Product description
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 |