 36202FGC4 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 82218.8533 77336.76 USGA Long
912834LX4 912834LX4 US TREASURY C0UPON STRIPS 229800.0 90207.53 UST Long
31417FNS3 31417FNS3 FNMA GTD MTG PASS THRU CTF 361803.6016 320074.44 USGSE Long
31396WEC6 31396WEC6 FEDERAL NAT MTG ASN GTD REM PA 61529.275 4954.69 USGSE Long
82655KAB7 82655KAB7 SIGECO SECURITIZATION I LLC 8000.0 7436.5 CORP Long
3132QV2M2 3132QV2M2 FED HOME LOAN MTG CORP - GOLD 16364.9705 15275.68 USGSE Long
133434AC4 133434AC4 CAMERON LNG LLC 134000.0 108337.45 CORP Long
3132DWBG7 3132DWBG7 FED HOME LOAN MTG CORP - GOLD 55368879.713 41115191.49 USGSE Long
013092AG6 013092AG6 ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 954000.0 845522.38 CORP Long
31335CB94 31335CB94 FED HOME LOAN MTG CORP - GOLD 76789.6961 78170.47 USGSE Long
40422KAB7 40422KAB7 H-FOOD HOLDINGS LLC 124428.9215 96640.21 CORP Long
00179WAG9 00179WAG9 AMSR 2022-SFR1 TRUST 373005.0 334542.37 CORP Long
3140HEJW3 3140HEJW3 FNMA GTD MTG PASS THRU CTF 40745.5357 39981.93 USGSE Long
36193SYE3 36193SYE3 GNMA GUARANTEED PASS THRU CERT 55291.136 50003.56 USGA Long
30168DAF3 30168DAF3 EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5 1467000.0 1479189.3 CORP Long
855030AN2 855030AN2 STAPLES INC 187000.0 165493.74 CORP Long
62928CAA0 62928CAA0 NGPL PIPECO LLC 1197000.0 988625.39 CORP Long
62854AAP9 62854AAP9 UTAH ACQUISITION SUB INC 190000.0 147091.56 CORP Long
46115HBS5 46115HBS5 INTESA SANPAOLO SPA 468000.0 308166.54 CORP Long
N/A N/A JPMORGAN CHASE BANK NA NEW YORK NY 1.0 -2390.17 CORP N/A
61691ABK8 61691ABK8 MORGAN STANLEY CAP I TR 2015-UBS8 2387938.95 2287409.59 CORP Long
126307AS6 126307AS6 CSC HOLDINGS LLC 744000.0 632575.96 CORP Long
3138AXFN6 3138AXFN6 FNMA GTD MTG PASS THRU CTF 14857.41 13992.13 USGSE Long
749685AY9 749685AY9 RPM INTERNATIONAL INC 40000.0 32161.58 CORP Long
09951LAB9 09951LAB9 BOOZ ALLEN AND HAMILTON INC 45000.0 40993.2 CORP Long
91324PBU5 91324PBU5 UNITEDHEALTH GROUP INC 110000.0 99017.34 CORP Long
228701AG3 228701AG3 CROWNROCK L P / CROWNROCK FIN INC 40000.0 38400.0 CORP Long
3140QNYH9 3140QNYH9 FNMA GTD MTG PASS THRU CTF 29288711.67 25729450.78 USGSE Long
293791AT6 293791AT6 ENTERPRISE PRODUCTS OPERATING LLC 23000.0 22785.69 CORP Long
05401AAH4 05401AAH4 AVOLON HOLDINGS FUNDING LTD 262000.0 250246.9 CORP Long
29273RBF5 29273RBF5 ENERGY TRANSFER LP 1115000.0 966278.68 CORP Long
3138A9Y65 3138A9Y65 FNMA GTD MTG PASS THRU CTF 110804.2097 106366.41 USGSE Long
210518DE3 210518DE3 CONSUMERS ENERGY CO 197000.0 147128.87 CORP Long
233331BJ5 233331BJ5 DTE ENERGY CO 280000.0 274520.24 CORP Long
36179RVC0 36179RVC0 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 565212.7468 531578.29 USGA Long
31307UH50 31307UH50 FED HOME LOAN MTG CORP - GOLD 58609.996 55350.1 USGSE Long
26442EAK6 26442EAK6 DUKE ENERGY OHIO INC 74000.0 72466.43 CORP Long
46647PBX3 46647PBX3 JPMORGAN CHASE and CO 8550000.0 6721256.57 CORP Long
449691AC8 449691AC8 ILIAD HOLDING SAS 450000.0 432667.31 CORP Long
34531XAC8 34531XAC8 FORD FOUNDATION/THE 85000.0 48693.79 CORP Long
68306MAA7 68306MAA7 ONTARIO GAMING GTA LP 60000.0 60606.61 CORP Long
3140QFA74 3140QFA74 FNMA GTD MTG PASS THRU CTF 13023240.21 10748844.61 USGSE Long
31410LNU2 31410LNU2 FNMA GTD MTG PASS THRU CTF 18203.5563 18110.37 USGSE Long
3138LVY49 3138LVY49 FNMA GTD MTG PASS THRU CTF 17117.3615 16149.83 USGSE Long
126307BB2 126307BB2 CSC HOLDINGS LLC 215000.0 153017.65 CORP Long
3132L7RM3 3132L7RM3 FED HOME LOAN MTG CORP - GOLD 176042.315 164324.55 USGSE Long
59020UDP7 59020UDP7 MERRILL LYNCH MTGE INVS INC 983.9906 934.51 CORP Long
92290CAB5 92290CAB5 VENTURE 43 CLO LTD 15200000.0 15097445.6 CORP Long
316175108 316175108 Fidelity Colchester Street Trust 159646853.21 159646853.21 RF Long
361841AH2 361841AH2 GLP CAP LP / GLP FING II INC 6845000.0 6688868.97 CORP Long
30259RAJ4 30259RAJ4 FMC GMSR ISSUER TR 234042.0 184635.69 CORP Long
87264ABV6 87264ABV6 T-MOBILE USA INC 3475000.0 3149775.1 CORP Long
3140XLUD8 3140XLUD8 FNMA GTD MTG PASS THRU CTF 1138390.0476 1117767.09 USGSE Long
00817YAZ1 00817YAZ1 AETNA INC 426000.0 311082.0 CORP Long
02529YAG8 02529YAG8 AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-2 1000000.0 983530.8 CORP Long
00775PAA5 00775PAA5 ADVANTAGE SALES and MARKETING INC DEL 245000.0 218365.11 CORP Long
3617W1KJ8 3617W1KJ8 GNMA GUARANTEED PASS THRU CERT 1374709.79 1174228.58 USGA Long
031162DR8 031162DR8 AMGEN INC 3916000.0 3876382.38 CORP Long
3138MLTX2 3138MLTX2 FNMA GTD MTG PASS THRU CTF 176968.119 156079.33 USGSE Long
10373QBU3 10373QBU3 BP CAP MARKETS AMERICA INC 2809000.0 2726379.53 CORP Long
81180WBD2 81180WBD2 SEAGATE HDD CAYMAN 106000.0 90769.16 CORP Long
N/A N/A ANGOLA REPUBLIC 200000.0 194625.0 NUSS Long
023771T40 023771T40 AMERICAN AIRLINES INC 185000.0 190835.37 CORP Long
91324PEX6 91324PEX6 UNITEDHEALTH GROUP INC 11006000.0 10505261.34 CORP Long
00774MAN5 00774MAN5 AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4320000.0 4340420.55 CORP Long
3138EPTH7 3138EPTH7 FNMA GTD MTG PASS THRU CTF 309318.8585 262536.39 USGSE Long
36179QYU9 36179QYU9 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 202159.6341 195748.48 USGA Long
75513ECK5 75513ECK5 RAYTHEON TECHNOLOGIES CORP 4000.0 3256.4 CORP Long
466304AA0 466304AA0 J P MORGAN CHASE COML MTG SECS TR 2022-CGSS 750000.0 751383.0 CORP Long
49456BAS0 49456BAS0 KINDER MORGAN INC DEL 351000.0 223396.33 CORP Long
36241LH25 36241LH25 GNMA GUARANTEED PASS THRU CERT 39922.4856 39309.66 USGA Long
382550BR1 382550BR1 GOODYEAR TIRE and RUBBER CO 117000.0 101497.5 CORP Long
153527AP1 153527AP1 CENTRAL GARDEN and PET CO 621000.0 524009.61 CORP Long
842400GN7 842400GN7 SOUTHERN CALIFORNIA EDISON CO 58000.0 56164.31 CORP Long
26248AAA2 26248AAA2 DRYDEN 98 CLO LTD 4007000.0 3967623.21 CORP Long
N/A N/A CREDIT AGRICOLE SA 700000.0 913386.61 CORP Long
31398LNT1 31398LNT1 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 7574.6619 402.56 USGSE Long
36202EWE5 36202EWE5 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1304.7182 1354.05 USGA Long
3138MCWF7 3138MCWF7 FNMA GTD MTG PASS THRU CTF 89198.204 86028.54 USGSE Long
33767JAL6 33767JAL6 FIRSTKEY HOMES 2020-SFR2 638000.0 582275.61 CORP Long
95000U2J1 95000U2J1 WELLS FARGO and CO 3439000.0 2873934.44 CORP Long
3138A5SM5 3138A5SM5 FNMA GTD MTG PASS THRU CTF 15468.2854 14899.95 USGSE Long
3140H1W71 3140H1W71 FNMA GTD MTG PASS THRU CTF 281245.1394 268836.69 USGSE Long
184496AQ0 184496AQ0 CLEAN HARBORS INC 45000.0 44655.42 CORP Long
3138M7CD5 3138M7CD5 FNMA GTD MTG PASS THRU CTF 532044.48 487809.98 USGSE Long
N/A N/A DEUTSCHE BANK AG LDN BRH 404344.0 -11708.79 CORP N/A
07274NAN3 07274NAN3 BAYER US FINANCE II LLC 570000.0 468608.56 CORP Long
12531CAA4 12531CAA4 CFIN 2022-RTL1 ISSUER LLC 396134.73 371137.04 CORP Long
83612TAB8 83612TAB8 SOUNDVIEW HOME LN TR 2007 OPT1 21744.9735 14188.93 CORP Long
61747YFD2 61747YFD2 MORGAN STANLEY 2234000.0 2196873.53 CORP Long
N/A N/A GOLDMAN SACHS BANK USA 1.0 205.91 CORP N/A
202795JQ4 202795JQ4 COMMONWEALTH EDISON CO 349000.0 231180.62 CORP Long
3132MAXC0 3132MAXC0 FED HOME LOAN MTG CORP - GOLD 834156.707 755439.26 USGSE Long
072722AE1 072722AE1 BAYCARE HEALTH SYSTEM INC 2320000.0 1801742.62 CORP Long
761143AA4 761143AA4 RESIDENTIAL ASSET SECURITIZATION TR 2007-A9 2944076.7929 810756.65 CORP Long
38380RTP5 38380RTP5 GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS 2775569.07 2037845.29 USGA Long
59524QAA3 59524QAA3 MID-ATLANTIC INTST TRANSMISSION LLC 584000.0 552520.61 CORP Long
576434SK1 576434SK1 MASTER ALTERNATIVE LOAN TRUST 5356.2778 4922.08 CORP Long
33883MAA2 33883MAA2 FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC 7413000.0 7399626.95 CORP Long
3136A5L87 3136A5L87 FEDERAL NAT MTG ASN GTD REM PA 12533.1503 481.34 USGSE Long
3620AR3K5 3620AR3K5 GNMA GUARANTEED PASS THRU CERT 44082.2919 41210.13 USGA Long
3140XDSF4 3140XDSF4 FNMA GTD MTG PASS THRU CTF 3869060.215 3164344.56 USGSE Long
36196HQG8 36196HQG8 GNMA GUARANTEED PASS THRU CERT 7263.2338 6762.97 USGA Long
95000U2G7 95000U2G7 WELLS FARGO and CO 24150000.0 20777853.63 CORP Long
3132QRP87 3132QRP87 FED HOME LOAN MTG CORP - GOLD 787517.24 689917.31 USGSE Long
25470DBJ7 25470DBJ7 DISCOVERY COMMUNICATIONS LLC 4338000.0 3833347.01 CORP Long
000876AC6 000876AC6 ACHV ABS TR 2023-3PL 1750000.0 1759517.9 CORP Long
382550BJ9 382550BJ9 GOODYEAR TIRE and RUBBER CO 482000.0 421805.29 CORP Long
29089QAC9 29089QAC9 EMERGENT BIOSOLUTIONS INC 194000.0 76387.5 CORP Long
3140KVSL5 3140KVSL5 FED HOME LOAN MTG CORP - GOLD 69472.191 51696.42 USGSE Long
36179W5C8 36179W5C8 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 126158.5385 109300.12 USGA Long
31418ETA8 31418ETA8 FNMA GTD MTG PASS THRU CTF 2959119.4733 3008723.78 USGSE Long
36194GPG3 36194GPG3 GNMA GUARANTEED PASS THRU CERT 11239.3842 10465.26 USGA Long
3140QD6M1 3140QD6M1 FNMA GTD MTG PASS THRU CTF 2462785.552 1941059.7 USGSE Long
87264ACY9 87264ACY9 T-MOBILE USA INC 165000.0 159982.78 CORP Long
36202F3N4 36202F3N4 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 92589.5251 86798.55 USGA Long
912810RQ3 912810RQ3 UNITED STATES TREASURY BOND 8070000.0 5596355.84 UST Long
693475AX3 693475AX3 PNC FINANCIAL SERVICES GRP INC 58000.0 54094.19 CORP Long
03523TBW7 03523TBW7 ANHEUSER BUSCH INBEV WORLDWIDE INC 6509000.0 6797930.47 CORP Long
902613BB3 902613BB3 UBS GROUP AG 3490000.0 3396248.34 CORP Long
N/A N/A ELEMENT MATLS TECHNOLOGY GROUP US HLDGS INC 192502.75 187811.46 CORP Long
36179TLS2 36179TLS2 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 299213.5095 271066.79 USGA Long
3132DPPC6 3132DPPC6 FED HOME LOAN MTG CORP - GOLD 2142712.255 1820355.98 USGSE Long
3132D57D8 3132D57D8 FED HOME LOAN MTG CORP - GOLD 864840.0875 736844.53 USGSE Long
3142GQAB8 3142GQAB8 FED HOME LOAN MTG CORP - GOLD 1135299.67 1168167.39 USGSE Long
548661EM5 548661EM5 LOWES COS INC 572000.0 556408.58 CORP Long
38381RQS1 38381RQS1 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 1050821.152 1020537.54 USGA Long
378272BG2 378272BG2 GLENCORE FDG LLC 260000.0 209222.42 CORP Long
3140LFE42 3140LFE42 FNMA GTD MTG PASS THRU CTF 229598.8683 191670.9 USGSE Long
126671Y91 126671Y91 CWABS INC 8675.1485 8356.9 CORP Long
3138Y3T35 3138Y3T35 FNMA GTD MTG PASS THRU CTF 28979.0596 27904.01 USGSE Long
66981FAF7 66981FAF7 AMSR 2020-SFR4 TR 672872.0 617612.39 CORP Long
83368RBD3 83368RBD3 SOCIETE GENERALE 210000.0 164440.93 CORP Long
00180AAE9 00180AAE9 AMSR 2020-SFR1 877659.0 826708.09 CORP Long
361841AJ8 361841AJ8 GLP CAP LP / GLP FING II INC 200000.0 196613.01 CORP Long
010392FX1 010392FX1 ALABAMA POWER and LIGHT 95000.0 80786.18 CORP Long
209111FV0 209111FV0 CONSOLIDATED EDISON CO OF NEW YORK INC 20000.0 15500.03 CORP Long
36178DZK0 36178DZK0 GNMA GUARANTEED PASS THRU CERT 296376.2007 260176.25 USGA Long
18538RAJ2 18538RAJ2 CLEARWATER PAPER CORP 500000.0 446192.95 CORP Long
125039AC1 125039AC1 CD 2017-CD6 MTG TR 2500000.0 2333350.25 CORP Long
36202EGC7 36202EGC7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 35903.2431 35428.34 USGA Long
038370AB8 038370AB8 AQUA FINANCE TRUST 2019-A 430996.6892 399324.38 CORP Long
3133L8ED3 3133L8ED3 FED HOME LOAN MTG CORP - GOLD 192505.019 168925.33 USGSE Long
91282CJF9 91282CJF9 UST NOTES 83793000.0 85848547.03 UST Long
06211CAG0 06211CAG0 BANK5 2023-5YR2 15000000.0 15512169.0 CORP Long
3138E3CU5 3138E3CU5 FNMA GTD MTG PASS THRU CTF 992730.929 903492.76 USGSE Long
65364UAL0 65364UAL0 NIAGARA MOHAWK POWER CORP 19000.0 18034.43 CORP Long
3136B2HA3 3136B2HA3 FEDERAL NAT MTG ASN GTD REM PA 610060.0 574776.57 USGSE Long
3132DP4T2 3132DP4T2 FED HOME LOAN MTG CORP - GOLD 324003.781 287920.42 USGSE Long
05525QAA5 05525QAA5 BAMLL RE-REMIC TR 2014-FRR8 351063.0 332023.7 CORP Long
3617XXC80 3617XXC80 GNMA GUARANTEED PASS THRU CERT 1373550.2423 1409871.03 USGA Long
33829WAC3 33829WAC3 522 FDG CLO 2019-5 LTD / 522 FDG CLO 2019-5 1000000.0 990817.0 CORP Long
12598HAB1 12598HAB1 CIM TR 2021-R4 6796389.72 5827910.98 CORP Long
878742AS4 878742AS4 TECK RESOURCES LTD 1193000.0 1147414.18 CORP Long
3140HLKB1 3140HLKB1 FNMA GTD MTG PASS THRU CTF 35811.1106 34090.92 USGSE Long
13063A5E0 13063A5E0 CALIFORNIA ST 205000.0 239840.96 MUN Long
87124VAE9 87124VAE9 SYDNEY AIRPORT FINANCE CO PTY LTD 38000.0 36769.21 CORP Long
532457CH9 532457CH9 ELI LILLY and CO 320000.0 308781.53 CORP Long
3128MJ2A7 3128MJ2A7 FED HOME LOAN MTG CORP - GOLD 209578.3591 200763.87 USGSE Long
097023DC6 097023DC6 BOEING CO 12650000.0 11382504.28 CORP Long
12653VAC0 12653VAC0 CSMC 2019-ICE4 561602.8018 559613.32 CORP Long
38380LTJ2 38380LTJ2 GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS 336674.2717 333470.61 USGA Long
172967NA5 172967NA5 CITIGROUP INC 360000.0 324155.12 CORP Long
403950AG3 403950AG3 HGI CRE CLO 2021-FL3 LTD 320500.0 313045.11 CORP Long
N/A N/A INDONESIA REPUBLIC OF 3500000.0 2890647.82 NUSS Long
23636AAV3 23636AAV3 DANSKE BANK A/S 200000.0 193263.51 CORP Long
7846ELAD9 7846ELAD9 SPCM SA 115000.0 102426.34 CORP Long
31335A4H8 31335A4H8 FED HOME LOAN MTG CORP - GOLD 840382.2722 786020.3 USGSE Long
53218CAE0 53218CAE0 LIFE 2021-BMR MTG TR 1034084.6 996395.42 CORP Long
3138A2XL8 3138A2XL8 FNMA GTD MTG PASS THRU CTF 5533.5582 5211.0 USGSE Long
02361DBA7 02361DBA7 AMEREN ILL CO 744000.0 723598.53 CORP Long
05554FAD7 05554FAD7 BBCMS MTG TR 2023-C22 450000.0 487976.49 CORP Long
3132HMK75 3132HMK75 FED HOME LOAN MTG CORP - GOLD 2351826.4054 2143375.09 USGSE Long
912810TF5 912810TF5 UNITED STATES TREASURY BOND 11861000.0 8450962.5 UST Long
31402RDG1 31402RDG1 FNMA GTD MTG PASS THRU CTF 1398.8023 1433.94 USGSE Long
694308HY6 694308HY6 PACIFIC GAS and ELECTRIC CO 1700000.0 1152658.11 CORP Long
36179MVT4 36179MVT4 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1000058.9741 936284.81 USGA Long
30303M8K1 30303M8K1 META PLATFORMS INC 247000.0 212690.23 CORP Long
91481CAD2 91481CAD2 UNIVERSITY PA TRUSTEES 495000.0 290166.43 CORP Long
55342UAH7 55342UAH7 MPT OPER PARTNERSHIP LP / MPT FIN CORP 2450000.0 1951678.82 CORP Long
3137H5FF9 3137H5FF9 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 632261.013 537875.38 USGSE Long
37045VAT7 37045VAT7 GENERAL MOTORS CO 10000.0 9119.2 CORP Long
31419AXD4 31419AXD4 FNMA GTD MTG PASS THRU CTF 399172.886 383139.39 USGSE Long
29261AAE0 29261AAE0 ENCOMPASS HEALTH CORP 41000.0 35987.87 CORP Long
6174468P7 6174468P7 MORGAN STANLEY 13084000.0 11611628.17 CORP Long
373334JW2 373334JW2 GEORGIA POWER CO 525000.0 435808.41 CORP Long
337738BD9 337738BD9 FISERV INC 1260000.0 1270386.75 CORP Long
03027XAW0 03027XAW0 AMERICAN TOWER CORP 872000.0 800553.33 CORP Long
01309QAA6 01309QAA6 ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 1110000.0 1114588.74 CORP Long
3138M3RR7 3138M3RR7 FNMA GTD MTG PASS THRU CTF 1755679.296 1597666.05 USGSE Long
N/A N/A DOMINICAN REPUBLIC 161000.0 152024.25 NUSS Long
3136B4NV6 3136B4NV6 FEDERAL NAT MTG ASN GTD REM PA 188608.1308 169619.38 USGSE Long
3132QVGE5 3132QVGE5 FED HOME LOAN MTG CORP - GOLD 371040.5877 345763.56 USGSE Long
89400PAK9 89400PAK9 TRANSURBAN FINANCE CO PTY LTD 118000.0 94896.31 CORP Long
01F0204C0 01F0204C0 FNMA/FHLG TBA ISSUER 2663000.0 2329272.57 USGA Long
91324PEL2 91324PEL2 UNITEDHEALTH GROUP INC 275000.0 250761.76 CORP Long
677632MV0 677632MV0 OHIO ST UNIV GEN RCPTS 140000.0 132666.94 MUN Long
90015LAG2 90015LAG2 TURKIYE IHRACAT KREDI BANKASI AS 200000.0 205375.0 CORP Long
68268NAC7 68268NAC7 ONEOK PARTNERS LP 442000.0 461478.79 CORP Long
573874AP9 573874AP9 MARVELL TECHNOLOGY INC 460000.0 464227.17 CORP Long
74368CBG8 74368CBG8 PROTECTIVE LIFE GLOBAL FUNDING 1595000.0 1382593.45 CORP Long
3136A8PY0 3136A8PY0 FEDERAL NAT MTG ASN GTD REM PA 171015.0779 6218.26 USGSE Long
219350BP9 219350BP9 CORNING INC 35000.0 25893.54 CORP Long
36292LE91 36292LE91 GNMA GUARANTEED PASS THRU CERT 6309.4658 6365.58 USGA Long
29364WBE7 29364WBE7 ENTERGY LOUISIANA LLC 218000.0 168285.22 CORP Long
594918CL6 594918CL6 MICROSOFT CORP 1298000.0 823151.78 CORP Long
96949LAD7 96949LAD7 WILLIAMS COS INC 1635000.0 1549832.38 CORP Long
015271AV1 015271AV1 ALEXANDRIA REAL ESTATE EQUITIES INC 33000.0 24207.84 CORP Long
36179RBX6 36179RBX6 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1258848.9185 1146724.5 USGA Long
36180DVE4 36180DVE4 GNMA GUARANTEED PASS THRU CERT 82006.335 74302.99 USGA Long
437076CS9 437076CS9 HOME DEPOT INC 265000.0 259779.69 CORP Long
031162CJ7 031162CJ7 AMGEN INC 3835000.0 3593005.13 CORP Long
N/A N/A VOLKSWAGEN INTL FINANCE NV 5100000.0 5301539.26 CORP Long
3133BH7C4 3133BH7C4 FED HOME LOAN MTG CORP - GOLD 937644.547 852017.44 USGSE Long
91087BAV2 91087BAV2 MEXICO UNITED MEXICAN STATES 1550000.0 1563175.0 NUSS Long
10373QBT6 10373QBT6 BP CAP MARKETS AMERICA INC 629000.0 530569.79 CORP Long
3137AXFX6 3137AXFX6 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 70316.1653 6382.58 USGSE Long
36241KVY1 36241KVY1 GNMA GUARANTEED PASS THRU CERT 12804.7598 12639.48 USGA Long
3137FXYV4 3137FXYV4 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 800000.0 662709.52 USGSE Long
72147KAK4 72147KAK4 PILGRIMS PRIDE CORP NEW 415000.0 408625.56 CORP Long
55336VBT6 55336VBT6 MPLX LP 606000.0 505806.87 CORP Long
312945T99 312945T99 FED HOME LOAN MTG CORP - GOLD 61547.4271 59213.98 USGSE Long
3132H3XT5 3132H3XT5 FED HOME LOAN MTG CORP - GOLD 27732.0812 25220.11 USGSE Long
31417EJB8 31417EJB8 FNMA GTD MTG PASS THRU CTF 270467.3705 238960.06 USGSE Long
3138ANVH3 3138ANVH3 FNMA GTD MTG PASS THRU CTF 116904.0606 112004.68 USGSE Long
36202EEU9 36202EEU9 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 27864.2242 27495.22 USGA Long
3140XDV29 3140XDV29 FNMA GTD MTG PASS THRU CTF 2545413.805 2172814.6 USGSE Long
3137H9D71 3137H9D71 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 6600000.0 5996490.06 USGSE Long
3140QHPY5 3140QHPY5 FNMA GTD MTG PASS THRU CTF 175870.124 154328.02 USGSE Long
404280AP4 404280AP4 HSBC HOLDINGS PLC 1872000.0 1862083.87 CORP Long
05608WAQ7 05608WAQ7 BX COMMERCIAL MORTGAGE TRUST 2021-SOAR 3713619.45 3513072.86 CORP Long
3617XXDF3 3617XXDF3 GNMA GUARANTEED PASS THRU CERT 572736.6995 587022.64 USGA Long
37940XAD4 37940XAD4 GLOBAL PAYMENTS INC 1305000.0 1111103.48 CORP Long
3133KRB37 3133KRB37 FEDERAL HOME LOAN MORTGAGE COR PORATION 4874873.788 4851466.11 USGSE Long
36252AAC0 36252AAC0 GS MORTGAGE SECURITIES TRUST_B 11384000.0 10844361.97 CORP Long
69362GAA9 69362GAA9 PRET 2021-NPL6 LLC 299096.3641 288909.47 CORP Long
677632PA3 677632PA3 OHIO ST UNIV GEN RCPTS 1503000.0 1297641.8 MUN Long
N/A N/A NIGERIA REPUBLIC OF 500000.0 442500.0 NUSS Long
983024AN0 983024AN0 WYETH LLC 32000.0 33770.55 CORP Long
06849RAG7 06849RAG7 BARRICK NORTH AMERICA FINANCE LLC 2830000.0 2819232.08 CORP Long
3133KMXD2 3133KMXD2 FED HOME LOAN MTG CORP - GOLD 5256397.826 4129721.54 USGSE Long
36179SGN1 36179SGN1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 282231.2787 273280.79 USGA Long
341081EU7 341081EU7 FLORIDA PWR and LT CO 17000.0 16608.27 CORP Long
3140LFXN9 3140LFXN9 FNMA GTD MTG PASS THRU CTF 585106.0 470731.76 USGSE Long
01F0306C7 01F0306C7 FNMA/FHLG TBA ISSUER -433250000.0 -365757925.08 USGA Short
3140XECK8 3140XECK8 FNMA GTD MTG PASS THRU CTF 1511976.424 1292542.38 USGSE Long
05401AAG6 05401AAG6 AVOLON HOLDINGS FUNDING LTD 3477000.0 3309872.15 CORP Long
15239XAA6 15239XAA6 CNTL AMR BOTTLING CORP 66000.0 60027.0 CORP Long
3140FKJ27 3140FKJ27 FNMA GTD MTG PASS THRU CTF 44320.3745 39834.67 USGSE Long
07324SCT7 07324SCT7 BAYVIEW COML ASSET TR 10474.5449 9474.54 CORP Long
31292LKN4 31292LKN4 FED HOME LOAN MTG CORP - GOLD 263059.28 240989.68 USGSE Long
67590QBK2 67590QBK2 OCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTNERS XXI LLC 500000.0 498211.0 CORP Long
29273RAF6 29273RAF6 ENERGY TRANSFER LP 900000.0 924406.05 CORP Long
3138XDU24 3138XDU24 FNMA GTD MTG PASS THRU CTF 6146.3976 5924.14 USGSE Long
91682NAA1 91682NAA1 UPSTART SECURITIZATION TRUST 2021-4 507608.67 505015.65 CORP Long
3140HU3T1 3140HU3T1 FNMA GTD MTG PASS THRU CTF 656840.0 585467.37 USGSE Long
31392GVP7 31392GVP7 FNMA GTD MTG PASS THRU CTF 8051.1214 8167.29 USGSE Long
594712WY3 594712WY3 MICHIGAN ST UNIV REVS 2810000.0 2053544.07 MUN Long
62886HBL4 62886HBL4 NCL CORP LTD 105000.0 108617.4 CORP Long
207597EP6 207597EP6 CONNECTICUT LIGHT AND POWER CO(THE) 670000.0 634319.45 CORP Long
29278NAE3 29278NAE3 ENERGY TRANSFER LP 2369000.0 2253023.57 CORP Long
35671DCD5 35671DCD5 FREEPORT-MCMORAN INC 305000.0 301795.49 CORP Long
3132L9KT1 3132L9KT1 FED HOME LOAN MTG CORP - GOLD 508676.637 471320.85 USGSE Long
13034VAD6 13034VAD6 CALIFORNIA INSTITUTE OF TECHNOLOGY 535000.0 339653.52 CORP Long
3133ELLH5 3133ELLH5 FEDERAL FARM CREDIT BANKS 765000.0 591160.24 USGSE Long
18064PAC3 18064PAC3 CLARIVATE SCIENCE HLDGS CORP 282000.0 254430.02 CORP Long
902613AK4 902613AK4 UBS GROUP AG 676000.0 527282.28 CORP Long
3133TKCT5 3133TKCT5 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 201.0508 202.18 USGSE Long
31416CBZ8 31416CBZ8 FNMA GTD MTG PASS THRU CTF 2098.7549 2180.95 USGSE Long
75973LAA6 75973LAA6 RENEW 2017-1 26862.4154 24104.15 CORP Long
3132GK2E5 3132GK2E5 FED HOME LOAN MTG CORP - GOLD 183313.0289 172605.42 USGSE Long
316773DK3 316773DK3 FIFTH THIRD BANCORP 2815000.0 2841644.99 CORP Long
07335CAE4 07335CAE4 BBCMS MTG TR 2019-C4 4000000.0 3522613.6 CORP Long
912810QH4 912810QH4 UNITED STATES TREASURY BOND 3479000.0 3376260.78 UST Long
38373QS44 38373QS44 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 905.3825 850.9 USGA Long
681936BH2 681936BH2 OMEGA HEALTHCARE INVESTORS INC 5841000.0 5684863.88 CORP Long
3132DWEK5 3132DWEK5 FED HOME LOAN MTG CORP - GOLD 5588676.2341 5241196.38 USGSE Long
3138ETQL3 3138ETQL3 FNMA GTD MTG PASS THRU CTF 877931.3927 905654.27 USGSE Long
25381XAE3 25381XAE3 DIGICEL INTERNATIONAL FINANCE LTD/DIGICEL INTERNATIONAL HOLDINGS LTD 400000.0 368000.0 CORP Long
3140XJEF6 3140XJEF6 FNMA GTD MTG PASS THRU CTF 250074.886 233040.18 USGSE Long
67059TAE5 67059TAE5 NUSTAR LOGISTICS LP 58000.0 57095.49 CORP Long
36209RST1 36209RST1 GNMA GUARANTEED PASS THRU CERT 125027.808 116691.13 USGA Long
89788MAM4 89788MAM4 TRUIST FINANCIAL CORP 185000.0 170179.19 CORP Long
694308KL0 694308KL0 PACIFIC GAS and ELECTRIC CO 383000.0 384828.22 CORP Long
3137BKRJ1 3137BKRJ1 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 8088501.0 7864694.6 USGSE Long
21H0526C7 21H0526C7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER -20800000.0 -20664327.84 USGA Short
040555DD3 040555DD3 ARIZONA PUBLIC SERVICE CO 2440000.0 1901105.11 CORP Long
3140QPFA0 3140QPFA0 FNMA GTD MTG PASS THRU CTF 1660534.2506 1458221.73 USGSE Long
59151KAL2 59151KAL2 METHANEX CORP 155000.0 142694.57 CORP Long
05526DBU8 05526DBU8 BAT CAPITAL CORP 166000.0 111721.42 CORP Long
3138WBGV1 3138WBGV1 FNMA GTD MTG PASS THRU CTF 1006960.1986 941514.43 USGSE Long
30161NAQ4 30161NAQ4 EXELON CORP 3000.0 2763.34 CORP Long
698299BF0 698299BF0 PANAMA REPUBLIC OF 720000.0 648720.0 NUSS Long
65535HAX7 65535HAX7 NOMURA HOLDINGS INC 1155000.0 915574.97 CORP Long
00166FAG1 00166FAG1 ALM 2020 LTD 350000.0 350084.7 CORP Long
09256BAH0 09256BAH0 BLACKSTONE HLDGS FIN LLC 4000.0 3123.83 CORP Long
3128M8RN6 3128M8RN6 FED HOME LOAN MTG CORP - GOLD 7247.9193 6965.91 USGSE Long
312942G90 312942G90 FEDERAL HOME LOAN MORTGAGE COR PORATION 454164.6661 428141.26 USGSE Long
3140J8DB6 3140J8DB6 FANNIE MAE 101863.562 95023.6 USGSE Long
043436AX2 043436AX2 ASBURY AUTOMOTIVE GROUP INC 80000.0 69781.3 CORP Long
N/A N/A COOPERATIEVE RABOBANK UA 500000.0 547355.49 CORP Long
30307WBC9 30307WBC9 FRR RE-REMIC TR 2018-C1 195425.0 191159.24 CORP Long
61747YEL5 61747YEL5 MORGAN STANLEY 3423000.0 2792597.93 CORP Long
3133KYU80 3133KYU80 FED HOME LOAN MTG CORP - GOLD 671254.92 534532.78 USGSE Long
3140XBGK0 3140XBGK0 FNMA GTD MTG PASS THRU CTF 3390456.427 2787747.53 USGSE Long
78403DAR1 78403DAR1 SBA TOWER TR 2105000.0 1816527.64 CORP Long
3140QEAN2 3140QEAN2 FNMA GTD MTG PASS THRU CTF 3368662.3999 2887135.35 USGSE Long
302154DW6 302154DW6 EXPORT IMPORT BANK KOREA 515000.0 517049.7 CORP Long
80286JAD7 80286JAD7 SANTANDER REVOLVING AUTO LOAN TRUST 2019-A 219000.0 208902.68 CORP Long
36179QL66 36179QL66 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 748429.0134 704359.57 USGA Long
N/A N/A GOLDMAN SACHS and CO LLC (GOV REPO) 410000.0 90742.88 CORP N/A
38375QA58 38375QA58 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 20219.2861 1780.9 USGA Long
N/A N/A TESCO CORPORATE TREASURY SERVICES PLC 615000.0 654812.13 CORP Long
N/A N/A BARCLAYS PLC 300000.0 364059.02 CORP Long
019579AA9 019579AA9 ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 1030000.0 893489.77 CORP Long
21H052611 21H052611 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 32550000.0 32327514.24 USGA Long
12543DBK5 12543DBK5 CHS/CMNTY HEALTH SYSTEMS INC 744000.0 545857.92 CORP Long
31307RDB8 31307RDB8 FED HOME LOAN MTG CORP - GOLD 39902.6282 37806.45 USGSE Long
57763RAB3 57763RAB3 MAUSER PACKAGING SOLUTIONS HOLDING CO 642000.0 637751.05 CORP Long
36241LT97 36241LT97 GNMA GUARANTEED PASS THRU CERT 10184.8269 9754.17 USGA Long
3138ASHH8 3138ASHH8 FNMA GTD MTG PASS THRU CTF 17644.9887 16901.3 USGSE Long
89352HAZ2 89352HAZ2 TRANSCANADA PIPELINES LTD 25000.0 22291.94 CORP Long
3132WNWQ1 3132WNWQ1 FED HOME LOAN MTG CORP - GOLD 2402582.764 2236655.11 USGSE Long
3140J6DL8 3140J6DL8 FNMA GTD MTG PASS THRU CTF 157286.2003 146867.03 USGSE Long
3138EDEK3 3138EDEK3 FNMA GTD MTG PASS THRU CTF 135295.723 127150.81 USGSE Long
N/A N/A HSBC BANK USA NA 1.0 4193.68 CORP N/A
00178YAF8 00178YAF8 AMSR 2023-SFR2 TRUST 3100000.0 2567134.8 CORP Long
3132QW7M5 3132QW7M5 FED HOME LOAN MTG CORP - GOLD 30392.6119 28322.12 USGSE Long
681936BF6 681936BF6 OMEGA HEALTHCARE INVESTORS INC 1500000.0 1406497.08 CORP Long
3132M5SZ6 3132M5SZ6 FED HOME LOAN MTG CORP - GOLD 24871.9557 24004.65 USGSE Long
55821TAA5 55821TAA5 MADISON PK FDG XXX LTD / MADISON PK FDG XXX LLC 558191.2619 555366.26 CORP Long
3140FPCH0 3140FPCH0 FNMA GTD MTG PASS THRU CTF 1943021.588 1799736.57 USGSE Long
00084DBC3 00084DBC3 ABN AMRO BANK NV 4600000.0 4645573.44 CORP Long
42225UAM6 42225UAM6 HEALTHCARE REALTY HOLDINGS LP 265000.0 196141.98 CORP Long
030288AC8 030288AC8 AMERICAN TRANSMISSION SYSTEMS INC 639000.0 518094.43 CORP Long
366651AG2 366651AG2 GARTNER INC 365000.0 326138.71 CORP Long
91412GHA6 91412GHA6 UNIVERSITY CA REVS 130000.0 109641.7 MUN Long
25466AAP6 25466AAP6 DISCOVER BANK 500000.0 455484.23 CORP Long
12649AAC3 12649AAC3 CSMC TR 2014-USA 5001000.0 4294855.8 CORP Long
3618BVFM2 3618BVFM2 GINNIE MAE 1477871.08 1517691.28 CORP Long
36177PCT0 36177PCT0 GNMA GUARANTEED PASS THRU CERT 37037.2212 33844.96 USGA Long
912810QC5 912810QC5 UNITED STATES TREASURY BOND 7848800.0 7777363.68 UST Long
36202FSE7 36202FSE7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 428459.5846 413206.81 USGA Long
12510HAJ9 12510HAJ9 CARS-DB4 LP 292260.0 238042.73 CORP Long
81762PAE2 81762PAE2 SERVICENOW INC 1005000.0 799227.38 CORP Long
606822CS1 606822CS1 MITSUBISHI UFJ FINANCIAL GROUP INC 2350000.0 2353535.25 CORP Long
59562VBD8 59562VBD8 BERKSHIRE HATHAWAY ENERGY COMPANY 90000.0 82482.46 CORP Long
N/A N/A EUROPEAN UNION 500000.0 541160.84 NUSS Long
50188YAE4 50188YAE4 LCM XXIV LTD / LCM XXIV LLC 4793303.97 4780898.9 CORP Long
3132DQ6C5 3132DQ6C5 FED HOME LOAN MTG CORP - GOLD 3784820.85 3551862.48 USGSE Long
74112CAW3 74112CAW3 PRESTIGE BRANDS INC 272727.2645 272855.45 CORP Long
3140QHE27 3140QHE27 FNMA GTD MTG PASS THRU CTF 1342492.9377 1212763.68 USGSE Long
38869AAA5 38869AAA5 GRAPHIC PACKAGING INTL INC 64000.0 60746.61 CORP Long
402635AQ9 402635AQ9 GULFPORT ENERGY CORP 273555.0 276938.88 CORP Long
109641AK6 109641AK6 BRINKER INTERNATIONAL INC 1825000.0 1832099.25 CORP Long
01F0224C6 01F0224C6 FNMA/FHLG TBA ISSUER 1172000.0 1055304.08 USGA Long
056054AH2 056054AH2 BX COMMERCIAL MORTGAGE TRUST 2019-XL 8530599.99 8436266.06 CORP Long
3138WHXF4 3138WHXF4 FNMA GTD MTG PASS THRU CTF 614583.4772 513781.77 USGSE Long
67080LAA3 67080LAA3 NUVEEN LLC 20000.0 18969.48 CORP Long
06540BBC2 06540BBC2 BANK 2019-BNK21 4363360.69 3751379.72 CORP Long
68251PAA5 68251PAA5 1375209 BC LTD 480000.0 463478.4 CORP Long
693304BF3 693304BF3 PECO ENERGY COMPANY 2130000.0 2082714.3 CORP Long
12667FRY3 12667FRY3 CWALT INC 7146.3623 7012.75 CORP Long
56847JAE7 56847JAE7 MARINER FINANCE ISSUANCE TRUST 2021-B 2000000.0 1565551.0 CORP Long
3138ETG75 3138ETG75 FNMA GTD MTG PASS THRU CTF 786494.6999 735377.74 USGSE Long
N/A N/A MORGAN STANLEY 1.0 2361.91 CORP N/A
15135BAR2 15135BAR2 CENTENE CORP DEL 5825000.0 5498800.0 CORP Long
038413AB6 038413AB6 AQUA FIN TR 2020-A 1690000.0 1496611.95 CORP Long
491674BG1 491674BG1 KENTUCKY UTILITIES CO 35000.0 31956.06 CORP Long
31418C3E2 31418C3E2 FNMA GTD MTG PASS THRU CTF 53073.5773 50491.01 USGSE Long
05525HAW7 05525HAW7 BAMLL RE-REMIC TR 2014-FRR5 292553.0 288788.37 CORP Long
23312JAC7 23312JAC7 DBJPM 2017-C6 MTG TR 1070384.1527 1037042.11 CORP Long
N/A N/A GOLDMAN SACHS and CO LLC (GOV REPO) 780000.0 172632.8 CORP N/A
92840VAE2 92840VAE2 VISTRA OPERATIONS CO LLC 146000.0 132419.21 CORP Long
731011AV4 731011AV4 POLAND REPUBLIC OF 267000.0 258389.25 NUSS Long
00206RCQ3 00206RCQ3 AT and T INC 5130000.0 4347644.07 CORP Long
29449WAL1 29449WAL1 EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 10000.0 8864.02 CORP Long
72147KAL2 72147KAL2 PILGRIMS PRIDE CORP NEW 1000000.0 1020058.03 CORP Long
06540CAY3 06540CAY3 BANK 2021-BN35 1300000.0 1103407.24 CORP Long
N/A N/A JPMORGAN CHASE BANK NA NEW YORK NY 1.0 546.43 CORP N/A
31339NW36 31339NW36 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 5979.9866 6156.99 USGSE Long
12505BAD2 12505BAD2 CBRE SERVICES INC 12670000.0 12409962.06 CORP Long
31424UPH3 31424UPH3 FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES 881161.69 152010.79 USGSE Long
845467AT6 845467AT6 SOUTHWESTERN ENERGY CO 1192000.0 1063094.62 CORP Long
86765BAV1 86765BAV1 ENERGY TRANSFER LP 9725000.0 8561023.11 CORP Long
3137H73P6 3137H73P6 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 8032000.0 6644506.54 USGSE Long
71911KAC8 71911KAC8 PHOENIX NEWCO INC 487525.2526 486867.09 CORP Long
001055BJ0 001055BJ0 AFLAC INC 73000.0 67116.75 CORP Long
29273VAN0 29273VAN0 ENERGY TRANSFER LP 3770000.0 3530195.2 CORP Long
38376F6M9 38376F6M9 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 1687.4922 1699.73 USGA Long
3620ASDP1 3620ASDP1 GNMA GUARANTEED PASS THRU CERT 3998.405 4106.56 USGA Long
31418DUA8 31418DUA8 FNMA GTD MTG PASS THRU CTF 10577675.266 8759967.35 USGSE Long
3132XSPT1 3132XSPT1 FED HOME LOAN MTG CORP - GOLD 29014.066 27001.22 USGSE Long
529043AF8 529043AF8 LXP INDUSTRIAL TRUST 455000.0 462817.81 CORP Long
25259KAA8 25259KAA8 OLYMPUS WATER US HOLDING CORPORATION 200000.0 205710.8 CORP Long
570535AV6 570535AV6 MARKEL GROUP INC 445000.0 332044.91 CORP Long
35564KBS7 35564KBS7 FREDDIE MAC STACR REMIC TRUST 2021-DNA1 3494260.55 3477069.84 USGA Long
081926AC1 081926AC1 BENCHMARK 2023-V4 MTG TR 1867000.0 1949137.17 CORP Long
278865BM1 278865BM1 ECOLAB INC 35000.0 28327.88 CORP Long
3138XYHF4 3138XYHF4 FNMA GTD MTG PASS THRU CTF 8240.6063 7934.9 USGSE Long
3128MJPB0 3128MJPB0 FED HOME LOAN MTG CORP - GOLD 122538.496 122002.98 USGSE Long
01F042616 01F042616 FNMA/FHLG TBA ISSUER 7300000.0 6845457.47 USGA Long
3140HAEL0 3140HAEL0 FNMA GTD MTG PASS THRU CTF 161280.3835 149235.82 USGSE Long
92858TAA4 92858TAA4 VLS COMMERCIAL MORTGAGE TRUST 2020 3760000.0 2916734.65 CORP Long
36262MAE8 36262MAE8 GS MTG SECS CORP TR 2021-IP 601000.0 553881.18 CORP Long
01741RAH5 01741RAH5 ATI INC 348000.0 336303.72 CORP Long
925650AC7 925650AC7 VICI PROPERTIES LP 6900000.0 6416145.78 CORP Long
31394EBS6 31394EBS6 FEDERAL NAT MTG ASN GTD REM PA 469.1245 306.0 USGSE Long
74331UAN8 74331UAN8 PROGRESS RESIDENTIAL 2022-SFR3 TR 335000.0 311818.23 CORP Long
30259RAG0 30259RAG0 FMC GMSR ISSUER TR 1536342.0 1490251.74 CORP Long
62922LAA6 62922LAA6 NGL ENERGY OPER LLC/NGL ENERGY FIN CORP 63000.0 63236.69 CORP Long
30311NAE0 30311NAE0 FREMF 2019-KL05 MTG TR 105465.0 91551.95 CORP Long
797440CD4 797440CD4 SAN DIEGO GAS and ELECTRIC CO 1836000.0 1734518.02 CORP Long
91282CHN4 91282CHN4 UST NOTES 61352000.0 61251344.68 UST Long
36202FY67 36202FY67 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 167861.745 157413.39 USGA Long
718172AM1 718172AM1 PHILIP MORRIS INTERNATIONAL INC 692000.0 578339.22 CORP Long
64972FY34 64972FY34 NEW YORK NY CTY MUN WTR FIN AU 100000.0 103159.46 MUN Long
810186AP1 810186AP1 SCOTTS MIRACLE GRO CO (THE) 59000.0 56211.11 CORP Long
82650BAD8 82650BAD8 SIERRA TIMESHARE 2023-2 RECEIVABLES FUNDING LLC 1016447.59 1032793.59 CORP Long
3138YGEW8 3138YGEW8 FNMA GTD MTG PASS THRU CTF 323630.9615 283134.83 USGSE Long
437076AS1 437076AS1 HOME DEPOT INC 300000.0 320500.17 CORP Long
04685A2Z3 04685A2Z3 ATHENE GLOBAL FUNDING 3350000.0 2975496.2 CORP Long
60687YCZ0 60687YCZ0 MIZUHO FINANCIAL GROUP INC 1765000.0 1783743.14 CORP Long
3133KMRW7 3133KMRW7 FED HOME LOAN MTG CORP - GOLD 676345.39 574593.89 USGSE Long
31393X7D3 31393X7D3 FEDERAL NAT MTG ASN GTD REM PA 3169.1092 3220.63 USGSE Long
64971XLY2 64971XLY2 NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 2015000.0 1612803.78 MUN Long
3140HPKE6 3140HPKE6 FNMA GTD MTG PASS THRU CTF 74343.1229 72996.33 USGSE Long
31417DC43 31417DC43 FNMA GTD MTG PASS THRU CTF 114178.18 100847.59 USGSE Long
12543DBG4 12543DBG4 CHS/CMNTY HEALTH SYSTEMS INC 564000.0 503233.85 CORP Long
31307JAG8 31307JAG8 FED HOME LOAN MTG CORP - GOLD 134271.19 128338.73 USGSE Long
3132AAVK7 3132AAVK7 FED HOME LOAN MTG CORP - GOLD 574302.79 519407.6 USGSE Long
907818FS2 907818FS2 UNION PACIFIC CORP 315000.0 225386.23 CORP Long
816851BJ7 816851BJ7 SEMPRA 965000.0 735931.64 CORP Long
3140QMRK2 3140QMRK2 FNMA GTD MTG PASS THRU CTF 4787022.091 3915107.66 USGSE Long
3132WJSM4 3132WJSM4 FED HOME LOAN MTG CORP - GOLD 233262.833 209792.46 USGSE Long
690732AG7 690732AG7 OWENS and MINOR INC 134000.0 125498.37 CORP Long
21036PAT5 21036PAT5 CONSTELLATION BRANDS INC 55000.0 45581.56 CORP Long
N/A N/A ZURICH FINANCE (IRELAND) DAC 900000.0 698283.0 CORP Long
68389XCA1 68389XCA1 ORACLE CORP 47000.0 34774.85 CORP Long
3140LKV67 3140LKV67 FNMA GTD MTG PASS THRU CTF 2500000.0 2382039.25 USGSE Long
3140QBLF3 3140QBLF3 FNMA GTD MTG PASS THRU CTF 658660.876 630012.62 USGSE Long
86765BAQ2 86765BAQ2 ENERGY TRANSFER LP 3537000.0 3083380.67 CORP Long
10805VAA5 10805VAA5 BRIDGE 2022-SFR1 TRUST 5475000.0 5146470.98 CORP Long
34528PAK2 34528PAK2 FORD CR FLOORPLAN MAST OWN TR 179000.0 169447.65 CORP Long
75973HAA5 75973HAA5 RENEW 2023-1 3079170.72 2916552.94 CORP Long
539830BL2 539830BL2 LOCKHEED MARTIN CORP 145000.0 132548.6 CORP Long
78403DAP5 78403DAP5 SBA TOWER TR 2753000.0 2517865.72 CORP Long
35563PLQ0 35563PLQ0 SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 337896.8251 301669.08 CORP Long
61772BAC7 61772BAC7 MORGAN STANLEY 350000.0 254440.42 CORP Long
14367LAJ0 14367LAJ0 CARNOW AUTO RECEIVABLES TRUST 2022-1 351000.0 337161.83 CORP Long
36179WJQ2 36179WJQ2 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 2952472.873 2384895.39 USGA Long
31418DB92 31418DB92 FNMA GTD MTG PASS THRU CTF 2715600.3421 2417839.38 USGSE Long
12592XBC9 12592XBC9 COMM 2015-CCRE22 MTG TR 5265000.0 5097843.09 CORP Long
07325YAC2 07325YAC2 BAYVIEW COML ASSET TR 2007 3 10576.6889 9423.46 CORP Long
11135FBJ9 11135FBJ9 BROADCOM INC 19586000.0 14619674.73 CORP Long
94107JAA1 94107JAA1 WASTE PRO USA INC 808000.0 762550.0 CORP Long
3140XDR32 3140XDR32 FNMA GTD MTG PASS THRU CTF 4438497.336 3630063.66 USGSE Long
458140CJ7 458140CJ7 INTEL CORP 938000.0 952968.51 CORP Long
883203CA7 883203CA7 TEXTRON INC 269000.0 248798.2 CORP Long
04685A3G4 04685A3G4 ATHENE GLOBAL FUNDING 4805000.0 4063274.73 CORP Long
N/A N/A ELECTRICITE DE FRANCE 1555000.0 1537506.25 CORP Long
N/A N/A HEIMSTADEN BOSTAD AB 2085000.0 993778.51 CORP Long
53218DAG3 53218DAG3 LIFE FINANCIAL SERVICES TRUST 2022 3893000.0 3766050.83 CORP Long
378272AY4 378272AY4 GLENCORE FDG LLC 40000.0 32742.42 CORP Long
89239MAC1 89239MAC1 TOYOTA LEASE OWNER TRUST 2023-A 3341000.0 3315884.03 CORP Long
277432AX8 277432AX8 EASTMAN CHEMICAL CO 74000.0 73557.24 CORP Long
171779AL5 171779AL5 CIENA CORP 100000.0 88151.25 CORP Long
74333TAJ8 74333TAJ8 PROGRESS RESIDENTIAL TRUST 2021-SFR8 722000.0 621827.7 CORP Long
78471RAB2 78471RAB2 SRS DISTRIBUTION INC 343000.0 313117.67 CORP Long
31335ANN4 31335ANN4 FED HOME LOAN MTG CORP - GOLD 17581.9692 16406.18 USGSE Long
42225UAK0 42225UAK0 HEALTHCARE REALTY HOLDINGS LP 1692000.0 1530682.42 CORP Long
3138YKK93 3138YKK93 FNMA GTD MTG PASS THRU CTF 470516.9709 452032.66 USGSE Long
05964HAU9 05964HAU9 BANCO SANTANDER SA 1400000.0 1390449.79 CORP Long
67571QAD2 67571QAD2 OCTANE RECEIVABLES TRUST 2023 2589000.0 2570651.5 CORP Long
12530QAA4 12530QAA4 CFMT 2023-HB12 LLC 2293195.51 2206717.96 CORP Long
26442CAS3 26442CAS3 DUKE ENERGY CAROLINAS LLC 370000.0 349552.01 CORP Long
17776EAB1 17776EAB1 CITY BREWING COMPANY LLC 299898.1736 241118.13 CORP Long
3135G0V34 3135G0V34 FANNIE MAE 440000.0 437690.68 USGSE Long
71654QDP4 71654QDP4 PETROLEOS MEXICANOS 488000.0 452473.6 CORP Long
666807BU5 666807BU5 NORTHROP GRUMMAN CORP 169000.0 162369.35 CORP Long
68378PAC9 68378PAC9 OPORTUN ISSUANCE TRUST 2022-3 228000.0 230308.23 CORP Long
74736KAH4 74736KAH4 QORVO INC 290000.0 262469.89 CORP Long
302491AV7 302491AV7 FMC CORP 1495000.0 1081798.53 CORP Long
31419EJU4 31419EJU4 FNMA GTD MTG PASS THRU CTF 21102.4384 20275.78 USGSE Long
19416MAB5 19416MAB5 PERMIAN RESOURCES OPERATING LLC 60000.0 57300.0 CORP Long
852234AP8 852234AP8 BLOCK INC 233000.0 194999.07 CORP Long
31335ATJ7 31335ATJ7 FED HOME LOAN MTG CORP - GOLD 6594095.571 5969765.28 USGSE Long
3138MAD70 3138MAD70 FNMA GTD MTG PASS THRU CTF 74741.7654 65733.13 USGSE Long
3138M4N81 3138M4N81 FNMA GTD MTG PASS THRU CTF 40468.6538 38181.23 USGSE Long
3132DQ6H4 3132DQ6H4 FED HOME LOAN MTG CORP - GOLD 2011261.62 1984508.42 USGSE Long
N/A N/A CITIGROUP GLOBAL MARKETS LIMITED 470000.0 104022.33 CORP N/A
31398NFC3 31398NFC3 FANNIE MAE 1158119.2894 1141405.78 USGSE Long
20753WAE6 20753WAE6 CONNECTICUT AVE SECS TR 2019-R07 3500000.0 3560870.6 CORP Long
87612BBG6 87612BBG6 TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN 178000.0 172866.48 CORP Long
31417ECH2 31417ECH2 FNMA GTD MTG PASS THRU CTF 117760.8527 104000.12 USGSE Long
552953CD1 552953CD1 MGM RESORTS INTERNATIONAL 620000.0 595337.45 CORP Long
3132GDN24 3132GDN24 FED HOME LOAN MTG CORP - GOLD 24836.3973 24667.51 USGSE Long
049560AW5 049560AW5 ATMOS ENERGY CORP 27000.0 16912.76 CORP Long
23802WAA9 23802WAA9 DATABANK ISSUER LLC 2021-1A 564627.0 503911.42 CORP Long
75605VAD4 75605VAD4 REALPAGE INC 146136.004 142392.0 CORP Long
3137AXRF2 3137AXRF2 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 180858.7543 13656.36 USGSE Long
05682LAJ6 05682LAJ6 BAIN CAPITAL CREDIT CLO 2019-2 7500000.0 7452150.0 CORP Long
07274NAQ6 07274NAQ6 BAYER US FINANCE II LLC 930000.0 722242.16 CORP Long
31418CPF5 31418CPF5 FNMA GTD MTG PASS THRU CTF 163304.8864 151160.16 USGSE Long
91282CHQ7 91282CHQ7 UST NOTES 79900000.0 79235207.23 UST Long
71710TAF5 71710TAF5 PG and E RECOVERY FUNDING LLC 119000.0 115084.45 CORP Long
3138LCYD1 3138LCYD1 FNMA GTD MTG PASS THRU CTF 235108.6868 226095.44 USGSE Long
665772CV9 665772CV9 NORTHERN STATES POWER CO (MN) 78000.0 66041.42 CORP Long
3132J8C73 3132J8C73 FED HOME LOAN MTG CORP - GOLD 1753665.221 1594630.23 USGSE Long
30285FAG4 30285FAG4 FREMF 2014-K40 MTG TR 249898.0 244810.23 CORP Long
56848DAE9 56848DAE9 MARINER FINANCE ISSUANCE TRUST 2021-A 4500000.0 3813433.65 CORP Long
91282CJE2 91282CJE2 UST NOTES 7935000.0 7971856.49 UST Long
31418CFD1 31418CFD1 FNMA GTD MTG PASS THRU CTF 2315057.4812 2008010.02 USGSE Long
3140X9WD3 3140X9WD3 FNMA GTD MTG PASS THRU CTF 1003218.8006 896979.64 USGSE Long
31418DXG2 31418DXG2 FNMA GTD MTG PASS THRU CTF 1406667.3037 1198481.81 USGSE Long
38383MUB2 38383MUB2 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 712677.39 629462.83 USGA Long
3132WPRQ2 3132WPRQ2 FED HOME LOAN MTG CORP - GOLD 180560.2091 172966.17 USGSE Long
36170JAC0 36170JAC0 GGAM FINANCE LTD 925000.0 930994.0 CORP Long
36210ECY3 36210ECY3 GNMA GUARANTEED PASS THRU CERT 86381.3476 78870.28 USGA Long
31418DRS3 31418DRS3 FNMA GTD MTG PASS THRU CTF 6617439.7155 5407994.74 USGSE Long
98978VAS2 98978VAS2 ZOETIS INC 173000.0 143128.63 CORP Long
3138X3EQ1 3138X3EQ1 FNMA GTD MTG PASS THRU CTF 5530.6753 5025.06 USGSE Long
36179WP93 36179WP93 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 434142.5352 350683.84 USGA Long
N/A N/A LLOYDS BANKING GROUP PLC 665000.0 732998.02 CORP Long
3132XTKB3 3132XTKB3 FED HOME LOAN MTG CORP - GOLD 61058.35 56822.45 USGSE Long
36263XAG8 36263XAG8 GLS AUTO RECEIVABLES ISSUER TR 2022-1 4619000.0 4378806.92 CORP Long
216762AJ3 216762AJ3 COOPER STANDARD AUTO INC 136706.0 101168.81 CORP Long
3133WJAR0 3133WJAR0 FED HOME LOAN MTG CORP - GOLD 352784.344 326233.44 USGSE Long
3133B0Y72 3133B0Y72 FED HOME LOAN MTG CORP - GOLD 263658.67 207145.07 USGSE Long
665772CB3 665772CB3 NORTHERN STATES POWER CO (MN) 370000.0 391845.22 CORP Long
N/A N/A CITIBANK, N.A. 1.0 125.41 CORP N/A
81211KBA7 81211KBA7 SEALED AIR CORP 350000.0 326283.52 CORP Long
3622A2JL7 3622A2JL7 GNMA GUARANTEED PASS THRU CERT 46707.7721 47736.58 USGA Long
63111XAJ0 63111XAJ0 NASDAQ INC 180000.0 179879.8 CORP Long
N/A N/A ROMANIA, REPUBLIC OF 289000.0 250481.54 NUSS Long
552676AU2 552676AU2 MDC HOLDINGS INC 23000.0 17754.67 CORP Long
56501RAC0 56501RAC0 MANULIFE FINANCIAL CORP 55000.0 53773.62 CORP Long
3128M8UV4 3128M8UV4 FED HOME LOAN MTG CORP - GOLD 321121.4247 319383.13 USGSE Long
3130ANUL2 3130ANUL2 FEDERAL HOME LOAN BANK 810000.0 651459.58 USGSE Long
3140HWTY8 3140HWTY8 FNMA GTD MTG PASS THRU CTF 592356.01 529913.81 USGSE Long
3137AWAE5 3137AWAE5 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 430464.5416 386476.79 USGSE Long
172967PA3 172967PA3 CITIGROUP INC 1942000.0 2002713.43 CORP Long
694308HR1 694308HR1 PACIFIC GAS and ELECTRIC CO 1045000.0 712386.49 CORP Long
00489TAG1 00489TAG1 ACRE COML MTG 2021-FL4 LTD / ACRE COML MTG 2021-FL4 LLC 263000.0 250504.32 CORP Long
69351UBB8 69351UBB8 PPL ELEC UTILS CORP 876000.0 833461.29 CORP Long
06051GJT7 06051GJT7 BANK OF AMERICA CORPORATION 4511000.0 3664827.21 CORP Long
3136AVYL7 3136AVYL7 FEDERAL NAT MTG ASN GTD REM PA 369486.348 345015.9 USGSE Long
193051AS8 193051AS8 AMERICOLD REALTY TRUST 2020 688093.3661 677550.4 CORP Long
31307RCG8 31307RCG8 FED HOME LOAN MTG CORP - GOLD 57995.169 55020.46 USGSE Long
3132QVXM8 3132QVXM8 FED HOME LOAN MTG CORP - GOLD 169013.3955 157499.41 USGSE Long
3132DNK44 3132DNK44 FED HOME LOAN MTG CORP - GOLD 1679028.535 1445844.04 USGSE Long
205768AS3 205768AS3 COMSTOCK RESOURCES INC 591000.0 544113.84 CORP Long
883556CW0 883556CW0 THERMO FISHER SCIENTIFIC INC 500000.0 499231.98 CORP Long
31418DS45 31418DS45 FNMA GTD MTG PASS THRU CTF 7137897.193 5311531.29 USGSE Long
N/A N/A BLACKSTONE PRIVATE CREDIT FUND 1200000.0 1402235.53 CORP Long
345397A45 345397A45 FORD MOTOR CREDIT CO LLC 1045000.0 981405.25 CORP Long
42809HAG2 42809HAG2 HESS CORP 840000.0 818226.32 CORP Long
740212AL9 740212AL9 PRECISION DRILLING CORP 369000.0 366756.04 CORP Long
3140FUHZ4 3140FUHZ4 FNMA GTD MTG PASS THRU CTF 15882.2563 14696.16 USGSE Long
91324PCA8 91324PCA8 UNITEDHEALTH GROUP INC 17000.0 13851.54 CORP Long
3132DN6H1 3132DN6H1 FED HOME LOAN MTG CORP - GOLD 1595559.136 1467800.32 USGSE Long
3140K0JB5 3140K0JB5 FNMA GTD MTG PASS THRU CTF 2274108.363 1951172.24 USGSE Long
11271LAB8 11271LAB8 BROOKFIELD FIN INC 3000.0 2423.08 CORP Long
912810RT7 912810RT7 UNITED STATES TREASURY BOND 570000.0 373728.51 UST Long
91282CHT1 91282CHT1 UST NOTES 24810000.0 23860242.19 UST Long
06849RAK8 06849RAK8 BARRICK NORTH AMERICA FINANCE LLC 475000.0 476881.87 CORP Long
N/A N/A DEUTSCHE BANK AG 1200000.0 1206388.04 CORP Long
N/A N/A DANSKE BANK A/S 300000.0 368857.59 CORP Long
36179NBC1 36179NBC1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 121608.3997 113904.09 USGA Long
05368VAA4 05368VAA4 AVIENT CORP 307000.0 308775.69 CORP Long
55903VBB8 55903VBB8 MAGALLANES INC 1378000.0 1273050.31 CORP Long
36257HBN5 36257HBN5 GS MTG SECS CORP TR 2019 2000000.0 1735858.2 CORP Long
3138EJLL0 3138EJLL0 FNMA GTD MTG PASS THRU CTF 14297.4421 14653.53 USGSE Long
36168QAN4 36168QAN4 GFL ENVIRONMENTAL INC 463000.0 422875.26 CORP Long
N/A N/A CITIGROUP GLOBAL MARKETS LIMITED 710000.0 157140.11 CORP N/A
3617XXCU1 3617XXCU1 GNMA GUARANTEED PASS THRU CERT 1057660.3221 1085419.25 USGA Long
042735BF6 042735BF6 ARROW ELECTRONICS INC 6000.0 5589.83 CORP Long
3132WGS32 3132WGS32 FED HOME LOAN MTG CORP - GOLD 26032.4247 24202.03 USGSE Long
3140NMGY7 3140NMGY7 FNMA GTD MTG PASS THRU CTF 1517438.3832 1461852.34 USGSE Long
N/A N/A CHICAGO BOARD OF TRADE -2.0 -1004.03 CORP N/A
3140QLJ23 3140QLJ23 FNMA GTD MTG PASS THRU CTF 1078085.661 949738.27 USGSE Long
31418DV90 31418DV90 FNMA GTD MTG PASS THRU CTF 1639083.552 1396080.24 USGSE Long
3128MJY53 3128MJY53 FED HOME LOAN MTG CORP - GOLD 480157.4247 401978.48 USGSE Long
023135CJ3 023135CJ3 AMAZON.COM INC 282000.0 232171.41 CORP Long
758750AD5 758750AD5 REGAL REXNORD CORP 83000.0 81662.26 CORP Long
31397ABD4 31397ABD4 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD 11857.1299 1040.05 USGSE Long
3129387E7 3129387E7 FED HOME LOAN MTG CORP - GOLD 18959.0368 18873.52 USGSE Long
3140XFDS7 3140XFDS7 FNMA GTD MTG PASS THRU CTF 939970.32 890451.18 USGSE Long
03027XBK5 03027XBK5 AMERICAN TOWER CORP 25000.0 15396.16 CORP Long
81728UAB0 81728UAB0 SENSATA TECHNOLOGIES INC 621000.0 525024.26 CORP Long
780153BS0 780153BS0 ROYAL CARIBBEAN CRUISES LTD 272000.0 284480.72 CORP Long
144141DB1 144141DB1 DUKE ENERGY PROGRESS LLC 8000.0 6494.0 CORP Long
84265VAJ4 84265VAJ4 SOUTHERN COPPER CORP DEL 455000.0 430452.75 CORP Long
42771TAA3 42771TAA3 HERO FDG TR 2015-3 36021.567 33429.1 CORP Long
91324PDF6 91324PDF6 UNITEDHEALTH GROUP INC 32000.0 24733.95 CORP Long
17322AAD4 17322AAD4 CITIGROUP COMMERCIAL MORTGAGE TRUST 6842724.36 6821732.93 CORP Long
693342AK3 693342AK3 PG and E WILDFIRE RECOVERY 85000.0 78361.34 CORP Long
880591EU2 880591EU2 TENNESSEE VALLEY AUTHORITY 1060000.0 1001275.31 USGSE Long