0001752724-20-036032.txt : 20200226
0001752724-20-036032.hdr.sgml : 20200226
20200226115609
ACCESSION NUMBER: 0001752724-20-036032
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200226
PERIOD START: 20191231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLLEGE RETIREMENT EQUITIES FUND
CENTRAL INDEX KEY: 0000777535
IRS NUMBER: 136022042
STATE OF INCORPORATION: NY
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04415
FILM NUMBER: 20654009
BUSINESS ADDRESS:
STREET 1: 730 THIRD AVE
CITY: NEW YORK
STATE: NY
ZIP: 10017
BUSINESS PHONE: 2129164905
MAIL ADDRESS:
STREET 1: 730 THIRD AVE
CITY: NEW YORK
STATE: NY
ZIP: 10017
0000777535
S000005086
Social Choice Account
C000154491
Class R1
QCSCRX
C000154492
Class R2
QCSCPX
C000154493
Class R3
QCSCIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000777535
XXXXXXXX
S000005086
C000154492
C000154493
C000154491
College Retirement Equities Fund
811-04415
0000777535
549300W86TWR1A52Z652
730 Third Avenue
New York
10017
212-490-9000
College Retirement Equities Fund - Social Choice Account
S000005086
TKKJXN8KY1SLC3QQHZ77
2019-12-31
2019-12-31
N
15248764460
93917714
15154846746
0
0
0
0
0
0
0
0
0
0
12808908
0
0
27835494
USD
UST
Fossil Group Inc
DDMY8YZ6L8UEMS1FDM73
Fossil Group, Inc
34988V106
94242.00000000
NS
USD
742626.96000000
0.004900260441
Long
EC
CORP
US
N
1
N
N
N
Matrix Service Co
529900VYBKSX6HD2YW58
Matrix Service Co
576853105
28451.00000000
NS
USD
650958.88000000
0.004295384116
Long
EC
CORP
US
N
1
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas, Inc
68235PAG3
1400000.00000000
PA
USD
1658861.06000000
0.010946076115
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
0.04500000
N
N
N
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
201.00000000
NS
USD
42688.38000000
0.000281681370
Long
EC
CORP
US
N
1
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage S.A.
F2924U106
14474.00000000
NS
1660555.33000000
0.010957255839
Long
EC
CORP
FR
N
2
N
N
N
Fabrinet
5493004TETZ6IYF7CV44
Fabrinet
G3323L100
4418.00000000
NS
USD
286463.12000000
0.001890240955
Long
EC
CORP
US
N
1
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc
200340AT4
11538000.00000000
PA
USD
12589180.57000000
0.083070325823
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.04000000
N
N
N
N
N
N
Insmed Inc
529900Q55QAG41CCAC11
Insmed, Inc
457669307
62923.00000000
NS
USD
1502601.24000000
0.009914988024
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46646BAN8
1066269.42000000
PA
USD
1065418.86000000
0.007030218634
Long
ABS-CBDO
USGSE
US
Y
2
2046-05-25
Variable
0.03500000
N
N
N
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
Aegon NV
N00927298
1729465.00000000
NS
7916807.31000000
0.052239441564
Long
EC
CORP
NL
N
2
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd (Toronto)
67077M108
247630.00000000
NS
11855652.15000000
0.078230102545
Long
EC
CORP
CA
N
2
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co
191216CM0
7200000.00000000
PA
USD
7008175.15000000
0.046243787663
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
0.02125000
N
N
N
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
Alimentation Couche Tard, Inc
01626P403
210868.00000000
NS
6691979.73000000
0.044157356667
Long
EC
CORP
CA
N
2
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc
00846U101
196629.00000000
NS
USD
16774419.99000000
0.110686833533
Long
EC
CORP
US
N
1
N
N
N
COLORADO INT GAS CO/ISS
N/A
Colorado Interstate Gas Co LLC
196500AA0
14388000.00000000
PA
USD
15085992.81000000
0.099545663924
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
0.04150000
N
N
N
N
N
N
Norwegian Cruise Line Holdings Ltd
N/A
Norwegian Cruise Line Holdings Ltd
G66721104
103328.00000000
NS
USD
6035388.48000000
0.039824807080
Long
EC
CORP
US
N
1
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508BF0
11025000.00000000
PA
USD
12432312.47000000
0.082035223967
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
0.03875000
N
N
N
N
N
N
OSI Systems Inc
DDX3MPX1Y8YD30050X33
OSI Systems, Inc
671044105
5055.00000000
NS
USD
509240.70000000
0.003360249750
Long
EC
CORP
US
N
1
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel
M16043107
841607.00000000
NS
6137780.41000000
0.040500445256
Long
EC
CORP
IL
N
2
N
N
N
Titan Machinery Inc
549300835ZM8G0BT5C94
Titan Machinery, Inc
88830R101
22276.00000000
NS
USD
329239.28000000
0.002172501546
Long
EC
CORP
US
N
1
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333PU97
1500000.00000000
PA
USD
1509330.00000000
0.009959388077
Long
DBT
MUN
US
N
2
2022-10-01
Fixed
0.02218000
N
N
N
N
N
N
MASSACHUSETTS ST WTR POLL ABAT
549300SYPEROLSQU0261
Massachusetts St. Water Pollution Abatement
57604P5P5
4650000.00000000
PA
USD
5389768.50000000
0.035564651958
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
0.05192000
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG.
A51460110
145179.00000000
NS
8133624.87000000
0.053670122874
Long
EC
CORP
AT
N
2
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BY3
10000000.00000000
PA
USD
9466737.40000000
0.062466731328
Long
DBT
NUSS
IT
N
2
2029-10-17
Fixed
0.02875000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFR4
6950000.00000000
PA
USD
6957262.75000000
0.045907839693
Long
DBT
CORP
US
N
2
2022-12-09
Variable
0.02315000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAPZ5
500208.70000000
PA
USD
530263.38000000
0.003498968936
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
0.03500000
N
N
N
N
N
N
Pitney Bowes Inc
549300N2O26NW4ST6W55
Pitney Bowes, Inc
724479100
10610.00000000
NS
USD
42758.30000000
0.000282142740
Long
EC
CORP
US
N
1
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
J22302111
527280.00000000
NS
14922834.95000000
0.098469058777
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SF6
2500000.00000000
PA
USD
2817095.90000000
0.018588745549
Long
DBT
UST
US
N
2
2049-02-15
Fixed
0.03000000
N
N
N
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Phonak Holding AG.
715603908
20923.00000000
NS
4783174.82000000
0.031562013791
Long
EC
CORP
CH
N
2
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QDG6
11000000.00000000
PA
USD
11027439.17000000
0.072765098551
Long
DBT
NUSS
N/A
N
2
2021-07-15
Fixed
0.01875000
N
N
N
N
N
N
OraSure Technologies Inc
529900GNNJPNM4XHXQ77
OraSure Technologies, Inc
68554V108
121621.00000000
NS
USD
976616.63000000
0.006444252761
Long
EC
CORP
US
N
1
N
N
Tivity Health Inc
U5UKZMHGMOP0CPFG4B24
Tivity Health, Inc
88870R102
43590.00000000
NS
USD
886838.55000000
0.005851847695
Long
EC
CORP
US
N
1
N
N
N
Accenture PLC
N/A
Accenture plc
G1151C101
280560.00000000
NS
USD
59077519.20000000
0.389825909757
Long
EC
CORP
US
N
1
N
N
N
BJ's Wholesale Club Holdings Inc
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc
05550J101
222933.00000000
NS
USD
5069496.42000000
0.033451320920
Long
EC
CORP
US
N
1
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBB0
25000000.00000000
PA
USD
25595258.50000000
0.168891569337
Long
DBT
CORP
NL
Y
2
2026-03-24
Fixed
0.02375000
N
N
N
N
N
N
INTL DEVELOPMENT ASSOC
P41R60HC414IWQA1XW02
International Development Association
45939EAA8
27150000.00000000
PA
USD
28011788.51000000
0.184837161203
Long
DBT
NUSS
N/A
Y
2
2023-04-24
Fixed
0.02750000
N
N
N
N
N
HomeTrust Bancshares Inc
N/A
HomeTrust Bancshares, Inc
437872104
21937.00000000
NS
USD
588569.71000000
0.003883706116
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABF1
4000000.00000000
PA
USD
3985318.40000000
0.026297319047
Long
ABS-MBS
USGSE
US
N
2
2048-05-10
Variable
0.04249700
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
C-BASS Trust
14986PAA1
596276.91000000
PA
USD
583845.97000000
0.003852536286
Long
ABS-O
CORP
US
N
2
2036-07-25
Variable
0.01872000
N
N
N
N
N
N
OFG Bancorp
549300Q4QEXJ37LEXQ06
OFG Bancorp
67103X102
59142.00000000
NS
USD
1396342.62000000
0.009213835305
Long
EC
CORP
US
N
1
N
N
GREENE CNTY OH
N/A
County of Greene OH
394641PW8
725000.00000000
PA
USD
725551.00000000
0.004787583880
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
0.03120000
N
N
N
N
N
N
Brenntag AG
NNROIXVWJ7CPSR27SV97
Brenntag AG.
N/A
54799.00000000
NS
2973211.80000000
0.019618883977
Long
EC
CORP
DE
N
2
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
608625901
1314165.00000000
NS
9906638.87000000
0.065369442766
Long
EC
CORP
AU
N
2
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA S.A.
F06106102
574060.00000000
NS
16220777.79000000
0.107033598305
Long
EC
CORP
FR
N
2
N
N
N
Gulfport Energy Corp
549300FJX18IDUFPHD40
Gulfport Energy Corp
402635304
157707.00000000
NS
USD
479429.28000000
0.003163537632
Long
EC
CORP
US
N
1
N
N
N
ONE Gas Inc
549300HXDWI0LATTX840
ONE Gas, Inc
68235P108
3431.00000000
NS
USD
321038.67000000
0.002118389419
Long
EC
CORP
US
N
1
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411105
172941.00000000
NS
USD
4425560.19000000
0.029202276104
Long
EC
CORP
US
N
1
N
N
N
CRANBERRY RE LTD
N/A
Cranberry RE Ltd
224287AB8
2270000.00000000
PA
USD
2251840.00000000
0.014858876752
Long
DBT
CORP
BM
Y
2
2020-07-13
Variable
0.03468300
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152F97
9800000.00000000
PA
USD
9826068.00000000
0.064837791926
Long
DBT
MUN
US
N
2
2020-02-01
Fixed
0.05000000
N
N
N
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
B0PB4M906
780500.00000000
NS
8268594.04000000
0.054560723566
Long
EC
CORP
HK
N
2
N
N
N
Haverty Furniture Cos Inc
529900CVFMMIRXZVPD70
Haverty Furniture Cos, Inc
419596101
14217.00000000
NS
USD
286614.72000000
0.001891241295
Long
EC
CORP
US
N
1
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
098952906
287299.00000000
NS
28756312.88000000
0.189749941797
Long
EC
CORP
GB
N
2
N
N
N
Nissin Foods Holdings Co Ltd
529900YMZMNSHC1W6V41
Nissin Food Products Co Ltd
664176005
29600.00000000
NS
2198472.57000000
0.014506729146
Long
EC
CORP
JP
N
2
N
N
N
Fanniemae-Aces
N/A
Federal National Mortgage Association (FNMA)
3136B2GX4
3500000.00000000
PA
USD
3719118.90000000
0.024540788582
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Variable
0.03325100
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CE9
630000.00000000
PA
USD
742517.34000000
0.004899537108
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
0.04750000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
G0129K104
25858.00000000
NS
USD
827714.58000000
0.005461715277
Long
EC
CORP
US
N
1
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust
45254NMB0
257441.01000000
PA
USD
257486.22000000
0.001699035459
Long
ABS-CBDO
USGSE
US
N
2
2035-03-25
Variable
0.02452000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BT0
4776854.50000000
PA
USD
4759102.08000000
0.031403168634
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
0.01914000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc
404119BY4
3200000.00000000
PA
USD
3531580.61000000
0.023303307972
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
0.05125000
N
N
N
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola S.A.
E6165F166
1385303.00000000
NS
14276332.57000000
0.094203081095
Long
EC
CORP
ES
N
2
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAJ5
13787000.00000000
PA
USD
15727512.67000000
0.103778764203
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
0.03950000
N
N
N
N
N
N
Boingo Wireless Inc
54930058LPWPZZCRMC04
Boingo Wireless, Inc
09739C102
40702.00000000
NS
USD
445686.90000000
0.002940886882
Long
EC
CORP
US
N
1
N
N
N
SAN JUAN CAPISTRANO CA
N/A
City of San Juan Capistrano CA
798339HB6
1000000.00000000
PA
USD
1054280.00000000
0.006956718320
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
0.03700000
N
N
N
N
N
N
Tenneco Inc
549300U0EXXFAQFAD785
Tenneco, Inc
880349105
49246.00000000
NS
USD
645122.60000000
0.004256873136
Long
EC
CORP
US
N
1
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oil Oyj
X5688A109
271276.00000000
NS
9439084.42000000
0.062284261782
Long
EC
CORP
FI
N
2
N
N
N
Brookfield Property Partners LP
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
EP0575654
390000.00000000
NS
USD
10346700.00000000
0.068273207729
Long
EP
CORP
BM
N
1
N
N
Globus Medical Inc
5299003M2P4CIK0RF205
Globus Medical, Inc
379577208
35915.00000000
NS
USD
2114675.20000000
0.013953788088
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132FCC52
1041044.98000000
PA
USD
1148331.42000000
0.007577321230
Long
ABS-MBS
MUN
US
N
2
2036-06-01
Fixed
0.05000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAK4
8245000.00000000
PA
USD
8435033.15000000
0.055658980202
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
0.02950000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
449967.00000000
NS
USD
25342141.44000000
0.167221363994
Long
EC
CORP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
45685NAA4
14376000.00000000
PA
USD
15976282.12000000
0.105420281628
Long
DBT
CORP
NL
Y
2
2026-01-06
Fixed
0.04625000
N
N
N
N
N
N
Renew Financial
N/A
Renew
75973LAA6
4163374.52000000
PA
USD
4269541.82000000
0.028172781233
Long
ABS-O
CORP
KY
Y
2
2052-09-20
Fixed
0.03670000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZS4
6636565.37000000
PA
USD
7017709.69000000
0.046306701793
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
0.03500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZQ8
8096073.62000000
PA
USD
8699364.37000000
0.057403182729
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
0.04000000
N
N
N
N
N
N
GREENKO DUTCH BV
724500PT585P4JPVRP08
Greenko Dutch BV
39530LAC4
6850000.00000000
PA
USD
6866714.00000000
0.045310349323
Long
DBT
CORP
NL
Y
2
2022-07-24
Fixed
0.04875000
N
N
N
N
N
N
Sally Beauty Holdings Inc
529900VXW6E8ONDIQ271
Sally Beauty Holdings, Inc
79546E104
1746.00000000
NS
USD
31864.50000000
0.000210259467
Long
EC
CORP
US
N
1
N
N
N
Hong Kong Exchanges & Clearing Ltd
213800YTVSXYQN17BW16
Hong Kong Exchanges and Clearing Ltd
Y3506N139
424097.00000000
NS
13777945.48000000
0.090914449422
Long
EC
CORP
HK
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CSS4
1427525.12000000
PA
USD
1435450.34000000
0.009471889515
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
0.03000000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAH9
9732000.00000000
PA
USD
11024182.75000000
0.072743610903
Long
DBT
CORP
US
Y
2
2034-10-01
Fixed
0.04278000
N
N
N
N
N
N
International Bancshares Corp
549300Y16R531AU8TX77
International Bancshares Corp
459044103
1147.00000000
NS
USD
49401.29000000
0.000325976836
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
J77153120
1184000.00000000
NS
5376029.66000000
0.035473995548
Long
EC
CORP
JP
N
2
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
40908.00000000
NS
USD
11961499.20000000
0.078928539499
Long
EC
CORP
US
N
1
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
529900MUF4C20K50JS49
Muenchener Rueckver AG.
D55535104
31460.00000000
NS
9283623.78000000
0.061258447119
Long
EC
CORP
DE
N
2
N
N
N
Kubota Corp
549300CSY4INHEHQQT13
Kubota Corp
J36662138
579800.00000000
NS
9104738.72000000
0.060078065272
Long
EC
CORP
JP
N
2
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BV0
2750000.00000000
PA
USD
2862883.46000000
0.018890877011
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
0.03363000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746QAA9
801232.81000000
PA
USD
814691.12000000
0.005375779337
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
0.03500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5CF5
450779.63000000
PA
USD
517005.23000000
0.003411484382
Long
ABS-MBS
MUN
US
N
2
2035-05-01
Fixed
0.07000000
N
N
N
N
N
N
AZURE POWER ENERGY LTD
54930051LQDFHGQMHF47
Azure Power Energy Ltd
05502JAA8
700000.00000000
PA
USD
713451.82000000
0.004707746847
Long
DBT
CORP
MU
Y
2
2022-11-03
Fixed
0.05500000
N
N
N
N
N
N
Suntory Beverage & Food Ltd
549300FONLMVK7YYYH41
Suntory Beverage & Food Ltd
J78186103
136600.00000000
NS
5702867.24000000
0.037630649359
Long
EC
CORP
JP
N
2
N
N
N
Opus Bank
5493002PJJERLWZ9O392
Opus Bank
684000102
31456.00000000
NS
USD
813766.72000000
0.005369679638
Long
EC
CORP
US
N
1
N
N
N
CorePoint Lodging Inc
549300VM1I60JN1Z8171
CorePoint Lodging, Inc
21872L104
77133.00000000
NS
USD
823780.44000000
0.005435755661
Long
EC
CORP
US
N
1
N
N
N
Clearway Energy Inc
549300LHAZ9HA9G3XC48
Clearway Energy, Inc (Class A)
18539C105
6318.00000000
NS
USD
120800.16000000
0.000797105784
Long
EC
CORP
US
N
1
N
N
N
Redwood Trust Inc
DRBV4N1ERQLEMIF11G78
Redwood Trust, Inc
758075402
14526.00000000
NS
USD
240260.04000000
0.001585367665
Long
EC
CORP
US
N
1
N
N
N
Trustmark Corp
5493000HPQ4D2RZ79739
Trustmark Corp
898402102
1700.00000000
NS
USD
58667.00000000
0.000387117078
Long
EC
CORP
US
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162VBJ6
12870000.00000000
PA
USD
13130874.90000000
0.086644722444
Long
ABS-MBS
USGSE
US
Y
2
2062-03-15
Variable
0.03899500
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA P
N/A
City of San Francisco CA Public Utilities Commission Water Revenue
79765RQ36
3725000.00000000
PA
USD
3889980.25000000
0.025668225586
Long
DBT
MUN
US
N
2
2036-11-01
Fixed
0.03950000
N
N
N
N
N
N
UNIV OF CINCINNATI OH RECPTS
549300E0RD3ICJ858L23
University of Cincinnati
914119A69
1560000.00000000
PA
USD
1645675.20000000
0.010859068571
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
0.03650000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967424
834746.00000000
NS
USD
66687857.94000000
0.440043103422
Long
EC
CORP
US
N
1
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DJ8
17500000.00000000
PA
USD
18356410.45000000
0.121125675222
Long
DBT
USGSE
US
N
2
2021-12-15
Fixed
0.04300000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785DV5
2000000.00000000
PA
USD
2674550.30000000
0.017648151412
Long
DBT
NUSS
N/A
N
2
2036-02-15
Fixed
0.04875000
N
N
N
N
N
N
Coherus Biosciences Inc
5493007IL8W5MV932D26
Coherus Biosciences, Inc
19249H103
8476.00000000
NS
USD
152610.38000000
0.001007007082
Long
EC
CORP
US
N
1
N
N
N
BRUNSWICK & GLYNN CNTY GA DEVA
5493008KJ013KGMHRO82
Brunswick & Glynn County Development Authority
117019BM0
1170000.00000000
PA
USD
1217747.70000000
0.008035367961
Long
DBT
MUN
US
N
2
2025-04-01
Fixed
0.03060000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
313586752
740991.00000000
NS
USD
8854842.45000000
0.058429112470
Long
EP
USGSE
US
N
1
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
N/A
326142.00000000
NS
10503804.67000000
0.069309870604
Long
EC
CORP
SE
N
2
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
R8413J103
571974.00000000
NS
11406458.64000000
0.075266077124
Long
EC
CORP
NO
N
2
N
N
N
Kajima Corp
N/A
Kajima Corp
J29223120
303500.00000000
NS
4035087.34000000
0.026625721840
Long
EC
CORP
JP
N
2
N
N
N
Wabash National Corp
5299004ZAWHQZI5XO485
Wabash National Corp
929566107
5431.00000000
NS
USD
79781.39000000
0.000526441417
Long
EC
CORP
US
N
1
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613BAE7
1500000.00000000
PA
USD
1523315.70000000
0.010051673405
Long
ABS-O
CORP
US
Y
2
2033-11-17
Fixed
0.04878000
N
N
N
N
N
N
Acceleron Pharma Inc
529900TQRID2UY164805
Acceleron Pharma, Inc
00434H108
8756.00000000
NS
USD
464243.12000000
0.003063331010
Long
EC
CORP
US
N
1
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353C21
12571644.76000000
PA
USD
13194394.13000000
0.087063857201
Long
DBT
USGSE
US
N
2
2029-09-15
Fixed
0.03280000
N
N
N
N
N
N
East Japan Railway Co
353800SENYJ2DSM6PS44
East Japan Railway Co
J1257M109
130100.00000000
NS
11743075.58000000
0.077487260523
Long
EC
CORP
JP
N
2
N
N
N
Laredo Petroleum Inc
549300X0PTWU2QSLSL14
Laredo Petroleum Holdings, Inc
516806106
321362.00000000
NS
USD
922308.94000000
0.006085900804
Long
EC
CORP
US
N
1
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB (Class A)
W25381141
590050.00000000
NS
5548757.41000000
0.036613748083
Long
EC
CORP
SE
N
2
N
N
N
First American Financial Corp
549300B6VEZK3N0A1P55
First American Financial Corp
31847R102
1270.00000000
NS
USD
74066.40000000
0.000488730775
Long
EC
CORP
US
N
1
N
N
N
SOLAR STAR FUNDING LLC
N/A
Solar Star Funding LLC
83416WAA1
23111178.72000000
PA
USD
25241569.25000000
0.166557733463
Long
DBT
CORP
US
Y
2
2035-06-30
Fixed
0.05375000
N
N
N
N
N
N
Ellington Loan Acquisition Tru
N/A
Ellington Loan Acquisition Trust
288547AD4
348373.87000000
PA
USD
348730.54000000
0.002301115582
Long
ABS-O
CORP
US
Y
2
2037-05-25
Variable
0.02892000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YBR9
8150000.00000000
PA
USD
8612994.98000000
0.056833270070
Long
DBT
CORP
US
Y
2
2039-11-21
Fixed
0.04050000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AU1
11075000.00000000
PA
USD
10965292.82000000
0.072355022810
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
0.02000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12594JAA3
3000000.00000000
PA
USD
3006325.20000000
0.019837384372
Long
ABS-MBS
USGSE
US
Y
2
2029-08-10
Fixed
0.02681000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328FAY1
5000000.00000000
PA
USD
5035146.50000000
0.033224661287
Long
ABS-MBS
USGSE
US
N
2
2056-08-10
Fixed
0.03017800
N
N
N
N
N
N
Six Flags Entertainment Corp
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001A102
635.00000000
NS
USD
28644.85000000
0.000189014448
Long
EC
CORP
US
N
1
N
N
N
Naturgy Energy Group SA
TL2N6M87CW970S5SV098
Gas Natural SDG S.A.
565042900
286392.00000000
NS
7211638.16000000
0.047586348320
Long
EC
CORP
ES
N
2
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61763QAA9
21000000.00000000
PA
USD
21301301.70000000
0.140557684660
Long
ABS-MBS
USGSE
US
Y
2
2029-07-13
Fixed
0.03350000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAQX9
1038832.91000000
PA
USD
1083345.05000000
0.007148505479
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
0.03500000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva plc
G0683Q109
2059520.00000000
NS
11431460.64000000
0.075431054048
Long
EC
CORP
GB
N
2
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ELZ7
20667.59000000
PA
USD
20340.64000000
0.000134218711
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
0.02692000
N
N
N
N
N
N
HONOLULU CITY & CNTY HI
N/A
City & County of Honolulu HI
438687EP6
5645000.00000000
PA
USD
6112914.05000000
0.040336363359
Long
DBT
MUN
US
N
2
2035-09-01
Fixed
0.03974000
N
N
N
N
N
N
KAR Auction Services Inc
5493004HKD20LBSG7D03
KAR Auction Services, Inc
48238T109
1600.00000000
NS
USD
34864.00000000
0.000230051815
Long
EC
CORP
US
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N07059202
97255.00000000
NS
28792967.28000000
0.189991807654
Long
EC
CORP
NL
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RRN1
1725167.33000000
PA
USD
1901898.28000000
0.012549769139
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
0.05000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YU8
17500000.00000000
PA
USD
17257483.43000000
0.113874351349
Long
DBT
UST
US
N
2
2026-11-30
Fixed
0.01625000
N
N
N
N
N
N
EXPORT DEVELOPMNT CANADA
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BGK2
12000000.00000000
PA
USD
11927746.80000000
0.078705822631
Long
DBT
NUSS
CA
N
2
2021-10-21
Fixed
0.01375000
N
N
N
N
N
N
OREGON ST BUSINESS DEV COMMISS
N/A
Oregon State Business Development Commission
68608GAD9
13250000.00000000
PA
USD
12483090.00000000
0.082370281991
Long
DBT
MUN
US
Y
2
2031-04-01
Variable
0.06500000
N
N
N
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal S.A.
F58149133
67139.00000000
NS
19853498.99000000
0.131004287425
Long
EC
CORP
FR
N
2
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG.
N/A
31200.00000000
NS
5859215.09000000
0.038662318321
Long
EC
CORP
CH
N
2
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JD7
26000000.00000000
PA
USD
25419043.78000000
0.167728807859
Long
DBT
CORP
DE
N
2
2029-09-14
Fixed
0.01750000
N
N
N
N
N
N
Whitbread PLC
21380099VMZKRMN3EX36
Whitbread plc
G9606P197
130649.00000000
NS
8384871.96000000
0.055327989128
Long
EC
CORP
GB
N
2
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771RAA7
403565.99000000
PA
USD
402682.91000000
0.002657122943
Long
ABS-O
CORP
KY
Y
2
2042-09-21
Fixed
0.04500000
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418C4X9
1395166.62000000
PA
USD
1467796.72000000
0.009685328691
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.04500000
N
N
N
N
N
N
Dolby Laboratories Inc
549300X04FB2QPCJ5J24
Dolby Laboratories, Inc (Class A)
25659T107
131732.00000000
NS
USD
9063161.60000000
0.059803716605
Long
EC
CORP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc
174610AR6
13000000.00000000
PA
USD
13230058.66000000
0.087299191352
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
0.02850000
N
N
N
N
N
N
Lands' End Inc
54930016WOL7P2P67Q43
Lands' End, Inc
51509F105
27247.00000000
NS
USD
457749.60000000
0.003020483200
Long
EC
CORP
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4JV9
3052132.39000000
PA
USD
3308697.69000000
0.021832604086
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
0.04500000
N
N
N
N
N
N
Acuity Brands Inc
N/A
Acuity Brands, Inc
00508Y102
881.00000000
NS
USD
121578.00000000
0.000802238399
Long
EC
CORP
US
N
1
N
N
N
Trinseo SA
222100SZ6J5ZF05ZTR58
Trinseo S.A.
L9340P101
29019.00000000
NS
USD
1079796.99000000
0.007125093431
Long
EC
CORP
US
N
1
N
N
N
KEMET Corp
529900G5ZS8VVA2TY376
Kemet Corp
488360207
93108.00000000
NS
USD
2518571.40000000
0.016618916985
Long
EC
CORP
US
N
1
N
N
N
Green Plains Inc
VJ5WLTHARBSDR14KIZ98
Green Plains Inc
393222104
75259.00000000
NS
USD
1161246.37000000
0.007662541162
Long
EC
CORP
US
N
1
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp (Class A)
20030N101
1104902.00000000
NS
USD
49687442.94000000
0.327865030724
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Amatil Ltd
JOR7RJTXUXBRJ4UA5G70
Coca-Cola Amatil Ltd
612345900
272091.00000000
NS
2112964.59000000
0.013942500543
Long
EC
CORP
AU
N
2
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796TG4
4290000.00000000
PA
USD
4281153.68000000
0.028249402661
Long
STIV
UST
US
N
2
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc
713448108
490585.00000000
NS
USD
67048251.95000000
0.442421180984
Long
EC
CORP
US
N
1
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management, Inc
94106LBB4
3475000.00000000
PA
USD
3822761.95000000
0.025224682334
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
0.03900000
N
N
N
N
N
N
Santos Ltd
5299000RK70B5O2M7077
Santos Ltd
677670002
7940.00000000
NS
45678.50000000
0.000301411823
Long
EC
CORP
AU
N
2
N
N
N
Astronics Corp
549300NNXCF8H4MSMK17
Astronics Corp
046433108
47888.00000000
NS
USD
1338469.60000000
0.008831957342
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743AAU3
947329.27000000
PA
USD
960281.16000000
0.006336462361
Long
ABS-CBDO
CORP
US
Y
2
2049-12-25
Variable
0.03500000
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
H84989104
4348.00000000
NS
USD
416712.32000000
0.002749696694
Long
EC
CORP
US
N
1
N
N
N
adidas AG
549300JSX0Z4CW0V5023
Adidas-Salomon AG.
D0066B185
51420.00000000
NS
16715029.88000000
0.110294944977
Long
EC
CORP
DE
N
2
N
N
N
Federal Home Loan Mortgage Corp
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
313400624
233115.00000000
NS
USD
2762412.75000000
0.018227916100
Long
EP
USGSE
US
N
1
N
N
INGERSOLL-RAND LUX FINAN
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance S.A.
456873AE8
3175000.00000000
PA
USD
3318431.20000000
0.021896831130
Long
DBT
CORP
LU
N
2
2026-03-21
Fixed
0.03500000
N
N
N
N
N
N
Arlo Technologies Inc
549300T4EUX2OQ75HV52
Arlo Technologies, Inc
04206A101
106950.00000000
NS
USD
450259.50000000
0.002971059407
Long
EC
CORP
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos, Inc
548661DE4
10774000.00000000
PA
USD
11587165.93000000
0.076458483046
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
0.04250000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJMC1
331194.18000000
PA
USD
365567.07000000
0.002412212252
Long
ABS-MBS
MUN
US
N
2
2039-07-01
Fixed
0.05000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA P
N/A
City of San Francisco CA Public Utilities Commission Water Revenue
79765R5A3
8615000.00000000
PA
USD
8592256.40000000
0.056696425533
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
0.03303000
N
N
N
N
N
N
EXPORT LEASING 2009 LLC
N/A
Export Leasing LLC
30218HAA5
2519819.87000000
PA
USD
2522006.52000000
0.016641583793
Long
DBT
CORP
US
N
2
2021-08-28
Fixed
0.01859000
N
N
N
N
N
N
Conduent Inc
549300SFJ2D2CYY6CQ11
Conduent, Inc
206787103
415660.00000000
NS
USD
2577092.00000000
0.017005068036
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
21175.00000000
NS
USD
2267842.50000000
0.014964470033
Long
EC
CORP
US
N
1
N
N
N
PLUTO AIRCRAFT LEASING
N/A
Pluto Aircraft Leasing LLC
72941XAA6
2954541.47000000
PA
USD
2945751.89000000
0.019437688413
Long
DBT
CORP
US
N
2
2023-02-07
Variable
0.02103500
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GXT7
3035000.00000000
PA
USD
3319106.35000000
0.021901286140
Long
DBT
MUN
US
N
2
2028-05-15
Fixed
0.03809000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128285D8
31765000.00000000
PA
USD
33151578.14000000
0.218752315319
Long
DBT
UST
US
N
2
2023-09-30
Fixed
0.02875000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc
79466L302
347044.00000000
NS
USD
56443236.16000000
0.372443463837
Long
EC
CORP
US
N
1
N
N
N
Scotts Miracle-Gro Co/The
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co (Class A)
810186106
337.00000000
NS
USD
35782.66000000
0.000236113638
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595HAE8
7500000.00000000
PA
USD
7708500.00000000
0.050864915556
Long
ABS-MBS
USGSE
US
Y
2
2029-10-10
Variable
0.03538000
N
N
N
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust
22541NZD4
31345.91000000
PA
USD
31459.56000000
0.000207587450
Long
ABS-O
CORP
US
N
2
2033-06-25
Variable
0.03985500
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAE6
9750000.00000000
PA
USD
10567299.80000000
0.069728846336
Long
DBT
CORP
US
Y
2
2042-11-28
Fixed
0.04119000
N
N
N
N
N
N
BBX Capital Corp
549300HWTUPNFVNT5B06
BBX Capital Corp
05491N104
33977.00000000
NS
USD
162070.29000000
0.001069428762
Long
EC
CORP
US
N
1
N
N
N
EXPORT LEASE TEN CO LLC
N/A
Export Lease Ten Co LLC
30217TAA0
2418261.53000000
PA
USD
2395529.24000000
0.015807017254
Long
DBT
CORP
US
N
2
2025-05-07
Fixed
0.01650000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
N/A
Federal Home Loan Bank (FHLB)
313384UV9
10573000.00000000
PA
USD
10534056.15000000
0.069509486480
Long
STIV
USGSE
US
N
2
N
N
N
LEGG MASON INC
OWUNCC6U1ZJXMZKFBJ36
Legg Mason, Inc
524901AT2
2300000.00000000
PA
USD
2422205.46000000
0.015983041601
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.03950000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware, Inc (Class A)
928563402
55557.00000000
NS
USD
8432997.03000000
0.055645544764
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828XZ8
5550000.00000000
PA
USD
5840261.73000000
0.038537253644
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.02750000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
233050AG8
1715000.00000000
PA
USD
1755587.88000000
0.011584332784
Long
ABS-MBS
USGSE
US
Y
2
2046-11-10
Variable
0.05702000
N
N
N
N
N
N
Realogy Holdings Corp
5493004HBTOTE9DI9P12
Realogy Holdings Corp
75605Y106
19275.00000000
NS
USD
186582.00000000
0.001231170483
Long
EC
CORP
US
N
1
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137FJE54
6312357.37000000
PA
USD
7408237.53000000
0.048883618911
Long
ABS-CBDO
USGSE
US
N
2
2048-10-15
Variable
0.07056400
N
N
N
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
J31843105
554032.00000000
NS
16530290.75000000
0.109075934762
Long
EC
CORP
JP
N
2
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos, Inc
216648402
41990.00000000
NS
USD
13490967.10000000
0.089020808498
Long
EC
CORP
US
N
1
N
N
N
E*TRADE Financial Corp
549300LYE2HSVYJFJD24
E*TRADE Financial Corp
269246401
29186.00000000
NS
USD
1324168.82000000
0.008737592944
Long
EC
CORP
US
N
1
N
N
N
Choice Hotels International Inc
5493003CYRY5RFGTIR97
Choice Hotels International, Inc
169905106
31329.00000000
NS
USD
3240358.47000000
0.021381664389
Long
EC
CORP
US
N
1
N
N
N
Sharp Corp/Japan
353800YEPK9PD7QO3449
Sharp Corp
680060001
206400.00000000
NS
3154308.54000000
0.020813859703
Long
EC
CORP
JP
N
2
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Michelin (C.G.D.E.) (Class B)
458836004
56903.00000000
NS
7002432.42000000
0.046205893978
Long
EC
CORP
FR
N
2
N
N
N
NORTHWESTERN CORP
3BPWMBHR1R9SHUN7J795
NorthWestern Corp
668074AU1
9350000.00000000
PA
USD
10409422.32000000
0.068687084036
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
0.04176000
N
N
N
N
N
N
FORTIS INC
549300MQYQ9Y065XPR71
Fortis, Inc
349553AM9
6656000.00000000
PA
USD
6791492.60000000
0.044813997223
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
0.03055000
N
N
N
N
N
N
Regis Corp
5493000Q1S5TJIDIQH89
Regis Corp
758932107
56379.00000000
NS
USD
1007492.73000000
0.006647990223
Long
EC
CORP
US
N
1
N
N
N
NBM US HOLDINGS INC
5493008K1QMSP0J8UC24
NBM US Holdings, Inc
62877VAB7
10000000.00000000
PA
USD
10860100.00000000
0.071660902825
Long
DBT
CORP
US
Y
2
2029-08-06
Fixed
0.06625000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RU4
35830000.00000000
PA
USD
39255348.36000000
0.259028342667
Long
DBT
UST
US
N
2
2046-11-15
Fixed
0.02875000
N
N
N
N
N
N
First Merchants Corp
TZTBT0OTGQ2FEK6XMX94
First Merchants Corp
320817109
3952.00000000
NS
USD
164363.68000000
0.001084561808
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
373134.00000000
NS
USD
11268646.80000000
0.074356718935
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WJMJ4
5937711.92000000
PA
USD
6171177.29000000
0.040720816207
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.03500000
N
N
N
N
N
N
Eisai Co Ltd
353800HDEE0ZYEX4QV91
Eisai Co Ltd
J12852117
91300.00000000
NS
6831608.92000000
0.045078706729
Long
EC
CORP
JP
N
2
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
19230.00000000
NS
USD
2042802.90000000
0.013479535189
Long
EC
CORP
US
N
1
N
N
N
HOUSTON TX UTILITY SYS REVENUE
N/A
City of Houston TX Combined Utility System Revenue
4424354W0
12500000.00000000
PA
USD
12545000.00000000
0.082778798164
Long
DBT
MUN
US
N
2
2020-05-15
Fixed
0.02563000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc
459506101
10422.00000000
NS
USD
1344646.44000000
0.008872715524
Long
EC
CORP
US
N
1
N
N
INGERSOLL-RAND LUX FINAN
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance S.A.
456873AD0
8975000.00000000
PA
USD
9625681.94000000
0.063515534675
Long
DBT
CORP
LU
N
2
2029-03-21
Fixed
0.03800000
N
N
N
N
N
N
Alumina Ltd
2138002VD9MW2WT8HR38
Alumina Ltd
695498006
2440646.00000000
NS
3942145.92000000
0.026012443319
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XDK7
1875017.30000000
PA
USD
1980354.08000000
0.013067463585
Long
ABS-CBDO
USGSE
US
N
2
2029-01-25
Variable
0.06242000
N
N
N
N
N
N
DELTA AIR LINES 2019-1AA
N/A
Delta Air Lines, Inc
24737BAA3
7150000.00000000
PA
USD
7433540.40000000
0.049050581141
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
0.03204000
N
N
N
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR, Inc
693718108
139447.00000000
NS
USD
11030257.70000000
0.072783696759
Long
EC
CORP
US
N
1
N
N
N
Atos SE
5493001EZOOA66PTBR68
Atos Origin S.A.
565478906
74972.00000000
NS
6264877.60000000
0.041339102301
Long
EC
CORP
FR
N
2
N
N
N
WASHINGTON CNTY OR CLEAN WTR S
N/A
Washington County Clean Water Services
938240CL0
1000000.00000000
PA
USD
1125610.00000000
0.007427392825
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
0.05078000
N
N
N
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies, Inc
49338L103
27207.00000000
NS
USD
2792254.41000000
0.018424827758
Long
EC
CORP
US
N
1
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
Meritage Homes Corp
59001A102
30094.00000000
NS
USD
1839044.34000000
0.012135024331
Long
EC
CORP
US
N
1
N
N
N
Woolworths Group Ltd
QNWEWQBS7HP85QHXQL92
Woolworths Ltd
N/A
112406.00000000
NS
2851004.32000000
0.018812491922
Long
EC
CORP
AU
N
2
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
EUR200131
EUR200131
1.00000000
NC
USD
-122252.03000000
-0.00080668601
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
6490250.00000000
EUR
7171880.07000000
USD
2020-01-31
-122252.03
N
N
N
CAE Inc
549300FFM2BEH2GF1E44
CAE, Inc
124765108
88633.00000000
NS
2346619.34000000
0.015484282878
Long
EC
CORP
CA
N
2
N
N
N
STOCKTON CA PUBLIC FING AUTH W
N/A
Stockton Public Financing Authority
861398CU7
5000000.00000000
PA
USD
5017900.00000000
0.033110859410
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
0.03610000
N
N
N
N
N
N
Shoe Carnival Inc
N/A
Shoe Carnival, Inc
824889109
15085.00000000
NS
USD
562368.80000000
0.003710818125
Long
EC
CORP
US
N
1
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
2894.00000000
NS
USD
443245.04000000
0.002924774149
Long
EC
CORP
US
N
1
N
N
N
Intertek Group PLC
2138003GAT25WW1RN369
Intertek Group plc
G4911B108
130358.00000000
NS
10101198.80000000
0.066653256013
Long
EC
CORP
GB
N
2
N
N
N
ITV PLC
ZLECI7ED2QMWFGYCXZ59
ITV plc
G4984A110
1902885.00000000
NS
3807244.53000000
0.025122289877
Long
EC
CORP
GB
N
2
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
45818WBV7
20000000.00000000
PA
USD
19973982.80000000
0.131799305758
Long
DBT
NUSS
N/A
N
2
2022-01-15
Variable
0.02010900
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker, Inc
854502101
18600.00000000
NS
USD
3082764.00000000
0.020341769545
Long
EC
CORP
US
N
1
N
N
N
Kraton Corp
N/A
Kraton Corp
50077C106
62121.00000000
NS
USD
1572903.72000000
0.010378882388
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide, Inc
12541W209
13710.00000000
NS
USD
1072122.00000000
0.007074449632
Long
EC
CORP
US
N
1
N
N
N
WLB ASSET II PTE LTD
549300IOAZLPOFTPUJ20
WLB Asset II Pte Ltd
ZP1776035
1925000.00000000
PA
USD
1924903.75000000
0.012701571861
Long
DBT
CORP
SG
Y
2
2024-01-14
Fixed
0.04000000
N
N
N
N
N
N
Sysmex Corp
5299001ZO4CKWACMZI55
Sysmex Corp
J7864H102
111100.00000000
NS
7564233.38000000
0.049912965183
Long
EC
CORP
JP
N
2
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG.
510740905
3692.00000000
NS
441671.38000000
0.002914390276
Long
EC
CORP
DE
N
2
N
N
N
Huron Consulting Group Inc
549300NGVB9H6TKTLE36
Huron Consulting Group, Inc
447462102
3908.00000000
NS
USD
268557.76000000
0.001772091559
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
949.00000000
NS
USD
59635.16000000
0.000393505529
Long
EC
CORP
US
N
1
N
N
N
Donaldson Co Inc
OZE6KXY9QQPR8EJ8WL20
Donaldson Co, Inc
257651109
888.00000000
NS
USD
51166.56000000
0.000337625057
Long
EC
CORP
US
N
1
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB (A Shares)
W94232100
680865.00000000
NS
10121726.65000000
0.066788710038
Long
EC
CORP
SE
N
2
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co
61945C103
173854.00000000
NS
USD
3762200.56000000
0.024825065030
Long
EC
CORP
US
N
1
N
N
N
DY7 LEASING LLC
N/A
DY7 Leasing LLC
268207AA5
1508462.22000000
PA
USD
1534735.02000000
0.010127024348
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
0.02578000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CCP7
1781113.05000000
PA
USD
1791048.99000000
0.011818324658
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
0.03000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
111859.00000000
NS
USD
21715187.67000000
0.143288731545
Long
EC
CORP
US
N
1
N
N
N
Anixter International Inc
529900ZMALH8DA7UJT76
Anixter International, Inc
035290105
10627.00000000
NS
USD
978746.70000000
0.006458308133
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Bank Discount Notes
N/A
Federal Home Loan Bank (FHLB)
313384SM2
4330000.00000000
PA
USD
4324733.03000000
0.028536963141
Long
STIV
USGSE
US
N
2
N
N
N
TOTAL SA
529900S21EQ1BO4ESM68
Total S.A.
F92124100
540419.00000000
NS
29988124.33000000
0.197878110103
Long
EC
CORP
FR
N
2
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PGK2
1150000.00000000
PA
USD
1171321.00000000
0.007729019102
Long
DBT
MUN
US
N
2
2022-06-01
Fixed
0.02875000
N
N
N
N
N
N
OHIO ST
5493005LEB5E170OMX59
State of Ohio
677521CV6
2500000.00000000
PA
USD
3079850.00000000
0.020322541373
Long
DBT
MUN
US
N
2
2028-09-01
Fixed
0.05412000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063DAF5
5445000.00000000
PA
USD
5465418.75000000
0.036063833845
Long
DBT
MUN
US
N
2
2047-04-01
Variable
0.02477000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UBG5
264763.25000000
PA
USD
164153.22000000
0.001083173078
Long
ABS-MBS
USGSE
US
N
3
2049-12-12
Variable
0.06250800
N
Y
N
N
N
N
MarineMax Inc
N/A
MarineMax, Inc
567908108
38743.00000000
NS
USD
646620.67000000
0.004266758224
Long
EC
CORP
US
N
1
N
N
N
Singapore Airlines Ltd
549300ZG62N2599PWR15
Singapore Airlines Ltd
681173001
98900.00000000
NS
664933.83000000
0.004387598509
Long
EC
CORP
SG
N
2
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria De Diseno Textil S.A.
E6282J125
412725.00000000
NS
14585909.67000000
0.096245840782
Long
EC
CORP
ES
N
2
N
N
N
INGERSOLL-RAND LUX FINAN
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance S.A.
456873AB4
4000000.00000000
PA
USD
4194396.60000000
0.027676931811
Long
DBT
CORP
LU
N
2
2024-11-01
Fixed
0.03550000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications, Inc (Class B)
775109200
185118.00000000
NS
9192105.53000000
0.060654559455
Long
EC
CORP
CA
N
2
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CF3
4275000.00000000
PA
USD
4288817.70000000
0.028299974073
Long
DBT
CORP
US
Y
2
2022-05-16
Variable
0.02284100
N
N
N
N
N
N
Canopy Growth Corp
529900CSD7NH1UBC9X07
Canopy Growth Corp (Toronto)
138035100
171561.00000000
NS
3608125.15000000
0.023808390876
Long
EC
CORP
CA
N
2
N
N
Wachovia Bank Commercial Mortg
N/A
Wachovia Bank Commercial Mortgage Trust
92979FAJ9
2478246.76000000
PA
USD
2490637.99000000
0.016434597008
Long
ABS-MBS
USGSE
US
N
2
2046-05-15
Variable
0.06169100
N
N
N
N
N
N
Sumitomo Dainippon Pharma Co Ltd
529900D60UKVYLJ2OJ79
Sumitomo Dainippon Pharma Co Ltd
625086004
154400.00000000
NS
2991519.96000000
0.019739691269
Long
EC
CORP
JP
N
2
N
N
N
Schibsted ASA
5967007LIEEXZXHT0O36
Schibsted ASA (B Shares)
N/A
549.00000000
NS
15688.81000000
0.000103523382
Long
EC
CORP
NO
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BGE0
1787687.99000000
PA
USD
1929509.03000000
0.012731960027
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
0.04500000
N
N
N
N
N
N
Iridium Communications Inc
549300U620NVQ4J1CT96
Iridium Communications, Inc
46269C102
204679.00000000
NS
USD
5043290.56000000
0.033278400267
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WJRD2
18471903.54000000
PA
USD
19149874.68000000
0.126361387884
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.03500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHKM3
4763057.82000000
PA
USD
5032824.27000000
0.033209337938
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03500000
N
N
N
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
160144.00000000
NS
USD
13709927.84000000
0.090465631687
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XNT7
5150000.00000000
PA
USD
5208001.46000000
0.034365253224
Long
ABS-CBDO
USGSE
US
N
2
2030-01-25
Variable
0.03992000
N
N
N
N
N
N
Twitter Inc
549300I8RX485XMK6836
Twitter, Inc
90184L102
907741.00000000
NS
USD
29093099.05000000
0.191972241868
Long
EC
CORP
US
N
1
N
N
N
NA DEVELOPMENT BANK
5493008W785ZKQMVNG08
North American Development Bank
656836AB9
5267000.00000000
PA
USD
5314055.38000000
0.035065055220
Long
DBT
NUSS
N/A
N
2
2022-10-26
Fixed
0.02400000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G1CK1
250624.45000000
PA
USD
251432.54000000
0.001659089954
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
0.03736300
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCRV9
30441010.76000000
PA
USD
32209057.85000000
0.212533048930
Long
ABS-MBS
MUN
US
N
2
2046-08-01
Fixed
0.03500000
N
N
N
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma, Inc
J03393105
701314.00000000
NS
11971417.59000000
0.078993986482
Long
EC
CORP
JP
N
2
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454L100
213779.00000000
NS
USD
2402875.96000000
0.015855494946
Long
EC
CORP
US
N
1
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG Chem Ltd
501955AB4
10000000.00000000
PA
USD
10317166.30000000
0.068078328160
Long
DBT
CORP
KR
Y
2
2029-04-15
Fixed
0.03625000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AFC3
12500000.00000000
PA
USD
13054986.25000000
0.086143967463
Long
DBT
NUSS
CA
N
2
2024-01-29
Fixed
0.03050000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc (Class B)
911312106
300311.00000000
NS
USD
35154405.66000000
0.231968071001
Long
EC
CORP
US
N
1
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendys Funding LLC
95058XAD0
2940000.00000000
PA
USD
2970723.00000000
0.019602461508
Long
ABS-O
CORP
US
Y
2
2048-03-15
Fixed
0.03573000
N
N
N
N
N
N
Avis Budget Group Inc
529900E95812SYWMCE44
Avis Budget Group, Inc
053774105
2308.00000000
NS
USD
74409.92000000
0.000490997508
Long
EC
CORP
US
N
1
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
D5357W103
82495.00000000
NS
9725644.28000000
0.064175141081
Long
EC
CORP
DE
N
2
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
172193.00000000
NS
USD
6362531.35000000
0.041983475363
Long
EC
CORP
US
N
1
N
N
N
Howard Hughes Corp/The
549300BVHY25JZC1KI49
Howard Hughes Corp
44267D107
48313.00000000
NS
USD
6126088.40000000
0.040423294954
Long
EC
CORP
US
N
1
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250104
1443.00000000
NS
USD
540663.24000000
0.003567592922
Long
EC
CORP
US
N
1
N
N
N
BOK Financial Corp
GRI2NT5QHYW751NMR949
BOK Financial Corp
05561Q201
900.00000000
NS
USD
78660.00000000
0.000519041870
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
18998.00000000
NS
USD
2467270.26000000
0.016280403895
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
129617.00000000
NS
USD
22457441.42000000
0.148186529342
Long
EC
CORP
US
N
1
N
N
N
Deutsche Wohnen SE
529900QE24Q67I3FWZ10
Deutsche Wohnen AG.
B0YZ0Z908
155597.00000000
NS
6329189.64000000
0.041763468453
Long
EC
CORP
DE
N
2
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
IntercontinentalExchange Group, Inc
45866F104
419377.00000000
NS
USD
38813341.35000000
0.256111737720
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
776986.00000000
NS
USD
39719524.32000000
0.262091230519
Long
EC
CORP
US
N
1
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings, Inc
651312902
173200.00000000
NS
9697256.63000000
0.063987823780
Long
EC
CORP
JP
N
2
N
N
N
Chimera Investment Corp
2JBBQFJOL123LOUBE657
Chimera Investment Corp
16934Q208
73798.00000000
NS
USD
1517286.88000000
0.010011891940
Long
EC
CORP
US
N
1
N
N
N
Telia Co AB
213800FSR9RNDUOTXO25
TeliaSonera AB
597838903
394360.00000000
NS
1694377.52000000
0.011180433219
Long
EC
CORP
SE
N
2
N
N
N
Schnitzer Steel Industries Inc
549300F62TK8VRDSM285
Schnitzer Steel Industries, Inc (Class A)
806882106
10424.00000000
NS
USD
225992.32000000
0.001491221414
Long
EC
CORP
US
N
1
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447PYE5
500000.00000000
PA
USD
538835.00000000
0.003555529191
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
0.05000000
N
N
N
N
N
N
Merit Medical Systems Inc
549300OYTY138SP2CE83
Merit Medical Systems, Inc
589889104
107092.00000000
NS
USD
3343412.24000000
0.022061669748
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46644MBJ4
503067.33000000
PA
USD
511010.36000000
0.003371926939
Long
ABS-CBDO
USGSE
US
Y
2
2045-05-25
Variable
0.03500000
N
N
N
N
N
N
MacroGenics Inc
5493001KJQUA83L8MH79
MacroGenics, Inc
556099109
62829.00000000
NS
USD
683579.52000000
0.004510633010
Long
EC
CORP
US
N
1
N
N
N
Tidewater Inc
N/A
Tidewater, Inc
88642R109
14614.00000000
NS
USD
281757.92000000
0.001859193462
Long
EC
CORP
US
N
1
N
N
N
Visteon Corp
N/A
Visteon Corp
92839U206
334.00000000
NS
USD
28921.06000000
0.000190837033
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VEP5
18500000.00000000
PA
USD
18923979.67000000
0.124870808574
Long
DBT
CORP
US
N
2
2025-05-15
Variable
0.03009900
N
N
N
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Cominco Ltd
878742204
497274.00000000
NS
8623934.76000000
0.056905456746
Long
EC
CORP
CA
N
2
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
W0817X204
167764.00000000
NS
3921558.56000000
0.025876596614
Long
EC
CORP
SE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DGN6
3523398.81000000
PA
USD
3677953.40000000
0.024269156010
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.04000000
N
N
N
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353G50
13968493.48000000
PA
USD
14618046.87000000
0.096457899673
Long
DBT
USGSE
US
N
2
2029-09-15
Fixed
0.03220000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33849NAL9
891866.08000000
PA
USD
903830.82000000
0.005963972022
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
0.04000000
N
N
N
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico-Eagle Mines Ltd
008474108
154779.00000000
NS
9533113.41000000
0.062904716687
Long
EC
CORP
CA
N
2
N
N
N
AVISTA CORP
Q0IK63NITJD6RJ47SW96
Avista Corp
05379BAQ0
15275000.00000000
PA
USD
17473809.06000000
0.115301786635
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
0.04350000
N
N
N
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB (B Shares)
928856301
598938.00000000
NS
10026933.26000000
0.066163211202
Long
EC
CORP
SE
N
2
N
N
N
Toray Industries Inc
35380099TCYR5FHT0A11
Toray Industries, Inc
J89494116
9000.00000000
NS
60979.66000000
0.000402377279
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury Bill- When Issued
254900HROIFWPRGM1V77
United States Treasury Bill
912796WM7
18680000.00000000
PA
USD
18676458.65000000
0.123237528976
Long
STIV
UST
US
N
2
N
N
N
Iovance Biotherapeutics Inc
549300220Z2GHH33XL82
Iovance Biotherapeutics, Inc
462260100
41271.00000000
NS
USD
1142381.28000000
0.007538058940
Long
EC
CORP
US
N
1
N
N
N
Asset Backed Securities Corp H
N/A
Asset Backed Securities Corp Home Equity Loan Trust
04541GKW1
198818.02000000
PA
USD
197277.58000000
0.001301745793
Long
ABS-O
CORP
US
N
2
2034-08-25
Variable
0.03385500
N
N
N
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global plc (Class A)
G5480U104
2960.00000000
NS
USD
67310.40000000
0.000444150977
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179ASR8
10130821.82000000
PA
USD
10068495.38000000
0.066437460891
Long
ABS-O
USGSE
US
N
2
2033-06-15
Fixed
0.02690000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648CAC8
148260.95000000
PA
USD
150571.75000000
0.000993555081
Long
ABS-CBDO
USGSE
US
Y
2
2047-01-25
Variable
0.03500000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
231498.00000000
NS
USD
12496262.04000000
0.082457198343
Long
EC
CORP
US
N
1
N
N
N
Kelly Services Inc
N/A
Kelly Services, Inc (Class A)
488152208
16221.00000000
NS
USD
366270.18000000
0.002416851757
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RG5
1000000.00000000
PA
USD
1181979.37000000
0.007799348880
Long
DBT
UST
US
N
2
2044-05-15
Fixed
0.03375000
N
N
N
N
N
N
TransDigm Group Inc
N/A
TransDigm Group, Inc
893641100
61042.00000000
NS
USD
34183520.00000000
0.225561634326
Long
EC
CORP
US
N
1
N
N
N
DOMINION ENERGY GAS HLDG
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC
257375AP0
7500000.00000000
PA
USD
7463458.50000000
0.049247997192
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.03000000
N
N
N
N
N
N
Theravance Biopharma Inc
5493007VTSXP4Z6MIW52
Theravance Biopharma, Inc
G8807B106
30109.00000000
NS
USD
779522.01000000
0.005143714239
Long
EC
CORP
US
N
1
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591UAJ2
2000000.00000000
PA
USD
2120228.00000000
0.013990428511
Long
ABS-MBS
USGSE
US
N
2
2047-03-10
Fixed
0.04701000
N
N
N
N
N
N
Kao Corp
353800HM38HFCB8RGL63
Kao Corp
648380004
140500.00000000
NS
11587747.20000000
0.076462318585
Long
EC
CORP
JP
N
2
N
N
N
Heska Corp
529900O1OR2EB7L0HY27
Heska Corp
42805E306
13064.00000000
NS
USD
1253360.16000000
0.008270358526
Long
EC
CORP
US
N
1
N
N
OPKO Health Inc
529900A4S2D4OGOJLL02
Opko Health, Inc
68375N103
415531.00000000
NS
USD
610830.57000000
0.004030595493
Long
EC
CORP
US
N
1
N
N
TTM Technologies Inc
549300SC4BDOIS008048
TTM Technologies, Inc
87305R109
125861.00000000
NS
USD
1894208.05000000
0.012499024778
Long
EC
CORP
US
N
1
N
N
N
CyrusOne Inc
5493006S177ZK2ZNBU43
CyrusOne, Inc
23283R100
3432.00000000
NS
USD
224555.76000000
0.001481742202
Long
EC
CORP
US
N
1
N
N
N
ServiceMaster Global Holdings Inc
549300GS10644JGL8R77
ServiceMaster Global Holdings, Inc
81761R109
45890.00000000
NS
USD
1774107.40000000
0.011706534745
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAN7
1079266.65000000
PA
USD
1094093.18000000
0.007219427542
Long
ABS-CBDO
USGSE
US
Y
2
2049-01-25
Variable
0.04000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N4578E595
1283244.00000000
NS
15427678.87000000
0.101800296159
Long
EC
CORP
NL
N
2
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KE0
13750000.00000000
PA
USD
14263389.94000000
0.094117678516
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.03250000
N
N
N
N
N
APTIV PLC
N/A
Aptiv plc
03835VAH9
6675000.00000000
PA
USD
7561773.95000000
0.049896736514
Long
DBT
CORP
JE
N
2
2049-03-15
Fixed
0.05400000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR64
7965427.21000000
PA
USD
8407762.20000000
0.055479031500
Long
ABS-MBS
MUN
US
N
2
2048-03-01
Fixed
0.03500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138XTA88
719080.54000000
PA
USD
776397.05000000
0.005123094037
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
0.04500000
N
N
N
N
N
N
SPS Commerce Inc
2549006XVF9GCCETDQ72
SPS Commerce, Inc
78463M107
90474.00000000
NS
USD
5014069.08000000
0.033085580897
Long
EC
CORP
US
N
1
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AH9
9000000.00000000
PA
USD
9018000.45000000
0.059505718541
Long
DBT
NUSS
JP
Y
2
2021-04-13
Fixed
0.02125000
N
N
N
N
N
N
Team Inc
549300DEKHQ3OEQJWU96
Team, Inc
878155100
66652.00000000
NS
USD
1064432.44000000
0.007023709693
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock, Inc
09247X101
62911.00000000
NS
USD
31625359.70000000
0.208681488041
Long
EC
CORP
US
N
1
N
N
N
SEB SA
969500WP61NBK098AC47
SEB S.A.
479213001
9294.00000000
NS
1382275.02000000
0.009121009556
Long
EC
CORP
FR
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VCV4
5150000.00000000
PA
USD
5814922.83000000
0.038370053669
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
0.04272000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31419ARB5
1413432.22000000
PA
USD
1559117.94000000
0.010287916243
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
0.05000000
N
N
N
N
N
N
NVE Corp
5299003C1ATTWX8X0112
NVE Corp
629445206
3481.00000000
NS
USD
248543.40000000
0.001640025822
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources, Inc
354613101
100214.00000000
NS
USD
2603559.72000000
0.017179716585
Long
EC
CORP
US
N
1
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2B5
8000000.00000000
PA
USD
8202284.96000000
0.054123179847
Long
DBT
CORP
NL
Y
2
2021-11-08
Fixed
0.03125000
N
N
N
N
N
N
Virtusa Corp
C77OMXDER63WLJCSKT03
Virtusa Corp
92827P102
51534.00000000
NS
USD
2336036.22000000
0.015414449642
Long
EC
CORP
US
N
1
N
N
N
Karyopharm Therapeutics Inc
549300J1VANRCNTYST87
Karyopharm Therapeutics, Inc
48576U106
125686.00000000
NS
USD
2409400.62000000
0.015898548235
Long
EC
CORP
US
N
1
N
N
N
Sykes Enterprises Inc
549300JJ24XHULP7Q562
Sykes Enterprises, Inc
871237103
70143.00000000
NS
USD
2594589.57000000
0.017120526610
Long
EC
CORP
US
N
1
N
N
N
Vifor Pharma AG
529900KO6CN2D9OE1F19
Vifor Pharma AG.
H9150Q103
4804.00000000
NS
876755.44000000
0.005785313798
Long
EC
CORP
CH
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YV6
31371000.00000000
PA
USD
31086564.48000000
0.205126221340
Long
DBT
UST
US
N
2
2024-11-30
Fixed
0.01500000
N
N
N
N
N
N
APA Group
549300T9RBSX164T8H40
APA Group
624730909
500415.00000000
NS
3895450.17000000
0.025704319121
Long
EC
CORP
AU
N
2
N
N
N
AXA EQUITABLE HOLDINGS I
549300FIBAKMNHPZ4009
AXA Equitable Holdings, Inc
054561AJ4
10000000.00000000
PA
USD
10847278.10000000
0.071576296889
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
0.04350000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co
114259AQ7
16500000.00000000
PA
USD
18654459.95000000
0.123092369475
Long
DBT
CORP
US
Y
2
2048-03-15
Fixed
0.04273000
N
N
N
N
N
N
Wendel SA
969500M98ZMIZYJD5O34
Wendel
739011906
26666.00000000
NS
3552110.98000000
0.023438778626
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617LYQM5
12499000.00000000
PA
USD
12365403.94000000
0.081593724748
Long
ABS-O
USGSE
US
N
2
2045-01-15
Fixed
0.02750000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PKT8
2730000.00000000
PA
USD
2928771.30000000
0.019325641156
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
0.03864000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20753MAF5
8458000.00000000
PA
USD
8521665.06000000
0.056230625111
Long
ABS-CBDO
USGSE
US
Y
2
2031-09-25
Variable
0.03942000
N
N
N
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG.
584332902
34486.00000000
NS
7371789.95000000
0.048643117766
Long
EC
CORP
DE
N
2
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim Ltd
M1586M115
1039018.00000000
NS
8628818.98000000
0.056937685511
Long
EC
CORP
IL
N
2
N
N
N
ULANI MSN 37894
N/A
Ulani MSN 37894
90373QAA0
6521740.45000000
PA
USD
6560284.26000000
0.043288357645
Long
DBT
CORP
US
N
2
2024-12-20
Fixed
0.02184000
N
N
N
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel S.p.A.
714456902
2295399.00000000
NS
18234243.42000000
0.120319550079
Long
EC
CORP
IT
N
2
N
N
N
H Lundbeck A/S
5493006R4KC2OI5D3470
H Lundbeck AS
708525902
67537.00000000
NS
2581974.18000000
0.017037283340
Long
EC
CORP
DK
N
2
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties, Inc
101121101
103020.00000000
NS
USD
14202337.20000000
0.093714819014
Long
EC
CORP
US
N
1
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2D1
12400000.00000000
PA
USD
12790199.23000000
0.084396757317
Long
DBT
CORP
NL
Y
2
2024-02-27
Fixed
0.02625000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BH9
3110000.00000000
PA
USD
3016522.11000000
0.019904669183
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
0.02125000
N
N
N
N
N
N
ABM Industries Inc
QF02R89VEIOROM77J447
ABM Industries, Inc
000957100
2604.00000000
NS
USD
98196.84000000
0.000647956667
Long
EC
CORP
US
N
1
N
N
N
Fletcher Building Ltd
549300UPHQTT2LG75045
Fletcher Building Ltd
634160907
185123.00000000
NS
634543.62000000
0.004187067217
Long
EC
CORP
NZ
N
2
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833100
964735.00000000
NS
USD
283294432.75000000
1.869332217594
Long
EC
CORP
US
N
1
N
N
N
STAR ENERGY GEOTHERMAL
N/A
Star Energy Geothermal Wayang Windu Ltd
85511XAC4
28612000.00000000
PA
USD
30260480.38000000
0.199675264865
Long
DBT
CORP
VG
Y
2
2033-04-24
Fixed
0.06750000
N
Y
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAP7
9000000.00000000
PA
USD
9201798.54000000
0.060718519258
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
0.03200000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YBN8
14500000.00000000
PA
USD
14571721.35000000
0.096152218456
Long
DBT
CORP
US
Y
2
2022-11-21
Variable
0.02544600
N
N
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447PF22
2000000.00000000
PA
USD
2294140.00000000
0.015137995378
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
0.05000000
N
N
N
N
N
N
Mizrahi Tefahot Bank Ltd
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd
691670004
97776.00000000
NS
2608124.47000000
0.017209837312
Long
EC
CORP
IL
N
2
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis, Inc
98978VAR4
7200000.00000000
PA
USD
7206383.81000000
0.047551677234
Long
DBT
CORP
US
N
2
2021-08-20
Variable
0.02338500
N
N
N
N
N
WISCONSIN ST GEN FUND ANNUAL A
549300VTAT608CNZ5827
State of Wisconsin
977100AC0
3000.00000000
PA
USD
3368.61000000
0.000022227938
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
0.05700000
N
N
N
N
N
N
CHICAGO IL BRD OF EDU
54930099NR6T9V7LVB43
Chicago Board of Education
167505TB2
3380000.00000000
PA
USD
3472578.20000000
0.022913977674
Long
DBT
MUN
US
N
2
2020-12-01
Fixed
0.05000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B1BH6
21906996.92000000
PA
USD
22406734.95000000
0.147851940211
Long
ABS-CBDO
USGSE
US
N
2
2045-12-25
Fixed
0.03000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SAU
87938WAX1
11000000.00000000
PA
USD
13759181.70000000
0.090790635699
Long
DBT
CORP
ES
N
2
2049-03-01
Fixed
0.05520000
N
N
N
N
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
Abiomed, Inc
003654100
26704.00000000
NS
USD
4555435.36000000
0.030059263787
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA35
615402.82000000
PA
USD
664452.04000000
0.004384419394
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
0.04500000
N
N
N
N
N
N
HomeStreet Inc
N/A
HomeStreet, Inc
43785V102
24702.00000000
NS
USD
839868.00000000
0.005541910215
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
J8129E108
423600.00000000
NS
16754307.95000000
0.110554123250
Long
EC
CORP
JP
N
2
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities Trust
07384YVG8
100000.00000000
PA
USD
99992.75000000
0.000659807068
Long
ABS-O
CORP
US
N
2
2036-04-25
Variable
0.02462000
N
N
N
N
N
N
Select Medical Holdings Corp
N/A
Select Medical Holdings Corp
81619Q105
22533.00000000
NS
USD
525920.22000000
0.003470310381
Long
EC
CORP
US
N
1
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759JV1
2483000.00000000
PA
USD
2489693.45000000
0.016428364415
Long
DBT
USGSE
US
N
2
2020-08-01
Fixed
0.04960000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Healthcare, Inc
40412C101
141656.00000000
NS
USD
20938173.36000000
0.138161564487
Long
EC
CORP
US
N
1
N
N
N
Hang Seng Bank Ltd
5493009Z5F07LWZYMK62
Hang Seng Bank Ltd
Y30327103
490500.00000000
NS
10138623.23000000
0.066900202951
Long
EC
CORP
HK
N
2
N
N
N
Radius Health Inc
549300EV6I2M6E0YVT27
Radius Health, Inc
750469207
7854.00000000
NS
USD
158336.64000000
0.001044792089
Long
EC
CORP
US
N
1
N
N
N
Solarcity LMC Series LLC
549300HK0005YP7HO349
SolarCity LMC
83417EAA0
4543791.41000000
PA
USD
4621936.90000000
0.030498077463
Long
ABS-O
CORP
US
Y
2
2044-04-20
Fixed
0.04590000
N
N
N
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353XN2
6176555.24000000
PA
USD
6593576.42000000
0.043508037596
Long
DBT
USGSE
US
N
2
2030-06-15
Fixed
0.03540000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BPL4
463564.05000000
PA
USD
500469.80000000
0.003302374536
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.04500000
N
N
N
N
N
N
Casey's General Stores Inc
549300CAFWSI86V66Q65
Casey's General Stores, Inc
147528103
48157.00000000
NS
USD
7656481.43000000
0.050521668469
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GL1
6000000.00000000
PA
USD
6220882.14000000
0.041048796099
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.03400000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAS8
3625000.00000000
PA
USD
4087787.80000000
0.026973468412
Long
DBT
CORP
US
N
2
2037-09-20
Fixed
0.05000000
N
N
N
N
N
N
LogMeIn Inc
549300D12V5KRBV00592
LogMeIn, Inc
54142L109
100625.00000000
NS
USD
8627587.50000000
0.056929559530
Long
EC
CORP
US
N
1
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AE1
2940000.00000000
PA
USD
2978572.80000000
0.019654258798
Long
ABS-O
CORP
US
Y
2
2047-11-20
Fixed
0.03629000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TVJ2
21321.47000000
PA
USD
23180.83000000
0.000152959844
Long
ABS-MBS
USGSE
US
N
2
2044-02-20
Fixed
0.04500000
N
N
N
N
N
N
Akorn Inc
549300REUQNNF5W5TA64
Akorn, Inc
009728106
182586.00000000
NS
USD
273879.00000000
0.001807204022
Long
EC
CORP
US
N
1
N
N
N
Omnicell Inc
5493008RH0GTKHHPZI77
Omnicell, Inc
68213N109
38612.00000000
NS
USD
3155372.64000000
0.020820881219
Long
EC
CORP
US
N
1
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust
82281FAA2
3305074.26000000
PA
USD
3356458.25000000
0.022147754485
Long
ABS-CBDO
USGSE
US
Y
2
2047-10-25
Variable
0.03500000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
Q65336119
900956.00000000
NS
15590231.30000000
0.102872906346
Long
EC
CORP
AU
N
2
N
N
N
Westamerica Bancorporation
N/A
Westamerica Bancorporation
957090103
3019.00000000
NS
USD
204597.63000000
0.001350047502
Long
EC
CORP
US
N
1
N
N
N
MET COUNCIL MINNEAPOLIS-SAINT
N/A
Metropolitan Council
591852UZ9
3500000.00000000
PA
USD
3501995.00000000
0.023108085873
Long
DBT
MUN
US
N
2
2020-09-01
Fixed
0.01750000
N
N
N
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts, Inc
91879Q109
15174.00000000
NS
USD
3639180.42000000
0.024013310599
Long
EC
CORP
US
N
1
N
N
N
MIAMI FL SPL OBLG
N/A
City of Miami FL
593490ME2
1780000.00000000
PA
USD
1969552.20000000
0.012996186850
Long
DBT
MUN
US
Y
2
2039-01-01
Fixed
0.04808000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328HBG5
4800000.00000000
PA
USD
4914253.92000000
0.032426945665
Long
ABS-MBS
USGSE
US
N
2
2052-11-10
Fixed
0.03300000
N
N
N
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
Panasonic Corp
J6354Y104
990000.00000000
NS
9285388.57000000
0.061270092173
Long
EC
CORP
JP
N
2
N
N
N
SolarCity Corporation d/b/a Te
N/A
TES LLC
88159TAA8
7712088.14000000
PA
USD
7799946.56000000
0.051468330170
Long
ABS-O
CORP
US
Y
2
2048-02-20
Fixed
0.04120000
N
N
N
N
N
N
Nomura Research Institute Ltd
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd
639092907
193200.00000000
NS
4131779.87000000
0.027263752245
Long
EC
CORP
JP
N
2
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
85113.00000000
NS
USD
17404757.37000000
0.114846145670
Long
EC
CORP
US
N
1
N
N
N
NY PUBLIC LIBRARY
549300UUPLEIDLHTTI88
New York Public Library Astor Lenox & Tilden Foundations
649757AA9
17500000.00000000
PA
USD
19703944.40000000
0.130017444123
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
0.04305000
N
N
N
N
N
N
Callaway Golf Co
5493005UB0KFRKBPCU72
Callaway Golf Co
131193104
39764.00000000
NS
USD
842996.80000000
0.005562555756
Long
EC
CORP
US
N
1
N
N
N
Duke Realty Corp
N/A
Duke Realty Corp
264411505
129032.00000000
NS
USD
4473539.44000000
0.029518869540
Long
EC
CORP
US
N
1
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41161PUK7
1285718.77000000
PA
USD
1279892.15000000
0.008445431164
Long
ABS-CBDO
USGSE
US
N
2
2045-08-19
Variable
0.02383900
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HC6G3
564164.01000000
PA
USD
609130.89000000
0.004019380071
Long
ABS-MBS
MUN
US
N
2
2044-10-01
Fixed
0.04500000
N
N
N
N
N
N
Unicharm Corp
353800UQ4BZIJTAQEG85
Uni-Charm Corp
691148001
129700.00000000
NS
4379606.30000000
0.028899047106
Long
EC
CORP
JP
N
2
N
N
N
South Jersey Industries Inc
549300DJYWYT5VXLFA46
South Jersey Industries, Inc
838518108
62243.00000000
NS
USD
2052774.14000000
0.013545330905
Long
EC
CORP
US
N
1
N
N
N
Brookline Bancorp Inc
N/A
Brookline Bancorp, Inc
11373M107
6533.00000000
NS
USD
107533.18000000
0.000709562965
Long
EC
CORP
US
N
1
N
N
N
Agios Pharmaceuticals Inc
529900ONJHY8EOGYT555
Agios Pharmaceuticals, Inc
00847X104
55469.00000000
NS
USD
2648644.75000000
0.017477212369
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
N20944109
819840.00000000
NS
9001755.91000000
0.059398528146
Long
EC
CORP
IT
N
2
N
N
N
NextGen Healthcare Inc
N/A
NextGen Healthcare, Inc
65343C102
62279.00000000
NS
USD
1000823.53000000
0.006603983179
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31368HJH7
10752.70000000
PA
USD
11823.93000000
0.000078020782
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
0.08000000
N
Y
N
N
N
N
BIRMINGHAM AL WTRWKS BRD WTR R
N/A
Water Works Board of the City of Birmingham
091096LZ8
3750000.00000000
PA
USD
3750562.50000000
0.024748270720
Long
DBT
MUN
US
N
2
2021-01-01
Fixed
0.01988000
N
N
N
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
J4509L101
362810.00000000
NS
8867046.03000000
0.058509638392
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G1CS4
1110557.42000000
PA
USD
1111616.78000000
0.007335057877
Long
ABS-CBDO
USGSE
US
Y
2
2048-05-25
Variable
0.03813200
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
158207.00000000
NS
USD
16807911.68000000
0.110907830093
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSC0
9617361.32000000
PA
USD
10456007.06000000
0.068994475729
Long
ABS-MBS
MUN
US
N
2
2048-08-01
Fixed
0.04500000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46631KAA3
8071500.49000000
PA
USD
7949906.56000000
0.052457848589
Long
ABS-O
CORP
US
N
2
2037-06-25
Variable
0.01952000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PGJ5
1000000.00000000
PA
USD
1009650.00000000
0.006662225075
Long
DBT
MUN
US
N
2
2021-06-01
Fixed
0.02675000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G1DB0
703608.93000000
PA
USD
705879.97000000
0.004657783624
Long
ABS-CBDO
USGSE
US
Y
2
2048-08-25
Variable
0.04152400
N
N
N
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco plc
G87621101
4027484.00000000
NS
13611412.31000000
0.089815572127
Long
EC
CORP
GB
N
2
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
Nike, Inc (Class B)
654106103
497099.00000000
NS
USD
50361099.69000000
0.332310187849
Long
EC
CORP
US
N
1
N
N
N
Blackbaud Inc
54930056X3HKFMNG3754
Blackbaud, Inc
09227Q100
21974.00000000
NS
USD
1749130.40000000
0.011541722785
Long
EC
CORP
US
N
1
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAX8
2500000.00000000
PA
USD
2750000.00000000
0.018146009960
Long
DBT
CORP
US
Y
2
2025-09-15
Fixed
0.05500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YY0
5000000.00000000
PA
USD
5010854.80000000
0.033064371312
Long
DBT
UST
US
N
2
2024-12-31
Fixed
0.01750000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
4950000.00000000
PA
USD
5151924.06000000
0.033995223748
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
0.03750000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252SAA5
2000000.00000000
PA
USD
1778018.60000000
0.011732342990
Long
ABS-MBS
USGSE
US
Y
2
2052-02-10
Fixed
0.03000000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab, Inc
278865100
192393.00000000
NS
USD
37129925.07000000
0.245003632780
Long
EC
CORP
US
N
1
N
N
N
Stora Enso OYJ
7437000ZP669LKUTZ738
Stora Enso Oyj (R Shares)
X21349117
153789.00000000
NS
2237749.80000000
0.014765901876
Long
EC
CORP
FI
N
2
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next plc
G6500M106
40457.00000000
NS
3769891.77000000
0.024875815857
Long
EC
CORP
GB
N
2
N
N
N
NORFOLK VA
N/A
City of Norfolk VA
655867TL3
3010000.00000000
PA
USD
2984384.90000000
0.019692610225
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
0.03000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HAW7
4000000.00000000
PA
USD
4325545.24000000
0.028542322548
Long
DBT
CORP
IT
Y
2
2026-01-15
Fixed
0.05710000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAL6
5932000.00000000
PA
USD
6600975.66000000
0.043556861845
Long
DBT
CORP
NO
N
2
2043-05-15
Fixed
0.03950000
N
N
N
N
N
N
Hitachi Construction Machinery Co Ltd
5493009B7C53PDH8W826
Hitachi Construction Machinery Co Ltd
642940001
97900.00000000
NS
2916180.17000000
0.019242557967
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J77G4
5319618.82000000
PA
USD
5689312.75000000
0.037541209392
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.04000000
N
N
N
N
N
N
WEST VIRGINIA ST WTR DEV AUTHW
N/A
West Virginia Water Development Authority
956695E30
1345000.00000000
PA
USD
1483427.40000000
0.009788468500
Long
DBT
MUN
US
N
2
2022-11-01
Fixed
0.05000000
N
N
N
N
N
N
Autoliv Inc
A23RUXWKASG834LTMK28
Autoliv, Inc
052800109
562.00000000
NS
USD
47438.42000000
0.000313024742
Long
EC
CORP
US
N
1
N
N
N
DELTA AIRLINES 2015B
N/A
Delta Air Lines, Inc
24737AAA5
1833387.67000000
PA
USD
1909041.50000000
0.012596904026
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
0.04250000
N
N
N
N
N
N
HENRY CNTY AL WTR AUTH WTR REV
N/A
Henry County Water Authority
42633QEY1
850000.00000000
PA
USD
789131.50000000
0.005207122930
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
0.03200000
N
N
N
N
N
N
Sprouts Farmers Market Inc
529900P8F4G77Q52XE24
Sprouts Farmers Market, Inc
85208M102
229815.00000000
NS
USD
4446920.25000000
0.029343221508
Long
EC
CORP
US
N
1
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
Central Japan Railway Co
J05523105
60300.00000000
NS
12124443.94000000
0.080003738363
Long
EC
CORP
JP
N
2
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
48740.00000000
NS
USD
17265170.20000000
0.113925072878
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AT0
6200000.00000000
PA
USD
6817056.12000000
0.044982679364
Long
DBT
CORP
US
N
2
2047-07-13
Fixed
0.04950000
N
N
N
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co, Inc
086516101
74048.00000000
NS
USD
6501414.40000000
0.042899901984
Long
EC
CORP
US
N
1
N
N
N
Commerce Bancshares Inc/MO
N/A
Commerce Bancshares, Inc
200525103
712.00000000
NS
USD
48373.28000000
0.000319193462
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YH7
5000000.00000000
PA
USD
4953617.75000000
0.032686689829
Long
DBT
UST
US
N
2
2024-09-30
Fixed
0.01500000
N
N
N
N
N
N
SOLAR STAR FUNDING LLC
N/A
Solar Star Funding LLC
83416WAB9
24273309.29000000
PA
USD
23455029.82000000
0.154769165357
Long
DBT
CORP
US
Y
2
2035-06-30
Fixed
0.03950000
N
Y
N
N
N
N
CDP FINANCIAL INC
549300OXMGVYFCBFV096
CDP Financial, Inc
125094AS1
7500000.00000000
PA
USD
7538230.58000000
0.049741384431
Long
DBT
NUSS
CA
Y
2
2021-06-11
Fixed
0.02125000
N
N
N
N
N
N
Sirius XM Holdings Inc
54930055RWDMVXAGZK98
Sirius XM Holdings, Inc
82968B103
113405.00000000
NS
USD
810845.75000000
0.005350405474
Long
EC
CORP
US
N
1
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648HAE3
3919565.16000000
PA
USD
3973208.33000000
0.026217410156
Long
ABS-CBDO
USGSE
US
Y
2
2047-05-25
Variable
0.03500000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Federal National Mortgage Association (FNMA)
3136AVKR9
18500000.00000000
PA
USD
19043992.50000000
0.125662719123
Long
ABS-MBS
USGSE
US
N
2
2027-02-25
Variable
0.02800800
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone
F12033134
192803.00000000
NS
16011499.08000000
0.105652662467
Long
EC
CORP
FR
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle S.A.
712387901
571568.00000000
NS
61880921.14000000
0.408324295040
Long
EC
CORP
CH
N
2
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353XR3
12086139.08000000
PA
USD
13298791.33000000
0.087752727248
Long
DBT
USGSE
US
N
2
2032-12-20
Fixed
0.03938000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro, Inc
418056107
804.00000000
NS
USD
84910.44000000
0.000560285705
Long
EC
CORP
US
N
1
N
N
N
Kyocera Corp
N/A
Kyocera Corp
J37479110
151900.00000000
NS
10352846.27000000
0.068313764193
Long
EC
CORP
JP
N
2
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
AZ3213354
4000000.00000000
PA
4537163.67000000
0.029938697144
Long
DBT
NUSS
CL
N
2
2031-07-02
Fixed
0.00830000
N
N
N
N
N
N
OKLAHOMA ST WTR RESOURCE BRD R
5493007CUNXW5UX11C71
Oklahoma Water Resources Board
67919PLL5
700000.00000000
PA
USD
720139.00000000
0.004751872533
Long
DBT
MUN
US
N
2
2022-04-01
Fixed
0.03071000
N
N
N
N
N
N
Customers Bancorp Inc
549300WLBCHYKZ53FN68
Customers Bancorp, Inc
23204G100
67309.00000000
NS
USD
1602627.29000000
0.010575014824
Long
EC
CORP
US
N
1
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAH5
11250000.00000000
PA
USD
11868750.00000000
0.078316529351
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
0.06000000
N
N
N
N
N
N
Enagas SA
213800OU3FQKGM4M2U23
Enagas
738307909
58257.00000000
NS
1485987.93000000
0.009805364283
Long
EC
CORP
ES
N
2
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines Holding AG.
B09DHL908
36662.00000000
NS
10445945.27000000
0.068928082514
Long
EC
CORP
DE
N
2
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global plc (Class C)
G5480U120
8773.00000000
NS
USD
191207.54000000
0.001261692336
Long
EC
CORP
US
N
1
N
N
N
Tech Data Corp
549300EK847TAWPJWF34
Tech Data Corp
878237106
54261.00000000
NS
USD
7791879.60000000
0.051415099938
Long
EC
CORP
US
N
1
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAL0
4888000.00000000
PA
USD
5087494.53000000
0.033570082332
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.03950000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746FCB9
733388.17000000
PA
USD
757454.74000000
0.004998102275
Long
ABS-CBDO
USGSE
US
Y
2
2047-09-25
Variable
0.03757200
N
N
N
N
N
N
ChannelAdvisor Corp
549300KE5CWXBSGWXT83
ChannelAdvisor Corp
159179100
23801.00000000
NS
USD
215161.04000000
0.001419750681
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179TNR2
18218316.96000000
PA
USD
18922679.54000000
0.124862229603
Long
ABS-MBS
USGSE
US
N
2
2047-12-20
Fixed
0.03500000
N
N
N
N
N
N
Domino's Pizza Inc
5299004V0Y8MI5D9FF45
Domino's Pizza, Inc
25754A201
2933.00000000
NS
USD
861656.74000000
0.005685684285
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group, Inc
92939U106
139082.00000000
NS
USD
12827532.86000000
0.084643105106
Long
EC
CORP
US
N
1
N
N
N
iRobot Corp
5493009PRNKOUKBAT390
iRobot Corp
462726100
15890.00000000
NS
USD
804510.70000000
0.005308603336
Long
EC
CORP
US
N
1
N
N
Associated British Foods PLC
GBQKSY6W7G0OHCQ8OQ72
Associated British Foods plc
G05600138
293305.00000000
NS
10089951.92000000
0.066579042923
Long
EC
CORP
GB
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAE7
198603.63000000
PA
USD
200292.75000000
0.001321641540
Long
ABS-CBDO
USGSE
US
Y
2
2049-01-25
Variable
0.04000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A0TF3
339198.17000000
PA
USD
378096.54000000
0.002494888574
Long
ABS-MBS
USGSE
US
N
2
2045-08-20
Fixed
0.04500000
N
N
N
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-Kymmene Oyj
X9518S108
149073.00000000
NS
5172011.60000000
0.034127772366
Long
EC
CORP
FI
N
2
N
N
N
Quotient Technology Inc
5493005ZZT58VQ9RKP56
Quotient Technology, Inc
749119103
171930.00000000
NS
USD
1695229.80000000
0.011186057031
Long
EC
CORP
US
N
1
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol YPF S.A.
E8471S130
716723.00000000
NS
11259830.21000000
0.074298542233
Long
EC
CORP
ES
N
2
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
553896AA9
1672257.73000000
PA
USD
1675057.59000000
0.011052949713
Long
ABS-O
CORP
US
Y
2
2034-12-20
Fixed
0.02420000
N
N
N
N
N
N
HKT Trust & HKT Ltd
N/A
HKT Trust and HKT Ltd
N/A
792000.00000000
NS
1116154.68000000
0.007365001432
Long
EC
CORP
HK
N
2
N
N
N
PEOPLES UNITED BANK
N4662XQCE3KKIZ6EZS08
People's United Bank NA
71270QEB8
10250000.00000000
PA
USD
10700643.61000000
0.070608722010
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.04000000
N
N
N
N
N
N
ANTELOPE VLY-E KERN CA WTR AGY
N/A
Antelope Valley-East Kern Water Agency Financing Authority
03672VAK8
3340000.00000000
PA
USD
3547981.80000000
0.023411532029
Long
DBT
MUN
US
N
2
2036-06-01
Fixed
0.04326000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHEZ1
8356871.62000000
PA
USD
8836951.00000000
0.058311054859
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
0.03500000
N
N
N
N
N
N
Daikin Industries Ltd
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd
J10038115
89000.00000000
NS
12556988.74000000
0.082857906453
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi UFJ Lease & Finance Co Ltd
353800MZ3QX9RLMH7B09
Mitsubishi UFJ Lease & Finance Co Ltd
626897003
390100.00000000
NS
2511342.66000000
0.016571217789
Long
EC
CORP
JP
N
2
N
N
N
Bancorp Inc/The
N/A
The Bancorp, Inc
05969A105
50351.00000000
NS
USD
653052.47000000
0.004309198772
Long
EC
CORP
US
N
1
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Groep NV
B5337G162
125286.00000000
NS
9445885.82000000
0.062329141154
Long
EC
CORP
BE
N
2
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB (A Shares)
N/A
141611.00000000
NS
5652497.93000000
0.037298284995
Long
EC
CORP
SE
N
2
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
V7780T103
103138.00000000
NS
USD
13769954.38000000
0.090861719757
Long
EC
CORP
US
N
1
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
J70746136
296900.00000000
NS
6340254.50000000
0.041836480475
Long
EC
CORP
JP
N
2
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785HD1
20750000.00000000
PA
USD
20995278.90000000
0.138538378196
Long
DBT
NUSS
N/A
N
2
2026-04-13
Fixed
0.02125000
N
N
N
N
N
RPC Inc
N/A
RPC, Inc
749660106
1410.00000000
NS
USD
7388.40000000
0.000048752719
Long
EC
CORP
US
N
1
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd
618549901
102024.00000000
NS
19780622.40000000
0.130523407669
Long
EC
CORP
AU
N
2
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
605460005
480800.00000000
NS
5398617.73000000
0.035623044036
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FPD4
296512.06000000
PA
USD
325044.75000000
0.002144823734
Long
ABS-MBS
USGSE
US
N
2
2045-02-20
Fixed
0.04500000
N
N
N
N
N
N
First Industrial Realty Trust Inc
N/A
First Industrial Realty Trust, Inc
32054K103
7555.00000000
NS
USD
313608.05000000
0.002069358108
Long
EC
CORP
US
N
1
N
N
N
Aon PLC
VVT2B79I2Z4U3R6BY589
Aon plc
G0408V102
44909.00000000
NS
USD
9354095.61000000
0.061723458948
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4ZQ2
2355459.79000000
PA
USD
2457581.71000000
0.016216473522
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
0.03500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAP6
575946.62000000
PA
USD
621932.79000000
0.004103854037
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
0.04500000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
5500000.00000000
PA
USD
6400175.21000000
0.042231870221
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
0.04800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179UV90
7117261.68000000
PA
USD
7375411.38000000
0.048667013950
Long
ABS-MBS
USGSE
US
N
2
2049-07-20
Fixed
0.04000000
N
N
N
N
N
N
Weis Markets Inc
N/A
Weis Markets, Inc
948849104
18123.00000000
NS
USD
733800.27000000
0.004842017093
Long
EC
CORP
US
N
1
N
N
Halozyme Therapeutics Inc
529900242I3SV9AGM753
Halozyme Therapeutics, Inc
40637H109
11045.00000000
NS
USD
195827.85000000
0.001292179678
Long
EC
CORP
US
N
1
N
N
N
Loral Space & Communications Inc
5299008CJ8NPI54F8D37
Loral Space & Communications, Inc
543881106
5583.00000000
NS
USD
180442.56000000
0.001190659087
Long
EC
CORP
US
N
1
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
N/A
267766.00000000
NS
7111505.84000000
0.046925620292
Long
EC
CORP
SE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9RK9
2340790.59000000
PA
USD
2513905.40000000
0.016588128155
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
0.04000000
N
N
N
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
Factset Research Systems, Inc
303075105
11008.00000000
NS
USD
2953446.40000000
0.019488461015
Long
EC
CORP
US
N
1
N
N
N
HOSPITAL SPECIAL SURGERY
549300U0XV0GGBTV6I72
New York Society for the Relief of the Ruptured & Crippled
44107HAB8
14570000.00000000
PA
USD
14949447.09000000
0.098644660289
Long
DBT
MUN
US
N
2
2031-12-20
Fixed
0.02881000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XK29
2850000.00000000
PA
USD
2845934.19000000
0.018779036421
Long
ABS-CBDO
USGSE
US
N
2
2030-10-25
Variable
0.02642000
N
N
N
N
N
N
EMCOR Group Inc
529900X0SQJB2J7YDU43
EMCOR Group, Inc
29084Q100
4718.00000000
NS
USD
407163.40000000
0.002686687677
Long
EC
CORP
US
N
1
N
N
N
Jardine Cycle & Carriage Ltd
254900WEP6OCEXFWML09
Jardine Cycle & Carriage Ltd
Y43703100
97400.00000000
NS
2178132.67000000
0.014372515318
Long
EC
CORP
SG
N
2
N
N
N
Umpqua Holdings Corp
5299002ENJ7CY215BW86
Umpqua Holdings Corp
904214103
5827.00000000
NS
USD
103137.90000000
0.000680560494
Long
EC
CORP
US
N
1
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro plc
N/A
663481.00000000
NS
7900373.13000000
0.052130999820
Long
EC
CORP
GB
N
2
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
393157.00000000
NS
USD
52698764.28000000
0.347735382371
Long
EC
CORP
US
N
1
N
N
N
Cronos Group Inc
N/A
Cronos Group, Inc
22717L101
179346.00000000
NS
1376981.73000000
0.009086081522
Long
EC
CORP
CA
N
2
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
265920.00000000
NS
USD
11995651.20000000
0.079153893147
Long
EC
CORP
US
N
1
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798101
25650.00000000
NS
USD
1346368.50000000
0.008884078622
Long
EC
CORP
US
N
1
N
N
N
PUBLIC FIN AUTH WI REVENUE
5493004S6D3NA627K012
Public Finance Authority
74442PMD4
1735000.00000000
PA
USD
1738018.90000000
0.011468403007
Long
DBT
MUN
US
Y
2
2029-06-01
Variable
0.09000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XAR5
1556666.86000000
PA
USD
1682059.49000000
0.011099152094
Long
ABS-CBDO
USGSE
US
N
2
2024-11-25
Variable
0.06792000
N
N
N
N
N
N
Premier Inc
N/A
Premier, Inc
74051N102
2830.00000000
NS
USD
107200.40000000
0.000707367100
Long
EC
CORP
US
N
1
N
N
N
HONOLULU CITY & CNTY HI
N/A
City & County of Honolulu HI
4386705Z0
3035000.00000000
PA
USD
3093272.00000000
0.020411107098
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
0.02668000
N
N
N
N
N
N
Daifuku Co Ltd
N/A
Daifuku Co Ltd
625002001
5900.00000000
NS
356565.52000000
0.002352815082
Long
EC
CORP
JP
N
2
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BZ0
7750000.00000000
PA
USD
7341750.31000000
0.048444899727
Long
DBT
NUSS
IT
N
2
2049-10-17
Fixed
0.04000000
N
N
N
N
N
N
Surgery Partners Inc
549300LC82HG33S19I03
Surgery Partners, Inc
86881A100
41823.00000000
NS
USD
654739.07000000
0.004320327885
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46636DAU0
3025000.00000000
PA
USD
3126176.87000000
0.020628231498
Long
ABS-MBS
USGSE
US
Y
2
2046-07-15
Variable
0.05395800
N
N
N
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp
912008109
453089.00000000
NS
USD
18979898.21000000
0.125239789805
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot, Inc
437076102
319115.00000000
NS
USD
69688333.70000000
0.459841889977
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137FB2M7
3630058.84000000
PA
USD
3694647.39000000
0.024379312123
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Fixed
0.03000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBL0
7200000.00000000
PA
USD
7300157.83000000
0.048170449707
Long
DBT
CORP
IT
Y
2
2029-09-23
Fixed
0.04000000
N
N
N
N
N
N
TripAdvisor Inc
N/A
TripAdvisor, Inc
896945201
111216.00000000
NS
USD
3378742.08000000
0.022294795431
Long
EC
CORP
US
N
1
N
N
N
Kawasaki Heavy Industries Ltd
5493008FFSI8SQ74AT93
Kawasaki Heavy Industries Ltd
648462000
56500.00000000
NS
1234904.64000000
0.008148578871
Long
EC
CORP
JP
N
2
N
N
N
easyJet PLC
2138001S47XKWIB7TH90
easyJet plc
N/A
132255.00000000
NS
2491267.13000000
0.016438748419
Long
EC
CORP
GB
N
2
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAM2
10000000.00000000
PA
USD
10175811.40000000
0.067145590915
Long
DBT
CORP
US
N
2
2022-08-14
Fixed
0.02750000
N
N
N
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc
592688105
7502.00000000
NS
USD
5951186.56000000
0.039269196579
Long
EC
CORP
US
N
1
N
N
N
GREENE CNTY OH
N/A
County of Greene OH
394641PY4
790000.00000000
PA
USD
790655.70000000
0.005217180439
Long
DBT
MUN
US
N
2
2025-12-01
Fixed
0.03420000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QZ4
6000000.00000000
PA
USD
6796349.04000000
0.044846042681
Long
DBT
UST
US
N
2
2043-02-15
Fixed
0.03125000
N
N
N
N
N
N
Wayfair Inc
54930027N9ZAVYFDHK53
Wayfair, Inc
94419L101
219.00000000
NS
USD
19791.03000000
0.000130592082
Long
EC
CORP
US
N
1
N
N
EUGENE OR ELEC UTILITY REVENUE
N/A
City of Eugene, OR
298191TE7
380000.00000000
PA
USD
407728.60000000
0.002690417176
Long
DBT
MUN
US
N
2
2022-08-01
Fixed
0.06320000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc
911312BN5
10000000.00000000
PA
USD
10745150.40000000
0.070902402248
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
0.03750000
N
N
N
N
N
N
Orthofix Medical Inc
N/A
Orthofix Medical Inc
68752M108
26899.00000000
NS
USD
1242195.82000000
0.008196690080
Long
EC
CORP
US
N
1
N
N
N
DOMINION ENERGY GAS HLDG
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC
257375AN5
8850000.00000000
PA
USD
8883180.51000000
0.058616102550
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.02500000
N
N
N
N
N
N
SALVATION ARMY
549300UQ1LCLSQQ6V491
Salvation Army
79585TAS2
20000000.00000000
PA
USD
21307828.00000000
0.140600748771
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
0.04528000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CK7
4600000.00000000
PA
USD
5041028.13000000
0.033263471511
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
0.04800000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
N/A
2369.00000000
NS
77751.48000000
0.000513046956
Long
EC
CORP
NO
N
2
N
N
Science Applications International Corp
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625107
120248.00000000
NS
USD
10463980.96000000
0.069047091899
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X45K8
7661666.91000000
PA
USD
8098835.95000000
0.053440566478
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251XAY3
830000.00000000
PA
USD
840374.83000000
0.005545254558
Long
ABS-MBS
USGSE
US
N
2
2049-11-10
Variable
0.03799600
N
N
N
N
N
N
CENTURY HOUSING CORP
549300VS3H1EH9Z2PW94
Century Housing Corp
156549AB3
11500000.00000000
PA
USD
11842138.00000000
0.078140928763
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
0.03995000
N
N
N
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAB0
2570000.00000000
PA
USD
2621013.42000000
0.017294885681
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
0.03513000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
72419.00000000
NS
USD
21488889.87000000
0.141795494406
Long
EC
CORP
US
N
1
N
N
N
First Financial Bancorp
549300D3F5B3EZMY7P77
First Financial Bancorp
320209109
6726.00000000
NS
USD
171109.44000000
0.001129074037
Long
EC
CORP
US
N
1
N
N
N
Daktronics Inc
N/A
Daktronics, Inc
234264109
39009.00000000
NS
USD
237564.81000000
0.001567583057
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR80
12809126.73000000
PA
USD
13707681.97000000
0.090450812203
Long
ABS-MBS
MUN
US
N
2
2048-03-01
Fixed
0.04000000
N
N
N
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
473249902
230397.00000000
NS
4130022.20000000
0.027252154173
Long
EC
CORP
NO
N
2
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAJ0
9400000.00000000
PA
USD
9753634.30000000
0.064359834602
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
0.03450000
N
N
N
N
N
N
BASIN ELEC PWR ND COOPERATIVE
5493002CLOJ5KYT5GB16
Basin Electric Power Coop
070102AA6
4500000.00000000
PA
USD
5536080.00000000
0.036530095571
Long
DBT
MUN
US
Y
2
2041-06-01
Fixed
0.06127000
N
N
N
N
N
N
Diplomat Pharmacy Inc
549300JMF6BE0NGN4Q45
Diplomat Pharmacy, Inc
25456K101
115850.00000000
NS
USD
463400.00000000
0.003057767642
Long
EC
CORP
US
N
1
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group plc
G16612106
4361013.00000000
NS
11112687.98000000
0.073327617007
Long
EC
CORP
GB
N
2
N
N
N
BankUnited Inc
96OVUWEW5D4YX6PFXD91
BankUnited
06652K103
3730.00000000
NS
USD
136368.80000000
0.000899836219
Long
EC
CORP
US
N
1
N
N
N
Ramsay Health Care Ltd
549300QBX122KF2JPI10
Ramsay Health Care Ltd
Q7982Y104
103188.00000000
NS
5249980.39000000
0.034642253253
Long
EC
CORP
AU
N
2
N
N
N
AIR LIQUIDE FINANCE
549300YGXL5Z3R14K812
Air Liquide Finance S.A.
00913RAF3
10625000.00000000
PA
USD
10351710.87000000
0.068306272201
Long
DBT
CORP
FR
Y
2
2029-09-10
Fixed
0.02250000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust
17307G2R8
325000.00000000
PA
USD
324338.46000000
0.002140163245
Long
ABS-O
CORP
US
N
2
2036-01-25
Variable
0.02542000
N
N
N
N
N
N
TEXAS ST WTR DEV BRD
N/A
Texas Water Development Board
882854VN9
4170000.00000000
PA
USD
4479622.50000000
0.029559008910
Long
DBT
MUN
US
N
2
2050-04-15
Fixed
0.04648000
N
N
N
N
N
N
Rush Enterprises Inc
529900V3XHTN7A6DFT17
Rush Enterprises, Inc (Class A)
781846209
8372.00000000
NS
USD
389298.00000000
0.002568801958
Long
EC
CORP
US
N
1
N
N
N
PEND OREILLE CNTY WA PUBLIC UT
N/A
Pend Oreille County Public Utility District No Box Canyon
706643BY8
1070000.00000000
PA
USD
1077789.60000000
0.007111847569
Long
DBT
MUN
US
N
2
2021-01-01
Fixed
0.03621000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630XAB4
499336.22000000
PA
USD
490377.28000000
0.003235778548
Long
ABS-O
CORP
US
N
2
2037-03-25
Variable
0.02112000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DV1
8000000.00000000
PA
USD
8037611.60000000
0.053036574600
Long
DBT
USGSE
US
N
2
2020-09-15
Fixed
0.02300000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785HM1
3750000.00000000
PA
USD
3865617.53000000
0.025507466982
Long
DBT
NUSS
N/A
N
2
2027-05-24
Fixed
0.02375000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746YAA2
2829114.35000000
PA
USD
2880833.39000000
0.019009320505
Long
ABS-CBDO
USGSE
US
Y
2
2049-06-25
Variable
0.04000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746XAU0
2280874.64000000
PA
USD
2313484.30000000
0.015265639691
Long
ABS-CBDO
USGSE
US
Y
2
2047-04-25
Variable
0.03500000
N
N
N
N
N
N
Prosus NV
N/A
Prosus NV
N/A
140902.00000000
NS
10545323.73000000
0.069583836159
Long
EC
CORP
NL
N
2
N
N
N
HEICO Corp
N/A
HEICO Corp (Class A)
422806208
168077.00000000
NS
USD
15047933.81000000
0.099294529744
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc
149123101
240468.00000000
NS
USD
35512314.24000000
0.234329748331
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YGGZ9
272053.42000000
PA
USD
289501.57000000
0.001910290317
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03500000
N
N
N
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International plc
N/A
94615.00000000
NS
6427067.38000000
0.042409319524
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BJD9
4340713.86000000
PA
USD
4685581.54000000
0.030918039743
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
0.04500000
N
N
N
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group plc
N/A
559713.00000000
NS
14027400.00000000
0.092560487315
Long
EC
CORP
GB
N
2
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
3875000.00000000
PA
USD
4039687.50000000
0.026656076222
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
0.04500000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170AS3
15925000.00000000
PA
USD
18861791.68000000
0.124460458070
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
0.04950000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen, Inc
031162100
231666.00000000
NS
USD
55847722.62000000
0.368513938517
Long
EC
CORP
US
N
1
N
N
N
TechnipFMC PLC
549300D5I93QWCJTCK36
TechnipFMC plc (Euro OTC)
G87110105
801.00000000
NS
USD
17173.44000000
0.000113319786
Long
EC
CORP
US
N
1
N
N
N
Sensata Technologies Holding PLC
529900MS7KFYCY9MS037
Sensata Technologies Holding plc
G8060N102
41557.00000000
NS
USD
2238675.59000000
0.014772010746
Long
EC
CORP
US
N
1
N
N
N
Columbia Banking System Inc
N/A
Columbia Banking System, Inc
197236102
2120.00000000
NS
USD
86252.20000000
0.000569139374
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650QAZ1
143300.00000000
PA
USD
153176.47000000
0.001010742454
Long
ABS-CBDO
USGSE
US
Y
2
2049-09-25
Variable
0.04763700
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YBW8
4825000.00000000
PA
USD
4905453.98000000
0.032368878829
Long
DBT
CORP
US
Y
2
2029-11-21
Fixed
0.03200000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137BW2C7
8550299.48000000
PA
USD
8867560.91000000
0.058513035853
Long
ABS-CBDO
USGSE
US
N
2
2043-08-15
Fixed
0.03500000
N
N
N
N
N
N
Sony Corp
529900R5WX9N2OI2N910
Sony Corp
J76379106
327500.00000000
NS
22236484.15000000
0.146728531952
Long
EC
CORP
JP
N
2
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
690064001
472300.00000000
NS
33278950.96000000
0.219592791123
Long
EC
CORP
JP
N
2
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162FAG8
2000000.00000000
PA
USD
2078172.00000000
0.013712919931
Long
ABS-MBS
USGSE
US
N
2
2052-08-15
Fixed
0.03418800
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508104
403130.00000000
NS
USD
51717547.70000000
0.341260776613
Long
EC
CORP
US
N
1
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531GAB7
7000000.00000000
PA
USD
7585755.94000000
0.050054982852
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
0.03875000
N
N
N
N
N
N
TFS Financial Corp
N/A
TFS Financial Corp
87240R107
6965.00000000
NS
USD
137071.20000000
0.000904471040
Long
EC
CORP
US
N
1
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320AV4
7450000.00000000
PA
USD
8053971.50000000
0.053144526203
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
0.05375000
N
N
N
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries, Inc
608190104
24650.00000000
NS
USD
3361767.00000000
0.022182784533
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
G16962105
48239.00000000
NS
USD
2776154.45000000
0.018318591382
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36187SB71
7887752.28000000
PA
USD
8274951.15000000
0.054602671268
Long
ABS-O
USGSE
US
N
2
2040-08-15
Fixed
0.03700000
N
N
N
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury plc
G77732173
1769105.00000000
NS
5394443.33000000
0.035595499053
Long
EC
CORP
GB
N
2
N
N
N
Clear Channel Outdoor Holdings Inc
N/A
Clear Channel
18453H106
66744.00000000
NS
USD
190887.84000000
0.001259582780
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Metal Mining Co Ltd
353800CF81IXL9974H84
Sumitomo Metal Mining Co Ltd
J77712123
229100.00000000
NS
7377017.81000000
0.048677614057
Long
EC
CORP
JP
N
2
N
N
N
Achillion Pharmaceuticals Inc
529900LZPJ796VSWZM38
Achillion Pharmaceuticals, Inc
00448Q201
268255.00000000
NS
USD
1617577.65000000
0.010673665508
Long
EC
CORP
US
N
1
N
N
N
Limelight Networks Inc
529900BNCMDQGEKW5M59
Limelight Networks, Inc
53261M104
262941.00000000
NS
USD
1072799.28000000
0.007078918698
Long
EC
CORP
US
N
1
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
N/A
607817.00000000
NS
6546339.16000000
0.043196340218
Long
EC
CORP
SE
N
2
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MBX7
12500000.00000000
PA
USD
12677965.75000000
0.083656179191
Long
DBT
NUSS
NO
Y
2
2025-02-11
Fixed
0.02125000
N
N
N
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
653323907
464266.00000000
NS
4917316.73000000
0.032447155767
Long
EC
CORP
AU
N
2
N
N
N
SVMK Inc
N/A
SVMK, Inc
78489X103
88142.00000000
NS
USD
1575097.54000000
0.010393358417
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002JAS5
1516153.14000000
PA
USD
1533446.38000000
0.010118521194
Long
ABS-CBDO
USGSE
US
Y
2
2049-04-25
Variable
0.04000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
61539.00000000
NS
USD
12665956.98000000
0.083576938733
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial, Inc
02005N100
78780.00000000
NS
USD
2407516.80000000
0.015886117757
Long
EC
CORP
US
N
1
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353UZ8
3249000.00000000
PA
USD
3356682.48000000
0.022149234078
Long
DBT
USGSE
US
N
2
2030-05-15
Fixed
0.02930000
N
N
N
N
N
N
Spirit AeroSystems Holdings Inc
N/A
Spirit Aerosystems Holdings, Inc (Class A)
848574109
202799.00000000
NS
USD
14779991.12000000
0.097526496755
Long
EC
CORP
US
N
1
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63874FAG2
1050000.00000000
PA
USD
1074454.19000000
0.007089838703
Long
ABS-MBS
USGSE
US
Y
2
2032-11-15
Variable
0.03790400
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
96122WAL4
19000.00000000
PA
USD
19066.06000000
0.000125808332
Long
DBT
CORP
AU
Y
2
2021-02-25
Fixed
0.02100000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746QAU5
640986.27000000
PA
USD
650547.86000000
0.004292671980
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
0.03500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828XQ8
4150000.00000000
PA
USD
4190873.02000000
0.027653681295
Long
DBT
UST
US
N
2
2022-07-31
Fixed
0.02000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc (ADR)
046353108
11500.00000000
NS
USD
573390.00000000
0.003783542054
Long
EC
CORP
GB
N
1
N
N
N
TTEC Holdings Inc
GTJS1N8S8I28A7L4WG97
TTEC Holdings, Inc
89854H102
24445.00000000
NS
USD
968510.90000000
0.006390766704
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
130218.00000000
NS
USD
10784654.76000000
0.071163073706
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CYN8
770037.44000000
PA
USD
810803.45000000
0.005350126356
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04500000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375102
196808.00000000
NS
17803731.67000000
0.117478797168
Long
EC
CORP
CA
N
2
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust
12667FGL3
259702.44000000
PA
USD
263447.19000000
0.001738369212
Long
ABS-CBDO
USGSE
US
N
2
2034-06-25
Variable
0.02292000
N
N
N
N
N
N
Meggitt PLC
YMFO3TKB4UAWQTDZJJ31
Meggitt plc
057580003
764949.00000000
NS
6662680.51000000
0.043964024326
Long
EC
CORP
GB
N
2
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353UU9
1405547.84000000
PA
USD
1406282.15000000
0.009279421782
Long
DBT
USGSE
US
N
2
2026-12-15
Fixed
0.02040000
N
N
N
N
N
N
JCDecaux SA
9695009KV7AFPDEI5S30
JC Decaux S.A.
713666907
56169.00000000
NS
1735507.14000000
0.011451829035
Long
EC
CORP
FR
N
2
N
N
N
GREENE CNTY OH
N/A
County of Greene OH
394641PU2
685000.00000000
PA
USD
685431.55000000
0.004522853721
Long
DBT
MUN
US
N
2
2021-12-01
Fixed
0.02720000
N
N
N
N
N
N
Mitsubishi Chemical Holdings Corp
353800YNKX4RQUGAR072
Mitsubishi Chemical Holdings Corp
B0JQTJ900
486000.00000000
NS
3621273.00000000
0.023895147609
Long
EC
CORP
JP
N
2
N
N
N
WSP Global Inc
N/A
WSP Global, Inc
92938W202
12800.00000000
NS
874033.34000000
0.005767351888
Long
EC
CORP
CA
N
2
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts, Inc
700517105
34015.00000000
NS
USD
879968.05000000
0.005806512363
Long
EC
CORP
US
N
1
N
N
N
Lundin Petroleum AB
549300IULC8F8IGXKI15
Lundin Petroleum AB
718762909
162614.00000000
NS
5521466.56000000
0.036433668070
Long
EC
CORP
SE
N
2
N
N
N
First Eagle Private Credit LLC
KWQVVPX9OGSKS3U0N171
NewStar Financial, Inc
652CVR994
12048.00000000
NS
USD
2909.00000000
0.000019195179
Long
EC
CORP
US
N
3
N
N
N
Agate Bay Mortgage Loan Trust
N/A
Agate Bay Mortgage Trust
00841LAN6
1133782.16000000
PA
USD
1151317.12000000
0.007597022518
Long
ABS-CBDO
USGSE
US
Y
2
2044-11-25
Variable
0.03500000
N
N
N
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic, Inc
436440101
125859.00000000
NS
USD
6571098.39000000
0.043359715212
Long
EC
CORP
US
N
1
N
N
N
GRANT CNTY WA PUBLIC UTIL DIST
549300XJXH7RNXS8PA58
Grant County Public Utility District No 2
387883RV5
1250000.00000000
PA
USD
1387462.50000000
0.009155239398
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
0.04164000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AGEJ7
3824208.57000000
PA
USD
695797.54000000
0.004591254214
Long
ABS-CBDO
USGSE
US
N
2
2043-09-25
Variable
0.04158000
N
N
N
N
N
N
Morningstar Inc
529900YGNQPOVAXQ7F29
Morningstar, Inc
617700109
910.00000000
NS
USD
137692.10000000
0.000908568079
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FR0
971548.31000000
PA
USD
1048756.71000000
0.006920272620
Long
ABS-MBS
MUN
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
Y20246107
648293.00000000
NS
12499892.57000000
0.082481154573
Long
EC
CORP
SG
N
2
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
646.00000000
NS
USD
67926.90000000
0.000448218983
Long
EC
CORP
US
N
1
N
N
N
Wintrust Financial Corp
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W108
1110.00000000
NS
USD
78699.00000000
0.000519299213
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649YAN5
2324327.55000000
PA
USD
2368271.29000000
0.015627154333
Long
ABS-CBDO
USGSE
US
Y
2
2049-02-25
Variable
0.04000000
N
N
N
N
N
N
Resona Holdings Inc
52990067JE75XZCYYT81
Resona Holdings, Inc
642155907
2027100.00000000
NS
8835171.07000000
0.058299309904
Long
EC
CORP
JP
N
2
N
N
N
Loblaw Cos Ltd
5493008LN3O1DIDTSH67
Loblaw Cos Ltd
539481101
155267.00000000
NS
8011157.83000000
0.052862018100
Long
EC
CORP
CA
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828L57
4500000.00000000
PA
USD
4515784.97000000
0.029797628743
Long
DBT
UST
US
N
2
2022-09-30
Fixed
0.01750000
N
N
N
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris S.A.
L90272102
242721.00000000
NS
2750010.33000000
0.018146078123
Long
EC
CORP
IT
N
2
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television, Inc
389375106
93869.00000000
NS
USD
2012551.36000000
0.013279918917
Long
EC
CORP
US
N
1
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power & Light Co
461070AP9
3000000.00000000
PA
USD
3287030.82000000
0.021689634181
Long
DBT
CORP
US
N
2
2028-09-26
Fixed
0.04100000
N
N
N
N
N
N
Altisource Portfolio Solutions SA
N/A
Altisource Portfolio Solutions S.A.
L0175J104
15548.00000000
NS
USD
300542.84000000
0.001983146679
Long
EC
CORP
US
N
1
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AQ6
4300000.00000000
PA
USD
4490607.35000000
0.029631492982
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.03950000
N
N
N
N
N
N
WEX Inc
T9M5IGROL1TL1G5OV478
WEX, Inc
96208T104
87935.00000000
NS
USD
18418865.10000000
0.121537785295
Long
EC
CORP
US
N
1
N
N
N
NACIONAL FINANCIERA SNC
549300T46KUP3OWN3O73
Nacional Financiera SNC
629598AS2
3000000.00000000
PA
USD
3013380.00000000
0.019883935816
Long
DBT
NUSS
MX
Y
2
2020-11-05
Fixed
0.03375000
N
N
N
N
N
N
SunRun Athena Issuer
5493001ZI15Y2FZFMI30
Sunrun Athena Issuer LLC
86772DAA4
2904833.93000000
PA
USD
3119238.56000000
0.020582448719
Long
ABS-O
CORP
US
Y
2
2049-04-30
Fixed
0.05310000
N
N
N
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
24174.00000000
NS
USD
5648255.10000000
0.037270288473
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts, Inc
285512109
65830.00000000
NS
USD
7077383.30000000
0.046700461038
Long
EC
CORP
US
N
1
N
N
N
Peugeot SA
969500TZ5950IT5FPQ42
Peugeot S.A.
710352907
378536.00000000
NS
9114071.22000000
0.060139646231
Long
EC
CORP
FR
N
2
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAY2
3750000.00000000
PA
USD
3783358.16000000
0.024964674492
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.03375000
N
N
N
N
N
N
Murphy USA Inc
549300Y081F8XIKQIO72
Murphy USA, Inc
626755102
308.00000000
NS
USD
36036.00000000
0.000237785314
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TYF7
134840.98000000
PA
USD
149729.50000000
0.000987997453
Long
ABS-MBS
USGSE
US
N
2
2044-10-20
Fixed
0.04500000
N
N
N
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Cap Gemini S.A.
F13587120
80102.00000000
NS
9796862.20000000
0.064645076022
Long
EC
CORP
FR
N
2
N
N
N
Varian Medical Systems Inc
TK3LAKL7I0QNTCVWSY07
Varian Medical Systems, Inc
92220P105
37933.00000000
NS
USD
5386865.33000000
0.035545495248
Long
EC
CORP
US
N
1
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust
55282MAA2
4000000.00000000
PA
USD
4084703.60000000
0.026953117167
Long
ABS-MBS
USGSE
US
Y
2
2034-08-15
Variable
0.03188100
N
N
N
N
N
N
Sonoco Products Co
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495102
1033.00000000
NS
USD
63756.76000000
0.000420702109
Long
EC
CORP
US
N
1
N
N
N
ONTARIO TEACHERS' FINANC
635400ZZE5J8OXXBBY26
Ontario Teachers' Finance Trust
68329AAC2
12500000.00000000
PA
USD
12310249.75000000
0.081229787119
Long
DBT
NUSS
CA
Y
2
2024-09-12
Fixed
0.01625000
N
N
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353E52
9079520.77000000
PA
USD
9278226.63000000
0.061222833760
Long
DBT
USGSE
US
N
2
2029-09-15
Fixed
0.02740000
N
N
N
N
N
N
GREENE CNTY OH
N/A
County of Greene OH
394641PX6
765000.00000000
PA
USD
765619.65000000
0.005051978834
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
0.03270000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA R
5493001TPOZL3UK8DX25
San Francisco City & County Redevelopment Agency
79770GGC4
435000.00000000
PA
USD
446684.10000000
0.002947466955
Long
DBT
MUN
US
N
2
2022-08-01
Fixed
0.03113000
N
N
N
N
N
N
Bendigo & Adelaide Bank Ltd
549300Y9URD6W70K0360
Bendigo Bank Ltd
609128905
356.00000000
NS
2442.82000000
0.000016119067
Long
EC
CORP
AU
N
2
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC
418751AA1
9925000.00000000
PA
USD
10433656.25000000
0.068846992812
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
0.05250000
N
N
N
N
N
N
Wesfarmers Ltd
5493003L32ZX9557ST85
Wesfarmers Ltd
Q95870103
166633.00000000
NS
4842640.83000000
0.031954403176
Long
EC
CORP
AU
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179E5F1
4201202.30000000
PA
USD
4190035.59000000
0.027648155472
Long
ABS-O
USGSE
US
N
2
2025-08-15
Fixed
0.02580000
N
N
N
N
N
N
Atara Biotherapeutics Inc
549300WBXUXZRE03MS38
Atara Biotherapeutics, Inc
046513107
52315.00000000
NS
USD
861628.05000000
0.005685494973
Long
EC
CORP
US
N
1
N
N
N
CNP Assurances
969500QKVPV2H8UXM738
CNP Assurances
F1876N318
169254.00000000
NS
3372411.16000000
0.022253020545
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0MD8
350000.00000000
PA
USD
367843.42000000
0.002427232859
Long
ABS-CBDO
USGSE
US
N
2
2029-07-25
Variable
0.05042000
N
N
N
N
N
N
Penumbra Inc
549300RGE06P3ECANU72
Penumbra, Inc
70975L107
12383.00000000
NS
USD
2034155.41000000
0.013422474302
Long
EC
CORP
US
N
1
N
N
N
Avaya Holdings Corp
549300NZS2OZN6Q63A60
Avaya Holdings Corp
05351X101
235083.00000000
NS
USD
3173620.50000000
0.020941290619
Long
EC
CORP
US
N
1
N
N
N
TriMas Corp
75G1WUQ8QK4P5MZOYD78
Trimas Corp
896215209
4050.00000000
NS
USD
127210.50000000
0.000839404727
Long
EC
CORP
US
N
1
N
N
N
Fraport AG Frankfurt Airport Services Worldwide
5299001ERX0K10IZUL40
Fraport AG. Frankfurt Airport Services Worldwide
710755901
18939.00000000
NS
1607637.66000000
0.010608075996
Long
EC
CORP
DE
N
2
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein, Inc
806407102
30112.00000000
NS
USD
2009072.64000000
0.013256964413
Long
EC
CORP
US
N
1
N
N
N
Dunkin' Brands Group Inc
549300311IRV47UCTO62
Dunkin Brands Group, Inc
265504100
676.00000000
NS
USD
51065.04000000
0.000336955172
Long
EC
CORP
US
N
1
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BU2
7500000.00000000
PA
USD
7555216.05000000
0.049853463889
Long
DBT
CORP
US
N
2
2022-06-06
Variable
0.02917100
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723AN3
4800000.00000000
PA
USD
5016000.00000000
0.033098322167
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05750000
N
N
N
N
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
Perrigo Co plc
G97822103
43999.00000000
NS
USD
2272988.34000000
0.014998425111
Long
EC
CORP
US
N
1
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAJ9
22800000.00000000
PA
USD
23702880.00000000
0.156404616933
Long
DBT
NUSS
ID
Y
2
2023-03-01
Fixed
0.03750000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128283J7
9350000.00000000
PA
USD
9531845.35000000
0.062896349331
Long
DBT
UST
US
N
2
2024-11-30
Fixed
0.02125000
N
N
N
N
N
N
Teradata Corp
549300JU9SOUHV4U4R71
Teradata Corp
88076W103
196381.00000000
NS
USD
5257119.37000000
0.034689360163
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
549300I3GDJZU6IW8K79
Sequoia Mortgage Trust
81748HAU3
63429.79000000
PA
USD
64413.32000000
0.000425034453
Long
ABS-CBDO
USGSE
US
Y
2
2048-11-25
Variable
0.04000000
N
N
N
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's, Inc
55616P104
211933.00000000
NS
USD
3602861.00000000
0.023773655124
Long
EC
CORP
US
N
1
N
N
Antares Pharma Inc
5299004QMIHMZUUNYY44
Antares Pharma, Inc
036642106
224873.00000000
NS
USD
1056903.10000000
0.006974026974
Long
EC
CORP
US
N
1
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric S.A.
F86921107
169495.00000000
NS
17413868.97000000
0.114906269009
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B3KK5
4610270.39000000
PA
USD
644830.68000000
0.004254946887
Long
ABS-CBDO
USGSE
US
N
2
2048-11-25
Fixed
0.03000000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307CAG6
8425000.00000000
PA
USD
8418629.02000000
0.055550736745
Long
DBT
CORP
CA
Y
2
2022-10-07
Fixed
0.02150000
N
N
N
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG.
H1512E100
195932.00000000
NS
6659725.16000000
0.043944523304
Long
EC
CORP
GB
N
2
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12638EAG9
825000.00000000
PA
USD
823056.38000000
0.005430977916
Long
ABS-O
CORP
US
Y
2
2036-05-25
Variable
0.02442000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J5LR8
2804055.40000000
PA
USD
2919833.75000000
0.019266666294
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
0.03500000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
1691626.00000000
NS
USD
266769420.20000000
1.760291111293
Long
EC
CORP
US
N
1
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG Chem Ltd
ZS0932005
2500000.00000000
PA
2824942.46000000
0.018640521460
Long
DBT
CORP
KR
Y
2
2023-04-15
Fixed
0.00500000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric & Gas Co
74456QCA2
3450000.00000000
PA
USD
3474035.12000000
0.022923591232
Long
DBT
CORP
US
N
2
2049-08-01
Fixed
0.03200000
N
N
N
N
N
N
HOUSTON TX UTILITY SYS REVENUE
N/A
City of Houston TX Combined Utility System Revenue
44244CTH0
1000000.00000000
PA
USD
1057870.00000000
0.006980407111
Long
DBT
MUN
US
N
2
2024-11-15
Fixed
0.03375000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TX35
225965.97000000
PA
USD
253556.34000000
0.001673103953
Long
ABS-MBS
USGSE
US
N
2
2044-09-20
Fixed
0.04500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DJT0
551481.69000000
PA
USD
574668.80000000
0.003791980279
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.04000000
N
N
N
N
N
N
Shimizu Corp
353800BRAE0QFP3ZLY22
Shimizu Corp
680440005
386200.00000000
NS
3934149.43000000
0.025959678088
Long
EC
CORP
JP
N
2
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp
743315103
374109.00000000
NS
USD
27081750.51000000
0.178700259817
Long
EC
CORP
US
N
1
N
N
N
NEW JERSEY ST ECON DEV AUTH RE
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64577BTY0
3000000.00000000
PA
USD
3492600.00000000
0.023046092504
Long
DBT
MUN
US
N
2
2031-06-15
Fixed
0.05756000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc
91324P102
245969.00000000
NS
USD
72309966.62000000
0.477140863460
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0EJ4
506421.80000000
PA
USD
519367.11000000
0.003427069364
Long
ABS-CBDO
USGSE
US
N
2
2025-03-25
Variable
0.05592000
N
N
N
N
N
N
WEST VIRGINIA ST WTR DEV AUTHW
N/A
West Virginia Water Development Authority
956695E22
600000.00000000
PA
USD
640182.00000000
0.004224272344
Long
DBT
MUN
US
N
2
2021-11-01
Fixed
0.05000000
N
N
N
N
N
N
CARPINTERO FINANCE LTD
549300Y5DJU1XVTHQF43
Carpintero Finance Ltd
14440PAA1
4223787.70000000
PA
USD
4227890.94000000
0.027897945857
Long
DBT
CORP
KY
Y
2
2024-09-18
Fixed
0.02004000
N
Y
N
N
N
N
Flexion Therapeutics Inc
549300X8HYW1HZKCDG90
Flexion Therapeutics, Inc
33938J106
39409.00000000
NS
USD
815766.30000000
0.005382873965
Long
EC
CORP
US
N
1
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJZM5
14021008.11000000
PA
USD
14359652.19000000
0.094752869696
Long
ABS-MBS
MUN
US
N
2
2047-02-01
Fixed
0.03000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group, Inc
026874784
596572.00000000
NS
USD
30622040.76000000
0.202061038776
Long
EC
CORP
US
N
1
N
N
N
BOC Hong Kong Holdings Ltd
N/A
BOC Hong Kong Holdings Ltd
Y0920U103
2794000.00000000
NS
9699158.93000000
0.064000376200
Long
EC
CORP
HK
N
2
N
N
N
Parsley Energy Inc
549300DMRA8DSL66G562
Parsley Energy, Inc
701877102
45731.00000000
NS
USD
864773.21000000
0.005706248466
Long
EC
CORP
US
N
1
N
N
N
Tricida Inc
549300QVPFFJC8SZXG25
Tricida, Inc
89610F101
5130.00000000
NS
USD
193606.20000000
0.001277520012
Long
EC
CORP
US
N
1
N
N
ACADIA Pharmaceuticals Inc
529900O3044NO0PEA039
Acadia Pharmaceuticals, Inc
004225108
72319.00000000
NS
USD
3093806.82000000
0.020414636134
Long
EC
CORP
US
N
1
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353C70
10993426.76000000
PA
USD
11551661.65000000
0.076224206312
Long
DBT
USGSE
US
N
2
2033-06-01
Fixed
0.03160000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8RE7
18475516.78000000
PA
USD
20075128.32000000
0.132466719436
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.04500000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management, Inc
94106L109
174472.00000000
NS
USD
19882829.12000000
0.131197823727
Long
EC
CORP
US
N
1
N
N
N
PCCW Ltd
254900SI7GPUPA1TJX39
PCCW Ltd
657407904
1599000.00000000
NS
946121.96000000
0.006243032185
Long
EC
CORP
HK
N
2
N
N
N
Intersect ENT Inc
549300SWZUVLSFMOXR50
Intersect ENT, Inc
46071F103
34337.00000000
NS
USD
854991.30000000
0.005641702053
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorporation
989701107
55295.00000000
NS
USD
2870916.40000000
0.018943882759
Long
EC
CORP
US
N
1
N
N
N
TEXAS ST
549300X9CH74QB747L76
State of Texas
882723TU3
2025000.00000000
PA
USD
2078014.50000000
0.013711880659
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
0.03576000
N
N
N
N
N
N
CityLine Commercial Mortgage T
N/A
Cityline Commercial Mortgage Trust
178772AA7
3000000.00000000
PA
USD
3040497.30000000
0.020062870650
Long
ABS-MBS
CORP
US
Y
2
2031-11-10
Variable
0.02778100
N
N
N
N
N
N
Prothena Corp PLC
5299009ZXQ8NIIJ8OL30
Prothena Corp plc
G72800108
49359.00000000
NS
USD
781352.97000000
0.005155795918
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
Dentsply Sirona, Inc
24906P109
145963.00000000
NS
USD
8260046.17000000
0.054504320026
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAV88
709307.54000000
PA
USD
754964.05000000
0.004981667334
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
0.04000000
N
N
N
N
N
N
TAYARRA LTD
N/A
Tayarra Ltd
876780AA5
1061247.59000000
PA
USD
1081862.48000000
0.007138722668
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
0.03628000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAF9
9500000.00000000
PA
USD
9764695.75000000
0.064432824123
Long
DBT
CORP
NO
N
2
2022-01-23
Fixed
0.03150000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
3908.00000000
NS
USD
245695.96000000
0.001621236849
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
240231.00000000
NS
USD
36390191.88000000
0.240122467022
Long
EC
CORP
US
N
1
N
N
N
TEXAS ST
549300X9CH74QB747L76
State of Texas
882723TV1
3370000.00000000
PA
USD
3459473.50000000
0.022827505668
Long
DBT
MUN
US
N
2
2043-08-01
Fixed
0.03726000
N
N
N
N
N
N
PSEG POWER LLC
N/A
PSEG Power LLC
69362BBC5
13050000.00000000
PA
USD
13688026.77000000
0.090321116402
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.03850000
N
N
N
N
N
N
DY9 LEASING LLC
5493000GFQWJZ2B1KN79
DY9 Leasing LLC
26818LAA8
3648593.85000000
PA
USD
3695143.52000000
0.024382585861
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
0.02415000
N
N
N
N
N
N
Oceaneering International Inc
549300L6PH74701W0R30
Oceaneering International, Inc
675232102
5830.00000000
NS
USD
86925.30000000
0.000573580858
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C100
52717.00000000
NS
USD
6191611.65000000
0.040855653335
Long
EC
CORP
US
N
1
N
N
N
Tandem Diabetes Care Inc
549300JEPFOD0K4D3I05
Tandem Diabetes Care, Inc
875372203
27555.00000000
NS
USD
1642553.55000000
0.010838470210
Long
EC
CORP
US
N
1
N
N
N
Fujitsu Ltd
3538000246DHJLRTUZ24
Fujitsu Ltd
J15708159
95600.00000000
NS
8991737.09000000
0.059332418471
Long
EC
CORP
JP
N
2
N
N
N
Mobile Mini Inc
529900IYC4GQUZJ42W95
Mobile Mini, Inc
60740F105
2100.00000000
NS
USD
79611.00000000
0.000525317090
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TU95
22674.07000000
PA
USD
25042.64000000
0.000165245089
Long
ABS-MBS
USGSE
US
N
2
2044-01-20
Fixed
0.04500000
N
N
N
N
N
N
CTS Corp
549300YV1HQLBVHOI649
CTS Corp
126501105
33384.00000000
NS
USD
1001853.84000000
0.006610781730
Long
EC
CORP
US
N
1
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos, Inc
142339100
17830.00000000
NS
USD
2885607.20000000
0.019040820724
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals, Inc
911363109
35387.00000000
NS
USD
5901489.99000000
0.038941271323
Long
EC
CORP
US
N
1
N
N
N
Tiffany & Co
549300EJG9IEYQL5XT21
Tiffany & Co
886547108
22162.00000000
NS
USD
2961951.30000000
0.019544581015
Long
EC
CORP
US
N
1
N
N
N
Singapore Telecommunications Ltd
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd
N/A
536300.00000000
NS
1324488.14000000
0.008739699993
Long
EC
CORP
SG
N
2
N
N
Insperity Inc
5299000Q0KW7HY5DB751
Insperity, Inc
45778Q107
18190.00000000
NS
USD
1565067.60000000
0.010327175366
Long
EC
CORP
US
N
1
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BG3
3518000.00000000
PA
USD
4105315.89000000
0.027089128374
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
0.04685000
N
N
N
N
N
N
Amedisys Inc
5299001RBS9GK9STN379
Amedisys, Inc
023436108
895.00000000
NS
USD
149393.40000000
0.000985779681
Long
EC
CORP
US
N
1
N
N
N
First Financial Corp/IN
N/A
First Financial Corp
320218100
1399.00000000
NS
USD
63962.28000000
0.000422058243
Long
EC
CORP
US
N
1
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
55279HAK6
1605000.00000000
PA
USD
1651039.73000000
0.010894466685
Long
DBT
CORP
US
N
2
2025-02-06
Fixed
0.02900000
N
N
N
N
N
N
MONTGOMERY AL WTRWKS & SAN SWR
N/A
Montgomery Water Works & Sanitary Sewer Board
613105KS3
4500000.00000000
PA
USD
4500855.00000000
0.029699112603
Long
DBT
MUN
US
N
2
2020-09-01
Fixed
0.01651000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770LAA1
6223135.02000000
PA
USD
6390737.74000000
0.042169596612
Long
ABS-O
CORP
US
Y
2
2040-09-21
Fixed
0.03840000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TY59
221479.85000000
PA
USD
248492.61000000
0.001639690682
Long
ABS-MBS
USGSE
US
N
2
2044-12-20
Fixed
0.04500000
N
N
N
N
N
N
BAY AREA CA WTR SPLY & CONSV A
N/A
Bay Area Water Supply & Conservation Agency
072031AL1
2635000.00000000
PA
USD
2731256.55000000
0.018022330385
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
0.03015000
N
N
N
N
N
N
NVR Inc
N/A
NVR, Inc
62944T105
2341.00000000
NS
USD
8915487.81000000
0.058829283855
Long
EC
CORP
US
N
1
N
N
N
TES LLC
N/A
TES LLC
88159DAB1
2500000.00000000
PA
USD
2485337.25000000
0.016399619815
Long
ABS-O
CORP
US
Y
2
2047-10-20
Fixed
0.07740000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAG7
5000000.00000000
PA
USD
4971047.00000000
0.032801697590
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Variable
0.02976600
N
N
N
N
N
N
Camden National Corp
549300ZVEDL2L8UW4F28
Camden National Corp
133034108
19106.00000000
NS
USD
880022.36000000
0.005806870730
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAX9
373615.43000000
PA
USD
397476.95000000
0.002622771161
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
0.04500000
N
N
N
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Groupe Eurotunnel S.A.
B292JQ905
75281.00000000
NS
1312514.17000000
0.008660689164
Long
EC
CORP
FR
N
2
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CX1
12125000.00000000
PA
USD
12333676.46000000
0.081384369414
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
0.04300000
N
N
N
N
N
N
CES MU2 LLC
N/A
CES MU2 LLC
12517LAB0
3529970.35000000
PA
USD
3526061.61000000
0.023266890580
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
0.01994000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi-Aventis
567173901
264298.00000000
NS
26542768.73000000
0.175143762090
Long
EC
CORP
FR
N
2
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212P303
22518.00000000
NS
USD
2435096.52000000
0.016068103893
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com, Inc
023135106
84829.00000000
NS
USD
156750419.36000000
1.034325334905
Long
EC
CORP
US
N
1
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64972EGM5
2500000.00000000
PA
USD
2592475.00000000
0.017106573517
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
0.03720000
N
N
N
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Westar Energy, Inc
95709TAN0
19650000.00000000
PA
USD
19690525.57000000
0.129928899315
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.02550000
N
N
N
N
N
N
Aegion Corp
549300AG3DVJURRIT691
Aegion Corp
00770F104
5516.00000000
NS
USD
123392.92000000
0.000814214238
Long
EC
CORP
US
N
1
N
N
N
DIST OF COLUMBIA WTR & SWR AUT
549300OT2FIJQJ5PSH71
District of Columbia Water & Sewer Authority
254845JZ4
15000000.00000000
PA
USD
19707900.00000000
0.130043545344
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
0.04814000
N
N
N
N
N
N
Moog Inc
549300WM2I4U7OBAHG07
Moog, Inc (Class A)
615394202
24737.00000000
NS
USD
2110808.21000000
0.013928271564
Long
EC
CORP
US
N
1
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co, Inc
579780206
41938.00000000
NS
USD
7118136.74000000
0.046969374611
Long
EC
CORP
US
N
1
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust
82281EAK3
433630.04000000
PA
USD
438022.06000000
0.002890310059
Long
ABS-CBDO
USGSE
US
Y
2
2046-11-25
Variable
0.03500000
N
N
N
N
N
N
LOS ANGELES CA
549300E7TO710PTXPJ65
City of Los Angeles CA
544351MQ9
5145000.00000000
PA
USD
5376782.25000000
0.035478961550
Long
DBT
MUN
US
N
2
2024-09-01
Fixed
0.03320000
N
N
N
N
N
N
The Bancorp Commercial Mortgag
5493007HKNHP2VEB5M24
Bancorp Commercial Mortgage Trust
05972LAA4
4134761.36000000
PA
USD
4134900.70000000
0.027284345195
Long
ABS-MBS
USGSE
US
Y
2
2035-09-15
Variable
0.02639800
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31283HJT3
11708.92000000
PA
USD
12110.64000000
0.000079912652
Long
ABS-MBS
MUN
US
N
2
2031-01-01
Fixed
0.08000000
N
N
N
N
N
N
UNIV OF CINCINNATI OH RECPTS
549300E0RD3ICJ858L23
University of Cincinnati
914119ZZ8
1000000.00000000
PA
USD
1057680.00000000
0.006979153387
Long
DBT
MUN
US
N
2
2029-06-01
Fixed
0.03250000
N
N
N
N
N
N
Starwood Property Trust Inc
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc
85571B105
6210.00000000
NS
USD
154380.60000000
0.001018687965
Long
EC
CORP
US
N
1
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAJ3
4800000.00000000
PA
USD
5081177.18000000
0.033528396988
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.04200000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA R
5493001TPOZL3UK8DX25
San Francisco City & County Redevelopment Agency
79770GGH3
2000000.00000000
PA
USD
2145220.00000000
0.014155339449
Long
DBT
MUN
US
N
2
2044-08-01
Fixed
0.04375000
N
N
N
N
N
N
GREENE CNTY OH
N/A
County of Greene OH
394641PQ1
3640000.00000000
PA
USD
3640800.80000000
0.024024002756
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
0.03120000
N
N
N
N
N
N
Clearwater Paper Corp
549300HCVV19GXN4P292
Clearwater Paper Corp
18538R103
22619.00000000
NS
USD
483141.84000000
0.003188035142
Long
EC
CORP
US
N
1
N
N
N
AID-UKRAINE
N/A
Ukraine Government AID International Bonds
903724AL6
15300000.00000000
PA
USD
15315269.86000000
0.101058559790
Long
DBT
NUSS
UA
N
2
2020-05-29
Fixed
0.01847000
N
N
N
N
N
N
AID-IRAQ
N/A
Iraq Government AID International Bond
462652AD0
45500000.00000000
PA
USD
45879742.09000000
0.302739729797
Long
DBT
NUSS
IQ
N
2
2022-01-18
Fixed
0.02149000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421GAA1
8500000.00000000
PA
USD
8787203.10000000
0.057982790900
Long
ABS-MBS
USGSE
US
Y
2
2039-07-10
Fixed
0.03228000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
063671101
174230.00000000
NS
13503143.66000000
0.089101156127
Long
EC
CORP
CA
N
2
N
N
N
MTS SYSTEMS CORP
549300E7ZL4ZDETLML64
MTS Systems Corp
55377VAK6
3750971.95000000
PA
USD
3760349.38000000
0.024812849928
Long
LON
CORP
US
N
2
2023-07-05
Variable
0.05050000
N
N
N
N
N
N
CPPIB CAPITAL INC
549300KW9NB55HTDK075
CPPIB Capital, Inc
22411VAD0
5000000.00000000
PA
USD
5202533.95000000
0.034329175591
Long
DBT
NUSS
CA
Y
2
2027-11-02
Fixed
0.02750000
N
N
N
N
N
N
Capstead Mortgage Corp
549300W6CQE2GR8QBV24
Capstead Mortgage Corp
14067E506
120164.00000000
NS
USD
951698.88000000
0.006279831765
Long
EC
CORP
US
N
1
N
N
N
Briggs & Stratton Corp
549300OYTIWYSPR42284
Briggs & Stratton Corp
109043109
91630.00000000
NS
USD
610255.80000000
0.004026802845
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc
237194105
50053.00000000
NS
USD
5456277.53000000
0.036003515056
Long
EC
CORP
US
N
1
N
N
N
Viad Corp
549300PXU4ZW7LPO5Y40
Viad Corp
92552R406
14915.00000000
NS
USD
1006762.50000000
0.006643171764
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558103
435760.00000000
NS
USD
28315684.80000000
0.186842435786
Long
EC
CORP
US
N
1
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353L47
1089519.00000000
PA
USD
1114074.97000000
0.007351278364
Long
DBT
USGSE
US
N
2
2033-07-31
Fixed
0.02810000
N
N
N
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAA2
10250000.00000000
PA
USD
10414959.09000000
0.068723618684
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.03366000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YBS7
6800000.00000000
PA
USD
7156614.17000000
0.047223269822
Long
DBT
CORP
US
Y
2
2049-11-21
Fixed
0.04250000
N
N
N
N
N
N
Hain Celestial Group Inc/The
5493000S8QXWHLIXDP75
Hain Celestial Group, Inc
405217100
2360.00000000
NS
USD
61253.80000000
0.000404186205
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FF6
2398977.36000000
PA
USD
2561003.24000000
0.016898905564
Long
ABS-MBS
MUN
US
N
2
2047-09-01
Fixed
0.04000000
N
N
N
N
N
N
Rayonier Inc
HGV8VDVNL0W6SF2U9C50
Rayonier, Inc
754907103
3184.00000000
NS
USD
104307.84000000
0.000688280401
Long
EC
CORP
US
N
1
N
N
N
Otsuka Corp
529900RG9DJ58J3UIE72
Otsuka Corp
626705909
1800.00000000
NS
71882.87000000
0.000474322645
Long
EC
CORP
JP
N
2
N
N
AES GENER SA
549300IF4IFG0FS0RM26
AES Gener S.A.
00105DAG0
14500000.00000000
PA
USD
14862500.00000000
0.098070935649
Long
DBT
CORP
CL
Y
2
2079-10-07
Variable
0.06350000
N
N
N
N
N
N
TRANSMANTARO
549300NL65DC6HVEJX96
Consorcio Transmantaro SA
210314AB6
7525000.00000000
PA
USD
8268169.00000000
0.054557918919
Long
DBT
CORP
PE
Y
2
2034-04-16
Fixed
0.04700000
N
N
N
N
N
N
Advance Auto Parts Inc
N/A
Advance Auto Parts, Inc
00751Y106
34455.00000000
NS
USD
5518312.80000000
0.036412857830
Long
EC
CORP
US
N
1
N
N
N
METRO AG
5299006EQ03K3SSUYS12
Metro Wholesale & Food Specialist AG.
D5S20X132
147990.00000000
NS
2381333.51000000
0.015713346033
Long
EC
CORP
DE
N
2
N
N
N
MEXICAN AIR FINANCE V
N/A
Mexican Aircraft Finance V LLC
59280LAA8
5437499.75000000
PA
USD
5506409.73000000
0.036334314838
Long
DBT
CORP
US
N
2
2027-01-14
Fixed
0.02329000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
Q09504137
849371.00000000
NS
14648228.90000000
0.096657057280
Long
EC
CORP
AU
N
2
N
N
N
NEW YORK ST ENVRNMNTL FACS COR
549300QJ33JJW73OQO60
New York State Environmental Facilities Corp
64985HHT7
1225000.00000000
PA
USD
1292081.00000000
0.008525859889
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
0.03195000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300I3GDJZU6IW8K79
Sequoia Mortgage Trust
81748HAA7
380578.61000000
PA
USD
388011.69000000
0.002560314178
Long
ABS-CBDO
USGSE
US
Y
2
2048-11-25
Variable
0.04000000
N
N
N
N
N
N
Capri Holdings Ltd
549300LPG8W0H1OX3A26
Capri Holdings Ltd
G1890L107
666.00000000
NS
USD
25407.90000000
0.000167655275
Long
EC
CORP
US
N
1
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Banca Intesa S.p.A.
T55067101
5411176.00000000
NS
14254054.05000000
0.094056075187
Long
EC
CORP
IT
N
2
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc
92532F100
119009.00000000
NS
USD
26057020.55000000
0.171938528885
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XDA9
5000000.00000000
PA
USD
5316133.50000000
0.035078767796
Long
ABS-CBDO
USGSE
US
N
2
2029-01-25
Variable
0.06042000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc
16411R208
13667.00000000
NS
USD
834643.69000000
0.005507437349
Long
EC
CORP
US
N
1
N
N
N
NARRAGANSETT ELECTRIC
VAI0KZ806W8MCH0BCZ61
Narragansett Electric Co
631005BH7
4300000.00000000
PA
USD
4659233.83000000
0.030744183086
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
0.03919000
N
N
N
N
N
N
Easterly Government Properties Inc
549300ERMCEFC6S8HL77
Easterly Government Properties, Inc
27616P103
41460.00000000
NS
USD
983845.80000000
0.006491954794
Long
EC
CORP
US
N
1
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681105
3282.00000000
NS
USD
148215.12000000
0.000978004743
Long
EC
CORP
US
N
1
N
N
N
Newmont Goldcorp Corp
549300VSP3RIX7FGDZ51
Newmont Goldcorp Corp
651639106
166783.00000000
NS
USD
7246721.35000000
0.047817846471
Long
EC
CORP
US
N
1
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide
F01764103
132474.00000000
NS
18780935.70000000
0.123926925918
Long
EC
CORP
FR
N
2
N
N
N
LOUISIANA ST
N/A
State of Louisiana
546415Z52
1500000.00000000
PA
USD
1499550.00000000
0.009894854267
Long
DBT
MUN
US
N
2
2020-08-01
Fixed
0.01769000
N
N
N
N
N
N
Mitsubishi Estate Co Ltd
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co Ltd
J43916113
567800.00000000
NS
10864774.84000000
0.071691749986
Long
EC
CORP
JP
N
2
N
N
N
Kinder Morgan Inc/DE
549300WR7IX8XE0TBO16
Kinder Morgan, Inc
49456B101
1700552.00000000
NS
USD
36000685.84000000
0.237552292302
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132QPGY4
2164491.68000000
PA
USD
2304682.52000000
0.015207560713
Long
ABS-MBS
MUN
US
N
2
2045-04-01
Fixed
0.03500000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
328240.00000000
NS
USD
40862597.60000000
0.269633855656
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0RL5
237744.16000000
PA
USD
241813.82000000
0.001595620358
Long
ABS-CBDO
USGSE
US
N
2
2030-04-25
Variable
0.04142000
N
N
N
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
6903536P7
18750000.00000000
PA
USD
18801660.19000000
0.124063677482
Long
DBT
USGSE
US
N
2
2029-10-15
Fixed
0.02360000
N
N
N
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc
773903109
50803.00000000
NS
USD
10296244.01000000
0.067940271403
Long
EC
CORP
US
N
1
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa plc
N/A
893787.00000000
NS
10165598.96000000
0.067078203629
Long
EC
CORP
GB
N
2
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327M2Y9
8000000.00000000
PA
USD
8055360.88000000
0.053153694095
Long
DBT
CORP
US
N
2
2022-02-01
Variable
0.02569100
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp
064058100
476622.00000000
NS
USD
23988385.26000000
0.158288537403
Long
EC
CORP
US
N
1
N
N
N
New York Times Co/The
N/A
New York Times Co (Class A)
650111107
90036.00000000
NS
USD
2896458.12000000
0.019112421052
Long
EC
CORP
US
N
1
N
N
Optinose Inc
549300CPBME7Z3CYMN16
Optinose, Inc
68404V100
19372.00000000
NS
USD
178609.84000000
0.001178565794
Long
EC
CORP
US
N
1
N
N
New Jersey Resources Corp
549300QKBSQBIX4DQ583
New Jersey Resources Corp
646025106
37537.00000000
NS
USD
1673024.09000000
0.011039531563
Long
EC
CORP
US
N
1
N
N
N
Media General Inc
5493005Q6QE29UIIR333
Media General, Inc
584CVR997
38808.00000000
NC
USD
0.00000000
0.00000000
Long
EC
CORP
US
N
3
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAE2
5000000.00000000
PA
USD
5030228.50000000
0.033192209623
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Variable
0.02976600
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770VAA9
2926355.50000000
PA
USD
3018784.73000000
0.019919599192
Long
ABS-O
CORP
US
Y
2
2041-09-20
Fixed
0.04050000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XDS0
1650000.00000000
PA
USD
1772065.68000000
0.011693062356
Long
ABS-CBDO
USGSE
US
N
2
2029-04-25
Variable
0.06042000
N
N
N
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co, Inc
030420103
26096.00000000
NS
USD
3205893.60000000
0.021154246253
Long
EC
CORP
US
N
1
N
N
N
BancFirst Corp
549300EJEHGBP4IO2J30
Bancfirst Corp
05945F103
2060.00000000
NS
USD
128626.40000000
0.000848747612
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81733YAA7
2057328.17000000
PA
USD
2094353.91000000
0.013819697058
Long
ABS-CBDO
USGSE
US
Y
2
2045-05-25
Variable
0.03500000
N
N
N
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson plc
N/A
72856.00000000
NS
6630394.16000000
0.043750981261
Long
EC
CORP
GB
N
2
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12652FAG7
5000000.00000000
PA
USD
5238740.50000000
0.034568086288
Long
ABS-MBS
USGSE
US
Y
2
2032-11-10
Variable
0.03728200
N
N
N
N
N
N
Avrobio Inc
N/A
Avrobio, Inc
05455M100
7622.00000000
NS
USD
153430.86000000
0.001012421059
Long
EC
CORP
US
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG.
D12096109
150045.00000000
NS
12289538.38000000
0.081093122127
Long
EC
CORP
DE
N
2
N
N
N
Louisiana-Pacific Corp
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp
546347105
47156.00000000
NS
USD
1399118.52000000
0.009232152218
Long
EC
CORP
US
N
1
N
N
N
LOS ANGELES CA
549300E7TO710PTXPJ65
City of Los Angeles CA
544351NE5
7500000.00000000
PA
USD
7714125.00000000
0.050902032394
Long
DBT
MUN
US
N
2
2038-09-01
Fixed
0.03880000
N
N
N
N
N
N
GenMark Diagnostics Inc
N/A
GenMark Diagnostics, Inc
372309104
74742.00000000
NS
USD
359509.02000000
0.002372237911
Long
EC
CORP
US
N
1
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAD3
17785000.00000000
PA
USD
18617004.18000000
0.122845215738
Long
DBT
CORP
US
N
2
2025-01-29
Fixed
0.03500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBE4
2000000.00000000
PA
USD
2081094.40000000
0.013732203531
Long
ABS-MBS
USGSE
US
N
2
2048-04-10
Variable
0.04136200
N
N
N
N
N
N
CoreSite Realty Corp
549300H0YYORITFM2B74
Coresite Realty
21870Q105
29295.00000000
NS
USD
3284555.40000000
0.021673300001
Long
EC
CORP
US
N
1
N
N
N
Techtronic Industries Co Ltd
549300HZW2SBE758OK89
Techtronic Industries Co
B0190C903
970500.00000000
NS
7920923.14000000
0.052266600070
Long
EC
CORP
HK
N
2
N
N
N
PEOPLE'S UNITED FIN INC
ROPY7PEPIPIDJNF0BO69
People's United Financial, Inc
712704AA3
24878000.00000000
PA
USD
25827707.45000000
0.170425395141
Long
DBT
CORP
US
N
2
2022-12-06
Fixed
0.03650000
N
N
N
N
N
N
Hong Kong & China Gas Co Ltd
254900P7BETXGC7YU827
Hong Kong & China Gas Ltd
Y33370100
5412461.00000000
NS
10575236.70000000
0.069781218360
Long
EC
CORP
HK
N
2
N
N
N
Sumitomo Mitsui Trust Holdings Inc
353800P843RLCDBLNT17
Mitsui Trust Holdings, Inc
J6150N104
240000.00000000
NS
9487426.49000000
0.062603249303
Long
EC
CORP
JP
N
2
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management, Inc
94106LBJ7
4550000.00000000
PA
USD
5085421.89000000
0.033556405915
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
0.04000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc (Class A)
02079K305
71344.00000000
NS
USD
95557440.16000000
0.630540458518
Long
EC
CORP
US
N
1
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690355AX0
5400000.00000000
PA
USD
5339520.00000000
0.035233084764
Long
DBT
USGSE
US
N
2
2038-07-15
Fixed
0.02450000
N
N
N
N
N
N
Cree Inc
549300OGU88P3AW3TO93
Cree, Inc
225447101
49186.00000000
NS
USD
2269933.90000000
0.014978270239
Long
EC
CORP
US
N
1
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
J72810120
125700.00000000
NS
13823610.78000000
0.091215774145
Long
EC
CORP
JP
N
2
N
N
N
PEND OREILLE CNTY WA PUBLIC UT
N/A
Pend Oreille County Public Utility District No Box Canyon
706643CH4
4500000.00000000
PA
USD
4703085.00000000
0.031033537183
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
0.05000000
N
N
N
N
N
N
People's United Financial Inc
ROPY7PEPIPIDJNF0BO69
People's United Financial, Inc
712704105
14998.00000000
NS
USD
253466.20000000
0.001672509159
Long
EC
CORP
US
N
1
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB (B Shares)
N/A
2071.00000000
NS
30058.58000000
0.000198343015
Long
EC
CORP
SE
N
2
N
N
N
AREIT CRE Trust
N/A
AREIT Trust
00217LAA0
5000000.00000000
PA
USD
4990499.50000000
0.032930055866
Long
ABS-MBS
USGSE
US
Y
2
2036-09-14
Variable
0.02759800
N
N
N
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel KGaA (Preference)
D3207M110
37753.00000000
NS
3899902.17000000
0.025733695862
Long
EC
CORP
DE
N
2
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
204298.00000000
NS
USD
46951766.36000000
0.309813534553
Long
EC
CORP
US
N
1
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold, Inc
780287108
22502.00000000
NS
USD
2750869.50000000
0.018151747398
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hills Bancorp Inc
549300AS2OC6UMMBNO37
Berkshire Hills Bancorp, Inc
084680107
25572.00000000
NS
USD
840807.36000000
0.005548108628
Long
EC
CORP
US
N
1
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify, Inc (Class A) (Toronto)
82509L107
37020.00000000
NS
14719052.79000000
0.097124392194
Long
EC
CORP
CA
N
2
N
N
N
STERIS PLC
N/A
STERIS plc
G8473T100
27793.00000000
NS
USD
4236209.06000000
0.027952833380
Long
EC
CORP
US
N
1
N
N
N
Live Oak Bancshares Inc
N/A
Live Oak Bancshares, Inc
53803X105
22925.00000000
NS
USD
435804.25000000
0.002875675731
Long
EC
CORP
US
N
1
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG.
H50524133
30502.00000000
NS
11127351.66000000
0.073424376019
Long
EC
CORP
CH
N
2
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan S.A.
H3238Q102
3439.00000000
NS
10774369.15000000
0.071095203604
Long
EC
CORP
CH
N
2
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc
548661107
304803.00000000
NS
USD
36503207.28000000
0.240868204685
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128285U0
6100000.00000000
PA
USD
6322493.05000000
0.041719280676
Long
DBT
UST
US
N
2
2023-12-31
Fixed
0.02625000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy, Inc
69327R101
33891.00000000
NS
USD
886927.47000000
0.005852434438
Long
EC
CORP
US
N
1
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG.
D19225107
339450.00000000
NS
12907298.92000000
0.085169445368
Long
EC
CORP
DE
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251PAH7
3000000.00000000
PA
USD
3034858.20000000
0.020025660772
Long
ABS-MBS
USGSE
US
N
2
2049-10-10
Fixed
0.03143000
N
N
N
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
J86957115
47000.00000000
NS
10261508.36000000
0.067711066512
Long
EC
CORP
JP
N
2
N
N
N
REGIONS BANK
EQTWLK1G7ODGC2MGLV11
Regions Bank
759187CE5
6600000.00000000
PA
USD
6605934.06000000
0.043589580090
Long
DBT
CORP
US
N
2
2021-08-13
Variable
0.02404600
N
N
N
N
N
N
Tupperware Brands Corp
G8NWFN4YP7CR6FOP4886
Tupperware Brands Corp
899896104
279.00000000
NS
USD
2393.82000000
0.000015795738
Long
EC
CORP
US
N
1
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAT0
16822000.00000000
PA
USD
17661032.07000000
0.116537186855
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.03750000
N
N
N
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS S.A.
H7485A108
3476.00000000
NS
9519629.60000000
0.062815743105
Long
EC
CORP
CH
N
2
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEG4
14500000.00000000
PA
USD
15882362.58000000
0.104800548934
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
0.04100000
N
N
N
N
N
N
WEST VIRGINIA ST WTR DEV AUTHW
N/A
West Virginia Water Development Authority
956695E48
1000000.00000000
PA
USD
1137110.00000000
0.007503276140
Long
DBT
MUN
US
N
2
2023-11-01
Fixed
0.05000000
N
N
N
N
N
N
Bank of Hawaii Corp
5493006Q8BQ8AD8M2U33
Bank of Hawaii Corp
062540109
1030.00000000
NS
USD
98014.80000000
0.000646755468
Long
EC
CORP
US
N
1
N
N
N
Cable One Inc
549300648QS85T0XSH18
Cable One, Inc
12685J105
8377.00000000
NS
USD
12468913.19000000
0.082276735614
Long
EC
CORP
US
N
1
N
N
N
Pattern Energy Group Inc
549300YTEUCT3H1Y2T51
Pattern Energy Group, Inc
70338P100
4169.00000000
NS
USD
111541.60000000
0.000736012721
Long
EC
CORP
US
N
1
N
N
N
National Bank Holdings Corp
N/A
National Bank Holdings Corp
633707104
15790.00000000
NS
USD
556123.80000000
0.003669610186
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B0A71
3001099.45000000
PA
USD
3053793.65000000
0.020150607268
Long
ABS-CBDO
USGSE
US
N
2
2045-02-25
Fixed
0.03000000
N
N
N
N
N
N
COMM Mortgage Trust
549300CJNWCNIHR7IT87
COMM Mortgage Trust
12625CAL7
8811000.00000000
PA
USD
9167807.61000000
0.060494228438
Long
ABS-MBS
USGSE
US
Y
2
2031-03-10
Fixed
0.03544200
N
N
N
N
N
N
Quad/Graphics Inc
W2D68G5NJH4X0NW8PT65
Quad Graphics, Inc
747301109
42309.00000000
NS
USD
197583.03000000
0.001303761320
Long
EC
CORP
US
N
1
N
N
NARRAGANSETT ELECTRIC
VAI0KZ806W8MCH0BCZ61
Narragansett Electric Co
631005BF1
9250000.00000000
PA
USD
9870488.71000000
0.065130904161
Long
DBT
CORP
US
Y
2
2042-12-10
Fixed
0.04170000
N
N
N
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
African Development Bank
00828EDF3
4000000.00000000
PA
USD
4097387.64000000
0.027036813427
Long
DBT
NUSS
N/A
N
2
2021-12-06
Fixed
0.03000000
N
N
N
N
N
N
UNM SANDOVAL REGL MED CENTER I
N/A
UNM Sandoval Regional Medical Center
91528NAA9
6850000.00000000
PA
USD
6987411.00000000
0.046106774401
Long
DBT
MUN
US
N
2
2036-07-20
Fixed
0.04500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BM0
13400000.00000000
PA
USD
13705231.10000000
0.090434640017
Long
DBT
CORP
GB
N
2
2023-11-22
Fixed
0.03033000
N
N
N
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp
045487105
24817.00000000
NS
USD
546966.68000000
0.003609186481
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
217625.00000000
NS
USD
14073808.75000000
0.092866717729
Long
EC
CORP
US
N
1
N
N
N
Glaukos Corp
5299004JA1LHE21M6T14
Glaukos Corp
377322102
15806.00000000
NS
USD
860952.82000000
0.005681039435
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc
03076C106
33451.00000000
NS
USD
5572267.58000000
0.036768881093
Long
EC
CORP
US
N
1
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA, Inc
87901J105
31353.00000000
NS
USD
523281.57000000
0.003452899120
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GK3
4700000.00000000
PA
USD
5006125.95000000
0.033033167764
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.04125000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC S.A.
46128MAJ0
17000000.00000000
PA
USD
17848722.96000000
0.117775674404
Long
DBT
CORP
CL
Y
2
2027-04-04
Fixed
0.04375000
N
N
N
N
N
N
HENRY CNTY AL WTR AUTH WTR REV
N/A
Henry County Water Authority
42633QEX3
640000.00000000
PA
USD
595264.00000000
0.003927878717
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
Collegium Pharmaceutical Inc
54930049FXZMTLW8D496
Collegium Pharmaceutical, Inc
19459J104
64616.00000000
NS
USD
1329797.28000000
0.008774732613
Long
EC
CORP
US
N
1
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand S.A.
F56196185
14151.00000000
NS
1155624.13000000
0.007625442535
Long
EC
CORP
FR
N
2
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759LM8
3217000.00000000
PA
USD
3262054.99000000
0.021524829941
Long
DBT
USGSE
US
N
2
2023-08-01
Fixed
0.02910000
N
N
N
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial, Inc
866796105
58742.00000000
NS
2678459.68000000
0.017673947647
Long
EC
CORP
CA
N
2
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore S.A.
N/A
96947.00000000
NS
4724614.02000000
0.031175597478
Long
EC
CORP
BE
N
2
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial, Inc
02005NBH2
2960000.00000000
PA
USD
3100600.00000000
0.020459461266
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
0.03875000
N
N
N
N
N
N
Green Dot Corp
N/A
Green Dot Corp
39304D102
14336.00000000
NS
USD
334028.80000000
0.002204105429
Long
EC
CORP
US
N
1
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
G47567105
346034.00000000
NS
USD
26073661.90000000
0.172048337650
Long
EC
CORP
US
N
1
N
N
N
Ribbon Communications Inc
549300L1E8Z8RL7CUL52
Ribbon Communications, Inc
762544104
64222.00000000
NS
USD
199088.20000000
0.001313693258
Long
EC
CORP
US
N
1
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light & Power Co
207597DX0
2000000.00000000
PA
USD
2548615.28000000
0.016817163002
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
0.05750000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co, Inc
025537101
333977.00000000
NS
USD
31564166.27000000
0.208277700190
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0KX6
1042522.05000000
PA
USD
1046292.02000000
0.006904009242
Long
ABS-CBDO
USGSE
US
N
2
2029-03-25
Variable
0.03142000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust
68236JAA9
15000000.00000000
PA
USD
14587960.50000000
0.096259373284
Long
ABS-MBS
USGSE
US
Y
2
2054-09-15
Fixed
0.02516400
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International S.A.
89153VAT6
7150000.00000000
PA
USD
7338836.51000000
0.048425672875
Long
DBT
CORP
FR
N
2
2030-01-10
Fixed
0.02829000
N
N
N
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
124937.00000000
NS
USD
9543937.43000000
0.062976139514
Long
EC
CORP
US
N
1
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
689544005
181100.00000000
NS
4400530.25000000
0.029037114817
Long
EC
CORP
JP
N
2
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
251714.00000000
NS
USD
59228304.20000000
0.390820871980
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
J43830116
500300.00000000
NS
13253625.01000000
0.087454695069
Long
EC
CORP
JP
N
2
N
N
N
British Land Co PLC/The
RV5B68J2GV3QGMRPW209
British Land Co plc
G15540118
892486.00000000
NS
7551809.16000000
0.049830983358
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31292HYA6
214300.44000000
PA
USD
230486.18000000
0.001520874370
Long
ABS-MBS
MUN
US
N
2
2033-07-01
Fixed
0.04500000
N
N
N
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson plc
G96629103
5775.00000000
NS
USD
1166203.50000000
0.007695251027
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA43
869340.52000000
PA
USD
938504.23000000
0.006192766220
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
0.04500000
N
N
N
N
N
N
Banner Corp
N/A
Banner Corp
06652V208
2405.00000000
NS
USD
136098.95000000
0.000898055600
Long
EC
CORP
US
N
1
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group plc
G88473148
702009.00000000
NS
10215432.59000000
0.067407033282
Long
EC
CORP
GB
N
2
N
N
N
Nippon Yusen KK
N/A
Nippon Yusen Kabushiki Kaisha
664396009
2378.00000000
NS
42860.27000000
0.000282815595
Long
EC
CORP
JP
N
2
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International, Inc
526107107
364.00000000
NS
USD
88805.08000000
0.000585984678
Long
EC
CORP
US
N
1
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
Q97417101
1025351.00000000
NS
17509648.70000000
0.115538276258
Long
EC
CORP
AU
N
2
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank S.A.
E3641N103
2926176.00000000
NS
9214698.59000000
0.060803640871
Long
EC
CORP
ES
N
2
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81747WBN6
197559.33000000
PA
USD
200430.06000000
0.001322547587
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
0.04000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
Q26915100
428939.00000000
NS
24062534.27000000
0.158777813285
Long
EC
CORP
AU
N
2
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
G93882192
8185312.00000000
NS
15890745.46000000
0.104855863779
Long
EC
CORP
GB
N
2
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments plc
G08288105
490275.00000000
NS
4854422.24000000
0.032032143388
Long
EC
CORP
GB
N
2
N
N
N
Welbilt Inc
549300UR3W71YLZWI068
Welbilt, Inc
949090104
3753.00000000
NS
USD
58584.33000000
0.000386571576
Long
EC
CORP
US
N
1
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167DR1
6500000.00000000
PA
USD
6416329.99000000
0.042338468329
Long
DBT
NUSS
N/A
N
2
2026-08-14
Fixed
0.01750000
N
N
N
N
N
N
BIRMINGHAM AL WTRWKS BRD WTR R
N/A
Water Works Board of the City of Birmingham
091096MA2
3100000.00000000
PA
USD
3116337.00000000
0.020563302633
Long
DBT
MUN
US
N
2
2022-01-01
Fixed
0.02192000
N
N
N
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
R67787102
302914.00000000
NS
3071793.21000000
0.020269378248
Long
EC
CORP
NO
N
2
N
N
N
VERMONT ST EDUCTNL & HLTH BLDG
549300ZC1ZW1EUIIV708
Vermont Educational & Health Buildings Financing Agency
924166JF9
5000000.00000000
PA
USD
5391100.00000000
0.035573437926
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
0.04000000
N
N
N
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB S.A.
559699905
57536.00000000
NS
4578402.69000000
0.030210814841
Long
EC
CORP
BE
N
2
N
N
N
Secom Co Ltd
529900TYCL9N3E9PGE47
Secom Co Ltd
J69972107
1100.00000000
NS
98166.94000000
0.000647759371
Long
EC
CORP
JP
N
2
N
N
N
SAN FRANCISCO CITY & CNTY CA C
N/A
City & County of San Francisco CA Community Facilities District
79772EBK4
5500000.00000000
PA
USD
5715600.00000000
0.037714667101
Long
DBT
MUN
US
N
2
2048-09-01
Fixed
0.04000000
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
Topaz Solar Farms LLC
89054XAA3
11592779.00000000
PA
USD
12806172.57000000
0.084502158185
Long
DBT
CORP
US
Y
2
2039-09-30
Fixed
0.05750000
N
N
N
N
N
N
CDP FINANCIAL INC
549300OXMGVYFCBFV096
CDP Financial, Inc
125094AR3
4900000.00000000
PA
USD
5000088.87000000
0.032993331795
Long
DBT
NUSS
CA
Y
2
2022-03-07
Fixed
0.02750000
N
N
N
N
N
N
Century Aluminum Co
549300U5ODNGEYWKSW73
Century Aluminum Co
156431108
83968.00000000
NS
USD
631019.52000000
0.004163813270
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Bank Discount Notes
N/A
Federal Home Loan Bank (FHLB)
313384TR0
3130000.00000000
PA
USD
3122467.12000000
0.020603752531
Long
STIV
USGSE
US
N
2
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844AW8
475000.00000000
PA
USD
552383.46000000
0.003644929369
Long
DBT
CORP
US
N
2
2025-05-17
Fixed
0.05590000
N
N
N
N
N
N
DELTA AIR LINES 2015-1AA
N/A
Delta Air Lines, Inc
24736XAA6
4898697.61000000
PA
USD
5194502.04000000
0.034276176638
Long
DBT
CORP
US
N
2
2027-07-30
Fixed
0.03625000
N
N
N
N
N
N
John Wiley & Sons Inc
5493003XM719UN7E8P64
John Wiley & Sons, Inc (Class A)
968223206
51011.00000000
NS
USD
2475053.72000000
0.016331763438
Long
EC
CORP
US
N
1
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc
45168D104
59869.00000000
NS
USD
15633591.97000000
0.103159023855
Long
EC
CORP
US
N
1
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group plc
G5689U103
135616.00000000
NS
13937523.86000000
0.091967435194
Long
EC
CORP
GB
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46643UDN6
1684522.69000000
PA
USD
1678626.69000000
0.011076500595
Long
ABS-CBDO
USGSE
US
Y
2
2044-12-25
Variable
0.03218900
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467109
236915.00000000
NS
USD
573334.30000000
0.003783174515
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TVA1
22720.35000000
PA
USD
25484.79000000
0.000168162637
Long
ABS-MBS
USGSE
US
N
2
2039-02-20
Fixed
0.04500000
N
N
N
N
N
N
SACRAMENTO CA AREA FLOOD CONTR
N/A
Sacramento Area Flood Control Agency
785840JV2
1000000.00000000
PA
USD
1014440.00000000
0.006693832125
Long
DBT
MUN
US
N
2
2022-10-01
Fixed
0.02699000
N
N
N
N
N
N
SYRACUSE NY INDL DEV AGY PILOT
N/A
Syracuse Industrial Development Agency
87172NBE7
1650000.00000000
PA
USD
1677951.00000000
0.011072042021
Long
DBT
MUN
US
Y
2
2036-01-01
Fixed
0.05000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FRW0
309843.31000000
PA
USD
347636.57000000
0.002293896967
Long
ABS-MBS
USGSE
US
N
2
2044-05-20
Fixed
0.04500000
N
N
N
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
H0010V101
641032.00000000
NS
15463702.77000000
0.102038001631
Long
EC
CORP
CH
N
2
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207U105
14132.00000000
NS
USD
73627.72000000
0.000485836123
Long
EC
CORP
US
N
1
N
N
N
ORBCOMM Inc
529900PSC8WVCY267I23
ORBCOMM, Inc
68555P100
142952.00000000
NS
USD
601827.92000000
0.003971191065
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAH4
10750000.00000000
PA
USD
10734528.49000000
0.070832313054
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.02500000
N
N
N
N
N
N
Chase Funding Loan Acquisition
N/A
Chase Funding Loan Acquisition Trust
161542DZ5
4001302.16000000
PA
USD
3949398.07000000
0.026060296987
Long
ABS-O
CORP
US
N
2
2034-06-25
Variable
0.02647000
N
N
N
N
N
N
MTR Corp Ltd
254900IH4U9NHH9AQM97
MTR Corp
Y6146T101
1516864.00000000
NS
8963929.83000000
0.059148930901
Long
EC
CORP
HK
N
2
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
589901.00000000
NS
USD
51864095.92000000
0.342227782235
Long
EC
CORP
US
N
1
N
N
N
TiVo Corp
529900HSQ8AE0RC8VD16
TiVo Corp
88870P106
82173.00000000
NS
USD
696827.04000000
0.004598047421
Long
EC
CORP
US
N
1
N
N
N
Sangamo Therapeutics Inc
2549006WMRKRC4G32Z67
Sangamo Therapeutics Inc
800677106
103278.00000000
NS
USD
864436.86000000
0.005704029044
Long
EC
CORP
US
N
1
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAR9
2396447.88000000
PA
USD
2418714.48000000
0.015960006198
Long
ABS-CBDO
USGSE
US
Y
2
2049-05-25
Variable
0.04000000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz AG.
D03080112
101789.00000000
NS
24941132.36000000
0.164575285900
Long
EC
CORP
DE
N
2
N
N
N
AID-JORDAN
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan Government AID International Bond
418097AF8
5950000.00000000
PA
USD
6276788.28000000
0.041417695508
Long
DBT
NUSS
JO
N
2
2025-06-30
Fixed
0.03000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
58776.00000000
NS
USD
1217250.96000000
0.008032090197
Long
EC
CORP
US
N
1
N
N
N
Genworth Financial Inc
549300EMCG286BDNKJ33
Genworth Financial, Inc (Class A)
37247D106
29601.00000000
NS
USD
130244.40000000
0.000859424065
Long
EC
CORP
US
N
1
N
N
N
LUTHERAN MEDICAL CENTER
N/A
Lutheran Medical Center
55058QAA5
3965000.00000000
PA
USD
3873307.19000000
0.025558207581
Long
DBT
CORP
US
N
2
2030-02-20
Fixed
0.01982000
N
N
N
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
W.W. Grainger, Inc
384802104
18709.00000000
NS
USD
6333370.68000000
0.041791057251
Long
EC
CORP
US
N
1
N
N
N
Federal Agricultural Mortgage Corp
549300MS654K78GYF580
Federal Agricultural Mortgage Corp (Class C)
313148306
14324.00000000
NS
USD
1196054.00000000
0.007892221017
Long
EC
USGSE
US
N
1
N
N
N
Denbury Resources Inc
549300KCWA5W52MS5559
Denbury Resources, Inc
247916208
946023.00000000
NS
USD
1333892.43000000
0.008801754662
Long
EC
CORP
US
N
1
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co
191216CL2
9200000.00000000
PA
USD
9163517.86000000
0.060465922312
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
0.01750000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PGL0
2310000.00000000
PA
USD
2371584.60000000
0.015649017372
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
0.03075000
N
N
N
N
N
N
El Pollo Loco Holdings Inc
549300EZCBNF4G707K90
El Pollo Loco Holdings, Inc
268603107
28743.00000000
NS
USD
435169.02000000
0.002871484135
Long
EC
CORP
US
N
1
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos, Inc
969457100
478825.00000000
NS
USD
11357729.00000000
0.074944532203
Long
EC
CORP
US
N
1
N
N
N
TUOLUMNE CA WIND PROJ AUTH REV
N/A
Tuolumne Wind Project Authority
89978KAV8
5000000.00000000
PA
USD
6548150.00000000
0.043208289135
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
0.06918000
N
N
N
N
N
N
Koninklijke Vopak NV
724500UL634GFV1KYF10
Koninklijke Vopak NV
N5075T159
6109.00000000
NS
331965.18000000
0.002190488531
Long
EC
CORP
NL
N
2
N
N
N
Bruker Corp
LEBZ6VLQ6I8XB1NHVY15
Bruker BioSciences Corp
116794108
1178.00000000
NS
USD
60042.66000000
0.000396194438
Long
EC
CORP
US
N
1
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco S.A.
711072900
25543.00000000
NS
1614884.81000000
0.010655896671
Long
EC
CORP
CH
N
2
N
N
N
Encana Corp
CZ72ZHBVKZXQRV3XFE26
EnCana Corp
292505104
344580.00000000
NS
1613373.69000000
0.010645925472
Long
EC
CORP
CA
N
2
N
N
Federal Home Loan Bank Discount Notes
N/A
Federal Home Loan Bank (FHLB)
313384RG6
10000000.00000000
PA
USD
10000000.00000000
0.065985490764
Long
STIV
USGSE
US
N
2
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123X102
316426.00000000
NS
USD
1528337.58000000
0.010084810527
Long
EC
CORP
US
N
1
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAJ9
1580000.00000000
PA
USD
1624903.60000000
0.010722006149
Long
ABS-O
CORP
US
Y
2
2048-07-25
Fixed
0.04116000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833CX6
14250000.00000000
PA
USD
14921309.52000000
0.098458993153
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
0.03000000
N
N
N
N
N
N
OneSpan Inc
549300D67QDZG593UX89
OneSpan, Inc
68287N100
29738.00000000
NS
USD
509114.56000000
0.003359417409
Long
EC
CORP
US
N
1
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust
90137LAC4
2015000.00000000
PA
USD
2044264.65000000
0.013489180618
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
0.03099900
N
N
N
N
N
N
OMERS FINANCE TRUST
529900M039WCPES03P17
OMERS Finance Trust
682142AA2
13000000.00000000
PA
USD
13288879.50000000
0.087687323552
Long
DBT
NUSS
CA
Y
2
2024-05-02
Fixed
0.02500000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
293684.00000000
NS
USD
35391858.84000000
0.233534917463
Long
EC
CORP
US
N
1
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey plc
G86954107
943268.00000000
NS
2418605.40000000
0.015959286428
Long
EC
CORP
GB
N
2
N
N
N
Solarcity LMC Series LLC
549300EE9TJJ2SFMZ938
SolarCity LMC
83417FAA7
22960665.83000000
PA
USD
23100002.63000000
0.152426501020
Long
ABS-O
CORP
US
Y
2
2044-07-20
Fixed
0.04020000
N
N
N
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Holdings, Inc
J2467E101
936486.00000000
NS
9701739.81000000
0.064017406263
Long
EC
CORP
JP
N
2
N
N
N
Heartland Financial USA Inc
549300QF7B0DFZT32C73
Heartland Financial USA, Inc
42234Q102
16503.00000000
NS
USD
820859.22000000
0.005416479848
Long
EC
CORP
US
N
1
N
N
N
Yaskawa Electric Corp
3538003K39GR98R0CK58
Yaskawa Electric Corp
J9690T102
36400.00000000
NS
1371223.08000000
0.009048082788
Long
EC
CORP
JP
N
2
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey plc
N/A
41353.00000000
NS
1644251.69000000
0.010849675470
Long
EC
CORP
GB
N
2
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770XAA5
1130655.77000000
PA
USD
1134877.53000000
0.007488545077
Long
ABS-O
CORP
US
Y
2
2042-09-20
Fixed
0.03080000
N
N
N
N
N
N
GREENE CNTY OH
N/A
County of Greene OH
394641PS7
3965000.00000000
PA
USD
3966070.55000000
0.026170311164
Long
DBT
MUN
US
N
2
2025-12-01
Fixed
0.03420000
N
N
N
N
N
N
Terna Rete Elettrica Nazionale SpA
8156009E94ED54DE7C31
Terna Rete Elettrica Nazionale S.p.A.
B01BN5908
609523.00000000
NS
4076435.29000000
0.026898558318
Long
EC
CORP
IT
N
2
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis, Inc
74340W103
443653.00000000
NS
USD
39547228.42000000
0.260954327568
Long
EC
CORP
US
N
1
N
N
N
TAMPA BAY FL WTR REGL WTR SPLY
N/A
Tampa Bay Water
875124ER6
2280000.00000000
PA
USD
2318486.40000000
0.015298646293
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
0.02612000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4E51
1871835.51000000
PA
USD
2031490.09000000
0.013404887057
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
0.04500000
N
N
N
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery, Inc (Class C)
25470F302
498829.00000000
NS
USD
15209296.21000000
0.100359287460
Long
EC
CORP
US
N
1
N
N
N
Plexus Corp
549300W7HCBI5YT25I79
Plexus Corp
729132100
21896.00000000
NS
USD
1684678.24000000
0.011116432044
Long
EC
CORP
US
N
1
N
N
N
Intra-Cellular Therapies Inc
5299002U2KGF193IJA20
Intra-Cellular Therapies, Inc
46116X101
94981.00000000
NS
USD
3258798.11000000
0.021503339259
Long
EC
CORP
US
N
1
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46645GAN8
1824787.54000000
PA
USD
1841688.72000000
0.012152473402
Long
ABS-CBDO
USGSE
US
Y
2
2045-10-25
Variable
0.03500000
N
N
N
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
N/A
29100.00000000
NS
1467516.79000000
0.009683481559
Long
EC
CORP
DE
Y
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31403C6L0
1313221.39000000
PA
USD
1447743.18000000
0.009553004423
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
0.05000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746YAU8
720609.87000000
PA
USD
729279.53000000
0.004812186769
Long
ABS-CBDO
USGSE
US
Y
2
2049-06-25
Variable
0.04000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAL0
9000000.00000000
PA
USD
8999977.50000000
0.059386793220
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
0.05240000
N
N
N
N
N
N
Minerals Technologies Inc
549300D3I1QU67GP6403
Minerals Technologies, Inc
603158106
25920.00000000
NS
USD
1493769.60000000
0.009856712014
Long
EC
CORP
US
N
1
N
N
N
UPS OF AMERICA INC
1T2XGWDXQ30WC74GIJ96
United Parcel Service of America, Inc (Step Bond)
911308AB0
1360000.00000000
PA
USD
1914833.79000000
0.012635124736
Long
DBT
CORP
US
N
2
2030-04-01
Variable
0.08375000
N
N
N
N
N
N
Newpark Resources Inc
54930073OHWDQW4DJN26
Newpark Resources, Inc
651718504
107917.00000000
NS
USD
676639.59000000
0.004464839541
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AXCE3
3019367.03000000
PA
USD
3092834.87000000
0.020408222675
Long
ABS-CBDO
USGSE
US
N
2
2045-03-25
Fixed
0.03000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc
88160R101
51568.00000000
NS
USD
21572441.44000000
0.142346813541
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe, Inc
00724F101
192937.00000000
NS
USD
63632551.97000000
0.419882517035
Long
EC
CORP
US
N
1
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
6903537E1
20000000.00000000
PA
USD
19554800.00000000
0.129033307480
Long
DBT
USGSE
US
N
2
2038-07-15
Fixed
0.02290000
N
N
N
N
N
N
UNIV OF CINCINNATI OH RECPTS
549300E0RD3ICJ858L23
University of Cincinnati
914119A77
1615000.00000000
PA
USD
1706086.00000000
0.011257692199
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
0.03700000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde plc
G5494J103
254284.00000000
NS
USD
54137063.60000000
0.357226071021
Long
EC
CORP
US
N
1
N
N
N
frontdoor Inc
5493008RB0JZJI3QGZ06
frontdoor, Inc
35905A109
21740.00000000
NS
USD
1030910.80000000
0.006802515507
Long
EC
CORP
US
N
1
N
N
N
Belden Inc
68BKYO1JC791TTJHUE82
Belden CDT, Inc
077454106
4043.00000000
NS
USD
222365.00000000
0.001467286365
Long
EC
CORP
US
N
1
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc
606822AH7
16925000.00000000
PA
USD
17099487.95000000
0.112831810420
Long
DBT
CORP
JP
N
2
2023-09-13
Fixed
0.02527000
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid, Inc
05351WAA1
13155000.00000000
PA
USD
13569360.93000000
0.089538094033
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.03150000
N
N
N
N
N
N
American Public Education Inc
N/A
American Public Education, Inc
02913V103
29876.00000000
NS
USD
818303.64000000
0.005399616728
Long
EC
CORP
US
N
1
N
N
N
HONOLULU CITY & CNTY HI
N/A
City & County of Honolulu HI
438687EQ4
1615000.00000000
PA
USD
1745798.85000000
0.011519739389
Long
DBT
MUN
US
N
2
2036-09-01
Fixed
0.04004000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAE3
8775000.00000000
PA
USD
9197335.31000000
0.060689068415
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03900000
N
N
N
N
N
N
Nutanix Inc
549300X7J6E8TKVIXW09
Nutanix, Inc
67059N108
72796.00000000
NS
USD
2275602.96000000
0.015015677810
Long
EC
CORP
US
N
1
N
N
N
CarMax Inc
N/A
CarMax, Inc
143130102
38928.00000000
NS
USD
3412817.76000000
0.022519645478
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZU5
18650000.00000000
PA
USD
18658019.50000000
0.123115857340
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
0.02900000
N
N
N
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap, Inc
83304A106
11957.00000000
NS
USD
195257.81000000
0.001288418241
Long
EC
CORP
US
N
1
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
B28YTC906
127644.00000000
NS
12361591.94000000
0.081568571079
Long
EC
CORP
AU
N
2
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc
15135UAP4
16075000.00000000
PA
USD
17778844.07000000
0.117314575118
Long
DBT
CORP
CA
N
2
2037-06-15
Fixed
0.05250000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
98971DAA8
4400000.00000000
PA
USD
4513019.68000000
0.029779381841
Long
DBT
CORP
US
N
2
2022-03-04
Fixed
0.03350000
N
N
N
N
N
N
ENTERPRISE COMMUNITY
549300L4U1958WIM9C65
Enterprise Community Loan Fund, Inc
29375EAA3
4750000.00000000
PA
USD
4952199.09000000
0.032677328731
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.04152000
N
N
N
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc
550021109
16136.00000000
NS
USD
3738227.12000000
0.024666875110
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP, Inc
40434L105
766619.00000000
NS
USD
15754020.45000000
0.103953677091
Long
EC
CORP
US
N
1
N
N
N
Denso Corp
549300RYPA10CQM3QK38
Denso Corp
J12075107
220582.00000000
NS
9961997.49000000
0.065734729337
Long
EC
CORP
JP
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABE4
1525000.00000000
PA
USD
1597935.72000000
0.010544057269
Long
ABS-MBS
USGSE
US
N
2
2048-05-10
Variable
0.04249700
N
N
N
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi plc
B1CRLC906
75838.00000000
NS
1778339.10000000
0.011734457825
Long
EC
CORP
GB
N
2
N
N
N
Lawson Inc
529900IWO8XQO92PR233
Lawson, Inc
J3871L103
800.00000000
NS
45410.10000000
0.000299640773
Long
EC
CORP
JP
N
2
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings, Inc
55024U109
7912.00000000
NS
USD
627421.60000000
0.004140072219
Long
EC
CORP
US
N
1
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group plc
317430908
245066.00000000
NS
7154847.86000000
0.047211614738
Long
EC
CORP
GB
N
2
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
163443.00000000
NS
USD
11303717.88000000
0.074588137177
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746NAK4
351542.01000000
PA
USD
358567.93000000
0.002366028083
Long
ABS-CBDO
USGSE
US
Y
2
2046-11-25
Variable
0.03500000
N
N
N
N
N
N
EURO STABILITY MECHANISM
222100W4EEAQ77386N50
European Stability Mechanism
29881WAC6
11500000.00000000
PA
USD
11289789.55000000
0.074496230408
Long
DBT
NUSS
N/A
Y
2
2024-09-11
Fixed
0.01375000
N
N
N
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
599933900
6509.00000000
NS
1590264.10000000
0.010493435708
Long
EC
CORP
FR
N
2
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard, Inc
00507V109
185277.00000000
NS
USD
11009159.34000000
0.072644478195
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QBMJ4
826871.28000000
PA
USD
852717.11000000
0.005626695698
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.03000000
N
N
N
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
6903534C8
7058035.71000000
PA
USD
7566841.67000000
0.049930176113
Long
DBT
USGSE
US
N
2
2032-09-20
Fixed
0.03520000
N
N
N
N
N
N
Coupa Software Inc
549300Q95ICR2GFL2K37
Coupa Software, Inc
22266L106
9446.00000000
NS
USD
1381477.50000000
0.009115747081
Long
EC
CORP
US
N
1
N
N
N
Badger Meter Inc
5493002JENE20OGTUG20
Badger Meter, Inc
056525108
18747.00000000
NS
USD
1217242.71000000
0.008032035759
Long
EC
CORP
US
N
1
N
N
N
Meridian Bioscience Inc
549300ELSRZEFFFRX195
Meridian Bioscience, Inc
589584101
77072.00000000
NS
USD
752993.44000000
0.004968664168
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
267982.00000000
NS
USD
47277384.44000000
0.311962141434
Long
EC
CORP
US
N
1
N
N
N
Littelfuse Inc
549300MY7HLQFYTPCX75
Littelfuse, Inc
537008104
22543.00000000
NS
USD
4312475.90000000
0.028456083867
Long
EC
CORP
US
N
1
N
N
N
ETHIOPIAN LEASING 2012
N/A
Ethiopian Leasing LLC
29766DAG9
8490270.49000000
PA
USD
8684372.68000000
0.057304259327
Long
DBT
CORP
US
N
2
2026-08-14
Fixed
0.02566000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AS2
3875000.00000000
PA
USD
4122238.41000000
0.027200792453
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
0.04000000
N
N
N
N
N
N
Revance Therapeutics Inc
549300N33TFDZHS81H11
Revance Therapeutics, Inc
761330109
90685.00000000
NS
USD
1471817.55000000
0.009711860335
Long
EC
CORP
US
N
1
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KB6
17900000.00000000
PA
USD
20139861.01000000
0.132893861267
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
0.04150000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc
98389B100
248120.00000000
NS
USD
15753138.80000000
0.103947859480
Long
EC
CORP
US
N
1
N
N
N
FED CAISSES DESJARDINS
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31430WCB8
8680000.00000000
PA
USD
8688413.35000000
0.057330921886
Long
DBT
CORP
CA
Y
2
2022-09-26
Fixed
0.01950000
N
N
N
N
N
N
Brambles Ltd
N/A
Brambles Ltd
Q6634U106
1175.00000000
NS
9671.08000000
0.000063815096
Long
EC
CORP
AU
N
2
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp
808513105
549728.00000000
NS
USD
26145063.68000000
0.172519485800
Long
EC
CORP
US
N
1
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International, Inc
770323103
73813.00000000
NS
USD
4661290.95000000
0.030757757093
Long
EC
CORP
US
N
1
N
N
N
iStar Inc
QFFLKWYYS3UPWD86E794
iStar Inc
45031U101
101838.00000000
NS
USD
1477669.38000000
0.009750473922
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos, Inc
89417E109
174969.00000000
NS
USD
23962004.55000000
0.158114462993
Long
EC
CORP
US
N
1
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
J58472119
28700.00000000
NS
1613737.59000000
0.010648326684
Long
EC
CORP
JP
N
2
N
N
N
Senior Housing Properties Trust
N/A
Senior Housing Properties Trust
81721M109
29336.00000000
NS
USD
247595.84000000
0.001633773301
Long
EC
CORP
US
N
1
N
N
N
Hudson Yards
N/A
Hudson Yards
44421MAN0
2500000.00000000
PA
USD
2205905.50000000
0.014555775699
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
0.03040800
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064149107
317885.00000000
NS
17956077.74000000
0.118484060188
Long
EC
CORP
CA
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FS25
360630.44000000
PA
USD
404412.02000000
0.002668532561
Long
ABS-MBS
USGSE
US
N
2
2045-12-20
Fixed
0.04500000
N
N
N
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAD2
9500000.00000000
PA
USD
9773030.00000000
0.064487818080
Long
DBT
CORP
NL
Y
2
2021-01-14
Fixed
0.05250000
N
N
N
N
N
N
Summit Materials Inc
N/A
Summit Materials, Inc
86614U100
172969.00000000
NS
USD
4133959.10000000
0.027278132001
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XAF1
3119960.10000000
PA
USD
3248866.56000000
0.021437805439
Long
ABS-CBDO
USGSE
US
N
2
2024-05-25
Variable
0.04392000
N
N
N
N
N
N
Brandywine Realty Trust
5UZ46ZCYUFYYAC0DS831
Brandywine Realty Trust
105368203
4210.00000000
NS
USD
66307.50000000
0.000437533292
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
675517.00000000
NS
USD
43928870.51000000
0.289866807934
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Navigator Securities Lending Government Money Market Portfolio
N/A
78748917.70000000
NS
USD
78748917.70000000
0.519628598163
Long
STIV
CORP
US
N
1
N
N
Liberty Property Trust
N/A
Liberty Property Trust
531172104
9428.00000000
NS
USD
566151.40000000
0.003735777797
Long
EC
CORP
US
N
1
N
N
N
Unifi Inc
549300MW5LPO0M2LNO04
Unifi, Inc
904677200
18549.00000000
NS
USD
468547.74000000
0.003091735257
Long
EC
CORP
US
N
1
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon, Inc
N/A
106884.00000000
NS
6054082.38000000
0.039948159697
Long
EC
CORP
CH
N
2
N
N
N
HOCHTIEF AG
529900Y25S8NZIYTT924
Hochtief AG.
510866908
18668.00000000
NS
2376732.85000000
0.015682988352
Long
EC
CORP
DE
N
2
N
N
N
MONTGOMERY AL WTRWKS & SAN SWR
N/A
Montgomery Water Works & Sanitary Sewer Board
613105KU8
1655000.00000000
PA
USD
1648082.10000000
0.010874950618
Long
DBT
MUN
US
N
2
2022-09-01
Fixed
0.01729000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
803644.00000000
NS
USD
47648052.76000000
0.314408014535
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZT8
10000000.00000000
PA
USD
9984100.00000000
0.065880573834
Long
DBT
CORP
US
N
2
2029-10-28
Fixed
0.03750000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank
891160509
422826.00000000
NS
23714464.27000000
0.156481056308
Long
EC
CORP
CA
N
2
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics, Inc
92345Y106
11533.00000000
NS
USD
1722338.22000000
0.011364933270
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46647SAJ9
1665140.80000000
PA
USD
1682767.98000000
0.011103827100
Long
ABS-CBDO
USGSE
US
Y
2
2047-08-25
Variable
0.03500000
N
N
N
N
N
N
Modine Manufacturing Co
Z35SZFYJR8GZZRSIUU09
Modine Manufacturing Co
607828100
59408.00000000
NS
USD
457441.60000000
0.003018450847
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649TAN6
266117.07000000
PA
USD
272156.60000000
0.001795838681
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
0.03500000
N
N
N
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison, Inc
209115104
246054.00000000
NS
USD
22260505.38000000
0.146887037217
Long
EC
CORP
US
N
1
N
N
N
TEXAS ST
549300X9CH74QB747L76
State of Texas
8827237M5
2500000.00000000
PA
USD
2575300.00000000
0.016993243436
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
0.02749000
N
N
N
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology, Inc
016255101
55184.00000000
NS
USD
15398543.36000000
0.101608044067
Long
EC
CORP
US
N
1
N
N
N
Singapore Telecommunications Ltd
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd
Y79985209
3479100.00000000
NS
8722510.73000000
0.057555915122
Long
EC
CORP
SG
N
2
N
N
N
Providence Service Corp/The
549300EFZIFW7F7I0Q28
Providence Service Corp
743815102
15337.00000000
NS
USD
907643.66000000
0.005989131234
Long
EC
CORP
US
N
1
N
N
N
Worldline SA/France
549300CJMQNCA0U4TS33
Worldline S.A.
N/A
28776.00000000
NS
2039958.18000000
0.013460764164
Long
EC
CORP
FR
Y
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335ALZ9
9226742.20000000
PA
USD
9920581.96000000
0.065461446930
Long
ABS-MBS
MUN
US
N
2
2045-12-01
Fixed
0.04000000
N
N
N
N
N
N
MONTEFIORE MEDICAL CENT
549300LVC84TCICWUW24
Montefiore Medical Center
61237WAA4
2705000.00000000
PA
USD
2768230.32000000
0.018266303621
Long
DBT
CORP
US
Y
2
2027-05-20
Fixed
0.03896000
N
N
N
N
N
N
Ajinomoto Co Inc
353800UT0TLROREPIC92
Ajinomoto Co, Inc
J00882126
364500.00000000
NS
6067941.80000000
0.040039611760
Long
EC
CORP
JP
N
2
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAL8
15240000.00000000
PA
USD
15797411.99000000
0.104239998297
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03880000
N
N
N
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour, Inc (Class A)
904311107
107397.00000000
NS
USD
2319775.20000000
0.015307150503
Long
EC
CORP
US
N
1
N
N
N
AltaGas Ltd
DR5LKEURSR8SXLM64266
AltaGas Ltd
021361100
161542.00000000
NS
2460668.25000000
0.016236840208
Long
EC
CORP
CA
N
2
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBK6
4875000.00000000
PA
USD
4728474.27000000
0.031201069527
Long
DBT
CORP
US
N
2
2049-08-26
Fixed
0.03250000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HN6
5650000.00000000
PA
USD
6834870.71000000
0.045100229811
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
0.04750000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595HAC2
2750000.00000000
PA
USD
2843823.68000000
0.018765110117
Long
ABS-MBS
USGSE
US
Y
2
2029-10-10
Variable
0.03412900
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBP9
15000000.00000000
PA
USD
15553533.45000000
0.102630753782
Long
DBT
CORP
NL
Y
2
2022-12-05
Fixed
0.03125000
N
N
N
N
N
N
New Relic Inc
549300AB8FY2HQILL804
New Relic, Inc
64829B100
102644.00000000
NS
USD
6744737.24000000
0.044505479686
Long
EC
CORP
US
N
1
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05491VAL0
5440000.00000000
PA
USD
4940116.77000000
0.032597602950
Long
ABS-MBS
USGSE
US
Y
2
2038-08-05
Variable
0.04266500
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc
452308109
210433.00000000
NS
USD
37800079.79000000
0.249425681589
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0RU5
3514016.59000000
PA
USD
3519176.68000000
0.023221460031
Long
ABS-CBDO
USGSE
US
N
2
2030-04-25
Variable
0.02742000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AM1
8500000.00000000
PA
USD
9049999.90000000
0.059716868482
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.04000000
N
N
N
N
N
N
BioCryst Pharmaceuticals Inc
549300Z0INP1Z5NP6J59
BioCryst Pharmaceuticals, Inc
09058V103
165249.00000000
NS
USD
570109.05000000
0.003761892545
Long
EC
CORP
US
N
1
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159QE9
18000000.00000000
PA
USD
18300457.98000000
0.120756470103
Long
DBT
CORP
CA
N
2
2026-08-03
Fixed
0.02700000
N
N
N
N
N
N
RMR Group Inc/The
549300JP4L34E48UJM16
RMR Group, Inc
74967R106
3556.00000000
NS
USD
162295.84000000
0.001070917065
Long
EC
CORP
US
N
1
N
N
N
CapitaLand Ltd
2549006LYGY45GHGWZ89
CapitaLand Ltd
Y10923103
1473649.00000000
NS
4112241.67000000
0.027134828473
Long
EC
CORP
SG
N
2
N
N
N
Heidrick & Struggles International Inc
5493006284N2J367VB57
Heidrick & Struggles International, Inc
422819102
12422.00000000
NS
USD
403715.00000000
0.002663933240
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA ST MUNI FIN AUTH RE
5493000UQOV6R4ZWS346
California Municipal Finance Authority
13048VNB0
1935000.00000000
PA
USD
1933161.75000000
0.012756062680
Long
DBT
MUN
US
Y
2
2023-11-01
Fixed
0.04250000
N
N
N
N
N
N
Sinclair Broadcast Group Inc
529900879GWQV880PQ28
Sinclair Broadcast Group, Inc (Class A)
829226109
7266.00000000
NS
USD
242248.44000000
0.001598488220
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc
744573106
276241.00000000
NS
USD
16312031.05000000
0.107635737420
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
185046.00000000
NS
USD
15741863.22000000
0.103873457012
Long
EC
CORP
US
N
1
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAB8
1849792.77000000
PA
USD
1869549.30000000
0.012336312806
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
0.03280000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229106
115565.00000000
NS
USD
2221159.30000000
0.014656428647
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8J38
3849014.28000000
PA
USD
4182278.60000000
0.027596970593
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04500000
N
N
N
N
N
N
UNION PACIFIC RR 2014-1
N/A
Union Pacific Railroad Co
907825AA1
4620253.78000000
PA
USD
4788825.13000000
0.031599297638
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
0.03227000
N
N
N
N
N
N
KLABIN AUSTRIA GMBH
984500578YEA8DD41B09
Klabin Austria GmbH
49836AAB0
14250000.00000000
PA
USD
15568125.00000000
0.102727036841
Long
DBT
CORP
AT
Y
2
2049-04-03
Fixed
0.07000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust
05490VAC1
6000000.00000000
PA
USD
6154727.40000000
0.040612270801
Long
ABS-MBS
USGSE
US
Y
2
2032-09-15
Fixed
0.03894000
N
N
N
N
N
N
Quidel Corp
549300X2FQ6S98OQLQ46
Quidel Corp
74838J101
15447.00000000
NS
USD
1158988.41000000
0.007647641902
Long
EC
CORP
US
N
1
N
N
N
PENTA AIRCRAFT LEASING 2
549300GE30W07HVKDT53
Penta Aircraft Leasing LLC
709604AA0
3584005.91000000
PA
USD
3549314.27000000
0.023420324398
Long
DBT
CORP
US
N
2
2025-04-29
Fixed
0.01691000
N
N
N
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
335196.00000000
NS
USD
24600034.44000000
0.162324534535
Long
EC
CORP
US
N
1
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAC6
8100000.00000000
PA
USD
8138395.13000000
0.053701599669
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
0.03250000
N
N
N
N
N
N
Fresh Del Monte Produce Inc
529900I72V9F0FEZR228
Fresh Del Monte Produce, Inc
G36738105
40247.00000000
NS
USD
1407840.06000000
0.009289701727
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138ERSB7
784713.72000000
PA
USD
839615.94000000
0.005540246985
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
0.04000000
N
N
N
N
N
N
SANDALWOOD 2013 LLC
N/A
Sandalwood LLC
79977TAA7
5840672.25000000
PA
USD
5992868.95000000
0.039544239875
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
0.02836000
N
N
N
N
N
N
PAPIO-MISSOURI RIVER NE NATURA
N/A
Papio-Missouri River Natural Resource District
698874EM2
5155000.00000000
PA
USD
5110718.55000000
0.033723327168
Long
DBT
MUN
US
N
2
2024-12-15
Fixed
0.02088000
N
N
N
N
N
N
MONTEFIORE MEDICAL CENT
549300LVC84TCICWUW24
Montefiore Medical Center
61237WAB2
4460000.00000000
PA
USD
4439758.91000000
0.029295967055
Long
DBT
CORP
US
N
2
2026-10-20
Fixed
0.02152000
N
N
N
N
N
N
Esperion Therapeutics Inc
549300OFU56UKEWVUS92
Esperion Thereapeutics, Inc
29664W105
5911.00000000
NS
USD
352472.93000000
0.002325809926
Long
EC
CORP
US
N
1
N
N
N
Hennes & Mauritz AB
529900O5RR7R39FRDM42
Hennes & Mauritz AB (B Shares)
W41422101
61083.00000000
NS
1245942.86000000
0.008221415108
Long
EC
CORP
SE
N
2
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
982203.00000000
NS
USD
15577739.58000000
0.102790479119
Long
EC
CORP
US
N
1
N
N
N
NEW YORK ST ENVRNMNTL FACS COR
549300QJ33JJW73OQO60
New York State Environmental Facilities Corp
64985HHS9
1255000.00000000
PA
USD
1308011.20000000
0.008630976095
Long
DBT
MUN
US
N
2
2024-06-15
Fixed
0.03045000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4GS9
1797567.04000000
PA
USD
1975942.01000000
0.013038350325
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
0.05000000
N
N
N
N
N
N
Schroders PLC
2138001YYBULX5SZ2H24
Schroders plc
G78602136
115786.00000000
NS
5112658.98000000
0.033736131190
Long
EC
CORP
GB
N
2
N
N
N
Axonics Modulation Technologies Inc
549300LJY4X7N57VJL05
Axonics Modulation Technologies, Inc
05465P101
33262.00000000
NS
USD
921690.02000000
0.006081816830
Long
EC
CORP
US
N
1
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAC0
1925000.00000000
PA
USD
1912380.70000000
0.012618937901
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.03250000
N
N
N
N
N
N
UNIV OF NEW MEXICO NM
549300WZXG6PIBC7KB43
University of New Mexico
914692X60
18000000.00000000
PA
USD
18757800.00000000
0.123774263866
Long
DBT
MUN
US
N
2
2032-06-20
Fixed
0.03532000
N
N
N
N
N
N
Konica Minolta Inc
549300SVK6KRUOL1A740
Konica Minolta Holdings, Inc
J36060119
193000.00000000
NS
1257218.52000000
0.008295818104
Long
EC
CORP
JP
N
2
N
N
N
LAVACA-NAVIDAD RIVER TX AUTH
N/A
Lavaca-Navidad River Authority
519385DL9
540000.00000000
PA
USD
571136.40000000
0.003768671564
Long
DBT
MUN
US
N
2
2026-08-01
Fixed
0.03850000
N
N
N
N
N
N
Hulic Co Ltd
N/A
Hulic Co Ltd
680531902
248000.00000000
NS
2985969.08000000
0.019703063515
Long
EC
CORP
JP
N
2
N
N
N
United Natural Foods Inc
549300GKGW6WPZ282D40
United Natural Foods, Inc
911163103
129096.00000000
NS
USD
1130880.96000000
0.007462173514
Long
EC
CORP
US
N
1
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay, Inc
278642103
70691.00000000
NS
USD
2552652.01000000
0.016843799563
Long
EC
CORP
US
N
1
N
N
N
Sompo Holdings Inc
353800CWW4SRGEYEB512
NKSJ Holdings, Inc
J58699109
123000.00000000
NS
4830160.81000000
0.031872053152
Long
EC
CORP
JP
N
2
N
N
N
TAMPA BAY FL WTR REGL WTR SPLY
N/A
Tampa Bay Water
875124ET2
3000000.00000000
PA
USD
3069150.00000000
0.020251936898
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
0.02952000
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering
F5433L103
25179.00000000
NS
16590808.69000000
0.109475265359
Long
EC
CORP
FR
N
2
N
N
N
HERO Funding Trust
549300Z5C0ID42MSJA91
HERO Funding Trust
42771AAA4
7817898.88000000
PA
USD
7792611.89000000
0.051419931990
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
0.03190000
N
Y
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12653TAL5
4878875.67000000
PA
USD
4973755.17000000
0.032819567583
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
0.03500000
N
N
N
N
N
N
NTHRN CA PWR AGY
549300QYTU4PHD2XHS96
Northern California Power Agency
664845EA8
4750000.00000000
PA
USD
5154130.00000000
0.034009779751
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
0.04320000
N
N
N
N
N
N
NA DEVELOPMENT BANK
5493008W785ZKQMVNG08
North American Development Bank
656836AA1
3725000.00000000
PA
USD
3735427.99000000
0.024648404913
Long
DBT
NUSS
N/A
N
2
2020-02-11
Fixed
0.04375000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AUHV6
2222576.53000000
PA
USD
2267136.52000000
0.014959811590
Long
ABS-CBDO
USGSE
US
N
2
2043-04-25
Fixed
0.03000000
N
N
N
N
N
N
Meridian Energy Ltd
N/A
Meridian Energy Ltd
Q5997E121
646471.00000000
NS
2177639.85000000
0.014369263421
Long
EC
CORP
NZ
N
2
N
N
N
UNION PACIFIC RR 2015-1
N/A
Union Pacific Railroad Co
90782JAA1
15312209.18000000
PA
USD
15446256.85000000
0.101922883872
Long
DBT
CORP
US
N
2
2027-05-12
Fixed
0.02695000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAD1
15000000.00000000
PA
USD
14958576.15000000
0.098704898840
Long
DBT
CORP
US
N
2
2020-10-01
Variable
0.02102700
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AM2
25000000.00000000
PA
USD
27091757.50000000
0.178766291431
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
0.04150000
N
N
N
N
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp
231561101
89304.00000000
NS
USD
12582040.56000000
0.083023212117
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA ST HSG FIN AGY REVE
549300BOPCVLBA552Z14
California Housing Finance Agency
13034PUG0
13000000.00000000
PA
USD
13314600.00000000
0.087857041533
Long
DBT
MUN
US
N
2
2022-08-01
Fixed
0.02966000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
256759.00000000
NS
USD
13477279.91000000
0.088930492903
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
H2906T109
709.00000000
NS
USD
69170.04000000
0.000456421903
Long
EC
CORP
US
N
1
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher plc
G5256E441
602335.00000000
NS
1733958.38000000
0.011441609467
Long
EC
CORP
GB
N
2
N
N
N
Baker Hughes Co
N/A
Baker Hughes a GE Co
05722G100
255486.00000000
NS
USD
6548106.18000000
0.043207999986
Long
EC
CORP
US
N
1
N
N
N
NEW MEXICO ST FIN AUTH REVENUE
549300L6217Y7X40SP94
New Mexico Finance Authority
64711N4V4
3375000.00000000
PA
USD
3588198.75000000
0.023676905548
Long
DBT
MUN
US
N
2
2038-06-15
Fixed
0.04090000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680103
210954.00000000
NS
USD
15962889.18000000
0.105331907656
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132WK6Q6
8596050.77000000
PA
USD
8924304.46000000
0.058887460952
Long
ABS-MBS
MUN
US
N
2
2047-02-01
Fixed
0.03500000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JA5
6462500.00000000
PA
USD
6228942.92000000
0.041101985552
Long
DBT
NUSS
N/A
N
2
2029-10-09
Fixed
0.01625000
N
N
N
N
N
N
ACCO Brands Corp
JCT8P4Y190IH4I1NX328
ACCO Brands Corp
00081T108
36304.00000000
NS
USD
339805.44000000
0.002242222872
Long
EC
CORP
US
N
1
N
N
N
QTS Realty Trust Inc
5493006PA4CJK4OG2J54
QTS Realty Trust, Inc
74736A103
36640.00000000
NS
USD
1988452.80000000
0.013120903387
Long
EC
CORP
US
N
1
N
N
N
Old National Bancorp/IN
549300MMK90CL5KMVX16
Old National Bancorp
680033107
9051.00000000
NS
USD
165542.79000000
0.001092342224
Long
EC
CORP
US
N
1
N
N
N
Computer Programs & Systems Inc
5493005Q6CJC78TGL805
Computer Programs & Systems, Inc
205306103
22324.00000000
NS
USD
589353.60000000
0.003888878652
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G1DM6
510000.00000000
PA
USD
511565.19000000
0.003375588012
Long
ABS-CBDO
USGSE
US
Y
2
2048-11-25
Variable
0.04459400
N
N
N
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group plc
G54404127
2957084.00000000
NS
11878774.60000000
0.078382677166
Long
EC
CORP
GB
N
2
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc
156700106
1214895.00000000
NS
USD
16048762.95000000
0.105898549942
Long
EC
CORP
US
N
1
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault S.A.
F77098105
184075.00000000
NS
8741246.24000000
0.057679542304
Long
EC
CORP
FR
N
2
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAB1
3000000.00000000
PA
USD
3157500.00000000
0.020834918708
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05750000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Companies, Inc
872540109
350901.00000000
NS
USD
21426015.06000000
0.141380611886
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
230630.00000000
NS
USD
11067933.70000000
0.073032303694
Long
EC
CORP
US
N
1
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170AQ7
7000000.00000000
PA
USD
7616561.26000000
0.050258253268
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
0.04300000
N
N
N
N
N
N
Shionogi & Co Ltd
35380049VXDTHZI3DY35
Shionogi & Co Ltd
680468006
77500.00000000
NS
4794265.05000000
0.031635193218
Long
EC
CORP
JP
N
2
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
28038.00000000
NS
USD
1598166.00000000
0.010545576783
Long
EC
CORP
US
N
1
N
N
N
TherapeuticsMD Inc
5299004JS7RE49QHRW30
TherapeuticsMD, Inc
88338N107
215161.00000000
NS
USD
520689.62000000
0.003435796011
Long
EC
CORP
US
N
1
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623C109
25895.00000000
NS
USD
832265.30000000
0.005491743426
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
55485.00000000
NS
USD
9386397.45000000
0.061936604225
Long
EC
CORP
US
N
1
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc (Toronto)
15135U109
957866.00000000
NS
9736884.37000000
0.064249309367
Long
EC
CORP
CA
N
2
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis, Inc
98978V103
320095.00000000
NS
USD
42364573.25000000
0.279544715694
Long
EC
CORP
US
N
1
N
N
N
AMP Ltd
5299000D93LTLU0UJR35
AMP Ltd
670995901
1444992.00000000
NS
1943799.07000000
0.012826253558
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8D28
5342317.88000000
PA
USD
5809475.91000000
0.038334111900
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.04500000
N
N
N
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour, Inc (Class C)
904311206
9357.00000000
NS
USD
179467.26000000
0.001184223522
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc
446150104
248425.00000000
NS
USD
3746249.00000000
0.024719807879
Long
EC
CORP
US
N
1
N
N
N
Millicom International Cellular SA
549300CTHC1CP86P2G96
Millicom International Cellular S.A.
B00L2M903
40484.00000000
NS
1944199.02000000
0.012828892647
Long
EC
CORP
LU
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202EXV6
215199.24000000
PA
USD
251814.25000000
0.001661608686
Long
ABS-MBS
USGSE
US
N
2
2038-11-20
Fixed
0.06500000
N
N
N
N
N
N
FINNVERA PLC
743700T69OBBJO7TCA15
Finnvera Oyj
31808LAA0
15000000.00000000
PA
USD
15307209.30000000
0.101005371789
Long
DBT
NUSS
FI
Y
2
2025-06-04
Fixed
0.02375000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
Keycorp
493267108
822052.00000000
NS
USD
16638332.48000000
0.109788853420
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc
874054109
15494.00000000
NS
USD
1896930.42000000
0.012516988471
Long
EC
CORP
US
N
1
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
Q9194A106
1128301.00000000
NS
11809978.67000000
0.077928723846
Long
EC
CORP
AU
N
2
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBN6
5525000.00000000
PA
USD
5616216.31000000
0.037058878945
Long
DBT
CORP
IT
Y
2
2049-09-23
Fixed
0.04700000
N
N
N
N
N
N
WISCONSIN ALUM RESEARCH
UMSL8J1I3AHWSX5XNO15
Wisconsin Alumni Research Foundation
97658WAA8
11440000.00000000
PA
USD
11385566.88000000
0.075128221821
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
0.03564000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114Q3V8
13000000.00000000
PA
USD
13000322.66000000
0.085783267082
Long
DBT
CORP
CA
N
2
2021-07-30
Fixed
0.02700000
N
N
N
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre, Inc
58733R102
165.00000000
NS
USD
94370.10000000
0.000622705736
Long
EC
CORP
US
N
1
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro Quebec
448814DX8
6082000.00000000
PA
USD
6852735.79000000
0.045218113418
Long
DBT
NUSS
CA
N
2
2022-01-15
Fixed
0.08400000
N
N
N
N
N
N
Pinnacle Financial Partners Inc
54930098EZ8JMSAZGS24
Pinnacle Financial Partners, Inc
72346Q104
44776.00000000
NS
USD
2865664.00000000
0.018909224540
Long
EC
CORP
US
N
1
N
N
N
ANIXTER INC
5493000SM561KPBZQ714
Anixter, Inc
035287AE1
1975000.00000000
PA
USD
2049951.25000000
0.013526703927
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
0.05125000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652JAB3
200124.18000000
PA
USD
200284.00000000
0.001321583803
Long
ABS-O
CORP
US
Y
2
2032-09-20
Fixed
0.03080000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP AG.
D66992104
218160.00000000
NS
29363928.94000000
0.193759326188
Long
EC
CORP
DE
N
2
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368BY8
2700000.00000000
PA
USD
2996515.54000000
0.019772654849
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.03950000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos, Inc
571748102
305214.00000000
NS
USD
34003891.74000000
0.224376348437
Long
EC
CORP
US
N
1
N
N
N
DOMINION ENERGY GAS HLDG
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC
257375AQ8
2500000.00000000
PA
USD
2488754.48000000
0.016422168575
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
0.03900000
N
N
N
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield (Paris)
N/A
1112.00000000
NS
175437.01000000
0.001157629720
Long
EC
CORP
FR
N
2
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAJ9
4000000.00000000
PA
USD
3838203.20000000
0.025326572180
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
0.03040800
N
N
N
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP plc
G9788D103
786873.00000000
NS
11073077.97000000
0.073066248412
Long
EC
CORP
GB
N
2
N
N
N
SAFINA LTD
N/A
Safina Ltd
78657AAC3
3074039.65000000
PA
USD
3063167.36000000
0.020212460154
Long
DBT
CORP
KY
N
2
2022-01-15
Fixed
0.01550000
N
N
N
N
N
N
Texas Capital Bancshares Inc
549300466Q2SXRX0YM48
Texas Capital Bancshares, Inc
88224Q107
18341.00000000
NS
USD
1041218.57000000
0.006870531833
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B0YQ3
50516881.46000000
PA
USD
52034555.08000000
0.343352565368
Long
ABS-CBDO
USGSE
US
N
2
2048-02-25
Fixed
0.03000000
N
N
N
N
N
N
Plug Power Inc
549300JPDKRSJ8JSM954
Plug Power, Inc
72919P202
184808.00000000
NS
USD
583993.28000000
0.003853508318
Long
EC
CORP
US
N
1
N
N
Cooper-Standard Holdings Inc
549300VVOH2RQP5YMB08
Cooper-Standard Holding, Inc
21676P103
34572.00000000
NS
USD
1146407.52000000
0.007564626282
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AXCV5
9899735.20000000
PA
USD
10135931.00000000
0.066882438139
Long
ABS-CBDO
USGSE
US
N
2
2045-02-25
Fixed
0.03000000
N
N
N
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAC8
1457000.00000000
PA
USD
1465210.18000000
0.009668261280
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.03166000
N
N
N
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS S.A.
X3078L108
488810.00000000
NS
8206168.52000000
0.054148805709
Long
EC
CORP
PT
N
2
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC plc
G2689P101
92545.00000000
NS
8027270.64000000
0.052968339268
Long
EC
CORP
GB
N
2
N
N
N
Oasis Petroleum Inc
529900FA4V2YNIKZ0M71
Oasis Petroleum, Inc
674215108
652639.00000000
NS
USD
2127603.14000000
0.014039093734
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38380WZL6
4470619.28000000
PA
USD
632954.30000000
0.004176580011
Long
ABS-CBDO
CORP
US
N
3
2046-06-20
Fixed
0.04000000
N
N
N
N
N
N
Wachovia Bank Commercial Mortg
N/A
Wachovia Bank Commercial Mortgage Trust
92979FAK6
1650000.00000000
PA
USD
1661550.00000000
0.010963819218
Long
ABS-MBS
USGSE
US
N
2
2046-05-15
Variable
0.06169100
N
Y
N
N
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova plc
G5509L101
9373.00000000
NS
USD
707005.39000000
0.004665209763
Long
EC
CORP
US
N
1
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc
052769106
133706.00000000
NS
USD
24529702.76000000
0.161860447493
Long
EC
CORP
US
N
1
N
N
N
Univest Financial Corp
4WII2HCR8UEWNU03U507
Univest Financial Corp
915271100
5260.00000000
NS
USD
140862.80000000
0.000929490098
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TYU4
53056.46000000
PA
USD
56375.85000000
0.000371998812
Long
ABS-MBS
USGSE
US
N
2
2044-11-20
Fixed
0.04500000
N
N
N
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG.
H8398N104
2271.00000000
NS
1202212.35000000
0.007932857191
Long
EC
CORP
CH
N
2
N
N
N
NBT Bancorp Inc
N/A
NBT Bancorp, Inc
628778102
3324.00000000
NS
USD
134821.44000000
0.000889625888
Long
EC
CORP
US
N
1
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAH7
3000000.00000000
PA
USD
3074444.55000000
0.020286873246
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.03600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YLR37
185942.55000000
PA
USD
197867.56000000
0.001305638805
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03500000
N
N
N
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAM6
10435000.00000000
PA
USD
10892880.39000000
0.071877205837
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.03930000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid plc
G6S9A7120
1226920.00000000
NS
15333019.68000000
0.101175682849
Long
EC
CORP
GB
N
2
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281A109
170477.00000000
NS
USD
826813.45000000
0.005455769126
Long
EC
CORP
US
N
1
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649KAN5
349622.05000000
PA
USD
357564.06000000
0.002359403997
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
0.03500000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AJ7
2169000.00000000
PA
USD
2266375.89000000
0.014954792535
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
0.03850000
N
N
N
N
N
N
Movado Group Inc
549300WCGCGPWGHVXM59
Movado Group, Inc
624580106
8565.00000000
NS
USD
186203.10000000
0.001228670293
Long
EC
CORP
US
N
1
N
N
N
CGI Inc
549300WSRCZY73ZG3090
CGI, Inc
12532H104
118984.00000000
NS
9957253.31000000
0.065703424632
Long
EC
CORP
CA
N
2
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAN6
1750000.00000000
PA
USD
1749994.23000000
0.011547422810
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
0.05990000
N
N
N
N
N
N
ResMed Inc
529900T3QE5253CCXF22
Resmed, Inc
761152107
84455.00000000
NS
USD
13087991.35000000
0.086361753235
Long
EC
CORP
US
N
1
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DT6
4000000.00000000
PA
USD
4269136.40000000
0.028170106049
Long
DBT
USGSE
US
N
2
2024-01-15
Fixed
0.03550000
N
N
N
N
N
N
GameStop Corp
549300505KLOET039L77
GameStop Corp (Class A)
36467W109
3480.00000000
NS
USD
21158.40000000
0.000139614740
Long
EC
CORP
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BKB1
8905146.37000000
PA
USD
9611383.70000000
0.063421187037
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
0.04500000
N
N
N
N
N
N
City Developments Ltd
254900BPLPJS0RJ72373
City Developments Ltd
619792005
66500.00000000
NS
541232.22000000
0.003571347365
Long
EC
CORP
SG
N
2
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical, Inc
09061G101
65896.00000000
NS
USD
5571506.80000000
0.036763861049
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CQ6
6000000.00000000
PA
USD
6032062.86000000
0.039802862814
Long
DBT
CORP
US
N
2
2022-08-15
Variable
0.03359900
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
30711XAK0
7661376.65000000
PA
USD
8058932.38000000
0.053177260813
Long
ABS-CBDO
USGSE
US
N
2
2024-07-25
Variable
0.04792000
N
N
N
N
N
N
Integer Holdings Corp
549300SUD2ED5XG6X569
Integer Holding Corp
45826H109
32221.00000000
NS
USD
2591535.03000000
0.017100371078
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc
12572Q105
177890.00000000
NS
USD
35706080.80000000
0.235608326487
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YP9
9350000.00000000
PA
USD
9334655.34000000
0.061595181373
Long
DBT
UST
US
N
2
2021-10-31
Fixed
0.01500000
N
N
N
N
N
N
Community Trust Bancorp Inc
N/A
Community Trust Bancorp, Inc
204149108
889.00000000
NS
USD
41462.96000000
0.000273595376
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill, Inc (Class A)
169656105
15043.00000000
NS
USD
12592645.73000000
0.083093190852
Long
EC
CORP
US
N
1
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148QR7
5000000.00000000
PA
USD
7198714.55000000
0.047501071245
Long
DBT
NUSS
CA
N
2
2029-09-15
Fixed
0.07500000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy
63902HAC3
3440000.00000000
PA
USD
3439975.47000000
0.022698846960
Long
DBT
CORP
US
N
2
2024-02-01
Variable
0.02989100
N
N
N
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
663955003
34600.00000000
NS
13838618.47000000
0.091314803124
Long
EC
CORP
JP
N
2
N
N
N
BioTelemetry Inc
549300E1RQ91KHELWN02
BioTelemetry, Inc
090672106
30445.00000000
NS
USD
1409603.50000000
0.009301337873
Long
EC
CORP
US
N
1
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG.
D8T9CK101
658563.00000000
NS
1908826.87000000
0.012595487780
Long
EC
CORP
DE
N
2
N
N
N
AID-INDIA
N/A
India Government AID Bond
45683MAA8
5625000.00000000
PA
USD
5520230.61000000
0.036425512593
Long
DBT
NUSS
IN
N
2
2027-02-01
Variable
0.02009100
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B1RK2
11753091.49000000
PA
USD
12206258.96000000
0.080543598787
Long
ABS-CBDO
USGSE
US
N
2
2045-04-25
Fixed
0.03500000
N
N
N
N
N
N
QEP Resources Inc
Q6JQDZPXKEDQKVK58165
QEP Resources Inc
74733V100
280122.00000000
NS
USD
1260549.00000000
0.008317794439
Long
EC
CORP
US
N
1
N
N
N
Aeon Co Ltd
5299009MXFL34SA71416
Aeon Co Ltd
J00288100
293800.00000000
NS
6062970.64000000
0.040006809317
Long
EC
CORP
JP
N
2
N
N
N
Sydney Airport
N/A
Sydney Airport
N/A
14066.00000000
NS
85461.08000000
0.000563919130
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR31
1904313.15000000
PA
USD
2014865.10000000
0.013295186244
Long
ABS-MBS
MUN
US
N
2
2047-12-01
Fixed
0.03500000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771XAA4
7518509.19000000
PA
USD
7708039.53000000
0.050861877122
Long
ABS-O
CORP
US
Y
2
2047-09-20
Fixed
0.03710000
N
N
N
N
N
N
Qualys Inc
549300EMBXYOW9W1XA17
Qualys, Inc
74758T303
32565.00000000
NS
USD
2714944.05000000
0.017914691553
Long
EC
CORP
US
N
1
N
N
N
Marriott Vacations Worldwide Corp
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp
57164Y107
18356.00000000
NS
USD
2363518.56000000
0.015595793211
Long
EC
CORP
US
N
1
N
N
N
Cymabay Therapeutics Inc
549300YT9GNL852E7F84
Cymabay Therapeutics, Inc
23257D103
20056.00000000
NS
USD
39309.76000000
0.000259387380
Long
EC
CORP
US
N
1
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAL4
10500000.00000000
PA
USD
11130525.00000000
0.073445315459
Long
DBT
NUSS
ID
Y
2
2024-08-20
Fixed
0.03900000
N
N
N
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel KGaA
D3207M102
91847.00000000
NS
8632930.62000000
0.056964816369
Long
EC
CORP
DE
N
2
N
N
N
Scholastic Corp
N/A
Scholastic Corp
807066105
15261.00000000
NS
USD
586785.45000000
0.003871932589
Long
EC
CORP
US
N
1
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAC7
900000.00000000
PA
USD
883259.91000000
0.005828233863
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
0.03148000
N
N
N
N
N
N
Cadence BanCorp
54930022CKKXKBR5CK30
Cadence BanCorp
12739A100
10067.00000000
NS
USD
182514.71000000
0.001204332271
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co
842587107
669030.00000000
NS
USD
42617211.00000000
0.281211758286
Long
EC
CORP
US
N
1
N
N
N
Worley Ltd
549300XDR86FY8OLGP97
WorleyParsons Ltd
656247905
1470.00000000
NS
15879.75000000
0.000104783309
Long
EC
CORP
AU
N
2
N
N
Kimball Electronics Inc
549300COBYN2GZCBIU87
Kimball Electronics, Inc
49428J109
34382.00000000
NS
USD
603404.10000000
0.003981591566
Long
EC
CORP
US
N
1
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAD5
800000.00000000
PA
USD
785152.56000000
0.005180867699
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
0.03247000
N
N
N
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG. (Preference)
D12096125
23682.00000000
NS
1457910.98000000
0.009620097150
Long
EC
CORP
DE
N
2
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330NAT2
13675000.00000000
PA
USD
13640232.95000000
0.090005746535
Long
DBT
CORP
US
N
2
2024-12-06
Fixed
0.02150000
N
N
N
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group, Inc
11120U105
80242.00000000
NS
USD
1734029.62000000
0.011442079547
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CR4
9350000.00000000
PA
USD
9460337.01000000
0.062424498040
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03200000
N
N
N
N
N
N
Expeditors International of Washington Inc
N/A
Expeditors International of Washington, Inc
302130109
813.00000000
NS
USD
63430.26000000
0.000418547683
Long
EC
CORP
US
N
1
N
N
N
LGI Homes Inc
549300W02B4WNV8CV109
LGI Homes, Inc
50187T106
11459.00000000
NS
USD
809578.35000000
0.005342042473
Long
EC
CORP
US
N
1
N
N
Hanmi Financial Corp
549300MSZ7RCG7EA6587
Hanmi Financial Corp
410495204
20839.00000000
NS
USD
416675.81000000
0.002749455781
Long
EC
CORP
US
N
1
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
6903534B0
3000000.00000000
PA
USD
3158515.08000000
0.020841616764
Long
DBT
USGSE
US
N
2
2021-01-26
Fixed
0.00000000
N
N
N
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG.
D1882G119
33924.00000000
NS
5319710.79000000
0.035102372720
Long
EC
CORP
DE
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335AHP6
19669194.26000000
PA
USD
20736417.99000000
0.136830271777
Long
ABS-MBS
MUN
US
N
2
2045-10-01
Fixed
0.03500000
N
N
N
N
N
N
ExlService Holdings Inc
81E3DTNF6OSH489ZOV15
ExlService Holdings, Inc
302081104
62992.00000000
NS
USD
4375424.32000000
0.028871452105
Long
EC
CORP
US
N
1
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group, Inc
08579W103
531.00000000
NS
USD
25217.19000000
0.000166396865
Long
EC
CORP
US
N
1
N
N
N
GUADALUPE-BLANCO RIVER AUTH TX
N/A
Guadalupe-Blanco River Authority Industrial Development Corp
400524GX6
795000.00000000
PA
USD
812036.85000000
0.005358265006
Long
DBT
MUN
US
N
2
2023-04-15
Fixed
0.03287000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WH5T5
6053814.62000000
PA
USD
6401603.30000000
0.042241293543
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
0.03500000
N
N
N
N
N
N
HOSPITAL SPECIAL SURGERY
549300U0XV0GGBTV6I72
Hospital for Special Surgery
44107HAA0
4010000.00000000
PA
USD
4128865.34000000
0.027244520576
Long
DBT
MUN
US
Y
2
2023-01-01
Fixed
0.03500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NAY1
9625000.00000000
PA
USD
9681668.25000000
0.063884963089
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
0.02500000
N
N
N
N
N
Teladoc Health Inc
549300I2PVFBC9MFAC61
Teladoc, Inc
87918A105
85261.00000000
NS
USD
7138050.92000000
0.047100779306
Long
EC
CORP
US
N
1
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
Magna International, Inc
559222AQ7
10675000.00000000
PA
USD
11225235.51000000
0.074070267407
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
0.03625000
N
N
N
N
N
N
Echo Global Logistics Inc
N/A
Echo Global Logistics, Inc
27875T101
11663.00000000
NS
USD
241424.10000000
0.001593048772
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271109
54528.00000000
NS
USD
8810634.24000000
0.058137402427
Long
EC
CORP
US
N
1
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
West Pharmaceutical Services, Inc
955306105
27805.00000000
NS
USD
4179925.65000000
0.027581444537
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
277355.00000000
NS
USD
25974295.75000000
0.171392665233
Long
EC
CORP
US
N
1
N
N
N
Rent-A-Center Inc/TX
529900QUHE15UQNCCJ63
Rent-A-Center, Inc
76009N100
1498.00000000
NS
USD
43202.32000000
0.000285072628
Long
EC
CORP
US
N
1
N
N
N
AutoNation Inc
N/A
Autonation, Inc
05329W102
440.00000000
NS
USD
21397.20000000
0.000141190474
Long
EC
CORP
US
N
1
N
N
N
Benefitfocus Inc
254900W89KP1OS3RXO89
Benefitfocus, Inc
08180D106
53343.00000000
NS
USD
1170345.42000000
0.007722581690
Long
EC
CORP
US
N
1
N
N
Swire Properties Ltd
5299001L12PHYVQ92465
Swire Properties Ltd
Y83191109
1171600.00000000
NS
3881330.09000000
0.025611147080
Long
EC
CORP
HK
N
2
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
473778.00000000
NS
USD
6433905.24000000
0.042454439479
Long
EC
CORP
US
N
1
N
N
N
SWISS RE TREASURY (US)
549300G1I1ZMYS87KM16
Swiss Re Treasury US Corp
87089HAA1
18222000.00000000
PA
USD
18514916.10000000
0.122171582532
Long
DBT
CORP
US
Y
2
2022-12-06
Fixed
0.02875000
N
N
N
N
N
N
Fieldstone Mortgage Investment
N/A
Fieldstone Mortgage Investment Trust
31659TDV4
855792.79000000
PA
USD
852271.03000000
0.005623752217
Long
ABS-O
CORP
US
N
2
2035-12-25
Variable
0.02527000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc
410345102
2420.00000000
NS
USD
35937.00000000
0.000237132058
Long
EC
CORP
US
N
1
N
N
OceanFirst Financial Corp
N/A
OceanFirst Financial Corp
675234108
1532.00000000
NS
USD
39127.28000000
0.000258183277
Long
EC
CORP
US
N
1
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp, Inc
649445103
43621.00000000
NS
USD
524324.42000000
0.003459780417
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
20554.00000000
NS
USD
1920565.76000000
0.012672947421
Long
EC
CORP
US
N
1
N
N
N
Novanta Inc
N/A
Novanta, Inc
67000B104
26169.00000000
NS
USD
2314386.36000000
0.015271591978
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128CUFW1
2933.75000000
PA
USD
2940.66000000
0.000019404089
Long
ABS-MBS
MUN
US
N
2
2020-10-01
Fixed
0.07000000
N
N
N
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour S.A.
F13923119
75639.00000000
NS
1272145.80000000
0.008394316493
Long
EC
CORP
FR
N
2
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770WAA7
3062942.20000000
PA
USD
3120129.47000000
0.020588327432
Long
ABS-O
CORP
US
Y
2
2041-09-20
Fixed
0.03750000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12655TBP3
1000000.00000000
PA
USD
1009985.50000000
0.006664438888
Long
ABS-MBS
USGSE
US
N
2
2057-08-15
Fixed
0.03263000
N
N
N
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
N/A
278600.00000000
NS
10435054.08000000
0.068856216462
Long
EC
CORP
JP
N
2
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery, Inc (Class A)
25470F104
330229.00000000
NS
USD
10811697.46000000
0.071341516289
Long
EC
CORP
US
N
1
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746PAU7
934040.78000000
PA
USD
948562.31000000
0.006259134954
Long
ABS-CBDO
USGSE
US
Y
2
2046-06-25
Variable
0.03500000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBJ5
13500000.00000000
PA
USD
13565888.10000000
0.089515178393
Long
DBT
CORP
IT
Y
2
2024-09-23
Fixed
0.03250000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
G84228157
1295300.00000000
NS
12205723.87000000
0.080540067970
Long
EC
CORP
GB
N
2
N
N
N
HENRY J KAISER FAMILY FO
4CMPMZ2TOE77XRTFWV21
Henry J Kaiser Family Foundation
426767AA7
10000000.00000000
PA
USD
10435952.50000000
0.068862144731
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
0.03356000
N
N
N
N
N
N
Bayview Financial Acquisition
N/A
Bayview Financial Mortgage Pass-Through Trust
07325NDA7
1500000.00000000
PA
USD
1484699.10000000
0.009796859875
Long
ABS-O
CORP
US
N
2
2041-02-28
Variable
0.02454800
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88165GAD2
4125000.00000000
PA
USD
4118412.38000000
0.027175546206
Long
ABS-O
CORP
US
Y
2
2022-11-21
Fixed
0.02200000
N
N
N
N
N
N
SPRUCE HILL MORTGAGE LOAN TRUS
N/A
Spruce Hill Mortgage Loan Trust
85211XAA1
995938.58000000
PA
USD
1001171.84000000
0.006606281520
Long
ABS-CBDO
USGSE
US
Y
2
2049-04-29
Variable
0.03395000
N
N
N
N
N
N
Noble Energy Inc
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc
655044105
256228.00000000
NS
USD
6364703.52000000
0.041997808533
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-On, Inc
833034101
11700.00000000
NS
USD
1981980.00000000
0.013078192298
Long
EC
CORP
US
N
1
N
N
N
Alfresa Holdings Corp
N/A
Alfresa Holdings Corp
668721905
17300.00000000
NS
351449.86000000
0.002319059149
Long
EC
CORP
JP
N
2
N
N
N
Methode Electronics Inc
529900VM413LGLUS3F07
Methode Electronics, Inc
591520200
8736.00000000
NS
USD
343761.60000000
0.002268327788
Long
EC
CORP
US
N
1
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAE0
870750.00000000
PA
USD
913181.65000000
0.006025673933
Long
ABS-O
CORP
US
Y
2
2045-10-25
Fixed
0.04474000
N
N
N
N
N
N
Stock Yards Bancorp Inc
549300YERP9H5TDIQW16
Stock Yards Bancorp, Inc
861025104
8646.00000000
NS
USD
355004.76000000
0.002342516331
Long
EC
CORP
US
N
1
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
100768.00000000
NS
USD
1098371.20000000
0.007247656267
Long
EC
CORP
US
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge, Inc (Toronto)
29250N105
520749.00000000
NS
20704840.68000000
0.136621907347
Long
EC
CORP
CA
N
2
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley Capital I Trust
61744CFB7
37527.15000000
PA
USD
37427.46000000
0.000246966931
Long
ABS-O
CORP
US
N
2
2034-08-25
Variable
0.02617000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61763QAN1
2000000.00000000
PA
USD
2010380.40000000
0.013265593731
Long
ABS-MBS
USGSE
US
Y
2
2029-07-13
Variable
0.03445500
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36259DAA1
3000000.00000000
PA
USD
2999307.30000000
0.019791076414
Long
ABS-MBS
USGSE
US
Y
2
2031-10-15
Variable
0.02829800
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp
G29183103
243475.00000000
NS
USD
23061952.00000000
0.152175422071
Long
EC
CORP
US
N
1
N
N
N
Genesco Inc
549300VY2Q511P1K5P56
Genesco, Inc
371532102
24552.00000000
NS
USD
1176531.84000000
0.007763403086
Long
EC
CORP
US
N
1
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905U6L3
19250000.00000000
PA
USD
20636012.13000000
0.136167738782
Long
DBT
NUSS
N/A
N
2
2025-11-20
Fixed
0.03125000
N
N
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic, Inc
172755100
29888.00000000
NS
USD
2463070.08000000
0.016252688801
Long
EC
CORP
US
N
1
N
N
N
Commercial Metals Co
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723103
71450.00000000
NS
USD
1591191.50000000
0.010499555202
Long
EC
CORP
US
N
1
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB (B Shares)
N/A
168467.00000000
NS
5849349.75000000
0.038597221390
Long
EC
CORP
SE
N
2
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels and Resorts, Inc
44107P104
257492.00000000
NS
USD
4776476.60000000
0.031517815257
Long
EC
CORP
US
N
1
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis, Inc
98978VAP8
4525000.00000000
PA
USD
5248206.63000000
0.034630549011
Long
DBT
CORP
US
N
2
2048-08-20
Fixed
0.04450000
N
N
N
N
N
N
Cullen/Frost Bankers Inc
529900V2E9G9AY665O34
Cullen/Frost Bankers, Inc
229899109
9015.00000000
NS
USD
881486.70000000
0.005816533250
Long
EC
CORP
US
N
1
N
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
Murata Manufacturing Co Ltd
J46840104
209100.00000000
NS
12869805.08000000
0.084922040425
Long
EC
CORP
JP
N
2
N
N
N
Haemonetics Corp
549300ZEL6TXZS6F5F95
Haemonetics Corp
405024100
7411.00000000
NS
USD
851523.90000000
0.005618822243
Long
EC
CORP
US
N
1
N
N
N
CIMAREX ENERGY CO
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AD3
3175000.00000000
PA
USD
3281702.16000000
0.021654472757
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.03900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8C94
1055271.99000000
PA
USD
1116619.32000000
0.007368067382
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.03500000
N
N
N
N
N
N
Ameris Bancorp
PBJHNT51T5V6G5UQFV42
Ameris Bancorp
03076K108
20740.00000000
NS
USD
882279.60000000
0.005821765239
Long
EC
CORP
US
N
1
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
31325VDB7
2691702.71000000
PA
USD
454728.42000000
0.003000547795
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Variable
0.04180300
N
N
N
N
N
N
UPPER ALLEGHENY PA JT SANTN AU
N/A
Upper Allegheny Joint Sanitary Authority
915455NA3
500000.00000000
PA
USD
496150.00000000
0.003273870124
Long
DBT
MUN
US
N
2
2039-09-01
Fixed
0.03550000
N
N
N
N
N
N
LAVACA-NAVIDAD RIVER TX AUTH
N/A
Lavaca-Navidad River Authority
519385DJ4
6430000.00000000
PA
USD
6817407.50000000
0.044984997963
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
0.04430000
N
N
N
N
N
N
ASGN Inc
LZBNYYCBUKY537072438
ASGN Inc
00191U102
1000.00000000
NS
USD
70970.00000000
0.000468299027
Long
EC
CORP
US
N
1
N
N
N
NCUA GUARANTEED NOTES
N/A
NCUA Guaranteed Notes
62889KAE1
7000000.00000000
PA
USD
7133403.90000000
0.047070115716
Long
DBT
USGSE
US
N
2
2021-06-12
Fixed
0.03450000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
74275BAA6
7500000.00000000
PA
USD
7692736.05000000
0.050760896358
Long
DBT
USGSE
US
Y
2
2021-11-08
Fixed
0.03266000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBH3
10000000.00000000
PA
USD
9936259.70000000
0.065564897267
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
0.02000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XAG1
3500000.00000000
PA
USD
3449556.60000000
0.022762068517
Long
ABS-MBS
USGSE
US
Y
2
2048-03-10
Variable
0.04124500
N
N
N
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re Ltd
H8431B109
100851.00000000
NS
11329846.13000000
0.074760545717
Long
EC
CORP
CH
N
2
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit, Inc
461202103
146598.00000000
NS
USD
38398414.14000000
0.253373820161
Long
EC
CORP
US
N
1
N
N
N
Flowserve Corp
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34354P105
978.00000000
NS
USD
48675.06000000
0.000321184772
Long
EC
CORP
US
N
1
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
Voestalpine AG.
494340904
110931.00000000
NS
3076741.41000000
0.020302029189
Long
EC
CORP
AT
N
2
N
N
N
TAMPA BAY FL WTR REGL WTR SPLY
N/A
Tampa Bay Water
875124ES4
3225000.00000000
PA
USD
3291177.00000000
0.021716992953
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
0.02782000
N
N
N
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Compagnie de Saint-Gobain
F80343100
40566.00000000
NS
1661820.07000000
0.010965601288
Long
EC
CORP
FR
N
2
N
N
N
NEW JERSEY ST ECON DEV AUTH RE
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64577BTV6
8500000.00000000
PA
USD
8585085.00000000
0.056649104698
Long
DBT
MUN
US
N
2
2020-06-15
Fixed
0.04271000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VDD3
11750000.00000000
PA
USD
11920395.68000000
0.078657315905
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.02625000
N
N
N
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis, Inc
349553107
101463.00000000
NS
4209946.82000000
0.027779540701
Long
EC
CORP
CA
N
2
N
N
N
FLORENCE SC SPL OBLIG
N/A
City of Florence SC
340329AP6
1250000.00000000
PA
USD
1328487.50000000
0.008766089966
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
0.04250000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corp Mortgage Loan Trust
86359B7K1
2163363.39000000
PA
USD
2135119.60000000
0.014088691464
Long
ABS-O
CORP
US
N
2
2035-04-25
Variable
0.03191100
N
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
98683.00000000
NS
USD
9834747.78000000
0.064895065881
Long
EC
CORP
US
N
1
N
N
N
First Interstate BancSystem Inc
N/A
First Interstate Bancsystem, Inc
32055Y201
290.00000000
NS
USD
12156.80000000
0.000080217241
Long
EC
CORP
US
N
1
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88161NAA7
12717893.44000000
PA
USD
12882773.30000000
0.085007611861
Long
ABS-O
CORP
US
Y
2
2021-08-20
Fixed
0.03710000
N
N
N
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
55279HAQ3
3425000.00000000
PA
USD
3620901.06000000
0.023892693345
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
0.03400000
N
N
N
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
127428.00000000
NS
USD
29727678.12000000
0.196159543004
Long
EC
CORP
US
N
1
N
N
N
New York Mortgage Trust
N/A
New York Mortgage Trust
649603AG2
145029.47000000
PA
USD
143263.59000000
0.000945331829
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
0.02272000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137F5RP6
8162782.53000000
PA
USD
9800168.95000000
0.064666895774
Long
ABS-CBDO
USGSE
US
N
2
2048-06-15
Variable
0.07136400
N
N
N
N
N
N
Perficient Inc
549300HTBXKL2755T650
Perficient, Inc
71375U101
70881.00000000
NS
USD
3265487.67000000
0.021547480649
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
55264.00000000
NS
USD
13120226.24000000
0.086574456739
Long
EC
CORP
US
N
1
N
N
N
UPPER ALLEGHENY PA JT SANTN AU
N/A
Upper Allegheny Joint Sanitary Authority
915455NB1
1500000.00000000
PA
USD
1459515.00000000
0.009630681355
Long
DBT
MUN
US
N
2
2049-09-01
Fixed
0.03800000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HG1
6775000.00000000
PA
USD
7218225.45000000
0.047629814876
Long
DBT
CORP
US
N
2
2066-11-01
Fixed
0.04250000
N
N
N
N
N
N
Komatsu Ltd
5493004LQ0B4T7QPQV17
Komatsu Ltd
J35759125
421000.00000000
NS
10104604.17000000
0.066675726514
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BL87
1974574.75000000
PA
USD
2131504.85000000
0.014064839359
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
0.04500000
N
N
N
N
N
N
CONNECTICUT ST HSG FIN AUTH HS
5493003DXX0NRJKSH186
Connecticut Housing Finance Authority
20775CX33
11650000.00000000
PA
USD
11425970.50000000
0.075394827090
Long
DBT
MUN
US
N
2
2049-05-15
Variable
0.02180000
N
N
N
N
N
N
NEW YORK ST ENVRNMNTL FACS COR
549300QJ33JJW73OQO60
New York State Environmental Facilities Corp
64985HRV1
2120000.00000000
PA
USD
2285847.60000000
0.015083277569
Long
DBT
MUN
US
N
2
2027-07-15
Fixed
0.03520000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc
620076307
66742.00000000
NS
USD
10754805.88000000
0.070966114407
Long
EC
CORP
US
N
1
N
N
N
Graham Holdings Co
529900BOSCEEEMAFQJ29
Graham Holdings Co
384637104
2317.00000000
NS
USD
1480539.83000000
0.009769414727
Long
EC
CORP
US
N
1
N
N
N
Heritage Financial Corp/WA
N/A
Heritage Financial Corp
42722X106
9347.00000000
NS
USD
264520.10000000
0.001745448861
Long
EC
CORP
US
N
1
N
N
N
Wm Morrison Supermarkets PLC
213800IN6LSRGTZSOS29
WM Morrison Supermarkets plc
G62748119
2106392.00000000
NS
5574672.62000000
0.036784750868
Long
EC
CORP
GB
N
2
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
17401QAU5
3800000.00000000
PA
USD
4058392.59000000
0.026779502676
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
0.03750000
N
N
N
N
N
N
Cross Country Healthcare Inc
54930037L0NBIPZ5S663
Cross Country Healthcare, Inc
227483104
25039.00000000
NS
USD
290953.18000000
0.001919868837
Long
EC
CORP
US
N
1
N
N
N
Ryman Healthcare Ltd
529900UR74KKRFG56I57
Ryman Healthcare Ltd
Q8203F106
252994.00000000
NS
2780546.01000000
0.018347569306
Long
EC
CORP
NZ
N
2
N
N
N
On Deck Capital Inc
549300LGZVH7SGJZLE03
On Deck Capital, Inc
682163100
104012.00000000
NS
USD
430609.68000000
0.002841399106
Long
EC
CORP
US
N
1
N
N
N
NEW JERSEY ST ECON DEV AUTH RE
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64577BTX2
7400000.00000000
PA
USD
8517326.00000000
0.056201993611
Long
DBT
MUN
US
N
2
2030-06-15
Fixed
0.05706000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc
174610105
539575.00000000
NS
USD
21912140.75000000
0.144588336109
Long
EC
CORP
US
N
1
N
N
N
Rogers Corp
PW0CN80KNFR7RUOOKJ84
Rogers Corp
775133101
15267.00000000
NS
USD
1904252.91000000
0.012565306280
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
60590.00000000
NS
USD
14601584.10000000
0.096349269278
Long
EC
CORP
US
N
1
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAA4
5750000.00000000
PA
USD
5749994.25000000
0.037941619248
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
0.03240000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38381BZT4
7714998.45000000
PA
USD
8076230.88000000
0.053291405814
Long
ABS-CBDO
CORP
US
N
2
2049-01-20
Fixed
0.03500000
N
N
N
N
N
N
Northfield Bancorp Inc
N/A
Northfield Bancorp, Inc
66611T108
54855.00000000
NS
USD
930340.80000000
0.006138899426
Long
EC
CORP
US
N
1
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Holding S.A.
N/A
102701.00000000
NS
8410876.37000000
0.055499580503
Long
EC
CORP
ES
N
2
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361702
255787.00000000
NS
USD
14958423.76000000
0.098703893287
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana, Inc
444859102
63606.00000000
NS
USD
23312871.12000000
0.153831124198
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743AAA7
1695220.78000000
PA
USD
1726873.94000000
0.011394862441
Long
ABS-CBDO
CORP
US
Y
2
2049-12-25
Variable
0.03500000
N
N
N
N
N
N
Agate Bay Mortgage Loan Trust
549300LRONE82VI44B39
Agate Bay Mortgage Trust
00842DAJ2
570594.24000000
PA
USD
564975.94000000
0.003728021467
Long
ABS-CBDO
USGSE
US
Y
2
2045-09-25
Variable
0.03500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418MY89
1764548.75000000
PA
USD
1981599.52000000
0.013075681682
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
0.05500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36248EAE5
2535000.00000000
PA
USD
2593462.68000000
0.017113090771
Long
ABS-MBS
USGSE
US
Y
2
2043-12-10
Variable
0.05179700
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063BN81
10050000.00000000
PA
USD
10944550.50000000
0.072218153594
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
0.04988000
N
N
N
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
60679.00000000
NS
USD
1851012.90000000
0.012213999461
Long
EC
CORP
US
N
1
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WDF1
7025000.00000000
PA
USD
7341295.36000000
0.048441897717
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
0.03950000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix, Inc
29444U700
46964.00000000
NS
USD
27412886.80000000
0.180885278877
Long
EC
CORP
US
N
1
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG.
D69671218
186903.00000000
NS
24407949.91000000
0.161057055337
Long
EC
CORP
DE
N
2
N
N
N
CSG Systems International Inc
549300D7FJZUOHHXUA81
CSG Systems International, Inc
126349109
70417.00000000
NS
USD
3646192.26000000
0.024059578569
Long
EC
CORP
US
N
1
N
N
N
Tellurian Inc
254900ZYXZHH5MQG6H78
Tellurian, Inc
87968A104
18409.00000000
NS
USD
134017.52000000
0.000884321182
Long
EC
CORP
US
N
1
N
N
NEW YORK ST ENERGY RESEARCH &
N/A
New York State Energy Research & Development Authority
64985LAG3
1285000.00000000
PA
USD
1291643.45000000
0.008522972694
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
0.02772000
N
N
N
N
N
N
MYR Group Inc
529900G1IMMZHOQ17I54
MYR Group, Inc
55405W104
8124.00000000
NS
USD
264761.16000000
0.001747039507
Long
EC
CORP
US
N
1
N
N
N
LHC Group Inc
5299009NPLWAMRQYZX73
LHC Group, Inc
50187A107
6876.00000000
NS
USD
947237.76000000
0.006250394846
Long
EC
CORP
US
N
1
N
N
N
Hertz Global Holdings Inc
549300NBK3K85MH1EX16
Hertz Global Holdings, Inc
42806J106
55864.00000000
NS
USD
879858.00000000
0.005805786193
Long
EC
CORP
US
N
1
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353ZS9
10553690.10000000
PA
USD
11304109.18000000
0.074590719190
Long
DBT
USGSE
US
N
2
2033-06-01
Fixed
0.03430000
N
N
N
N
N
N
Mistras Group Inc
N/A
Mistras Group, Inc
60649T107
23089.00000000
NS
USD
329480.03000000
0.002174090147
Long
EC
CORP
US
N
1
N
N
N
Mercury Systems Inc
549300P3B84SGK7HH679
Mercury Systems, Inc
589378108
108977.00000000
NS
USD
7531400.47000000
0.049696315615
Long
EC
CORP
US
N
1
N
N
N
Marks & Spencer Group PLC
213800EJP14A79ZG1X44
Marks & Spencer Group plc
G5824M107
1572719.00000000
NS
4459379.00000000
0.029425431182
Long
EC
CORP
GB
N
2
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAM7
5625000.00000000
PA
USD
6216236.89000000
0.041018144189
Long
DBT
CORP
US
N
2
2034-11-21
Fixed
0.04200000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63874PAA3
15780000.00000000
PA
USD
15740321.19000000
0.103863281851
Long
ABS-MBS
USGSE
US
Y
2
2033-07-15
Variable
0.02523300
N
N
N
N
N
N
US Concrete Inc
549300J94Q38BL8BMH45
US Concrete, Inc
90333L201
40659.00000000
NS
USD
1693853.94000000
0.011176978351
Long
EC
CORP
US
N
1
N
N
N
MICHIGAN ST
N/A
State of Michigan
594612BS1
4405000.00000000
PA
USD
4573226.95000000
0.030176662467
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
0.03590000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust
05490VAA5
12500000.00000000
PA
USD
12839405.00000000
0.084721444005
Long
ABS-MBS
USGSE
US
Y
2
2032-09-15
Fixed
0.03593000
N
N
N
N
N
N
Nippon Prologis REIT Inc
353800PHBMSDLAFURY41
Nippon ProLogis REIT, Inc
N/A
17.00000000
NS
43297.46000000
0.000285700414
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179TQP3
6914059.01000000
PA
USD
7169874.28000000
0.047310767308
Long
ABS-MBS
USGSE
US
N
2
2048-01-20
Fixed
0.03500000
N
N
N
N
N
N
NEW YORK ST TRANSPRTN DEV CORP
N/A
New York Transportation Development Corp
650116CE4
17500000.00000000
PA
USD
20632150.00000000
0.136142254328
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
0.05000000
N
N
N
N
N
N
Telstra Corp Ltd
PCTXNQGRJVR3OG33JG65
Telstra Corp Ltd
608728903
841358.00000000
NS
2089925.38000000
0.013790475186
Long
EC
CORP
AU
N
2
N
N
N
National Instruments Corp
549300TP4OOPCYWDUP86
National Instruments Corp
636518102
119214.00000000
NS
USD
5047520.76000000
0.033306313449
Long
EC
CORP
US
N
1
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AN1
10000000.00000000
PA
USD
10418780.50000000
0.068748834446
Long
DBT
NUSS
CA
N
2
2027-04-12
Fixed
0.02750000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
12595BBB6
8750000.00000000
PA
USD
9098642.88000000
0.060037841573
Long
ABS-MBS
USGSE
US
Y
2
2037-06-15
Variable
0.03677000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167CY7
9500000.00000000
PA
USD
9638151.00000000
0.063597812380
Long
DBT
NUSS
N/A
N
2
2025-03-19
Fixed
0.02125000
N
N
N
N
N
N
Reata Pharmaceuticals Inc
5299005F094GH9QDDD80
Reata Pharmaceuticals, Inc
75615P103
9539.00000000
NS
USD
1950057.77000000
0.012867551897
Long
EC
CORP
US
N
1
N
N
Auckland International Airport Ltd
549300HFZIZDJWB7AK60
Auckland International Airport Ltd
Q06213146
143974.00000000
NS
848637.51000000
0.005599776257
Long
EC
CORP
NZ
N
2
N
N
N
Progenics Pharmaceuticals Inc
5299005B0KKBVJ0B2156
Progenics Pharmaceuticals, Inc
743187106
160718.00000000
NS
USD
818054.62000000
0.005397973557
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AT7
8300000.00000000
PA
USD
8383067.15000000
0.055316080000
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
0.02500000
N
N
N
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd (Class A)
Y83310105
500000.00000000
NS
4644845.17000000
0.030649238806
Long
EC
CORP
HK
N
2
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc
038222105
444690.00000000
NS
USD
27143877.60000000
0.179110208469
Long
EC
CORP
US
N
1
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAN2
6700000.00000000
PA
USD
7593538.26000000
0.050106334872
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.04750000
N
N
N
N
N
N
MASSACHUSETTS ST HSG FIN AGY H
549300NLJBK1VP6K2K81
Massachusetts Housing Finance Agency
57586PE77
95000.00000000
PA
USD
95913.90000000
0.000632892576
Long
DBT
MUN
US
N
2
2020-12-01
Fixed
0.04782000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc
693475105
286583.00000000
NS
USD
45747244.29000000
0.301865436561
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RCV9
2704934.19000000
PA
USD
2980879.11000000
0.019669477098
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.05000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc
174610AN5
1350000.00000000
PA
USD
1356297.25000000
0.008949593966
Long
DBT
CORP
US
N
2
2021-07-28
Fixed
0.02375000
N
N
N
N
N
N
Delek US Holdings Inc
5493003O53JMENV1N385
Delek US Holdings, Inc
24665A103
9468.00000000
NS
USD
317462.04000000
0.002094788850
Long
EC
CORP
US
N
1
N
N
N
BAY AREA CA WTR SPLY & CONSV A
N/A
Bay Area Water Supply & Conservation Agency
072031AH0
3790000.00000000
PA
USD
3828620.10000000
0.025263337625
Long
DBT
MUN
US
N
2
2021-10-01
Fixed
0.02535000
N
N
N
N
N
N
GUADALUPE VLY TX ELEC COOPERAT
TBXDF1BZ4WKPIZYR5I09
Guadalupe Valley Electric Coop, Inc
40064CAA0
1200000.00000000
PA
USD
1409940.00000000
0.009303558284
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
0.05671000
N
N
N
N
N
N
Keppel Corp Ltd
254900SQ7IPDOY6IDW33
Keppel Corp Ltd
Y4722Z120
1335270.00000000
NS
6727847.67000000
0.044394033029
Long
EC
CORP
SG
N
2
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828YL8
12537125.00000000
PA
USD
12608605.42000000
0.083198501649
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.00125000
N
N
N
N
N
N
PUB SVC NEW HAMP
549300SHPFALUPKK2351
Public Service Co of New Hampshire
744482BM1
2975000.00000000
PA
USD
3168788.41000000
0.020909405836
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
0.03600000
N
N
N
N
N
N
Kerry Group PLC
635400TLVVBNXLFHWC59
Kerry Group plc (Class A)
G52416107
84124.00000000
NS
10483605.68000000
0.069176586577
Long
EC
CORP
IE
N
2
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
918937.00000000
NS
USD
15768958.92000000
0.104052249318
Long
EC
CORP
US
N
1
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAG9
6250000.00000000
PA
USD
6413378.44000000
0.042318992382
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
0.03875000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159JAA4
7000000.00000000
PA
USD
7159941.81000000
0.047245227418
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
0.02950000
N
N
N
N
N
N
SYNNEX Corp
5493004HI6PFLF46NS53
Synnex Corp
87162W100
20007.00000000
NS
USD
2576901.60000000
0.017003811672
Long
EC
CORP
US
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS AG.
N/A
1226678.00000000
NS
15479924.74000000
0.102145043097
Long
EC
CORP
CH
N
2
N
N
N
ICF International Inc
5493003KYFDDC5B3WY64
ICF International, Inc
44925C103
11793.00000000
NS
USD
1080474.66000000
0.007129565069
Long
EC
CORP
US
N
1
N
N
N
CHICAGO IL
T5UYO5SYLC8K73MJQX30
City of Chicago IL
167486D22
1105000.00000000
PA
USD
1251511.95000000
0.008258163021
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
0.07750000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CZH0
2964795.48000000
PA
USD
3080178.71000000
0.020324710382
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
0.04000000
N
N
N
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX plc
G74570121
631251.00000000
NS
15934875.83000000
0.105147060191
Long
EC
CORP
GB
N
2
N
N
N
LPL Financial Holdings Inc
549300XROQ4Y8G2L7682
LPL Financial Holdings, Inc
50212V100
655.00000000
NS
USD
60423.75000000
0.000398709079
Long
EC
CORP
US
N
1
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
Topaz Solar Farms LLC
89054XAB1
20949886.76000000
PA
USD
21735923.79000000
0.143425559850
Long
DBT
CORP
US
Y
2
2039-09-30
Fixed
0.04875000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HQ9
2050000.00000000
PA
USD
2003129.99000000
0.013217751545
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.02400000
N
N
N
N
N
N
SUNRUN CALLISTO ISSUER LLC
N/A
Sunrun Atlas Issuer LLC
86772FAA9
9730000.00000000
PA
USD
9625264.63000000
0.063512781035
Long
ABS-O
CORP
US
Y
2
2055-02-01
Fixed
0.03610000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
7425.00000000
NS
USD
855805.50000000
0.005647074591
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138AFEM8
2272722.13000000
PA
USD
2504519.95000000
0.016526197803
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
0.05000000
N
N
N
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem, Inc
98419M100
49895.00000000
NS
USD
3931227.05000000
0.025940394620
Long
EC
CORP
US
N
1
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
82901.00000000
NS
8560467.51000000
0.056486664982
Long
EC
CORP
CA
N
2
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759NK0
5000000.00000000
PA
USD
5393074.85000000
0.035586469070
Long
DBT
USGSE
US
N
2
2036-08-01
Fixed
0.03535000
N
N
N
N
N
N
Computershare Ltd
N/A
Computershare Ltd
618041909
3509.00000000
NS
41370.78000000
0.000272987122
Long
EC
CORP
AU
N
2
N
N
N
HOUSTON TX UTILITY SYS REVENUE
N/A
City of Houston TX Combined Utility System Revenue
44244CTT4
1275000.00000000
PA
USD
1379231.25000000
0.009100925090
Long
DBT
MUN
US
N
2
2038-11-15
Fixed
0.04172000
N
N
N
N
N
N
HSBC BANK CANADA
DMB80L5QKUQ124HSYW98
HSBC Bank Canada
40427HTH6
8400000.00000000
PA
USD
8338177.68000000
0.055019874629
Long
DBT
CORP
CA
Y
2
2022-09-10
Fixed
0.01650000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137F5PX1
13060452.05000000
PA
USD
12930018.62000000
0.085319362423
Long
ABS-CBDO
USGSE
US
N
2
2048-06-15
Variable
0.02039800
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AVP86
2471531.91000000
PA
USD
2523224.74000000
0.016649622277
Long
ABS-CBDO
USGSE
US
N
2
2047-04-25
Fixed
0.03000000
N
N
N
N
N
N
WesBanco Inc
N/A
WesBanco, Inc
950810101
3410.00000000
NS
USD
128863.90000000
0.000850314768
Long
EC
CORP
US
N
1
N
N
N
ZB NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
98920AAA6
4350000.00000000
PA
USD
4450729.34000000
0.029368355976
Long
DBT
CORP
US
N
2
2021-08-27
Fixed
0.03500000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
22072.00000000
NS
USD
5540954.88000000
0.036562262706
Long
EC
CORP
US
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG.
H69293217
140771.00000000
NS
45750948.52000000
0.301889879104
Long
EC
CORP
CH
N
2
N
N
N
HMS Holdings Corp
5299008569C65X81JE73
HMS Holdings Corp
40425J101
10561.00000000
NS
USD
312605.60000000
0.002062743393
Long
EC
CORP
US
N
1
N
N
N
Hill-Rom Holdings Inc
JLZ01A0E2071OH26RE45
Hill-Rom Holdings, Inc
431475102
23441.00000000
NS
USD
2661256.73000000
0.017560433138
Long
EC
CORP
US
N
1
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol S.A.
N/A
716723.00000000
NC
340070.07000000
0.002243969046
Long
EC
CORP
ES
N
2
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
R61115102
1348993.00000000
NS
5016378.28000000
0.033100818266
Long
EC
CORP
NO
N
2
N
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc
928298108
119534.00000000
NS
USD
2544878.86000000
0.016792508051
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc
91136EAJ4
5159687.50000000
PA
USD
5188272.17000000
0.034235068535
Long
LON
CORP
US
N
2
2025-10-31
Variable
0.03549380
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555CU6
8280000.00000000
PA
USD
8692099.57000000
0.057355245590
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
0.03750000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos, Inc
29736RAM2
4525000.00000000
PA
USD
4511859.90000000
0.029771728976
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
0.03125000
N
N
N
N
N
N
American Campus Communities Inc
529900MR3ZXRO3W6UX26
American Campus Communities, Inc
024835100
22670.00000000
NS
USD
1066170.10000000
0.007035175728
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals plc
G50871105
30394.00000000
NS
USD
4537216.32000000
0.029939044558
Long
EC
CORP
US
N
1
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria S.A.
E11805103
2471466.00000000
NS
13875615.58000000
0.091558930370
Long
EC
CORP
ES
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BFQ4
7506382.40000000
PA
USD
8099389.69000000
0.053444220358
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
0.04500000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BE2
12500000.00000000
PA
USD
12542997.13000000
0.082765582128
Long
DBT
CORP
US
N
2
2025-11-01
Variable
0.02354000
N
N
N
N
N
N
YMCA OF GREATER NY
N/A
YMCA of Greater New York
98752YAP4
11065000.00000000
PA
USD
12515178.13000000
0.082582017091
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
0.05151000
N
N
N
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry, Inc
876030107
750.00000000
NS
USD
20227.50000000
0.000133472151
Long
EC
CORP
US
N
1
N
N
N
AVX Corp
549300DPW0ZJSVMJJM83
AVX Corp
002444107
28175.00000000
NS
USD
576742.25000000
0.003805662041
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills, Inc
370334104
398378.00000000
NS
USD
21337125.68000000
0.140794070950
Long
EC
CORP
US
N
1
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GXV2
11400000.00000000
PA
USD
12743034.00000000
0.084085535232
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
0.04009000
N
N
N
N
N
N
Red Robin Gourmet Burgers Inc
529900V6NUMBYX34LV46
Red Robin Gourmet Burgers, Inc
75689M101
27393.00000000
NS
USD
904516.86000000
0.005968498891
Long
EC
CORP
US
N
1
N
N
N
LeMaitre Vascular Inc
549300FZUBUB7MHY8R17
LeMaitre Vascular, Inc
525558201
27738.00000000
NS
USD
997181.10000000
0.006579948426
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAK8
3225000.00000000
PA
USD
3358031.25000000
0.022158134003
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
0.04250000
N
N
N
N
N
N
GOVERNMENT LOAN TRUST
N/A
Government Trust Certificate
38373PBH5
5000000.00000000
PA
USD
4882585.30000000
0.032217978722
Long
DBT
USGSE
US
N
2
2021-04-01
Fixed
0.00000000
N
N
N
N
N
N
MARYLAND ST CMNTY DEV ADMIN DE
N/A
Maryland Community Development Administration Housing Revenue
57419RD77
3540000.00000000
PA
USD
3613384.20000000
0.023843092975
Long
DBT
MUN
US
N
2
2039-03-01
Fixed
0.03797000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid, Inc
05351WAB9
15700000.00000000
PA
USD
16637733.37000000
0.109784900163
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.03800000
N
N
N
N
N
N
Casino Guichard Perrachon SA
969500VHL8F83GBL6L29
Casino Guichard Perrachon S.A.
F14133106
53872.00000000
NS
2519856.78000000
0.016627398628
Long
EC
CORP
FR
N
2
N
N
Marcus Corp/The
549300NL0OKPNEMP6B79
Marcus Corp
566330106
40820.00000000
NS
USD
1296851.40000000
0.008557337607
Long
EC
CORP
US
N
1
N
N
N
TriCo Bancshares
N/A
Trico Bancshares
896095106
2462.00000000
NS
USD
100474.22000000
0.000662984071
Long
EC
CORP
US
N
1
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates, Inc
562750109
771.00000000
NS
USD
61487.25000000
0.000405726636
Long
EC
CORP
US
N
1
N
N
N
Nitori Holdings Co Ltd
N/A
Nitori Co Ltd
664480902
300.00000000
NS
47355.38000000
0.000312476798
Long
EC
CORP
JP
N
2
N
N
N
SALVATION ARMY
549300UQ1LCLSQQ6V491
Salvation Army
795830AV0
4615000.00000000
PA
USD
5281461.15000000
0.034849980593
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.05637000
N
N
N
N
N
N
ALAMEDA CNTY CA
N/A
County of Alameda CA
010878BA3
7650000.00000000
PA
USD
8123688.00000000
0.053604553950
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
0.03820000
N
N
N
N
N
N
NORFOLK VA
N/A
City of Norfolk VA
655867TM1
3665000.00000000
PA
USD
3631611.85000000
0.023963369018
Long
DBT
MUN
US
N
2
2036-10-01
Fixed
0.03050000
N
N
N
N
N
N
Tactile Systems Technology Inc
54930069VDTITHOTKJ98
Tactile Systems Technology, Inc
87357P100
32643.00000000
NS
USD
2203728.93000000
0.014541413495
Long
EC
CORP
US
N
1
N
N
N
WOODSIDE FINANCE LTD
254900AIZKU6TGRRNZ98
Woodside Finance Ltd
980236AP8
10050000.00000000
PA
USD
10396882.38000000
0.068604338626
Long
DBT
CORP
AU
Y
2
2028-03-15
Fixed
0.03700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YX2
5000000.00000000
PA
USD
4970305.25000000
0.032796803117
Long
DBT
UST
US
N
2
2026-12-31
Fixed
0.01750000
N
N
N
N
N
N
Nippon Steel Corp
35380065QWQ4U2V3PA33
Nippon Steel Corp
J55999122
638600.00000000
NS
9625564.79000000
0.063514761655
Long
EC
CORP
JP
N
2
N
N
N
SSE PLC
549300KI75VYLLMSK856
Scottish & Southern Energy plc
G8842P102
606578.00000000
NS
11568801.82000000
0.076337306565
Long
EC
CORP
GB
N
2
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAF7
11625000.00000000
PA
USD
12078950.55000000
0.079703547996
Long
DBT
CORP
NL
Y
2
2024-07-15
Fixed
0.03625000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828R77
5785000.00000000
PA
USD
5766407.76000000
0.038049924599
Long
DBT
UST
US
N
2
2021-05-31
Fixed
0.01375000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748JAA3
1951476.33000000
PA
USD
1984255.28000000
0.013093205845
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
0.03500000
N
N
N
N
N
N
TES LLC
N/A
TES LLC
88159DAA3
11617620.78000000
PA
USD
11570254.58000000
0.076346892673
Long
ABS-O
CORP
US
Y
2
2047-10-20
Fixed
0.04330000
N
N
N
N
N
N
Kikkoman Corp
529900T9K5UH9HXOND47
Kikkoman Corp
649080009
138100.00000000
NS
6760650.92000000
0.044610486884
Long
EC
CORP
JP
N
2
N
N
N
Hibbett Sports Inc
529900RD6P643J1CZM55
Hibbett Sports, Inc
428567101
31775.00000000
NS
USD
890971.00000000
0.005879115869
Long
EC
CORP
US
N
1
N
N
N
Ultragenyx Pharmaceutical Inc
529900EV44GVDN1DCX77
Ultragenyx Pharmaceutical, Inc
90400D108
32423.00000000
NS
USD
1384786.33000000
0.009137580558
Long
EC
CORP
US
N
1
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora AS
K7681L102
14720.00000000
NS
640341.05000000
0.004225321844
Long
EC
CORP
DK
N
2
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42772GAB8
8572438.46000000
PA
USD
8914964.81000000
0.058825832813
Long
ABS-O
CORP
KY
Y
2
2048-09-20
Fixed
0.04670000
N
N
N
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353TW7
5369400.00000000
PA
USD
5579790.60000000
0.036818522110
Long
DBT
USGSE
US
N
2
2030-05-15
Fixed
0.03040000
N
N
N
N
N
N
PriceSmart Inc
549300JVYOSTGVSDZS46
Pricesmart, Inc
741511109
41116.00000000
NS
USD
2920058.32000000
0.019268148130
Long
EC
CORP
US
N
1
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890109
14406.00000000
NS
USD
768704.16000000
0.005072332125
Long
EC
CORP
US
N
1
N
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi S.A.
N/A
13040.00000000
NS
1025419.71000000
0.006766282280
Long
EC
CORP
FR
Y
2
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353VQ7
2338995.05000000
PA
USD
2374203.03000000
0.015666295210
Long
DBT
USGSE
US
N
2
2030-04-15
Fixed
0.02610000
N
N
N
N
N
N
National Oilwell Varco Inc
549300EHF3IW1AR6U008
National Oilwell Varco, Inc
637071101
11094.00000000
NS
USD
277904.70000000
0.001833767801
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YW4
74414500.00000000
PA
USD
74444021.72000000
0.491222530769
Long
DBT
UST
US
N
2
2022-12-15
Fixed
0.01625000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81747WAG2
414924.60000000
PA
USD
417333.24000000
0.002753793865
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
0.04000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320102
345540.00000000
NS
USD
32390919.60000000
0.213733072612
Long
EC
CORP
US
N
1
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GKW3
4425000.00000000
PA
USD
4439422.89000000
0.029293749810
Long
DBT
CORP
CA
N
2
2023-03-17
Variable
0.02341200
N
N
N
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart, Inc
217204106
102193.00000000
NS
USD
9293431.42000000
0.061323163313
Long
EC
CORP
US
N
1
N
N
N
Rosetta Stone Inc
5299001UYF7L66NG5049
Rosetta Stone, Inc
777780107
21480.00000000
NS
USD
389647.20000000
0.002571106171
Long
EC
CORP
US
N
1
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353E37
1743230.22000000
PA
USD
1797964.58000000
0.011863957518
Long
DBT
USGSE
US
N
2
2033-07-31
Fixed
0.02940000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AZ6
13900000.00000000
PA
USD
14373474.31000000
0.094844075634
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
0.04450000
N
N
N
N
N
N
InterContinental Hotels Group PLC
2138007ZFQYRUSLU3J98
InterContinental Hotels Group plc
N/A
140603.00000000
NS
9661497.96000000
0.063751868441
Long
EC
CORP
GB
N
2
N
N
N
Century Communities Inc
5299002QMB2O7ZL1CA26
Century Communities, Inc
156504300
30296.00000000
NS
USD
828595.60000000
0.005467528731
Long
EC
CORP
US
N
1
N
N
N
Woodside Petroleum Ltd
2549005ZC5RXAOO7FH41
Woodside Petroleum Ltd
980228100
247159.00000000
NS
5975955.89000000
0.039432638219
Long
EC
CORP
AU
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YT1
17500000.00000000
PA
USD
17471555.15000000
0.115286914099
Long
DBT
UST
US
N
2
2021-11-30
Fixed
0.01500000
N
N
N
N
N
N
Woodward Inc
YPYKXXTR8TFDH54ZMB45
Woodward Inc
980745103
40619.00000000
NS
USD
4810914.36000000
0.031745054507
Long
EC
CORP
US
N
1
N
N
N
EXGEN RENEWABLES IV LLC
5493004JBPWTPTK8LB51
ExGen Renewables IV LLC
30204KAB2
4776924.54000000
PA
USD
4705270.67000000
0.031047959434
Long
LON
CORP
US
N
2
2024-11-28
Variable
0.04910000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABH2
2000000.00000000
PA
USD
2086416.80000000
0.013767323648
Long
ABS-MBS
USGSE
US
N
2
2049-11-10
Variable
0.03879000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk AS
K72807132
426861.00000000
NS
24736097.18000000
0.163222351202
Long
EC
CORP
DK
N
2
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353YF8
16089549.25000000
PA
USD
16993070.76000000
0.112129611369
Long
DBT
USGSE
US
N
2
2030-12-15
Fixed
0.03370000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179TNQ4
6538189.85000000
PA
USD
6721385.55000000
0.044351392413
Long
ABS-MBS
USGSE
US
N
2
2047-12-20
Fixed
0.03000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069101
79444.00000000
NS
6611003.53000000
0.043623031237
Long
EC
CORP
CA
N
2
N
N
N
CHICAGO IL
T5UYO5SYLC8K73MJQX30
City of Chicago IL
167486C98
5395000.00000000
PA
USD
6767649.85000000
0.044656669667
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
0.07750000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
1395331.00000000
NS
USD
83510560.35000000
0.551048530873
Long
EC
CORP
US
N
1
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services, Inc
74762E102
77855.00000000
NS
USD
3169477.05000000
0.020913949861
Long
EC
CORP
US
N
1
N
N
N
Renew Financial
N/A
Renew
75973FAA9
9371337.09000000
PA
USD
9563967.74000000
0.063108310498
Long
ABS-O
CORP
KY
Y
2
2053-09-20
Fixed
0.03950000
N
N
N
N
N
N
Covetrus Inc
5493009S30DUFCF75V87
Covetrus, Inc
22304C100
148813.00000000
NS
USD
1964331.60000000
0.012961738465
Long
EC
CORP
US
N
1
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila Oyj (B Shares)
X98155116
350496.00000000
NS
3874197.92000000
0.025564085107
Long
EC
CORP
FI
N
2
N
N
N
MSDB Trust
N/A
MSDB Trust
55354JAA2
5000000.00000000
PA
USD
5148896.50000000
0.033975246244
Long
ABS-MBS
USGSE
US
Y
2
2039-07-11
Variable
0.03316000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8KY0
4195276.97000000
PA
USD
4558510.93000000
0.030079558087
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.04500000
N
N
N
N
N
N
Solarcity LMC Series LLC
N/A
SolarCity LMC
83416NAA1
3971774.99000000
PA
USD
4093316.87000000
0.027009952252
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
0.04800000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
118876.00000000
NS
USD
20179201.00000000
0.133153448122
Long
EC
CORP
US
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CX6
9400000.00000000
PA
USD
9904833.02000000
0.065357526776
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.03650000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loans LLC
61946GAA1
6236806.73000000
PA
USD
6347363.48000000
0.041883389429
Long
ABS-O
CORP
US
Y
2
2043-06-22
Fixed
0.03820000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BN3
5500000.00000000
PA
USD
5574547.22000000
0.036783923410
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
0.03000000
N
N
N
N
N
N
PENNSYLVANIA ST ECON DEV FINGA
N/A
Pennsylvania Economic Development Financing Authority
708692BK3
180000.00000000
PA
USD
191696.40000000
0.001264918103
Long
DBT
MUN
US
Y
2
2036-06-01
Fixed
0.05750000
N
N
N
N
N
N
CANAL BARGE CO
549300FW5XOTMDFBYM02
Canal Barge Co, Inc
137001AF0
4545000.00000000
PA
USD
5066448.67000000
0.033431210192
Long
DBT
CORP
US
N
2
2034-11-12
Fixed
0.04500000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
216448.00000000
NS
USD
5621154.56000000
0.037091464230
Long
EC
CORP
US
N
1
N
N
N
TEXAS ST WTR DEV BRD
N/A
Texas Water Development Board
882854S86
5880000.00000000
PA
USD
6325586.40000000
0.041739692297
Long
DBT
MUN
US
N
2
2048-10-15
Fixed
0.04340000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co
742718109
719091.00000000
NS
USD
89814465.90000000
0.592645161018
Long
EC
CORP
US
N
1
N
N
N
Paylocity Holding Corp
549300VH75FTB4DIEE07
Paylocity Holding Corp
70438V106
5706.00000000
NS
USD
689398.92000000
0.004549032606
Long
EC
CORP
US
N
1
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AM5
1975000.00000000
PA
USD
2047680.75000000
0.013511721921
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03950000
N
N
N
N
N
N
Orsted A/S
W9NG6WMZIYEU8VEDOG48
Orsted AS
N/A
109555.00000000
NS
11330695.68000000
0.074766151515
Long
EC
CORP
DK
Y
2
N
N
N
Aptiv PLC
N/A
Aptiv plc
G6095L109
71684.00000000
NS
USD
6807829.48000000
0.044921796928
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XD27
902614.48000000
PA
USD
901637.04000000
0.005949496257
Long
ABS-CBDO
USGSE
US
N
2
2030-08-25
Variable
0.02692000
N
N
N
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
5300000.00000000
PA
USD
5882456.49000000
0.038815677839
Long
DBT
CORP
LU
Y
2
2049-04-02
Variable
0.05000000
N
N
N
N
N
N
Allscripts Healthcare Solutions Inc
Y68YJHVB1GU4TAU3C223
Allscripts Healthcare Solutions, Inc
01988P108
123367.00000000
NS
USD
1210847.11000000
0.007989834079
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CV35
46883864.46000000
PA
USD
49139333.72000000
0.324248305136
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
187147.00000000
NS
USD
8618119.35000000
0.056867083477
Long
EC
CORP
US
N
1
N
N
N
FibroGen Inc
549300Q914ULWWY95822
FibroGen, Inc
31572Q808
40521.00000000
NS
USD
1737945.69000000
0.011467919927
Long
EC
CORP
US
N
1
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc
200340107
153641.00000000
NS
USD
11023741.75000000
0.072740700943
Long
EC
CORP
US
N
1
N
N
N
Chr Hansen Holding A/S
549300MKPW8ZF3E8MW37
Christian Hansen Holding
K1830B107
6223.00000000
NS
494525.72000000
0.003263152233
Long
EC
CORP
DK
N
2
N
N
N
First Solar Inc
549300NPYMLM4NHTOF27
First Solar, Inc
336433107
21963.00000000
NS
USD
1229049.48000000
0.008109943311
Long
EC
CORP
US
N
1
N
N
N
Nomura Real Estate Holdings Inc
N/A
Nomura Real Estate Holdings, Inc
B1CWJM906
59300.00000000
NS
1422327.79000000
0.009385299725
Long
EC
CORP
JP
N
2
N
N
N
Signet Jewelers Ltd
549300N3XPGE91WV7M22
Signet Jewelers Ltd
G81276100
34864.00000000
NS
USD
757943.36000000
0.005001326458
Long
EC
CORP
US
N
1
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048AS7
5000000.00000000
PA
USD
5000763.90000000
0.032997786014
Long
DBT
NUSS
JP
N
2
2021-04-20
Fixed
0.01875000
N
N
N
N
N
N
CatchMark Timber Trust Inc
54930027IT0GQOYYOW30
CatchMark Timber Trust, Inc
14912Y202
68626.00000000
NS
USD
787140.22000000
0.005193983371
Long
EC
CORP
US
N
1
N
N
N
Herc Holdings Inc
549300TP80QLITMSBP82
Herc Holdings, Inc
42704L104
32714.00000000
NS
USD
1601023.16000000
0.010564429893
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp
020002101
112380.00000000
NS
USD
12637131.00000000
0.083386729089
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA ST
N/A
State of California
13063DGE2
11565000.00000000
PA
USD
12814020.00000000
0.084553939836
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
0.04600000
N
N
N
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
Barry Callebaut AG.
547692905
2928.00000000
NS
6463519.31000000
0.042649849373
Long
EC
CORP
CH
N
2
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353TZ0
2749394.75000000
PA
USD
2768206.66000000
0.018266147499
Long
DBT
USGSE
US
N
2
2026-09-15
Fixed
0.02290000
N
N
N
N
N
N
KERN CNTY CA WTR AGY IMPT DIST
N/A
Kern County Water Agency Improvement District No 4
49228YBJ6
2000000.00000000
PA
USD
2215460.00000000
0.014618821536
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
0.04276000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins, Inc
231021106
49701.00000000
NS
USD
8894490.96000000
0.058690735109
Long
EC
CORP
US
N
1
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG.
D31709104
83785.00000000
NS
6088227.33000000
0.040173466825
Long
EC
CORP
DE
N
2
N
N
N
Shiseido Co Ltd
5299008QCD0YDT5OF506
Shiseido Co Ltd
680526001
164900.00000000
NS
11709544.24000000
0.077266002330
Long
EC
CORP
JP
N
2
N
N
Federal Home Loan Bank Discount Notes
N/A
Federal Home Loan Bank (FHLB)
313384SD2
8445000.00000000
PA
USD
8437561.39000000
0.055675662917
Long
STIV
USGSE
US
N
2
N
N
N
TEXAS ST WTR DEV BRD
N/A
Texas Water Development Board
882854VM1
1255000.00000000
PA
USD
1348045.70000000
0.008895145708
Long
DBT
MUN
US
N
2
2035-10-15
Fixed
0.04248000
N
N
N
N
N
N
AMERCO
5493003WIDMLDHYC6Y24
Amerco, Inc
023586100
3505.00000000
NS
USD
1317249.10000000
0.008691932832
Long
EC
CORP
US
N
1
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
564759QB7
9076000.00000000
PA
USD
9081258.27000000
0.059923128370
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
0.02546900
N
N
N
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali S.p.A.
T05040109
541292.00000000
NS
11174860.36000000
0.073737864508
Long
EC
CORP
IT
N
2
N
N
N
FEDERAL REALTY INVS TRST
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747AT4
3500000.00000000
PA
USD
3554659.47000000
0.023455594962
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.02750000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAL3
2750000.00000000
PA
USD
2560492.55000000
0.016895535751
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Variable
0.02996800
N
N
N
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co
189054109
493.00000000
NS
USD
75695.22000000
0.000499478624
Long
EC
CORP
US
N
1
N
N
N
Lundin Mining Corp
549300FQDIM6C8HTN269
Lundin Mining Corp
550372106
663979.00000000
NS
3967869.58000000
0.026182182152
Long
EC
CORP
CA
N
2
N
N
Barnes Group Inc
G1MSYD2DQZX30V5DMX12
Barnes Group, Inc
067806109
68269.00000000
NS
USD
4229947.24000000
0.027911514454
Long
EC
CORP
US
N
1
N
N
N
Vocera Communications Inc
5493006D2J6NPNZ60K83
Vocera Communications, Inc
92857F107
63073.00000000
NS
USD
1309395.48000000
0.008640110335
Long
EC
CORP
US
N
1
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital, Inc
377372AM9
8650000.00000000
PA
USD
9278997.90000000
0.061227923023
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.03625000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137B56X6
2600000.00000000
PA
USD
2685454.72000000
0.017720104762
Long
ABS-CBDO
USGSE
US
N
2
2033-10-15
Fixed
0.03000000
N
N
N
N
N
N
Bright Horizons Family Solutions Inc
N/A
Bright Horizons Family Solutions
109194100
36619.00000000
NS
USD
5503469.51000000
0.036314913652
Long
EC
CORP
US
N
1
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
N/A
40112.00000000
NS
6328353.88000000
0.041757953650
Long
EC
CORP
FR
N
2
N
N
N
EXPORT DEVELOPMNT CANADA
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BHH8
12500000.00000000
PA
USD
12895047.50000000
0.085088603772
Long
DBT
NUSS
CA
N
2
2024-02-21
Fixed
0.02625000
N
N
N
N
N
N
Chugai Pharmaceutical Co Ltd
529900T9LAII161DCN95
Chugai Pharmaceutical Co Ltd
J06930101
114097.00000000
NS
10507789.78000000
0.069336166548
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YG9
17100000.00000000
PA
USD
16875990.17000000
0.111357049350
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.01625000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos (Class A)
518439104
83113.00000000
NS
USD
17166159.02000000
0.113271742748
Long
EC
CORP
US
N
1
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
Manpower, Inc
56418H100
15748.00000000
NS
USD
1529130.80000000
0.010090044628
Long
EC
CORP
US
N
1
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BT9
14000000.00000000
PA
USD
15045329.46000000
0.099277344813
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
0.03750000
N
N
N
N
N
N
CyberAgent Inc
3538006T5KZABPGS8Q08
CyberAgent, Inc
622050904
700.00000000
NS
24385.03000000
0.000160905817
Long
EC
CORP
JP
N
2
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AK0
9000000.00000000
PA
USD
10557538.20000000
0.069664433939
Long
DBT
CORP
US
N
2
2034-11-15
Fixed
0.04650000
N
N
N
N
N
N
GRACE MORTGAGE TRUST
N/A
GRACE Mortgage Trust
38406HAA0
10000000.00000000
PA
USD
10106244.00000000
0.066686547012
Long
ABS-MBS
USGSE
US
Y
2
2028-06-10
Fixed
0.03368700
N
N
N
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353YV3
18733516.27000000
PA
USD
20464656.34000000
0.135037039192
Long
DBT
USGSE
US
N
2
2032-12-20
Fixed
0.03820000
N
Y
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy, Inc
867224107
500091.00000000
NS
16390491.67000000
0.108153463672
Long
EC
CORP
CA
N
2
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group
74251V102
61399.00000000
NS
USD
3376945.00000000
0.022282937311
Long
EC
CORP
US
N
1
N
N
N
Residential Asset Securities C
N/A
RASC Trust
76110W3U8
650000.00000000
PA
USD
650738.66000000
0.004293930983
Long
ABS-O
CORP
US
N
2
2035-08-25
Variable
0.03079900
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063CNQ9
38330000.00000000
PA
USD
40980902.80000000
0.270414498324
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
0.03750000
N
N
N
N
N
N
Insight Enterprises Inc
529900S8991TYW6YP792
Insight Enterprises, Inc
45765U103
20660.00000000
NS
USD
1452191.40000000
0.009582356221
Long
EC
CORP
US
N
1
N
N
N
Sabra Health Care REIT Inc
549300E3BC7GU7TAZ621
Sabra Healthcare REIT, Inc
78573L106
19104.00000000
NS
USD
407679.36000000
0.002690092264
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
265659.00000000
NS
USD
14951288.52000000
0.098656811055
Long
EC
CORP
US
N
1
N
N
N
UNION 16 LEASING LLC
N/A
Union 16 Leasing LLC
908256AA8
2316863.59000000
PA
USD
2310271.81000000
0.015244441918
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.01863000
N
N
N
N
N
N
Hankyu Hanshin Holdings Inc
N/A
Hankyu Hanshin Holdings, Inc
640866000
18300.00000000
NS
782794.28000000
0.005165306473
Long
EC
CORP
JP
N
2
N
N
N
Allegion PLC
N/A
Allegion plc
G0176J109
429.00000000
NS
USD
53427.66000000
0.000352545036
Long
EC
CORP
US
N
1
N
N
N
Exponent Inc
529900NY3F5Q2NWPUZ42
Exponent, Inc
30214U102
18766.00000000
NS
USD
1295041.66000000
0.008545395949
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
346201.00000000
NS
USD
23832476.84000000
0.157259768042
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140HJJT9
6948499.46000000
PA
USD
7661561.01000000
0.050555186326
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
0.05000000
N
N
N
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
Prudential plc
G72899100
858699.00000000
NS
16453214.04000000
0.108567340308
Long
EC
CORP
GB
N
2
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652JAA5
282842.12000000
PA
USD
282968.69000000
0.001867182788
Long
ABS-O
CORP
US
Y
2
2032-09-20
Fixed
0.02580000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSB2
3167991.96000000
PA
USD
3389276.17000000
0.022364305141
Long
ABS-MBS
MUN
US
N
2
2048-07-01
Fixed
0.04000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
QZ8781945
46500000.00000000
PA
USD
46102714.70000000
0.304211025506
Long
DBT
NUSS
N/A
N
2
2021-11-04
Fixed
0.01546000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
467019.00000000
NS
USD
33793494.84000000
0.222988034167
Long
EC
CORP
US
N
1
N
N
N
Armstrong World Industries Inc
KXMRXXOJ88Q45Y45MG74
Armstrong World Industries, Inc
04247X102
456.00000000
NS
USD
42850.32000000
0.000282749939
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc
95040Q104
266765.00000000
NS
USD
21816041.70000000
0.143954221811
Long
EC
CORP
US
N
1
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc (Step Bond)
25746UDB2
4850000.00000000
PA
USD
4991868.22000000
0.032939087432
Long
DBT
CORP
US
N
2
2024-08-15
Variable
0.03071000
N
N
N
N
N
N
SWISS RE TREASURY (US)
549300G1I1ZMYS87KM16
Swiss Re Treasury US Corp
87089HAB9
14024000.00000000
PA
USD
16159500.67000000
0.106629258222
Long
DBT
CORP
US
Y
2
2042-12-06
Fixed
0.04250000
N
N
N
N
N
N
Triple-S Management Corp
N/A
Triple-S Management Corp (Class B)
896749108
19426.00000000
NS
USD
359186.74000000
0.002370111331
Long
EC
CORP
US
N
1
N
N
N
SAN FRANCISCO CITY & CNTY CA C
549300RA28ZEFOB6M782
City & County of San Francisco CA
79765DV72
7085000.00000000
PA
USD
7399928.25000000
0.048828789720
Long
DBT
MUN
US
N
2
2047-04-01
Fixed
0.04000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NAZ8
12500000.00000000
PA
USD
12636772.00000000
0.083384360210
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
0.03125000
N
N
N
N
N
N
Farmer Brothers Co
5493006PMLETBTVJ3262
Farmer Bros Co
307675108
8514.00000000
NS
USD
128220.84000000
0.000846071505
Long
EC
CORP
US
N
1
N
N
N
Cerus Corp
254900BIEY9XIDA04Q21
Cerus Corp
157085101
190662.00000000
NS
USD
804593.64000000
0.005309150620
Long
EC
CORP
US
N
1
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802DAG1
6000000.00000000
PA
USD
6002021.04000000
0.039604630390
Long
DBT
NUSS
FR
Y
2
2020-04-17
Fixed
0.02000000
N
N
N
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
4188.00000000
NS
USD
501554.88000000
0.003309534490
Long
EC
CORP
US
N
1
N
N
N
Exterran Corp
549300PVC7ZU5RSQHZ60
Exterran Corp
30227H106
33952.00000000
NS
USD
265844.16000000
0.001754185736
Long
EC
CORP
US
N
1
N
N
N
WI TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YS3
58460000.00000000
PA
USD
57531719.51000000
0.379625874640
Long
DBT
UST
US
N
2
2029-11-15
Fixed
0.01750000
N
N
N
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty, Inc
90384S303
24383.00000000
NS
USD
6172312.62000000
0.040728307738
Long
EC
CORP
US
N
1
N
N
N
Wesco Aircraft Holdings Inc
529900P5VTXZS191P208
Wesco Aircraft Holdings, Inc
950814103
141367.00000000
NS
USD
1557864.34000000
0.010279644301
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
213036.00000000
NS
USD
27313345.56000000
0.180228451120
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group, Inc
12504L109
94275.00000000
NS
USD
5778114.75000000
0.038127173747
Long
EC
CORP
US
N
1
N
N
N
Hang Lung Properties Ltd
529900CIVTNMXQT59E61
Hang Lung Properties Ltd
603050006
2028000.00000000
NS
4452969.88000000
0.029383140289
Long
EC
CORP
HK
N
2
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VHX7
41500000.00000000
PA
USD
41971704.36000000
0.276952351042
Long
DBT
NUSS
N/A
N
2
2026-04-07
Fixed
0.02125000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FQ68
347489.65000000
PA
USD
389921.39000000
0.002572915427
Long
ABS-MBS
USGSE
US
N
2
2045-08-20
Fixed
0.04500000
N
N
N
N
N
N
HANWHA ENERGY USA HOLDN
549300VVIE7XDIYNIT55
Hanwha Energy USA Holdings Corp
41135WAA9
16000000.00000000
PA
USD
16068269.92000000
0.106027267641
Long
DBT
CORP
CN
Y
2
2022-07-30
Fixed
0.02375000
N
N
N
N
N
N
FORD FOUNDATION/THE
54930013YZ3DULPNNT44
Ford Foundation
34531XAA2
9500000.00000000
PA
USD
10671548.93000000
0.070416739336
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
0.03859000
N
N
N
N
N
N
Fast Retailing Co Ltd
353800ZCXKHDPY0N5218
Fast Retailing Co Ltd
J1346E100
18500.00000000
NS
10990366.37000000
0.072520471860
Long
EC
CORP
JP
N
2
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France S.A.
268317AS3
22500000.00000000
PA
USD
23859614.48000000
0.157438837092
Long
DBT
CORP
FR
Y
2
2025-10-13
Fixed
0.03625000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
284813.00000000
NS
USD
9817504.11000000
0.064781282678
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
411510.00000000
NS
USD
54084759.30000000
0.356880938530
Long
EC
CORP
US
N
1
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc
655044AH8
12850000.00000000
PA
USD
13572328.95000000
0.089557678658
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.03900000
N
N
N
N
N
N
Ingersoll-Rand PLC
549300BURLR9SLYY2705
Ingersoll-Rand plc
G47791101
95239.00000000
NS
USD
12659167.88000000
0.083532140523
Long
EC
CORP
US
N
1
N
N
N
ANA Holdings Inc
5493008IRKIY0G3TE305
All Nippon Airways Co Ltd
601490006
26400.00000000
NS
881324.92000000
0.005815465736
Long
EC
CORP
JP
N
2
N
N
N
Mirati Therapeutics Inc
529900GYRW59IDQV6N54
Mirati Therapeutics, Inc
60468T105
2060.00000000
NS
USD
265451.60000000
0.001751595410
Long
EC
CORP
US
N
1
N
N
N
Land Securities Group PLC
213800V8IAVKS37D6B88
Land Securities Group plc
G5375M142
12720.00000000
NS
166969.17000000
0.001101754262
Long
EC
CORP
GB
N
2
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
Energias de Portugal S.A.
X67925119
10425.00000000
NS
45238.17000000
0.000298506284
Long
EC
CORP
PT
N
2
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International, Inc
559222401
162320.00000000
NS
8900068.54000000
0.058727539045
Long
EC
CORP
CA
N
2
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc
26614N102
293870.00000000
NS
USD
18866454.00000000
0.124491222618
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc
681919106
389311.00000000
NS
USD
31541977.22000000
0.208131284655
Long
EC
CORP
US
N
1
N
N
N
George Weston Ltd
549300GEHU6LUSPS7Q65
George Weston Ltd
961148509
63518.00000000
NS
5039177.82000000
0.033251262150
Long
EC
CORP
CA
N
2
N
N
N
Axon Enterprise Inc
549300QP2IEEGFE16681
Axon Enterprise, Inc
05464C101
79229.00000000
NS
USD
5805901.12000000
0.038310523473
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
G51502105
415507.00000000
NS
USD
16915289.97000000
0.111616371009
Long
EC
CORP
US
N
1
N
N
N
H.B. FULLER CO
JSMX3Z5FOYM8V0Q52357
H.B. Fuller Co
40409VAR5
2591412.21000000
PA
USD
2597346.54000000
0.017138718612
Long
LON
CORP
US
N
2
2024-10-21
Variable
0.03764630
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0MC0
117818.92000000
PA
USD
118034.36000000
0.000778855517
Long
ABS-CBDO
USGSE
US
N
2
2029-07-25
Variable
0.02992000
N
N
N
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
Kuehne & Nagel International AG.
B142S6906
723.00000000
NS
121945.98000000
0.000804666533
Long
EC
CORP
CH
N
2
N
N
N
SP Plus Corp
0IDE18EMH1CUKQCUYE69
SP Plus Corp
78469C103
1544.00000000
NS
USD
65511.92000000
0.000432283619
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A4PJ1
8253048.50000000
PA
USD
8649228.75000000
0.057072360380
Long
ABS-O
USGSE
US
N
2
2033-10-15
Fixed
0.03700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36295QBH2
154384.02000000
PA
USD
171951.96000000
0.001134633446
Long
ABS-MBS
USGSE
US
N
2
2038-04-15
Fixed
0.05000000
N
N
N
N
N
N
Glacier Bancorp Inc
N/A
Glacier Bancorp, Inc
37637Q105
2590.00000000
NS
USD
119114.10000000
0.000785980234
Long
EC
CORP
US
N
1
N
N
N
SpartanNash Co
549300TV3QCCSQLF5X16
SpartanNash Co
847215100
91533.00000000
NS
USD
1303429.92000000
0.008600746294
Long
EC
CORP
US
N
1
N
N
N
FARO Technologies Inc
529900MFEFNOFP3YR823
FARO Technologies, Inc
311642102
25626.00000000
NS
USD
1290269.10000000
0.008513903978
Long
EC
CORP
US
N
1
N
N
N
PALM BEACH CNTY FL SOL WST AUT
N/A
Palm Beach County Solid Waste Authority
696560LF6
2500000.00000000
PA
USD
2567050.00000000
0.016938805406
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
0.02636000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769EX8
10000000.00000000
PA
USD
10191230.80000000
0.067247336583
Long
DBT
CORP
DE
N
2
2022-01-25
Fixed
0.02625000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA P
N/A
City of San Francisco CA Public Utilities Commission Water Revenue
79765RN96
3345000.00000000
PA
USD
3478666.20000000
0.022954149641
Long
DBT
MUN
US
N
2
2026-11-01
Fixed
0.03000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAK8
4500000.00000000
PA
USD
4612347.68000000
0.030434802524
Long
DBT
CORP
NO
N
2
2024-01-15
Fixed
0.02650000
N
N
N
N
N
N
Kyushu Electric Power Co Inc
549300BYNZPLKQVQH430
Kyushu Electric Power Co, Inc
649980000
374700.00000000
NS
3250889.44000000
0.021451153512
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140GVZ73
5919517.11000000
PA
USD
6332982.30000000
0.041788494507
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
0.04000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems, Inc
17275R102
1302522.00000000
NS
USD
62468955.12000000
0.412204466115
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings, Inc
46266C105
76044.00000000
NS
USD
11749558.44000000
0.077530037993
Long
EC
CORP
US
N
1
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc
655044AJ4
3290000.00000000
PA
USD
3662946.47000000
0.024170132046
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
0.05050000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAB2
2550000.00000000
PA
USD
2803569.35000000
0.018499489945
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
0.04650000
N
N
N
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
J48818124
103381.00000000
NS
4278365.51000000
0.028231004784
Long
EC
CORP
JP
N
2
N
N
N
Hancock Whitney Corp
549300GRNBWY8HIICT41
Hancock Whitney Corp
410120109
5441.00000000
NS
USD
238751.08000000
0.001575410718
Long
EC
CORP
US
N
1
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759MZ8
4000000.00000000
PA
USD
4200196.44000000
0.027715202340
Long
DBT
USGSE
US
N
2
2026-08-01
Fixed
0.02860000
N
N
N
N
N
N
VIVINT SOLAR FINANCING LLC
N/A
Vivint Colar Financing V LLC
92854VAA3
14712655.76000000
PA
USD
15332291.03000000
0.101170874816
Long
ABS-O
CORP
US
Y
2
2048-04-30
Fixed
0.04730000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power & Light Co
461070AL8
6575000.00000000
PA
USD
6841016.94000000
0.045140786011
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.03250000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648HAN3
1179929.80000000
PA
USD
1183390.89000000
0.007808662864
Long
ABS-CBDO
USGSE
US
Y
2
2047-05-25
Variable
0.03500000
N
N
N
N
N
N
Big Lots Inc
N/A
Big Lots, Inc
089302103
86913.00000000
NS
USD
2496141.36000000
0.016470911265
Long
EC
CORP
US
N
1
N
N
N
FirstKey Mortgage Trust
549300FDRDXQEPF84Y37
FirstKey Mortgage Trust
33766WAH7
3217872.48000000
PA
USD
3265426.52000000
0.021547077147
Long
ABS-CBDO
USGSE
US
Y
2
2044-11-25
Variable
0.03500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9SN2
26271869.59000000
PA
USD
26762703.25000000
0.176595010814
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
0.03000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA P
N/A
City of San Francisco CA Public Utilities Commission Water Revenue
79765RQ51
18500000.00000000
PA
USD
19258130.00000000
0.127075715926
Long
DBT
MUN
US
N
2
2046-11-01
Fixed
0.04185000
N
N
N
N
N
N
Harley-Davidson Inc
ZDNAWZWXIKMWI51R2A08
Harley-Davidson, Inc
412822108
97691.00000000
NS
USD
3633128.29000000
0.023973375322
Long
EC
CORP
US
N
1
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services, Inc
41283LAU9
8000000.00000000
PA
USD
8256581.12000000
0.054481455724
Long
DBT
CORP
US
Y
2
2022-02-04
Fixed
0.04050000
N
N
N
N
N
N
Resources Connection Inc
N/A
Resources Connection, Inc
76122Q105
21731.00000000
NS
USD
354867.23000000
0.002341608832
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc
43300A203
200679.00000000
NS
USD
22257307.89000000
0.146865938422
Long
EC
CORP
US
N
1
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971M103
7102.00000000
NS
274990.23000000
0.001814536528
Long
EC
CORP
CA
N
2
N
N
N
ZIOPHARM Oncology Inc
N/A
ZIOPHARM Oncology, Inc
98973P101
30112.00000000
NS
USD
142128.64000000
0.000937842806
Long
EC
CORP
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DDN9
200603.61000000
PA
USD
214583.86000000
0.001415942131
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.05000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL WTR & SWR R
N/A
County of Miami-Dade FL Water & Sewer System Revenue
59334DLS1
12015000.00000000
PA
USD
12057412.95000000
0.079561431085
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
0.03490000
N
N
N
N
N
N
Itron Inc
24F6LSZD18II6ICG6S41
Itron, Inc
465741106
9147.00000000
NS
USD
767890.65000000
0.005066964139
Long
EC
CORP
US
N
1
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH plc
G25508105
231534.00000000
NS
9286574.89000000
0.061277920164
Long
EC
CORP
IE
N
2
N
N
N
Hexcel Corp
S6Q7LW43WUBUHXY2QP69
Hexcel Corp
428291108
99540.00000000
NS
USD
7297277.40000000
0.048151443048
Long
EC
CORP
US
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust
63941NAA7
2254458.13000000
PA
USD
2249448.95000000
0.014843099291
Long
ABS-O
CORP
US
Y
2
2067-06-27
Variable
0.02042000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AN4
3700000.00000000
PA
USD
3860127.19000000
0.025471238704
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
0.03250000
N
N
N
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
J32491102
52874.00000000
NS
18566091.87000000
0.122509268362
Long
EC
CORP
JP
N
2
N
N
N
WESCO International Inc
529900TXOGREY3WNJ434
WESCO International, Inc
95082P105
698.00000000
NS
USD
41454.22000000
0.000273537705
Long
EC
CORP
US
N
1
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial, Inc
929089100
26721.00000000
NS
USD
1629446.58000000
0.010751983225
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group, Inc
74144T108
61710.00000000
NS
USD
7518746.40000000
0.049612817114
Long
EC
CORP
US
N
1
N
N
N
CHICAGO IL MET WTR RECLAMATION
N/A
Chicago Metropolitan Water Reclamation District-Greater Chicago
167560PL9
11645000.00000000
PA
USD
15235386.40000000
0.100531444859
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
0.05720000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DR0
4250000.00000000
PA
USD
4280858.32000000
0.028247453713
Long
DBT
USGSE
US
N
2
2022-11-15
Fixed
0.02050000
N
N
N
N
N
N
CONSERVATION FUND
N/A
Conservation Fund
20848FAA8
3125000.00000000
PA
USD
3110989.03000000
0.020528013790
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.03474000
N
N
N
N
N
N
Cogent Communications Holdings Inc
N/A
Cogent Communications Group, Inc
19239V302
52413.00000000
NS
USD
3449299.53000000
0.022760372228
Long
EC
CORP
US
N
1
N
N
N
Natixis SA
KX1WK48MPD4Y2NCUIZ63
Natixis
F6483L100
948661.00000000
NS
4225825.78000000
0.027884318797
Long
EC
CORP
FR
N
2
N
N
N
PBF Energy Inc
2549003PBEDCSZMZIY02
PBF Energy, Inc
69318G106
18249.00000000
NS
USD
572471.13000000
0.003777478846
Long
EC
CORP
US
N
1
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152G39
8000000.00000000
PA
USD
8490720.00000000
0.056026432614
Long
DBT
MUN
US
N
2
2022-02-01
Fixed
0.05000000
N
N
N
N
N
N
Beacon Roofing Supply Inc
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc
073685109
2120.00000000
NS
USD
67797.60000000
0.000447365790
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning, Inc
690742101
386.00000000
NS
USD
25136.32000000
0.000165863241
Long
EC
CORP
US
N
1
N
N
N
Lydall Inc
549300HATFXXTSIQU854
Lydall, Inc
550819106
24449.00000000
NS
USD
501693.48000000
0.003310449049
Long
EC
CORP
US
N
1
N
N
N
Zendesk Inc
549300SLI6BN94BKKO36
Zendesk, Inc
98936J101
37590.00000000
NS
USD
2880521.70000000
0.019007263803
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
355443.00000000
NS
USD
26405860.47000000
0.174240366217
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BP59
553501.83000000
PA
USD
596948.70000000
0.003938995293
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
0.04500000
N
N
N
N
N
N
Wendy's Co/The
529900M0JIUCMWVKHG76
Wendy's
95058W100
3787.00000000
NS
USD
84109.27000000
0.000554999145
Long
EC
CORP
US
N
1
N
N
N
AnaptysBio Inc
529900HH4WQT03IG1A12
AnaptysBio, Inc
032724106
48544.00000000
NS
USD
788840.00000000
0.005205199453
Long
EC
CORP
US
N
1
N
N
N
Marui Group Co Ltd
52990081ZYFHQZEEMU57
Marui Co Ltd
J40089104
2400.00000000
NS
58518.08000000
0.000386134422
Long
EC
CORP
JP
N
2
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc
78409V104
154156.00000000
NS
USD
42092295.80000000
0.277748079577
Long
EC
CORP
US
N
1
N
N
N
Newcrest Mining Ltd
5299006MN50OZJUJI655
Newcrest Mining Ltd
Q6651B114
423759.00000000
NS
8949354.71000000
0.059052756256
Long
EC
CORP
AU
N
2
N
N
N
Helix Energy Solutions Group Inc
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group, Inc
42330P107
65323.00000000
NS
USD
629060.49000000
0.004150886515
Long
EC
CORP
US
N
1
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12479RAB3
3829454.49000000
PA
USD
3821805.92000000
0.025218373923
Long
ABS-O
CORP
US
Y
2
2044-10-15
Fixed
0.03660000
N
N
N
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
DSM NV
B0HZL9902
5941.00000000
NS
776759.58000000
0.005125486209
Long
EC
CORP
NL
N
2
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BJ1
7250000.00000000
PA
USD
7271750.00000000
0.047982999246
Long
DBT
CORP
CL
Y
2
2030-01-29
Fixed
0.04200000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc
09857L108
22027.00000000
NS
USD
45237510.71000000
0.298501934517
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CV27
1633618.88000000
PA
USD
1694411.13000000
0.011180654997
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.03500000
N
N
N
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
G491BT108
229267.00000000
NS
USD
4122220.66000000
0.027200675329
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc
127387108
147514.00000000
NS
USD
10231571.04000000
0.067513523636
Long
EC
CORP
US
N
1
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap, Inc
364760108
118188.00000000
NS
USD
2089563.84000000
0.013788089546
Long
EC
CORP
US
N
1
N
N
N
Mowi ASA
549300W1OGQF5LZIH349
PAN Fish ASA
B02L48900
113527.00000000
NS
2951805.83000000
0.019477635633
Long
EC
CORP
NO
N
2
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AY9
4425000.00000000
PA
USD
4489985.77000000
0.029627391456
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.03400000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
Centerpoint Energy, Inc
15189T107
108328.00000000
NS
USD
2954104.56000000
0.019492803916
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
3972.00000000
NS
USD
250593.48000000
0.001653553376
Long
EC
CORP
US
N
1
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
5500000.00000000
PA
USD
5608239.73000000
0.037006245091
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
0.04500000
N
N
N
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
6903532L0
3050000.00000000
PA
USD
3220305.29000000
0.021249342497
Long
DBT
USGSE
US
N
2
2021-01-26
Fixed
0.00000000
N
N
N
N
N
N
Legg Mason Inc
OWUNCC6U1ZJXMZKFBJ36
Legg Mason, Inc
524901105
47941.00000000
NS
USD
1721561.31000000
0.011359806792
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
242430.00000000
NS
USD
20562912.60000000
0.135685387946
Long
EC
CORP
US
N
1
N
N
N
Orange SA
969500MCOONR8990S771
Orange S. A.
F4113C103
771949.00000000
NS
11344718.55000000
0.074858682111
Long
EC
CORP
FR
N
2
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152QW4
9000000.00000000
PA
USD
9793260.00000000
0.064621306728
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
0.05520000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
12595BAX9
6650000.00000000
PA
USD
6966522.71000000
0.045968941994
Long
ABS-MBS
USGSE
US
Y
2
2037-06-15
Variable
0.03677000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DW9
8000000.00000000
PA
USD
8517178.56000000
0.056201020721
Long
DBT
USGSE
US
N
2
2025-06-15
Fixed
0.03250000
N
N
N
N
N
N
Service Corp International/US
549300RKVM2ME20JHZ15
Service Corp International
817565104
95265.00000000
NS
USD
4385047.95000000
0.028934954100
Long
EC
CORP
US
N
1
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EJ8
14000000.00000000
PA
USD
15265451.88000000
0.100729833404
Long
DBT
NUSS
N/A
N
2
2028-09-26
Fixed
0.03125000
N
N
N
N
N
N
INTERNATIONAL TRANSMISSI
N/A
International Transmission Co
46051MAF9
2745000.00000000
PA
USD
3150183.99000000
0.020786643657
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
0.04625000
N
N
N
N
N
N
Piedmont Office Realty Trust Inc
N/A
Piedmont Office Realty Trust, Inc
720190206
7000.00000000
NS
USD
155680.00000000
0.001027262120
Long
EC
CORP
US
N
1
N
N
N
GREENE CNTY OH
N/A
County of Greene OH
394641PR9
3850000.00000000
PA
USD
3850962.50000000
0.025410765047
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
0.03270000
N
N
N
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor S.A.
F00189120
138079.00000000
NS
6481259.48000000
0.042766908756
Long
EC
CORP
FR
N
2
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc (Class C)
02079K107
72267.00000000
NS
USD
96622424.34000000
0.637567808895
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343V104
1295086.00000000
NS
USD
79518280.40000000
0.524705275696
Long
EC
CORP
US
N
1
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
891160RY1
12500000.00000000
PA
USD
12566740.25000000
0.082922252270
Long
DBT
CORP
CA
Y
2
2022-07-15
Fixed
0.02100000
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc
14149Y108
193127.00000000
NS
USD
9768363.66000000
0.064457027007
Long
EC
CORP
US
N
1
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UD5
12700000.00000000
PA
USD
13276429.25000000
0.087605169966
Long
DBT
NUSS
CA
N
2
2024-05-14
Fixed
0.03050000
N
N
N
N
N
N
Chefs' Warehouse Inc/The
549300JYEDC8C547E980
Chefs' Warehouse Holdings, Inc
163086101
46387.00000000
NS
USD
1767808.57000000
0.011664971606
Long
EC
CORP
US
N
1
N
N
N
TriState Capital Holdings Inc
5493003JKSPN0881WX29
Tristate Capital Holdings, Inc
89678F100
17930.00000000
NS
USD
468331.60000000
0.003090309046
Long
EC
CORP
US
N
1
N
N
N
Chatham Lodging Trust
N/A
Chatham Lodging Trust
16208T102
22344.00000000
NS
USD
409788.96000000
0.002704012563
Long
EC
CORP
US
N
1
N
N
N
Oshkosh Corp
549300FEKNPCFSA2B506
Oshkosh Corp
688239201
358.00000000
NS
USD
33884.70000000
0.000223589855
Long
EC
CORP
US
N
1
N
N
N
TRICAHUE LEASING LLC
N/A
Tricahue Leasing LLC
89609GAA0
980109.70000000
PA
USD
996932.13000000
0.006578305585
Long
DBT
CORP
US
N
2
2021-11-19
Fixed
0.03503000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CDL5
8630694.08000000
PA
USD
8833682.74000000
0.058289489085
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
0.03000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YJ3
3730000.00000000
PA
USD
3723380.44000000
0.024568908563
Long
DBT
UST
US
N
2
2021-09-30
Fixed
0.01500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287Y109
380128.00000000
NS
USD
33656533.12000000
0.222084285536
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CS8
14975000.00000000
PA
USD
14998729.09000000
0.098969849985
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
0.03200000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
334249.00000000
NS
USD
10274814.26000000
0.067798866146
Long
EC
CORP
US
N
1
N
N
N
Cinemark Holdings Inc
N/A
Cinemark Holdings, Inc
17243V102
124069.00000000
NS
USD
4199735.65000000
0.027712161794
Long
EC
CORP
US
N
1
N
N
N
CONTINENTAL WIND
N/A
Continental Wind LLC
212168AA6
6999723.80000000
PA
USD
7789450.14000000
0.051399069027
Long
DBT
CORP
US
Y
2
2033-02-28
Fixed
0.06000000
N
N
N
N
N
N
Aerie Pharmaceuticals Inc
529900SFXHDHUO324R09
Aerie Pharmaceuticals, Inc
00771V108
38570.00000000
NS
USD
932236.90000000
0.006151410935
Long
EC
CORP
US
N
1
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina S.A.
774246904
539.00000000
NS
96493.57000000
0.000636717557
Long
EC
CORP
FR
N
2
N
N
N
One Market Plaza Trust
N/A
One Market Plaza Trust
68245HAA2
3900000.00000000
PA
USD
3990238.59000000
0.026329785162
Long
ABS-MBS
USGSE
US
Y
2
2032-02-10
Fixed
0.03613900
N
N
N
N
N
N
AngioDynamics Inc
549300W3VKC5ZKMO8C28
Angiodynamics, Inc
03475V101
69575.00000000
NS
USD
1113895.75000000
0.007350095772
Long
EC
CORP
US
N
1
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
D06216317
214323.00000000
NS
16146371.11000000
0.106542622176
Long
EC
CORP
DE
N
2
N
N
N
World Wrestling Entertainment Inc
549300WZVLSCS3L4L698
World Wrestling Entertainment, Inc (Class A)
98156Q108
39073.00000000
NS
USD
2534665.51000000
0.016725114760
Long
EC
CORP
US
N
1
N
N
West Japan Railway Co
N/A
West Japan Railway Co
695799908
200.00000000
NS
17298.71000000
0.000114146386
Long
EC
CORP
JP
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBL9
2500000.00000000
PA
USD
2321786.00000000
0.015320418866
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
0.03463000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8N66
2826443.47000000
PA
USD
3071171.30000000
0.020265274545
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04500000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12479RAD9
3783587.36000000
PA
USD
3811076.64000000
0.025147576243
Long
ABS-O
CORP
US
Y
2
2047-04-15
Fixed
0.03870000
N
Y
N
N
N
N
Hooker Furniture Corp
N/A
Hooker Furniture Corp
439038100
8524.00000000
NS
USD
218981.56000000
0.001444960570
Long
EC
CORP
US
N
1
N
N
N
Liberty Street Trust
N/A
Liberty Street Trust
902055AA0
10000000.00000000
PA
USD
10552344.00000000
0.069630159755
Long
ABS-MBS
USGSE
US
Y
2
2036-02-10
Fixed
0.03597000
N
N
N
N
N
N
Caltex Australia Ltd
5493009TD1CGVRZ27U11
Caltex Australia Ltd
Q19884107
3504.00000000
NS
83550.52000000
0.000551312206
Long
EC
CORP
AU
N
2
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp (Class C)
530307305
224144.00000000
NS
USD
28186108.00000000
0.185987416912
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649CAN3
87224.78000000
PA
USD
89203.06000000
0.000588610769
Long
ABS-CBDO
USGSE
US
Y
2
2048-10-25
Variable
0.03500000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
892144.00000000
NS
USD
57266723.36000000
0.377877284540
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128286F2
18842000.00000000
PA
USD
19614753.57000000
0.129428914054
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.02500000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAM4
11075000.00000000
PA
USD
11521929.19000000
0.076028015215
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.03450000
N
N
N
N
N
N
Renewable Energy Group Inc
549300HPU3BD8ZI0X358
Renewable Energy Group, Inc
75972A301
59114.00000000
NS
USD
1593122.30000000
0.010512295681
Long
EC
CORP
US
N
1
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
Essilor International S.A.
F31668100
94209.00000000
NS
14402810.94000000
0.095037654826
Long
EC
CORP
FR
N
2
N
N
N
Cardiovascular Systems Inc
549300NUBWKJMNMQ3287
Cardiovascular Systems, Inc
141619106
27564.00000000
NS
USD
1339334.76000000
0.008837666143
Long
EC
CORP
US
N
1
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell, Inc
443510607
288.00000000
NS
USD
42572.16000000
0.000280914487
Long
EC
CORP
US
N
1
N
N
N
PATTERN ENERGY GROUP INC
549300YTEUCT3H1Y2T51
Pattern Energy Group, Inc
70338PAC4
18900000.00000000
PA
USD
19443375.00000000
0.128298064149
Long
DBT
CORP
US
Y
2
2024-02-01
Fixed
0.05875000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TWF9
48609.91000000
PA
USD
54518.18000000
0.000359740886
Long
ABS-MBS
USGSE
US
N
2
2044-05-20
Fixed
0.04500000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
67469.00000000
NS
USD
9280360.95000000
0.061236917176
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
165653.00000000
NS
USD
13103152.30000000
0.086461793508
Long
EC
CORP
US
N
1
N
N
N
Yakult Honsha Co Ltd
353800YJPSPGG7KI0S71
Yakult Honsha Co Ltd
J95468120
116700.00000000
NS
6431628.31000000
0.042439415045
Long
EC
CORP
JP
N
2
N
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd
J6174U100
80100.00000000
NS
10928950.95000000
0.072115219198
Long
EC
CORP
JP
N
2
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GD9
2000000.00000000
PA
USD
2009676.60000000
0.013260949672
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
0.02400000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAA0
6000000.00000000
PA
USD
6034507.20000000
0.039818991911
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Fixed
0.02835000
N
N
N
N
N
N
ArcBest Corp
5493006S3KBNE8ZS3J23
ArcBest Corp
03937C105
21910.00000000
NS
USD
604716.00000000
0.003990248203
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
103491.00000000
NS
USD
6914233.71000000
0.045623910461
Long
EC
CORP
US
N
1
N
N
N
Coherent Inc
549300RYOCKUMWACR010
Coherent, Inc
192479103
2446.00000000
NS
USD
406892.10000000
0.002684897490
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TXL5
348543.84000000
PA
USD
390798.88000000
0.002578705588
Long
ABS-MBS
USGSE
US
N
2
2044-08-20
Fixed
0.04500000
N
N
N
N
N
N
AZURE POWER SOLAR ENERGY
549300N77HEXIINE3X94
Azure Power Solar Energy Pvt Ltd
05502TAA6
5900000.00000000
PA
USD
6017062.67000000
0.039703883324
Long
DBT
CORP
MU
Y
2
2024-12-24
Fixed
0.05650000
N
N
N
N
N
N
KLABIN FINANCE SA
222100T4G34Y3B3OF390
Klabin Finance S.A.
49835LAB7
8125000.00000000
PA
USD
8450081.25000000
0.055758275828
Long
DBT
CORP
LU
Y
2
2027-09-19
Fixed
0.04875000
N
N
N
N
N
N
Landstar System Inc
254900CUQXQRL09MEI52
Landstar System, Inc
515098101
459.00000000
NS
USD
52266.33000000
0.000344881943
Long
EC
CORP
US
N
1
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353X36
12226000.00000000
PA
USD
12836497.36000000
0.084702257800
Long
DBT
USGSE
US
N
2
2021-07-17
Fixed
0.00000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR, Inc
902653104
78053.00000000
NS
USD
3645075.10000000
0.024052206934
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAC2
317313.92000000
PA
USD
321329.84000000
0.002120310718
Long
ABS-CBDO
USGSE
US
Y
2
2049-05-25
Variable
0.04000000
N
N
N
N
N
N
Argan Inc
529900E4KZWBV9KGBS83
Argan, Inc
04010E109
24716.00000000
NS
USD
992100.24000000
0.006546422122
Long
EC
CORP
US
N
1
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
J59826107
333800.00000000
NS
3707403.40000000
0.024463483281
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B1MS0
8168994.64000000
PA
USD
8400446.77000000
0.055430760276
Long
ABS-CBDO
USGSE
US
N
2
2045-04-25
Fixed
0.03500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828Y95
10535000.00000000
PA
USD
10569134.66000000
0.069740953749
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.01875000
N
N
N
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
Fortune Brands Home & Security, Inc
34964C106
856.00000000
NS
USD
55931.04000000
0.000369063712
Long
EC
CORP
US
N
1
N
N
N
Aurora Cannabis Inc
549300F6VHCLKCUWDT34
Aurora Cannabis, Inc
05156X108
705211.00000000
NS
1515181.31000000
0.009997998233
Long
EC
CORP
CA
N
2
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
Carter's, Inc
146229109
224.00000000
NS
USD
24492.16000000
0.000161612719
Long
EC
CORP
US
N
1
N
N
N
Silicon Laboratories Inc
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc
826919102
19797.00000000
NS
USD
2296056.06000000
0.015150638594
Long
EC
CORP
US
N
1
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAF1
680000.00000000
PA
USD
692503.32000000
0.004569517142
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
0.03377000
N
N
N
N
N
N
DNB BOLIGKREDITT AS
5967007LIEEXZX659K67
DNB Boligkreditt AS.
25600WAE0
5000000.00000000
PA
USD
5000250.00000000
0.032994395019
Long
DBT
CORP
NO
Y
2
2020-05-28
Fixed
0.02000000
N
N
N
N
N
N
CHICAGO IL HSG AUTH
N/A
Chicago Housing Authority
16753QBH9
14000000.00000000
PA
USD
15694980.00000000
0.103564095784
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
0.04361000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770QAA0
1580589.94000000
PA
USD
1643297.95000000
0.010843382170
Long
ABS-O
CORP
US
Y
2
2040-09-21
Fixed
0.03990000
N
Y
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
106791.00000000
NS
USD
5277611.22000000
0.034824576641
Long
EC
CORP
US
N
1
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties, Inc
222795502
44542.00000000
NS
USD
1835130.40000000
0.012109198006
Long
EC
CORP
US
N
1
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc
26875PAQ4
4450000.00000000
PA
USD
5451054.51000000
0.035969050702
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
0.05100000
N
N
N
N
N
N
1-800-Flowers.com Inc
N/A
1-800-FLOWERS.COM, Inc (Class A)
68243Q106
74043.00000000
NS
USD
1073623.50000000
0.007084357354
Long
EC
CORP
US
N
1
N
N
N
AtriCure Inc
N/A
AtriCure, Inc
04963C209
32319.00000000
NS
USD
1050690.69000000
0.006933034082
Long
EC
CORP
US
N
1
N
N
N
OHIO ST WTR DEV AUTH WTR POLL
N/A
Ohio State Water Development Authority
67766WQG0
11245000.00000000
PA
USD
13123814.60000000
0.086598134708
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
0.04879000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128286N5
20405800.00000000
PA
USD
20734581.72000000
0.136818155059
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.00500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SJ8
102336000.00000000
PA
USD
99153984.88000000
0.654272435359
Long
DBT
UST
US
N
2
2049-08-15
Fixed
0.02250000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057Q206
63543.00000000
NS
USD
573793.29000000
0.003786203183
Long
EC
CORP
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YHU99
4189647.26000000
PA
USD
4465327.52000000
0.029464682783
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
WSFS Financial Corp
549300SU7VQHD6QRG886
WSFS Financial Corp
929328102
1706.00000000
NS
USD
75046.94000000
0.000495200916
Long
EC
CORP
US
N
1
N
N
N
Group 1 Automotive Inc
549300US8QAZJLWYAF63
Group 1 Automotive, Inc
398905109
331.00000000
NS
USD
33100.00000000
0.000218411974
Long
EC
CORP
US
N
1
N
N
N
US Silica Holdings Inc
529900HOXGPM9F75C193
US Silica Holdings, Inc
90346E103
67101.00000000
NS
USD
412671.15000000
0.002723030835
Long
EC
CORP
US
N
1
N
N
Sage Therapeutics Inc
5493000JX4BJS9W6CN35
Sage Therapeutics, Inc
78667J108
7354.00000000
NS
USD
530885.26000000
0.003503072442
Long
EC
CORP
US
N
1
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAA7
20000000.00000000
PA
USD
20068736.00000000
0.132424539398
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Fixed
0.02865000
N
N
N
N
N
N
Omron Corp
549300ZHW0TR2QZ0NY83
Omron Corp
J61374120
58800.00000000
NS
3427342.66000000
0.022615488743
Long
EC
CORP
JP
N
2
N
N
N
Showa Denko KK
5493006AIPA1V92YPP18
Showa Denko KK
680546009
81800.00000000
NS
2155880.98000000
0.014225686449
Long
EC
CORP
JP
N
2
N
N
KOREA HYDRO & NUCLEAR PO
9884008CRY5MLCN8OQ43
Korea Hydro & Nuclear Power Co Ltd
50064YAN3
24325000.00000000
PA
USD
25530777.60000000
0.168466088954
Long
DBT
NUSS
KR
Y
2
2023-07-25
Fixed
0.03750000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187109
19246.00000000
NS
USD
1135706.46000000
0.007494014812
Long
EC
CORP
US
N
1
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
13250000.00000000
PA
USD
15320142.24000000
0.101090710429
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
0.04450000
N
N
N
N
N
N
FIBRIA OVERSEAS FINANCE
549300WABWKSHESAMG92
Fibria Overseas Finance Ltd
31572UAF3
14900000.00000000
PA
USD
16297024.00000000
0.107536712664
Long
DBT
CORP
KY
N
2
2027-01-17
Fixed
0.05500000
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DX7
3950000.00000000
PA
USD
3918575.42000000
0.025856912218
Long
DBT
USGSE
US
N
2
2024-11-15
Fixed
0.01750000
N
N
N
N
N
N
Valeo SA
5493006IH2N2WMIBB742
Valeo S.A.
N/A
40640.00000000
NS
1440413.72000000
0.009504640621
Long
EC
CORP
FR
N
2
N
N
N
Assembly Biosciences Inc
N/A
Assembly Biosciences, Inc
045396108
37384.00000000
NS
USD
764876.64000000
0.005047076046
Long
EC
CORP
US
N
1
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YAV7
6500000.00000000
PA
USD
7416355.57000000
0.048937186197
Long
DBT
CORP
US
N
2
2039-03-07
Fixed
0.03900000
N
N
N
N
N
N
Repligen Corp
54930006QJ0T5AUO1E71
Repligen Corp
759916109
567.00000000
NS
USD
52447.50000000
0.000346077402
Long
EC
CORP
US
N
1
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613FAA6
997171.11000000
PA
USD
1003707.07000000
0.006623010359
Long
ABS-O
CORP
US
Y
2
2036-01-17
Fixed
0.02928000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co
114259AU8
13500000.00000000
PA
USD
15478847.01000000
0.102137931642
Long
DBT
CORP
US
Y
2
2049-03-04
Fixed
0.04487000
N
N
N
N
N
N
WABCO Holdings Inc
549300SNE3FOSCV7FY94
WABCO Holdings, Inc
92927K102
137.00000000
NS
USD
18563.50000000
0.000122492165
Long
EC
CORP
US
N
1
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings plc
B02L3W908
48830.00000000
NS
3142811.33000000
0.020737994799
Long
EC
CORP
GB
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128283D0
1525000.00000000
PA
USD
1563435.06000000
0.010316402971
Long
DBT
UST
US
N
2
2024-10-31
Fixed
0.02250000
N
N
N
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
J11508124
306400.00000000
NS
9485176.28000000
0.062588401182
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YQ7
17200000.00000000
PA
USD
16965138.30000000
0.111945297661
Long
DBT
UST
US
N
2
2026-10-31
Fixed
0.01625000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner, Inc
099724106
3491.00000000
NS
USD
151439.58000000
0.000999281500
Long
EC
CORP
US
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Financial Services AG.
H9870Y105
43876.00000000
NS
17997900.61000000
0.118760030448
Long
EC
CORP
CH
N
2
N
N
N
SEMITROPIC CA IMPT DIST SEMITR
N/A
Semitropic Improvement District
81684LDG8
1100000.00000000
PA
USD
1100132.00000000
0.007259274992
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
0.02164000
N
N
N
N
N
N
Roku Inc
549300KR6ITU0YIR1T71
Roku, Inc
77543R102
27279.00000000
NS
USD
3652658.10000000
0.024102243732
Long
EC
CORP
US
N
1
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CH4
5000000.00000000
PA
USD
6225490.90000000
0.041079207228
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
0.06000000
N
N
N
N
N
N
Archrock Inc
549300K3RIHMHDVFTL28
Archrock, Inc
03957W106
15185.00000000
NS
USD
152457.40000000
0.001005997635
Long
EC
CORP
US
N
1
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333KAA6
1197770.57000000
PA
USD
1198658.00000000
0.007909403638
Long
ABS-O
CORP
US
Y
2
2034-12-17
Fixed
0.02897000
N
N
N
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast AS
K16018192
50101.00000000
NS
6215582.08000000
0.041013823393
Long
EC
CORP
DK
N
2
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAL4
8250000.00000000
PA
USD
7686322.88000000
0.050718578741
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
0.03040800
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AK5
12300000.00000000
PA
USD
12466266.11000000
0.082259268727
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.02450000
N
N
N
N
N
N
Franklin Street Properties Corp
549300STLK2T6QY5WO82
Franklin Street Properties Corp
35471R106
31038.00000000
NS
USD
265685.28000000
0.001753137358
Long
EC
CORP
US
N
1
N
N
N
Prosperity Bancshares Inc
N/A
Prosperity Bancshares, Inc
743606105
820.00000000
NS
USD
58949.80000000
0.000388983148
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3132ACSW1
7623124.95000000
PA
USD
8189960.17000000
0.054041854116
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
0.04000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BL6
10000000.00000000
PA
USD
9925000.00000000
0.065490599584
Long
DBT
CORP
CL
Y
2
2050-01-29
Fixed
0.05150000
N
N
N
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
Aptargroup, Inc
038336103
6164.00000000
NS
USD
712681.68000000
0.004702665041
Long
EC
CORP
US
N
1
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAK0
11250000.00000000
PA
USD
11301461.10000000
0.074573245704
Long
DBT
CORP
US
N
2
2023-07-26
Variable
0.02615600
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co
191216100
1286702.00000000
NS
USD
71218955.70000000
0.469941774362
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJZF0
24915294.93000000
PA
USD
25517366.06000000
0.168377592249
Long
ABS-MBS
MUN
US
N
2
2047-01-01
Fixed
0.03000000
N
N
N
N
N
N
CINCINNATI OH WTR SYS REVENUE
N/A
City of Cincinnati OH Water System Revenue
172311KB7
7280000.00000000
PA
USD
7390073.60000000
0.048763763328
Long
DBT
MUN
US
N
2
2021-12-01
Fixed
0.02568000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank International Bond
500630CQ9
9500000.00000000
PA
USD
9567794.09000000
0.063133558856
Long
DBT
NUSS
KR
N
2
2022-07-06
Variable
0.02768100
N
N
N
N
N
N
Bluebird Bio Inc
N/A
Bluebird Bio, Inc
09609G100
51748.00000000
NS
USD
4540887.00000000
0.029963265720
Long
EC
CORP
US
N
1
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAG5
11858000.00000000
PA
USD
11867486.40000000
0.078308191424
Long
ABS-O
CORP
US
Y
2
2047-07-25
Fixed
0.03082000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36297GSR2
30574.15000000
PA
USD
33575.88000000
0.000221552091
Long
ABS-MBS
USGSE
US
N
2
2041-08-20
Fixed
0.04500000
N
N
N
N
N
N
Mitsui Chemicals Inc
353800H2UB5ZEZRZQC02
Mitsui Chemicals, Inc
J4466L102
141592.00000000
NS
3449082.29000000
0.022758938759
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5X47
1441070.92000000
PA
USD
1664727.74000000
0.010984787691
Long
ABS-MBS
MUN
US
N
2
2033-12-01
Fixed
0.07000000
N
N
N
N
N
N
Benchmark Electronics Inc
549300W18RHYZOZKOP53
Benchmark Electronics, Inc
08160H101
106110.00000000
NS
USD
3645939.60000000
0.024057911380
Long
EC
CORP
US
N
1
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp
45167R104
386.00000000
NS
USD
66392.00000000
0.000438090870
Long
EC
CORP
US
N
1
N
N
N
GREENE CNTY OH
N/A
County of Greene OH
394641PN8
3450000.00000000
PA
USD
3450552.00000000
0.022768636712
Long
DBT
MUN
US
N
2
2021-12-01
Fixed
0.02720000
N
N
N
N
N
N
MICHIGAN ST
N/A
State of Michigan
5946107M3
4505000.00000000
PA
USD
4570502.70000000
0.030158686370
Long
DBT
MUN
US
N
2
2020-12-01
Fixed
0.03375000
N
N
N
N
N
N
Orion Oyj
74370029VAHCXDR7B745
Orion Oyj (Class B)
X6002Y112
1883.00000000
NS
87204.80000000
0.000575425152
Long
EC
CORP
FI
N
2
N
N
N
Houghton Mifflin Harcourt Co
N/A
Houghton Mifflin Harcourt Co
44157R109
221017.00000000
NS
USD
1381356.25000000
0.009114947007
Long
EC
CORP
US
N
1
N
N
N
CLP Holdings Ltd
25490002BUTSMP94GO68
CLP Holdings Ltd
Y1660Q104
704500.00000000
NS
7395429.78000000
0.048799106344
Long
EC
CORP
HK
N
2
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
120512.00000000
NS
USD
4302278.40000000
0.028388795163
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
16650000.00000000
PA
USD
16745686.88000000
0.110497236697
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
0.02456000
N
N
N
N
N
N
WW International Inc
SGT8R1MU6ESIC7UJC518
WW International Inc
98262P101
11827.00000000
NS
USD
451909.67000000
0.002981948135
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36297GR85
111551.56000000
PA
USD
125048.66000000
0.000825139719
Long
ABS-MBS
USGSE
US
N
2
2041-09-20
Fixed
0.04500000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BL8
6600000.00000000
PA
USD
6610098.07000000
0.043617056515
Long
DBT
CORP
AU
Y
2
2039-09-12
Fixed
0.03743000
N
N
N
N
N
N
VERMONT ST EDUCTNL & HLTH BLDG
549300ZC1ZW1EUIIV708
Vermont Educational & Health Buildings Financing Agency
924166JG7
3000000.00000000
PA
USD
3215520.00000000
0.021217766526
Long
DBT
MUN
US
N
2
2046-12-01
Fixed
0.04000000
N
N
N
N
N
N
Schlumberger Ltd
213800ZUA17OK3QLGM62
Schlumberger Ltd
806857108
863360.00000000
NS
USD
34707072.00000000
0.229016317892
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc
74834L100
31422.00000000
NS
USD
3355555.38000000
0.022141796853
Long
EC
CORP
US
N
1
N
N
N
MONTEFIORE MEDICAL CENT
549300LVC84TCICWUW24
Montefiore Medical Center
61237WAC0
18365000.00000000
PA
USD
18925535.80000000
0.124881076774
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
0.02895000
N
N
N
N
N
N
SALINE CNTY AR SALES & USE TAX
N/A
County of Saline AR
79506TAW9
935000.00000000
PA
USD
964359.00000000
0.006363370188
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
0.03550000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource, Inc
12008R107
73289.00000000
NS
USD
1862273.49000000
0.012288303017
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0NW5
2886067.44000000
PA
USD
2895973.29000000
0.019109221878
Long
ABS-CBDO
USGSE
US
N
2
2029-10-25
Variable
0.02992000
N
N
N
N
N
N
NEW YORK ST ENERGY RESEARCH &
N/A
New York State Energy Research & Development Authority
64985LAJ7
1590000.00000000
PA
USD
1642517.70000000
0.010838233652
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
0.03206000
N
N
N
N
N
N
Standard Life Aberdeen PLC
0TMBS544NMO7GLCE7H90
Standard Life Aberdeen plc
N/A
2199973.00000000
NS
9571252.90000000
0.063156381984
Long
EC
CORP
GB
N
2
N
N
N
Bryn Mawr Bank Corp
4NOIGQXI7NPP6IUQF087
Bryn Mawr Bank Corp
117665109
13829.00000000
NS
USD
570307.96000000
0.003763205062
Long
EC
CORP
US
N
1
N
N
N
STAAR Surgical Co
5299006LRHI7OJ8BY308
Staar Surgical Co
852312305
48724.00000000
NS
USD
1713623.08000000
0.011307425991
Long
EC
CORP
US
N
1
N
N
N
HEICO Corp
N/A
HEICO Corp
422806109
85204.00000000
NS
USD
9726036.60000000
0.064177729824
Long
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle, Inc
48020Q107
6605.00000000
NS
USD
1149864.45000000
0.007587437004
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola European Partners PLC
549300LTH67W4GWMRF57
Coca-Cola European Partners plc (Class A)
G25839104
180062.00000000
NS
USD
9161554.56000000
0.060452967381
Long
EC
CORP
US
N
1
N
N
N
Hitachi Metals Ltd
N/A
Hitachi Metals Ltd
642920003
204900.00000000
NS
3016068.69000000
0.019901677268
Long
EC
CORP
JP
N
2
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QAY0
19500000.00000000
PA
USD
19346756.72000000
0.127660523687
Long
DBT
NUSS
N/A
N
2
2024-09-27
Fixed
0.01625000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759JW9
2170000.00000000
PA
USD
2176024.16000000
0.014358602211
Long
DBT
USGSE
US
N
2
2021-08-01
Fixed
0.05050000
N
N
N
N
N
N
Carriage Services Inc
N/A
Carriage Services, Inc
143905107
27648.00000000
NS
USD
707788.80000000
0.004670379132
Long
EC
CORP
US
N
1
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AQ8
4000000.00000000
PA
USD
4166700.12000000
0.027494175228
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.03100000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications, Inc
775109BP5
8675000.00000000
PA
USD
8728043.55000000
0.057592423706
Long
DBT
CORP
CA
N
2
2049-11-15
Fixed
0.03700000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital plc
377373AF2
4000000.00000000
PA
USD
4007759.20000000
0.026445395767
Long
DBT
CORP
GB
N
2
2021-05-14
Variable
0.02259300
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31292GHJ8
1691.42000000
PA
USD
1784.66000000
0.000011776166
Long
ABS-MBS
MUN
US
N
2
2023-05-01
Fixed
0.07000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933Y105
862340.00000000
NS
USD
78429823.00000000
0.517523036125
Long
EC
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320AN2
15000000.00000000
PA
USD
16000650.00000000
0.105581074280
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
0.05200000
N
N
N
N
N
N
Pearson PLC
2138004JBXWWJKIURC57
Pearson plc
G69651100
645162.00000000
NS
5450389.80000000
0.035964664581
Long
EC
CORP
GB
N
2
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
H1467J104
259561.00000000
NS
USD
40403265.26000000
0.266602928668
Long
EC
CORP
US
N
1
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA, Inc
449253103
1600.00000000
NS
USD
75296.00000000
0.000496844351
Long
EC
CORP
US
N
1
N
N
N
Vestas Wind Systems A/S
549300DYMC8BGZZC8844
Vestas Wind Systems AS
K9773J128
11896.00000000
NS
1201572.43000000
0.007928634648
Long
EC
CORP
DK
N
2
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
18000000.00000000
PA
USD
19031580.00000000
0.125580814632
Long
DBT
CORP
US
Y
2
2028-01-31
Fixed
0.05000000
N
N
N
N
N
N
IMAX Corp
5493002KS2T1Q0X7VZ21
Imax Corp
45245E109
83516.00000000
NS
USD
1706231.88000000
0.011258654796
Long
EC
CORP
US
N
1
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust
55282MAE4
4000000.00000000
PA
USD
4074100.40000000
0.026883151431
Long
ABS-MBS
USGSE
US
Y
2
2034-08-15
Variable
0.03365900
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CQ2
7625000.00000000
PA
USD
8771944.80000000
0.057882108258
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
0.04100000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20754FAK8
505000.00000000
PA
USD
511148.53000000
0.003372838660
Long
ABS-CBDO
USGSE
US
Y
2
2031-07-25
Variable
0.04242000
N
N
N
N
N
N
Kearny Financial Corp/MD
N/A
Kearny Financial Corp
48716P108
15636.00000000
NS
USD
216245.88000000
0.001426909051
Long
EC
CORP
US
N
1
N
N
N
Five Below Inc
529900AAXP5Z6BGI7418
Five Below, Inc
33829M101
7052.00000000
NS
USD
901668.72000000
0.005949705299
Long
EC
CORP
US
N
1
N
N
N
MONTGOMERY AL WTRWKS & SAN SWR
N/A
Montgomery Water Works & Sanitary Sewer Board
613105KT1
3200000.00000000
PA
USD
3196032.00000000
0.021089174001
Long
DBT
MUN
US
N
2
2021-09-01
Fixed
0.01701000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CXQ2
666083.80000000
PA
USD
712454.38000000
0.004701165191
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
0.05000000
N
N
N
N
N
N
GRANT CNTY WA PUBLIC UTIL DIST
549300XJXH7RNXS8PA58
Grant County Public Utility District No 2
387883UG4
1000000.00000000
PA
USD
1085200.00000000
0.007160745457
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
0.05470000
N
N
N
N
N
N
NTT DOCOMO Inc
353800TVPXCGWDZIIU09
NTT DoCoMo, Inc
J59399121
496700.00000000
NS
13836139.54000000
0.091298445783
Long
EC
CORP
JP
N
2
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ELT1
73591.34000000
PA
USD
73542.50000000
0.000485273795
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
0.02792000
N
N
N
N
N
N
Axalta Coating Systems Ltd
529900AGLPA40GV6H619
Axalta Coating Systems Ltd
G0750C108
2277.00000000
NS
USD
69220.80000000
0.000456756845
Long
EC
CORP
US
N
1
N
N
N
HONOLULU CITY & CNTY HI WSTWTR
N/A
City & County Honolulu HI Wastewater System Revenue
438701M92
3500000.00000000
PA
USD
3717210.00000000
0.024528192612
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
0.03200000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc
46284V101
146574.00000000
NS
USD
4671313.38000000
0.030823890589
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
2050000.00000000
PA
USD
2132000.00000000
0.014068106631
Long
DBT
CORP
US
Y
2
2024-09-15
Fixed
0.04250000
N
N
N
N
N
N
2019-12-31
COLLEGE RETIREMENT EQUITIES FUND
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer