0001752724-21-036325.txt : 20210224
0001752724-21-036325.hdr.sgml : 20210224
20210224123420
ACCESSION NUMBER: 0001752724-21-036325
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210224
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: 21670525
BUSINESS ADDRESS:
STREET 1: 730 THIRD AVE
CITY: NEW YORK
STATE: NY
ZIP: 10017
BUSINESS PHONE: 2129164905
MAIL ADDRESS:
STREET 1: 730 THIRD AVE
CITY: NEW YORK
STATE: NY
ZIP: 10017
0000777535
S000005086
Social Choice Account
C000154491
Class R1
QCSCRX
C000154492
Class R2
QCSCPX
C000154493
Class R3
QCSCIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000777535
XXXXXXXX
S000005086
C000154492
C000154493
C000154491
College Retirement Equities Fund
811-04415
0000777535
549300W86TWR1A52Z652
730 Third Avenue
New York
10017
212-490-9000
College Retirement Equities Fund - Social Choice Account
S000005086
TKKJXN8KY1SLC3QQHZ77
2020-12-31
2020-12-31
N
18596542242.00
1203463178.00
17393079064.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1058506657.00000000
0.00000000
0.00000000
30984083.00000000
USD
UST
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AE1
1458750.00000000
PA
USD
1497508.99000000
0.008609798095
Long
ABS-O
CORP
US
Y
2
2047-11-20
Fixed
3.62900000
N
N
N
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's, Inc
55616P104
491707.00000000
NS
USD
5531703.75000000
0.031804051080
Long
EC
CORP
US
N
1
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CH4
5000000.00000000
PA
USD
7314095.30000000
0.042051756753
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.00000000
N
N
N
N
N
N
CENTURY HOUSING CORP
549300VS3H1EH9Z2PW94
Century Housing Corp
156549AB3
11500000.00000000
PA
USD
11592615.37000000
0.066650736924
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
3.99500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSC0
6904825.75000000
PA
USD
7673948.63000000
0.044120702273
Long
ABS-MBS
MUN
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson plc
G96629103
15095.00000000
NS
USD
3180214.60000000
0.018284368100
Long
EC
CORP
US
N
1
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690355AX0
5400000.00000000
PA
USD
5999487.91000000
0.034493535548
Long
DBT
USGSE
US
N
2
2038-07-15
Fixed
2.45000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063BN81
10050000.00000000
PA
USD
10738224.00000000
0.061738487823
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
4.98800000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
250270.00000000
NS
USD
43744693.30000000
0.251506321215
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AM2
25000000.00000000
PA
USD
28669606.50000000
0.164833416754
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.15000000
N
N
N
N
N
N
LOW INCOME INVESTMENT
N/A
Low Income Investment Fund
54750AAB2
5145000.00000000
PA
USD
5594573.24000000
0.032165513762
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.71100000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd (Toronto)
67077M108
281776.00000000
NS
13556416.25000000
0.077941439811
Long
EC
CORP
CA
N
2
N
N
N
Nissin Foods Holdings Co Ltd
529900YMZMNSHC1W6V41
Nissin Food Products Co Ltd
664176005
29600.00000000
NS
2537176.55000000
0.014587276586
Long
EC
CORP
JP
N
2
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
56410.00000000
NS
USD
15366648.10000000
0.088349210875
Long
EC
CORP
US
N
1
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AX4
20175000.00000000
PA
USD
20630592.25000000
0.118613801352
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187109
84233.00000000
NS
USD
4237762.23000000
0.024364646503
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard, Inc
00507V109
523493.00000000
NS
USD
48606325.05000000
0.279457851431
Long
EC
CORP
US
N
1
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria De Diseno Textil S.A.
E6282J125
318925.00000000
NS
10122618.68000000
0.058199118412
Long
EC
CORP
ES
N
2
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613FAA6
1092902.91000000
PA
USD
1126674.48000000
0.006477717233
Long
ABS-O
CORP
US
Y
2
2036-01-17
Fixed
2.92800000
N
N
N
N
N
N
TRANSMANTARO
549300NL65DC6HVEJX96
Consorcio Transmantaro SA
210314AB6
7525000.00000000
PA
USD
8888906.25000000
0.051105995765
Long
DBT
CORP
PE
Y
2
2034-04-16
Fixed
4.70000000
N
N
N
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol YPF S.A.
E8471S130
1044025.00000000
NS
10517630.54000000
0.060470204851
Long
EC
CORP
ES
N
2
N
N
N
First Eagle Private Credit LLC
KWQVVPX9OGSKS3U0N171
NewStar Financial, Inc
652CVR994
12048.00000000
NS
USD
2908.99000000
0.000016724985
Long
EC
CORP
US
N
3
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAL4
10500000.00000000
PA
USD
11571945.00000000
0.066531894424
Long
DBT
NUSS
ID
Y
2
2024-08-20
Fixed
3.90000000
N
N
N
N
N
KOOKMIN BANK
549300XXMOJSIW8P4769
Kookmin Bank
50050GAN8
9570000.00000000
PA
USD
9749664.98000000
0.056054853451
Long
DBT
CORP
KR
Y
2
2030-11-04
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HC6G3
438865.67000000
PA
USD
490596.49000000
0.002820641981
Long
ABS-MBS
MUN
US
N
2
2044-10-01
Fixed
4.50000000
N
N
N
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-Kymmene Oyj
X9518S108
24373.00000000
NS
908909.34000000
0.005225695442
Long
EC
CORP
FI
N
2
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts, Inc
700517105
478042.00000000
NS
USD
8198420.30000000
0.047136106665
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140GSPD8
5912084.72000000
PA
USD
6358598.47000000
0.036558210576
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAA4
5750000.00000000
PA
USD
5728654.85000000
0.032936404353
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
1.65900000
N
N
N
N
N
N
Magellan Health Inc
N/A
Magellan Health Services, Inc
559079207
1600.00000000
NS
USD
132544.00000000
0.000762050235
Long
EC
CORP
US
N
1
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco plc
G87621101
4786458.00000000
NS
15104944.04000000
0.086844566073
Long
EC
CORP
GB
N
2
N
N
N
Banner Corp
N/A
Banner Corp
06652V208
2405.00000000
NS
USD
112048.95000000
0.000644215722
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos, Inc
89417E109
150972.00000000
NS
USD
21191939.64000000
0.121841219498
Long
EC
CORP
US
N
1
N
N
N
CyrusOne Inc
5493006S177ZK2ZNBU43
CyrusOne, Inc
23283R100
36196.00000000
NS
USD
2647737.40000000
0.015222936607
Long
EC
CORP
US
N
1
N
N
N
Daifuku Co Ltd
N/A
Daifuku Co Ltd
625002001
39500.00000000
NS
4887946.96000000
0.028102827233
Long
EC
CORP
JP
N
2
N
N
N
Fresh Del Monte Produce Inc
529900I72V9F0FEZR228
Fresh Del Monte Produce, Inc
G36738105
64024.00000000
NS
USD
1541057.68000000
0.008860177512
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AGEJ7
2946243.12000000
PA
USD
668256.26000000
0.003842081425
Long
ABS-CBDO
USGSE
US
N
2
2043-09-25
Variable
5.80200000
N
N
N
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings, Inc
651312902
130200.00000000
NS
6708106.35000000
0.038567675828
Long
EC
CORP
JP
N
2
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BK2
6125000.00000000
PA
USD
6148657.94000000
0.035351175702
Long
DBT
CORP
US
N
2
2030-09-14
Fixed
1.37500000
N
N
N
N
N
N
Fisher & Paykel Healthcare Corp Ltd
N/A
Fisher & Paykel Healthcare Corp
634025001
355621.00000000
NS
8445544.20000000
0.048556924101
Long
EC
CORP
NZ
N
2
N
N
N
Hill-Rom Holdings Inc
JLZ01A0E2071OH26RE45
Hill-Rom Holdings, Inc
431475102
28109.00000000
NS
USD
2753838.73000000
0.015832957004
Long
EC
CORP
US
N
1
N
N
N
LeMaitre Vascular Inc
549300FZUBUB7MHY8R17
LeMaitre Vascular, Inc
525558201
27738.00000000
NS
USD
1123389.00000000
0.006458827651
Long
EC
CORP
US
N
1
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BL6
10000000.00000000
PA
USD
11540100.00000000
0.066348804357
Long
DBT
CORP
CL
Y
2
2050-01-29
Fixed
5.15000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
113341.00000000
NS
USD
5983271.39000000
0.034400300073
Long
EC
CORP
US
N
1
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
N4297B146
75553.00000000
NS
229627.63000000
0.001320224148
Long
EC
CORP
NL
N
2
N
N
N
FEDERAL REALTY INVS TRST
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747AT4
3500000.00000000
PA
USD
3654196.60000000
0.021009486512
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TVJ2
13046.81000000
PA
USD
14865.62000000
0.000085468593
Long
ABS-MBS
USGSE
US
N
2
2044-02-20
Fixed
4.50000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
27645.00000000
NS
USD
3669597.30000000
0.021098031501
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
J43830116
618000.00000000
NS
15234826.00000000
0.087591311141
Long
EC
CORP
JP
N
2
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc
12572Q105
149577.00000000
NS
USD
27230492.85000000
0.156559357603
Long
EC
CORP
US
N
1
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand S.A.
F56196185
14151.00000000
NS
1265899.76000000
0.007278180909
Long
EC
CORP
FR
N
2
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785HM1
3750000.00000000
PA
USD
4140073.69000000
0.023802994712
Long
DBT
NUSS
N/A
N
2
2027-05-24
Fixed
2.37500000
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649YAN5
916771.63000000
PA
USD
941221.10000000
0.005411469105
Long
ABS-CBDO
USGSE
US
Y
2
2049-02-25
Variable
4.00000000
N
N
N
N
N
N
Barnes Group Inc
G1MSYD2DQZX30V5DMX12
Barnes Group, Inc
067806109
53682.00000000
NS
USD
2721140.58000000
0.015644961826
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
79765RQ51
18500000.00000000
PA
USD
20283770.00000000
0.116619776897
Long
DBT
MUN
US
N
2
2046-11-01
Fixed
4.18500000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance S.A.
456873AD0
8975000.00000000
PA
USD
10500870.00000000
0.060373841580
Long
DBT
CORP
LU
N
2
2029-03-21
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YHU99
3533195.40000000
PA
USD
3902052.66000000
0.022434513438
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
White Mountains Insurance Group Ltd
549300N3FL068JERBG02
White Mountains Insurance Group Ltd
G9618E107
388.00000000
NS
USD
388256.08000000
0.002232244667
Long
EC
CORP
US
N
1
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide
F01764103
132474.00000000
NS
21718691.72000000
0.124869734910
Long
EC
CORP
FR
N
2
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services, Inc
760759AZ3
9225000.00000000
PA
USD
9241051.04000000
0.053130621703
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
1.75000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063DAF5
5445000.00000000
PA
USD
5443529.85000000
0.031297102887
Long
DBT
MUN
US
N
2
2047-04-01
Variable
0.93300000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBE4
2000000.00000000
PA
USD
2045190.00000000
0.011758642575
Long
ABS-MBS
USGSE
US
N
2
2048-04-10
Variable
4.15087800
N
N
N
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
599933900
11939.00000000
NS
3963523.48000000
0.022787934588
Long
EC
CORP
FR
N
2
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
55279HAQ3
3425000.00000000
PA
USD
3870717.99000000
0.022254357470
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
3.40000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp
808513BJ3
8725000.00000000
PA
USD
9183062.50000000
0.052797221620
Long
DBT
CORP
US
N
2
N/A
Variable
4.00000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial, Inc
929089100
29618.00000000
NS
USD
1741834.58000000
0.010014526890
Long
EC
CORP
US
N
1
N
N
N
Oceaneering International Inc
549300L6PH74701W0R30
Oceaneering International, Inc
675232102
5830.00000000
NS
USD
46348.50000000
0.000266476682
Long
EC
CORP
US
N
1
N
N
N
East Japan Railway Co
353800SENYJ2DSM6PS44
East Japan Railway Co
J1257M109
134300.00000000
NS
8959876.42000000
0.051514032604
Long
EC
CORP
JP
N
2
N
N
N
Beacon Roofing Supply Inc
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc
073685109
2120.00000000
NS
USD
85202.80000000
0.000489866111
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc
874054109
91975.00000000
NS
USD
19111485.25000000
0.109879827370
Long
EC
CORP
US
N
1
N
N
N
PAPIO-MISSOURI RIVER NE NATURA
N/A
Papio-Missouri River Natural Resource District
698874EM2
4930000.00000000
PA
USD
5210664.90000000
0.029958266048
Long
DBT
MUN
US
N
2
2024-12-15
Fixed
2.08800000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAQ5
14360000.00000000
PA
USD
14549119.48000000
0.083648900959
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
2.50000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88161NAA7
709495.32000000
PA
USD
713989.26000000
0.004105019343
Long
ABS-O
CORP
US
Y
2
2021-08-20
Fixed
3.71000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal national Mortgage Association (FNMA)
01F012619
23000000.00000000
PA
USD
23234462.46000000
0.133584527354
Long
ABS-O
CORP
US
N
2
2051-01-25
Fixed
1.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGU3
10000000.00000000
PA
USD
10737333.50000000
0.061733367970
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
2.15000000
N
N
N
N
N
N
HANWHA ENERGY USA HOLDN
549300VVIE7XDIYNIT55
Hanwha Energy USA Holdings Corp
41135WAA9
14000000.00000000
PA
USD
14391065.50000000
0.082740183305
Long
DBT
CORP
CN
Y
2
2022-07-30
Fixed
2.37500000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAL4
7000000.00000000
PA
USD
6892139.10000000
0.039625756167
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
2.94280000
N
N
N
N
N
N
Hibbett Sports Inc
529900RD6P643J1CZM55
Hibbett Sports, Inc
428567101
31775.00000000
NS
USD
1467369.50000000
0.008436513711
Long
EC
CORP
US
N
1
N
N
Suntory Beverage & Food Ltd
549300FONLMVK7YYYH41
Suntory Beverage & Food Ltd
J78186103
141100.00000000
NS
4997673.04000000
0.028733687816
Long
EC
CORP
JP
N
2
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust
82281EAK3
153193.31000000
PA
USD
154012.68000000
0.000885482549
Long
ABS-CBDO
USGSE
US
Y
2
2046-11-25
Variable
3.50000000
N
N
N
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
78611.00000000
NS
USD
22816056.64000000
0.131178939370
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36297GR85
70818.00000000
PA
USD
80812.59000000
0.000464624979
Long
ABS-MBS
USGSE
US
N
2
2041-09-20
Fixed
4.50000000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc
26875PAQ4
4450000.00000000
PA
USD
5536511.56000000
0.031831693167
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.10000000
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG.
A51460110
158558.00000000
NS
6333294.24000000
0.036412726100
Long
EC
CORP
AT
N
2
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc (Toronto)
15135U109
1115825.00000000
NS
6793655.24000000
0.039059531753
Long
EC
CORP
CA
N
2
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
N/A
120218.00000000
NS
9363163.21000000
0.053832695036
Long
EC
CORP
FR
N
2
N
N
Axonics Modulation Technologies Inc
549300LJY4X7N57VJL05
Axonics Modulation Technologies, Inc
05465P101
1820.00000000
NS
USD
90854.40000000
0.000522359495
Long
EC
CORP
US
N
1
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
AXA Equitable Holdings, Inc
054561AM7
8680000.00000000
PA
USD
11414705.35000000
0.065627858690
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5.00000000
N
N
N
N
N
N
Vocera Communications Inc
5493006D2J6NPNZ60K83
Vocera Communications, Inc
92857F107
61028.00000000
NS
USD
2534492.84000000
0.014571846828
Long
EC
CORP
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BJD9
3683178.90000000
PA
USD
4116836.02000000
0.023669391743
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.50000000
N
N
N
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2D1
12400000.00000000
PA
USD
13300883.31000000
0.076472275328
Long
DBT
NUSS
NL
Y
2
2024-02-27
Fixed
2.62500000
N
N
N
N
N
N
iStar Inc
QFFLKWYYS3UPWD86E794
iStar Inc
45031U101
30104.00000000
NS
USD
447044.40000000
0.002570243016
Long
EC
CORP
US
N
1
N
N
N
South Jersey Industries Inc
549300DJYWYT5VXLFA46
South Jersey Industries, Inc
838518108
10780.00000000
NS
USD
232309.00000000
0.001335640452
Long
EC
CORP
US
N
1
N
N
N
Hulic Co Ltd
N/A
Hulic Co Ltd
680531902
322500.00000000
NS
3547554.04000000
0.020396354359
Long
EC
CORP
JP
N
2
N
N
N
OraSure Technologies Inc
529900GNNJPNM4XHXQ77
OraSure Technologies, Inc
68554V108
61303.00000000
NS
USD
648892.26000000
0.003730749786
Long
EC
CORP
US
N
1
N
N
N
CNP Assurances
969500QKVPV2H8UXM738
CNP Assurances
F1876N318
181875.00000000
NS
2954929.00000000
0.016989108076
Long
EC
CORP
FR
N
2
N
N
N
Orsted AS
W9NG6WMZIYEU8VEDOG48
Orsted AS
N/A
76816.00000000
NS
15716951.86000000
0.090363251970
Long
EC
CORP
DK
Y
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20754JAB0
236211.82000000
PA
USD
235775.42000000
0.001355570334
Long
ABS-CBDO
CORP
US
Y
2
2039-09-25
Variable
2.24800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H030625
90000000.00000000
PA
USD
94158083.70000000
0.541353738193
Long
ABS-O
USGSE
US
N
2
2051-02-20
Fixed
3.00000000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner, Inc
099724106
14525.00000000
NS
USD
561246.00000000
0.003226835213
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BFQ4
6651365.52000000
PA
USD
7442575.11000000
0.042790440281
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
AVISTA CORP
Q0IK63NITJD6RJ47SW96
Avista Corp
05379BAQ0
10275000.00000000
PA
USD
13030610.33000000
0.074918364264
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
4.35000000
N
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
23372876.30000000
0.134380325726
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
2.91800000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88165GAD2
4125000.00000000
PA
USD
4227599.06000000
0.024306214238
Long
ABS-O
CORP
US
Y
2
2022-11-21
Fixed
2.20000000
N
N
N
N
N
N
George Weston Ltd
549300GEHU6LUSPS7Q65
George Weston Ltd
961148509
81599.00000000
NS
6095084.39000000
0.035043159221
Long
EC
CORP
CA
N
2
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co, Inc
030420103
38037.00000000
NS
USD
5837538.39000000
0.033562420825
Long
EC
CORP
US
N
1
N
N
N
TherapeuticsMD Inc
5299004JS7RE49QHRW30
TherapeuticsMD, Inc
88338N107
468149.00000000
NS
USD
566460.29000000
0.003256814322
Long
EC
CORP
US
N
1
N
N
MYR Group Inc
529900G1IMMZHOQ17I54
MYR Group, Inc
55405W104
6318.00000000
NS
USD
379711.80000000
0.002183120070
Long
EC
CORP
US
N
1
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso Oyj (R Shares)
X21349117
152065.00000000
NS
2911696.48000000
0.016740546451
Long
EC
CORP
FI
N
2
N
N
N
SMITHSONIAN INSTITUTION
549300ZJ87IUCDSX4306
Smithsonian Institution
832432AU2
2320000.00000000
PA
USD
2419841.15000000
0.013912666877
Long
DBT
CORP
US
N
2
2039-09-01
Fixed
2.64500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DTR3
31609240.59000000
PA
USD
33344875.23000000
0.191713468945
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAL7
9494000.00000000
PA
USD
10470039.97000000
0.060196586995
Long
DBT
CORP
GB
N
2
2025-07-09
Variable
3.87000000
N
N
N
N
N
N
OneSpan Inc
549300D67QDZG593UX89
OneSpan, Inc
68287N100
8622.00000000
NS
USD
178302.96000000
0.001025137408
Long
EC
CORP
US
N
1
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
5300000.00000000
PA
USD
6166550.00000000
0.035454044550
Long
DBT
CORP
LU
Y
2
2049-04-02
Variable
5.00000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAK8
3225000.00000000
PA
USD
3450750.00000000
0.019839787925
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein, Inc
806407102
27544.00000000
NS
USD
1841591.84000000
0.010588072607
Long
EC
CORP
US
N
1
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila Oyj (B Shares)
X98155116
350496.00000000
NS
3507897.33000000
0.020168351544
Long
EC
CORP
FI
N
2
N
N
N
Lawson Inc
529900IWO8XQO92PR233
Lawson, Inc
J3871L103
800.00000000
NS
37228.82000000
0.000214043872
Long
EC
CORP
JP
N
2
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187XAC9
600000.00000000
PA
USD
599999.76000000
0.003449646596
Long
ABS-O
CORP
US
Y
2
2038-01-17
Variable
1.40300000
N
N
N
N
N
N
National Bank Holdings Corp
N/A
National Bank Holdings Corp
633707104
31830.00000000
NS
USD
1042750.80000000
0.005995205312
Long
EC
CORP
US
N
1
N
N
N
John Wiley & Sons Inc
5493003XM719UN7E8P64
John Wiley & Sons, Inc (Class A)
968223206
56677.00000000
NS
USD
2587871.82000000
0.014878744645
Long
EC
CORP
US
N
1
N
N
N
TUOLUMNE CA WIND PROJ AUTH REV
N/A
Tuolumne Wind Project Authority
89978KAV8
5000000.00000000
PA
USD
6898650.00000000
0.039663190022
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
6.91800000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
816433.00000000
NS
USD
50643338.99000000
0.291169486458
Long
EC
CORP
US
N
1
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp
064058AH3
3300000.00000000
PA
USD
3639240.00000000
0.020923494837
Long
DBT
CORP
US
N
2
N/A
Variable
4.70000000
N
N
N
N
N
N
Genworth Financial Inc
549300EMCG286BDNKJ33
Genworth Financial, Inc (Class A)
37247D106
286581.00000000
NS
USD
1083276.18000000
0.006228202470
Long
EC
CORP
US
N
1
N
N
N
TOTAL SE
529900S21EQ1BO4ESM68
Total S.A.
F92124100
662053.00000000
NS
28575662.18000000
0.164293292032
Long
EC
CORP
FR
N
2
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAE3
10000000.00000000
PA
USD
10017325.40000000
0.057593743828
Long
DBT
CORP
US
N
2
2023-10-01
Variable
1.23750000
N
N
N
N
N
N
Piedmont Office Realty Trust Inc
N/A
Piedmont Office Realty Trust, Inc
720190206
7000.00000000
NS
USD
113610.00000000
0.000653190844
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc
744573106
242992.00000000
NS
USD
14166433.60000000
0.081448681673
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial, Inc
02005N100
208403.00000000
NS
USD
7431650.98000000
0.042727632943
Long
EC
CORP
US
N
1
N
N
N
Vectrus Inc
N/A
Vectrus, Inc
92242T101
20908.00000000
NS
USD
1039545.76000000
0.005976778212
Long
EC
CORP
US
N
1
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAD5
800000.00000000
PA
USD
826183.68000000
0.004750071433
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
3.24700000
N
N
N
N
N
N
Aeon Co Ltd
5299009MXFL34SA71416
Aeon Co Ltd
J00288100
293800.00000000
NS
9638507.35000000
0.055415762295
Long
EC
CORP
JP
N
2
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
367178.00000000
NS
USD
28816129.44000000
0.165675837693
Long
EC
CORP
US
N
1
N
N
N
Trustmark Corp
5493000HPQ4D2RZ79739
Trustmark Corp
898402102
1700.00000000
NS
USD
46427.00000000
0.000266928011
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co
61945C103
148116.00000000
NS
USD
3408149.16000000
0.019594858089
Long
EC
CORP
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AB4
4825000.00000000
PA
USD
4871324.44000000
0.028007257496
Long
DBT
CORP
CH
Y
2
2024-07-30
Variable
1.00800000
N
N
N
N
N
N
Singapore Technologies Engineering Ltd
254900OEXGGWCR24DG90
Singapore Technologies Engineering Ltd
604321901
825000.00000000
NS
2387611.55000000
0.013727365587
Long
EC
CORP
SG
N
2
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc
57060D108
22024.00000000
NS
USD
12566013.44000000
0.072247204728
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746U109
218974.00000000
NS
USD
16466844.80000000
0.094674696408
Long
EC
CORP
US
N
1
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAL0
9000000.00000000
PA
USD
8598782.70000000
0.049437955570
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
3.65900000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BW9
27620000.00000000
PA
USD
27800654.69000000
0.159837453665
Long
DBT
CORP
GB
Y
2
2023-10-14
Variable
1.33548300
N
N
N
N
N
N
Burlington Stores Inc
N/A
Burlington Stores, Inc
122017106
99.00000000
NS
USD
25893.45000000
0.000148872145
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TVA1
21933.31000000
PA
USD
26065.22000000
0.000149859722
Long
ABS-MBS
USGSE
US
N
2
2039-02-20
Fixed
4.50000000
N
N
N
N
N
N
Sumitomo Dainippon Pharma Co Ltd
529900D60UKVYLJ2OJ79
Sumitomo Dainippon Pharma Co Ltd
625086004
189500.00000000
NS
2800711.33000000
0.016102446954
Long
EC
CORP
JP
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XAG1
3500000.00000000
PA
USD
3380635.30000000
0.019436669537
Long
ABS-MBS
USGSE
US
Y
2
2048-03-10
Variable
4.10626700
N
N
N
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG.
N/A
48119.00000000
NS
13116914.20000000
0.075414560882
Long
EC
CORP
CH
N
2
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3135G05G4
20000000.00000000
PA
USD
20046420.60000000
0.115255157101
Long
DBT
USGSE
US
N
2
2023-07-10
Fixed
0.25000000
N
N
N
N
N
N
TAYARRA LTD
N/A
Tayarra Ltd
876780AA5
570951.11000000
PA
USD
581373.19000000
0.003342554747
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.62800000
N
N
N
N
N
N
NEW YORK ST TRANSPRTN DEV CORP
N/A
New York Transportation Development Corp
650116CE4
17500000.00000000
PA
USD
20296500.00000000
0.116692966928
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
5.00000000
N
N
N
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
Kinnevik AB
W5139V596
201402.00000000
NS
10117748.50000000
0.058171117734
Long
EC
CORP
SE
N
2
N
N
N
Axon Enterprise Inc
549300QP2IEEGFE16681
Axon Enterprise, Inc
05464C101
99002.00000000
NS
USD
12130715.06000000
0.069744494435
Long
EC
CORP
US
N
1
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
3550000.00000000
PA
USD
3997178.87000000
0.022981433335
Long
DBT
CORP
US
N
2
2050-06-01
Variable
4.75000000
N
N
N
N
N
N
Parsley Energy Inc
549300DMRA8DSL66G562
Parsley Energy, Inc
701877102
247971.00000000
NS
USD
3521188.20000000
0.020244766248
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36295QBH2
98281.39000000
PA
USD
111413.89000000
0.000640564500
Long
ABS-MBS
USGSE
US
N
2
2038-04-15
Fixed
5.00000000
N
N
N
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
Q9194A106
1279550.00000000
NS
13483643.05000000
0.077523036607
Long
EC
CORP
AU
N
2
N
N
N
ALAMEDA CNTY CA
N/A
County of Alameda CA
010878BA3
7650000.00000000
PA
USD
8521564.50000000
0.048993996224
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
3.82000000
N
N
N
N
N
N
Twitter Inc
549300I8RX485XMK6836
Twitter, Inc
90184L102
504552.00000000
NS
USD
27321490.80000000
0.157082542426
Long
EC
CORP
US
N
1
N
N
N
Vivint Solar Financing LLC
N/A
Vivint Solar Financing VII LLC
92855HAA3
5250000.00000000
PA
USD
5394199.65000000
0.031013483180
Long
ABS-O
CORP
US
Y
2
2051-07-31
Fixed
2.21000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAE3
9095000.00000000
PA
USD
10120569.21000000
0.058187335162
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.90000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46646BAN8
525438.94000000
PA
USD
534157.44000000
0.003071091886
Long
ABS-CBDO
USGSE
US
Y
2
2046-05-25
Variable
3.50000000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759LM8
3217000.00000000
PA
USD
3265470.57000000
0.018774539907
Long
DBT
USGSE
US
N
2
2023-08-01
Fixed
2.91000000
N
N
N
N
N
N
DiamondRock Hospitality Co
529900KKD4BPVBUAQ734
DiamondRock Hospitality Co
252784301
274216.00000000
NS
USD
2262282.00000000
0.013006794206
Long
EC
CORP
US
N
1
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BT9
8025000.00000000
PA
USD
9761201.37000000
0.056121180925
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
3.75000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAA0
6000000.00000000
PA
USD
6522103.20000000
0.037498266845
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Fixed
2.83500000
N
N
N
N
N
N
Axsome Therapeutics Inc
549300EXGR0XLRJEIB95
Axsome Therapeutics, Inc
05464T104
3566.00000000
NS
USD
290522.02000000
0.001670331164
Long
EC
CORP
US
N
1
N
N
N
Shake Shack Inc
529900J74GJAHYP80N79
Shake Shack, Inc
819047101
3541.00000000
NS
USD
300205.98000000
0.001726008252
Long
EC
CORP
US
N
1
N
N
N
HOUSTON TX UTILITY SYS REVENUE
N/A
City of Houston TX Combined Utility System Revenue
44244CTT4
1275000.00000000
PA
USD
1494606.00000000
0.008593107606
Long
DBT
MUN
US
N
2
2038-11-15
Fixed
4.17200000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385GL4
18890000.00000000
PA
USD
18882076.78000000
0.108560863263
Long
STIV
USGSE
US
N
2
N
N
N
US Concrete Inc
549300J94Q38BL8BMH45
US Concrete, Inc
90333L201
33281.00000000
NS
USD
1330241.57000000
0.007648108567
Long
EC
CORP
US
N
1
N
N
N
UNIV OF CINCINNATI OH RECPTS
549300E0RD3ICJ858L23
University of Cincinnati
914119A77
1615000.00000000
PA
USD
1741325.30000000
0.010011598829
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
3.70000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BS1
5625000.00000000
PA
USD
5670599.01000000
0.032602617334
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
GREENKO DUTCH BV
724500PT585P4JPVRP08
Greenko Dutch BV
39530LAC4
6850000.00000000
PA
USD
6917130.00000000
0.039769439180
Long
DBT
CORP
NL
Y
2
2022-07-24
Fixed
4.87500000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048AS7
5000000.00000000
PA
USD
5023700.90000000
0.028883332741
Long
DBT
NUSS
JP
N
2
2021-04-20
Fixed
1.87500000
N
N
N
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor S.A.
F00189120
138079.00000000
NS
5009614.89000000
0.028802346448
Long
EC
CORP
FR
N
2
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree, Inc
256746108
21858.00000000
NS
USD
2361538.32000000
0.013577459812
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746QAU5
329595.73000000
PA
USD
335910.19000000
0.001931286512
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
SAN JUAN CAPISTRANO CA
N/A
City of San Juan Capistrano CA
798339HB6
1000000.00000000
PA
USD
1122310.00000000
0.006452624034
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3132ACS68
3822962.95000000
PA
USD
4170812.78000000
0.023979726445
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XCB8
867435.64000000
PA
USD
919906.39000000
0.005288922028
Long
ABS-CBDO
USGSE
US
N
2
2028-09-25
Variable
6.14800000
N
N
N
N
N
N
ICA Gruppen AB
549300ZEFN8VKPK9I111
ICA Gruppen AB
B0S165900
1559.00000000
NS
77982.22000000
0.000448352012
Long
EC
CORP
SE
N
2
N
N
N
Halozyme Therapeutics Inc
529900242I3SV9AGM753
Halozyme Therapeutics, Inc
40637H109
39223.00000000
NS
USD
1675214.33000000
0.009631499539
Long
EC
CORP
US
N
1
N
N
N
Great Western Bancorp Inc
5493004X4OTHDTFBHI90
Great Western Bancorp, Inc
391416104
61111.00000000
NS
USD
1277219.90000000
0.007343265072
Long
EC
CORP
US
N
1
N
N
N
Casey's General Stores Inc
549300CAFWSI86V66Q65
Casey's General Stores, Inc
147528103
61798.00000000
NS
USD
11038358.76000000
0.063464086602
Long
EC
CORP
US
N
1
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAE1
4350000.00000000
PA
USD
4895205.25000000
0.028144558142
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
3.12500000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
Centerpoint Energy, Inc
15189T107
146628.00000000
NS
USD
3173029.92000000
0.018243060405
Long
EC
CORP
US
N
1
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk AS
K72807132
442599.00000000
NS
30875324.62000000
0.177515001837
Long
EC
CORP
DK
N
2
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
J22302111
590480.00000000
NS
16661146.93000000
0.095791819658
Long
EC
CORP
JP
N
2
N
N
N
SALVATION ARMY
549300UQ1LCLSQQ6V491
Salvation Army
795830AV0
4060000.00000000
PA
USD
4963215.61000000
0.028535577810
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.63700000
N
N
N
N
N
N
Chase Funding Loan Acquisition
N/A
Chase Funding Loan Acquisition Trust
161542DZ5
3760396.25000000
PA
USD
3666662.73000000
0.021081159445
Long
ABS-O
CORP
US
N
2
2034-06-25
Variable
1.00300000
N
N
N
N
N
N
AZURE POWER ENERGY LTD
54930051LQDFHGQMHF47
Azure Power Energy Ltd
05502JAA8
700000.00000000
PA
USD
717781.37000000
0.004126821751
Long
DBT
CORP
MU
Y
2
2022-11-03
Fixed
5.50000000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc
053015103
178260.00000000
NS
USD
31409412.00000000
0.180585690920
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
419401.00000000
NS
USD
38261953.23000000
0.219983782567
Long
EC
CORP
US
N
1
N
N
N
SAN FRANCISCO CA CITY & CNTY P
N/A
City of San Francisco CA Public Utilities Commission Water Revenue
79771FAA5
18410000.00000000
PA
USD
19281529.40000000
0.110857481467
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
2.82500000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA R
5493001TPOZL3UK8DX25
San Francisco City & County Redevelopment Agency
79770GGH3
2000000.00000000
PA
USD
2226620.00000000
0.012801758629
Long
DBT
MUN
US
N
2
2044-08-01
Fixed
4.37500000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AK5
12300000.00000000
PA
USD
13277679.77000000
0.076338868587
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.45000000
N
N
N
N
N
N
United States Cash Management Bill
254900HROIFWPRGM1V77
United States Cash Management Bill
912796D97
43163000.00000000
PA
USD
43152832.52000000
0.248103468978
Long
STIV
UST
US
N
2
N
N
N
PENNSYLVANIA ST ECON DEV FINGA
N/A
Pennsylvania Economic Development Financing Authority
708692BK3
180000.00000000
PA
USD
181899.00000000
0.001045812528
Long
DBT
MUN
US
Y
2
2036-06-01
Fixed
5.75000000
N
N
N
N
N
N
HONOLULU CITY & CNTY HI
N/A
City & County of Honolulu HI
438687EQ4
1615000.00000000
PA
USD
1839565.75000000
0.010576423778
Long
DBT
MUN
US
N
2
2036-09-01
Fixed
4.00400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CU77
12620228.07000000
PA
USD
13371372.81000000
0.076877548597
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XDA9
3285714.71000000
PA
USD
3419928.27000000
0.019662581061
Long
ABS-CBDO
USGSE
US
N
2
2029-01-25
Variable
4.39800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BPL4
368371.19000000
PA
USD
411674.42000000
0.002366886383
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
4.50000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co
742718FM6
12975000.00000000
PA
USD
12984380.28000000
0.074652568600
Long
DBT
CORP
US
N
2
2030-10-29
Fixed
1.20000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649CAN3
85434.42000000
PA
USD
88549.79000000
0.000509109339
Long
ABS-CBDO
USGSE
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co
842587107
586435.00000000
NS
USD
36024702.05000000
0.207120900890
Long
EC
CORP
US
N
1
N
N
N
CANAL BARGE CO
549300FW5XOTMDFBYM02
Canal Barge Co, Inc
137001AF0
4242000.00000000
PA
USD
4933729.87000000
0.028366052105
Long
DBT
CORP
US
N
2
2034-11-12
Fixed
4.50000000
N
N
N
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group, Inc
11120U105
60579.00000000
NS
USD
1002582.45000000
0.005764260866
Long
EC
CORP
US
N
1
N
N
N
Groupon Inc
5299005W5W1R5POQJL03
Groupon, Inc
399473206
45833.00000000
NS
USD
1741424.84000000
0.010012171126
Long
EC
CORP
US
N
1
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBB0
19000000.00000000
PA
USD
20729680.20000000
0.119183498929
Long
DBT
NUSS
NL
Y
2
2026-03-24
Fixed
2.37500000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271109
58223.00000000
NS
USD
10376503.06000000
0.059658804641
Long
EC
CORP
US
N
1
N
N
N
Brookfield Renewable Partners LP
VA8DFMRI2GY8Y7V79H93
Brookfield Renewable Partners LP
EP0586206
308000.00000000
NS
USD
8402240.00000000
0.048307950358
Long
EP
CORP
BM
N
1
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
Johnson Controls International plc
47837RAA8
4150000.00000000
PA
USD
4233586.44000000
0.024340638160
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola S.A.
E6165F166
1541403.00000000
NS
22150407.30000000
0.127351846205
Long
EC
CORP
ES
N
2
N
N
N
Swire Properties Ltd
5299001L12PHYVQ92465
Swire Properties Ltd
Y83191109
1257600.00000000
NS
3656385.80000000
0.021022073127
Long
EC
CORP
HK
N
2
N
N
N
Limelight Networks Inc
529900BNCMDQGEKW5M59
Limelight Networks, Inc
53261M104
262881.00000000
NS
USD
1048895.19000000
0.006030531949
Long
EC
CORP
US
N
1
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel KGaA
D3207M102
100862.00000000
NS
9719116.11000000
0.055879215372
Long
EC
CORP
DE
N
2
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Goldcorp Corp
651639AR7
5250000.00000000
PA
USD
5297065.25000000
0.030455017369
Long
DBT
CORP
US
N
2
2021-06-09
Fixed
3.62500000
N
N
N
N
N
N
INTERNATIONAL TRANSMISSI
N/A
International Transmission Co
46051MAF9
2745000.00000000
PA
USD
3433389.86000000
0.019739977305
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
4.62500000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DL9
9000000.00000000
PA
USD
10327500.00000000
0.059377065797
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant, Inc
04621X306
180000.00000000
NS
USD
4924800.00000000
0.028314710591
Long
EP
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
66387.00000000
NS
USD
31352588.49000000
0.180258989076
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp
G29183103
201312.00000000
NS
USD
24185623.68000000
0.139053146317
Long
EC
CORP
US
N
1
N
N
N
Hudson Pacific Properties Inc
N/A
Hudson Pacific Properties
444097109
26120.00000000
NS
USD
627402.40000000
0.003607195699
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J7QA6
567067.84000000
PA
USD
630219.93000000
0.003623394843
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QBMJ4
716380.11000000
PA
USD
781922.04000000
0.004495592971
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts, Inc
91879Q109
22729.00000000
NS
USD
6340481.84000000
0.036454050583
Long
EC
CORP
US
N
1
N
N
N
FORD FOUNDATION/THE
54930013YZ3DULPNNT44
Ford Foundation
34531XAC8
15000000.00000000
PA
USD
16018129.35000000
0.092094845835
Long
DBT
CORP
US
N
2
2070-06-01
Fixed
2.81500000
N
N
N
N
N
N
WLB ASSET II B
549300MGGSM9XCNTYR69
WLB Asset II B Pte Ltd
BM9352774
3450000.00000000
PA
USD
3430783.50000000
0.019724992264
Long
DBT
CORP
SG
Y
2
2024-12-10
Fixed
3.95000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone
F12033134
251545.00000000
NS
16553206.42000000
0.095171225055
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XAF1
2345375.46000000
PA
USD
2284425.95000000
0.013134108926
Long
ABS-CBDO
USGSE
US
N
2
2024-05-25
Variable
2.74800000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12638EAG9
712858.01000000
PA
USD
713176.66000000
0.004100347370
Long
ABS-O
CORP
US
Y
2
2036-05-25
Variable
0.79800000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc
573284106
17256.00000000
NS
USD
4900186.32000000
0.028173196372
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
237537.00000000
NS
USD
22133697.66000000
0.127255775579
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X45K8
6227261.88000000
PA
USD
6802235.24000000
0.039108861720
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Kosmos Energy Ltd
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688106
840835.00000000
NS
USD
1975962.25000000
0.011360623629
Long
EC
CORP
US
N
1
N
N
N
DexCom Inc
549300YSK3QDSFR5EU59
DexCom, Inc
252131107
56191.00000000
NS
USD
20774936.52000000
0.119443696217
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources, Inc
354613101
115174.00000000
NS
USD
2878198.26000000
0.016547951339
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BL87
1849713.86000000
PA
USD
2069622.49000000
0.011899115058
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770WAA7
2244707.56000000
PA
USD
2341994.31000000
0.013465093221
Long
ABS-O
CORP
US
Y
2
2041-09-20
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XNT7
735520.63000000
PA
USD
738301.05000000
0.004244797872
Long
ABS-CBDO
USGSE
US
N
2
2030-01-25
Variable
2.34800000
N
N
N
N
N
N
LIBERTY UTILITIES FIN
N/A
Liberty Utilities Finance GP
531546AB5
2685000.00000000
PA
USD
2697342.68000000
0.015508137863
Long
DBT
CORP
US
Y
2
2030-09-15
Fixed
2.05000000
N
N
N
N
N
N
First Busey Corp
549300X4ZNLYSX7GUY60
First Busey Corp
319383204
7030.00000000
NS
USD
151496.50000000
0.000871015991
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc
74834L100
27819.00000000
NS
USD
3315190.23000000
0.019060398781
Long
EC
CORP
US
N
1
N
N
N
First Solar Inc
549300NPYMLM4NHTOF27
First Solar, Inc
336433107
83349.00000000
NS
USD
8244883.08000000
0.047403240390
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3622AATU8
2939634.32000000
PA
USD
3259725.63000000
0.018741509873
Long
ABS-MBS
USGSE
US
N
2
2050-10-20
Fixed
3.50000000
N
N
N
N
N
N
One Market Plaza Trust
N/A
One Market Plaza Trust
68245HAA2
3900000.00000000
PA
USD
4041639.81000000
0.023237057654
Long
ABS-MBS
USGSE
US
Y
2
2032-02-10
Fixed
3.61390000
N
N
N
N
N
N
Chugai Pharmaceutical Co Ltd
529900T9LAII161DCN95
Chugai Pharmaceutical Co Ltd
J06930101
307691.00000000
NS
16416897.55000000
0.094387529025
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127962F5
20000000.00000000
PA
USD
19996666.60000000
0.114969100792
Long
STIV
UST
US
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XCT9
1815393.40000000
PA
USD
1907778.23000000
0.010968605518
Long
ABS-CBDO
USGSE
US
N
2
2028-10-25
Variable
6.04800000
N
N
N
N
N
N
ABM Industries Inc
QF02R89VEIOROM77J447
ABM Industries, Inc
000957100
2604.00000000
NS
USD
98535.36000000
0.000566520508
Long
EC
CORP
US
N
1
N
N
N
TriState Capital Holdings Inc
5493003JKSPN0881WX29
Tristate Capital Holdings, Inc
89678F100
33943.00000000
NS
USD
590608.20000000
0.003395650636
Long
EC
CORP
US
N
1
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC S.A.
46128MAJ0
17000000.00000000
PA
USD
19316420.00000000
0.111058081946
Long
DBT
CORP
CL
Y
2
2027-04-04
Fixed
4.37500000
N
N
N
N
N
Marui Group Co Ltd
52990081ZYFHQZEEMU57
Marui Co Ltd
J40089104
700.00000000
NS
12327.00000000
0.000070873017
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128283J7
9350000.00000000
PA
USD
10030431.66000000
0.057669097133
Long
DBT
UST
US
N
2
2024-11-30
Fixed
2.12500000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
95265.00000000
NS
USD
12127234.50000000
0.069724483257
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
2001045.60000000
0.011504838175
Long
ABS-MBS
USGSE
US
Y
2
2047-09-15
Variable
5.56289500
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828ZR4
9350000.00000000
PA
USD
9351826.15000000
0.053767513593
Long
DBT
UST
US
N
2
2022-05-31
Fixed
0.12500000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12479RAB3
3694567.84000000
PA
USD
3704809.92000000
0.021300483407
Long
ABS-O
CORP
US
Y
2
2044-10-15
Fixed
3.66000000
N
N
N
N
N
N
ROCKEFELLER FOUNDATION
549300JU3NX0IK5I9038
Rockefeller Foundation
77310VAA2
18210000.00000000
PA
USD
18929615.13000000
0.108834180885
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.49200000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc
452308109
188762.00000000
NS
USD
38484796.56000000
0.221265000971
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385GJ9
29000000.00000000
PA
USD
28987997.19000000
0.166663976420
Long
STIV
USGSE
US
N
2
N
N
N
MTR Corp Ltd
254900IH4U9NHH9AQM97
MTR Corp
Y6146T101
1661864.00000000
NS
9294200.66000000
0.053436200834
Long
EC
CORP
HK
N
2
N
N
N
Hennes & Mauritz AB
529900O5RR7R39FRDM42
Hennes & Mauritz AB (B Shares)
W41422101
54715.00000000
NS
1148580.85000000
0.006603666008
Long
EC
CORP
SE
N
2
N
N
N
Investors Bancorp Inc
N/A
Investors Bancorp, Inc
46146L101
139026.00000000
NS
USD
1468114.56000000
0.008440797368
Long
EC
CORP
US
N
1
N
N
N
EASTERN ENERGY GAS
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC
257375AN5
8850000.00000000
PA
USD
9466552.68000000
0.054427123829
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.50000000
N
N
N
N
N
N
Benchmark Electronics Inc
549300W18RHYZOZKOP53
Benchmark Electronics, Inc
08160H101
4665.00000000
NS
USD
126001.65000000
0.000724435561
Long
EC
CORP
US
N
1
N
N
N
Omron Corp
549300ZHW0TR2QZ0NY83
Omron Corp
J61374120
57800.00000000
NS
5159877.06000000
0.029666265765
Long
EC
CORP
JP
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
14025000.00000000
PA
USD
14948431.39000000
0.085944710163
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.45600000
N
N
N
N
N
N
Alfresa Holdings Corp
N/A
Alfresa Holdings Corp
668721905
199000.00000000
NS
3647525.36000000
0.020971130796
Long
EC
CORP
JP
N
2
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
433259.00000000
NS
USD
26008537.77000000
0.149533832821
Long
EC
CORP
US
N
1
N
N
N
Canopy Growth Corp
529900CSD7NH1UBC9X07
Canopy Growth Corp (Toronto)
138035100
238969.00000000
NS
5879887.72000000
0.033805904626
Long
EC
CORP
CA
N
2
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12479RAD9
3677632.65000000
PA
USD
3683108.65000000
0.021175713836
Long
ABS-O
CORP
US
Y
2
2047-04-15
Fixed
3.87000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WH5T5
4864294.42000000
PA
USD
5317587.27000000
0.030573006943
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAD3
17785000.00000000
PA
USD
19380870.64000000
0.111428635313
Long
DBT
CORP
US
N
2
2025-01-29
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RU4
35830000.00000000
PA
USD
45688848.44000000
0.262684072623
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.87500000
N
N
N
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling International, Inc
237266101
14883.00000000
NS
USD
858451.44000000
0.004935592121
Long
EC
CORP
US
N
1
N
N
N
Moog Inc
549300WM2I4U7OBAHG07
Moog, Inc (Class A)
615394202
27341.00000000
NS
USD
2168141.30000000
0.012465540414
Long
EC
CORP
US
N
1
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132HT3C8
9066068.93000000
PA
USD
9870245.38000000
0.056748120006
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Fixed
3.50000000
N
N
N
N
N
N
DELTA AIRLINES 2015B
N/A
Delta Air Lines, Inc
24737AAA5
1665390.98000000
PA
USD
1702699.57000000
0.009789523544
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
4.25000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust
17307G2R8
325000.00000000
PA
USD
323076.52000000
0.001857500439
Long
ABS-O
CORP
US
N
2
2036-01-25
Variable
0.89800000
N
N
N
N
N
N
National Oilwell Varco Inc
549300EHF3IW1AR6U008
National Oilwell Varco, Inc
637071101
9659.00000000
NS
USD
132618.07000000
0.000762476094
Long
EC
CORP
US
N
1
N
N
N
Orion Oyj
74370029VAHCXDR7B745
Orion Oyj (Class B)
X6002Y112
112050.00000000
NS
5147011.38000000
0.029592295654
Long
EC
CORP
FI
N
2
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PKT8
2730000.00000000
PA
USD
3205729.80000000
0.018431065530
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.86400000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13648TAA5
5350000.00000000
PA
USD
5618328.66000000
0.032302093489
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBK4
4411000.00000000
PA
USD
4927886.89000000
0.028332458398
Long
DBT
CORP
US
Y
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J5LR8
2078464.64000000
PA
USD
2231358.14000000
0.012829000154
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
CLP210224
CLP210224
1.00000000
NC
USD
-868577.11000000
-0.00499380878
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
9350000000.00000000
CLP
12290502.80000000
USD
2021-02-24
-868577.11000000
N
N
N
Brookfield Infrastructure Partners LP
549300WEH5R2OODI7Y90
Brookfield Infrastructure Partners LP
EP0593202
490000.00000000
NS
USD
13063400.00000000
0.075106885629
Long
EP
CORP
BM
N
1
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAE7
6436.28000000
PA
USD
6430.71000000
0.000036972809
Long
ABS-CBDO
USGSE
US
Y
2
2049-01-25
Variable
4.00000000
N
N
N
N
N
N
MSDB Trust
N/A
MSDB Trust
55354JAA2
3000000.00000000
PA
USD
3250171.50000000
0.018686579230
Long
ABS-MBS
USGSE
US
Y
2
2039-07-11
Variable
3.31600000
N
N
N
N
N
N
CALIFORNIA ST MUNI FIN AUTH RE
5493000UQOV6R4ZWS346
California Municipal Finance Authority
13048VNB0
1315000.00000000
PA
USD
1312672.45000000
0.007547096435
Long
DBT
MUN
US
Y
2
2023-11-01
Fixed
4.25000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
R8413J103
718937.00000000
NS
12133125.18000000
0.069758351211
Long
EC
CORP
NO
N
2
N
N
N
NUTRITION & BIOSCIENCES
N/A
Nutrition & Biosciences, Inc
67079BAE0
6350000.00000000
PA
USD
6814074.45000000
0.039176930231
Long
DBT
CORP
US
Y
2
2040-11-15
Fixed
3.26800000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33849NAL9
372084.37000000
PA
USD
376956.55000000
0.002167278999
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
Conduent Inc
549300SFJ2D2CYY6CQ11
Conduent, Inc
206787103
343734.00000000
NS
USD
1649923.20000000
0.009486090380
Long
EC
CORP
US
N
1
N
N
N
Carriage Services Inc
N/A
Carriage Services, Inc
143905107
31423.00000000
NS
USD
984168.36000000
0.005658390652
Long
EC
CORP
US
N
1
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAJ9
1000000.00000000
PA
USD
1031523.60000000
0.005930655499
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
2.94280000
N
N
N
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
R61115102
1459283.00000000
NS
6791612.26000000
0.039047785817
Long
EC
CORP
NO
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5CF5
330489.53000000
PA
USD
380070.96000000
0.002185185030
Long
ABS-MBS
MUN
US
N
2
2035-05-01
Fixed
7.00000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
146431.00000000
NS
USD
10657248.18000000
0.061272924367
Long
EC
CORP
US
N
1
N
N
N
Sony Corp
529900R5WX9N2OI2N910
Sony Corp
J76379106
324000.00000000
NS
32648831.50000000
0.187711625870
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XC36
328220.52000000
PA
USD
326136.94000000
0.001875096058
Long
ABS-CBDO
USGSE
US
N
2
2030-08-25
Variable
2.34800000
N
N
N
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG.
D31709104
102204.00000000
NS
7609648.13000000
0.043751012123
Long
EC
CORP
DE
N
2
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem, Inc
98419M100
43453.00000000
NS
USD
4423080.87000000
0.025430119955
Long
EC
CORP
US
N
1
N
N
N
SolarCity Corporation d/b/a Te
N/A
TES LLC
88159TAA8
7054417.90000000
PA
USD
7212457.32000000
0.041467398000
Long
ABS-O
CORP
US
Y
2
2048-02-20
Fixed
4.12000000
N
N
N
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co, Inc
579780206
85126.00000000
NS
USD
8138045.60000000
0.046788987562
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Multifamily Variab
N/A
Freddie Mac Multifamily Variable Rate Certificate
3137FWGF1
6150000.00000000
PA
USD
6169684.92000000
0.035472068500
Long
ABS-MBS
USGSE
US
N
2
2038-09-15
Fixed
1.76131000
N
N
N
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG.
510740905
32966.00000000
NS
3789758.14000000
0.021788885832
Long
EC
CORP
DE
N
2
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
305727.00000000
NS
USD
26142715.77000000
0.150305277598
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3132ACSW1
5750290.01000000
PA
USD
6341550.47000000
0.036460194578
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc
75886F107
11317.00000000
NS
USD
5467355.87000000
0.031434088523
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc
174610105
546055.00000000
NS
USD
19526926.80000000
0.112268372541
Long
EC
CORP
US
N
1
N
N
N
Loblaw Cos Ltd
5493008LN3O1DIDTSH67
Loblaw Cos Ltd
539481101
138558.00000000
NS
6837008.39000000
0.039308786930
Long
EC
CORP
CA
N
2
N
N
N
PRA Group Inc
549300Q5HW3JSSB86K27
PRA Group, Inc
69354N106
5978.00000000
NS
USD
237087.48000000
0.001363113909
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137EAET2
11250000.00000000
PA
USD
11252358.79000000
0.064694461219
Long
DBT
USGSE
US
N
2
2022-07-25
Fixed
0.12500000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries, Inc
693506107
22345.00000000
NS
USD
3222595.90000000
0.018528035709
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES 2020-A
N/A
Delta Air Lines, Inc
247361ZW1
13176523.59000000
PA
USD
12511145.78000000
0.071931747874
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.50000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385CG9
28743000.00000000
PA
USD
28739742.56000000
0.165236657950
Long
STIV
USGSE
US
N
2
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AVP86
1927929.45000000
PA
USD
2066589.61000000
0.011881677777
Long
ABS-CBDO
USGSE
US
N
2
2047-04-25
Fixed
3.00000000
N
N
N
N
N
N
Performance Food Group Co
549300EUK8GR9IT1YK57
Performance Food Group Co
71377A103
54697.00000000
NS
USD
2604124.17000000
0.014972186123
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
244776.00000000
NS
USD
11409009.36000000
0.065595110089
Long
EC
CORP
US
N
1
N
N
N
Brookfield Property Partners LP
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
EP0585729
695000.00000000
NS
USD
14873000.00000000
0.085511023926
Long
EP
CORP
BM
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
12050.00000000
NS
USD
151227.50000000
0.000869469398
Long
EC
CORP
US
N
1
N
N
N
Rakuten Inc
529900IMXUCQKUL1H943
Rakuten, Inc
622959906
823400.00000000
NS
7923438.78000000
0.045555124258
Long
EC
CORP
JP
N
2
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oil Oyj
X5688A109
208906.00000000
NS
15167360.11000000
0.087203421856
Long
EC
CORP
FI
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A0TF3
331787.69000000
PA
USD
394561.38000000
0.002268496443
Long
ABS-MBS
USGSE
US
N
2
2045-08-20
Fixed
4.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
14700000.00000000
PA
USD
14861080.84000000
0.085442495749
Long
DBT
CORP
CH
Y
2
2027-01-30
Variable
1.36400000
N
N
N
N
N
N
KLABIN AUSTRIA GMBH
984500578YEA8DD41B09
Klabin Austria GmbH
49836AAB0
10000000.00000000
PA
USD
12787600.00000000
0.073521197442
Long
DBT
CORP
AT
Y
2
2049-04-03
Fixed
7.00000000
N
N
N
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings, Inc
46266C105
67936.00000000
NS
USD
12172093.12000000
0.069982394004
Long
EC
CORP
US
N
1
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
D5357W103
78350.00000000
NS
13438146.37000000
0.077261457390
Long
EC
CORP
DE
N
2
N
N
N
Chr Hansen Holding A/S
549300MKPW8ZF3E8MW37
Christian Hansen Holding
K1830B107
4061.00000000
NS
419589.26000000
0.002412392069
Long
EC
CORP
DK
N
2
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAJ7
2800000.00000000
PA
USD
2793957.60000000
0.016063616969
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
Designer Brands Inc
549300X8J6FI8PPRK859
Designer Brands, Inc
250565108
102541.00000000
NS
USD
784438.65000000
0.004510062002
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31368HJH7
6483.60000000
PA
USD
7063.13000000
0.000040608853
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
8.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05491VAL0
5440000.00000000
PA
USD
3762235.46000000
0.021630646570
Long
ABS-MBS
USGSE
US
Y
2
2038-08-05
Variable
4.26650000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FPD4
244558.42000000
PA
USD
284185.24000000
0.001633898396
Long
ABS-MBS
USGSE
US
N
2
2045-02-20
Fixed
4.50000000
N
N
N
N
N
N
Mitsubishi Estate Co Ltd
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co Ltd
J43916113
567800.00000000
NS
9126151.62000000
0.052470017450
Long
EC
CORP
JP
N
2
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc (ADR)
046353108
12200.00000000
NS
USD
609878.00000000
0.003506440681
Long
EC
CORP
GB
N
1
N
N
N
Commerce Bancshares Inc/MO
N/A
Commerce Bancshares, Inc
200525103
747.00000000
NS
USD
49077.90000000
0.000282169130
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0EJ4
35266.74000000
PA
USD
35313.28000000
0.000203030641
Long
ABS-CBDO
USGSE
US
N
2
2025-03-25
Variable
3.94800000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
233050AG8
1500000.00000000
PA
USD
1503700.35000000
0.008645394782
Long
ABS-MBS
USGSE
US
Y
2
2046-11-10
Variable
5.56488300
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH RE
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64577BTX2
7400000.00000000
PA
USD
9004394.00000000
0.051769982571
Long
DBT
MUN
US
N
2
2030-06-15
Fixed
5.70600000
N
N
N
N
N
N
TEXAS ST WTR DEV BRD
N/A
Texas Water Development Board
882854VM1
1255000.00000000
PA
USD
1412879.00000000
0.008123225305
Long
DBT
MUN
US
N
2
2035-10-15
Fixed
4.24800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140GVZ73
4596125.06000000
PA
USD
5068737.20000000
0.029142265043
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG.
H8398N104
2271.00000000
NS
1223017.98000000
0.007031635833
Long
EC
CORP
CH
N
2
N
N
N
Otsuka Corp
529900RG9DJ58J3UIE72
Otsuka Corp
626705909
1800.00000000
NS
94944.71000000
0.000545876377
Long
EC
CORP
JP
N
2
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA S.A.
F06106102
574060.00000000
NS
13767299.90000000
0.079153897072
Long
EC
CORP
FR
N
2
N
N
N
Sumitomo Metal Mining Co Ltd
353800CF81IXL9974H84
Sumitomo Metal Mining Co Ltd
J77712123
250200.00000000
NS
11129141.05000000
0.063986031507
Long
EC
CORP
JP
N
2
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAL3
2000000.00000000
PA
USD
1955804.80000000
0.011244730118
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Variable
2.99680000
N
N
N
N
N
N
Sydney Airport
N/A
Sydney Airport
N/A
364523.00000000
NS
1804323.10000000
0.010373799218
Long
EC
CORP
AU
N
2
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ELT1
67117.29000000
PA
USD
66693.63000000
0.000383449242
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
1.14800000
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset Backed Securities Corp Home Equity Loan Trust
04541GKW1
488187.14000000
PA
USD
474371.88000000
0.002727359993
Long
ABS-O
CORP
US
N
2
2034-08-25
Variable
3.38550000
N
N
N
N
N
N
PUBLIC FIN AUTH WI REVENUE
5493004S6D3NA627K012
Public Finance Authority
74442PMD4
1735000.00000000
PA
USD
1727869.15000000
0.009934233861
Long
DBT
MUN
US
Y
2
2029-06-01
Variable
9.00000000
N
N
N
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global plc (Class A)
G5480U104
2960.00000000
NS
USD
71691.20000000
0.000412182338
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
679.00000000
NS
USD
68191.97000000
0.000392063818
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385DF0
4352000.00000000
PA
USD
4351194.88000000
0.025016817689
Long
STIV
USGSE
US
N
2
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385CJ3
50330000.00000000
PA
USD
50324072.13000000
0.289333889329
Long
STIV
USGSE
US
N
2
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies, Inc
879360105
44001.00000000
NS
USD
17247511.98000000
0.099163074672
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZQ8
6450381.73000000
PA
USD
7117992.82000000
0.040924282548
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)
31418CUA0
1073440.46000000
PA
USD
1138938.88000000
0.006548230338
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAC7
900000.00000000
PA
USD
934681.68000000
0.005373871276
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
3.14800000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CS8
5000000.00000000
PA
USD
5786427.70000000
0.033268564345
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAR5
8425000.00000000
PA
USD
8570315.58000000
0.049274286332
Long
DBT
CORP
US
Y
2
2023-06-09
Fixed
1.08200000
N
N
N
N
N
N
Univest Financial Corp
4WII2HCR8UEWNU03U507
Univest Financial Corp
915271100
12481.00000000
NS
USD
256858.98000000
0.001476788434
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
59552.00000000
NS
USD
16801405.76000000
0.096598225640
Long
EC
CORP
US
N
1
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
DSM NV
B0HZL9902
45293.00000000
NS
7789090.54000000
0.044782700701
Long
EC
CORP
NL
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q7TF4
5839876.42000000
PA
USD
6242986.80000000
0.035893511304
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAC6
8100000.00000000
PA
USD
8984884.91000000
0.051657816749
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
3.25000000
N
N
N
N
N
N
Lendlease Corp Ltd
549300MQ0F0TIIEK5592
Lend Lease Corp Ltd
651200008
55191.00000000
NS
558026.07000000
0.003208322505
Long
EC
CORP
AU
N
2
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385BS4
31088000.00000000
PA
USD
31085443.94000000
0.178723064648
Long
STIV
USGSE
US
N
2
N
N
N
Sabre Corp
529900VKCYZW8GZ4WW58
Sabre Corp
78573M104
550697.00000000
NS
USD
6619377.94000000
0.038057539528
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc
446150104
336483.00000000
NS
USD
4249780.29000000
0.024433743297
Long
EC
CORP
US
N
1
N
N
N
Heritage Financial Corp/WA
N/A
Heritage Financial Corp
42722X106
8039.00000000
NS
USD
188032.21000000
0.001081074887
Long
EC
CORP
US
N
1
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz AG.
D03080112
112946.00000000
NS
27747765.10000000
0.159533369554
Long
EC
CORP
DE
N
2
N
N
N
SunRun Athena Issuer
5493001ZI15Y2FZFMI30
Sunrun Athena Issuer LLC
86772DAA4
2855229.31000000
PA
USD
3208531.10000000
0.018447171361
Long
ABS-O
CORP
US
Y
2
2049-04-30
Fixed
5.31000000
N
N
N
N
N
N
GoPro Inc
549300CQJMLT21SZFL16
GoPro, Inc
38268T103
30027.00000000
NS
USD
248623.56000000
0.001429439601
Long
EC
CORP
US
N
1
N
N
PEOPLES UNITED BANK
N4662XQCE3KKIZ6EZS08
People's United Bank NA
71270QEB8
10250000.00000000
PA
USD
11053299.16000000
0.063549985136
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.00000000
N
N
N
N
N
N
AtriCure Inc
N/A
AtriCure, Inc
04963C209
32319.00000000
NS
USD
1799198.73000000
0.010344337097
Long
EC
CORP
US
N
1
N
N
N
AMSR Trust
N/A
AMSR Trust
00180AAA7
99904.14000000
PA
USD
101772.24000000
0.000585130669
Long
ABS-O
CORP
US
Y
2
2037-04-17
Fixed
1.81900000
N
N
N
N
N
N
WEX Inc
T9M5IGROL1TL1G5OV478
WEX, Inc
96208T104
85692.00000000
NS
USD
17440892.76000000
0.100274900699
Long
EC
CORP
US
N
1
N
N
N
OHIO ST WTR DEV AUTH WTR POLL
N/A
Ohio State Water Development Authority
67766WQG0
11245000.00000000
PA
USD
13757695.25000000
0.079098675969
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
4.87900000
N
N
N
N
N
N
New Relic Inc
549300AB8FY2HQILL804
New Relic, Inc
64829B100
101388.00000000
NS
USD
6630775.20000000
0.038123067086
Long
EC
CORP
US
N
1
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAN0
2500000.00000000
PA
USD
2291552.00000000
0.013175079533
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
2.94280000
N
N
N
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim Ltd
M1586M115
1221231.00000000
NS
8387708.05000000
0.048224400171
Long
EC
CORP
IL
N
2
N
N
N
Franklin Street Properties Corp
549300STLK2T6QY5WO82
Franklin Street Properties Corp
35471R106
55983.00000000
NS
USD
244645.71000000
0.001406569297
Long
EC
CORP
US
N
1
N
N
N
Haemonetics Corp
549300ZEL6TXZS6F5F95
Haemonetics Corp
405024100
9550.00000000
NS
USD
1134062.50000000
0.006520194014
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
7414865.00000000
0.042631123406
Long
DBT
MUN
US
Y
2
2029-12-01
Fixed
10.00000000
N
N
N
N
N
N
Vivendi SA
969500FU4DRAEVJW7U54
Vivendi Universal S.A.
F97982106
157334.00000000
NS
5074722.81000000
0.029176678788
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CCP7
895604.35000000
PA
USD
923716.66000000
0.005310828845
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Service Corp International/US
549300RKVM2ME20JHZ15
Service Corp International
817565104
92666.00000000
NS
USD
4549900.60000000
0.026159258997
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418AJY5
1576655.94000000
PA
USD
1723392.20000000
0.009908494026
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.00000000
N
N
N
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC plc
G2689P101
92545.00000000
NS
6548704.99000000
0.037651211530
Long
EC
CORP
GB
N
2
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343V104
1346646.00000000
NS
USD
79115452.50000000
0.454867434390
Long
EC
CORP
US
N
1
N
N
N
BRUNSWICK & GLYNN CNTY GA DEVA
5493008KJ013KGMHRO82
Brunswick & Glynn County Development Authority
117019BM0
1170000.00000000
PA
USD
1280974.50000000
0.007364851820
Long
DBT
MUN
US
N
2
2025-04-01
Fixed
3.06000000
N
N
N
N
N
N
World Wrestling Entertainment Inc
549300WZVLSCS3L4L698
World Wrestling Entertainment, Inc (Class A)
98156Q108
45378.00000000
NS
USD
2180412.90000000
0.012536094914
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals plc
G50871105
32728.00000000
NS
USD
5401756.40000000
0.031056930058
Long
EC
CORP
US
N
1
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAJ5
8787000.00000000
PA
USD
11377662.95000000
0.065414886623
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.95000000
N
N
N
N
N
N
Orthofix Medical Inc
N/A
Orthofix Medical Inc
68752M108
37581.00000000
NS
USD
1615231.38000000
0.009286632769
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
238957.00000000
NS
USD
7223670.11000000
0.041531864964
Long
EC
CORP
US
N
1
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAB1
3000000.00000000
PA
USD
3157500.00000000
0.018153772476
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.75000000
N
N
N
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
African Development Bank
00828EDF3
4000000.00000000
PA
USD
4103435.84000000
0.023592348570
Long
DBT
NUSS
N/A
N
2
2021-12-06
Fixed
3.00000000
N
N
N
N
N
N
Old National Bancorp/IN
549300MMK90CL5KMVX16
Old National Bancorp
680033107
9051.00000000
NS
USD
149884.56000000
0.000861748281
Long
EC
CORP
US
N
1
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAM6
10435000.00000000
PA
USD
10993546.11000000
0.063206440156
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.93000000
N
N
N
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681105
36029.00000000
NS
USD
1259573.84000000
0.007241810580
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137B56X6
2600000.00000000
PA
USD
2866588.40000000
0.016481201456
Long
ABS-CBDO
USGSE
US
N
2
2033-10-15
Fixed
3.00000000
N
N
N
N
N
N
WISCONSIN ST GEN FUND ANNUAL A
549300VTAT608CNZ5827
State of Wisconsin
977100AC0
3000.00000000
PA
USD
3526.98000000
0.000020278065
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
5.70000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833100
3365420.00000000
NS
USD
446557579.80000000
2.567444085988
Long
EC
CORP
US
N
1
N
N
N
Silicon Laboratories Inc
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc
826919102
22132.00000000
NS
USD
2818288.88000000
0.016203507553
Long
EC
CORP
US
N
1
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BY5
5500000.00000000
PA
USD
5882642.32000000
0.033821741960
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
2.23600000
N
N
N
N
N
N
Schnitzer Steel Industries Inc
549300F62TK8VRDSM285
Schnitzer Steel Industries, Inc (Class A)
806882106
5386.00000000
NS
USD
171867.26000000
0.000988135909
Long
EC
CORP
US
N
1
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group plc
G54404127
3720580.00000000
NS
13559334.72000000
0.077958219301
Long
EC
CORP
GB
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MR9
10000000.00000000
PA
USD
10300473.00000000
0.059221676404
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.67800000
N
N
N
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery, Inc (Class A)
25470F104
329886.00000000
NS
USD
9926269.74000000
0.057070227206
Long
EC
CORP
US
N
1
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127963W7
28815000.00000000
PA
USD
28813635.32000000
0.165661497966
Long
STIV
UST
US
N
2
N
N
N
Karyopharm Therapeutics Inc
549300J1VANRCNTYST87
Karyopharm Therapeutics, Inc
48576U106
76245.00000000
NS
USD
1180272.60000000
0.006785874977
Long
EC
CORP
US
N
1
N
N
N
MarineMax Inc
254900TIXTN8WY3FNN63
MarineMax, Inc
567908108
38743.00000000
NS
USD
1357167.29000000
0.007802915659
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2M5
4350000.00000000
PA
USD
4440074.97000000
0.025527826060
Long
DBT
CORP
FR
Y
2
2028-09-30
Fixed
1.90400000
N
N
N
N
N
N
SWISS RE TREASURY (US)
549300G1I1ZMYS87KM16
Swiss Re Treasury US Corp
87089HAA1
18222000.00000000
PA
USD
18732341.19000000
0.107699971471
Long
DBT
CORP
US
Y
2
2022-12-06
Fixed
2.87500000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAL6
7500000.00000000
PA
USD
7979906.78000000
0.045879782128
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
1.90000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770VAA9
2137278.84000000
PA
USD
2234346.14000000
0.012846179401
Long
ABS-O
CORP
US
Y
2
2041-09-20
Fixed
4.05000000
N
N
N
N
N
N
MASSACHUSETTS ST WTR POLL ABAT
549300SYPEROLSQU0261
Massachusetts St. Water Pollution Abatement
57604P5P5
4650000.00000000
PA
USD
5609667.00000000
0.032252294026
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5.19200000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BY3
10000000.00000000
PA
USD
10528957.30000000
0.060535327076
Long
DBT
NUSS
IT
N
2
2029-10-17
Fixed
2.87500000
N
N
N
N
N
N
Madison Square Garden Sports Corp
N/A
Madison Square Garden Co
55825T103
20095.00000000
NS
USD
3699489.50000000
0.021269894113
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHKM3
3688453.03000000
PA
USD
4032155.37000000
0.023182527689
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BE2
12500000.00000000
PA
USD
13339013.63000000
0.076691502297
Long
DBT
CORP
US
N
2
2025-11-01
Variable
2.35400000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc
744573AQ9
19350000.00000000
PA
USD
19066668.79000000
0.109622159019
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.60000000
N
N
N
N
N
N
SWISS RE TREASURY (US)
549300G1I1ZMYS87KM16
Swiss Re Treasury US Corp
87089HAB9
14024000.00000000
PA
USD
17636792.90000000
0.101401211568
Long
DBT
CORP
US
Y
2
2042-12-06
Fixed
4.25000000
N
N
N
N
N
N
Umpqua Holdings Corp
5299002ENJ7CY215BW86
Umpqua Holdings Corp
904214103
5827.00000000
NS
USD
88220.78000000
0.000507217725
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0UD9
1460090.95000000
PA
USD
1454540.71000000
0.008362755695
Long
ABS-CBDO
USGSE
US
N
2
2030-08-25
Variable
2.47163000
N
N
N
N
N
N
Denso Corp
549300RYPA10CQM3QK38
Denso Corp
J12075107
187282.00000000
NS
11147163.37000000
0.064089649273
Long
EC
CORP
JP
N
2
N
N
N
Cardlytics Inc
549300JETJBH94EIPC66
Cardlytics, Inc
14161W105
17428.00000000
NS
USD
2488195.56000000
0.014305664631
Long
EC
CORP
US
N
1
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust
22541NZD4
27656.88000000
PA
USD
27827.86000000
0.000159993868
Long
ABS-O
CORP
US
N
2
2033-06-25
Variable
1.648
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137BW2C7
5477769.38000000
PA
USD
5656441.62000000
0.032521220648
Long
ABS-CBDO
USGSE
US
N
2
2043-08-15
Fixed
3.50000000
N
N
N
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Westar Energy, Inc
95709TAN0
19650000.00000000
PA
USD
21304729.45000000
0.122489694732
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
2.55000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JJ6
3725000.00000000
PA
USD
3694288.75000000
0.021239992852
Long
DBT
NUSS
N/A
N
2
2027-10-21
Fixed
0.62500000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770QAA0
1232699.82000000
PA
USD
1264750.02000000
0.007271570578
Long
ABS-O
CORP
US
Y
3
2040-09-21
Fixed
3.99000000
N
N
N
N
N
N
Blackbaud Inc
54930056X3HKFMNG3754
Blackbaud, Inc
09227Q100
16128.00000000
NS
USD
928327.68000000
0.005337339504
Long
EC
CORP
US
N
1
N
N
N
Teradata Corp
549300JU9SOUHV4U4R71
Teradata Corp
88076W103
223164.00000000
NS
USD
5014495.08000000
0.028830404677
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YCX5
8325000.00000000
PA
USD
9285628.99000000
0.053386918761
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137F5RP6
6135356.25000000
PA
USD
7678214.29000000
0.044145227315
Long
ABS-CBDO
USGSE
US
N
2
2048-06-15
Variable
9.66619200
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VHX7
33500000.00000000
PA
USD
36348021.26000000
0.208979796655
Long
DBT
NUSS
N/A
N
2
2026-04-07
Fixed
2.12500000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B1BH6
13856201.62000000
PA
USD
14379436.73000000
0.082673324700
Long
ABS-CBDO
USGSE
US
N
2
2045-12-25
Fixed
3.00000000
N
N
N
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels and Resorts, Inc
44107P104
345578.00000000
NS
USD
5055806.14000000
0.029067919034
Long
EC
CORP
US
N
1
N
N
N
NORTHWESTERN CORP
3BPWMBHR1R9SHUN7J795
NorthWestern Corp
668074AU1
7350000.00000000
PA
USD
8852838.77000000
0.050898628916
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.17600000
N
N
N
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries, Inc
608190104
20479.00000000
NS
USD
2886515.05000000
0.016595768002
Long
EC
CORP
US
N
1
N
N
N
EMPOWER FINANCE 2020 LP
N/A
Empower Finance 2020 LP
29248HAA1
11400000.00000000
PA
USD
11480599.03000000
0.066006708690
Long
DBT
CORP
US
Y
2
2027-09-17
Fixed
1.35700000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust
68236JAA9
11800000.00000000
PA
USD
12609281.76000000
0.072495972182
Long
ABS-MBS
USGSE
US
Y
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
Pinterest Inc
N/A
Pinterest, Inc
72352L106
585089.00000000
NS
USD
38557365.10000000
0.221682227500
Long
EC
CORP
US
N
1
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem, Inc
98419MAM2
9875000.00000000
PA
USD
10407772.15000000
0.059838583563
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DPB2
342144.34000000
PA
USD
360186.63000000
0.002070861798
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DQ54
921194.69000000
PA
USD
962170.38000000
0.005531915174
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAY7
35275000.00000000
PA
USD
35252953.13000000
0.202683797390
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.62500000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAL7
7000000.00000000
PA
USD
7553965.79000000
0.043430871337
Long
DBT
CORP
NL
Y
2
2026-10-15
Fixed
2.35000000
N
N
N
N
N
N
CLP Holdings Ltd
25490002BUTSMP94GO68
CLP Holdings Ltd
Y1660Q104
983500.00000000
NS
9094066.35000000
0.052285545972
Long
EC
CORP
HK
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251PAH7
3000000.00000000
PA
USD
3250413.30000000
0.018687969439
Long
ABS-MBS
USGSE
US
N
2
2049-10-10
Fixed
3.14300000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RAZ5
20300000.00000000
PA
USD
20461243.31000000
0.117640144305
Long
DBT
CORP
FR
Y
2
2026-12-14
Variable
1.48800000
N
N
N
N
N
N
Naturgy Energy Group SA
TL2N6M87CW970S5SV098
Naturgy Energy Group S.A.
565042900
263382.00000000
NS
6124715.43000000
0.035213520317
Long
EC
CORP
ES
N
2
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
G51502105
375727.00000000
NS
USD
17505120.93000000
0.100644174993
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320102
314755.00000000
NS
USD
24572922.85000000
0.141279889314
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
22588.00000000
NS
USD
8760304.04000000
0.050366608510
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
H2906T109
6993.00000000
NS
USD
836782.38000000
0.004811007740
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc
149123101
219371.00000000
NS
USD
39929909.42000000
0.229573552060
Long
EC
CORP
US
N
1
N
N
N
Dolby Laboratories Inc
549300X04FB2QPCJ5J24
Dolby Laboratories, Inc (Class A)
25659T107
75293.00000000
NS
USD
7313209.09000000
0.042046661566
Long
EC
CORP
US
N
1
N
N
N
Winmark Corp
N/A
Winmark Corp
974250102
874.00000000
NS
USD
162389.20000000
0.000933642625
Long
EC
CORP
US
N
1
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375102
209029.00000000
NS
22980217.03000000
0.132122765299
Long
EC
CORP
CA
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBL9
2500000.00000000
PA
USD
2219490.00000000
0.012760765312
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
3.46300000
N
N
N
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
567151907
29805.00000000
NS
2514563.05000000
0.014457262229
Long
EC
CORP
NL
N
2
N
N
N
Atara Biotherapeutics Inc
549300WBXUXZRE03MS38
Atara Biotherapeutics, Inc
046513107
83143.00000000
NS
USD
1632097.09000000
0.009383600706
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
549300I3GDJZU6IW8K79
Sequoia Mortgage Trust
81748HAU3
22818.57000000
PA
USD
23145.06000000
0.000133070515
Long
ABS-CBDO
USGSE
US
Y
2
2048-11-25
Variable
4.00000000
N
N
N
N
N
N
HENRY J KAISER FAMILY FO
4CMPMZ2TOE77XRTFWV21
Henry J Kaiser Family Foundation
426767AA7
10000000.00000000
PA
USD
10532126.10000000
0.060553545816
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
3.35600000
N
N
N
N
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp
231561101
86153.00000000
NS
USD
10023901.55000000
0.057631552832
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QEDU3
18689259.84000000
PA
USD
20244870.29000000
0.116396126387
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GXV2
11400000.00000000
PA
USD
13603620.00000000
0.078212833679
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
4.00900000
N
N
N
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global plc (Class C)
G5480U120
7192.00000000
NS
USD
170090.80000000
0.000977922306
Long
EC
CORP
US
N
1
N
N
N
Lands' End Inc
54930016WOL7P2P67Q43
Lands' End, Inc
51509F105
22420.00000000
NS
USD
483599.40000000
0.002780412819
Long
EC
CORP
US
N
1
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
244316.00000000
NS
USD
3105256.36000000
0.017853402198
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG.
H1512E100
214966.00000000
NS
6961253.68000000
0.040023124453
Long
EC
CORP
GB
N
2
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167DR1
6500000.00000000
PA
USD
6937270.60000000
0.039885235814
Long
DBT
NUSS
N/A
N
2
2026-08-14
Fixed
1.75000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555CU6
4375000.00000000
PA
USD
5313333.24000000
0.030548548767
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.75000000
N
N
N
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify, Inc (Class A) (Toronto)
82509L107
26716.00000000
NS
30166895.37000000
0.173441949289
Long
EC
CORP
CA
N
2
N
N
N
DELTA AIR LINES 2020-AA
N/A
Delta Air Lines, Inc
247361ZV3
4850515.18000000
PA
USD
4838301.19000000
0.027817393183
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.00000000
N
N
N
N
N
N
Ryman Healthcare Ltd
529900UR74KKRFG56I57
Ryman Healthcare Ltd
Q8203F106
282183.00000000
NS
3095844.67000000
0.017799290502
Long
EC
CORP
NZ
N
2
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc
95040Q104
208077.00000000
NS
USD
13445935.74000000
0.077306241698
Long
EC
CORP
US
N
1
N
N
N
Perficient Inc
549300HTBXKL2755T650
Perficient, Inc
71375U101
63705.00000000
NS
USD
3035543.25000000
0.017452592717
Long
EC
CORP
US
N
1
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
207462.00000000
NS
USD
9339939.24000000
0.053699170834
Long
EC
CORP
US
N
1
N
N
N
Singapore Airlines Ltd
549300ZG62N2599PWR15
Singapore Airlines Ltd
681173001
672749.00000000
NS
2182884.19000000
0.012550303381
Long
EC
CORP
SG
N
2
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac, Inc
001055102
319193.00000000
NS
USD
14194512.71000000
0.081610120081
Long
EC
CORP
US
N
1
N
N
N
Fast Retailing Co Ltd
353800ZCXKHDPY0N5218
Fast Retailing Co Ltd
J1346E100
15700.00000000
NS
14077862.51000000
0.080939449870
Long
EC
CORP
JP
N
2
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CS9
16400000.00000000
PA
USD
17137627.06000000
0.098531300852
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.62500000
N
N
N
N
N
N
Sysmex Corp
5299001ZO4CKWACMZI55
Sysmex Corp
J7864H102
79600.00000000
NS
9577992.21000000
0.055067835745
Long
EC
CORP
JP
N
2
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group plc
G88473148
799668.00000000
NS
12648288.35000000
0.072720237190
Long
EC
CORP
GB
N
2
N
N
N
SAN FRANCISCO CITY & CNTY CA C
549300RA28ZEFOB6M782
City & County of San Francisco CA
79765DV72
7085000.00000000
PA
USD
7627498.45000000
0.043853640990
Long
DBT
MUN
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAZ4
17630000.00000000
PA
USD
17650660.24000000
0.101480940637
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.37500000
N
N
N
N
N
N
Kajima Corp
N/A
Kajima Corp
J29223120
303500.00000000
NS
4071453.49000000
0.023408468822
Long
EC
CORP
JP
N
2
N
N
N
WSFS Financial Corp
549300SU7VQHD6QRG886
WSFS Financial Corp
929328102
1706.00000000
NS
USD
76565.28000000
0.000440205438
Long
EC
CORP
US
N
1
N
N
N
HENRY CNTY AL WTR AUTH WTR REV
N/A
Henry County Water Authority
42633QEX3
640000.00000000
PA
USD
651564.80000000
0.003746115323
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid, Inc
05351WAC7
14950000.00000000
PA
USD
16363235.76000000
0.094079005216
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
iRobot Corp
5493009PRNKOUKBAT390
iRobot Corp
462726100
27566.00000000
NS
USD
2213274.14000000
0.012725027764
Long
EC
CORP
US
N
1
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VLH7
1000000.00000000
PA
USD
1032005.87000000
0.005933428268
Long
DBT
NUSS
N/A
N
2
2022-10-24
Fixed
2.00000000
N
N
N
N
N
N
Meridian Energy Ltd
254900IFKXIGNCY3A092
Meridian Energy Ltd
Q5997E121
503460.00000000
NS
2696331.79000000
0.015502325839
Long
EC
CORP
NZ
N
2
N
N
N
eHealth Inc
5299003O8Y5OKXUZQ421
eHealth, Inc
28238P109
1814.00000000
NS
USD
128086.54000000
0.000736422455
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4JV9
2219746.16000000
PA
USD
2479186.18000000
0.014253865982
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
People's United Financial Inc
ROPY7PEPIPIDJNF0BO69
People's United Financial, Inc
712704105
189303.00000000
NS
USD
2447687.79000000
0.014072768720
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
310094.00000000
NS
USD
52356270.96000000
0.301017840299
Long
EC
CORP
US
N
1
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742BG9
12736000.00000000
PA
USD
14176568.58000000
0.081506951861
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
3.90000000
N
N
N
N
N
N
INTL DEVELOPMENT ASSOC
P41R60HC414IWQA1XW02
International Development Association
45939EAA8
27150000.00000000
PA
USD
28704247.36000000
0.165032581375
Long
DBT
NUSS
N/A
Y
2
2023-04-24
Fixed
2.75000000
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc
459506101
15725.00000000
NS
USD
1711509.00000000
0.009840172597
Long
EC
CORP
US
N
1
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro, Inc
418056107
804.00000000
NS
USD
75206.16000000
0.000432391296
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc
693475105
303472.00000000
NS
USD
45217328.00000000
0.259973106737
Long
EC
CORP
US
N
1
N
N
N
TriMas Corp
75G1WUQ8QK4P5MZOYD78
Trimas Corp
896215209
20355.00000000
NS
USD
644642.85000000
0.003706318171
Long
EC
CORP
US
N
1
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS S.A.
H7485A108
3476.00000000
NS
10477952.16000000
0.060242077446
Long
EC
CORP
CH
N
2
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
J11508124
301100.00000000
NS
8952511.30000000
0.051471687485
Long
EC
CORP
JP
N
2
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorporation
989701107
66607.00000000
NS
USD
2893408.08000000
0.016635398881
Long
EC
CORP
US
N
1
N
N
N
Tricon American Homes
N/A
Tricon American Homes
89613GAB2
475000.00000000
PA
USD
487482.15000000
0.002802736353
Long
ABS-O
CORP
US
Y
2
2038-07-17
Fixed
2.04900000
N
N
N
N
N
N
SOLAR STAR FUNDING LLC
N/A
Solar Star Funding LLC
83416WAB9
22514439.35000000
PA
USD
23129555.22000000
0.132981372273
Long
DBT
CORP
US
Y
2
2035-06-30
Fixed
3.95000000
N
Y
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro Quebec
448814DX8
6082000.00000000
PA
USD
6568855.89000000
0.037767067382
Long
DBT
NUSS
CA
N
2
2022-01-15
Fixed
8.40000000
N
N
N
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink S.E.
B292JQ905
75281.00000000
NS
1302452.02000000
0.007488334959
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137FJE54
4444801.79000000
PA
USD
5578538.27000000
0.032073322092
Long
ABS-CBDO
USGSE
US
N
2
2048-10-15
Variable
9.58619200
N
N
N
N
N
N
United Natural Foods Inc
549300GKGW6WPZ282D40
United Natural Foods, Inc
911163103
111709.00000000
NS
USD
1783992.73000000
0.010256911518
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
N20944109
919426.00000000
NS
11557562.16000000
0.066449201532
Long
EC
CORP
IT
N
2
N
N
N
Solarcity LMC Series LLC
N/A
SolarCity LMC
83416NAA1
3107454.35000000
PA
USD
3242129.25000000
0.018640341011
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
4.80000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746UDF3
7110000.00000000
PA
USD
8077785.47000000
0.046442527170
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.60000000
N
N
N
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
J72810120
119300.00000000
NS
20939025.50000000
0.120387111580
Long
EC
CORP
JP
N
2
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap, Inc
364760108
26527.00000000
NS
USD
535580.13000000
0.003079271519
Long
EC
CORP
US
N
1
N
N
N
Kintetsu Group Holdings Co Ltd
N/A
Kintetsu Corp
649296001
16500.00000000
NS
723117.22000000
0.004157499758
Long
EC
CORP
JP
N
2
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
153079.00000000
NS
USD
31867986.22000000
0.183222223636
Long
EC
CORP
US
N
1
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
3877.00000000
NS
USD
311264.95000000
0.001789590841
Long
EC
CORP
US
N
1
N
N
N
United States Cash Management Bill
254900HROIFWPRGM1V77
United States Cash Management Bill
912796C80
50195000.00000000
PA
USD
50187773.42000000
0.288550251714
Long
STIV
UST
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4ZQ2
1474006.79000000
PA
USD
1573818.98000000
0.009048535766
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
R67787102
302914.00000000
NS
3075314.24000000
0.017681252575
Long
EC
CORP
NO
N
2
N
N
N
The Bancorp Commercial Mortgag
5493007HKNHP2VEB5M24
Bancorp Commercial Mortgage Trust
05972LAA4
168635.10000000
PA
USD
167945.05000000
0.000965585503
Long
ABS-MBS
USGSE
US
Y
2
2035-09-15
Variable
1.05863000
N
N
N
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa plc
N/A
655398.00000000
NS
4900652.39000000
0.028175876001
Long
EC
CORP
GB
N
2
N
N
N
STAR ENERGY GEOTHERMAL
N/A
Star Energy Geothermal Wayang Windu Ltd
85511XAC4
28207700.00000000
PA
USD
31885278.32000000
0.183321643066
Long
DBT
CORP
VG
Y
2
2033-04-24
Fixed
6.75000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
18000000.00000000
PA
USD
20225700.00000000
0.116285908467
Long
DBT
CORP
US
Y
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
Kelly Services Inc
N/A
Kelly Services, Inc (Class A)
488152208
47960.00000000
NS
USD
986537.20000000
0.005672010093
Long
EC
CORP
US
N
1
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties, Inc
222795502
28593.00000000
NS
USD
957865.50000000
0.005507164639
Long
EC
CORP
US
N
1
N
N
N
FIBRIA OVERSEAS FINANCE
549300WABWKSHESAMG92
Fibria Overseas Finance Ltd
31572UAF3
10500000.00000000
PA
USD
11956980.00000000
0.068745619772
Long
DBT
CORP
KY
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
279243.00000000
NS
USD
9363017.79000000
0.053831858956
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20754WAB1
1360000.00000000
PA
USD
1350416.62000000
0.007764103267
Long
ABS-CBDO
USGSE
US
Y
2
2040-01-25
Variable
2.14800000
N
N
N
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties, Inc
101121101
85052.00000000
NS
USD
8039965.56000000
0.046225084876
Long
EC
CORP
US
N
1
N
N
N
Triple-S Management Corp
N/A
Triple-S Management Corp (Class B)
896749108
16267.00000000
NS
USD
347300.45000000
0.001996773824
Long
EC
CORP
US
N
1
N
N
TFS Financial Corp
N/A
TFS Financial Corp
87240R107
6965.00000000
NS
USD
122792.95000000
0.000705987419
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
098952906
316107.00000000
NS
31520062.41000000
0.181221865858
Long
EC
CORP
GB
N
2
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162FAG8
1000000.00000000
PA
USD
1126564.70000000
0.006477086063
Long
ABS-MBS
USGSE
US
N
2
2052-08-15
Fixed
3.41880000
N
N
N
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group plc
G16612106
6624506.00000000
NS
11940400.72000000
0.068650298639
Long
EC
CORP
GB
N
2
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings plc
B02L3W908
73428.00000000
NS
4749878.07000000
0.027309012122
Long
EC
CORP
GB
N
2
N
N
N
AID-JORDAN
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan Government AID Bond
418097AF8
5950000.00000000
PA
USD
6569773.36000000
0.037772342296
Long
DBT
NUSS
JO
N
2
2025-06-30
Fixed
3.00000000
N
N
N
N
N
N
Standard Life Aberdeen PLC
0TMBS544NMO7GLCE7H90
Standard Life Aberdeen plc
N/A
2147611.00000000
NS
8231800.56000000
0.047328023575
Long
EC
CORP
GB
N
2
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corp Mortgage Loan Trust
86359B7K1
1772404.57000000
PA
USD
1753106.81000000
0.010079335599
Long
ABS-O
CORP
US
N
2
2035-04-25
Variable
1.65475000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385CE4
10000000.00000000
PA
USD
9998911.10000000
0.057487872407
Long
STIV
USGSE
US
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XR63
117251.20000000
PA
USD
117547.36000000
0.000675828354
Long
ABS-CBDO
USGSE
US
N
2
2030-12-25
Variable
2.69800000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759NK0
5000000.00000000
PA
USD
5847713.15000000
0.033620919726
Long
DBT
USGSE
US
N
2
2036-08-01
Fixed
3.53500000
N
N
N
N
N
N
Envista Holdings Corp
549300BX623VURJZ5269
Envista Holdings Corp
29415F104
163472.00000000
NS
USD
5513910.56000000
0.031701750677
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Cash Management Bill
912796A58
48400000.00000000
PA
USD
48399993.22000000
0.278271564464
Long
STIV
UST
US
N
2
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc
09857L108
24474.00000000
NS
USD
54510205.98000000
0.313401702938
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
158422.00000000
NS
USD
13705087.22000000
0.078796210662
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828L57
4500000.00000000
PA
USD
4626914.04000000
0.026602041093
Long
DBT
UST
US
N
2
2022-09-30
Fixed
1.75000000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MBX7
12500000.00000000
PA
USD
13351032.88000000
0.076760605933
Long
DBT
NUSS
NO
Y
2
2025-02-11
Fixed
2.12500000
N
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
69479.00000000
NS
USD
5934201.39000000
0.034118176362
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos, Inc
571748102
276576.00000000
NS
USD
32359392.00000000
0.186047518561
Long
EC
CORP
US
N
1
N
N
N
Renew Financial
N/A
Renew
75973LAA6
3418635.14000000
PA
USD
3522415.33000000
0.020251821526
Long
ABS-O
CORP
KY
Y
2
2052-09-20
Fixed
3.67000000
N
N
N
N
N
N
ASGN Inc
LZBNYYCBUKY537072438
ASGN Inc
00191U102
1000.00000000
NS
USD
83530.00000000
0.000480248492
Long
EC
CORP
US
N
1
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
6165.00000000
NS
USD
1258461.45000000
0.007235414991
Long
EC
CORP
US
N
1
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast AS
K16018192
50637.00000000
NS
7743857.83000000
0.044522639157
Long
EC
CORP
DK
N
2
N
N
N
MICHIGAN ST
N/A
State of Michigan
594612BS1
4405000.00000000
PA
USD
4629919.30000000
0.026619319575
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
3.59000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8RE7
13643780.65000000
PA
USD
15159817.39000000
0.087160055641
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31283HJT3
10682.12000000
PA
USD
10987.21000000
0.000063170011
Long
ABS-MBS
MUN
US
N
2
2031-01-01
Fixed
8.00000000
N
N
N
N
N
N
Integer Holdings Corp
549300SUD2ED5XG6X569
Integer Holding Corp
45826H109
23129.00000000
NS
USD
1877843.51000000
0.010796498441
Long
EC
CORP
US
N
1
N
N
N
Stock Yards Bancorp Inc
549300YERP9H5TDIQW16
Stock Yards Bancorp, Inc
861025104
13659.00000000
NS
USD
552916.32000000
0.003178944440
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart, Inc
217204106
162221.00000000
NS
USD
20642622.25000000
0.118682966794
Long
EC
CORP
US
N
1
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759JW9
1900000.00000000
PA
USD
1907261.80000000
0.010965636348
Long
DBT
USGSE
US
N
2
2021-08-01
Fixed
5.05000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5X47
1194539.82000000
PA
USD
1395053.66000000
0.008020740059
Long
ABS-MBS
MUN
US
N
2
2033-12-01
Fixed
7.00000000
N
N
N
N
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
B02L48900
113527.00000000
NS
2528927.54000000
0.014539849618
Long
EC
CORP
NO
N
2
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel S.p.A.
714456902
2341767.00000000
NS
23826841.62000000
0.136990359972
Long
EC
CORP
IT
N
2
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AR6
1000000.00000000
PA
USD
1254671.87000000
0.007213627129
Long
DBT
CORP
US
N
2
2047-08-01
Fixed
3.95000000
N
N
N
N
N
N
MONTEFIORE MEDICAL CENT
549300LVC84TCICWUW24
Montefiore Medical Center
61237WAC0
17145000.00000000
PA
USD
19003170.47000000
0.109257080934
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
2.89500000
N
N
N
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
J70746136
296900.00000000
NS
6048387.39000000
0.034774678869
Long
EC
CORP
JP
N
2
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe, Inc
00724F101
164623.00000000
NS
USD
82331254.76000000
0.473356410656
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hills Bancorp Inc
549300AS2OC6UMMBNO37
Berkshire Hills Bancorp, Inc
084680107
55754.00000000
NS
USD
954508.48000000
0.005487863744
Long
EC
CORP
US
N
1
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
689544005
181100.00000000
NS
4191591.30000000
0.024099190744
Long
EC
CORP
JP
N
2
N
N
N
TAMPA BAY FL WTR REGL WTR SPLY
N/A
Tampa Bay Water
875124ET2
3000000.00000000
PA
USD
3235320.00000000
0.018601191819
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
2.95200000
N
N
N
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
139227.00000000
NS
USD
6798454.41000000
0.039087124165
Long
EC
CORP
US
N
1
N
N
N
CAE Inc
549300FFM2BEH2GF1E44
CAE, Inc
124765108
308152.00000000
NS
8538393.46000000
0.049090752871
Long
EC
CORP
CA
N
2
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
17946.00000000
NS
USD
818158.14000000
0.004703929286
Long
EC
CORP
US
N
1
N
N
N
LOS ANGELES CA CMNTY CLG DIST
N/A
Los Angeles Community College District
54438CYP1
8655000.00000000
PA
USD
9019808.25000000
0.051858605464
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
2.10600000
N
N
N
N
N
N
Tandem Diabetes Care Inc
549300JEPFOD0K4D3I05
Tandem Diabetes Care, Inc
875372203
26344.00000000
NS
USD
2520593.92000000
0.014491936193
Long
EC
CORP
US
N
1
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
J31843105
551132.00000000
NS
16341198.06000000
0.093952301371
Long
EC
CORP
JP
N
2
N
N
N
Agios Pharmaceuticals Inc
529900ONJHY8EOGYT555
Agios Pharmaceuticals, Inc
00847X104
54311.00000000
NS
USD
2353295.63000000
0.013530069180
Long
EC
CORP
US
N
1
N
N
N
Penumbra Inc
549300RGE06P3ECANU72
Penumbra, Inc
70975L107
15154.00000000
NS
USD
2651950.00000000
0.015247156585
Long
EC
CORP
US
N
1
N
N
N
Puma SE
529900GRZ2BQY5ZM9N49
Puma AG. Rudolf Dassler Sport
506472901
9035.00000000
NS
1016680.45000000
0.005845316095
Long
EC
CORP
DE
N
2
N
N
N
NORFOLK VA
N/A
City of Norfolk VA
655867TM1
3665000.00000000
PA
USD
4390560.05000000
0.025243144321
Long
DBT
MUN
US
N
2
2036-10-01
Fixed
3.05000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
N/A
906846.00000000
NS
9141034.02000000
0.052555582518
Long
EC
CORP
SE
N
2
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
24736CBM5
2320837.50000000
PA
USD
2353584.52000000
0.013531730128
Long
LON
CORP
US
N
2
2023-05-01
Variable
5.75000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAJ3
4800000.00000000
PA
USD
5264525.38000000
0.030267932208
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.20000000
N
N
N
N
N
N
GREAT-WEST LIFECO US FI
N/A
Great-West Lifeco US Finance 2020 LP
391399AA0
4700000.00000000
PA
USD
4719678.01000000
0.027135379495
Long
DBT
CORP
US
Y
2
2025-08-12
Fixed
0.90400000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAJ2
10000000.00000000
PA
USD
10826612.10000000
0.062246667540
Long
DBT
CORP
NO
Y
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group
74251V102
642.00000000
NS
USD
31849.62000000
0.000183116628
Long
EC
CORP
US
N
1
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp
15872M104
3725.00000000
NS
USD
56992.50000000
0.000327673437
Long
EC
CORP
US
N
1
N
N
N
HONOLULU CITY & CNTY HI
N/A
City & County of Honolulu HI
438687EP6
5645000.00000000
PA
USD
6435582.25000000
0.037000822144
Long
DBT
MUN
US
N
2
2035-09-01
Fixed
3.97400000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
530209.00000000
NS
USD
56721758.82000000
0.326116834237
Long
EC
CORP
US
N
1
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
448253.00000000
NS
USD
40678959.75000000
0.233880151986
Long
EC
CORP
US
N
1
N
N
N
SALVATION ARMY
549300UQ1LCLSQQ6V491
Salvation Army
79585TAS2
20000000.00000000
PA
USD
22520839.20000000
0.129481612296
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.52800000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge, Inc (Toronto)
29250N105
591524.00000000
NS
18918172.71000000
0.108768393683
Long
EC
CORP
CA
N
2
N
N
N
HOSPITAL SPECIAL SURGERY
549300U0XV0GGBTV6I72
New York Society for the Relief of the Ruptured & Crippled
44107HAB8
13555000.00000000
PA
USD
14250482.11000000
0.081931911293
Long
DBT
MUN
US
N
2
2031-12-20
Fixed
2.88100000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance S.A.
456873AE8
3175000.00000000
PA
USD
3579651.21000000
0.020580894255
Long
DBT
CORP
LU
N
2
2026-03-21
Fixed
3.50000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BN0
2790000.00000000
PA
USD
2902928.32000000
0.016690134675
Long
DBT
CORP
GB
N
2
2024-05-22
Variable
2.35900000
N
N
N
N
N
N
TAMPA BAY FL WTR REGL WTR SPLY
N/A
Tampa Bay Water
875124ES4
3225000.00000000
PA
USD
3484548.00000000
0.020034106595
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
2.78200000
N
N
N
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc
681919106
344725.00000000
NS
USD
21500498.25000000
0.123615250473
Long
EC
CORP
US
N
1
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
G47567105
310207.00000000
NS
USD
27865894.81000000
0.160212546079
Long
EC
CORP
US
N
1
N
N
N
Sally Beauty Holdings Inc
529900VXW6E8ONDIQ271
Sally Beauty Holdings, Inc
79546E104
1746.00000000
NS
USD
22767.84000000
0.000130901721
Long
EC
CORP
US
N
1
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
4380.00000000
NS
USD
251412.00000000
0.001445471495
Long
EC
CORP
US
N
1
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAL6
5932000.00000000
PA
USD
7235943.53000000
0.041602429928
Long
DBT
CORP
NO
N
2
2043-05-15
Fixed
3.95000000
N
N
N
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp, Inc
649445103
543216.00000000
NS
USD
5730928.80000000
0.032949478231
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc
26614N102
514235.00000000
NS
USD
36567250.85000000
0.210240238174
Long
EC
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320AN2
15000000.00000000
PA
USD
15931586.25000000
0.091597273785
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.20000000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAN6
10320000.00000000
PA
USD
10630386.07000000
0.061118482994
Long
DBT
CORP
US
Y
2
2030-06-27
Fixed
1.96000000
N
N
N
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
Essilor International S.A.
F31668100
109662.00000000
NS
17089112.02000000
0.098252367836
Long
EC
CORP
FR
N
2
N
N
N
Sangamo Therapeutics Inc
2549006WMRKRC4G32Z67
Sangamo Therapeutics Inc
800677106
103278.00000000
NS
USD
1611653.19000000
0.009266060276
Long
EC
CORP
US
N
1
N
N
N
Sprouts Farmers Market Inc
529900P8F4G77Q52XE24
Sprouts Farmers Market, Inc
85208M102
233349.00000000
NS
USD
4690314.90000000
0.026966558840
Long
EC
CORP
US
N
1
N
N
N
CSG Systems International Inc
549300D7FJZUOHHXUA81
CSG Systems International, Inc
126349109
64411.00000000
NS
USD
2903003.77000000
0.016690568468
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648HAE3
1274161.52000000
PA
USD
1278807.11000000
0.007352390599
Long
ABS-CBDO
USGSE
US
Y
2
2047-05-25
Variable
3.50000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
D06216317
175954.00000000
NS
13907871.98000000
0.079962104057
Long
EC
CORP
DE
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAR9
986002.45000000
PA
USD
1006891.11000000
0.005789033133
Long
ABS-CBDO
USGSE
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
SYRACUSE NY INDL DEV AGY PILOT
N/A
Syracuse Industrial Development Agency
87172NBE7
1650000.00000000
PA
USD
1417812.00000000
0.008151587161
Long
DBT
MUN
US
Y
2
2036-01-01
Fixed
5.00000000
N
N
N
N
N
N
Inogen Inc
549300J8WJIVTOJ8IH97
Inogen, Inc
45780L104
8609.00000000
NS
USD
384650.12000000
0.002211512513
Long
EC
CORP
US
N
1
N
N
N
Summit Materials Inc
N/A
Summit Materials, Inc
86614U100
168077.00000000
NS
USD
3374986.16000000
0.019404190296
Long
EC
CORP
US
N
1
N
N
N
Kobayashi Pharmaceutical Co Ltd
529900WBSL04KD6TKP95
Kobayashi Pharmaceutical Co Ltd
614945905
23200.00000000
NS
2835650.68000000
0.016303327717
Long
EC
CORP
JP
N
2
N
N
N
MS&AD Insurance Group Holdings Inc
529900CXROT5S2HMMP26
Mitsui Sumitomo Insurance Group Holdings, Inc
B2Q4CS905
82300.00000000
NS
2503980.48000000
0.014396418660
Long
EC
CORP
JP
N
2
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AS9
8000000.00000000
PA
USD
7917630.16000000
0.045521728101
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
1.50000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
5000000.00000000
PA
USD
5259147.15000000
0.030237010541
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
3446.00000000
NS
USD
412658.50000000
0.002372544265
Long
EC
CORP
US
N
1
N
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
Abiomed, Inc
003654100
43051.00000000
NS
USD
13957134.20000000
0.080245332920
Long
EC
CORP
US
N
1
N
N
N
CapitaLand Ltd
2549006LYGY45GHGWZ89
CapitaLand Ltd
Y10923103
2816573.00000000
NS
6988675.04000000
0.040180781184
Long
EC
CORP
SG
N
2
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAK8
8125000.00000000
PA
USD
8691829.09000000
0.049972917722
Long
DBT
CORP
NO
N
2
2030-05-22
Fixed
2.37500000
N
N
N
N
N
N
Shimizu Corp
353800BRAE0QFP3ZLY22
Shimizu Corp
680440005
386200.00000000
NS
2811264.27000000
0.016163120167
Long
EC
CORP
JP
N
2
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc
744573AP1
19475000.00000000
PA
USD
19477286.75000000
0.111982971378
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Structured Agency Credit Risk Debt Note (STACR)
35565KAH1
670000.00000000
PA
USD
665888.55000000
0.003828468481
Long
ABS-CBDO
CORP
US
Y
2
2050-02-25
Variable
1.99800000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAQ5
12425000.00000000
PA
USD
11841095.95000000
0.068079354474
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.00000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DJ2
4200000.00000000
PA
USD
4210330.03000000
0.024206927448
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
2.50000000
N
N
N
N
N
N
Residential Asset Securities C
N/A
RASC Trust
76110W3U8
650000.00000000
PA
USD
648930.95000000
0.003730972231
Long
ABS-O
CORP
US
N
2
2035-08-25
Variable
3.07988000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XK29
643842.42000000
PA
USD
639745.46000000
0.003678161052
Long
ABS-CBDO
USGSE
US
N
2
2030-10-25
Variable
0.99800000
N
N
N
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
690064001
491800.00000000
NS
37952240.05000000
0.218203113493
Long
EC
CORP
JP
N
2
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc
78409V104
126235.00000000
NS
USD
41497231.55000000
0.238584734751
Long
EC
CORP
US
N
1
N
N
N
Elastic NV
N/A
Elastic NV
N14506104
44846.00000000
NS
USD
6553345.98000000
0.037677894499
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648HAN3
659949.19000000
PA
USD
673999.57000000
0.003875102088
Long
ABS-CBDO
USGSE
US
Y
2
2047-05-25
Variable
3.50000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp
020002101
113139.00000000
NS
USD
12437370.27000000
0.071507581976
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
521055.00000000
NS
USD
44003094.75000000
0.252991977947
Long
EC
CORP
US
N
1
N
N
N
Omnicell Inc
5493008RH0GTKHHPZI77
Omnicell, Inc
68213N109
42357.00000000
NS
USD
5083687.14000000
0.029228218426
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHS86
1750974.74000000
PA
USD
1914138.17000000
0.011005171441
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
Q26915100
473839.00000000
NS
30118150.22000000
0.173161693275
Long
EC
CORP
AU
N
2
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC
418751AD5
10000000.00000000
PA
USD
10375000.00000000
0.059650162928
Long
DBT
CORP
US
Y
2
2030-09-15
Fixed
3.75000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
Keycorp
493267108
254567.00000000
NS
USD
4177444.47000000
0.024017854772
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46631KAA3
6591076.62000000
PA
USD
6464738.20000000
0.037168451751
Long
ABS-O
CORP
US
N
2
2037-06-25
Variable
0.30800000
N
N
N
N
N
N
AES GENER SA
549300IF4IFG0FS0RM26
AES Gener S.A.
00105DAG0
14500000.00000000
PA
USD
15913750.00000000
0.091494725812
Long
DBT
CORP
CL
Y
2
2079-10-07
Variable
6.35000000
N
N
N
N
N
N
Columbia Banking System Inc
N/A
Columbia Banking System, Inc
197236102
2120.00000000
NS
USD
76108.00000000
0.000437576347
Long
EC
CORP
US
N
1
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAN2
17000000.00000000
PA
USD
16750256.06000000
0.096304144874
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.10000000
N
N
N
N
N
N
SYNNEX Corp
5493004HI6PFLF46NS53
Synnex Corp
87162W100
31435.00000000
NS
USD
2560066.40000000
0.014718879794
Long
EC
CORP
US
N
1
N
N
N
WesBanco Inc
N/A
WesBanco, Inc
950810101
25913.00000000
NS
USD
776353.48000000
0.004463577019
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Chemical Holdings Corp
353800YNKX4RQUGAR072
Mitsubishi Chemical Holdings Corp
B0JQTJ900
486000.00000000
NS
2944356.15000000
0.016928320392
Long
EC
CORP
JP
N
2
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NBC8
5830000.00000000
PA
USD
6560343.63000000
0.037718126881
Long
DBT
CORP
CA
N
2
2080-07-15
Variable
5.75000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp
808513105
723762.00000000
NS
USD
38388336.48000000
0.220710412105
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
117448.00000000
NS
USD
31599384.40000000
0.181677920762
Long
EC
CORP
US
N
1
N
N
N
PriceSmart Inc
549300JVYOSTGVSDZS46
Pricesmart, Inc
741511109
43004.00000000
NS
USD
3917234.36000000
0.022521799306
Long
EC
CORP
US
N
1
N
N
N
WASHINGTON CNTY OR CLEAN WTR S
N/A
Washington County Clean Water Services
938240CL0
1000000.00000000
PA
USD
1162390.00000000
0.006683060519
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
5.07800000
N
N
N
N
N
N
ETHIOPIAN LEASING 2012
N/A
Ethiopian Leasing LLC
29766DAG9
7269958.33000000
PA
USD
7646700.80000000
0.043964043237
Long
DBT
CORP
US
N
2
2026-08-14
Fixed
2.56600000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
791727.00000000
NS
USD
12762639.24000000
0.073377687717
Long
EC
CORP
US
N
1
N
N
N
NVR Inc
N/A
NVR, Inc
62944T105
2483.00000000
NS
USD
10130292.38000000
0.058243237685
Long
EC
CORP
US
N
1
N
N
N
Ellington Loan Acquisition Tru
N/A
Ellington Loan Acquisition Trust
288547AD4
299501.43000000
PA
USD
299140.41000000
0.001719881850
Long
ABS-O
CORP
US
Y
2
2037-05-25
Variable
1.24800000
N
N
N
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
68702.00000000
NS
8614061.75000000
0.049525801143
Long
EC
CORP
CA
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAN7
431688.40000000
PA
USD
443288.86000000
0.002548650864
Long
ABS-CBDO
USGSE
US
Y
2
2049-01-25
Variable
4.00000000
N
N
N
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
Aegon NV
N00927298
1924431.00000000
NS
7676297.15000000
0.044134204885
Long
EC
CORP
NL
N
2
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp
00130HCF0
12675000.00000000
PA
USD
12838557.82000000
0.073814175010
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey plc
G86954107
1162041.00000000
NS
2628490.05000000
0.015112275637
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FRW0
188186.57000000
PA
USD
214750.04000000
0.001234686734
Long
ABS-MBS
USGSE
US
N
2
2044-05-20
Fixed
4.50000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313KN7
1000000.00000000
PA
USD
999375.00000000
0.005745819911
Long
STIV
USGSE
US
N
2
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746YAU8
328256.91000000
PA
USD
333513.52000000
0.001917507065
Long
ABS-CBDO
USGSE
US
Y
2
2049-06-25
Variable
4.00000000
N
N
N
N
N
N
H Lundbeck A/S
5493006R4KC2OI5D3470
H Lundbeck AS
708525902
74501.00000000
NS
2550469.37000000
0.014663702502
Long
EC
CORP
DK
N
2
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162VBJ6
8870000.00000000
PA
USD
9366874.34000000
0.053854031856
Long
ABS-MBS
USGSE
US
Y
2
2062-03-15
Variable
3.89947000
N
N
N
N
N
N
UPPER ALLEGHENY PA JT SANTN AU
N/A
Upper Allegheny Joint Sanitary Authority
915455NA3
500000.00000000
PA
USD
554935.00000000
0.003190550666
Long
DBT
MUN
US
N
2
2039-09-01
Fixed
3.55000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179SUV7
7075149.03000000
PA
USD
7604236.24000000
0.043719896931
Long
ABS-MBS
USGSE
US
N
2
2047-01-20
Fixed
3.50000000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West
563136AG5
3000000.00000000
PA
USD
3103076.40000000
0.017840868707
Long
ABS-MBS
USGSE
US
Y
2
2039-09-10
Variable
2.33497700
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay, Inc
278642103
805244.00000000
NS
USD
40463511.00000000
0.232641448078
Long
EC
CORP
US
N
1
N
N
N
Americold Realty Trust
549300R7N1V5YV8MWH02
Americold Realty Trust
03064D108
3067.00000000
NS
USD
114491.11000000
0.000658256709
Long
EC
CORP
US
N
1
N
N
N
Cubic Corp
6HHLXIOGCDNZ4IRAIW26
Cubic Corp
229669106
48087.00000000
NS
USD
2983317.48000000
0.017152325180
Long
EC
CORP
US
N
1
N
N
N
KLABIN FINANCE SA
222100T4G34Y3B3OF390
Klabin Finance S.A.
49835LAB7
8125000.00000000
PA
USD
9059456.25000000
0.052086558203
Long
DBT
CORP
LU
Y
2
2027-09-19
Fixed
4.87500000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CJ6
16350000.00000000
PA
USD
17960520.45000000
0.103262455048
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAV88
839450.93000000
PA
USD
918590.34000000
0.005281355512
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353UZ8
2992500.00000000
PA
USD
3304787.75000000
0.019000590624
Long
DBT
USGSE
US
N
2
2030-05-15
Fixed
2.93000000
N
N
N
N
N
N
Assembly Biosciences Inc
N/A
Assembly Biosciences, Inc
045396108
49057.00000000
NS
USD
296794.85000000
0.001706396256
Long
EC
CORP
US
N
1
N
N
N
Cinemark Holdings Inc
549300LL2QMPTYIE0K55
Cinemark Holdings, Inc
17243V102
212229.00000000
NS
USD
3694906.89000000
0.021243546794
Long
EC
CORP
US
N
1
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447PF22
2000000.00000000
PA
USD
2286580.00000000
0.013146493450
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
RealReal Inc/The
549300O00VUGT4H1PE90
RealReal, Inc
88339P101
128948.00000000
NS
USD
2519643.92000000
0.014486474250
Long
EC
CORP
US
N
1
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International plc
N/A
89942.00000000
NS
8088477.82000000
0.046504001909
Long
EC
CORP
GB
N
2
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771RAA7
38524.21000000
PA
USD
38138.97000000
0.000219276701
Long
ABS-O
CORP
KY
Y
3
2042-09-21
Fixed
4.50000000
N
N
N
N
N
N
WLB ASSET II PTE LTD
549300IOAZLPOFTPUJ20
WLB Asset II Pte Ltd
ZP1776035
1925000.00000000
PA
USD
1963433.91000000
0.011288593024
Long
DBT
CORP
SG
Y
2
2024-01-14
Fixed
4.00000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GXT7
3035000.00000000
PA
USD
3551283.85000000
0.020417798579
Long
DBT
MUN
US
N
2
2028-05-15
Fixed
3.80900000
N
N
N
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAA2
10250000.00000000
PA
USD
10533878.36000000
0.060563620283
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.36600000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
74432QCH6
16504000.00000000
PA
USD
17120093.00000000
0.098430490294
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
1.50000000
N
N
N
N
N
N
CALIFORNIA ST EARTHQUAKE AUTH
N/A
California Earthquake Authority
13017HAK2
3000000.00000000
PA
USD
3020820.00000000
0.017367942667
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
1.47700000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAX9
344459.45000000
PA
USD
379603.94000000
0.002182499939
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170AS3
12000000.00000000
PA
USD
15312049.32000000
0.088035299923
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.95000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
N/A
Advance Auto Parts, Inc
00751YAF3
4100000.00000000
PA
USD
4162146.90000000
0.023929902719
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.75000000
N
N
N
N
N
N
Cable One Inc
549300648QS85T0XSH18
Cable One, Inc
12685J105
3382.00000000
NS
USD
7534149.04000000
0.043316936652
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc
16411R208
156366.00000000
NS
USD
9386650.98000000
0.053967735933
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138XTA88
636283.91000000
PA
USD
711086.73000000
0.004088331498
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAV3
95145000.00000000
PA
USD
94773339.84000000
0.544891100024
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
N
Cullen/Frost Bankers Inc
529900V2E9G9AY665O34
Cullen/Frost Bankers, Inc
229899109
4937.00000000
NS
USD
430654.51000000
0.002476010765
Long
EC
CORP
US
N
1
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG.
H50524133
27166.00000000
NS
17499426.64000000
0.100611436167
Long
EC
CORP
CH
N
2
N
N
N
Fabrinet
5493004TETZ6IYF7CV44
Fabrinet
G3323L100
2887.00000000
NS
USD
224002.33000000
0.001287881974
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc
98389B100
213805.00000000
NS
USD
14254379.35000000
0.081954318137
Long
EC
CORP
US
N
1
N
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
Murata Manufacturing Co Ltd
J46840104
180700.00000000
NS
16358682.33000000
0.094052825665
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8KY0
3227847.48000000
PA
USD
3587943.05000000
0.020628567470
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
Auckland International Airport Ltd
549300HFZIZDJWB7AK60
Auckland International Airport Ltd
Q06213146
143974.00000000
NS
787337.91000000
0.004526731046
Long
EC
CORP
NZ
N
2
N
N
N
DIST OF COLUMBIA REVENUE
549300HWFOZXPKGOX654
District of Columbia
25483VXM1
3500000.00000000
PA
USD
3797080.00000000
0.021830982231
Long
DBT
MUN
US
N
2
2042-04-01
Fixed
3.43200000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36262DAD0
1922931.90000000
PA
USD
1961613.60000000
0.011278127310
Long
ABS-CBDO
USGSE
US
Y
2
2050-07-25
Variable
3.50000000
N
N
N
N
N
N
Ethan Allen Interiors Inc
N/A
Ethan Allen Interiors, Inc
297602104
46726.00000000
NS
USD
944332.46000000
0.005429357599
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AT0
6200000.00000000
PA
USD
6916905.69000000
0.039768149529
Long
DBT
CORP
US
N
2
2047-07-13
Fixed
4.95000000
N
N
N
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355L106
506298.00000000
NS
USD
13037173.50000000
0.074956098641
Long
EC
CORP
US
N
1
N
N
N
HERO Funding Trust
549300Z5C0ID42MSJA91
HERO Funding Trust
42771AAA4
5921260.55000000
PA
USD
6099163.64000000
0.035066612516
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
3.19000000
N
Y
N
N
N
N
CHICAGO IL MET WTR RECLAMATION
N/A
Chicago Metropolitan Water Reclamation District-Greater Chicago
167560PL9
11645000.00000000
PA
USD
16693107.50000000
0.095975574184
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.72000000
N
N
N
N
N
N
OREGON ST BUSINESS DEV COMMISS
N/A
Oregon State Business Development Commission
68608GAJ6
3470000.00000000
PA
USD
2736025.60000000
0.015730541958
Long
DBT
MUN
US
Y
2
2037-04-01
Variable
0.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NAY1
9625000.00000000
PA
USD
10303901.69000000
0.059241389360
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
2.50000000
N
N
N
N
N
N
Tricida Inc
549300QVPFFJC8SZXG25
Tricida, Inc
89610F101
5130.00000000
NS
USD
36166.50000000
0.000207936155
Long
EC
CORP
US
N
1
N
N
N
Mitsui Chemicals Inc
353800H2UB5ZEZRZQC02
Mitsui Chemicals, Inc
J4466L102
141592.00000000
NS
4159311.25000000
0.023913599396
Long
EC
CORP
JP
N
2
N
N
N
Hexcel Corp
S6Q7LW43WUBUHXY2QP69
Hexcel Corp
428291108
166454.00000000
NS
USD
8071354.46000000
0.046405552635
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc
88160R101
197503.00000000
NS
USD
139371942.01000000
0.801306896249
Long
EC
CORP
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos, Inc
548661DZ7
5525000.00000000
PA
USD
5889699.23000000
0.033862315052
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.00000000
N
N
N
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger Ltd
806857108
582790.00000000
NS
USD
12722305.70000000
0.073145793526
Long
EC
CORP
US
N
1
N
N
N
WISCONSIN ALUM RESEARCH
UMSL8J1I3AHWSX5XNO15
Wisconsin Alumni Research Foundation
97658WAA8
11440000.00000000
PA
USD
12404886.32000000
0.071320818322
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.56400000
N
N
N
N
N
N
VIVINT SOLAR FINANCING LLC
N/A
Vivint Colar Financing V LLC
92854VAA3
14398311.86000000
PA
USD
15770747.43000000
0.090672544935
Long
ABS-O
CORP
US
Y
2
2048-04-30
Fixed
4.73000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G1CL9
1144787.58000000
PA
USD
1144723.93000000
0.006581490981
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.72271600
N
N
N
N
N
N
Zogenix Inc
54930089H3HF4C32SK78
Zogenix, Inc
98978L204
15799.00000000
NS
USD
315822.01000000
0.001815791262
Long
EC
CORP
US
N
1
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Cominco Ltd
878742204
506492.00000000
NS
9191582.37000000
0.052846205874
Long
EC
CORP
CA
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
14950000.00000000
PA
USD
15056461.04000000
0.086565817269
Long
DBT
CORP
US
N
2
2026-12-10
Fixed
0.98500000
N
N
N
N
N
N
STATE STR NAVIGATOR SECS L TR
549300ZFEEJ2IP5VME73
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
138344116.83000100
NS
USD
138344116.83000100
0.795397504495
Long
STIV
RF
US
N
1
N
N
Vestas Wind Systems A/S
549300DYMC8BGZZC8844
Vestas Wind Systems AS
K9773J128
46500.00000000
NS
10984663.03000000
0.063155367658
Long
EC
CORP
DK
N
2
N
N
N
Brookfield Asset Management Inc
C6J3FGIWG6MBDGTE8F80
Brookfield Asset Management, Inc
112585104
448702.00000000
NS
18548746.36000000
0.106644408915
Long
EC
CORP
CA
N
2
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
132954.00000000
NS
USD
31591199.94000000
0.181630864919
Long
EC
CORP
US
N
1
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152G39
8000000.00000000
PA
USD
8332240.00000000
0.047905491427
Long
DBT
MUN
US
N
2
2022-02-01
Fixed
5.00000000
N
N
N
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802D2A3
10000000.00000000
PA
USD
9946499.60000000
0.057186537032
Long
DBT
NUSS
FR
Y
2
2025-09-23
Fixed
0.37500000
N
N
N
N
N
LEGG MASON INC
OWUNCC6U1ZJXMZKFBJ36
Legg Mason, Inc
524901AT2
2300000.00000000
PA
USD
2548895.54000000
0.014654653903
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.95000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81747WBN6
76691.75000000
PA
USD
78125.69000000
0.000449176880
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239100
46836.00000000
NS
USD
3127239.72000000
0.017979793620
Long
EC
CORP
US
N
1
N
N
N
Hankyu Hanshin Holdings Inc
N/A
Hankyu Hanshin Holdings, Inc
640866000
11500.00000000
NS
382513.93000000
0.002199230674
Long
EC
CORP
JP
N
2
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
1599567.00000000
NS
USD
355775692.14000000
2.045501494191
Long
EC
CORP
US
N
1
N
N
N
Ribbon Communications Inc
549300L1E8Z8RL7CUL52
Ribbon Communications, Inc
762544104
64222.00000000
NS
USD
421296.32000000
0.002422206663
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
18203077.25000000
0.104657014338
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
3.47300000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Cash Management Bill
912796A66
70000000.00000000
PA
USD
69999377.70000000
0.402455352743
Long
STIV
UST
US
N
2
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AS8
9925000.00000000
PA
USD
10558847.52000000
0.060707178304
Long
DBT
NUSS
EG
Y
2
2025-10-06
Fixed
5.25000000
N
N
N
N
N
N
GREAT LAKES MI WTR AUTH SEWAGE
N/A
Great Lakes Water Authority Sewage Disposal System Revenue
39081HCV2
3230000.00000000
PA
USD
3443018.50000000
0.019795336336
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
3.05600000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3132H3RK1
199902.79000000
PA
USD
217822.47000000
0.001252351404
Long
ABS-MBS
MUN
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46591DBF5
2134887.05000000
PA
USD
2137395.12000000
0.012288767918
Long
ABS-CBDO
USGSE
US
Y
2
2049-10-25
Variable
1.09800000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric S.A.
F86921107
162668.00000000
NS
23509986.05000000
0.135168626345
Long
EC
CORP
FR
N
2
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844AW8
475000.00000000
PA
USD
565732.56000000
0.003252630301
Long
DBT
CORP
US
N
2
2025-05-17
Fixed
5.59000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBD5
7250000.00000000
PA
USD
7988748.25000000
0.045930615393
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.25000000
N
N
N
N
N
N
Helix Energy Solutions Group Inc
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group, Inc
42330P107
306792.00000000
NS
USD
1288526.40000000
0.007408270814
Long
EC
CORP
US
N
1
N
N
N
Kose Corp
353800NX4GGAVDHHY664
Kose Corp
619446909
10600.00000000
NS
1811327.67000000
0.010414071386
Long
EC
CORP
JP
N
2
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad Holdings NV
522865906
37666.00000000
NS
2438221.20000000
0.014018341381
Long
EC
CORP
NL
N
2
N
N
N
UNIV OF NEW MEXICO NM
549300WZXG6PIBC7KB43
University of New Mexico
914692X60
18000000.00000000
PA
USD
19635660.00000000
0.112893524647
Long
DBT
MUN
US
N
2
2032-06-20
Fixed
3.53200000
N
N
N
N
N
N
Acuity Brands Inc
N/A
Acuity Brands, Inc
00508Y102
790.00000000
NS
USD
95661.10000000
0.000549995200
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAR2
21821000.00000000
PA
USD
21823557.20000000
0.125472649895
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.12500000
N
N
N
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap, Inc
83304A106
10548.00000000
NS
USD
528138.36000000
0.003036485708
Long
EC
CORP
US
N
1
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma, Inc
969904101
33038.00000000
NS
USD
3364589.92000000
0.019344418016
Long
EC
CORP
US
N
1
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury plc
G77732173
1937913.00000000
NS
5956576.61000000
0.034246820750
Long
EC
CORP
GB
N
2
N
N
N
LAVACA-NAVIDAD RIVER TX AUTH
N/A
Lavaca-Navidad River Authority
519385DJ4
6430000.00000000
PA
USD
6929353.80000000
0.039839718858
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
4.43000000
N
N
N
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc
773903109
44712.00000000
NS
USD
11214216.72000000
0.064475166695
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0MD8
336462.05000000
PA
USD
344437.51000000
0.001980313599
Long
ABS-CBDO
USGSE
US
N
2
2029-07-25
Variable
3.39800000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
554223.00000000
NS
USD
22163377.77000000
0.127426418798
Long
EC
CORP
US
N
1
N
N
N
Planet Fitness Inc
549300LLE5HUPF6H8G33
Planet Fitness, Inc
72703H101
32596.00000000
NS
USD
2530427.48000000
0.014548473393
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DUH3
77276637.36000000
PA
USD
81519827.20000000
0.468691178255
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle S.A.
712387901
598296.00000000
NS
70725327.74000000
0.406629139554
Long
EC
CORP
CH
N
2
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis, Inc
98978V103
270039.00000000
NS
USD
44691454.50000000
0.256949642645
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
35565LAH9
2620000.00000000
PA
USD
2638014.33000000
0.015167034659
Long
ABS-CBDO
USGSE
US
Y
2
2050-03-25
Variable
3.24800000
N
N
N
N
N
N
MARYLAND ST CMNTY DEV ADMIN DE
N/A
Maryland Community Development Administration Housing Revenue
57419RD77
3300000.00000000
PA
USD
3508230.00000000
0.020170264201
Long
DBT
MUN
US
N
2
2039-03-01
Fixed
3.79700000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AM5
1975000.00000000
PA
USD
2056910.91000000
0.011826030931
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.95000000
N
N
N
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher plc
G5256E441
579682.00000000
NS
2142006.33000000
0.012315279670
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XBF0
466303.35000000
PA
USD
497530.99000000
0.002860511288
Long
ABS-CBDO
USGSE
US
N
2
2028-04-25
Variable
5.84800000
N
N
N
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion plc
N/A
185262.00000000
NS
2176504.53000000
0.012513624079
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31419ARB5
1059945.00000000
PA
USD
1232328.53000000
0.007085166033
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418MY89
1551617.88000000
PA
USD
1824022.63000000
0.010487059958
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FR0
886409.17000000
PA
USD
991455.48000000
0.005700287317
Long
ABS-MBS
MUN
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
Aspen Technology Inc
529900B0MZWTVFG7CB96
Aspen Technology, Inc
045327103
25925.00000000
NS
USD
3376731.25000000
0.019414223540
Long
EC
CORP
US
N
1
N
N
N
Texas Capital Bancshares Inc
549300466Q2SXRX0YM48
Texas Capital Bancshares, Inc
88224Q107
3121.00000000
NS
USD
185699.50000000
0.001067663174
Long
EC
CORP
US
N
1
N
N
N
Ultragenyx Pharmaceutical Inc
529900EV44GVDN1DCX77
Ultragenyx Pharmaceutical, Inc
90400D108
32761.00000000
NS
USD
4535105.23000000
0.026074194300
Long
EC
CORP
US
N
1
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B0A71
2161259.76000000
PA
USD
2226262.02000000
0.012799700454
Long
ABS-CBDO
USGSE
US
N
2
2045-02-25
Fixed
3.00000000
N
N
N
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos, Inc
142339100
20439.00000000
NS
USD
3192163.02000000
0.018353064504
Long
EC
CORP
US
N
1
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications, Inc (Class B)
775109200
185118.00000000
NS
8618188.92000000
0.049549529949
Long
EC
CORP
CA
N
2
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp
912008109
289247.00000000
NS
USD
9634817.57000000
0.055394548225
Long
EC
CORP
US
N
1
N
N
N
Hong Kong Exchanges & Clearing Ltd
213800YTVSXYQN17BW16
Hong Kong Exchanges and Clearing Ltd
Y3506N139
399546.00000000
NS
21915775.44000000
0.126002850670
Long
EC
CORP
HK
N
2
N
N
N
New York Times Co/The
529900J1WEMMIW7BOH57
New York Times Co (Class A)
650111107
67975.00000000
NS
USD
3519065.75000000
0.020232563406
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos, Inc
216648402
40883.00000000
NS
USD
14853611.56000000
0.085399551771
Long
EC
CORP
US
N
1
N
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd
618549901
121874.00000000
NS
26628553.70000000
0.153098560651
Long
EC
CORP
AU
N
2
N
N
N
adidas AG
549300JSX0Z4CW0V5023
Adidas-Salomon AG.
D0066B185
51093.00000000
NS
18587875.15000000
0.106869376500
Long
EC
CORP
DE
N
2
N
N
N
Welcia Holdings Co Ltd
N/A
Welcia Holdings Co Ltd
N/A
1600.00000000
NS
60355.79000000
0.000347010381
Long
EC
CORP
JP
N
2
N
N
N
Advance Auto Parts Inc
N/A
Advance Auto Parts, Inc
00751Y106
28610.00000000
NS
USD
4506361.10000000
0.025908932417
Long
EC
CORP
US
N
1
N
N
N
DY7 LEASING LLC
N/A
DY7 Leasing LLC
268207AA5
1257051.74000000
PA
USD
1314742.26000000
0.007558996628
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
2.57800000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government International Bond
401494AS8
1925000.00000000
PA
USD
2346093.75000000
0.013488662596
Long
DBT
NUSS
GT
Y
2
2032-04-24
Fixed
5.37500000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust
05490VAA5
12500000.00000000
PA
USD
12879367.50000000
0.074048806727
Long
ABS-MBS
USGSE
US
Y
2
2032-09-15
Fixed
3.59300000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SP4
53750000.00000000
PA
USD
50222656.25000000
0.288750807520
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co
191216100
1281288.00000000
NS
USD
70265833.92000000
0.403987319677
Long
EC
CORP
US
N
1
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
Voestalpine AG.
494340904
112930.00000000
NS
4030545.11000000
0.023173269638
Long
EC
CORP
AT
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CPF5
1929051.17000000
PA
USD
2070239.81000000
0.011902664286
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127964Z9
25000000.00000000
PA
USD
24993211.75000000
0.143696303903
Long
STIV
UST
US
N
2
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH plc
G25508105
345191.00000000
NS
14679788.48000000
0.084400171044
Long
EC
CORP
IE
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QZ4
6000000.00000000
PA
USD
7856484.36000000
0.045170175626
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.12500000
N
N
N
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon, Inc
N/A
219862.00000000
NS
14597975.78000000
0.083929796019
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31403C6L0
1037035.37000000
PA
USD
1205146.77000000
0.006928886861
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.00000000
N
N
N
N
N
N
TEXAS ST
549300X9CH74QB747L76
State of Texas
882723TV1
3370000.00000000
PA
USD
3568998.50000000
0.020519647423
Long
DBT
MUN
US
N
2
2043-08-01
Fixed
3.72600000
N
N
N
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies plc
G8994E103
81936.00000000
NS
USD
11893829.76000000
0.068382542942
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton, Inc
23331A109
56547.00000000
NS
USD
3897219.24000000
0.022406724109
Long
EC
CORP
US
N
1
N
N
N
Toho Gas Co Ltd
353800BCVTE4F8012906
Toho Gas Co Ltd
689522001
100.00000000
NS
6625.04000000
0.000038090093
Long
EC
CORP
JP
N
2
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab, Inc
278865BF6
14000000.00000000
PA
USD
13857592.84000000
0.079673028501
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
1.30000000
N
N
N
N
N
N
Herc Holdings Inc
549300TP80QLITMSBP82
Herc Holdings, Inc
42704L104
15340.00000000
NS
USD
1018729.40000000
0.005857096355
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31292HYA6
171053.88000000
PA
USD
189134.50000000
0.001087412408
Long
ABS-MBS
MUN
US
N
2
2033-07-01
Fixed
4.50000000
N
N
N
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina S.A.
774246904
539.00000000
NS
83814.53000000
0.000481884373
Long
EC
CORP
FR
N
2
N
N
N
AUTOMATIC DATA PROCESSNG
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc
053015AF0
10000000.00000000
PA
USD
9975702.70000000
0.057354437723
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.25000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAG5
6887000.00000000
PA
USD
6923776.58000000
0.039807653116
Long
ABS-O
CORP
US
Y
2
2047-07-25
Fixed
3.08200000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
01F030629
96225000.00000000
PA
USD
100892858.39000000
0.580074741331
Long
ABS-O
CORP
US
N
2
2051-02-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CDL5
7611910.75000000
PA
USD
8037416.03000000
0.046210426574
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YH7
5000000.00000000
PA
USD
5235156.25000000
0.030099076941
Long
DBT
UST
US
N
2
2024-09-30
Fixed
1.50000000
N
N
N
N
N
N
Intra-Cellular Therapies Inc
5299002U2KGF193IJA20
Intra-Cellular Therapies, Inc
46116X101
105537.00000000
NS
USD
3356076.60000000
0.019295471420
Long
EC
CORP
US
N
1
N
N
N
ExlService Holdings Inc
81E3DTNF6OSH489ZOV15
ExlService Holdings, Inc
302081104
66107.00000000
NS
USD
5627688.91000000
0.032355909435
Long
EC
CORP
US
N
1
N
N
N
PEOPLE'S UNITED FIN INC
ROPY7PEPIPIDJNF0BO69
People's United Financial, Inc
712704AA3
18057000.00000000
PA
USD
18917476.00000000
0.108764388009
Long
DBT
CORP
US
N
2
2022-12-06
Fixed
3.65000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81733YAA7
1194700.97000000
PA
USD
1222815.75000000
0.007030473129
Long
ABS-CBDO
USGSE
US
Y
2
2045-05-25
Variable
3.50000000
N
N
N
N
N
N
Hain Celestial Group Inc/The
5493000S8QXWHLIXDP75
Hain Celestial Group, Inc
405217100
2360.00000000
NS
USD
94754.00000000
0.000544779907
Long
EC
CORP
US
N
1
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Holdings, Inc
J2467E101
257586.00000000
NS
1388983.26000000
0.007985838820
Long
EC
CORP
JP
N
2
N
N
N
Heartland Financial USA Inc
549300QF7B0DFZT32C73
Heartland Financial USA, Inc
42234Q102
10817.00000000
NS
USD
436682.29000000
0.002510666963
Long
EC
CORP
US
N
1
N
N
N
Unicharm Corp
353800UQ4BZIJTAQEG85
Uni-Charm Corp
691148001
234200.00000000
NS
11107166.12000000
0.063859688552
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FF6
2074502.05000000
PA
USD
2276789.52000000
0.013090203934
Long
ABS-MBS
MUN
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
529900MUF4C20K50JS49
Muenchener Rueckver AG.
D55535104
31684.00000000
NS
9414147.38000000
0.054125824101
Long
EC
CORP
DE
N
2
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385BT2
35000000.00000000
PA
USD
34997044.60000000
0.201212473485
Long
STIV
USGSE
US
N
2
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAB3
15500000.00000000
PA
USD
15588770.98000000
0.089626287114
Long
DBT
CORP
US
Y
2
2027-08-27
Fixed
1.40000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QAY0
19500000.00000000
PA
USD
20440783.55000000
0.117522512689
Long
DBT
NUSS
N/A
N
2
2024-09-27
Fixed
1.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128286F2
18842000.00000000
PA
USD
20883707.44000000
0.120069065190
Long
DBT
UST
US
N
2
2026-02-28
Fixed
2.50000000
N
N
N
N
N
N
Sage Therapeutics Inc
5493000JX4BJS9W6CN35
Sage Therapeutics, Inc
78667J108
7354.00000000
NS
USD
636194.54000000
0.003657745346
Long
EC
CORP
US
N
1
N
N
N
Brookfield Property Partners LP
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
EP0575654
390000.00000000
NS
USD
9044100.00000000
0.051998268775
Long
EP
CORP
BM
N
1
N
N
N
CoreSite Realty Corp
549300H0YYORITFM2B74
Coresite Realty
21870Q105
9814.00000000
NS
USD
1229497.92000000
0.007068891686
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DR6
4800000.00000000
PA
USD
4932469.82000000
0.028358807557
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan S.A.
H3238Q102
3439.00000000
NS
14549796.55000000
0.083652793714
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RRN1
1379371.35000000
PA
USD
1602507.58000000
0.009213478384
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46651XBT8
1654158.54000000
PA
USD
1751500.64000000
0.010070101064
Long
ABS-CBDO
USGSE
US
Y
2
2050-06-25
Variable
3.88758900
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313MG0
2000000.00000000
PA
USD
1998368.34000000
0.011489445500
Long
STIV
USGSE
US
N
2
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F022626
29000000.00000000
PA
USD
30512267.06000000
0.175427633875
Long
ABS-O
CORP
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis, Inc
74340W103
408978.00000000
NS
USD
40758747.48000000
0.234338884621
Long
EC
CORP
US
N
1
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines Holding AG.
B09DHL908
48277.00000000
NS
12584322.33000000
0.072352470104
Long
EC
CORP
DE
N
2
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
1776446.00000000
NS
USD
21050885.10000000
0.121030238651
Long
EC
CORP
US
N
1
N
N
N
Compass Minerals International Inc
2549008X9G8XP7YJGC47
Compass Minerals International, Inc
20451N101
1679.00000000
NS
USD
103627.88000000
0.000595799510
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA ST
N/A
State of California
13063DGE2
11565000.00000000
PA
USD
13905293.40000000
0.079947278735
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
4.60000000
N
N
N
N
N
N
COMMUNITY PRESERVATION C
254900CWS66ZXCS6P481
Community Preservation Corp
20402CAA3
9220000.00000000
PA
USD
9635618.33000000
0.055399152125
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.86700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CR97
15774713.29000000
PA
USD
16943730.28000000
0.097416508127
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CK7
4600000.00000000
PA
USD
6181092.82000000
0.035537657232
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.80000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc
713448EP9
4500000.00000000
PA
USD
5030714.03000000
0.028923654124
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
2.87500000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc
03076C106
2187.00000000
NS
USD
424999.71000000
0.002443498982
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0TH2
486208.06000000
PA
USD
482063.82000000
0.002771584135
Long
ABS-CBDO
USGSE
US
N
2
2030-07-25
Variable
1.94800000
N
N
N
N
N
N
Woodward Inc
YPYKXXTR8TFDH54ZMB45
Woodward Inc
980745103
42524.00000000
NS
USD
5167941.72000000
0.029712632829
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G1DC8
12968.64000000
PA
USD
12991.82000000
0.000074695342
Long
ABS-CBDO
USGSE
US
Y
2
2048-08-25
Variable
4.14050700
N
N
N
N
N
N
West Japan Railway Co
353800QGUXHZ7EBCR121
West Japan Railway Co
695799908
200.00000000
NS
10472.02000000
0.000060207971
Long
EC
CORP
JP
N
2
N
N
N
Bayview Financial Acquisition
N/A
Bayview Financial Mortgage Pass-Through Trust
07325NDA7
1500000.00000000
PA
USD
1491248.55000000
0.008573804238
Long
ABS-O
CORP
US
N
2
2041-02-28
Variable
1.12300000
N
N
N
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J. Gallagher & Co
363576109
114.00000000
NS
USD
14102.94000000
0.000081083630
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137EAFA2
23636000.00000000
PA
USD
23657589.12000000
0.136017257398
Long
DBT
USGSE
US
N
2
2023-12-04
Fixed
0.25000000
N
N
N
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma, Inc
J03393105
789014.00000000
NS
12216903.30000000
0.070240026248
Long
EC
CORP
JP
N
2
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAN6
1750000.00000000
PA
USD
1654628.85000000
0.009513145107
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
4.40900000
N
N
N
N
N
N
SEEK Ltd
549300209NEKXBC8QO27
Seek Ltd
B0767Y908
10426.00000000
NS
228588.61000000
0.001314250393
Long
EC
CORP
AU
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABE4
1100000.00000000
PA
USD
1164008.01000000
0.006692363127
Long
ABS-MBS
USGSE
US
N
2
2048-05-10
Variable
4.29131400
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138ERSB7
630563.49000000
PA
USD
696292.05000000
0.004003270769
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.00000000
N
N
N
N
N
N
Paylocity Holding Corp
549300VH75FTB4DIEE07
Paylocity Holding Corp
70438V106
32226.00000000
NS
USD
6635655.66000000
0.038151126868
Long
EC
CORP
US
N
1
N
N
N
Prosus NV
N/A
Prosus NV
N/A
165869.00000000
NS
17910315.64000000
0.102973806846
Long
EC
CORP
NL
N
2
N
N
N
NY PUBLIC LIBRARY
549300UUPLEIDLHTTI88
New York Public Library Astor Lenox & Tilden Foundations
649757AA9
17500000.00000000
PA
USD
18354527.10000000
0.105527762119
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
4.30500000
N
N
N
N
N
N
Sykes Enterprises Inc
549300JJ24XHULP7Q562
Sykes Enterprises, Inc
871237103
80712.00000000
NS
USD
3040421.04000000
0.017480637147
Long
EC
CORP
US
N
1
N
N
N
ENTERPRISE COMMUNITY
549300L4U1958WIM9C65
Enterprise Community Loan Fund, Inc
29375EAA3
4750000.00000000
PA
USD
5025637.70000000
0.028894468204
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.15200000
N
N
N
N
N
N
UPPER ALLEGHENY PA JT SANTN AU
N/A
Upper Allegheny Joint Sanitary Authority
915455NB1
1500000.00000000
PA
USD
1622010.00000000
0.009325605857
Long
DBT
MUN
US
N
2
2049-09-01
Fixed
3.80000000
N
N
N
N
N
N
Varian Medical Systems Inc
TK3LAKL7I0QNTCVWSY07
Varian Medical Systems, Inc
92220P105
37627.00000000
NS
USD
6585101.27000000
0.037860468786
Long
EC
CORP
US
N
1
N
N
N
BFLD Trust
N/A
BFLD Trust
05493AAJ9
4500000.00000000
PA
USD
4499995.95000000
0.025872336539
Long
ABS-MBS
USGSE
US
Y
2
2035-10-15
Variable
2.25900000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale
596651901
112861.00000000
NS
2346222.83000000
0.013489404730
Long
EC
CORP
FR
N
2
N
N
N
FirstKey Mortgage Trust
549300FDRDXQEPF84Y37
FirstKey Mortgage Trust
33766WAH7
1633593.20000000
PA
USD
1667478.82000000
0.009587024895
Long
ABS-CBDO
USGSE
US
Y
2
2044-11-25
Variable
3.50000000
N
N
N
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
608625901
805215.00000000
NS
14544115.97000000
0.083620133712
Long
EC
CORP
AU
N
2
N
N
N
NextGen Healthcare Inc
N/A
NextGen Healthcare, Inc
65343C102
109076.00000000
NS
USD
1989546.24000000
0.011438723601
Long
EC
CORP
US
N
1
N
N
N
ASM Pacific Technology Ltd
529900PYFA1HFYKPT360
ASM Pacific Technology
600245005
277300.00000000
NS
3662211.06000000
0.021055564955
Long
EC
CORP
HK
N
2
N
N
N
Intertek Group PLC
2138003GAT25WW1RN369
Intertek Group plc
G4911B108
125772.00000000
NS
9714658.06000000
0.055853584200
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FQ68
293900.59000000
PA
USD
348779.99000000
0.002005280311
Long
ABS-MBS
USGSE
US
N
2
2045-08-20
Fixed
4.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F72J3
10273569.00000000
PA
USD
2255913.43000000
0.012970178665
Long
ABS-MBS
USGSE
US
N
2
2055-10-25
Variable
2.80461700
N
N
N
N
N
N
Wayfair Inc
54930027N9ZAVYFDHK53
Wayfair, Inc
94419L101
100139.00000000
NS
USD
22612387.59000000
0.130007961826
Long
EC
CORP
US
N
1
N
N
OREGON ST BUSINESS DEV COMMISS
N/A
Oregon State Business Development Commission
68608GAD9
13250000.00000000
PA
USD
7287500.00000000
0.041898849382
Long
DBT
MUN
US
Y
3
2031-04-01
Variable
6.50000000
Y
Y
N
N
N
N
Insmed Inc
529900Q55QAG41CCAC11
Insmed, Inc
457669307
39698.00000000
NS
USD
1321546.42000000
0.007598116556
Long
EC
CORP
US
N
1
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc
85571BAS4
4475000.00000000
PA
USD
4676375.00000000
0.026886412594
Long
DBT
CORP
US
Y
2
2023-11-01
Fixed
5.50000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA P
N/A
City of San Francisco CA Public Utilities Commission Water Revenue
79765RQ36
3725000.00000000
PA
USD
4205040.75000000
0.024176517191
Long
DBT
MUN
US
N
2
2036-11-01
Fixed
3.95000000
N
N
N
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-On, Inc
833034101
11008.00000000
NS
USD
1883909.12000000
0.010831372139
Long
EC
CORP
US
N
1
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi plc
B1CRLC906
279116.00000000
NS
6540204.99000000
0.037602341517
Long
EC
CORP
GB
N
2
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next plc
G6500M106
40457.00000000
NS
3901114.53000000
0.022429119741
Long
EC
CORP
GB
N
2
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723AN3
4800000.00000000
PA
USD
4956000.00000000
0.028494092286
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Rush Enterprises Inc
529900V3XHTN7A6DFT17
Rush Enterprises, Inc (Class A)
781846209
6577.00000000
NS
USD
272419.34000000
0.001566251375
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743AAA7
1168340.08000000
PA
USD
1190798.96000000
0.006846395371
Long
ABS-CBDO
CORP
US
Y
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
LivePerson Inc
549300IN2P1JZ20G7N40
Liveperson, Inc
538146101
20765.00000000
NS
USD
1292205.95000000
0.007429426067
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
3316253.45000000
0.019066511672
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
2.66800000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
90938.00000000
NS
USD
4396852.30000000
0.025279321066
Long
EC
CORP
US
N
1
N
N
N
EAST OHIO GAS CO/THE
BC95Y6MXLT75BGO7UM71
East Ohio Gas Co
27409LAA1
3350000.00000000
PA
USD
3412661.35000000
0.019620800534
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
1.30000000
N
N
N
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG Chem Ltd
501955AB4
3250000.00000000
PA
USD
3666410.48000000
0.021079709156
Long
DBT
CORP
KR
Y
2
2029-04-15
Fixed
3.62500000
N
N
N
N
N
N
frontdoor Inc
5493008RB0JZJI3QGZ06
frontdoor, Inc
35905A109
16104.00000000
NS
USD
808581.84000000
0.004648871180
Long
EC
CORP
US
N
1
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC
418751AB9
1975000.00000000
PA
USD
2113250.00000000
0.012149947644
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
6.00000000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy
63902HAC3
3440000.00000000
PA
USD
3437926.64000000
0.019766061128
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.29438000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36297GSR2
29656.66000000
PA
USD
34540.57000000
0.000198588012
Long
ABS-MBS
USGSE
US
N
2
2041-08-20
Fixed
4.50000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc
237194105
50941.00000000
NS
USD
6068091.92000000
0.034887968356
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co
189054109
83755.00000000
NS
USD
16911809.60000000
0.097232982945
Long
EC
CORP
US
N
1
N
N
N
NUTRITION & BIOSCIENCES
N/A
Nutrition & Biosciences, Inc
67079BAC4
5650000.00000000
PA
USD
5820736.84000000
0.033465821770
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
1.83200000
N
N
N
N
N
N
Viad Corp
549300PXU4ZW7LPO5Y40
Viad Corp
92552R406
42474.00000000
NS
USD
1536284.58000000
0.008832734988
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc (Class C)
02079K107
66815.00000000
NS
USD
117051862.20000000
0.672979532659
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
64819.00000000
NS
USD
8739545.77000000
0.050247260636
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp (Class A)
530307107
11188.00000000
NS
USD
1763005.04000000
0.010136244614
Long
EC
CORP
US
N
1
N
N
N
Heska Corp
529900O1OR2EB7L0HY27
Heska Corp
42805E306
14207.00000000
NS
USD
2069249.55000000
0.011896970872
Long
EC
CORP
US
N
1
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179ASR8
9510263.56000000
PA
USD
10173507.82000000
0.058491701110
Long
ABS-O
USGSE
US
N
2
2033-06-15
Fixed
2.69000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613FAB4
200000.00000000
PA
USD
205815.76000000
0.001183319866
Long
ABS-O
CORP
US
Y
2
2036-01-17
Fixed
3.27500000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
12350000.00000000
PA
USD
14241973.19000000
0.081882989996
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust
12667FGL3
258223.98000000
PA
USD
261353.96000000
0.001502631932
Long
ABS-CBDO
USGSE
US
N
2
2034-06-25
Variable
0.89800000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
Q09504137
1050317.00000000
NS
18431100.09000000
0.105968011886
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8J38
2758259.32000000
PA
USD
3068411.43000000
0.017641565468
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Renew Financial
N/A
Renew
75973FAA9
7327819.07000000
PA
USD
7569731.63000000
0.043521515668
Long
ABS-O
CORP
KY
Y
2
2053-09-20
Fixed
3.95000000
N
N
N
N
N
N
Intersect ENT Inc
549300SWZUVLSFMOXR50
Intersect ENT, Inc
46071F103
23067.00000000
NS
USD
528234.30000000
0.003037037306
Long
EC
CORP
US
N
1
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
Kuehne & Nagel International AG.
B142S6906
18511.00000000
NS
4200488.65000000
0.024150345287
Long
EC
CORP
CH
N
2
N
N
N
First Industrial Realty Trust Inc
N/A
First Industrial Realty Trust, Inc
32054K103
39158.00000000
NS
USD
1649726.54000000
0.009484959701
Long
EC
CORP
US
N
1
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467109
861890.00000000
NS
USD
2568432.20000000
0.014766978236
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos (Class A)
518439104
79988.00000000
NS
USD
21292005.72000000
0.122416540749
Long
EC
CORP
US
N
1
N
N
N
Glaukos Corp
5299004JA1LHE21M6T14
Glaukos Corp
377322102
15806.00000000
NS
USD
1189559.56000000
0.006839269548
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA35
519988.24000000
PA
USD
582145.12000000
0.003346992892
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
PSEG POWER LLC
N/A
PSEG Power LLC
69362BBC5
13050000.00000000
PA
USD
14039646.88000000
0.080719732419
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.85000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
35565AAH3
335916.26000000
PA
USD
335383.30000000
0.001928257203
Long
ABS-CBDO
USGSE
US
Y
2
2049-10-25
Variable
2.09800000
N
N
N
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG.
D19225107
362224.00000000
NS
17943039.18000000
0.103161948002
Long
EC
CORP
DE
N
2
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
44046.00000000
NS
USD
18987790.14000000
0.109168653060
Long
EC
CORP
US
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBN6
5525000.00000000
PA
USD
6925142.07000000
0.039815503882
Long
DBT
CORP
IT
Y
2
2049-09-23
Fixed
4.70000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
1271858.00000000
NS
17907545.15000000
0.102957878154
Long
EC
CORP
CH
N
2
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loans LLC
61946GAA1
5137893.20000000
PA
USD
5528919.24000000
0.031788041781
Long
ABS-O
CORP
US
Y
2
2043-06-22
Fixed
3.82000000
N
N
N
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
Panasonic Corp
J6354Y104
990000.00000000
NS
11540654.31000000
0.066351991315
Long
EC
CORP
JP
N
2
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DS4
7700000.00000000
PA
USD
7860650.80000000
0.045194130211
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
Belden Inc
68BKYO1JC791TTJHUE82
Belden CDT, Inc
077454106
4043.00000000
NS
USD
169401.70000000
0.000973960386
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
G84228157
2006311.00000000
NS
12739961.40000000
0.073247303442
Long
EC
CORP
GB
N
2
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353TW7
4945500.00000000
PA
USD
5489601.39000000
0.031561987212
Long
DBT
USGSE
US
N
2
2030-05-15
Fixed
3.04000000
N
N
N
N
N
N
Toray Industries Inc
35380099TCYR5FHT0A11
Toray Industries, Inc
J89494116
9000.00000000
NS
53382.61000000
0.000306918687
Long
EC
CORP
JP
N
2
N
N
N
CatchMark Timber Trust Inc
54930027IT0GQOYYOW30
CatchMark Timber Trust, Inc
14912Y202
32768.00000000
NS
USD
306708.48000000
0.001763393812
Long
EC
CORP
US
N
1
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group plc
N/A
780154.00000000
NS
14550929.74000000
0.083659308892
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac - STACR
5493003FQV7GR462GO02
Structured Agency Credit Risk Debt Note (STACR)
35565HAH8
620000.00000000
PA
USD
615335.86000000
0.003537820173
Long
ABS-CBDO
USGSE
US
Y
2
2049-12-25
Variable
1.84800000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328HBG5
4000000.00000000
PA
USD
4506405.60000000
0.025909188266
Long
ABS-MBS
USGSE
US
N
2
2052-11-10
Fixed
3.30000000
N
N
N
N
N
N
ANA Holdings Inc
5493008IRKIY0G3TE305
All Nippon Airways Co Ltd
601490006
115400.00000000
NS
2549832.19000000
0.014660039091
Long
EC
CORP
JP
N
2
N
N
N
B2Gold Corp
549300F7OK456M5NLM05
B2Gold Corp
11777Q209
784715.00000000
NS
4395489.00000000
0.025271482891
Long
EC
CORP
CA
N
2
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust
45254NMB0
223413.74000000
PA
USD
221889.72000000
0.001275735706
Long
ABS-CBDO
USGSE
US
N
2
2035-03-25
Variable
0.80800000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3132ACS76
6012720.53000000
PA
USD
6606352.52000000
0.037982651005
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
117553.00000000
NS
USD
8325103.46000000
0.047864460509
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
862172.00000000
0.004956983158
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
3.20000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Federal National Mortgage Association (FNMA)
3136AVKR9
18500000.00000000
PA
USD
20549405.95000000
0.118147027759
Long
ABS-MBS
USGSE
US
N
2
2027-02-25
Variable
2.80140500
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
H84989104
4348.00000000
NS
USD
526412.36000000
0.003026562220
Long
EC
CORP
US
N
1
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
N/A
399200.00000000
NS
16767573.87000000
0.096403712121
Long
EC
CORP
JP
N
2
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
Aptargroup, Inc
038336103
12657.00000000
NS
USD
1732616.73000000
0.009961529661
Long
EC
CORP
US
N
1
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
448.00000000
NS
USD
42062.72000000
0.000241835961
Long
EC
CORP
US
N
1
N
N
N
Five9 Inc
254900MXP6EWY0SFFR59
Five9, Inc
338307101
124003.00000000
NS
USD
21626123.20000000
0.124337520231
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
45180.00000000
NS
USD
9196389.00000000
0.052873841176
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix, Inc
29444U700
42559.00000000
NS
USD
30394786.62000000
0.174752190271
Long
EC
CORP
US
N
1
N
N
N
Genesco Inc
549300VY2Q511P1K5P56
Genesco, Inc
371532102
28224.00000000
NS
USD
849260.16000000
0.004882747654
Long
EC
CORP
US
N
1
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS S.A.
X40338109
1474.00000000
NS
24777.52000000
0.000142456202
Long
EC
CORP
PT
N
2
N
N
N
OPKO Health Inc
529900A4S2D4OGOJLL02
Opko Health, Inc
68375N103
436736.00000000
NS
USD
1725107.20000000
0.009918354269
Long
EC
CORP
US
N
1
N
N
Nomura Research Institute Ltd
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd
639092907
206400.00000000
NS
7383655.77000000
0.042451688644
Long
EC
CORP
JP
N
2
N
N
N
BORGWARNER INC
549300DSFX2IE88NSX47
BorgWarner, Inc
099724AL0
5400000.00000000
PA
USD
5804192.65000000
0.033370702384
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
2.65000000
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94988HAE1
1030000.00000000
PA
USD
1069369.59000000
0.006148247737
Long
ABS-MBS
USGSE
US
N
2
2045-10-15
Fixed
3.53900000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HAD0
5325000.00000000
PA
USD
6035456.44000000
0.034700333493
Long
DBT
CORP
N/A
Y
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UD5
12700000.00000000
PA
USD
13808503.75000000
0.079390795035
Long
DBT
NUSS
CA
N
2
2024-05-14
Fixed
3.05000000
N
N
N
N
N
N
Nippon Steel Corp
35380065QWQ4U2V3PA33
Nippon Steel Corp
J55999122
704000.00000000
NS
9079606.75000000
0.052202411755
Long
EC
CORP
JP
N
2
N
N
N
VERMONT ST EDUCTNL & HLTH BLDG
549300ZC1ZW1EUIIV708
Vermont Educational & Health Buildings Financing Agency
924166JF9
5000000.00000000
PA
USD
5404600.00000000
0.031073279090
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
4.00000000
N
N
N
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic, Inc
172755100
25773.00000000
NS
USD
2118540.60000000
0.012180365490
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12655TBP3
1000000.00000000
PA
USD
1119317.80000000
0.006435420639
Long
ABS-MBS
USGSE
US
N
2
2057-08-15
Fixed
3.26300000
N
N
N
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
55179.00000000
NS
USD
1725447.33000000
0.009920309817
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABF1
2000000.00000000
PA
USD
1811943.20000000
0.010417610322
Long
ABS-MBS
USGSE
US
N
2
2048-05-10
Variable
4.29131400
N
N
N
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International, Inc
526107107
86.00000000
NS
USD
23561.42000000
0.000135464341
Long
EC
CORP
US
N
1
N
N
N
TDK Corp
3538005O8WNU39U8NX03
TDK Corp
J82141136
48500.00000000
NS
7317847.78000000
0.042073331312
Long
EC
CORP
JP
N
2
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
J59826107
333800.00000000
NS
2882217.61000000
0.016571060244
Long
EC
CORP
JP
N
2
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3135G05Q2
18880000.00000000
PA
USD
18531468.78000000
0.106545072967
Long
DBT
USGSE
US
N
2
2030-08-05
Fixed
0.87500000
N
N
N
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International, Inc
770323103
61501.00000000
NS
USD
3842582.48000000
0.022092594795
Long
EC
CORP
US
N
1
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAK8
4500000.00000000
PA
USD
4778126.37000000
0.027471423273
Long
DBT
CORP
NO
N
2
2024-01-15
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CS47
7648986.13000000
PA
USD
8109882.21000000
0.046627064593
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC
418751AA1
6425000.00000000
PA
USD
6682000.00000000
0.038417579632
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
5.25000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG.
D69671218
203027.00000000
NS
29245308.35000000
0.168143364624
Long
EC
CORP
DE
N
2
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229106
10439.00000000
NS
USD
221619.97000000
0.001274184801
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746YAA2
1354388.08000000
PA
USD
1383882.32000000
0.007956511408
Long
ABS-CBDO
USGSE
US
Y
2
2049-06-25
Variable
4.00000000
N
N
N
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corp
45784P101
527.00000000
NS
USD
134717.01000000
0.000774543768
Long
EC
CORP
US
N
1
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora AS
K7681L102
23595.00000000
NS
2640699.87000000
0.015182474938
Long
EC
CORP
DK
N
2
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946NAA6
2499680.55000000
PA
USD
2551312.95000000
0.014668552592
Long
ABS-O
CORP
US
Y
2
2046-04-20
Fixed
2.10000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAD5
6899000.00000000
PA
USD
7137472.28000000
0.041036278014
Long
DBT
CORP
NO
Y
2
2024-06-15
Fixed
4.75000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc (Class B)
911312106
318479.00000000
NS
USD
53631863.60000000
0.308351749581
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179E5F1
3507853.12000000
PA
USD
3659434.78000000
0.021039602973
Long
ABS-O
USGSE
US
N
2
2025-08-15
Fixed
2.58000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385FU5
34464000.00000000
PA
USD
34451076.00000000
0.198073474358
Long
STIV
USGSE
US
N
2
N
N
N
Accelerate Diagnostics Inc
2549007HE5QY1QEQ8K43
Accelerate Diagnostics, Inc
00430H102
40357.00000000
NS
USD
305906.06000000
0.001758780368
Long
EC
CORP
US
N
1
N
N
Beyond Meat Inc
549300XQ946NCE51DR09
Beyond Meat, Inc
08862E109
54699.00000000
NS
USD
6837375.00000000
0.039310894723
Long
EC
CORP
US
N
1
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments plc
G08288105
540582.00000000
NS
4942058.25000000
0.028413935403
Long
EC
CORP
GB
N
2
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
19268.00000000
NS
USD
2708695.44000000
0.015573409573
Long
EC
CORP
US
N
1
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
26161000.00000000
PA
USD
29558918.08000000
0.169946436575
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
RMR Group Inc/The
549300JP4L34E48UJM16
RMR Group, Inc
74967R106
3556.00000000
NS
USD
137332.72000000
0.000789582566
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
187032.00000000
NS
USD
41981202.72000000
0.241367285030
Long
EC
CORP
US
N
1
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc
60687YBC2
5925000.00000000
PA
USD
5935297.65000000
0.034124479214
Long
DBT
CORP
JP
N
2
2028-03-01
Variable
0.83650000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TU95
20760.19000000
PA
USD
24674.95000000
0.000141866485
Long
ABS-MBS
USGSE
US
N
2
2044-01-20
Fixed
4.50000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc
038222105
413065.00000000
NS
USD
35647509.50000000
0.204952265029
Long
EC
CORP
US
N
1
N
N
N
Graham Holdings Co
529900BOSCEEEMAFQJ29
Graham Holdings Co
384637104
8416.00000000
NS
USD
4488926.08000000
0.025808691281
Long
EC
CORP
US
N
1
N
N
N
SSE PLC
549300KI75VYLLMSK856
Scottish & Southern Energy plc
G8842P102
612383.00000000
NS
12543550.63000000
0.072118056750
Long
EC
CORP
GB
N
2
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385CP9
20000000.00000000
PA
USD
19997100.00000000
0.114971592588
Long
STIV
USGSE
US
N
2
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
178323.00000000
NS
USD
93120270.60000000
0.535386921759
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Cash Management Bill
912796B99
25000000.00000000
PA
USD
24997829.75000000
0.143722854694
Long
STIV
UST
US
N
2
N
N
N
Accenture PLC
N/A
Accenture plc
G1151C101
260183.00000000
NS
USD
67962401.43000000
0.390743934296
Long
EC
CORP
US
N
1
N
N
N
BASIN ELEC PWR ND COOPERATIVE
5493002CLOJ5KYT5GB16
Basin Electric Power Coop
070102AA6
4500000.00000000
PA
USD
6350445.00000000
0.036511332907
Long
DBT
MUN
US
Y
2
2041-06-01
Fixed
6.12700000
N
N
N
N
N
N
Virtusa Corp
C77OMXDER63WLJCSKT03
Virtusa Corp
92827P102
55027.00000000
NS
USD
2813530.51000000
0.016176149718
Long
EC
CORP
US
N
1
N
N
N
BJ's Wholesale Club Holdings Inc
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc
05550J101
222221.00000000
NS
USD
8284398.88000000
0.047630433056
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Amatil Ltd
JOR7RJTXUXBRJ4UA5G70
Coca-Cola Amatil Ltd
612345900
423452.00000000
NS
4219320.99000000
0.024258620192
Long
EC
CORP
AU
N
2
N
N
N
CTS Corp
549300YV1HQLBVHOI649
CTS Corp
126501105
39338.00000000
NS
USD
1350473.54000000
0.007764430524
Long
EC
CORP
US
N
1
N
N
N
Marriott Vacations Worldwide Corp
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp
57164Y107
20270.00000000
NS
USD
2781449.40000000
0.015991702157
Long
EC
CORP
US
N
1
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB (B Shares)
928856301
646525.00000000
NS
15305241.90000000
0.087996161252
Long
EC
CORP
SE
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595HAC2
2750000.00000000
PA
USD
2881908.70000000
0.016569284192
Long
ABS-MBS
USGSE
US
Y
2
2029-10-10
Variable
3.41290000
N
N
N
N
N
N
TAMPA BAY FL WTR REGL WTR SPLY
N/A
Tampa Bay Water
875124ER6
2280000.00000000
PA
USD
2467484.40000000
0.014186587612
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
2.61200000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock, Inc
09247X101
71237.00000000
NS
USD
51400344.98000000
0.295521826761
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
H1467J104
233047.00000000
NS
USD
35870594.24000000
0.206234871399
Long
EC
CORP
US
N
1
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770LAA1
4523696.58000000
PA
USD
4781503.41000000
0.027490839272
Long
ABS-O
CORP
US
Y
2
2040-09-21
Fixed
3.84000000
N
N
N
N
N
N
Allscripts Healthcare Solutions Inc
Y68YJHVB1GU4TAU3C223
Allscripts Healthcare Solutions, Inc
01988P108
320627.00000000
NS
USD
4629853.88000000
0.026618943448
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746VAD2
55420.28000000
PA
USD
55458.30000000
0.000318852687
Long
ABS-CBDO
USGSE
US
Y
2
2048-03-25
Variable
3.50000000
N
N
N
N
N
N
Revance Therapeutics Inc
549300N33TFDZHS81H11
Revance Therapeutics, Inc
761330109
86242.00000000
NS
USD
2444098.28000000
0.014052131143
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680103
26109.00000000
NS
USD
1002063.42000000
0.005761276748
Long
EC
CORP
US
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG. (Preference)
D12096125
60180.00000000
NS
4054026.86000000
0.023308275924
Long
EC
CORP
DE
N
2
N
N
N
APA Group
549300T9RBSX164T8H40
APA Group
624730909
500415.00000000
NS
3723323.15000000
0.021406923617
Long
EC
CORP
AU
N
2
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix, Inc
29444UBG0
2350000.00000000
PA
USD
2418062.09000000
0.013902438326
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
1.80000000
N
N
N
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc
052769106
162512.00000000
NS
USD
49621414.08000000
0.285294017795
Long
EC
CORP
US
N
1
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc
79466L302
296470.00000000
NS
USD
65973469.10000000
0.379308740317
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker, Inc
854502101
13095.00000000
NS
USD
2338243.20000000
0.013443526539
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H022614
114000000.00000000
PA
USD
120657478.02000000
0.693709708189
Long
ABS-O
USGSE
US
N
2
2051-01-20
Fixed
2.50000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AU1
11075000.00000000
PA
USD
11807721.22000000
0.067887469358
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
2.00000000
N
N
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison, Inc
209115104
219010.00000000
NS
USD
15827852.70000000
0.091000866734
Long
EC
CORP
US
N
1
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust
55282MAA2
4000000.00000000
PA
USD
4147979.20000000
0.023848446757
Long
ABS-MBS
USGSE
US
Y
2
2034-08-15
Variable
3.18810000
N
N
N
N
N
N
Federal Agricultural Mortgage Corp Discount Notes
N/A
Federal Agricultural Mortgage Corp (FAMC)
31315LGD4
12500000.00000000
PA
USD
12495000.00000000
0.071838919112
Long
STIV
USGSE
US
N
2
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana, Inc
444859102
103119.00000000
NS
USD
42306632.13000000
0.243238313206
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAH4
17467000.00000000
PA
USD
19056992.71000000
0.109566527236
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
Resources Connection Inc
N/A
Resources Connection, Inc
76122Q105
21731.00000000
NS
USD
273158.67000000
0.001570502088
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202EXV6
173167.20000000
PA
USD
202784.42000000
0.001165891440
Long
ABS-MBS
USGSE
US
N
2
2038-11-20
Fixed
6.50000000
N
N
N
N
N
N
Singapore Telecommunications Ltd
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd
Y79985209
2639500.00000000
NS
4608937.28000000
0.026498685270
Long
EC
CORP
SG
N
2
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
Nike, Inc (Class B)
654106103
461412.00000000
NS
USD
65275955.64000000
0.375298447157
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
22296900.00000000
0.128194093282
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.81400000
N
N
N
N
N
N
Tenneco Inc
549300U0EXXFAQFAD785
Tenneco, Inc
880349105
97152.00000000
NS
USD
1029811.20000000
0.005920810203
Long
EC
CORP
US
N
1
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DT6
4000000.00000000
PA
USD
4373208.32000000
0.025143382053
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.55000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CE9
630000.00000000
PA
USD
819481.20000000
0.004711536105
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
4.75000000
N
N
N
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
N/A
44352.00000000
NS
4933336.90000000
0.028363792758
Long
EC
CORP
DE
Y
2
N
N
N
CarMax Inc
N/A
CarMax, Inc
143130102
3890.00000000
NS
USD
367449.40000000
0.002112618465
Long
EC
CORP
US
N
1
N
N
N
Health Catalyst Inc
549300223PL6GWKVJG92
Health Catalyst, Inc
42225T107
66730.00000000
NS
USD
2904756.90000000
0.016700647937
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SF6
2500000.00000000
PA
USD
3291210.95000000
0.018922531990
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAG7
5000000.00000000
PA
USD
5378373.00000000
0.030922489228
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Variable
2.97663300
N
N
N
N
N
N
Wm Morrison Supermarkets PLC
213800IN6LSRGTZSOS29
WM Morrison Supermarkets plc
G62748119
1824513.00000000
NS
4414783.48000000
0.025382414831
Long
EC
CORP
GB
N
2
N
N
N
Covetrus Inc
5493009S30DUFCF75V87
Covetrus, Inc
22304C100
100033.00000000
NS
USD
2874948.42000000
0.016529266666
Long
EC
CORP
US
N
1
N
N
N
KOREA ELECTRIC POWER CO
988400QG33WS7JEIV602
Korea Electric Power Corp
500631AU0
10100000.00000000
PA
USD
10260762.31000000
0.058993363235
Long
DBT
NUSS
KR
Y
2
2025-06-15
Fixed
1.12500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJZM5
9917131.81000000
PA
USD
10487923.54000000
0.060299407030
Long
ABS-MBS
MUN
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22535WAG2
14850000.00000000
PA
USD
15399353.92000000
0.088537250151
Long
DBT
CORP
FR
Y
2
2026-06-16
Fixed
1.90700000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KE0
9885000.00000000
PA
USD
11054921.38000000
0.063559311950
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25000000
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613DAE3
1000000.00000000
PA
USD
1017897.10000000
0.005852311119
Long
ABS-O
CORP
US
Y
2
2034-09-17
Fixed
4.01100000
N
N
N
N
N
N
Fieldstone Mortgage Investment
N/A
Fieldstone Mortgage Investment Trust
31659TDV4
605438.23000000
PA
USD
602568.63000000
0.003464416092
Long
ABS-O
CORP
US
N
2
2035-12-25
Variable
0.88300000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
313400624
233115.00000000
NS
USD
2042087.40000000
0.011740804445
Long
EP
USGSE
US
N
1
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AT2
2375000.00000000
PA
USD
2819550.81000000
0.016210762911
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.65000000
N
N
N
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS S.A.
X3078L108
504797.00000000
NS
5349028.98000000
0.030753778329
Long
EC
CORP
PT
N
2
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAT0
16822000.00000000
PA
USD
17959922.68000000
0.103259018221
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit, Inc
461202103
133692.00000000
NS
USD
50782906.20000000
0.291971916031
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XDS0
1228004.99000000
PA
USD
1285657.37000000
0.007391775575
Long
ABS-CBDO
USGSE
US
N
2
2029-04-25
Variable
4.39800000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187VAA7
320077.66000000
PA
USD
320077.60000000
0.001840258408
Long
ABS-O
CORP
US
Y
2
2037-07-17
Variable
1.15300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4GS9
1331635.00000000
PA
USD
1545251.76000000
0.008884291012
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
5.00000000
N
N
N
N
N
N
OHIO ST
5493005LEB5E170OMX59
State of Ohio
677521CV6
2500000.00000000
PA
USD
3264800.00000000
0.018770684523
Long
DBT
MUN
US
N
2
2028-09-01
Fixed
5.41200000
N
N
N
N
N
N
Easterly Government Properties Inc
549300ERMCEFC6S8HL77
Easterly Government Properties, Inc
27616P103
26997.00000000
NS
USD
611482.05000000
0.003515663027
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
5493005LAQ76UDHPEE03
Structured Agency Credit Risk Debt Note (STACR)
35565CAH9
2204688.83000000
PA
USD
2198187.64000000
0.012638289240
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
2.19800000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
31325VDB7
1987383.51000000
PA
USD
390069.17000000
0.002242668871
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Variable
5.76137000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB (A Shares)
N/A
212409.00000000
NS
10917058.45000000
0.062766680987
Long
EC
CORP
SE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617LYQM5
12186851.72000000
PA
USD
13259845.88000000
0.076236334183
Long
ABS-O
USGSE
US
N
2
2045-01-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AXCE3
2511127.24000000
PA
USD
2595806.97000000
0.014924367102
Long
ABS-CBDO
USGSE
US
N
2
2045-03-25
Fixed
3.00000000
N
N
N
N
N
N
Avaya Holdings Corp
549300NZS2OZN6Q63A60
Avaya Holdings Corp
05351X101
170770.00000000
NS
USD
3270245.50000000
0.018801992953
Long
EC
CORP
US
N
1
N
N
N
Natixis SA
KX1WK48MPD4Y2NCUIZ63
Natixis
F6483L100
1019122.00000000
NS
3492035.26000000
0.020077153948
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132QPGY4
1673755.40000000
PA
USD
1837940.98000000
0.010567082304
Long
ABS-MBS
MUN
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
BM6607360
9475000000.00000000
PA
13375686.14000000
0.076902347714
Long
DBT
NUSS
CL
Y
2
2028-10-01
Fixed
2.30000000
N
N
N
N
N
N
Landstar System Inc
254900CUQXQRL09MEI52
Landstar System, Inc
515098101
459.00000000
NS
USD
61808.94000000
0.000355365141
Long
EC
CORP
US
N
1
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson plc
N/A
118097.00000000
NS
14348836.61000000
0.082497391963
Long
EC
CORP
GB
N
2
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZU5
7825000.00000000
PA
USD
7719056.86000000
0.044380048130
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
N/A
United States International Development Finance Corp
90376PBH3
8750000.00000000
PA
USD
9048825.54000000
0.052025437857
Long
DBT
USGSE
US
N
2
2038-07-15
Fixed
1.63000000
N
N
N
N
N
N
CONNECTICUT ST HSG FIN AUTH HS
5493003DXX0NRJKSH186
Connecticut Housing Finance Authority
20775CX33
11650000.00000000
PA
USD
11650349.50000000
0.066982674298
Long
DBT
MUN
US
N
2
2049-05-15
Variable
0.75000000
N
N
N
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB (B Shares)
B1VVGZ901
454344.00000000
NS
7943809.18000000
0.045672242107
Long
EC
CORP
SE
N
2
N
N
N
INT DEVELOPMENT FIN CORP
N/A
Overseas Private Investment Corp (OPIC)
90376PAD3
5881381.21000000
PA
USD
6200933.82000000
0.035651731342
Long
DBT
USGSE
US
N
2
2029-10-15
Fixed
1.79000000
N
N
N
N
N
N
Avis Budget Group Inc
529900E95812SYWMCE44
Avis Budget Group, Inc
053774105
32552.00000000
NS
USD
1214189.60000000
0.006980877828
Long
EC
CORP
US
N
1
N
N
N
HOSPITAL SPECIAL SURGERY
549300U0XV0GGBTV6I72
Hospital for Special Surgery
44107HAA0
2960000.00000000
PA
USD
3028988.51000000
0.017414906807
Long
DBT
MUN
US
Y
2
2023-01-01
Fixed
3.50000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385BE5
9295000.00000000
PA
USD
9294548.17000000
0.053438198813
Long
STIV
USGSE
US
N
2
N
N
N
Terminix Global Holdings Inc
549300GS10644JGL8R77
Terminix Global Holdings, Inc
88087E100
101904.00000000
NS
USD
5198123.04000000
0.029886157711
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAPZ5
397613.05000000
PA
USD
434331.18000000
0.002497149460
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WJRD2
12160803.67000000
PA
USD
12951567.59000000
0.074463914884
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B1MS0
6532610.48000000
PA
USD
6778019.75000000
0.038969636859
Long
ABS-CBDO
USGSE
US
N
2
2045-04-25
Fixed
3.50000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41161PUK7
1019632.30000000
PA
USD
999925.36000000
0.005748984158
Long
ABS-CBDO
USGSE
US
N
2
2045-08-19
Variable
0.77163000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills, Inc
370334104
431309.00000000
NS
USD
25360969.20000000
0.145810693475
Long
EC
CORP
US
N
1
N
N
N
Benefitfocus Inc
254900W89KP1OS3RXO89
Benefitfocus, Inc
08180D106
59147.00000000
NS
USD
856448.56000000
0.004924076736
Long
EC
CORP
US
N
1
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353G50
12934331.85000000
PA
USD
14454203.02000000
0.083103187002
Long
DBT
USGSE
US
N
2
2029-09-15
Fixed
3.22000000
N
N
N
N
N
N
American Public Education Inc
N/A
American Public Education, Inc
02913V103
33403.00000000
NS
USD
1018123.44000000
0.005853612441
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746FCB9
714280.32000000
PA
USD
760105.76000000
0.004370162161
Long
ABS-CBDO
USGSE
US
Y
2
2047-09-25
Variable
3.74696900
N
N
N
N
N
N
TriCo Bancshares
N/A
Trico Bancshares
896095106
7365.00000000
NS
USD
259837.20000000
0.001493911452
Long
EC
CORP
US
N
1
N
N
N
Sonos Inc
549300WEPU6075I77M08
Sonos, Inc
83570H108
157693.00000000
NS
USD
3688439.27000000
0.021206361774
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TY59
187539.93000000
PA
USD
222555.21000000
0.001279561883
Long
ABS-MBS
USGSE
US
N
2
2044-12-20
Fixed
4.50000000
N
N
N
N
N
N
Ajinomoto Co Inc
353800UT0TLROREPIC92
Ajinomoto Co, Inc
J00882126
364500.00000000
NS
8259470.01000000
0.047487106679
Long
EC
CORP
JP
N
2
N
N
N
Teladoc Health Inc
549300I2PVFBC9MFAC61
Teladoc, Inc
87918A105
100833.00000000
NS
USD
20162566.68000000
0.115922928917
Long
EC
CORP
US
N
1
N
N
Agate Bay Mortgage Loan Trust
549300LRONE82VI44B39
Agate Bay Mortgage Trust
00842DAJ2
279817.39000000
PA
USD
284103.94000000
0.001633430969
Long
ABS-CBDO
USGSE
US
Y
2
2045-09-25
Variable
3.50000000
N
N
N
N
N
N
OSI Systems Inc
DDX3MPX1Y8YD30050X33
OSI Systems, Inc
671044105
1511.00000000
NS
USD
140855.42000000
0.000809836024
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XDK7
2634932.96000000
PA
USD
2743701.15000000
0.015774671867
Long
ABS-CBDO
USGSE
US
N
2
2029-01-25
Variable
4.59800000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B3KJ8
2678958.52000000
PA
USD
2457585.46000000
0.014129674515
Long
ABS-CBDO
USGSE
US
N
2
2048-11-25
Fixed
0.00000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558103
434627.00000000
NS
USD
25321369.02000000
0.145583015674
Long
EC
CORP
US
N
1
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware, Inc (Class A)
928563402
157927.00000000
NS
USD
22150841.02000000
0.127354339841
Long
EC
CORP
US
N
1
N
N
Bouygues SA
969500MOCLNQFNZN0D63
Bouygues S.A.
F11487125
46560.00000000
NS
1914918.24000000
0.011009656386
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36187SB71
7637188.99000000
PA
USD
8238031.24000000
0.047363846330
Long
ABS-O
USGSE
US
N
2
2040-08-15
Fixed
3.70000000
N
N
N
N
N
N
Scholastic Corp
N/A
Scholastic Corp
807066105
44164.00000000
NS
USD
1104100.00000000
0.006347927218
Long
EC
CORP
US
N
1
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France S.A.
268317AS3
22750000.00000000
PA
USD
25497824.40000000
0.146597530582
Long
DBT
CORP
FR
Y
2
2025-10-13
Fixed
3.62500000
N
N
N
N
N
N
SG Holdings Co Ltd
N/A
SG Holdings Co Ltd
N/A
123000.00000000
NS
3353752.78000000
0.019282110819
Long
EC
CORP
JP
N
2
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International, Inc
559222401
105512.00000000
NS
7469311.27000000
0.042944157515
Long
EC
CORP
CA
N
2
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group plc
317430908
92878.00000000
NS
2268090.97000000
0.013040192375
Long
EC
CORP
GB
N
2
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
EUR210226
EUR210226
1.00000000
NC
USD
-69466.15000000
-0.00039938960
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
2471222.74000000
EUR
2953358.29000000
USD
2021-02-26
-69466.15000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SN9
116292000.00000000
PA
USD
105262430.63000000
0.605197218058
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
Y
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XBM5
1270196.67000000
PA
USD
1361821.42000000
0.007829674176
Long
ABS-CBDO
USGSE
US
N
2
2028-08-25
Variable
6.89800000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XAR5
927436.24000000
PA
USD
950499.08000000
0.005464812046
Long
ABS-CBDO
USGSE
US
N
2
2024-11-25
Variable
5.14800000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AV7
4250000.00000000
PA
USD
4884617.14000000
0.028083682722
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15000000
N
N
N
N
N
N
Macerich Co/The
529900PSWCB5KI0JYU46
Macerich Co
554382101
281831.00000000
NS
USD
3007136.77000000
0.017289272123
Long
EC
CORP
US
N
1
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3132DVKW4
15099631.38000000
PA
USD
16216112.77000000
0.093233134342
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
653323907
213652.00000000
NS
2885322.16000000
0.016588909585
Long
EC
CORP
AU
N
2
N
N
N
ACADIA Pharmaceuticals Inc
529900O3044NO0PEA039
Acadia Pharmaceuticals, Inc
004225108
62725.00000000
NS
USD
3353278.50000000
0.019279383987
Long
EC
CORP
US
N
1
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890109
5960.00000000
NS
USD
251214.00000000
0.001444333111
Long
EC
CORP
US
N
1
N
N
N
Sinclair Broadcast Group Inc
529900879GWQV880PQ28
Sinclair Broadcast Group, Inc (Class A)
829226109
106166.00000000
NS
USD
3381387.10000000
0.019440991946
Long
EC
CORP
US
N
1
N
N
ResMed Inc
529900T3QE5253CCXF22
Resmed, Inc
761152107
81129.00000000
NS
USD
17244780.24000000
0.099147368769
Long
EC
CORP
US
N
1
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde plc
G5494J103
234216.00000000
NS
USD
61718258.16000000
0.354843773968
Long
EC
CORP
US
N
1
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp
00130HCD5
10875000.00000000
PA
USD
10969511.80000000
0.063068256975
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
1.37500000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance Trust
21872UAA2
216391.09000000
PA
USD
219522.27000000
0.001262124257
Long
ABS-O
CORP
US
Y
2
2050-03-15
Fixed
1.83200000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508104
393020.00000000
NS
USD
64506372.60000000
0.370873796195
Long
EC
CORP
US
N
1
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069101
79444.00000000
NS
6785412.59000000
0.039012141352
Long
EC
CORP
CA
N
2
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co
114259AU8
13500000.00000000
PA
USD
17849460.78000000
0.102623927105
Long
DBT
CORP
US
Y
2
2049-03-04
Fixed
4.48700000
N
N
N
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
684110000
31000.00000000
NS
1000042.62000000
0.005749658334
Long
EC
CORP
JP
N
2
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385DL7
40000000.00000000
PA
USD
39992100.00000000
0.229931111408
Long
STIV
USGSE
US
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG.
D12096109
163465.00000000
NS
14426856.98000000
0.082945963316
Long
EC
CORP
DE
N
2
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas & Electric Co
678858BV2
5425000.00000000
PA
USD
6172798.82000000
0.035489971598
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.25000000
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAP7
5000000.00000000
PA
USD
4983443.60000000
0.028651876885
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CSS4
755425.87000000
PA
USD
779127.39000000
0.004479525374
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
Hitachi Metals Ltd
N/A
Hitachi Metals Ltd
642920003
204900.00000000
NS
3115285.90000000
0.017911066169
Long
EC
CORP
JP
N
2
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Groep NV
B5337G162
122862.00000000
NS
8598024.64000000
0.049433597170
Long
EC
CORP
BE
N
2
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem, Inc
98419MAL4
3575000.00000000
PA
USD
3762917.41000000
0.021634567382
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
2.25000000
N
N
N
N
N
N
Realogy Holdings Corp
5493004HBTOTE9DI9P12
Realogy Holdings Corp
75605Y106
68873.00000000
NS
USD
903613.76000000
0.005195248964
Long
EC
CORP
US
N
1
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BX0
6275000.00000000
PA
USD
6315513.35000000
0.036310496415
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.20000000
N
N
N
N
N
N
Atos SE
5493001EZOOA66PTBR68
Atos Origin S.A.
565478906
107836.00000000
NS
9847111.01000000
0.056615110951
Long
EC
CORP
FR
N
2
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals, Inc
911363109
35823.00000000
NS
USD
8307711.93000000
0.047764469415
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
186000.00000000
PA
USD
199020.00000000
0.001144248233
Long
DBT
CORP
US
Y
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BZ0
7750000.00000000
PA
USD
8513132.58000000
0.048945517631
Long
DBT
NUSS
IT
N
2
2049-10-17
Fixed
4.00000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc
46284V101
945.00000000
NS
USD
27858.60000000
0.000160170605
Long
EC
CORP
US
N
1
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
845011AC9
2200000.00000000
PA
USD
2320070.17000000
0.013339042279
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.20000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot, Inc
437076102
302524.00000000
NS
USD
80356424.88000000
0.462002297490
Long
EC
CORP
US
N
1
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAC8
1378000.00000000
PA
USD
1399592.50000000
0.008046835726
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.16600000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Fin NV
82620KAU7
2465000.00000000
PA
USD
2780422.07000000
0.015985795613
Long
DBT
CORP
NL
Y
2
2027-03-16
Fixed
3.40000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537JAD9
1600000.00000000
PA
USD
1624973.28000000
0.009342642978
Long
ABS-CBDO
USGSE
US
Y
2
2059-07-25
Variable
3.13900000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287Y109
454860.00000000
NS
USD
48738249.00000000
0.280216336743
Long
EC
CORP
US
N
1
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JA5
11600000.00000000
PA
USD
12279613.03000000
0.070600570403
Long
DBT
NUSS
N/A
N
2
2029-10-09
Fixed
1.62500000
N
N
N
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc
45168D104
58569.00000000
NS
USD
29276886.03000000
0.168324917757
Long
EC
CORP
US
N
1
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero AG.
N/A
65087.00000000
NS
10178884.02000000
0.058522611106
Long
EC
CORP
DE
Y
2
N
N
N
MacroGenics Inc
5493001KJQUA83L8MH79
MacroGenics, Inc
556099109
93846.00000000
NS
USD
2145319.56000000
0.012334328798
Long
EC
CORP
US
N
1
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BJ1
7250000.00000000
PA
USD
8192500.00000000
0.047102068413
Long
DBT
CORP
CL
Y
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAZ9
3500000.00000000
PA
USD
3685425.24000000
0.021189032870
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
Liberty Street Trust
N/A
Liberty Street Trust
902055AA0
10000000.00000000
PA
USD
11095078.00000000
0.063790188954
Long
ABS-MBS
USGSE
US
Y
2
2036-02-10
Fixed
3.59700000
N
N
N
N
N
N
Algonquin Power & Utilities Corp
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857105
200189.00000000
NS
3294806.78000000
0.018943205903
Long
EC
CORP
CA
N
2
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CV35
5133216.42000000
PA
USD
5494121.52000000
0.031587975307
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H020618
82000000.00000000
PA
USD
85737941.30000000
0.492942859539
Long
ABS-O
USGSE
US
N
2
2051-01-20
Fixed
2.00000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
153802.00000000
NS
USD
8180728.38000000
0.047034388505
Long
EC
CORP
US
N
1
N
N
N
Customers Bancorp Inc
549300WLBCHYKZ53FN68
Customers Bancorp, Inc
23204G100
58867.00000000
NS
USD
1070202.06000000
0.006153033951
Long
EC
CORP
US
N
1
N
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd
J6174U100
65700.00000000
NS
10855697.25000000
0.062413890088
Long
EC
CORP
JP
N
2
N
N
N
Quotient Technology Inc
5493005ZZT58VQ9RKP56
Quotient Technology, Inc
749119103
171930.00000000
NS
USD
1619580.60000000
0.009311638232
Long
EC
CORP
US
N
1
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YAZ8
9075000.00000000
PA
USD
9167104.99000000
0.052705475300
Long
DBT
CORP
US
N
2
2030-06-24
Fixed
1.45000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127964C0
25000000.00000000
PA
USD
24998416.75000000
0.143726229599
Long
STIV
UST
US
N
2
N
N
N
Mr Cooper Group Inc
549300KD8C6DPXYC2M26
Mr Cooper Group, Inc
62482R107
17431.00000000
NS
USD
540883.93000000
0.003109765257
Long
EC
CORP
US
N
1
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
605460005
480800.00000000
NS
4928263.54000000
0.028334623914
Long
EC
CORP
JP
N
2
N
N
N
Valeo SA
5493006IH2N2WMIBB742
Valeo S.A.
N/A
83830.00000000
NS
3306611.42000000
0.019011075657
Long
EC
CORP
FR
N
2
N
N
N
Eisai Co Ltd
353800HDEE0ZYEX4QV91
Eisai Co Ltd
J12852117
93300.00000000
NS
6672176.69000000
0.038361101363
Long
EC
CORP
JP
N
2
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAG9
6250000.00000000
PA
USD
6396664.75000000
0.036777069353
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
3.87500000
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
Topaz Solar Farms LLC
89054XAC9
10886258.00000000
PA
USD
12458910.13000000
0.071631423534
Long
DBT
CORP
US
Y
2
2039-09-30
Fixed
5.75000000
N
N
N
N
N
N
Sompo Holdings Inc
353800CWW4SRGEYEB512
NKSJ Holdings, Inc
J58699109
234400.00000000
NS
9503237.91000000
0.054638042378
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0NW5
464572.65000000
PA
USD
464572.84000000
0.002671021262
Long
ABS-CBDO
USGSE
US
N
2
2029-10-25
Variable
1.34800000
N
N
N
N
N
N
LIFE STORAGE LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAC8
3940000.00000000
PA
USD
4019541.82000000
0.023110007177
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.20000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933Y105
808624.00000000
NS
USD
66145443.20000000
0.380297490493
Long
EC
CORP
US
N
1
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
B0PB4M906
1388400.00000000
NS
12609133.62000000
0.072495120464
Long
EC
CORP
HK
N
2
N
N
N
SPS Commerce Inc
2549006XVF9GCCETDQ72
SPS Commerce, Inc
78463M107
70959.00000000
NS
USD
7705437.81000000
0.044301746583
Long
EC
CORP
US
N
1
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc (Step Bond)
25746UDB2
4850000.00000000
PA
USD
5234911.33000000
0.030097668795
Long
DBT
CORP
US
N
2
2024-08-15
Variable
3.07100000
N
N
N
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic, Inc
436440101
110573.00000000
NS
USD
8053031.59000000
0.046300206883
Long
EC
CORP
US
N
1
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAH6
5925000.00000000
PA
USD
6322311.36000000
0.036349580984
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
3.37500000
N
N
N
N
N
N
Flexion Therapeutics Inc
549300X8HYW1HZKCDG90
Flexion Therapeutics, Inc
33938J106
39409.00000000
NS
USD
454779.86000000
0.002614717373
Long
EC
CORP
US
N
1
N
N
Westamerica BanCorp
N/A
Westamerica Bancorporation
957090103
3019.00000000
NS
USD
166920.51000000
0.000959694999
Long
EC
CORP
US
N
1
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial, Inc
866796105
75475.00000000
NS
3356025.61000000
0.019295178258
Long
EC
CORP
CA
N
2
N
N
N
HONOLULU CITY & CNTY HI BRD OF
N/A
Honolulu City & County Board of Water Supply
438689LV1
1000000.00000000
PA
USD
1041070.00000000
0.005985541698
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
2.32700000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
237258.00000000
NS
USD
13421685.06000000
0.077166814516
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38380WZL6
3202301.38000000
PA
USD
378744.19000000
0.002177556881
Long
ABS-CBDO
CORP
US
N
2
2046-06-20
Fixed
4.00000000
N
N
N
N
N
N
Telia Co AB
213800FSR9RNDUOTXO25
TeliaSonera AB
597838903
217361.00000000
NS
897668.99000000
0.005161070025
Long
EC
CORP
SE
N
2
N
N
N
Orange SA
969500MCOONR8990S771
Orange S. A.
F4113C103
921525.00000000
NS
10970779.52000000
0.063075545621
Long
EC
CORP
FR
N
2
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen, Inc
031162100
212381.00000000
NS
USD
48830639.52000000
0.280747528027
Long
EC
CORP
US
N
1
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
201.00000000
NS
USD
74872.50000000
0.000430472946
Long
EC
CORP
US
N
1
N
N
N
Bryn Mawr Bank Corp
4NOIGQXI7NPP6IUQF087
Bryn Mawr Bank Corp
117665109
10169.00000000
NS
USD
311120.56000000
0.001788760683
Long
EC
CORP
US
N
1
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta plc
004561908
164633.00000000
NS
3229962.16000000
0.018570387382
Long
EC
CORP
GB
N
2
N
N
N
Prothena Corp PLC
5299009ZXQ8NIIJ8OL30
Prothena Corp plc
G72800108
83235.00000000
NS
USD
999652.35000000
0.005747414510
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA ST
N/A
State of California
13063CNQ9
36330000.00000000
PA
USD
39854373.30000000
0.229139263688
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
3.75000000
N
N
N
N
N
N
Computershare Ltd
N/A
Computershare Ltd
618041909
3509.00000000
NS
39487.20000000
0.000227028232
Long
EC
CORP
AU
N
2
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAJ4
11450000.00000000
PA
USD
12827506.45000000
0.073750636116
Long
DBT
CORP
HK
Y
2
2030-04-07
Fixed
3.37500000
N
N
N
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Michelin (C.G.D.E.) (Class B)
458836004
56903.00000000
NS
7326649.37000000
0.042123935290
Long
EC
CORP
FR
N
2
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AZ9
12125000.00000000
PA
USD
12899072.97000000
0.074162101618
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
Keio Corp
N/A
Keio Corp
648736007
100.00000000
NS
7758.50000000
0.000044606823
Long
EC
CORP
JP
N
2
N
N
N
WW International Inc
SGT8R1MU6ESIC7UJC518
WW International Inc
98262P101
27187.00000000
NS
USD
663362.80000000
0.003813946901
Long
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle, Inc
48020Q107
6486.00000000
NS
USD
962327.82000000
0.005532820361
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp
064058100
592322.00000000
NS
USD
25138145.68000000
0.144529588967
Long
EC
CORP
US
N
1
N
N
N
CONSERVATION FUND
N/A
Conservation Fund
20848FAA8
3125000.00000000
PA
USD
3381212.16000000
0.019439986143
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.47400000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics, Inc
92345Y106
17456.00000000
NS
USD
3623691.04000000
0.020834097439
Long
EC
CORP
US
N
1
N
N
N
Woodside Petroleum Ltd
2549005ZC5RXAOO7FH41
Woodside Petroleum Ltd
980228100
966.00000000
NS
16949.10000000
0.000097447380
Long
EC
CORP
AU
N
2
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit S.p.A
904678AU3
15000000.00000000
PA
USD
15306555.90000000
0.088003715981
Long
DBT
CORP
IT
Y
2
2026-09-22
Variable
2.56900000
N
N
N
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAH7
3000000.00000000
PA
USD
3089094.33000000
0.017760480008
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.60000000
N
N
N
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro plc
N/A
672078.00000000
NS
8720715.26000000
0.050138996251
Long
EC
CORP
GB
N
2
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
24387.00000000
NS
USD
2960825.67000000
0.017023010469
Long
EC
CORP
US
N
1
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
45818WBV7
20000000.00000000
PA
USD
19999872.20000000
0.114987531111
Long
DBT
NUSS
N/A
N
2
2022-01-15
Variable
0.24688000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743AAU3
652896.40000000
PA
USD
665446.96000000
0.003825929598
Long
ABS-CBDO
CORP
US
Y
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33850RBA9
559764.68000000
PA
USD
586972.88000000
0.003374749679
Long
ABS-CBDO
USGSE
US
Y
2
2047-10-25
Variable
4.10914400
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank S.A.
E3641N103
2629194.00000000
NS
6757751.11000000
0.038853104071
Long
EC
CORP
ES
N
2
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holdings AG
715603908
41536.00000000
NS
10803245.70000000
0.062112324449
Long
EC
CORP
CH
N
2
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064149107
180784.00000000
NS
9771340.40000000
0.056179474399
Long
EC
CORP
CA
N
2
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery, Inc (Class C)
25470F302
450836.00000000
NS
USD
11807394.84000000
0.067885592864
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RG5
1000000.00000000
PA
USD
1365156.25000000
0.007848847492
Long
DBT
UST
US
N
2
2044-05-15
Fixed
3.37500000
N
N
N
N
N
N
Daikin Industries Ltd
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd
J10038115
84700.00000000
NS
18842960.21000000
0.108335965936
Long
EC
CORP
JP
N
2
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX plc (London)
G74570121
724451.00000000
NS
17725447.86000000
0.101910925574
Long
EC
CORP
GB
N
2
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Group, Inc
45866F104
408106.00000000
NS
USD
47050540.74000000
0.270513004436
Long
EC
CORP
US
N
1
N
N
N
Blackline Inc
529900P9N7PK9LV5EK56
Blackline, Inc
09239B109
100224.00000000
NS
USD
13367877.12000000
0.076857450430
Long
EC
CORP
US
N
1
N
N
N
WESCO International Inc
529900TXOGREY3WNJ434
WESCO International, Inc
95082P105
3684.00000000
NS
USD
289194.00000000
0.001662695828
Long
EC
CORP
US
N
1
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBH3
7564000.00000000
PA
USD
8016802.60000000
0.046091911446
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
2.00000000
N
N
N
N
N
N
Guardant Health Inc
254900M8C3E5VC8BR186
Guardant Health, Inc
40131M109
11735.00000000
NS
USD
1512406.80000000
0.008695451762
Long
EC
CORP
US
N
1
N
N
N
Globus Medical Inc
5299003M2P4CIK0RF205
Globus Medical, Inc
379577208
57077.00000000
NS
USD
3722561.94000000
0.021402547106
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc
14149Y108
169501.00000000
NS
USD
9078473.56000000
0.052195896578
Long
EC
CORP
US
N
1
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
12595BBB6
6100000.00000000
PA
USD
5901194.90000000
0.033928408410
Long
ABS-MBS
USGSE
US
Y
2
2037-06-15
Variable
3.67695000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co
191216CL2
9200000.00000000
PA
USD
9635534.72000000
0.055398671417
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31292GHJ8
946.90000000
PA
USD
990.60000000
0.000005695368
Long
ABS-MBS
MUN
US
N
2
2023-05-01
Fixed
7.00000000
N
N
N
N
N
N
Workiva Inc
529900RTOQ8GRWHY1O58
Workiva, Inc
98139A105
10974.00000000
NS
USD
1005437.88000000
0.005780677913
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
140070.00000000
NS
USD
13046119.80000000
0.075007534617
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
V7780T103
250815.00000000
NS
USD
18733372.35000000
0.107705900036
Long
EC
CORP
US
N
1
N
N
N
KOREA HYDRO & NUCLEAR PO
9884008CRY5MLCN8OQ43
Korea Hydro & Nuclear Power Co Ltd
50064YAN3
24325000.00000000
PA
USD
26244972.25000000
0.150893192363
Long
DBT
NUSS
KR
Y
2
2023-07-25
Fixed
3.75000000
N
N
N
N
N
N
Schroders PLC
2138001YYBULX5SZ2H24
Schroders plc
G78602136
132283.00000000
NS
6031574.31000000
0.034678013523
Long
EC
CORP
GB
N
2
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746NAK4
180054.08000000
PA
USD
181711.24000000
0.001044733018
Long
ABS-CBDO
USGSE
US
Y
2
2046-11-25
Variable
3.50000000
N
N
N
N
N
N
Computer Programs and Systems Inc
5493005Q6CJC78TGL805
Computer Programs & Systems, Inc
205306103
22324.00000000
NS
USD
599176.16000000
0.003444911379
Long
EC
CORP
US
N
1
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova plc
G5509L101
9373.00000000
NS
USD
620586.33000000
0.003568007295
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning, Inc
690742101
5749.00000000
NS
USD
435544.24000000
0.002504123843
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems, Inc
17275R102
1398771.00000000
NS
USD
62595002.25000000
0.359884538095
Long
EC
CORP
US
N
1
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353UU9
1105675.83000000
PA
USD
1139790.64000000
0.006553127458
Long
DBT
USGSE
US
N
2
2026-12-15
Fixed
2.04000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EJ8
14000000.00000000
PA
USD
16387950.18000000
0.094221098631
Long
DBT
NUSS
N/A
N
2
2028-09-26
Fixed
3.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38381BZT4
5618436.24000000
PA
USD
6152533.78000000
0.035373459508
Long
ABS-CBDO
CORP
US
N
2
2049-01-20
Fixed
3.50000000
N
N
N
N
N
N
SCSK Corp
529900SNGFXMSUBB7864
Sumisho Computer Systems Corp
685847006
900.00000000
NS
51466.91000000
0.000295904536
Long
EC
CORP
JP
N
2
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAL8
15240000.00000000
PA
USD
15952305.10000000
0.091716395017
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.88000000
N
N
N
N
N
N
Esperion Therapeutics Inc
549300OFU56UKEWVUS92
Esperion Thereapeutics, Inc
29664W105
5911.00000000
NS
USD
153686.00000000
0.000883604331
Long
EC
CORP
US
N
1
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology, Inc
016255101
49876.00000000
NS
USD
26652736.88000000
0.153237599748
Long
EC
CORP
US
N
1
N
N
N
Providence Service Corp/The
549300EFZIFW7F7I0Q28
Providence Service Corp
743815102
3235.00000000
NS
USD
448468.05000000
0.002578428168
Long
EC
CORP
US
N
1
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333PU97
1500000.00000000
PA
USD
1538895.00000000
0.008847743371
Long
DBT
MUN
US
N
2
2022-10-01
Fixed
2.21800000
N
N
N
N
N
N
Onslow Bay Financial LLC
549300T9OLE6UGS5GU41
OBX Trust
67097XAR1
434698.87000000
PA
USD
434058.30000000
0.002495580560
Long
ABS-CBDO
USGSE
US
Y
2
2058-07-25
Variable
0.89800000
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110BY9
13000000.00000000
PA
USD
12779363.22000000
0.073473840790
Long
DBT
CORP
DE
N
2
2030-09-03
Fixed
0.87500000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320BH4
4265000.00000000
PA
USD
4511431.70000000
0.025938085392
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.70000000
N
N
N
N
N
N
Rogers Corp
PW0CN80KNFR7RUOOKJ84
Rogers Corp
775133101
13456.00000000
NS
USD
2089582.24000000
0.012013871910
Long
EC
CORP
US
N
1
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International S.A.
89153VAV1
6316000.00000000
PA
USD
6832102.47000000
0.039280580769
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust
05490VAC1
3600000.00000000
PA
USD
3708953.64000000
0.021324307365
Long
ABS-MBS
USGSE
US
Y
2
2032-09-15
Fixed
3.89400000
N
N
N
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
B1VQ25903
256074.00000000
NS
6315695.46000000
0.036311543440
Long
EC
CORP
SE
N
2
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12652FAG7
5000000.00000000
PA
USD
5354342.00000000
0.030784325077
Long
ABS-MBS
USGSE
US
Y
2
2032-11-10
Variable
3.72816000
N
N
N
N
N
N
THE BUSH FOUNDATION
N/A
Bush Foundation
12316UAA5
2900000.00000000
PA
USD
3068111.81000000
0.017639842828
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.75400000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328FAY1
3115000.00000000
PA
USD
3428456.22000000
0.019711611770
Long
ABS-MBS
USGSE
US
N
2
2056-08-10
Fixed
3.01780000
N
N
N
N
N
N
GRANT CNTY WA PUBLIC UTIL DIST
549300XJXH7RNXS8PA58
Grant County Public Utility District No 2
387883UG4
1000000.00000000
PA
USD
1120840.00000000
0.006444172396
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
5.47000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc
74251VAS1
20000000.00000000
PA
USD
20882984.00000000
0.120064905835
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.12500000
N
N
N
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAB0
2570000.00000000
PA
USD
2661419.63000000
0.015301601402
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.51300000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B7P88
6800745.31000000
PA
USD
7308878.64000000
0.042021764019
Long
ABS-CBDO
USGSE
US
N
2
2050-01-25
Fixed
3.00000000
N
Y
N
N
N
N
Shimadzu Corp
N/A
Shimadzu Corp
680436003
5900.00000000
NS
229332.71000000
0.001318528531
Long
EC
CORP
JP
N
2
N
N
N
CHICAGO IL HSG AUTH
N/A
Chicago Housing Authority
16753QBH9
14000000.00000000
PA
USD
15656480.00000000
0.090015574254
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
4.36100000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F020612
113250000.00000000
PA
USD
117625019.64000000
0.676274851664
Long
ABS-O
CORP
US
N
2
2051-01-25
Fixed
2.00000000
N
N
N
N
N
N
SCENTRE GROUP TRUST 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAB0
10155000.00000000
PA
USD
10704421.14000000
0.061544141210
Long
DBT
CORP
AU
Y
2
2080-09-24
Variable
5.12500000
N
N
N
N
N
N
Cardiovascular Systems Inc
549300NUBWKJMNMQ3287
Cardiovascular Systems, Inc
141619106
27564.00000000
NS
USD
1206200.64000000
0.006934945995
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAU5
15031000.00000000
PA
USD
14906524.53000000
0.085703770305
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.50000000
N
N
N
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts, Inc
285512109
184375.00000000
NS
USD
26476250.00000000
0.152222903734
Long
EC
CORP
US
N
1
N
N
N
Solarcity LMC Series LLC
549300EE9TJJ2SFMZ938
SolarCity LMC
83417FAA7
21519104.53000000
PA
USD
21903840.30000000
0.125934230617
Long
ABS-O
CORP
US
Y
2
2044-07-20
Fixed
4.02000000
N
N
N
N
N
N
Ciena Corp
W0CZ7N0GH8UIGXDM1H41
Ciena Corp
171779309
152962.00000000
NS
USD
8084041.70000000
0.046478496821
Long
EC
CORP
US
N
1
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc
29452EAA9
10115000.00000000
PA
USD
10759831.25000000
0.061862716833
Long
DBT
CORP
US
N
2
N/A
Variable
4.95000000
N
N
N
N
N
Dave & Buster's Entertainment Inc
529900WTVU85QZLYHR86
Dave & Buster's Entertainment, Inc
238337109
92226.00000000
NS
USD
2768624.52000000
0.015917966622
Long
EC
CORP
US
N
1
N
N
Antares Pharma Inc
5299004QMIHMZUUNYY44
Antares Pharma, Inc
036642106
224873.00000000
NS
USD
897243.27000000
0.005158622384
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group, Inc
74144T108
32063.00000000
NS
USD
4854017.57000000
0.027907753147
Long
EC
CORP
US
N
1
N
N
N
Chefs' Warehouse Inc/The
549300JYEDC8C547E980
Chefs' Warehouse Holdings, Inc
163086101
57614.00000000
NS
USD
1480103.66000000
0.008509727659
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833CX6
14250000.00000000
PA
USD
15956698.85000000
0.091741656501
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
3.00000000
N
N
N
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA, Inc
87901J105
15254.00000000
NS
USD
212793.30000000
0.001223436627
Long
EC
CORP
US
N
1
N
N
N
FLORENCE SC SPL OBLIG
N/A
City of Florence SC
340329AP6
1250000.00000000
PA
USD
1359975.00000000
0.007819058344
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
4.25000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905U6L3
14750000.00000000
PA
USD
16650046.18000000
0.095727996858
Long
DBT
NUSS
N/A
N
2
2025-11-20
Fixed
3.12500000
N
N
N
N
N
N
UPS OF AMERICA INC
1T2XGWDXQ30WC74GIJ96
United Parcel Service of America, Inc (Step Bond)
911308AB0
1360000.00000000
PA
USD
2027058.27000000
0.011654395765
Long
DBT
CORP
US
N
2
2030-04-01
Variable
7.62000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins, Inc
231021106
42051.00000000
NS
USD
9549782.10000000
0.054905644163
Long
EC
CORP
US
N
1
N
N
N
Zynga Inc
549300XNQ0U2EL088Z74
Zynga, Inc
98986T108
1782581.00000000
NS
USD
17594074.47000000
0.101155605659
Long
EC
CORP
US
N
1
N
N
N
NEW JERSEY ST ECON DEV AUTH RE
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64577BTY0
3000000.00000000
PA
USD
3690930.00000000
0.021220682010
Long
DBT
MUN
US
N
2
2031-06-15
Fixed
5.75600000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet, Inc
02079KAD9
10000000.00000000
PA
USD
9851721.00000000
0.056641615689
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.10000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AQ8
5875000.00000000
PA
USD
6583453.85000000
0.037850997087
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.10000000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAM4
11075000.00000000
PA
USD
12005942.57000000
0.069027125822
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.45000000
N
N
N
N
N
N
Kimball Electronics Inc
549300COBYN2GZCBIU87
Kimball Electronics, Inc
49428J109
28526.00000000
NS
USD
456130.74000000
0.002622484140
Long
EC
CORP
US
N
1
N
N
N
CGI Inc
549300WSRCZY73ZG3090
CGI, Inc
12532H104
117233.00000000
NS
9301092.52000000
0.053475824986
Long
EC
CORP
CA
N
2
N
N
N
Insight Enterprises Inc
529900S8991TYW6YP792
Insight Enterprises, Inc
45765U103
14782.00000000
NS
USD
1124762.38000000
0.006466723780
Long
EC
CORP
US
N
1
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
Topaz Solar Farms LLC
89054XAD7
19565020.00000000
PA
USD
21279309.20000000
0.122343543208
Long
DBT
CORP
US
Y
2
2039-09-30
Fixed
4.87500000
N
N
N
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali S.p.A.
T05040109
519493.00000000
NS
9095486.52000000
0.052293711116
Long
EC
CORP
IT
N
2
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB (B Shares)
N/A
202746.00000000
NS
9100754.77000000
0.052324000463
Long
EC
CORP
SE
N
2
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368CA9
7125000.00000000
PA
USD
8012291.78000000
0.046065976878
Long
DBT
CORP
US
N
2
2050-02-07
Fixed
2.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128283D0
1525000.00000000
PA
USD
1641638.68000000
0.009438459251
Long
DBT
UST
US
N
2
2024-10-31
Fixed
2.25000000
N
N
N
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAF1
680000.00000000
PA
USD
687174.78000000
0.003950851815
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.37700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8D28
3956259.41000000
PA
USD
4396874.63000000
0.025279449451
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBJ8
13400000.00000000
PA
USD
13477600.47000000
0.077488295317
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BX7
6075000.00000000
PA
USD
6439866.14000000
0.037025451999
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
1.99500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132FCC52
815861.04000000
PA
USD
947283.72000000
0.005446325613
Long
ABS-MBS
MUN
US
N
2
2036-06-01
Fixed
5.00000000
N
N
N
N
N
N
Premier Inc
N/A
Premier, Inc
74051N102
2830.00000000
NS
USD
99333.00000000
0.000571106470
Long
EC
CORP
US
N
1
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre, Inc
58733R102
370.00000000
NS
USD
619831.40000000
0.003563666891
Long
EC
CORP
US
N
1
N
N
N
ICF International Inc
5493003KYFDDC5B3WY64
ICF International, Inc
44925C103
5731.00000000
NS
USD
425985.23000000
0.002449165144
Long
EC
CORP
US
N
1
N
N
N
ArcBest Corp
5493006S3KBNE8ZS3J23
ArcBest Corp
03937C105
50525.00000000
NS
USD
2155901.75000000
0.012395170182
Long
EC
CORP
US
N
1
N
N
N
Shionogi & Co Ltd
35380049VXDTHZI3DY35
Shionogi & Co Ltd
680468006
125300.00000000
NS
6850343.15000000
0.039385453977
Long
EC
CORP
JP
N
2
N
N
N
Evolution Mining Ltd
254900BCFW5QO5LW8F27
Evolution Mining Ltd
N/A
496318.00000000
NS
1910012.02000000
0.010981448500
Long
EC
CORP
AU
N
2
N
N
N
Federal Agricultural Mortgage Corp
549300MS654K78GYF580
Federal Agricultural Mortgage Corp (FAMC)
313148306
15927.00000000
NS
USD
1182579.75000000
0.006799139736
Long
EC
USGSE
US
N
1
N
N
N
Select Energy Services Inc
54930094OK8LA3QDW486
Select Energy Services, Inc
81617J301
114888.00000000
NS
USD
471040.80000000
0.002708208237
Long
EC
CORP
US
N
1
N
N
N
Bill.com Holdings Inc
549300IBF9VZZIGOZW63
Bill.Com Holdings, Inc
090043100
12888.00000000
NS
USD
1759212.00000000
0.010114436860
Long
EC
CORP
US
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HAT4
1825000.00000000
PA
USD
1996375.99000000
0.011477990657
Long
DBT
CORP
IT
Y
2
2024-06-26
Fixed
5.01700000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
639832AG9
18250000.00000000
PA
USD
19201685.85000000
0.110398427899
Long
DBT
NUSS
NL
Y
2
2025-01-15
Fixed
1.75000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42772GAB8
6570749.00000000
PA
USD
7035103.83000000
0.040447719487
Long
ABS-O
CORP
KY
Y
2
2048-09-20
Fixed
4.67000000
N
N
N
N
N
N
UEP PENONOME II SA
549300DS6G5XB230S845
UEP Penonome II S.A.
90363PAA4
8755000.00000000
PA
USD
9120696.35000000
0.052438652848
Long
DBT
CORP
PA
Y
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AXCV5
8353226.33000000
PA
USD
8723031.18000000
0.050152311433
Long
ABS-CBDO
USGSE
US
N
2
2045-02-25
Fixed
3.00000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen, Inc
09062X103
69173.00000000
NS
USD
16937700.78000000
0.097381842040
Long
EC
CORP
US
N
1
N
N
N
Mirati Therapeutics Inc
529900GYRW59IDQV6N54
Mirati Therapeutics, Inc
60468T105
3119.00000000
NS
USD
685057.16000000
0.003938676743
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002JAS5
478540.28000000
PA
USD
485887.93000000
0.002793570524
Long
ABS-CBDO
USGSE
US
Y
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
063671101
238972.00000000
NS
18169306.43000000
0.104462851937
Long
EC
CORP
CA
N
2
N
N
N
TriNet Group Inc
5299003FJVBETSFKE990
TriNet Group, Inc
896288107
1668.00000000
NS
USD
134440.80000000
0.000772955722
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
443959.00000000
NS
USD
55885558.92000000
0.321309175416
Long
EC
CORP
US
N
1
N
N
N
Fanniemae-Aces
N/A
Federal National Mortgage Association (FNMA)
3136B2GX4
3500000.00000000
PA
USD
4030041.05000000
0.023170371589
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Variable
3.32501300
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAB8
1418493.04000000
PA
USD
1465734.82000000
0.008427115260
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
3.28000000
N
N
N
N
N
N
Mirvac Group
N/A
Mirvac Group
616197901
1039835.00000000
NS
2111875.92000000
0.012142047490
Long
EC
CORP
AU
N
2
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187XAA3
848329.07000000
PA
USD
854647.09000000
0.004913719341
Long
ABS-O
CORP
US
Y
2
2038-01-17
Variable
1.25300000
N
N
N
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd (Class A)
Y83310105
536500.00000000
NS
2955259.95000000
0.016991010844
Long
EC
CORP
HK
N
2
N
N
N
Komatsu Ltd
5493004LQ0B4T7QPQV17
Komatsu Ltd
J35759125
417800.00000000
NS
11530555.49000000
0.066293929025
Long
EC
CORP
JP
N
2
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
18474.00000000
NS
USD
6529820.04000000
0.037542634147
Long
EC
CORP
US
N
1
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG.
D8T9CK101
394386.00000000
NS
1086248.41000000
0.006245291049
Long
EC
CORP
DE
N
2
N
N
N
TreeHouse Foods Inc
5493007M7EVHE470Q576
TreeHouse Foods, Inc
89469A104
9964.00000000
NS
USD
423370.36000000
0.002434131176
Long
EC
CORP
US
N
1
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DW9
8000000.00000000
PA
USD
8940738.00000000
0.051403997918
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.25000000
N
N
N
N
N
N
Aegion Corp
549300AG3DVJURRIT691
Aegion Corp
00770F104
17432.00000000
NS
USD
331033.68000000
0.001903249440
Long
EC
CORP
US
N
1
N
N
N
EMPOWER FINANCE 2020 LP
N/A
Empower Finance 2020 LP
29248HAB9
4000000.00000000
PA
USD
4100408.08000000
0.023574940727
Long
DBT
CORP
US
Y
2
2031-03-17
Fixed
1.77600000
N
N
N
N
N
N
Wabash National Corp
5299004ZAWHQZI5XO485
Wabash National Corp
929566107
1964.00000000
NS
USD
33839.72000000
0.000194558536
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
G16962105
1758.00000000
NS
USD
115289.64000000
0.000662847788
Long
EC
CORP
US
N
1
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
Y20246107
750793.00000000
NS
14228074.42000000
0.081803080223
Long
EC
CORP
SG
N
2
N
N
N
BioCryst Pharmaceuticals Inc
549300Z0INP1Z5NP6J59
BioCryst Pharmaceuticals, Inc
09058V103
307679.00000000
NS
USD
2292208.55000000
0.013178854310
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138AFEM8
1840984.57000000
PA
USD
2140485.14000000
0.012306533720
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation, Inc
538034109
139444.00000000
NS
USD
10246345.12000000
0.058910472851
Long
EC
CORP
US
N
1
N
N
N
Cree Inc
549300OGU88P3AW3TO93
Cree, Inc
225447101
27445.00000000
NS
USD
2906425.50000000
0.016710241408
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746XAU0
1292891.18000000
PA
USD
1317920.91000000
0.007577272000
Long
ABS-CBDO
USGSE
US
Y
2
2047-04-25
Variable
3.50000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAL1
5000000.00000000
PA
USD
5432849.30000000
0.031235695991
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
3.11200000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05583JAH5
21375000.00000000
PA
USD
21868919.18000000
0.125733454666
Long
DBT
CORP
FR
Y
2
2026-10-06
Fixed
1.65200000
N
N
N
N
N
N
Huron Consulting Group Inc
549300NGVB9H6TKTLE36
Huron Consulting Group, Inc
447462102
9677.00000000
NS
USD
570459.15000000
0.003279805420
Long
EC
CORP
US
N
1
N
N
N
Bloom Energy Corp
549300XB5J9BFW5JXV97
Bloom Energy Corp
093712107
172413.00000000
NS
USD
4941356.58000000
0.028409901213
Long
EC
CORP
US
N
1
N
N
Meridian Bioscience Inc
549300ELSRZEFFFRX195
Meridian Bioscience, Inc
589584101
14728.00000000
NS
USD
275266.32000000
0.001582619839
Long
EC
CORP
US
N
1
N
N
N
Sunnova Energy International Inc
549300JK1Y1VVC3JU540
Sunnova Energy International, Inc
86745K104
20822.00000000
NS
USD
939696.86000000
0.005402705619
Long
EC
CORP
US
N
1
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities Trust
07384YVG8
72552.83000000
PA
USD
72199.50000000
0.000415104765
Long
ABS-O
CORP
US
N
2
2036-04-25
Variable
1.15300000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680BE2
12175000.00000000
PA
USD
15601857.92000000
0.089701529341
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.35000000
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering
F5433L103
25673.00000000
NS
18631754.91000000
0.107121659376
Long
EC
CORP
FR
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG.
H69293217
153500.00000000
NS
53463813.85000000
0.307385562115
Long
EC
CORP
CH
N
2
N
N
N
SpartanNash Co
549300TV3QCCSQLF5X16
SpartanNash Co
847215100
72150.00000000
NS
USD
1256131.50000000
0.007222019145
Long
EC
CORP
US
N
1
N
N
N
Wheaton Precious Metals Corp
549300XSFG5ZCGVYD886
Wheaton Precious Metals Corp
962879102
120838.00000000
NS
5046545.75000000
0.029014677225
Long
EC
CORP
CA
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YLR37
179126.44000000
PA
USD
196638.89000000
0.001130558248
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
Cerus Corp
254900BIEY9XIDA04Q21
Cerus Corp
157085101
291182.00000000
NS
USD
2014979.44000000
0.011584949580
Long
EC
CORP
US
N
1
N
N
N
Tiffany & Co
549300EJG9IEYQL5XT21
Tiffany & Co
886547108
29768.00000000
NS
USD
3913003.60000000
0.022497474918
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAC2
179665.12000000
PA
USD
185283.30000000
0.001065270268
Long
ABS-CBDO
USGSE
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
140551.00000000
NS
USD
13945470.22000000
0.080178271878
Long
EC
CORP
US
N
1
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc
86562MCA6
7275000.00000000
PA
USD
7449051.76000000
0.042827677219
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46647SAJ9
241746.80000000
PA
USD
241906.72000000
0.001390821711
Long
ABS-CBDO
USGSE
US
Y
2
2047-08-25
Variable
3.50000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67112FAD2
669582.91000000
PA
USD
667868.18000000
0.003839850192
Long
ABS-CBDO
USGSE
US
Y
2
2057-06-25
Variable
0.79800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8N66
2047972.65000000
PA
USD
2278259.21000000
0.013098653789
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TXL5
325199.59000000
PA
USD
386172.63000000
0.002220266052
Long
ABS-MBS
USGSE
US
N
2
2044-08-20
Fixed
4.50000000
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
2923692.52000000
0.016809516643
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
3.37150000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ELZ7
13363.46000000
PA
USD
12729.52000000
0.000073187271
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
1.04800000
N
N
N
N
N
N
UNIV OF CINCINNATI OH RECPTS
549300E0RD3ICJ858L23
University of Cincinnati
914119A69
1560000.00000000
PA
USD
1684035.60000000
0.009682216666
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
3.65000000
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
4667175.00000000
0.026833517991
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
5.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649TAN6
260615.32000000
PA
USD
266619.01000000
0.001532902880
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
3.50000000
N
N
N
N
N
N
Avrobio Inc
N/A
Avrobio, Inc
05455M100
7622.00000000
NS
USD
106250.68000000
0.000610879072
Long
EC
CORP
US
N
1
N
N
Fujitsu Ltd
3538000246DHJLRTUZ24
Fujitsu Ltd
J15708159
101000.00000000
NS
14598076.52000000
0.083930375215
Long
EC
CORP
JP
N
2
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc
620076307
3785.00000000
NS
USD
643677.10000000
0.003700765675
Long
EC
CORP
US
N
1
N
N
N
NARRAGANSETT ELECTRIC
VAI0KZ806W8MCH0BCZ61
Narragansett Electric Co
631005BH7
4300000.00000000
PA
USD
4970036.79000000
0.028574795593
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
3.91900000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA43
781053.03000000
PA
USD
873577.68000000
0.005022559127
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659T2B6
10500000.00000000
PA
USD
10728371.22000000
0.061681840118
Long
DBT
CORP
FR
Y
2
2035-08-12
Variable
2.58800000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770XAA5
836963.36000000
PA
USD
859053.42000000
0.004939053153
Long
ABS-O
CORP
US
Y
2
2042-09-20
Fixed
3.08000000
N
N
N
N
N
N
Hong Kong & China Gas Co Ltd
254900P7BETXGC7YU827
Hong Kong & China Gas Ltd
Y33370100
7133034.00000000
NS
10671780.52000000
0.061356476795
Long
EC
CORP
HK
N
2
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
African Development Bank
008281BC0
12750000.00000000
PA
USD
12900726.80000000
0.074171610170
Long
DBT
NUSS
N/A
N
2
2023-04-03
Fixed
0.75000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos, Inc
460690100
118083.00000000
NS
USD
2777312.16000000
0.015967915455
Long
EC
CORP
US
N
1
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BT9
15400000.00000000
PA
USD
15256917.06000000
0.087718321775
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
Axalta Coating Systems Ltd
529900AGLPA40GV6H619
Axalta Coating Systems Ltd
G0750C108
612.00000000
NS
USD
17472.60000000
0.000100457198
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR, Inc
902653104
38059.00000000
NS
USD
1462607.37000000
0.008409134257
Long
EC
CORP
US
N
1
N
N
N
TTM Technologies Inc
549300SC4BDOIS008048
TTM Technologies, Inc
87305R109
62237.00000000
NS
USD
858559.42000000
0.004936212943
Long
EC
CORP
US
N
1
N
N
N
BOC Hong Kong Holdings Ltd
N/A
BOC Hong Kong Holdings Ltd
Y0920U103
3442500.00000000
NS
10434988.40000000
0.059995061033
Long
EC
CORP
HK
N
2
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HAW7
6775000.00000000
PA
USD
7752661.09000000
0.044573252737
Long
DBT
CORP
IT
Y
2
2026-01-15
Fixed
5.71000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc
606822AH7
10000000.00000000
PA
USD
10551244.40000000
0.060663464825
Long
DBT
CORP
JP
N
2
2023-09-13
Fixed
2.52700000
N
N
N
N
N
N
Sirius XM Holdings Inc
54930055RWDMVXAGZK98
Sirius XM Holdings, Inc
82968B103
2097487.00000000
NS
USD
13360992.19000000
0.076817866122
Long
EC
CORP
US
N
1
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co
742718109
717014.00000000
NS
USD
99765327.96000000
0.573592102887
Long
EC
CORP
US
N
1
N
N
N
CHICAGO IL
T5UYO5SYLC8K73MJQX30
City of Chicago IL
167486C98
5395000.00000000
PA
USD
6906840.85000000
0.039710282604
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
7.75000000
N
N
N
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol S.A.
N/A
1044025.00000000
NC
358014.11000000
0.002058371083
Long
EC
CORP
ES
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128285U0
6100000.00000000
PA
USD
6546539.03000000
0.037638758530
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
01F022410
28000000.00000000
PA
USD
29200106.04000000
0.167883477862
Long
ABS-O
CORP
US
N
2
2036-01-25
Fixed
2.50000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Holdings Inc
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings, Inc
J6150N104
344200.00000000
NS
10620187.43000000
0.061059846798
Long
EC
CORP
JP
N
2
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAF7
11625000.00000000
PA
USD
12687191.83000000
0.072943909375
Long
DBT
CORP
NL
Y
2
2024-07-15
Fixed
3.62500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36259DAA1
2000000.00000000
PA
USD
1999999.40000000
0.011498823139
Long
ABS-MBS
USGSE
US
Y
2
2031-10-15
Variable
1.24900000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust
82281FAA2
1412145.41000000
PA
USD
1439363.95000000
0.008275498229
Long
ABS-CBDO
USGSE
US
Y
2
2047-10-25
Variable
3.50000000
N
N
N
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
Alimentation Couche Tard, Inc
01626P403
232229.00000000
NS
7914285.51000000
0.045502498326
Long
EC
CORP
CA
N
2
N
N
N
Bancorp Inc/The
N/A
The Bancorp, Inc
05969A105
26551.00000000
NS
USD
362421.15000000
0.002083708977
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
603337.00000000
NS
USD
28917942.41000000
0.166261202536
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137EAEW5
13650000.00000000
PA
USD
13674472.13000000
0.078620191857
Long
DBT
USGSE
US
N
2
2023-09-08
Fixed
0.25000000
N
N
N
N
N
N
United States Cash Management Bill
254900HROIFWPRGM1V77
United States Cash Management Bill
912796C23
10000000.00000000
PA
USD
9998715.90000000
0.057486750121
Long
STIV
UST
US
N
2
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B3KK5
2678958.57000000
PA
USD
310947.26000000
0.001787764310
Long
ABS-CBDO
USGSE
US
N
2
2048-11-25
Fixed
3.00000000
N
N
N
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
J58472119
89700.00000000
NS
8035328.75000000
0.046198425939
Long
EC
CORP
JP
N
2
N
N
N
SoftBank Corp
353800M1YCTS9JRBJ535
Softbank Corp
N/A
1208500.00000000
NS
15169075.60000000
0.087213284917
Long
EC
CORP
JP
N
2
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco S.A.
711072900
25543.00000000
NS
1701249.29000000
0.009781185284
Long
EC
CORP
CH
N
2
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64972EGM5
2500000.00000000
PA
USD
2641950.00000000
0.015189662452
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
3.72000000
N
N
N
N
N
N
Kearny Financial Corp/MD
N/A
Kearny Financial Corp
48716P108
115824.00000000
NS
USD
1223101.44000000
0.007032115679
Long
EC
CORP
US
N
1
N
N
N
Kao Corp
353800HM38HFCB8RGL63
Kao Corp
648380004
172500.00000000
NS
13326688.48000000
0.076620639916
Long
EC
CORP
JP
N
2
N
N
N
Aptiv PLC
N/A
Aptiv plc
G6095L109
77916.00000000
NS
USD
10151675.64000000
0.058366178884
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A4PJ1
7797090.60000000
PA
USD
8573010.82000000
0.049289782380
Long
ABS-O
USGSE
US
N
2
2033-10-15
Fixed
3.70000000
N
N
N
N
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc
928298108
85318.00000000
NS
USD
1766935.78000000
0.010158844063
Long
EC
CORP
US
N
1
N
N
N
Nomura Real Estate Holdings Inc
N/A
Nomura Real Estate Holdings, Inc
B1CWJM906
97100.00000000
NS
2153057.65000000
0.012378818276
Long
EC
CORP
JP
N
2
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
B28YTC906
147667.00000000
NS
15761883.28000000
0.090621581273
Long
EC
CORP
AU
N
2
N
N
N
Brambles Ltd
N/A
Brambles Ltd
Q6634U106
1175.00000000
NS
9637.69000000
0.000055411063
Long
EC
CORP
AU
N
2
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International S.A.
89153VAX7
12850000.00000000
PA
USD
14033397.36000000
0.080683801346
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
Plug Power Inc
549300JPDKRSJ8JSM954
Plug Power, Inc
72919P202
148986.00000000
NS
USD
5052115.26000000
0.029046698640
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES 2019-1AA
N/A
Delta Air Lines, Inc
24737BAA3
7150000.00000000
PA
USD
7346100.19000000
0.042235766093
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.20400000
N
N
N
N
N
N
Heidrick & Struggles International Inc
5493006284N2J367VB57
Heidrick & Struggles International, Inc
422819102
7701.00000000
NS
USD
226255.38000000
0.001300835689
Long
EC
CORP
US
N
1
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG Chem Ltd
ZS0932005
2500000.00000000
PA
3084849.71000000
0.017736075933
Long
DBT
CORP
KR
Y
2
2023-04-15
Fixed
0.50000000
N
N
N
N
N
N
Domino's Pizza Inc
5299004V0Y8MI5D9FF45
Domino's Pizza, Inc
25754A201
28039.00000000
NS
USD
10751834.94000000
0.061816742742
Long
EC
CORP
US
N
1
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan Ltd
53948PAA6
5000000.00000000
PA
USD
5034800.00000000
0.028947146054
Long
ABS-O
CORP
US
Y
2
2048-01-20
Fixed
2.29000000
N
N
N
N
N
N
Koninklijke Vopak NV
724500UL634GFV1KYF10
Koninklijke Vopak NV
N5075T159
6109.00000000
NS
320836.96000000
0.001844624283
Long
EC
CORP
NL
N
2
N
N
N
USAA CAPITAL CORP
5493007XLF4LU3U2W757
USAA Capital Corp
90327QD55
2000000.00000000
PA
USD
2101825.96000000
0.012084266116
Long
DBT
CORP
US
Y
2
2030-05-01
Fixed
2.12500000
N
N
N
N
N
N
IMAX Corp
5493002KS2T1Q0X7VZ21
Imax Corp
45245E109
101331.00000000
NS
USD
1825984.62000000
0.010498340249
Long
EC
CORP
US
N
1
N
N
N
TTEC Holdings Inc
GTJS1N8S8I28A7L4WG97
TTEC Holdings, Inc
89854H102
34810.00000000
NS
USD
2538693.30000000
0.014595997009
Long
EC
CORP
US
N
1
N
N
N
NEW MEXICO ST FIN AUTH REVENUE
549300L6217Y7X40SP94
New Mexico Finance Authority
64711N4V4
3375000.00000000
PA
USD
3765588.75000000
0.021649926020
Long
DBT
MUN
US
N
2
2038-06-15
Fixed
4.09000000
N
N
N
N
N
N
MEIJI Holdings Co Ltd
5299002D52YIP6DWMV49
MEIJI Holdings Co Ltd
N/A
88600.00000000
NS
6235642.10000000
0.035851283588
Long
EC
CORP
JP
N
2
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
98487.00000000
NS
USD
1478289.87000000
0.008499299431
Long
EC
CORP
US
N
1
N
N
N
GRANT CNTY WA PUBLIC UTIL DIST
N/A
Grant County Public Utility District No 2
387883YU9
9255000.00000000
PA
USD
9854816.55000000
0.056659413285
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
3.21000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAG8
10500000.00000000
PA
USD
10713140.13000000
0.061594270287
Long
DBT
CORP
NO
Y
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEJ8
2375000.00000000
PA
USD
2570977.80000000
0.014781613942
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.55000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
1622075.00000000
NS
USD
10819240.25000000
0.062204283727
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20754FAK8
314449.04000000
PA
USD
314249.77000000
0.001806751805
Long
ABS-CBDO
USGSE
US
Y
2
2031-07-25
Variable
2.59800000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167CY7
9500000.00000000
PA
USD
10185666.02000000
0.058561603627
Long
DBT
NUSS
N/A
N
2
2025-03-19
Fixed
2.12500000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46185HAG7
99980.14000000
PA
USD
99763.03000000
0.000573578890
Long
ABS-O
CORP
US
Y
2
2037-06-17
Variable
1.60900000
N
N
N
N
N
N
Repligen Corp
54930006QJ0T5AUO1E71
Repligen Corp
759916109
17211.00000000
NS
USD
3298143.93000000
0.018962392557
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
414093.00000000
NS
USD
28282551.90000000
0.162608079891
Long
EC
CORP
US
N
1
N
N
N
Kerry Group PLC
635400TLVVBNXLFHWC59
Kerry Group plc (Class A)
G52416107
91432.00000000
NS
13279895.02000000
0.076351604975
Long
EC
CORP
IE
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
730968906
376943.00000000
NS
19899646.93000000
0.114411294611
Long
EC
CORP
FR
N
2
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust
05492TBF6
3000000.00000000
PA
USD
3146645.70000000
0.018091366620
Long
ABS-MBS
USGSE
US
Y
2
2053-02-15
Variable
3.68835000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZS4
5146209.26000000
PA
USD
5625733.81000000
0.032344668757
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
CityLine Commercial Mortgage T
N/A
Cityline Commercial Mortgage Trust
178772AA7
3000000.00000000
PA
USD
3089752.20000000
0.017764262374
Long
ABS-MBS
CORP
US
Y
2
2031-11-10
Variable
2.77810000
N
N
N
N
N
N
AZURE POWER SOLAR ENERGY
549300N77HEXIINE3X94
Azure Power Solar Energy Pvt Ltd
05502TAA6
5900000.00000000
PA
USD
6281023.00000000
0.036112197138
Long
DBT
CORP
MU
Y
2
2024-12-24
Fixed
5.65000000
N
N
N
N
N
N
Howard Hughes Corp/The
549300BVHY25JZC1KI49
Howard Hughes Corp
44267D107
37139.00000000
NS
USD
2931381.27000000
0.016853722444
Long
EC
CORP
US
N
1
N
N
N
Century Aluminum Co
549300U5ODNGEYWKSW73
Century Aluminum Co
156431108
83968.00000000
NS
USD
926167.04000000
0.005324917092
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan, Inc
49456B101
1116266.00000000
NS
USD
15259356.22000000
0.087732345514
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385BC9
45394000.00000000
PA
USD
45391969.98000000
0.260977195659
Long
STIV
USGSE
US
N
2
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JB0
11000000.00000000
PA
USD
11104023.37000000
0.063841619584
Long
DBT
NUSS
N/A
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
9500000.00000000
PA
USD
12510415.48000000
0.071927549078
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
Novavax Inc
529900J4GJHPEPQ23205
Novavax, Inc
670002401
6222.00000000
NS
USD
693815.22000000
0.003989030449
Long
EC
CORP
US
N
1
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114QCL0
9000000.00000000
PA
USD
9024748.74000000
0.051887010383
Long
DBT
CORP
CA
N
2
2023-09-28
Variable
0.53968000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648CAC8
52460.34000000
PA
USD
52588.28000000
0.000302351756
Long
ABS-CBDO
USGSE
US
Y
2
2047-01-25
Variable
3.50000000
N
N
N
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
J4509L101
362810.00000000
NS
7597078.46000000
0.043678743896
Long
EC
CORP
JP
N
2
N
N
N
AnaptysBio Inc
529900HH4WQT03IG1A12
AnaptysBio, Inc
032724106
22172.00000000
NS
USD
476698.00000000
0.002740733818
Long
EC
CORP
US
N
1
N
N
N
Echo Global Logistics Inc
549300WRZ9Y84GWVYR04
Echo Global Logistics, Inc
27875T101
53304.00000000
NS
USD
1429613.28000000
0.008219437597
Long
EC
CORP
US
N
1
N
N
N
iHeartMedia Inc
N/A
iHeartMedia, Inc
45174J509
122243.00000000
NS
USD
1586714.14000000
0.009122675370
Long
EC
CORP
US
N
1
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZX9
6250000.00000000
PA
USD
7214634.44000000
0.041479915163
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
21956.00000000
NS
USD
5432353.52000000
0.031232845547
Long
EC
CORP
US
N
1
N
N
N
Okta Inc
549300N8J06I8MRHU620
Okta, Inc
679295105
71694.00000000
NS
USD
18228916.44000000
0.104805574521
Long
EC
CORP
US
N
1
N
N
N
Brookline Bancorp Inc
N/A
Brookline Bancorp, Inc
11373M107
16180.00000000
NS
USD
194807.20000000
0.001120027105
Long
EC
CORP
US
N
1
N
N
N
Wintrust Financial Corp
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W108
1110.00000000
NS
USD
67809.90000000
0.000389867140
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJG5
13750000.00000000
PA
USD
13897137.79000000
0.079900388763
Long
DBT
CORP
US
N
2
2025-09-25
Fixed
0.98100000
N
N
N
N
N
N
Hang Seng Bank Ltd
5493009Z5F07LWZYMK62
Hang Seng Bank Ltd
Y30327103
658200.00000000
NS
11359244.20000000
0.065308989617
Long
EC
CORP
HK
N
2
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities, Inc
29670GAD4
11735000.00000000
PA
USD
12705731.52000000
0.073050501715
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.70400000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp (Class A)
526057104
46681.00000000
NS
USD
3558492.63000000
0.020459244834
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group, Inc
12504L109
97199.00000000
NS
USD
6096321.28000000
0.035050270613
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BKB1
7184295.68000000
PA
USD
8035316.60000000
0.046198356084
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9RK9
1905966.65000000
PA
USD
2103403.33000000
0.012093335068
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
British Land Co PLC/The
RV5B68J2GV3QGMRPW209
British Land Co plc
G15540118
768947.00000000
NS
5150030.37000000
0.029609653075
Long
EC
CORP
GB
N
2
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva plc
G0683Q109
2745027.00000000
NS
12209970.46000000
0.070200166486
Long
EC
CORP
GB
N
2
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AQ6
4300000.00000000
PA
USD
4593936.13000000
0.026412437459
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.95000000
N
N
N
N
N
N
1-800-Flowers.com Inc
N/A
1-800-FLOWERS.COM, Inc (Class A)
68243Q106
52124.00000000
NS
USD
1355224.00000000
0.007791742882
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748AAU8
2104026.91000000
PA
USD
2145566.92000000
0.012335750973
Long
ABS-CBDO
USGSE
US
Y
2
2050-04-25
Variable
3.00000000
N
N
N
N
N
N
GN Store Nord AS
5493008U3H3W0NKPFL10
GN Store Nord
450109905
81349.00000000
NS
6484662.76000000
0.037283006281
Long
EC
CORP
DK
N
2
N
N
N
Nippon Paint Holdings Co Ltd
529900RYRJUN78A7PL87
Nippon Paint Co Ltd
664050002
9600.00000000
NS
1054871.05000000
0.006064889638
Long
EC
CORP
JP
N
2
N
N
Blackstone Group Inc/The
5299004LW4QWGZUB8Y96
Blackstone Group, Inc
09260D107
3313.00000000
NS
USD
214715.53000000
0.001234488322
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
313586752
740991.00000000
NS
USD
6357702.78000000
0.036553060884
Long
EP
USGSE
US
N
1
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP plc
G9788D103
766310.00000000
NS
8303726.58000000
0.047741555991
Long
EC
CORP
GB
N
2
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
9196167.90000000
0.052872569981
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
3.30300000
N
N
N
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
663955003
34700.00000000
NS
22275358.27000000
0.128070240973
Long
EC
CORP
JP
N
2
N
N
N
Kobe Bussan Co Ltd
353800CJIFNHN2DXRD59
Kobe Bussan Co Ltd
N/A
75900.00000000
NS
2332026.06000000
0.013407781632
Long
EC
CORP
JP
N
2
N
N
N
SALINE CNTY AR SALES & USE TAX
N/A
County of Saline AR
79506TAW9
935000.00000000
PA
USD
978047.40000000
0.005623198724
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
3.55000000
N
N
N
N
N
N
FIVE CORNERS FND TR II
N/A
Five Corners Funding Trust II
33834DAA2
15675000.00000000
PA
USD
17330530.02000000
0.099640379694
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
2.85000000
N
N
N
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor plc
G0250X107
16377.00000000
NS
USD
192757.29000000
0.001108241325
Long
EC
CORP
US
N
1
N
N
N
Lion Corp
529900MPGS2GM7VPG855
Lion Corp
651880007
92800.00000000
NS
2248057.50000000
0.012925011676
Long
EC
CORP
JP
N
2
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152QW4
9000000.00000000
PA
USD
9705060.00000000
0.055798400986
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
5.52000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361702
900692.00000000
NS
USD
36216825.32000000
0.208225496973
Long
EC
CORP
US
N
1
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353E37
1647762.05000000
PA
USD
1865003.72000000
0.010722677181
Long
DBT
USGSE
US
N
2
2033-07-31
Fixed
2.94000000
N
N
N
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal S.A.
F58149133
69478.00000000
NS
26509468.34000000
0.152413889699
Long
EC
CORP
FR
N
2
N
N
N
EAST OHIO GAS CO/THE
BC95Y6MXLT75BGO7UM71
East Ohio Gas Co
27409LAC7
3100000.00000000
PA
USD
3210984.87000000
0.018461279099
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
2.00000000
N
N
N
N
N
N
Bluebird Bio Inc
N/A
Bluebird Bio, Inc
09609G100
130039.00000000
NS
USD
5626787.53000000
0.032350727029
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137EAEV7
18700000.00000000
PA
USD
18728290.30000000
0.107676681231
Long
DBT
USGSE
US
N
2
2023-08-24
Fixed
0.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAP6
491476.85000000
PA
USD
550254.98000000
0.003163643297
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HAD9
6200000.00000000
PA
USD
6249350.95000000
0.035930101432
Long
DBT
CORP
IT
Y
2
2021-02-24
Fixed
6.50000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353XN2
5588333.33000000
PA
USD
6324314.48000000
0.036361097748
Long
DBT
USGSE
US
N
2
2030-06-15
Fixed
3.54000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendys Funding LLC
95058XAD0
1455000.00000000
PA
USD
1499872.20000000
0.008623385166
Long
ABS-O
CORP
US
Y
2
2048-03-15
Fixed
3.57300000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid, Inc
05351WAB9
13200000.00000000
PA
USD
15131873.06000000
0.086999392139
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.80000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc
174610AT2
9075000.00000000
PA
USD
10245562.56000000
0.058905973590
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.25000000
N
N
N
N
N
N
Coca-Cola European Partners PLC
549300LTH67W4GWMRF57
Coca-Cola European Partners plc (Class A)
G25839104
216281.00000000
NS
USD
10777282.23000000
0.061963049729
Long
EC
CORP
US
N
1
N
N
N
TRICAHUE LEASING LLC
N/A
Tricahue Leasing LLC
89609GAA0
498209.60000000
PA
USD
506051.48000000
0.002909499106
Long
DBT
CORP
US
N
2
2021-11-19
Fixed
3.50300000
N
N
N
N
N
N
Solarcity LMC Series LLC
549300HK0005YP7HO349
SolarCity LMC
83417EAA0
3981979.45000000
PA
USD
3951231.40000000
0.022717262340
Long
ABS-O
CORP
US
Y
2
2044-04-20
Fixed
4.59000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AUHV6
1573251.75000000
PA
USD
1628231.71000000
0.009361377039
Long
ABS-CBDO
USGSE
US
N
2
2043-04-25
Fixed
3.00000000
N
N
N
N
N
N
Shoe Carnival Inc
N/A
Shoe Carnival, Inc
824889109
18267.00000000
NS
USD
715701.06000000
0.004114861189
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
791002.00000000
NS
USD
54207367.06000000
0.311660556825
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746QAA9
411994.58000000
PA
USD
421600.27000000
0.002423954197
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
COMM Mortgage Trust
549300NMFC2YLCA2NF13
COMM Mortgage Trust
12625XAA5
5120000.00000000
PA
USD
5478364.67000000
0.031497382664
Long
ABS-MBS
USGSE
US
Y
2
2030-08-10
Fixed
4.35300000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887109
49966.00000000
NS
USD
12502492.52000000
0.071881996706
Long
EC
CORP
US
N
1
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2M6
9250000.00000000
PA
USD
9275261.47000000
0.053327311604
Long
DBT
CORP
CA
N
2
2024-11-15
Variable
0.55000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp (FICC)
85748R009
40315000.00000000
PA
USD
40315000.00000000
0.231787596961
Long
RA
CORP
US
N
2
Repurchase
N
0.05000000
2021-01-04
41131900.00000000
USD
41121389.98000000
USD
UST
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel KGaA (Preference)
D3207M110
37753.00000000
NS
4256819.42000000
0.024474214164
Long
EC
CORP
DE
N
2
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64966WFA0
4065000.00000000
PA
USD
4153454.40000000
0.023879925944
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
3.11900000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
632525AU5
11125000.00000000
PA
USD
11303511.64000000
0.064988560095
Long
DBT
CORP
AU
Y
2
2030-08-21
Fixed
2.33200000
N
N
N
N
N
N
TripAdvisor Inc
549300XVG45PT5BART17
TripAdvisor, Inc
896945201
208391.00000000
NS
USD
5997492.98000000
0.034482065871
Long
EC
CORP
US
N
1
N
N
N
Peugeot SA
969500TZ5950IT5FPQ42
Peugeot S.A.
710352907
443409.00000000
NS
12143042.28000000
0.069815368718
Long
EC
CORP
FR
N
2
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR80
9627667.48000000
PA
USD
10614602.75000000
0.061027738164
Long
ABS-MBS
MUN
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Eurazeo SE
969500C656AA39O94N60
Eurazeo
704239904
42522.00000000
NS
2889358.23000000
0.016612114619
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335AHP6
14999425.70000000
PA
USD
16401297.97000000
0.094297840593
Long
ABS-MBS
MUN
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Concentrix Corp
N/A
Concentrix Corp
20602D101
32803.00000000
NS
USD
3237656.10000000
0.018614623023
Long
EC
CORP
US
N
1
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust
55282MAE4
4000000.00000000
PA
USD
4127843.20000000
0.023732676571
Long
ABS-MBS
USGSE
US
Y
2
2034-08-15
Variable
3.36590000
N
N
N
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
N/A
292613.00000000
NS
10381130.09000000
0.059685407349
Long
EC
CORP
SE
N
2
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
W0817X204
142033.00000000
NS
3509920.86000000
0.020179985654
Long
EC
CORP
SE
N
2
N
N
N
HOCHTIEF AG
529900Y25S8NZIYTT924
Hochtief AG.
510866908
26167.00000000
NS
2546353.00000000
0.014640035790
Long
EC
CORP
DE
N
2
N
N
N
Singapore Telecommunications Ltd
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd
N/A
536300.00000000
NS
941277.92000000
0.005411795786
Long
EC
CORP
SG
N
2
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAA7
15000000.00000000
PA
USD
16459083.00000000
0.094630070612
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Fixed
2.86500000
N
N
N
N
N
N
GUADALUPE VLY TX ELEC COOPERAT
TBXDF1BZ4WKPIZYR5I09
Guadalupe Valley Electric Coop, Inc
40064CAA0
1200000.00000000
PA
USD
1479576.00000000
0.008506693924
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
5.67100000
N
N
N
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide, Inc
12541W209
63926.00000000
NS
USD
6000733.62000000
0.034500697650
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc
127387108
158601.00000000
NS
USD
21637934.43000000
0.124405427873
Long
EC
CORP
US
N
1
N
N
N
SVMK Inc
N/A
SVMK, Inc
78489X103
127872.00000000
NS
USD
3267129.60000000
0.018784078356
Long
EC
CORP
US
N
1
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170AQ7
7000000.00000000
PA
USD
8220630.81000000
0.047263804066
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.30000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353L47
1029851.50000000
PA
USD
1156716.36000000
0.006650440417
Long
DBT
USGSE
US
N
2
2033-07-31
Fixed
2.81000000
N
N
N
N
N
N
HomeStreet Inc
N/A
HomeStreet, Inc
43785V102
24702.00000000
NS
USD
833692.50000000
0.004793242742
Long
EC
CORP
US
N
1
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YBB0
13700000.00000000
PA
USD
14155539.80000000
0.081386048714
Long
DBT
CORP
US
N
2
2050-06-24
Fixed
2.45000000
N
N
N
N
N
N
MONTEFIORE MEDICAL CENT
549300LVC84TCICWUW24
Montefiore Medical Center
61237WAA4
2515000.00000000
PA
USD
2548760.86000000
0.014653879572
Long
DBT
CORP
US
Y
2
2027-05-20
Fixed
3.89600000
N
N
N
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
Dentsply Sirona, Inc
24906P109
206372.00000000
NS
USD
10805637.92000000
0.062126078311
Long
EC
CORP
US
N
1
N
N
N
NBT Bancorp Inc
N/A
NBT Bancorp, Inc
628778102
3324.00000000
NS
USD
106700.40000000
0.000613464698
Long
EC
CORP
US
N
1
N
N
N
Aerie Pharmaceuticals Inc
529900SFXHDHUO324R09
Aerie Pharmaceuticals, Inc
00771V108
89901.00000000
NS
USD
1214562.51000000
0.006983021841
Long
EC
CORP
US
N
1
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353VQ7
2161217.12000000
PA
USD
2343883.54000000
0.013475955185
Long
DBT
USGSE
US
N
2
2030-04-15
Fixed
2.61000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12653TAL5
3244050.85000000
PA
USD
3313204.61000000
0.019048982631
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
Green Dot Corp
N/A
Green Dot Corp
39304D102
12011.00000000
NS
USD
670213.80000000
0.003853336131
Long
EC
CORP
US
N
1
N
N
N
UNM SANDOVAL REGL MED CENTER I
N/A
UNM Sandoval Regional Medical Center
91528NAA9
6580000.00000000
PA
USD
6591383.40000000
0.037896587348
Long
DBT
MUN
US
N
2
2036-07-20
Fixed
4.50000000
N
N
N
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
Expedia Group, Inc
30212P303
280263.00000000
NS
USD
37106821.20000000
0.213342451117
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Lease & Finance Co Ltd
353800MZ3QX9RLMH7B09
Mitsubishi UFJ Lease & Finance Co Ltd
626897003
426600.00000000
NS
2048484.53000000
0.011777584190
Long
EC
CORP
JP
N
2
N
N
N
NBM US HOLDINGS INC
5493008K1QMSP0J8UC24
NBM US Holdings, Inc
62877VAB7
10000000.00000000
PA
USD
11475000.00000000
0.065974517552
Long
DBT
CORP
US
Y
2
2029-08-06
Fixed
6.62500000
N
N
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
55279HAK6
285000.00000000
PA
USD
309952.00000000
0.001782042149
Long
DBT
CORP
US
N
2
2025-02-06
Fixed
2.90000000
N
N
N
N
N
N
NA DEVELOPMENT BANK
5493008W785ZKQMVNG08
North American Development Bank
656836AB9
6708000.00000000
PA
USD
6905583.13000000
0.039703051452
Long
DBT
NUSS
N/A
N
2
2022-10-26
Fixed
2.40000000
N
N
N
N
N
N
NEW YORK ST ENVRNMNTL FACS COR
549300QJ33JJW73OQO60
New York State Environmental Facilities Corp
64985HHT7
1225000.00000000
PA
USD
1362849.25000000
0.007835583596
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
3.19500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0DW6
80824.52000000
PA
USD
81621.23000000
0.000469274184
Long
ABS-CBDO
USGSE
US
N
2
2025-01-25
Variable
4.29800000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833BU3
6075000.00000000
PA
USD
6379228.89000000
0.036676823387
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
2.85000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley Capital I Trust
61744CFB7
518948.47000000
PA
USD
512225.18000000
0.002944994259
Long
ABS-O
CORP
US
N
2
2034-08-25
Variable
0.97300000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F020414
64000000.00000000
PA
USD
66900458.24000000
0.384638384002
Long
ABS-O
CORP
US
N
2
2036-01-25
Fixed
2.00000000
N
N
N
N
N
N
ZIOPHARM Oncology Inc
N/A
ZIOPHARM Oncology, Inc
98973P101
30112.00000000
NS
USD
75882.24000000
0.000436278359
Long
EC
CORP
US
N
1
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill, Inc (Class A)
169656105
12054.00000000
NS
USD
16715402.34000000
0.096103756433
Long
EC
CORP
US
N
1
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services, Inc
41283LAK1
2125000.00000000
PA
USD
2126366.27000000
0.012225358501
Long
DBT
CORP
US
Y
2
2021-01-15
Fixed
2.85000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
201170.00000000
NS
USD
11050268.10000000
0.063532558320
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2L7
7449000.00000000
PA
USD
7794772.37000000
0.044815367890
Long
DBT
CORP
FR
Y
2
2026-06-09
Fixed
2.21900000
N
N
N
N
N
N
Zumiez Inc
549300J0PDF58P6HZD25
Zumiez, Inc
989817101
20869.00000000
NS
USD
767561.82000000
0.004413030132
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537GAG8
1600000.00000000
PA
USD
1603162.56000000
0.009217244135
Long
ABS-CBDO
USGSE
US
Y
2
2059-05-25
Variable
3.78100000
N
N
N
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
N/A
367053.00000000
NS
11826140.91000000
0.067993371768
Long
EC
CORP
SE
N
2
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBL0
7200000.00000000
PA
USD
8113012.56000000
0.046645062269
Long
DBT
CORP
IT
Y
2
2029-09-23
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4E51
1676564.31000000
PA
USD
1925334.36000000
0.011069542965
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
ACCO Brands Corp
JCT8P4Y190IH4I1NX328
ACCO Brands Corp
00081T108
20398.00000000
NS
USD
172363.10000000
0.000990986698
Long
EC
CORP
US
N
1
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AW0
3750000.00000000
PA
USD
3821137.01000000
0.021969295924
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.05000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABH2
2000000.00000000
PA
USD
2146510.20000000
0.012341174280
Long
ABS-MBS
USGSE
US
N
2
2049-11-10
Variable
3.87900000
N
N
N
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc
592688105
6953.00000000
NS
USD
7924195.04000000
0.045559472309
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHEZ1
6550305.72000000
PA
USD
7160688.56000000
0.041169758003
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
Annaly Capital Management, Inc
035710409
24514.00000000
NS
USD
207143.30000000
0.001190952442
Long
EC
CORP
US
N
1
N
N
N
GRANT CNTY WA PUBLIC UTIL DIST
549300XJXH7RNXS8PA58
Grant County Public Utility District No 2
387883RV5
1250000.00000000
PA
USD
1527537.50000000
0.008782444410
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
4.16400000
N
N
N
N
N
N
Associated British Foods PLC
GBQKSY6W7G0OHCQ8OQ72
Associated British Foods plc
G05600138
246023.00000000
NS
7595879.93000000
0.043671853051
Long
EC
CORP
GB
N
2
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities, Inc
29670GAE2
9375000.00000000
PA
USD
10378180.88000000
0.059668451122
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
39030.00000000
NS
USD
6751799.70000000
0.038818886955
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385AP1
9281000.00000000
PA
USD
9280819.58000000
0.053359267475
Long
STIV
USGSE
US
N
2
N
N
N
Camden National Corp
549300ZVEDL2L8UW4F28
Camden National Corp
133034108
6038.00000000
NS
USD
216039.64000000
0.001242101178
Long
EC
CORP
US
N
1
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey plc
N/A
11455.00000000
NS
379511.65000000
0.002181969325
Long
EC
CORP
GB
N
2
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co, Inc
025537101
324826.00000000
NS
USD
27048261.02000000
0.155511631497
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
385720.00000000
NS
USD
46637405.20000000
0.268137717470
Long
EC
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAA1
4000000.00000000
PA
USD
4474366.92000000
0.025724984653
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
4.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649KAN5
342579.79000000
PA
USD
355050.24000000
0.002041330570
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
Novanta Inc
N/A
Novanta, Inc
67000B104
4340.00000000
NS
USD
513074.80000000
0.002949879076
Long
EC
CORP
US
N
1
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
J86957115
46800.00000000
NS
17482737.72000000
0.100515484668
Long
EC
CORP
JP
N
2
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon plc
N/A
74175.00000000
NS
USD
15670952.25000000
0.090098781201
Long
EC
CORP
US
N
1
N
N
N
Kikkoman Corp
529900T9K5UH9HXOND47
Kikkoman Corp
649080009
146000.00000000
NS
10161154.43000000
0.058420676365
Long
EC
CORP
JP
N
2
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp (Class C)
530307305
200071.00000000
NS
USD
31685244.27000000
0.182171564640
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp
743315103
287037.00000000
NS
USD
28382218.56000000
0.163181104711
Long
EC
CORP
US
N
1
N
N
N
PUB SVC NEW HAMP
549300SHPFALUPKK2351
Public Service Co of New Hampshire
744482BM1
2975000.00000000
PA
USD
3608256.89000000
0.020745360132
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.60000000
N
N
N
N
N
N
TEXAS ST WTR DEV BRD
N/A
Texas Water Development Board
882854S86
5880000.00000000
PA
USD
6777758.40000000
0.038968134250
Long
DBT
MUN
US
N
2
2048-10-15
Fixed
4.34000000
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings, Inc
29452E101
1832.00000000
NS
USD
46880.88000000
0.000269537554
Long
EC
CORP
US
N
1
N
N
N
Shiseido Co Ltd
5299008QCD0YDT5OF506
Shiseido Co Ltd
680526001
189400.00000000
NS
13111065.47000000
0.075380934116
Long
EC
CORP
JP
N
2
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Goldcorp Corp
651639106
487682.00000000
NS
USD
29207274.98000000
0.167924695061
Long
EC
CORP
US
N
1
N
N
N
Goodman Group
N/A
Goodman Group
B03FYZ909
710446.00000000
NS
10384924.76000000
0.059707224475
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJMC1
254923.77000000
PA
USD
296462.46000000
0.001704485208
Long
ABS-MBS
MUN
US
N
2
2039-07-01
Fixed
5.00000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAJ9
22800000.00000000
PA
USD
24282228.00000000
0.139608564479
Long
DBT
NUSS
ID
Y
2
2023-03-01
Fixed
3.75000000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US, Inc
872590104
242599.00000000
NS
USD
32714475.15000000
0.188089038344
Long
EC
CORP
US
N
1
N
N
N
Qualys Inc
549300EMBXYOW9W1XA17
Qualys, Inc
74758T303
24547.00000000
NS
USD
2991542.89000000
0.017199616462
Long
EC
CORP
US
N
1
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748JAA3
1194075.03000000
PA
USD
1216879.12000000
0.006996340990
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
3.50000000
N
N
N
N
N
N
Keyera Corp
N/A
Keyera Corp
493271100
5808.00000000
NS
103210.75000000
0.000593401258
Long
EC
CORP
CA
N
2
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
3758809.95000000
0.021610951897
Long
DBT
MUN
US
N
2
2026-11-01
Fixed
3.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746PAU7
515164.16000000
PA
USD
525204.61000000
0.003019618366
Long
ABS-CBDO
USGSE
US
Y
2
2046-06-25
Variable
3.50000000
N
N
N
N
N
N
Callaway Golf Co
5493005UB0KFRKBPCU72
Callaway Golf Co
131193104
17548.00000000
NS
USD
421327.48000000
0.002422385814
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc
883556102
104261.00000000
NS
USD
48562688.58000000
0.279206967330
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc
00846U101
177155.00000000
NS
USD
20991095.95000000
0.120686486117
Long
EC
CORP
US
N
1
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG.
D1882G119
47319.00000000
NS
8057114.95000000
0.046323683807
Long
EC
CORP
DE
N
2
N
N
N
RLJ Lodging Trust
N/A
RLJ Lodging Trust
74965L101
37230.00000000
NS
USD
526804.50000000
0.003028816795
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
305507.00000000
NS
USD
6369820.95000000
0.036622733252
Long
EC
CORP
US
N
1
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab, Inc
278865100
165231.00000000
NS
USD
35749379.16000000
0.205537955806
Long
EC
CORP
US
N
1
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre
758255905
37913.00000000
NS
855088.45000000
0.004916256902
Long
EC
CORP
FR
N
2
N
N
MIAMI FL SPL OBLG
N/A
City of Miami FL
593490ME2
1780000.00000000
PA
USD
2014354.80000000
0.011581358266
Long
DBT
MUN
US
Y
2
2039-01-01
Fixed
4.80800000
N
N
N
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services, Inc
41283LAU9
8000000.00000000
PA
USD
8279260.80000000
0.047600892110
Long
DBT
CORP
US
Y
2
2022-02-04
Fixed
4.05000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YAY1
18450000.00000000
PA
USD
18653631.54000000
0.107247437163
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
0.75000000
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
1103580.00000000
0.006344937523
Long
DBT
MUN
US
N
2
2024-11-15
Fixed
3.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TYU4
51907.34000000
PA
USD
56154.35000000
0.000322854566
Long
ABS-MBS
USGSE
US
N
2
2044-11-20
Fixed
4.50000000
N
N
N
N
N
N
Deutsche Wohnen SE
529900QE24Q67I3FWZ10
Deutsche Wohnen AG.
B0YZ0Z908
155597.00000000
NS
8301844.18000000
0.047730733295
Long
EC
CORP
DE
N
2
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc
713448108
472891.00000000
NS
USD
70129735.30000000
0.403204832462
Long
EC
CORP
US
N
1
N
N
N
Green Brick Partners Inc
549300R7SCIV7FQI6T56
Green Brick Partners, Inc
392709101
9916.00000000
NS
USD
227671.36000000
0.001308976743
Long
EC
CORP
US
N
1
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria S.A.
E11805103
2678905.00000000
NS
13278266.16000000
0.076342239986
Long
EC
CORP
ES
N
2
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771XAA4
5860598.93000000
PA
USD
6121893.15000000
0.035197293863
Long
ABS-O
CORP
US
Y
2
2047-09-20
Fixed
3.71000000
N
Y
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595HAE8
3000000.00000000
PA
USD
3122780.40000000
0.017954155147
Long
ABS-MBS
USGSE
US
Y
2
2029-10-10
Variable
3.53798800
N
N
N
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc
43300A203
278551.00000000
NS
USD
30991584.26000000
0.178183426556
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B0YQ3
41244600.04000000
PA
USD
43891183.54000000
0.252348554149
Long
ABS-CBDO
USGSE
US
N
2
2048-02-25
Fixed
3.00000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971M103
14204.00000000
NS
281312.62000000
0.001617382517
Long
EC
CORP
CA
N
2
N
N
N
Science Applications International Corp
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625107
116359.00000000
NS
USD
11012215.76000000
0.063313779690
Long
EC
CORP
US
N
1
N
N
N
Wendel SE
969500M98ZMIZYJD5O34
Wendel
739011906
26666.00000000
NS
3182318.72000000
0.018296465555
Long
EC
CORP
FR
N
2
N
N
N
UNIV OF CINCINNATI OH RECPTS
549300E0RD3ICJ858L23
University of Cincinnati
914119ZZ8
1000000.00000000
PA
USD
1080220.00000000
0.006210631228
Long
DBT
MUN
US
N
2
2029-06-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YGGZ9
203659.62000000
PA
USD
223571.45000000
0.001285404666
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
Trinseo SA
222100SZ6J5ZF05ZTR58
Trinseo S.A.
L9340P101
27032.00000000
NS
USD
1384308.72000000
0.007958962958
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
W.W. Grainger, Inc
384802104
15523.00000000
NS
USD
6338661.82000000
0.036443586536
Long
EC
CORP
US
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBC0
2714000.00000000
PA
USD
2841561.85000000
0.016337313477
Long
DBT
CORP
IT
Y
2
2023-01-12
Fixed
3.37500000
N
N
N
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
West Pharmaceutical Services, Inc
955306105
44226.00000000
NS
USD
12529668.06000000
0.072038240117
Long
EC
CORP
US
N
1
N
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
Perrigo Co plc
G97822103
49854.00000000
NS
USD
2229470.88000000
0.012818149516
Long
EC
CORP
US
N
1
N
N
N
GUADALUPE-BLANCO RIVER AUTH TX
N/A
Guadalupe-Blanco River Authority Industrial Development Corp
400524GX6
605000.00000000
PA
USD
626979.65000000
0.003604765134
Long
DBT
MUN
US
N
2
2023-04-15
Fixed
3.28700000
N
N
N
N
N
N
GenMark Diagnostics Inc
N/A
GenMark Diagnostics, Inc
372309104
50275.00000000
NS
USD
734015.00000000
0.004220155599
Long
EC
CORP
US
N
1
N
N
N
Ameris Bancorp
PBJHNT51T5V6G5UQFV42
Ameris Bancorp
03076K108
2364.00000000
NS
USD
89997.48000000
0.000517432707
Long
EC
CORP
US
N
1
N
N
N
Agate Bay Mortgage Loan Trust
N/A
Agate Bay Mortgage Trust
00841LAN6
531704.31000000
PA
USD
540616.79000000
0.003108229359
Long
ABS-CBDO
USGSE
US
Y
2
2044-11-25
Variable
3.50000000
N
N
N
N
N
N
SEB SA
969500WP61NBK098AC47
SEB S.A.
479213001
5792.00000000
NS
1053180.46000000
0.006055169738
Long
EC
CORP
FR
N
2
N
N
N
Brenntag AG
NNROIXVWJ7CPSR27SV97
Brenntag AG.
N/A
38706.00000000
NS
3009836.32000000
0.017304792951
Long
EC
CORP
DE
N
2
N
N
N
Xenia Hotels & Resorts Inc
54930075IWIPHF5IQL62
Xenia Hotels & Resorts, Inc
984017103
66474.00000000
NS
USD
1010404.80000000
0.005809234789
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650QAZ1
140682.61000000
PA
USD
150711.73000000
0.000866504024
Long
ABS-CBDO
USGSE
US
Y
2
2049-09-25
Variable
4.76644200
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TYF7
102214.69000000
PA
USD
115213.62000000
0.000662410718
Long
ABS-MBS
USGSE
US
N
2
2044-10-20
Fixed
4.50000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
17401QAU5
3800000.00000000
PA
USD
4316909.17000000
0.024819694972
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
3.75000000
N
N
N
N
N
N
HMS Holdings Corp
5299008569C65X81JE73
HMS Holdings Corp
40425J101
36001.00000000
NS
USD
1323036.75000000
0.007606685079
Long
EC
CORP
US
N
1
N
N
N
TES LLC
N/A
TES LLC
88159DAA3
11474177.52000000
PA
USD
11781167.99000000
0.067734803864
Long
ABS-O
CORP
US
Y
2
2047-10-20
Fixed
4.33000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
14457.00000000
NS
USD
882021.57000000
0.005071106540
Long
EC
CORP
US
N
1
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina, Inc
452327109
15959.00000000
NS
USD
5904830.00000000
0.033949308102
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0KX6
280530.79000000
PA
USD
280530.85000000
0.001612887798
Long
ABS-CBDO
USGSE
US
N
2
2029-03-25
Variable
1.49800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CV27
52302572.49000000
PA
USD
55415603.30000000
0.318607206326
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
G93882192
10265012.00000000
NS
16860153.17000000
0.096935988780
Long
EC
CORP
GB
N
2
N
N
N
Merit Medical Systems Inc
549300OYTY138SP2CE83
Merit Medical Systems, Inc
589889104
104888.00000000
NS
USD
5822332.88000000
0.033474998064
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAQX9
671569.15000000
PA
USD
716995.93000000
0.004122305931
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59261AG76
10735000.00000000
PA
USD
12578950.95000000
0.072321587820
Long
DBT
MUN
US
N
2
2049-11-15
Fixed
5.17500000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421GAA1
7000000.00000000
PA
USD
7912720.20000000
0.045493498712
Long
ABS-MBS
USGSE
US
Y
2
2039-07-10
Fixed
3.22800000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB (Class A)
W25381141
1005063.00000000
NS
10349621.09000000
0.059504249086
Long
EC
CORP
SE
N
2
N
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen Kabushiki Kaisha
664396009
161978.00000000
NS
3779067.68000000
0.021727421959
Long
EC
CORP
JP
N
2
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas, Inc
92276F100
77936.00000000
NS
USD
3821981.44000000
0.021974150901
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TX35
172899.27000000
PA
USD
199272.75000000
0.001145701398
Long
ABS-MBS
USGSE
US
N
2
2044-09-20
Fixed
4.50000000
N
N
N
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
621179902
6294.00000000
NS
918390.83000000
0.005280208447
Long
EC
CORP
AU
N
2
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
J77153120
1354900.00000000
NS
5461302.72000000
0.031399286462
Long
EC
CORP
JP
N
2
N
N
N
NEW YORK ST ENVRNMNTL FACS COR
549300QJ33JJW73OQO60
New York State Environmental Facilities Corp
64985HRV1
2120000.00000000
PA
USD
2454938.80000000
0.014114457773
Long
DBT
MUN
US
N
2
2027-07-15
Fixed
3.52000000
N
N
N
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical, Inc
09061G101
56285.00000000
NS
USD
4935631.65000000
0.028376986224
Long
EC
CORP
US
N
1
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
473249902
230397.00000000
NS
3910931.58000000
0.022485562019
Long
EC
CORP
NO
N
2
N
N
N
Tactile Systems Technology Inc
54930069VDTITHOTKJ98
Tactile Systems Technology, Inc
87357P100
31551.00000000
NS
USD
1417901.94000000
0.008152104263
Long
EC
CORP
US
N
1
N
N
N
Stockland
N/A
Stockland Trust Group
685085003
603735.00000000
NS
1949201.47000000
0.011206764844
Long
EC
CORP
AU
N
2
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411105
194622.00000000
NS
USD
2761686.18000000
0.015878075238
Long
EC
CORP
US
N
1
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp (Class A)
989207105
15895.00000000
NS
USD
6108925.35000000
0.035122736621
Long
EC
CORP
US
N
1
N
N
N
Pinnacle Financial Partners Inc
54930098EZ8JMSAZGS24
Pinnacle Financial Partners, Inc
72346Q104
60922.00000000
NS
USD
3923376.80000000
0.022557114732
Long
EC
CORP
US
N
1
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FZ5
2050000.00000000
PA
USD
2230493.21000000
0.012824027314
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.85000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCRV9
23645182.00000000
PA
USD
25827353.05000000
0.148492126983
Long
ABS-MBS
MUN
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB (B Shares)
N/A
2071.00000000
NS
27395.16000000
0.000157506097
Long
EC
CORP
SE
N
2
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C100
52606.00000000
NS
USD
7729399.58000000
0.044439512702
Long
EC
CORP
US
N
1
N
N
N
SUNRUN CALLISTO ISSUER LLC
N/A
Sunrun Atlas Issuer LLC
86772FAA9
9492366.58000000
PA
USD
10141072.06000000
0.058305214520
Long
ABS-O
CORP
US
Y
2
2055-02-01
Fixed
3.61000000
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
2456520.00000000
0.014123548745
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
4.27600000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785DV5
2000000.00000000
PA
USD
2945938.74000000
0.016937419356
Long
DBT
NUSS
N/A
N
2
2036-02-15
Fixed
4.87500000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YBA2
10600000.00000000
PA
USD
10952181.40000000
0.062968617343
Long
DBT
CORP
US
N
2
2040-06-24
Fixed
2.35000000
N
N
N
N
N
N
Ocado Group PLC
213800LO8F61YB8MBC74
Ocado Ltd
N/A
177046.00000000
NS
5536248.64000000
0.031830181531
Long
EC
CORP
GB
N
2
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
6900000.00000000
PA
USD
7374375.00000000
0.042398329662
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
H9870Y105
49497.00000000
NS
20859070.19000000
0.119927415457
Long
EC
CORP
CH
N
2
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR, Inc
693718108
73177.00000000
NS
USD
6313711.56000000
0.036300137179
Long
EC
CORP
US
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBJ5
9750000.00000000
PA
USD
10416472.07000000
0.059888602999
Long
DBT
CORP
IT
Y
2
2024-09-23
Fixed
3.25000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAE2
5000000.00000000
PA
USD
5445348.50000000
0.031307559058
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Variable
2.97663300
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128285D8
31765000.00000000
PA
USD
34121317.85000000
0.196177558467
Long
DBT
UST
US
N
2
2023-09-30
Fixed
2.87500000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137EAER6
23000000.00000000
PA
USD
23116648.18000000
0.132907164366
Long
DBT
USGSE
US
N
2
2023-05-05
Fixed
0.37500000
N
N
N
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings, Inc
55024U109
17715.00000000
NS
USD
1679382.00000000
0.009655461197
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RCV9
2102083.55000000
PA
USD
2440381.34000000
0.014030760919
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.00000000
N
N
N
N
N
N
Cadence BanCorp
54930022CKKXKBR5CK30
Cadence BanCorp
12739A100
2629.00000000
NS
USD
43168.18000000
0.000248191707
Long
EC
CORP
US
N
1
N
N
N
Live Oak Bancshares Inc
N/A
Live Oak Bancshares, Inc
53803X105
27446.00000000
NS
USD
1302587.16000000
0.007489111934
Long
EC
CORP
US
N
1
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Cap Gemini S.A.
F13587120
95154.00000000
NS
14801420.60000000
0.085099484372
Long
EC
CORP
FR
N
2
N
N
N
Hitachi Construction Machinery Co Ltd
5493009B7C53PDH8W826
Hitachi Construction Machinery Co Ltd
642940001
103600.00000000
NS
2945710.58000000
0.016936107569
Long
EC
CORP
JP
N
2
N
N
N
VERMONT ST EDUCTNL & HLTH BLDG
549300ZC1ZW1EUIIV708
Vermont Educational & Health Buildings Financing Agency
924166JG7
3000000.00000000
PA
USD
3223140.00000000
0.018531163965
Long
DBT
MUN
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
Five Below Inc
529900AAXP5Z6BGI7418
Five Below, Inc
33829M101
7052.00000000
NS
USD
1233958.96000000
0.007094540049
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MT5
29125000.00000000
PA
USD
29311765.23000000
0.168525452693
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.77600000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127963U1
25000000.00000000
PA
USD
24999687.50000000
0.143733535666
Long
STIV
UST
US
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FS25
200997.39000000
PA
USD
229373.41000000
0.001318762532
Long
ABS-MBS
USGSE
US
N
2
2045-12-20
Fixed
4.50000000
N
N
N
N
N
N
Kubota Corp
549300CSY4INHEHQQT13
Kubota Corp
J36662138
573800.00000000
NS
12536162.48000000
0.072075579222
Long
EC
CORP
JP
N
2
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)
3140Q8C94
804089.13000000
PA
USD
878500.08000000
0.005050860039
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Mercury Systems Inc
549300P3B84SGK7HH679
Mercury Systems, Inc
589378108
107470.00000000
NS
USD
9463808.20000000
0.054411344680
Long
EC
CORP
US
N
1
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAM7
4975000.00000000
PA
USD
6144186.04000000
0.035325464901
Long
DBT
CORP
US
N
2
2034-11-21
Fixed
4.20000000
N
N
N
N
N
N
Coles Group Ltd
549300OHQRG2HN8LZ793
Coles Group Ltd
N/A
13275.00000000
NS
185470.66000000
0.001066347478
Long
EC
CORP
AU
N
2
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy, Inc
867224107
770598.00000000
NS
12925027.34000000
0.074311324018
Long
EC
CORP
CA
N
2
N
N
N
SOLAR STAR FUNDING LLC
N/A
Solar Star Funding LLC
83416WAA1
21071362.10000000
PA
USD
23269304.08000000
0.133784846227
Long
DBT
CORP
US
Y
2
2035-06-30
Fixed
5.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CQH0
2725376.16000000
PA
USD
2860610.85000000
0.016446834050
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.00000000
N
N
N
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
93580.00000000
NS
USD
3297759.20000000
0.018960180585
Long
EC
CORP
US
N
1
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
Factset Research Systems, Inc
303075105
10467.00000000
NS
USD
3480277.50000000
0.020009553726
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140HJJT9
5363722.46000000
PA
USD
6116802.77000000
0.035168027164
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
5.00000000
N
N
N
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour S.A.
F13923119
86085.00000000
NS
1474154.87000000
0.008475525607
Long
EC
CORP
FR
N
2
N
N
N
Wendy's Co/The
529900M0JIUCMWVKHG76
Wendy's
95058W100
87052.00000000
NS
USD
1908179.84000000
0.010970914540
Long
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS plc
G8473T100
32812.00000000
NS
USD
6219186.48000000
0.035756673428
Long
EC
CORP
US
N
1
N
N
N
LUTHERAN MEDICAL CENTER
N/A
Lutheran Medical Center
55058QAA5
3625000.00000000
PA
USD
3765700.13000000
0.021650566389
Long
DBT
CORP
US
N
2
2030-02-20
Fixed
1.98200000
N
N
N
N
N
N
Methode Electronics Inc
529900VM413LGLUS3F07
Methode Electronics, Inc
591520200
8736.00000000
NS
USD
334414.08000000
0.001922684757
Long
EC
CORP
US
N
1
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline plc
G3910J112
879129.00000000
NS
16086267.84000000
0.092486602175
Long
EC
CORP
GB
N
2
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
690353YF8
14626862.60000000
PA
USD
16417547.19000000
0.094391264074
Long
DBT
USGSE
US
N
2
2030-12-15
Fixed
3.37000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XAK0
5630778.07000000
PA
USD
5464903.23000000
0.031419987282
Long
ABS-CBDO
USGSE
US
N
2
2024-07-25
Variable
3.14800000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XBH6
280208.34000000
PA
USD
294749.44000000
0.001694636348
Long
ABS-CBDO
USGSE
US
N
2
2028-04-25
Variable
5.69800000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12594JAA3
3000000.00000000
PA
USD
3015795.30000000
0.017339053590
Long
ABS-MBS
USGSE
US
Y
2
2029-08-10
Fixed
2.68100000
N
N
N
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group plc
G5689U103
136242.00000000
NS
16817236.49000000
0.096689243049
Long
EC
CORP
GB
N
2
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co
742718FH7
5300000.00000000
PA
USD
6108402.16000000
0.035119728585
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.00000000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co
114259AQ7
9750000.00000000
PA
USD
12383312.08000000
0.071196779100
Long
DBT
CORP
US
Y
2
2048-03-15
Fixed
4.27300000
N
N
N
N
N
N
Yakult Honsha Co Ltd
353800YJPSPGG7KI0S71
Yakult Honsha Co Ltd
J95468120
73000.00000000
NS
3681526.27000000
0.021166616080
Long
EC
CORP
JP
N
2
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc
548661107
250310.00000000
NS
USD
40177258.10000000
0.230995661850
Long
EC
CORP
US
N
1
N
N
N
Collegium Pharmaceutical Inc
54930049FXZMTLW8D496
Collegium Pharmaceutical, Inc
19459J104
66315.00000000
NS
USD
1328289.45000000
0.007636885022
Long
EC
CORP
US
N
1
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
J32491102
50674.00000000
NS
28504965.44000000
0.163886827255
Long
EC
CORP
JP
N
2
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group, Inc
92939U106
132546.00000000
NS
USD
12198208.38000000
0.070132541427
Long
EC
CORP
US
N
1
N
N
N
Rapid7 Inc
549300GNVG5D60KEYN14
Rapid7, Inc
753422104
34558.00000000
NS
USD
3115749.28000000
0.017913730332
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3135G03U5
8000000.00000000
PA
USD
8092412.80000000
0.046526625735
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.62500000
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
2686700.00000000
0.015446948697
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
2.63600000
N
N
N
N
N
N
CONTINENTAL WIND
N/A
Continental Wind LLC
212168AA6
6479362.67000000
PA
USD
7528674.91000000
0.043285463616
Long
DBT
CORP
US
Y
2
2033-02-28
Fixed
6.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CBA8
28710000.00000000
PA
USD
28674112.50000000
0.164859323610
Long
DBT
UST
US
N
2
2023-12-15
Fixed
0.12500000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148QR7
5000000.00000000
PA
USD
7554262.40000000
0.043432576671
Long
DBT
NUSS
CA
N
2
2029-09-15
Fixed
7.50000000
N
N
N
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
5928670.00000000
0.034086374115
Long
DBT
MUN
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F72G9
4987060.55000000
PA
USD
5023035.21000000
0.028879505414
Long
ABS-MBS
USGSE
US
N
2
2036-01-25
Fixed
1.55500000
N
N
N
N
N
N
Ramsay Health Care Ltd
549300QBX122KF2JPI10
Ramsay Health Care Ltd
Q7982Y104
143876.00000000
NS
6913350.39000000
0.039747708640
Long
EC
CORP
AU
N
2
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television, Inc
389375106
178423.00000000
NS
USD
3191987.47000000
0.018352055195
Long
EC
CORP
US
N
1
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
QZ8781945
46500000.00000000
PA
USD
46950356.22000000
0.269937002225
Long
DBT
NUSS
N/A
N
2
2021-11-04
Fixed
1.54600000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc
759351AP4
6100000.00000000
PA
USD
6696029.17000000
0.038498239129
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
Barry Callebaut AG.
547692905
3213.00000000
NS
7656992.73000000
0.044023215796
Long
EC
CORP
CH
N
2
N
N
N
Whitbread PLC
21380099VMZKRMN3EX36
Whitbread plc
G9606P197
105535.00000000
NS
4470105.71000000
0.025700485196
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XBU7
1153525.86000000
PA
USD
1225079.30000000
0.007043487214
Long
ABS-CBDO
USGSE
US
N
2
2028-08-25
Variable
7.09800000
N
N
N
N
N
N
Delek US Holdings Inc
5493003O53JMENV1N385
Delek US Holdings, Inc
24665A103
4244.00000000
NS
USD
68201.08000000
0.000392116196
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSB2
2230719.16000000
PA
USD
2451519.74000000
0.014094800184
Long
ABS-MBS
MUN
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi S.A.
N/A
64319.00000000
NS
5242117.50000000
0.030139100044
Long
EC
CORP
FR
Y
2
N
N
N
MTS SYSTEMS CORP
549300E7ZL4ZDETLML64
MTS Systems Corp
55377VAK6
3650971.95000000
PA
USD
3641844.52000000
0.020938469299
Long
LON
CORP
US
N
2
2023-07-05
Variable
4.00000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZZ4
5100000.00000000
PA
USD
5824566.18000000
0.033487838229
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
Central Japan Railway Co
J05523105
47700.00000000
NS
6744941.65000000
0.038779457192
Long
EC
CORP
JP
N
2
N
N
N
Resona Holdings Inc
52990067JE75XZCYYT81
Resona Holdings, Inc
642155907
2027100.00000000
NS
7096407.39000000
0.040800178990
Long
EC
CORP
JP
N
2
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAL8
10450000.00000000
PA
USD
11221216.48000000
0.064515411208
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XYX6
579538.03000000
PA
USD
576630.08000000
0.003315284647
Long
ABS-CBDO
USGSE
US
N
2
2030-07-25
Variable
2.39800000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F020620
36750000.00000000
PA
USD
38102237.57000000
0.219065511228
Long
ABS-O
CORP
US
N
2
2051-02-25
Fixed
2.00000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc
92532F100
162787.00000000
NS
USD
38473079.58000000
0.221197635211
Long
EC
CORP
US
N
1
N
N
N
Anaplan Inc
N/A
Anaplan, Inc
03272L108
9303.00000000
NS
USD
668420.55000000
0.003843025996
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
G491BT108
48473.00000000
NS
USD
844884.39000000
0.004857589544
Long
EC
CORP
US
N
1
N
N
N
QTS Realty Trust Inc
5493006PA4CJK4OG2J54
QTS Realty Trust, Inc
74736A103
6300.00000000
NS
USD
389844.00000000
0.002241374276
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G1DM6
1559179.39000000
PA
USD
1559338.89000000
0.008965283744
Long
ABS-CBDO
USGSE
US
Y
2
2048-11-25
Variable
4.48114300
N
N
N
N
N
N
NONGHYUP BANK
988400GSDJCW3LKJBD20
NongHyup Bank
65540JAE8
10000000.00000000
PA
USD
10200303.80000000
0.058645762273
Long
DBT
CORP
KR
Y
2
2025-07-20
Fixed
1.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828XQ8
4150000.00000000
PA
USD
4272068.35000000
0.024561886565
Long
DBT
UST
US
N
2
2022-07-31
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BGE0
1531805.25000000
PA
USD
1713026.21000000
0.009848895665
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.50000000
N
N
N
N
N
N
FTI Consulting Inc
549300K17GM8EQD0FQ48
FTI Consulting, Inc
302941109
14671.00000000
NS
USD
1639044.12000000
0.009423542053
Long
EC
CORP
US
N
1
N
N
N
LOS ANGELES CA
549300E7TO710PTXPJ65
City of Los Angeles CA
544351NE5
7500000.00000000
PA
USD
8488875.00000000
0.048806050778
Long
DBT
MUN
US
N
2
2038-09-01
Fixed
3.88000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63874PAA3
15780000.00000000
PA
USD
15664162.18000000
0.090059742282
Long
ABS-MBS
USGSE
US
Y
2
2033-07-15
Variable
0.94213000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251XAY3
830000.00000000
PA
USD
787538.03000000
0.004527881619
Long
ABS-MBS
USGSE
US
N
2
2049-11-10
Variable
3.81130400
N
N
N
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
Energias de Portugal S.A.
X67925119
186602.00000000
NS
1171208.31000000
0.006733760627
Long
EC
CORP
PT
N
2
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
190604.00000000
NS
USD
24284855.64000000
0.139623671867
Long
EC
CORP
US
N
1
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
171239AG1
2400000.00000000
PA
USD
2394185.40000000
0.013765161367
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.37500000
N
N
N
N
N
N
El Pollo Loco Holdings Inc
549300EZCBNF4G707K90
El Pollo Loco Holdings, Inc
268603107
43553.00000000
NS
USD
788309.30000000
0.004532315969
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335ALZ9
6968898.47000000
PA
USD
7718966.10000000
0.044379526313
Long
ABS-MBS
MUN
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BU6
5400000.00000000
PA
USD
5982659.89000000
0.034396784307
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal national Mortgage Association (FNMA)
01F022618
58750000.00000000
PA
USD
61921505.95000000
0.356012329514
Long
ABS-O
CORP
US
N
2
2051-01-25
Fixed
2.50000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL WTR & SWR R
N/A
County of Miami-Dade FL Water & Sewer System Revenue
59334DLS1
12015000.00000000
PA
USD
12963103.65000000
0.074530240461
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
3.49000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP AG.
D66992104
262574.00000000
NS
34008237.46000000
0.195527412569
Long
EC
CORP
DE
N
2
N
N
N
Six Flags Entertainment Corp
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001A102
85196.00000000
NS
USD
2905183.60000000
0.016703101212
Long
EC
CORP
US
N
1
N
N
N
InterContinental Hotels Group PLC
2138007ZFQYRUSLU3J98
InterContinental Hotels Group plc
N/A
173838.00000000
NS
11267318.36000000
0.064780469970
Long
EC
CORP
GB
N
2
N
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UBG5
212208.84000000
PA
USD
126476.47000000
0.000727165498
Long
ABS-MBS
USGSE
US
N
3
2049-12-12
Variable
6.25917300
N
Y
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46643UDN6
1557916.67000000
PA
USD
1588168.30000000
0.009131035937
Long
ABS-CBDO
USGSE
US
Y
2
2044-12-25
Variable
2.12437500
N
N
N
N
N
N
EMCOR Group Inc
529900X0SQJB2J7YDU43
EMCOR Group, Inc
29084Q100
2820.00000000
NS
USD
257917.20000000
0.001482872578
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
155751.00000000
NS
USD
9692384.73000000
0.055725525620
Long
EC
CORP
US
N
1
N
N
N
Secom Co Ltd
529900TYCL9N3E9PGE47
Secom Co Ltd
J69972107
1100.00000000
NS
101476.89000000
0.000583432580
Long
EC
CORP
JP
N
2
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc
550021109
32205.00000000
NS
USD
11208306.15000000
0.064441184385
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46644MBJ4
280536.88000000
PA
USD
285445.60000000
0.001641144727
Long
ABS-CBDO
USGSE
US
Y
2
2045-05-25
Variable
3.50000000
N
N
N
N
N
N
Newcrest Mining Ltd
5299006MN50OZJUJI655
Newcrest Mining Ltd
Q6651B114
435438.00000000
NS
8690363.26000000
0.049964490059
Long
EC
CORP
AU
N
2
N
N
N
AID-INDIA
N/A
India Government AID Bond
45683MAA8
4875000.00000000
PA
USD
4827898.73000000
0.027757585141
Long
DBT
NUSS
IN
N
2
2027-02-01
Variable
0.31438000
N
N
N
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re Ltd
H8431B109
120642.00000000
NS
11366065.60000000
0.065348208664
Long
EC
CORP
CH
N
2
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB S.A.
559699905
104008.00000000
NS
10743752.52000000
0.061770273569
Long
EC
CORP
BE
N
2
N
N
N
YMCA OF GREATER NY
N/A
YMCA of Greater New York
98752YAP4
11065000.00000000
PA
USD
12211546.01000000
0.070209224974
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
5.15100000
N
N
N
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore S.A.
N/A
190257.00000000
NS
9144714.38000000
0.052576742429
Long
EC
CORP
BE
N
2
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AN1
10000000.00000000
PA
USD
11176180.50000000
0.064256480746
Long
DBT
NUSS
CA
N
2
2027-04-12
Fixed
2.75000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QDG6
12750000.00000000
PA
USD
12862903.29000000
0.073954147179
Long
DBT
NUSS
N/A
N
2
2021-07-15
Fixed
1.87500000
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAZ3
10750000.00000000
PA
USD
10777400.57000000
0.061963730115
Long
DBT
CORP
US
N
2
2023-09-15
Variable
1.36650000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950KCS7
7375000.00000000
PA
USD
7425199.49000000
0.042690540660
Long
DBT
NUSS
N/A
N
2
2023-03-20
Fixed
0.50000000
N
N
N
N
N
N
Keppel Corp Ltd
254900SQ7IPDOY6IDW33
Keppel Corp Ltd
Y4722Z120
1335270.00000000
NS
5437729.46000000
0.031263754048
Long
EC
CORP
SG
N
2
N
N
Sharp Corp/Japan
353800YEPK9PD7QO3449
Sharp Corp
680060001
225400.00000000
NS
3424839.72000000
0.019690819017
Long
EC
CORP
JP
N
2
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
75524KNH3
10250000.00000000
PA
USD
10873844.83000000
0.062518228026
Long
DBT
CORP
US
N
2
2025-04-28
Fixed
2.25000000
N
N
N
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group plc
005367008
110001.00000000
NS
5181156.59000000
0.029788610578
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J77G4
3836138.72000000
PA
USD
4228420.58000000
0.024310937496
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Hancock Whitney Corp
549300GRNBWY8HIICT41
Hancock Whitney Corp
410120109
5441.00000000
NS
USD
185102.82000000
0.001064232614
Long
EC
CORP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AU7
16025000.00000000
PA
USD
16290910.52000000
0.093663177520
Long
DBT
CORP
NL
Y
2
2026-07-01
Variable
1.40000000
N
N
N
N
N
N
GRACE MORTGAGE TRUST
N/A
GRACE Mortgage Trust
38406HAA0
5000000.00000000
PA
USD
4999440.50000000
0.028743849674
Long
ABS-MBS
USGSE
US
Y
2
2028-06-10
Fixed
3.36870000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946NAB4
3459379.38000000
PA
USD
3615330.62000000
0.020786029930
Long
ABS-O
CORP
US
Y
2
2046-04-20
Fixed
3.10000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management, Inc
94106L109
170549.00000000
NS
USD
20112843.57000000
0.115637050208
Long
EC
CORP
US
N
1
N
N
N
Ono Pharmaceutical Co Ltd
N/A
Ono Pharmaceutical Co Ltd
666010004
341800.00000000
NS
10300072.02000000
0.059219371004
Long
EC
CORP
JP
N
2
N
N
N
WiseTech Global Ltd
254900VE3AF301Q85K83
Wisetech Global Ltd
N/A
149466.00000000
NS
3552085.27000000
0.020422406273
Long
EC
CORP
AU
N
2
N
N
N
BioTelemetry Inc
549300E1RQ91KHELWN02
BioTelemetry, Inc
090672106
2533.00000000
NS
USD
182578.64000000
0.001049720060
Long
EC
CORP
US
N
1
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis, Inc
349553107
117320.00000000
NS
4792709.56000000
0.027555268060
Long
EC
CORP
CA
N
2
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
J48818124
206881.00000000
NS
11111504.88000000
0.063884633877
Long
EC
CORP
JP
N
2
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
1494488.00000000
NS
USD
74455392.16000000
0.428074821519
Long
EC
CORP
US
N
1
N
N
N
Itron Inc
24F6LSZD18II6ICG6S41
Itron, Inc
465741106
5007.00000000
NS
USD
480171.30000000
0.002760703255
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP, Inc
40434L105
211151.00000000
NS
USD
5192203.09000000
0.029852121472
Long
EC
CORP
US
N
1
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
12595BAX9
6650000.00000000
PA
USD
6898634.19000000
0.039663099124
Long
ABS-MBS
USGSE
US
Y
2
2037-06-15
Variable
3.67695000
N
N
N
N
N
N
Quidel Corp
549300X2FQ6S98OQLQ46
Quidel Corp
74838J101
74643.00000000
NS
USD
13409614.95000000
0.077097418465
Long
EC
CORP
US
N
1
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAH9
9732000.00000000
PA
USD
12123306.85000000
0.069701901574
Long
DBT
CORP
US
Y
2
2034-10-01
Fixed
4.27800000
N
N
N
N
N
N
Santen Pharmaceutical Co Ltd
529900TPT3I7C17MIM03
Santen Pharmaceutical Co Ltd
677660003
18000.00000000
NS
292342.14000000
0.001680795786
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179SSQ1
9729095.43000000
PA
USD
10432561.66000000
0.059981108701
Long
ABS-MBS
USGSE
US
N
2
2046-12-20
Fixed
3.50000000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday, Inc
98138H101
79076.00000000
NS
USD
18947400.36000000
0.108936435522
Long
EC
CORP
US
N
1
N
N
N
AREIT CRE Trust
N/A
AREIT Trust
00217LAA0
5000000.00000000
PA
USD
4915715.00000000
0.028262477172
Long
ABS-MBS
USGSE
US
Y
2
2036-09-14
Variable
1.17313000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust
31573MAD5
500000.00000000
PA
USD
502359.80000000
0.002888274112
Long
ABS-CBDO
USGSE
US
Y
2
2059-06-25
Variable
3.58700000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
C-BASS Trust
14986PAA1
476344.17000000
PA
USD
458488.08000000
0.002636037462
Long
ABS-O
CORP
US
N
2
2036-07-25
Variable
0.22800000
N
N
N
N
N
N
Douglas Emmett Inc
N/A
Douglas Emmett, Inc
25960P109
6866.00000000
NS
USD
200349.88000000
0.001151894263
Long
EC
CORP
US
N
1
N
N
N
OAKLAND CA
549300BRTTFKDQCGL048
City of Oakland CA
672240WM6
4835000.00000000
PA
USD
4967237.25000000
0.028558699881
Long
DBT
MUN
US
N
2
2029-01-15
Fixed
2.07000000
N
N
N
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Holding S.A.
N/A
110866.00000000
NS
8183822.93000000
0.047052180352
Long
EC
CORP
ES
N
2
N
N
N
Nutanix Inc
549300X7J6E8TKVIXW09
Nutanix, Inc
67059N108
141561.00000000
NS
USD
4511549.07000000
0.025938760201
Long
EC
CORP
US
N
1
N
N
N
STAAR Surgical Co
5299006LRHI7OJ8BY308
Staar Surgical Co
852312305
47805.00000000
NS
USD
3787112.10000000
0.021773672654
Long
EC
CORP
US
N
1
N
N
N
Smartsheet Inc
549300N9WF42OK9VL589
Smartsheet, Inc
83200N103
40288.00000000
NS
USD
2791555.52000000
0.016049806418
Long
EC
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BV1
10200000.00000000
PA
USD
10303020.00000000
0.059236320159
Long
DBT
CORP
GB
Y
2
2023-10-14
Variable
1.31900000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630XAB4
499336.22000000
PA
USD
492437.34000000
0.002831225789
Long
ABS-O
CORP
US
N
2
2037-03-25
Variable
0.46800000
N
N
N
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies, Inc
49338L103
61326.00000000
NS
USD
8100551.34000000
0.046573417565
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
N/A
VERUS A3 (Step Bond)
92538CAC5
1398443.33000000
PA
USD
1400357.66000000
0.008051234947
Long
ABS-CBDO
CORP
US
Y
2
2065-05-25
Variable
1.73300000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAH8
6850000.00000000
PA
USD
7703863.46000000
0.044292694994
Long
DBT
CORP
HK
Y
2
2029-04-09
Fixed
3.60000000
N
N
N
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp
045487105
33649.00000000
NS
USD
573715.45000000
0.003298527235
Long
EC
CORP
US
N
1
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co
191216CX6
6375000.00000000
PA
USD
6713390.23000000
0.038598055038
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.60000000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP
70339PAA7
1925000.00000000
PA
USD
2030875.00000000
0.011676339724
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line
679580100
1374.00000000
NS
USD
268177.32000000
0.001541862248
Long
EC
CORP
US
N
1
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp
45167R104
1811.00000000
NS
USD
360751.20000000
0.002074107745
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AS2
3875000.00000000
PA
USD
4319128.36000000
0.024832454012
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.00000000
N
N
N
N
N
N
Covivio
969500P8M3W2XX376054
Fonciere Des Regions
774563902
28167.00000000
NS
2584658.10000000
0.014860267641
Long
EC
CORP
FR
N
2
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
6903536P7
18379316.27000000
PA
USD
19759123.59000000
0.113603367852
Long
DBT
USGSE
US
N
2
2029-10-15
Fixed
2.36000000
N
N
N
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798101
17352.00000000
NS
USD
650873.52000000
0.003742140868
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
416331.00000000
NS
USD
37690445.43000000
0.216697948024
Long
EC
CORP
US
N
1
N
N
N
WSP Global Inc
549300IQ87LU6X6ERQ78
WSP Global, Inc
92938W202
12800.00000000
NS
1212626.29000000
0.006971889712
Long
EC
CORP
CA
N
2
N
N
Iridium Communications Inc
549300U620NVQ4J1CT96
Iridium Communications, Inc
46269C102
193993.00000000
NS
USD
7628774.73000000
0.043860978852
Long
EC
CORP
US
N
1
N
N
N
CHICAGO IL
T5UYO5SYLC8K73MJQX30
City of Chicago IL
167486D22
1105000.00000000
PA
USD
1198350.40000000
0.006889811721
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
7.75000000
N
N
N
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico-Eagle Mines Ltd
008474108
142583.00000000
NS
10035360.96000000
0.057697437716
Long
EC
CORP
CA
N
2
N
N
N
City Developments Ltd
254900BPLPJS0RJ72373
City Developments Ltd
619792005
176600.00000000
NS
1064571.42000000
0.006120661074
Long
EC
CORP
SG
N
2
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531GAB7
7000000.00000000
PA
USD
8168655.53000000
0.046964976701
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
3.87500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46645GAN8
1153562.03000000
PA
USD
1172970.94000000
0.006743894716
Long
ABS-CBDO
USGSE
US
Y
2
2045-10-25
Variable
3.50000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc (Class A)
02079K305
67577.00000000
NS
USD
118438153.28000000
0.680949893024
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR64
8018600.84000000
PA
USD
8761406.82000000
0.050372948847
Long
ABS-MBS
MUN
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TWF9
41278.55000000
PA
USD
48985.18000000
0.000281636045
Long
ABS-MBS
USGSE
US
N
2
2044-05-20
Fixed
4.50000000
N
N
N
N
N
N
New York Mortgage Trust
N/A
New York Mortgage Trust
649603AG2
101891.94000000
PA
USD
100522.67000000
0.000577946375
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
0.62800000
N
N
N
N
N
N
Antero Midstream Corp
N/A
Antero Midstream Corp
03676B102
437299.00000000
NS
USD
3371575.29000000
0.019384579795
Long
EC
CORP
US
N
1
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
Q97417101
1282302.00000000
NS
19082344.37000000
0.109712284407
Long
EC
CORP
AU
N
2
N
N
N
ChannelAdvisor Corp
549300KE5CWXBSGWXT83
ChannelAdvisor Corp
159179100
36352.00000000
NS
USD
580904.96000000
0.003339862699
Long
EC
CORP
US
N
1
N
N
N
Boingo Wireless Inc
54930058LPWPZZCRMC04
Boingo Wireless, Inc
09739C102
79759.00000000
NS
USD
1014534.48000000
0.005832978026
Long
EC
CORP
US
N
1
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI S.p.A.
714505906
1343790.00000000
NS
14028775.91000000
0.080657230720
Long
EC
CORP
IT
N
2
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Healthcare, Inc
40412C101
124712.00000000
NS
USD
20510135.52000000
0.117921245827
Long
EC
CORP
US
N
1
N
N
N
Community Trust Bancorp Inc
N/A
Community Trust Bancorp, Inc
204149108
889.00000000
NS
USD
32937.45000000
0.000189371012
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
236234.00000000
NS
USD
41702388.02000000
0.239764264087
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR31
1464021.90000000
PA
USD
1599967.23000000
0.009198872862
Long
ABS-MBS
MUN
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
TEXAS ST WTR DEV BRD
N/A
Texas Water Development Board
882854VN9
4170000.00000000
PA
USD
4634913.30000000
0.026648032145
Long
DBT
MUN
US
N
2
2050-04-15
Fixed
4.64800000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAE6
9750000.00000000
PA
USD
11930597.45000000
0.068593935588
Long
DBT
CORP
US
Y
2
2042-11-28
Fixed
4.11900000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Companies, Inc
872540109
369711.00000000
NS
USD
25247564.19000000
0.145158681203
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385AF3
20000000.00000000
PA
USD
19999922.20000000
0.114987818582
Long
STIV
USGSE
US
N
2
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N07059202
95851.00000000
NS
46408846.11000000
0.266823636799
Long
EC
CORP
NL
N
2
N
N
N
GPT Group/The
N/A
GPT Group
636586000
683337.00000000
NS
2376871.42000000
0.013665616141
Long
EC
CORP
AU
N
2
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BH9
5523000.00000000
PA
USD
5912649.31000000
0.033994264547
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
2.12500000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital, Inc
377372AM9
8650000.00000000
PA
USD
9718519.28000000
0.055875783949
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.62500000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank International Bond
500630CQ9
8750000.00000000
PA
USD
8809145.54000000
0.050647418479
Long
DBT
NUSS
KR
N
2
2022-07-06
Variable
0.95850000
N
N
N
N
N
N
TES LLC
N/A
TES LLC
88159DAB1
2500000.00000000
PA
USD
2377079.25000000
0.013666811041
Long
ABS-O
CORP
US
Y
2
2047-10-20
Fixed
7.74000000
N
N
N
N
N
N
Xero Ltd
254900UG5D8YST164N14
Xero Ltd
N/A
439.00000000
NS
49826.10000000
0.000286470841
Long
EC
CORP
AU
N
2
N
N
N
AngioDynamics Inc
549300W3VKC5ZKMO8C28
Angiodynamics, Inc
03475V101
71154.00000000
NS
USD
1090790.82000000
0.006271407241
Long
EC
CORP
US
N
1
N
N
N
Glacier Bancorp Inc
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc
37637Q105
2590.00000000
NS
USD
119165.90000000
0.000685134009
Long
EC
CORP
US
N
1
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores, Inc
778296103
50322.00000000
NS
USD
6180044.82000000
0.035531631847
Long
EC
CORP
US
N
1
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc
200340107
125626.00000000
NS
USD
7017468.36000000
0.040346325881
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BP59
466450.85000000
PA
USD
521284.46000000
0.002997079804
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
4.50000000
N
N
N
N
N
N
FEDERAL REALTY INVESTMEN
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747BB2
6900000.00000000
PA
USD
7025003.64000000
0.040389649320
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.25000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A.
T55067101
6966032.00000000
NS
16465728.21000000
0.094668276671
Long
EC
CORP
IT
N
2
N
N
N
2020-12-31
COLLEGE RETIREMENT EQUITIES FUND
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer