0001752724-22-044220.txt : 20220224
0001752724-22-044220.hdr.sgml : 20220224
20220224154113
ACCESSION NUMBER: 0001752724-22-044220
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220224
PERIOD START: 20211231
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: 22670570
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
2021-12-31
2021-12-31
N
21262071861.00
1509433980.00
19752637881.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1425612509.00000000
0.00000000
0.00000000
33417955.00000000
USD
UST
Macy's Inc
529900NZQ81TIOW3CW52
Macy's, Inc
55616P104
441333.00000000
NS
USD
11554097.94000000
0.058493949059
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSC0
4394506.79000000
PA
USD
4829885.56000000
0.024451850882
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
14487.00000000
NS
USD
3440517.63000000
0.017418016017
Long
EC
CORP
US
N
1
N
N
N
Koppers Holdings Inc
N/A
Koppers Holdings, Inc
50060P106
26338.00000000
NS
USD
824379.40000000
0.004173515481
Long
EC
CORP
US
N
1
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
690355AX0
5382323.33000000
PA
USD
5554796.92000000
0.028121797976
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
10603551.99000000
0.053681700914
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
4.98800000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
227489.00000000
NS
USD
40408871.07000000
0.204574555122
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
Pulte Homes, Inc
745867101
714.00000000
NS
USD
40812.24000000
0.000206616656
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AM2
10000000.00000000
PA
USD
10875478.00000000
0.055058357600
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
5471405.28000000
0.027699618212
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
242924.00000000
NS
18259388.85000000
0.092440255119
Long
EC
CORP
CA
N
1
N
N
N
Nissin Foods Holdings Co Ltd
529900YMZMNSHC1W6V41
Nissin Food Products Co Ltd
664176005
29600.00000000
NS
2160307.82000000
0.010936806683
Long
EC
CORP
JP
N
2
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313TS7
12500000.00000000
PA
USD
12499010.75000000
0.063277678785
Long
STIV
USGSE
US
N
2
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
50923.00000000
NS
USD
16199624.76000000
0.082012462626
Long
EC
CORP
US
N
1
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AX4
14675000.00000000
PA
USD
14370525.45000000
0.072752437100
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
77179.00000000
NS
USD
5268238.54000000
0.026671063235
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAD6
982000.00000000
PA
USD
992141.02000000
0.005022827968
Long
ABS-CBDO
USGSE
US
Y
2
2059-11-25
Variable
3.20700000
N
N
N
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria De Diseno Textil S.A.
E6282J125
266617.00000000
NS
8598405.76000000
0.043530417617
Long
EC
CORP
ES
N
2
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAU4
12500000.00000000
PA
USD
12252661.50000000
0.062030507387
Long
DBT
CORP
NL
Y
2
2027-06-16
Fixed
1.54200000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGB4
18825000.00000000
PA
USD
20271938.45000000
0.102629018828
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613FAA6
1066367.01000000
PA
USD
1072155.57000000
0.005427910826
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
8268169.00000000
0.041858556056
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
1037413.00000000
NS
12286210.65000000
0.062200353816
Long
EC
CORP
ES
N
2
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAL4
10500000.00000000
PA
USD
11239830.00000000
0.056902931485
Long
DBT
CORP
ID
Y
2
2024-08-20
Fixed
3.90000000
N
N
N
N
N
N
KOOKMIN BANK
549300XXMOJSIW8P4769
Kookmin Bank
50050GAN8
9570000.00000000
PA
USD
9384782.70000000
0.047511541276
Long
DBT
CORP
KR
Y
2
2030-11-04
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HC6G3
291914.76000000
PA
USD
319274.27000000
0.001616362695
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
25842.00000000
NS
983251.87000000
0.004977825624
Long
EC
CORP
FI
N
2
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts, Inc
700517105
429657.00000000
NS
USD
8111924.16000000
0.041067548592
Long
EC
CORP
US
N
1
N
N
N
Universal Display Corp
N/A
Universal Display Corp
91347P105
14129.00000000
NS
USD
2331708.87000000
0.011804544203
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140GSPD8
3031626.23000000
PA
USD
3251254.27000000
0.016459848500
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities
20754KAF8
2800000.00000000
PA
USD
2820945.40000000
0.014281360378
Long
ABS-CBDO
USGSE
US
Y
2
2041-11-25
Variable
3.35000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAA4
5750000.00000000
PA
USD
5749997.13000000
0.029110021479
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
1.61000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385UQ7
53885000.00000000
PA
USD
53879089.35000000
0.272769083676
Long
STIV
USGSE
US
N
2
N
N
N
Magellan Health Inc
N/A
Magellan Health Services, Inc
559079207
1600.00000000
NS
USD
151984.00000000
0.000769436471
Long
EC
CORP
US
N
1
N
N
N
Woolworths Group Ltd
QNWEWQBS7HP85QHXQL92
Woolworths Ltd
N/A
339683.00000000
NS
9390036.57000000
0.047538139597
Long
EC
CORP
AU
N
2
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem, Inc
036752103
35194.00000000
NS
USD
16313826.76000000
0.082590623380
Long
EC
CORP
US
N
1
N
N
N
Banner Corp
N/A
Banner Corp
06652V208
2405.00000000
NS
USD
145911.35000000
0.000738692983
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos, Inc
89417E109
137678.00000000
NS
USD
21536969.54000000
0.109033384147
Long
EC
CORP
US
N
1
N
N
N
CyrusOne Inc
5493006S177ZK2ZNBU43
CyrusOne, Inc
23283R100
33379.00000000
NS
USD
2994763.88000000
0.015161336415
Long
EC
CORP
US
N
1
N
N
N
Daifuku Co Ltd
N/A
Daifuku Co Ltd
625002001
38900.00000000
NS
3181041.73000000
0.016104389444
Long
EC
CORP
JP
N
2
N
N
N
Fresh Del Monte Produce Inc
529900I72V9F0FEZR228
Fresh Del Monte Produce, Inc
G36738105
56665.00000000
NS
USD
1563954.00000000
0.007917696914
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136AGEJ7
1995316.18000000
PA
USD
359218.57000000
0.001818585305
Long
ABS-CBDO
USGSE
US
N
2
2043-09-25
Variable
5.84812000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit S.p.A
904678AJ8
7500000.00000000
PA
USD
7510874.78000000
0.038024667010
Long
DBT
CORP
IT
Y
2
2022-01-14
Fixed
6.57200000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BK2
6125000.00000000
PA
USD
5807518.04000000
0.029401227699
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
376593.00000000
NS
8437023.19000000
0.042713399804
Long
EC
CORP
NZ
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DMZX6
13448838.88000000
PA
USD
14352345.73000000
0.072660400177
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab AS
K3967W102
9127.00000000
NS
3643069.38000000
0.018443457536
Long
EC
CORP
DK
N
2
N
N
N
FIVE CORNERS FUNDING TRS
N/A
Five Corners Funding Trust
33829TAA4
3975000.00000000
PA
USD
4213143.12000000
0.021329521380
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
4.41900000
N
N
N
N
N
N
LeMaitre Vascular Inc
549300FZUBUB7MHY8R17
LeMaitre Vascular, Inc
525558201
27738.00000000
NS
USD
1393279.74000000
0.007053638852
Long
EC
CORP
US
N
1
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BL6
10000000.00000000
PA
USD
11385000.00000000
0.057637871298
Long
DBT
CORP
CL
Y
2
2050-01-29
Fixed
5.15000000
N
N
N
N
N
N
UMB Financial Corp
549300MGEH3N3CUCV828
UMB Financial Corp
902788108
2114.00000000
NS
USD
224316.54000000
0.001135628270
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
102038.00000000
NS
USD
7553873.14000000
0.038242351150
Long
EC
CORP
US
N
1
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
N4297B146
108559.00000000
NS
337412.66000000
0.001708190379
Long
EC
CORP
NL
N
2
N
N
N
FEDERAL REALTY INVS TRST
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747AT4
3500000.00000000
PA
USD
3569460.37000000
0.018070803461
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.75000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
24409.00000000
NS
USD
5126134.09000000
0.025951643121
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
J43830116
532200.00000000
NS
16898998.26000000
0.085553121369
Long
EC
CORP
JP
N
2
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc
12572Q105
136040.00000000
NS
USD
31079698.40000000
0.157344546015
Long
EC
CORP
US
N
1
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand S.A.
F56196185
14151.00000000
NS
1657379.75000000
0.008390675513
Long
EC
CORP
FR
N
2
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785HM1
3750000.00000000
PA
USD
3934398.19000000
0.019918343128
Long
DBT
NUSS
N/A
N
2
2027-05-24
Fixed
2.37500000
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJV2
15000000.00000000
PA
USD
15250926.75000000
0.077209569890
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.01979000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649YAN5
319564.45000000
PA
USD
321803.35000000
0.001629166453
Long
ABS-CBDO
USGSE
US
Y
2
2049-02-25
Variable
4.00000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA P
N/A
City of San Francisco CA Public Utilities Commission Water Revenue
79765RQ51
18500000.00000000
PA
USD
20349219.30000000
0.103020262015
Long
DBT
MUN
US
N
2
2046-11-01
Fixed
4.18500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YHU99
2573089.30000000
PA
USD
2787113.21000000
0.014110081027
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
Ambu A/S
5299008W2A69WX355710
Ambu A.S.
N/A
41162.00000000
NS
1086421.28000000
0.005500132623
Long
EC
CORP
DK
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128286M7
10195000.00000000
PA
USD
10255842.13000000
0.051921379776
Long
DBT
UST
US
N
2
2022-04-15
Fixed
2.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBE4
2000000.00000000
PA
USD
2072262.60000000
0.010491067636
Long
ABS-MBS
USGSE
US
N
2
2048-04-10
Variable
4.14216900
N
N
N
N
N
N
NOV Inc
549300EHF3IW1AR6U008
NOV, Inc
62955J103
730958.00000000
NS
USD
9904480.90000000
0.050142573157
Long
EC
CORP
US
N
1
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
599933900
13606.00000000
NS
6082915.85000000
0.030795460771
Long
EC
CORP
FR
N
2
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP, Inc
40434LAG0
4750000.00000000
PA
USD
4682804.51000000
0.023707236158
Long
DBT
CORP
US
Y
2
2031-06-17
Fixed
2.65000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp
808513BJ3
8725000.00000000
PA
USD
8812250.00000000
0.044613028665
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313YD4
17427000.00000000
PA
USD
17411936.80000000
0.088149931694
Long
STIV
USGSE
US
N
2
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series
12655VAD6
2000000.00000000
PA
USD
2023598.20000000
0.010244698516
Long
ABS-CBDO
USGSE
US
Y
2
2059-10-25
Variable
3.38800000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial, Inc
929089100
27954.00000000
NS
USD
1853629.74000000
0.009384213648
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
78364.00000000
NS
USD
5296622.76000000
0.026814761612
Long
EC
CORP
US
N
1
N
N
N
Oceaneering International Inc
549300L6PH74701W0R30
Oceaneering International, Inc
675232102
5830.00000000
NS
USD
65937.30000000
0.000333815161
Long
EC
CORP
US
N
1
N
N
N
CENOVUS ENERGY INC
549300NKHFE6ZRF37I48
Cenovus Energy, Inc
15135UAX7
6550000.00000000
PA
USD
6565952.53000000
0.033240889493
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
3.75000000
N
N
N
N
N
N
East Japan Railway Co
353800SENYJ2DSM6PS44
East Japan Railway Co
J1257M109
134300.00000000
NS
8256162.04000000
0.041797769440
Long
EC
CORP
JP
N
2
N
N
N
Beacon Roofing Supply Inc
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc
073685109
688.00000000
NS
USD
39456.80000000
0.000199754585
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc
874054109
84307.00000000
NS
USD
14983040.04000000
0.075853362625
Long
EC
CORP
US
N
1
N
N
N
PAPIO-MISSOURI RIVER NE NATURA
N/A
Papio-Missouri River Natural Resource District
698874EM2
4615000.00000000
PA
USD
4733136.15000000
0.023962045872
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
13888364.90000000
0.070311443887
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BBPS5
6410161.63000000
PA
USD
730405.87000000
0.003697763683
Long
ABS-CBDO
USGSE
US
N
2
2050-08-25
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772QAG5
3382440.40000000
PA
USD
3407054.42000000
0.017248604670
Long
ABS-CBDO
USGSE
US
Y
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGU3
4875000.00000000
PA
USD
4885150.24000000
0.024731634678
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
2.15000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88161KAD7
5000000.00000000
PA
USD
4932205.50000000
0.024969857341
Long
ABS-O
CORP
US
Y
2
2025-09-22
Fixed
0.63000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAL4
7000000.00000000
PA
USD
6726898.50000000
0.034055696968
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
2.94280000
N
N
N
N
N
N
Hibbett Inc
529900RD6P643J1CZM55
Hibbett Sports, Inc
428567101
31149.00000000
NS
USD
2240547.57000000
0.011343029642
Long
EC
CORP
US
N
1
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
N/A
1267400.00000000
NS
12791666.14000000
0.064759280340
Long
EC
CORP
HK
N
2
N
N
N
BANK HAPOALIM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
BR9645804
12575000.00000000
PA
USD
12474400.00000000
0.063153084034
Long
DBT
CORP
IL
Y
2
2032-01-21
Fixed
3.25500000
N
N
N
N
Y
Bank Hapoalim BM
Bank Hapoalim BM 3.255 01/21/2032
USD
XXXX
N
N
N
Suntory Beverage & Food Ltd
549300FONLMVK7YYYH41
Suntory Beverage & Food Ltd
J78186103
141100.00000000
NS
5109650.83000000
0.025868194723
Long
EC
CORP
JP
N
2
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313TN8
6980000.00000000
PA
USD
6979794.51000000
0.035336012091
Long
STIV
USGSE
US
N
2
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609KAE9
11225000.00000000
PA
USD
11155390.41000000
0.056475446354
Long
ABS-MBS
USGSE
US
Y
2
2038-10-15
Variable
1.30720000
N
N
N
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
83317.00000000
NS
USD
32541953.86000000
0.164747382380
Long
EC
CORP
US
N
1
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix, Inc
78392BAC1
10000000.00000000
PA
USD
9623635.60000000
0.048720761540
Long
DBT
CORP
KR
Y
2
2031-01-19
Fixed
2.37500000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385VE3
10681000.00000000
PA
USD
10678518.06000000
0.054061225261
Long
STIV
USGSE
US
N
2
N
N
N
Momentive Global Inc
549300PR9RG3VC9OH575
SVMK, Inc
60878Y108
119055.00000000
NS
USD
2518013.25000000
0.012747731544
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp (Class A)
20030N101
1125296.00000000
NS
USD
56636147.68000000
0.286727008418
Long
EC
CORP
US
N
1
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG.
A51460110
151704.00000000
NS
8579274.17000000
0.043433561743
Long
EC
CORP
AT
N
2
N
N
N
Cenovus Energy Inc
549300NKHFE6ZRF37I48
Cenovus Energy, Inc (Toronto)
15135U109
1028738.00000000
NS
12613721.00000000
0.063858412612
Long
EC
CORP
CA
N
1
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
N/A
126814.00000000
NS
8874347.42000000
0.044927403992
Long
EC
CORP
FR
N
2
N
N
N
Axonics Inc
549300LJY4X7N57VJL05
Axonics Modulation Technologies, Inc
05465P101
1253.00000000
NS
USD
70168.00000000
0.000355233566
Long
EC
CORP
US
N
1
N
N
N
Vocera Communications Inc
5493006D2J6NPNZ60K83
Vocera Communications, Inc
92857F107
46410.00000000
NS
USD
3009224.40000000
0.015234544459
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BJD9
2720113.74000000
PA
USD
3000649.62000000
0.015191133650
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
12858199.10000000
0.065096111099
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
777586.32000000
0.003936620134
Long
EC
CORP
US
N
1
N
N
South Jersey Industries Inc
549300DJYWYT5VXLFA46
South Jersey Industries, Inc
838518108
7999.00000000
NS
USD
208933.88000000
0.001057751786
Long
EC
CORP
US
N
1
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International, Inc
071813109
1376.00000000
NS
USD
118115.84000000
0.000597975018
Long
EC
CORP
US
N
1
N
N
N
Hulic Co Ltd
3538002E12E7IHAKTB10
Hulic Co Ltd
680531902
274300.00000000
NS
2608451.73000000
0.013205586746
Long
EC
CORP
JP
N
2
N
N
N
OraSure Technologies Inc
529900GNNJPNM4XHXQ77
OraSure Technologies, Inc
68554V108
57111.00000000
NS
USD
496294.59000000
0.002512548415
Long
EC
CORP
US
N
1
N
N
N
CNP Assurances
969500QKVPV2H8UXM738
CNP Assurances
F1876N318
179712.00000000
NS
4445199.33000000
0.022504332620
Long
EC
CORP
FR
N
2
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAX3
8900000.00000000
PA
USD
9067068.22000000
0.045903075197
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
Orsted AS
W9NG6WMZIYEU8VEDOG48
Orsted AS
N/A
98908.00000000
NS
12666857.63000000
0.064127422910
Long
EC
CORP
DK
Y
2
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc
776743AN6
3400000.00000000
PA
USD
3299112.41000000
0.016702135835
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner, Inc
099724106
14525.00000000
NS
USD
654641.75000000
0.003314199115
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BFQ4
4701564.06000000
PA
USD
5162349.87000000
0.026134989671
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
12688321.41000000
0.064236085764
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
22739083.37000000
0.115119223604
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
4157922.04000000
0.021049958314
Long
ABS-O
CORP
US
Y
2
2022-11-21
Fixed
2.20000000
N
N
N
N
N
N
Catalent Inc
N/A
Catalent, Inc
148806102
469.00000000
NS
USD
60046.07000000
0.000303990132
Long
EC
CORP
US
N
1
N
N
N
George Weston Ltd
549300FAHC3L1QKNT280
George Weston Ltd
961148509
77367.00000000
NS
8970033.77000000
0.045411827139
Long
EC
CORP
CA
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow, Inc
81762P102
92812.00000000
NS
USD
60245197.32000000
0.304998237111
Long
EC
CORP
US
N
1
N
N
N
MYR Group Inc
529900G1IMMZHOQ17I54
MYR Group, Inc
55405W104
4501.00000000
NS
USD
497585.55000000
0.002519084048
Long
EC
CORP
US
N
1
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso Oyj (R Shares)
X21349117
152065.00000000
NS
2790902.41000000
0.014129264287
Long
EC
CORP
FI
N
2
N
N
N
SMITHSONIAN INSTITUTION
549300ZJ87IUCDSX4306
Smithsonian Institution
832432AU2
2320000.00000000
PA
USD
2343569.69000000
0.011864590968
Long
DBT
CORP
US
N
2
2039-09-01
Fixed
2.64500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MG3
4345000.00000000
PA
USD
4475350.00000000
0.022656973853
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAL7
9494000.00000000
PA
USD
10029251.97000000
0.050774241042
Long
DBT
CORP
GB
N
2
2025-07-09
Fixed
3.87000000
N
N
N
N
N
N
OneSpan Inc
549300D67QDZG593UX89
OneSpan, Inc
68287N100
6151.00000000
NS
USD
104136.43000000
0.000527202648
Long
EC
CORP
US
N
1
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
7900000.00000000
PA
USD
8838125.00000000
0.044744023827
Long
DBT
CORP
LU
Y
2
2049-04-02
Fixed
5.00000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
90376PDF5
1775000.00000000
PA
USD
1753226.13000000
0.008875908830
Long
DBT
USGSE
US
N
2
2028-04-15
Fixed
1.44000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAK8
3225000.00000000
PA
USD
3349968.75000000
0.016959601903
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
26027.00000000
NS
USD
2017873.31000000
0.010215715602
Long
EC
CORP
US
N
1
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila Oyj (B Shares)
X98155116
350496.00000000
NS
4915976.26000000
0.024887694947
Long
EC
CORP
FI
N
2
N
N
N
Lawson Inc
529900IWO8XQO92PR233
Lawson, Inc
J3871L103
800.00000000
NS
37959.48000000
0.000192174231
Long
EC
CORP
JP
N
2
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187XAC9
599972.31000000
PA
USD
599972.13000000
0.003037427879
Long
ABS-O
CORP
US
Y
2
2038-01-17
Variable
1.35900000
N
N
N
N
N
N
National Bank Holdings Corp
N/A
National Bank Holdings Corp
633707104
27409.00000000
NS
USD
1204351.46000000
0.006097167716
Long
EC
CORP
US
N
1
N
N
N
John Wiley & Sons Inc
5493003XM719UN7E8P64
John Wiley & Sons, Inc (Class A)
968223206
16923.00000000
NS
USD
969180.21000000
0.004906586228
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
6697257.00000000
0.033905633467
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
769849.00000000
NS
USD
48000085.15000000
0.243005949074
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
3520275.00000000
0.017821796871
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
ALEN 2021-ACEN Mortgage Trust
N/A
Alen Mortgage Trust
01449NAE6
4075000.00000000
PA
USD
4067339.00000000
0.020591371261
Long
ABS-MBS
USGSE
US
Y
2
2034-04-15
Variable
2.36000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBG8
5650000.00000000
PA
USD
5777517.00000000
0.029249343985
Long
DBT
CORP
CA
N
2
2041-12-02
Fixed
3.00000000
N
N
N
N
N
MASSACHUSETTS ST CLEAN ENERGYC
N/A
Massachusetts Clean Energy Cooperative Corp
575625AZ1
3000000.00000000
PA
USD
2997670.20000000
0.015176049994
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
2.02000000
N
N
N
N
N
N
Genworth Financial Inc
549300EMCG286BDNKJ33
Genworth Financial, Inc (Class A)
37247D106
970098.00000000
NS
USD
3928896.90000000
0.019890492215
Long
EC
CORP
US
N
1
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
10000000.00000000
PA
USD
10725954.20000000
0.054301376173
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80300000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
Total S.A.
F92124100
670596.00000000
NS
34133476.04000000
0.172804646375
Long
EC
CORP
FR
N
2
N
N
ZoomInfo Technologies Inc
N/A
ZoomInfo Technologies, Inc
98980F104
619.00000000
NS
USD
39739.80000000
0.000201187305
Long
EC
CORP
US
N
1
N
N
N
Piedmont Office Realty Trust Inc
N/A
Piedmont Office Realty Trust, Inc
720190206
1743.00000000
NS
USD
32036.34000000
0.000162187654
Long
EC
CORP
US
N
1
N
N
N
Federal Agricultural Mortgage Corp Discount Notes
N/A
Federal Agricultural Mortgage Corp (FAMC)
31315LRJ9
25000000.00000000
PA
USD
24999993.00000000
0.126565338516
Long
STIV
USGSE
US
N
2
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc
744573106
219128.00000000
NS
USD
14622411.44000000
0.074027638880
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial, Inc
02005N100
189176.00000000
NS
USD
9006669.36000000
0.045597299025
Long
EC
CORP
US
N
1
N
N
N
Vectrus Inc
N/A
Vectrus, Inc
92242T101
20908.00000000
NS
USD
956959.16000000
0.004844715757
Long
EC
CORP
US
N
1
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAD5
800000.00000000
PA
USD
817422.48000000
0.004138295274
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
3.24700000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538QAC4
3275236.13000000
PA
USD
3267197.72000000
0.016540564048
Long
ABS-CBDO
USGSE
US
Y
2
2066-10-25
Variable
2.24000000
N
N
N
N
N
N
Aeon Co Ltd
5299009MXFL34SA71416
Aeon Co Ltd
J00288100
293800.00000000
NS
6923743.82000000
0.035052249029
Long
EC
CORP
JP
N
2
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
302142.00000000
NS
USD
28059927.54000000
0.142056608889
Long
EC
CORP
US
N
1
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAN6
11725000.00000000
PA
USD
11608493.83000000
0.058769334505
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
1.90000000
N
N
N
N
N
N
Z Holdings Corp
52990078MD2OL792YM35
Z Holdings Corp
608484903
1073300.00000000
NS
6192930.34000000
0.031352421774
Long
EC
CORP
JP
N
2
N
N
N
Trustmark Corp
5493000HPQ4D2RZ79739
Trustmark Corp
898402102
1700.00000000
NS
USD
55182.00000000
0.000279365218
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co
61945C103
134533.00000000
NS
USD
5285801.57000000
0.026759978094
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F020620
153620000.00000000
PA
USD
152804635.73000000
0.773591034527
Long
ABS-O
USGSE
US
N
2
2052-02-25
Fixed
2.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AB4
4825000.00000000
PA
USD
4809595.56000000
0.024349130424
Long
DBT
CORP
CH
Y
2
2024-07-30
Fixed
1.00800000
N
N
N
N
N
N
Singapore Technologies Engineering Ltd
254900OEXGGWCR24DG90
Singapore Technologies Engineering Ltd
604321901
829300.00000000
NS
2314341.47000000
0.011716619744
Long
EC
CORP
SG
N
2
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc
57060D108
19831.00000000
NS
USD
8155895.37000000
0.041290157897
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
8979925.50000000
0.045461905159
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
3.61000000
N
N
N
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores, Inc
122017106
184.00000000
NS
USD
53637.84000000
0.000271547731
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Dainippon Pharma Co Ltd
529900D60UKVYLJ2OJ79
Sumitomo Dainippon Pharma Co Ltd
625086004
181200.00000000
NS
2090577.99000000
0.010583791403
Long
EC
CORP
JP
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XAG1
3500000.00000000
PA
USD
3473047.90000000
0.017582704249
Long
ABS-MBS
USGSE
US
Y
2
2048-03-10
Variable
4.10597100
N
N
N
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG.
N/A
48119.00000000
NS
19999083.17000000
0.101247657606
Long
EC
CORP
CH
N
2
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3135G05G4
20000000.00000000
PA
USD
19891022.40000000
0.100700587535
Long
DBT
USGSE
US
N
2
2023-07-10
Fixed
0.25000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313TR9
25000000.00000000
PA
USD
24999222.25000000
0.126561436505
Long
STIV
USGSE
US
N
2
N
N
N
TAYARRA LTD
N/A
Tayarra Ltd
876780AA5
64467.82000000
PA
USD
64680.45000000
0.000327452213
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
20324484.25000000
0.102895037981
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
5.00000000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BS4
4400000.00000000
PA
USD
4258831.10000000
0.021560822031
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.50000000
N
N
N
N
N
N
Axon Enterprise Inc
549300QP2IEEGFE16681
Axon Enterprise, Inc
05464C101
90628.00000000
NS
USD
14228596.00000000
0.072033902943
Long
EC
CORP
US
N
1
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
3550000.00000000
PA
USD
3860625.00000000
0.019544857872
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36295QBH2
67209.79000000
PA
USD
76012.42000000
0.000384821614
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
1606942.00000000
NS
16140597.84000000
0.081713632058
Long
EC
CORP
AU
N
2
N
N
N
ALAMEDA CNTY CA
N/A
County of Alameda CA
010878BA3
7650000.00000000
PA
USD
8420851.49000000
0.042631528713
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
3.82000000
N
N
N
N
N
N
INDIA CLEANTECH ENERGY
254900DGTS4HHR3Q6F66
India Cleantech Energy
45410BAA2
8550000.00000000
PA
USD
8681670.00000000
0.043951952404
Long
DBT
CORP
MU
Y
2
2026-08-10
Fixed
4.70000000
N
N
N
N
N
N
Twitter Inc
549300I8RX485XMK6836
Twitter, Inc
90184L102
989715.00000000
NS
USD
42775482.30000000
0.216555796535
Long
EC
CORP
US
N
1
N
N
N
Vivint Solar Financing LLC
N/A
Vivint Solar Financing VII LLC
92855HAA3
5044787.37000000
PA
USD
4938640.00000000
0.025002432737
Long
ABS-O
CORP
US
Y
2
2051-07-31
Fixed
2.21000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946TAA3
4093308.04000000
PA
USD
3960998.00000000
0.020053007724
Long
ABS-O
CORP
US
Y
2
2052-06-20
Fixed
1.44000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAE3
9095000.00000000
PA
USD
9820501.87000000
0.049717419663
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
293989.69000000
PA
USD
297508.57000000
0.001506171336
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
2386000.00000000
PA
USD
2390102.49000000
0.012100168617
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
333288.00000000
NS
USD
3202897.68000000
0.016215037704
Long
EC
CORP
US
N
1
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BT9
5613000.00000000
PA
USD
6388674.00000000
0.032343396555
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
6222315.60000000
0.031501188031
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
2859.00000000
NS
USD
108013.02000000
0.000546828330
Long
EC
CORP
US
N
1
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG. (Registered)
552902900
187486.00000000
NS
14324707.02000000
0.072520476031
Long
EC
CORP
DE
N
2
N
N
N
Shake Shack Inc
529900J74GJAHYP80N79
Shake Shack, Inc
819047101
3541.00000000
NS
USD
255518.56000000
0.001293592083
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
1425565.52000000
0.007217089325
Long
DBT
MUN
US
N
2
2038-11-15
Fixed
4.17200000
N
N
N
N
N
N
UNIV OF CINCINNATI OH RECPTS
549300E0RD3ICJ858L23
University of Cincinnati
914119A77
1615000.00000000
PA
USD
1723976.00000000
0.008727826685
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
3.70000000
N
N
N
N
N
N
Veru Inc
529900ER63TFLEIJV631
Veru, Inc
92536C103
42698.00000000
NS
USD
251491.22000000
0.001273203212
Long
EC
CORP
US
N
1
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BS1
5625000.00000000
PA
USD
5418907.99000000
0.027433844647
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor S.A.
F00189120
138079.00000000
NS
4475610.88000000
0.022658294588
Long
EC
CORP
FR
N
2
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746QAU5
128154.09000000
PA
USD
129229.44000000
0.000654238895
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial, Inc
02005NBM1
10200000.00000000
PA
USD
10582500.00000000
0.053575122795
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
QBE Insurance Group Ltd
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
Q78063114
304703.00000000
NS
2516156.06000000
0.012738329306
Long
EC
CORP
AU
N
2
N
N
N
SAN JUAN CAPISTRANO CA
N/A
City of San Juan Capistrano CA
798339HB6
1000000.00000000
PA
USD
1084883.30000000
0.005492346422
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132ACS68
2289222.29000000
PA
USD
2485216.71000000
0.012581695290
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Halozyme Therapeutics Inc
529900242I3SV9AGM753
Halozyme Therapeutics, Inc
40637H109
35779.00000000
NS
USD
1438673.59000000
0.007283450436
Long
EC
CORP
US
N
1
N
N
N
Great Western Bancorp Inc
5493004X4OTHDTFBHI90
Great Western Bancorp, Inc
391416104
56928.00000000
NS
USD
1933274.88000000
0.009787426325
Long
EC
CORP
US
N
1
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAE1
1925000.00000000
PA
USD
2020265.00000000
0.010227823808
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
3.12500000
N
N
N
N
N
N
ADT Inc
N/A
ADT, Inc
00090Q103
295491.00000000
NS
USD
2485079.31000000
0.012580999687
Long
EC
CORP
US
N
1
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk AS
K72807132
396180.00000000
NS
44501260.80000000
0.225292748584
Long
EC
CORP
DK
N
2
N
N
N
SALVATION ARMY
549300UQ1LCLSQQ6V491
Salvation Army
795830AV0
3475000.00000000
PA
USD
4064171.52000000
0.020575335529
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
3278974.13000000
PA
USD
3225895.41000000
0.016331466356
Long
ABS-O
CORP
US
N
2
2034-06-25
Variable
0.95688000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc
053015103
236997.00000000
NS
USD
58438720.26000000
0.295852739325
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
377910.00000000
NS
USD
48958240.50000000
0.247856720681
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
18050000.00000000
PA
USD
17672661.14000000
0.089469878638
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
2165623.20000000
0.010963716406
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
12724624.41000000
0.064419873875
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.45000000
N
N
N
N
N
N
HONOLULU CITY & CNTY HI
N/A
City & County of Honolulu HI
438687EQ4
1615000.00000000
PA
USD
1816875.48000000
0.009198140982
Long
DBT
MUN
US
N
2
2036-09-01
Fixed
4.00400000
N
N
N
N
N
N
Singapore Exchange Ltd
549300IQ650PPXM76X03
Singapore Exchange Ltd
630386902
2200.00000000
NS
15186.52000000
0.000076883503
Long
EC
CORP
SG
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CU77
6432129.32000000
PA
USD
6805459.69000000
0.034453422023
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BPL4
244095.16000000
PA
USD
268019.33000000
0.001356878669
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
12270927.32000000
0.062122980201
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
171642.05000000
PA
USD
172446.71000000
0.000873031293
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
536816.00000000
NS
USD
36814841.28000000
0.186379366147
Long
EC
CORP
US
N
1
N
N
N
CANAL BARGE CO
549300FW5XOTMDFBYM02
Canal Barge Co, Inc
137001AF0
3939000.00000000
PA
USD
4499342.88000000
0.022778440566
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
1539312.39000000
0.007792945930
Long
EC
CORP
US
N
1
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBB0
19000000.00000000
PA
USD
19859350.05000000
0.100540242622
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
52631.00000000
NS
USD
11734607.76000000
0.059407800774
Long
EC
CORP
US
N
1
N
N
N
Brookfield Renewable Partners LP
VA8DFMRI2GY8Y7V79H93
Brookfield Renewable Partners LP
EP0586206
308000.00000000
NS
USD
8143520.00000000
0.041227506164
Long
EP
CORP
BM
N
1
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CDQ1
2500000.00000000
PA
USD
2497265.63000000
0.012642694333
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.25000000
N
N
N
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
Johnson Controls International plc
47837RAA8
4150000.00000000
PA
USD
3971720.32000000
0.020107290701
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBC0
2600000.00000000
PA
USD
2701375.07000000
0.013676021837
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola S.A.
E6165F166
1987529.00000000
NS
23532295.48000000
0.119134951097
Long
EC
CORP
ES
N
2
N
N
N
Swire Properties Ltd
5299001L12PHYVQ92465
Swire Properties Ltd
Y83191109
1269400.00000000
NS
3182233.45000000
0.016110422664
Long
EC
CORP
HK
N
2
N
N
N
APA Corp
N/A
APA Corp
03743Q108
174861.00000000
NS
USD
4702012.29000000
0.023804477752
Long
EC
CORP
US
N
1
N
N
N
Lordstown Motors Corp
N/A
Lordstown Motors Corp
54405Q100
146222.00000000
NS
USD
504465.90000000
0.002553916611
Long
EC
CORP
US
N
1
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAH4
11500000.00000000
PA
USD
11502607.51000000
0.058233272838
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.10000000
N
N
N
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel KGaA
D3207M102
113463.00000000
NS
8844566.08000000
0.044776632535
Long
EC
CORP
DE
N
2
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DL9
9500000.00000000
PA
USD
9830980.00000000
0.049770466401
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
4854600.00000000
0.024576970576
Long
EP
CORP
US
N
1
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
79109.00000000
NS
USD
56891237.35000000
0.288018429197
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp
G29183103
191855.00000000
NS
USD
33156381.10000000
0.167857990916
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EBT6
2630000.00000000
PA
USD
2735214.20000000
0.013847336322
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J7QA6
391213.82000000
PA
USD
430418.05000000
0.002179040858
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts, Inc
91879Q109
20491.00000000
NS
USD
6718998.90000000
0.034015704335
Long
EC
CORP
US
N
1
N
N
N
FORD FOUNDATION/THE
54930013YZ3DULPNNT44
Ford Foundation
34531XAC8
15000000.00000000
PA
USD
15463546.20000000
0.078285980298
Long
DBT
CORP
US
N
2
2070-06-01
Fixed
2.81500000
N
N
N
N
N
N
SEATTLE WA LOCAL IMPT DIST #67
N/A
City of Seattle WA Local Improvement District No 6751
812645AJ8
5255000.00000000
PA
USD
5347205.28000000
0.027070841435
Long
DBT
MUN
US
N
2
2043-11-01
Fixed
2.99900000
N
N
N
N
N
N
Origin Energy Ltd
ZSN2LWNPYW6ISMRUC664
Origin Energy Ltd
621486901
4849.00000000
NS
18506.14000000
0.000093689461
Long
EC
CORP
AU
N
2
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262WAD8
5248475.51000000
PA
USD
5203921.20000000
0.026345449308
Long
ABS-CBDO
USGSE
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754AAF0
1685000.00000000
PA
USD
1684991.58000000
0.008530463577
Long
ABS-CBDO
USGSE
US
Y
2
2041-12-25
Variable
2.80000000
N
N
N
N
N
N
WLB ASSET II B
549300MGGSM9XCNTYR69
WLB Asset II B Pte Ltd
BM9352774
3450000.00000000
PA
USD
3302272.86000000
0.016718135977
Long
DBT
CORP
SG
Y
2
2024-12-10
Fixed
3.95000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone
F12033134
295366.00000000
NS
18359790.21000000
0.092948548546
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities
30711XAF1
1472373.20000000
PA
USD
1499811.17000000
0.007592966463
Long
ABS-CBDO
USGSE
US
N
2
2024-05-25
Variable
2.70275000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc
573284106
16162.00000000
NS
USD
7119684.24000000
0.036044219930
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
255812.00000000
NS
USD
24627021.24000000
0.124677126105
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X45K8
4659873.69000000
PA
USD
5029871.76000000
0.025464304009
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
725888.00000000
NS
USD
2511572.48000000
0.012715124405
Long
EC
CORP
US
N
1
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
DexCom, Inc
252131107
50676.00000000
NS
USD
27210478.20000000
0.137756173954
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources, Inc
354613101
103844.00000000
NS
USD
3477735.56000000
0.017606436066
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BL87
1265829.17000000
PA
USD
1385871.83000000
0.007016135456
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
1560449.19000000
PA
USD
1613140.57000000
0.008166709579
Long
ABS-O
CORP
US
Y
2
2041-09-20
Fixed
3.75000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JM7
11250000.00000000
PA
USD
11107420.43000000
0.056232592815
Long
DBT
CORP
DE
N
2
2024-03-08
Fixed
0.25000000
N
N
N
N
N
N
LIBERTY UTILITIES FIN
N/A
Liberty Utilities Finance GP
531546AB5
16441000.00000000
PA
USD
15673854.06000000
0.079350688016
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
190653.60000000
0.000965205767
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc
74834L100
25841.00000000
NS
USD
4470751.41000000
0.022633692962
Long
EC
CORP
US
N
1
N
N
N
First Solar Inc
549300NPYMLM4NHTOF27
First Solar, Inc
336433107
78288.00000000
NS
USD
6823582.08000000
0.034545168706
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3622AATU8
2176332.52000000
PA
USD
2340611.65000000
0.011849615550
Long
ABS-MBS
USGSE
US
N
2
2050-10-20
Fixed
3.50000000
N
N
N
N
N
N
LTR INTERMEDIATE HOLDING
549300J0IFHJE2TQGX07
LTR Intermediate Holdings, Inc
50219UAB1
15960000.00000000
PA
USD
15830404.80000000
0.080143244134
Long
LON
CORP
US
N
2
2028-05-05
Variable
5.50000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc
759351AN9
4475000.00000000
PA
USD
4893278.83000000
0.024772786599
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.90000000
N
N
N
N
N
N
One Market Plaza Trust
N/A
One Market Plaza Trust
68245HAA2
3900000.00000000
PA
USD
3909882.21000000
0.019794228161
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
321891.00000000
NS
10492359.22000000
0.053118774733
Long
EC
CORP
JP
N
2
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings plc
N/A
67810.00000000
NS
4391045.59000000
0.022230173086
Long
EC
CORP
GB
N
2
N
N
N
ABM Industries Inc
QF02R89VEIOROM77J447
ABM Industries, Inc
000957100
834.00000000
NS
USD
34068.90000000
0.000172477722
Long
EC
CORP
US
N
1
N
N
N
AID-IRAQ
N/A
Iraq Government AID Bond
462652AD0
1825000.00000000
PA
USD
1826323.22000000
0.009245971252
Long
DBT
NUSS
IQ
N
2
2022-01-18
Fixed
2.14900000
N
N
N
N
N
N
TriState Capital Holdings Inc
5493003JKSPN0881WX29
Tristate Capital Holdings, Inc
89678F100
33943.00000000
NS
USD
1027115.18000000
0.005199888674
Long
EC
CORP
US
N
1
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer, Inc
717081FB4
10000000.00000000
PA
USD
9764753.30000000
0.049435186119
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
1.75000000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC S.A.
46128MAJ0
17000000.00000000
PA
USD
18742500.00000000
0.094886060853
Long
DBT
CORP
CL
Y
2
2027-04-04
Fixed
4.37500000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828ZR4
9350000.00000000
PA
USD
9348539.06000000
0.047328053682
Long
DBT
UST
US
N
2
2022-05-31
Fixed
0.12500000
N
N
N
N
N
N
ROCKEFELLER FOUNDATION
549300JU3NX0IK5I9038
Rockefeller Foundation
77310VAA2
15810000.00000000
PA
USD
15547653.60000000
0.078711783680
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
171542.00000000
NS
USD
42336565.60000000
0.214333730284
Long
EC
CORP
US
N
1
N
N
N
MTR Corp Ltd
254900IH4U9NHH9AQM97
MTR Corp
Y6146T101
1680864.00000000
NS
9022966.25000000
0.045679803904
Long
EC
CORP
HK
N
2
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
Hennes & Mauritz AB (B Shares)
W41422101
289675.00000000
NS
5684033.39000000
0.028776072463
Long
EC
CORP
SE
N
2
N
N
EASTERN ENERGY GAS
549300BFOD6TDMVV4O24
Eastern Energy Gas Holdings LLC
257375AN5
8850000.00000000
PA
USD
9112713.05000000
0.046134157396
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
64337.00000000
NS
USD
1743532.70000000
0.008826834727
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3622ABB43
6387271.15000000
PA
USD
6815029.32000000
0.034501869375
Long
ABS-MBS
USGSE
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
Omron Corp
549300ZHW0TR2QZ0NY83
Omron Corp
J61374120
57800.00000000
NS
5759614.24000000
0.029158709204
Long
EC
CORP
JP
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
14025000.00000000
PA
USD
14404564.33000000
0.072924762843
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.45600000
N
N
N
N
N
N
Canopy Growth Corp
529900CSD7NH1UBC9X07
Canopy Growth Corp (Toronto)
138035100
257619.00000000
NS
2248400.14000000
0.011382784180
Long
EC
CORP
CA
N
1
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12479RAD9
3617911.69000000
PA
USD
3618397.94000000
0.018318555535
Long
ABS-O
CORP
US
Y
2
2047-04-15
Fixed
3.87000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88161FAC0
5400000.00000000
PA
USD
5366823.48000000
0.027170160827
Long
ABS-O
CORP
US
Y
2
2025-03-20
Fixed
0.56000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
229372.00000000
NS
USD
75465681.72000000
0.382053689105
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WH5T5
3521375.58000000
PA
USD
3791068.12000000
0.019192718171
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RU4
35830000.00000000
PA
USD
42378772.36000000
0.214547406859
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
1031243.07000000
0.005220786591
Long
EC
CORP
US
N
1
N
N
N
Moog Inc
549300WM2I4U7OBAHG07
Moog, Inc (Class A)
615394202
24647.00000000
NS
USD
1995667.59000000
0.010103296592
Long
EC
CORP
US
N
1
N
N
N
DELTA AIRLINES 2015B
N/A
Delta Air Lines Pass Through Trust
24737AAA5
1497394.27000000
PA
USD
1546701.67000000
0.007830355010
Long
ABS-O
CORP
US
N
2
2023-07-30
Fixed
4.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
9665000.00000000
PA
USD
9896960.00000000
0.050104497736
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
Bank
N/A
BANK
06540BBJ7
6500000.00000000
PA
USD
6563258.00000000
0.033227248125
Long
ABS-MBS
USGSE
US
N
2
2052-10-17
Variable
3.51700000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust
17307G2R8
203362.91000000
PA
USD
203350.08000000
0.001029483156
Long
ABS-O
CORP
US
N
2
2036-01-25
Variable
0.85188000
N
N
N
N
N
N
Orion Oyj
74370029VAHCXDR7B745
Orion Oyj (Class B)
X6002Y112
96567.00000000
NS
4011273.07000000
0.020307531045
Long
EC
CORP
FI
N
2
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc
01626P304
354454.00000000
NS
14851228.90000000
0.075186053576
Long
EC
CORP
CA
N
1
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PKT8
2730000.00000000
PA
USD
3091961.15000000
0.015653408768
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.86400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J5LR8
1424607.52000000
PA
USD
1510450.78000000
0.007646830712
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.50000000
N
N
N
N
N
N
Land Securities Group PLC
213800V8IAVKS37D6B88
Land Securities Group plc
G5375M142
1939.00000000
NS
20464.13000000
0.000103602010
Long
EC
CORP
GB
N
2
N
N
N
Brookfield Infrastructure Partners LP
549300WEH5R2OODI7Y90
Brookfield Infrastructure Partners LP
EP0593202
490000.00000000
NS
USD
12401900.00000000
0.062786044449
Long
EP
CORP
BM
N
1
N
N
MSDB Trust
N/A
MSDB Trust
55354JAA2
3000000.00000000
PA
USD
3136611.60000000
0.015879456804
Long
ABS-MBS
USGSE
US
Y
2
2039-07-11
Variable
3.31600000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SP2
106655000.00000000
PA
USD
106653223.13000000
0.539944202756
Long
STIV
USGSE
US
N
2
N
N
N
CALIFORNIA ST MUNI FIN AUTH RE
5493000UQOV6R4ZWS346
California Municipal Finance Authority
13048VNB0
675000.00000000
PA
USD
680514.62000000
0.003445183494
Long
DBT
MUN
US
Y
2
2023-11-01
Fixed
4.25000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
R8413J103
544048.00000000
NS
14406002.83000000
0.072932045414
Long
EC
CORP
NO
N
2
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33849NAL9
100414.88000000
PA
USD
100775.41000000
0.000510187098
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
Carriage Services Inc
N/A
Carriage Services, Inc
143905107
29278.00000000
NS
USD
1886674.32000000
0.009551505633
Long
EC
CORP
US
N
1
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBF0
6950000.00000000
PA
USD
7086076.20000000
0.035874075364
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
2.45000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAJ9
1000000.00000000
PA
USD
981243.90000000
0.004967660045
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
1384725.00000000
NS
10895828.69000000
0.055161385307
Long
EC
CORP
NO
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5CF5
271758.97000000
PA
USD
305206.39000000
0.001545142435
Long
ABS-MBS
MUN
US
N
2
2035-05-01
Fixed
7.00000000
N
N
N
N
N
N
Tokyo Century Corp
35380096ZLHOF84DXR74
Tokyo Century Corp
667979900
32500.00000000
NS
1577663.02000000
0.007987100404
Long
EC
CORP
JP
N
2
N
N
N
Splunk Inc
549300XGDSGBP6UEI867
Splunk, Inc
848637104
451.00000000
NS
USD
52189.72000000
0.000264216457
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
131993.00000000
NS
USD
12275349.00000000
0.062145365464
Long
EC
CORP
US
N
1
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Corp
J76379106
311100.00000000
NS
39285139.78000000
0.198885536284
Long
EC
CORP
JP
N
2
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
Kesko Oyj (B Shares)
449000900
98864.00000000
NS
3295215.44000000
0.016682406976
Long
EC
CORP
FI
N
2
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG.
D31709104
102204.00000000
NS
6916863.22000000
0.035017415201
Long
EC
CORP
DE
N
2
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746UDM8
8325000.00000000
PA
USD
8595562.50000000
0.043516023286
Long
DBT
CORP
US
N
2
N/A
Fixed
4.35000000
N
N
N
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem, Inc
98419M100
39243.00000000
NS
USD
4706020.56000000
0.023824770080
Long
EC
CORP
US
N
1
N
N
N
SolarCity Corporation d/b/a Te
N/A
TES LLC
88159TAA8
6930235.70000000
PA
USD
7220333.29000000
0.036553767317
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
78501.00000000
NS
USD
7583981.61000000
0.038394778741
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Multifamily Variab
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Variable Rate Certificate
3137FWGF1
6140000.00000000
PA
USD
6356840.24000000
0.032182234485
Long
ABS-MBS
USGSE
US
N
2
2038-09-15
Fixed
1.76131000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754AAB9
250000.00000000
PA
USD
250312.85000000
0.001267237578
Long
ABS-CBDO
USGSE
US
Y
2
2041-12-25
Variable
1.70000000
N
N
N
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG.
510740905
33243.00000000
NS
3407575.06000000
0.017251240469
Long
EC
CORP
DE
N
2
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
275933.00000000
NS
USD
23548122.22000000
0.119215075788
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132ACSW1
3846865.80000000
PA
USD
4203635.29000000
0.021281386897
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
10834.00000000
NS
USD
6841887.68000000
0.034637842911
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc
174610105
498982.00000000
NS
USD
23576899.50000000
0.119360764076
Long
EC
CORP
US
N
1
N
N
N
Oversea-Chinese Banking Corp Ltd
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp
B0F9V2906
1100.00000000
NS
9310.12000000
0.000047133552
Long
EC
CORP
SG
N
2
N
N
N
Loblaw Cos Ltd
5493008LN3O1DIDTSH67
Loblaw Cos Ltd
539481101
138558.00000000
NS
11352346.83000000
0.057472560872
Long
EC
CORP
CA
N
1
N
N
N
PRA Group Inc
549300Q5HW3JSSB86K27
PRA Group, Inc
69354N106
5978.00000000
NS
USD
300155.38000000
0.001519571116
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries, Inc
693506107
20642.00000000
NS
USD
3559506.48000000
0.018020410749
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES 2020-A
N/A
Delta Air Lines Pass Through Trust
247361ZW1
11929570.51000000
PA
USD
11877977.98000000
0.060133628994
Long
ABS-O
CORP
US
N
2
2028-06-10
Fixed
2.50000000
N
N
N
N
N
N
Performance Food Group Co
549300EUK8GR9IT1YK57
Performance Food Group Co
71377A103
51050.00000000
NS
USD
2342684.50000000
0.011860109592
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
221467.00000000
NS
USD
10809804.27000000
0.054725876792
Long
EC
CORP
US
N
1
N
N
N
Brookfield Property Partners LP
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
EP0585729
695000.00000000
NS
USD
16374200.00000000
0.082896269848
Long
EP
CORP
BM
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
291686.00000000
NS
USD
4206112.12000000
0.021293926134
Long
EC
CORP
US
N
1
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AL1
2775000.00000000
PA
USD
2837933.70000000
0.014367365599
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.40000000
N
N
N
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oil Oyj
X5688A109
273168.00000000
NS
13444172.41000000
0.068062668343
Long
EC
CORP
FI
N
2
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
14700000.00000000
PA
USD
14368156.61000000
0.072740444575
Long
DBT
CORP
CH
Y
2
2027-01-30
Fixed
1.36400000
N
N
N
N
N
N
KLABIN AUSTRIA GMBH
984500578YEA8DD41B09
Klabin Austria GmbH
49836AAB0
10000000.00000000
PA
USD
11512600.00000000
0.058283860967
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
70399.00000000
NS
USD
19862373.86000000
0.100555551008
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36264DAD8
1235707.53000000
PA
USD
1221757.63000000
0.006185288452
Long
ABS-CBDO
USGSE
US
Y
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
D5357W103
65542.00000000
NS
16861141.74000000
0.085361468385
Long
EC
CORP
DE
N
2
N
N
N
Chr Hansen Holding A/S
549300MKPW8ZF3E8MW37
Chr Hansen Holding A/S
K1830B107
290.00000000
NS
22866.61000000
0.000115764841
Long
EC
CORP
DK
N
2
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAJ7
2800000.00000000
PA
USD
2724690.75000000
0.013794060147
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
116465.00000000
NS
USD
1654967.65000000
0.008378463980
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31368HJH7
3923.10000000
PA
USD
4156.77000000
0.000021044125
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
8.00000000
N
N
N
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon plc
068253004
38776.00000000
NS
1502919.63000000
0.007608703399
Long
EC
CORP
GB
N
2
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05491VAL0
4940000.00000000
PA
USD
4331729.40000000
0.021929878055
Long
ABS-MBS
USGSE
US
Y
2
2038-08-05
Variable
4.26650000
N
N
N
N
N
N
Mitsubishi Estate Co Ltd
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co Ltd
J43916113
559000.00000000
NS
7754717.81000000
0.039259150381
Long
EC
CORP
JP
N
2
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc (ADR)
046353108
12920.00000000
NS
USD
752590.00000000
0.003810073391
Long
EC
CORP
GB
N
1
N
N
N
Commerce Bancshares Inc/MO
N/A
Commerce Bancshares, Inc
200525103
784.00000000
NS
USD
53892.16000000
0.000272835255
Long
EC
CORP
US
N
1
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
H0010V101
353727.00000000
NS
13481517.72000000
0.068251733268
Long
EC
CORP
CH
N
2
N
N
N
NEW JERSEY ST ECON DEV AUTH RE
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64577BTX2
7400000.00000000
PA
USD
9136831.06000000
0.046256257594
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
1366952.90000000
0.006920356198
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
3147250.83000000
PA
USD
3441705.48000000
0.017424029644
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
6454.00000000
NS
3640856.54000000
0.018432254780
Long
EC
CORP
CH
N
2
N
N
N
Otsuka Corp
529900RG9DJ58J3UIE72
Otsuka Corp
626705909
38600.00000000
NS
1840549.45000000
0.009317993176
Long
EC
CORP
JP
N
2
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03465MAC7
2115000.00000000
PA
USD
2116432.70000000
0.010714683845
Long
ABS-CBDO
CORP
US
Y
2
2066-11-25
Variable
2.83700000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA S.A.
F06106102
574060.00000000
NS
17085895.30000000
0.086499309119
Long
EC
CORP
FR
N
2
N
N
N
Sumitomo Metal Mining Co Ltd
353800CF81IXL9974H84
Sumitomo Metal Mining Co Ltd
J77712123
241100.00000000
NS
9131522.91000000
0.046229384475
Long
EC
CORP
JP
N
2
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAL3
2000000.00000000
PA
USD
1903778.80000000
0.009638099029
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
485581.00000000
NS
3065705.32000000
0.015520485610
Long
EC
CORP
AU
N
2
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ELT1
48488.24000000
PA
USD
48776.65000000
0.000246937397
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
1.10188000
N
N
N
N
N
N
PUBLIC FIN AUTH WI REVENUE
5493004S6D3NA627K012
Public Finance Authority
74442PMD4
1735000.00000000
PA
USD
1734197.39000000
0.008779573647
Long
DBT
MUN
US
Y
2
2029-06-01
Fixed
9.00000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp
31847RAH5
10178000.00000000
PA
USD
9957622.79000000
0.050411610084
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.40000000
N
N
N
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global plc (Class A)
G5480U104
2960.00000000
NS
USD
82110.40000000
0.000415693339
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
679.00000000
NS
USD
95195.80000000
0.000481939681
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SY5
4700000.00000000
PA
USD
4936468.75000000
0.024991440534
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
Ibiden Co Ltd
52990051DBFIQEY37C91
Ibiden Co Ltd
645610007
16400.00000000
NS
973922.31000000
0.004930593654
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZQ8
4490434.23000000
PA
USD
4914647.66000000
0.024880968757
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H022614
87870000.00000000
PA
USD
89984274.34000000
0.455555733275
Long
ABS-O
USGSE
US
N
2
2052-01-20
Fixed
2.50000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAC7
900000.00000000
PA
USD
925236.99000000
0.004684118625
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
5212789.75000000
0.026390347362
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
Univest Financial Corp
4WII2HCR8UEWNU03U507
Univest Financial Corp
915271100
18027.00000000
NS
USD
539367.84000000
0.002730611694
Long
EC
CORP
US
N
1
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
DSM NV
B0HZL9902
45685.00000000
NS
10288549.48000000
0.052086964495
Long
EC
CORP
NL
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q7TF4
2523499.52000000
PA
USD
2696497.07000000
0.013651326401
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
1576.00000000
NS
USD
74040.48000000
0.000374838441
Long
EC
CORP
US
N
1
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAC6
12450000.00000000
PA
USD
13186574.62000000
0.066758549918
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
459925.00000000
NS
3581223.96000000
0.018130357988
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
01F030629
68640000.00000000
PA
USD
71003949.93000000
0.359465659005
Long
ABS-O
USGSE
US
N
2
2051-02-25
Fixed
3.00000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc
446150104
303495.00000000
NS
USD
4679892.90000000
0.023692495798
Long
EC
CORP
US
N
1
N
N
N
Heritage Financial Corp/WA
N/A
Heritage Financial Corp
42722X106
4964.00000000
NS
USD
121320.16000000
0.000614197256
Long
EC
CORP
US
N
1
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz AG.
D03080112
118453.00000000
NS
27938160.04000000
0.141440146922
Long
EC
CORP
DE
N
2
N
N
N
SunRun Athena Issuer
5493001ZI15Y2FZFMI30
Sunrun Athena Issuer LLC
86772DAA4
2794385.28000000
PA
USD
3056303.85000000
0.015472889587
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
58468.00000000
NS
USD
602805.08000000
0.003051770014
Long
EC
CORP
US
N
1
N
N
N
PEOPLES UNITED BANK
N4662XQCE3KKIZ6EZS08
People's United Bank NA
71270QEB8
10000000.00000000
PA
USD
10498176.70000000
0.053148226395
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
Hyundai Capital Services, Inc
44920UAP3
12925000.00000000
PA
USD
12608173.74000000
0.063830328971
Long
DBT
CORP
KR
Y
2
2026-02-08
Fixed
1.25000000
N
N
N
N
N
N
AtriCure Inc
N/A
AtriCure, Inc
04963C209
8730.00000000
NS
USD
606996.90000000
0.003072991585
Long
EC
CORP
US
N
1
N
N
N
AMSR Trust
N/A
AMSR Trust
00180AAA7
99904.14000000
PA
USD
99859.94000000
0.000505552425
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
83115.00000000
NS
USD
11668514.85000000
0.059073197819
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
13267679.76000000
0.067169154013
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
91100.00000000
NS
USD
10017356.00000000
0.050714016327
Long
EC
CORP
US
N
1
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAN0
2500000.00000000
PA
USD
2312703.50000000
0.011708327332
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
1249895.00000000
NS
12863866.92000000
0.065124805089
Long
EC
CORP
IL
N
2
N
N
N
Franklin Street Properties Corp
549300STLK2T6QY5WO82
Franklin Street Properties Corp
35471R106
55983.00000000
NS
USD
333098.85000000
0.001686351220
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
7375730.95000000
0.037340485835
Long
DBT
MUN
US
Y
2
2029-12-01
Fixed
10.00000000
N
N
N
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
Vivendi Universal S.A.
F97982106
319074.00000000
NS
4316083.88000000
0.021850670811
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CCP7
390271.98000000
PA
USD
399484.20000000
0.002022434686
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418AJY5
984624.73000000
PA
USD
1069726.03000000
0.005415611000
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.00000000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust
382371AA0
3896248.44000000
PA
USD
3828794.64000000
0.019383713016
Long
ABS-O
CORP
US
Y
2
2048-05-20
Fixed
2.10000000
N
N
N
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC plc
G2689P101
92545.00000000
NS
7576025.91000000
0.038354502095
Long
EC
CORP
GB
N
2
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343V104
1337473.00000000
NS
USD
69495097.08000000
0.351826917997
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
1228357.96000000
0.006218703382
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
6997.00000000
NS
USD
345231.98000000
0.001747776585
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc
031162CZ1
10000000.00000000
PA
USD
9683131.30000000
0.049021965361
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.00000000
N
N
N
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals plc
G50871105
29343.00000000
NS
USD
3738298.20000000
0.018925564385
Long
EC
CORP
US
N
1
N
N
N
Orthofix Medical Inc
N/A
Orthofix Medical Inc
68752M108
32369.00000000
NS
USD
1006352.21000000
0.005094773751
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
216041.00000000
NS
USD
7796919.69000000
0.039472802250
Long
EC
CORP
US
N
1
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N/A
49367.00000000
NS
2669780.79000000
0.013516072162
Long
EC
CORP
NL
N
2
N
N
N
Old National Bancorp/IN
549300MMK90CL5KMVX16
Old National Bancorp
680033107
9051.00000000
NS
USD
164004.12000000
0.000830289711
Long
EC
CORP
US
N
1
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAM6
7435000.00000000
PA
USD
8227196.57000000
0.041651128419
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.93000000
N
N
N
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681105
34209.00000000
NS
USD
1570535.19000000
0.007951014945
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137B56X6
2600000.00000000
PA
USD
2740011.04000000
0.013871620876
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
3374.02000000
0.000017081364
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
5.70000000
N
N
N
N
N
N
Silicon Laboratories Inc
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc
826919102
19466.00000000
NS
USD
4018171.72000000
0.020342456254
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CDK4
176283000.00000000
PA
USD
176172823.13000000
0.891895169603
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.25000000
N
N
N
N
N
N
Schnitzer Steel Industries Inc
549300F62TK8VRDSM285
Schnitzer Steel Industries, Inc (Class A)
806882106
5386.00000000
NS
USD
279641.12000000
0.001415715317
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Structured Agency Credit Risk Debt Note (STACR)
3137G1CT2
136273.21000000
PA
USD
136070.63000000
0.000688873206
Long
ABS-CBDO
USGSE
US
Y
2
2048-05-25
Variable
3.80755400
N
Y
N
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group plc
G54404127
3659787.00000000
NS
14779283.35000000
0.074821820958
Long
EC
CORP
GB
N
2
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAD4
14350000.00000000
PA
USD
14078892.77000000
0.071276013132
Long
DBT
CORP
US
N
2
2027-03-02
Fixed
1.26700000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MR9
10000000.00000000
PA
USD
10110887.80000000
0.051187531816
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
465.00000000
NS
USD
10946.10000000
0.000055415889
Long
EC
CORP
US
N
1
N
N
Karyopharm Therapeutics Inc
549300J1VANRCNTYST87
Karyopharm Therapeutics, Inc
48576U106
106403.00000000
NS
USD
684171.29000000
0.003463695806
Long
EC
CORP
US
N
1
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CBD2
10350000.00000000
PA
USD
10318058.55000000
0.052236357554
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.12500000
N
N
N
N
N
N
UOL Group Ltd
254900O9PRCWTMR86R25
UOL Group Ltd
691684005
1300.00000000
NS
6842.94000000
0.000034643170
Long
EC
CORP
SG
N
2
N
N
N
MarineMax Inc
254900TIXTN8WY3FNN63
MarineMax, Inc
567908108
38743.00000000
NS
USD
2287386.72000000
0.011580158223
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2M5
4350000.00000000
PA
USD
4246390.53000000
0.021497840215
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
18503235.98000000
0.093674759247
Long
DBT
CORP
US
Y
2
2022-12-06
Fixed
2.87500000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
53308.00000000
NS
USD
4956044.76000000
0.025090546335
Long
EC
CORP
US
N
1
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAL6
7500000.00000000
PA
USD
7607343.98000000
0.038513053425
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
1473072.17000000
PA
USD
1535849.64000000
0.007775415360
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
4595000.00000000
PA
USD
5356663.98000000
0.027118727191
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
10216080.00000000
0.051720079422
Long
DBT
NUSS
IT
N
2
2029-10-17
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHKM3
2696362.98000000
PA
USD
2903109.20000000
0.014697324061
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc
744573AQ9
10000000.00000000
PA
USD
9269294.70000000
0.046926870000
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
17181267.44000000
0.086982141542
Long
DBT
CORP
US
Y
2
2042-12-06
Fixed
4.25000000
N
N
N
N
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063P105
2088.00000000
NS
USD
162509.04000000
0.000822720696
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA ST MUNI FIN AUTH MO
5493000UQOV6R4ZWS346
California Municipal Finance Authority
13049SDS0
350000.00000000
PA
USD
348423.18000000
0.001763932402
Long
DBT
MUN
US
N
2
2028-08-15
Fixed
2.28800000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JH0
7500000.00000000
PA
USD
7010214.75000000
0.035490018053
Long
DBT
NUSS
N/A
N
2
2030-09-23
Fixed
0.75000000
N
N
N
N
N
N
Umpqua Holdings Corp
5299002ENJ7CY215BW86
Umpqua Holdings Corp
904214103
2050.00000000
NS
USD
39442.00000000
0.000199679659
Long
EC
CORP
US
N
1
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion plc
N/A
1425770.00000000
NS
4203886.89000000
0.021282660651
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Structured Agency Credit Risk Debt Note (STACR)
3137G0UD9
2213636.33000000
PA
USD
2238629.61000000
0.011333319749
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
207582.00000000
NS
17202490.78000000
0.087089587140
Long
EC
CORP
JP
N
2
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc
42250PAD5
5125000.00000000
PA
USD
5132077.01000000
0.025981729837
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.12500000
N
N
N
N
N
Cardlytics Inc
549300JETJBH94EIPC66
Cardlytics, Inc
14161W105
23422.00000000
NS
USD
1547959.98000000
0.007836725349
Long
EC
CORP
US
N
1
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust
22541NZD4
19736.11000000
PA
USD
19871.57000000
0.000100602107
Long
ABS-O
CORP
US
N
2
2033-06-25
Variable
3.98550000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140LNJM0
5091454.19000000
PA
USD
5396654.39000000
0.027321183238
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
3.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05583JAK8
20525000.00000000
PA
USD
20348638.53000000
0.103017321800
Long
DBT
CORP
FR
Y
2
2027-10-19
Fixed
2.04500000
N
N
N
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Evergy, Inc
95709TAN0
12025000.00000000
PA
USD
12464586.74000000
0.063103403277
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
3543932.70000000
0.017941566697
Long
DBT
NUSS
N/A
N
2
2027-10-21
Fixed
0.62500000
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770QAA0
920799.08000000
PA
USD
961573.44000000
0.004868076080
Long
ABS-O
CORP
US
Y
2
2040-09-21
Fixed
3.99000000
N
N
N
N
N
N
Teradata Corp
549300JU9SOUHV4U4R71
Teradata Corp
88076W103
60958.00000000
NS
USD
2588886.26000000
0.013106534304
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
13065000.00000000
PA
USD
13032337.50000000
0.065977706767
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137F5RP6
4073818.15000000
PA
USD
4645633.93000000
0.023519055824
Long
ABS-CBDO
USGSE
US
N
2
2048-06-15
Variable
9.74440000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CY2
16250000.00000000
PA
USD
15946217.63000000
0.080729559900
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.90000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VHX7
33500000.00000000
PA
USD
34726447.40000000
0.175806632051
Long
DBT
NUSS
N/A
N
2
2026-04-07
Fixed
2.12500000
N
N
N
N
N
Daimler Truck Holding AG
529900PW78JIYOUBSR24
Daimler Truck Holding AG.
N/A
93743.00000000
NS
3446194.47000000
0.017446755672
Long
EC
CORP
DE
N
2
N
N
N
SAN FRANCISCO CITY & CNTY CA C
N/A
City & County of San Francisco CA Community Facilities District No 2014-
79772EEB1
5465000.00000000
PA
USD
5569359.64000000
0.028195523420
Long
DBT
MUN
US
N
2
2050-09-01
Fixed
3.48200000
N
N
N
N
N
N
NORTHWESTERN CORP
3BPWMBHR1R9SHUN7J795
NorthWestern Corp
668074AU1
3000000.00000000
PA
USD
3517557.12000000
0.017808037291
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.17600000
N
N
N
N
N
N
DENSO CORP
549300RYPA10CQM3QK38
Denso Corp
24872BAA8
4425000.00000000
PA
USD
4333613.17000000
0.021939414857
Long
DBT
CORP
JP
Y
2
2026-09-16
Fixed
1.23900000
N
N
N
N
N
N
EMPOWER FINANCE 2020 LP
N/A
Empower Finance 2020 LP
29248HAA1
11400000.00000000
PA
USD
11054139.16000000
0.055962850261
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
11941307.36000000
0.060454241261
Long
ABS-MBS
USGSE
US
Y
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem, Inc
98419MAM2
6500000.00000000
PA
USD
6426159.87000000
0.032533173081
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
194511.79000000
PA
USD
203161.30000000
0.001028527436
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAY7
35275000.00000000
PA
USD
33785458.10000000
0.171042765546
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.62500000
N
N
N
N
N
N
Trinseo PLC
N/A
Trinseo plc
G9059U107
24182.00000000
NS
USD
1268587.72000000
0.006422371167
Long
EC
CORP
US
N
1
N
N
N
National Instruments Corp
549300TP4OOPCYWDUP86
National Instruments Corp
636518102
56510.00000000
NS
USD
2467791.70000000
0.012493479174
Long
EC
CORP
US
N
1
N
N
N
CLP Holdings Ltd
25490002BUTSMP94GO68
CLP Holdings Ltd
Y1660Q104
1300000.00000000
NS
13136200.45000000
0.066503524891
Long
EC
CORP
HK
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251PAH7
3000000.00000000
PA
USD
3117976.50000000
0.015785114468
Long
ABS-MBS
USGSE
US
N
2
2049-10-10
Fixed
3.14300000
N
N
N
N
N
N
Naturgy Energy Group SA
TL2N6M87CW970S5SV098
Naturgy Energy Group S.A.
565042900
202403.00000000
NS
6583190.70000000
0.033328159710
Long
EC
CORP
ES
N
2
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
G51502105
342973.00000000
NS
USD
27887134.63000000
0.141181824918
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320102
286747.00000000
NS
USD
31037495.28000000
0.157130887869
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
20449.00000000
NS
USD
13869329.76000000
0.070215076303
Long
EC
CORP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AW3
10000000.00000000
PA
USD
10209347.80000000
0.051685996885
Long
DBT
CORP
NL
N
2
2032-04-01
Fixed
2.72700000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc
149123101
285113.00000000
NS
USD
58944261.62000000
0.298412100576
Long
EC
CORP
US
N
1
N
N
N
Dolby Laboratories Inc
549300X04FB2QPCJ5J24
Dolby Laboratories, Inc (Class A)
25659T107
118450.00000000
NS
USD
11278809.00000000
0.057100267153
Long
EC
CORP
US
N
1
N
N
N
Winmark Corp
N/A
Winmark Corp
974250102
874.00000000
NS
USD
217005.46000000
0.001098615087
Long
EC
CORP
US
N
1
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375102
211486.00000000
NS
25977860.53000000
0.131515905300
Long
EC
CORP
CA
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBL9
2500000.00000000
PA
USD
2308493.00000000
0.011687011192
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
3508074.38000000
0.017760029830
Long
EC
CORP
NL
N
2
N
N
N
Atara Biotherapeutics Inc
549300WBXUXZRE03MS38
Atara Biotherapeutics, Inc
046513107
73556.00000000
NS
USD
1159242.56000000
0.005868798724
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
549300I3GDJZU6IW8K79
Sequoia Mortgage Trust
81748HAU3
5824.01000000
PA
USD
5857.68000000
0.000029655178
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
10225824.00000000
0.051769409542
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
3.35600000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262PAH4
3468783.51000000
PA
USD
3503926.45000000
0.017739030458
Long
ABS-CBDO
USGSE
US
Y
2
2052-03-25
Variable
2.50000000
N
N
N
N
N
N
NY STATE ELECTRIC & GAS
549300GEC6J0YHUXA160
New York State Electric & Gas Corp
649840CT0
11250000.00000000
PA
USD
10999476.23000000
0.055686112894
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
2.15000000
N
N
N
N
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp
231561101
77587.00000000
NS
USD
10758989.29000000
0.054468620114
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QEDU3
15268222.85000000
PA
USD
16099435.44000000
0.081505242676
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAE5
7500000.00000000
PA
USD
7493102.10000000
0.037934690774
Long
DBT
CORP
JP
Y
2
2031-04-03
Fixed
2.06500000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GXV2
11400000.00000000
PA
USD
13125053.70000000
0.066447093188
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
202023.28000000
0.001022766079
Long
EC
CORP
US
N
1
N
N
N
Lands' End Inc
54930016WOL7P2P67Q43
Lands' End, Inc
51509F105
27150.00000000
NS
USD
532954.50000000
0.002698143423
Long
EC
CORP
US
N
1
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
219457.00000000
NS
USD
4786357.17000000
0.024231483404
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG.
H1512E100
211279.00000000
NS
7315603.51000000
0.037036083757
Long
EC
CORP
GB
N
2
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167DR1
6500000.00000000
PA
USD
6630809.12000000
0.033569233435
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
4769246.48000000
0.024144858568
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
27795.00000000
NS
38270503.62000000
0.193748824083
Long
EC
CORP
CA
N
1
N
N
N
SAN FRANCISCO CITY & CNTY CA C
N/A
City & County of San Francisco CA Community Facilities District No 2014-
79772EDZ9
350000.00000000
PA
USD
357668.08000000
0.001810735771
Long
DBT
MUN
US
N
2
2036-09-01
Fixed
3.09100000
N
N
N
N
N
N
DELTA AIR LINES 2020-AA
N/A
Delta Air Lines Pass Through Trust
247361ZV3
4551545.52000000
PA
USD
4450020.93000000
0.022528742524
Long
ABS-O
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
2366192.04000000
0.011979119215
Long
EC
CORP
NZ
N
2
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385XF8
29188000.00000000
PA
USD
29171897.57000000
0.147686084996
Long
STIV
USGSE
US
N
2
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc
95040Q104
190371.00000000
NS
USD
16328120.67000000
0.082662987943
Long
EC
CORP
US
N
1
N
N
N
Perficient Inc
549300HTBXKL2755T650
Perficient, Inc
71375U101
57183.00000000
NS
USD
7393190.07000000
0.037428874637
Long
EC
CORP
US
N
1
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
186877.00000000
NS
USD
10794015.52000000
0.054645944430
Long
EC
CORP
US
N
1
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AX2
7500000.00000000
PA
USD
7638179.93000000
0.038669163966
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
3.37500000
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746UDL0
8525000.00000000
PA
USD
8325625.91000000
0.042149438268
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.25000000
N
N
N
N
N
N
Singapore Airlines Ltd
549300ZG62N2599PWR15
Singapore Airlines Ltd
681173001
676449.00000000
NS
2508102.32000000
0.012697556321
Long
EC
CORP
SG
N
2
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co
254687106
563977.00000000
NS
USD
87354397.53000000
0.442241679598
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac, Inc
001055102
287827.00000000
NS
USD
16806218.53000000
0.085083413320
Long
EC
CORP
US
N
1
N
N
N
Fast Retailing Co Ltd
353800ZCXKHDPY0N5218
Fast Retailing Co Ltd
J1346E100
13700.00000000
NS
7787690.27000000
0.039426077250
Long
EC
CORP
JP
N
2
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CS9
16400000.00000000
PA
USD
15722132.57000000
0.079595103523
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.62500000
N
N
N
N
N
N
Sysmex Corp
5299001ZO4CKWACMZI55
Sysmex Corp
J7864H102
78900.00000000
NS
10650041.62000000
0.053917060010
Long
EC
CORP
JP
N
2
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group plc
G88473148
725995.00000000
NS
14231860.60000000
0.072050430356
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
7576147.79000000
0.038355119127
Long
DBT
MUN
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Kajima Corp
N/A
Kajima Corp
J29223120
303500.00000000
NS
3487978.68000000
0.017658293039
Long
EC
CORP
JP
N
2
N
N
N
WSFS Financial Corp
549300SU7VQHD6QRG886
WSFS Financial Corp
929328102
1706.00000000
NS
USD
85504.72000000
0.000432877474
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
630521.15000000
0.003192085805
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAW5
10500000.00000000
PA
USD
10648425.27000000
0.053908877053
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage S.A.
F2924U106
28212.00000000
NS
2908761.95000000
0.014725941757
Long
EC
CORP
FR
N
2
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid, Inc
05351WAC7
14950000.00000000
PA
USD
15711025.12000000
0.079538870780
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
iRobot Corp
5493009PRNKOUKBAT390
iRobot Corp
462726100
25198.00000000
NS
USD
1660044.24000000
0.008404164800
Long
EC
CORP
US
N
1
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VLH7
1000000.00000000
PA
USD
1012746.82000000
0.005127147199
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
520402.00000000
NS
1727354.90000000
0.008744932754
Long
EC
CORP
NZ
N
2
N
N
N
eHealth Inc
5299003O8Y5OKXUZQ421
eHealth, Inc
28238P109
37622.00000000
NS
USD
959361.00000000
0.004856875348
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4JV9
1479869.28000000
PA
USD
1633612.97000000
0.008270353457
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
179441.00000000
NS
USD
3197638.62000000
0.016188413108
Long
EC
CORP
US
N
1
N
N
N
KAR Auction Services Inc
5493004HKD20LBSG7D03
KAR Auction Services, Inc
48238T109
219671.00000000
NS
USD
3431261.02000000
0.017371153365
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
294385.00000000
NS
USD
81315024.70000000
0.411666660371
Long
EC
CORP
US
N
1
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742BG9
12736000.00000000
PA
USD
13683008.08000000
0.069271801378
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
3.90000000
N
N
N
N
N
INTL DEVELOPMENT ASSOC
P41R60HC414IWQA1XW02
International Development Association
45939EAA8
27150000.00000000
PA
USD
27890076.15000000
0.141196716701
Long
DBT
NUSS
N/A
Y
2
2023-04-24
Fixed
2.75000000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc
459506101
61177.00000000
NS
USD
9216315.05000000
0.046658654431
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA ST MUNI FIN AUTH MO
5493000UQOV6R4ZWS346
California Municipal Finance Authority
13049SED2
500000.00000000
PA
USD
484405.90000000
0.002452360555
Long
DBT
MUN
US
N
2
2056-08-15
Fixed
3.69400000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAS4
10800000.00000000
PA
USD
10592766.25000000
0.053627096865
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro, Inc
418056107
804.00000000
NS
USD
81831.12000000
0.000414279452
Long
EC
CORP
US
N
1
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAL7
4175000.00000000
PA
USD
4085598.60000000
0.020683812585
Long
DBT
CORP
US
N
2
2031-08-16
Fixed
2.50000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88161FAF3
6250000.00000000
PA
USD
6206847.50000000
0.031422878996
Long
ABS-O
CORP
US
Y
2
2025-03-20
Fixed
1.18000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc
693475105
258107.00000000
NS
USD
51755615.64000000
0.262018753909
Long
EC
CORP
US
N
1
N
N
N
TriMas Corp
75G1WUQ8QK4P5MZOYD78
Trimas Corp
896215209
20355.00000000
NS
USD
753135.00000000
0.003812832516
Long
EC
CORP
US
N
1
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS S.A.
H7485A108
3476.00000000
NS
11587928.05000000
0.058665217880
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
8653337.10000000
0.043808513840
Long
EC
CORP
JP
N
2
N
N
N
IDP Education Ltd
N/A
IDP Education Ltd
N/A
168.00000000
NS
4232.30000000
0.000021426505
Long
EC
CORP
AU
N
2
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorporation
989701107
57728.00000000
NS
USD
3646100.48000000
0.018458802829
Long
EC
CORP
US
N
1
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613GAB2
475000.00000000
PA
USD
466828.01000000
0.002363370466
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
21440723.68000000
PA
USD
22675521.33000000
0.114797433469
Long
DBT
CORP
US
Y
2
2035-06-30
Fixed
3.95000000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro Quebec
448814DX8
6082000.00000000
PA
USD
6096957.28000000
0.030866547125
Long
DBT
NUSS
CA
N
2
2022-01-15
Fixed
8.40000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313TC2
20000000.00000000
PA
USD
19999522.20000000
0.101249880246
Long
STIV
USGSE
US
N
2
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Structured Agency Credit Risk Debt Note (STACR)
35565TBD0
65000.00000000
PA
USD
67875.55000000
0.000343627774
Long
ABS-CBDO
USGSE
US
Y
2
2050-11-25
Variable
4.04967000
N
N
N
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
Fortune Brands Home & Security, Inc
34964C106
1653.00000000
NS
USD
176705.70000000
0.000894592920
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137FJE54
2827124.14000000
PA
USD
3329569.97000000
0.016856330734
Long
ABS-CBDO
USGSE
US
N
2
2048-10-15
Variable
9.66440000
N
N
N
N
N
N
United Natural Foods Inc
549300GKGW6WPZ282D40
United Natural Foods, Inc
911163103
95857.00000000
NS
USD
4704661.56000000
0.023817889986
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654TBQ0
6610000.00000000
PA
USD
6535121.26000000
0.033084802644
Long
ABS-CBDO
USGSE
US
Y
2
2052-06-25
Variable
2.50000000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
N20944109
731123.00000000
NS
14135677.28000000
0.071563491241
Long
EC
CORP
IT
N
2
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746UDF3
7110000.00000000
PA
USD
7654267.16000000
0.038750607418
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
116800.00000000
NS
20273602.15000000
0.102637441500
Long
EC
CORP
JP
N
2
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap, Inc
364760108
23876.00000000
NS
USD
421411.40000000
0.002133443657
Long
EC
CORP
US
N
1
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802D2D7
1900000.00000000
PA
USD
1847204.87000000
0.009351687005
Long
DBT
NUSS
FR
Y
2
2026-02-18
Fixed
0.62500000
N
N
N
N
N
N
Kintetsu Group Holdings Co Ltd
N/A
Kintetsu Corp
649296001
200.00000000
NS
5590.92000000
0.000028304675
Long
EC
CORP
JP
N
2
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
196527.00000000
NS
USD
45128495.01000000
0.228468193878
Long
EC
CORP
US
N
1
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
206775.00000000
NS
USD
16078824.00000000
0.081400894892
Long
EC
CORP
US
N
1
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAV2
13400000.00000000
PA
USD
13388697.90000000
0.067781822259
Long
DBT
CORP
NL
Y
2
2037-03-13
Fixed
3.32400000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables Owner Trust
89190GAD9
9900000.00000000
PA
USD
9696168.90000000
0.049087969710
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.53000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix, Inc
64110L106
131390.00000000
NS
USD
79154591.60000000
0.400729219443
Long
EC
CORP
US
N
1
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
R67787102
304982.00000000
NS
3057004.78000000
0.015476438126
Long
EC
CORP
NO
N
2
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa plc
N/A
1140341.00000000
NS
7984185.19000000
0.040420855371
Long
EC
CORP
GB
N
2
N
N
N
STAR ENERGY GEOTHERMAL
N/A
Star Energy Geothermal Wayang Windu Ltd
85511XAC4
26083570.00000000
PA
USD
28561509.15000000
0.144595923451
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
19065600.00000000
0.096521791746
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
45168.00000000
NS
USD
757467.36000000
0.003834765587
Long
EC
CORP
US
N
1
N
N
N
FIBRIA OVERSEAS FINANCE
549300WABWKSHESAMG92
Fibria Overseas Finance Ltd
31572UAF3
10500000.00000000
PA
USD
11773230.00000000
0.059603330304
Long
DBT
CORP
KY
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
251449.00000000
NS
USD
10354669.82000000
0.052421706317
Long
EC
CORP
US
N
1
N
N
N
Vicinity Centres
N/A
Vicinity Centres
N/A
182973.00000000
NS
225026.50000000
0.001139222524
Long
EC
CORP
AU
N
2
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBD3
11150000.00000000
PA
USD
11122318.01000000
0.056308013527
Long
DBT
CORP
FR
Y
2
2032-06-09
Fixed
2.88900000
N
N
N
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties, Inc
101121101
76706.00000000
NS
USD
8834997.08000000
0.044728188372
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
580406.56000000
0.002938374932
Long
EC
CORP
US
N
1
N
N
N
TFS Financial Corp
N/A
TFS Financial Corp
87240R107
6965.00000000
NS
USD
124464.55000000
0.000630116092
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CN8
6900000.00000000
PA
USD
6842503.40000000
0.034640960064
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.61300000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
098952906
323275.00000000
NS
37748607.14000000
0.191106663157
Long
EC
CORP
GB
N
2
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162FAG8
1000000.00000000
PA
USD
1071418.70000000
0.005424180337
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
5021923.00000000
NS
11552928.43000000
0.058488028280
Long
EC
CORP
GB
N
2
N
N
N
AID-JORDAN
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan Government AID Bond
418097AF8
5950000.00000000
PA
USD
6291510.19000000
0.031851493597
Long
DBT
NUSS
JO
N
2
2025-06-30
Fixed
3.00000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313YZ5
10000000.00000000
PA
USD
9988835.20000000
0.050569626498
Long
STIV
USGSE
US
N
2
N
N
N
abrdn plc
0TMBS544NMO7GLCE7H90
Standard Life Aberdeen plc
N/A
2304641.00000000
NS
7508551.93000000
0.038012907315
Long
EC
CORP
GB
N
2
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corp Mortgage Loan Trust
86359B7K1
1202529.08000000
PA
USD
1212954.89000000
0.006140723569
Long
ABS-O
CORP
US
N
2
2035-04-25
Variable
1.59925000
N
N
N
N
N
N
Canadian Tire Corp Ltd
549300RLHDA7VQYMUB14
Canadian Tire Corp Ltd
136681202
158.00000000
NS
22662.97000000
0.000114733890
Long
EC
CORP
CA
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H030617
36115000.00000000
PA
USD
37366481.54000000
0.189172108379
Long
ABS-O
USGSE
US
N
2
2051-01-20
Fixed
3.00000000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759NK0
5000000.00000000
PA
USD
5547093.70000000
0.028082799540
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
147158.00000000
NS
USD
6630939.48000000
0.033569893398
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc
09857L108
23897.00000000
NS
USD
57334399.31000000
0.290261987565
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
142997.00000000
NS
USD
13009867.06000000
0.065863947581
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828L57
4500000.00000000
PA
USD
4547988.27000000
0.023024713445
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
12895972.50000000
0.065287343278
Long
DBT
NUSS
NO
Y
2
2025-02-11
Fixed
2.12500000
N
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
64187.00000000
NS
USD
4699772.14000000
0.023793136736
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos, Inc
571748102
249748.00000000
NS
USD
43411197.36000000
0.219774177107
Long
EC
CORP
US
N
1
N
N
N
Renew Financial
N/A
Renew
75973LAA6
2567077.33000000
PA
USD
2643428.37000000
0.013382660006
Long
ABS-O
CORP
KY
Y
2
2052-09-20
Fixed
3.67000000
N
Y
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AJ2
1670000.00000000
PA
USD
1673904.59000000
0.008474334415
Long
DBT
CORP
NL
N
2
2022-03-29
Variable
1.36975000
N
N
N
N
N
N
ASGN Inc
LZBNYYCBUKY537072438
ASGN Inc
00191U102
1000.00000000
NS
USD
123400.00000000
0.000624726685
Long
EC
CORP
US
N
1
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast AS
K16018192
50637.00000000
NS
8915920.96000000
0.045137874818
Long
EC
CORP
DK
N
2
N
N
N
MICHIGAN ST
N/A
State of Michigan
594612BS1
4405000.00000000
PA
USD
4522955.33000000
0.022897981308
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
8893358.48000000
PA
USD
9782330.06000000
0.049524170487
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133AWHF4
1888563.92000000
PA
USD
2016927.68000000
0.010210928242
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31283HJT3
6418.52000000
PA
USD
6525.97000000
0.000033038473
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
19717.00000000
NS
USD
1687578.03000000
0.008543557777
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart, Inc
217204106
299733.00000000
NS
USD
45445517.46000000
0.230073156475
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5X47
944081.89000000
PA
USD
1071401.60000000
0.005424093766
Long
ABS-MBS
MUN
US
N
2
2033-12-01
Fixed
7.00000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SA5
25000000.00000000
PA
USD
24999882.00000000
0.126564776566
Long
STIV
USGSE
US
N
2
N
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
B02L48900
113527.00000000
NS
2686812.58000000
0.013602297557
Long
EC
CORP
NO
N
2
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel S.p.A.
714456902
2829342.00000000
NS
22623638.95000000
0.114534772956
Long
EC
CORP
IT
N
2
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AR6
1000000.00000000
PA
USD
1174352.39000000
0.005945293975
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
15885000.00000000
PA
USD
16663608.83000000
0.084361435320
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
6388022.32000000
0.032340097350
Long
EC
CORP
JP
N
2
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe, Inc
00724F101
149083.00000000
NS
USD
84539005.98000000
0.427988436224
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hills Bancorp Inc
549300AS2OC6UMMBNO37
Berkshire Hills Bancorp, Inc
084680107
50885.00000000
NS
USD
1446660.55000000
0.007323885339
Long
EC
CORP
US
N
1
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
689544005
181100.00000000
NS
3250812.11000000
0.016457610014
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
3187374.90000000
0.016136451846
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
2.95200000
N
N
N
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
126277.00000000
NS
USD
8089304.62000000
0.040953034570
Long
EC
CORP
US
N
1
N
N
N
CAE Inc
549300FFM2BEH2GF1E44
CAE, Inc
124765108
353323.00000000
NS
8913029.71000000
0.045123237532
Long
EC
CORP
CA
N
1
N
N
N
LOS ANGELES CA CMNTY CLG DIST
N/A
Los Angeles Community College District
54438CYP1
8655000.00000000
PA
USD
8480807.74000000
0.042935064122
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
15158.00000000
NS
USD
2281582.16000000
0.011550771971
Long
EC
CORP
US
N
1
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
J31843105
562532.00000000
NS
16450517.44000000
0.083282635661
Long
EC
CORP
JP
N
2
N
N
N
Agios Pharmaceuticals Inc
529900ONJHY8EOGYT555
Agios Pharmaceuticals, Inc
00847X104
49927.00000000
NS
USD
1641100.49000000
0.008308259888
Long
EC
CORP
US
N
1
N
N
N
Penumbra Inc
549300RGE06P3ECANU72
Penumbra, Inc
70975L107
13628.00000000
NS
USD
3915596.96000000
0.019823159739
Long
EC
CORP
US
N
1
N
N
N
Puma SE
529900GRZ2BQY5ZM9N49
Puma AG. Rudolf Dassler Sport
506472901
9035.00000000
NS
1103392.39000000
0.005586050818
Long
EC
CORP
DE
N
2
N
N
N
NORFOLK VA
N/A
City of Norfolk VA
655867TM1
3665000.00000000
PA
USD
3985837.03000000
0.020178758168
Long
DBT
MUN
US
N
2
2036-10-01
Fixed
3.05000000
N
N
N
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802D2C9
4750000.00000000
PA
USD
4603320.86000000
0.023304841043
Long
DBT
NUSS
FR
Y
2
2031-01-20
Fixed
1.37500000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
N/A
1113834.00000000
NS
12038251.85000000
0.060945033886
Long
EC
CORP
SE
N
2
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBT1
6225000.00000000
PA
USD
6097387.50000000
0.030868725163
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
Y
Barclays PLC
Barclays PLC 4.375 12/15/2170
USD
XXXX
N
N
N
GREAT-WEST LIFECO US FI
N/A
Great-West Lifeco US Finance 2020 LP
391399AA0
4700000.00000000
PA
USD
4566064.38000000
0.023116225830
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
10812591.60000000
0.054739987970
Long
DBT
CORP
NO
Y
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGK4
9825000.00000000
PA
USD
10286219.59000000
0.052075169159
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group
74251V102
642.00000000
NS
USD
46435.86000000
0.000235086879
Long
EC
CORP
US
N
1
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp
15872M104
3725.00000000
NS
USD
75282.25000000
0.000381125044
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
6358747.03000000
0.032191887829
Long
DBT
MUN
US
N
2
2035-09-01
Fixed
3.97400000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
540313.00000000
NS
USD
63200411.61000000
0.319959349180
Long
EC
CORP
US
N
1
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
1337820.00000000
NS
USD
50302032.00000000
0.254659819630
Long
EC
CORP
US
N
1
N
N
N
SALVATION ARMY
549300UQ1LCLSQQ6V491
Salvation Army
79585TAS2
20000000.00000000
PA
USD
22056797.20000000
0.111665071434
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
622360.00000000
NS
24309899.68000000
0.123071661751
Long
EC
CORP
CA
N
1
N
N
N
HOSPITAL SPECIAL SURGERY
549300U0XV0GGBTV6I72
New York Society for the Relief of the Ruptured & Crippled
44107HAB8
12505000.00000000
PA
USD
12749899.80000000
0.064547833442
Long
DBT
MUN
US
N
2
2031-12-20
Fixed
2.88100000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group plc
780097BN0
2790000.00000000
PA
USD
2834539.70000000
0.014350183084
Long
DBT
CORP
GB
N
2
2024-05-22
Fixed
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
3406404.96000000
0.017245316704
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
311355.00000000
NS
USD
22812980.85000000
0.115493338092
Long
EC
CORP
US
N
1
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
G47567105
309428.00000000
NS
USD
41129169.76000000
0.208221150044
Long
EC
CORP
US
N
1
N
N
N
Sally Beauty Holdings Inc
529900VXW6E8ONDIQ271
Sally Beauty Holdings, Inc
79546E104
1746.00000000
NS
USD
32231.16000000
0.000163173952
Long
EC
CORP
US
N
1
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
4380.00000000
NS
USD
291094.80000000
0.001473700888
Long
EC
CORP
US
N
1
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAL6
5932000.00000000
PA
USD
6895739.30000000
0.034910472927
Long
DBT
CORP
NO
N
2
2043-05-15
Fixed
3.95000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc
26614N102
397826.00000000
NS
USD
32136384.28000000
0.162694139757
Long
EC
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320AN2
10250000.00000000
PA
USD
10674074.99000000
0.054038731709
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.20000000
N
N
N
N
N
N
APTIV PLC
N/A
Aptiv plc
03835VAJ5
6250000.00000000
PA
USD
5953328.44000000
0.030139409611
Long
DBT
CORP
JE
N
2
2051-12-01
Fixed
3.10000000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAN6
13559000.00000000
PA
USD
12955311.29000000
0.065587752724
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
104411.00000000
NS
22226677.86000000
0.112525111804
Long
EC
CORP
FR
N
2
N
N
N
Sangamo Therapeutics Inc
2549006WMRKRC4G32Z67
Sangamo Therapeutics Inc
800677106
94032.00000000
NS
USD
705240.00000000
0.003570358573
Long
EC
CORP
US
N
1
N
N
N
Sprouts Farmers Market Inc
529900P8F4G77Q52XE24
Sprouts Farmers Market, Inc
85208M102
209998.00000000
NS
USD
6232740.64000000
0.031553965994
Long
EC
CORP
US
N
1
N
N
N
PAR Technology Corp
549300HYPTHBJQINVG57
PAR Technology Corp
698884103
44932.00000000
NS
USD
2371061.64000000
0.012003772125
Long
EC
CORP
US
N
1
N
N
CSG Systems International Inc
549300D7FJZUOHHXUA81
CSG Systems International, Inc
126349109
59654.00000000
NS
USD
3437263.48000000
0.017401541509
Long
EC
CORP
US
N
1
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
D06216317
175954.00000000
NS
12349393.48000000
0.062520224156
Long
EC
CORP
DE
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAR9
376387.92000000
PA
USD
378031.98000000
0.001913830356
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
1441316.25000000
0.007296829206
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
292706.00000000
0.001481857773
Long
EC
CORP
US
N
1
N
N
N
Summit Materials Inc
N/A
Summit Materials, Inc
86614U100
151235.00000000
NS
USD
6070572.90000000
0.030732973168
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C746
490000.00000000
NS
USD
12593000.00000000
0.063753510168
Long
EP
CORP
US
N
1
N
N
MS&AD Insurance Group Holdings Inc
529900CXROT5S2HMMP26
MS&AD Insurance Group Holdings Inc
B2Q4CS905
82300.00000000
NS
2534205.28000000
0.012829705557
Long
EC
CORP
JP
N
2
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AS9
9750000.00000000
PA
USD
9107136.97000000
0.046105927850
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
4929597.20000000
0.024956652522
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
2785.00000000
NS
USD
451782.70000000
0.002287201854
Long
EC
CORP
US
N
1
N
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
Abiomed, Inc
003654100
38759.00000000
NS
USD
13921070.03000000
0.070477017367
Long
EC
CORP
US
N
1
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
BN5341076
7925000.00000000
PA
9467516.15000000
0.047930388877
Long
DBT
NUSS
N/A
Y
2
2033-01-22
Fixed
2.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
12450000.00000000
PA
USD
12253780.41000000
0.062036171998
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAK8
8125000.00000000
PA
USD
8254256.48000000
0.041788122324
Long
DBT
CORP
NO
N
2
2030-05-22
Fixed
2.37500000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SG2
25000000.00000000
PA
USD
24999840.25000000
0.126564565201
Long
STIV
USGSE
US
N
2
N
N
N
Shimizu Corp
353800BRAE0QFP3ZLY22
Shimizu Corp
680440005
355600.00000000
NS
2204841.52000000
0.011162263659
Long
EC
CORP
JP
N
2
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc
744573AP1
19475000.00000000
PA
USD
18959949.93000000
0.095986926122
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DJ2
13876000.00000000
PA
USD
12232519.90000000
0.061928538222
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772QAT7
2800207.11000000
PA
USD
2775596.09000000
0.014051774283
Long
ABS-CBDO
USGSE
US
Y
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64828EAD7
470000.00000000
PA
USD
469228.92000000
0.002375525349
Long
ABS-CBDO
USGSE
US
Y
2
2059-09-25
Variable
2.98588000
N
N
N
N
N
N
Residential Asset Securities C
N/A
RASC Trust
76110W3U8
313876.93000000
PA
USD
313885.53000000
0.001589081579
Long
ABS-O
CORP
US
N
2
2035-08-25
Variable
3.07988000
N
N
N
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
690064001
2417500.00000000
NS
44681649.92000000
0.226205989241
Long
EC
CORP
JP
N
2
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc
78409V104
122346.00000000
NS
USD
57738747.78000000
0.292309048178
Long
EC
CORP
US
N
1
N
N
N
Elastic NV
2549003I48WHHH937I59
Elastic NV
N14506104
40306.00000000
NS
USD
4961265.54000000
0.025116977134
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648HAN3
287936.61000000
PA
USD
289854.70000000
0.001467422739
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
101926.00000000
NS
USD
11991593.90000000
0.060708822650
Long
EC
CORP
US
N
1
N
N
N
Omnicell Inc
5493008RH0GTKHHPZI77
Omnicell, Inc
68213N109
38104.00000000
NS
USD
6875485.76000000
0.034807937053
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHS86
1244796.71000000
PA
USD
1340194.68000000
0.006784889633
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
434454.00000000
NS
31937269.93000000
0.161686100471
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
9975000.00000000
0.050499584207
Long
DBT
CORP
US
Y
2
2030-09-15
Fixed
3.75000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
Keycorp
493267108
229018.00000000
NS
USD
5297186.34000000
0.026817614801
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46631KAA3
4466677.22000000
PA
USD
4414851.70000000
0.022350694254
Long
ABS-O
CORP
US
N
2
2037-06-25
Variable
0.26188000
N
N
N
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
AES Gener S.A.
00105DAG0
14500000.00000000
PA
USD
14761000.00000000
0.074729259397
Long
DBT
CORP
CL
Y
2
2079-10-07
Fixed
6.35000000
N
N
N
N
N
N
Columbia Banking System Inc
N/A
Columbia Banking System, Inc
197236102
2120.00000000
NS
USD
69366.40000000
0.000351175374
Long
EC
CORP
US
N
1
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAN2
17000000.00000000
PA
USD
15870643.08000000
0.080346955052
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.10000000
N
N
N
N
N
N
TD SYNNEX Corp
5493004HI6PFLF46NS53
SYNNEX Corp
87162W100
32734.00000000
NS
USD
3743460.24000000
0.018951697806
Long
EC
CORP
US
N
1
N
N
N
BioMerieux
549300AK8Y0LBIQ4T071
BioMerieux
B01MJR901
34133.00000000
NS
4853664.89000000
0.024572236474
Long
EC
CORP
FR
N
2
N
N
N
Mitsubishi Chemical Holdings Corp
353800YNKX4RQUGAR072
Mitsubishi Chemical Holdings Corp
B0JQTJ900
302800.00000000
NS
2245979.62000000
0.011370530019
Long
EC
CORP
JP
N
2
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TBA3
2100000.00000000
PA
USD
2025997.66000000
0.010256846058
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.90000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NBC8
5830000.00000000
PA
USD
6471300.00000000
0.032761700178
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
Expeditors International of Washington, Inc
302130109
106713.00000000
NS
USD
14330488.77000000
0.072549746805
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp
808513105
716294.00000000
NS
USD
60240325.40000000
0.304973572456
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
159524.00000000
NS
USD
54699184.36000000
0.276920908941
Long
EC
CORP
US
N
1
N
N
N
PriceSmart Inc
549300JVYOSTGVSDZS46
Pricesmart, Inc
741511109
38843.00000000
NS
USD
2842142.31000000
0.014388672171
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
1110005.70000000
0.005619531460
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
6018042.19000000
PA
USD
6237341.09000000
0.031577256301
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
714787.00000000
NS
USD
15582356.60000000
0.078887471606
Long
EC
CORP
US
N
1
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR, Inc
62944T105
1991.00000000
NS
USD
11764560.17000000
0.059559438293
Long
EC
CORP
US
N
1
N
N
N
Ellington Loan Acquisition Tru
N/A
Ellington Loan Acquisition Trust
288547AD4
172061.53000000
PA
USD
172156.37000000
0.000871561413
Long
ABS-O
CORP
US
Y
2
2037-05-25
Variable
1.20188000
N
N
N
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
65998.00000000
NS
9127388.53000000
0.046208453701
Long
EC
CORP
CA
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAN7
184808.80000000
PA
USD
185904.16000000
0.000941161181
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
1841148.00000000
NS
9153367.78000000
0.046339976640
Long
EC
CORP
NL
N
2
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey plc
G86954107
1162041.00000000
NS
2770454.48000000
0.014025744291
Long
EC
CORP
GB
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
12500000.00000000
PA
USD
12412139.50000000
0.062837883095
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
2.08700000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746YAU8
110204.72000000
PA
USD
111094.59000000
0.000562429133
Long
ABS-CBDO
USGSE
US
Y
2
2049-06-25
Variable
4.00000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
10000000.00000000
PA
USD
10050000.00000000
0.050879280329
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162VBJ6
8870000.00000000
PA
USD
9270313.74000000
0.046932029007
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
536396.80000000
0.002715570463
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
3979464.07000000
PA
USD
4187082.62000000
0.021197587103
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
2955339.90000000
0.014961747984
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
699740.00000000
NS
USD
46532710.00000000
0.235577193690
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748KAA0
1388008.81000000
PA
USD
1403957.59000000
0.007107696695
Long
ABS-CBDO
USGSE
US
Y
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
BANCO NACIONAL COM EXT
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC
05973JAA8
6925000.00000000
PA
USD
6838506.75000000
0.034620726564
Long
DBT
CORP
MX
Y
2
2031-08-11
Fixed
2.72000000
N
N
N
N
N
N
Fannie Mae Discount Notes
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
313589SP9
2000000.00000000
PA
USD
1999966.68000000
0.010125061230
Long
STIV
USGSE
US
N
2
N
N
N
Wolfspeed Inc
549300OGU88P3AW3TO93
Wolfspeed Inc
977852102
29210.00000000
NS
USD
3264801.70000000
0.016528433921
Long
EC
CORP
US
N
1
N
N
N
KLABIN FINANCE SA
222100T4G34Y3B3OF390
Klabin Finance S.A.
49835LAB7
7775000.00000000
PA
USD
8260937.50000000
0.041821945756
Long
DBT
CORP
LU
Y
2
2027-09-19
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAV88
517537.34000000
PA
USD
562280.34000000
0.002846608859
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
690353UZ8
2736000.00000000
PA
USD
2904326.19000000
0.014703485212
Long
DBT
USGSE
US
N
2
2030-05-15
Fixed
2.93000000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan Ltd
53948QAA4
6584358.92000000
PA
USD
6529419.03000000
0.033055934449
Long
ABS-O
CORP
US
Y
2
2048-03-20
Fixed
2.22000000
N
N
N
N
N
N
Cinemark Holdings Inc
549300LL2QMPTYIE0K55
Cinemark Holdings, Inc
17243V102
195835.00000000
NS
USD
3156860.20000000
0.015981967669
Long
EC
CORP
US
N
1
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447PF22
2000000.00000000
PA
USD
2217493.80000000
0.011226317281
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
144672.00000000
NS
USD
1679641.92000000
0.008503380308
Long
EC
CORP
US
N
1
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International plc
N/A
64645.00000000
NS
8854519.18000000
0.044827021248
Long
EC
CORP
GB
N
2
N
N
N
WLB ASSET II PTE LTD
549300IOAZLPOFTPUJ20
WLB Asset II Pte Ltd
ZP1776035
1925000.00000000
PA
USD
1908808.61000000
0.009663563021
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
3391655.29000000
0.017170644804
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
10579966.57000000
0.053562297014
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.36600000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F012411
14200000.00000000
PA
USD
14237999.48000000
0.072081509142
Long
ABS-O
CORP
US
N
2
2037-01-25
Fixed
1.50000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
74432QCH6
6504000.00000000
PA
USD
6507070.60000000
0.032942792953
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
1.50000000
N
N
N
N
N
N
CALIFORNIA ST EARTHQUAKE AUTH
254900P2MGLOUH3QS859
California Earthquake Authority
13017HAK2
3000000.00000000
PA
USD
3026654.70000000
0.015322787357
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
1.47700000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385VU7
18695000.00000000
PA
USD
18690002.08000000
0.094620284098
Long
STIV
USGSE
US
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAX9
313394.12000000
PA
USD
340375.86000000
0.001723191920
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AX1
12500000.00000000
PA
USD
12610893.38000000
0.063844097461
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.06000300
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DMZ65
1601022.60000000
PA
USD
1685049.36000000
0.008530756095
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc
00751YAF3
4100000.00000000
PA
USD
3978632.91000000
0.020142286483
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
78.00000000
NS
USD
137549.10000000
0.000696358131
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592TBP7
3190390.39000000
PA
USD
3172320.02000000
0.016060234785
Long
ABS-CBDO
USGSE
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc
16411R208
140902.00000000
NS
USD
14290280.84000000
0.072346189537
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138XTA88
332002.13000000
PA
USD
365216.47000000
0.001848950363
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
Cullen/Frost Bankers Inc
529900V2E9G9AY665O34
Cullen/Frost Bankers, Inc
229899109
3881.00000000
NS
USD
489277.67000000
0.002477024450
Long
EC
CORP
US
N
1
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG.
H50524133
26790.00000000
NS
22305030.92000000
0.112921783178
Long
EC
CORP
CH
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967JM4
2900000.00000000
PA
USD
3103000.00000000
0.015709294215
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
Provention Bio Inc
5493003LM26XAVJKLD34
Provention Bio, Inc
74374N102
99790.00000000
NS
USD
560819.80000000
0.002839214708
Long
EC
CORP
US
N
1
N
N
Fabrinet
5493004TETZ6IYF7CV44
Fabrinet
G3323L100
53745.00000000
NS
USD
6367170.15000000
0.032234530842
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
10000000.00000000
PA
USD
9898689.50000000
0.050113253529
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.79100000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc
98389B100
193358.00000000
NS
USD
13090336.60000000
0.066271333878
Long
EC
CORP
US
N
1
N
N
N
HKT Trust & HKT Ltd
N/A
HKT Trust and HKT Ltd
N/A
10000.00000000
NS
13436.71000000
0.000068024889
Long
EC
CORP
HK
N
2
N
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
Murata Manufacturing Co Ltd
J46840104
236500.00000000
NS
18863822.09000000
0.095500267881
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8KY0
2224132.46000000
PA
USD
2446915.45000000
0.012387790758
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
147420.00000000
NS
775994.07000000
0.003928559186
Long
EC
CORP
NZ
N
2
N
N
N
American Axle & Manufacturing Holdings Inc
N/A
American Axle & Manufacturing Holdings, Inc
024061103
211252.00000000
NS
USD
1970981.16000000
0.009978318702
Long
EC
CORP
US
N
1
N
N
N
DIST OF COLUMBIA REVENUE
549300HWFOZXPKGOX654
District of Columbia
25483VXM1
3500000.00000000
PA
USD
3652873.35000000
0.018493091262
Long
DBT
MUN
US
N
2
2042-04-01
Fixed
3.43200000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385UN4
9700000.00000000
PA
USD
9698962.97000000
0.049102115010
Long
STIV
USGSE
US
N
2
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36262DAD0
1183477.70000000
PA
USD
1190791.95000000
0.006028521138
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
1228426.54000000
0.006219050576
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AT0
6200000.00000000
PA
USD
7163408.20000000
0.036265577504
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
463295.00000000
NS
USD
14913466.05000000
0.075501136303
Long
EC
CORP
US
N
1
N
N
N
HERO Funding Trust
549300Z5C0ID42MSJA91
HERO Funding Trust
42771AAA4
4267556.62000000
PA
USD
4366724.39000000
0.022107044215
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
3.19000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAP1
9025000.00000000
PA
USD
9704022.05000000
0.049127727184
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.25000000
N
N
N
N
N
N
CHICAGO IL MET WTR RECLAMATION
254900GOGQEZEWCZ4D37
Chicago Metropolitan Water Reclamation District-Greater Chicago
167560PL9
11645000.00000000
PA
USD
16038941.47000000
0.081198984999
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
208200.00000000
0.001054036434
Long
DBT
MUN
US
Y
3
2037-04-01
Fixed
0.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NAY1
9625000.00000000
PA
USD
9890920.27000000
0.050073920909
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
2.50000000
N
N
N
N
N
Mitsui Chemicals Inc
353800H2UB5ZEZRZQC02
Mitsui Chemicals, Inc
J4466L102
61692.00000000
NS
1658293.69000000
0.008395302440
Long
EC
CORP
JP
N
2
N
N
N
Hexcel Corp
S6Q7LW43WUBUHXY2QP69
Hexcel Corp
428291108
149572.00000000
NS
USD
7747829.60000000
0.039224278026
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc
88160R101
178349.00000000
NS
USD
188475656.22000000
0.954179676433
Long
EC
CORP
US
N
1
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger Ltd
806857108
1086320.00000000
NS
USD
32535284.00000000
0.164713615447
Long
EC
CORP
US
N
1
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAV0
9875000.00000000
PA
USD
10024691.97000000
0.050751155518
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.35000000
N
N
N
N
N
N
WISCONSIN ALUM RESEARCH
UMSL8J1I3AHWSX5XNO15
Wisconsin Alumni Research Foundation
97658WAA8
11440000.00000000
PA
USD
12502035.49000000
0.063292991879
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
14127838.96000000
PA
USD
15037810.24000000
0.076130643059
Long
ABS-O
CORP
US
Y
2
2048-04-30
Fixed
4.73000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Structured Agency Credit Risk Debt Note (STACR)
3137G1CL9
75567.76000000
PA
USD
75439.38000000
0.000381920533
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.73002600
N
N
N
N
N
N
Zogenix Inc
54930089H3HF4C32SK78
Zogenix, Inc
98978L204
15799.00000000
NS
USD
256733.75000000
0.001299744123
Long
EC
CORP
US
N
1
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Cominco Ltd
878742204
422529.00000000
NS
12168648.14000000
0.061605180094
Long
EC
CORP
CA
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
11950000.00000000
PA
USD
11590730.54000000
0.058679405808
Long
DBT
CORP
US
N
2
2026-12-10
Fixed
0.98500000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385A71
8000000.00000000
PA
USD
7988699.84000000
0.040443711306
Long
STIV
USGSE
US
N
2
N
N
N
STATE STR NAVIGATOR SECS L TR
549300ZFEEJ2IP5VME73
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
78705014.23000000
NS
USD
78705014.23000000
0.398453182325
Long
STIV
RF
US
N
1
N
N
Brookfield Asset Management Inc
C6J3FGIWG6MBDGTE8F80
Brookfield Asset Management, Inc
112585104
392269.00000000
NS
23689022.42000000
0.119928399248
Long
EC
CORP
CA
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
120768.00000000
NS
USD
35953841.28000000
0.182020454668
Long
EC
CORP
US
N
1
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152G39
8000000.00000000
PA
USD
8028837.60000000
0.040646913330
Long
DBT
MUN
US
N
2
2022-02-01
Fixed
5.00000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos, Inc
071734107
107053.00000000
NS
2956979.98000000
0.014970051077
Long
EC
CORP
CA
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46590YAB0
883755.24000000
PA
USD
910179.61000000
0.004607888908
Long
ABS-CBDO
USGSE
US
Y
2
2048-10-26
Variable
3.06321500
N
N
N
N
N
N
LEGG MASON INC
OWUNCC6U1ZJXMZKFBJ36
Legg Mason, Inc
524901AT2
2300000.00000000
PA
USD
2445038.67000000
0.012378289344
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
24460.51000000
PA
USD
24630.08000000
0.000124692611
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
472344.00000000
NS
USD
41183673.36000000
0.208497080785
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
1412900.00000000
NS
USD
475186528.00000000
2.405686424581
Long
EC
CORP
US
N
1
N
N
N
Ribbon Communications Inc
549300L1E8Z8RL7CUL52
Ribbon Communications, Inc
762544104
64222.00000000
NS
USD
388543.10000000
0.001967044109
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
17897871.45000000
0.090610031722
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
3.47300000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AS8
9925000.00000000
PA
USD
10001025.50000000
0.050631341293
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
3408220.74000000
0.017254509299
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
3.05600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132H3RK1
118529.78000000
PA
USD
128824.65000000
0.000652189600
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
754670.07000000
PA
USD
757806.10000000
0.003836480497
Long
ABS-CBDO
USGSE
US
Y
2
2049-10-25
Variable
1.05188000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBD5
10000000.00000000
PA
USD
10012017.90000000
0.050686991582
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric S.A.
F86921107
156517.00000000
NS
30770521.51000000
0.155779302467
Long
EC
CORP
FR
N
2
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JK1
9200000.00000000
PA
USD
9374917.39000000
0.047461597010
Long
DBT
CORP
DE
N
2
2024-02-12
Variable
1.04990000
N
N
N
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad Holdings NV
522865906
37666.00000000
NS
2569470.32000000
0.013008238876
Long
EC
CORP
NL
N
2
N
N
N
UNIV OF NEW MEXICO NM
549300WZXG6PIBC7KB43
University of New Mexico
914692X60
18000000.00000000
PA
USD
19111201.20000000
0.096752653064
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
167258.80000000
0.000846766902
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAR2
21821000.00000000
PA
USD
21784347.48000000
0.110285763406
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.12500000
N
N
N
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap, Inc
83304A106
9104.00000000
NS
USD
428161.12000000
0.002167614890
Long
EC
CORP
US
N
1
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury plc
G77732173
1743514.00000000
NS
6517194.16000000
0.032994044639
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
6709153.31000000
0.033965859903
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
41431.00000000
NS
USD
14453204.35000000
0.073171008536
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
773232.00000000
NS
USD
55811885.76000000
0.282554087693
Long
EC
CORP
US
N
1
N
N
N
Planet Fitness Inc
549300LLE5HUPF6H8G33
Planet Fitness, Inc
72703H101
30085.00000000
NS
USD
2725099.30000000
0.013796128478
Long
EC
CORP
US
N
1
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle S.A.
712387901
598750.00000000
NS
83595851.31000000
0.423213607284
Long
EC
CORP
CH
N
2
N
N
N
Federal Agricultural Mortgage Corp Discount Notes
N/A
Federal Agricultural Mortgage Corp (FAMC)
31315LTR9
12500000.00000000
PA
USD
12499611.13000000
0.063280718278
Long
STIV
USGSE
US
N
2
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc
771196BX9
15750000.00000000
PA
USD
15703448.51000000
0.079500513321
Long
DBT
CORP
US
Y
2
2031-12-13
Fixed
2.07600000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis, Inc
98978V103
243161.00000000
NS
USD
59338578.83000000
0.300408376782
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CDA6
3780000.00000000
PA
USD
3753421.88000000
0.019002129754
Long
DBT
UST
US
N
2
2023-09-30
Fixed
0.25000000
N
N
N
N
N
N
MARYLAND ST CMNTY DEV ADMIN DE
N/A
Maryland Community Development Administration Housing Revenue
57419RD77
2800000.00000000
PA
USD
2915030.16000000
0.014757675291
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
2022056.84000000
0.010236895204
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.95000000
N
N
N
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris S.A.
L90272102
1300.00000000
NS
13568.10000000
0.000068690066
Long
EC
CORP
IT
N
2
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher plc
G5256E441
585495.00000000
NS
2693126.58000000
0.013634262908
Long
EC
CORP
GB
N
2
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AU2
10050000.00000000
PA
USD
10226394.28000000
0.051772296650
Long
DBT
CORP
CH
Y
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31419ARB5
633854.99000000
PA
USD
713906.96000000
0.003614236054
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
1403543.82000000
PA
USD
1608120.27000000
0.008141293733
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.50000000
N
N
N
N
N
N
Bank
N/A
BANK
06540XBM2
8000000.00000000
PA
USD
8305084.80000000
0.042045446537
Long
ABS-MBS
USGSE
US
N
2
2062-11-15
Variable
3.46116200
N
N
N
N
N
N
Azbil Corp
N/A
Azbil Corp
N/A
3200.00000000
NS
145947.34000000
0.000738875186
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FR0
657226.21000000
PA
USD
724644.48000000
0.003668595983
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
23321.00000000
NS
USD
3549456.20000000
0.017969530051
Long
EC
CORP
US
N
1
N
N
N
Texas Capital Bancshares Inc
549300466Q2SXRX0YM48
Texas Capital Bancshares, Inc
88224Q107
2226.00000000
NS
USD
134116.50000000
0.000678980199
Long
EC
CORP
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos, Inc
548661EE3
5525000.00000000
PA
USD
5390646.81000000
0.027290769174
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
2.80000000
N
N
N
N
N
N
Ultragenyx Pharmaceutical Inc
529900EV44GVDN1DCX77
Ultragenyx Pharmaceutical, Inc
90400D108
30351.00000000
NS
USD
2552215.59000000
0.012920884822
Long
EC
CORP
US
N
1
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos, Inc
142339100
18395.00000000
NS
USD
4564167.40000000
0.023106622150
Long
EC
CORP
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc
883556CL4
3850000.00000000
PA
USD
3793328.73000000
0.019204162769
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.00000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications, Inc (Class B)
775109200
185118.00000000
NS
8814306.61000000
0.044623440489
Long
EC
CORP
CA
N
1
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp
912008109
259850.00000000
NS
USD
9050575.50000000
0.045819578906
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems, Inc
177376100
342.00000000
NS
USD
32349.78000000
0.000163774480
Long
EC
CORP
US
N
1
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313RT7
9209000.00000000
PA
USD
9208974.40000000
0.046621491547
Long
STIV
USGSE
US
N
2
N
N
N
Hong Kong Exchanges & Clearing Ltd
213800YTVSXYQN17BW16
Hong Kong Exchanges and Clearing Ltd
Y3506N139
390146.00000000
NS
22817284.89000000
0.115515127789
Long
EC
CORP
HK
N
2
N
N
N
New York Times Co/The
529900J1WEMMIW7BOH57
New York Times Co (Class A)
650111107
62705.00000000
NS
USD
3028651.50000000
0.015332896387
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos, Inc
216648402
36863.00000000
NS
USD
15443385.22000000
0.078183913019
Long
EC
CORP
US
N
1
N
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd
618549901
121183.00000000
NS
25630231.04000000
0.129755991044
Long
EC
CORP
AU
N
2
N
N
N
adidas AG
549300JSX0Z4CW0V5023
Adidas-Salomon AG.
D0066B185
63624.00000000
NS
18320228.12000000
0.092748260917
Long
EC
CORP
DE
N
2
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
N/A
301096.00000000
NS
11610179.39000000
0.058777867847
Long
EC
CORP
SE
N
2
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc
00751Y106
17171.00000000
NS
USD
4118979.48000000
0.020852807127
Long
EC
CORP
US
N
1
N
N
N
DY7 LEASING LLC
N/A
DY7 Leasing LLC
268207AA5
1005641.39000000
PA
USD
1034736.95000000
0.005238474760
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
2146375.00000000
0.010866270180
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
12558827.50000000
0.063580507958
Long
ABS-MBS
USGSE
US
Y
2
2032-09-15
Fixed
3.59300000
N
N
N
N
N
N
Daiichi Sankyo Co Ltd
353800XGIU2IHQGC9504
Daiichi Sankyo Co Ltd
B0J7D9901
431800.00000000
NS
10989921.40000000
0.055637740468
Long
EC
CORP
JP
N
2
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co
191216100
1335199.00000000
NS
USD
79057132.79000000
0.400235823014
Long
EC
CORP
US
N
1
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
Voestalpine AG.
494340904
112930.00000000
NS
4097457.61000000
0.020743850186
Long
EC
CORP
AT
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBW5
15000000.00000000
PA
USD
14517768.75000000
0.073497873233
Long
DBT
CORP
US
N
2
2027-02-04
Fixed
1.04000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CPF5
1007913.12000000
PA
USD
1079229.43000000
0.005463723055
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
525397907
6871.00000000
NS
12006200.90000000
0.060782772267
Long
EC
CORP
FR
N
2
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH plc
G25508105
322410.00000000
NS
17068390.51000000
0.086410689108
Long
EC
CORP
IE
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QZ4
6000000.00000000
PA
USD
7231640.64000000
0.036611012076
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31403C6L0
767910.45000000
PA
USD
868184.02000000
0.004395281406
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
3519906.36000000
0.017819930589
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
73935.00000000
NS
USD
14937088.05000000
0.075620725393
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton, Inc
23331A109
51782.00000000
NS
USD
5615757.90000000
0.028430419946
Long
EC
CORP
US
N
1
N
N
N
Herc Holdings Inc
549300TP80QLITMSBP82
Herc Holdings, Inc
42704L104
12219.00000000
NS
USD
1912884.45000000
0.009684197429
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133AWHC1
1435260.76000000
PA
USD
1537192.18000000
0.007782212124
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31292HYA6
131086.74000000
PA
USD
144502.62000000
0.000731561125
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
665.00000000
NS
93053.91000000
0.000471096116
Long
EC
CORP
FR
N
2
N
N
N
AUTOMATIC DATA PROCESSNG
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc
053015AF0
10000000.00000000
PA
USD
9411259.00000000
0.047645580588
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.25000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBW9
10000000.00000000
PA
USD
9899600.00000000
0.050117863040
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CDL5
4486885.63000000
PA
USD
4684884.40000000
0.023717765840
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Intra-Cellular Therapies Inc
5299002U2KGF193IJA20
Intra-Cellular Therapies, Inc
46116X101
94825.00000000
NS
USD
4963140.50000000
0.025126469334
Long
EC
CORP
US
N
1
N
N
N
ExlService Holdings Inc
81E3DTNF6OSH489ZOV15
ExlService Holdings, Inc
302081104
59442.00000000
NS
USD
8605418.34000000
0.043565919609
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GXS8
13300000.00000000
PA
USD
13039398.87000000
0.066013455765
Long
DBT
CORP
US
N
2
2026-02-12
Fixed
0.85500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81733YAA7
588176.38000000
PA
USD
592554.82000000
0.002999876895
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
100559.60000000
0.000509094535
Long
EC
CORP
US
N
1
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Holdings, Inc
J2467E101
11900.00000000
NS
103477.60000000
0.000523867245
Long
EC
CORP
JP
N
2
N
N
N
Heartland Financial USA Inc
549300QF7B0DFZT32C73
Heartland Financial USA, Inc
42234Q102
10817.00000000
NS
USD
547448.37000000
0.002771520306
Long
EC
CORP
US
N
1
N
N
N
SEATTLE WA LOCAL IMPT DIST #67
N/A
City of Seattle WA Local Improvement District No 6751
812645AK5
5235000.00000000
PA
USD
5332203.48000000
0.026994893097
Long
DBT
MUN
US
N
2
2043-11-01
Fixed
3.07900000
N
N
N
N
N
N
Unicharm Corp
353800UQ4BZIJTAQEG85
Uni-Charm Corp
691148001
234200.00000000
NS
10189377.40000000
0.051584894439
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FF6
1554311.06000000
PA
USD
1703282.57000000
0.008623063816
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
9353391.10000000
0.047352617692
Long
EC
CORP
DE
N
2
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QAY0
19500000.00000000
PA
USD
19831888.64000000
0.100401216077
Long
DBT
NUSS
N/A
N
2
2024-09-27
Fixed
1.62500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F020422
36450000.00000000
PA
USD
37259454.99000000
0.188630274166
Long
ABS-O
CORP
US
N
2
2037-02-25
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128286F2
18842000.00000000
PA
USD
19833413.09000000
0.100408933781
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
6648.00000000
NS
USD
282805.92000000
0.001431737480
Long
EC
CORP
US
N
1
N
N
N
Brookfield Property Partners LP
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
EP0575654
390000.00000000
NS
USD
10007400.00000000
0.050663612932
Long
EP
CORP
BM
N
1
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DR6
4800000.00000000
PA
USD
4551878.11000000
0.023044406207
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
18043070.00000000
0.091345116073
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RRN1
1025240.48000000
PA
USD
1158477.05000000
0.005864923242
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
1619082.93000000
PA
USD
1675519.14000000
0.008482508260
Long
ABS-CBDO
USGSE
US
Y
2
2050-06-25
Variable
3.87100200
N
N
N
N
N
N
AUTOMATIC DATA PROCESSNG
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc
053015AG8
9500000.00000000
PA
USD
9465731.60000000
0.047921354388
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
1.70000000
N
N
N
N
N
N
Curis Inc
5299000YO6CX4WMFVX06
Curis, Inc
231269200
85752.00000000
NS
USD
408179.52000000
0.002066455743
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64828EAC9
784217.49000000
PA
USD
784229.80000000
0.003970253516
Long
ABS-CBDO
USGSE
US
Y
2
2059-09-25
Variable
2.79682000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis, Inc
74340W103
359442.00000000
NS
USD
60515655.12000000
0.306367460814
Long
EC
CORP
US
N
1
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines Holding AG.
B09DHL908
59826.00000000
NS
12147299.42000000
0.061497099745
Long
EC
CORP
DE
N
2
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906YAD0
16500000.00000000
PA
USD
16229801.28000000
0.082165234728
Long
DBT
CORP
GB
Y
2
2026-09-29
Fixed
1.60000000
N
N
N
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
Swiss Life Holding
743780900
4443.00000000
NS
2714570.00000000
0.013742822687
Long
EC
CORP
CH
N
2
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
1617450.00000000
NS
USD
25507186.50000000
0.129133063916
Long
EC
CORP
US
N
1
N
N
N
Compass Minerals International Inc
2549008X9G8XP7YJGC47
Compass Minerals International, Inc
20451N101
1679.00000000
NS
USD
85763.32000000
0.000434186666
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA ST
N/A
State of California
13063DGE2
11565000.00000000
PA
USD
13313071.72000000
0.067398956029
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
11645000.00000000
PA
USD
12031843.06000000
0.060912588650
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.86700000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
Metlife, Inc
59156R108
38449.00000000
NS
USD
2402678.01000000
0.012163833633
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings, Inc
70450Y103
408669.00000000
NS
USD
77066800.02000000
0.390159534560
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CR97
8184006.73000000
PA
USD
8763818.56000000
0.044367838932
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard, Inc (Class A)
57636Q104
261486.00000000
NS
USD
93957149.52000000
0.475668870588
Long
EC
CORP
US
N
1
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
1850000.00000000
PA
USD
1876991.50000000
0.009502485244
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CK7
3409000.00000000
PA
USD
4308749.20000000
0.021813538150
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.80000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc
713448EP9
12124000.00000000
PA
USD
12712148.46000000
0.064356712944
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
65740.00000000
NS
USD
19831128.40000000
0.100397367275
Long
EC
CORP
US
N
1
N
N
N
Woodward Inc
YPYKXXTR8TFDH54ZMB45
Woodward Inc
980745103
38384.00000000
NS
USD
4201512.64000000
0.021270640738
Long
EC
CORP
US
N
1
N
N
N
West Japan Railway Co
353800QGUXHZ7EBCR121
West Japan Railway Co
695799908
11000.00000000
NS
460052.06000000
0.002329066440
Long
EC
CORP
JP
N
2
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J. Gallagher & Co
363576109
11186.00000000
NS
USD
1897928.62000000
0.009608481821
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137EAFA2
23636000.00000000
PA
USD
23412461.58000000
0.118528278202
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
12841620.21000000
0.065012178562
Long
EC
CORP
JP
N
2
N
N
N
Novocure Ltd
213800YPP55UMHWA4826
Novocure Ltd
G6674U108
257.00000000
NS
USD
19295.56000000
0.000097685990
Long
EC
CORP
US
N
1
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAN6
1500000.00000000
PA
USD
1489808.70000000
0.007542327809
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
4.36000000
N
N
N
N
N
N
Coeur Mining Inc
5493003AVK173D48DR70
Coeur Mining, Inc
192108504
19088.00000000
NS
USD
96203.52000000
0.000487041379
Long
EC
CORP
US
N
1
N
N
N
SEEK Ltd
549300209NEKXBC8QO27
Seek Ltd
B0767Y908
10426.00000000
NS
248552.37000000
0.001258324946
Long
EC
CORP
AU
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABE4
1100000.00000000
PA
USD
1147421.88000000
0.005808955173
Long
ABS-MBS
USGSE
US
N
2
2048-05-10
Variable
4.28629300
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138ERSB7
450018.14000000
PA
USD
494075.75000000
0.002501315282
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
28957.00000000
NS
USD
6838485.12000000
0.034620617059
Long
EC
CORP
US
N
1
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
N/A
284110.00000000
NS
23531411.42000000
0.119130475442
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
21897908.90000000
0.110860681150
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
4.30500000
N
N
N
N
N
N
ENTERPRISE COMMUNITY
549300L4U1958WIM9C65
Enterprise Community Loan Fund, Inc
29375EAA3
4750000.00000000
PA
USD
4833718.75000000
0.024471256847
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
1587137.55000000
0.008035066301
Long
DBT
MUN
US
N
2
2049-09-01
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KLU1
2075000.00000000
PA
USD
2088009.63000000
0.010570788785
Long
ABS-CBDO
USGSE
US
Y
2
2041-10-25
Variable
3.44967000
N
N
N
N
N
N
SCE RECOVERY FUNDING LLC
N/A
SCE Recovery Funding LLC
78433LAA4
6193630.26000000
PA
USD
5902561.04000000
0.029882393812
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.86100000
N
N
N
N
N
N
BFLD Trust
N/A
BFLD Trust
05493AAJ9
4500000.00000000
PA
USD
4496164.20000000
0.022762348133
Long
ABS-MBS
USGSE
US
Y
2
2035-10-15
Variable
2.21000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale
596651901
447897.00000000
NS
15393642.07000000
0.077932082604
Long
EC
CORP
FR
N
2
N
N
N
FirstKey Mortgage Trust
549300FDRDXQEPF84Y37
FirstKey Mortgage Trust
33766WAH7
644195.11000000
PA
USD
651335.11000000
0.003297458870
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
1070804.00000000
NS
15052026.07000000
0.076202612333
Long
EC
CORP
AU
N
2
N
N
N
NextGen Healthcare Inc
N/A
NextGen Healthcare, Inc
65343C102
98516.00000000
NS
USD
1752599.64000000
0.008872737153
Long
EC
CORP
US
N
1
N
N
N
Intertek Group PLC
2138003GAT25WW1RN369
Intertek Group plc
G4911B108
125772.00000000
NS
9594817.76000000
0.048574867912
Long
EC
CORP
GB
N
2
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
1757.00000000
NS
USD
112430.43000000
0.000569191976
Long
EC
CORP
US
N
1
N
N
N
OREGON ST BUSINESS DEV COMMISS
N/A
Oregon State Business Development Commission
68608GAD9
13250000.00000000
PA
USD
795000.00000000
0.004024778891
Long
DBT
MUN
US
Y
3
2031-04-01
Fixed
6.50000000
Y
Y
N
N
N
N
Insmed Inc
529900Q55QAG41CCAC11
Insmed, Inc
457669307
35026.00000000
NS
USD
954108.24000000
0.004830282647
Long
EC
CORP
US
N
1
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc
85571BAS4
4475000.00000000
PA
USD
4631625.00000000
0.023448134005
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
4082904.71000000
0.020670174457
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
10254.00000000
NS
USD
2208506.52000000
0.011180818143
Long
EC
CORP
US
N
1
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi plc
B1CRLC906
279116.00000000
NS
6923167.73000000
0.035049332507
Long
EC
CORP
GB
N
2
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next plc
G6500M106
40823.00000000
NS
4515146.81000000
0.022858449778
Long
EC
CORP
GB
N
2
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAB1
10500000.00000000
PA
USD
10350267.90000000
0.052399421091
Long
DBT
CORP
BM
Y
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
DEVELOPMENT BK OF JAPAN
5493001HGBABMWFZUI25
Development Bank of Japan, Inc
25159MBC0
15000000.00000000
PA
USD
14849400.00000000
0.075176794560
Long
DBT
NUSS
JP
Y
2
2024-03-04
Fixed
0.50000000
N
N
N
N
N
N
FRETE 2021-ML08 TRUST
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30318LAA5
3218850.33000000
PA
USD
3202295.14000000
0.016211987276
Long
DBT
MUN
US
N
2
2037-11-25
Fixed
1.89600000
N
N
N
N
N
N
Rush Enterprises Inc
529900V3XHTN7A6DFT17
Rush Enterprises, Inc (Class A)
781846209
4744.00000000
NS
USD
263956.16000000
0.001336308403
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric & Gas Co
74456QCA2
6134000.00000000
PA
USD
6437306.67000000
0.032589605037
Long
DBT
CORP
US
N
2
2049-08-01
Fixed
3.20000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743AAA7
462671.00000000
PA
USD
470107.19000000
0.002379971692
Long
ABS-CBDO
CORP
US
Y
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
Ansys, Inc
03662Q105
9776.00000000
NS
USD
3921349.12000000
0.019852280711
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
3186904.79000000
0.016134071860
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
2.66800000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
171239AH9
6275000.00000000
PA
USD
6294319.41000000
0.031865715596
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.85000000
N
N
N
N
N
N
ENEOS Holdings Inc
3538001KQ5SAOZSQTT44
ENEOS Holdings, Inc
N/A
20400.00000000
NS
76210.53000000
0.000385824569
Long
EC
CORP
JP
N
2
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
54454.00000000
NS
USD
2366570.84000000
0.011981036934
Long
EC
CORP
US
N
1
N
N
N
EAST OHIO GAS CO/THE
BC95Y6MXLT75BGO7UM71
East Ohio Gas Co
27409LAA1
3350000.00000000
PA
USD
3303987.92000000
0.016726818665
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
3544999.48000000
0.017946967394
Long
DBT
CORP
KR
Y
2
2029-04-15
Fixed
3.62500000
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC
418751AB9
1975000.00000000
PA
USD
2054000.00000000
0.010398611124
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
3435246.50000000
0.017391330315
Long
DBT
CORP
US
N
2
2024-02-01
Variable
1.21163000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc
237194105
46354.00000000
NS
USD
6982766.56000000
0.035351058436
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co
189054109
34657.00000000
NS
USD
6042794.52000000
0.030592341926
Long
EC
CORP
US
N
1
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88161KAC9
4500000.00000000
PA
USD
4445476.65000000
0.022505736584
Long
ABS-O
CORP
US
Y
2
2025-09-22
Fixed
0.60000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05578QAF0
7350000.00000000
PA
USD
7373486.48000000
0.037329122947
Long
DBT
CORP
FR
Y
2
2032-10-19
Fixed
3.11600000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
59574.00000000
NS
USD
8514316.08000000
0.043104703945
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp (Class A)
530307107
20610.00000000
NS
USD
3316149.00000000
0.016788385530
Long
EC
CORP
US
N
1
N
N
N
Heska Corp
529900O1OR2EB7L0HY27
Heska Corp
42805E306
5801.00000000
NS
USD
1058624.49000000
0.005359408178
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179ASR8
8871212.98000000
PA
USD
9020090.83000000
0.045665246760
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
201051.86000000
0.001017848153
Long
ABS-O
CORP
US
Y
2
2036-01-17
Fixed
3.27500000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JU5
17500000.00000000
PA
USD
16918146.88000000
0.085650063459
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SZ2
135057000.00000000
PA
USD
137673729.38000000
0.696989081708
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
12350000.00000000
PA
USD
13799131.34000000
0.069859688731
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
123232.95000000
PA
USD
126175.86000000
0.000638779796
Long
ABS-CBDO
USGSE
US
N
2
2034-06-25
Variable
0.85188000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833TAA3
16738083.62000000
PA
USD
17449517.45000000
0.088340188055
Long
ABS-MBS
MUN
US
N
2
2041-07-25
Fixed
2.34000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
Q09504137
1009452.00000000
NS
20220668.09000000
0.102369456736
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8J38
1810964.01000000
PA
USD
1992317.53000000
0.010086336528
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
5605696.48000000
PA
USD
5828104.17000000
0.029505447348
Long
ABS-O
CORP
KY
Y
2
2053-09-20
Fixed
3.95000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AR2
15250000.00000000
PA
USD
15344340.01000000
0.077682485258
Long
DBT
NUSS
CA
N
2
2031-04-21
Fixed
1.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CDH1
24438000.00000000
PA
USD
24300536.25000000
0.123024258311
Long
DBT
UST
US
N
2
2024-11-15
Fixed
0.75000000
N
N
N
N
N
N
Intersect ENT Inc
549300SWZUVLSFMOXR50
Intersect ENT, Inc
46071F103
20890.00000000
NS
USD
570505.90000000
0.002888251703
Long
EC
CORP
US
N
1
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
Kuehne & Nagel International AG.
B142S6906
29378.00000000
NS
9461396.02000000
0.047899405016
Long
EC
CORP
CH
N
2
N
N
N
First Industrial Realty Trust Inc
N/A
First Industrial Realty Trust, Inc
32054K103
35008.00000000
NS
USD
2317529.60000000
0.011732760019
Long
EC
CORP
US
N
1
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467109
774216.00000000
NS
USD
3607846.56000000
0.018265137961
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos (Class A)
518439104
146847.00000000
NS
USD
54362759.40000000
0.275217718906
Long
EC
CORP
US
N
1
N
N
N
Glaukos Corp
5299004JA1LHE21M6T14
Glaukos Corp
377322102
14264.00000000
NS
USD
633892.16000000
0.003209151931
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA35
413080.04000000
PA
USD
456212.09000000
0.002309626150
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
39756.00000000
NS
USD
19554386.16000000
0.098996327871
Long
EC
CORP
US
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
1219136.00000000
NS
21882617.53000000
0.110783266831
Long
EC
CORP
CH
N
2
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loans LLC
61946GAA1
3941765.77000000
PA
USD
4099268.09000000
0.020753015950
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
10882859.44000000
0.055095726988
Long
EC
CORP
JP
N
2
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DS4
7700000.00000000
PA
USD
7283967.23000000
0.036875921453
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
G84228157
2041856.00000000
NS
12416082.37000000
0.062857844328
Long
EC
CORP
GB
N
2
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SE7
10000000.00000000
PA
USD
9999941.70000000
0.050625854431
Long
STIV
USGSE
US
N
2
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
690353TW7
4521600.00000000
PA
USD
4822604.86000000
0.024414991501
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
53321.73000000
0.000269947387
Long
EC
CORP
JP
N
2
N
N
N
CatchMark Timber Trust Inc
54930027IT0GQOYYOW30
CatchMark Timber Trust, Inc
14912Y202
32768.00000000
NS
USD
285409.28000000
0.001444917290
Long
EC
CORP
US
N
1
N
N
N
Carl Zeiss Meditec AG
529900GRL4MZ8NMOOK95
Carl Zeiss Meditec AG.
592296909
9667.00000000
NS
2027907.63000000
0.010266515501
Long
EC
CORP
DE
N
2
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group plc
N/A
781741.00000000
NS
17599870.15000000
0.089101365883
Long
EC
CORP
GB
N
2
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328HBG5
4000000.00000000
PA
USD
4258987.20000000
0.021561612305
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
2412422.35000000
0.012213165474
Long
EC
CORP
JP
N
2
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DU3
10690000.00000000
PA
USD
10647240.00000000
0.053902876487
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust
45254NMB0
174807.18000000
PA
USD
178969.76000000
0.000906054984
Long
ABS-CBDO
USGSE
US
N
2
2035-03-25
Variable
0.76188000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132ACS76
3824401.40000000
PA
USD
4172565.19000000
0.021124090944
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
106189.00000000
NS
USD
8101158.81000000
0.041013047770
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
850159.72000000
0.004304031315
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
3.20000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136AVKR9
17438558.14000000
PA
USD
18425578.79000000
0.093281610795
Long
ABS-MBS
USGSE
US
N
2
2027-02-25
Variable
2.78438400
N
Y
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
15750000.00000000
PA
USD
15983514.54000000
0.080918379794
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
N/A
319000.00000000
NS
19412964.02000000
0.098280362030
Long
EC
CORP
JP
N
2
N
N
N
FirstService Corp
5493000XUDIV75BCF118
FirstService Corp
33767E202
5328.00000000
NS
1047109.21000000
0.005301110749
Long
EC
CORP
CA
N
1
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
Aptargroup, Inc
038336103
10825.00000000
NS
USD
1325846.00000000
0.006712247791
Long
EC
CORP
US
N
1
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
1667.00000000
NS
USD
177785.55000000
0.000900059784
Long
EC
CORP
US
N
1
N
N
N
Five9 Inc
254900MXP6EWY0SFFR59
Five9, Inc
338307101
113443.00000000
NS
USD
15577992.76000000
0.078865379165
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772NBN6
4336685.06000000
PA
USD
4298569.94000000
0.021762004477
Long
ABS-CBDO
USGSE
US
Y
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
40745.00000000
NS
USD
12802486.45000000
0.064814059403
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix, Inc
29444U700
38725.00000000
NS
USD
32755154.00000000
0.165826732598
Long
EC
CORP
US
N
1
N
N
N
Genesco Inc
549300VY2Q511P1K5P56
Genesco, Inc
371532102
25942.00000000
NS
USD
1664698.14000000
0.008427725704
Long
EC
CORP
US
N
1
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS S.A.
X40338109
1474.00000000
NS
33730.78000000
0.000170765951
Long
EC
CORP
PT
N
2
N
N
N
OPKO Health Inc
529900A4S2D4OGOJLL02
Opko Health, Inc
68375N103
387642.00000000
NS
USD
1864558.02000000
0.009439539322
Long
EC
CORP
US
N
1
N
N
Pearson PLC
2138004JBXWWJKIURC57
Pearson plc
G69651100
2083.00000000
NS
17280.01000000
0.000087482037
Long
EC
CORP
GB
N
2
N
N
N
Nomura Research Institute Ltd
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd
639092907
211300.00000000
NS
9033242.83000000
0.045731830272
Long
EC
CORP
JP
N
2
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BP5
3400000.00000000
PA
USD
3750575.22000000
0.018987718210
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBS3
2250000.00000000
PA
USD
2398719.92000000
0.012143795347
Long
DBT
CORP
GB
N
2
2042-03-10
Fixed
3.81100000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94988HAE1
1030000.00000000
PA
USD
1043181.32000000
0.005281225354
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
9208000.00000000
PA
USD
9813063.85000000
0.049679763832
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
13301726.00000000
0.067341517017
Long
DBT
NUSS
CA
N
2
2024-05-14
Fixed
3.05000000
N
N
N
N
N
Nippon Steel Corp
35380065QWQ4U2V3PA33
Nippon Steel Corp
J55999122
600800.00000000
NS
9814694.15000000
0.049688017413
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
5517973.50000000
0.027935375179
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
23227.00000000
NS
USD
2137348.54000000
0.010820572689
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12655TBP3
1000000.00000000
PA
USD
1055464.70000000
0.005343411378
Long
ABS-MBS
USGSE
US
N
2
2057-08-15
Fixed
3.26300000
N
N
N
N
N
N
Roku Inc
549300KR6ITU0YIR1T71
Roku, Inc
77543R102
5556.00000000
NS
USD
1267879.20000000
0.006418784203
Long
EC
CORP
US
N
1
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
50471.00000000
NS
USD
2348415.63000000
0.011889124096
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABF1
1000000.00000000
PA
USD
990628.00000000
0.005015168130
Long
ABS-MBS
USGSE
US
N
2
2048-05-10
Variable
4.28629300
N
N
N
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International, Inc
526107107
86.00000000
NS
USD
27894.96000000
0.000141221441
Long
EC
CORP
US
N
1
N
N
N
TDK Corp
3538005O8WNU39U8NX03
TDK Corp
J82141136
151500.00000000
NS
5912420.72000000
0.029932309576
Long
EC
CORP
JP
N
2
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
J59826107
333800.00000000
NS
2583391.81000000
0.013078718020
Long
EC
CORP
JP
N
2
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3135G05Q2
18880000.00000000
PA
USD
17791365.80000000
0.090070834625
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
55353.00000000
NS
USD
6172966.56000000
0.031251352843
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CS47
3999533.40000000
PA
USD
4235293.30000000
0.021441659212
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation, Inc
05329WAS1
5200000.00000000
PA
USD
5015465.62000000
0.025391371270
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.40000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG.
D69671218
201991.00000000
NS
34985402.83000000
0.177117623685
Long
EC
CORP
DE
N
2
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229106
10439.00000000
NS
USD
227987.76000000
0.001154214244
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746YAA2
465725.15000000
PA
USD
469699.32000000
0.002377906803
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
140218.89000000
0.000709874249
Long
EC
CORP
US
N
1
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora AS
K7681L102
23595.00000000
NS
2935002.44000000
0.014858787255
Long
EC
CORP
DK
N
2
N
N
N
IHS MARKIT LTD
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAG2
9540000.00000000
PA
USD
9969300.00000000
0.050470727302
Long
DBT
CORP
BM
N
2
2023-08-01
Fixed
4.12500000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946NAA6
1783929.39000000
PA
USD
1788833.59000000
0.009056175690
Long
ABS-O
CORP
US
Y
2
2046-04-20
Fixed
2.10000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142ET6
18954000.00000000
PA
USD
18763946.16000000
0.094994634504
Long
DBT
CORP
US
N
2
2031-09-22
Fixed
1.80000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JQ8
9537000.00000000
PA
USD
9401529.59000000
0.047596324332
Long
DBT
CORP
DE
N
2
2026-10-01
Fixed
1.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179E5F1
2794625.63000000
PA
USD
2847430.84000000
0.014415445962
Long
ABS-O
USGSE
US
N
2
2025-08-15
Fixed
2.58000000
N
N
N
N
N
N
Accelerate Diagnostics Inc
2549007HE5QY1QEQ8K43
Accelerate Diagnostics, Inc
00430H102
40357.00000000
NS
USD
210663.54000000
0.001066508388
Long
EC
CORP
US
N
1
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
670861AU7
5629443.98000000
PA
USD
5559700.80000000
0.028146624433
Long
ABS-CBDO
USGSE
US
Y
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Beyond Meat Inc
549300XQ946NCE51DR09
Beyond Meat, Inc
08862E109
50699.00000000
NS
USD
3303546.84000000
0.016724585647
Long
EC
CORP
US
N
1
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments plc
G08288105
540582.00000000
NS
5489329.46000000
0.027790361434
Long
EC
CORP
GB
N
2
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BFRV7
15250000.00000000
PA
USD
14867154.85000000
0.075266680529
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
1.51032700
N
Y
N
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
17873.00000000
NS
USD
4264497.80000000
0.021589510351
Long
EC
CORP
US
N
1
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313XH6
13750000.00000000
PA
USD
13742307.56000000
0.069572011813
Long
STIV
USGSE
US
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H030625
37350000.00000000
PA
USD
38575705.24000000
0.195293942370
Long
ABS-O
USGSE
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
RMR Group Inc/The
549300JP4L34E48UJM16
RMR Group, Inc
74967R106
2740.00000000
NS
USD
95023.20000000
0.000481065873
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
211503.00000000
NS
USD
61864627.50000000
0.313196788564
Long
EC
CORP
US
N
1
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc
60687YBC2
5925000.00000000
PA
USD
5950892.25000000
0.030127076119
Long
DBT
CORP
JP
N
2
2028-03-01
Variable
0.81025000
N
N
N
N
N
N
COLBUN SA
5493003VQJLE2QB8IF36
Colbun S.A.
192714AE3
13100000.00000000
PA
USD
12962450.00000000
0.065623893264
Long
DBT
CORP
CL
Y
2
2032-01-19
Fixed
3.15000000
N
N
N
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical, Inc
46120E602
155926.00000000
NS
USD
56024211.80000000
0.283629012679
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc
038222105
417605.00000000
NS
USD
65714322.80000000
0.332686313574
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137F9LG4
18803939.73000000
PA
USD
3155481.60000000
0.015974988348
Long
ABS-CBDO
USGSE
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
Graham Holdings Co
529900BOSCEEEMAFQJ29
Graham Holdings Co
384637104
4469.00000000
NS
USD
2814710.27000000
0.014249794315
Long
EC
CORP
US
N
1
N
N
N
SSE PLC
549300KI75VYLLMSK856
Scottish & Southern Energy plc
G8842P102
620099.00000000
NS
13862418.66000000
0.070180088064
Long
EC
CORP
GB
N
2
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
543594.00000000
NS
USD
159876431.34000000
0.809392812763
Long
EC
CORP
US
N
1
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAC9
10000000.00000000
PA
USD
9810454.10000000
0.049666551673
Long
DBT
CORP
JP
Y
2
2026-04-03
Fixed
1.16200000
N
N
N
N
N
N
BASIN ELEC PWR ND COOPERATIVE
5493002CLOJ5KYT5GB16
Basin Electric Power Coop
070102AA6
4500000.00000000
PA
USD
6075288.90000000
0.030756848460
Long
DBT
MUN
US
Y
2
2041-06-01
Fixed
6.12700000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
452760AD3
480000.00000000
PA
USD
487031.33000000
0.002465652096
Long
ABS-CBDO
USGSE
US
Y
2
2055-10-25
Variable
3.53100000
N
N
N
N
N
N
BJ's Wholesale Club Holdings Inc
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc
05550J101
203289.00000000
NS
USD
13614264.33000000
0.068923778241
Long
EC
CORP
US
N
1
N
N
N
CTS Corp
549300YV1HQLBVHOI649
CTS Corp
126501105
48700.00000000
NS
USD
1788264.00000000
0.009053292075
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385TK2
25000000.00000000
PA
USD
24999305.75000000
0.126561859234
Long
STIV
USGSE
US
N
2
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc
052769AH9
10000000.00000000
PA
USD
9970824.50000000
0.050478445259
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB (B Shares)
928856301
697434.00000000
NS
16129197.81000000
0.081655918096
Long
EC
CORP
SE
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595HAC2
3740000.00000000
PA
USD
3802701.85000000
0.019251615267
Long
ABS-MBS
USGSE
US
Y
2
2029-10-10
Variable
3.41290000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy, Inc
65339F101
670641.00000000
NS
USD
62611043.76000000
0.316975606687
Long
EC
CORP
US
N
1
N
N
N
Workhorse Group Inc
5493006JUAG258V8X854
Workhorse Group, Inc
98138J206
202382.00000000
NS
USD
882385.52000000
0.004467178132
Long
EC
CORP
US
N
1
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings, Inc
368736104
422.00000000
NS
USD
148510.24000000
0.000751850162
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifelock, Inc
668771108
1601.00000000
NS
USD
41593.98000000
0.000210574305
Long
EC
CORP
US
N
1
N
N
N
TAMPA BAY FL WTR REGL WTR SPLY
N/A
Tampa Bay Water
875124ER6
2280000.00000000
PA
USD
2403231.04000000
0.012166633411
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
2.61200000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock, Inc
09247X101
66998.00000000
NS
USD
61340688.88000000
0.310544289069
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
H1467J104
210391.00000000
NS
USD
40670684.21000000
0.205900014241
Long
EC
CORP
US
N
1
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313VK1
8000000.00000000
PA
USD
7998041.12000000
0.040491002610
Long
STIV
USGSE
US
N
2
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770LAA1
3160653.75000000
PA
USD
3273423.35000000
0.016572082016
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
175429.00000000
NS
USD
3236665.05000000
0.016385988896
Long
EC
CORP
US
N
1
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry, Inc
876030AA5
6450000.00000000
PA
USD
6487897.43000000
0.032845726576
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
Revance Therapeutics Inc
549300N33TFDZHS81H11
Revance Therapeutics, Inc
761330109
80012.00000000
NS
USD
1305795.84000000
0.006610741551
Long
EC
CORP
US
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBS5
6000000.00000000
PA
USD
6164393.94000000
0.031207952968
Long
DBT
CORP
IT
Y
2
2042-06-01
Fixed
4.95000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680103
25563.00000000
NS
USD
1502081.88000000
0.007604462194
Long
EC
CORP
US
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG. (Preference)
D12096125
61010.00000000
NS
5059352.34000000
0.025613552835
Long
EC
CORP
DE
N
2
N
N
N
APA Group
549300T9RBSX164T8H40
APA Group
624730909
500415.00000000
NS
3660928.95000000
0.018533873663
Long
EC
CORP
AU
N
2
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc
052769106
174913.00000000
NS
USD
49183786.47000000
0.248998573083
Long
EC
CORP
US
N
1
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc
79466L302
312159.00000000
NS
USD
79328966.67000000
0.401612013281
Long
EC
CORP
US
N
1
N
N
N
Imperial Oil Ltd
549300JZNB745JT5WY51
Imperial Oil Ltd
453038408
100631.00000000
NS
3629223.46000000
0.018373360975
Long
EC
CORP
CA
N
1
N
N
N
WLB ASSET II C PTE LTD
549300QP5TA3PCYZ7Y92
WLB Asset II C Pte Ltd
BS8095082
5500000.00000000
PA
USD
5472060.00000000
0.027702932808
Long
DBT
CORP
SG
Y
2
2025-12-23
Fixed
3.90000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AU1
11075000.00000000
PA
USD
11323598.86000000
0.057327020969
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
197499.00000000
NS
USD
16850614.68000000
0.085308173933
Long
EC
CORP
US
N
1
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust
55282MAA2
4000000.00000000
PA
USD
4046816.80000000
0.020487475264
Long
ABS-MBS
USGSE
US
Y
2
2034-08-15
Variable
3.18810000
N
Y
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana, Inc
444859102
93311.00000000
NS
USD
43283240.46000000
0.219126380591
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAH4
10000000.00000000
PA
USD
10276008.10000000
0.052023472317
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262CAD2
11672370.17000000
PA
USD
11580286.84000000
0.058626533376
Long
ABS-CBDO
USGSE
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202EXV6
136976.40000000
PA
USD
158732.13000000
0.000803599655
Long
ABS-MBS
USGSE
US
N
2
2038-11-20
Fixed
6.50000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
Nike, Inc (Class B)
654106103
443605.00000000
NS
USD
73935645.35000000
0.374307704092
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
22538535.00000000
0.114103924426
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.81400000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DT6
4000000.00000000
PA
USD
4205164.64000000
0.021289129408
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.55000000
N
N
N
N
N
N
Vishay Precision Group Inc
N/A
Vishay Precision Group, Inc
92835K103
18093.00000000
NS
USD
671612.16000000
0.003400113767
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CE9
630000.00000000
PA
USD
778475.55000000
0.003941121964
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
44752.00000000
NS
3605063.25000000
0.018251047134
Long
EC
CORP
DE
Y
2
N
N
N
CarMax Inc
N/A
CarMax, Inc
143130102
2874.00000000
NS
USD
374281.02000000
0.001894840690
Long
EC
CORP
US
N
1
N
N
N
Health Catalyst Inc
549300223PL6GWKVJG92
Health Catalyst, Inc
42225T107
59326.00000000
NS
USD
2350496.12000000
0.011899656816
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SF6
2500000.00000000
PA
USD
3073632.80000000
0.015560619389
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
5089165.00000000
0.025764482853
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Variable
2.97663300
N
N
N
N
N
N
Covetrus Inc
5493009S30DUFCF75V87
Covetrus, Inc
22304C100
91950.00000000
NS
USD
1836241.50000000
0.009296183684
Long
EC
CORP
US
N
1
N
N
N
KOREA ELECTRIC POWER CO
988400QG33WS7JEIV602
Korea Electric Power Corp
500631AU0
10100000.00000000
PA
USD
9970576.58000000
0.050477190135
Long
DBT
NUSS
KR
Y
2
2025-06-15
Fixed
1.12500000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KE0
9885000.00000000
PA
USD
10435414.89000000
0.052830487517
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25000000
N
N
N
N
N
N
Fieldstone Mortgage Investment
N/A
Fieldstone Mortgage Investment Trust
31659TDV4
405880.49000000
PA
USD
405066.62000000
0.002050696329
Long
ABS-O
CORP
US
N
2
2035-12-25
Variable
0.83688000
N
N
N
N
N
N
LEG Immobilien SE
391200SO40AKONBO0Z96
LEG Immobilien AG.
N/A
6470.00000000
NS
902065.24000000
0.004566808977
Long
EC
CORP
DE
N
2
N
N
N
Federal Home Loan Mortgage Corp
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
313400624
233115.00000000
NS
USD
669040.05000000
0.003387092164
Long
EP
USGSE
US
N
1
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS S.A.
X3078L108
547391.00000000
NS
5311411.31000000
0.026889630347
Long
EC
CORP
PT
N
2
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAT0
16822000.00000000
PA
USD
17714470.69000000
0.089681544291
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit, Inc
461202103
106355.00000000
NS
USD
68409663.10000000
0.346331783694
Long
EC
CORP
US
N
1
N
N
N
Chimerix Inc
5299002IR2GXUBEPKS66
Chimerix, Inc
16934W106
36414.00000000
NS
USD
234142.02000000
0.001185370892
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654KBP1
4592396.16000000
PA
USD
4552033.59000000
0.023045193342
Long
ABS-CBDO
USGSE
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138ETGQ3
763388.08000000
PA
USD
832367.06000000
0.004213953928
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4GS9
897637.47000000
PA
USD
1016432.97000000
0.005145808757
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
3089826.25000000
0.015642600591
Long
DBT
MUN
US
N
2
2028-09-01
Fixed
5.41200000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DR0
27342000.00000000
PA
USD
27714801.06000000
0.140309366409
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.05000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36259VAD5
471679.39000000
PA
USD
476015.30000000
0.002409882178
Long
ABS-CBDO
USGSE
US
Y
2
2051-01-25
Variable
3.00000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
31325VDB7
1255994.15000000
PA
USD
216106.87000000
0.001094065872
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Variable
5.81025000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB (A Shares)
N/A
214258.00000000
NS
14805403.88000000
0.074954059144
Long
EC
CORP
SE
N
2
N
N
N
PHILADELPHIA PA REDEV AUTH
N/A
Redevelopment Authority of the City of Philadelphia
717868GY3
1710000.00000000
PA
USD
1719017.51000000
0.008702723759
Long
DBT
MUN
US
N
2
2041-09-01
Fixed
3.17200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617LYQM5
11836404.64000000
PA
USD
12505622.41000000
0.063311151074
Long
ABS-O
USGSE
US
N
2
2045-01-15
Fixed
2.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGJ7
14225000.00000000
PA
USD
14351788.56000000
0.072657579440
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
Avaya Holdings Corp
549300NZS2OZN6Q63A60
Avaya Holdings Corp
05351X101
157497.00000000
NS
USD
3118440.60000000
0.015787464027
Long
EC
CORP
US
N
1
N
N
N
COCA-COLA EUROPACIFIC
549300LTH67W4GWMRF57
Coca-Cola European Partners plc
19123MAF0
6150000.00000000
PA
USD
6025132.06000000
0.030502923692
Long
DBT
CORP
GB
Y
2
2027-01-15
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132QPGY4
1275220.76000000
PA
USD
1377760.11000000
0.006975068941
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
9176960.09000000
0.046459415422
Long
DBT
NUSS
CL
Y
2
2028-10-01
Fixed
2.30000000
N
N
N
N
N
N
JAPAN INT'L COOP AGENCY
254900XEIG78M2AJB031
Japan International Cooperation Agency
47109LAE4
8750000.00000000
PA
USD
8731362.50000000
0.044203526397
Long
DBT
NUSS
JP
N
2
2031-04-28
Fixed
1.75000000
N
N
N
N
N
N
Landstar System Inc
254900CUQXQRL09MEI52
Landstar System, Inc
515098101
459.00000000
NS
USD
82170.18000000
0.000415995982
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortage-Backed Securities Trust
36258FAS8
429669.15000000
PA
USD
435921.70000000
0.002206903719
Long
ABS-CBDO
USGSE
US
Y
2
2050-05-25
Variable
3.68724500
N
N
N
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson plc
N/A
99134.00000000
NS
17608837.53000000
0.089146764275
Long
EC
CORP
GB
N
2
N
N
N
Sunrun Demeter Issuer LLC
N/A
SUNRUN CALLISTO ISSUER LLC
86772HAA5
6080000.00000000
PA
USD
6037281.31000000
0.030564430666
Long
ABS-O
CORP
US
Y
2
2057-01-30
Fixed
2.27000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZU5
8785000.00000000
PA
USD
8957494.00000000
0.045348343112
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
90376PBH3
8721357.24000000
PA
USD
8444333.71000000
0.042750410152
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
11652779.69000000
0.058993536763
Long
DBT
MUN
US
N
2
2049-05-15
Variable
0.70000000
N
N
N
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB (B Shares)
B1VVGZ901
369939.00000000
NS
6564308.94000000
0.033232568629
Long
EC
CORP
SE
N
2
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
90376PAD3
5362237.09000000
PA
USD
5428631.08000000
0.027483068908
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
27696.00000000
NS
USD
5743319.52000000
0.029076215311
Long
EC
CORP
US
N
1
N
N
N
Terminix Global Holdings Inc
549300GS10644JGL8R77
Terminix Global Holdings, Inc
88087E100
92092.00000000
NS
USD
4165321.16000000
0.021087417210
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAPZ5
297072.44000000
PA
USD
320265.88000000
0.001621382834
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
6682522.90000000
PA
USD
7108665.31000000
0.035988435331
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41161PUK7
790416.53000000
PA
USD
796656.95000000
0.004033167391
Long
ABS-CBDO
USGSE
US
N
2
2045-08-19
Variable
0.72388000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills, Inc
370334104
393303.00000000
NS
USD
26500756.14000000
0.134163124437
Long
EC
CORP
US
N
1
N
N
N
Benefitfocus Inc
254900W89KP1OS3RXO89
Benefitfocus, Inc
08180D106
59147.00000000
NS
USD
630507.02000000
0.003192014270
Long
EC
CORP
US
N
1
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61947DAB5
2802060.09000000
PA
USD
2767848.62000000
0.014012551825
Long
ABS-O
CORP
US
Y
2
2046-12-20
Fixed
2.05000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
690353G50
11958252.12000000
PA
USD
12800964.02000000
0.064806351926
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
30274.00000000
NS
USD
673596.50000000
0.003410159716
Long
EC
CORP
US
N
1
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot, Inc
443573100
24921.00000000
NS
USD
16426677.15000000
0.083161941452
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746FCB9
693405.93000000
PA
USD
701191.77000000
0.003549863943
Long
ABS-CBDO
USGSE
US
Y
2
2047-09-25
Variable
3.76048600
N
N
N
N
N
N
TriCo Bancshares
N/A
Trico Bancshares
896095106
4787.00000000
NS
USD
205649.52000000
0.001041124336
Long
EC
CORP
US
N
1
N
N
N
Sonos Inc
549300WEPU6075I77M08
Sonos, Inc
83570H108
141735.00000000
NS
USD
4223703.00000000
0.021382981986
Long
EC
CORP
US
N
1
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
632525AY7
10000000.00000000
PA
USD
10029036.90000000
0.050773152226
Long
DBT
CORP
AU
Y
2
2031-05-21
Fixed
2.99000000
N
N
N
N
N
N
Ajinomoto Co Inc
353800UT0TLROREPIC92
Ajinomoto Co, Inc
J00882126
282500.00000000
NS
8599896.09000000
0.043537962584
Long
EC
CORP
JP
N
2
N
N
N
Teladoc Health Inc
549300I2PVFBC9MFAC61
Teladoc, Inc
87918A105
90696.00000000
NS
USD
8327706.72000000
0.042159972608
Long
EC
CORP
US
N
1
N
N
N
Agate Bay Mortgage Loan Trust
549300LRONE82VI44B39
Agate Bay Mortgage Trust
00842DAJ2
100643.07000000
PA
USD
100563.53000000
0.000509114431
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
732.00000000
NS
USD
68222.40000000
0.000345383742
Long
EC
CORP
US
N
1
N
N
N
THIRAX 1 LLC
N/A
Thirax LLC
88410XAA4
13041066.72000000
PA
USD
12559549.59000000
0.063584163622
Long
DBT
CORP
US
N
2
2033-01-14
Fixed
0.96800000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558103
395328.00000000
NS
USD
28704766.08000000
0.145321178127
Long
EC
CORP
US
N
1
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware, Inc (Class A)
928563402
356926.00000000
NS
USD
41360584.88000000
0.209392715692
Long
EC
CORP
US
N
1
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
Bouygues S.A.
F11487125
237076.00000000
NS
8486372.01000000
0.042963233878
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36187SB71
7376417.39000000
PA
USD
7713912.16000000
0.039052567087
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
31159.00000000
NS
USD
1245113.64000000
0.006303530938
Long
EC
CORP
US
N
1
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France S.A.
268317AS3
22750000.00000000
PA
USD
24271924.95000000
0.122879410315
Long
DBT
CORP
FR
Y
2
2025-10-13
Fixed
3.62500000
N
N
N
N
N
N
BANCO BTG PACTUAL/CAYMAN
ZXLTQRYIK6IJH3R0IK66
Banco BTG Pactual S.A.
05971AAG6
3000000.00000000
PA
USD
2846280.00000000
0.014409619703
Long
DBT
CORP
BR
Y
2
2026-01-11
Fixed
2.75000000
N
N
N
N
N
N
SG Holdings Co Ltd
N/A
SG Holdings Co Ltd
N/A
85700.00000000
NS
2009531.11000000
0.010173482256
Long
EC
CORP
JP
N
2
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International, Inc
559222401
169939.00000000
NS
13750153.48000000
0.069611732685
Long
EC
CORP
CA
N
1
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group plc
317430908
92878.00000000
NS
2292437.77000000
0.011605729745
Long
EC
CORP
GB
N
2
N
N
N
DOLP Trust
N/A
DOLP Trust
23345LAC3
102725000.00000000
PA
USD
5030227.53000000
0.025466105136
Long
ABS-MBS
USGSE
US
Y
2
2041-05-10
Variable
0.66526200
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EX7
12125000.00000000
PA
USD
11980769.37000000
0.060654022223
Long
DBT
CORP
AU
N
2
2036-11-18
Fixed
3.02000000
N
N
N
N
N
N
CDP FINANCIAL INC
549300OXMGVYFCBFV096
CDP Financial, Inc
125094AV4
7000000.00000000
PA
USD
6887858.60000000
0.034870575978
Long
DBT
NUSS
CA
Y
2
2026-05-26
Fixed
1.00000000
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AV7
3596000.00000000
PA
USD
3763805.87000000
0.019054699897
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
253105.00000000
NS
USD
4373654.40000000
0.022142128187
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DVKW4
10700275.86000000
PA
USD
11259837.58000000
0.057004222159
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300NKHFE6ZRF37I48
Cenovus Energy, Inc
15135UAW9
2650000.00000000
PA
USD
2592685.67000000
0.013125769254
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc
771196BW1
10375000.00000000
PA
USD
10437943.47000000
0.052843288743
Long
DBT
CORP
US
Y
2
2028-12-13
Fixed
1.93000000
N
N
N
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corp
018802108
689.00000000
NS
USD
42352.83000000
0.000214416070
Long
EC
CORP
US
N
1
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
653323907
210005.00000000
NS
3206008.51000000
0.016230786638
Long
EC
CORP
AU
N
2
N
N
N
ACADIA Pharmaceuticals Inc
529900O3044NO0PEA039
Acadia Pharmaceuticals, Inc
004225108
56930.00000000
NS
USD
1328746.20000000
0.006726930387
Long
EC
CORP
US
N
1
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890109
3957.00000000
NS
USD
220958.88000000
0.001118629731
Long
EC
CORP
US
N
1
N
N
N
Sinclair Broadcast Group Inc
529900879GWQV880PQ28
Sinclair Broadcast Group, Inc (Class A)
829226109
84576.00000000
NS
USD
2235343.68000000
0.011316684351
Long
EC
CORP
US
N
1
N
N
N
ResMed Inc
529900T3QE5253CCXF22
Resmed, Inc
761152107
74315.00000000
NS
USD
19357571.20000000
0.097999929511
Long
EC
CORP
US
N
1
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde plc
G5494J103
2995.00000000
NS
USD
1037557.85000000
0.005252755891
Long
EC
CORP
US
N
1
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
13675000.00000000
PA
USD
13640812.50000000
0.069058181404
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance Trust
21872UAA2
179162.45000000
PA
USD
178855.47000000
0.000905476377
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
365987.00000000
NS
USD
68977569.89000000
0.349206877104
Long
EC
CORP
US
N
1
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069101
162922.00000000
NS
18991145.03000000
0.096144854901
Long
EC
CORP
CA
N
1
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co
114259AU8
13500000.00000000
PA
USD
15860241.99000000
0.080294298339
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
142100.00000000
NS
3567714.29000000
0.018061963731
Long
EC
CORP
JP
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG.
D12096109
157863.00000000
NS
15792965.18000000
0.079953701754
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CSS4
388055.48000000
PA
USD
396405.15000000
0.002006846641
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
MARY FREE BED REHAB HSP
N/A
Mary Free Bed Rehabilitation Hospital
57388MAA1
2250000.00000000
PA
USD
2430991.87000000
0.012307175804
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.78600000
N
N
N
N
N
N
Cadence Bank
Q7C315HKI8VX0SSKBS64
Cadence BanCorp
12740C103
1840.00000000
NS
USD
54813.60000000
0.000277500151
Long
EC
CORP
US
N
1
N
N
N
Hitachi Metals Ltd
N/A
Hitachi Metals Ltd
642920003
204900.00000000
NS
3796601.89000000
0.019220733518
Long
EC
CORP
JP
N
2
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Groep NV
B5337G162
122862.00000000
NS
10556454.38000000
0.053443263849
Long
EC
CORP
BE
N
2
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189105
670895.00000000
NS
USD
45567188.40000000
0.230689129596
Long
EC
CORP
US
N
1
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem, Inc
98419MAL4
3575000.00000000
PA
USD
3542928.28000000
0.017936481706
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KND7
3530000.00000000
PA
USD
3584932.10000000
0.018149130873
Long
ABS-CBDO
USGSE
US
Y
2
2041-11-25
Variable
3.45000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748WAU0
2804331.33000000
PA
USD
2776178.65000000
0.014054723560
Long
ABS-CBDO
USGSE
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
Realogy Holdings Corp
5493004HBTOTE9DI9P12
Realogy Holdings Corp
75605Y106
66712.00000000
NS
USD
1121428.72000000
0.005677361812
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA ST MUNI FIN AUTH MO
5493000UQOV6R4ZWS346
California Municipal Finance Authority
13049SDR2
455000.00000000
PA
USD
453136.73000000
0.002294056787
Long
DBT
MUN
US
N
2
2027-08-15
Fixed
2.13800000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BX0
6275000.00000000
PA
USD
6064990.94000000
0.030704713854
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.20000000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals, Inc
911363109
32283.00000000
NS
USD
10727318.07000000
0.054308280922
Long
EC
CORP
US
N
1
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BZ0
7750000.00000000
PA
USD
8517048.50000000
0.043118537135
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
49451.85000000
0.000250355675
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot, Inc
437076102
279281.00000000
NS
USD
115904407.81000000
0.586779388698
Long
EC
CORP
US
N
1
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAC8
1295000.00000000
PA
USD
1319283.57000000
0.006679024735
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.16600000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313TT5
12500000.00000000
PA
USD
12498993.38000000
0.063277590847
Long
STIV
USGSE
US
N
2
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp
00130HCG8
10875000.00000000
PA
USD
10595572.86000000
0.053641305651
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537JAD9
1600000.00000000
PA
USD
1604800.96000000
0.008124489345
Long
ABS-CBDO
USGSE
US
Y
2
2059-07-25
Variable
3.13900000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JA5
11600000.00000000
PA
USD
11639902.84000000
0.058928346229
Long
DBT
NUSS
N/A
N
2
2029-10-09
Fixed
1.62500000
N
N
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc
45168D104
53162.00000000
NS
USD
35005050.52000000
0.177217092374
Long
EC
CORP
US
N
1
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero AG.
N/A
101392.00000000
NS
11223134.41000000
0.056818408141
Long
EC
CORP
DE
Y
2
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MBA2
9400000.00000000
PA
USD
9401656.84000000
0.047596968549
Long
DBT
CORP
IE
N
2
2023-09-29
Variable
0.73000300
N
N
N
N
N
N
MacroGenics Inc
5493001KJQUA83L8MH79
MacroGenics, Inc
556099109
34997.00000000
NS
USD
561701.85000000
0.002843680187
Long
EC
CORP
US
N
1
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BJ1
7250000.00000000
PA
USD
7739375.00000000
0.039181475642
Long
DBT
CORP
CL
Y
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
Liberty Street Trust
N/A
Liberty Street Trust
902055AA0
10000000.00000000
PA
USD
10565188.00000000
0.053487478804
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
478619.00000000
NS
6912818.00000000
0.034996935810
Long
EC
CORP
CA
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CV35
2471101.33000000
PA
USD
2625871.08000000
0.013293774207
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
137837.00000000
NS
USD
15734093.55000000
0.079655657359
Long
EC
CORP
US
N
1
N
N
N
Customers Bancorp Inc
549300WLBCHYKZ53FN68
Customers Bancorp, Inc
23204G100
49821.00000000
NS
USD
3256798.77000000
0.016487918168
Long
EC
CORP
US
N
1
N
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd
J6174U100
65700.00000000
NS
11078798.71000000
0.056087692067
Long
EC
CORP
JP
N
2
N
N
N
Quotient Technology Inc
5493005ZZT58VQ9RKP56
Quotient Technology, Inc
749119103
157019.00000000
NS
USD
1165080.98000000
0.005898356396
Long
EC
CORP
US
N
1
N
N
N
OGE ENERGY CORP
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp
670837AC7
6975000.00000000
PA
USD
6942832.35000000
0.035148886907
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70300000
N
N
N
N
N
N
Mr Cooper Group Inc
549300KD8C6DPXYC2M26
Mr Cooper Group, Inc
62482R107
17431.00000000
NS
USD
725303.91000000
0.003671934423
Long
EC
CORP
US
N
1
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
605460005
480800.00000000
NS
4529302.80000000
0.022930116105
Long
EC
CORP
JP
N
2
N
N
N
Valeo
5493006IH2N2WMIBB742
Valeo S.A.
N/A
243482.00000000
NS
7342533.99000000
0.037172422408
Long
EC
CORP
FR
N
2
N
N
N
Eisai Co Ltd
353800HDEE0ZYEX4QV91
Eisai Co Ltd
J12852117
92800.00000000
NS
5268052.42000000
0.026670120982
Long
EC
CORP
JP
N
2
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05578QAG8
8500000.00000000
PA
USD
8683548.92000000
0.043961464652
Long
DBT
CORP
FR
Y
2
2042-10-19
Fixed
3.58200000
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
Topaz Solar Farms LLC
89054XAC9
10337502.00000000
PA
USD
12285244.09000000
0.062195460495
Long
DBT
CORP
US
Y
2
2039-09-30
Fixed
5.75000000
N
N
N
N
N
N
Sompo Holdings Inc
353800CWW4SRGEYEB512
Sompo Holdings, Inc
J58699109
232800.00000000
NS
9818036.28000000
0.049704937331
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Structured Agency Credit Risk Debt Note (STACR)
3137G0NW5
154364.05000000
PA
USD
154364.07000000
0.000781485849
Long
ABS-CBDO
USGSE
US
N
2
2029-10-25
Variable
1.30275000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer, Inc
714046AN9
7000000.00000000
PA
USD
6806473.80000000
0.034458556072
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.25000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933Y105
293962.00000000
NS
USD
22529247.68000000
0.114056906301
Long
EC
CORP
US
N
1
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
B0PB4M906
1513600.00000000
NS
13333708.30000000
0.067503431087
Long
EC
CORP
HK
N
2
N
N
N
SPS Commerce Inc
2549006XVF9GCCETDQ72
SPS Commerce, Inc
78463M107
63735.00000000
NS
USD
9072677.25000000
0.045931471556
Long
EC
CORP
US
N
1
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc (Step Bond)
25746UDB2
4000000.00000000
PA
USD
4140388.44000000
0.020961192449
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.07100000
N
N
N
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic, Inc
436440101
99838.00000000
NS
USD
7643597.28000000
0.038696589924
Long
EC
CORP
US
N
1
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAH6
6925000.00000000
PA
USD
7212350.04000000
0.036513351196
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
3.37500000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385RK4
57198000.00000000
PA
USD
57197967.97000000
0.289571288222
Long
STIV
USGSE
US
N
2
N
N
N
Westamerica BanCorp
N/A
Westamerica Bancorporation
957090103
2021.00000000
NS
USD
116672.33000000
0.000590667083
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BCHU7
16464724.65000000
PA
USD
2283947.09000000
0.011562744701
Long
ABS-CBDO
USGSE
US
N
2
2050-11-25
Fixed
2.50000000
N
N
N
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial, Inc
866796105
75475.00000000
NS
4201110.52000000
0.021268604959
Long
EC
CORP
CA
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H020618
67535000.00000000
PA
USD
68144724.21000000
0.344990500107
Long
ABS-O
USGSE
US
N
2
2051-01-20
Fixed
2.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NBD6
7500000.00000000
PA
USD
7499999.55000000
0.037969609908
Long
DBT
CORP
CA
N
2
2023-02-17
Variable
0.44989000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46653PBM8
4838737.81000000
PA
USD
4796210.14000000
0.024281365197
Long
ABS-CBDO
USGSE
US
Y
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
HONOLULU CITY & CNTY HI BRD OF
N/A
Honolulu City & County Board of Water Supply
438689LV1
1000000.00000000
PA
USD
1022369.80000000
0.005175864642
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
212679.00000000
NS
USD
15974319.69000000
0.080871829809
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38380WZL6
1881918.48000000
PA
USD
222054.71000000
0.001124177496
Long
ABS-CBDO
USGSE
US
N
2
2046-06-20
Fixed
4.00000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
2570.00000000
NS
USD
74504.30000000
0.000377186583
Long
EC
CORP
US
N
1
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust
26863LAL8
7500000.00000000
PA
USD
7455643.50000000
0.037745052306
Long
ABS-MBS
USGSE
US
Y
2
2038-11-15
Variable
2.22786000
N
N
N
N
N
N
Telia Co AB
213800FSR9RNDUOTXO25
TeliaSonera AB
597838903
322622.00000000
NS
1261762.71000000
0.006387818769
Long
EC
CORP
SE
N
2
N
N
N
Parkland Corp
549300XHQS1JYWBNK868
Parkland Corp
70137W108
65921.00000000
NS
1811987.17000000
0.009173393350
Long
EC
CORP
CA
N
1
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385TL0
24450000.00000000
PA
USD
24449307.33000000
0.123777429006
Long
STIV
USGSE
US
N
2
N
N
N
Orange SA
969500MCOONR8990S771
Orange S. A.
F4113C103
1232129.00000000
NS
13161820.79000000
0.066633230808
Long
EC
CORP
FR
N
2
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen, Inc
031162100
191735.00000000
NS
USD
43134622.95000000
0.218373987362
Long
EC
CORP
US
N
1
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
569.00000000
NS
USD
322054.00000000
0.001630435397
Long
EC
CORP
US
N
1
N
N
N
Bryn Mawr Bank Corp
4NOIGQXI7NPP6IUQF087
Bryn Mawr Bank Corp
117665109
10169.00000000
NS
USD
457706.69000000
0.002317192735
Long
EC
CORP
US
N
1
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta plc
004561908
422169.00000000
NS
7678071.48000000
0.038871119524
Long
EC
CORP
GB
N
2
N
N
N
Prothena Corp PLC
5299009ZXQ8NIIJ8OL30
Prothena Corp plc
G72800108
70172.00000000
NS
USD
3466496.80000000
0.017549538552
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA ST
N/A
State of California
13063CNQ9
36330000.00000000
PA
USD
38978413.40000000
0.197332698725
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
73408.00000000
NS
1068610.55000000
0.005409963754
Long
EC
CORP
AU
N
2
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAJ4
11450000.00000000
PA
USD
12371624.24000000
0.062632769934
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
78081.00000000
NS
12788433.47000000
0.064742914577
Long
EC
CORP
FR
N
2
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AZ9
8500000.00000000
PA
USD
8568011.39000000
0.043376542624
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG.
902674YL8
14200000.00000000
PA
USD
14223430.00000000
0.072007749474
Long
DBT
CORP
CH
Y
2
2024-08-09
Variable
0.49990000
N
N
N
N
N
N
Keio Corp
N/A
Keio Corp
648736007
100.00000000
NS
4412.21000000
0.000022337320
Long
EC
CORP
JP
N
2
N
N
N
Tupperware Brands Corp
G8NWFN4YP7CR6FOP4886
Tupperware Brands Corp
899896104
80777.00000000
NS
USD
1235080.33000000
0.006252736153
Long
EC
CORP
US
N
1
N
N
N
WW International Inc
SGT8R1MU6ESIC7UJC518
WW International Inc
98262P101
26116.00000000
NS
USD
421251.08000000
0.002132632018
Long
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle, Inc
48020Q107
6486.00000000
NS
USD
1746939.24000000
0.008844080727
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp
064058100
538689.00000000
NS
USD
31287057.12000000
0.158394323373
Long
EC
CORP
US
N
1
N
N
N
CONSERVATION FUND
N/A
Conservation Fund
20848FAA8
3125000.00000000
PA
USD
3298195.09000000
0.016697491797
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
15743.00000000
NS
USD
3600896.39000000
0.018229951926
Long
EC
CORP
US
N
1
N
N
N
Woodside Petroleum Ltd
2549005ZC5RXAOO7FH41
Woodside Petroleum Ltd
980228100
2653.00000000
NS
42294.02000000
0.000214118338
Long
EC
CORP
AU
N
2
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit S.p.A
904678AU3
15000000.00000000
PA
USD
14970936.45000000
0.075792086809
Long
DBT
CORP
IT
Y
2
2026-09-22
Fixed
2.56900000
N
N
N
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAH7
3000000.00000000
PA
USD
3087241.47000000
0.015629514845
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
13079800.39000000
0.066217993104
Long
EC
CORP
GB
N
2
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
21990.00000000
NS
USD
2628684.60000000
0.013308017976
Long
EC
CORP
US
N
1
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
45818WBV7
20000000.00000000
PA
USD
20000467.40000000
0.101254665429
Long
DBT
NUSS
N/A
N
2
2022-01-15
Variable
0.13375000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743AAU3
258551.49000000
PA
USD
262053.26000000
0.001326674753
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
545731.96000000
PA
USD
551543.19000000
0.002792250803
Long
ABS-CBDO
USGSE
US
Y
2
2047-10-25
Variable
4.08014900
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank S.A.
E3641N103
3827772.00000000
NS
10456089.61000000
0.052935155663
Long
EC
CORP
ES
N
2
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770AAA5
3539512.71000000
PA
USD
3480750.07000000
0.017621697370
Long
ABS-O
CORP
US
Y
2
2051-09-20
Fixed
2.24000000
N
N
N
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holdings AG
715603908
34038.00000000
NS
13301940.17000000
0.067342601277
Long
EC
CORP
CH
N
2
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064149107
378879.00000000
NS
26822099.25000000
0.135789960873
Long
EC
CORP
CA
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBV1
10000000.00000000
PA
USD
9804800.00000000
0.049637927142
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
3.25000000
N
N
N
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery, Inc (Class C)
25470F302
304868.00000000
NS
USD
6981477.20000000
0.035344530902
Long
EC
CORP
US
N
1
N
N
N
Orica Ltd
N/A
Orica Ltd
645800004
1122.00000000
NS
11188.87000000
0.000056644940
Long
EC
CORP
AU
N
2
N
N
N
Daikin Industries Ltd
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd
J10038115
84700.00000000
NS
19186173.93000000
0.097132211128
Long
EC
CORP
JP
N
2
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX plc (London)
G74570121
674477.00000000
NS
22019584.61000000
0.111476678419
Long
EC
CORP
GB
N
2
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Group, Inc
45866F104
379244.00000000
NS
USD
51869201.88000000
0.262593797306
Long
EC
CORP
US
N
1
N
N
N
Blackline Inc
529900P9N7PK9LV5EK56
Blackline, Inc
09239B109
90107.00000000
NS
USD
9329678.78000000
0.047232571346
Long
EC
CORP
US
N
1
N
N
N
WESCO International Inc
529900TXOGREY3WNJ434
WESCO International, Inc
95082P105
3684.00000000
NS
USD
484777.56000000
0.002454242126
Long
EC
CORP
US
N
1
N
N
N
Guardant Health Inc
254900M8C3E5VC8BR186
Guardant Health, Inc
40131M109
10855.00000000
NS
USD
1085717.10000000
0.005496567630
Long
EC
CORP
US
N
1
N
N
N
Globus Medical Inc
5299003M2P4CIK0RF205
Globus Medical, Inc
379577208
13596.00000000
NS
USD
981631.20000000
0.004969620796
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc
14149Y108
4607.00000000
NS
USD
237214.43000000
0.001200925321
Long
EC
CORP
US
N
1
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
12595BBB6
6100000.00000000
PA
USD
5904912.85000000
0.029894300121
Long
ABS-MBS
USGSE
US
Y
2
2037-06-15
Variable
3.67695000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31292GHJ8
416.44000000
PA
USD
427.13000000
0.000002162394
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
9773.00000000
NS
USD
1275278.77000000
0.006456245376
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
126073.00000000
NS
USD
15079591.53000000
0.076342165643
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
25271787.87000000
0.127941331290
Long
DBT
NUSS
KR
Y
2
2023-07-25
Fixed
3.75000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BN0
2250000.00000000
PA
USD
2387087.93000000
0.012084907060
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.95000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BQ9
8475000.00000000
PA
USD
8228721.59000000
0.041658849008
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
1.75000000
N
N
N
N
N
N
Mercury NZ Ltd
254900XLT925U953KK55
Mercury NZ Ltd
N/A
1875.00000000
NS
7855.14000000
0.000039767549
Long
EC
CORP
NZ
N
2
N
N
N
Schroders PLC
2138001YYBULX5SZ2H24
Schroders plc
G78602136
126498.00000000
NS
6105726.90000000
0.030910944334
Long
EC
CORP
GB
N
2
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co, Inc
086516101
621.00000000
NS
USD
63093.60000000
0.000319418603
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746NAK4
8851.39000000
PA
USD
8842.88000000
0.000044768096
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
654093.20000000
0.003311422018
Long
EC
CORP
US
N
1
N
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova plc
G5509L101
8932.00000000
NS
USD
780924.76000000
0.003953521371
Long
EC
CORP
US
N
1
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
G0176J109
247.00000000
NS
USD
32712.68000000
0.000165611703
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning, Inc
690742101
7069.00000000
NS
USD
639744.50000000
0.003238780075
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems, Inc
17275R102
1373303.00000000
NS
USD
87026211.11000000
0.440580198119
Long
EC
CORP
US
N
1
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
690353UU9
805803.91000000
PA
USD
817166.45000000
0.004136999093
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
16489000.00000000
PA
USD
18431320.27000000
0.093310677698
Long
DBT
NUSS
N/A
N
2
2028-09-26
Fixed
3.12500000
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
14150000.00000000
PA
USD
13625740.38000000
0.068981877064
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48400000
N
N
N
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421M106
264233.00000000
NS
USD
5982235.12000000
0.030285753001
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38381BZT4
3874355.22000000
PA
USD
4141457.92000000
0.020966606814
Long
ABS-CBDO
USGSE
US
N
2
2049-01-20
Fixed
3.50000000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co
959802109
1119.00000000
NS
USD
19962.96000000
0.000101064779
Long
EC
CORP
US
N
1
N
N
N
SCSK Corp
529900SNGFXMSUBB7864
Sumisho Computer Systems Corp
685847006
73600.00000000
NS
1464800.55000000
0.007415721175
Long
EC
CORP
JP
N
2
N
N
N
Amplifon SpA
ZYXJDNVM2JI3VBM8G556
Amplifon S.p.A.
B14NJ7908
99959.00000000
NS
5378608.89000000
0.027229825820
Long
EC
CORP
IT
N
2
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAL8
15240000.00000000
PA
USD
16410255.06000000
0.083078802734
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.88000000
N
N
N
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology, Inc
016255101
44978.00000000
NS
USD
29558642.04000000
0.149644023335
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
1517276.10000000
0.007681384679
Long
DBT
MUN
US
N
2
2022-10-01
Fixed
2.21800000
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110BY9
13000000.00000000
PA
USD
12235461.16000000
0.061943428688
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
4314421.46000000
0.021842254619
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.70000000
N
N
N
N
N
N
Rogers Corp
PW0CN80KNFR7RUOOKJ84
Rogers Corp
775133101
32265.00000000
NS
USD
8808345.00000000
0.044593259153
Long
EC
CORP
US
N
1
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
Total Capital International S.A.
89153VAV1
11316000.00000000
PA
USD
11599207.57000000
0.058722321746
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
Winwater Mortgage Loan Trust
5493002CYMIHYUBDIR84
WinWater Mortgage Loan Trust
97652PAX9
221204.36000000
PA
USD
221268.16000000
0.001120195496
Long
ABS-CBDO
USGSE
US
Y
2
2044-06-20
Variable
3.90607300
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust
05490VAC1
3600000.00000000
PA
USD
3615579.36000000
0.018304286150
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
297860.00000000
NS
8302408.04000000
0.042031895132
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
5134458.50000000
0.025993786404
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
2929185.86000000
0.014829340150
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
3249143.11000000
0.016449160509
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
1069323.20000000
0.005413571627
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
10000000.00000000
PA
USD
9886386.70000000
0.050050969189
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
2694835.46000000
0.013642914309
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.51300000
N
N
N
N
N
N
Shimadzu Corp
N/A
Shimadzu Corp
680436003
5900.00000000
NS
249204.16000000
0.001261624708
Long
EC
CORP
JP
N
2
N
N
N
CHICAGO IL HSG AUTH
N/A
Chicago Housing Authority
16753QBH9
16250000.00000000
PA
USD
19272742.13000000
0.097570472592
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
4.36100000
N
N
N
N
N
N
Nippon Express Co Ltd
529900NTHOQWZAW95H82
Nippon Express Co Ltd
664212008
25400.00000000
NS
1520056.83000000
0.007695462444
Long
EC
CORP
JP
N
2
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12653TAB7
2340454.41000000
PA
USD
2376074.96000000
0.012029152634
Long
ABS-CBDO
CORP
US
Y
2
2048-02-25
Variable
3.50000000
N
Y
N
N
N
N
SCENTRE GROUP TRUST 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAB0
8245000.00000000
PA
USD
8832456.25000000
0.044715325128
Long
DBT
CORP
AU
Y
2
2080-09-24
Fixed
5.12500000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SB3
34290000.00000000
PA
USD
34289828.55000000
0.173596198930
Long
STIV
USGSE
US
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAU5
15031000.00000000
PA
USD
14304110.16000000
0.072416202059
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
166563.00000000
NS
USD
21969659.70000000
0.111223927823
Long
EC
CORP
US
N
1
N
N
N
Ciena Corp
W0CZ7N0GH8UIGXDM1H41
Ciena Corp
171779309
137743.00000000
NS
USD
10602078.71000000
0.053674242265
Long
EC
CORP
US
N
1
N
N
N
Dave & Buster's Entertainment Inc
529900WTVU85QZLYHR86
Dave & Buster's Entertainment, Inc
238337109
85084.00000000
NS
USD
3267225.60000000
0.016540705194
Long
EC
CORP
US
N
1
N
N
N
Antares Pharma Inc
5299004QMIHMZUUNYY44
Antares Pharma, Inc
036642106
224873.00000000
NS
USD
802796.61000000
0.004064250126
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group, Inc
74144T108
68699.00000000
NS
USD
13508971.36000000
0.068390720476
Long
EC
CORP
US
N
1
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CT7
15000000.00000000
PA
USD
14721599.55000000
0.074529790090
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CDR9
2500000.00000000
PA
USD
2500488.28000000
0.012659009369
Long
DBT
UST
US
N
2
2023-12-31
Fixed
0.75000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833CX6
14250000.00000000
PA
USD
15266980.32000000
0.077290842934
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
3.00000000
N
N
N
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA, Inc
87901J105
9574.00000000
NS
USD
177693.44000000
0.000899593467
Long
EC
CORP
US
N
1
N
N
N
FLORENCE SC SPL OBLIG
N/A
City of Florence SC
340329AP6
1250000.00000000
PA
USD
1323403.13000000
0.006699880481
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
15788254.12000000
0.079929851471
Long
DBT
NUSS
N/A
N
2
2025-11-20
Fixed
3.12500000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins, Inc
231021106
38004.00000000
NS
USD
8290192.56000000
0.041970052860
Long
EC
CORP
US
N
1
N
N
N
Zynga Inc
549300XNQ0U2EL088Z74
Zynga, Inc
98986T108
1601731.00000000
NS
USD
10251078.40000000
0.051897262845
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
3748949.70000000
0.018979488828
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
9452573.50000000
0.047854739994
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
6237057.74000000
0.031575821809
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
11597651.29000000
0.058714442900
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
39615.00000000
NS
USD
862022.40000000
0.004364087496
Long
EC
CORP
US
N
1
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313SX7
5000000.00000000
PA
USD
4999894.45000000
0.025312540431
Long
STIV
USGSE
US
N
2
N
N
N
Insight Enterprises Inc
529900S8991TYW6YP792
Insight Enterprises, Inc
45765U103
41421.00000000
NS
USD
4415478.60000000
0.022353868007
Long
EC
CORP
US
N
1
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
Topaz Solar Farms LLC
89054XAD7
18465704.00000000
PA
USD
20821831.99000000
0.105412918089
Long
DBT
CORP
US
Y
2
2039-09-30
Fixed
4.87500000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust
26863LAG9
12500000.00000000
PA
USD
12426071.25000000
0.062908414181
Long
ABS-MBS
USGSE
US
Y
2
2038-11-15
Variable
1.42956000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc
031162DC1
10875000.00000000
PA
USD
10551955.19000000
0.053420486183
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali S.p.A.
T05040109
519493.00000000
NS
10979337.81000000
0.055584159827
Long
EC
CORP
IT
N
2
N
N
N
Ballard Power Systems Inc
549300OHZ8BMF53YYS26
Ballard Power Systems, Inc
058586108
250209.00000000
NS
3143065.74000000
0.015912131629
Long
EC
CORP
CA
N
1
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB (B Shares)
N/A
202746.00000000
NS
11909349.78000000
0.060292452338
Long
EC
CORP
SE
N
2
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368CA9
7125000.00000000
PA
USD
7303833.80000000
0.036976498247
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
1580757.81000000
0.008002768134
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
681340.82000000
0.003449366226
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.37700000
N
N
N
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe S.A.
438042905
52277.00000000
NS
3522112.53000000
0.017831099578
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8D28
2583088.32000000
PA
USD
2837904.14000000
0.014367215949
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.50000000
N
N
N
N
N
N
Oceanview Mortgage Trust
N/A
Oceanview Mortgage Trust
67647LAU5
1756467.19000000
PA
USD
1740502.66000000
0.008811494801
Long
ABS-CBDO
USGSE
US
Y
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBJ8
13400000.00000000
PA
USD
12819895.64000000
0.064902195429
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
N
SANTOS FINANCE LTD
213800BKUBSWG53XNS94
Santos Finance Ltd
803014AA7
11700000.00000000
PA
USD
11912762.51000000
0.060309729676
Long
DBT
CORP
AU
Y
2
2031-04-29
Fixed
3.64900000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385VW3
12500000.00000000
PA
USD
12496595.75000000
0.063265452570
Long
STIV
USGSE
US
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132FCC52
619720.32000000
PA
USD
700709.48000000
0.003547422294
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
116511.10000000
0.000589850837
Long
EC
CORP
US
N
1
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre, Inc
58733R102
370.00000000
NS
USD
498908.00000000
0.002525779103
Long
EC
CORP
US
N
1
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BV1
3100000.00000000
PA
USD
3045750.00000000
0.015419459508
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.75000000
N
N
N
N
N
N
ArcBest Corp
5493006S3KBNE8ZS3J23
ArcBest Corp
03937C105
45355.00000000
NS
USD
5435796.75000000
0.027519345936
Long
EC
CORP
US
N
1
N
N
N
Shionogi & Co Ltd
35380049VXDTHZI3DY35
Shionogi & Co Ltd
680468006
125300.00000000
NS
8814396.28000000
0.044623894454
Long
EC
CORP
JP
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592NBP0
2504199.07000000
PA
USD
2474364.04000000
0.012526752400
Long
ABS-CBDO
USGSE
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
Evolution Mining Ltd
254900BCFW5QO5LW8F27
Evolution Mining Ltd
N/A
496318.00000000
NS
1472469.96000000
0.007454548444
Long
EC
CORP
AU
N
2
N
N
N
Federal Agricultural Mortgage Corp
549300MS654K78GYF580
Federal Agricultural Mortgage Corp (FAMC)
313148306
7467.00000000
NS
USD
925385.31000000
0.004684869512
Long
EC
USGSE
US
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HAT4
1825000.00000000
PA
USD
1955513.34000000
0.009900011086
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
18612722.04000000
0.094229045012
Long
DBT
NUSS
NL
Y
2
2025-01-15
Fixed
1.75000000
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42772GAB8
4597158.44000000
PA
USD
4827252.20000000
0.024438519194
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
8421584.79000000
PA
USD
8811167.30000000
0.044607547372
Long
DBT
CORP
PA
Y
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30318LAH0
40267322.48000000
PA
USD
6467032.66000000
0.032740096279
Long
ABS-MBS
MUN
US
N
3
2037-11-25
Variable
1.76828800
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BT8
14825000.00000000
PA
USD
14701419.24000000
0.074427624951
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.25000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen, Inc
09062X103
63315.00000000
NS
USD
15190534.80000000
0.076903828701
Long
EC
CORP
US
N
1
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
Kinnevik AB
N/A
231196.00000000
NS
8219852.78000000
0.041613949638
Long
EC
CORP
SE
N
2
N
N
N
Mirati Therapeutics Inc
529900GYRW59IDQV6N54
Mirati Therapeutics, Inc
60468T105
3119.00000000
NS
USD
457526.11000000
0.002316278528
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002JAS5
110696.90000000
PA
USD
110494.35000000
0.000559390349
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
206061.00000000
NS
22185420.44000000
0.112316241373
Long
EC
CORP
CA
N
1
N
N
N
TriNet Group Inc
5299003FJVBETSFKE990
TriNet Group, Inc
896288107
2948.00000000
NS
USD
280826.48000000
0.001421716338
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
458782.00000000
NS
USD
61320802.12000000
0.310443610060
Long
EC
CORP
US
N
1
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136B2GX4
3500000.00000000
PA
USD
3830152.55000000
0.019390587591
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Variable
3.32485600
N
Y
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAB8
1007279.46000000
PA
USD
1032047.25000000
0.005224857845
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
2201095.65000000
0.011143299762
Long
EC
CORP
AU
N
2
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd (Class A)
Y83310105
541500.00000000
NS
3080047.11000000
0.015593092571
Long
EC
CORP
HK
N
2
N
N
N
Komatsu Ltd
5493004LQ0B4T7QPQV17
Komatsu Ltd
J35759125
417800.00000000
NS
9770665.17000000
0.049465115641
Long
EC
CORP
JP
N
2
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NBE4
8175000.00000000
PA
USD
8286489.26000000
0.041951304478
Long
DBT
CORP
CA
N
2
2051-08-01
Fixed
3.40000000
N
N
N
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
16903.00000000
NS
USD
7490902.51000000
0.037923555097
Long
EC
CORP
US
N
1
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG.
D8T9CK101
394386.00000000
NS
1093943.19000000
0.005538213157
Long
EC
CORP
DE
N
2
N
N
N
TreeHouse Foods Inc
5493007M7EVHE470Q576
TreeHouse Foods, Inc
89469A104
6454.00000000
NS
USD
261580.62000000
0.001324281959
Long
EC
CORP
US
N
1
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DW9
8000000.00000000
PA
USD
8469709.52000000
0.042878878107
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.25000000
N
N
N
N
N
N
EMPOWER FINANCE 2020 LP
N/A
Empower Finance 2020 LP
29248HAB9
4000000.00000000
PA
USD
3861455.60000000
0.019549062880
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
38337.28000000
0.000194086887
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
G16962105
1758.00000000
NS
USD
164126.88000000
0.000830911197
Long
EC
CORP
US
N
1
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
Y20246107
747493.00000000
NS
18103499.47000000
0.091651047212
Long
EC
CORP
SG
N
2
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440CA0
13550000.00000000
PA
USD
13636210.38000000
0.069034882642
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.95000000
N
N
N
N
N
N
BioCryst Pharmaceuticals Inc
549300Z0INP1Z5NP6J59
BioCryst Pharmaceuticals, Inc
09058V103
263424.00000000
NS
USD
3648422.40000000
0.018470557816
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138AFEM8
1329745.42000000
PA
USD
1506598.98000000
0.007627330532
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
236170.00000000
NS
USD
28267187.30000000
0.143105885250
Long
EC
CORP
US
N
1
N
N
N
AMEREN ILLINOIS
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DAX8
12325000.00000000
PA
USD
12494656.09000000
0.063255632818
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F022618
32750000.00000000
PA
USD
33412833.80000000
0.169156312191
Long
ABS-O
USGSE
US
N
2
2051-01-25
Fixed
2.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746XAU0
560194.73000000
PA
USD
564053.97000000
0.002855588065
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
5128728.85000000
0.025964779392
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
11875000.00000000
PA
USD
11716272.22000000
0.059314974995
Long
DBT
CORP
FR
Y
2
2026-10-06
Fixed
1.65200000
N
N
N
N
N
N
Bloom Energy Corp
549300XB5J9BFW5JXV97
Bloom Energy Corp
093712107
243450.00000000
NS
USD
5338858.50000000
0.027028584901
Long
EC
CORP
US
N
1
N
N
N
Meridian Bioscience Inc
549300ELSRZEFFFRX195
Meridian Bioscience, Inc
589584101
14728.00000000
NS
USD
300451.20000000
0.001521068739
Long
EC
CORP
US
N
1
N
N
N
Sunnova Energy International Inc
549300JK1Y1VVC3JU540
Sunnova Energy International, Inc
86745K104
20822.00000000
NS
USD
581350.24000000
0.002943152420
Long
EC
CORP
US
N
1
N
N
N
PAE Inc
N/A
PAE, Inc
69290Y109
43564.00000000
NS
USD
432590.52000000
0.002190039237
Long
EC
CORP
US
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group plc
639057AC2
7500000.00000000
PA
USD
7397149.20000000
0.037448918187
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.64200000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities Trust
07384YVG8
35340.23000000
PA
USD
35311.32000000
0.000178767616
Long
ABS-O
CORP
US
N
2
2036-04-25
Variable
1.10688000
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering
F5433L103
24243.00000000
NS
19451408.06000000
0.098474989402
Long
EC
CORP
FR
N
2
N
N
N
GS Mortgage-Backed Securities
N/A
GS MortSecurities Trust
36262LAD2
9095306.62000000
PA
USD
9020825.15000000
0.045668964339
Long
ABS-CBDO
USGSE
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG.
H69293217
151818.00000000
NS
62983386.75000000
0.318860635877
Long
EC
CORP
CH
N
2
N
N
N
SpartanNash Co
549300TV3QCCSQLF5X16
SpartanNash Co
847215100
63935.00000000
NS
USD
1646965.60000000
0.008337952682
Long
EC
CORP
US
N
1
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc
550241103
2586.00000000
NS
USD
32454.30000000
0.000164303624
Long
EC
CORP
US
N
1
N
N
N
Wheaton Precious Metals Corp
549300XSFG5ZCGVYD886
Wheaton Precious Metals Corp
962879102
120838.00000000
NS
5185253.68000000
0.026250942842
Long
EC
CORP
CA
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967424
892785.00000000
NS
USD
53915286.15000000
0.272952334137
Long
EC
CORP
US
N
1
N
N
N
Cerus Corp
254900BIEY9XIDA04Q21
Cerus Corp
157085101
249927.00000000
NS
USD
1702002.87000000
0.008616585188
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAC2
58012.93000000
PA
USD
58269.29000000
0.000294994979
Long
ABS-CBDO
USGSE
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
126568.00000000
NS
USD
15008433.44000000
0.075981919632
Long
EC
CORP
US
N
1
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc
86562MCA6
7275000.00000000
PA
USD
7236901.84000000
0.036637647506
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67112FAD2
483192.60000000
PA
USD
483539.19000000
0.002447972736
Long
ABS-CBDO
USGSE
US
Y
2
2057-06-25
Variable
0.75188000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8N66
1390667.65000000
PA
USD
1529924.37000000
0.007745418000
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
N/A
63.00000000
NS
6921.49000000
0.000035040838
Long
EC
CORP
NL
N
2
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46639JAH3
2800000.00000000
PA
USD
2855764.52000000
0.014457636176
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
11583.22000000
PA
USD
11561.51000000
0.000058531473
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
1.00188000
N
N
N
N
N
N
UNIV OF CINCINNATI OH RECPTS
549300E0RD3ICJ858L23
University of Cincinnati
914119A69
1560000.00000000
PA
USD
1662747.37000000
0.008417849707
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
4560643.35000000
0.023088781242
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
254793.58000000
PA
USD
253911.38000000
0.001285455550
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
3.50000000
N
N
N
N
N
N
Fujitsu Ltd
3538000246DHJLRTUZ24
Fujitsu Ltd
J15708159
96100.00000000
NS
16512523.33000000
0.083596547607
Long
EC
CORP
JP
N
2
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc
620076307
4828.00000000
NS
USD
1311767.60000000
0.006640974273
Long
EC
CORP
US
N
1
N
N
N
NARRAGANSETT ELECTRIC
VAI0KZ806W8MCH0BCZ61
Narragansett Electric Co
631005BH7
4300000.00000000
PA
USD
4696475.27000000
0.023776445952
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
3.91900000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
588.00000000
NS
USD
13447.56000000
0.000068079818
Long
EC
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BY5
7150000.00000000
PA
USD
7069204.93000000
0.035788662621
Long
DBT
CORP
GB
Y
2
2025-01-12
Fixed
0.99100000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385A63
20000000.00000000
PA
USD
19971879.60000000
0.101109936406
Long
STIV
USGSE
US
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA43
581573.74000000
PA
USD
641621.15000000
0.003248280831
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
6925000.00000000
PA
USD
6634246.05000000
0.033586633289
Long
DBT
CORP
FR
Y
2
2035-08-12
Fixed
2.58800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967ND9
12600000.00000000
PA
USD
12566119.61000000
0.063617425103
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
1.28100000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770XAA5
568314.22000000
PA
USD
582005.42000000
0.002946469345
Long
ABS-O
CORP
US
Y
2
2042-09-20
Fixed
3.08000000
N
N
N
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
African Development Bank
008281BC0
12750000.00000000
PA
USD
12773422.39000000
0.064666919258
Long
DBT
NUSS
N/A
N
2
2023-04-03
Fixed
0.75000000
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos, Inc
460690100
110370.00000000
NS
USD
4133356.50000000
0.020925592444
Long
EC
CORP
US
N
1
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EB5
4882000.00000000
PA
USD
4924543.11000000
0.024931065610
Long
DBT
NUSS
N/A
N
2
2022-08-10
Fixed
1.87500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36260DAD2
369354.54000000
PA
USD
373191.76000000
0.001889326186
Long
ABS-CBDO
USGSE
US
N
2
2051-03-27
Variable
3.00000000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
396.00000000
NS
USD
71913.60000000
0.000364070867
Long
EC
CORP
US
N
1
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BT9
15400000.00000000
PA
USD
14929446.69000000
0.075582040130
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAW8
12350000.00000000
PA
USD
13573744.09000000
0.068718639868
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.35000000
N
N
N
N
N
N
TTM Technologies Inc
549300SC4BDOIS008048
TTM Technologies, Inc
87305R109
191199.00000000
NS
USD
2848865.10000000
0.014422707069
Long
EC
CORP
US
N
1
N
N
N
BOC Hong Kong Holdings Ltd
N/A
BOC Hong Kong Holdings Ltd
Y0920U103
3966000.00000000
NS
13006514.69000000
0.065846975823
Long
EC
CORP
HK
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
01F030611
53670000.00000000
PA
USD
55600148.70000000
0.281482144486
Long
ABS-O
USGSE
US
N
2
2052-01-25
Fixed
3.00000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
5975000.00000000
PA
USD
5940765.16000000
0.030075806562
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
Sirius XM Holdings Inc
54930055RWDMVXAGZK98
Sirius XM Holdings, Inc
82968B103
1707477.00000000
NS
USD
10842478.95000000
0.054891296116
Long
EC
CORP
US
N
1
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co
742718109
664450.00000000
NS
USD
108690731.00000000
0.550259320576
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SR8
36656000.00000000
PA
USD
36655348.25000000
0.185571914348
Long
STIV
USGSE
US
N
2
N
N
N
CHICAGO IL
T5UYO5SYLC8K73MJQX30
City of Chicago IL
167486C98
5395000.00000000
PA
USD
6445965.96000000
0.032633443689
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
7.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128285U0
6100000.00000000
PA
USD
6327082.02000000
0.032031580076
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.62500000
N
N
N
N
N
N
Sumitomo Mitsui Trust Holdings Inc
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings, Inc
J6150N104
301200.00000000
NS
10071628.88000000
0.050988779021
Long
EC
CORP
JP
N
2
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAF7
11625000.00000000
PA
USD
12201025.14000000
0.061769092378
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
1998871.40000000
0.010119516249
Long
ABS-MBS
USGSE
US
Y
2
2031-10-15
Variable
1.20000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796M89
10000000.00000000
PA
USD
9980354.20000000
0.050526690460
Long
STIV
UST
US
N
2
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAG6
14135000.00000000
PA
USD
13979515.14000000
0.070772902455
Long
DBT
CORP
US
N
2
N/A
Fixed
4.10000000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust
82281FAA2
488605.87000000
PA
USD
490959.14000000
0.002485537086
Long
ABS-CBDO
USGSE
US
Y
2
2047-10-25
Variable
3.50000000
N
N
N
N
N
N
Ritchie Bros Auctioneers Inc
5493002H8U24DJXQ4886
Ritchie Bros Auctioneers, Inc
767744105
304.00000000
NS
18603.61000000
0.000094182914
Long
EC
CORP
CA
N
1
N
N
N
Bancorp Inc/The
N/A
The Bancorp, Inc
05969A105
20196.00000000
NS
USD
511160.76000000
0.002587810109
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
548557.00000000
NS
USD
32118012.35000000
0.162601129750
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137EAEW5
13650000.00000000
PA
USD
13557341.21000000
0.068635598402
Long
DBT
USGSE
US
N
2
2023-09-08
Fixed
0.25000000
N
N
N
N
N
N
Metro Inc/CN
549300KQ7DCG4IXSNW78
Metro, Inc
59162N109
37655.00000000
NS
2003980.08000000
0.010145379528
Long
EC
CORP
CA
N
1
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
J58472119
89700.00000000
NS
6929542.34000000
0.035081604703
Long
EC
CORP
JP
N
2
N
N
N
SoftBank Corp
353800M1YCTS9JRBJ535
Softbank Corp
N/A
1198900.00000000
NS
15142787.92000000
0.076662104632
Long
EC
CORP
JP
N
2
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco S.A.
711072900
134701.00000000
NS
6864005.37000000
0.034749816259
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
2657982.75000000
0.013456343228
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
3.72000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAC9
7000000.00000000
PA
USD
7059469.27000000
0.035739374723
Long
DBT
CORP
BM
Y
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
Kao Corp
353800HM38HFCB8RGL63
Kao Corp
648380004
172700.00000000
NS
9045041.61000000
0.045791562952
Long
EC
CORP
JP
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGE8
9000000.00000000
PA
USD
9123210.00000000
0.046187299412
Long
DBT
CORP
US
N
2
2026-03-20
Variable
0.83989000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CCV1
28250000.00000000
PA
USD
27702656.25000000
0.140247881912
Long
DBT
UST
US
N
2
2028-08-31
Fixed
1.12500000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv plc
G6095L109
119198.00000000
NS
USD
19661710.10000000
0.099539667655
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A4PJ1
7322556.20000000
PA
USD
7694381.84000000
0.038953692597
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
76602.00000000
NS
USD
1675285.74000000
0.008481326646
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
2237373.10000000
0.011326958523
Long
EC
CORP
JP
N
2
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
B28YTC906
127179.00000000
NS
19011383.73000000
0.096247315647
Long
EC
CORP
AU
N
2
N
N
N
Brambles Ltd
N/A
Brambles Ltd
Q6634U106
3969.00000000
NS
30705.46000000
0.000155449921
Long
EC
CORP
AU
N
2
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
174.00000000
NS
USD
7664.70000000
0.000038803424
Long
EC
CORP
US
N
1
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
Total Capital International S.A.
89153VAX7
12850000.00000000
PA
USD
13017898.74000000
0.065904608885
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
DELTA AIR LINES 2019-1AA
N/A
Delta Air Lines Pass Through Trust
24737BAA3
7150000.00000000
PA
USD
7392430.05000000
0.037425026948
Long
ABS-O
CORP
US
N
2
2024-04-25
Fixed
3.20400000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F020612
31100000.00000000
PA
USD
31004177.48000000
0.156962212676
Long
ABS-O
USGSE
US
N
2
2051-01-25
Fixed
2.00000000
N
N
N
N
N
N
Intact Financial Corp
5493009LXGE7Y4U9OY43
Intact Financial Corp
45823T106
485.00000000
NS
63040.99000000
0.000319152258
Long
EC
CORP
CA
N
1
N
N
N
Heidrick & Struggles International Inc
5493006284N2J367VB57
Heidrick & Struggles International, Inc
422819102
5059.00000000
NS
USD
221230.07000000
0.001120002661
Long
EC
CORP
US
N
1
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG Chem Ltd
ZS0932005
2500000.00000000
PA
2862273.42000000
0.014490588230
Long
DBT
CORP
KR
Y
2
2023-04-15
Fixed
0.50000000
N
N
N
N
N
N
AMC Entertainment Holdings Inc
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc
00165C104
1413.00000000
NS
USD
38433.60000000
0.000194574518
Long
EC
CORP
US
N
1
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza, Inc
25754A201
25226.00000000
NS
USD
14235788.58000000
0.072070316206
Long
EC
CORP
US
N
1
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan Ltd
53948PAA6
3986254.84000000
PA
USD
3984541.15000000
0.020172197627
Long
ABS-O
CORP
US
Y
2
2048-01-20
Fixed
2.29000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CDJ7
29957000.00000000
PA
USD
29577856.72000000
0.149741299861
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
USAA CAPITAL CORP
5493007XLF4LU3U2W757
USAA Capital Corp
90327QD55
3835000.00000000
PA
USD
3834252.75000000
0.019411345325
Long
DBT
CORP
US
Y
2
2030-05-01
Fixed
2.12500000
N
N
N
N
N
N
IMAX Corp
5493002KS2T1Q0X7VZ21
Imax Corp
45245E109
90725.00000000
NS
USD
1618534.00000000
0.008194014438
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
35564KBS7
85000.00000000
PA
USD
85562.24000000
0.000433168676
Long
ABS-CBDO
USGSE
US
Y
2
2033-08-25
Variable
2.29967000
N
N
N
N
N
N
TTEC Holdings Inc
GTJS1N8S8I28A7L4WG97
TTEC Holdings, Inc
89854H102
31388.00000000
NS
USD
2842183.40000000
0.014388880194
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
3719918.93000000
0.018832517218
Long
DBT
MUN
US
N
2
2038-06-15
Fixed
4.09000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3622ABHJ4
1859217.01000000
PA
USD
2077338.84000000
0.010516766684
Long
ABS-MBS
USGSE
US
N
2
2045-12-20
Fixed
4.50000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
95863.00000000
NS
USD
2363022.95000000
0.011963075333
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
9569087.86000000
0.048444607336
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
8000000.00000000
PA
USD
8291994.00000000
0.041979172857
Long
DBT
CORP
NO
Y
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
1472099.00000000
NS
USD
24171865.58000000
0.122372848252
Long
EC
CORP
US
N
1
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167CY7
9500000.00000000
PA
USD
9806793.10000000
0.049648017439
Long
DBT
NUSS
N/A
N
2
2025-03-19
Fixed
2.12500000
N
N
N
N
N
N
Repligen Corp
54930006QJ0T5AUO1E71
Repligen Corp
759916109
15548.00000000
NS
USD
4117732.32000000
0.020846493237
Long
EC
CORP
US
N
1
N
N
N
Kerry Group PLC
635400TLVVBNXLFHWC59
Kerry Group plc (Class A)
G52416107
103681.00000000
NS
13376473.24000000
0.067719933512
Long
EC
CORP
IE
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
730968906
362625.00000000
NS
25072264.94000000
0.126931223520
Long
EC
CORP
FR
N
2
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust
05492TBF6
3000000.00000000
PA
USD
3090112.50000000
0.015644049764
Long
ABS-MBS
USGSE
US
Y
2
2053-02-15
Variable
3.68835000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313XV5
29205000.00000000
PA
USD
29180987.36000000
0.147732103103
Long
STIV
USGSE
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZS4
3784492.75000000
PA
USD
4074652.50000000
0.020628396695
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
3050908.50000000
0.015445575008
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
6195000.00000000
0.031362899665
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
34542.00000000
NS
USD
3515684.76000000
0.017798558254
Long
EC
CORP
US
N
1
N
N
N
Century Aluminum Co
549300U5ODNGEYWKSW73
Century Aluminum Co
156431108
83968.00000000
NS
USD
1390510.08000000
0.007039617130
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan, Inc
49456B101
1005414.00000000
NS
USD
15945866.04000000
0.080727779935
Long
EC
CORP
US
N
1
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JB0
11000000.00000000
PA
USD
10815684.77000000
0.054755647499
Long
DBT
NUSS
N/A
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
Bank
N/A
BANK
06540BAJ8
5000000.00000000
PA
USD
4388231.00000000
0.022215923900
Long
ABS-MBS
USGSE
US
Y
2
2052-10-17
Fixed
2.50000000
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAE2
10000000.00000000
PA
USD
9928895.70000000
0.050266175889
Long
DBT
CORP
SG
Y
2
2031-10-14
Fixed
2.00000000
N
N
N
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
J4509L101
357710.00000000
NS
7090088.04000000
0.035894385766
Long
EC
CORP
JP
N
2
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC
418751AE3
10970000.00000000
PA
USD
11079700.00000000
0.056092254952
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
N
AnaptysBio Inc
529900HH4WQT03IG1A12
AnaptysBio, Inc
032724106
22172.00000000
NS
USD
770477.00000000
0.003900628385
Long
EC
CORP
US
N
1
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
PPG Industries, Inc
693506BU0
9875000.00000000
PA
USD
9658981.51000000
0.048899704273
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.20000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections, Inc
94106BAC5
10000000.00000000
PA
USD
9793519.90000000
0.049580820339
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.20000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp
00130HCE3
3827000.00000000
PA
USD
3713935.72000000
0.018802226529
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.37500000
N
N
N
N
N
N
iHeartMedia Inc
N/A
iHeartMedia, Inc
45174J509
109942.00000000
NS
USD
2313179.68000000
0.011710738048
Long
EC
CORP
US
N
1
N
N
N
Renew Financial
N/A
Renew
75975BAA6
4927857.61000000
PA
USD
4855859.64000000
0.024583347648
Long
ABS-O
CORP
US
Y
2
2056-11-20
Fixed
2.06000000
N
Y
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TC2
6000000.00000000
PA
USD
6068437.50000000
0.030722162460
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZX9
3652000.00000000
PA
USD
4175732.22000000
0.021140124398
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
19812.00000000
NS
USD
7381951.20000000
0.037371976565
Long
EC
CORP
US
N
1
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAZ6
12500000.00000000
PA
USD
12296022.50000000
0.062250027434
Long
DBT
CORP
NL
Y
2
2026-03-11
Fixed
1.20000000
N
N
N
N
N
N
Okta Inc
549300N8J06I8MRHU620
Okta, Inc
679295105
194094.00000000
NS
USD
43510051.98000000
0.220274639985
Long
EC
CORP
US
N
1
N
N
N
Brookline Bancorp Inc
N/A
Brookline Bancorp, Inc
11373M107
8511.00000000
NS
USD
137793.09000000
0.000697593358
Long
EC
CORP
US
N
1
N
N
N
Wintrust Financial Corp
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W108
1110.00000000
NS
USD
100810.20000000
0.000510363226
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc
26875P101
137130.00000000
NS
USD
12181257.90000000
0.061669018454
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJG5
13750000.00000000
PA
USD
13583036.91000000
0.068765685838
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
680700.00000000
NS
12464681.45000000
0.063103882757
Long
EC
CORP
HK
N
2
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities, Inc
29670GAD4
11735000.00000000
PA
USD
11918834.17000000
0.060340468153
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.70400000
N
N
N
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group, Inc
12504L109
89742.00000000
NS
USD
9737904.42000000
0.049299260578
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BKB1
5156824.17000000
PA
USD
5688050.44000000
0.028796409240
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
1327703.61000000
PA
USD
1456557.07000000
0.007373987610
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB (B Shares)
714209905
10969.00000000
NS
283451.33000000
0.001435004943
Long
EC
CORP
SE
N
2
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AT5
16425000.00000000
PA
USD
15867081.68000000
0.080328925055
Long
DBT
CORP
CH
Y
2
2027-02-02
Fixed
1.30500000
N
N
N
N
N
N
British Land Co PLC/The
RV5B68J2GV3QGMRPW209
British Land Co plc
G15540118
768947.00000000
NS
5552820.91000000
0.028111794199
Long
EC
CORP
GB
N
2
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
902613AH1
11675000.00000000
PA
USD
11389304.23000000
0.057659661958
Long
DBT
CORP
CH
Y
2
2027-08-10
Fixed
1.49400000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva plc
G0683Q109
2426453.00000000
NS
13525465.96000000
0.068474226285
Long
EC
CORP
GB
N
2
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AQ6
6225000.00000000
PA
USD
6690624.27000000
0.033872054508
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
45506.00000000
NS
USD
1063475.22000000
0.005383965556
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748AAU8
1172689.16000000
PA
USD
1186135.10000000
0.006004945299
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
82796.00000000
NS
5195097.33000000
0.026300777452
Long
EC
CORP
DK
N
2
N
N
N
Nippon Paint Holdings Co Ltd
529900RYRJUN78A7PL87
Nippon Paint Co Ltd
664050002
301600.00000000
NS
3293709.88000000
0.016674784906
Long
EC
CORP
JP
N
2
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AW2
11475000.00000000
PA
USD
11315560.15000000
0.057286324075
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.80000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO Corp
871829BK2
15563000.00000000
PA
USD
15608645.03000000
0.079020559805
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313RK6
15000000.00000000
PA
USD
14999991.60000000
0.075939181846
Long
STIV
USGSE
US
N
2
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet, Inc
053807103
76602.00000000
NS
USD
3158300.46000000
0.015989259151
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
313586752
740991.00000000
NS
USD
2311891.92000000
0.011704218615
Long
EP
USGSE
US
N
1
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP plc
G9788D103
766310.00000000
NS
11669158.17000000
0.059076454700
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
8907010.59000000
0.045092765045
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
42800.00000000
NS
20024284.02000000
0.101375239806
Long
EC
CORP
JP
N
2
N
N
N
SALINE CNTY AR SALES & USE TAX
N/A
County of Saline AR
79506TAW9
235000.00000000
PA
USD
241067.61000000
0.001220432488
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
3.55000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YBF1
6300000.00000000
PA
USD
6233820.08000000
0.031559430783
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc (Class B)
92556H206
1668.00000000
NS
USD
50340.24000000
0.000254853252
Long
EC
CORP
US
N
1
N
N
N
FIVE CORNERS FND TR II
N/A
Five Corners Funding Trust II
33834DAA2
15675000.00000000
PA
USD
16242281.70000000
0.082228418289
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
2.85000000
N
N
N
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor plc
G0250X107
19088.00000000
NS
USD
229246.88000000
0.001160588683
Long
EC
CORP
US
N
1
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152QW4
9000000.00000000
PA
USD
10892087.10000000
0.055142443078
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
831893.00000000
NS
USD
32510378.44000000
0.164587528186
Long
EC
CORP
US
N
1
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power & Light Co
461070AR5
9700000.00000000
PA
USD
10395148.66000000
0.052626635098
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.50000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
690353E37
1548508.92000000
PA
USD
1656089.73000000
0.008384144639
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
68995.00000000
NS
32897689.94000000
0.166548337180
Long
EC
CORP
FR
N
2
N
N
N
Bluebird Bio Inc
N/A
Bluebird Bio, Inc
09609G100
56307.00000000
NS
USD
562506.93000000
0.002847755997
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137EAEV7
18700000.00000000
PA
USD
18578585.20000000
0.094056223335
Long
DBT
USGSE
US
N
2
2023-08-24
Fixed
0.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAP6
418821.61000000
PA
USD
462579.51000000
0.002341861946
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid, Inc
05351WAB9
13200000.00000000
PA
USD
14351358.52000000
0.072655402313
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.80000000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Bank der Oesterreichischen Sparkassen AG.
528983901
84052.00000000
NS
3940388.47000000
0.019948669609
Long
EC
CORP
AT
N
2
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333QAG0
750000.00000000
PA
USD
731296.73000000
0.003702273764
Long
ABS-O
CORP
US
Y
2
2040-11-17
Fixed
2.71100000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385RS7
25430000.00000000
PA
USD
25429936.43000000
0.128741976556
Long
STIV
USGSE
US
N
2
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
Coca-Cola European Partners plc (Class A)
G25839104
201458.00000000
NS
USD
11267545.94000000
0.057043246617
Long
EC
CORP
GB
N
1
N
N
N
Shoe Carnival Inc
N/A
Shoe Carnival, Inc
824889109
34896.00000000
NS
USD
1363735.68000000
0.006904068652
Long
EC
CORP
US
N
1
N
N
N
ARAB PETROLEUM INVST
213800A54KIUYH5YD185
Arab Petroleum Investments Corp
03845EAC6
11850000.00000000
PA
USD
11700842.15000000
0.059236858491
Long
DBT
NUSS
N/A
Y
2
2026-10-06
Fixed
1.48300000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
595136.00000000
NS
USD
58418549.76000000
0.295750623850
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746QAA9
160192.61000000
PA
USD
161608.31000000
0.000818160647
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33852FAW6
4787968.15000000
PA
USD
4754983.84000000
0.024072652314
Long
ABS-CBDO
USGSE
US
Y
2
2051-06-01
Variable
2.50000000
N
N
N
N
N
N
COMM Mortgage Trust
549300NMFC2YLCA2NF13
COMM Mortgage Trust
12625XAA5
5120000.00000000
PA
USD
5307827.71000000
0.026871487960
Long
ABS-MBS
USGSE
US
Y
2
2030-08-10
Fixed
4.35300000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co, Inc
720186AM7
7113000.00000000
PA
USD
7292556.52000000
0.036919405721
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.35000000
N
N
N
N
N
N
MATHER FOUNDATION
N/A
Mather Foundation
576722AA0
7500000.00000000
PA
USD
7497911.78000000
0.037959040332
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.67500000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2M6
12638000.00000000
PA
USD
12490826.82000000
0.063236246699
Long
DBT
CORP
CA
N
2
2024-11-15
Fixed
0.55000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp (FICC)
85748R009
4800000.00000000
PA
USD
4800000.00000000
0.024300551799
Long
RA
CORP
US
N
2
Repurchase
N
0.01000000
2022-01-03
4929000.00000000
USD
4896075.51000000
USD
UST
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel KGaA (Preference)
D3207M110
148576.00000000
NS
11988758.34000000
0.060694467302
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
4201057.99000000
0.021268339020
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
10657549.08000000
0.053955067390
Long
DBT
CORP
AU
Y
2
2030-08-21
Fixed
2.33200000
N
N
N
N
N
N
TripAdvisor Inc
549300XVG45PT5BART17
TripAdvisor, Inc
896945201
187136.00000000
NS
USD
5101327.36000000
0.025826056199
Long
EC
CORP
US
N
1
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust
38237HAA5
15750000.00000000
PA
USD
15701696.33000000
0.079491642709
Long
ABS-O
CORP
US
Y
2
2048-10-20
Fixed
2.31000000
N
N
N
N
N
N
PROG Holdings Inc
549300DHYTLBOVRXIG52
PROG Holdings, Inc
74319R101
2150.00000000
NS
USD
96986.50000000
0.000491005305
Long
EC
CORP
US
N
1
N
N
N
Eurazeo SE
969500C656AA39O94N60
Eurazeo
704239904
39964.00000000
NS
3486670.53000000
0.017651670379
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335AHP6
5265543.75000000
PA
USD
5671809.20000000
0.028714186095
Long
ABS-MBS
MUN
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Vifor Pharma AG
529900KO6CN2D9OE1F19
Vifor Pharma AG.
H9150Q103
17175.00000000
NS
3051099.66000000
0.015446542777
Long
EC
CORP
CH
N
2
N
N
N
Concentrix Corp
N/A
Concentrix Corp
20602D101
28256.00000000
NS
USD
5047086.72000000
0.025551456723
Long
EC
CORP
US
N
1
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust
55282MAE4
4000000.00000000
PA
USD
4041609.60000000
0.020461113216
Long
ABS-MBS
USGSE
US
Y
2
2034-08-15
Variable
3.36590000
N
N
N
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
W0817X204
167866.00000000
NS
5116718.93000000
0.025903977791
Long
EC
CORP
SE
N
2
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAA7
15000000.00000000
PA
USD
15605268.00000000
0.079003463203
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
1100000.00000000
PA
USD
1310291.62000000
0.006633501954
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
58063.00000000
NS
USD
6249320.69000000
0.031637904403
Long
EC
CORP
US
N
1
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906YAC2
11400000.00000000
PA
USD
11400593.83000000
0.057716816855
Long
DBT
CORP
GB
Y
2
2024-08-12
Variable
0.57989600
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DS4
10075000.00000000
PA
USD
9858387.50000000
0.049909220021
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
638.00000000
NS
USD
116039.44000000
0.000587463004
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc
127387108
144088.00000000
NS
USD
26850798.80000000
0.135935255644
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SJ6
43340000.00000000
PA
USD
43339699.22000000
0.219412209554
Long
STIV
USGSE
US
N
2
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33851RAA9
13187943.75000000
PA
USD
13377765.74000000
0.067726476942
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
3.00000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
690353L47
967818.25000000
PA
USD
1027359.11000000
0.005201123597
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
22048.00000000
NS
USD
1146496.00000000
0.005804267799
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
Dentsply Sirona, Inc
24906P109
185909.00000000
NS
USD
10371863.11000000
0.052508749324
Long
EC
CORP
US
N
1
N
N
N
NBT Bancorp Inc
N/A
NBT Bancorp, Inc
628778102
938.00000000
NS
USD
36131.76000000
0.000182921188
Long
EC
CORP
US
N
1
N
N
N
Aerie Pharmaceuticals Inc
529900SFXHDHUO324R09
Aerie Pharmaceuticals, Inc
00771V108
77531.00000000
NS
USD
544267.62000000
0.002755417394
Long
EC
CORP
US
N
1
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22535WAA5
1625000.00000000
PA
USD
1625685.33000000
0.008230218868
Long
DBT
CORP
FR
Y
2
2022-01-10
Fixed
3.37500000
N
N
N
N
N
N
ATLANTIC CITY ELECTRIC
549300S5TW3VP5V06B73
Atlantic City Electric Co
048303CJ8
4500000.00000000
PA
USD
4519294.65000000
0.022879448695
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.30000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
690353VQ7
1968903.46000000
PA
USD
2058792.63000000
0.010422874364
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
1631294.62000000
PA
USD
1645055.08000000
0.008328280455
Long
ABS-CBDO
CORP
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
Green Dot Corp
N/A
Green Dot Corp
39304D102
10629.00000000
NS
USD
385194.96000000
0.001950093766
Long
EC
CORP
US
N
1
N
N
N
NBM US HOLDINGS INC
5493008K1QMSP0J8UC24
NBM US Holdings, Inc
62877VAB7
10000000.00000000
PA
USD
10937600.00000000
0.055372857366
Long
DBT
CORP
US
Y
2
2029-08-06
Fixed
6.62500000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
3150000.00000000
PA
USD
3147657.31000000
0.015935376980
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
NEW YORK ST ENVRNMNTL FACS COR
549300QJ33JJW73OQO60
New York State Environmental Facilities Corp
64985HHT7
1225000.00000000
PA
USD
1300315.82000000
0.006582998320
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
3.19500000
N
N
N
N
N
N
MASSACHUSETTS ST CLEAN ENERGYC
N/A
Massachusetts Clean Energy Cooperative Corp
575625BD9
3000000.00000000
PA
USD
3019300.20000000
0.015285554355
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
2.48500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley Capital I Trust
61744CFB7
298285.48000000
PA
USD
295618.36000000
0.001496601931
Long
ABS-O
CORP
US
N
2
2034-08-25
Variable
0.92688000
N
N
N
N
N
N
ZIOPHARM Oncology Inc
N/A
ZIOPHARM Oncology, Inc
98973P101
235487.00000000
NS
USD
256680.83000000
0.001299476209
Long
EC
CORP
US
N
1
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SW7
34985000.00000000
PA
USD
34984281.06000000
0.177111944595
Long
STIV
USGSE
US
N
2
N
N
N
NORTHWEST NATURAL GAS CO
H4JZVBMGV45MWUCMUB11
Northwest Natural Gas Co
66765RCK0
5250000.00000000
PA
USD
5194658.02000000
0.026298553394
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.07800000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
01F022410
18655000.00000000
PA
USD
19282105.92000000
0.097617877855
Long
ABS-O
CORP
US
N
2
2037-01-25
Fixed
2.50000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
181419.00000000
NS
USD
12739242.18000000
0.064493878016
Long
EC
CORP
US
N
1
N
N
N
Zumiez Inc
549300J0PDF58P6HZD25
Zumiez, Inc
989817101
20869.00000000
NS
USD
1001503.31000000
0.005070225637
Long
EC
CORP
US
N
1
N
N
N
CONTINUUM ENERGY LEVANTE
254900MFSMO37F3WJ232
Continuum Energy Levanter Pte Ltd
21218MAB1
4997237.50000000
PA
USD
5109675.29000000
0.025868318554
Long
DBT
CORP
SG
Y
2
2027-02-09
Fixed
4.50000000
N
N
N
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
N/A
367053.00000000
NS
11975029.10000000
0.060624961446
Long
EC
CORP
SE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4E51
1473721.41000000
PA
USD
1639533.68000000
0.008300327732
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
11940.00000000
NS
USD
98624.40000000
0.000499297362
Long
EC
CORP
US
N
1
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABH2
2000000.00000000
PA
USD
2071349.80000000
0.010486446481
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
6278.00000000
NS
USD
10655084.38000000
0.053942589562
Long
EC
CORP
US
N
1
N
N
N
Wesfarmers Ltd
5493003L32ZX9557ST85
Wesfarmers Ltd
Q95870103
62274.00000000
NS
2686900.89000000
0.013602744636
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHEZ1
4425409.51000000
PA
USD
4764544.04000000
0.024121051925
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
191699.48000000
0.000970500654
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
1451750.38000000
0.007349653189
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
383095.00000000
NS
10486819.48000000
0.053090729163
Long
EC
CORP
GB
N
2
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities, Inc
29670GAE2
9375000.00000000
PA
USD
9703155.94000000
0.049123342403
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35100000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385WK8
20543000.00000000
PA
USD
20533262.62000000
0.103952002480
Long
STIV
USGSE
US
N
2
N
N
N
Bright Horizons Family Solutions Inc
N/A
Bright Horizons Family Solutions
109194100
35108.00000000
NS
USD
4419395.04000000
0.022373695435
Long
EC
CORP
US
N
1
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana, Inc
235825AH9
5000000.00000000
PA
USD
5068750.00000000
0.025661129569
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.25000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
90376PCZ2
1000000.00000000
PA
USD
998775.96000000
0.005056418114
Long
DBT
USGSE
US
N
2
2028-04-15
Fixed
1.65000000
N
N
N
N
N
N
Camden National Corp
549300ZVEDL2L8UW4F28
Camden National Corp
133034108
6038.00000000
NS
USD
290790.08000000
0.001472158208
Long
EC
CORP
US
N
1
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey plc
N/A
11455.00000000
NS
318311.03000000
0.001611486181
Long
EC
CORP
GB
N
2
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loans LLC
61946RAA7
4390172.45000000
PA
USD
4262827.16000000
0.021581052544
Long
ABS-O
CORP
US
Y
2
2047-04-22
Fixed
1.64000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KHE2
2860000.00000000
PA
USD
2872245.95000000
0.014541075310
Long
ABS-CBDO
USGSE
US
Y
2
2034-01-25
Variable
1.69967000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co, Inc
025537101
295772.00000000
NS
USD
26314834.84000000
0.133221876483
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
350364.00000000
NS
USD
57319550.40000000
0.290186813251
Long
EC
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAA1
4000000.00000000
PA
USD
4309331.12000000
0.021816484187
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
881046.24000000
PA
USD
888731.78000000
0.004499306803
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding S.A.
46556L2A1
10000000.00000000
PA
USD
9600100.00000000
0.048601609860
Long
DBT
CORP
BR
Y
2
2031-04-15
Fixed
3.87500000
N
N
N
N
Y
Itau Unibanco Holding SA/Cayman Island
Itau Unibanco Holding SA/ 3.875 04/15/2031
USD
XXXX
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BG3C3
15500000.00000000
PA
USD
14776407.30000000
0.074807260625
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
1.25041000
N
Y
N
N
N
N
Novanta Inc
N/A
Novanta, Inc
67000B104
3862.00000000
NS
USD
680986.46000000
0.003447572238
Long
EC
CORP
US
N
1
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
J86957115
46000.00000000
NS
26476327.61000000
0.134039452196
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BJYS8
5464475.94000000
PA
USD
767680.73000000
0.003886471946
Long
ABS-CBDO
USGSE
US
N
2
2051-11-25
Fixed
2.50000000
N
N
N
N
N
N
Kikkoman Corp
529900T9K5UH9HXOND47
Kikkoman Corp
649080009
136700.00000000
NS
11511650.19000000
0.058279052445
Long
EC
CORP
JP
N
2
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios VII Issuer LLC
86745RAA7
7333656.79000000
PA
USD
7254726.84000000
0.036727888617
Long
ABS-O
CORP
US
Y
2
2048-10-20
Fixed
2.03000000
N
N
N
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp (Class C)
530307305
181878.00000000
NS
USD
29300545.80000000
0.148337381450
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp
743315103
263499.00000000
NS
USD
27048172.35000000
0.136934481930
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
3332491.53000000
0.016871121467
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
6585816.38000000
0.033341452517
Long
DBT
MUN
US
N
2
2048-10-15
Fixed
4.34000000
N
N
N
N
N
N
Shiseido Co Ltd
5299008QCD0YDT5OF506
Shiseido Co Ltd
680526001
189400.00000000
NS
10565956.69000000
0.053491370386
Long
EC
CORP
JP
N
2
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Goldcorp Corp
651639106
440842.00000000
NS
USD
27341020.84000000
0.138417061076
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CM0
10125000.00000000
PA
USD
10177043.11000000
0.051522450678
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
Goodman Group
N/A
Goodman Group
B03FYZ909
715023.00000000
NS
13783366.83000000
0.069779879087
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJMC1
178617.31000000
PA
USD
202675.04000000
0.001026065689
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
23551260.00000000
0.119230961160
Long
DBT
CORP
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
402842.00000000
NS
USD
46721615.16000000
0.236533547779
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748JAA3
375455.27000000
PA
USD
374007.29000000
0.001893454900
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
130995.09000000
0.000663177702
Long
EC
CORP
CA
N
1
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
3569800.39000000
0.018072524852
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
240864.53000000
PA
USD
242539.96000000
0.001227886429
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
15787.00000000
NS
USD
433195.28000000
0.002193100904
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc
883556102
128344.00000000
NS
USD
85636250.56000000
0.433543363048
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc
00846U101
238517.00000000
NS
USD
38079239.05000000
0.192780525210
Long
EC
CORP
US
N
1
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG.
D1882G119
47319.00000000
NS
7901061.18000000
0.040000030515
Long
EC
CORP
DE
N
2
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
277322.00000000
NS
USD
6672367.32000000
0.033779626600
Long
EC
CORP
US
N
1
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
633067103
28534.00000000
NS
2175436.94000000
0.011013399593
Long
EC
CORP
CA
N
1
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab, Inc
278865100
205304.00000000
NS
USD
48162265.36000000
0.243827005031
Long
EC
CORP
US
N
1
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre
758255905
104398.00000000
NS
2470289.60000000
0.012506125080
Long
EC
CORP
FR
N
2
N
N
N
MIAMI FL SPL OBLG
N/A
City of Miami FL
593490ME2
1780000.00000000
PA
USD
2006445.01000000
0.010157858520
Long
DBT
MUN
US
Y
2
2039-01-01
Fixed
4.80800000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F020414
38150000.00000000
PA
USD
39062777.66000000
0.197759802489
Long
ABS-O
CORP
US
N
2
2037-01-25
Fixed
2.00000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
49700.00000000
NS
USD
10374378.00000000
0.052521481244
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBY1
9150000.00000000
PA
USD
9017490.34000000
0.045652081480
Long
DBT
CORP
US
N
2
2025-02-16
Fixed
0.56300000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BZ2
10000000.00000000
PA
USD
9690966.90000000
0.049061633987
Long
DBT
CORP
GB
Y
2
2027-01-14
Fixed
1.45600000
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
1066114.90000000
0.005397329239
Long
DBT
MUN
US
N
2
2024-11-15
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754RAB2
1155000.00000000
PA
USD
1156393.51000000
0.005854375081
Long
ABS-CBDO
USGSE
US
Y
2
2041-10-25
Variable
1.59967000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc
713448108
465088.00000000
NS
USD
80790436.48000000
0.409010872202
Long
EC
CORP
US
N
1
N
N
N
Green Brick Partners Inc
549300R7SCIV7FQI6T56
Green Brick Partners, Inc
392709101
9916.00000000
NS
USD
300752.28000000
0.001522592991
Long
EC
CORP
US
N
1
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria S.A.
E11805103
2600974.00000000
NS
15426323.73000000
0.078097537265
Long
EC
CORP
ES
N
2
N
N
N
SUNNOVA ENERGY CORP
549300TH3GCD8YQUDR46
Sunnova Energy Corp
86745GAF0
7540000.00000000
PA
USD
7690799.92000000
0.038935558715
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
5.87500000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771XAA4
4249794.31000000
PA
USD
4391575.95000000
0.022232858094
Long
ABS-O
CORP
US
Y
2
2047-09-20
Fixed
3.71000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595HAE8
3000000.00000000
PA
USD
3040808.40000000
0.015394442090
Long
ABS-MBS
USGSE
US
Y
2
2029-10-10
Variable
3.53798800
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
949798AS1
5848645.13000000
PA
USD
5793732.20000000
0.029331435299
Long
ABS-CBDO
USGSE
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc
43300A203
251538.00000000
NS
USD
39237412.62000000
0.198643912050
Long
EC
CORP
US
N
1
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971M103
14204.00000000
NS
334509.00000000
0.001693490267
Long
EC
CORP
CA
N
1
N
N
N
Wendel SE
969500M98ZMIZYJD5O34
Wendel
739011906
26666.00000000
NS
3195264.72000000
0.016176394966
Long
EC
CORP
FR
N
2
N
N
N
Vimeo Inc
N/A
Vimeo, Inc
92719V100
121660.00000000
NS
USD
2185013.60000000
0.011061882535
Long
EC
CORP
US
N
1
N
N
N
UNIV OF CINCINNATI OH RECPTS
549300E0RD3ICJ858L23
University of Cincinnati
914119ZZ8
1000000.00000000
PA
USD
1060368.70000000
0.005368238441
Long
DBT
MUN
US
N
2
2029-06-01
Fixed
3.25000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
6600000.00000000
PA
USD
6564861.07000000
0.033235363851
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
W.W. Grainger, Inc
384802104
14019.00000000
NS
USD
7265206.56000000
0.036780943404
Long
EC
CORP
US
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBC0
2714000.00000000
PA
USD
2773011.61000000
0.014038690056
Long
DBT
CORP
IT
Y
2
2023-01-12
Fixed
3.37500000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320AY2
6700000.00000000
PA
USD
6708806.35000000
0.033964103379
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.40000000
N
N
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
West Pharmaceutical Services, Inc
955306105
40638.00000000
NS
USD
19059628.38000000
0.096491559734
Long
EC
CORP
US
N
1
N
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
Perrigo Co plc
G97822103
45551.00000000
NS
USD
1771933.90000000
0.008970619067
Long
EC
CORP
US
N
1
N
N
N
GUADALUPE-BLANCO RIVER AUTH TX
N/A
Guadalupe-Blanco River Authority Industrial Development Corp
400524GX6
410000.00000000
PA
USD
418568.02000000
0.002119048719
Long
DBT
MUN
US
N
2
2023-04-15
Fixed
3.28700000
N
N
N
N
N
N
Ameris Bancorp
PBJHNT51T5V6G5UQFV42
Ameris Bancorp
03076K108
2364.00000000
NS
USD
117443.52000000
0.000594571321
Long
EC
CORP
US
N
1
N
N
N
SEB SA
969500WP61NBK098AC47
SEB S.A.
479213001
6447.00000000
NS
1004641.34000000
0.005086112275
Long
EC
CORP
FR
N
2
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag AG.
N/A
38706.00000000
NS
3495299.26000000
0.017695354317
Long
EC
CORP
DE
N
2
N
N
N
Xenia Hotels & Resorts Inc
54930075IWIPHF5IQL62
Xenia Hotels & Resorts, Inc
984017103
63158.00000000
NS
USD
1143791.38000000
0.005790575349
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650QAZ1
137937.07000000
PA
USD
137387.79000000
0.000695541480
Long
ABS-CBDO
USGSE
US
Y
2
2049-09-25
Variable
4.68123900
N
N
N
N
N
N
Humanigen Inc
549300ILAUCQNMJQXL47
Humanigen, Inc
444863203
72695.00000000
NS
USD
270425.40000000
0.001369059675
Long
EC
CORP
US
N
1
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
17401QAU5
3800000.00000000
PA
USD
4094082.87000000
0.020726765177
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
3.75000000
N
N
N
N
N
N
TES LLC
N/A
TES LLC
88159DAA3
11362346.37000000
PA
USD
11866780.01000000
0.060076937984
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
11970.00000000
NS
USD
778648.50000000
0.003941997543
Long
EC
CORP
US
N
1
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina, Inc
452327109
17383.00000000
NS
USD
6613188.52000000
0.033480027122
Long
EC
CORP
US
N
1
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Co
099502106
372.00000000
NS
USD
31541.88000000
0.000159684393
Long
EC
CORP
US
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com, Inc
023135BV7
8000000.00000000
PA
USD
7959322.88000000
0.040294987069
Long
DBT
CORP
US
N
2
2023-05-12
Fixed
0.25000000
N
N
N
N
N
N
PHILADELPHIA PA REDEV AUTH
N/A
Redevelopment Authority of the City of Philadelphia
717868GP2
1250000.00000000
PA
USD
1239153.25000000
0.006273355778
Long
DBT
MUN
US
N
2
2027-09-01
Fixed
1.92700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TA6
50525000.00000000
PA
USD
48985566.41000000
0.247995061242
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAF8
12775000.00000000
PA
USD
12102997.57000000
0.061272816536
Long
DBT
CORP
US
N
2
2031-02-02
Fixed
1.80000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
G93882192
11612517.00000000
NS
17491188.89000000
0.088551154510
Long
EC
CORP
GB
N
2
N
N
N
Merit Medical Systems Inc
549300OYTY138SP2CE83
Merit Medical Systems, Inc
589889104
39504.00000000
NS
USD
2461099.20000000
0.012459597623
Long
EC
CORP
US
N
1
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59261AG76
10735000.00000000
PA
USD
14695386.26000000
0.074397082296
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
7460546.10000000
0.037769872282
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
926229.00000000
NS
12859351.19000000
0.065101943687
Long
EC
CORP
SE
N
2
N
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen Kabushiki Kaisha
664396009
111478.00000000
NS
8500520.20000000
0.043034860716
Long
EC
CORP
JP
N
2
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas, Inc
92276F100
70270.00000000
NS
USD
3592202.40000000
0.018185937603
Long
EC
CORP
US
N
1
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189WAN0
19400000.00000000
PA
USD
19354812.16000000
0.097985961554
Long
DBT
CORP
US
N
2
2023-03-02
Variable
0.67325000
N
N
N
N
N
N
MASSACHUSETTS HIGHER EDU
N/A
Massachusetts Higher Education Assistance Corp
575674AA4
7725000.00000000
PA
USD
7858121.84000000
0.039782645170
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
2.67300000
N
N
N
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
621179902
17639.00000000
NS
2768447.36000000
0.014015583015
Long
EC
CORP
AU
N
2
N
N
N
Vontier Corp
N/A
Vontier Corp
928881101
288088.00000000
NS
USD
8852944.24000000
0.044819047933
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SU1
25000000.00000000
PA
USD
24999514.00000000
0.126562913523
Long
STIV
USGSE
US
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CBU4
19250000.00000000
PA
USD
19161269.44000000
0.097006129284
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.12500000
N
N
N
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
J77153120
1341900.00000000
NS
6328145.34000000
0.032036963255
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
2333772.53000000
0.011814991719
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
50127.00000000
NS
USD
4428720.45000000
0.022420906395
Long
EC
CORP
US
N
1
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
473249902
230397.00000000
NS
3621622.75000000
0.018334881507
Long
EC
CORP
NO
N
2
N
N
N
Tactile Systems Technology Inc
54930069VDTITHOTKJ98
Tactile Systems Technology, Inc
87357P100
29138.00000000
NS
USD
554496.14000000
0.002807200452
Long
EC
CORP
US
N
1
N
N
N
Stockland
N/A
Stockland Trust Group
685085003
888670.00000000
NS
2741560.23000000
0.013879463829
Long
EC
CORP
AU
N
2
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36260RAD1
1128743.39000000
PA
USD
1117468.37000000
0.005657312085
Long
ABS-CBDO
USGSE
US
Y
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp (Class A)
989207105
76721.00000000
NS
USD
45664339.20000000
0.231180966689
Long
EC
CORP
US
N
1
N
N
N
Pinnacle Financial Partners Inc
54930098EZ8JMSAZGS24
Pinnacle Financial Partners, Inc
72346Q104
56233.00000000
NS
USD
5370251.50000000
0.027187515573
Long
EC
CORP
US
N
1
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313E20
19231000.00000000
PA
USD
19196649.40000000
0.097185244399
Long
STIV
USGSE
US
N
2
N
N
N
Lovesac Co/The
N/A
Lovesac Co
54738L109
18915.00000000
NS
USD
1253307.90000000
0.006345015321
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCRV9
16750433.42000000
PA
USD
18041595.69000000
0.091337652209
Long
ABS-MBS
MUN
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
258917.00000000
NS
USD
14043658.08000000
0.071097633463
Long
EC
CORP
US
N
1
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB (B Shares)
N/A
8252.00000000
NS
117720.25000000
0.000595972298
Long
EC
CORP
SE
N
2
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C100
47521.00000000
NS
USD
9813561.71000000
0.049682284306
Long
EC
CORP
US
N
1
N
N
N
SUNRUN CALLISTO ISSUER LLC
N/A
Sunrun Atlas Issuer LLC
86772FAA9
9229035.40000000
PA
USD
9656965.47000000
0.048889497839
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
2349960.80000000
0.011896946697
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
2752063.40000000
0.013932637334
Long
DBT
NUSS
N/A
N
2
2036-02-15
Fixed
4.87500000
N
N
N
N
N
N
United States Treasury Note/Bond - When Issued
254900HROIFWPRGM1V77
United States Treasury Note
91282CDN8
2500000.00000000
PA
USD
2502734.38000000
0.012670380508
Long
DBT
UST
US
N
2
2024-12-15
Fixed
0.87500000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
6900000.00000000
PA
USD
7388382.00000000
0.037404533229
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
49305.00000000
NS
21599484.72000000
0.109349874432
Long
EC
CORP
CH
N
2
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR, Inc
693718108
66313.00000000
NS
USD
5852785.38000000
0.029630398811
Long
EC
CORP
US
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBJ5
9750000.00000000
PA
USD
10149902.10000000
0.051385046195
Long
DBT
CORP
IT
Y
2
2024-09-23
Fixed
3.25000000
N
N
N
N
N
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
EUR220131
EUR220131
1.00000000
NC
USD
302130.45000000
0.001529570135
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
10901142.95000000
EUR
12720784.63000000
USD
2022-01-31
302130.45000000
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12659FAC9
3922000.00000000
PA
USD
3918614.92000000
0.019838438509
Long
ABS-CBDO
USGSE
US
Y
2
2066-10-25
Variable
2.40500000
N
Y
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAE2
5000000.00000000
PA
USD
5159124.00000000
0.026118658333
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
32976040.63000000
0.166944996555
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
22948449.41000000
0.116179163250
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
15513.00000000
NS
USD
1640810.01000000
0.008306789300
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RCV9
1546426.20000000
PA
USD
1745025.66000000
0.008834393008
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.00000000
N
N
N
N
N
N
FUJIFILM Holdings Corp
529900UBKMFM0ST6H474
Fujifilm Holdings Corp
J14208102
40800.00000000
NS
3024677.33000000
0.015312776694
Long
EC
CORP
JP
N
2
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard, Inc
57636QAS3
7725000.00000000
PA
USD
7767144.20000000
0.039322060409
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.90000000
N
N
N
N
N
Live Oak Bancshares Inc
N/A
Live Oak Bancshares, Inc
53803X105
25729.00000000
NS
USD
2245884.41000000
0.011370048008
Long
EC
CORP
US
N
1
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Cap Gemini S.A.
F13587120
75268.00000000
NS
18446716.50000000
0.093388622882
Long
EC
CORP
FR
N
2
N
N
N
Hitachi Construction Machinery Co Ltd
5493009B7C53PDH8W826
Hitachi Construction Machinery Co Ltd
642940001
58000.00000000
NS
1675905.56000000
0.008484464556
Long
EC
CORP
JP
N
2
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA Global Funding
76209PAA1
9550000.00000000
PA
USD
9582410.31000000
0.048512053770
Long
DBT
CORP
US
Y
2
2026-11-30
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CDL2
37265000.00000000
PA
USD
37410566.41000000
0.189395293101
Long
DBT
UST
US
N
2
2028-11-30
Fixed
1.50000000
N
N
N
N
N
N
VERMONT ST EDUCTNL & HLTH BLDG
549300ZC1ZW1EUIIV708
Vermont Educational & Health Buildings Financing Agency
924166JG7
3000000.00000000
PA
USD
3302710.80000000
0.016720353098
Long
DBT
MUN
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
Knowles Corp
5493003EO323TDZQU148
Knowles Corp
49926D109
134929.00000000
NS
USD
3150592.15000000
0.015950234945
Long
EC
CORP
US
N
1
N
N
N
Five Below Inc
529900AAXP5Z6BGI7418
Five Below, Inc
33829M101
7052.00000000
NS
USD
1458988.28000000
0.007386295890
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MT5
14125000.00000000
PA
USD
14040832.23000000
0.071083327272
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.77600000
N
N
N
N
N
N
Kubota Corp
549300CSY4INHEHQQT13
Kubota Corp
J36662138
573800.00000000
NS
12759045.64000000
0.064594135309
Long
EC
CORP
JP
N
2
N
N
N
Media General Inc
5493005Q6QE29UIIR333
Media General, Inc
584CVR997
38808.00000000
NC
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Mercury Systems Inc
549300P3B84SGK7HH679
Mercury Systems, Inc
589378108
103077.00000000
NS
USD
5675419.62000000
0.028732464262
Long
EC
CORP
US
N
1
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAM7
4975000.00000000
PA
USD
5667016.88000000
0.028689924424
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
253286.00000000
NS
3304896.76000000
0.016731419772
Long
EC
CORP
AU
N
2
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy, Inc
867224107
697888.00000000
NS
17461682.44000000
0.088401774715
Long
EC
CORP
CA
N
1
N
N
N
SOLAR STAR FUNDING LLC
N/A
Solar Star Funding LLC
83416WAA1
20203794.33000000
PA
USD
23286322.18000000
0.117889682989
Long
DBT
CORP
US
Y
2
2035-06-30
Fixed
5.37500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141G104
39027.00000000
NS
USD
14929778.85000000
0.075583721728
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CQH0
1631531.08000000
PA
USD
1714419.71000000
0.008679446868
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
83685.00000000
NS
USD
5023610.55000000
0.025432605914
Long
EC
CORP
US
N
1
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
Factset Research Systems, Inc
303075105
9442.00000000
NS
USD
4588906.42000000
0.023231866283
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140HJJT9
3346812.45000000
PA
USD
3730800.01000000
0.018887603936
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
5.00000000
N
N
N
N
N
N
Wendy's Co/The
529900M0JIUCMWVKHG76
Wendy's
95058W100
81211.00000000
NS
USD
1936882.35000000
0.009805689557
Long
EC
CORP
US
N
1
N
N
STERIS PLC
N/A
STERIS plc
G8473T100
29676.00000000
NS
USD
7223435.16000000
0.036569470890
Long
EC
CORP
US
N
1
N
N
N
LUTHERAN MEDICAL CENTER
N/A
Lutheran Medical Center
55058QAA5
3280000.00000000
PA
USD
3315582.59000000
0.016785518015
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
429549.12000000
0.002174641800
Long
EC
CORP
US
N
1
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline plc
G3910J112
1401058.00000000
NS
30504885.27000000
0.154434488465
Long
EC
CORP
GB
N
2
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167FB4
12500000.00000000
PA
USD
12436578.00000000
0.062961605811
Long
DBT
NUSS
N/A
N
2
2031-03-04
Fixed
1.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
G4634U169
4199909.00000000
NS
25364335.56000000
0.128409864610
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities
30711XAK0
3995232.89000000
PA
USD
4056652.40000000
0.020537269120
Long
ABS-CBDO
USGSE
US
N
2
2024-07-25
Variable
3.10275000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88161FAD8
6650000.00000000
PA
USD
6597564.75000000
0.033400929990
Long
ABS-O
CORP
US
Y
2
2025-03-20
Fixed
0.66000000
N
N
N
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group plc
G5689U103
157367.00000000
NS
14803533.52000000
0.074944590232
Long
EC
CORP
GB
N
2
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co
742718FH7
5300000.00000000
PA
USD
5760484.51000000
0.029163115046
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
11143585.34000000
0.056415681830
Long
DBT
CORP
US
Y
2
2048-03-15
Fixed
4.27300000
N
N
N
N
N
N
Freddie Mac Multiclass Certifi
N/A
Freddie Mac Multiclass Certificates Series
3137H13V6
10260000.00000000
PA
USD
10411649.98000000
0.052710174928
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
1.87800000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc
548661107
229305.00000000
NS
USD
59270756.40000000
0.300065017933
Long
EC
CORP
US
N
1
N
N
N
Collegium Pharmaceutical Inc
54930049FXZMTLW8D496
Collegium Pharmaceutical, Inc
19459J104
58062.00000000
NS
USD
1084598.16000000
0.005490902868
Long
EC
CORP
US
N
1
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
J32491102
50374.00000000
NS
31673059.70000000
0.160348505808
Long
EC
CORP
JP
N
2
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group, Inc
92939U106
119845.00000000
NS
USD
11633354.15000000
0.058895192733
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137F6JS7
13937401.43000000
PA
USD
2293379.89000000
0.011610499335
Long
ABS-CBDO
USGSE
US
N
2
2050-11-25
Fixed
2.50000000
N
N
N
N
N
N
Rapid7 Inc
549300GNVG5D60KEYN14
Rapid7, Inc
753422104
29937.00000000
NS
USD
3523285.53000000
0.017837038026
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3135G03U5
8000000.00000000
PA
USD
7889470.56000000
0.039941351669
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
2613104.75000000
0.013229143194
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
5928843.92000000
PA
USD
6701847.54000000
0.033928873603
Long
DBT
CORP
US
Y
2
2033-02-28
Fixed
6.00000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148QR7
5000000.00000000
PA
USD
6981793.90000000
0.035346134233
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
5914073.55000000
0.029940677218
Long
DBT
MUN
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F72G9
4829758.34000000
PA
USD
4715622.94000000
0.023873383233
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
7477241.61000000
0.037854395220
Long
EC
CORP
AU
N
2
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television, Inc
389375106
162479.00000000
NS
USD
3275576.64000000
0.016582983294
Long
EC
CORP
US
N
1
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc
759351AP4
6100000.00000000
PA
USD
6353739.14000000
0.032166534810
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002VAS8
331174.54000000
PA
USD
333766.38000000
0.001689730667
Long
ABS-CBDO
USGSE
US
Y
2
2050-07-25
Variable
3.00000000
N
N
N
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
Barry Callebaut AG.
547692905
3904.00000000
NS
9477548.96000000
0.047981181131
Long
EC
CORP
CH
N
2
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables Owner Trust
89190GAC1
9500000.00000000
PA
USD
9408168.25000000
0.047629933311
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
0.26000000
N
N
N
N
N
N
Whitbread PLC
21380099VMZKRMN3EX36
Whitbread plc
G9606P197
129335.00000000
NS
5261040.64000000
0.026634623039
Long
EC
CORP
GB
N
2
N
N
N
Delek US Holdings Inc
5493003O53JMENV1N385
Delek US Holdings, Inc
24665A103
2773.00000000
NS
USD
41567.27000000
0.000210439082
Long
EC
CORP
US
N
1
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BR7
9425000.00000000
PA
USD
9318400.80000000
0.047175475276
Long
DBT
CORP
US
N
2
2051-08-12
Fixed
2.62500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262PAD3
3430117.14000000
PA
USD
3402027.91000000
0.017223157385
Long
ABS-CBDO
USGSE
US
Y
2
2052-03-25
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSB2
1418852.92000000
PA
USD
1548604.39000000
0.007839987749
Long
ABS-MBS
MUN
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33852EAD1
1551982.43000000
PA
USD
1537876.46000000
0.007785676370
Long
ABS-CBDO
USGSE
US
Y
2
2051-04-25
Variable
2.50000000
N
N
N
N
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi S.A.
N/A
63534.00000000
NS
5240564.43000000
0.026530959872
Long
EC
CORP
FR
Y
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BDC89
4703225.58000000
PA
USD
746511.01000000
0.003779297805
Long
ABS-CBDO
USGSE
US
N
2
2051-02-25
Fixed
3.00000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385RH1
25000000.00000000
PA
USD
25000000.00000000
0.126565373954
Long
STIV
USGSE
US
N
2
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZZ4
2815000.00000000
PA
USD
3314090.69000000
0.016777965099
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
Central Japan Railway Co
J05523105
47700.00000000
NS
6347532.11000000
0.032135111007
Long
EC
CORP
JP
N
2
N
N
N
Resona Holdings Inc
52990067JE75XZCYYT81
Resona Holdings, Inc
642155907
2027100.00000000
NS
7877668.12000000
0.039881600459
Long
EC
CORP
JP
N
2
N
N
N
FRETE 2021-ML08 TRUST
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30318LAB3
6794993.96000000
PA
USD
6742518.94000000
0.034134777241
Long
DBT
MUN
US
N
2
2037-07-25
Fixed
1.87700000
N
N
N
N
N
N
STANFORD HEALTH CARE
5493005311WCPXQGDG42
Stanford Health Care
85434VAC2
10385000.00000000
PA
USD
10795942.65000000
0.054655700747
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.02700000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAL8
10450000.00000000
PA
USD
10613600.92000000
0.053732574777
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.70000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc
92532F100
147780.00000000
NS
USD
32452488.00000000
0.164294451179
Long
EC
CORP
US
N
1
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YBE4
12550000.00000000
PA
USD
12585002.95000000
0.063713024183
Long
DBT
CORP
US
N
2
2031-12-10
Fixed
2.15000000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid plc
G6S9A7120
285175.00000000
NS
4112020.01000000
0.020817574010
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
10000000.00000000
PA
USD
9780744.10000000
0.049516141382
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.23900000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust
78449RAA3
14390000.00000000
PA
USD
14725016.47000000
0.074547088640
Long
ABS-MBS
USGSE
US
Y
2
2041-07-15
Fixed
2.58540000
N
N
N
N
N
N
Anaplan Inc
N/A
Anaplan, Inc
03272L108
9303.00000000
NS
USD
426542.55000000
0.002159420693
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
G491BT108
43051.00000000
NS
USD
991034.02000000
0.005017223653
Long
EC
CORP
US
N
1
N
N
N
NONGHYUP BANK
988400GSDJCW3LKJBD20
NongHyup Bank
65540JAE8
10000000.00000000
PA
USD
9894830.70000000
0.050093717910
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
4192634.78000000
0.021225695551
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
1068032.76000000
PA
USD
1174404.01000000
0.005945555307
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
12844.00000000
NS
USD
1970526.48000000
0.009976016833
Long
EC
CORP
US
N
1
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust
38237GAA7
4237616.53000000
PA
USD
4143588.48000000
0.020977393019
Long
ABS-O
CORP
US
Y
2
2048-07-20
Fixed
1.93000000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita, Inc
23918K108
188.00000000
NS
USD
21386.88000000
0.000108273538
Long
EC
CORP
US
N
1
N
N
N
LOS ANGELES CA
549300E7TO710PTXPJ65
City of Los Angeles CA
544351NE5
7500000.00000000
PA
USD
8290188.75000000
0.041970033571
Long
DBT
MUN
US
N
2
2038-09-01
Fixed
3.88000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251XAY3
830000.00000000
PA
USD
812405.41000000
0.004112895780
Long
ABS-MBS
USGSE
US
N
2
2049-11-10
Variable
3.96055500
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385TF3
25000000.00000000
PA
USD
24999361.25000000
0.126562140209
Long
STIV
USGSE
US
N
2
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
Energias de Portugal S.A.
X67925119
911108.00000000
NS
5004992.10000000
0.025338347871
Long
EC
CORP
PT
N
2
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
172317.00000000
NS
USD
22794092.76000000
0.115397714965
Long
EC
CORP
US
N
1
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit S.p.A
904678AS8
3600000.00000000
PA
USD
3922315.02000000
0.019857170690
Long
DBT
CORP
IT
Y
2
2035-06-30
Fixed
5.45900000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
171239AG1
2400000.00000000
PA
USD
2260450.92000000
0.011443792639
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.37500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F022626
170260000.00000000
PA
USD
173273625.84000000
0.877217650036
Long
ABS-O
USGSE
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
El Pollo Loco Holdings Inc
549300EZCBNF4G707K90
El Pollo Loco Holdings, Inc
268603107
40919.00000000
NS
USD
580640.61000000
0.002939559837
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335ALZ9
4866021.34000000
PA
USD
5355481.53000000
0.027112740902
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
18650000.00000000
PA
USD
19448840.67000000
0.098461991695
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333TAG4
2500000.00000000
PA
USD
2444190.50000000
0.012373995385
Long
ABS-O
CORP
US
Y
2
2038-10-17
Fixed
2.08200000
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
12650971.97000000
0.064046999930
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
3.49000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP AG.
D66992104
270041.00000000
NS
38005435.90000000
0.192406888279
Long
EC
CORP
DE
N
2
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAW0
13800000.00000000
PA
USD
13799934.17000000
0.069863753151
Long
DBT
CORP
NL
Y
2
2029-12-13
Fixed
2.47000000
N
N
N
N
N
N
Six Flags Entertainment Corp
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001A102
78908.00000000
NS
USD
3359902.64000000
0.017009893363
Long
EC
CORP
US
N
1
N
N
N
InterContinental Hotels Group PLC
2138007ZFQYRUSLU3J98
InterContinental Hotels Group plc
N/A
177301.00000000
NS
11462337.17000000
0.058029399612
Long
EC
CORP
GB
N
2
N
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UBG5
132584.33000000
PA
USD
70664.53000000
0.000357747306
Long
ABS-MBS
USGSE
US
N
3
2049-12-12
Variable
6.26081000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46643UDN6
2504261.65000000
PA
USD
2550567.95000000
0.012912543455
Long
ABS-CBDO
USGSE
US
Y
2
2044-12-25
Variable
2.11560800
N
N
N
N
N
N
EMCOR Group Inc
529900X0SQJB2J7YDU43
EMCOR Group, Inc
29084Q100
1733.00000000
NS
USD
220766.87000000
0.001117657658
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
141266.00000000
NS
USD
9100355.72000000
0.046071596992
Long
EC
CORP
US
N
1
N
N
N
Secom Co Ltd
529900TYCL9N3E9PGE47
Secom Co Ltd
J69972107
1100.00000000
NS
76434.88000000
0.000386960366
Long
EC
CORP
JP
N
2
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc
550021109
28998.00000000
NS
USD
11351267.10000000
0.057467094614
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46644MBJ4
122261.85000000
PA
USD
123431.94000000
0.000624888385
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
431268.00000000
NS
7724056.58000000
0.039103924379
Long
EC
CORP
AU
N
2
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BR1
11250000.00000000
PA
USD
11305304.21000000
0.057234402200
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.95000000
N
N
N
N
N
N
AID-INDIA
335800IV7VCDQGIOI391
India Government AID Bond
45683MAA8
4125000.00000000
PA
USD
4072134.87000000
0.020615650904
Long
DBT
NUSS
IN
N
2
2027-02-01
Variable
0.23163000
N
N
N
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re Ltd
H8431B109
127451.00000000
NS
12581128.52000000
0.063693409436
Long
EC
CORP
CH
N
2
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB S.A.
559699905
103681.00000000
NS
11832693.79000000
0.059904372576
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
12918691.12000000
0.065402358904
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
5.15100000
N
N
N
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB (B Shares)
B1Q3J3907
29742.00000000
NS
703389.84000000
0.003560991925
Long
EC
CORP
SE
N
2
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore S.A.
N/A
174527.00000000
NS
7119724.95000000
0.036044426030
Long
EC
CORP
BE
N
2
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AN1
10000000.00000000
PA
USD
10612428.70000000
0.053726640279
Long
DBT
NUSS
CA
N
2
2027-04-12
Fixed
2.75000000
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
N6596X109
212159.00000000
NS
USD
48325577.02000000
0.244653789084
Long
EC
CORP
US
N
1
N
N
N
Capitaland Investment Ltd/Singapore
254900AT4UQDU7SNXX49
Capitaland Investment Ltd
N/A
2693773.00000000
NS
6810995.94000000
0.034481449925
Long
EC
CORP
SG
N
2
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950KCS7
7375000.00000000
PA
USD
7367808.93000000
0.037300379698
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
5078033.99000000
0.025708130835
Long
EC
CORP
SG
N
2
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946NAE8
2418631.64000000
PA
USD
2128395.84000000
0.010775248616
Long
ABS-O
CORP
US
Y
3
2046-04-20
Fixed
0.00000100
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385RY4
20000000.00000000
PA
USD
19999916.60000000
0.101251876941
Long
STIV
USGSE
US
N
2
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
75524KNH3
5475000.00000000
PA
USD
5602613.22000000
0.028363873492
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
186861.00000000
NS
15063711.81000000
0.076261772735
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J77G4
2477132.41000000
PA
USD
2711237.62000000
0.013725952130
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
1984.00000000
NS
USD
99239.68000000
0.000502412288
Long
EC
CORP
US
N
1
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc
459506AQ4
5650000.00000000
PA
USD
5540187.84000000
0.028047837829
Long
DBT
CORP
US
Y
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
CapitaLand Integrated Commercial Trust
54930031292WUTXF0L29
CapitaMall Trust
642012900
416653.00000000
NS
630383.99000000
0.003191391417
Long
EC
CORP
SG
N
2
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946NAB4
2468830.85000000
PA
USD
2546134.14000000
0.012890096782
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
153725.00000000
NS
USD
25656702.50000000
0.129890005854
Long
EC
CORP
US
N
1
N
N
N
Ono Pharmaceutical Co Ltd
529900G26L4NG4GFJZ86
Ono Pharmaceutical Co Ltd
666010004
341800.00000000
NS
8495573.44000000
0.043009817175
Long
EC
CORP
JP
N
2
N
N
N
WiseTech Global Ltd
254900VE3AF301Q85K83
Wisetech Global Ltd
N/A
163815.00000000
NS
6947627.50000000
0.035173162905
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
35564KEL9
5350000.00000000
PA
USD
5445527.46000000
0.027568608774
Long
ABS-CBDO
USGSE
US
Y
2
2033-10-25
Variable
2.14967000
N
Y
N
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis, Inc
349553107
118617.00000000
NS
5722910.40000000
0.028972891795
Long
EC
CORP
CA
N
1
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
J48818124
270081.00000000
NS
12488464.34000000
0.063224286372
Long
EC
CORP
JP
N
2
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
1438463.00000000
NS
USD
74080844.50000000
0.375042791480
Long
EC
CORP
US
N
1
N
N
N
Itron Inc
24F6LSZD18II6ICG6S41
Itron, Inc
465741106
4037.00000000
NS
USD
276615.24000000
0.001400396451
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP, Inc
40434L105
1262119.00000000
NS
USD
47544022.73000000
0.240697080645
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust
35564KFV6
1520000.00000000
PA
USD
1522891.65000000
0.007709814046
Long
ABS-CBDO
USGSE
US
Y
2
2033-12-25
Variable
2.09967000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
12595BAX9
6650000.00000000
PA
USD
6740209.25000000
0.034123084170
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
62644.00000000
NS
USD
8456313.56000000
0.042811059519
Long
EC
CORP
US
N
1
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAH9
9732000.00000000
PA
USD
10935787.87000000
0.055363683250
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
219757.38000000
0.001112546999
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179SSQ1
5785008.14000000
PA
USD
6090904.10000000
0.030835902205
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
169834.00000000
NS
USD
46395252.12000000
0.234881297371
Long
EC
CORP
US
N
1
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
J59396101
285900.00000000
NS
7818867.54000000
0.039583915764
Long
EC
CORP
JP
N
2
N
N
N
AREIT CRE Trust
N/A
AREIT Trust
00217LAA0
2093060.34000000
PA
USD
2091809.74000000
0.010590027279
Long
ABS-MBS
USGSE
US
Y
2
2036-09-14
Variable
1.18448000
N
N
N
N
N
N
ePlus Inc
529900FFY8AAFJ21NE91
ePlus, Inc
294268107
12042.00000000
NS
USD
648822.96000000
0.003284740822
Long
EC
CORP
US
N
1
N
N
N
Credit-Based Asset Servicing a
N/A
C-BASS Trust
14986PAA1
309983.08000000
PA
USD
303295.75000000
0.001535469600
Long
ABS-O
CORP
US
N
2
2036-07-25
Variable
0.26188000
N
N
N
N
N
N
Douglas Emmett Inc
N/A
Douglas Emmett, Inc
25960P109
6866.00000000
NS
USD
230011.00000000
0.001164457129
Long
EC
CORP
US
N
1
N
N
N
OAKLAND CA
549300BRTTFKDQCGL048
City of Oakland CA
672240WM6
4835000.00000000
PA
USD
4912030.25000000
0.024867717818
Long
DBT
MUN
US
N
2
2029-01-15
Fixed
2.07000000
N
N
N
N
N
N
Nutanix Inc
549300X7J6E8TKVIXW09
Nutanix, Inc
67059N108
128391.00000000
NS
USD
4090537.26000000
0.020708815119
Long
EC
CORP
US
N
1
N
N
N
STAAR Surgical Co
5299006LRHI7OJ8BY308
Staar Surgical Co
852312305
42938.00000000
NS
USD
3920239.40000000
0.019846662626
Long
EC
CORP
US
N
1
N
N
N
Smartsheet Inc
549300N9WF42OK9VL589
Smartsheet, Inc
83200N103
37192.00000000
NS
USD
2880520.40000000
0.014582965664
Long
EC
CORP
US
N
1
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
Nomura Holdings, Inc
664310000
281900.00000000
NS
1227857.27000000
0.006216168581
Long
EC
CORP
JP
N
2
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630XAB4
480371.23000000
PA
USD
479111.65000000
0.002425557805
Long
ABS-O
CORP
US
N
2
2037-03-25
Variable
0.42188000
N
N
N
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies, Inc
49338L103
167669.00000000
NS
USD
34625325.19000000
0.175294689238
Long
EC
CORP
US
N
1
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit S.p.A
904678AL3
3241000.00000000
PA
USD
3243701.18000000
0.016421610113
Long
DBT
CORP
IT
Y
2
2022-01-14
Variable
4.02675000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538CAC5
807771.76000000
PA
USD
805062.01000000
0.004075718974
Long
ABS-CBDO
CORP
US
Y
2
2065-05-25
Fixed
1.73300000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAH8
6850000.00000000
PA
USD
7474769.11000000
0.037841877905
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
27986.00000000
NS
USD
632203.74000000
0.003200604110
Long
EC
CORP
US
N
1
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP
70339PAA7
1925000.00000000
PA
USD
1997187.50000000
0.010110991311
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
54955.00000000
NS
USD
19694772.90000000
0.099707051881
Long
EC
CORP
US
N
1
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp
45167R104
1811.00000000
NS
USD
427975.52000000
0.002166675269
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AS2
3875000.00000000
PA
USD
4189329.38000000
0.021208961583
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.00000000
N
N
N
N
N
N
Covivio
969500P8M3W2XX376054
Fonciere Des Regions
774563902
28310.00000000
NS
2323847.38000000
0.011764744506
Long
EC
CORP
FR
N
2
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
6903536P7
16756990.89000000
PA
USD
17353612.16000000
0.087854656499
Long
DBT
USGSE
US
N
2
2029-10-15
Fixed
2.36000000
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
333909.00000000
NS
USD
38586524.04000000
0.195348713789
Long
EC
CORP
US
N
1
N
N
N
WSP Global Inc
549300IQ87LU6X6ERQ78
WSP Global, Inc
92938W202
12800.00000000
NS
1858147.75000000
0.009407086593
Long
EC
CORP
CA
N
1
N
N
N
Iridium Communications Inc
549300U620NVQ4J1CT96
Iridium Communications, Inc
46269C102
174314.00000000
NS
USD
7197425.06000000
0.036437791769
Long
EC
CORP
US
N
1
N
N
N
CHICAGO IL
T5UYO5SYLC8K73MJQX30
City of Chicago IL
167486D22
1105000.00000000
PA
USD
1258259.85000000
0.006370085137
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
117018.00000000
NS
6215612.81000000
0.031467254386
Long
EC
CORP
CA
N
1
N
N
N
City Developments Ltd
254900BPLPJS0RJ72373
City Developments Ltd
619792005
177700.00000000
NS
899052.82000000
0.004551558254
Long
EC
CORP
SG
N
2
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46645GAN8
557226.65000000
PA
USD
555454.00000000
0.002812049728
Long
ABS-CBDO
USGSE
US
Y
2
2045-10-25
Variable
3.50000000
N
N
N
N
N
N
New York Mortgage Trust
N/A
New York Mortgage Trust
649603AG2
70573.05000000
PA
USD
71063.18000000
0.000359765518
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
0.58188000
N
N
N
N
N
N
Antero Midstream Corp
N/A
Antero Midstream Corp
03676B102
380386.00000000
NS
USD
3682136.48000000
0.018641239221
Long
EC
CORP
US
N
1
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections, Inc
94106BAD3
7425000.00000000
PA
USD
7308554.54000000
0.037000397536
Long
DBT
CORP
CA
N
2
2052-01-15
Fixed
2.95000000
N
N
N
N
N
N
ChannelAdvisor Corp
549300KE5CWXBSGWXT83
ChannelAdvisor Corp
159179100
54183.00000000
NS
USD
1337236.44000000
0.006769913203
Long
EC
CORP
US
N
1
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI S.p.A.
714505906
1229412.00000000
NS
17086088.88000000
0.086500289140
Long
EC
CORP
IT
N
2
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Healthcare, Inc
40412C101
113502.00000000
NS
USD
29160933.84000000
0.147630579853
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772MAH2
1089687.10000000
PA
USD
1097616.75000000
0.005556810976
Long
ABS-CBDO
USGSE
US
Y
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385ZJ8
15000000.00000000
PA
USD
14982453.45000000
0.075850392946
Long
STIV
USGSE
US
N
2
N
N
N
Community Trust Bancorp Inc
N/A
Community Trust Bancorp, Inc
204149108
889.00000000
NS
USD
38769.29000000
0.000196273987
Long
EC
CORP
US
N
1
N
N
N
Insurance Australia Group Ltd
549300PFEWKNHRG25N08
Insurance Australia Group Ltd
627102908
1068.00000000
NS
3309.76000000
0.000016756040
Long
EC
CORP
AU
N
2
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
231411.00000000
NS
USD
53557761.84000000
0.271142326218
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR31
995366.94000000
PA
USD
1071182.98000000
0.005422986977
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
4513593.82000000
0.022850587588
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
10987874.82000000
0.055627379422
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
495395.00000000
NS
USD
37610388.40000000
0.190406914897
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2P8
15300000.00000000
PA
USD
15512919.85000000
0.078535940077
Long
DBT
CORP
FR
Y
2
2032-04-19
Fixed
2.87100000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N07059202
89481.00000000
NS
71676055.95000000
0.362868272996
Long
EC
CORP
NL
N
2
N
N
N
Northern Star Resources Ltd
254900XFXCRYYZAX6M78
Northern Star Resources Ltd
N/A
375868.00000000
NS
2584974.83000000
0.013086732240
Long
EC
CORP
AU
N
2
N
N
N
Osaka Gas Co Ltd
353800024KMNOPQRWZ02
Osaka Gas Co Ltd
666176003
145500.00000000
NS
2406462.60000000
0.012182993555
Long
EC
CORP
JP
N
2
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CV9
13750000.00000000
PA
USD
13483542.60000000
0.068261984456
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.20600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H022622
30270000.00000000
PA
USD
30930940.30000000
0.156591441033
Long
ABS-O
USGSE
US
N
2
2052-02-20
Fixed
2.50000000
N
N
N
N
N
N
GPT Group/The
N/A
GPT Group
636586000
683337.00000000
NS
2694530.60000000
0.013641370920
Long
EC
CORP
AU
N
2
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BH9
5523000.00000000
PA
USD
5566893.27000000
0.028183037139
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
2.12500000
N
N
N
N
N
N
Vestas Wind Systems A/S
549300DYMC8BGZZC8844
Vestas Wind Systems A.S.
N/A
232500.00000000
NS
7080816.59000000
0.035847447984
Long
EC
CORP
DK
N
2
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd
N/A
5067.00000000
NS
12873.36000000
0.000065172864
Long
EC
CORP
AU
N
2
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank International Bond
500630CQ9
8750000.00000000
PA
USD
8774824.28000000
0.044423556655
Long
DBT
NUSS
KR
N
2
2022-07-06
Variable
0.85163000
N
N
N
N
N
N
TES LLC
N/A
TES LLC
88159DAB1
2500000.00000000
PA
USD
2395241.50000000
0.012126185446
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
122223.00000000
NS
12510645.14000000
0.063336579222
Long
EC
CORP
AU
N
2
N
N
N
AngioDynamics Inc
549300W3VKC5ZKMO8C28
Angiodynamics, Inc
03475V101
64063.00000000
NS
USD
1766857.54000000
0.008944919410
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137FWNA4
10333870.08000000
PA
USD
1188026.14000000
0.006014518907
Long
ABS-CBDO
USGSE
US
N
2
2050-09-25
Fixed
2.00000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313F60
15000000.00000000
PA
USD
14971890.45000000
0.075796916544
Long
STIV
USGSE
US
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SW9
14508000.00000000
PA
USD
14360086.44000000
0.072699588412
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
Glacier Bancorp Inc
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc
37637Q105
1019.00000000
NS
USD
57777.30000000
0.000292504223
Long
EC
CORP
US
N
1
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores, Inc
778296103
47226.00000000
NS
USD
5396987.28000000
0.027322868532
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36261HAD2
3036491.99000000
PA
USD
3009804.26000000
0.015237480067
Long
ABS-CBDO
USGSE
US
Y
2
2051-10-25
Variable
2.50000000
N
Y
N
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco plc
N/A
4087739.00000000
NS
16093728.73000000
0.081476351801
Long
EC
CORP
GB
N
2
N
N
N
FARO Technologies Inc
529900MFEFNOFP3YR823
FARO Technologies, Inc
311642102
5198.00000000
NS
USD
363963.96000000
0.001842609388
Long
EC
CORP
US
N
1
N
N
N
Singapore Telecommunications Ltd
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd
N/A
3175800.00000000
NS
5467077.49000000
0.027677708278
Long
EC
CORP
SG
N
2
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc
200340107
113045.00000000
NS
USD
9834915.00000000
0.049790387791
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BP59
337970.36000000
PA
USD
372878.75000000
0.001887741537
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
6758160.91000000
0.034213966512
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.25000000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc
185899101
91048.00000000
NS
USD
1982114.96000000
0.010034684845
Long
EC
CORP
US
N
1
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A.
T55067101
7236339.00000000
NS
18690907.81000000
0.094624869460
Long
EC
CORP
IT
N
2
N
N
N
2021-12-31
COLLEGE RETIREMENT EQUITIES FUND
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer