0001752724-20-174273.txt : 20200826
0001752724-20-174273.hdr.sgml : 20200826
20200826160915
ACCESSION NUMBER: 0001752724-20-174273
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200826
PERIOD START: 20201231
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: 201137305
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
C000154493
C000154492
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
2020-12-31
2020-06-30
N
15915684636.00
670514349.00
15245170287.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
512225458.00000000
0.00000000
0.00000000
50741090.00000000
USD
UST
INTERNATIONAL TRANSMISSI
N/A
International Transmission Co
46051MAF9
2745000.00000000
PA
USD
3297334.52000000
0.021628715573
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
4.62500000
N
N
N
N
N
N
Vocera Communications Inc
5493006D2J6NPNZ60K83
Vocera Communications, Inc
92857F107
66818.00000000
NS
USD
1416541.60000000
0.009291740094
Long
EC
CORP
US
N
1
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix, Inc
29444UBG0
2350000.00000000
PA
USD
2352420.50000000
0.015430595104
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
1.80000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance Trust
21872UAA2
218854.09000000
PA
USD
211885.03000000
0.001389850201
Long
ABS-O
CORP
US
Y
2
2050-03-15
Fixed
1.83200000
N
N
N
N
N
N
Mirati Therapeutics Inc
529900GYRW59IDQV6N54
Mirati Therapeutics, Inc
60468T105
3119.00000000
NS
USD
356096.23000000
0.002335796998
Long
EC
CORP
US
N
1
N
N
N
South Jersey Industries Inc
549300DJYWYT5VXLFA46
South Jersey Industries, Inc
838518108
15442.00000000
NS
USD
385895.58000000
0.002531264477
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46647SAJ9
972643.32000000
PA
USD
984188.11000000
0.006455737072
Long
ABS-CBDO
USGSE
US
Y
2
2047-08-25
Variable
3.50000000
N
Y
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649TAN6
263406.45000000
PA
USD
273175.48000000
0.001791882116
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
3.50000000
N
N
N
N
N
N
UNIV OF CINCINNATI OH RECPTS
549300E0RD3ICJ858L23
University of Cincinnati
914119A69
1560000.00000000
PA
USD
1671586.80000000
0.010964697465
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
3.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A0TF3
335536.84000000
PA
USD
385906.90000000
0.002531338730
Long
ABS-MBS
USGSE
US
N
2
2045-08-20
Fixed
4.50000000
N
N
N
N
N
N
Hong Kong Exchanges & Clearing Ltd
213800YTVSXYQN17BW16
Hong Kong Exchanges and Clearing Ltd
Y3506N139
431946.00000000
NS
18397311.61000000
0.120676327411
Long
EC
CORP
HK
N
2
N
N
N
NVR Inc
N/A
NVR, Inc
62944T105
2771.00000000
NS
USD
9029996.25000000
0.059231849038
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BKB1
8015702.69000000
PA
USD
8892375.12000000
0.058329129505
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc
57060D108
17991.00000000
NS
USD
9012051.72000000
0.059114142711
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos, Inc
89417E109
171882.00000000
NS
USD
19603142.10000000
0.128585917578
Long
EC
CORP
US
N
1
N
N
N
Live Oak Bancshares Inc
N/A
Live Oak Bancshares, Inc
53803X105
22925.00000000
NS
USD
332641.75000000
0.002181948405
Long
EC
CORP
US
N
1
N
N
Capgemini SE
96950077L0TN7BAROX36
Cap Gemini S.A.
F13587120
89427.00000000
NS
10320004.56000000
0.067693599780
Long
EC
CORP
FR
N
2
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group plc
N/A
729063.00000000
NS
10030783.87000000
0.065796469840
Long
EC
CORP
GB
N
2
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681105
36029.00000000
NS
USD
1145722.20000000
0.007515312577
Long
EC
CORP
US
N
1
N
N
N
ABM Industries Inc
QF02R89VEIOROM77J447
ABM Industries, Inc
000957100
2604.00000000
NS
USD
94525.20000000
0.000620033743
Long
EC
CORP
US
N
1
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB (B Shares)
N/A
202746.00000000
NS
7533638.77000000
0.049416560315
Long
EC
CORP
SE
N
2
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
5000000.00000000
PA
USD
5066018.75000000
0.033230319206
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
HONOLULU CITY & CNTY HI
N/A
City & County of Honolulu HI
438687EQ4
1615000.00000000
PA
USD
1870137.70000000
0.012267083048
Long
DBT
MUN
US
N
2
2036-09-01
Fixed
4.00400000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker, Inc
854502101
676.00000000
NS
USD
94220.88000000
0.000618037570
Long
EC
CORP
US
N
1
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59261AG76
10735000.00000000
PA
USD
12522592.20000000
0.082141373066
Long
DBT
MUN
US
N
2
2049-11-15
Fixed
5.17500000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
178457.00000000
NS
USD
14860114.39000000
0.097474243384
Long
EC
CORP
US
N
1
N
N
N
RealReal Inc/The
549300O00VUGT4H1PE90
RealReal, Inc
88339P101
118775.00000000
NS
USD
1519132.25000000
0.009964678789
Long
EC
CORP
US
N
1
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
J70746136
296900.00000000
NS
5668461.22000000
0.037182013144
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury Bill- When Issued
254900HROIFWPRGM1V77
United States Treasury Bill
9999B02M2
100000000.00000000
PA
USD
99997958.00000000
0.655932050068
Long
STIV
UST
US
N
2
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069101
79444.00000000
NS
5309920.86000000
0.034830183986
Long
EC
CORP
CA
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA35
526808.09000000
PA
USD
584578.81000000
0.003834518073
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Bank der Oesterreichischen Sparkassen AG.
528983901
93331.00000000
NS
2204265.34000000
0.014458778081
Long
EC
CORP
AT
N
2
N
N
N
SOLAR STAR FUNDING LLC
N/A
Solar Star Funding LLC
83416WAA1
21754530.33000000
PA
USD
24930509.02000000
0.163530538201
Long
DBT
CORP
US
Y
2
2035-06-30
Fixed
5.37500000
N
N
N
N
N
N
Planet Fitness Inc
549300LLE5HUPF6H8G33
Planet Fitness, Inc
72703H101
35121.00000000
NS
USD
2127278.97000000
0.013953789494
Long
EC
CORP
US
N
1
N
N
N
AVISTA CORP
Q0IK63NITJD6RJ47SW96
Avista Corp
05379BAQ0
10275000.00000000
PA
USD
12654763.57000000
0.083008345146
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
4.35000000
N
N
N
N
N
N
Intertek Group PLC
2138003GAT25WW1RN369
Intertek Group plc
G4911B108
125772.00000000
NS
8470876.84000000
0.055564330739
Long
EC
CORP
GB
N
2
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
D06216317
230548.00000000
NS
12949713.86000000
0.084943058137
Long
EC
CORP
DE
N
2
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co
742718FK0
3150000.00000000
PA
USD
3921399.41000000
0.025722240789
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
3.60000000
N
N
N
N
N
N
Sydney Airport
N/A
Sydney Airport
N/A
312070.00000000
NS
1231612.03000000
0.008078703004
Long
EC
CORP
AU
N
2
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
912149.00000000
NS
USD
53634361.20000000
0.351812148964
Long
EC
CORP
US
N
1
N
N
N
Meridian Bioscience Inc
549300ELSRZEFFFRX195
Meridian Bioscience, Inc
589584101
90484.00000000
NS
USD
2107372.36000000
0.013823212993
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
905719.00000000
NS
USD
10071595.28000000
0.066064170425
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QBMJ4
796460.83000000
PA
USD
865510.77000000
0.005677278467
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc
95040QAL8
14700000.00000000
PA
USD
14625425.87000000
0.095934814729
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.75000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UBG5
262623.34000000
PA
USD
156523.51000000
0.001026708833
Long
ABS-MBS
USGSE
US
N
3
2049-12-12
Variable
6.46059300
N
Y
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PKT8
2730000.00000000
PA
USD
3213892.50000000
0.021081381444
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.86400000
N
N
N
N
N
N
Ultragenyx Pharmaceutical Inc
529900EV44GVDN1DCX77
Ultragenyx Pharmaceutical, Inc
90400D108
36233.00000000
NS
USD
2834145.26000000
0.018590446722
Long
EC
CORP
US
N
1
N
N
OSI Systems Inc
DDX3MPX1Y8YD30050X33
OSI Systems, Inc
671044105
2504.00000000
NS
USD
186898.56000000
0.001225952590
Long
EC
CORP
US
N
1
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159VL7
15375000.00000000
PA
USD
15496534.76000000
0.101648813809
Long
DBT
CORP
CA
N
2
2025-06-11
Fixed
1.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128286F2
18842000.00000000
PA
USD
21096415.91000000
0.138380979109
Long
DBT
UST
US
N
2
2026-02-28
Fixed
2.50000000
N
N
N
N
N
N
LUTHERAN MEDICAL CENTER
N/A
Lutheran Medical Center
55058QAA5
3795000.00000000
PA
USD
3923283.94000000
0.025734602278
Long
DBT
CORP
US
N
2
2030-02-20
Fixed
1.98200000
N
N
N
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
N/A
40112.00000000
NS
2260982.75000000
0.014830813348
Long
EC
CORP
FR
N
2
N
N
Science Applications International Corp
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625107
130791.00000000
NS
USD
10159844.88000000
0.066643039656
Long
EC
CORP
US
N
1
N
N
N
Boingo Wireless Inc
54930058LPWPZZCRMC04
Boingo Wireless, Inc
09739C102
32457.00000000
NS
USD
432327.24000000
0.002835830836
Long
EC
CORP
US
N
1
N
N
N
Heartland Financial USA Inc
549300QF7B0DFZT32C73
Heartland Financial USA, Inc
42234Q102
16503.00000000
NS
USD
551860.32000000
0.003619902628
Long
EC
CORP
US
N
1
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc
42250PAB9
3600000.00000000
PA
USD
3695776.70000000
0.024242278901
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.87500000
N
N
N
N
N
N
Americold Realty Trust
549300R7N1V5YV8MWH02
Americold Realty Trust
03064D108
3067.00000000
NS
USD
111332.10000000
0.000730277838
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YBN8
10000000.00000000
PA
USD
10029380.00000000
0.065787261219
Long
DBT
CORP
US
Y
2
2022-11-21
Variable
1.02413000
N
N
N
N
N
NORTHWESTERN CORP
3BPWMBHR1R9SHUN7J795
NorthWestern Corp
668074AU1
7350000.00000000
PA
USD
8681851.38000000
0.056948208623
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.17600000
N
N
N
N
N
N
New York Mortgage Trust
N/A
New York Mortgage Trust
649603AG2
130354.73000000
PA
USD
125142.31000000
0.000820865281
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
0.66450000
N
N
N
N
N
N
SVMK Inc
N/A
SVMK, Inc
78489X103
145682.00000000
NS
USD
3429354.28000000
0.022494693174
Long
EC
CORP
US
N
1
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
J48818124
206281.00000000
NS
9910912.45000000
0.065010178721
Long
EC
CORP
JP
N
2
N
N
N
ACADIA Pharmaceuticals Inc
529900O3044NO0PEA039
Acadia Pharmaceuticals, Inc
004225108
72319.00000000
NS
USD
3505301.93000000
0.022992868324
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002JAS5
954473.89000000
PA
USD
983317.33000000
0.006450025230
Long
ABS-CBDO
USGSE
US
Y
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc
592688105
7882.00000000
NS
USD
6349345.10000000
0.041648239937
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746PAU7
723559.06000000
PA
USD
748585.59000000
0.004910313075
Long
ABS-CBDO
USGSE
US
Y
2
2046-06-25
Variable
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649YAN5
1659186.69000000
PA
USD
1696194.35000000
0.011126109568
Long
ABS-CBDO
USGSE
US
Y
2
2049-02-25
Variable
4.00000000
N
N
N
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery, Inc (Class A)
25470F104
355347.00000000
NS
USD
7497821.70000000
0.049181619875
Long
EC
CORP
US
N
1
N
N
Aegion Corp
549300AG3DVJURRIT691
Aegion Corp
00770F104
10485.00000000
NS
USD
166396.95000000
0.001091473213
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0NW5
751812.01000000
PA
USD
752468.27000000
0.004935781338
Long
ABS-CBDO
USGSE
US
N
2
2029-10-25
Variable
1.38450000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XAF1
2842256.92000000
PA
USD
2485512.18000000
0.016303603916
Long
ABS-CBDO
USGSE
US
N
2
2024-05-25
Variable
2.78450000
N
N
N
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG.
H8398N104
2271.00000000
NS
1190914.60000000
0.007811750066
Long
EC
CORP
CH
N
2
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp
15872M104
3725.00000000
NS
USD
36356.00000000
0.000238475525
Long
EC
CORP
US
N
1
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353UU9
1255611.80000000
PA
USD
1286872.79000000
0.008441183442
Long
DBT
USGSE
US
N
2
2026-12-15
Fixed
2.04000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc (Class B)
911312106
366344.00000000
NS
USD
40730125.92000000
0.267167405501
Long
EC
CORP
US
N
1
N
N
N
LOS ANGELES CA
549300E7TO710PTXPJ65
City of Los Angeles CA
544351MQ9
5145000.00000000
PA
USD
5699270.85000000
0.037384107508
Long
DBT
MUN
US
N
2
2024-09-01
Fixed
3.32000000
N
N
N
N
N
N
EAST OHIO GAS CO/THE
BC95Y6MXLT75BGO7UM71
East Ohio Gas Co
27409LAA1
3350000.00000000
PA
USD
3368367.68000000
0.022094654350
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
1.30000000
N
N
N
N
N
N
DY9 LEASING LLC
5493000GFQWJZ2B1KN79
DY9 Leasing LLC
26818LAA8
3405354.26000000
PA
USD
3530918.73000000
0.023160900557
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
2.41500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CR97
21181033.09000000
PA
USD
22577920.74000000
0.148098842551
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
CLP Holdings Ltd
25490002BUTSMP94GO68
CLP Holdings Ltd
Y1660Q104
983500.00000000
NS
9659183.37000000
0.063358973288
Long
EC
CORP
HK
N
2
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690355AX0
5400000.00000000
PA
USD
5690367.18000000
0.037325704291
Long
DBT
USGSE
US
N
2
2038-07-15
Fixed
2.45000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co
742718109
768638.00000000
NS
USD
91906045.66000000
0.602853519703
Long
EC
CORP
US
N
1
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BY5
5500000.00000000
PA
USD
5757306.89000000
0.037764792269
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
2.23600000
N
N
N
N
N
N
CHICAGO IL
T5UYO5SYLC8K73MJQX30
City of Chicago IL
167486C98
5395000.00000000
PA
USD
7072737.10000000
0.046393296807
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
7.75000000
N
N
N
N
N
N
MSDB Trust
N/A
MSDB Trust
55354JAA2
3000000.00000000
PA
USD
3177539.10000000
0.020842922972
Long
ABS-MBS
USGSE
US
Y
2
2039-07-11
Variable
3.42653300
N
N
N
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc
681919106
387791.00000000
NS
USD
21173388.60000000
0.138885877962
Long
EC
CORP
US
N
1
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AQ8
4000000.00000000
PA
USD
4492492.00000000
0.029468296617
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.10000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria S.A.
E11805103
2471466.00000000
NS
8509166.73000000
0.055815491528
Long
EC
CORP
ES
N
2
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco S.A.
711072900
25543.00000000
NS
1203984.03000000
0.007897478396
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
01F030678
148000000.00000000
PA
USD
155827811.76000000
1.022145432464
Long
ABS-O
CORP
US
N
2
2050-07-25
Fixed
3.00000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320102
357374.00000000
NS
USD
21764076.60000000
0.142760468989
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BL87
1882792.67000000
PA
USD
2089933.15000000
0.013708821289
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores, Inc
778296103
50322.00000000
NS
USD
4289447.28000000
0.028136434026
Long
EC
CORP
US
N
1
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management, Inc
94106LBJ7
4550000.00000000
PA
USD
4695719.39000000
0.030801357424
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
4.00000000
N
N
N
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
African Development Bank
008281BC0
12750000.00000000
PA
USD
12902030.36000000
0.084630280391
Long
DBT
NUSS
N/A
N
2
2023-04-03
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CQH0
3533700.66000000
PA
USD
3713314.46000000
0.024357317039
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.00000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAY2
3750000.00000000
PA
USD
3585087.94000000
0.023516221022
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.37500000
N
N
N
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-On, Inc
833034101
11700.00000000
NS
USD
1620567.00000000
0.010630035411
Long
EC
CORP
US
N
1
N
N
N
Texas Capital Bancshares Inc
549300466Q2SXRX0YM48
Texas Capital Bancshares, Inc
88224Q107
6479.00000000
NS
USD
200006.73000000
0.001311935034
Long
EC
CORP
US
N
1
N
N
N
TherapeuticsMD Inc
5299004JS7RE49QHRW30
TherapeuticsMD, Inc
88338N107
519124.00000000
NS
USD
648905.00000000
0.004256462786
Long
EC
CORP
US
N
1
N
N
NEW MEXICO ST FIN AUTH REVENUE
549300L6217Y7X40SP94
New Mexico Finance Authority
64711N4V4
3375000.00000000
PA
USD
3668422.50000000
0.024062850272
Long
DBT
MUN
US
N
2
2038-06-15
Fixed
4.09000000
N
N
N
N
N
N
Flexion Therapeutics Inc
549300X8HYW1HZKCDG90
Flexion Therapeutics, Inc
33938J106
39409.00000000
NS
USD
518228.35000000
0.003399295253
Long
EC
CORP
US
N
1
N
N
LAVACA-NAVIDAD RIVER TX AUTH
N/A
Lavaca-Navidad River Authority
519385DL9
540000.00000000
PA
USD
578755.80000000
0.003796322304
Long
DBT
MUN
US
N
2
2026-08-01
Fixed
3.85000000
N
N
N
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels and Resorts, Inc
44107P104
217129.00000000
NS
USD
2342821.91000000
0.015367633590
Long
EC
CORP
US
N
1
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BY3
10000000.00000000
PA
USD
9933883.60000000
0.065160856933
Long
DBT
NUSS
IT
N
2
2029-10-17
Fixed
2.87500000
N
N
N
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
55862.00000000
NS
USD
9279236.82000000
0.060866731202
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries, Inc
693506107
20310.00000000
NS
USD
2154078.60000000
0.014129580447
Long
EC
CORP
US
N
1
N
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
Murata Manufacturing Co Ltd
J46840104
180700.00000000
NS
10651989.51000000
0.069871239936
Long
EC
CORP
JP
N
2
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162FAG8
1000000.00000000
PA
USD
1094331.30000000
0.007178216309
Long
ABS-MBS
USGSE
US
N
2
2052-08-15
Fixed
3.41880000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X45K8
7087121.21000000
PA
USD
7739984.41000000
0.050770075140
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc
446150104
362200.00000000
NS
USD
3272477.00000000
0.021465663802
Long
EC
CORP
US
N
1
N
N
N
Koninklijke Vopak NV
724500UL634GFV1KYF10
Koninklijke Vopak NV
N5075T159
6109.00000000
NS
323131.64000000
0.002119567272
Long
EC
CORP
NL
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828XQ8
4150000.00000000
PA
USD
4308380.85000000
0.028260627916
Long
DBT
UST
US
N
2
2022-07-31
Fixed
2.00000000
N
N
N
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAC8
1457000.00000000
PA
USD
1428466.11000000
0.009369958374
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.16600000
N
N
N
N
N
N
Woodward Inc
YPYKXXTR8TFDH54ZMB45
Woodward Inc
980745103
46620.00000000
NS
USD
3615381.00000000
0.023714926969
Long
EC
CORP
US
N
1
N
N
N
Elastic NV
N/A
Elastic NV
N14506104
49918.00000000
NS
USD
4602938.78000000
0.030192767239
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos, Inc
216648402
46216.00000000
NS
USD
13108706.24000000
0.085985961410
Long
EC
CORP
US
N
1
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905U6L3
19250000.00000000
PA
USD
21896458.62000000
0.143628822819
Long
DBT
NUSS
N/A
N
2
2025-11-20
Fixed
3.12500000
N
N
N
N
N
N
Valeo SA
5493006IH2N2WMIBB742
Valeo S.A.
N/A
48647.00000000
NS
1283080.88000000
0.008416310581
Long
EC
CORP
FR
N
2
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
Keycorp
493267108
801909.00000000
NS
USD
9767251.62000000
0.064067842051
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TYU4
52488.71000000
PA
USD
56623.75000000
0.000371420908
Long
ABS-MBS
USGSE
US
N
2
2044-11-20
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAW5
3925000.00000000
PA
USD
4267534.87000000
0.027992700571
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.80000000
N
N
N
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
55279HAQ3
3425000.00000000
PA
USD
3805064.00000000
0.024959143967
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
3.40000000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AM2
25000000.00000000
PA
USD
28561762.50000000
0.187349579980
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.15000000
N
N
N
N
N
N
Integer Holdings Corp
549300SUD2ED5XG6X569
Integer Holding Corp
45826H109
26165.00000000
NS
USD
1911353.25000000
0.012537434571
Long
EC
CORP
US
N
1
N
N
N
UPPER ALLEGHENY PA JT SANTN AU
N/A
Upper Allegheny Joint Sanitary Authority
915455NA3
500000.00000000
PA
USD
549725.00000000
0.003605896094
Long
DBT
MUN
US
N
2
2039-09-01
Fixed
3.55000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc
038222105
441841.00000000
NS
USD
26709288.45000000
0.175198360839
Long
EC
CORP
US
N
1
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric S.A.
F86921107
182145.00000000
NS
20261192.56000000
0.132902369593
Long
EC
CORP
FR
N
2
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
Y20246107
750793.00000000
NS
11297047.47000000
0.074102468239
Long
EC
CORP
SG
N
2
N
N
N
WW International Inc
SGT8R1MU6ESIC7UJC518
WW International Inc
98262P101
30692.00000000
NS
USD
778962.96000000
0.005109572050
Long
EC
CORP
US
N
1
N
N
N
Six Flags Entertainment Corp
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001A102
95785.00000000
NS
USD
1840029.85000000
0.012069591978
Long
EC
CORP
US
N
1
N
N
N
ResMed Inc
529900T3QE5253CCXF22
Resmed, Inc
761152107
91258.00000000
NS
USD
17521536.00000000
0.114931717194
Long
EC
CORP
US
N
1
N
N
N
TreeHouse Foods Inc
5493007M7EVHE470Q576
TreeHouse Foods, Inc
89469A104
9964.00000000
NS
USD
436423.20000000
0.002862698099
Long
EC
CORP
US
N
1
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments plc
G08288105
540582.00000000
NS
3322491.05000000
0.021793728685
Long
EC
CORP
GB
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
14025000.00000000
PA
USD
14754679.10000000
0.096782645403
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.45600000
N
N
N
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
W0817X204
167764.00000000
NS
3433706.31000000
0.022523240117
Long
EC
CORP
SE
N
2
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
12000000.00000000
PA
USD
14495084.88000000
0.095079848943
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart, Inc
217204106
177551.00000000
NS
USD
14784671.77000000
0.096979380955
Long
EC
CORP
US
N
1
N
N
N
Bluebird Bio Inc
N/A
Bluebird Bio, Inc
09609G100
60106.00000000
NS
USD
3668870.24000000
0.024065787202
Long
EC
CORP
US
N
1
N
N
N
Helix Energy Solutions Group Inc
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group, Inc
42330P107
31856.00000000
NS
USD
110540.32000000
0.000725084193
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TWF9
47772.42000000
PA
USD
54935.75000000
0.000360348549
Long
ABS-MBS
USGSE
US
N
2
2044-05-20
Fixed
4.50000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
G47567105
348780.00000000
NS
USD
26332890.00000000
0.172729392353
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
3829630.00000000
0.025120283525
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
266480.00000000
NS
USD
15674353.60000000
0.102815208390
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FPD4
292401.89000000
PA
USD
328570.70000000
0.002155244538
Long
ABS-MBS
USGSE
US
N
2
2045-02-20
Fixed
4.50000000
N
N
N
N
N
N
Suntory Beverage & Food Ltd
549300FONLMVK7YYYH41
Suntory Beverage & Food Ltd
J78186103
141100.00000000
NS
5505472.67000000
0.036112897175
Long
EC
CORP
JP
N
2
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBH3
7564000.00000000
PA
USD
7965791.21000000
0.052251244558
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
2.00000000
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial, Inc
929089100
26721.00000000
NS
USD
1246534.65000000
0.008176587250
Long
EC
CORP
US
N
1
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AQ6
4300000.00000000
PA
USD
4414337.99000000
0.028955648949
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.95000000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AT7
12550000.00000000
PA
USD
12865409.74000000
0.084390069102
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
2.50000000
N
N
N
N
N
N
Guardant Health Inc
N/A
Guardant Health, Inc
40131M109
11735.00000000
NS
USD
952060.55000000
0.006244997806
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos, Inc
969457100
335894.00000000
NS
USD
6388703.88000000
0.041906412061
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
122005.00000000
NS
USD
6321079.05000000
0.041462830070
Long
EC
CORP
US
N
1
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAL3
2750000.00000000
PA
USD
2477356.75000000
0.016250108745
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Variable
3.09669300
N
N
N
N
N
N
AID-INDIA
N/A
India Government AID Bond
45683MAA8
5250000.00000000
PA
USD
5089911.70000000
0.033387043923
Long
DBT
NUSS
IN
N
2
2027-02-01
Variable
0.78663000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H030674
65000000.00000000
PA
USD
68846679.20000000
0.451596655884
Long
ABS-O
USGSE
US
N
2
2047-07-20
Fixed
3.00000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
91256.00000000
NS
USD
17124188.40000000
0.112325333713
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Chemical Holdings Corp
353800YNKX4RQUGAR072
Mitsubishi Chemical Holdings Corp
B0JQTJ900
486000.00000000
NS
2834187.70000000
0.018590725106
Long
EC
CORP
JP
N
2
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault S.A.
F77098105
206727.00000000
NS
5290891.14000000
0.034705359404
Long
EC
CORP
FR
N
2
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
200190.00000000
NS
USD
51757122.60000000
0.339498487885
Long
EC
CORP
US
N
1
N
N
N
Nippon Prologis REIT Inc
353800PHBMSDLAFURY41
Nippon ProLogis REIT, Inc
N/A
17.00000000
NS
51656.77000000
0.000338840229
Long
EC
CORP
JP
N
2
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap, Inc
83304A106
14953.00000000
NS
USD
351245.97000000
0.002303981939
Long
EC
CORP
US
N
1
N
N
N
PEOPLE'S UNITED FIN INC
ROPY7PEPIPIDJNF0BO69
People's United Financial, Inc
712704AA3
24878000.00000000
PA
USD
25847930.03000000
0.169548319522
Long
DBT
CORP
US
N
2
2022-12-06
Fixed
3.65000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063DGE2
11565000.00000000
PA
USD
13514512.05000000
0.088647826134
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
4.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YP9
9350000.00000000
PA
USD
9515451.15000000
0.062416168339
Long
DBT
UST
US
N
2
2021-10-31
Fixed
1.50000000
N
N
N
N
N
N
LogMeIn Inc
549300D12V5KRBV00592
LogMeIn, Inc
54142L109
109076.00000000
NS
USD
9246372.52000000
0.060651159324
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc
452308109
212760.00000000
NS
USD
37201086.00000000
0.244018828912
Long
EC
CORP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
45685NAA4
14226000.00000000
PA
USD
16667681.36000000
0.109330896580
Long
DBT
CORP
NL
Y
2
2026-01-06
Fixed
4.62500000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc (Toronto)
15135U109
1172364.00000000
NS
5483582.35000000
0.035969308618
Long
EC
CORP
CA
N
2
N
N
N
WiseTech Global Ltd
254900VE3AF301Q85K83
Wisetech Global Ltd
N/A
55010.00000000
NS
744173.48000000
0.004881372041
Long
EC
CORP
AU
N
2
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc
174610AT2
9075000.00000000
PA
USD
9805448.47000000
0.064318392549
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.25000000
N
N
N
N
N
N
Columbia Banking System Inc
N/A
Columbia Banking System, Inc
197236102
2120.00000000
NS
USD
60091.40000000
0.000394166800
Long
EC
CORP
US
N
1
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
B28YTC906
145300.00000000
NS
12058756.70000000
0.079098865233
Long
EC
CORP
AU
N
2
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DJ2
4200000.00000000
PA
USD
4003771.97000000
0.026262559844
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
2.50000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BJ1
7250000.00000000
PA
USD
7385937.50000000
0.048447720563
Long
DBT
CORP
CL
Y
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2L7
6650000.00000000
PA
USD
6793916.37000000
0.044564384930
Long
DBT
CORP
FR
Y
2
2026-06-09
Fixed
2.21900000
N
N
N
N
N
N
HOCHTIEF AG
529900Y25S8NZIYTT924
Hochtief AG.
510866908
21083.00000000
NS
1875951.45000000
0.012305218076
Long
EC
CORP
DE
N
2
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion plc
N/A
898.00000000
NS
6911.60000000
0.000045336325
Long
EC
CORP
GB
N
2
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
24736CBM5
2332500.00000000
PA
USD
2284403.85000000
0.014984442987
Long
LON
CORP
US
N
2
2023-04-27
Variable
5.51013000
N
N
N
N
N
N
B2Gold Corp
549300F7OK456M5NLM05
B2Gold Corp
11777Q209
533448.00000000
NS
3033455.04000000
0.019897810145
Long
EC
CORP
CA
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TVJ2
18632.48000000
PA
USD
21187.61000000
0.000138979162
Long
ABS-MBS
USGSE
US
N
2
2044-02-20
Fixed
4.50000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT Trust
00217LAA0
5000000.00000000
PA
USD
4794000.00000000
0.031446024608
Long
ABS-MBS
USGSE
US
Y
2
2036-09-14
Variable
1.21513000
N
N
N
N
N
N
SANDALWOOD 2013 LLC
N/A
Sandalwood LLC
79977TAA7
5369943.28000000
PA
USD
5626200.09000000
0.036904803187
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
2.83600000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
G51502105
428533.00000000
NS
USD
14630116.62000000
0.095965583490
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TU95
21093.23000000
PA
USD
24218.73000000
0.000158861656
Long
ABS-MBS
USGSE
US
N
2
2044-01-20
Fixed
4.50000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BT0
3821505.00000000
PA
USD
3838672.84000000
0.025179599622
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
1.91400000
N
N
N
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison, Inc
209115104
247789.00000000
NS
USD
17823462.77000000
0.116912192087
Long
EC
CORP
US
N
1
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc
200340107
144072.00000000
NS
USD
5489143.20000000
0.036005784761
Long
EC
CORP
US
N
1
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723AN3
4800000.00000000
PA
USD
4920000.00000000
0.032272515868
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc
88160R101
50537.00000000
NS
USD
54570357.97000000
0.357951777137
Long
EC
CORP
US
N
1
N
N
N
FED CAISSES DESJARDINS
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31430WCB8
5000000.00000000
PA
USD
5158072.60000000
0.033834142242
Long
DBT
CORP
CA
Y
2
2022-09-26
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20754CAA7
974264.14000000
PA
USD
968722.43000000
0.006354290649
Long
ABS-CBDO
USGSE
US
Y
2
2040-01-25
Variable
0.98450000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179ASR8
9822820.42000000
PA
USD
10465302.32000000
0.068646673818
Long
ABS-O
USGSE
US
N
2
2033-06-15
Fixed
2.69000000
N
N
N
N
N
N
GREENE CNTY OH
N/A
County of Greene OH
394641PU2
685000.00000000
PA
USD
685835.70000000
0.004498708030
Long
DBT
MUN
US
N
2
2021-12-01
Fixed
2.72000000
N
N
N
N
N
N
Hill-Rom Holdings Inc
JLZ01A0E2071OH26RE45
Hill-Rom Holdings, Inc
431475102
30772.00000000
NS
USD
3378150.16000000
0.022158822082
Long
EC
CORP
US
N
1
N
N
N
Keio Corp
N/A
Keio Corp
648736007
100.00000000
NS
5723.01000000
0.000037539823
Long
EC
CORP
JP
N
2
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971M103
14204.00000000
NS
238232.97000000
0.001562678313
Long
EC
CORP
CA
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XBH6
337572.73000000
PA
USD
357464.37000000
0.002344771250
Long
ABS-CBDO
USGSE
US
N
2
2028-04-25
Variable
5.73450000
N
N
N
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Westar Energy, Inc
95709TAN0
19650000.00000000
PA
USD
20964865.21000000
0.137518078285
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
2.55000000
N
N
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust
55282MAA2
4000000.00000000
PA
USD
4199218.80000000
0.027544584422
Long
ABS-MBS
USGSE
US
Y
2
2034-08-15
Variable
3.29437000
N
Y
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558103
485311.00000000
NS
USD
37339828.34000000
0.244928902970
Long
EC
CORP
US
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge, Inc (Toronto)
29250N105
518980.00000000
NS
15780417.21000000
0.103510927808
Long
EC
CORP
CA
N
2
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAE6
9750000.00000000
PA
USD
11241536.96000000
0.073738349578
Long
DBT
CORP
US
Y
2
2042-11-28
Fixed
4.11900000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEK5
13950000.00000000
PA
USD
14589478.88000000
0.095699022085
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
2.25000000
N
N
N
N
N
N
Fast Retailing Co Ltd
353800ZCXKHDPY0N5218
Fast Retailing Co Ltd
J1346E100
16300.00000000
NS
9368774.29000000
0.061454048158
Long
EC
CORP
JP
N
2
N
N
N
Zogenix Inc
54930089H3HF4C32SK78
Zogenix, Inc
98978L204
15799.00000000
NS
USD
426730.99000000
0.002799122489
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
H1467J104
261460.00000000
NS
USD
33106065.20000000
0.217157726524
Long
EC
CORP
US
N
1
N
N
N
BJ's Wholesale Club Holdings Inc
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc
05550J101
248716.00000000
NS
USD
9269645.32000000
0.060803816195
Long
EC
CORP
US
N
1
N
N
N
Antero Midstream Corp
N/A
Antero Midstream Corp
03676B102
551218.00000000
NS
USD
2811211.80000000
0.018440015736
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
20554.00000000
NS
USD
2708811.66000000
0.017768326683
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
27571.00000000
NS
USD
2963882.50000000
0.019441452238
Long
EC
CORP
US
N
1
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc
45168D104
66007.00000000
NS
USD
21792871.12000000
0.142949345331
Long
EC
CORP
US
N
1
N
N
N
First Eagle Private Credit LLC
KWQVVPX9OGSKS3U0N171
NewStar Financial, Inc
652CVR994
12048.00000000
NS
USD
2908.99000000
0.000019081387
Long
EC
CORP
US
N
3
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co
114259AQ7
9750000.00000000
PA
USD
12017813.34000000
0.078830299129
Long
DBT
CORP
US
Y
2
2048-03-15
Fixed
4.27300000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384C64
14798000.00000000
PA
USD
14794978.69000000
0.097046988728
Long
STIV
USGSE
US
N
2
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZZ4
9200000.00000000
PA
USD
8900062.89000000
0.058379557082
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HAT4
1825000.00000000
PA
USD
1870007.80000000
0.012266230975
Long
DBT
CORP
IT
Y
2
2024-06-26
Fixed
5.01700000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG.
D69671218
213660.00000000
NS
25198439.54000000
0.165288016241
Long
EC
CORP
DE
N
2
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot, Inc
443573100
26971.00000000
NS
USD
6050943.85000000
0.039690890531
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5CF5
396117.96000000
PA
USD
461052.19000000
0.003024250836
Long
ABS-MBS
MUN
US
N
2
2035-05-01
Fixed
7.00000000
N
N
N
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG.
D31709104
103086.00000000
NS
5518370.63000000
0.036197500756
Long
EC
CORP
DE
N
2
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229106
13397.00000000
NS
USD
212744.36000000
0.001395486937
Long
EC
CORP
US
N
1
N
N
N
Trinseo SA
222100SZ6J5ZF05ZTR58
Trinseo S.A.
L9340P101
29019.00000000
NS
USD
643061.04000000
0.004218129597
Long
EC
CORP
US
N
1
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAF7
11625000.00000000
PA
USD
12476879.30000000
0.081841521380
Long
DBT
CORP
NL
Y
2
2024-07-15
Fixed
3.62500000
N
N
N
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty, Inc
90384S303
23011.00000000
NS
USD
4680897.62000000
0.030704134698
Long
EC
CORP
US
N
1
N
N
N
GREAT LAKES MI WTR AUTH WTR SP
N/A
Great Lakes Water Authority Water Supply System Revenue
39081JDZ8
16915000.00000000
PA
USD
17673806.90000000
0.115930531225
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
3.47300000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co
191216100
1362545.00000000
NS
USD
60878510.60000000
0.399329816944
Long
EC
CORP
US
N
1
N
N
N
VF CORP
CWAJJ9DJ5Z7P057HV541
VF Corp
918204BB3
8700000.00000000
PA
USD
9233728.56000000
0.060568221844
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
2.80000000
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
20118195.00000000
0.131964383613
Long
DBT
MUN
US
N
2
2046-11-01
Fixed
4.18500000
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
2801373.90000000
0.018375484479
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
3.01500000
N
N
N
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology, Inc
016255101
56304.00000000
NS
USD
15452069.76000000
0.101357147667
Long
EC
CORP
US
N
1
N
N
N
Perficient Inc
549300HTBXKL2755T650
Perficient, Inc
71375U101
70881.00000000
NS
USD
2536122.18000000
0.016635577906
Long
EC
CORP
US
N
1
N
N
N
Sage Therapeutics Inc
5493000JX4BJS9W6CN35
Sage Therapeutics, Inc
78667J108
7354.00000000
NS
USD
305779.32000000
0.002005745519
Long
EC
CORP
US
N
1
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746UDF3
7110000.00000000
PA
USD
7864805.71000000
0.051588834771
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.60000000
N
N
N
N
N
N
NTHRN CA PWR AGY
549300QYTU4PHD2XHS96
Northern California Power Agency
664845EA8
4750000.00000000
PA
USD
5291025.00000000
0.034706237453
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
4.32000000
N
N
N
N
N
N
Orion Oyj
74370029VAHCXDR7B745
Orion Oyj (Class B)
X6002Y112
116648.00000000
NS
5656767.35000000
0.037105307736
Long
EC
CORP
FI
N
2
N
N
N
Ascendas Real Estate Investment Trust
549300ILIBAEMQZK3L20
Ascendas REIT
656387909
507600.00000000
NS
1164642.59000000
0.007639420013
Long
EC
CORP
SG
N
2
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
157600.00000000
NS
USD
12503984.00000000
0.082019313425
Long
EC
CORP
US
N
1
N
N
N
Collegium Pharmaceutical Inc
54930049FXZMTLW8D496
Collegium Pharmaceutical, Inc
19459J104
71920.00000000
NS
USD
1258600.00000000
0.008255729364
Long
EC
CORP
US
N
1
N
N
N
SEEK Ltd
549300209NEKXBC8QO27
Seek Ltd
B0767Y908
5725.00000000
NS
87586.02000000
0.000574516508
Long
EC
CORP
AU
N
2
N
N
N
BOC Hong Kong Holdings Ltd
N/A
BOC Hong Kong Holdings Ltd
Y0920U103
3227500.00000000
NS
10334106.45000000
0.067786100485
Long
EC
CORP
HK
N
2
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AN4
3700000.00000000
PA
USD
4087303.83000000
0.026810483274
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
3.25000000
N
N
N
N
N
N
Assembly Biosciences Inc
N/A
Assembly Biosciences, Inc
045396108
49057.00000000
NS
USD
1144009.24000000
0.007504076494
Long
EC
CORP
US
N
1
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co
742718FH7
5300000.00000000
PA
USD
6073082.38000000
0.039836107210
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.00000000
N
N
N
N
N
N
Vectrus Inc
N/A
Vectrus, Inc
92242T101
6185.00000000
NS
USD
303869.05000000
0.001993215190
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
5634920.08000000
0.036962001564
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
1.68475000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12594JAA3
3000000.00000000
PA
USD
3018138.60000000
0.019797342654
Long
ABS-MBS
USGSE
US
Y
2
2029-08-10
Fixed
2.68100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CCP7
1487891.58000000
PA
USD
1541581.97000000
0.010111936705
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81747WAG2
163675.71000000
PA
USD
164866.06000000
0.001081431410
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
4304.00000000
NS
USD
642544.16000000
0.004214739146
Long
EC
CORP
US
N
1
N
N
N
Starwood Waypoint Homes Trust
N/A
Starwood Waypoint Homes
85572MAA8
920683.48000000
PA
USD
916706.13000000
0.006013092098
Long
ABS-O
CORP
US
Y
2
2035-01-17
Variable
1.13475000
N
N
N
N
N
N
Huron Consulting Group Inc
549300NGVB9H6TKTLE36
Huron Consulting Group, Inc
447462102
6731.00000000
NS
USD
297846.75000000
0.001953712188
Long
EC
CORP
US
N
1
N
N
N
Nomura Research Institute Ltd
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd
639092907
202400.00000000
NS
5528098.38000000
0.036261309489
Long
EC
CORP
JP
N
2
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills, Inc
370334104
484237.00000000
NS
USD
29853211.05000000
0.195820777911
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DL9
9000000.00000000
PA
USD
10116090.00000000
0.066356031513
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
Hong Kong & China Gas Co Ltd
254900P7BETXGC7YU827
Hong Kong & China Gas Ltd
Y33370100
6669034.00000000
NS
10364796.58000000
0.067987410995
Long
EC
CORP
HK
N
2
N
N
N
NEW YORK ST ENERGY RESEARCH &
N/A
New York State Energy Research & Development Authority
64985LAJ7
1590000.00000000
PA
USD
1668418.80000000
0.010943917113
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
3.20600000
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
3696894.00000000
0.024249607780
Long
DBT
MUN
US
N
2
2026-11-01
Fixed
3.00000000
N
N
N
N
N
N
TEXAS ST WTR DEV BRD
N/A
Texas Water Development Board
882854VN9
4170000.00000000
PA
USD
4630076.10000000
0.030370773253
Long
DBT
MUN
US
N
2
2050-04-15
Fixed
4.64800000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AT0
6200000.00000000
PA
USD
5969592.25000000
0.039157268417
Long
DBT
CORP
US
N
2
2047-07-13
Fixed
4.95000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAK0
11250000.00000000
PA
USD
11257713.34000000
0.073844457805
Long
DBT
CORP
US
N
2
2023-07-26
Variable
1.67138000
N
N
N
N
N
N
WEST VIRGINIA ST WTR DEV AUTHW
N/A
West Virginia Water Development Authority
956695E30
1345000.00000000
PA
USD
1485498.70000000
0.009744061050
Long
DBT
MUN
US
N
2
2022-11-01
Fixed
5.00000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc
713448EP9
2250000.00000000
PA
USD
2434986.74000000
0.015972184594
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
2.87500000
N
N
N
N
N
N
Ryman Healthcare Ltd
529900UR74KKRFG56I57
Ryman Healthcare Ltd
Q8203F106
282183.00000000
NS
2394030.95000000
0.015703536955
Long
EC
CORP
NZ
N
2
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid, Inc
05351WAC7
15950000.00000000
PA
USD
17429842.75000000
0.114330259497
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
Intersect ENT Inc
549300SWZUVLSFMOXR50
Intersect ENT, Inc
46071F103
25908.00000000
NS
USD
350794.32000000
0.002301019361
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis, Inc
74340W103
457893.00000000
NS
USD
42735153.69000000
0.280319293818
Long
EC
CORP
US
N
1
N
N
N
Health Catalyst Inc
549300223PL6GWKVJG92
Health Catalyst, Inc
42225T107
43241.00000000
NS
USD
1261339.97000000
0.008273702072
Long
EC
CORP
US
N
1
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
H2906T109
2666.00000000
NS
USD
259935.00000000
0.001705031791
Long
EC
CORP
US
N
1
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid, Inc
05351WAB9
13200000.00000000
PA
USD
15327572.04000000
0.100540510544
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.80000000
N
N
N
N
N
N
Unicharm Corp
353800UQ4BZIJTAQEG85
Uni-Charm Corp
691148001
207700.00000000
NS
8518292.73000000
0.055875353109
Long
EC
CORP
JP
N
2
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AH9
9000000.00000000
PA
USD
9110567.97000000
0.059760355564
Long
DBT
NUSS
JP
Y
2
2021-04-13
Fixed
2.12500000
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset Backed Securities Corp Home Equity Loan Trust
04541GKW1
181694.03000000
PA
USD
178139.17000000
0.001168495770
Long
ABS-O
CORP
US
N
2
2034-08-25
Variable
3.38550000
N
N
N
N
N
N
MASSACHUSETTS ST WTR POLL ABAT
549300SYPEROLSQU0261
Massachusetts St. Water Pollution Abatement
57604P5P5
4650000.00000000
PA
USD
5615619.00000000
0.036835397009
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5.19200000
N
N
N
N
N
N
PENNSYLVANIA ST ECON DEV FINGA
N/A
Pennsylvania Economic Development Financing Authority
708692BK3
180000.00000000
PA
USD
169270.20000000
0.001110320165
Long
DBT
MUN
US
Y
2
2036-06-01
Fixed
5.75000000
N
N
N
N
N
N
MONTGOMERY AL WTRWKS & SAN SWR
N/A
Montgomery Water Works & Sanitary Sewer Board
613105KU8
1655000.00000000
PA
USD
1684773.45000000
0.011051194694
Long
DBT
MUN
US
N
2
2022-09-01
Fixed
1.72900000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63874PAA3
15780000.00000000
PA
USD
15347574.35000000
0.100671714786
Long
ABS-MBS
USGSE
US
Y
2
2033-07-15
Variable
0.96825000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
103719.00000000
NS
USD
5147573.97000000
0.033765276957
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RU4
35830000.00000000
PA
USD
47624508.29000000
0.312390792581
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.87500000
N
N
N
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries, Inc
608190104
23556.00000000
NS
USD
2397058.56000000
0.015723396425
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR, Inc
693718108
112147.00000000
NS
USD
8394202.95000000
0.055061391850
Long
EC
CORP
US
N
1
N
N
N
AtriCure Inc
N/A
AtriCure, Inc
04963C209
32319.00000000
NS
USD
1452739.05000000
0.009529175618
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94988HAE1
1030000.00000000
PA
USD
1064039.54000000
0.006979518890
Long
ABS-MBS
USGSE
US
N
2
2045-10-15
Fixed
3.53900000
N
N
N
N
N
N
Sally Beauty Holdings Inc
529900VXW6E8ONDIQ271
Sally Beauty Holdings, Inc
79546E104
1746.00000000
NS
USD
21877.38000000
0.000143503677
Long
EC
CORP
US
N
1
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353X36
2649228.65000000
PA
USD
2845421.12000000
0.018664410212
Long
DBT
USGSE
US
N
2
2021-07-17
Fixed
0.00000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc
92532F100
157590.00000000
NS
USD
45749952.90000000
0.300094731896
Long
EC
CORP
US
N
1
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770WAA7
2780186.39000000
PA
USD
2898032.65000000
0.019009513147
Long
ABS-O
CORP
US
Y
2
2041-09-20
Fixed
3.75000000
N
N
N
N
N
N
Kikkoman Corp
529900T9K5UH9HXOND47
Kikkoman Corp
649080009
146000.00000000
NS
7051448.79000000
0.046253657107
Long
EC
CORP
JP
N
2
N
N
Rush Enterprises Inc
529900V3XHTN7A6DFT17
Rush Enterprises, Inc (Class A)
781846209
8372.00000000
NS
USD
347103.12000000
0.002276807103
Long
EC
CORP
US
N
1
N
N
N
Axalta Coating Systems Ltd
529900AGLPA40GV6H619
Axalta Coating Systems Ltd
G0750C108
612.00000000
NS
USD
13800.60000000
0.000090524407
Long
EC
CORP
US
N
1
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor S.A.
F00189120
138079.00000000
NS
3768398.83000000
0.024718640455
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FQ68
342809.01000000
PA
USD
394336.16000000
0.002586630077
Long
ABS-MBS
USGSE
US
N
2
2045-08-20
Fixed
4.50000000
N
N
N
N
N
N
PALM BEACH CNTY FL SOL WST AUT
N/A
Palm Beach County Solid Waste Authority
696560LF6
2500000.00000000
PA
USD
2669050.00000000
0.017507511885
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
2.63600000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46651XBT8
1671168.79000000
PA
USD
1595609.90000000
0.010466330450
Long
ABS-CBDO
USGSE
US
Y
2
2050-06-25
Variable
3.88263300
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAX3
4600000.00000000
PA
USD
5168153.22000000
0.033900265610
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.45000000
N
N
N
N
N
N
PSEG POWER LLC
N/A
PSEG Power LLC
69362BBC5
13050000.00000000
PA
USD
14091025.25000000
0.092429438207
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.85000000
N
N
N
N
N
N
Singapore Telecommunications Ltd
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd
Y79985209
3479100.00000000
NS
6188963.40000000
0.040596223482
Long
EC
CORP
SG
N
2
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS S.A.
X3078L108
504797.00000000
NS
5855635.79000000
0.038409776209
Long
EC
CORP
PT
N
2
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos, Inc
571748102
310152.00000000
NS
USD
33301020.24000000
0.218436525227
Long
EC
CORP
US
N
1
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YAZ8
9075000.00000000
PA
USD
9093225.50000000
0.059646598423
Long
DBT
CORP
US
N
2
2030-06-24
Fixed
1.45000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933Y105
900659.00000000
NS
USD
69647960.47000000
0.456852623872
Long
EC
CORP
US
N
1
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAD3
17785000.00000000
PA
USD
18801827.14000000
0.123329728602
Long
DBT
CORP
US
N
2
2025-01-29
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335ALZ9
8288454.42000000
PA
USD
9145263.95000000
0.059987942265
Long
ABS-MBS
MUN
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XDA9
4122036.19000000
PA
USD
4265772.00000000
0.027981137105
Long
ABS-CBDO
USGSE
US
N
2
2029-01-25
Variable
4.43450000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJZM5
12727864.10000000
PA
USD
13459465.04000000
0.088286747780
Long
ABS-MBS
MUN
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
G16962105
61362.00000000
NS
USD
2523819.06000000
0.016554876150
Long
EC
CORP
US
N
1
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447PF22
2000000.00000000
PA
USD
2274160.00000000
0.014917248920
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FF6
2281258.50000000
PA
USD
2485555.10000000
0.016303885448
Long
ABS-MBS
MUN
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
CONSERVATION FUND
N/A
Conservation Fund
20848FAA8
3125000.00000000
PA
USD
3353169.91000000
0.021994965270
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.47400000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170AS3
15925000.00000000
PA
USD
20451705.30000000
0.134152029232
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.95000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan, Inc
49456B101
1256487.00000000
NS
USD
19060907.79000000
0.125029156324
Long
EC
CORP
US
N
1
N
N
N
DY7 LEASING LLC
N/A
DY7 Leasing LLC
268207AA5
1382757.06000000
PA
USD
1440148.32000000
0.009446587298
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
2.57800000
N
N
N
N
N
N
Halozyme Therapeutics Inc
529900242I3SV9AGM753
Halozyme Therapeutics, Inc
40637H109
39223.00000000
NS
USD
1051568.63000000
0.006897716524
Long
EC
CORP
US
N
1
N
N
N
Toho Gas Co Ltd
353800BCVTE4F8012906
Toho Gas Co Ltd
689522001
100.00000000
NS
4998.25000000
0.000032785793
Long
EC
CORP
JP
N
2
N
N
N
Sonic Healthcare Ltd
549300NQQ5L2NONWR862
Sonic Healthcare Ltd
682112909
12083.00000000
NS
255154.30000000
0.001673673007
Long
EC
CORP
AU
N
2
N
N
N
ServiceMaster Global Holdings Inc
549300GS10644JGL8R77
ServiceMaster Global Holdings, Inc
81761R109
113558.00000000
NS
USD
4052885.02000000
0.026584714658
Long
EC
CORP
US
N
1
N
N
N
AES GENER SA
549300IF4IFG0FS0RM26
AES Gener S.A.
00105DAG0
14500000.00000000
PA
USD
14572500.00000000
0.095587649896
Long
DBT
CORP
CL
Y
2
2079-10-07
Variable
6.35000000
N
N
N
N
N
N
Inogen Inc
549300J8WJIVTOJ8IH97
Inogen, Inc
45780L104
8609.00000000
NS
USD
305791.68000000
0.002005826594
Long
EC
CORP
US
N
1
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
608625901
1078849.00000000
NS
10488214.90000000
0.068796967843
Long
EC
CORP
AU
N
2
N
N
FirstKey Mortgage Trust
549300FDRDXQEPF84Y37
FirstKey Mortgage Trust
33766WAH7
2443996.96000000
PA
USD
2515151.49000000
0.016498021620
Long
ABS-CBDO
USGSE
US
Y
2
2044-11-25
Variable
3.50000000
N
N
N
N
N
N
Globus Medical Inc
5299003M2P4CIK0RF205
Globus Medical, Inc
379577208
63365.00000000
NS
USD
3023144.15000000
0.019830176331
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TVA1
22345.31000000
PA
USD
25688.75000000
0.000168504185
Long
ABS-MBS
USGSE
US
N
2
2039-02-20
Fixed
4.50000000
N
N
N
N
N
N
AIR LIQUIDE FINANCE
549300YGXL5Z3R14K812
Air Liquide Finance S.A.
00913RAF3
10625000.00000000
PA
USD
10929540.98000000
0.071691826160
Long
DBT
CORP
FR
Y
2
2029-09-10
Fixed
2.25000000
N
N
N
N
N
N
Covetrus Inc
5493009S30DUFCF75V87
Covetrus, Inc
22304C100
216177.00000000
NS
USD
3867406.53000000
0.025368076952
Long
EC
CORP
US
N
1
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22535WAG2
14850000.00000000
PA
USD
15054175.17000000
0.098747176230
Long
DBT
CORP
FR
Y
2
2026-06-16
Fixed
1.90700000
N
N
N
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand S.A.
F56196185
14151.00000000
NS
1075227.45000000
0.007052905476
Long
EC
CORP
FR
N
2
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DT6
4000000.00000000
PA
USD
4358768.36000000
0.028591142492
Long
DBT
USGSE
US
N
2
2024-01-15
Fixed
3.55000000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International S.A.
89153VAT6
7600000.00000000
PA
USD
8264247.14000000
0.054208952634
Long
DBT
CORP
FR
N
2
2030-01-10
Fixed
2.82900000
N
N
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353VQ7
2250543.52000000
PA
USD
2405601.33000000
0.015779432336
Long
DBT
USGSE
US
N
2
2030-04-15
Fixed
2.61000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00180AAA7
100000.00000000
PA
USD
101077.65000000
0.000663014240
Long
ABS-O
CORP
US
Y
2
2037-04-17
Fixed
1.81900000
N
N
N
N
N
N
DELTA AIRLINES 2015B
N/A
Delta Air Lines, Inc
24737AAA5
1749389.30000000
PA
USD
1594334.98000000
0.010457967670
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
4.25000000
N
N
N
N
N
N
Computershare Ltd
N/A
Computershare Ltd
618041909
3509.00000000
NS
32491.48000000
0.000213126382
Long
EC
CORP
AU
N
2
N
N
N
Axsome Therapeutics Inc
549300EXGR0XLRJEIB95
Axsome Therapeutics, Inc
05464T104
3566.00000000
NS
USD
293410.48000000
0.001924612677
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
G491BT108
66698.00000000
NS
USD
717670.48000000
0.004707526819
Long
EC
CORP
US
N
1
N
N
CONNECTICUT ST HSG FIN AUTH HS
5493003DXX0NRJKSH186
Connecticut Housing Finance Authority
20775CX33
11650000.00000000
PA
USD
11645806.00000000
0.076390133929
Long
DBT
MUN
US
N
2
2049-05-15
Variable
0.74000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CJ6
20600000.00000000
PA
USD
21835968.48000000
0.143232040501
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82300000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities Trust
07384YVG8
100000.00000000
PA
USD
98449.31000000
0.000645773764
Long
ABS-O
CORP
US
N
2
2036-04-25
Variable
0.85450000
N
N
N
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
68702.00000000
NS
9597329.33000000
0.062953244531
Long
EC
CORP
CA
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251XAY3
830000.00000000
PA
USD
717170.80000000
0.004704249191
Long
ABS-MBS
USGSE
US
N
2
2049-11-10
Variable
3.91919800
N
N
N
N
N
N
Berkshire Hills Bancorp Inc
549300AS2OC6UMMBNO37
Berkshire Hills Bancorp, Inc
084680107
68254.00000000
NS
USD
752159.08000000
0.004933753220
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
5493005LAQ76UDHPEE03
Structured Agency Credit Risk Debt Note (STACR)
35565CAH9
2470000.00000000
PA
USD
2395763.41000000
0.015714900948
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
2.23450000
N
N
N
N
N
N
Cardlytics Inc
549300JETJBH94EIPC66
Cardlytics, Inc
14161W105
4039.00000000
NS
USD
282649.22000000
0.001854024682
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4ZQ2
2001643.56000000
PA
USD
2137096.52000000
0.014018187266
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Structured Agency Credit Risk Debt Note (STACR)
35565KAH1
670000.00000000
PA
USD
635229.88000000
0.004166761459
Long
ABS-CBDO
CORP
US
Y
2
2050-02-25
Variable
2.03450000
N
N
N
N
N
N
Singapore Telecommunications Ltd
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd
N/A
536300.00000000
NS
953068.52000000
0.006251609539
Long
EC
CORP
SG
N
2
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
347259.00000000
NS
USD
25440194.34000000
0.166873795838
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36262DAD0
2570964.59000000
PA
USD
2629881.84000000
0.017250590124
Long
ABS-CBDO
USGSE
US
Y
2
2050-07-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B1MS0
7649206.77000000
PA
USD
7966944.88000000
0.052258812004
Long
ABS-CBDO
USGSE
US
N
2
2045-04-25
Fixed
3.50000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064149107
210824.00000000
NS
8724287.21000000
0.057226564516
Long
EC
CORP
CA
N
2
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines Holding AG.
B09DHL908
54673.00000000
NS
9518596.72000000
0.062436801562
Long
EC
CORP
DE
N
2
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG.
D8T9CK101
476916.00000000
NS
1406514.16000000
0.009225965558
Long
EC
CORP
DE
N
2
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
R8413J103
718937.00000000
NS
10356767.44000000
0.067934744217
Long
EC
CORP
NO
N
2
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12652FAG7
5000000.00000000
PA
USD
5318817.00000000
0.034888537811
Long
ABS-MBS
USGSE
US
Y
2
2032-11-10
Variable
3.85409900
N
Y
N
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353ZS9
10375512.23000000
PA
USD
11956672.23000000
0.078429246803
Long
DBT
USGSE
US
N
2
2033-06-01
Fixed
3.43000000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro Quebec
448814DX8
6082000.00000000
PA
USD
6807681.80000000
0.044654678641
Long
DBT
NUSS
CA
N
2
2022-01-15
Fixed
8.40000000
N
N
N
N
N
N
Mr Cooper Group Inc
549300KD8C6DPXYC2M26
Mr Cooper Group, Inc
62482R107
8047.00000000
NS
USD
100104.68000000
0.000656632088
Long
EC
CORP
US
N
1
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAJ9
1000000.00000000
PA
USD
959250.80000000
0.006292161923
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
3.04089300
N
N
N
N
N
N
Associated British Foods PLC
GBQKSY6W7G0OHCQ8OQ72
Associated British Foods plc
G05600138
328492.00000000
NS
7766924.75000000
0.050946789073
Long
EC
CORP
GB
N
2
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc
86562MCA6
7275000.00000000
PA
USD
7273674.42000000
0.047711336003
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384ZD4
20000000.00000000
PA
USD
19999466.60000000
0.131185590081
Long
STIV
USGSE
US
N
2
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
239950.00000000
NS
USD
28129338.50000000
0.184513114451
Long
EC
CORP
US
N
1
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAA5
4700000.00000000
PA
USD
4709550.40000000
0.030892081304
Long
DBT
CORP
US
Y
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
JCDecaux SA
9695009KV7AFPDEI5S30
JC Decaux S.A.
713666907
57052.00000000
NS
1065749.78000000
0.006990737131
Long
EC
CORP
FR
N
2
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank S.A.
E3641N103
2926176.00000000
NS
6259930.22000000
0.041061727105
Long
EC
CORP
ES
N
2
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis, Inc
98978V103
302123.00000000
NS
USD
41402935.92000000
0.271580672046
Long
EC
CORP
US
N
1
N
N
N
FLORENCE SC SPL OBLIG
N/A
City of Florence SC
340329AP6
1250000.00000000
PA
USD
1358262.50000000
0.008909460992
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
4.25000000
N
N
N
N
N
N
ICA Gruppen AB
549300ZEFN8VKPK9I111
ICA Gruppen AB
B0S165900
1559.00000000
NS
74106.34000000
0.000486097161
Long
EC
CORP
SE
N
2
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
60679.00000000
NS
USD
1424136.13000000
0.009341556067
Long
EC
CORP
US
N
1
N
N
N
HERO Funding Trust
549300Z5C0ID42MSJA91
HERO Funding Trust
42771AAA4
7022696.12000000
PA
USD
7184533.45000000
0.047126619872
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
3.19000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHKM3
4384649.78000000
PA
USD
4792797.54000000
0.031438137126
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355L106
422541.00000000
NS
USD
6971926.50000000
0.045732034268
Long
EC
CORP
US
N
1
N
N
N
eHealth Inc
5299003O8Y5OKXUZQ421
eHealth, Inc
28238P109
1814.00000000
NS
USD
178207.36000000
0.001168943059
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
80881.00000000
NS
USD
4928888.14000000
0.032330817217
Long
EC
CORP
US
N
1
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
DSM NV
B0HZL9902
45293.00000000
NS
6287480.71000000
0.041242443289
Long
EC
CORP
NL
N
2
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero AG.
N/A
35405.00000000
NS
3638473.94000000
0.023866404057
Long
EC
CORP
DE
Y
2
N
N
N
Silicon Laboratories Inc
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc
826919102
22132.00000000
NS
USD
2219175.64000000
0.014556581515
Long
EC
CORP
US
N
1
N
N
N
Hancock Whitney Corp
549300GRNBWY8HIICT41
Hancock Whitney Corp
410120109
5441.00000000
NS
USD
115349.20000000
0.000756627822
Long
EC
CORP
US
N
1
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AZ5
2800000.00000000
PA
USD
3024802.06000000
0.019841051316
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
Blackstone Group Inc/The
5299004LW4QWGZUB8Y96
Blackstone Group, Inc
09260D107
3313.00000000
NS
USD
187714.58000000
0.001231305236
Long
EC
CORP
US
N
1
N
N
N
Aerie Pharmaceuticals Inc
529900SFXHDHUO324R09
Aerie Pharmaceuticals, Inc
00771V108
96256.00000000
NS
USD
1420738.56000000
0.009319269862
Long
EC
CORP
US
N
1
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel S.p.A.
714456902
2467321.00000000
NS
21338480.73000000
0.139968792268
Long
EC
CORP
IT
N
2
N
N
N
ETHIOPIAN LEASING 2012
N/A
Ethiopian Leasing LLC
29766DAG9
7884014.67000000
PA
USD
8282547.83000000
0.054328995177
Long
DBT
CORP
US
N
2
2026-08-14
Fixed
2.56600000
N
N
N
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore S.A.
N/A
164274.00000000
NS
7754398.48000000
0.050864623575
Long
EC
CORP
BE
N
2
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AK5
12300000.00000000
PA
USD
13117791.70000000
0.086045557071
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.45000000
N
N
N
N
N
N
Old National Bancorp/IN
549300MMK90CL5KMVX16
Old National Bancorp
680033107
9051.00000000
NS
USD
124541.76000000
0.000816926001
Long
EC
CORP
US
N
1
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB (B Shares)
B1VVGZ901
463117.00000000
NS
5539422.44000000
0.036335589145
Long
EC
CORP
SE
N
2
N
N
N
Residential Asset Securities C
N/A
RASC Trust
76110W3U8
650000.00000000
PA
USD
640655.34000000
0.004202349517
Long
ABS-O
CORP
US
N
2
2035-08-25
Variable
3.07988000
N
N
N
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group, Inc
12504L109
103900.00000000
NS
USD
4698358.00000000
0.030818665266
Long
EC
CORP
US
N
1
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
African Development Bank
00828EDF3
4000000.00000000
PA
USD
4154834.60000000
0.027253448284
Long
DBT
NUSS
N/A
N
2
2021-12-06
Fixed
3.00000000
N
N
N
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oil Oyj
X5688A109
267760.00000000
NS
10516556.20000000
0.068982871309
Long
EC
CORP
FI
N
2
N
N
N
Big Lots Inc
N/A
Big Lots, Inc
089302103
86913.00000000
NS
USD
3650346.00000000
0.023944278294
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
279178.00000000
NS
USD
13475922.06000000
0.088394696853
Long
EC
CORP
US
N
1
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
Abiomed, Inc
003654100
48116.00000000
NS
USD
11622900.96000000
0.076239889362
Long
EC
CORP
US
N
1
N
N
N
OHIO ST
5493005LEB5E170OMX59
State of Ohio
677521CV6
2500000.00000000
PA
USD
3214300.00000000
0.021084054421
Long
DBT
MUN
US
N
2
2028-09-01
Fixed
5.41200000
N
N
N
N
N
N
Carriage Services Inc
N/A
Carriage Services, Inc
143905107
31423.00000000
NS
USD
569384.76000000
0.003734853394
Long
EC
CORP
US
N
1
N
N
N
BASIN ELEC PWR ND COOPERATIVE
5493002CLOJ5KYT5GB16
Basin Electric Power Coop
070102AA6
4500000.00000000
PA
USD
5784120.00000000
0.037940671642
Long
DBT
MUN
US
Y
2
2041-06-01
Fixed
6.12700000
N
N
N
N
N
N
HANWHA ENERGY USA HOLDN
549300VVIE7XDIYNIT55
Hanwha Energy USA Holdings Corp
41135WAA9
16000000.00000000
PA
USD
16404147.52000000
0.107602258362
Long
DBT
CORP
CN
Y
2
2022-07-30
Fixed
2.37500000
N
N
N
N
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc
928298108
102606.00000000
NS
USD
1566793.62000000
0.010277311374
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
164576.00000000
NS
USD
10458804.80000000
0.068604053632
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CU77
18928245.29000000
PA
USD
19974432.31000000
0.131021378797
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
Y
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555CU6
4375000.00000000
PA
USD
4944998.10000000
0.032436489766
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.75000000
N
N
N
N
N
N
PRUDENTIAL PLC
5493001Z3ZE83NGK8Y12
Prudential plc
74435KAA3
2500000.00000000
PA
USD
2685127.33000000
0.017612970399
Long
DBT
CORP
GB
N
2
2030-04-14
Fixed
3.12500000
N
N
N
N
N
N
Rakuten Inc
529900IMXUCQKUL1H943
Rakuten, Inc
622959906
327400.00000000
NS
2891923.62000000
0.018969441243
Long
EC
CORP
JP
N
2
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABH2
2000000.00000000
PA
USD
2011619.00000000
0.013195123190
Long
ABS-MBS
USGSE
US
N
2
2049-11-10
Variable
3.87900000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust
31573MAD5
500000.00000000
PA
USD
473203.35000000
0.003103955817
Long
ABS-CBDO
USGSE
US
Y
2
2059-06-25
Variable
3.58700000
N
N
N
N
N
N
DELTA AIR LINES 2019-1AA
N/A
Delta Air Lines, Inc
24737BAA3
7150000.00000000
PA
USD
7158275.41000000
0.046954381454
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.20400000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
75524KNH3
10250000.00000000
PA
USD
10877236.66000000
0.071348738356
Long
DBT
CORP
US
N
2
2025-04-28
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8C94
955172.93000000
PA
USD
1041211.94000000
0.006829782287
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSC0
8486102.69000000
PA
USD
9421954.00000000
0.061802878043
Long
ABS-MBS
MUN
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Bryn Mawr Bank Corp
4NOIGQXI7NPP6IUQF087
Bryn Mawr Bank Corp
117665109
13829.00000000
NS
USD
382510.14000000
0.002509057837
Long
EC
CORP
US
N
1
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
J59826107
333800.00000000
NS
3138206.99000000
0.020584925789
Long
EC
CORP
JP
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252SAA5
2000000.00000000
PA
USD
1330067.40000000
0.008724516518
Long
ABS-MBS
USGSE
US
Y
2
2052-02-10
Fixed
3.00000000
N
N
N
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
J22302111
609480.00000000
NS
15598818.13000000
0.102319736915
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Wohnen SE
529900QE24Q67I3FWZ10
Deutsche Wohnen AG.
B0YZ0Z908
155597.00000000
NS
6991845.06000000
0.045862689155
Long
EC
CORP
DE
N
2
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
Alimentation Couche Tard, Inc
01626P403
232229.00000000
NS
7281959.73000000
0.047765683117
Long
EC
CORP
CA
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XNT7
2903361.37000000
PA
USD
2915318.28000000
0.019122897449
Long
ABS-CBDO
USGSE
US
N
2
2030-01-25
Variable
2.38450000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AT2
2375000.00000000
PA
USD
2833907.12000000
0.018588884654
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCRV9
27733546.58000000
PA
USD
30290988.92000000
0.198692361907
Long
ABS-MBS
MUN
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384B24
4500000.00000000
PA
USD
4499306.24000000
0.029512994314
Long
STIV
USGSE
US
N
2
N
N
N
Heska Corp
529900O1OR2EB7L0HY27
Heska Corp
42805E306
14207.00000000
NS
USD
1323666.19000000
0.008682528073
Long
EC
CORP
US
N
1
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BN0
7625000.00000000
PA
USD
7828158.90000000
0.051348451690
Long
DBT
CORP
GB
N
2
2024-05-22
Variable
2.35900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YGGZ9
246790.32000000
PA
USD
270783.89000000
0.001776194590
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XDK7
2901124.19000000
PA
USD
2964394.81000000
0.019444812712
Long
ABS-CBDO
USGSE
US
N
2
2029-01-25
Variable
4.63450000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12638EAG9
825000.00000000
PA
USD
810729.15000000
0.005317940926
Long
ABS-O
CORP
US
Y
2
2036-05-25
Variable
0.83450000
N
N
N
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Michelin (C.G.D.E.) (Class B)
458836004
56903.00000000
NS
5931170.29000000
0.038905241321
Long
EC
CORP
FR
N
2
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco plc
G87621101
4508344.00000000
NS
12680451.75000000
0.083176845592
Long
EC
CORP
GB
N
2
N
N
N
Sysmex Corp
5299001ZO4CKWACMZI55
Sysmex Corp
J7864H102
111100.00000000
NS
8528222.72000000
0.055940488426
Long
EC
CORP
JP
N
2
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG Chem Ltd
ZS0932005
2500000.00000000
PA
2756555.62000000
0.018081501013
Long
DBT
CORP
KR
Y
2
2023-04-15
Fixed
0.50000000
N
N
N
N
N
N
TAYARRA LTD
N/A
Tayarra Ltd
876780AA5
818368.64000000
PA
USD
836770.22000000
0.005488756138
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.62800000
N
N
N
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
H9870Y105
51467.00000000
NS
18236317.90000000
0.119620296504
Long
EC
CORP
CH
N
2
N
N
N
Wendel SE
969500M98ZMIZYJD5O34
Wendel
739011906
26666.00000000
NS
2544936.85000000
0.016693397332
Long
EC
CORP
FR
N
2
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAL4
8250000.00000000
PA
USD
7274608.28000000
0.047717461616
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
3.04089300
N
N
N
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
567151907
29805.00000000
NS
2327940.09000000
0.015270016970
Long
EC
CORP
NL
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YHU99
3967631.54000000
PA
USD
4376327.31000000
0.028706319625
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950KCS7
7375000.00000000
PA
USD
7419520.00000000
0.048668003441
Long
DBT
NUSS
N/A
N
2
2023-03-20
Fixed
0.50000000
N
N
N
N
N
N
Cree Inc
549300OGU88P3AW3TO93
Cree, Inc
225447101
15567.00000000
NS
USD
921410.73000000
0.006043951708
Long
EC
CORP
US
N
1
N
N
Hain Celestial Group Inc/The
5493000S8QXWHLIXDP75
Hain Celestial Group, Inc
405217100
2360.00000000
NS
USD
74363.60000000
0.000487784646
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza Inc
5299004V0Y8MI5D9FF45
Domino's Pizza, Inc
25754A201
29626.00000000
NS
USD
10945029.44000000
0.071793422008
Long
EC
CORP
US
N
1
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos, Inc
142339100
21582.00000000
NS
USD
2582717.94000000
0.016941220671
Long
EC
CORP
US
N
1
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP plc
G9788D103
766310.00000000
NS
5974393.52000000
0.039188762129
Long
EC
CORP
GB
N
2
N
N
N
Casino Guichard Perrachon SA
969500VHL8F83GBL6L29
Casino Guichard Perrachon S.A.
F14133106
49083.00000000
NS
1818437.98000000
0.011927961090
Long
EC
CORP
FR
N
2
N
N
N
CALIFORNIA ST
N/A
State of California
13063BN81
10050000.00000000
PA
USD
10846563.00000000
0.071147535880
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
4.98800000
N
N
N
N
N
N
SEB SA
969500WP61NBK098AC47
SEB S.A.
479213001
9294.00000000
NS
1541683.42000000
0.010112602161
Long
EC
CORP
FR
N
2
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems, Inc
17275R102
1553100.00000000
NS
USD
72436584.00000000
0.475144472881
Long
EC
CORP
US
N
1
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
N/A
367053.00000000
NS
11900368.06000000
0.078059922165
Long
EC
CORP
SE
N
2
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAH9
9732000.00000000
PA
USD
11634487.27000000
0.076315889235
Long
DBT
CORP
US
Y
2
2034-10-01
Fixed
4.27800000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5X47
1325125.97000000
PA
USD
1553249.88000000
0.010188471829
Long
ABS-MBS
MUN
US
N
2
2033-12-01
Fixed
7.00000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBJ5
13500000.00000000
PA
USD
13794723.90000000
0.090485862999
Long
DBT
CORP
IT
Y
2
2024-09-23
Fixed
3.25000000
N
N
N
N
N
N
Dave & Buster's Entertainment Inc
529900WTVU85QZLYHR86
Dave & Buster's Entertainment, Inc
238337109
72351.00000000
NS
USD
964438.83000000
0.006326192570
Long
EC
CORP
US
N
1
N
N
AMERCO
5493003WIDMLDHYC6Y24
Amerco, Inc
023586100
5676.00000000
NS
USD
1715230.44000000
0.011250975933
Long
EC
CORP
US
N
1
N
N
N
EXGEN RENEWABLES IV LLC
5493004JBPWTPTK8LB51
ExGen Renewables IV LLC
30204KAB2
4647162.20000000
PA
USD
4496129.43000000
0.029492156173
Long
LON
CORP
US
N
2
2024-11-28
Variable
4.00000000
N
N
N
N
N
N
Callaway Golf Co
5493005UB0KFRKBPCU72
Callaway Golf Co
131193104
21641.00000000
NS
USD
378933.91000000
0.002485599720
Long
EC
CORP
US
N
1
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QAY0
19500000.00000000
PA
USD
20471444.18000000
0.134281505516
Long
DBT
NUSS
N/A
N
2
2024-09-27
Fixed
1.62500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XCB8
1885568.63000000
PA
USD
1955271.50000000
0.012825514331
Long
ABS-CBDO
USGSE
US
N
2
2028-09-25
Variable
6.18450000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust
82281FAA2
2498485.40000000
PA
USD
2556406.29000000
0.016768630601
Long
ABS-CBDO
USGSE
US
Y
2
2047-10-25
Variable
3.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust
05490VAC1
6000000.00000000
PA
USD
5971549.20000000
0.039170104941
Long
ABS-MBS
USGSE
US
Y
2
2032-09-15
Fixed
3.89400000
N
N
N
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2B5
8000000.00000000
PA
USD
8296628.08000000
0.054421353935
Long
DBT
NUSS
NL
Y
2
2021-11-08
Fixed
3.12500000
N
N
N
N
N
N
Ethan Allen Interiors Inc
N/A
Ethan Allen Interiors, Inc
297602104
39949.00000000
NS
USD
472596.67000000
0.003099976327
Long
EC
CORP
US
N
1
N
N
Brookline Bancorp Inc
N/A
Brookline Bancorp, Inc
11373M107
16180.00000000
NS
USD
163094.40000000
0.001069810286
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179SSQ1
12363875.10000000
PA
USD
13170076.54000000
0.086388517097
Long
ABS-MBS
USGSE
US
N
2
2046-12-20
Fixed
3.50000000
N
N
N
N
N
N
Cardiovascular Systems Inc
549300NUBWKJMNMQ3287
Cardiovascular Systems, Inc
141619106
27564.00000000
NS
USD
869644.20000000
0.005704391513
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746FCB9
723457.78000000
PA
USD
742688.16000000
0.004871629152
Long
ABS-CBDO
USGSE
US
Y
2
2047-09-25
Variable
3.74346000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc
149123101
245526.00000000
NS
USD
31059039.00000000
0.203730351418
Long
EC
CORP
US
N
1
N
N
N
Brookfield Property Partners LP
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
EP0575654
390000.00000000
NS
USD
7070700.00000000
0.046379934542
Long
EP
CORP
BM
N
1
N
N
Telia Co AB
213800FSR9RNDUOTXO25
TeliaSonera AB
597838903
394360.00000000
NS
1475379.55000000
0.009677684946
Long
EC
CORP
SE
N
2
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's, Inc
55616P104
211933.00000000
NS
USD
1458099.04000000
0.009564334228
Long
EC
CORP
US
N
1
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAL0
4888000.00000000
PA
USD
5178851.74000000
0.033970442064
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
3.95000000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307CAG6
16100000.00000000
PA
USD
16548047.38000000
0.108546162938
Long
DBT
CORP
CA
Y
2
2022-10-07
Fixed
2.15000000
N
N
N
N
N
N
One Market Plaza Trust
N/A
One Market Plaza Trust
68245HAA2
3900000.00000000
PA
USD
4081784.85000000
0.026774281776
Long
ABS-MBS
USGSE
US
Y
2
2032-02-10
Fixed
3.61390000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone
F12033134
226559.00000000
NS
15726171.59000000
0.103155106134
Long
EC
CORP
FR
N
2
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239100
46836.00000000
NS
USD
2022846.84000000
0.013268771695
Long
EC
CORP
US
N
1
N
N
N
Hitachi Metals Ltd
N/A
Hitachi Metals Ltd
642920003
204900.00000000
NS
2455896.19000000
0.016109339179
Long
EC
CORP
JP
N
2
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759JW9
2080000.00000000
PA
USD
2088370.90000000
0.013698573782
Long
DBT
USGSE
US
N
2
2021-08-01
Fixed
5.05000000
N
N
N
N
N
N
MEXICAN AIR FINANCE V
N/A
Mexican Aircraft Finance V LLC
59280LAA8
5062499.73000000
PA
USD
5293245.73000000
0.034720804230
Long
DBT
CORP
US
N
2
2027-01-14
Fixed
2.32900000
N
N
N
N
N
N
CALIFORNIA ST MUNI FIN AUTH RE
5493000UQOV6R4ZWS346
California Municipal Finance Authority
13048VQA9
800000.00000000
PA
USD
800264.00000000
0.005249295251
Long
DBT
MUN
US
N
2
2022-11-01
Fixed
1.48600000
N
N
N
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA, Inc
87901J105
15254.00000000
NS
USD
169929.56000000
0.001114645207
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XDS0
1531403.29000000
PA
USD
1599527.46000000
0.010492027506
Long
ABS-CBDO
USGSE
US
N
2
2029-04-25
Variable
4.43450000
N
N
N
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International, Inc
770323103
73813.00000000
NS
USD
3899540.79000000
0.025578860167
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZU5
10325000.00000000
PA
USD
8373733.70000000
0.054927124737
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein, Inc
806407102
30112.00000000
NS
USD
1758239.68000000
0.011533093083
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands, Inc
00508Y102
790.00000000
NS
USD
75634.60000000
0.000496121713
Long
EC
CORP
US
N
1
N
N
N
Avis Budget Group Inc
529900E95812SYWMCE44
Avis Budget Group, Inc
053774105
32552.00000000
NS
USD
745115.28000000
0.004887549735
Long
EC
CORP
US
N
1
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAF9
9500000.00000000
PA
USD
9882552.27000000
0.064824151412
Long
DBT
CORP
NO
N
2
2022-01-23
Fixed
3.15000000
N
N
N
N
N
N
Customers Bancorp Inc
549300WLBCHYKZ53FN68
Customers Bancorp, Inc
23204G100
67309.00000000
NS
USD
809054.18000000
0.005306954037
Long
EC
CORP
US
N
1
N
N
N
EUGENE OR ELEC UTILITY REVENUE
N/A
City of Eugene, OR
298191TE7
380000.00000000
PA
USD
403187.60000000
0.002644690694
Long
DBT
MUN
US
N
2
2022-08-01
Fixed
6.32000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BFQ4
7092873.65000000
PA
USD
7869933.71000000
0.051622471653
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX plc (London)
G74570121
710114.00000000
NS
16436129.35000000
0.107812041719
Long
EC
CORP
GB
N
2
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid plc
G6S9A7120
1264855.00000000
NS
15431730.34000000
0.101223732168
Long
EC
CORP
GB
N
2
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384B65
20800000.00000000
PA
USD
20796446.74000000
0.136413345003
Long
STIV
USGSE
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CSS4
1141676.13000000
PA
USD
1182295.63000000
0.007755214325
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink S.E.
B292JQ905
75281.00000000
NS
1088617.22000000
0.007140735062
Long
EC
CORP
FR
N
2
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
Topaz Solar Farms LLC
89054XAD7
20458088.00000000
PA
USD
22537925.15000000
0.147836493300
Long
DBT
CORP
US
Y
2
2039-09-30
Fixed
4.87500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328FAY1
3115000.00000000
PA
USD
3238930.90000000
0.021245619688
Long
ABS-MBS
USGSE
US
N
2
2056-08-10
Fixed
3.01780000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
119443.00000000
NS
USD
12418488.71000000
0.081458510965
Long
EC
CORP
US
N
1
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DX7
3950000.00000000
PA
USD
4161661.90000000
0.027298231647
Long
DBT
USGSE
US
N
2
2024-11-15
Fixed
1.75000000
N
N
N
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International, Inc
559222401
105512.00000000
NS
4698921.27000000
0.030822360010
Long
EC
CORP
CA
N
2
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C100
60389.00000000
NS
USD
6400630.11000000
0.041984641624
Long
EC
CORP
US
N
1
N
N
N
Resona Holdings Inc
52990067JE75XZCYYT81
Resona Holdings, Inc
642155907
2027100.00000000
NS
6936514.46000000
0.045499750605
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31283HJT3
11216.60000000
PA
USD
11632.14000000
0.000076300492
Long
ABS-MBS
MUN
US
N
2
2031-01-01
Fixed
8.00000000
N
N
N
N
N
N
Scholastic Corp
N/A
Scholastic Corp
807066105
44164.00000000
NS
USD
1322270.16000000
0.008673370878
Long
EC
CORP
US
N
1
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
Topaz Solar Farms LLC
89054XAC9
11349163.00000000
PA
USD
13400767.77000000
0.087901725711
Long
DBT
CORP
US
Y
2
2039-09-30
Fixed
5.75000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
12350000.00000000
PA
USD
13136936.69000000
0.086171137761
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
ICF International Inc
5493003KYFDDC5B3WY64
ICF International, Inc
44925C103
7635.00000000
NS
USD
494977.05000000
0.003246779410
Long
EC
CORP
US
N
1
N
N
N
Shiseido Co Ltd
5299008QCD0YDT5OF506
Shiseido Co Ltd
680526001
166600.00000000
NS
10615855.42000000
0.069634220019
Long
EC
CORP
JP
N
2
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAG5
6922500.00000000
PA
USD
7070503.05000000
0.046378642657
Long
ABS-O
CORP
US
Y
2
2047-07-25
Fixed
3.08200000
N
N
N
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
Voestalpine AG.
494340904
112930.00000000
NS
2438765.32000000
0.015996970017
Long
EC
CORP
AT
N
2
N
N
SALVATION ARMY
549300UQ1LCLSQQ6V491
Salvation Army
79585TAS2
20000000.00000000
PA
USD
22133292.40000000
0.145182323210
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.52800000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771RAA7
236906.84000000
PA
USD
237257.84000000
0.001556281993
Long
ABS-O
CORP
KY
Y
2
2042-09-21
Fixed
4.50000000
N
Y
N
N
N
N
ITV PLC
ZLECI7ED2QMWFGYCXZ59
ITV plc
G4984A110
1902885.00000000
NS
1758699.14000000
0.011536106890
Long
EC
CORP
GB
N
2
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630XAB4
499336.22000000
PA
USD
478267.63000000
0.003137174731
Long
ABS-O
CORP
US
N
2
2037-03-25
Variable
0.50450000
N
N
N
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
529900MUF4C20K50JS49
Muenchener Rueckver AG.
D55535104
32107.00000000
NS
8360495.95000000
0.054840292319
Long
EC
CORP
DE
N
2
N
N
N
Community Trust Bancorp Inc
N/A
Community Trust Bancorp, Inc
204149108
889.00000000
NS
USD
29123.64000000
0.000191035189
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
264136.00000000
NS
USD
31677830.48000000
0.207789285942
Long
EC
CORP
US
N
1
N
N
N
IMAX Corp
5493002KS2T1Q0X7VZ21
Imax Corp
45245E109
92371.00000000
NS
USD
1035478.91000000
0.006792176738
Long
EC
CORP
US
N
1
N
N
N
People's United Financial Inc
ROPY7PEPIPIDJNF0BO69
People's United Financial, Inc
712704105
189303.00000000
NS
USD
2190235.71000000
0.014366751363
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
675895.00000000
NS
USD
25379857.25000000
0.166478017445
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8J38
3363878.94000000
PA
USD
3766167.88000000
0.024704006640
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Madison Square Garden Sports Corp
N/A
Madison Square Garden Co
55825T103
20704.00000000
NS
USD
3041210.56000000
0.019948682125
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384E62
11000000.00000000
PA
USD
10997219.42000000
0.072135759804
Long
STIV
USGSE
US
N
2
N
N
N
SALINE CNTY AR SALES & USE TAX
N/A
County of Saline AR
79506TAW9
935000.00000000
PA
USD
973437.85000000
0.006385221231
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
3.55000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
45818WBV7
20000000.00000000
PA
USD
19980267.40000000
0.131059653804
Long
DBT
NUSS
N/A
N
2
2022-01-15
Variable
1.22888000
N
N
N
N
N
N
The Bancorp Commercial Mortgag
5493007HKNHP2VEB5M24
Bancorp Commercial Mortgage Trust
05972LAA4
2312673.63000000
PA
USD
2225111.87000000
0.014595519945
Long
ABS-MBS
USGSE
US
Y
2
2035-09-15
Variable
1.08475000
N
N
N
N
N
N
HONOLULU CITY & CNTY HI BRD OF
N/A
Honolulu City & County Board of Water Supply
438689LV1
1000000.00000000
PA
USD
1028350.00000000
0.006745414978
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
2.32700000
N
N
N
N
N
N
UPPER ALLEGHENY PA JT SANTN AU
N/A
Upper Allegheny Joint Sanitary Authority
915455NB1
1500000.00000000
PA
USD
1603485.00000000
0.010517986810
Long
DBT
MUN
US
N
2
2049-09-01
Fixed
3.80000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YJ3
3730000.00000000
PA
USD
3791632.43000000
0.024871040195
Long
DBT
UST
US
N
2
2021-09-30
Fixed
1.50000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAC6
8100000.00000000
PA
USD
8605048.45000000
0.056444423302
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
3.25000000
N
N
N
N
N
N
CNP Assurances
969500QKVPV2H8UXM738
CNP Assurances
F1876N318
193866.00000000
NS
2248540.75000000
0.014749200616
Long
EC
CORP
FR
N
2
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
G84228157
1970072.00000000
NS
10679358.55000000
0.070050765907
Long
EC
CORP
GB
N
2
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc
26614N102
575481.00000000
NS
USD
30575305.53000000
0.200557323758
Long
EC
CORP
US
N
1
N
N
N
NextGen Healthcare Inc
N/A
NextGen Healthcare, Inc
65343C102
116928.00000000
NS
USD
1283869.44000000
0.008421483104
Long
EC
CORP
US
N
1
N
N
N
Solarcity LMC Series LLC
549300HK0005YP7HO349
SolarCity LMC
83417EAA0
4178301.30000000
PA
USD
4078607.03000000
0.026753437011
Long
ABS-O
CORP
US
Y
2
2044-04-20
Fixed
4.59000000
N
Y
N
N
N
N
Kose Corp
353800NX4GGAVDHHY664
Kose Corp
619446909
22700.00000000
NS
2747768.27000000
0.018023860791
Long
EC
CORP
JP
N
2
N
N
N
STERIS PLC
N/A
STERIS plc
G8473T100
36118.00000000
NS
USD
5541945.92000000
0.036352141797
Long
EC
CORP
US
N
1
N
N
N
Wendy's Co/The
529900M0JIUCMWVKHG76
Wendy's
95058W100
97412.00000000
NS
USD
2121633.36000000
0.013916757373
Long
EC
CORP
US
N
1
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro plc
N/A
663481.00000000
NS
7338089.81000000
0.048133865820
Long
EC
CORP
GB
N
2
N
N
N
Hennes & Mauritz AB
529900O5RR7R39FRDM42
Hennes & Mauritz AB (B Shares)
W41422101
54715.00000000
NS
798636.01000000
0.005238616525
Long
EC
CORP
SE
N
2
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THA6
10500000.00000000
PA
USD
10711502.24000000
0.070261610978
Long
DBT
CORP
US
N
2
2023-08-25
Fixed
1.35000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QDG6
11000000.00000000
PA
USD
11178933.59000000
0.073327705624
Long
DBT
NUSS
N/A
N
2
2021-07-15
Fixed
1.87500000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36297GSR2
30121.10000000
PA
USD
33920.36000000
0.000222499056
Long
ABS-MBS
USGSE
US
N
2
2041-08-20
Fixed
4.50000000
N
N
N
N
N
N
Schnitzer Steel Industries Inc
549300F62TK8VRDSM285
Schnitzer Steel Industries, Inc (Class A)
806882106
10424.00000000
NS
USD
183879.36000000
0.001206148285
Long
EC
CORP
US
N
1
N
N
N
OraSure Technologies Inc
529900GNNJPNM4XHXQ77
OraSure Technologies, Inc
68554V108
129633.00000000
NS
USD
1507631.79000000
0.009889242045
Long
EC
CORP
US
N
1
N
N
Eisai Co Ltd
353800HDEE0ZYEX4QV91
Eisai Co Ltd
J12852117
93300.00000000
NS
7412579.70000000
0.048622478860
Long
EC
CORP
JP
N
2
N
N
N
Burlington Stores Inc
N/A
Burlington Stores, Inc
122017106
99.00000000
NS
USD
19496.07000000
0.000127883583
Long
EC
CORP
US
N
1
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
5807835.00000000
0.038096229105
Long
DBT
MUN
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300I3GDJZU6IW8K79
Sequoia Mortgage Trust
81748HAU3
41043.53000000
PA
USD
41843.55000000
0.000274470860
Long
ABS-CBDO
USGSE
US
Y
2
2048-11-25
Variable
4.00000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co
191216CX6
6375000.00000000
PA
USD
6440943.38000000
0.042249074682
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.60000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N07059202
103470.00000000
NS
37850654.16000000
0.248279641666
Long
EC
CORP
NL
N
2
N
N
N
TriMas Corp
75G1WUQ8QK4P5MZOYD78
Trimas Corp
896215209
20355.00000000
NS
USD
487502.25000000
0.003197748800
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828ZU7
46184500.00000000
PA
USD
46281920.66000000
0.303584150184
Long
DBT
UST
US
N
2
2023-06-15
Fixed
0.25000000
N
N
N
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor plc
G0250X107
1524.00000000
NS
USD
15560.04000000
0.000102065373
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
288013.00000000
NS
USD
4432520.07000000
0.029074913474
Long
EC
CORP
US
N
1
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd (Class A)
Y83310105
563500.00000000
NS
2994874.43000000
0.019644742391
Long
EC
CORP
HK
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABF1
2000000.00000000
PA
USD
1690235.00000000
0.011087019483
Long
ABS-MBS
USGSE
US
N
2
2048-05-10
Variable
4.43532400
N
N
N
N
N
N
Premier Inc
N/A
Premier, Inc
74051N102
2830.00000000
NS
USD
97012.40000000
0.000636348418
Long
EC
CORP
US
N
1
N
N
N
MacroGenics Inc
5493001KJQUA83L8MH79
MacroGenics, Inc
556099109
105643.00000000
NS
USD
2949552.56000000
0.019347455649
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAT8
6350000.00000000
PA
USD
6395837.35000000
0.041953203733
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12655TBP3
1000000.00000000
PA
USD
1077723.70000000
0.007069279514
Long
ABS-MBS
USGSE
US
N
2
2057-08-15
Fixed
3.26300000
N
N
N
N
N
N
ENTERPRISE COMMUNITY
549300L4U1958WIM9C65
Enterprise Community Loan Fund, Inc
29375EAA3
4750000.00000000
PA
USD
4810151.48000000
0.031551969505
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.15200000
N
N
N
N
N
N
CapitaLand Ltd
2549006LYGY45GHGWZ89
CapitaLand Ltd
Y10923103
2882849.00000000
NS
6090432.24000000
0.039949912827
Long
EC
CORP
SG
N
2
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Companies, Inc
872540109
382392.00000000
NS
USD
19333739.52000000
0.126818783628
Long
EC
CORP
US
N
1
N
N
N
ExlService Holdings Inc
81E3DTNF6OSH489ZOV15
ExlService Holdings, Inc
302081104
73876.00000000
NS
USD
4683738.40000000
0.030722768665
Long
EC
CORP
US
N
1
N
N
N
FORTIS INC
549300MQYQ9Y065XPR71
Fortis, Inc
349553AM9
6656000.00000000
PA
USD
7181729.48000000
0.047108227358
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.05500000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAN2
6700000.00000000
PA
USD
7511748.82000000
0.049272974185
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.75000000
N
N
N
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings, Inc
55024U109
17715.00000000
NS
USD
1442532.45000000
0.009462225890
Long
EC
CORP
US
N
1
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital plc
377373AF2
4000000.00000000
PA
USD
4006686.56000000
0.026281677964
Long
DBT
CORP
GB
N
2
2021-05-14
Variable
0.77400000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Group, Inc
45866F104
421234.00000000
NS
USD
38585034.40000000
0.253096775395
Long
EC
CORP
US
N
1
N
N
N
STOCKTON CA PUBLIC FING AUTH W
N/A
Stockton Public Financing Authority
861398CU7
6625000.00000000
PA
USD
6769425.00000000
0.044403734904
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
3.61000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc
744573106
274501.00000000
NS
USD
13494469.16000000
0.088516355711
Long
EC
CORP
US
N
1
N
N
N
Omron Corp
549300ZHW0TR2QZ0NY83
Omron Corp
J61374120
57800.00000000
NS
3871339.75000000
0.025393876730
Long
EC
CORP
JP
N
2
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
1400048.00000000
NS
16169232.59000000
0.106061344580
Long
EC
CORP
CH
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46644MBJ4
398928.44000000
PA
USD
409572.77000000
0.002686573926
Long
ABS-CBDO
USGSE
US
Y
2
2045-05-25
Variable
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0MD8
350000.00000000
PA
USD
353056.94000000
0.002315860914
Long
ABS-CBDO
USGSE
US
N
2
2029-07-25
Variable
3.43450000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group
74251V102
642.00000000
NS
USD
26668.68000000
0.000174931991
Long
EC
CORP
US
N
1
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAL4
10500000.00000000
PA
USD
11195520.00000000
0.073436503425
Long
DBT
NUSS
ID
Y
2
2024-08-20
Fixed
3.90000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAJ9
22800000.00000000
PA
USD
23841048.00000000
0.156384268271
Long
DBT
NUSS
ID
Y
2
2023-03-01
Fixed
3.75000000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals, Inc
911363109
40888.00000000
NS
USD
6093947.52000000
0.039972971146
Long
EC
CORP
US
N
1
N
N
N
ANIXTER INC
5493000SM561KPBZQ714
Anixter, Inc
035287AE1
475000.00000000
PA
USD
499985.00000000
0.003279628830
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138XTA88
711165.61000000
PA
USD
789559.99000000
0.005179082785
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
473249902
230397.00000000
NS
3363995.38000000
0.022065974447
Long
EC
CORP
NO
N
2
N
N
N
TRANSMANTARO
549300NL65DC6HVEJX96
Consorcio Transmantaro SA
210314AB6
7525000.00000000
PA
USD
8380968.75000000
0.054974582718
Long
DBT
CORP
PE
Y
2
2034-04-16
Fixed
4.70000000
N
N
N
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria De Diseno Textil S.A.
E6282J125
332136.00000000
NS
8812713.55000000
0.057806593065
Long
EC
CORP
ES
N
2
N
N
N
Surgery Partners Inc
549300LC82HG33S19I03
Surgery Partners, Inc
86881A100
24656.00000000
NS
USD
285269.92000000
0.001871215044
Long
EC
CORP
US
N
1
N
N
N
Solarcity LMC Series LLC
N/A
SolarCity LMC
83416NAA1
3563581.14000000
PA
USD
3618092.53000000
0.023732713127
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
4.80000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
236933.00000000
NS
USD
8124432.57000000
0.053291845332
Long
EC
CORP
US
N
1
N
N
N
Prosus NV
N/A
Prosus NV
N/A
178621.00000000
NS
16604314.17000000
0.108915242384
Long
EC
CORP
NL
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A4PJ1
8027345.50000000
PA
USD
8830376.82000000
0.057922454480
Long
ABS-O
USGSE
US
N
2
2033-10-15
Fixed
3.70000000
N
N
N
N
N
N
TriCo Bancshares
N/A
Trico Bancshares
896095106
7365.00000000
NS
USD
224264.25000000
0.001471051131
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe, Inc
00724F101
170640.00000000
NS
USD
74281298.40000000
0.487244792951
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128285D8
31765000.00000000
PA
USD
34524584.38000000
0.226462438464
Long
DBT
UST
US
N
2
2023-09-30
Fixed
2.87500000
N
N
N
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
4188.00000000
NS
USD
397566.84000000
0.002607821575
Long
EC
CORP
US
N
1
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc
606822AH7
16925000.00000000
PA
USD
17763613.27000000
0.116519612018
Long
DBT
CORP
JP
N
2
2023-09-13
Fixed
2.52700000
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46643UDN6
1615873.13000000
PA
USD
1561469.27000000
0.010242386543
Long
ABS-CBDO
USGSE
US
Y
2
2044-12-25
Variable
2.24122300
N
N
N
N
N
N
First Industrial Realty Trust Inc
N/A
First Industrial Realty Trust, Inc
32054K103
41930.00000000
NS
USD
1611789.20000000
0.010572457831
Long
EC
CORP
US
N
1
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411105
212128.00000000
NS
USD
2863728.00000000
0.018784493358
Long
EC
CORP
US
N
1
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AM5
1975000.00000000
PA
USD
2034134.38000000
0.013342811800
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.95000000
N
N
N
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
653323907
310968.00000000
NS
2561706.21000000
0.016803395185
Long
EC
CORP
AU
N
2
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
Q09504137
894208.00000000
NS
11602480.63000000
0.076105943138
Long
EC
CORP
AU
N
2
N
N
N
Antares Pharma Inc
5299004QMIHMZUUNYY44
Antares Pharma, Inc
036642106
224873.00000000
NS
USD
618400.75000000
0.004056371548
Long
EC
CORP
US
N
1
N
N
Haverty Furniture Cos Inc
529900CVFMMIRXZVPD70
Haverty Furniture Cos, Inc
419596101
14217.00000000
NS
USD
227472.00000000
0.001492092221
Long
EC
CORP
US
N
1
N
N
Atos SE
5493001EZOOA66PTBR68
Atos Origin S.A.
565478906
110703.00000000
NS
9490908.17000000
0.062255179780
Long
EC
CORP
FR
N
2
N
N
N
Heidrick & Struggles International Inc
5493006284N2J367VB57
Heidrick & Struggles International, Inc
422819102
7701.00000000
NS
USD
166495.62000000
0.001092120434
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
37055.00000000
NS
USD
11985810.30000000
0.078620376646
Long
EC
CORP
US
N
1
N
N
N
Ameris Bancorp
PBJHNT51T5V6G5UQFV42
Ameris Bancorp
03076K108
12603.00000000
NS
USD
297304.77000000
0.001950157095
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc
874054109
80685.00000000
NS
USD
11261205.45000000
0.073867364142
Long
EC
CORP
US
N
1
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742BE4
5150000.00000000
PA
USD
5138504.38000000
0.033705785394
Long
DBT
CORP
CA
Y
2
2030-07-15
Fixed
3.90000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
61456.00000000
NS
USD
18308971.52000000
0.120096864615
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAR9
1659387.49000000
PA
USD
1695880.74000000
0.011124052457
Long
ABS-CBDO
USGSE
US
Y
2
2049-05-25
Variable
4.00000000
N
Y
N
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353G50
13327428.30000000
PA
USD
14781016.65000000
0.096955405362
Long
DBT
USGSE
US
N
2
2029-09-15
Fixed
3.22000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange S. A.
F4113C103
921525.00000000
NS
11019553.70000000
0.072282260496
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TYF7
132805.88000000
PA
USD
151071.45000000
0.000990946294
Long
ABS-MBS
USGSE
US
N
2
2044-10-20
Fixed
4.50000000
N
N
N
N
N
N
CHICAGO IL HSG AUTH
N/A
Chicago Housing Authority
16753QBH9
14000000.00000000
PA
USD
16383220.00000000
0.107464985248
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
4.36100000
N
N
N
N
N
N
KLABIN FINANCE SA
222100T4G34Y3B3OF390
Klabin Finance S.A.
49835LAB7
8125000.00000000
PA
USD
8328206.25000000
0.054628489503
Long
DBT
CORP
LU
Y
2
2027-09-19
Fixed
4.87500000
N
N
N
N
N
HomeTrust Bancshares Inc
N/A
HomeTrust Bancshares, Inc
437872104
21937.00000000
NS
USD
350992.00000000
0.002302316034
Long
EC
CORP
US
N
1
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc
459506101
15725.00000000
NS
USD
1925683.50000000
0.012631433193
Long
EC
CORP
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
5000000.00000000
PA
USD
5112500.00000000
0.033535210848
Long
DBT
CORP
US
N
2
N/A
Variable
4.95000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844AW8
475000.00000000
PA
USD
567790.20000000
0.003724393951
Long
DBT
CORP
US
N
2
2025-05-17
Fixed
5.59000000
N
N
N
N
N
N
NBT Bancorp Inc
N/A
NBT Bancorp, Inc
628778102
3324.00000000
NS
USD
102246.24000000
0.000670679553
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corp
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
313400624
233115.00000000
NS
USD
1850933.10000000
0.012141111349
Long
EP
USGSE
US
N
1
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
Nike, Inc (Class B)
654106103
516699.00000000
NS
USD
50662336.95000000
0.332317291287
Long
EC
CORP
US
N
1
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBP9
10000000.00000000
PA
USD
10641207.00000000
0.069800512553
Long
DBT
CORP
NL
Y
2
2022-12-05
Fixed
3.12500000
N
N
N
N
N
N
HOSPITAL SPECIAL SURGERY
549300U0XV0GGBTV6I72
New York Society for the Relief of the Ruptured & Crippled
44107HAB8
14065000.00000000
PA
USD
14831065.42000000
0.097283697989
Long
DBT
MUN
US
N
2
2031-12-20
Fixed
2.88100000
N
N
N
N
N
N
MYR Group Inc
529900G1IMMZHOQ17I54
MYR Group, Inc
55405W104
8124.00000000
NS
USD
259236.84000000
0.001700452242
Long
EC
CORP
US
N
1
N
N
Yakult Honsha Co Ltd
353800YJPSPGG7KI0S71
Yakult Honsha Co Ltd
J95468120
116700.00000000
NS
6865923.48000000
0.045036712288
Long
EC
CORP
JP
N
2
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay, Inc
278642103
766439.00000000
NS
USD
40199725.55000000
0.263688268436
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XK29
2343192.01000000
PA
USD
2307711.63000000
0.015137329308
Long
ABS-CBDO
USGSE
US
N
2
2030-10-25
Variable
1.03450000
N
N
N
N
N
N
Wayfair Inc
54930027N9ZAVYFDHK53
Wayfair, Inc
94419L101
55117.00000000
NS
USD
10891670.37000000
0.071443415619
Long
EC
CORP
US
N
1
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41161PUK7
1184739.87000000
PA
USD
1108355.19000000
0.007270205377
Long
ABS-CBDO
USGSE
US
N
2
2045-08-19
Variable
0.81388000
N
N
N
N
N
N
Genesco Inc
549300VY2Q511P1K5P56
Genesco, Inc
371532102
28224.00000000
NS
USD
611331.84000000
0.004010003355
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
313586752
740991.00000000
NS
USD
5890878.45000000
0.038640948832
Long
EP
USGSE
US
N
1
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid, Inc
05351WAA1
13155000.00000000
PA
USD
14202057.49000000
0.093157749127
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
Noble Energy Inc
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc
655044105
117900.00000000
NS
USD
1056384.00000000
0.006929302724
Long
EC
CORP
US
N
1
N
N
CHICAGO IL MET WTR RECLAMATION
N/A
Chicago Metropolitan Water Reclamation District-Greater Chicago
167560PL9
11645000.00000000
PA
USD
16826442.75000000
0.110372284685
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.72000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769HD9
5750000.00000000
PA
USD
5891253.41000000
0.038643408365
Long
DBT
CORP
DE
N
2
2021-11-30
Fixed
2.00000000
N
N
N
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey plc
N/A
41353.00000000
NS
1076994.57000000
0.007064496819
Long
EC
CORP
GB
N
2
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
176470.00000000
NS
USD
11657608.20000000
0.076467549922
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
85006.00000000
NS
USD
23353698.38000000
0.153187520639
Long
EC
CORP
US
N
1
N
N
N
Ribbon Communications Inc
549300L1E8Z8RL7CUL52
Ribbon Communications, Inc
762544104
64222.00000000
NS
USD
252392.46000000
0.001655556843
Long
EC
CORP
US
N
1
N
N
N
Hitachi Construction Machinery Co Ltd
5493009B7C53PDH8W826
Hitachi Construction Machinery Co Ltd
642940001
97900.00000000
NS
2719554.21000000
0.017838791950
Long
EC
CORP
JP
N
2
N
N
N
Hexcel Corp
S6Q7LW43WUBUHXY2QP69
Hexcel Corp
428291108
109696.00000000
NS
USD
4960453.12000000
0.032537866265
Long
EC
CORP
US
N
1
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
R67787102
302914.00000000
NS
2659461.59000000
0.017444617147
Long
EC
CORP
NO
N
2
N
N
N
CarMax Inc
N/A
CarMax, Inc
143130102
4915.00000000
NS
USD
440138.25000000
0.002887066800
Long
EC
CORP
US
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162VBJ6
11370000.00000000
PA
USD
11417392.43000000
0.074891865522
Long
ABS-MBS
USGSE
US
Y
2
2062-03-15
Variable
4.02945200
N
Y
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652JAB3
165691.66000000
PA
USD
164584.16000000
0.001079582299
Long
ABS-O
CORP
US
Y
2
2032-09-20
Fixed
3.08000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313312ZM5
20000000.00000000
PA
USD
19998933.40000000
0.131182092580
Long
STIV
USGSE
US
N
2
N
N
N
Karyopharm Therapeutics Inc
549300J1VANRCNTYST87
Karyopharm Therapeutics, Inc
48576U106
24002.00000000
NS
USD
454597.88000000
0.002981914084
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc
713448108
525062.00000000
NS
USD
69444700.12000000
0.455519346866
Long
EC
CORP
US
N
1
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Holdings, Inc
J2467E101
556986.00000000
NS
3477965.00000000
0.022813552977
Long
EC
CORP
JP
N
2
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
4950000.00000000
PA
USD
5441238.40000000
0.035691555407
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3132ACSW1
6850259.49000000
PA
USD
7661871.86000000
0.050257699427
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DR0
4250000.00000000
PA
USD
4374332.48000000
0.028693234628
Long
DBT
USGSE
US
N
2
2022-11-15
Fixed
2.05000000
N
N
N
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
J58472119
89700.00000000
NS
5085105.84000000
0.033355520104
Long
EC
CORP
JP
N
2
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS S.A.
H7485A108
3476.00000000
NS
8514961.14000000
0.055853499696
Long
EC
CORP
CH
N
2
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB (A Shares)
N/A
212409.00000000
NS
9045530.22000000
0.059333743406
Long
EC
CORP
SE
N
2
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AXCV5
9111386.44000000
PA
USD
9535655.42000000
0.062548697328
Long
ABS-CBDO
USGSE
US
N
2
2045-02-25
Fixed
3.00000000
N
N
N
N
N
N
FORD FOUNDATION/THE
54930013YZ3DULPNNT44
Ford Foundation
34531XAC8
15000000.00000000
PA
USD
15546100.80000000
0.101973939991
Long
DBT
CORP
US
N
2
2070-06-01
Fixed
2.81500000
N
N
N
N
N
N
Chugai Pharmaceutical Co Ltd
529900T9LAII161DCN95
Chugai Pharmaceutical Co Ltd
J06930101
284091.00000000
NS
15210214.55000000
0.099770709435
Long
EC
CORP
JP
N
2
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BH9
5523000.00000000
PA
USD
5828480.22000000
0.038231650485
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
2.12500000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI S.p.A.
714505906
1276105.00000000
NS
12232746.06000000
0.080240140514
Long
EC
CORP
IT
N
2
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance S.A.
456873AB4
4000000.00000000
PA
USD
4406458.92000000
0.028903966548
Long
DBT
CORP
LU
N
2
2024-11-01
Fixed
3.55000000
N
N
N
N
N
N
CALIFORNIA ST MUNI FIN AUTH RE
5493000UQOV6R4ZWS346
California Municipal Finance Authority
13048VNB0
1935000.00000000
PA
USD
1920797.10000000
0.012599381075
Long
DBT
MUN
US
Y
2
2023-11-01
Fixed
4.25000000
N
N
N
N
N
N
VERMONT ST EDUCTNL & HLTH BLDG
549300ZC1ZW1EUIIV708
Vermont Educational & Health Buildings Financing Agency
924166JG7
3000000.00000000
PA
USD
3145560.00000000
0.020633157523
Long
DBT
MUN
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
Summit Materials Inc
N/A
Summit Materials, Inc
86614U100
190141.00000000
NS
USD
3057467.28000000
0.020055317339
Long
EC
CORP
US
N
1
N
N
N
Redwood Trust Inc
DRBV4N1ERQLEMIF11G78
Redwood Trust, Inc
758075402
30998.00000000
NS
USD
216986.00000000
0.001423309782
Long
EC
CORP
US
N
1
N
N
N
Glacier Bancorp Inc
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc
37637Q105
2590.00000000
NS
USD
91401.10000000
0.000599541351
Long
EC
CORP
US
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG. (Preference)
D12096125
64152.00000000
NS
3116314.17000000
0.020441320833
Long
EC
CORP
DE
N
2
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next plc
G6500M106
40457.00000000
NS
2449468.20000000
0.016067175071
Long
EC
CORP
GB
N
2
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
AXA Equitable Holdings, Inc
054561AJ4
10000000.00000000
PA
USD
11198537.80000000
0.073456298546
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.35000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746NAK4
283618.93000000
PA
USD
289839.74000000
0.001901190570
Long
ABS-CBDO
USGSE
US
Y
2
2046-11-25
Variable
3.50000000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc
16411R208
167909.00000000
NS
USD
8113362.88000000
0.053219234205
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
14457.00000000
NS
USD
844577.94000000
0.005539970522
Long
EC
CORP
US
N
1
N
N
N
Federal Agricultural Mortgage Corp
549300MS654K78GYF580
Federal Agricultural Mortgage Corp (FAMC)
313148306
15927.00000000
NS
USD
1019487.27000000
0.006687280304
Long
EC
USGSE
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36295QBH2
136154.25000000
PA
USD
155549.73000000
0.001020321367
Long
ABS-MBS
USGSE
US
N
2
2038-04-15
Fixed
5.00000000
N
N
N
N
N
N
TEXAS ST WTR DEV BRD
N/A
Texas Water Development Board
882854VM1
1255000.00000000
PA
USD
1419656.00000000
0.009312168859
Long
DBT
MUN
US
N
2
2035-10-15
Fixed
4.24800000
N
N
N
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical, Inc
09061G101
63550.00000000
NS
USD
7838257.00000000
0.051414689717
Long
EC
CORP
US
N
1
N
N
N
WISCONSIN ALUM RESEARCH
UMSL8J1I3AHWSX5XNO15
Wisconsin Alumni Research Foundation
97658WAA8
11440000.00000000
PA
USD
12423466.03000000
0.081491159469
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.56400000
N
N
N
N
N
N
Pirelli & C SpA
815600A0C9AFC1F2A709
Pirelli & C S.p.A
N/A
109789.00000000
NS
467079.37000000
0.003063785849
Long
EC
CORP
IT
Y
2
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group plc
G5689U103
139552.00000000
NS
14512732.75000000
0.095195609342
Long
EC
CORP
GB
N
2
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot, Inc
437076102
329155.00000000
NS
USD
82456619.05000000
0.540870436326
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31292GHJ8
1305.73000000
PA
USD
1379.11000000
0.000009046209
Long
ABS-MBS
MUN
US
N
2
2023-05-01
Fixed
7.00000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384ZR3
23475000.00000000
PA
USD
23473434.93000000
0.153972927085
Long
STIV
USGSE
US
N
2
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743AAU3
839203.85000000
PA
USD
869594.02000000
0.005704062359
Long
ABS-CBDO
CORP
US
Y
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
1617620.00000000
NS
USD
9899834.40000000
0.064937512757
Long
EC
CORP
US
N
1
N
N
Intra-Cellular Therapies Inc
5299002U2KGF193IJA20
Intra-Cellular Therapies, Inc
46116X101
122707.00000000
NS
USD
3149888.69000000
0.020661551368
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WJRD2
16954989.81000000
PA
USD
17970049.61000000
0.117873721786
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAE2
5000000.00000000
PA
USD
5132600.50000000
0.033667059162
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Variable
3.07585400
N
Y
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XAG1
3500000.00000000
PA
USD
2747195.85000000
0.018020106028
Long
ABS-MBS
USGSE
US
Y
2
2048-03-10
Variable
4.24425200
N
N
N
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
599933900
6612.00000000
NS
1683955.86000000
0.011045831750
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36297GR85
105878.85000000
PA
USD
121642.38000000
0.000797907650
Long
ABS-MBS
USGSE
US
N
2
2041-09-20
Fixed
4.50000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271109
64090.00000000
NS
USD
10398602.50000000
0.068209159387
Long
EC
CORP
US
N
1
N
N
N
FARO Technologies Inc
529900MFEFNOFP3YR823
FARO Technologies, Inc
311642102
12986.00000000
NS
USD
696049.60000000
0.004565705642
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
Centerpoint Energy, Inc
15189T107
167133.00000000
NS
USD
3120373.11000000
0.020467945265
Long
EC
CORP
US
N
1
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem, Inc
98419MAM2
7375000.00000000
PA
USD
7436782.81000000
0.048781238057
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.95000000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva plc
G0683Q109
2979390.00000000
NS
10098269.87000000
0.066239141183
Long
EC
CORP
GB
N
2
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770XAA5
1026453.25000000
PA
USD
1047488.77000000
0.006870954868
Long
ABS-O
CORP
US
Y
2
2042-09-20
Fixed
3.08000000
N
N
N
N
N
N
Zendesk Inc
549300SLI6BN94BKKO36
Zendesk, Inc
98936J101
178684.00000000
NS
USD
15818894.52000000
0.103763317970
Long
EC
CORP
US
N
1
N
N
N
TTM Technologies Inc
549300SC4BDOIS008048
TTM Technologies, Inc
87305R109
72267.00000000
NS
USD
857086.62000000
0.005622020639
Long
EC
CORP
US
N
1
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796WW5
34045000.00000000
PA
USD
34044035.51000000
0.223310300043
Long
STIV
UST
US
N
2
N
N
N
Hanmi Financial Corp
549300MSZ7RCG7EA6587
Hanmi Financial Corp
410495204
45083.00000000
NS
USD
437755.93000000
0.002871440080
Long
EC
CORP
US
N
1
N
N
N
ULANI MSN 37894
N/A
Ulani MSN 37894
90373QAA0
3326087.77000000
PA
USD
3445720.53000000
0.022602046845
Long
DBT
CORP
US
N
2
2024-12-20
Fixed
2.18400000
N
N
N
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings, Inc
46266C105
76381.00000000
NS
USD
10836936.28000000
0.071084389849
Long
EC
CORP
US
N
1
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353XN2
5882444.04000000
PA
USD
6591802.73000000
0.043238629716
Long
DBT
USGSE
US
N
2
2030-06-15
Fixed
3.54000000
N
N
N
N
N
N
Resources Connection Inc
N/A
Resources Connection, Inc
76122Q105
21731.00000000
NS
USD
260120.07000000
0.001706245749
Long
EC
CORP
US
N
1
N
N
N
Tivity Health Inc
U5UKZMHGMOP0CPFG4B24
Tivity Health, Inc
88870R102
43590.00000000
NS
USD
493874.70000000
0.003239548596
Long
EC
CORP
US
N
1
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33850RBA9
566601.86000000
PA
USD
567452.39000000
0.003722178101
Long
ABS-CBDO
USGSE
US
Y
2
2047-10-25
Variable
4.11121200
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G1CK1
136880.55000000
PA
USD
136888.58000000
0.000897914404
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.72590600
N
N
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447PYE5
500000.00000000
PA
USD
528185.00000000
0.003464605445
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
5.00000000
N
N
N
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
5300000.00000000
PA
USD
5926006.53000000
0.038871369872
Long
DBT
CORP
LU
Y
2
2049-04-02
Variable
5.00000000
N
N
N
N
N
N
Cubic Corp
6HHLXIOGCDNZ4IRAIW26
Cubic Corp
229669106
52379.00000000
NS
USD
2515763.37000000
0.016502035219
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc
127387108
172060.00000000
NS
USD
16510877.60000000
0.108302349460
Long
EC
CORP
US
N
1
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim Ltd
M1586M115
1285108.00000000
NS
7682574.07000000
0.050393494630
Long
EC
CORP
IL
N
2
N
N
N
HONOLULU CITY & CNTY HI
N/A
City & County of Honolulu HI
438687EP6
5645000.00000000
PA
USD
6559264.20000000
0.043025194710
Long
DBT
MUN
US
N
2
2035-09-01
Fixed
3.97400000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
258377.00000000
NS
USD
17954617.73000000
0.117772497072
Long
EC
CORP
US
N
1
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
D5357W103
93716.00000000
NS
10913022.55000000
0.071583474271
Long
EC
CORP
DE
N
2
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic, Inc
436440101
127585.00000000
NS
USD
7272345.00000000
0.047702615733
Long
EC
CORP
US
N
1
N
N
N
Oceaneering International Inc
549300L6PH74701W0R30
Oceaneering International, Inc
675232102
5830.00000000
NS
USD
37253.70000000
0.000244363948
Long
EC
CORP
US
N
1
N
N
TAMPA BAY FL WTR REGL WTR SPLY
N/A
Tampa Bay Water
875124ES4
3225000.00000000
PA
USD
3426723.75000000
0.022477438332
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
2.78200000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBL0
7200000.00000000
PA
USD
7613398.08000000
0.049939737875
Long
DBT
CORP
IT
Y
2
2029-09-23
Fixed
4.00000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770VAA9
2673139.89000000
PA
USD
2791155.54000000
0.018308457612
Long
ABS-O
CORP
US
Y
2
2041-09-20
Fixed
4.05000000
N
N
N
N
N
N
Echo Global Logistics Inc
549300WRZ9Y84GWVYR04
Echo Global Logistics, Inc
27875T101
57413.00000000
NS
USD
1241269.06000000
0.008142047852
Long
EC
CORP
US
N
1
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila Oyj (B Shares)
X98155116
350496.00000000
NS
2907386.61000000
0.019070870021
Long
EC
CORP
FI
N
2
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank International Bond
500630CQ9
8750000.00000000
PA
USD
8764750.58000000
0.057491982149
Long
DBT
NUSS
KR
N
2
2022-07-06
Variable
2.09800000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0RL5
186083.52000000
PA
USD
185398.49000000
0.001216112949
Long
ABS-CBDO
USGSE
US
N
2
2030-04-25
Variable
2.53450000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20753MAF5
0.03000000
PA
USD
0.03000000
0.000000000196
Long
ABS-CBDO
USGSE
US
Y
2
2031-09-25
Variable
2.33450000
N
N
N
N
N
N
Sonos Inc
549300WEPU6075I77M08
Sonos, Inc
83570H108
79078.00000000
NS
USD
1156911.14000000
0.007588705919
Long
EC
CORP
US
N
1
N
N
N
Ramsay Health Care Ltd
549300QBX122KF2JPI10
Ramsay Health Care Ltd
Q7982Y104
125777.00000000
NS
5808679.26000000
0.038101766990
Long
EC
CORP
AU
N
2
N
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
B02L48900
113527.00000000
NS
2164012.60000000
0.014194742067
Long
EC
CORP
NO
N
2
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co, Inc
579780206
48325.00000000
NS
USD
8669988.25000000
0.056870392962
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABE4
1100000.00000000
PA
USD
1087215.36000000
0.007131539625
Long
ABS-MBS
USGSE
US
N
2
2048-05-10
Variable
4.43532400
N
N
N
N
N
N
TES LLC
N/A
TES LLC
88159DAA3
11544461.68000000
PA
USD
11417059.31000000
0.074889680436
Long
ABS-O
CORP
US
Y
2
2047-10-20
Fixed
4.33000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA C
549300RA28ZEFOB6M782
City & County of San Francisco CA
79765DV72
7085000.00000000
PA
USD
7483460.40000000
0.049087417582
Long
DBT
MUN
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
E*TRADE Financial Corp
549300LYE2HSVYJFJD24
E*TRADE Financial Corp
269246401
29186.00000000
NS
USD
1451419.78000000
0.009520521927
Long
EC
CORP
US
N
1
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy
63902HAC3
3440000.00000000
PA
USD
3389891.07000000
0.022235836046
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.76663000
N
N
N
N
N
N
Qualys Inc
549300EMBXYOW9W1XA17
Qualys, Inc
74758T303
28994.00000000
NS
USD
3015955.88000000
0.019783025202
Long
EC
CORP
US
N
1
N
N
LOS ANGELES CA
549300E7TO710PTXPJ65
City of Los Angeles CA
544351NE5
7500000.00000000
PA
USD
8442450.00000000
0.055377866177
Long
DBT
MUN
US
N
2
2038-09-01
Fixed
3.88000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGT6
10500000.00000000
PA
USD
10883576.66000000
0.071390325297
Long
DBT
CORP
US
N
2
2025-02-13
Fixed
1.80000000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International S.A.
89153VAX7
12850000.00000000
PA
USD
13096074.42000000
0.085903103563
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
MONTGOMERY AL WTRWKS & SAN SWR
N/A
Montgomery Water Works & Sanitary Sewer Board
613105KT1
3200000.00000000
PA
USD
3230528.00000000
0.021190501248
Long
DBT
MUN
US
N
2
2021-09-01
Fixed
1.70100000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
67915.00000000
NS
USD
9599785.25000000
0.062969354026
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384G86
11585000.00000000
PA
USD
11581260.59000000
0.075966751252
Long
STIV
USGSE
US
N
2
N
N
N
Tandem Diabetes Care Inc
549300JEPFOD0K4D3I05
Tandem Diabetes Care, Inc
875372203
30380.00000000
NS
USD
3005189.60000000
0.019712404279
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
7100000.00000000
PA
USD
7384077.11000000
0.048435517419
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.18800000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361702
817258.00000000
NS
USD
22924086.90000000
0.150369503707
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B0YQ3
46723086.68000000
PA
USD
49583656.27000000
0.325241734507
Long
ABS-CBDO
USGSE
US
N
2
2048-02-25
Fixed
3.00000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
N/A
886765.00000000
NS
8420115.17000000
0.055231361877
Long
EC
CORP
SE
N
2
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services, Inc
41283LAK1
2125000.00000000
PA
USD
2136099.66000000
0.014011648409
Long
DBT
CORP
US
Y
2
2021-01-15
Fixed
2.85000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3135G03U5
8000000.00000000
PA
USD
8065473.52000000
0.052905106129
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAD2
9500000.00000000
PA
USD
9695358.00000000
0.063596259126
Long
DBT
CORP
NL
Y
2
2021-01-14
Fixed
5.25000000
N
N
N
N
N
OneSpan Inc
549300D67QDZG593UX89
OneSpan, Inc
68287N100
8622.00000000
NS
USD
240812.46000000
0.001579598361
Long
EC
CORP
US
N
1
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652JAA5
234177.46000000
PA
USD
233649.55000000
0.001532613579
Long
ABS-O
CORP
US
Y
2
2032-09-20
Fixed
2.58000000
N
N
N
N
N
N
LEGG MASON INC
OWUNCC6U1ZJXMZKFBJ36
Legg Mason, Inc
524901AT2
2300000.00000000
PA
USD
2474970.38000000
0.016234455459
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.95000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi-Aventis
567173901
290635.00000000
NS
29640282.53000000
0.194424082984
Long
EC
CORP
FR
N
2
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris S.A.
L90272102
7252.00000000
NS
47127.93000000
0.000309133509
Long
EC
CORP
IT
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WJMJ4
5188782.88000000
PA
USD
5506818.38000000
0.036121724299
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc
03076C106
2187.00000000
NS
USD
328137.48000000
0.002152402851
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127963N7
50000000.00000000
PA
USD
49992882.00000000
0.327926032040
Long
STIV
UST
US
N
2
N
N
N
Whitbread PLC
21380099VMZKRMN3EX36
Whitbread plc
G9606P197
105535.00000000
NS
2903533.98000000
0.019045598870
Long
EC
CORP
GB
N
2
N
N
Cronos Group Inc
N/A
Cronos Group, Inc
22717L101
203314.00000000
NS
1225035.74000000
0.008035566129
Long
EC
CORP
CA
N
2
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759NK0
5000000.00000000
PA
USD
5782441.70000000
0.037929662910
Long
DBT
USGSE
US
N
2
2036-08-01
Fixed
3.53500000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
25726.00000000
NS
USD
5544724.78000000
0.036370369603
Long
EC
CORP
US
N
1
N
N
N
ZIOPHARM Oncology Inc
N/A
ZIOPHARM Oncology, Inc
98973P101
30112.00000000
NS
USD
98767.36000000
0.000647859998
Long
EC
CORP
US
N
1
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330NAT2
13675000.00000000
PA
USD
14377470.66000000
0.094308363824
Long
DBT
CORP
US
N
2
2024-12-06
Fixed
2.15000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0RU5
1896681.76000000
PA
USD
1893309.92000000
0.012419080170
Long
ABS-CBDO
USGSE
US
N
2
2030-04-25
Variable
1.13450000
N
N
N
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies, Inc
49338L103
65960.00000000
NS
USD
6647448.80000000
0.043603637577
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana, Inc
444859102
45418.00000000
NS
USD
17610829.50000000
0.115517433839
Long
EC
CORP
US
N
1
N
N
N
Belden Inc
68BKYO1JC791TTJHUE82
Belden CDT, Inc
077454106
4043.00000000
NS
USD
131599.65000000
0.000863221909
Long
EC
CORP
US
N
1
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAR5
8425000.00000000
PA
USD
8492673.56000000
0.055707305330
Long
DBT
CORP
US
Y
2
2023-06-09
Fixed
1.08200000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAS8
3625000.00000000
PA
USD
4289263.89000000
0.028135231087
Long
DBT
CORP
US
N
2
2037-09-20
Fixed
5.00000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAJ5
8787000.00000000
PA
USD
10686784.90000000
0.070099478712
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.95000000
N
N
N
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour S.A.
F13923119
86085.00000000
NS
1335009.70000000
0.008756935310
Long
EC
CORP
FR
N
2
N
N
N
GREENE CNTY OH
N/A
County of Greene OH
394641PW8
725000.00000000
PA
USD
726007.75000000
0.004762214762
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
3.12000000
N
N
N
N
N
N
Quotient Technology Inc
5493005ZZT58VQ9RKP56
Quotient Technology, Inc
749119103
171930.00000000
NS
USD
1258527.60000000
0.008255254459
Long
EC
CORP
US
N
1
N
N
N
Marriott Vacations Worldwide Corp
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp
57164Y107
22872.00000000
NS
USD
1880307.12000000
0.012333788895
Long
EC
CORP
US
N
1
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola S.A.
E6165F166
1497062.00000000
NS
17477718.99000000
0.114644301513
Long
EC
CORP
ES
N
2
N
N
N
TAMPA BAY FL WTR REGL WTR SPLY
N/A
Tampa Bay Water
875124ER6
2280000.00000000
PA
USD
2393019.60000000
0.015696903051
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
2.61200000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSB2
2795308.40000000
PA
USD
3061051.74000000
0.020078829441
Long
ABS-MBS
MUN
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Sykes Enterprises Inc
549300JJ24XHULP7Q562
Sykes Enterprises, Inc
871237103
83587.00000000
NS
USD
2312016.42000000
0.015165566382
Long
EC
CORP
US
N
1
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JB0
11000000.00000000
PA
USD
11088194.04000000
0.072732503679
Long
DBT
NUSS
N/A
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
Annaly Capital Management, Inc
035710409
24514.00000000
NS
USD
160811.84000000
0.001054837938
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746YAA2
2170100.43000000
PA
USD
2228070.11000000
0.014614924386
Long
ABS-CBDO
USGSE
US
Y
2
2049-06-25
Variable
4.00000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co
842587107
661479.00000000
NS
USD
34297686.15000000
0.224974109861
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0DW6
220303.14000000
PA
USD
223595.97000000
0.001466667579
Long
ABS-CBDO
USGSE
US
N
2
2025-01-25
Variable
4.33450000
N
N
N
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
Prudential plc
G72899100
1026451.00000000
NS
15466626.61000000
0.101452632662
Long
EC
CORP
GB
N
2
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock, Inc
09247X101
65720.00000000
NS
USD
35757594.80000000
0.234550314144
Long
EC
CORP
US
N
1
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GXT7
3035000.00000000
PA
USD
3522087.15000000
0.023102970210
Long
DBT
MUN
US
N
2
2028-05-15
Fixed
3.80900000
N
N
N
N
N
N
Meridian Energy Ltd
N/A
Meridian Energy Ltd
Q5997E121
626819.00000000
NS
1953987.34000000
0.012817090942
Long
EC
CORP
NZ
N
2
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
Aptargroup, Inc
038336103
14174.00000000
NS
USD
1587204.52000000
0.010411195743
Long
EC
CORP
US
N
1
N
N
N
Cullen/Frost Bankers Inc
529900V2E9G9AY665O34
Cullen/Frost Bankers, Inc
229899109
6256.00000000
NS
USD
467385.76000000
0.003065795600
Long
EC
CORP
US
N
1
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International, Inc
526107107
86.00000000
NS
USD
20037.14000000
0.000131432707
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36259DAA1
3000000.00000000
PA
USD
2841877.20000000
0.018641164030
Long
ABS-MBS
USGSE
US
Y
2
2031-10-15
Variable
1.27475000
N
N
N
N
N
N
Lundin Mining Corp
549300FQDIM6C8HTN269
Lundin Mining Corp
550372106
747109.00000000
NS
4006300.47000000
0.026279145424
Long
EC
CORP
CA
N
2
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis, Inc
349553107
101463.00000000
NS
3858673.17000000
0.025310790875
Long
EC
CORP
CA
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179SUV7
9216521.95000000
PA
USD
9802266.85000000
0.064297522857
Long
ABS-MBS
USGSE
US
N
2
2047-01-20
Fixed
3.50000000
N
N
N
N
N
N
White Mountains Insurance Group Ltd
549300N3FL068JERBG02
White Mountains Insurance Group Ltd
G9618E107
208.00000000
NS
USD
184697.76000000
0.001211516542
Long
EC
CORP
US
N
1
N
N
N
STAR ENERGY GEOTHERMAL
N/A
Star Energy Geothermal Wayang Windu Ltd
85511XAC4
28207700.00000000
PA
USD
29339749.19000000
0.192452748232
Long
DBT
CORP
VG
Y
2
2033-04-24
Fixed
6.75000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
V7780T103
129148.00000000
NS
USD
6496144.40000000
0.042611163258
Long
EC
CORP
US
N
1
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746QAA9
646606.88000000
PA
USD
664497.26000000
0.004358739505
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
Canopy Growth Corp
529900CSD7NH1UBC9X07
Canopy Growth Corp (Toronto)
138035100
198186.00000000
NS
3210157.73000000
0.021056883390
Long
EC
CORP
CA
N
2
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333KAA6
1197770.57000000
PA
USD
1202961.35000000
0.007890770174
Long
ABS-O
CORP
US
Y
2
2034-12-17
Fixed
2.89700000
N
N
N
N
N
N
SALVATION ARMY
549300UQ1LCLSQQ6V491
Salvation Army
795830AV0
4615000.00000000
PA
USD
5543031.04000000
0.036359259592
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.63700000
N
N
N
N
N
N
Triple-S Management Corp
N/A
Triple-S Management Corp (Class B)
896749108
52466.00000000
NS
USD
997903.32000000
0.006545701367
Long
EC
CORP
US
N
1
N
N
PRA Group Inc
549300Q5HW3JSSB86K27
PRA Group, Inc
69354N106
3573.00000000
NS
USD
138132.18000000
0.000906071742
Long
EC
CORP
US
N
1
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group plc
G88473148
737983.00000000
NS
7599006.39000000
0.049845336240
Long
EC
CORP
GB
N
2
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify, Inc (Class A) (Toronto)
82509L107
28929.00000000
NS
27483615.45000000
0.180277523521
Long
EC
CORP
CA
N
2
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
Q9194A106
1279550.00000000
NS
12548183.53000000
0.082309238229
Long
EC
CORP
AU
N
2
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co
114259AU8
13500000.00000000
PA
USD
16770438.86000000
0.110004929720
Long
DBT
CORP
US
Y
2
2049-03-04
Fixed
4.48700000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XBF0
555640.00000000
PA
USD
583940.41000000
0.003830330517
Long
ABS-CBDO
USGSE
US
N
2
2028-04-25
Variable
5.88450000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TY59
218637.79000000
PA
USD
251392.09000000
0.001648994962
Long
ABS-MBS
USGSE
US
N
2
2044-12-20
Fixed
4.50000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEE5
6750000.00000000
PA
USD
6770553.48000000
0.044411137117
Long
DBT
CORP
US
Y
2
2025-06-23
Fixed
1.25000000
N
N
N
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
4735980.00000000
0.031065445061
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BP59
526855.36000000
PA
USD
584858.78000000
0.003836354524
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
4.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748AAU8
2503321.26000000
PA
USD
2618790.46000000
0.017177836722
Long
ABS-CBDO
USGSE
US
Y
2
2050-04-25
Variable
3.00000000
N
Y
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NAY1
9625000.00000000
PA
USD
9995108.01000000
0.065562455661
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
2.50000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBH7
6500000.00000000
PA
USD
6957637.83000000
0.045638308388
Long
DBT
CORP
US
Y
2
2024-04-18
Fixed
3.15000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833CX6
14250000.00000000
PA
USD
15916042.88000000
0.104400558212
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
3.00000000
N
N
N
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co
61945C103
173854.00000000
NS
USD
2174913.54000000
0.014266246286
Long
EC
CORP
US
N
1
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC
418751AA1
6425000.00000000
PA
USD
6553500.00000000
0.042987384703
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
5.25000000
N
N
N
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
J72810120
124900.00000000
NS
14658449.76000000
0.096151433431
Long
EC
CORP
JP
N
2
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAL0
9000000.00000000
PA
USD
8279534.70000000
0.054309230688
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
3.68475000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152G39
8000000.00000000
PA
USD
8263760.00000000
0.054205757262
Long
DBT
MUN
US
N
2
2022-02-01
Fixed
5.00000000
N
N
N
N
N
N
ASM Pacific Technology Ltd
529900PYFA1HFYKPT360
ASM Pacific Technology
600245005
274200.00000000
NS
2897741.43000000
0.019007602902
Long
EC
CORP
HK
N
2
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
564759QB7
9076000.00000000
PA
USD
9057422.88000000
0.059411752768
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
0.99000000
N
N
N
N
N
N
CityLine Commercial Mortgage T
N/A
Cityline Commercial Mortgage Trust
178772AA7
3000000.00000000
PA
USD
3056668.80000000
0.020050079746
Long
ABS-MBS
CORP
US
Y
2
2031-11-10
Variable
2.87070300
N
N
N
N
N
N
YMCA OF GREATER NY
N/A
YMCA of Greater New York
98752YAP4
11065000.00000000
PA
USD
12665074.57000000
0.083075979681
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
5.15100000
N
N
N
N
N
N
Investors Bancorp Inc
N/A
Investors Bancorp, Inc
46146L101
139026.00000000
NS
USD
1181721.00000000
0.007751445065
Long
EC
CORP
US
N
1
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353TZ0
2494419.07000000
PA
USD
2579873.15000000
0.016922560400
Long
DBT
USGSE
US
N
2
2026-09-15
Fixed
2.29000000
N
N
N
N
N
N
Brambles Ltd
N/A
Brambles Ltd
Q6634U106
1175.00000000
NS
8909.30000000
0.000058440147
Long
EC
CORP
AU
N
2
N
N
N
West Japan Railway Co
353800QGUXHZ7EBCR121
West Japan Railway Co
695799908
200.00000000
NS
11217.79000000
0.000073582582
Long
EC
CORP
JP
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk AS
K72807132
455104.00000000
NS
29648993.80000000
0.194481224163
Long
EC
CORP
DK
N
2
N
N
N
Weis Markets Inc
N/A
Weis Markets, Inc
948849104
18123.00000000
NS
USD
908324.76000000
0.005958114884
Long
EC
CORP
US
N
1
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
West Pharmaceutical Services, Inc
955306105
47644.00000000
NS
USD
10823287.48000000
0.070994861167
Long
EC
CORP
US
N
1
N
N
N
GUADALUPE VLY TX ELEC COOPERAT
TBXDF1BZ4WKPIZYR5I09
Guadalupe Valley Electric Coop, Inc
40064CAA0
1200000.00000000
PA
USD
1436496.00000000
0.009422630072
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
5.67100000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc
95040Q104
232976.00000000
NS
USD
12056508.00000000
0.079084114988
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
318541.00000000
NS
USD
7154430.86000000
0.046929163304
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
617458AS3
2000000.00000000
PA
USD
1985457.20000000
0.013023516055
Long
ABS-MBS
USGSE
US
Y
2
2047-09-15
Variable
5.68430900
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
C-BASS Trust
14986PAA1
558093.04000000
PA
USD
514211.19000000
0.003372944875
Long
ABS-O
CORP
US
N
2
2036-07-25
Variable
0.26450000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613FAB4
200000.00000000
PA
USD
206756.92000000
0.001356212597
Long
ABS-O
CORP
US
Y
2
2036-01-17
Fixed
3.27500000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GKW3
4425000.00000000
PA
USD
4400175.75000000
0.028862752381
Long
DBT
CORP
CA
N
2
2023-03-17
Variable
0.88055000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785DV5
2000000.00000000
PA
USD
3042115.76000000
0.019954619743
Long
DBT
NUSS
N/A
N
2
2036-02-15
Fixed
4.87500000
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Healthcare, Inc
40412C101
140348.00000000
NS
USD
13622176.88000000
0.089354048682
Long
EC
CORP
US
N
1
N
N
N
Shimadzu Corp
N/A
Shimadzu Corp
680436003
5900.00000000
NS
157513.30000000
0.001033201315
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DPB2
390658.74000000
PA
USD
412249.89000000
0.002704134373
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
3.00000000
N
N
N
N
N
N
PEOPLES UNITED BANK
N4662XQCE3KKIZ6EZS08
People's United Bank NA
71270QEB8
10250000.00000000
PA
USD
10874586.93000000
0.071331357572
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.00000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA R
5493001TPOZL3UK8DX25
San Francisco City & County Redevelopment Agency
79770GGH3
2000000.00000000
PA
USD
2069560.00000000
0.013575184540
Long
DBT
MUN
US
N
2
2044-08-01
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XAK0
6924198.15000000
PA
USD
6063138.80000000
0.039770882750
Long
ABS-CBDO
USGSE
US
N
2
2024-07-25
Variable
3.18450000
N
N
N
N
N
N
NEW YORK ST ENVRNMNTL FACS COR
549300QJ33JJW73OQO60
New York State Environmental Facilities Corp
64985HHT7
1225000.00000000
PA
USD
1329553.75000000
0.008721147254
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
3.19500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HC6G3
498728.45000000
PA
USD
553125.63000000
0.003628202372
Long
ABS-MBS
MUN
US
N
2
2044-10-01
Fixed
4.50000000
N
N
N
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico-Eagle Mines Ltd
008474108
159439.00000000
NS
10209216.46000000
0.066966890285
Long
EC
CORP
CA
N
2
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Groep NV
B5337G162
125286.00000000
NS
7197829.87000000
0.047213837133
Long
EC
CORP
BE
N
2
N
N
N
NTT DOCOMO Inc
353800TVPXCGWDZIIU09
NTT DoCoMo, Inc
J59399121
477000.00000000
NS
12663398.11000000
0.083064983018
Long
EC
CORP
JP
N
2
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc
174610AN5
1350000.00000000
PA
USD
1367119.86000000
0.008967560442
Long
DBT
CORP
US
N
2
2021-07-28
Fixed
2.37500000
N
N
N
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re Ltd
H8431B109
118769.00000000
NS
9208696.79000000
0.060404027089
Long
EC
CORP
CH
N
2
N
N
N
Kerry Group PLC
635400TLVVBNXLFHWC59
Kerry Group plc (Class A)
G52416107
92734.00000000
NS
11520087.12000000
0.075565486663
Long
EC
CORP
IE
N
2
N
N
N
MASSACHUSETTS ST HSG FIN AGY H
549300NLJBK1VP6K2K81
Massachusetts Housing Finance Agency
57586PE77
50000.00000000
PA
USD
50074.00000000
0.000328458121
Long
DBT
MUN
US
N
2
2020-12-01
Fixed
4.78200000
N
N
N
N
N
N
Agios Pharmaceuticals Inc
529900ONJHY8EOGYT555
Agios Pharmaceuticals, Inc
00847X104
61368.00000000
NS
USD
3281960.64000000
0.021527871307
Long
EC
CORP
US
N
1
N
N
GRANT CNTY WA PUBLIC UTIL DIST
549300XJXH7RNXS8PA58
Grant County Public Utility District No 2
387883RV5
1250000.00000000
PA
USD
1520300.00000000
0.009972338592
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
4.16400000
N
N
N
N
N
N
Nippon Paint Holdings Co Ltd
529900RYRJUN78A7PL87
Nippon Paint Co Ltd
664050002
500.00000000
NS
36468.40000000
0.000239212808
Long
EC
CORP
JP
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648CAC8
114588.93000000
PA
USD
118336.10000000
0.000776220257
Long
ABS-CBDO
USGSE
US
Y
2
2047-01-25
Variable
3.50000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
63269.00000000
NS
USD
11595309.63000000
0.076058905290
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts, Inc
285512109
171686.00000000
NS
USD
22671136.30000000
0.148710285770
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4E51
1767572.67000000
PA
USD
1974160.20000000
0.012949413898
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
SWISS RE TREASURY (US)
549300G1I1ZMYS87KM16
Swiss Re Treasury US Corp
87089HAB9
14024000.00000000
PA
USD
17139327.96000000
0.112424640967
Long
DBT
CORP
US
Y
2
2042-12-06
Fixed
4.25000000
N
N
N
N
N
N
Axonics Modulation Technologies Inc
549300LJY4X7N57VJL05
Axonics Modulation Technologies, Inc
05465P101
33262.00000000
NS
USD
1167828.82000000
0.007660319944
Long
EC
CORP
US
N
1
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B0A71
2759570.68000000
PA
USD
2846365.52000000
0.018670604961
Long
ABS-CBDO
USGSE
US
N
2
2045-02-25
Fixed
3.00000000
N
N
N
N
N
N
InterContinental Hotels Group PLC
2138007ZFQYRUSLU3J98
InterContinental Hotels Group plc
N/A
192375.00000000
NS
8492422.65000000
0.055705659498
Long
EC
CORP
GB
N
2
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
Q26915100
479554.00000000
NS
23159733.73000000
0.151915218354
Long
EC
CORP
AU
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617LYQM5
12358176.77000000
PA
USD
13399271.10000000
0.087891908373
Long
ABS-O
USGSE
US
N
2
2045-01-15
Fixed
2.75000000
N
N
N
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora AS
K7681L102
21332.00000000
NS
1165035.92000000
0.007642000043
Long
EC
CORP
DK
N
2
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384D48
14500000.00000000
PA
USD
14496677.04000000
0.095090292644
Long
STIV
USGSE
US
N
2
N
N
N
OSHKOSH CORP
549300FEKNPCFSA2B506
Oshkosh Corp
688225AH4
1475000.00000000
PA
USD
1485068.13000000
0.009741236746
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.10000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAN6
1750000.00000000
PA
USD
1577077.95000000
0.010344770968
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
4.43475000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAE3
9095000.00000000
PA
USD
9348989.79000000
0.061324272631
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.90000000
N
N
N
N
N
N
MIAMI FL SPL OBLG
N/A
City of Miami FL
593490ME2
1780000.00000000
PA
USD
2006522.80000000
0.013161694898
Long
DBT
MUN
US
Y
2
2039-01-01
Fixed
4.80800000
N
N
N
N
N
N
Wheaton Precious Metals Corp
549300XSFG5ZCGVYD886
Wheaton Precious Metals Corp
962879102
120838.00000000
NS
5314700.19000000
0.034861533783
Long
EC
CORP
CA
N
2
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
Factset Research Systems, Inc
303075105
11159.00000000
NS
USD
3665396.73000000
0.024043002872
Long
EC
CORP
US
N
1
N
N
N
Wintrust Financial Corp
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W108
1110.00000000
NS
USD
48418.20000000
0.000317596977
Long
EC
CORP
US
N
1
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAJ4
5350000.00000000
PA
USD
5827590.54000000
0.038225814669
Long
DBT
CORP
HK
Y
2
2030-04-07
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RRN1
1568102.55000000
PA
USD
1801145.91000000
0.011814534544
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170AQ7
7000000.00000000
PA
USD
8314188.05000000
0.054536537759
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.30000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946NAB4
3875000.00000000
PA
USD
3906233.12000000
0.025622758201
Long
ABS-O
CORP
US
Y
2
2046-04-20
Fixed
3.10000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063DAF5
5445000.00000000
PA
USD
5434817.85000000
0.035649440102
Long
DBT
MUN
US
N
2
2047-04-01
Variable
0.96200000
N
N
N
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan S.A.
H3238Q102
3439.00000000
NS
12854868.88000000
0.084320926811
Long
EC
CORP
CH
N
2
N
N
N
AZURE POWER SOLAR ENERGY
549300N77HEXIINE3X94
Azure Power Solar Energy Pvt Ltd
05502TAA6
5900000.00000000
PA
USD
5934197.40000000
0.038925097511
Long
DBT
CORP
MU
Y
2
2024-12-24
Fixed
5.65000000
N
N
N
N
N
N
El Pollo Loco Holdings Inc
549300EZCBNF4G707K90
El Pollo Loco Holdings, Inc
268603107
43553.00000000
NS
USD
642842.28000000
0.004216694650
Long
EC
CORP
US
N
1
N
N
CANAL BARGE CO
549300FW5XOTMDFBYM02
Canal Barge Co, Inc
137001AF0
4393000.00000000
PA
USD
5295172.05000000
0.034733439839
Long
DBT
CORP
US
N
2
2034-11-12
Fixed
4.50000000
N
N
N
N
N
N
adidas AG
549300JSX0Z4CW0V5023
Adidas-Salomon AG.
D0066B185
51093.00000000
NS
13470746.98000000
0.088360751152
Long
EC
CORP
DE
N
2
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global plc (Class C)
G5480U120
7192.00000000
NS
USD
154699.92000000
0.001014747077
Long
EC
CORP
US
N
1
N
N
N
Immunomedics Inc
5493007ZU7DDO8PSIM59
Immunomedics, Inc
452907108
38636.00000000
NS
USD
1369259.84000000
0.008981597543
Long
EC
CORP
US
N
1
N
N
N
CSG Systems International Inc
549300D7FJZUOHHXUA81
CSG Systems International, Inc
126349109
73112.00000000
NS
USD
3026105.68000000
0.019849602352
Long
EC
CORP
US
N
1
N
N
N
Ajinomoto Co Inc
353800UT0TLROREPIC92
Ajinomoto Co, Inc
J00882126
364500.00000000
NS
6048861.93000000
0.039677234272
Long
EC
CORP
JP
N
2
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EJ8
14000000.00000000
PA
USD
16510913.16000000
0.108302582714
Long
DBT
NUSS
N/A
N
2
2028-09-26
Fixed
3.12500000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WDF1
7025000.00000000
PA
USD
7432921.52000000
0.048755910101
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
3.95000000
N
N
N
N
N
N
Naturgy Energy Group SA
TL2N6M87CW970S5SV098
Naturgy Energy Group S.A.
565042900
286392.00000000
NS
5346626.56000000
0.035070953353
Long
EC
CORP
ES
N
2
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WYH0
10000000.00000000
PA
USD
9934600.00000000
0.065165556126
Long
DBT
CORP
CA
N
2
2023-03-10
Variable
0.76055000
N
Y
N
N
N
N
Kawasaki Heavy Industries Ltd
5493008FFSI8SQ74AT93
Kawasaki Heavy Industries Ltd
648462000
159700.00000000
NS
2306652.52000000
0.015130382124
Long
EC
CORP
JP
N
2
N
N
N
Vestas Wind Systems A/S
549300DYMC8BGZZC8844
Vestas Wind Systems AS
K9773J128
18266.00000000
NS
1870488.78000000
0.012269385941
Long
EC
CORP
DK
N
2
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle, Inc
48020Q107
6605.00000000
NS
USD
683353.30000000
0.004482424841
Long
EC
CORP
US
N
1
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
Q97417101
1108448.00000000
NS
13892601.30000000
0.091127885346
Long
EC
CORP
AU
N
2
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AZ9
14650000.00000000
PA
USD
14706947.77000000
0.096469553918
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746QAU5
517285.54000000
PA
USD
535726.15000000
0.003514071275
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc (Class A)
02079K305
73639.00000000
NS
USD
104423783.95000000
0.684963053768
Long
EC
CORP
US
N
1
N
N
N
Parsley Energy Inc
549300DMRA8DSL66G562
Parsley Energy, Inc
701877102
262045.00000000
NS
USD
2798640.60000000
0.018357555522
Long
EC
CORP
US
N
1
N
N
N
Casey's General Stores Inc
549300CAFWSI86V66Q65
Casey's General Stores, Inc
147528103
82679.00000000
NS
USD
12362164.08000000
0.081089052121
Long
EC
CORP
US
N
1
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Compagnie de Saint-Gobain
F80343100
106312.00000000
NS
3835836.21000000
0.025160992877
Long
EC
CORP
FR
N
2
N
N
N
Renew Financial
N/A
Renew
75973FAA9
8390747.49000000
PA
USD
9004871.33000000
0.059067043269
Long
ABS-O
CORP
KY
Y
2
2053-09-20
Fixed
3.95000000
N
Y
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAU2
2225000.00000000
PA
USD
2316613.46000000
0.015195720456
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CV35
20344058.13000000
PA
USD
21587860.89000000
0.141604590067
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
CES MU2 LLC
N/A
CES MU2 LLC
12517LAB0
3312061.29000000
PA
USD
3429157.49000000
0.022493402339
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
1.99400000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
420210.00000000
NS
USD
50748761.70000000
0.332884190498
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384ZU6
32130000.00000000
PA
USD
32127536.59000000
0.210739112684
Long
STIV
USGSE
US
N
2
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAN0
2500000.00000000
PA
USD
2188685.50000000
0.014356582831
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
3.04089300
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132HT3C8
3562204.20000000
PA
USD
3911432.94000000
0.025656866183
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Fixed
3.50000000
N
N
N
N
N
N
UNIV OF CINCINNATI OH RECPTS
549300E0RD3ICJ858L23
University of Cincinnati
914119A77
1615000.00000000
PA
USD
1731312.30000000
0.011356464161
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
3.70000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Holdings Inc
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings, Inc
J6150N104
248200.00000000
NS
6994366.57000000
0.045879228885
Long
EC
CORP
JP
N
2
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc
00846U101
199700.00000000
NS
USD
17647489.00000000
0.115757900159
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F022675
105000000.00000000
PA
USD
109417382.55000000
0.717718336300
Long
ABS-O
CORP
US
N
2
2050-07-25
Fixed
2.50000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc
60687YBC2
5925000.00000000
PA
USD
5806533.24000000
0.038087690269
Long
DBT
CORP
JP
N
2
2024-05-25
Variable
0.98950000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy, Inc
867224107
720293.00000000
NS
12144598.39000000
0.079661939888
Long
EC
CORP
CA
N
2
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc
174610105
622072.00000000
NS
USD
15701097.28000000
0.102990632340
Long
EC
CORP
US
N
1
N
N
N
Avrobio Inc
N/A
Avrobio, Inc
05455M100
7622.00000000
NS
USD
133003.90000000
0.000872433023
Long
EC
CORP
US
N
1
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAM4
11075000.00000000
PA
USD
11610012.87000000
0.076155350523
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.45000000
N
N
N
N
N
N
Sony Corp
529900R5WX9N2OI2N910
Sony Corp
J76379106
354600.00000000
NS
24478082.32000000
0.160562865872
Long
EC
CORP
JP
N
2
N
N
N
Hang Seng Bank Ltd
5493009Z5F07LWZYMK62
Hang Seng Bank Ltd
Y30327103
607700.00000000
NS
10235043.67000000
0.067136302693
Long
EC
CORP
HK
N
2
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
73023.00000000
NS
USD
4640611.65000000
0.030439880713
Long
EC
CORP
US
N
1
N
N
N
H Lundbeck A/S
5493006R4KC2OI5D3470
H Lundbeck AS
708525902
78706.00000000
NS
2973859.78000000
0.019506897751
Long
EC
CORP
DK
N
2
N
N
N
Herc Holdings Inc
549300TP80QLITMSBP82
Herc Holdings, Inc
42704L104
19271.00000000
NS
USD
592197.83000000
0.003884494688
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CPF5
2714881.01000000
PA
USD
2889084.44000000
0.018950817771
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
Y
N
N
N
N
CatchMark Timber Trust Inc
54930027IT0GQOYYOW30
CatchMark Timber Trust, Inc
14912Y202
68626.00000000
NS
USD
607340.10000000
0.003983819718
Long
EC
CORP
US
N
1
N
N
N
SG Holdings Co Ltd
N/A
SG Holdings Co Ltd
N/A
100.00000000
NS
3263.36000000
0.000021405861
Long
EC
CORP
JP
N
2
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde plc
G5494J103
255145.00000000
NS
USD
54118805.95000000
0.354989842233
Long
EC
CORP
US
N
1
N
N
N
STAAR Surgical Co
5299006LRHI7OJ8BY308
Staar Surgical Co
852312305
54606.00000000
NS
USD
3360453.24000000
0.022042739941
Long
EC
CORP
US
N
1
N
N
N
TripAdvisor Inc
N/A
TripAdvisor, Inc
896945201
225150.00000000
NS
USD
4280101.50000000
0.028075130808
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
590153.00000000
NS
USD
29560763.77000000
0.193902483301
Long
EC
CORP
US
N
1
N
N
N
Allscripts Healthcare Solutions Inc
Y68YJHVB1GU4TAU3C223
Allscripts Healthcare Solutions, Inc
01988P108
367482.00000000
NS
USD
2487853.14000000
0.016318959337
Long
EC
CORP
US
N
1
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AU1
11075000.00000000
PA
USD
11779644.88000000
0.077268043965
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
2.00000000
N
N
N
N
N
Shionogi & Co Ltd
35380049VXDTHZI3DY35
Shionogi & Co Ltd
680468006
126300.00000000
NS
7923220.10000000
0.051972001301
Long
EC
CORP
JP
N
2
N
N
N
Rapid7 Inc
549300GNVG5D60KEYN14
Rapid7, Inc
753422104
34558.00000000
NS
USD
1763149.16000000
0.011565296594
Long
EC
CORP
US
N
1
N
N
N
Komatsu Ltd
5493004LQ0B4T7QPQV17
Komatsu Ltd
J35759125
417800.00000000
NS
8556761.16000000
0.056127685023
Long
EC
CORP
JP
N
2
N
N
N
Aptiv PLC
N/A
Aptiv plc
G6095L109
74280.00000000
NS
USD
5787897.60000000
0.037965450638
Long
EC
CORP
US
N
1
N
N
N
HENRY J KAISER FAMILY FO
4CMPMZ2TOE77XRTFWV21
Henry J Kaiser Family Foundation
426767AA7
10000000.00000000
PA
USD
10667277.00000000
0.069971517531
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
3.35600000
N
N
N
N
N
N
Peugeot SA
969500TZ5950IT5FPQ42
Peugeot S.A.
710352907
617444.00000000
NS
10125537.46000000
0.066418001697
Long
EC
CORP
FR
N
2
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
845011AC9
2200000.00000000
PA
USD
2257668.93000000
0.014809076497
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.20000000
N
N
N
N
N
N
Standard Life Aberdeen PLC
0TMBS544NMO7GLCE7H90
Standard Life Aberdeen plc
N/A
2147611.00000000
NS
7116531.89000000
0.046680566737
Long
EC
CORP
GB
N
2
N
N
N
Daikin Industries Ltd
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd
J10038115
89000.00000000
NS
14400197.26000000
0.094457437922
Long
EC
CORP
JP
N
2
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG.
H1512E100
225309.00000000
NS
5640180.80000000
0.036996509017
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FRW0
301336.69000000
PA
USD
346527.15000000
0.002273029054
Long
ABS-MBS
USGSE
US
N
2
2044-05-20
Fixed
4.50000000
N
N
N
N
N
N
Pearson PLC
2138004JBXWWJKIURC57
Pearson plc
G69651100
749945.00000000
NS
5338714.98000000
0.035019057704
Long
EC
CORP
GB
N
2
N
N
Advance Auto Parts Inc
N/A
Advance Auto Parts, Inc
00751Y106
33170.00000000
NS
USD
4725066.50000000
0.030993858455
Long
EC
CORP
US
N
1
N
N
N
Benefitfocus Inc
254900W89KP1OS3RXO89
Benefitfocus, Inc
08180D106
66843.00000000
NS
USD
719230.68000000
0.004717760880
Long
EC
CORP
US
N
1
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd (Toronto)
67077M108
306097.00000000
NS
9834966.96000000
0.064512017739
Long
EC
CORP
CA
N
2
N
N
N
ALAMEDA CNTY CA
N/A
County of Alameda CA
010878BA3
7650000.00000000
PA
USD
8273934.00000000
0.054272493151
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
3.82000000
N
N
N
N
N
N
Paylocity Holding Corp
549300VH75FTB4DIEE07
Paylocity Holding Corp
70438V106
35696.00000000
NS
USD
5207689.44000000
0.034159601644
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorporation
989701107
76559.00000000
NS
USD
2603006.00000000
0.017074299276
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAU5
10400000.00000000
PA
USD
10378881.24000000
0.068079798681
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
3.25000000
N
N
N
N
N
N
iRobot Corp
5493009PRNKOUKBAT390
iRobot Corp
462726100
30606.00000000
NS
USD
2567843.40000000
0.016843651803
Long
EC
CORP
US
N
1
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
Dentsply Sirona, Inc
24906P109
232300.00000000
NS
USD
10235138.00000000
0.067136921446
Long
EC
CORP
US
N
1
N
N
N
Groupon Inc
5299005W5W1R5POQJL03
Groupon, Inc
399473206
48991.00000000
NS
USD
887716.92000000
0.005822938696
Long
EC
CORP
US
N
1
N
N
Evolution Mining Ltd
254900BCFW5QO5LW8F27
Evolution Mining Ltd
N/A
496318.00000000
NS
1971617.19000000
0.012932733140
Long
EC
CORP
AU
N
2
N
N
N
SCSK Corp
529900SNGFXMSUBB7864
Sumisho Computer Systems Corp
685847006
900.00000000
NS
44032.26000000
0.000288827603
Long
EC
CORP
JP
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649KAN5
346144.22000000
PA
USD
354982.29000000
0.002328490159
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group plc
317430908
224447.00000000
NS
4435093.55000000
0.029091794099
Long
EC
CORP
GB
N
2
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148QR7
5000000.00000000
PA
USD
7693399.75000000
0.050464505185
Long
DBT
NUSS
CA
N
2
2029-09-15
Fixed
7.50000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
6903536P7
18750000.00000000
PA
USD
19990943.63000000
0.131129684048
Long
DBT
USGSE
US
N
2
2029-10-15
Fixed
2.36000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AS2
3875000.00000000
PA
USD
3932461.87000000
0.025794804491
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.00000000
N
N
N
N
N
N
Ono Pharmaceutical Co Ltd
N/A
Ono Pharmaceutical Co Ltd
666010004
341800.00000000
NS
9975952.59000000
0.065436806557
Long
EC
CORP
JP
N
2
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375102
217872.00000000
NS
19275637.83000000
0.126437668239
Long
EC
CORP
CA
N
2
N
N
N
Denso Corp
549300RYPA10CQM3QK38
Denso Corp
J12075107
220582.00000000
NS
8650573.80000000
0.056743044762
Long
EC
CORP
JP
N
2
N
N
N
Cable One Inc
549300648QS85T0XSH18
Cable One, Inc
12685J105
3246.00000000
NS
USD
5761163.10000000
0.037790086903
Long
EC
CORP
US
N
1
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187VAA7
325029.97000000
PA
USD
322613.57000000
0.002116169015
Long
ABS-O
CORP
US
Y
2
2037-07-17
Variable
1.19388000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36187SB71
7763721.26000000
PA
USD
8353425.03000000
0.054793910941
Long
ABS-O
USGSE
US
N
2
2040-08-15
Fixed
3.70000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746VAD2
150661.95000000
PA
USD
153232.72000000
0.001005123046
Long
ABS-CBDO
USGSE
US
Y
2
2048-03-25
Variable
3.50000000
N
N
N
N
N
N
Nielsen Holdings PLC
549300ZVCBHQE0XHG367
Nielsen NV
G6518L108
81863.00000000
NS
USD
1216484.18000000
0.007979472561
Long
EC
CORP
US
N
1
N
N
N
Sinclair Broadcast Group Inc
529900879GWQV880PQ28
Sinclair Broadcast Group, Inc (Class A)
829226109
117248.00000000
NS
USD
2164398.08000000
0.014197270606
Long
EC
CORP
US
N
1
N
N
NEW YORK ST ENVRNMNTL FACS COR
549300QJ33JJW73OQO60
New York State Environmental Facilities Corp
64985HRV1
2120000.00000000
PA
USD
2401175.60000000
0.015750401962
Long
DBT
MUN
US
N
2
2027-07-15
Fixed
3.52000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc
74834L100
31422.00000000
NS
USD
3580851.12000000
0.023488429795
Long
EC
CORP
US
N
1
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc
550021109
35049.00000000
NS
USD
10935638.49000000
0.071731822499
Long
EC
CORP
US
N
1
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp
45167R104
386.00000000
NS
USD
61003.44000000
0.000400149285
Long
EC
CORP
US
N
1
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso Oyj (R Shares)
X21349117
153789.00000000
NS
1840750.53000000
0.012074319245
Long
EC
CORP
FI
N
2
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212P303
284049.00000000
NS
USD
23348827.80000000
0.153155572292
Long
EC
CORP
US
N
1
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG.
D19225107
380559.00000000
NS
13974068.45000000
0.091662265405
Long
EC
CORP
DE
N
2
N
N
N
Lendlease Group
N/A
Lend Lease Corp Ltd
651200008
55191.00000000
NS
477029.38000000
0.003129052486
Long
EC
CORP
AU
N
2
N
N
N
NARRAGANSETT ELECTRIC
VAI0KZ806W8MCH0BCZ61
Narragansett Electric Co
631005BH7
4300000.00000000
PA
USD
4922661.07000000
0.032289971035
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
3.91900000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
G93882192
9265349.00000000
NS
14729668.12000000
0.096618587019
Long
EC
CORP
GB
N
2
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAP7
9000000.00000000
PA
USD
9335803.41000000
0.061237777173
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.20000000
N
N
N
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
55279HAK6
285000.00000000
PA
USD
310017.76000000
0.002033547373
Long
DBT
CORP
US
N
2
2025-02-06
Fixed
2.90000000
N
N
N
N
N
N
Delek US Holdings Inc
5493003O53JMENV1N385
Delek US Holdings, Inc
24665A103
4244.00000000
NS
USD
73888.04000000
0.000484665232
Long
EC
CORP
US
N
1
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBC0
2714000.00000000
PA
USD
2791050.05000000
0.018307765655
Long
DBT
CORP
IT
Y
2
2023-01-12
Fixed
3.37500000
N
N
N
N
N
N
Woodside Petroleum Ltd
2549005ZC5RXAOO7FH41
Woodside Petroleum Ltd
980228100
948.00000000
NS
14326.80000000
0.000093975991
Long
EC
CORP
AU
N
2
N
N
N
Wabash National Corp
5299004ZAWHQZI5XO485
Wabash National Corp
929566107
9535.00000000
NS
USD
101261.70000000
0.000664221508
Long
EC
CORP
US
N
1
N
N
MarineMax Inc
N/A
MarineMax, Inc
567908108
38743.00000000
NS
USD
867455.77000000
0.005690036606
Long
EC
CORP
US
N
1
N
N
N
Trustmark Corp
5493000HPQ4D2RZ79739
Trustmark Corp
898402102
1700.00000000
NS
USD
41684.00000000
0.000273424299
Long
EC
CORP
US
N
1
N
N
N
SYRACUSE NY INDL DEV AGY PILOT
N/A
Syracuse Industrial Development Agency
87172NBE7
1650000.00000000
PA
USD
1705374.00000000
0.011186323064
Long
DBT
MUN
US
Y
2
2036-01-01
Fixed
5.00000000
N
N
N
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
J43830116
605300.00000000
NS
12791029.24000000
0.083902173601
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AVP86
2237785.36000000
PA
USD
2393623.84000000
0.015700866536
Long
ABS-CBDO
USGSE
US
N
2
2047-04-25
Fixed
3.00000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp
020002101
129022.00000000
NS
USD
12513843.78000000
0.082083988203
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20754WAB1
160000.00000000
PA
USD
151472.32000000
0.000993575782
Long
ABS-CBDO
USGSE
US
Y
2
2040-01-25
Variable
2.18450000
N
N
N
N
N
N
Sompo Holdings Inc
353800CWW4SRGEYEB512
NKSJ Holdings, Inc
J58699109
237100.00000000
NS
8162255.24000000
0.053539941413
Long
EC
CORP
JP
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595HAC2
2750000.00000000
PA
USD
2821552.53000000
0.018507845283
Long
ABS-MBS
USGSE
US
Y
2
2029-10-10
Variable
3.52749700
N
N
N
N
N
N
Equitrans Midstream Corp
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp
294600101
13916.00000000
NS
USD
115641.96000000
0.000758548168
Long
EC
CORP
US
N
1
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KE0
9885000.00000000
PA
USD
10740909.53000000
0.070454506757
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25000000
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
Scottish & Southern Energy plc
G8842P102
684377.00000000
NS
11588640.95000000
0.076015162388
Long
EC
CORP
GB
N
2
N
N
N
NA DEVELOPMENT BANK
5493008W785ZKQMVNG08
North American Development Bank
656836AB9
1387000.00000000
PA
USD
1435259.22000000
0.009414517469
Long
DBT
NUSS
N/A
N
2
2022-10-26
Fixed
2.40000000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust
82281EAK3
330171.39000000
PA
USD
336667.55000000
0.002208355457
Long
ABS-CBDO
USGSE
US
Y
2
2046-11-25
Variable
3.50000000
N
N
N
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
605460005
480800.00000000
NS
3935726.65000000
0.025816219667
Long
EC
CORP
JP
N
2
N
N
N
Brenntag AG
NNROIXVWJ7CPSR27SV97
Brenntag AG.
N/A
38706.00000000
NS
2052193.67000000
0.013461270890
Long
EC
CORP
DE
N
2
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies plc
G8994E103
92390.00000000
NS
USD
8220862.20000000
0.053924371097
Long
EC
CORP
US
N
1
N
N
N
Agate Bay Mortgage Loan Trust
549300LRONE82VI44B39
Agate Bay Mortgage Trust
00842DAJ2
498176.84000000
PA
USD
515368.57000000
0.003380536657
Long
ABS-CBDO
USGSE
US
Y
2
2045-09-25
Variable
3.50000000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International S.A.
89153VAV1
7066000.00000000
PA
USD
7212613.85000000
0.047310811976
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
RMR Group Inc/The
549300JP4L34E48UJM16
RMR Group, Inc
74967R106
3556.00000000
NS
USD
104795.32000000
0.000687400127
Long
EC
CORP
US
N
1
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel KGaA
D3207M102
100862.00000000
NS
8438145.16000000
0.055349628775
Long
EC
CORP
DE
N
2
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc
79466L302
336094.00000000
NS
USD
62960489.02000000
0.412986459545
Long
EC
CORP
US
N
1
N
N
N
Axon Enterprise Inc
549300QP2IEEGFE16681
Axon Enterprise, Inc
05464C101
110725.00000000
NS
USD
10865444.25000000
0.071271386579
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning, Inc
690742101
5749.00000000
NS
USD
320564.24000000
0.002102726528
Long
EC
CORP
US
N
1
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
Essilor International S.A.
F31668100
94209.00000000
NS
12116062.17000000
0.079474757853
Long
EC
CORP
FR
N
2
N
N
N
Media General Inc
5493005Q6QE29UIIR333
Media General, Inc
584CVR997
38808.00000000
NC
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4GS9
1604261.19000000
PA
USD
1840218.09000000
0.012070826729
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
5.00000000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies, Inc
879360105
47513.00000000
NS
USD
14774167.35000000
0.096910477691
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
2725150.00000000
0.017875497280
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
3.72000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202EXV6
201908.52000000
PA
USD
235697.83000000
0.001546049178
Long
ABS-MBS
USGSE
US
N
2
2038-11-20
Fixed
6.50000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co
191216CL2
9200000.00000000
PA
USD
9653834.99000000
0.063323890834
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
1.75000000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro, Inc
418056107
804.00000000
NS
USD
60259.80000000
0.000395271412
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650TAD4
25804.26000000
PA
USD
25949.75000000
0.000170216202
Long
ABS-CBDO
USGSE
US
Y
2
2049-08-25
Variable
4.00000000
N
N
N
N
N
N
Mercury Systems Inc
549300P3B84SGK7HH679
Mercury Systems, Inc
589378108
120371.00000000
NS
USD
9468382.86000000
0.062107426035
Long
EC
CORP
US
N
1
N
N
N
MONTEFIORE MEDICAL CENT
549300LVC84TCICWUW24
Montefiore Medical Center
61237WAC0
17760000.00000000
PA
USD
19115481.38000000
0.125387129301
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
2.89500000
N
N
N
N
N
N
NY PUBLIC LIBRARY
549300UUPLEIDLHTTI88
New York Public Library Astor Lenox & Tilden Foundations
649757AA9
17500000.00000000
PA
USD
19187440.30000000
0.125859140559
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
4.30500000
N
N
N
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
N/A
411200.00000000
NS
14141237.84000000
0.092758805403
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140HJJT9
6253678.67000000
PA
USD
7091595.88000000
0.046517000115
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
5.00000000
N
N
N
N
N
N
GREENE CNTY OH
N/A
County of Greene OH
394641PY4
790000.00000000
PA
USD
791113.90000000
0.005189275587
Long
DBT
MUN
US
N
2
2025-12-01
Fixed
3.42000000
N
N
N
N
N
N
Cadence BanCorp
54930022CKKXKBR5CK30
Cadence BanCorp
12739A100
10067.00000000
NS
USD
89193.62000000
0.000585061487
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Dainippon Pharma Co Ltd
529900D60UKVYLJ2OJ79
Sumitomo Dainippon Pharma Co Ltd
625086004
198600.00000000
NS
2752119.42000000
0.018052401961
Long
EC
CORP
JP
N
2
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
Magna International, Inc
559222AQ7
10675000.00000000
PA
USD
11618074.44000000
0.076208230024
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
3.62500000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
278555.00000000
NS
USD
7676975.80000000
0.050356773033
Long
EC
CORP
US
N
1
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
J31843105
554032.00000000
NS
16530732.05000000
0.108432583820
Long
EC
CORP
JP
N
2
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
593077.00000000
NS
USD
43644536.43000000
0.286284348474
Long
EC
CORP
US
N
1
N
N
N
COMMUNITY PRESERVATION C
254900CWS66ZXCS6P481
Community Preservation Corp
20402CAA3
9220000.00000000
PA
USD
8814526.44000000
0.057818484635
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.86700000
N
N
N
N
N
N
Aspen Technology Inc
529900B0MZWTVFG7CB96
Aspen Technology, Inc
045327103
25925.00000000
NS
USD
2686089.25000000
0.017619280069
Long
EC
CORP
US
N
1
N
N
N
Varian Medical Systems Inc
TK3LAKL7I0QNTCVWSY07
Varian Medical Systems, Inc
92220P105
42880.00000000
NS
USD
5253657.60000000
0.034461127695
Long
EC
CORP
US
N
1
N
N
N
Argan Inc
529900E4KZWBV9KGBS83
Argan, Inc
04010E109
30215.00000000
NS
USD
1431586.70000000
0.009390427742
Long
EC
CORP
US
N
1
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAK0
10450000.00000000
PA
USD
10389039.93000000
0.068146434145
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.70000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650QAZ1
141948.39000000
PA
USD
150342.48000000
0.000986164648
Long
ABS-CBDO
USGSE
US
Y
2
2049-09-25
Variable
4.75700000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton, Inc
23331A109
61402.00000000
NS
USD
3404740.90000000
0.022333242829
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBL9
2500000.00000000
PA
USD
1874339.50000000
0.012294644564
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
3.46300000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
31325VDB7
2394215.76000000
PA
USD
498202.45000000
0.003267936275
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Variable
5.73525000
N
N
N
N
N
N
BORGWARNER INC
549300DSFX2IE88NSX47
BorgWarner, Inc
099724AL0
5400000.00000000
PA
USD
5529169.24000000
0.036268333747
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
2.65000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12479RAB3
3796064.64000000
PA
USD
3758094.50000000
0.024651049671
Long
ABS-O
CORP
US
Y
2
2044-10-15
Fixed
3.66000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co
742718FJ3
3350000.00000000
PA
USD
4040109.95000000
0.026500917168
Long
DBT
CORP
US
N
2
2040-03-25
Fixed
3.55000000
N
N
N
N
N
N
Moog Inc
549300WM2I4U7OBAHG07
Moog, Inc (Class A)
615394202
29641.00000000
NS
USD
1570380.18000000
0.010300837251
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20754FAK8
400400.50000000
PA
USD
390614.71000000
0.002562219395
Long
ABS-CBDO
USGSE
US
Y
2
2031-07-25
Variable
2.63450000
N
N
N
N
N
N
Alfresa Holdings Corp
N/A
Alfresa Holdings Corp
668721905
210300.00000000
NS
4408171.81000000
0.028915202172
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA43
859567.74000000
PA
USD
953454.27000000
0.006254139849
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
Sprouts Farmers Market Inc
529900P8F4G77Q52XE24
Sprouts Farmers Market, Inc
85208M102
262914.00000000
NS
USD
6727969.26000000
0.044131807866
Long
EC
CORP
US
N
1
N
N
N
WSFS Financial Corp
549300SU7VQHD6QRG886
WSFS Financial Corp
929328102
1706.00000000
NS
USD
48962.20000000
0.000321165320
Long
EC
CORP
US
N
1
N
N
N
Camden National Corp
549300ZVEDL2L8UW4F28
Camden National Corp
133034108
12700.00000000
NS
USD
438658.00000000
0.002877357167
Long
EC
CORP
US
N
1
N
N
N
Federal Agricultural Mortgage Corp Discount Notes
N/A
Federal Agricultural Mortgage Corp (FAMC)
31315KZA1
18000000.00000000
PA
USD
17999699.94000000
0.118068211775
Long
STIV
USGSE
US
N
2
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AUHV6
2005175.84000000
PA
USD
2107297.64000000
0.013822722871
Long
ABS-CBDO
USGSE
US
N
2
2043-04-25
Fixed
3.00000000
N
N
N
N
N
N
SolarCity Corporation d/b/a Te
N/A
TES LLC
88159TAA8
7607655.42000000
PA
USD
7374658.80000000
0.048373738444
Long
ABS-O
CORP
US
Y
2
2048-02-20
Fixed
4.12000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384B99
13437000.00000000
PA
USD
13434536.59000000
0.088123230748
Long
STIV
USGSE
US
N
2
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group plc
G16612106
6482604.00000000
NS
9168014.06000000
0.060137170575
Long
EC
CORP
GB
N
2
N
N
N
Rosetta Stone Inc
5299001UYF7L66NG5049
Rosetta Stone, Inc
777780107
21480.00000000
NS
USD
362152.80000000
0.002375524793
Long
EC
CORP
US
N
1
N
N
N
National Bank Holdings Corp
N/A
National Bank Holdings Corp
633707104
42093.00000000
NS
USD
1136511.00000000
0.007454892130
Long
EC
CORP
US
N
1
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group plc
G54404127
3863216.00000000
NS
10532075.28000000
0.069084668007
Long
EC
CORP
GB
N
2
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc
237194105
48083.00000000
NS
USD
3643248.91000000
0.023897725256
Long
EC
CORP
US
N
1
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PGL0
2310000.00000000
PA
USD
2419586.40000000
0.015871166765
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
3.07500000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42772GAB8
7693321.62000000
PA
USD
8229906.95000000
0.053983699723
Long
ABS-O
CORP
KY
Y
2
2048-09-20
Fixed
4.67000000
N
N
N
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holdings AG
715603908
47799.00000000
NS
9568173.52000000
0.062761998323
Long
EC
CORP
CH
N
2
N
N
N
Teradata Corp
549300JU9SOUHV4U4R71
Teradata Corp
88076W103
251802.00000000
NS
USD
5237481.60000000
0.034355021960
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
549300NMFC2YLCA2NF13
COMM Mortgage Trust
12625XAA5
5120000.00000000
PA
USD
5489084.42000000
0.036005399196
Long
ABS-MBS
USGSE
US
Y
2
2030-08-10
Fixed
4.35300000
N
N
N
N
N
N
Ciena Corp
W0CZ7N0GH8UIGXDM1H41
Ciena Corp
171779309
166089.00000000
NS
USD
8995380.24000000
0.059004786897
Long
EC
CORP
US
N
1
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc
26875PAQ4
4450000.00000000
PA
USD
5128558.07000000
0.033640543027
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.10000000
N
N
N
N
N
GRANT CNTY WA PUBLIC UTIL DIST
N/A
Grant County Public Utility District No 2
387883ZM6
22445000.00000000
PA
USD
23267384.80000000
0.152621350644
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
2.91800000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613BAE7
1500000.00000000
PA
USD
1498388.25000000
0.009828609466
Long
ABS-O
CORP
US
Y
2
2033-11-17
Fixed
4.87800000
N
N
N
N
N
N
TRICAHUE LEASING LLC
N/A
Tricahue Leasing LLC
89609GAA0
741164.66000000
PA
USD
756020.86000000
0.004959084390
Long
DBT
CORP
US
N
2
2021-11-19
Fixed
3.50300000
N
Y
N
N
N
N
LOW INCOME INVESTMENT
N/A
Low Income Investment Fund
54750AAB2
5145000.00000000
PA
USD
5380915.33000000
0.035295868978
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.71100000
N
N
N
N
N
N
Century Communities Inc
5299002QMB2O7ZL1CA26
Century Communities, Inc
156504300
54962.00000000
NS
USD
1685134.92000000
0.011053565740
Long
EC
CORP
US
N
1
N
N
N
Esperion Therapeutics Inc
549300OFU56UKEWVUS92
Esperion Thereapeutics, Inc
29664W105
5911.00000000
NS
USD
303293.41000000
0.001989439306
Long
EC
CORP
US
N
1
N
N
Conduent Inc
549300SFJ2D2CYY6CQ11
Conduent, Inc
206787103
415660.00000000
NS
USD
993427.40000000
0.006516341774
Long
EC
CORP
US
N
1
N
N
N
SUNRUN CALLISTO ISSUER LLC
N/A
Sunrun Atlas Issuer LLC
86772FAA9
9618841.90000000
PA
USD
9499751.98000000
0.062313190349
Long
ABS-O
CORP
US
Y
2
2055-02-01
Fixed
3.61000000
N
N
N
N
N
N
WSP Global Inc
N/A
WSP Global, Inc
92938W202
12800.00000000
NS
785008.84000000
0.005149229724
Long
EC
CORP
CA
N
2
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127963G2
30000000.00000000
PA
USD
29997018.60000000
0.196764076984
Long
STIV
UST
US
N
2
N
N
N
Orthofix Medical Inc
N/A
Orthofix Medical Inc
68752M108
37581.00000000
NS
USD
1202592.00000000
0.007888347439
Long
EC
CORP
US
N
1
N
N
N
National Oilwell Varco Inc
549300EHF3IW1AR6U008
National Oilwell Varco, Inc
637071101
11094.00000000
NS
USD
135901.50000000
0.000891439698
Long
EC
CORP
US
N
1
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PGK2
1150000.00000000
PA
USD
1185822.50000000
0.007778348668
Long
DBT
MUN
US
N
2
2022-06-01
Fixed
2.87500000
N
N
N
N
N
N
TEXAS ST WTR DEV BRD
N/A
Texas Water Development Board
882854S86
5880000.00000000
PA
USD
6764116.80000000
0.044368916008
Long
DBT
MUN
US
N
2
2048-10-15
Fixed
4.34000000
N
N
N
N
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova plc
G5509L101
9373.00000000
NS
USD
451122.49000000
0.002959117422
Long
EC
CORP
US
N
1
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
N/A
307457.00000000
NS
7051968.40000000
0.046257065465
Long
EC
CORP
US
N
2
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421GAA1
7000000.00000000
PA
USD
7819480.20000000
0.051291524153
Long
ABS-MBS
USGSE
US
Y
2
2039-07-10
Fixed
3.22800000
N
N
N
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
621179902
6294.00000000
NS
826332.88000000
0.005420292882
Long
EC
CORP
AU
N
2
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAC7
900000.00000000
PA
USD
910231.02000000
0.005970618909
Long
ABS-O
CORP
US
Y
2
2039-01-19
Variable
3.14800000
N
N
N
N
N
N
UNIV OF CINCINNATI OH RECPTS
549300E0RD3ICJ858L23
University of Cincinnati
914119ZZ8
1000000.00000000
PA
USD
1080340.00000000
0.007086441014
Long
DBT
MUN
US
N
2
2029-06-01
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G1DM6
1300373.43000000
PA
USD
1283000.57000000
0.008415783791
Long
ABS-CBDO
USGSE
US
Y
2
2048-11-25
Variable
4.46629700
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BPL4
416262.57000000
PA
USD
461491.77000000
0.003027134241
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
4.50000000
N
N
N
N
N
N
LivePerson Inc
549300IN2P1JZ20G7N40
Liveperson, Inc
538146101
22132.00000000
NS
USD
916928.76000000
0.006014552430
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
1993386.00000000
NS
USD
19395645.78000000
0.127224854920
Long
EC
CORP
US
N
1
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
N/A
24714.00000000
NS
1753223.29000000
0.011500188302
Long
EC
CORP
DE
Y
2
N
N
N
Green Dot Corp
N/A
Green Dot Corp
39304D102
14336.00000000
NS
USD
703610.88000000
0.004615303514
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Materials Corp
35380076QOBOSOUBRT89
Mitsubishi Materials Corp
J44024107
58300.00000000
NS
1231032.28000000
0.008074900160
Long
EC
CORP
JP
N
2
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759JV1
2388000.00000000
PA
USD
2397815.18000000
0.015728359440
Long
DBT
USGSE
US
N
2
2020-08-01
Fixed
4.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8RE7
16221386.67000000
PA
USD
18161202.54000000
0.119127580722
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAK8
3225000.00000000
PA
USD
3261281.25000000
0.021392225790
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
Fisher & Paykel Healthcare Corp Ltd
N/A
Fisher & Paykel Healthcare Corp
634025001
354316.00000000
NS
8162304.60000000
0.053540265187
Long
EC
CORP
NZ
N
2
N
N
N
MONTEFIORE MEDICAL CENT
549300LVC84TCICWUW24
Montefiore Medical Center
61237WAA4
2705000.00000000
PA
USD
2770798.85000000
0.018174928832
Long
DBT
CORP
US
Y
2
2027-05-20
Fixed
3.89600000
N
N
N
N
N
N
WesBanco Inc
N/A
WesBanco, Inc
950810101
30378.00000000
NS
USD
616977.18000000
0.004047033705
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B1BH6
19474647.58000000
PA
USD
20345435.02000000
0.133454954172
Long
ABS-CBDO
USGSE
US
N
2
2045-12-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31368HJH7
8327.30000000
PA
USD
9172.07000000
0.000060163775
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
8.00000000
N
N
N
N
N
N
John Wiley & Sons Inc
5493003XM719UN7E8P64
John Wiley & Sons, Inc (Class A)
968223206
60210.00000000
NS
USD
2348190.00000000
0.015402845332
Long
EC
CORP
US
N
1
N
N
N
TOTAL SA
529900S21EQ1BO4ESM68
Total S.A.
F92124100
665364.00000000
NS
25655376.91000000
0.168285276103
Long
EC
CORP
FR
N
2
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13648TAA5
5350000.00000000
PA
USD
5474230.05000000
0.035907962633
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
Westamerica BanCorp
N/A
Westamerica Bancorporation
957090103
3019.00000000
NS
USD
173350.98000000
0.001137087856
Long
EC
CORP
US
N
1
N
N
N
Daifuku Co Ltd
N/A
Daifuku Co Ltd
625002001
9100.00000000
NS
797451.58000000
0.005230847310
Long
EC
CORP
JP
N
2
N
N
N
Kubota Corp
549300CSY4INHEHQQT13
Kubota Corp
J36662138
579800.00000000
NS
8673078.10000000
0.056890660692
Long
EC
CORP
JP
N
2
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd
J6174U100
80100.00000000
NS
10584895.65000000
0.069431140818
Long
EC
CORP
JP
N
2
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP, Inc
40434L105
243509.00000000
NS
USD
4244361.87000000
0.027840698333
Long
EC
CORP
US
N
1
N
N
N
CARPINTERO FINANCE LTD
549300Y5DJU1XVTHQF43
Carpintero Finance Ltd
14440PAA1
3799085.31000000
PA
USD
3890140.04000000
0.025517196376
Long
DBT
CORP
KY
Y
2
2024-09-18
Fixed
2.00400000
N
Y
N
N
N
N
GREENKO DUTCH BV
724500PT585P4JPVRP08
Greenko Dutch BV
39530LAC4
6850000.00000000
PA
USD
6764375.00000000
0.044370609659
Long
DBT
CORP
NL
Y
2
2022-07-24
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AXCE3
2771518.08000000
PA
USD
2880503.59000000
0.018894532076
Long
ABS-CBDO
USGSE
US
N
2
2045-03-25
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648HAN3
962583.83000000
PA
USD
996573.05000000
0.006536975522
Long
ABS-CBDO
USGSE
US
Y
2
2047-05-25
Variable
3.50000000
N
Y
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128CUFW1
263.50000000
PA
USD
263.77000000
0.000001730187
Long
ABS-MBS
MUN
US
N
2
2020-10-01
Fixed
7.00000000
N
N
N
N
N
N
TAMPA BAY FL WTR REGL WTR SPLY
N/A
Tampa Bay Water
875124ET2
3000000.00000000
PA
USD
3168750.00000000
0.020785271271
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
2.95200000
N
N
N
N
N
N
MTR Corp Ltd
254900IH4U9NHH9AQM97
MTR Corp
Y6146T101
1735364.00000000
NS
9025189.43000000
0.059200318921
Long
EC
CORP
HK
N
2
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81747WBN6
129401.41000000
PA
USD
132289.12000000
0.000867744456
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal S.A.
F58149133
73561.00000000
NS
23741544.07000000
0.155731576775
Long
EC
CORP
FR
N
2
N
N
N
Jardine Cycle & Carriage Ltd
254900WEP6OCEXFWML09
Jardine Cycle & Carriage Ltd
Y43703100
97400.00000000
NS
1421408.75000000
0.009323665942
Long
EC
CORP
SG
N
2
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
098952906
318343.00000000
NS
33131358.48000000
0.217323636642
Long
EC
CORP
GB
N
2
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
N20944109
866069.00000000
NS
6084659.29000000
0.039912045424
Long
EC
CORP
IT
N
2
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
W.W. Grainger, Inc
384802104
17820.00000000
NS
USD
5598331.20000000
0.036721998473
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31419ARB5
1247970.06000000
PA
USD
1433543.41000000
0.009403262692
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
5.00000000
N
N
N
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services, Inc
74762E102
66868.00000000
NS
USD
2623231.64000000
0.017206968440
Long
EC
CORP
US
N
1
N
N
N
Welcia Holdings Co Ltd
N/A
Welcia Holdings Co Ltd
N/A
800.00000000
NS
64629.68000000
0.000423935441
Long
EC
CORP
JP
N
2
N
N
N
Aeon Co Ltd
5299009MXFL34SA71416
Aeon Co Ltd
J00288100
293800.00000000
NS
6835115.70000000
0.044834630058
Long
EC
CORP
JP
N
2
N
N
N
Loblaw Cos Ltd
5493008LN3O1DIDTSH67
Loblaw Cos Ltd
539481101
155267.00000000
NS
7560917.33000000
0.049595492786
Long
EC
CORP
CA
N
2
N
N
N
Insight Enterprises Inc
529900S8991TYW6YP792
Insight Enterprises, Inc
45765U103
16988.00000000
NS
USD
835809.60000000
0.005482454995
Long
EC
CORP
US
N
1
N
N
N
Omnicell Inc
5493008RH0GTKHHPZI77
Omnicell, Inc
68213N109
44805.00000000
NS
USD
3164129.10000000
0.020754960688
Long
EC
CORP
US
N
1
N
N
Kearny Financial Corp/MD
N/A
Kearny Financial Corp
48716P108
115824.00000000
NS
USD
947440.32000000
0.006214691618
Long
EC
CORP
US
N
1
N
N
N
Umpqua Holdings Corp
5299002ENJ7CY215BW86
Umpqua Holdings Corp
904214103
5827.00000000
NS
USD
61999.28000000
0.000406681452
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81733YAA7
1746479.95000000
PA
USD
1801315.23000000
0.011815645191
Long
ABS-CBDO
USGSE
US
Y
2
2045-05-25
Variable
3.50000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen, Inc
09062XAG8
3250000.00000000
PA
USD
3129024.67000000
0.020524694779
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
Merit Medical Systems Inc
549300OYTY138SP2CE83
Merit Medical Systems, Inc
589889104
118290.00000000
NS
USD
5399938.50000000
0.035420650595
Long
EC
CORP
US
N
1
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890109
8233.00000000
NS
USD
235546.13000000
0.001545054109
Long
EC
CORP
US
N
1
N
N
N
Goodman Group
N/A
Goodman Group
B03FYZ909
710446.00000000
NS
7330542.80000000
0.048084361551
Long
EC
CORP
AU
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QZ4
6000000.00000000
PA
USD
8132812.50000000
0.053346813101
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TX35
222506.68000000
PA
USD
255947.46000000
0.001678875704
Long
ABS-MBS
USGSE
US
N
2
2044-09-20
Fixed
4.50000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAL6
5932000.00000000
PA
USD
6884640.17000000
0.045159483563
Long
DBT
CORP
NO
N
2
2043-05-15
Fixed
3.95000000
N
N
N
N
N
N
SMITHSONIAN INSTITUTION
549300ZJ87IUCDSX4306
Smithsonian Institution
832432AU2
2320000.00000000
PA
USD
2391189.20000000
0.015684896626
Long
DBT
CORP
US
N
2
2039-09-01
Fixed
2.64500000
N
N
N
N
N
N
MyoKardia Inc
549300OLNNNZ1NI9UY54
MyoKardia, Inc
62857M105
13440.00000000
NS
USD
1298572.80000000
0.008517929124
Long
EC
CORP
US
N
1
N
N
N
SpartanNash Co
549300TV3QCCSQLF5X16
SpartanNash Co
847215100
81818.00000000
NS
USD
1738632.50000000
0.011404480679
Long
EC
CORP
US
N
1
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AX4
15750000.00000000
PA
USD
15589204.16000000
0.102256674517
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp
G29183103
230459.00000000
NS
USD
20160553.32000000
0.132242231083
Long
EC
CORP
US
N
1
N
N
N
WEX Inc
T9M5IGROL1TL1G5OV478
WEX, Inc
96208T104
96229.00000000
NS
USD
15878747.29000000
0.104155919488
Long
EC
CORP
US
N
1
N
N
N
First Solar Inc
549300NPYMLM4NHTOF27
First Solar, Inc
336433107
74079.00000000
NS
USD
3666910.50000000
0.024052932377
Long
EC
CORP
US
N
1
N
N
MARYLAND ST CMNTY DEV ADMIN DE
N/A
Maryland Community Development Administration Housing Revenue
57419RD77
3430000.00000000
PA
USD
3626298.90000000
0.023786542437
Long
DBT
MUN
US
N
2
2039-03-01
Fixed
3.79700000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
49609.00000000
NS
USD
19261190.34000000
0.126342900586
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac, Inc
001055102
355504.00000000
NS
USD
12808809.12000000
0.084018799914
Long
EC
CORP
US
N
1
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali S.p.A.
T05040109
554526.00000000
NS
8423393.59000000
0.055252866523
Long
EC
CORP
IT
N
2
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287Y109
502296.00000000
NS
USD
49315421.28000000
0.323482259309
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
2050000.00000000
PA
USD
2050000.00000000
0.013446881611
Long
DBT
CORP
US
Y
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F020679
41000000.00000000
PA
USD
41936913.96000000
0.275083276673
Long
ABS-O
CORP
US
N
2
2050-07-25
Fixed
2.00000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
27645.00000000
NS
USD
3302748.15000000
0.021664226032
Long
EC
CORP
US
N
1
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap, Inc
364760108
41962.00000000
NS
USD
529560.44000000
0.003473627581
Long
EC
CORP
US
N
1
N
N
N
Performance Food Group Co
549300EUK8GR9IT1YK57
Performance Food Group Co
71377A103
15404.00000000
NS
USD
448872.56000000
0.002944359108
Long
EC
CORP
US
N
1
N
N
N
ChannelAdvisor Corp
549300KE5CWXBSGWXT83
ChannelAdvisor Corp
159179100
23801.00000000
NS
USD
377007.84000000
0.002472965751
Long
EC
CORP
US
N
1
N
N
N
Softbank Corp
353800M1YCTS9JRBJ535
Softbank Corp
N/A
703300.00000000
NS
8964426.43000000
0.058801746790
Long
EC
CORP
JP
N
2
N
N
N
SWISS RE TREASURY (US)
549300G1I1ZMYS87KM16
Swiss Re Treasury US Corp
87089HAA1
18222000.00000000
PA
USD
18755189.93000000
0.123023813948
Long
DBT
CORP
US
Y
2
2022-12-06
Fixed
2.87500000
N
N
N
N
N
N
1-800-Flowers.com Inc
N/A
1-800-FLOWERS.COM, Inc (Class A)
68243Q106
59955.00000000
NS
USD
1200299.10000000
0.007873307266
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128283D0
1525000.00000000
PA
USD
1656709.96000000
0.010867113510
Long
DBT
UST
US
N
2
2024-10-31
Fixed
2.25000000
N
N
N
N
N
N
Prothena Corp PLC
5299009ZXQ8NIIJ8OL30
Prothena Corp plc
G72800108
83235.00000000
NS
USD
870638.10000000
0.005710910954
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR, Inc
902653104
50691.00000000
NS
USD
1894829.58000000
0.012429048310
Long
EC
CORP
US
N
1
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBL8
9600000.00000000
PA
USD
11068704.00000000
0.072604659650
Long
DBT
CORP
US
Y
2
2030-04-09
Fixed
4.15000000
N
N
N
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light & Power Co
207597DX0
2000000.00000000
PA
USD
2634130.36000000
0.017278458097
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.75000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAJ3
4800000.00000000
PA
USD
5114417.76000000
0.033547790308
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.20000000
N
N
N
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
690064001
518100.00000000
NS
32580233.38000000
0.213708556655
Long
EC
CORP
JP
N
2
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp
045487105
51530.00000000
NS
USD
704930.40000000
0.004623958845
Long
EC
CORP
US
N
1
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAL8
15240000.00000000
PA
USD
15068586.27000000
0.098841705184
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.88000000
N
N
N
N
N
N
WASHINGTON CNTY OR CLEAN WTR S
N/A
Washington County Clean Water Services
938240CL0
1000000.00000000
PA
USD
1166620.00000000
0.007652390744
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
5.07800000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320AN2
15000000.00000000
PA
USD
15299250.00000000
0.100354733413
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.20000000
N
N
N
N
N
N
OREGON ST BUSINESS DEV COMMISS
N/A
Oregon State Business Development Commission
68608GAD9
13250000.00000000
PA
USD
9086982.50000000
0.059605647748
Long
DBT
MUN
US
Y
3
2031-04-01
Variable
6.50000000
Y
Y
N
N
N
N
Shoe Carnival Inc
N/A
Shoe Carnival, Inc
824889109
15085.00000000
NS
USD
441537.95000000
0.002896248068
Long
EC
CORP
US
N
1
N
N
Auckland International Airport Ltd
549300HFZIZDJWB7AK60
Auckland International Airport Ltd
Q06213146
143974.00000000
NS
612286.70000000
0.004016266715
Long
EC
CORP
NZ
N
2
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp
064058100
663049.00000000
NS
USD
25626843.85000000
0.168098114796
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Estate Co Ltd
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co Ltd
J43916113
567800.00000000
NS
8461252.15000000
0.055501198023
Long
EC
CORP
JP
N
2
N
N
N
Mirvac Group
N/A
Mirvac Group
616197901
1039835.00000000
NS
1570777.20000000
0.010303441486
Long
EC
CORP
AU
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle S.A.
712387901
634697.00000000
NS
70369253.30000000
0.461583911332
Long
EC
CORP
CH
N
2
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BN3
5500000.00000000
PA
USD
5620241.66000000
0.036865719137
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
3.00000000
N
N
N
N
N
N
Schroders PLC
2138001YYBULX5SZ2H24
Schroders plc
G78602136
139030.00000000
NS
5074275.34000000
0.033284477932
Long
EC
CORP
GB
N
2
N
N
N
Blackline Inc
529900P9N7PK9LV5EK56
Blackline, Inc
09239B109
88629.00000000
NS
USD
7348230.39000000
0.048200382492
Long
EC
CORP
US
N
1
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen, Inc
09062XAH6
6400000.00000000
PA
USD
6458545.47000000
0.042364534789
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CV27
12221633.51000000
PA
USD
12891701.80000000
0.084562530672
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
Y
N
N
N
N
Sangamo Therapeutics Inc
2549006WMRKRC4G32Z67
Sangamo Therapeutics Inc
800677106
103278.00000000
NS
USD
925370.88000000
0.006069928131
Long
EC
CORP
US
N
1
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc (Class C)
02079K107
73693.00000000
NS
USD
104173161.73000000
0.683319108733
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins, Inc
231021106
47541.00000000
NS
USD
8236953.66000000
0.054029922296
Long
EC
CORP
US
N
1
N
N
N
Kosmos Energy Ltd
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688106
146419.00000000
NS
USD
243055.54000000
0.001594311742
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680BD4
4825000.00000000
PA
USD
5509712.18000000
0.036140706048
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.85000000
N
N
N
N
N
N
FIVE CORNERS FND TR II
N/A
Five Corners Funding Trust II
33834DAA2
15675000.00000000
PA
USD
16163419.68000000
0.106023215062
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
2.85000000
N
N
N
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG.
584332902
30833.00000000
NS
10176368.68000000
0.066751426769
Long
EC
CORP
DE
N
2
N
N
N
Virtusa Corp
C77OMXDER63WLJCSKT03
Virtusa Corp
92827P102
62495.00000000
NS
USD
2029212.65000000
0.013310527936
Long
EC
CORP
US
N
1
N
N
N
Land Securities Group PLC
213800V8IAVKS37D6B88
Land Securities Group plc
G5375M142
368338.00000000
NS
2516711.69000000
0.016508255681
Long
EC
CORP
GB
N
2
N
N
SunRun Athena Issuer
5493001ZI15Y2FZFMI30
Sunrun Athena Issuer LLC
86772DAA4
2883037.09000000
PA
USD
2720206.61000000
0.017843071338
Long
ABS-O
CORP
US
Y
2
2049-04-30
Fixed
5.31000000
N
N
N
N
N
N
Fresh Del Monte Produce Inc
529900I72V9F0FEZR228
Fresh Del Monte Produce, Inc
G36738105
69826.00000000
NS
USD
1719116.12000000
0.011276463874
Long
EC
CORP
US
N
1
N
N
Iridium Communications Inc
549300U620NVQ4J1CT96
Iridium Communications, Inc
46269C102
219082.00000000
NS
USD
5573446.08000000
0.036558765662
Long
EC
CORP
US
N
1
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAA2
10250000.00000000
PA
USD
10028057.47000000
0.065778586143
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.36600000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZX9
6250000.00000000
PA
USD
6451675.50000000
0.042319471534
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
NORFOLK VA
N/A
City of Norfolk VA
655867TL3
3010000.00000000
PA
USD
2974421.80000000
0.019510584296
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
3.00000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp
808513105
562134.00000000
NS
USD
18966401.16000000
0.124409244389
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XDJ0
600000.00000000
PA
USD
593557.80000000
0.003893415349
Long
ABS-CBDO
USGSE
US
N
2
2029-01-25
Variable
4.63450000
N
N
N
N
N
N
Kintetsu Group Holdings Co Ltd
N/A
Kintetsu Corp
649296001
16500.00000000
NS
740346.40000000
0.004856268484
Long
EC
CORP
JP
N
2
N
N
N
Univest Financial Corp
4WII2HCR8UEWNU03U507
Univest Financial Corp
915271100
12481.00000000
NS
USD
201443.34000000
0.001321358411
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J7QA6
668069.23000000
PA
USD
748235.43000000
0.004908016217
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield (Paris)
N/A
80106.00000000
NS
4514352.66000000
0.029611690620
Long
EC
CORP
FR
N
2
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152QW4
9000000.00000000
PA
USD
9152190.00000000
0.060033373374
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
5.52000000
N
N
N
N
N
N
GRANT CNTY WA PUBLIC UTIL DIST
N/A
Grant County Public Utility District No 2
387883YU9
9255000.00000000
PA
USD
9821498.55000000
0.064423672317
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
3.21000000
N
N
N
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc
052769106
150530.00000000
NS
USD
36005270.70000000
0.236174932927
Long
EC
CORP
US
N
1
N
N
N
Accenture PLC
N/A
Accenture plc
G1151C101
284657.00000000
NS
USD
61121551.04000000
0.400924029639
Long
EC
CORP
US
N
1
N
N
N
Smartsheet Inc
549300N9WF42OK9VL589
Smartsheet, Inc
83200N103
45219.00000000
NS
USD
2302551.48000000
0.015103481539
Long
EC
CORP
US
N
1
N
N
N
LAVACA-NAVIDAD RIVER TX AUTH
N/A
Lavaca-Navidad River Authority
519385DJ4
6430000.00000000
PA
USD
6849943.30000000
0.044931891025
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
4.43000000
N
N
N
N
N
N
VIVINT SOLAR FINANCING LLC
N/A
Vivint Colar Financing V LLC
92854VAA3
14516801.96000000
PA
USD
13604741.78000000
0.089239683938
Long
ABS-O
CORP
US
Y
2
2048-04-30
Fixed
4.73000000
N
N
N
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial, Inc
866796105
75475.00000000
NS
2773606.18000000
0.018193343385
Long
EC
CORP
CA
N
2
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAJ1
3050000.00000000
PA
USD
3124099.54000000
0.020492388613
Long
DBT
CORP
NO
N
2
2026-01-22
Fixed
1.75000000
N
N
N
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon, Inc
N/A
219862.00000000
NS
12633100.89000000
0.082866249783
Long
EC
CORP
CH
N
2
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
12595BBB6
8750000.00000000
PA
USD
7220757.25000000
0.047364228237
Long
ABS-MBS
USGSE
US
Y
2
2037-06-15
Variable
3.79951500
N
Y
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
17401QAU5
3800000.00000000
PA
USD
4265380.11000000
0.027978566521
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
3.75000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp
85748R009
29700000.00000000
PA
USD
29700000.00000000
0.194815797009
Long
RA
CORP
US
N
2
Repurchase
N
0.07
2020-07-01
29700000
USD
30294085.37
USD
UST
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127963M9
20000000.00000000
PA
USD
19997591.60000000
0.131173291104
Long
STIV
UST
US
N
2
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp (Class A)
526057104
40139.00000000
NS
USD
2473365.18000000
0.016223926223
Long
EC
CORP
US
N
1
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BL6
10000000.00000000
PA
USD
9940100.00000000
0.065201633126
Long
DBT
CORP
CL
Y
2
2050-01-29
Fixed
5.15000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos, Inc
89417EAQ2
2075000.00000000
PA
USD
2050213.52000000
0.013448282186
Long
DBT
CORP
US
N
2
2050-04-27
Fixed
2.55000000
N
N
N
N
N
N
Matrix Service Co
529900VYBKSX6HD2YW58
Matrix Service Co
576853105
28451.00000000
NS
USD
276543.72000000
0.001813975933
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508104
436622.00000000
NS
USD
55437895.34000000
0.363642348995
Long
EC
CORP
US
N
1
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol S.A.
N/A
1020152.00000000
NC
496622.60000000
0.003257573320
Long
EC
CORP
ES
N
2
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAB0
2570000.00000000
PA
USD
2514756.23000000
0.016495428930
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.51300000
N
N
N
N
N
N
WEST VIRGINIA ST WTR DEV AUTHW
N/A
West Virginia Water Development Authority
956695E48
1000000.00000000
PA
USD
1146600.00000000
0.007521070466
Long
DBT
MUN
US
N
2
2023-11-01
Fixed
5.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAC2
219719.69000000
PA
USD
226353.55000000
0.001484755799
Long
ABS-CBDO
USGSE
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YLR37
182589.45000000
PA
USD
200340.85000000
0.001314126678
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BZ2
7850000.00000000
PA
USD
8394772.89000000
0.055065130345
Long
DBT
CORP
US
N
2
2040-05-11
Fixed
2.97800000
N
N
N
N
N
N
US Concrete Inc
549300J94Q38BL8BMH45
US Concrete, Inc
90333L201
36151.00000000
NS
USD
896544.80000000
0.005880844773
Long
EC
CORP
US
N
1
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CH4
5000000.00000000
PA
USD
6583282.70000000
0.043182742967
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.00000000
N
N
N
N
N
N
George Weston Ltd
549300GEHU6LUSPS7Q65
George Weston Ltd
961148509
63518.00000000
NS
4652964.86000000
0.030520911032
Long
EC
CORP
CA
N
2
N
N
N
Showa Denko KK
5493006AIPA1V92YPP18
Showa Denko KK
680546009
142600.00000000
NS
3218685.27000000
0.021112819400
Long
EC
CORP
JP
N
2
N
N
Covivio
969500P8M3W2XX376054
Fonciere Des Regions
774563902
2327.00000000
NS
168785.58000000
0.001107141322
Long
EC
CORP
FR
N
2
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
619684.00000000
NS
USD
26039121.68000000
0.170802432441
Long
EC
CORP
US
N
1
N
N
N
CTS Corp
549300YV1HQLBVHOI649
CTS Corp
126501105
39338.00000000
NS
USD
788333.52000000
0.005171037811
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31292HYA6
194010.09000000
PA
USD
211804.35000000
0.001389320985
Long
ABS-MBS
MUN
US
N
2
2033-07-01
Fixed
4.50000000
N
N
N
N
N
N
PriceSmart Inc
549300JVYOSTGVSDZS46
Pricesmart, Inc
741511109
50735.00000000
NS
USD
3060842.55000000
0.020077457269
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAH4
10750000.00000000
PA
USD
11624762.76000000
0.076252101755
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
New York Times Co/The
529900J1WEMMIW7BOH57
New York Times Co (Class A)
650111107
77621.00000000
NS
USD
3262410.63000000
0.021399633907
Long
EC
CORP
US
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP AG.
D66992104
257065.00000000
NS
35934960.67000000
0.235713737488
Long
EC
CORP
DE
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335AHP6
17812814.90000000
PA
USD
19475035.36000000
0.127745607253
Long
ABS-MBS
MUN
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
TriState Capital Holdings Inc
5493003JKSPN0881WX29
Tristate Capital Holdings, Inc
89678F100
27016.00000000
NS
USD
424421.36000000
0.002783972576
Long
EC
CORP
US
N
1
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corp Mortgage Loan Trust
86359B7K1
1937670.65000000
PA
USD
1872089.99000000
0.012279889005
Long
ABS-O
CORP
US
N
2
2035-04-25
Variable
1.67263000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G1CS4
202263.01000000
PA
USD
201932.71000000
0.001324568412
Long
ABS-CBDO
USGSE
US
Y
2
2048-05-25
Variable
3.80882800
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q7TF4
8592818.23000000
PA
USD
9114795.25000000
0.059788084215
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
14250000.00000000
PA
USD
14250000.00000000
0.093472225837
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
OPKO Health Inc
529900A4S2D4OGOJLL02
Opko Health, Inc
68375N103
856183.00000000
NS
USD
2919584.03000000
0.019150878442
Long
EC
CORP
US
N
1
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132FCC52
940652.16000000
PA
USD
1079264.34000000
0.007079385272
Long
ABS-MBS
MUN
US
N
2
2036-06-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FS25
316906.01000000
PA
USD
364449.77000000
0.002390591663
Long
ABS-MBS
USGSE
US
N
2
2045-12-20
Fixed
4.50000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
540071.00000000
NS
USD
48190535.33000000
0.316103621165
Long
EC
CORP
US
N
1
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
4072617.00000000
0.026714145682
Long
DBT
MUN
US
N
2
2036-11-01
Fixed
3.95000000
N
N
N
N
N
N
AZURE POWER ENERGY LTD
54930051LQDFHGQMHF47
Azure Power Energy Ltd
05502JAA8
700000.00000000
PA
USD
705558.00000000
0.004628075559
Long
DBT
CORP
MU
Y
2
2022-11-03
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0EJ4
309222.03000000
PA
USD
313559.43000000
0.002056778796
Long
ABS-CBDO
USGSE
US
N
2
2025-03-25
Variable
3.98450000
N
N
N
N
N
N
Orsted A/S
W9NG6WMZIYEU8VEDOG48
Orsted AS
N/A
103956.00000000
NS
11996671.30000000
0.078691618880
Long
EC
CORP
DK
Y
2
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Navigator Securities Lending Government Money Market Portfolio
N/A
138794106.47000000
NS
USD
138794106.47000000
0.910413618589
Long
STIV
CORP
US
N
1
N
N
NARRAGANSETT ELECTRIC
VAI0KZ806W8MCH0BCZ61
Narragansett Electric Co
631005BJ3
4250000.00000000
PA
USD
4785970.26000000
0.031393353894
Long
DBT
CORP
US
Y
2
2030-04-09
Fixed
3.39500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RCV9
2439121.11000000
PA
USD
2798254.57000000
0.018355023376
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.00000000
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities, Inc
29670GAD4
10000000.00000000
PA
USD
10452912.30000000
0.068565402046
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.70400000
N
N
N
N
N
N
EXPORT LEASE TEN CO LLC
N/A
Export Lease Ten Co LLC
30217TAA0
2207623.92000000
PA
USD
2242706.20000000
0.014710929151
Long
DBT
CORP
US
N
2
2025-05-07
Fixed
1.65000000
N
N
N
N
N
N
DiamondRock Hospitality Co
529900KKD4BPVBUAQ734
DiamondRock Hospitality Co
252784301
115886.00000000
NS
USD
640849.58000000
0.004203623625
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CDL5
10201939.47000000
PA
USD
10774927.52000000
0.070677646212
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
DELTA AIR LINES 2020-AA
N/A
Delta Air Lines, Inc
247361ZV3
5000000.00000000
PA
USD
4765537.75000000
0.031259327775
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.00000000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust
68236JAA9
11800000.00000000
PA
USD
12484108.54000000
0.081888941251
Long
ABS-MBS
USGSE
US
Y
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAL6
7500000.00000000
PA
USD
7838625.98000000
0.051417110025
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
1.90000000
N
N
N
N
N
N
Kimball Electronics Inc
549300COBYN2GZCBIU87
Kimball Electronics, Inc
49428J109
34382.00000000
NS
USD
465532.28000000
0.003053637783
Long
EC
CORP
US
N
1
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GXV2
11400000.00000000
PA
USD
13591536.00000000
0.089153061226
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
4.00900000
N
N
N
N
N
N
Macerich Co/The
529900PSWCB5KI0JYU46
Macerich Co
554382101
259120.00000000
NS
USD
2324306.40000000
0.015246181946
Long
EC
CORP
US
N
1
N
N
Kao Corp
353800HM38HFCB8RGL63
Kao Corp
648380004
172500.00000000
NS
13689223.35000000
0.089793836948
Long
EC
CORP
JP
N
2
N
N
Nutanix Inc
549300X7J6E8TKVIXW09
Nutanix, Inc
67059N108
141561.00000000
NS
USD
3355703.51000000
0.022011584303
Long
EC
CORP
US
N
1
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88161NAA7
1194209.73000000
PA
USD
1211422.83000000
0.007946272866
Long
ABS-O
CORP
US
Y
2
2021-08-20
Fixed
3.71000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AY2
8025000.00000000
PA
USD
8086191.51000000
0.053041004841
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
Schibsted ASA
5967007LIEEXZXHT0O36
Schibsted ASA (B Shares)
N/A
549.00000000
NS
12967.72000000
0.000085061168
Long
EC
CORP
NO
N
2
N
N
N
SEMITROPIC CA IMPT DIST SEMITR
N/A
Semitropic Improvement District
81684LDG8
1100000.00000000
PA
USD
1125597.00000000
0.007383302244
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
2.16400000
N
N
N
N
N
N
Kyushu Electric Power Co Inc
549300BYNZPLKQVQH430
Kyushu Electric Power Co, Inc
649980000
431000.00000000
NS
3612272.35000000
0.023694535921
Long
EC
CORP
JP
N
2
N
N
N
Atara Biotherapeutics Inc
549300WBXUXZRE03MS38
Atara Biotherapeutics, Inc
046513107
86856.00000000
NS
USD
1265491.92000000
0.008300936599
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA ST
N/A
State of California
13063CNQ9
36330000.00000000
PA
USD
38994805.50000000
0.255784650259
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828ZS2
36300000.00000000
PA
USD
36338285.25000000
0.238359326697
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828ZQ6
59823000.00000000
PA
USD
59640726.50000000
0.391210628528
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global plc (Class A)
G5480U104
2960.00000000
NS
USD
64705.60000000
0.000424433435
Long
EC
CORP
US
N
1
N
N
N
Fanniemae-Aces
N/A
Federal National Mortgage Association (FNMA)
3136AVKR9
18500000.00000000
PA
USD
20283165.05000000
0.133046497140
Long
ABS-MBS
USGSE
US
N
2
2027-02-25
Variable
2.89450300
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771XAA4
6849126.84000000
PA
USD
7151280.86000000
0.046908501022
Long
ABS-O
CORP
US
Y
2
2047-09-20
Fixed
3.71000000
N
N
N
N
N
N
METRO AG
5299006EQ03K3SSUYS12
Metro Wholesale & Food Specialist AG.
D5S20X132
147990.00000000
NS
1404452.66000000
0.009212443243
Long
EC
CORP
DE
N
2
N
N
N
Nissin Foods Holdings Co Ltd
529900YMZMNSHC1W6V41
Nissin Food Products Co Ltd
664176005
29600.00000000
NS
2622553.06000000
0.017202517326
Long
EC
CORP
JP
N
2
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VHX7
33500000.00000000
PA
USD
36475685.41000000
0.239260596787
Long
DBT
NUSS
N/A
N
2
2026-04-07
Fixed
2.12500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46646BAN8
861040.09000000
PA
USD
890547.85000000
0.005841508052
Long
ABS-CBDO
USGSE
US
Y
2
2046-05-25
Variable
3.50000000
N
Y
N
N
N
N
Wm Morrison Supermarkets PLC
213800IN6LSRGTZSOS29
WM Morrison Supermarkets plc
G62748119
2106392.00000000
NS
4962103.16000000
0.032548689628
Long
EC
CORP
GB
N
2
N
N
N
Bloom Energy Corp
549300XB5J9BFW5JXV97
Bloom Energy Corp
093712107
60052.00000000
NS
USD
653365.76000000
0.004285722938
Long
EC
CORP
US
N
1
N
N
N
BIRMINGHAM AL WTRWKS BRD WTR R
N/A
Water Works Board of the City of Birmingham
091096MA2
3100000.00000000
PA
USD
3151522.00000000
0.020672264990
Long
DBT
MUN
US
N
2
2022-01-01
Fixed
2.19200000
N
N
N
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties, Inc
101121101
97312.00000000
NS
USD
8795058.56000000
0.057690785963
Long
EC
CORP
US
N
1
N
N
N
Regis Corp
5493000Q1S5TJIDIQH89
Regis Corp
758932107
56379.00000000
NS
USD
461180.22000000
0.003025090643
Long
EC
CORP
US
N
1
N
N
BioCryst Pharmaceuticals Inc
549300Z0INP1Z5NP6J59
BioCryst Pharmaceuticals, Inc
09058V103
334149.00000000
NS
USD
1592219.99000000
0.010444094490
Long
EC
CORP
US
N
1
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
Panasonic Corp
J6354Y104
990000.00000000
NS
8681355.50000000
0.056944955920
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828ZX1
21590000.00000000
PA
USD
21577349.56000000
0.141535641477
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.12500000
N
N
N
N
N
N
New Relic Inc
549300AB8FY2HQILL804
New Relic, Inc
64829B100
114162.00000000
NS
USD
7865761.80000000
0.051595106200
Long
EC
CORP
US
N
1
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol YPF S.A.
E8471S130
1020152.00000000
NS
9014032.66000000
0.059127136596
Long
EC
CORP
ES
N
2
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AV7
4250000.00000000
PA
USD
4683627.50000000
0.030722041222
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15000000
N
N
N
N
N
N
Five9 Inc
254900MXP6EWY0SFFR59
Five9, Inc
338307101
72127.00000000
NS
USD
7982295.09000000
0.052359501007
Long
EC
CORP
US
N
1
N
N
N
HENRY CNTY AL WTR AUTH WTR REV
N/A
Henry County Water Authority
42633QEY1
850000.00000000
PA
USD
829464.00000000
0.005440831321
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
3.20000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320AV4
3700000.00000000
PA
USD
3905720.00000000
0.025619392413
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.37500000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46185HAG7
100000.00000000
PA
USD
96868.22000000
0.000635402676
Long
ABS-O
CORP
US
Y
2
2037-06-17
Variable
1.63475000
N
N
N
N
N
N
FTI Consulting Inc
549300K17GM8EQD0FQ48
FTI Consulting, Inc
302941109
15558.00000000
NS
USD
1782168.90000000
0.011690055712
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem, Inc
98419M100
49895.00000000
NS
USD
3241179.20000000
0.021260367309
Long
EC
CORP
US
N
1
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AM1
8500000.00000000
PA
USD
9394265.71000000
0.061621257966
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.00000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12479RAD9
3764151.14000000
PA
USD
3767731.22000000
0.024714261297
Long
ABS-O
CORP
US
Y
2
2047-04-15
Fixed
3.87000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XAR5
1337729.03000000
PA
USD
1374227.76000000
0.009014184388
Long
ABS-CBDO
USGSE
US
N
2
2024-11-25
Variable
5.18450000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AN1
10000000.00000000
PA
USD
11164888.50000000
0.073235577496
Long
DBT
NUSS
CA
N
2
2027-04-12
Fixed
2.75000000
N
N
N
N
N
N
MS&AD Insurance Group Holdings Inc
529900CXROT5S2HMMP26
Mitsui Sumitomo Insurance Group Holdings, Inc
B2Q4CS905
82300.00000000
NS
2266433.76000000
0.014866569000
Long
EC
CORP
JP
N
2
N
N
N
Horizon Therapeutics Plc
529900P0GSQ79OOZEV53
Horizon Therapeutics Plc
G46188101
16285.00000000
NS
USD
905120.30000000
0.005937095374
Long
EC
CORP
US
N
1
N
N
N
SAN FRANCISCO CITY & CNTY CA R
5493001TPOZL3UK8DX25
San Francisco City & County Redevelopment Agency
79770GGC4
435000.00000000
PA
USD
444313.35000000
0.002914453178
Long
DBT
MUN
US
N
2
2022-08-01
Fixed
3.11300000
N
N
N
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line
679580100
175.00000000
NS
USD
29678.25000000
0.000194673128
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137FJE54
5569769.68000000
PA
USD
7109640.00000000
0.046635359698
Long
ABS-CBDO
USGSE
US
N
2
2048-10-15
Variable
9.54440000
N
N
N
N
N
N
Century Aluminum Co
549300U5ODNGEYWKSW73
Century Aluminum Co
156431108
83968.00000000
NS
USD
598691.84000000
0.003927091850
Long
EC
CORP
US
N
1
N
N
SYNNEX Corp
5493004HI6PFLF46NS53
Synnex Corp
87162W100
33440.00000000
NS
USD
4005108.80000000
0.026271328719
Long
EC
CORP
US
N
1
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88165GAD2
4125000.00000000
PA
USD
4215965.74000000
0.027654435212
Long
ABS-O
CORP
US
Y
2
2022-11-21
Fixed
2.20000000
N
N
N
N
N
N
Coles Group Ltd
549300OHQRG2HN8LZ793
Coles Group Ltd
N/A
13275.00000000
NS
157804.75000000
0.001035113068
Long
EC
CORP
AU
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SF6
2500000.00000000
PA
USD
3449511.73000000
0.022626915049
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen, Inc
09062X103
77438.00000000
NS
USD
20718536.90000000
0.135902298957
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAN7
747462.24000000
PA
USD
764142.83000000
0.005012360082
Long
ABS-CBDO
USGSE
US
Y
2
2049-01-25
Variable
4.00000000
N
N
N
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury plc
G77732173
1769105.00000000
NS
4578367.55000000
0.030031593375
Long
EC
CORP
GB
N
2
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
J86957115
48800.00000000
NS
12041096.73000000
0.078983025465
Long
EC
CORP
JP
N
2
N
N
N
GRACE MORTGAGE TRUST
N/A
GRACE Mortgage Trust
38406HAA0
5000000.00000000
PA
USD
5012459.50000000
0.032878999746
Long
ABS-MBS
USGSE
US
Y
2
2028-06-10
Fixed
3.36870000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
848237.00000000
NS
USD
40969847.10000000
0.268739845660
Long
EC
CORP
US
N
1
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YBA2
15600000.00000000
PA
USD
15871881.01000000
0.104110880437
Long
DBT
CORP
US
N
2
2040-06-24
Fixed
2.35000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BE2
12500000.00000000
PA
USD
13250309.75000000
0.086914803183
Long
DBT
CORP
US
N
2
2025-11-01
Variable
2.35400000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAL7
13800000.00000000
PA
USD
15007907.38000000
0.098443684770
Long
DBT
CORP
GB
N
2
2025-07-09
Variable
3.87000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BX7
6075000.00000000
PA
USD
6360849.71000000
0.041723703902
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
1.99500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XCT9
2401406.54000000
PA
USD
2496188.62000000
0.016373635538
Long
ABS-CBDO
USGSE
US
N
2
2028-10-25
Variable
6.08450000
N
N
N
N
N
N
First Capital Real Estate Investment Trust
549300U55W8QFK2YTK38
First Capital Real Estate Investment Trust
31890B103
83082.00000000
NS
849424.10000000
0.005571758688
Long
EC
CORP
CA
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
1455680.25000000
0.009548468285
Long
DBT
MUN
US
N
2
2038-11-15
Fixed
4.17200000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MBX7
12500000.00000000
PA
USD
13394376.50000000
0.087859802467
Long
DBT
NUSS
NO
Y
2
2025-02-11
Fixed
2.12500000
N
N
N
N
N
N
Loral Space & Communications Inc
5299008CJ8NPI54F8D37
Loral Space & Communications, Inc
543881106
23584.00000000
NS
USD
460359.68000000
0.003019708349
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA ST HSG FIN AGY REVE
549300BOPCVLBA552Z14
California Housing Finance Agency
13034PUG0
8000000.00000000
PA
USD
8332160.00000000
0.054654423946
Long
DBT
MUN
US
N
2
2022-08-01
Fixed
2.96600000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAX9
368370.73000000
PA
USD
402359.84000000
0.002639261040
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12653TAL5
4359110.65000000
PA
USD
4510264.12000000
0.029584872028
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
Landstar System Inc
254900CUQXQRL09MEI52
Landstar System, Inc
515098101
459.00000000
NS
USD
51550.29000000
0.000338141778
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833100
944773.00000000
NS
USD
344653190.40000000
2.260736901665
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CS8
5000000.00000000
PA
USD
5586883.85000000
0.036646910102
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HAW7
2375000.00000000
PA
USD
2517043.62000000
0.016510432960
Long
DBT
CORP
IT
Y
2
2026-01-15
Fixed
5.71000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38381BZT4
6881712.88000000
PA
USD
7525432.43000000
0.049362731201
Long
ABS-CBDO
CORP
US
N
2
2049-01-20
Fixed
3.50000000
N
N
N
N
N
N
AMP Ltd
5299000D93LTLU0UJR35
AMP Ltd
670995901
1340182.00000000
NS
1734095.52000000
0.011374720566
Long
EC
CORP
AU
N
2
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAF1
680000.00000000
PA
USD
678417.42000000
0.004450048161
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.37700000
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
H84989104
4348.00000000
NS
USD
354579.40000000
0.002325847421
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CUA0
1605926.08000000
PA
USD
1694054.97000000
0.011112076402
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
227868.00000000
NS
USD
11441252.28000000
0.075048373121
Long
EC
CORP
US
N
1
N
N
N
NVE Corp
5299003C1ATTWX8X0112
NVE Corp
629445206
7708.00000000
NS
USD
476585.64000000
0.003126141794
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AGEJ7
3448069.50000000
PA
USD
781666.67000000
0.005127306912
Long
ABS-CBDO
USGSE
US
N
2
2043-09-25
Variable
5.76550000
N
N
N
N
N
N
East Japan Railway Co
353800SENYJ2DSM6PS44
East Japan Railway Co
J1257M109
130100.00000000
NS
9015311.44000000
0.059135524695
Long
EC
CORP
JP
N
2
N
N
N
Shimizu Corp
353800BRAE0QFP3ZLY22
Shimizu Corp
680440005
386200.00000000
NS
3181548.70000000
0.020869223761
Long
EC
CORP
JP
N
2
N
N
N
TUOLUMNE CA WIND PROJ AUTH REV
N/A
Tuolumne Wind Project Authority
89978KAV8
5000000.00000000
PA
USD
6899100.00000000
0.045254332159
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
6.91800000
N
N
N
N
N
N
Dunkin' Brands Group Inc
549300311IRV47UCTO62
Dunkin Brands Group, Inc
265504100
3927.00000000
NS
USD
256158.21000000
0.001680258109
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc
693475105
342004.00000000
NS
USD
35982240.84000000
0.236023869609
Long
EC
CORP
US
N
1
N
N
N
Tiffany & Co
549300EJG9IEYQL5XT21
Tiffany & Co
886547108
33687.00000000
NS
USD
4107792.78000000
0.026944879608
Long
EC
CORP
US
N
1
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem, Inc
98419MAL4
3575000.00000000
PA
USD
3596534.58000000
0.023591304736
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
2.25000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114Q3V8
13000000.00000000
PA
USD
13030210.83000000
0.085471074344
Long
DBT
CORP
CA
N
2
2021-07-30
Variable
1.06013000
N
N
N
N
N
N
Toray Industries Inc
35380099TCYR5FHT0A11
Toray Industries, Inc
J89494116
9000.00000000
NS
42480.22000000
0.000278647067
Long
EC
CORP
JP
N
2
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co, Inc
025537101
368185.00000000
NS
USD
29322253.40000000
0.192337985394
Long
EC
CORP
US
N
1
N
N
N
CAE Inc
549300FFM2BEH2GF1E44
CAE, Inc
124765108
304448.00000000
NS
4938085.56000000
0.032391147275
Long
EC
CORP
CA
N
2
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
J11508124
306400.00000000
NS
7235599.18000000
0.047461583201
Long
EC
CORP
JP
N
2
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC S.A.
46128MAJ0
17000000.00000000
PA
USD
18147500.00000000
0.119037699536
Long
DBT
CORP
CL
Y
2
2027-04-04
Fixed
4.37500000
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings, Inc
29452E101
1832.00000000
NS
USD
35339.28000000
0.000231806397
Long
EC
CORP
US
N
1
N
N
N
CyrusOne Inc
5493006S177ZK2ZNBU43
CyrusOne, Inc
23283R100
38501.00000000
NS
USD
2800947.75000000
0.018372689168
Long
EC
CORP
US
N
1
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
934.00000000
NS
USD
55778.48000000
0.000365876398
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
457660.00000000
NS
USD
29734170.20000000
0.195039934879
Long
EC
CORP
US
N
1
N
N
N
ANA Holdings Inc
5493008IRKIY0G3TE305
All Nippon Airways Co Ltd
601490006
131600.00000000
NS
3007447.52000000
0.019727215002
Long
EC
CORP
JP
N
2
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EAM7
13255000.00000000
PA
USD
13735987.37000000
0.090100583407
Long
DBT
CORP
US
Y
2
2023-09-15
Fixed
2.25000000
N
N
N
N
N
N
WLB ASSET II PTE LTD
549300IOAZLPOFTPUJ20
WLB Asset II Pte Ltd
ZP1776035
1925000.00000000
PA
USD
1961074.50000000
0.012863578845
Long
DBT
CORP
SG
Y
2
2024-01-14
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
AZ3213354
4000000.00000000
PA
4381444.24000000
0.028739883894
Long
DBT
NUSS
CL
N
2
2031-07-02
Fixed
0.83000000
N
N
N
N
N
N
Bayview Financial Acquisition
N/A
Bayview Financial Mortgage Pass-Through Trust
07325NDA7
1500000.00000000
PA
USD
1462435.65000000
0.009592780024
Long
ABS-O
CORP
US
N
2
2041-02-28
Variable
1.15863000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAA7
15000000.00000000
PA
USD
16323522.00000000
0.107073398936
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Fixed
2.86500000
N
N
N
N
N
N
UNM SANDOVAL REGL MED CENTER I
N/A
UNM Sandoval Regional Medical Center
91528NAA9
6715000.00000000
PA
USD
6800079.05000000
0.044604808749
Long
DBT
MUN
US
N
2
2036-07-20
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SL3
55828000.00000000
PA
USD
63901252.47000000
0.419157354539
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XD27
327996.29000000
PA
USD
313750.33000000
0.002058030996
Long
ABS-CBDO
USGSE
US
N
2
2030-08-25
Variable
1.08450000
N
N
N
N
N
N
Heritage Financial Corp/WA
N/A
Heritage Financial Corp
42722X106
12841.00000000
NS
USD
256820.00000000
0.001684599090
Long
EC
CORP
US
N
1
N
N
N
Workiva Inc
529900RTOQ8GRWHY1O58
Workiva, Inc
98139A105
10974.00000000
NS
USD
586999.26000000
0.003850394905
Long
EC
CORP
US
N
1
N
N
N
Barnes Group Inc
G1MSYD2DQZX30V5DMX12
Barnes Group, Inc
067806109
63398.00000000
NS
USD
2508024.88000000
0.016451274946
Long
EC
CORP
US
N
1
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BZ0
7750000.00000000
PA
USD
7846720.00000000
0.051470202380
Long
DBT
NUSS
IT
N
2
2049-10-17
Fixed
4.00000000
N
N
N
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery, Inc (Class C)
25470F302
504487.00000000
NS
USD
9716419.62000000
0.063734411863
Long
EC
CORP
US
N
1
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAK4
8245000.00000000
PA
USD
8675077.59000000
0.056903776256
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
2.95000000
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR64
7333370.48000000
PA
USD
8012236.65000000
0.052555901306
Long
ABS-MBS
MUN
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128283J7
9350000.00000000
PA
USD
10120279.27000000
0.066383510839
Long
DBT
UST
US
N
2
2024-11-30
Fixed
2.12500000
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities, Inc
29670GAE2
13750000.00000000
PA
USD
14327513.48000000
0.093980671978
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35100000
N
N
N
N
N
N
Bright Horizons Family Solutions Inc
N/A
Bright Horizons Family Solutions
109194100
41712.00000000
NS
USD
4888646.40000000
0.032066853357
Long
EC
CORP
US
N
1
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BU6
4400000.00000000
PA
USD
4759552.73000000
0.031220069309
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
Repligen Corp
54930006QJ0T5AUO1E71
Repligen Corp
759916109
19372.00000000
NS
USD
2394572.92000000
0.015707091983
Long
EC
CORP
US
N
1
N
N
N
British Land Co PLC/The
RV5B68J2GV3QGMRPW209
British Land Co plc
G15540118
864886.00000000
NS
4137151.65000000
0.027137457779
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137BW2C7
7334549.31000000
PA
USD
7592692.44000000
0.049803920173
Long
ABS-CBDO
USGSE
US
N
2
2043-08-15
Fixed
3.50000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
98487.00000000
NS
USD
1264573.08000000
0.008294909510
Long
EC
CORP
US
N
1
N
N
N
OAKLAND CA
549300BRTTFKDQCGL048
City of Oakland CA
672240WM6
4835000.00000000
PA
USD
4912505.05000000
0.032223353085
Long
DBT
MUN
US
N
2
2029-01-15
Fixed
2.07000000
N
N
N
N
N
N
AnaptysBio Inc
529900HH4WQT03IG1A12
AnaptysBio, Inc
032724106
52528.00000000
NS
USD
1173475.52000000
0.007697359215
Long
EC
CORP
US
N
1
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts, Inc
700517105
271894.00000000
NS
USD
2689031.66000000
0.017638580674
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc
09857L108
26477.00000000
NS
USD
42160386.18000000
0.276549132520
Long
EC
CORP
US
N
1
N
N
N
Howard Hughes Corp/The
549300BVHY25JZC1KI49
Howard Hughes Corp
44267D107
42601.00000000
NS
USD
2213121.95000000
0.014516872611
Long
EC
CORP
US
N
1
N
N
N
TES LLC
N/A
TES LLC
88159DAB1
2500000.00000000
PA
USD
2214137.50000000
0.014523534065
Long
ABS-O
CORP
US
Y
2
2047-10-20
Fixed
7.74000000
N
N
N
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
15556.00000000
NS
USD
713864.84000000
0.004682563897
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0KX6
350439.37000000
PA
USD
349301.25000000
0.002291225636
Long
ABS-CBDO
USGSE
US
N
2
2029-03-25
Variable
1.53450000
N
N
N
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
Energias de Portugal S.A.
X67925119
171978.00000000
NS
820895.49000000
0.005384626570
Long
EC
CORP
PT
N
2
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BF9
10650000.00000000
PA
USD
11443834.60000000
0.075065311731
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
4.00000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware, Inc (Class A)
928563402
101637.00000000
NS
USD
15739505.82000000
0.103242571409
Long
EC
CORP
US
N
1
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353YF8
15358205.63000000
PA
USD
17076769.18000000
0.112014289499
Long
DBT
USGSE
US
N
2
2030-12-15
Fixed
3.37000000
N
N
N
N
N
N
Swire Properties Ltd
5299001L12PHYVQ92465
Swire Properties Ltd
Y83191109
1321000.00000000
NS
3372736.53000000
0.022123311622
Long
EC
CORP
HK
N
2
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680BE2
7350000.00000000
PA
USD
8602006.57000000
0.056424470229
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.35000000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CK7
4600000.00000000
PA
USD
5484399.31000000
0.035974667430
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.80000000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBB0
19000000.00000000
PA
USD
20808739.39000000
0.136493978081
Long
DBT
CORP
NL
Y
2
2026-03-24
Fixed
2.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128285U0
6100000.00000000
PA
USD
6615878.89000000
0.043396556190
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.62500000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
1727178.00000000
NS
USD
351497994.78000000
2.305635084179
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595HAE8
3000000.00000000
PA
USD
3049306.50000000
0.020001787074
Long
ABS-MBS
USGSE
US
Y
2
2029-10-10
Variable
3.71173700
N
N
N
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG.
N/A
40165.00000000
NS
7742699.78000000
0.050787886486
Long
EC
CORP
CH
N
2
N
N
N
Sumitomo Metal Mining Co Ltd
353800CF81IXL9974H84
Sumitomo Metal Mining Co Ltd
J77712123
262800.00000000
NS
7403019.67000000
0.048559770278
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi UFJ Lease & Finance Co Ltd
353800MZ3QX9RLMH7B09
Mitsubishi UFJ Lease & Finance Co Ltd
626897003
454800.00000000
NS
2170236.31000000
0.014235566209
Long
EC
CORP
JP
N
2
N
N
N
LeMaitre Vascular Inc
549300FZUBUB7MHY8R17
LeMaitre Vascular, Inc
525558201
27738.00000000
NS
USD
732283.20000000
0.004803378291
Long
EC
CORP
US
N
1
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
AXA Equitable Holdings, Inc
054561AM7
8680000.00000000
PA
USD
9884406.85000000
0.064836316445
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5.00000000
N
N
N
N
N
N
UNION PACIFIC RR 2015-1
N/A
Union Pacific Railroad Co
90782JAA1
5466945.61000000
PA
USD
5840983.64000000
0.038313666099
Long
DBT
CORP
US
N
2
2027-05-12
Fixed
2.69500000
N
N
N
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co, Inc
030420103
35541.00000000
NS
USD
4572705.06000000
0.029994450530
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
25864.00000000
NS
USD
2249133.44000000
0.014753088339
Long
EC
CORP
US
N
1
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
25713.00000000
NS
USD
4638625.20000000
0.030426850685
Long
EC
CORP
US
N
1
N
N
N
Legg Mason Inc
OWUNCC6U1ZJXMZKFBJ36
Legg Mason, Inc
524901105
45759.00000000
NS
USD
2276510.25000000
0.014932665277
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZS4
6089294.97000000
PA
USD
6656109.56000000
0.043660447438
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital, Inc
377372AM9
8650000.00000000
PA
USD
9762474.60000000
0.064036507406
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.62500000
N
N
N
N
N
N
Renew Financial
N/A
Renew
75973LAA6
3837814.60000000
PA
USD
3960684.15000000
0.025979927251
Long
ABS-O
CORP
KY
Y
2
2052-09-20
Fixed
3.67000000
N
N
N
N
N
N
Stock Yards Bancorp Inc
549300YERP9H5TDIQW16
Stock Yards Bancorp, Inc
861025104
8646.00000000
NS
USD
347569.20000000
0.002279864333
Long
EC
CORP
US
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEJ8
2375000.00000000
PA
USD
2457829.72000000
0.016122022081
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.55000000
N
N
N
N
N
N
Lawson Inc
529900IWO8XQO92PR233
Lawson, Inc
J3871L103
800.00000000
NS
40240.40000000
0.000263955070
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley Capital I Trust
61744CFB7
599447.79000000
PA
USD
591553.90000000
0.003880270858
Long
ABS-O
CORP
US
N
2
2034-08-25
Variable
1.00950000
N
Y
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International S.A.
89153VAW9
12650000.00000000
PA
USD
13019482.97000000
0.085400705435
Long
DBT
CORP
FR
N
2
2060-06-29
Fixed
3.38600000
N
N
N
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp, Inc
649445103
762543.00000000
NS
USD
7777938.60000000
0.051019033920
Long
EC
CORP
US
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HAD9
6200000.00000000
PA
USD
6374530.56000000
0.041813442814
Long
DBT
CORP
IT
Y
2
2021-02-24
Fixed
6.50000000
N
N
N
N
N
N
Kelly Services Inc
N/A
Kelly Services, Inc (Class A)
488152208
47960.00000000
NS
USD
758487.40000000
0.004975263547
Long
EC
CORP
US
N
1
N
N
Fieldstone Mortgage Investment
N/A
Fieldstone Mortgage Investment Trust
31659TDV4
747629.95000000
PA
USD
738627.59000000
0.004844994028
Long
ABS-O
CORP
US
N
2
2035-12-25
Variable
0.91950000
N
N
N
N
N
N
ACCO Brands Corp
JCT8P4Y190IH4I1NX328
ACCO Brands Corp
00081T108
36304.00000000
NS
USD
257758.40000000
0.001690754482
Long
EC
CORP
US
N
1
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma, Inc
J03393105
793914.00000000
NS
13258014.47000000
0.086965341943
Long
EC
CORP
JP
N
2
N
N
N
Zynga Inc
N/A
Zynga, Inc
98986T108
1232131.00000000
NS
USD
11754529.74000000
0.077103302348
Long
EC
CORP
US
N
1
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services, Inc
41283LAU9
8000000.00000000
PA
USD
8245977.60000000
0.054089114419
Long
DBT
CORP
US
Y
2
2022-02-04
Fixed
4.05000000
N
N
N
N
N
N
WESCO International Inc
529900TXOGREY3WNJ434
WESCO International, Inc
95082P105
3684.00000000
NS
USD
129345.24000000
0.000848434209
Long
EC
CORP
US
N
1
N
N
N
Dolby Laboratories Inc
549300X04FB2QPCJ5J24
Dolby Laboratories, Inc (Class A)
25659T107
87358.00000000
NS
USD
5754271.46000000
0.037744881504
Long
EC
CORP
US
N
1
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
B1VQ25903
170378.00000000
NS
3207493.84000000
0.021039409725
Long
EC
CORP
SE
N
2
N
N
N
Haemonetics Corp
549300ZEL6TXZS6F5F95
Haemonetics Corp
405024100
9550.00000000
NS
USD
855298.00000000
0.005610288267
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
1378576.00000000
NS
USD
82480202.08000000
0.541025128137
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
3298013.10000000
0.021633166687
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
2.66800000
N
N
N
N
N
N
Itron Inc
24F6LSZD18II6ICG6S41
Itron, Inc
465741106
6173.00000000
NS
USD
408961.25000000
0.002682562689
Long
EC
CORP
US
N
1
N
N
N
United Natural Foods Inc
549300GKGW6WPZ282D40
United Natural Foods, Inc
911163103
119541.00000000
NS
USD
2176841.61000000
0.014278893374
Long
EC
CORP
US
N
1
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International plc
N/A
94615.00000000
NS
6145322.43000000
0.040309962527
Long
EC
CORP
GB
N
2
N
N
N
KOREA HYDRO & NUCLEAR PO
9884008CRY5MLCN8OQ43
Korea Hydro & Nuclear Power Co Ltd
50064YAN3
24325000.00000000
PA
USD
26329646.85000000
0.172708119058
Long
DBT
NUSS
KR
Y
2
2023-07-25
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140GSPD8
8410573.22000000
PA
USD
8978336.20000000
0.058892987293
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
280121.00000000
NS
USD
43696074.79000000
0.286622411999
Long
EC
CORP
US
N
1
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33849NAL9
611350.30000000
PA
USD
624774.15000000
0.004098177575
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
PAPIO-MISSOURI RIVER NE NATURA
N/A
Papio-Missouri River Natural Resource District
698874EM2
5155000.00000000
PA
USD
5247222.95000000
0.034418919901
Long
DBT
MUN
US
N
2
2024-12-15
Fixed
2.08800000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759LM8
3217000.00000000
PA
USD
3306202.42000000
0.021686884159
Long
DBT
USGSE
US
N
2
2023-08-01
Fixed
2.91000000
N
N
N
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings, Inc
651312902
173200.00000000
NS
7581484.14000000
0.049730399839
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAV88
649091.83000000
PA
USD
707027.99000000
0.004637717891
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
Rogers Corp
PW0CN80KNFR7RUOOKJ84
Rogers Corp
775133101
15267.00000000
NS
USD
1902268.20000000
0.012477841599
Long
EC
CORP
US
N
1
N
N
NORFOLK VA
N/A
City of Norfolk VA
655867TM1
3665000.00000000
PA
USD
3618564.45000000
0.023735808665
Long
DBT
MUN
US
N
2
2036-10-01
Fixed
3.05000000
N
N
N
N
N
N
Easterly Government Properties Inc
549300ERMCEFC6S8HL77
Easterly Government Properties, Inc
27616P103
32647.00000000
NS
USD
754798.64000000
0.004951067294
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328HBG5
4800000.00000000
PA
USD
5234261.28000000
0.034333898418
Long
ABS-MBS
USGSE
US
N
2
2052-11-10
Fixed
3.30000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp (Class A)
20030N101
1672184.00000000
NS
USD
65181732.32000000
0.427556603782
Long
EC
CORP
US
N
1
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
Meritage Homes Corp
59001A102
11623.00000000
NS
USD
884742.76000000
0.005803429829
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132QPGY4
1923864.08000000
PA
USD
2111575.02000000
0.013850780150
Long
ABS-MBS
MUN
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RG5
1000000.00000000
PA
USD
1413984.38000000
0.009274966126
Long
DBT
UST
US
N
2
2044-05-15
Fixed
3.37500000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680103
26109.00000000
NS
USD
867340.98000000
0.005689283646
Long
EC
CORP
US
N
1
N
N
N
Tech Data Corp
549300EK847TAWPJWF34
Tech Data Corp
878237106
55450.00000000
NS
USD
8040250.00000000
0.052739653599
Long
EC
CORP
US
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR80
11551298.41000000
PA
USD
12764119.36000000
0.083725659469
Long
ABS-MBS
MUN
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Insmed Inc
529900Q55QAG41CCAC11
Insmed, Inc
457669307
45015.00000000
NS
USD
1239713.10000000
0.008131841604
Long
EC
CORP
US
N
1
N
N
N
SOLAR STAR FUNDING LLC
N/A
Solar Star Funding LLC
83416WAB9
23287996.80000000
PA
USD
23453381.17000000
0.153841385359
Long
DBT
CORP
US
Y
2
2035-06-30
Fixed
3.95000000
N
Y
N
N
N
N
Minerals Technologies Inc
549300D3I1QU67GP6403
Minerals Technologies, Inc
603158106
16319.00000000
NS
USD
765850.67000000
0.005023562581
Long
EC
CORP
US
N
1
N
N
Astronics Corp
549300NNXCF8H4MSMK17
Astronics Corp
046433108
47888.00000000
NS
USD
505697.28000000
0.003317098270
Long
EC
CORP
US
N
1
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB S.A.
559699905
89867.00000000
NS
10428741.87000000
0.068406857212
Long
EC
CORP
BE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138ERSB7
724157.48000000
PA
USD
800661.62000000
0.005251903422
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.00000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAK8
4350000.00000000
PA
USD
4521302.96000000
0.029657280797
Long
DBT
CORP
NO
N
2
2030-05-22
Fixed
2.37500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3132DVKW4
17150227.77000000
PA
USD
18260407.29000000
0.119778309761
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
CHICAGO IL
T5UYO5SYLC8K73MJQX30
City of Chicago IL
167486D22
1105000.00000000
PA
USD
1189742.45000000
0.007804061401
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
7.75000000
N
N
N
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson plc
N/A
142984.00000000
NS
11691306.22000000
0.076688590549
Long
EC
CORP
GB
N
2
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc
91324P102
292116.00000000
NS
USD
86159614.20000000
0.565160064321
Long
EC
CORP
US
N
1
N
N
N
Santen Pharmaceutical Co Ltd
529900TPT3I7C17MIM03
Santen Pharmaceutical Co Ltd
677660003
18000.00000000
NS
331370.24000000
0.002173607993
Long
EC
CORP
JP
N
2
N
N
N
Hibbett Sports Inc
529900RD6P643J1CZM55
Hibbett Sports, Inc
428567101
31775.00000000
NS
USD
665368.50000000
0.004364454364
Long
EC
CORP
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BJD9
4046907.64000000
PA
USD
4490776.31000000
0.029457042626
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.50000000
N
N
N
N
N
N
TDK Corp
3538005O8WNU39U8NX03
TDK Corp
J82141136
30600.00000000
NS
3046271.27000000
0.019981877621
Long
EC
CORP
JP
N
2
N
N
N
Glaukos Corp
5299004JA1LHE21M6T14
Glaukos Corp
377322102
15806.00000000
NS
USD
607266.52000000
0.003983337073
Long
EC
CORP
US
N
1
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp
912008109
484194.00000000
NS
USD
9548305.68000000
0.062631676132
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
21510450.00000000
0.141096816861
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.81400000
N
N
N
N
N
N
QTS Realty Trust Inc
5493006PA4CJK4OG2J54
QTS Realty Trust, Inc
74736A103
8031.00000000
NS
USD
514706.79000000
0.003376195741
Long
EC
CORP
US
N
1
N
N
DIST OF COLUMBIA REVENUE
549300HWFOZXPKGOX654
District of Columbia
25483VXM1
3500000.00000000
PA
USD
3526775.00000000
0.023133719949
Long
DBT
MUN
US
N
2
2042-04-01
Fixed
3.43200000
N
N
N
N
N
N
CoreSite Realty Corp
549300H0YYORITFM2B74
Coresite Realty
21870Q105
11169.00000000
NS
USD
1352119.14000000
0.008869163902
Long
EC
CORP
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos, Inc
548661DV6
3150000.00000000
PA
USD
4092220.38000000
0.026842733160
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
5.00000000
N
N
N
N
N
N
CHICAGO IL BRD OF EDU
54930099NR6T9V7LVB43
Chicago Board of Education
167505TB2
3380000.00000000
PA
USD
3404369.80000000
0.022330808616
Long
DBT
MUN
US
N
2
2020-12-01
Fixed
5.00000000
N
N
N
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp (Class C)
530307305
223006.00000000
NS
USD
27643823.76000000
0.181328402632
Long
EC
CORP
US
N
1
N
N
N
Fabrinet
5493004TETZ6IYF7CV44
Fabrinet
G3323L100
4418.00000000
NS
USD
275771.56000000
0.001808910984
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide, Inc
12541W209
71122.00000000
NS
USD
5622905.32000000
0.036883191293
Long
EC
CORP
US
N
1
N
N
N
Fanniemae-Aces
N/A
Federal National Mortgage Association (FNMA)
3136B2GX4
3500000.00000000
PA
USD
3992549.05000000
0.026188943611
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Variable
3.43592200
N
N
N
N
N
N
Northfield Bancorp Inc
N/A
Northfield Bancorp, Inc
66611T108
45407.00000000
NS
USD
523088.64000000
0.003431176104
Long
EC
CORP
US
N
1
N
N
N
NEW YORK ST TRANSPRTN DEV CORP
N/A
New York Transportation Development Corp
650116CE4
17500000.00000000
PA
USD
18608800.00000000
0.122063575871
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
5.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746XAU0
1842180.24000000
PA
USD
1907319.55000000
0.012510975699
Long
ABS-CBDO
USGSE
US
Y
2
2047-04-25
Variable
3.50000000
N
N
N
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit, Inc
461202103
149574.00000000
NS
USD
44302323.06000000
0.290599069908
Long
EC
CORP
US
N
1
N
N
N
HomeStreet Inc
N/A
HomeStreet, Inc
43785V102
24702.00000000
NS
USD
607916.22000000
0.003987598751
Long
EC
CORP
US
N
1
N
N
N
Solarcity LMC Series LLC
549300EE9TJJ2SFMZ938
SolarCity LMC
83417FAA7
22232318.33000000
PA
USD
22001211.16000000
0.144315942333
Long
ABS-O
CORP
US
Y
2
2044-07-20
Fixed
4.02000000
N
N
N
N
N
N
Hudson Pacific Properties Inc
N/A
Hudson Pacific Properties
444097109
19640.00000000
NS
USD
494142.40000000
0.003241304562
Long
EC
CORP
US
N
1
N
N
N
Brookfield Renewable Partners LP
VA8DFMRI2GY8Y7V79H93
Brookfield Renewable Partners LP
EP0586206
308000.00000000
NS
USD
7727720.00000000
0.050689627301
Long
EP
CORP
BM
N
1
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UD5
12700000.00000000
PA
USD
13837663.59000000
0.090767523940
Long
DBT
NUSS
CA
N
2
2024-05-14
Fixed
3.05000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048AS7
5000000.00000000
PA
USD
5055950.00000000
0.033164273699
Long
DBT
NUSS
JP
N
2
2021-04-20
Fixed
1.87500000
N
N
N
N
N
N
SACRAMENTO CA AREA FLOOD CONTR
N/A
Sacramento Area Flood Control Agency
785840JV2
1000000.00000000
PA
USD
1034720.00000000
0.006787198703
Long
DBT
MUN
US
N
2
2022-10-01
Fixed
2.69900000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
149658.00000000
NS
USD
26275455.06000000
0.172352650481
Long
EC
CORP
US
N
1
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications, Inc (Class B)
775109200
185118.00000000
NS
7438263.77000000
0.048790952347
Long
EC
CORP
CA
N
2
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946NAA6
2800000.00000000
PA
USD
2821725.26000000
0.018508978298
Long
ABS-O
CORP
US
Y
2
2046-04-20
Fixed
2.10000000
N
N
N
N
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd
618549901
123214.00000000
NS
24505910.54000000
0.160745403814
Long
EC
CORP
AU
N
2
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
412144.00000000
NS
USD
28252471.20000000
0.185320797787
Long
EC
CORP
US
N
1
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust
17307G2R8
325000.00000000
PA
USD
319144.02000000
0.002093410660
Long
ABS-O
CORP
US
N
2
2036-01-25
Variable
0.93450000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust
05492TBF6
3000000.00000000
PA
USD
2983463.40000000
0.019569892259
Long
ABS-MBS
USGSE
US
Y
2
2053-02-15
Variable
3.68835000
N
N
N
N
N
N
Nippon Yusen KK
N/A
Nippon Yusen Kabushiki Kaisha
664396009
115378.00000000
NS
1632961.33000000
0.010711335454
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137B56X6
2600000.00000000
PA
USD
2906974.98000000
0.019068169953
Long
ABS-CBDO
USGSE
US
N
2
2033-10-15
Fixed
3.00000000
N
N
N
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust
22541NZD4
29566.76000000
PA
USD
29041.96000000
0.000190499413
Long
ABS-O
CORP
US
N
2
2033-06-25
Variable
3.98550000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH RE
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64577BTX2
7400000.00000000
PA
USD
8871416.00000000
0.058191649112
Long
DBT
MUN
US
N
2
2030-06-15
Fixed
5.70600000
N
N
N
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC plc
G2689P101
92545.00000000
NS
7722294.43000000
0.050654038522
Long
EC
CORP
GB
N
2
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
158803.00000000
NS
USD
13822213.12000000
0.090666177286
Long
EC
CORP
US
N
1
N
N
N
Beyond Meat Inc
549300XQ946NCE51DR09
Beyond Meat, Inc
08862E109
61452.00000000
NS
USD
8233338.96000000
0.054006211836
Long
EC
CORP
US
N
1
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFR4
6950000.00000000
PA
USD
6957914.31000000
0.045640121946
Long
DBT
CORP
US
N
2
2022-12-09
Variable
0.74288000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group, Inc
92939U106
147317.00000000
NS
USD
12912335.05000000
0.084697873535
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
1338909.30000000
0.008782514558
Long
DBT
MUN
US
N
2
2024-06-15
Fixed
3.04500000
N
N
N
N
N
N
BRUNSWICK & GLYNN CNTY GA DEVA
5493008KJ013KGMHRO82
Brunswick & Glynn County Development Authority
117019BM0
1170000.00000000
PA
USD
1242844.20000000
0.008152379911
Long
DBT
MUN
US
N
2
2025-04-01
Fixed
3.06000000
N
N
N
N
N
N
Shake Shack Inc
529900J74GJAHYP80N79
Shake Shack, Inc
819047101
2305.00000000
NS
USD
122118.90000000
0.000801033361
Long
EC
CORP
US
N
1
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DW9
8000000.00000000
PA
USD
8976431.20000000
0.058880491532
Long
DBT
USGSE
US
N
2
2025-06-15
Fixed
3.25000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
N/A
Overseas Private Investment Corp (OPIC)
90376PAD3
6000000.00000000
PA
USD
6238100.46000000
0.040918535789
Long
DBT
USGSE
US
N
2
2029-10-15
Fixed
1.79000000
N
N
N
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
158469.00000000
NS
USD
6788811.96000000
0.044530902785
Long
EC
CORP
US
N
1
N
N
N
Lands' End Inc
54930016WOL7P2P67Q43
Lands' End, Inc
51509F105
27247.00000000
NS
USD
219065.88000000
0.001436952660
Long
EC
CORP
US
N
1
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc
43300A203
309617.00000000
NS
USD
22741368.65000000
0.149170971670
Long
EC
CORP
US
N
1
N
N
N
TFS Financial Corp
N/A
TFS Financial Corp
87240R107
6965.00000000
NS
USD
99669.15000000
0.000653775248
Long
EC
CORP
US
N
1
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
Barry Callebaut AG.
547692905
3375.00000000
NS
6442322.38000000
0.042258120169
Long
EC
CORP
CH
N
2
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
273530.00000000
NS
USD
3255007.00000000
0.021351070133
Long
EC
CORP
US
N
1
N
N
N
Agate Bay Mortgage Loan Trust
N/A
Agate Bay Mortgage Trust
00841LAN6
927339.28000000
PA
USD
958442.24000000
0.006286858211
Long
ABS-CBDO
USGSE
US
Y
2
2044-11-25
Variable
3.50000000
N
N
N
N
N
N
Sabre Corp
529900VKCYZW8GZ4WW58
Sabre Corp
78573M104
526045.00000000
NS
USD
4239922.70000000
0.027811579799
Long
EC
CORP
US
N
1
N
N
N
Gulfport Energy Corp
549300FJX18IDUFPHD40
Gulfport Energy Corp
402635304
342641.00000000
NS
USD
373478.69000000
0.002449816453
Long
EC
CORP
US
N
1
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc
26614NAA0
10775000.00000000
PA
USD
10977031.25000000
0.072003336422
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.16900000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XBM5
1632231.82000000
PA
USD
1710446.57000000
0.011219596356
Long
ABS-CBDO
USGSE
US
N
2
2028-08-25
Variable
6.93450000
N
N
N
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi plc
B1CRLC906
279116.00000000
NS
5220856.80000000
0.034245972342
Long
EC
CORP
GB
N
2
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
EUR200930
EUR200930
1.00000000
NC
USD
27903.76000000
0.000183033442
N/A
DFE
CORP
US
N
1
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
6490250.00000000
EUR
7334559.49000000
USD
2020-09-30
27903.76000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YH7
5000000.00000000
PA
USD
5266406.25000000
0.034544751884
Long
DBT
UST
US
N
2
2024-09-30
Fixed
1.50000000
N
N
N
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina S.A.
774246904
539.00000000
NS
66570.33000000
0.000436665047
Long
EC
CORP
FR
N
2
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen, Inc
031162100
237360.00000000
NS
USD
55983729.60000000
0.367222723958
Long
EC
CORP
US
N
1
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB (Class A)
W25381141
1005063.00000000
NS
8724495.42000000
0.057227930260
Long
EC
CORP
SE
N
2
N
N
N
PUB SVC NEW HAMP
549300SHPFALUPKK2351
Public Service Co of New Hampshire
744482BM1
2975000.00000000
PA
USD
3479807.19000000
0.022825636739
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.60000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785HM1
3750000.00000000
PA
USD
4183216.73000000
0.027439619572
Long
DBT
NUSS
N/A
N
2
2027-05-24
Fixed
2.37500000
N
N
N
N
N
Banner Corp
N/A
Banner Corp
06652V208
2405.00000000
NS
USD
91390.00000000
0.000599468541
Long
EC
CORP
US
N
1
N
N
N
EMCOR Group Inc
529900X0SQJB2J7YDU43
EMCOR Group, Inc
29084Q100
4718.00000000
NS
USD
312048.52000000
0.002046868051
Long
EC
CORP
US
N
1
N
N
N
Singapore Airlines Ltd
549300ZG62N2599PWR15
Singapore Airlines Ltd
681173001
247249.00000000
NS
667379.62000000
0.004377646214
Long
EC
CORP
SG
N
2
N
N
N
Penumbra Inc
549300RGE06P3ECANU72
Penumbra, Inc
70975L107
16003.00000000
NS
USD
2861656.46000000
0.018770905185
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAE7
100141.43000000
PA
USD
101096.92000000
0.000663140641
Long
ABS-CBDO
USGSE
US
Y
2
2049-01-25
Variable
4.00000000
N
Y
N
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
R61115102
1520855.00000000
NS
4243006.51000000
0.027831807911
Long
EC
CORP
NO
N
2
N
N
N
Bancorp Inc/The
N/A
The Bancorp, Inc
05969A105
26551.00000000
NS
USD
260199.80000000
0.001706768734
Long
EC
CORP
US
N
1
N
N
N
BioTelemetry Inc
549300E1RQ91KHELWN02
BioTelemetry, Inc
090672106
34601.00000000
NS
USD
1563619.19000000
0.010256488845
Long
EC
CORP
US
N
1
N
N
N
KLABIN AUSTRIA GMBH
984500578YEA8DD41B09
Klabin Austria GmbH
49836AAB0
10000000.00000000
PA
USD
10400000.00000000
0.068218326225
Long
DBT
CORP
AT
Y
2
2049-04-03
Fixed
7.00000000
N
N
N
N
N
N
Graham Holdings Co
529900BOSCEEEMAFQJ29
Graham Holdings Co
384637104
9331.00000000
NS
USD
3197453.77000000
0.020973552343
Long
EC
CORP
US
N
1
N
N
N
Kajima Corp
N/A
Kajima Corp
J29223120
303500.00000000
NS
3628905.60000000
0.023803640967
Long
EC
CORP
JP
N
2
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa plc
N/A
898060.00000000
NS
5192352.64000000
0.034059000603
Long
EC
CORP
GB
N
2
N
N
N
Novanta Inc
N/A
Novanta, Inc
67000B104
4973.00000000
NS
USD
530967.21000000
0.003482855225
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals plc
G50871105
37633.00000000
NS
USD
4152425.22000000
0.027237644065
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746YAU8
525957.43000000
PA
USD
536798.67000000
0.003521106421
Long
ABS-CBDO
USGSE
US
Y
2
2049-06-25
Variable
4.00000000
N
N
N
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB (B Shares)
N/A
2071.00000000
NS
27568.84000000
0.000180836550
Long
EC
CORP
SE
N
2
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAM4
8250000.00000000
PA
USD
8647726.07000000
0.056724365206
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.05000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
35565LAH9
620000.00000000
PA
USD
593607.59000000
0.003893741944
Long
ABS-CBDO
USGSE
US
Y
2
2050-03-25
Variable
3.28450000
N
N
N
N
N
N
MONTEFIORE MEDICAL CENT
549300LVC84TCICWUW24
Montefiore Medical Center
61237WAB2
4165000.00000000
PA
USD
4300022.05000000
0.028205798748
Long
DBT
CORP
US
N
2
2026-10-20
Fixed
2.15200000
N
N
N
N
N
N
Piedmont Office Realty Trust Inc
N/A
Piedmont Office Realty Trust, Inc
720190206
7000.00000000
NS
USD
116270.00000000
0.000762667768
Long
EC
CORP
US
N
1
N
N
N
Hulic Co Ltd
N/A
Hulic Co Ltd
680531902
338000.00000000
NS
3191063.31000000
0.020931634412
Long
EC
CORP
JP
N
2
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
J32491102
52274.00000000
NS
21906023.22000000
0.143691561377
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J5LR8
2502870.40000000
PA
USD
2652397.76000000
0.017398282276
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.50000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AE1
1466250.00000000
PA
USD
1513991.10000000
0.009930955650
Long
ABS-O
CORP
US
Y
2
2047-11-20
Fixed
3.62900000
N
N
N
N
N
N
Sterling Bancorp/DE
549300LQK6SKH5ZXO648
Sterling Bancorp
85917A100
17395.00000000
NS
USD
203869.40000000
0.001337272041
Long
EC
CORP
US
N
1
N
N
Natixis SA
KX1WK48MPD4Y2NCUIZ63
Natixis
F6483L100
1071999.00000000
NS
2827436.57000000
0.018546441376
Long
EC
CORP
FR
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649CAN3
86344.34000000
PA
USD
87930.82000000
0.000576778208
Long
ABS-CBDO
USGSE
US
Y
2
2048-10-25
Variable
3.50000000
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
9176094.95000000
0.060190176805
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
3.30300000
N
N
N
N
N
N
Sharp Corp/Japan
353800YEPK9PD7QO3449
Sharp Corp
680060001
237100.00000000
NS
2542786.73000000
0.016679293718
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H022671
21000000.00000000
PA
USD
22096757.76000000
0.144942675903
Long
ABS-O
USGSE
US
N
2
2050-07-20
Fixed
2.50000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746U109
235972.00000000
NS
USD
19156206.96000000
0.125654266888
Long
EC
CORP
US
N
1
N
N
N
Nomura Real Estate Holdings Inc
N/A
Nomura Real Estate Holdings, Inc
B1CWJM906
84700.00000000
NS
1576893.96000000
0.010343564094
Long
EC
CORP
JP
N
2
N
N
N
INTL DEVELOPMENT ASSOC
P41R60HC414IWQA1XW02
International Development Association
45939EAA8
27150000.00000000
PA
USD
28991356.44000000
0.190167481859
Long
DBT
NUSS
N/A
Y
2
2023-04-24
Fixed
2.75000000
N
N
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Cominco Ltd
878742204
528435.00000000
NS
5535021.88000000
0.036306723872
Long
EC
CORP
CA
N
2
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
Bouygues S.A.
F11487125
46560.00000000
NS
1594888.87000000
0.010461600887
Long
EC
CORP
FR
N
2
N
N
N
Secom Co Ltd
529900TYCL9N3E9PGE47
Secom Co Ltd
J69972107
1100.00000000
NS
96516.95000000
0.000633098536
Long
EC
CORP
JP
N
2
N
N
N
Owens & Minor Inc
549300LMT5KQQXCEZ733
Owens & Minor, Inc
690732102
40671.00000000
NS
USD
309913.02000000
0.002032860336
Long
EC
CORP
US
N
1
N
N
N
TEXAS ST
549300X9CH74QB747L76
State of Texas
882723TV1
3370000.00000000
PA
USD
3478042.20000000
0.022814059367
Long
DBT
MUN
US
N
2
2043-08-01
Fixed
3.72600000
N
N
N
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre, Inc
58733R102
370.00000000
NS
USD
364734.90000000
0.002392461960
Long
EC
CORP
US
N
1
N
N
N
GREAT LAKES MI WTR AUTH SEWAGE
N/A
Great Lakes Water Authority Sewage Disposal System Revenue
39081HCV2
2345000.00000000
PA
USD
2501505.30000000
0.016408510058
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
3.05600000
N
N
N
N
N
N
Newcrest Mining Ltd
5299006MN50OZJUJI655
Newcrest Mining Ltd
Q6651B114
438614.00000000
NS
9725862.76000000
0.063796353710
Long
EC
CORP
AU
N
2
N
N
N
NEW JERSEY ST ECON DEV AUTH RE
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64577BTY0
3000000.00000000
PA
USD
3626910.00000000
0.023790550920
Long
DBT
MUN
US
N
2
2031-06-15
Fixed
5.75600000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CE9
630000.00000000
PA
USD
790110.27000000
0.005182692322
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8KY0
3854060.93000000
PA
USD
4314952.70000000
0.028303735666
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAP6
535581.41000000
PA
USD
594006.78000000
0.003896360413
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
DOMINION ENERGY GAS HLDG
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC
257375AN5
8850000.00000000
PA
USD
9329881.96000000
0.061198935691
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.50000000
N
N
N
N
N
N
APTIV PLC
N/A
Aptiv plc
03835VAH9
6675000.00000000
PA
USD
6974534.02000000
0.045749138177
Long
DBT
CORP
JE
N
2
2049-03-15
Fixed
5.40000000
N
N
N
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
J4509L101
362810.00000000
NS
6445219.99000000
0.042277126910
Long
EC
CORP
JP
N
2
N
N
N
Coca-Cola European Partners PLC
549300LTH67W4GWMRF57
Coca-Cola European Partners plc (Class A)
G25839104
228882.00000000
NS
USD
8642584.32000000
0.056690638131
Long
EC
CORP
US
N
1
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
663955003
35200.00000000
NS
15736814.24000000
0.103224916112
Long
EC
CORP
JP
N
2
N
N
N
Nippon Steel Corp
35380065QWQ4U2V3PA33
Nippon Steel Corp
J55999122
693100.00000000
NS
6549415.56000000
0.042960593005
Long
EC
CORP
JP
N
2
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
203257.00000000
NS
USD
77219366.87000000
0.506516919236
Long
EC
CORP
US
N
1
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide
F01764103
132474.00000000
NS
19153976.32000000
0.125639635106
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31403C6L0
1192047.03000000
PA
USD
1368298.81000000
0.008975293710
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.00000000
N
N
N
N
N
N
Open Text Corp
549300HP7ONDQODZJV16
Open Text Corp
683715106
91378.00000000
NS
3880334.19000000
0.025452875349
Long
EC
CORP
CA
N
2
N
N
N
Lion Corp
529900MPGS2GM7VPG855
Lion Corp
651880007
47200.00000000
NS
1135236.12000000
0.007446529613
Long
EC
CORP
JP
N
2
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
12734217.90000000
0.083529522204
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
3.49000000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos (Class A)
518439104
87022.00000000
NS
USD
16419310.96000000
0.107701722256
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
469092.00000000
NS
USD
32418948.12000000
0.212650613339
Long
EC
CORP
US
N
1
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
QZ8781945
46500000.00000000
PA
USD
46981926.47000000
0.308175806406
Long
DBT
NUSS
N/A
N
2
2021-11-04
Fixed
1.54600000
N
N
N
N
N
N
Kobe Bussan Co Ltd
353800CJIFNHN2DXRD59
Kobe Bussan Co Ltd
N/A
69400.00000000
NS
3940916.40000000
0.025850261596
Long
EC
CORP
JP
N
2
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
336760.00000000
NS
USD
32059552.00000000
0.210293170863
Long
EC
CORP
US
N
1
N
N
N
MEIJI Holdings Co Ltd
5299002D52YIP6DWMV49
MEIJI Holdings Co Ltd
N/A
88600.00000000
NS
7050440.08000000
0.046247040520
Long
EC
CORP
JP
N
2
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC
418751AB9
3975000.00000000
PA
USD
4163812.50000000
0.027312338410
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
6.00000000
N
N
N
N
N
N
Sirius XM Holdings Inc
54930055RWDMVXAGZK98
Sirius XM Holdings, Inc
82968B103
1845768.00000000
NS
USD
10834658.16000000
0.071069446624
Long
EC
CORP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AU7
16025000.00000000
PA
USD
16062397.86000000
0.105360567036
Long
DBT
CORP
NL
Y
2
2026-07-01
Variable
1.40000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAT0
16822000.00000000
PA
USD
17690688.08000000
0.116041262557
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAA0
6000000.00000000
PA
USD
6374606.40000000
0.041813940283
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Fixed
2.83500000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc (Step Bond)
25746UDB2
4850000.00000000
PA
USD
5210050.32000000
0.034175087728
Long
DBT
CORP
US
N
2
2024-08-15
Variable
3.07100000
N
N
N
N
N
N
HMS Holdings Corp
5299008569C65X81JE73
HMS Holdings Corp
40425J101
74901.00000000
NS
USD
2426043.39000000
0.015913521097
Long
EC
CORP
US
N
1
N
N
N
ASGN Inc
LZBNYYCBUKY537072438
ASGN Inc
00191U102
1000.00000000
NS
USD
66680.00000000
0.000437384422
Long
EC
CORP
US
N
1
N
N
N
GRANT CNTY WA PUBLIC UTIL DIST
549300XJXH7RNXS8PA58
Grant County Public Utility District No 2
387883UG4
1000000.00000000
PA
USD
1129130.00000000
0.007406476797
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
5.47000000
N
N
N
N
N
N
Methode Electronics Inc
529900VM413LGLUS3F07
Methode Electronics, Inc
591520200
8736.00000000
NS
USD
273087.36000000
0.001791304097
Long
EC
CORP
US
N
1
N
N
N
HSBC BANK CANADA
DMB80L5QKUQ124HSYW98
HSBC Bank Canada
40427HTH6
8400000.00000000
PA
USD
8580669.55000000
0.056284511018
Long
DBT
CORP
CA
Y
2
2022-09-10
Fixed
1.65000000
N
N
N
N
N
N
GenMark Diagnostics Inc
N/A
GenMark Diagnostics, Inc
372309104
125303.00000000
NS
USD
1843207.13000000
0.012090433201
Long
EC
CORP
US
N
1
N
N
N
Beacon Roofing Supply Inc
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc
073685109
2120.00000000
NS
USD
55904.40000000
0.000366702365
Long
EC
CORP
US
N
1
N
N
N
PENNSYLVANIA ST ECON DEV FINGA
N/A
Pennsylvania Economic Development Financing Authority
708686EL0
7250000.00000000
PA
USD
7377237.50000000
0.048390653309
Long
DBT
MUN
US
Y
2
2029-12-01
Fixed
10.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WH5T5
5600510.25000000
PA
USD
6121866.29000000
0.040156103046
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
GREENE CNTY OH
N/A
County of Greene OH
394641PX6
765000.00000000
PA
USD
766093.95000000
0.005025158365
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
3.27000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAG7
5000000.00000000
PA
USD
4992898.00000000
0.032750686978
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Variable
3.07585400
N
Y
N
N
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
Perrigo Co plc
G97822103
56789.00000000
NS
USD
3138728.03000000
0.020588343527
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8N66
2475733.30000000
PA
USD
2771809.91000000
0.018181560834
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts, Inc
91879Q109
24827.00000000
NS
USD
4522238.05000000
0.029663414477
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc
14149Y108
190434.00000000
NS
USD
9938750.46000000
0.065192780880
Long
EC
CORP
US
N
1
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353C21
11994686.06000000
PA
USD
13339005.97000000
0.087496601998
Long
DBT
USGSE
US
N
2
2029-09-15
Fixed
3.28000000
N
N
N
N
N
N
Avaya Holdings Corp
549300NZS2OZN6Q63A60
Avaya Holdings Corp
05351X101
244836.00000000
NS
USD
3026172.96000000
0.019850043673
Long
EC
CORP
US
N
1
N
N
SPS Commerce Inc
2549006XVF9GCCETDQ72
SPS Commerce, Inc
78463M107
80474.00000000
NS
USD
6045206.88000000
0.039653259138
Long
EC
CORP
US
N
1
N
N
N
Liberty Street Trust
N/A
Liberty Street Trust
902055AA0
10000000.00000000
PA
USD
10860767.00000000
0.071240706371
Long
ABS-MBS
USGSE
US
Y
2
2036-02-10
Fixed
3.59700000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ELT1
70908.06000000
PA
USD
68949.91000000
0.000452273793
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
1.18450000
N
N
N
N
N
N
HOSPITAL SPECIAL SURGERY
549300U0XV0GGBTV6I72
Hospital for Special Surgery
44107HAA0
3450000.00000000
PA
USD
3562961.21000000
0.023371081745
Long
DBT
MUN
US
Y
2
2023-01-01
Fixed
3.50000000
N
N
N
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
Central Japan Railway Co
J05523105
70800.00000000
NS
10949796.45000000
0.071824690993
Long
EC
CORP
JP
N
2
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic, Inc
172755100
29888.00000000
NS
USD
1846480.64000000
0.012111905641
Long
EC
CORP
US
N
1
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Holding S.A.
N/A
110866.00000000
NS
5820698.42000000
0.038180606122
Long
EC
CORP
ES
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418AJY5
1294724.55000000
PA
USD
1410058.25000000
0.009249212855
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38380WZL6
3953153.92000000
PA
USD
463138.47000000
0.003037935695
Long
ABS-CBDO
CORP
US
N
2
2046-06-20
Fixed
4.00000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZT8
10000000.00000000
PA
USD
8000000.00000000
0.052475635557
Long
DBT
CORP
US
N
2
2029-10-28
Fixed
3.75000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAB8
1664898.71000000
PA
USD
1719544.68000000
0.011279274994
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
3.28000000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAR1
9600000.00000000
PA
USD
9881280.00000000
0.064815806015
Long
DBT
CORP
US
N
2
N/A
Variable
5.75000000
N
N
N
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast AS
K16018192
50637.00000000
NS
7892682.56000000
0.051771691699
Long
EC
CORP
DK
N
2
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137EAER6
23000000.00000000
PA
USD
23059744.80000000
0.151259345523
Long
DBT
USGSE
US
N
2
2023-05-05
Fixed
0.37500000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YBB0
13700000.00000000
PA
USD
13749470.56000000
0.090189025777
Long
DBT
CORP
US
N
2
2050-06-24
Fixed
2.45000000
N
N
N
N
N
N
Viad Corp
549300PXU4ZW7LPO5Y40
Viad Corp
92552R406
5280.00000000
NS
USD
100425.60000000
0.000658737148
Long
EC
CORP
US
N
1
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loans LLC
61946GAA1
5725624.51000000
PA
USD
5892418.25000000
0.038651049080
Long
ABS-O
CORP
US
Y
2
2043-06-22
Fixed
3.82000000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz AG.
D03080112
118504.00000000
NS
24215375.39000000
0.158839651733
Long
EC
CORP
DE
N
2
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBD5
12350000.00000000
PA
USD
13284586.50000000
0.087139639964
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XC36
391619.88000000
PA
USD
382797.78000000
0.002510944599
Long
ABS-CBDO
USGSE
US
N
2
2030-08-25
Variable
2.38450
N
N
N
N
N
N
Otsuka Corp
529900RG9DJ58J3UIE72
Otsuka Corp
626705909
1800.00000000
NS
95068.19000000
0.000623595461
Long
EC
CORP
JP
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648HAE3
2997202.32000000
PA
USD
3043139.24000000
0.019961333213
Long
ABS-CBDO
USGSE
US
Y
2
2047-05-25
Variable
3.50000000
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J77G4
4711601.22000000
PA
USD
5204827.14000000
0.034140826517
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey plc
G86954107
1162041.00000000
NS
2051012.01000000
0.013453519845
Long
EC
CORP
GB
N
2
N
N
N
ArcBest Corp
5493006S3KBNE8ZS3J23
ArcBest Corp
03937C105
62470.00000000
NS
USD
1656079.70000000
0.010862979349
Long
EC
CORP
US
N
1
N
N
N
PUBLIC FIN AUTH WI REVENUE
5493004S6D3NA627K012
Public Finance Authority
74442PMD4
1735000.00000000
PA
USD
1721380.25000000
0.011291315331
Long
DBT
MUN
US
Y
2
2029-06-01
Variable
9.000
N
N
N
N
N
N
Kobayashi Pharmaceutical Co Ltd
529900WBSL04KD6TKP95
Kobayashi Pharmaceutical Co Ltd
614945905
23200.00000000
NS
2039845.04000000
0.013380270614
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8D28
4726920.52000000
PA
USD
5294162.66000000
0.034726818791
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.50000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46631KAA3
7334980.34000000
PA
USD
7103063.67000000
0.046592222561
Long
ABS-O
CORP
US
N
2
2037-06-25
Variable
0.34450000
N
N
N
N
N
N
Etsy Inc
54930089Q7XT501AEA40
Etsy, Inc
29786A106
255704.00000000
NS
USD
27163435.92000000
0.178177320480
Long
EC
CORP
US
N
1
N
N
N
Cinemark Holdings Inc
N/A
Cinemark Holdings, Inc
17243V102
100512.00000000
NS
USD
1160913.60000000
0.007614959873
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR31
1736909.60000000
PA
USD
1898153.80000000
0.012450853380
Long
ABS-MBS
MUN
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251PAH7
3000000.00000000
PA
USD
3144226.20000000
0.020624408522
Long
ABS-MBS
USGSE
US
N
2
2049-10-10
Fixed
3.14300000
N
N
N
N
N
N
Service Corp International/US
549300RKVM2ME20JHZ15
Service Corp International
817565104
106078.00000000
NS
USD
4125373.42000000
0.027060199016
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179E5F1
3856977.46000000
PA
USD
4008188.02000000
0.026291526723
Long
ABS-O
USGSE
US
N
2
2025-08-15
Fixed
2.58000000
N
N
N
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank
82669G104
4704.00000000
NS
USD
502951.68000000
0.003299088632
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA ST MUNI FIN AUTH RE
5493000UQOV6R4ZWS346
California Municipal Finance Authority
13048VQB7
850000.00000000
PA
USD
850357.00000000
0.005577878003
Long
DBT
MUN
US
N
2
2023-11-01
Fixed
1.60500000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc
548661107
280303.00000000
NS
USD
37874541.36000000
0.248436328666
Long
EC
CORP
US
N
1
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
Kuehne & Nagel International AG.
B142S6906
723.00000000
NS
120429.07000000
0.000789948998
Long
EC
CORP
CH
N
2
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc
78409V104
144654.00000000
NS
USD
47660599.92000000
0.312627533984
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
134151.00000000
NS
USD
9076656.66000000
0.059537915871
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748JAA3
1694591.08000000
PA
USD
1741951.00000000
0.011426248229
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
3.50000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770LAA1
5652419.98000000
PA
USD
6014406.61000000
0.039451226170
Long
ABS-O
CORP
US
Y
2
2040-09-21
Fixed
3.84000000
N
Y
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333PU97
1500000.00000000
PA
USD
1522050.00000000
0.009983817637
Long
DBT
MUN
US
N
2
2022-10-01
Fixed
2.21800000
N
N
N
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG.
510740905
32966.00000000
NS
3748700.93000000
0.024589432977
Long
EC
CORP
DE
N
2
N
N
N
BIRMINGHAM AL WTRWKS BRD WTR R
N/A
Water Works Board of the City of Birmingham
091096LZ8
3750000.00000000
PA
USD
3763800.00000000
0.024688474639
Long
DBT
MUN
US
N
2
2021-01-01
Fixed
1.98800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAQX9
897550.40000000
PA
USD
960096.29000000
0.006297707876
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
Stockland
N/A
Stockland Trust Group
685085003
603735.00000000
NS
1399941.17000000
0.009182850329
Long
EC
CORP
AU
N
2
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB (B Shares)
928856301
810661.00000000
NS
12755652.44000000
0.083670121093
Long
EC
CORP
SE
N
2
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel KGaA (Preference)
D3207M110
37753.00000000
NS
3522116.32000000
0.023103161550
Long
EC
CORP
DE
N
2
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties, Inc
222795502
35727.00000000
NS
USD
1065736.41000000
0.006990649431
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc (ADR)
046353108
12200.00000000
NS
USD
645258.00000000
0.004232540456
Long
EC
CORP
GB
N
1
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAD5
800000.00000000
PA
USD
793178.48000000
0.005202818106
Long
ABS-O
CORP
US
Y
2
2039-01-19
Variable
3.24700000
N
N
N
N
N
N
NACIONAL FINANCIERA SNC
549300T46KUP3OWN3O73
Nacional Financiera SNC
629598AS2
3000000.00000000
PA
USD
3000150.00000000
0.019679347252
Long
DBT
NUSS
MX
Y
2
2020-11-05
Fixed
3.37500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743AAA7
1501732.88000000
PA
USD
1543820.00000000
0.010126616960
Long
ABS-CBDO
CORP
US
Y
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
AID-JORDAN
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan Government AID International Bond
418097AF8
5950000.00000000
PA
USD
6598531.61000000
0.043282767498
Long
DBT
NUSS
JO
N
2
2025-06-30
Fixed
3.00000000
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
1115210.00000000
0.007315169191
Long
DBT
MUN
US
N
2
2024-11-15
Fixed
3.37500000
N
N
N
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
17055.00000000
NS
USD
4542769.80000000
0.029798091556
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418MY89
1714750.13000000
PA
USD
1969588.97000000
0.012919429123
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.50000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
063671101
182005.00000000
NS
9687449.40000000
0.063544383025
Long
EC
CORP
CA
N
2
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab, Inc
278865100
185414.00000000
NS
USD
36888115.30000000
0.241965911862
Long
EC
CORP
US
N
1
N
N
N
VERMONT ST EDUCTNL & HLTH BLDG
549300ZC1ZW1EUIIV708
Vermont Educational & Health Buildings Financing Agency
924166JF9
5000000.00000000
PA
USD
5268250.00000000
0.034556845878
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
4.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05491VAL0
5440000.00000000
PA
USD
3696868.96000000
0.024249443531
Long
ABS-MBS
USGSE
US
Y
2
2038-08-05
Variable
4.40871700
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG.
A51460110
166551.00000000
NS
5620078.32000000
0.036864647715
Long
EC
CORP
AT
N
2
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467109
965993.00000000
NS
USD
2472942.08000000
0.016221150918
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4JV9
2720528.40000000
PA
USD
3023447.19000000
0.019832164108
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
448.00000000
NS
USD
21526.40000000
0.000141201440
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138AFEM8
2137798.40000000
PA
USD
2456893.41000000
0.016115880398
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAG9
6250000.00000000
PA
USD
6405605.38000000
0.042017276681
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
3.87500000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353E37
1699582.49000000
PA
USD
1877943.64000000
0.012318285756
Long
DBT
USGSE
US
N
2
2033-07-31
Fixed
2.94000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
503442.00000000
NS
USD
35110045.08000000
0.230302741255
Long
EC
CORP
US
N
1
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167CY7
9500000.00000000
PA
USD
10232810.34000000
0.067121653266
Long
DBT
NUSS
N/A
N
2
2025-03-19
Fixed
2.12500000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust
12667FGL3
259702.44000000
PA
USD
250820.41000000
0.001645245053
Long
ABS-CBDO
USGSE
US
N
2
2034-06-25
Variable
0.68450000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp
743315103
321812.00000000
NS
USD
25780359.32000000
0.169105092528
Long
EC
CORP
US
N
1
N
N
N
MICHIGAN ST
N/A
State of Michigan
594612BS1
4405000.00000000
PA
USD
4634852.90000000
0.030402106455
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
3.59000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46639JAH3
2800000.00000000
PA
USD
2860790.80000000
0.018765226928
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
3.37150000
N
N
N
N
N
N
Autoliv Inc
A23RUXWKASG834LTMK28
Autoliv, Inc
052800109
562.00000000
NS
USD
36254.62000000
0.000237810528
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828L57
4500000.00000000
PA
USD
4659433.61000000
0.030563342503
Long
DBT
UST
US
N
2
2022-09-30
Fixed
1.75000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBN6
5525000.00000000
PA
USD
6042943.22000000
0.039638410763
Long
DBT
CORP
IT
Y
2
2049-09-23
Fixed
4.70000000
N
N
N
N
N
N
GUADALUPE-BLANCO RIVER AUTH TX
N/A
Guadalupe-Blanco River Authority Industrial Development Corp
400524GX6
605000.00000000
PA
USD
625709.15000000
0.004104310665
Long
DBT
MUN
US
N
2
2023-04-15
Fixed
3.28700000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGU3
10000000.00000000
PA
USD
10515252.20000000
0.068974317780
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
2.15000000
N
N
N
N
N
N
Hankyu Hanshin Holdings Inc
N/A
Hankyu Hanshin Holdings, Inc
640866000
18300.00000000
NS
618141.75000000
0.004054672649
Long
EC
CORP
JP
N
2
N
N
N
Mobile Mini Inc
529900IYC4GQUZJ42W95
Mobile Mini, Inc
60740F105
2100.00000000
NS
USD
61950.00000000
0.000406358202
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard, Inc
00507V109
387414.00000000
NS
USD
29404722.60000000
0.192878938355
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government International Bond
401494AS8
1925000.00000000
PA
USD
2126162.50000000
0.013946466060
Long
DBT
NUSS
GT
Y
2
2032-04-24
Fixed
5.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140GVZ73
5448589.45000000
PA
USD
6023063.44000000
0.039508010252
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
MTS SYSTEMS CORP
549300E7ZL4ZDETLML64
MTS Systems Corp
55377VAK6
3700971.95000000
PA
USD
3534428.21000000
0.023183920831
Long
LON
CORP
US
N
2
2023-07-05
Variable
4.00000000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
Q65336119
1139508.00000000
NS
14440261.62000000
0.094720238266
Long
EC
CORP
AU
N
2
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167DR1
6500000.00000000
PA
USD
6929752.31000000
0.045455394590
Long
DBT
NUSS
N/A
N
2
2026-08-14
Fixed
1.75000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAM7
4975000.00000000
PA
USD
5957507.38000000
0.039077998263
Long
DBT
CORP
US
N
2
2034-11-21
Fixed
4.20000000
N
N
N
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
B0PB4M906
1290400.00000000
NS
10594392.45000000
0.069493434645
Long
EC
CORP
HK
N
2
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc
12572Q105
167434.00000000
NS
USD
27214722.36000000
0.178513731546
Long
EC
CORP
US
N
1
N
N
N
Blackbaud Inc
54930056X3HKFMNG3754
Blackbaud, Inc
09227Q100
18326.00000000
NS
USD
1046048.08000000
0.006861504727
Long
EC
CORP
US
N
1
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc
46284V101
945.00000000
NS
USD
24664.50000000
0.000161785664
Long
EC
CORP
US
N
1
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2D1
12400000.00000000
PA
USD
13386683.75000000
0.087809342224
Long
DBT
NUSS
NL
Y
2
2024-02-27
Fixed
2.62500000
N
N
N
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64966WFA0
4065000.00000000
PA
USD
4303737.45000000
0.028230169745
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
3.11900000
N
N
N
N
N
N
Tricida Inc
549300QVPFFJC8SZXG25
Tricida, Inc
89610F101
5130.00000000
NS
USD
140972.40000000
0.000924702035
Long
EC
CORP
US
N
1
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Goldcorp Corp
651639106
477058.00000000
NS
USD
29453560.92000000
0.193199291090
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Amatil Ltd
JOR7RJTXUXBRJ4UA5G70
Coca-Cola Amatil Ltd
612345900
423452.00000000
NS
2550649.38000000
0.016730868412
Long
EC
CORP
AU
N
2
N
N
N
AngioDynamics Inc
549300W3VKC5ZKMO8C28
Angiodynamics, Inc
03475V101
83449.00000000
NS
USD
848676.33000000
0.005566853724
Long
EC
CORP
US
N
1
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
639832AG9
18250000.00000000
PA
USD
19229934.30000000
0.126137878016
Long
DBT
CORP
NL
Y
2
2025-01-15
Fixed
1.75000000
N
N
N
N
N
N
Sunrun Inc
54930007SJ77CI66U531
Sunrun, Inc
86771W105
22771.00000000
NS
USD
449044.12000000
0.002945484448
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FR0
948382.89000000
PA
USD
1051899.07000000
0.006899884030
Long
ABS-MBS
MUN
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XBU7
1567289.85000000
PA
USD
1654465.33000000
0.010852389962
Long
ABS-CBDO
USGSE
US
N
2
2028-08-25
Variable
7.13450000
N
N
N
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
107017.00000000
NS
USD
2803845.40000000
0.018391696171
Long
EC
CORP
US
N
1
N
N
N
Realogy Holdings Corp
5493004HBTOTE9DI9P12
Realogy Holdings Corp
75605Y106
19275.00000000
NS
USD
142827.75000000
0.000936872119
Long
EC
CORP
US
N
1
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAB1
3000000.00000000
PA
USD
3115200.00000000
0.020434012486
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.75000000
N
N
N
N
N
N
TEXAS ST
549300X9CH74QB747L76
State of Texas
882723TU3
2025000.00000000
PA
USD
2114444.25000000
0.013869600733
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
3.57600000
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
2290780.00000000
0.015026267052
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
4.27600000
N
N
N
N
N
N
GameStop Corp
549300505KLOET039L77
GameStop Corp (Class A)
36467W109
160086.00000000
NS
USD
694773.24000000
0.004557333417
Long
EC
CORP
US
N
1
N
N
Tactile Systems Technology Inc
54930069VDTITHOTKJ98
Tactile Systems Technology, Inc
87357P100
34744.00000000
NS
USD
1439443.92000000
0.009441966819
Long
EC
CORP
US
N
1
N
N
USAA CAPITAL CORP
N/A
USAA Capital Corp
90327QD55
2000000.00000000
PA
USD
2059134.06000000
0.013506796062
Long
DBT
CORP
US
Y
2
2030-05-01
Fixed
2.12500000
N
N
N
N
N
N
SAN JUAN CAPISTRANO CA
N/A
City of San Juan Capistrano CA
798339HB6
1000000.00000000
PA
USD
1079300.00000000
0.007079619182
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
3.70000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YAY1
18450000.00000000
PA
USD
18434709.56000000
0.120921637560
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
0.75000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc
74251VAS1
20000000.00000000
PA
USD
20028347.00000000
0.131375029750
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BGE0
1659682.67000000
PA
USD
1841786.44000000
0.012081114250
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.50000000
N
N
N
N
N
N
Quidel Corp
549300X2FQ6S98OQLQ46
Quidel Corp
74838J101
32453.00000000
NS
USD
7261034.22000000
0.047628423187
Long
EC
CORP
US
N
1
N
N
N
FEDERAL REALTY INVS TRST
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747AT4
3500000.00000000
PA
USD
3560630.78000000
0.023355795395
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.75000000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG.
H69293217
155872.00000000
NS
54001782.26000000
0.354222230669
Long
EC
CORP
CH
N
2
N
N
N
EAST OHIO GAS CO/THE
BC95Y6MXLT75BGO7UM71
East Ohio Gas Co
27409LAC7
3100000.00000000
PA
USD
3093462.13000000
0.020291423918
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
2.00000000
N
N
N
N
N
N
UNIV OF NEW MEXICO NM
549300WZXG6PIBC7KB43
University of New Mexico
914692X60
18000000.00000000
PA
USD
19156140.00000000
0.125653827667
Long
DBT
MUN
US
N
2
2032-06-20
Fixed
3.53200000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YBL2
12674000.00000000
PA
USD
13100962.22000000
0.085935164864
Long
DBT
CORP
US
Y
2
2022-11-21
Fixed
2.30000000
N
N
N
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J. Gallagher & Co
363576109
114.00000000
NS
USD
11113.86000000
0.000072900858
Long
EC
CORP
US
N
1
N
N
N
Tenneco Inc
549300U0EXXFAQFAD785
Tenneco, Inc
880349105
97152.00000000
NS
USD
734469.12000000
0.004817716733
Long
EC
CORP
US
N
1
N
N
Brookfield Asset Management Inc
C6J3FGIWG6MBDGTE8F80
Brookfield Asset Management, Inc
112585104
468145.00000000
NS
15407129.20000000
0.101062362111
Long
EC
CORP
CA
N
2
N
N
N
Commerce Bancshares Inc/MO
N/A
Commerce Bancshares, Inc
200525103
712.00000000
NS
USD
42342.64000000
0.000277744618
Long
EC
CORP
US
N
1
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
3550000.00000000
PA
USD
3619573.36000000
0.023742426564
Long
DBT
CORP
US
N
2
2050-06-01
Variable
4.75000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B3KK5
4043458.54000000
PA
USD
445240.18000000
0.002920532677
Long
ABS-CBDO
USGSE
US
N
2
2048-11-25
Fixed
3.00000000
N
N
N
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
1077564.90000000
0.007068237872
Long
DBT
MUN
US
N
2
2021-01-01
Fixed
3.62100000
N
N
N
N
N
N
Envista Holdings Corp
549300BX623VURJZ5269
Envista Holdings Corp
29415F104
183822.00000000
NS
USD
3876805.98000000
0.025429732216
Long
EC
CORP
US
N
1
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BT9
5275000.00000000
PA
USD
6028822.77000000
0.039545788315
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
3.75000000
N
N
N
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings plc
B02L3W908
48830.00000000
NS
2514755.32000000
0.016495422961
Long
EC
CORP
GB
N
2
N
N
N
World Wrestling Entertainment Inc
549300WZVLSCS3L4L698
World Wrestling Entertainment, Inc (Class A)
98156Q108
51055.00000000
NS
USD
2218339.75000000
0.014551098533
Long
EC
CORP
US
N
1
N
N
DELTA AIR LINES 2020-A
N/A
Delta Air Lines, Inc
247361ZW1
13800000.00000000
PA
USD
12375491.41000000
0.081176472135
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.50000000
N
N
N
N
N
N
PATTERN ENERGY GROUP INC
549300YTEUCT3H1Y2T51
Pattern Energy Group, Inc
70338PAC4
18900000.00000000
PA
USD
18994500.00000000
0.124593557450
Long
DBT
CORP
US
Y
2
2024-02-01
Fixed
5.87500000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368CA9
7125000.00000000
PA
USD
7734008.66000000
0.050730877480
Long
DBT
CORP
US
N
2
2050-02-07
Fixed
2.87500000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
132375.00000000
NS
USD
20802731.25000000
0.136454567960
Long
EC
CORP
US
N
1
N
N
N
PENTA AIRCRAFT LEASING 2
549300GE30W07HVKDT53
Penta Aircraft Leasing LLC
709604AA0
3267896.78000000
PA
USD
3323272.11000000
0.021798852013
Long
DBT
CORP
US
N
2
2025-04-29
Fixed
1.69100000
N
N
N
N
N
N
BAY AREA CA WTR SPLY & CONSV A
N/A
Bay Area Water Supply & Conservation Agency
072031AH0
3790000.00000000
PA
USD
3847570.10000000
0.025237960793
Long
DBT
MUN
US
N
2
2021-10-01
Fixed
2.53500000
N
N
N
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas & Electric Co
678858BV2
5425000.00000000
PA
USD
5979675.98000000
0.039223412185
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.25000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank
891160509
475503.00000000
NS
21221808.17000000
0.139203483926
Long
EC
CORP
CA
N
2
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad Holdings NV
522865906
37666.00000000
NS
1684235.73000000
0.011047667545
Long
EC
CORP
NL
N
2
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
689544005
181100.00000000
NS
4336366.75000000
0.028444200152
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
J77153120
1354900.00000000
NS
4076622.59000000
0.026740420167
Long
EC
CORP
JP
N
2
N
N
N
frontdoor Inc
5493008RB0JZJI3QGZ06
frontdoor, Inc
35905A109
17931.00000000
NS
USD
794881.23000000
0.005213987217
Long
EC
CORP
US
N
1
N
N
N
Limelight Networks Inc
529900BNCMDQGEKW5M59
Limelight Networks, Inc
53261M104
290489.00000000
NS
USD
2137999.04000000
0.014024107305
Long
EC
CORP
US
N
1
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp
231561101
98635.00000000
NS
USD
8806132.80000000
0.057763426935
Long
EC
CORP
US
N
1
N
N
N
Ellington Loan Acquisition Tru
N/A
Ellington Loan Acquisition Trust
288547AD4
301313.62000000
PA
USD
299050.51000000
0.001961608197
Long
ABS-O
CORP
US
Y
2
2037-05-25
Variable
1.28450000
N
N
N
N
N
N
CENTURY HOUSING CORP
549300VS3H1EH9Z2PW94
Century Housing Corp
156549AB3
11500000.00000000
PA
USD
11853736.44000000
0.077754044178
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
3.99500000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner, Inc
099724106
14525.00000000
NS
USD
512732.50000000
0.003363245476
Long
EC
CORP
US
N
1
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television, Inc
389375106
93869.00000000
NS
USD
1309472.55000000
0.008589425538
Long
EC
CORP
US
N
1
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798101
21267.00000000
NS
USD
584629.83000000
0.003834852736
Long
EC
CORP
US
N
1
N
N
Pinnacle Financial Partners Inc
54930098EZ8JMSAZGS24
Pinnacle Financial Partners, Inc
72346Q104
57846.00000000
NS
USD
2428953.54000000
0.015932610094
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJMC1
293644.04000000
PA
USD
337045.68000000
0.002210835783
Long
ABS-MBS
MUN
US
N
2
2039-07-01
Fixed
5.00000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
12595BAX9
6650000.00000000
PA
USD
6761622.91000000
0.044352557450
Long
ABS-MBS
USGSE
US
Y
2
2037-06-15
Variable
3.79951500
N
N
N
N
N
N
CONTINENTAL WIND
N/A
Continental Wind LLC
212168AA6
6717256.04000000
PA
USD
7197431.30000000
0.047211222731
Long
DBT
CORP
US
Y
2
2033-02-28
Fixed
6.00000000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance S.A.
456873AD0
8975000.00000000
PA
USD
10154340.40000000
0.066606933270
Long
DBT
CORP
LU
N
2
2029-03-21
Fixed
3.80000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV
62947QAU2
2650000.00000000
PA
USD
2729058.75000000
0.017901136547
Long
DBT
CORP
NL
Y
2
2021-06-01
Fixed
4.12500000
N
N
N
N
N
N
Keppel Corp Ltd
254900SQ7IPDOY6IDW33
Keppel Corp Ltd
Y4722Z120
1335270.00000000
NS
5750902.30000000
0.037722781653
Long
EC
CORP
SG
N
2
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187XAA3
1030859.29000000
PA
USD
1028600.47000000
0.006747057924
Long
ABS-O
CORP
US
Y
2
2038-01-17
Variable
1.29388000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon plc
N/A
80168.00000000
NS
USD
15440356.80000000
0.101280317040
Long
EC
CORP
US
N
1
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353UZ8
3120750.00000000
PA
USD
3408194.36000000
0.022355895643
Long
DBT
USGSE
US
N
2
2030-05-15
Fixed
2.93000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZQ8
7445209.78000000
PA
USD
8232083.35000000
0.053997975719
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9RK9
2135610.14000000
PA
USD
2359078.36000000
0.015474267034
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric & Gas Co
74456QCA2
3450000.00000000
PA
USD
3842010.98000000
0.025201495999
Long
DBT
CORP
US
N
2
2049-08-01
Fixed
3.20000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613DAE3
1000000.00000000
PA
USD
1002628.80000000
0.006576697938
Long
ABS-O
CORP
US
Y
2
2034-09-17
Fixed
4.01100000
N
N
N
N
N
N
Mitsui Chemicals Inc
353800H2UB5ZEZRZQC02
Mitsui Chemicals, Inc
J4466L102
141592.00000000
NS
2961550.94000000
0.019426158476
Long
EC
CORP
JP
N
2
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAK8
4500000.00000000
PA
USD
4789030.05000000
0.031413424447
Long
DBT
CORP
NO
N
2
2024-01-15
Fixed
2.65000000
N
N
N
N
N
APA Group
549300T9RBSX164T8H40
APA Group
624730909
500415.00000000
NS
3869369.85000000
0.025380955260
Long
EC
CORP
AU
N
2
N
N
N
Brookfield Property Partners LP
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
EP0585729
695000.00000000
NS
USD
11509200.00000000
0.075494073095
Long
EP
CORP
BM
N
1
N
N
N
American Public Education Inc
N/A
American Public Education, Inc
02913V103
33403.00000000
NS
USD
988728.80000000
0.006485521521
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
2018493.68000000
0.013240217340
Long
DBT
CORP
US
N
2
2030-04-01
Variable
7.62000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N4578E595
1838364.00000000
NS
12815052.04000000
0.084059750063
Long
EC
CORP
NL
N
2
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBE4
2000000.00000000
PA
USD
1926043.00000000
0.012633791317
Long
ABS-MBS
USGSE
US
N
2
2048-04-10
Variable
4.29621000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353TW7
5157450.00000000
PA
USD
5671720.07000000
0.037203389422
Long
DBT
USGSE
US
N
2
2030-05-15
Fixed
3.04000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix, Inc
29444U700
47568.00000000
NS
USD
33407006.40000000
0.219131736616
Long
EC
CORP
US
N
1
N
N
N
VF CORP
CWAJJ9DJ5Z7P057HV541
VF Corp
918204BA5
8225000.00000000
PA
USD
8662588.26000000
0.056821853065
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
2.40000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384F95
14400000.00000000
PA
USD
14395743.94000000
0.094428226572
Long
STIV
USGSE
US
N
2
N
N
N
GPT Group/The
N/A
GPT Group
636586000
683337.00000000
NS
1985171.40000000
0.013021641363
Long
EC
CORP
AU
N
2
N
N
N
Zumiez Inc
549300J0PDF58P6HZD25
Zumiez, Inc
989817101
18108.00000000
NS
USD
495797.04000000
0.003252158097
Long
EC
CORP
US
N
1
N
N
N
Lundin Energy AB
549300IULC8F8IGXKI15
Lundin Petroleum AB
718762909
7464.00000000
NS
182163.58000000
0.001194893704
Long
EC
CORP
SE
N
2
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796UB3
13320000.00000000
PA
USD
13319964.84000000
0.087371702573
Long
STIV
UST
US
N
2
N
N
N
FIBRIA OVERSEAS FINANCE
549300WABWKSHESAMG92
Fibria Overseas Finance Ltd
31572UAF3
10500000.00000000
PA
USD
11313855.00000000
0.074212716466
Long
DBT
CORP
KY
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
Eurazeo SE
969500C656AA39O94N60
Eurazeo
704239904
42522.00000000
NS
2185030.18000000
0.014332605926
Long
EC
CORP
FR
N
2
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353L47
1062239.25000000
PA
USD
1164112.66000000
0.007635943961
Long
DBT
USGSE
US
N
2
2033-07-31
Fixed
2.81000000
N
N
N
N
N
N
Marui Group Co Ltd
52990081ZYFHQZEEMU57
Marui Co Ltd
J40089104
2400.00000000
NS
43414.33000000
0.000284774319
Long
EC
CORP
JP
N
2
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770QAA0
1441730.99000000
PA
USD
1452960.49000000
0.009530628144
Long
ABS-O
CORP
US
Y
2
2040-09-21
Fixed
3.99000000
N
Y
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MR9
15000000.00000000
PA
USD
15292021.05000000
0.100307315445
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.67800000
N
N
N
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources, Inc
354613101
115174.00000000
NS
USD
2415198.78000000
0.015842386372
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC RR 2014-1
N/A
Union Pacific Railroad Co
907825AA1
4428302.19000000
PA
USD
4873155.26000000
0.031965239930
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.22700000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531GAB7
7000000.00000000
PA
USD
7938974.19000000
0.052075339537
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
3.87500000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGX7
7525000.00000000
PA
USD
8184942.50000000
0.053688757461
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.00000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd
63254ABA5
11125000.00000000
PA
USD
12069574.69000000
0.079169825346
Long
DBT
CORP
AU
N
2
2023-06-20
Fixed
3.62500000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A.
T55067101
6276885.00000000
NS
12062226.09000000
0.079121622539
Long
EC
CORP
IT
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137F5RP6
7361215.12000000
PA
USD
9265711.64000000
0.060778013400
Long
ABS-CBDO
USGSE
US
N
2
2048-06-15
Variable
9.62440000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendys Funding LLC
95058XAD0
1462500.00000000
PA
USD
1515808.13000000
0.009942874375
Long
ABS-O
CORP
US
Y
2
2048-03-15
Fixed
3.57300000
N
N
N
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
346753.00000000
NS
USD
56929907.54000000
0.373429135052
Long
EC
CORP
US
N
1
N
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi S.A.
N/A
67417.00000000
NS
5299879.46000000
0.034764317880
Long
EC
CORP
FR
Y
2
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAM6
10435000.00000000
PA
USD
10336394.88000000
0.067801111338
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.93000000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ELZ7
14180.85000000
PA
USD
13414.61000000
0.000087992523
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
1.08450000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TXL5
344047.04000000
PA
USD
395339.34000000
0.002593210390
Long
ABS-MBS
USGSE
US
N
2
2044-08-20
Fixed
4.50000000
N
N
N
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH plc
G25508105
330987.00000000
NS
11392655.86000000
0.074729607118
Long
EC
CORP
IE
N
2
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics, Inc
92345Y106
19637.00000000
NS
USD
3342217.40000000
0.021923122779
Long
EC
CORP
US
N
1
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
18000000.00000000
PA
USD
18810000.00000000
0.123383338105
Long
DBT
CORP
US
Y
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial, Inc
02005N100
119166.00000000
NS
USD
2363061.78000000
0.015500396096
Long
EC
CORP
US
N
1
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France S.A.
268317AS3
22500000.00000000
PA
USD
25253501.63000000
0.165649193512
Long
DBT
CORP
FR
Y
2
2025-10-13
Fixed
3.62500000
N
N
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group, Inc
74144T108
33024.00000000
NS
USD
4078464.00000000
0.026752498812
Long
EC
CORP
US
N
1
N
N
N
City Developments Ltd
254900BPLPJS0RJ72373
City Developments Ltd
619792005
66500.00000000
NS
406386.39000000
0.002665673012
Long
EC
CORP
SG
N
2
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA S.A.
F06106102
574060.00000000
NS
12079896.68000000
0.079237531969
Long
EC
CORP
FR
N
2
N
N
LHC Group Inc
5299009NPLWAMRQYZX73
LHC Group, Inc
50187A107
3910.00000000
NS
USD
681591.20000000
0.004470866426
Long
EC
CORP
US
N
1
N
N
N
Computer Programs and Systems Inc
5493005Q6CJC78TGL805
Computer Programs & Systems, Inc
205306103
22324.00000000
NS
USD
508763.96000000
0.003337214018
Long
EC
CORP
US
N
1
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
277899.00000000
NS
USD
11507797.59000000
0.075484874050
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson plc
G96629103
15095.00000000
NS
USD
2972960.25000000
0.019500997325
Long
EC
CORP
US
N
1
N
N
N
CGI Inc
549300WSRCZY73ZG3090
CGI, Inc
12532H104
118984.00000000
NS
7496097.17000000
0.049170307900
Long
EC
CORP
CA
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828ZW3
1035000.00000000
PA
USD
1032978.52000000
0.006775775544
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHEZ1
7528722.78000000
PA
USD
8229549.45000000
0.053981354718
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
Franklin Street Properties Corp
549300STLK2T6QY5WO82
Franklin Street Properties Corp
35471R106
31038.00000000
NS
USD
157983.42000000
0.001036285046
Long
EC
CORP
US
N
1
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust
55282MAE4
4000000.00000000
PA
USD
4100272.40000000
0.026895550018
Long
ABS-MBS
USGSE
US
Y
2
2034-08-15
Variable
3.47809700
N
N
N
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group, Inc
08579W103
6891.00000000
NS
USD
305409.12000000
0.002003317209
Long
EC
CORP
US
N
1
N
N
N
KOREA ELECTRIC POWER CO
988400QG33WS7JEIV602
Korea Electric Power Corp
500631AU0
10100000.00000000
PA
USD
10115943.25000000
0.066355068914
Long
DBT
NUSS
KR
Y
2
2025-06-15
Fixed
1.12500000
N
N
N
N
N
N
Providence Service Corp/The
549300EFZIFW7F7I0Q28
Providence Service Corp
743815102
3807.00000000
NS
USD
300410.37000000
0.001970528136
Long
EC
CORP
US
N
1
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG.
H50524133
30346.00000000
NS
16074192.90000000
0.105437936063
Long
EC
CORP
CH
N
2
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust
45254NMB0
245539.42000000
PA
USD
231848.04000000
0.001520796656
Long
ABS-CBDO
USGSE
US
N
2
2035-03-25
Variable
0.84450000
N
N
N
N
N
N
Five Below Inc
529900AAXP5Z6BGI7418
Five Below, Inc
33829M101
7052.00000000
NS
USD
753929.32000000
0.004945365029
Long
EC
CORP
US
N
1
N
N
N
Fujitsu Ltd
3538000246DHJLRTUZ24
Fujitsu Ltd
J15708159
108200.00000000
NS
12668416.13000000
0.083097898491
Long
EC
CORP
JP
N
2
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-Kymmene Oyj
X9518S108
145823.00000000
NS
4223718.09000000
0.027705286398
Long
EC
CORP
FI
N
2
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS S.A.
X40338109
1474.00000000
NS
25794.90000000
0.000169200471
Long
EC
CORP
PT
N
2
N
N
Chefs' Warehouse Inc/The
549300JYEDC8C547E980
Chefs' Warehouse Holdings, Inc
163086101
46387.00000000
NS
USD
629935.46000000
0.004132032953
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co
189054109
74036.00000000
NS
USD
16241277.32000000
0.106533918705
Long
EC
CORP
US
N
1
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
Aegon NV
N00927298
2021547.00000000
NS
5975621.04000000
0.039196813990
Long
EC
CORP
NL
N
2
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc
98389B100
245026.00000000
NS
USD
15314125.00000000
0.100452305298
Long
EC
CORP
US
N
1
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG.
D1882G119
47319.00000000
NS
8563636.35000000
0.056172782519
Long
EC
CORP
DE
N
2
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
12050.00000000
NS
USD
98689.50000000
0.000647349279
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAPZ5
462470.27000000
PA
USD
506452.66000000
0.003322053151
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fraport AG Frankfurt Airport Services Worldwide
5299001ERX0K10IZUL40
Fraport AG. Frankfurt Airport Services Worldwide
710755901
18939.00000000
NS
829620.83000000
0.005441860040
Long
EC
CORP
DE
N
2
N
N
Schlumberger Ltd
213800ZUA17OK3QLGM62
Schlumberger Ltd
806857108
659816.00000000
NS
USD
12134016.24000000
0.079592526758
Long
EC
CORP
US
N
1
N
N
N
Chase Funding Loan Acquisition
N/A
Chase Funding Loan Acquisition Trust
161542DZ5
4001302.16000000
PA
USD
3752222.30000000
0.024612531243
Long
ABS-O
CORP
US
N
2
2034-06-25
Variable
1.02325000
N
N
N
N
N
N
GN Store Nord A/S
5493008U3H3W0NKPFL10
GN Store Nord
450109905
81349.00000000
NS
4354641.45000000
0.028564072214
Long
EC
CORP
DK
N
2
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
684110000
31000.00000000
NS
750435.07000000
0.004922444655
Long
EC
CORP
JP
N
2
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering
F5433L103
25673.00000000
NS
14035914.33000000
0.092067940638
Long
EC
CORP
FR
N
2
N
N
N
TTEC Holdings Inc
GTJS1N8S8I28A7L4WG97
TTEC Holdings, Inc
89854H102
36680.00000000
NS
USD
1707820.80000000
0.011202372737
Long
EC
CORP
US
N
1
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance S.A.
456873AE8
3175000.00000000
PA
USD
3470588.88000000
0.022765169654
Long
DBT
CORP
LU
N
2
2026-03-21
Fixed
3.50000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613FAA6
1097109.78000000
PA
USD
1140303.43000000
0.007479768402
Long
ABS-O
CORP
US
Y
2
2036-01-17
Fixed
2.92800000
N
N
N
N
N
N
OHIO ST WTR DEV AUTH WTR POLL
N/A
Ohio State Water Development Authority
67766WQG0
11245000.00000000
PA
USD
13305308.90000000
0.087275567602
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
4.87900000
N
N
N
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAH7
3000000.00000000
PA
USD
2968449.42000000
0.019471408742
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.60000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46645GAN8
1528365.34000000
PA
USD
1579659.57000000
0.010361704987
Long
ABS-CBDO
USGSE
US
Y
2
2045-10-25
Variable
3.50000000
N
N
N
N
N
N
Revance Therapeutics Inc
549300N33TFDZHS81H11
Revance Therapeutics, Inc
761330109
97664.00000000
NS
USD
2384954.88000000
0.015644002888
Long
EC
CORP
US
N
1
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343V104
1405357.00000000
NS
USD
77477331.41000000
0.508209025884
Long
EC
CORP
US
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG.
D12096109
187442.00000000
NS
11966415.04000000
0.078493154321
Long
EC
CORP
DE
N
2
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG Chem Ltd
501955AB4
3250000.00000000
PA
USD
3535443.44000000
0.023190580186
Long
DBT
CORP
KR
Y
2
2029-04-15
Fixed
3.62500000
N
N
N
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma, Inc
969904101
1397.00000000
NS
USD
114567.97000000
0.000751503380
Long
EC
CORP
US
N
1
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BU2
7500000.00000000
PA
USD
7519061.78000000
0.049320943213
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
1.34763000
N
N
N
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc
773903109
51010.00000000
NS
USD
10865130.00000000
0.071269325271
Long
EC
CORP
US
N
1
N
N
N
Cerus Corp
254900BIEY9XIDA04Q21
Cerus Corp
157085101
311258.00000000
NS
USD
2054302.80000000
0.013475105632
Long
EC
CORP
US
N
1
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas, Inc
92276F100
50025.00000000
NS
USD
1831915.50000000
0.012016366268
Long
EC
CORP
US
N
1
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
3610072.40000000
0.023680105450
Long
DBT
MUN
US
N
2
2036-06-01
Fixed
4.32600000
N
N
N
N
N
N
WISCONSIN ST GEN FUND ANNUAL A
549300VTAT608CNZ5827
State of Wisconsin
977100AC0
3000.00000000
PA
USD
3447.84000000
0.000022615949
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
5.70000000
N
N
N
N
N
N
Great Western Bancorp Inc
5493004X4OTHDTFBHI90
Great Western Bancorp, Inc
391416104
77515.00000000
NS
USD
1066606.40000000
0.006996356091
Long
EC
CORP
US
N
1
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FZ5
2050000.00000000
PA
USD
2242094.88000000
0.014706919226
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.85000000
N
N
N
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
201.00000000
NS
USD
54645.87000000
0.000358447094
Long
EC
CORP
US
N
1
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JA5
11600000.00000000
PA
USD
12403369.14000000
0.081359334835
Long
DBT
NUSS
N/A
N
2
2029-10-09
Fixed
1.62500000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HAD0
5325000.00000000
PA
USD
5729966.62000000
0.037585455013
Long
DBT
CORP
N/A
Y
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
Chr Hansen Holding A/S
549300MKPW8ZF3E8MW37
Christian Hansen Holding
K1830B107
4061.00000000
NS
418873.66000000
0.002747582690
Long
EC
CORP
DK
N
2
N
N
N
HENRY CNTY AL WTR AUTH WTR REV
N/A
Henry County Water Authority
42633QEX3
640000.00000000
PA
USD
567200.00000000
0.003720522561
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B3KJ8
4043458.54000000
PA
USD
3759066.33000000
0.024657424346
Long
ABS-CBDO
USGSE
US
N
2
2048-11-25
Fixed
0.00000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
233050AG8
1500000.00000000
PA
USD
1508880.00000000
0.009897429622
Long
ABS-MBS
USGSE
US
Y
2
2046-11-10
Variable
5.87613800
N
N
N
N
N
N
Benchmark Electronics Inc
549300W18RHYZOZKOP53
Benchmark Electronics, Inc
08160H101
9130.00000000
NS
USD
197208.00000000
0.001293576892
Long
EC
CORP
US
N
1
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding, Inc
15677J108
59823.00000000
NS
USD
4742169.21000000
0.031106042902
Long
EC
CORP
US
N
1
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher plc
G5256E441
579682.00000000
NS
1594813.08000000
0.010461103746
Long
EC
CORP
GB
N
2
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands, Inc
988498101
207292.00000000
NS
USD
18015747.72000000
0.118173476457
Long
EC
CORP
US
N
1
N
N
N
NBM US HOLDINGS INC
5493008K1QMSP0J8UC24
NBM US Holdings, Inc
62877VAB7
10000000.00000000
PA
USD
10147000.00000000
0.066558784250
Long
DBT
CORP
US
Y
2
2029-08-06
Fixed
6.62500000
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp
064058AH3
3300000.00000000
PA
USD
3432000.00000000
0.022512047654
Long
DBT
CORP
US
N
2
N/A
Variable
4.70000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management, Inc
94106L109
193688.00000000
NS
USD
20513496.08000000
0.134557343039
Long
EC
CORP
US
N
1
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust
05490VAA5
12500000.00000000
PA
USD
12896556.25000000
0.084594373216
Long
ABS-MBS
USGSE
US
Y
2
2032-09-15
Fixed
3.59300000
N
N
N
N
N
N
2020-06-30
COLLEGE RETIREMENT EQUITIES FUND
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer